A Basis Theory Primer, Heil

Corrected January 1998
Revised July 1997

Manuscript July 1987
A BASIS THEORY PRIMER
Christopher Heil
School of Mathematics
Georgia Institute of Technology
Atlanta, Georgia 30332-0160
http://www.math.gatech.edu/heil
i
ii
c _1997 by Christopher Heil
iii
CONTENTS
I. Preliminaries 1
1. Notation and Functional Analysis Review 2
II. Convergence of Series 20
2. Unconditional Convergence of Series in Banach Spaces 21
3. Unconditional Convergence of Series in Hilbert Spaces 32
III. Bases in Banach Spaces 38
4. Bases in Banach Spaces 39
5. Absolutely Convergent Bases in Banach Spaces 46
6. Some Types of Linear Independence of Sequences 47
7. Biorthogonal Systems in Banach Spaces 50
8. Duality for Bases in Banach Spaces 56
9. Unconditional Bases in Banach Spaces 58
10. Weak and Weak
Bases in Banach Spaces 65

IV. Bases and Frames in Hilbert Spaces
11. Riesz Bases in Hilbert Spaces 73
12. Frames in Hilbert Spaces 81
References 93
iv
PREFACE
Bases are essential tools in the study of Banach and Hilbert spaces. This manuscript presents
a quick and hopefully easy introduction to basis theory for readers with a modest background in
real and functional analysis. A short review of the relevant background from analysis is included.
This manuscript grew out of a set of notes originally prepared in 1987 at the instigation of my
Ph.D. thesis advisor, Professor John Benedetto of the University of Maryland, College Park. At
that time, the now-ubiquitous eld of wavelets was in its infancy. An important goal of the new
theory was the construction of good bases or basis-like systems called frames for function spaces
such as L
2
(R). A solid understanding of basis theory was therefore needed, and these notes are the
ospring of that need. The results presented here were drawn from many sources, but especially
from the indispensable books by Lindenstrauss and Tzafriri [LT77], Marti [Mar69], Singer [Sin70],
and Young [You80]. Aside from a few minor results in connection with frame theory that are
clearly identied, no results presented in this manuscript are original or are claimed as original.
Outline. In the rst part of the manuscript, consisting of Chapter 1, we present a review of
basic functional-analytic background material. We give the denitions and the statements of the
theorems that underlie the material in this manuscript, but we omit the proofs. Most of this
material can be found in standard texts on real analysis, functional analysis, or Hilbert space
theory, but it is collected here as a single, convenient source of reference.
The second part of the manuscript deals with the meaning of an innite series
x
n
in abstract
spaces. In Chapter 2, we dene what it means for a series to converge, and study several more
restrictive forms of convergence, including unconditional convergence in particular. Chapter 3
presents some additional results on unconditional convergence that apply to the specic case of
Hilbert spaces.
The third part of the manuscript is devoted to the study of bases and related systems in Banach
spaces. In Chapter 4 we present the denitions and essential properties of bases in Banach spaces.
Chapter 5 discusses the special case of absolutely convergent bases. In Chapter 6 and 7 we discuss
properties of general biorthogonal systems. Chapter 8 considers the duality between bases and
their biorthogonal sequences. Chapter 9 presents in detail the important class of unconditional
bases. Chapter 10 is devoted to considering some generalizations of bases to the case of the weak
or weak
topologies.
The fourth and nal part of this manuscript is devoted to the study of bases and basis-like
systems in Hilbert spaces. In Chapter 11 we consider unconditional bases in Hilbert space, and
characterize the class of bounded unconditional bases. In Chapter 12 we consider frames, which
share many of the properties of bounded unconditional bases, yet need not be bases. This nal
chapter is adapted from my Ph.D. thesis [Hei90] and from my joint research-tutorial with Walnut
[HW89].
Acknowledgment. I would like to thank Professor Benedetto and fellow student David Walnut
for numerous invaluable discussions and insights on frames, wavelets, harmonic analysis, and all
other areas of mathematics, and for their continuing advice and friendship.
I also thank Jae Kun Lim and Georg Zimmermann for valuable comments and criticisms of this
manuscript.
1
I. PRELIMINARIES
2
1. NOTATION AND FUNCTIONAL ANALYSIS REVIEW
In this chapter we shall briey review the basic denitions and theorems that underlie the results
presented in this manuscript. Excellent references for this material are [Con85], [GG81], [RS80],
[Roy68], [Rud91], [WZ77], and related books.
1.1. GENERAL NOTATION. Z = . . . , 1, 0, 1, . . . is the set of integers, N = 1, 2, 3, . . . is the
natural numbers, Q is the set of rational numbers, R is the set of real numbers, and C is the set
of complex numbers. F will denote the current eld of scalars, either R or C according to context.
The real part of a complex number z = a + ib is Re(z) = a, and the imaginary part is Im(z) = b.
The complex conjugate of z = a + ib is z = a ib. The modulus, or absolute value, of z = a + ib
is [z[ =
z z =
a
2
+ b
2
. On occasion, we use formally the extended real numbers R , .
For example, the inmum and supremum of a set of real numbers a
n
always exist as extended
real numbers, i.e., we always have inf a
n
supa
n
.
If S is a subset of a set X then XS = x X : x / S. The cardinality of a nite set F
is denoted by [F[. The Lebesgue measure of a subset S R is denoted by [S[. The distinction
between these two meanings of [ [ is always clear from context.
Sequences or series with unspecied limits are assumed to be over N. That is,
(c
n
) = (c
n
)
n=1
, x
n
= x
n
n=1
,
n
x
n
=
n=1
x
n
.
We generally use the notation (c
n
) to denote a sequence of scalars and x
n
to denote a sequence
of vectors. A series
c
n
of complex numbers converges if lim
N
N
n=1
c
n
exists as a complex
number. If (c
n
) is a sequence of nonnegative real scalars, we use the notation
c
n
< to mean
that the series
c
n
converges.
Let X and Y be sets. We write f: X Y to denote a function with domain X and range Y .
The image or range of f is Range(f) = f(X) = f(x) : x X. A function f: X Y is injective,
or 1-1, if f(x) = f(y) implies x = y. It is surjective, or onto, if f(X) = Y . It is bijective if it is
both injective and surjective.
Let E be a subset of the real line R and let f: E C be a complex-valued function dened
on E. f is bounded if there exists a number M such that [f(x)[ M for every x E. f is
essentially bounded if there exists a number M such that [f(x)[ M almost everywhere, i.e., if the
set Z = x E : [f(x)[ > M has Lebesgue measure zero. In general, a property is said to hold
almost everywhere (a.e.) if the Lebesgue measure of the set on which the property fails is zero.
The Kronecker delta is
mn
=
_
1, if m = n,
0, if m ,= n.
We use the symbol to denote the end of a proof, and the symbol to denote the end of a
denition or the end of the statement of a theorem whose proof will be omitted.
1. NOTATION AND FUNCTIONAL ANALYSIS REVIEW 3
1.2. BANACH SPACES. We assume that the reader is familiar with vector spaces. The scalar
eld associated with the vector spaces in this manuscript will always be either the real line R or
the complex plane C. We use the symbol F to denote the generic choice of one of these elds.
For simplicity, some denitions and examples are stated specically for complex scalars, but the
required changes for the case of real scalars are always obvious.
Our rst step is to dene what we mean by the size or norm of a vector.
Denition 1.1. A vector space X is called a normed linear space if for each x X there is a real
number |x|, called the norm of x, such that:
(a) |x| 0,
(b) |x| = 0 if and only if x = 0,
(c) |cx| = [c[ |x| for every scalar c, and
(d) |x +y| |x| +|y|.
If only properties (a), (c), and (d) hold then | | is called a seminorm.
It is usually clear from context which normed linear space X and which norm | | is being
referred to. However, when there is the possibility of confusion, we write | |
X
to specify which
norm we mean.
Denition 1.2. Let X be a normed linear space.
(a) A sequence of vectors x
n
in X converges to x X if lim
n
|x x
n
| = 0, i.e., if
> 0, N > 0, n N, |x x
n
| < .
In this case, we write x
n
x, or lim
n
x
n
= x.
(b) A sequence of vectors x
n
in X is Cauchy if lim
m,n
|x
m
x
n
| = 0, i.e., if
> 0, N > 0, m, n N, |x
m
x
n
| < .
(c) It is easy to show that every convergent sequence in a normed space is a Cauchy sequence.
However, the converse is not true in general. We say that X is complete if it is the case that
every Cauchy sequence in X is a convergent sequence. A complete normed linear space is
called a Banach space.
Denition 1.3. A sequence x
n
in a Banach space X is:
(a) bounded below if inf |x
n
| > 0,
(b) bounded above if sup |x
n
| < ,
(c) normalized if |x
n
| = 1 for all n.
4 1. NOTATION AND FUNCTIONAL ANALYSIS REVIEW
Sometimes, to emphasize that the boundedness discussed in Denition 1.3 refers to the norm of
the elements of the sequence, we will say that x
n
is norm-bounded below, etc. For example, it is
easy to show that if x
n
x then |x
n
| |x|. Hence all convergent sequences are norm-bounded
above.
We sometimes use the term bounded without the qualication above or below. In most
cases, we mean only that the sequence is bounded above. However, in certain contexts we may re-
quire that the sequence be bounded both above and below. For example, this is what we mean when
we refer to a bounded basis (see Denition 4.2). This more restricted meaning for bounded is
always stated explicitly in a denition, and in general the exact meaning should always be clear
from context.
The simplest examples of Banach spaces are R
n
(using real scalars) or C
n
(using complex
scalars). There are many choices of norm for these nite-dimensional Banach spaces. In particular,
we can use any of the following norms:
[v[
p
=
_
_
[v
1
[
p
+ +[v
n
[
p
_
1/p
, 1 p < ,
max [v
1
[, . . . , [v
n
[, p = ,
where v = (v
1
, . . . , v
n
). The Euclidean norm of a vector v is the norm corresponding to the choice
p = 2, i.e.,
[v[ = [v[
2
=
_
[v
1
[
2
+ +[v
n
[
2
.
This particular norm has some extra algebraic properties that will we discuss further in Section 1.3.
Denition 1.4. Suppose that X is a normed linear space with respect to a norm | | and also
with respect to another norm [[[ [[[. These norms are equivalent if there exist constants C
1
, C
2
> 0
such that C
1
|x| [[[x[[[ C
2
|x| for every x X. If | | and [[[ [[[ are equivalent then they dene
the same convergence criterion, i.e.,
lim
n
|x x
n
| = 0 lim
n
[[[x x
n
[[[ = 0.
Any two of the norms [ [
p
on C
n
are equivalent. In fact, it can be shown that any two norms
on a nite-dimensional vector space are equivalent.
Example 1.5. The following are Banach spaces whose elements are complex-valued functions
with domain E R.
(a) Fix 1 p < , and dene
L
p
(E) =
_
f: E C :
_
E
[f(x)[
p
dx <
_
.
This is a Banach space with norm
|f|
L
p =
__
E
[f(x)[
p
dx
_
1/p
.
(b) For p = , dene
L
(E) =
_
f: E C : f is essentially bounded on E
_
.
This is a Banach space under the sup-norm or uniform norm
|f|
L
= ess sup
xE
[f(x)[ = inf
_
M 0 : [f(x)[ M a.e.
_
.
(c) Dene
C(E) =
_
f: E C : f is continuous on E
_
.
If E is a compact subset of R then any continuous function on E must be bounded. It can
be shown that, in this case, C(E) is a Banach space using the sup-norm
|f|
L
= sup
xE
[f(x)[.
Note that for a continuous function, the supremum of [f(x)[ coincides with the essential
supremum of [f(x)[. Therefore, C(E) is a subspace of L
(E) that is itself a Banach space

using the norm of L
(E).
Example 1.6. The following are Banach spaces whose elements are sequences c = (c
n
) = (c
n
)
n=1
of scalars.
(a) Fix 1 p < , and dene
p
=
_
c = (c
n
) :
nZ
[c
n
[
p
<
_
.
This is a Banach space with norm
|c|
p = |(c
n
)|
p =
_
nZ
[c
n
[
p
_
1/p
.
(b) For p = , dene
=
_
c = (c
n
) : (c
n
) is a bounded sequence
_
.
This is a Banach space under the sup-norm
|c|
= |(c
n
)|
=
_
sup
nZ
[c
n
[
_
.
(c) Dene
c
0
=
_
c = (c
n
) : lim
]n]
c
n
= 0
_
.
This is a subspace of
that is itself a Banach space under the norm | |
.
We have the following important inequalities on the norm of a product of two functions or
sequences.
Theorem 1.7 (H olders Inequality). Fix 1 p , and dene p
t
by
1
p
+
1
p
= 1, where we
set 1/0 = and 1/ = 0.
(a) If f L
p
(E) and g L
p
(E) then fg L
1
(E), and
|fg|
L
1 |f|
L
p |g|
L
p
.
For 1 < p < this is equivalent to the statement
_
E
[f(x) g(x)[ dx
__
E
[f(x)[
p
dx
_
1/p
__
E
[g(x)[
p
dx
_
1/p
.
(b) If (a
n
)
p
and (b
n
)
p
then (a
n
b
n
)
1
, and
|(a
n
b
n
)|
1 |(a
n
)|
p |(b
n
)|
p
.
For 1 < p < this is equivalent to the statement
n
[a
n
b
n
[
_
n
[a
n
[
_
1/p
_
n
[b
n
[
p
_
1/p
.
Note that if p = 2 then we also have p
t
= 2. Therefore, we have the following special cases of
H olders inequality, which are usually referred to as the Schwarz or CauchySchwarz inequalities:
|fg|
L
1 |f|
L
2 |g|
L
2 and |(a
n
b
n
)|
1 |(a
n
)|
2 |(b
n
)|
2. (1.1)
L
2
(E) and
2
are specic examples of Hilbert spaces, which are discussed more fully in Section 1.3.
In particular, Theorem 1.16 gives a generalization of (1.1) that is valid in any Hilbert space.
Next, we present some results related to the topology of X induced by the norm | |.
Denition 1.8. Let X be a Banach space.
(a) If x X and > 0, then the open ball in X centered at x with radius is
B
(x) = y X : |x y| < .
(b) A subset U X is open if for each x U there exists an > 0 such that B
(x) U.
(c) Let E X. Then x X is a limit point of E if there exist x
n
E such that x
n
x.
(d) A subset E X is closed if XE is open. Equivalently, E is closed if it contains all its
limit points, i.e., if x
n
E and x
n
x always implies x E.
(e) The closure of a subset E X is the smallest closed set

E that contains E. Equivalently,
E is equal to E plus all the limit points of E.

(f) A subset E X is dense in X if

E = X.
Lemma 1.9. Let S be a subspace of a Banach space X. Then S is itself a Banach space under
the norm of X if and only if S is a closed subset of X.
Example 1.10. If E is a compact subset of the real line R, then C(E) is a closed subspace of
L
(E). If E = R, then the following are both closed subspaces of L
(R):
C
b
(R) = C(R) L
(R),
C
0
(R) =
_
f: R C : f is continuous and lim
]x]
f(x) = 0
_
.
We end this section with some important denitions.
Denition 1.11. A normed linear space X is separable if it contains a countable dense subset.
Example 1.12. L
p
(E) and
p
are separable for 1 p < , but not for p = .
Denition 1.13. Let x
n
be a sequence in a normed linear space X.
(a) The nite linear span, or simply the span, of x
n
is the set of all nite linear combinations
of elements of x
n
, i.e.,
spanx
n
=
_
N
n=1
c
n
x
n
: all N > 0 and all c
1
, . . . , c
N
F
_
.
(b) The closed linear span of x
n
is the closure in X of the nite linear span, and is denoted
spanx
n
.
(c) x
n
is complete (or total or fundamental) in X if spanx
n
= X, i.e., if spanx
n
is dense
in X.
Corollary 1.41 gives an equivalent characterization of complete sequences.
Note that the term complete has two distinct uses: (a) a normed linear space X is complete if
every Cauchy sequence in X is convergent, and (b) a sequence x
n
in a normed linear space X is
complete if spanx
n
is dense in X. These two distinct uses should always be clear from context.
1.3. HILBERT SPACES. A Hilbert space is a Banach space with additional geometric properties.
In particular, the norm of a Hilbert space is obtained from an inner product that mimics the
properties of the dot product of vectors in R
n
or C
n
. Recall that the dot product of u, v C
n
is
dened by
u v = u
1
v
1
+ + u
n
v
n
.
Therefore, if we use the Euclidean norm [v[ = ([v
1
[
2
+ + [v
n
[
2
)
1/2
, then this norm is related
to the dot product by the equation [v[ = (v v)
1/2
. On the other hand, when p ,= 2 the norm
[v[
p
= ([v
1
[
p
+ +[v
n
[
p
)
1/p
is not obtainable from the dot product of v with itself. In fact, there
is no way to dene a generalized dot product u v which has the same algebraic properties as
the usual dot product and which also satises [v[
p
= (v v)
1/2
. The essential algebraic properties
of the dot product are given in the following denition.
Denition 1.14. A vector space H is an inner product space if for each x, y H we can dene
a complex number x, y), called the inner product of x and y, so that:
(a) x, x) is real and x, x) 0 for each x,
(b) x, x) = 0 if and only if x = 0,
(c) y, x) = x, y), and
(d) ax +by, z) = ax, z) + by, z).
If x, y) = 0, then x and y are said to be orthogonal. In this case, we write x y.
If H is an inner product space, then it can be shown that |x| = x, x)
1/2
denes a norm for H,
called the induced norm. Hence all inner product spaces are normed linear spaces. If H is complete
in this norm then H is called a Hilbert space. Thus Hilbert spaces are those Banach spaces whose
norms can be derived from an inner product.
A given Hilbert space may have many possible inner products. We say that two inner products
for H are equivalent if the two corresponding induced norms are equivalent (compare Deni-
tion 1.4).
Example 1.15. The following are examples of Hilbert spaces.
(a) L
p
(E) is a Hilbert space when p = 2, but not for p ,= 2. For p = 2 the inner product is
dened by
f, g) =
_
E
f(x) g(x) dx.
The fact that this integral converges is a consequence of the CauchySchwarz inequality
(1.1).
(b) Similarly,
p
is a Hilbert space when p = 2, but not for p ,= 2. For p = 2 the inner product
is dened by
(a
n
), (b
n
)
_
=
n=1
a
n
b
n
.
Again, the convergence of this series is a consequence of the CauchySchwarz inequality
(1.1).
The following result generalizes the CauchySchwarz inequality to any Hilbert space, and gives
some basic properties of the inner product.
Theorem 1.16. Let H be a Hilbert space, and let x, y H.
(a) (CauchySchwarz Inequality) [x, y)[ |x| |y|.
(b) |x| = sup
|y|=1
[x, y)[.
(c) (Parallelogram Law) |x +y|
2
+|x y|
2
= 2
_
|x|
2
+|y|
2
_
.
(d) (Pythagorean Theorem) If x, y) = 0 then |x + y|
2
= |x|
2
+|y|
2
.
Sequences in a Hilbert space which possess the property that any two distinct elements are
orthogonal have a number of mathematically appealing and useful features, which the following
result describes. The precise meaning of the innite series used in Denition 1.17(c) is explained
in Denition 2.1.
n
be a sequence in a Hilbert space H.
(a) x
n
is orthogonal if x
m
, x
n
) = 0 whenever m ,= n.
(b) x
n
is orthonormal if x
m
, x
n
) =
mn
, i.e., if x
n
is orthogonal and |x
n
| = 1 for every n.
(c) x
n
is a basis for H if every x H can be written x =
n=1
c
n
x
n
for a unique choice of
scalars c
n
.
(d) An orthonormal sequence x
n
is an orthonormal basis if it is both orthonormal and a
basis. In this case, the unique representation of x H in this basis is x =
x, x
n
) x
n
(see Theorem 1.20).
Example 1.18. Here are some examples of orthonormal bases.
(a) Consider H =
2
, and dene sequences e
n
= (
mn
)
m=1
= (0, . . . , 0, 1, 0, . . . ), where the 1
is in the nth position. Then e
n
is an orthonormal basis for
2
, often called the standard
basis for
2
.
(b) Consider H = L
2
[0, 1], the space of functions that are square-integrable on the interval
[0, 1]. Dene functions e
n
(x) = e
2inx
, with n ranging through the set Z of all inte-
gers. Then e
n
nZ
is an orthonormal basis for H. If f L
2
[0, 1] then the expansion
f =
nZ
f, e
n
) e
n
is called the Fourier series of f, and (f, e
n
))
nZ
is the sequence of
Fourier coecients of f. The Fourier coecients are often denoted by

f(n) = f, e
n
) =
_
1
0
f(x) e
2inx
dx. Note that we are only guaranteed that the Fourier series of f will con-
verge in L
2
-norm. There is no guarantee that it will converge pointwise, and indeed, there
exist continuous functions whose Fourier series do not converge at every point [Kat68].
We can also regard the functions e
n
(x) = e
2inx
as being 1-periodic functions dened on
the entire real line. In this case, we can again show that e
n
nZ
is an orthonormal basis
for the Hilbert space L
2
(T) consisting of all 1-periodic functions that are square-integrable
over a single period, i.e.,
L
2
(T) = f: R R : f(x + 1) = f(x) for all x, and
_
1
0
[f(x)[
2
< .
In light of Example 1.18(b), if e
n
is an orthonormal basis for an arbitrary Hilbert space
H, then the representation x =
x, e
n
) e
n
is sometimes called the generalized Fourier series of
x H, and (x, e
n
)) is called the sequence of generalized Fourier coecients.
Theorem 1.19. Let x
n
be an orthonormal sequence in a Hilbert space H.
(a) The series x =
c
n
x
n
converges if and only if (c
n
)
2
. In this case we have the Plancherel
Formula |x|
2
=
[c
n
[
2
.
(b) If x =
c
n
x
n
converges then c
n
= x, x
n
). In particular, (c
n
) = (x, x
n
)) is the unique
choice of coecients such that x =
c
n
x
n
.
(c) (Bessel Inequality) If x H then
[x, x
n
)[
2
|x|
2
.
It is tempting to conclude from Theorem 1.19 that if x
n
is any orthonormal sequence in a
Hilbert space H, then every x H can be written x =
x, x
n
) x
n
. This, however, is not always
the case, for there may not be enough vectors in the sequence to span all of H. In particular,
if x
n
is not complete then its closed span is only a proper closed subspace of H and not all
of H. For example, a nite sequence of orthonormal vectors x
1
, . . . , x
N
can only span a nite-
dimensional subspace of an innite-dimensional Hilbert space, and therefore cannot be complete
in an innite-dimensional space. As another example, if x
n
is an orthonormal sequence in H
then x
2n
is also an orthonormal sequence in H. However, x
1
is orthogonal to every x
2n
, so it
follows from Corollary 1.41 that x
2n
is incomplete.
The next theorem presents several equivalent conditions which imply that an orthonormal se-
quence is complete in H.
Theorem 1.20. Let x
n
be an orthonormal sequence in a Hilbert space H. Then the following
statements are equivalent.
(a) x
n
is complete in H.
(b) x
n
is an orthonormal basis for H.
(c) (Plancherel Formula)
[x, x
n
)[
2
= |x|
2
for every x H.
(d) x =
x, x
n
) x
n
for every x H.
Note that this theorem implies that every complete orthonormal sequence in a Hilbert space is
actually a basis for H. This need not be true for nonorthogonal sequences. Indeed, it is easy to
construct complete sequences that are not bases. Moreover, we show in Chapter 6 that there exist
complete sequences that are nitely linearly independent (i.e., such that no nite linear combination
is zero except the trivial combination), yet are not bases.
Suppose that H does have an orthonormal basis x
n
. Then
E =
_
N
n=1
r
n
c
n
: N > 0, Re(r
n
), Im(r
n
) Q
_
is a countable, dense subset of H, so H is separable. The converse is also true, i.e., every separable
Hilbert space does possess an orthonormal basis. Moreover, by mapping one orthonormal basis for
one separable Hilbert space onto an orthonormal basis for another separable Hilbert space, it follows
that all separable Hilbert spaces are isomorphic. We state this explicitly in the following theorem
(see Denitions 1.22 and 1.45 for an explanation of the terms isomorphic and norm-preserving).
Theorem 1.21. If H is a Hilbert space, then there exists an orthonormal basis x
n
for H if and
only if H is separable. As a consequence, all separable Hilbert spaces are isometrically isomorphic,
and in fact are isomorphic to
2
. That is, if H is a separable Hilbert space, then there exists a
bijective, norm-preserving mapping S of H onto
2
.
1.4. OPERATORS. Let X and Y be normed linear spaces. An operator is a simply a function
T: X Y . If Y = F is the eld of scalars, then an operator T: X F is called a functional on X.
For simplicity, we will write either Tx or T(x) to denote the operator T applied to an element x.
Denition 1.22. Let X and Y be normed linear spaces, and let T: X Y be an operator.
(a) T is linear if T(ax + by) = aTx +bTy for all x, y X and all scalars a, b F.
(b) T is injective, or 1 1, if Tx = Ty if and only if x = y.
(c) The range, or image, of T is Range(T) = T(X) = Tx : x X.
(d) T is surjective, or onto, if Range(T) = Y .
(e) T is bijective if it is both injective and surjective.
(f) T is continuous if x
n
x in X implies T(x
n
) Tx in Y .
(g) The operator norm, or simply the norm, of a linear operator T is
|T| = sup
|x|
X
=1
|Tx|
Y
.
T is bounded if |T| < .
(h) T is norm-preserving, or isometric, if |Tx|
Y
= |x|
X
for every x X.
(i) T is a functional if Y = F.
A critical property of linear operators on normed linear spaces is that boundedness and conti-
nuity are equivalent!
Theorem 1.23. Let T: X Y be a linear operator mapping a normed linear space X into another
normed linear space Y . Then:
T is continuous T is bounded.
As a consequence of this result, we use the terms continuous and bounded interchangeably when
speaking of linear operators.
1.5. DUAL SPACES.
Not all linear functionals on a Banach space X are continuous if X is innite-dimensional (see
Example 4.1). The class of all continuous linear functionals on X is especially important. We
consider this dual space in this section.
Notation 1.24. We often use the symbol x
to denote a typical continuous linear functional on

X. It is important to note that x
is simply a functional on X, and is not somehow determined

from some specic element x X. That is, x
is a mapping from X to F, and the value of x
at
an arbitrary x X is x
(x). For continuous linear functionals, we often denote the action of x
on x X by the notation
x, x
) = x
(x).
With this notation, the linearity of x
is expressed by the statement

x, y X, ax + by, x
) = ax, x
) + by, x
).
Similarly, the continuity of x
is expressed in this notation by the statement

lim
n
x
n
= x = lim
n
x
n
, x
) = x, x
).
Additionally, since since the norm on the scalar eld F is simply absolute value, the operator norm
of a linear functional x
is given in this notation by the formula

|x
| = sup
|x|
X
=1
[x, x
)[.
The collection of all continuous linear functionals on X is a key space in Banach space theory.
Denition 1.25. Let X be a normed linear space. Then the dual space of X is
X
= x
: X F : x
is a continuous linear functional on X.

The dual space of a Banach space is itself Banach space.
Theorem 1.26. If X is a normed linear space, then its dual space X
is a Banach space when

equipped with the operator norm
|x
|
X
= sup
|x|
X
=1
[x, x
)[.
By denition, the norm of a functional x
X is determined by its evaluations x, x
) on
elements of X. Conversely, the following result states that the norm of an element x X, can be
recovered from the evaluations x, x
) over functionals in X
.
Theorem 1.27. Let X be a Banach space, and let x X. Then
|x|
X
= sup
|x
|
X
=1
[x, x
)[.
In is often dicult to explicitly characterize the dual space X
of a general Banach space.

However, we can characterize the dual spaces of some particular Banach spaces.
Example 1.28. Fix 1 p , and dene p
t
by
1
p
+
1
p
= 1, where we set 1/0 = and 1/ = 0.

For each g L
p
(E), dene
g
: L
p
(E) C by
g
(f) =
_
E
f(x) g(x) dx, f L
p
(E).
Then, by H olders Inequality (Theorem 1.7), [
g
(f)[ |f|
L
p |g|
L
p
. Therefore, |
g
| |g|
L
p
<
, so
g
is a continuous linear functional on L
p
(E). In fact, it is easy to show that |
g
| = |g|
L
p
.
Thus, each element g L
p
(E) determines a continuous linear functional

g
(L
p
(E))
. Fur-
ther, it can be shown that if 1 p < , then for each continuous linear functional (L
p
(E))
there exists a unique function g L

p
(E) such that =

g
. Thus, if 1 p < then every function
g L
p
(E) is associated with a unique continuous linear functional

g
(L
p
(E))
, and conversely.
We therefore identify the functional
g
with the function g, and write simply
g
= g. The
fact that
g
is a functional on L
p
(E) while g is a function in L
p
(E) usually causes no confusion,

as the meaning is clear from context. In the same way, we write (L
p
(E))
= L
p
(E), when we
actually mean that g
g
is an isomorphism between L
p
(E) and (L
p
(E))
. For the case p = ,

we have L
1
(E) (L
(E))
, but we do not have equality.

Similar statements apply to the sequence spaces
p
. In particular, each y = (y
n
)
p
determines
a continuous linear functional
y
(
p
)
by the formula
y
(x) =
n
x
n
y
n
, x = (x
n
)
p
.
If 1 p < then (
p
)
=
p
, while
1
(
. Moreover, it can be shown that (c

0
)
=
1
, and
therefore (c
0
)
= (
1
)
.
Remark 1.29. Consider again the situation of Example 1.28. If we identify the function g
L
p
(E) with the functional

g
(L
p
(E))
and use the notation of Notation 1.24, we would write

f, g) = f,
g
) =
g
(f) =
_
E
f(x) g(x) dx. (1.2)
Consider in particular the case p = 2. We then have p
t
= 2 as well, so in this case, f and g are
both elements of L
2
(E) in (1.2). Moreover, L
2
(E) is a Hilbert space, and therefore has an inner
product that is dened by the formula
f, g) =
_
E
f(x) g(x) dx, f, g L
2
(E). (1.3)
Hence there is a conict of notation between the inner product of f and g and the action of g
as a linear functional on f. Therefore, in the case p = 2 we usually identify the function g with
the functional
g
instead of
g
, thus preserving the meaning of , ) as an inner product. As a
consequence, if we are dealing with an arbitrary value of p then there is the possibility of confusion
in the meaning of f, g), since it might refer to either (1.2) or (1.3). However, the meaning is
usually clear from context. An additional problem in the case p = 2 is that the identication
I: g
g
is anti-linear, because I(cg) =
cg
= c
g
= cI(g). Again, this does not cause confusion
in practice, and we continue to write (L
2
(E))
= L
2
(E).
We have seen that (L
2
(E))
can be identied with L

2
(E). The following result states that if
H is any Hilbert space, then H
can be identied with H. In particular, any continuous linear

functional on H is formed by taking the inner product with some unique element of H.
Theorem 1.30 (Riesz Representation Theorem). Let H be a Hilbert space. For each y H
let
y
be the functional on H dened by
y
(x) = x, y).
(a) If y H then
y
H
, i.e.,
y
is a continuous linear functional on H, and |
y
| = |y|.
(b) If H
, i.e., is a continuous linear functional on H, then there exists a unique y H

such that =
y
.
Remark 1.31. Thus, there is a 1 1 correspondence between elements of H and elements of H
.
Therefore, we usually identify the element y H with the functional
y
H
. We write simply
y =
y
and say that y is a linear functional on H, when we actually mean that y determines
the functional
y
(x) = x, y). The fact that y is an element of H while
y
is a functional on H
usually causes no confusion, and the meaning is clear from context. In the same way, we identify
H with H
, and write H = H
. In this sense, all Hilbert spaces are self-dual; this is not true for
non-Hilbert spaces. Again, there is the possible source of confusion deriving from the fact that if
y
(x) = x, y) then the identication y
y
is anti-linear (because
cy
= c
y
). However, this is
not a problem in practice.
Since X
is a Banach space, we can consider its dual space.

Denition 1.32. Since X
is a Banach space, we can consider its dual space X
= (X
. Each
element x X determines an element (x) X
by the formula x
, (x)) = x, x
) for x
.
This mapping : X X
is called the canonical embedding of X into X
, since it identies
X with a subspace (X) X
. If is a bijection then we write X = X
and say that X is

reexive.
Example 1.33. L
p
(E) and
p
are reexive if 1 < p < , but not for p = 1 or p = .
1.6. ADJOINTS. The duality between Banach spaces and their dual spaces allows us to dene
the dual of an operator S: X Y .
Denition 1.34. Let X and Y be Banach spaces, and let S: X Y be a bounded linear operator.
Fix y
Y

, and dene a functional x
: X F by
x, x
) = Sx, y
), x X.
Then x
is linear since S and y
are linear. Further,

[x, x
)[ = [Sx, y
)[ |Sx|
Y
|y
|
Y
,
so
|x
| = sup
|x|
X
=1
[x, x
)[ |y
|
Y
sup
|x|
X
=1
|Sx|
Y
= |y
|
Y
|S| < . (1.4)
Hence x
is bounded, so x
. Thus, for each y
we have dened a functional x
.
Therefore, we can dene an operator S
: Y
by setting S
(y
) = x
. This mapping S
is
linear, and by (1.4) we have
|S
| = sup
|y
|
Y
=1
|S
(y
)|
X
= sup
|y
|
Y
=1
|x
|
X
sup
|y
|
Y
=1
|y
|
Y
|S| = |S|.
In fact, it is true that |S
| = |S|. This operator S
is called the adjoint of S.

The fundamental property of the adjoint can be restated as follows: S
: Y
is the unique
mapping which satises
x X, y
, Sx, y
) = x, S
(y
)). (1.5)
Denition 1.35. Assume that X = H and Y = K are Hilbert spaces. Then H = H
and
K = K
. Therefore, if S: H K then its adjoint S
maps K back to H. Moreover, by (1.5), the

adjoint S
: K H is the unique mapping which satises

x H, y K, Sx, y) = x, S
y). (1.6)
We make the following further denitions specically for operators S: H H which map a
Hilbert space H into itself.
Denition 1.36. Let H be a Hilbert space.
(a) S: H H is self-adjoint if S = S
. By (1.6),
S is self-adjoint x, y H, Sx, y) = x, Sy).
It can be shown that if S is self-adjoint, then Sx, x) is real for every x, and
|S| = sup
|x|=1
[Sx, x)[.
(b) S: H H is positive, denoted S 0, if Sx, x) is real and Sx, x) 0 for every x H. It
can be shown that a positive operator on a complex Hilbert space is self-adjoint.
(c) S: H H is positive denite, denoted S > 0, if Sx, x) is real and Sx, x) > 0 for every
x ,= 0.
(d) If S, T: H H, then we write S T if S T 0. Similarly, S > T if S T > 0.
As an example, consider the nite-dimensional Hilbert spaces H = C
n
and K = C
m
. A linear
operator S: C
n
C
m
is simply an mn matrix with complex entries, and its adjoint S
: C
m
C
n
is simply the n m matrix given by the conjugate transpose of S. In this case, the matrix S
is
often called the Hermitian of the matrix S.
1.7. THE HAHNBANACH THEOREM. In this section we list several extremely useful theo-
rems about Banach spaces. Our statements of these results are adapted from [RS80], where they
are stated for the case of complex scalars, and [Roy68], where they are stated for real scalars.
The following result is fundamental.
Theorem 1.37 (HahnBanach). Let X be a vector space, and let p be a real-valued function
on X such that
x, y X, a, b C, [a[ +[b[ = 1 = p(ax +by) [a[ p(x) + [b[ p(y).
Let be a linear functional on a subspace Y of X, and suppose that satises
x Y, [(x)[ p(x).
Then there exists a linear functional on X such that
x X, [(x)[ p(x) and x Y, (x) = (x).
The following corollaries of the HahnBanach theorem are often more useful in practice than
Theorem 1.37 itself. Therefore, they are often referred to individually as the HahnBanach
Theorem, even though they are only consequences of Theorem 1.37.
Corollary 1.38. Let X be a normed linear space, let Y be a subspace of X, and let Y

.
Then there exists X
such that
x Y, x, ) = x, ) and ||
X
= ||
Y
.
Corollary 1.39. Let X be a normed linear space, and let y X. Then there exists X
such
that
y, ) = ||
X
|y|
X
.
In particular, there exists X
such that
||
X
= 1 and y, ) = |y|
X
.
Corollary 1.40. Let Z be a subspace of a normed linear space X, and let y X. Let d =
dist(y, Z) = inf
zZ
|y z|
X
. Then there exists X
such that:
(a) ||
X
1,
(b) y, ) = d,
(c) z Z, z, ) = 0.
We will have occasion to use the following corollary often.
Corollary 1.41. Let X be a Banach space. Then x
n
X is complete if and only if the only
x
satisfying x
n
, x
) = 0 for all n is x
= 0.
Proof. . Suppose that x
n
is complete, i.e., spanx
n
= X, and suppose that x
satises
x
n
, x
) = 0 for all n. Since x
is linear, we therefore have x, x
) = 0 for every x =
N
n=1
c
n
x
n

spanx
n
. However, x
is continuous, so this implies x, x
) = 0 for every x spanx

n
= X.
Hence x
is the zero functional.

. Suppose now that the only x
satisfying x
n
, x
) = 0 for every n is x
= 0. Dene
Z = spanx
n
, and suppose that Z ,= X. Then we can nd an element y X such that y / Z.
Since Z is a closed subset of X, we therefore have d = dist(y, Z) > 0. By the HahnBanach
Theorem (Corollary 1.40), there exists a functional X
satisfying y, ) = d ,= 0 and z, ) = 0
for every z Z. However, this implies that x
n
, ) = 0 for every n. By hypothesis, must then
be the zero functional, contradicting the fact that y, ) ,= 0. Hence, we must in fact have that
Z = X, so x
n
is complete in X.
If H is a Hilbert space then H
= H. Therefore, Corollary 1.41 implies that a sequence x

n
in a Hilbert space H is complete in H if and only if the only element y H satisfying x

n
, y) = 0
for all n is y = 0.
Next we list several related major results.
Theorem 1.42 (Uniform Boundedness Principle). Let X be a Banach space and let Y be
a normed linear space. Let T
be a family of bounded linear operators mapping X into Y .

Then,
_
x X, sup
|T
(x)|
Y
<
_
= sup
|T
| < .
Theorem 1.43 (Open Mapping Theorem). Let T: X Y be a bounded linear operator from
a Banach space X onto another Banach space Y . Then T(U) = T(x) : x U is an open set in
Y whenever U is an open set in X.
Theorem 1.44 (Inverse Mapping Theorem). A continuous bijection T: X Y of one Banach
space X onto another Banach space Y has a continuous inverse T
1
: Y X.
Denition 1.45. A topological isomorphism between Banach spaces X and Y is a linear bijection
S: X Y that is continuous. If S is a norm-preserving in addition, then we say that S is
an isometric isomorphism. Banach spaces X and Y are isomorphic if there exists a topological
isomorphism mapping X onto Y .
For example, it can be shown that every nite-dimensional Banach space is topologically iso-
morphic to C
n
for some n if the scalars are complex, or to R
n
for some n if the scalars are
real.
By the Inverse Mapping Theorem(Theorem1.44), a topological isomorphism must have a contin-
uous inverse. For simplicity, topological isomorphisms are sometimes simply called isomorphisms
or even just invertible mappings.
Theorem 1.46 (Closed Graph Theorem). Let T: X Y be a linear mapping of one Banach
space X onto another Banach space Y . Then T is bounded if and only if
graph(T) = (x, y) X Y : y = T(x)
is a closed set in X Y . That is, T is bounded if and only if for each x
n
X we have
_
x
n
x and T(x
n
) y
_
= y = T(x).
1.8. WEAK CONVERGENCE. In this section we discuss some types of weak convergence that
we will make use of in Chapter 10.
(a) A sequence x
n
of elements of X converges to x X if Denition 1.2(a) holds, i.e., if
lim
n
|x x
n
| = 0. For emphasis, we sometimes refer to this type of convergence as
strong convergence or norm convergence.
(b) A sequence x
n
of elements of X converges weakly to x X if
x
, lim
n
x
n
, x
) = x, x
).
In this case, we say that x
n
x weakly.
(c) A sequence x
n
of functionals in X
converges weak
to x
if
x X, lim
n
x, x
n
) = x, x
).
In this case, we say that x
n
x weak
, or in the weak
topology.
19
Note that weak
convergence only applies to convergence of functionals in a dual space X
.
However, since X
is itself a Banach space, we could consider strong or weak convergence of

functionals in X
as well as weak
convergence of these functionals. In particular, if X is reexive

then X = X
, and therefore x
n
x
weakly in X
if and only if x
n
x
weak
in X
. For
general Banach spaces, we have the following implications.
Lemma 1.48. Let X be a Banach space.
(a) Strong convergence in X implies weak convergence in X.
(b) Weak convergence in X
implies weak
convergence in X
.
Proof. (a) Suppose that x
n
, x X and that x
n
x strongly. Fix any x
. Since x
is
continuous, we have lim
n
x
n
, x
) = x, x
), so x
n
x weakly by denition.
(b) Suppose that x
n
, x
and that x
n
x
weakly. Let x X. Then (x) X
, where
: X X
is the canonical embedding of X into X
dened in Denition 1.32. By denition of

weak convergence, we have lim
n
x
n
, x
) = x
, x
) for every x
. Taking x
= (x)
in particular, we therefore have
lim
n
x, x
n
) = lim
n
x
n
, (x)) = x
, (x)) = x, x
).
Thus x
n
x
in the weak
topology.
It is easy to see that strongly convergent sequences are norm-bounded above. It is more dicult
to prove that the same is true of weakly convergent sequences.
Lemma 1.49. All weakly convergent sequences are norm-bounded above. That is, if x
n
X
and x
n
x X weakly, then sup |x
n
| < .
Strong, weak, and weak
convergence can all be dened in terms of topologies on X or X
.
For example, the strong topology is dened by the norm | | on X. The weak topology on X is
dened by the family of seminorms p
x
(x) = [x, x
)[, with x
ranging through X
. The weak
topology on X
is dened by the family of seminorms p

x
(x
) = [x, x
)[, with x ranging through

X. These are only three specic examples of topologies on a Banach space X. There are many
other topologies that are useful in specic applications. Additionally, there are many other useful
vector spaces which are not Banach spaces, but for which topologies can still be dened. We shall
not deal with such topological vector spaces, but instead refer the reader to [Con85] or [Hor66] for
more information.
20
II. CONVERGENCE OF SERIES
2. UNCONDITIONAL CONVERGENCE OF SERIES IN BANACH SPACES 21
2. UNCONDITIONAL CONVERGENCE OF SERIES IN BANACH SPACES
Denition 2.1. Let x
n
be a sequence in a Banach space X.
(a) The series
x
n
is convergent and equals x X if the partial sums s
N
=
N
n=1
x
n
converge
to x in the norm of X, i.e., if
> 0, N
0
> 0, N N
0
, |x s
N
| =
_
_
_
_
x
N
n=1
x
n
_
_
_
_
< .
(b) The series
x
n
is Cauchy if the sequence s
N
of partial sums is a Cauchy sequence in
X, i.e., if
> 0, N
0
> 0, N > M N
0
, |s
N
s
M
| =
_
_
_
_
N
n=M+1
x
n
_
_
_
_
< .
Since X is a Banach space, a series
x
n
converges if and only if it is a Cauchy series.
Here are some additional, more restrictive, types of convergence of series.
Denition 2.2. Let x
n
be a sequence in a Banach space X.
(a) A series
x
n
is unconditionally convergent if
x
(n)
converges for every permutation
of N.
(b) A series
x
n
is absolutely convergent if
|x
n
| < .
Although Denition 2.2 does not require that
x
(n)
must converge to the same value for every
permutation , we show in Corollary 2.9 that this is indeed the case.
If (c
n
) is a sequence of real or complex numbers, then
c
n
converges unconditionally if and
only if it converges absolutely (Lemma 2.3). In a general Banach space, it is true that absolute
convergence implies unconditional convergence (Lemma 2.4), but the converse is not always true
(Example 2.5). In fact, it can be shown that unconditional convergence is equivalent to absolute
convergence only for nite-dimensional Banach spaces.
Lemma 2.3. [Rud64, p. 68]. Let (c
n
) be a sequence of real or complex scalars. Then,
n
c
n
converges absolutely
n
c
n
converges unconditionally.
Proof. . Suppose that
[c
n
[ < , and choose any > 0. Then there exists N
0
> 0 such that
N
n=M+1
c
n
< whenever N > M N

0
. Let be any permutation of N, and let
N
1
= max
1
(1), . . . ,
1
(N
0
).
22 2. UNCONDITIONAL CONVERGENCE OF SERIES IN BANACH SPACES
Suppose that N > M N
1
. If M +1 n N, then n > N
1
. Therefore n ,=
1
(1), . . . ,
1
(N
0
),
so (n) ,= 1, . . . , N
0
. Hence (n) > N
0
. In particular, K = min (M + 1), . . . , (N) > N
0
and
L = max (M + 1), . . . , (N) K, so
n=M+1
c
(n)
n=M+1
[c
(n)
[
L
n=K
[c
n
[ < .
Hence
c
(n)
is a Cauchy series of scalars, and therefore must converge.
. Suppose rst that
c
n
is a sequence of real scalars that does not converge absolutely. Let
(p
n
) be the sequence of nonnegative terms of (c
n
) in order, and let (q
n
) be the sequence of negative
terms of (c
n
) in order. If
p
n
and
q
n
both converge, then it is easy to see that
[c
n
[ converges
and equals
p
n

q
n
, which is a contradiction. Hence either
p
n
or
q
n
must diverge.
Suppose that
p
n
diverges. Since p
n
0 for every n, there must exist an m
1
> 0 such that
p
1
+ +p
m
1
> 1.
Then, there must exist an m
2
> m
1
such that
p
1
+ + p
m
1
q
1
+p
m
1
+1
+ + p
m
2
> 2.
Continuing in this way, we see that
p
1
+ +p
m
1
q
1
+p
m
1
+1
+ +p
m
2
q
2
+
is a rearrangement of
c
n
which diverges. Hence
c
n
cannot converge unconditionally. A similar
proof applies if
q
n
diverges.
Thus we have shown, by a contrapositive argument, that if
c
n
is a series of real scalars
that converges unconditionally, then it must converge absolutely. Suppose now that
c
n
is a
series of complex scalars that converges unconditionally. We will show that the real part and
the imaginary part of
c
n
must each converge unconditionally as well. Write c
n
= a
n
+ ib
n
,
and let be any permutation of N. Then c =
c
(n)
must converge. Write c = a + ib. Then
N
n=1
a
(n)
N
n=1
c
(n)
, so a =
a
(n)
converges. Since this is true for every
permutation , the series
a
n
must converge unconditionally. Since this is a series of real scalars,
it therefore must converge absolutely. Similarly,
b
n
must converge absolutely. Hence,
[c
n
[ =
[a
n
+ ib
n
[
[a
n
[ +
[b
n
[ < , so
c
n
converges absolutely.
Lemma 2.4. Let x
n
be a sequence of elements of a Banach space X. If
x
n
converges
absolutely then it converges unconditionally.
Proof. Assume that
|x
n
| < . If M < N, then
_
_
_
_
N
n=M+1
x
n
_
_
_
_
n=M+1
|x
n
|.
Since
|x
n
| is a Cauchy series of real numbers, it follows that
x
n
is a Cauchy series in X.
Hence
x
n
must converge in X. Moreover, we can repeat this argument for any permutation
of N since we always have
|x
(n)
| < by Lemma 2.3. Therefore
x
n
is unconditionally
convergent.
Example 2.5. Let e
n
be an innite orthonormal sequence in an innite-dimensional Hilbert
space H. Then by Theorem 1.19(a),
c
n
e
n
converges if and only if
[c
n
[
2
< . However, by
Lemma 2.3, this occurs if and only if
[c
(n)
[
2
< for every permutation of N. Since e
(n)
is also an orthonormal sequence, this implies that
c
n
e
n
converges if and only if it converges
unconditionally, and that this occurs exactly for (c
n
)
2
.
On the other hand, since |e
n
| = 1, we have that
c
n
e
n
converges absolutely if and only if
[c
n
[ < . Hence absolute convergence holds exactly for (c
n
)
1
. Since
1
is a proper subset of
2
, it follows that there are series
c
n
e
n
which converge unconditionally but not absolutely.
Note that in this example, we were able to exactly characterize the collection of coecients
(c
n
) such that
c
n
e
n
converges, because we knew that e
n
was an orthonormal sequence in a
Hilbert space. For arbitrary sequences x
n
in Hilbert or Banach spaces, it is usually much more
dicult to characterize explicitly those coecients (c
n
) such that
c
n
x
n
converges or converges
unconditionally.
Next, we dene another restricted form of convergence of the series
x
n
. We will see in
Theorem 2.8 that this notion of convergence is equivalent to unconditional convergence.
Denition 2.6. The nite subsets of N form a net when ordered by inclusion. We can therefore
dene a convergence notion with respect to the net. If
nF
x
n
: all nite F N has a limit
with respect to this net of nite subsets of N, then we denote the limit by lim
F
nF
x
n
. To be
precise, x = lim
F
nF
x
n
exists if and only if
> 0, nite F
0
N, nite F F
0
,
_
_
_
_
x
nF
x
n
_
_
_
_
< .
Proposition 2.7. If x = lim
F
nF
x
n
exists, then
x
n
is convergent and x =
x
n
.
Proof. Suppose x = lim
F
nF
x
n
exists, and choose > 0. Then there is a nite set F
0
N
such that
nite F F
0
,
_
_
_
_
x
nF
x
n
_
_
_
_
< .
Let N
0
= max(F
0
). Then, if N > N
0
then F
0
1, . . . , N. Hence |x
N
n=1
x
n
| < , so
x =
x
n
.
We collect in the following result several equivalent denitions of unconditional convergence,
including the fact that lim
F
nF
x
n
exists if and only if
x
n
Theorem 2.8. Given a sequence x
n
in a Banach space X, the following statements are equiv-
alent.
(a)
x
n
(b) lim
F
nF
x
n
exists.
(c) > 0, N > 0, nite F N, min(F) > N = |
nF
x
n
| < .
(d)
x
n
j
converges for every increasing sequence 0 < n
1
< n
2
< .
(e)
n
x
n
converges for every choice of signs
n
= 1.
(f)
n
x
n
converges for every bounded sequence of scalars (
n
).
(g)
[x
n
, x
)[ converges uniformly with respect to the unit ball x
: |x
| 1 in X
.
That is,
lim
N
sup
_

n=N
[x
n
, x
)[ : x
, |x
| 1
_
= 0.
Proof. (a) (b). Suppose x =
x
n
converges unconditionally but that lim
F
nF
x
n
does not
exist. Then there is an > 0 such that
nite F
0
, nite F F
0
such that
_
_
_
_
x
nF
x
n
_
_
_
_
. (2.1)
Since
x
n
converges, there is an integer M
1
> 0 such that
N M
1
,
_
_
_
_
x
N
1
x
n
_
_
_
_
<

2
.
Dene F
1
= 1, . . . , M
1
. Then, by (2.1), there is a G
1
F
1
such that |x
nG
1
x
n
| . Let
M
2
be the largest integer in G
1
and let F
2
= 1, . . . , M
2
. Continuing in this way we obtain a
sequence of nite sets F
1
G
1
F
2
G
2
such that
_
_
_
_
x
nF
N
x
n
_
_
_
_
<

2
and
_
_
_
_
x
nG
N
x
n
_
_
_
_
.
Hence
_
_
_
_
nG
N
\F
N
x
n
_
_
_
_
=
_
_
_
_
nG
N
x
n

nF
N
x
n
_
_
_
_
_
_
_
_
x
nG
N
x
n
_
_
_
_
_
_
_
_
x
nF
N
x
n
_
_
_
_

2
=

2
.
Therefore, we must have F
N
,= G
N
, so [F
N
[ < [G
N
[. Let be any permutation of N obtained by
enumerating in turn the elements of F
1
, then G
1
F
1
, then F
2
G
1
, then G
2
F
2
, etc. Then for each
N we have
_
_
_
_
]G
N
]
n=]F
N
]+1
x
(n)
_
_
_
_
=
_
_
_
_
nG
N
\F
N
x
n
_
_
_
_

2
.
Since [F
N
[, [G
N
[ as N increases, we see that
x
(n)
is not Cauchy, and hence not convergent,
a contradiction.
(b) (c). Suppose x = lim
F
nF
x
n
exists, and choose > 0. By denition, there must be a
nite set F
0
N such that
nite F F
0
,
_
_
_
_
x
nF
x
n
_
_
_
_
<

2
.
Let N = max(F
0
), and suppose we have a nite G N with min(G) > N. Then since F
0
G = ,
_
_
_
_
nG
x
n
_
_
_
_
=
_
_
_
_
_
x
nF
0
x
n
_

_
x
nF
0
G
x
n
__
_
_
_
_
_
_
_
x
nF
0
x
n
_
_
_
_
+
_
_
_
_
x
nF
0
G
x
n
_
_
_
_
<

2
+

2
= .
Therefore statement (c) holds.
(c) (a). Assume that statement (c) holds, and let be any permutation of N. We need
only show that
x
(n)
is Cauchy. So, choose > 0, and let N be the number whose existence is
implied by statement (c). Dene
N
0
= max
1
(1), . . . ,
1
(N).
Assume that L > K N
0
, and set F = (K + 1), . . . , (L). Then
min(F) = min (K + 1), . . . , (L) > N,
since if k K + 1 then k > N
0
, so k ,=
1
(1), . . . ,
1
(N) and therefore (k) ,= 1, . . . , N.
Hypothesis (c) therefore implies that
_
_
_
_
L
n=K+1
x
(n)
_
_
_
_
=
_
_
_
_
nF
x
n
_
_
_
_
< ,
so
x
(n)
is Cauchy and therefore must converge.
(c) (d). Assume that statement (c) holds, and let 0 < n
1
< n
2
< be any increasing set of
integers. We will show that
x
n
i
is Cauchy, hence convergent. Given > 0 let N be the number
whose existence is implied by statement (c). Let j be such that n
j
> N. If > k j then
min n
k+1
, . . . , n
n
j
> N,
so statement (c) implies
_
_
i=k+1
x
n
i
_
_
< , as desired.
(c) (g). Assume that statement (c) holds, and choose > 0. Let N be the integer whose
existence is guaranteed by statement (c). Given L K > N and any x
with |x
| 1,
dene
F
+
= n N : K n L and Re(x
n
, x
)) 0,
F
= n N : K n L and Re(x
n
, x
)) < 0.
Note that min(F
+
) K > N, so
nF
+
[Re(x
n
, x
))[ = Re
_

nF
+
x
n
, x
)
_
= Re
__

nF
+
x
n
, x
__
_

nF
+
x
n
, x
|x
|
_
_
_
_
nF
+
x
n
_
_
_
_
< .
A similar inequality holds for F
, so
L
n=K
[Re(x
n
, x
))[ < 2. Working then with the imaginary

parts, we obtain
L
n=K
[x
n
, x
)[ < 4. Letting L , we conclude that

K > N = sup
_

n=K
[x
n
, x
)[ : x
, |x
| 1
_
4,
from which statement (g) follows.
(d) (c) and (a) (c). Assume that statement (c) does not hold. Then there exists an > 0
such that for each N N there exists a nite set of integers F
N
such that min(F
N
) > N yet
_
_
nF
N
x
n
_
_
.
Let G
1
= F
1
and N
1
= max(G
1
). Then let G
2
= F
N
1
and N
2
= max(G
2
). Continuing in this
way, we obtain a sequence of nite sets G
K
such that for each K,
max(G
K
) < min(G
K+1
) and
_
_
_
_
nG
K
x
n
_
_
_
_
. (2.2)
Now let 0 < n
1
< n
2
< be the complete listing of
G
K
. It is clear then from (2.2) that
x
n
j
is not Cauchy, hence not convergent, so statement (d) does not hold.
Finally, let be any permutation of N obtained by enumerating in turn the elements of
G
1
, 1, . . . , max(G
1
)G
1
, G
2
, max(G
1
) + 1, . . . , max(G
2
)G
2
, G
3
, . . .
As this is a complete listing of N, it follows from (2.2) that
x
(n)
is not Cauchy, so statement
(a) does not hold either.
(d) (e). Assume that statement (d) holds and let (
n
) be any sequence of signs
n
= 1.
Dene
F
+
= n :
n
= 1 and F
= n :
n
= 1.
Let F
+
= n
+
j
and F
= n
j
be the complete listing of elements of F
+
and F
in increasing
order, respectively. By hypothesis, both
x
n
+
j
and
x
n
j
converge, whence
n
x
n
=
x
n
+
j
x
n
j
converges as well. Thus statement (e) holds.
(e) (d). Suppose that statement (e) holds, and that we are given an increasing sequence of
integers 0 < n
1
< n
2
< . Dene
n
= 1 for all n, and set
n
=
_
1, if n = n
j
for some j,
1, if n ,= n
j
for any j.
By hypothesis, both
n
x
n
and
n
x
n
converge, whence
j
x
n
j
=
1
2
_
n
x
n
+
n
x
n
_
converges as well. Thus statement (d) holds.
(f) (e). Every sequence of signs (
n
) is a bounded sequence of scalars.
(g) (f). Suppose that statement (g) holds, and let (
n
) be any sequence of scalars with each
[
n
[ 1. Given > 0, there exists by hypothesis a number N
0
such that
N N
0
, sup
_

n=N
[x
n
, x
)[ : x
, |x
| 1
_
< .
Suppose that N > M N
0
. By the HahnBanach theorem (Corollary 1.39), we can nd a
functional x
such that |x
| = 1 and
_
N
n=M+1
n
x
n
, x
_
=
_
_
_
_
N
n=M+1
n
x
n
_
_
_
_
.
Therefore,
_
_
_
_
N
n=M+1
n
x
n
_
_
_
_
=
N
n=M+1
n
x
n
, x
)
N
n=M+1
[
n
[ [x
n
, x
)[
N
n=M+1
[x
n
, x
)[ < .
Hence
n
x
n
is Cauchy, and therefore must converge. Thus statement (f) holds.
Corollary 2.9. If the series
x
n
is unconditionally convergent, then
x
(n)
=
x
n
for every
permutation of N.
Proof. Suppose that
x
n
is unconditionally convergent. Then x = lim
F
nF
x
n
exists by The-
orem 2.8. Let be any permutation of N, and choose > 0. Then, by Denition 2.6, there is a
nite set F
0
N such that
nite F F
0
,
_
_
_
_
x
nF
x
n
_
_
_
_
< . (2.3)
Let N
0
be large enough that F
0
(1), . . . , (N
0
). Choose any N N
0
, and dene F =
(1), . . . , (N). Then F F
0
, so by (2.3),
_
_
_
_
x
N
n=1
x
(n)
_
_
_
_
=
_
_
_
_
x
nF
x
n
_
_
_
_
< .
Hence x =
x
(n)
, with x independent of .
Notation 2.10. Given a sequence x
n
in a Banach space X, we will let R, R
L
, and R
denote
the following numbers (dened in the extended real sense):
R = sup
__
_
_
_
nF
x
n
_
_
_
_
: all nite F N
_
,
R
L
= sup
__
_
_
_
nF
n
x
n
_
_
_
_
: all nite F N and all c = (
n
) with every
n
= 1
_
,
R
= sup
__
_
_
_
nF
n
x
n
_
_
_
_
: all nite F N and all = (
n
) with every [
n
[ 1
_
.
Note that we always have 0 R R
L
R
+.
We will show in Theorem 2.13 that each of R, R
L
, and R
are nite if
x
n
converges uncon-
ditionally. However, Example 2.14 shows that the niteness of any or all of R, R
L
, or R
does not
imply that
x
n
The following standard result is due to Caratheodory.
Theorem 2.11. Given real numbers
1
, . . . ,
N
, each with [
n
[ 1, there exist real numbers
c
k
0 and signs
n
k
= 1, where k = 1, . . . , N + 1 and n = 1, . . . , N, such that
(a)
N+1
k=1
c
k
= 1, and
(b)
N+1
k=1
n
k
c
k
=
n
for n = 1, . . . , N.
Proposition 2.12. Given a sequence x
n
in a Banach space X, the following relations hold in
the extended real sense:
(a) R R
L
2R,
(b) R
L
= R
if the scalar eld is R,

(c) R
L
R
2R
L
if the scalar eld is C.
As a consequence, any one of R, R
L
, R
is nite if and only if the other two are.

Proof. Recall that we always have the inequalities 0 R R
L
R
+.
(a) Given any nite set F N and any sequence of signs
n
= 1, dene
F
+
= n :
n
= 1 and F
= n :
n
= 1.
Then
_
_
_
_
nF
n
x
n
_
_
_
_
=
_
_
_
_
nF
+
x
n

nF
x
n
_
_
_
_
_
_
_
_
nF
+
x
n
_
_
_
_
+
_
_
_
_
nF
x
n
_
_
_
_
2R.
Taking suprema, we obtain R
L
2R.
(b) Choose any nite F N and any sequence = (
n
) of real scalars such that [
n
[ 1
for every n. Let N be the cardinality of F. Since the
n
are real, it follows from Caratheodorys
Theorem (Theorem 2.11) that there exist real numbers c
k
0 and signs
n
k
= 1, where the indices
range over k = 1, . . . , N + 1 and n F, such that
N+1
k=1
c
k
= 1 and
N+1
k=1
n
k
c
k
=
n
for n F.
Therefore,
_
_
_
_
nF
n
x
n
_
_
_
_
=
_
_
_
_
nF
N+1
k=1
n
k
c
k
x
n
_
_
_
_
N+1
k=1
c
k
_
_
_
_
nF
n
k
x
n
_
_
_
_
N+1
k=1
c
k
R
L
= R
L
.
R
L
.
(c) Choose any nite F N and any sequence = (
n
) of complex scalars such that [
n
[ 1
for every n. Write
n
=
n
+i
n
with
n
,
n
real. Then, as in the proof for part (b), we obtain
_
_
_
_
nF
n
x
n
_
_
_
_
R
L
and
_
_
_
_
nF
n
x
n
_
_
_
_
R
L
.
Therefore |
nF

n
x
n
| 2R
L
, from which it follows that R
2R
L
.
Alternative proof of (b) and (c). We will give another proof of statements (b) and (c) which uses
the HahnBanach Theorem instead of Caratheodorys Theorem. Assume rst that the scalar eld
is real. Let F N be nite, and let = (
n
) be any sequence of real scalars such that [
n
[ 1
for each n. By the HahnBanach theorem (Corollary 1.39), there exists an x
such that
|x
| = 1 and
_
nF
n
x
n
, x
_
=
_
_
_
_
nF
n
x
n
_
_
_
_
.
Since x
is a real-valued functional, we have that x

n
, x
) is real for every n. Dene
n
=
_
1, if x
n
, x
) 0,
1, if x
n
, x
) < 0.
Then
_
_
_
_
nF
n
x
n
_
_
_
_
=
nF
n
x
n
, x
nF
[
n
x
n
, x
)[
nF
[x
n
, x
)[
=
nF
n
x
n
, x
)
=
_
nF
n
x
n
, x
_
|x
|
_
_
_
_
nF
n
x
n
_
_
_
_
=
_
_
_
_
nF
n
x
n
_
_
_
_
.
R
L
, as desired.
The complex case is now proved as before by splitting into real and imaginary parts. The only
trouble is nding a real-valued functional x
with the desired properties. This is accomplished by

considering X as a Banach space over the real eld instead of the complex eld.
Theorem 2.13. If
x
n
converges unconditionally then R, R
L
, and R
are all nite.

Proof. By Proposition 2.12, we need only show that any one of R, R
L
, or R
is nite. However,
we choose to give separate proofs of the niteness of R and R
.
Proof that R < . Assume that
x
n
converges unconditionally. Then, by Theorem 2.8(c), we
can nd an N > 0 such that
nite G N, min(G) > N =
_
_
_
_
nG
x
n
_
_
_
_
< 1.
Dene F
0
= 1, . . . , N and set
M = max
FF
0
_
_
_
_
nF
x
n
_
_
_
_
.
Note that M < since F
0
contains only nitely many subsets.
Now choose any nite F N, and write F = (F F
0
) (FF
0
). Then
_
_
_
_
nF
x
n
_
_
_
_
_
_
_
_
nFF
0
x
n
_
_
_
_
+
_
_
_
_
nF\F
0
x
n
_
_
_
_
M + 1.
Hence R M + 1 < , as desired.
Proof that R
< . Assume that
x
n
converges unconditionally. For each nite F N and
each sequence = (
n
) satisfying [
n
[ 1 for all n, dene a functional T
F,
: X
F by
T
F,
(x
) =
_
nF
n
x
n
, x
_
.
Then, by denition of the operator norm and by Theorem 1.27, we have
|T
F,
| = sup
|x
|=1
[T
F,
(x
)[ = sup
|x
|=1
nF
n
x
n
, x
=
_
_
_
_
nF
n
x
n
_
_
_
_
.
31
Therefore, R
is realized by the formula

R
= sup
F,
|T
F,
|.
Now let x
be xed. Then, by the continuity of x
and the unconditional convergence

of
x
n
, we have that
x
(n)
, x
) =
x
(n)
, x
_
converges for every permutation of N.
Therefore, the series
x
n
, x
) converges unconditionally. However, the terms x

n
, x
) in this
series are scalars. By Lemma 2.3, unconditional convergence of a series of scalars is equivalent to
absolute convergence of the series. Therefore,
[T
F,
(x
)[ =
nF
n
x
n
, x
nF
[
n
[ [x
n
, x
)[
nF
[x
n
, x
)[ < .
Hence
sup
F,
[T
F,
(x
)[
n=1
[x
n
, x
)[ < .
The Uniform Boundedness Principle (Theorem 1.42) therefore implies that R
= sup
F,
|T
F,
| <
.
The following example shows that the converse of Theorem 2.13 is false in general, i.e., niteness
of R, R
L
, or R
need not imply that the series
x
n
converges unconditionally, or even that the
series converges at all.
Example 2.14. Let X be the Banach space
, and let e
n
= (
mn
)
mN
be the sequence in
consisting of all zeros except for a single 1 at position n. Then for every nite set F N we have
|
nF
e
n
|
= 1. Thus R = 1 (and similarly R

L
= R
= 1). However, by the same reasoning,
e
n
is not a Cauchy series, hence does not converge in
.
32
3. UNCONDITIONAL CONVERGENCE OF SERIES IN HILBERT SPACES
The following result provides a necessary condition for the unconditional convergence of a series
in a Hilbert space [Orl33].
Theorem 3.1 (Orliczs Theorem). If x
n
is a sequence in a Hilbert space H, then
n=1
x
n
converges unconditionally =
n=1
|x
n
|
2
< .
The analogue of Orliczs Theorem for Banach spaces is false in general. Further, the following
example shows that, even in a Hilbert space, the converse of Orliczs Theorem is false in general.
Example 3.2. Let H be a Hilbert space, and x any x H with |x| = 1. Then
_
_
_
_
N
n=M+1
c
n
x
_
_
_
_
=
n=M+1
c
n
|x| =
n=M+1
c
n
,
so
c
n
x converges in H if and only if
c
n
converges as a series of scalars. Likewise,
c
n
x
converges unconditionally in H if and only if
c
n
converges unconditionally. Therefore, if (c
n
)
2
is such that
c
n
converges conditionally, then
c
n
x converges conditionally even though
|c
n
x|
2
=
[c
n
[
2
< . For example, this is the case if c
n
= (1)
n
/n.
We will give three proofs of Orliczs Theorem. The rst is simpler, but the second and third
give improved bounds on the value of
|x
n
|
2
. We will use the numbers R, R
L
, and R
dened
in Notation 2.10. By Theorem 2.13, if
x
n
converges unconditionally, then R, R
L
, and R
are
all nite.
The rst proof requires the following simple lemma.
Lemma 3.3. [GK69, p. 315]. Let H be a Hilbert space, and suppose x
1
, . . . , x
N
H. Then there
exist scalars
1
, . . . ,
N
, each with [
n
[ 1, such that
N
n=1
|x
n
|
2
_
_
_
_
N
n=1
n
x
n
_
_
_
_
2
.
Proof. This is clear for N = 1. For N = 2, dene
1
= 1 and
2
= e
i arg(x
1
,x
2
))
. Then
|
1
x
1
+
2
x
2
|
2
= |x
1
|
2
+ 2 Re
_
2
x
1
, x
2
)
_
+ |x
2
|
2
= |x
1
|
2
+ 2 [x
1
, x
2
)[ + |x
2
|
2
|x
1
|
2
+ |x
2
|
2
.
An easy induction establishes the full result.
We can now give our rst proof of Orliczs Theorem.
3. UNCONDITIONAL CONVERGENCE OF SERIES IN HILBERT SPACES 33
Theorem 3.4. [GK69, p. 315]. If x
n
is a sequence in a Hilbert space H then
n=1
|x
n
|
2
R
2
.
In particular, if
x
n
converges unconditionally then both of these quantities are nite.
Proof. Fix any N > 0. Then by Lemma 3.3, we can nd scalars
n
with [
n
[ 1 such that
N
n=1
|x
n
|
2
_
_
_
_
N
n=1
n
x
n
_
_
_
_
2
R
2
.
Letting N therefore gives the result.
The second proof uses the following lemma.
Lemma 3.5. [LT77, p. 18]. If x
1
, . . . , x
N
are elements of a Hilbert space H, then
Average
__
_
_
_
N
n=1
n
x
n
_
_
_
_
2
: all
n
= 1
_
=
N
n=1
|x
n
|
2
. (3.1)
Proof. For each N, dene o
N
= (
1
, . . . ,
N
) : all
n
= 1. Note that [o
N
[ = 2
N
.
We will proceed by induction on N. For N = 1 we have
Average
__
_
_
_
1
n=1
n
x
n
_
_
_
_
2
: (
n
) o
1
_
=
1
2
_
|x
1
|
2
+ | x
1
|
2
_
= |x
1
|
2
.
Therefore (3.1) holds when N = 1.
Suppose now that (3.1) holds for some N 1. Recall the Parallelogram law in Hilbert spaces
(Theorem 1.16):
x, y H, |x +y|
2
+ |x y|
2
= 2
_
|x|
2
+ |y|
2
_
.
Therefore,
Average
__
_
_
_
N+1
n=1
n
x
n
_
_
_
_
2
: (
n
) o
N+1
_
=
1
2
N+1
(
n
)S
N+1
_
_
_
_
N+1
n=1
n
x
n
_
_
_
_
2
=
1
2
N+1
(
n
)S
N
N+1
=1
_
_
_
_
N+1
n=1
n
x
n
_
_
_
_
2
34 3. UNCONDITIONAL CONVERGENCE OF SERIES IN HILBERT SPACES
=
1
2
N+1
(
n
)S
N
_
_
_
_
_
N
n=1
n
x
n
+ x
N+1
_
_
_
_
2
+
_
_
_
_
N
n=1
n
x
n
x
N+1
_
_
_
_
2
_
=
1
2
N+1
(
n
)S
N
2
_
_
_
_
_
N
n=1
n
x
n
_
_
_
_
2
+ |x
N+1
|
2
_
=
1
2
N
(
n
)S
N
_
_
_
_
N
n=1
n
x
n
_
_
_
_
2
+
1
2
N
(
n
)S
N
|x
N+1
|
2
=
_
N
n=1
|x
n
|
2
_
+ |x
N+1
|
2
,
the last equality following from the induction hypothesis. Thus (3.1) holds for N + 1 as well.
We can now give a second proof of Orliczs Theorem. Since R
L
R
, the bound on the value

of
|x
n
|
2
in the following is sharper in general than the corresponding bound in Theorem 3.4.
Theorem 3.6. [LT77, p. 18]. If x
n
is a sequence in a Hilbert space H then
|x
n
|
2
R
L
2
.
In particular, if
x
n
Proof. Fix any N > 0. Then by Lemma 3.5,
N
n=1
|x
n
|
2
= Average
__
_
_
_
N
n=1
n
x
n
_
_
_
_
2
: all
n
= 1
_
AverageR
L
2
: all
n
= 1 = R
L
2
.
Letting N therefore gives the result.
Our nal proof uses the Rademacher system (a sequence of orthonormal functions in L
2
[0, 1])
to derive Orliczs Theorem in the special case H = L
2
(E). However, since all separable Hilbert
spaces are isometrically isomorphic, this proves Orliczs Theorem for all separable Hilbert spaces.
The rst four Rademacher functions are pictured in Figure 3.1.
Denition 3.7. The Rademacher system is the sequence of functions R
n
n=0
, each with domain
[0, 1], dened by
R
n
(t) = sign(sin 2
n
t) =
_
_
1, t
2
n1
1
_
k=0
_
2k
2
n
,
2k + 1
2
n
_
,
0, t =
k
2
n
, k = 0, . . . , 2
n
,
1, t
2
n1
1
_
k=0
_
2k + 1
2
n
,
2k + 2
2
n
_
.
3. UNCONDITIONAL CONVERGENCE OF SERIES IN HILBERT SPACES 35
1
-1
1
1
-1
1
R
0
R
1
1
-1
1
1
-1
1
R
2
R
3
Figure 3.1. The Rademacher functions R
0
, R
1
, R
2
, and R
3
.
Proposition 3.8. The Rademacher system is a orthonormal sequence in L
2
[0, 1], but it is not
complete in L
2
[0, 1].
Proof. Since [R
n
(t)[ = 1 almost everywhere on [0, 1] we have |R
n
|
2
= 1. Thus, Rademacher
functions are normalized. To show the orthogonality, dene
S
+
n
= t [0, 1] : R
n
(t) > 0 and S
n
= t [0, 1] : R
n
(t) < 0.
If m ,= n then we have
R
m
, R
n
) = [S
+
m
S
+
n
[ [S
+
m
S
n
[ [S
m
S
+
n
[ + [S
m
S
n
[ =
1
4

1
4

1
4
+
1
4
= 0.
Thus R
n
n=0
is an orthonormal sequence in L
2
[0, 1].
Finally, consider the function w(t) = R
1
(t) R
2
(t), pictured in Figure 3.2. Reasoning similar to
the above shows that w, R
n
) = 0 for every n 0. Hence R
n
n=0
is incomplete in L
2
[0, 1].
36 3. UNCONDITIONAL CONVERGENCE OF SERIES IN HILBERT SPACES
1
-1
1
Figure 3.2. The function w(t) = R
1
(t) R
2
(t).
Although the Rademacher system is not complete, it is the starting point for the construction
of the Walsh system, which is a complete orthonormal basis for L
2
[0, 1]. Elements of the Walsh
system are formed by taking nite products of Rademacher functions. The Rademacher and Walsh
systems are closely related to the Haar system, which is the simplest wavelet orthonormal basis
for L
2
(R) [Dau92].
We can now give our nal proof of Orliczs Theorem.
Theorem 3.9. [Mar69, p. 83]. Let E R. If f
n
is a sequence of functions in L
2
(E) then
|f
n
|
2
L
2
(E)
R
L
2
.
In particular, if
f
n
Proof. Let R
n
n=0
be the Rademacher system (Denition 3.7). Let Z =
n=1
x E : [f
n
(x)[ =
+. Then Z has Lebesgue measure zero, i.e., [Z[ = 0, since each f
n
is square-integrable. Since
R
n
is an orthonormal system, we have by the Plancherel formula (Theorem 1.20) that
x / Z,
_
_
_
_
N
n=1
f
n
(x) R
n
_
_
_
_
2
L
2
[0,1]
=
N
n=1
[f
n
(x)[
2
.
Moreover, since R
n
(t) = 1 for a.e. t, we have
_
_
_
_
N
n=1
R
n
(t) f
n
_
_
_
_
L
2
(E)
R
L
for a.e. t. (3.2)
Therefore,
N
n=1
|f
n
|
2
L
2
(E)
=
_
X
N
n=1
[f
n
(x)[
2
dx
=
_
X
_
_
_
_
N
n=1
f
n
(x) R
n
_
_
_
_
2
L
2
[0,1]
dx
37
=
_
X
_
1
0
n=1
f
n
(x) R
n
(t)
2
dt dx
=
_
1
0
_
X
n=1
f
n
(x) R
n
(t)
2
dxdt (by Tonellis theorem)
=
_
1
0
_
_
_
_
N
n=1
R
n
(t) f
n
_
_
_
_
2
L
2
(E)
dt
_
1
0
R
L
2
dt
= R
L
2
,
where Tonellis Theorem [WZ77, p. 92] allows us to interchange the order of integration at the point
indicated because the integrands are nonnegative. Letting N therefore gives the result.
Suppose that in the proof of Theorem 3.9, we substitute for the Rademacher system any or-
thonormal basis e
n
for L
2
[0, 1] whose elements are uniformly bounded, say |e
n
|
L
M for
all n. Then in place of (3.2), we would have
_
_
N
n=1
e
n
(t) f
n
_
_
L
2
(E)
MR
for almost every t.

The remainder of the proof would then remain valid if R
n
is changed to e
n
, except that the nal
conclusion would be that
N
n=1
|f
n
|
2
L
2
(E)
(MR
)
2
. For example, if we took e
n
(t) = e
2int
, then
we would have M = 1.
38
III. BASES IN BANACH SPACES
4. BASES IN BANACH SPACES 39
4. BASES IN BANACH SPACES
Since a Banach space X is a vector space, it must possess a Hamel, or vector space, basis, i.e.,
a subset x
whose nite linear span is all of X and which has the property that every nite
subcollection is linearly independent. Any element x X can therefore be written as some nite
linear combination of x
. However, even a separable innite-dimensional Banach space would

require an uncountable Hamel basis. Moreover, the proof of the existence of Hamel bases for
arbitrary innite-dimensional spaces requires the Axiom of Choice (in fact, in can be shown that
the statement Every vector space has a Hamel basis is equivalent to the Axiom of Choice). Hence
for most Banach spaces there is no constructive method of producing a Hamel basis.
Example 4.1. [Gol66, p. 101]. We will use the existence of Hamel bases to show that if X
is an innite-dimensional Banach space, then there exist linear functionals on X which are not
continuous. Let x
be a Hamel basis for an innite-dimensional Banach space X, normalized

so that |x
| = 1 for every . Let

0
=
1
,
2
, . . . be any countable subsequence of . Dene
: X C by setting (
n
) = n for n N and () = 0 for
0
, and then extending
linearly to X. Then this is a linear functional on X, but it is not bounded.
More useful than a Hamel basis is a countable sequence x
n
such that every element x X
can be written as some unique innite linear combination x =
c
n
x
n
. This leads to the following
denition.
Denition 4.2.
(a) A sequence x
n
in a Banach space X is a basis for X if
x X, unique scalars a
n
(x) such that x =
n
a
n
(x) x
n
. (4.1)
(b) A basis x
n
is an unconditional basis if the series in (4.1) converges unconditionally for
each x X.
(c) A basis x
n
is an absolutely convergent basis if the series in (4.1) converges absolutely for
each x X.
(d) A basis x
n
is a bounded basis if x
n
is norm-bounded both above and below, i.e., if
0 < inf |x
n
| sup |x
n
| < .
(e) A basis x
n
is a normalized basis if x
n
is normalized, i.e, if |x
n
| = 1 for every n.
Absolutely convergent bases are studied in detail in Chapter 5. Unconditional bases are studied
in detail in Chapter 9.
Note that if x
n
is a basis, then the fact that each x X can be written uniquely as x =
a
n
(x) x
n
implies that x
n
,= 0 for every n. As a consequence, x
n
/|x
n
| is a normalized basis
for X.
40 4. BASES IN BANACH SPACES
If X possesses a basis x
n
then X must be separable, since the set of all nite linear combina-
tions
N
n=1
c
n
x
n
with rational c
n
(or rational real and imaginary parts if the c
n
are complex) forms
a countable, dense subset of X. The question of whether every separable Banach space possesses
a basis was a longstanding problem known as the Basis Problem. It was shown by Eno [Enf73]
that there do exist separable, reexive Banach spaces which do not possess any bases.
Notation 4.3. Note that the coecients a
n
(x) dened in (4.1) are linear functions of x. More-
over, they are uniquely determined by the basis, i.e., the basis x
n
determines a unique collection
of linear functionals a
n
: X F. We therefore call a
n
the associated sequence of coecient func-
tionals. Since these functionals are uniquely determined, we often do not declare them explicitly.
When we do need to refer explicitly to both the basis and the associated coecient functionals,
we will write (x
n
, a
n
) is a basis to mean that x
n
is a basis with associated coecient
functionals a
n
. We show in Theorem 4.11 that the coecient functionals for any basis must be
continuous, i.e., a
n
X
.
Further, note that since x
m
=
a
n
(x) x
n
and x
m
=
mn
x
n
are two expansions of x
m
, we
must have a
m
(x
n
) =
mn
for every m and n. We therefore say that the sequences x
n
X and
a
n
X
are biorthogonal, and we often say that a

n
is the biorthogonal system associated with
x
n
. General biorthogonal systems are considered in more detail in Chapter 7. In particular, we
show there that the fact that x
n
is a basis implies that a
n
is the unique sequence in X
that
is biorthogonal to x
n
.
Example 4.4. Fix 1 p < , and consider the space X =
p
dened in Example 1.6. Dene
sequences e
n
= (
mn
)
m=1
= (0, . . . , 0, 1, 0, . . . ), where the 1 is in the nth position. Then e
n
is a
basis for
p
, often called the standard basis for
p
. Note that e
n
is its own sequence of coecient
functionals.
On the other hand, e
n
is not a basis for
, and indeed
has no bases whatsoever since

it is not separable. Using the
norm, the sequence e

n
is a basis for the space c
0
dened in
Example 1.6(c).
We are primarily interested in bases for which the coecient functionals a
n
are continuous.
We therefore give such bases a special name.
Denition 4.5. A basis (x
n
, a
n
) is a Schauder basis if each coecient functional a
n
is con-
tinuous. In this case, each a
n
is an element of the dual space, i.e., a
n
X
for every n.
We shall see in Theorem 4.11 that every basis is a Schauder basis, i.e., the coecient functionals
a
n
are always continuous. First, however, we require some denitions and miscellaneous facts. In
particular, the following operators play a key role in analyzing bases.
Notation 4.6. The partial sum operators, or the natural projections, associated with the basis
(x
n
, a
n
) are the mappings S
N
: X X dened by
S
N
x =
N
n=1
a
n
(x) x
n
.
The partial sum operators are clearly linear. We will show in Corollary 4.8 that if x
n
is a
basis then each partial sum operator S
N
is a bounded mapping of X into itself. Then the fact
that all bases are Schauder bases will follow from the continuity of the partial sum operators
(Theorem 4.11). The next proposition will be a key tool in this analysis. It states that if x
n
is
a basis, then it is possible to endow the space Y of all sequences (c
n
) such that
c
n
x
n
converges
with a norm so that it becomes a Banach space isomorphic to X. In general, however, it is dicult
or impossible to explicitly describe the space Y . One exception was discussed in Example 2.5: if
e
n
is an orthonormal basis for a Hilbert space H, then
c
n
e
n
n
)
2
.
Recall that a topological isomorphism between Banach spaces X and Y is a linear bijection
S: X Y that is continuous. By the Inverse Mapping Theorem (Theorem 1.44), every topological
isomorphism has a continuous inverse S
1
: Y X.
Proposition 4.7. [Sin70, p. 18]. Let x
n
be a sequence in a Banach space X, and assume that
x
n
,= 0 for every n. Dene Y =
_
(c
n
) :
c
n
x
n
converges in X
_
, and set
|(c
n
)|
Y
= sup
N
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
Then the following statements hold.
(a) Y is a Banach space.
(b) If x
n
is a basis for X then Y is topologically isomorphic to X via the mapping (c
n
)
c
n
x
n
.
Proof. (a) It is clear that Y is a linear space. If (c
n
) Y then
c
n
x
n
= lim
N
N
n=1
c
n
x
n
converges. Since convergent sequences are bounded, we therefore have |(c
n
)|
Y
< for each
(c
n
) Y . Thus | |
Y
is well-dened. It is easy to see that |(c
n
) + (d
n
)|
Y
|(c
n
)|
Y
+ |(d
n
)|
Y
and |a (c
n
)|
Y
= [a[ |(c
n
)|
Y
for every scalar a, so | |
Y
is at least a seminorm on Y . Suppose that
|(c
n
)|
Y
= 0. Then |
N
n=1
c
n
x
n
| = 0 for every N. In particular, |c
1
x
1
| = 0, so we must have
c
1
= 0 since we have assumed x
1
,= 0, But then |c
2
x
2
| = |
2
n=1
c
n
x
n
| = 0, so c
2
= 0, etc. Hence
| |
Y
is a norm on Y .
It remains only to show that Y is complete in this norm. Let A
N
= (c
N
n
) be any collection of
sequences from Y which form a Cauchy sequence with respect to the norm | |
Y
. Then for n xed,
we have
[c
M
n
c
N
n
[ |x
n
| = |(c
M
n
c
N
n
) x
n
|
_
_
_
_
n
k=1
(c
M
k
c
N
k
) x
k
_
_
_
_
+
_
_
_
_
n1
k=1
(c
M
k
c
N
k
) x
k
_
_
_
_
2 |A
M
A
N
|
Y
.
Since A
N
is Cauchy and x
n
,= 0, we conclude that (c
N
n
)
N=1
is a Cauchy sequence of scalars, so
must converge to some scalar c
n
as N .
Choose now any > 0. Then since A
N
is Cauchy in Y , there exists an integer N
0
> 0 such
that
M, N N
0
, |A
M
A
N
|
Y
= sup
L
_
_
_
_
L
n=1
(c
M
n
c
N
n
) x
n
_
_
_
_
< . (4.2)
Fix N N
0
and any L > 0, and set y
M
=
L
n=1
(c
M
n
c
N
n
) x
n
. Then |y
M
| < for each M N
0
by (4.2). However, y
M
y =
L
n=1
(c
n
c
N
n
) x
n
, so we must have |y| . Thus, we have shown
that
N N
0
, sup
L
_
_
_
_
L
n=1
(c
n
c
N
n
) x
n
_
_
_
_
. (4.3)
Further, (c
N
0
n
)
n=1
Y , so
n
c
N
0
n
x
n
converges by denition. Hence, there is an M
0
> 0 such that
N > M M
0
,
_
_
_
_
N
n=M+1
c
N
0
n
x
n
_
_
_
_
< .
Therefore, if N > M M
0
, N
0
then
_
_
_
_
N
n=M+1
c
n
x
n
_
_
_
_
=
_
_
_
_
N
n=1
(c
n
c
N
0
n
) x
n

M
n=1
(c
n
c
N
0
n
) x
n
+
N
n=M+1
c
N
0
n
x
n
_
_
_
_
_
_
_
_
N
n=1
(c
n
c
N
0
n
) x
n
_
_
_
_
+
_
_
_
_
M
n=1
(c
n
c
N
0
n
) x
n
_
_
_
_
+
_
_
_
_
N
n=M+1
c
N
0
n
x
n
_
_
_
_
+ + = 3.
Therefore
c
n
x
n
converges in X, so A = (c
n
) Y . Finally, by (4.3), we know that A
N
A in
the norm of Y , so Y is complete.
(b) Suppose now that x
n
is a basis for X. Dene the map T: Y X by T(c
n
) =
c
n
x
n
.
This mapping is well-dened by the denition of Y . It is clearly linear, and it is bijective because
x
n
is a basis. Finally, if (c
n
) Y then
|T(c
n
)| =
_
_
_
_
n=1
c
n
x
n
_
_
_
_
= lim
N
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
sup
N
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
= |(c
n
)|
Y
.
Therefore T is bounded, hence is a topological isomorphism of Y onto X.
An immediate consequence of Proposition 4.7 is that the partial sum operators S
N
are bounded.
Corollary 4.8. Let (x
n
, a
n
) be a basis for a Banach space X. Then:
(a) sup |S
N
x| < for each x X,
(b) C = sup |S
N
| < , and
(c) [[[x[[[ = sup |S
N
x| forms a norm on X equivalent to the initial norm | | for X, and satises
| | [[[ [[[ C | |.
Proof. (a) Let Y be as in Proposition 4.7. Then T: X Y dened by T(c
n
) =
c
n
x
n
is a
topological isomorphism of X onto Y . Suppose that x X. Then we have by denition that
x =
a
n
(x) x
n
and that the scalars a
n
(x) are unique, so we must have T
1
x = (a
n
(x)). Hence
sup
N
|S
N
x| = sup
N
_
_
_
_
N
n=1
a
n
(x) x
n
_
_
_
_
=
_
_
(a
n
(x))
_
_
Y
= |T
1
x|
Y
|T
1
| |x| < . (4.4)
(b) From (4.4), we see that sup |S
N
| |T
1
| < .
(c) It is easy to see that [[[ [[[ has the properties of at least a seminorm. Now, given x X we
have
[[[x[[[ = sup
N
|S
N
x| sup
N
|S
N
| |x| = C |x|
and
|x| = lim
N
|S
N
x| sup
N
|S
N
x| = [[[x[[[.
It follows from these two statements that [[[ [[[ is in fact a norm, and is equivalent to | |.
The number C appearing in Corollary 4.8 is important enough to be dignied with a name of
its own.
Denition 4.9. If (x
n
, a
n
) is a basis for a Banach space X, then its basis constant is the
nite number C = sup |S
N
|. The basis constant satises C 1. If the basis constant is C = 1,
then the basis is said to be monotone.
The basis constant does depend on the norm. Unless otherwise specied, the basis constant
is always taken with respect to the original norm on X. Changing to an equivalent norm for X
will not change the fact that x
n
is a basis, but it can change the basis constant for x
n
. For
example, we show now that the basis constant in the norm [[[ [[[ is always 1.
Proposition 4.10. Every basis is monotone with respect to the equivalent norm [[[ [[[ dened in
Corollary 4.8(c).
Proof. Note rst that the composition of the partial sum operators S
M
and S
N
satises the rule
S
M
S
N
=
_
S
M
, if M N,
S
N
, if M N.
Therefore,
[[[S
N
x[[[ = sup
M
|S
M
S
N
x| = sup |S
1
x|, . . . , |S
N
x|.
Hence,
sup
N
[[[S
N
x[[[ = sup
N
|S
N
x| = [[[x[[[.
It follows from this that sup [[[S
N
[[[ = 1.
Now we can prove our main result: the coecient functionals for every basis are continuous!
Theorem 4.11. [Sin70, p. 20]. Every basis (x
n
, a
n
) for a Banach space X is a Schauder basis
for X. In fact, the coecients functionals a
n
are continuous linear functionals on X which satisfy
1 |a
n
| |x
n
| 2C, (4.5)
where C is the basis constant for (x
n
, a
n
).
Proof. Since each a
n
is a linear functional on X, we need only show that each a
n
is bounded and
that (4.5) is satised. Given x X, we compute
[a
n
(x)[ |x
n
| = |a
n
(x) x
n
| =
_
_
_
_
n
n=1
a
k
(x) x
k

n1
n=1
a
k
(x) x
k
_
_
_
_
_
_
_
_
n
n=1
a
k
(x) x
k
_
_
_
_
+
_
_
_
_
n1
n=1
a
k
(x) x
k
_
_
_
_
= |S
n
x| + |S
n1
x|
2C |x|.
Since each x
n
is nonzero, we conclude that |a
n
| 2C/|x
n
| < . The nal inequality follows
from computing 1 = a
n
(x
n
) |a
n
| |x
n
|.
Since the coecient functionals a
n
are therefore elements of X
, we use the notations a

n
(x) =
x, a
n
) interchangeably. In fact, from this point onward our preferred notation is x, a
n
).
We end this chapter with several useful results concerning the invariance of bases under topo-
logical isomorphisms.
Lemma 4.12. [You80, p. 30]. Bases are preserved by topological isomorphisms. That is, if x
n
is a basis for a Banach space X and S: X Y is a topological isomorphism, then Sx

n
is a basis
for Y .
Proof. If y is any element of Y then S
1
y X, so there are unique scalars (c
n
) such that S
1
y =
c
n
x
n
. Since S is continuous, this implies y = S(S
1
y) =
c
n
Sx
n
. Suppose that y =
b
n
Sx
n
was another representation of y. Then the fact that S
1
is also continuous implies that S
1
y =
b
n
x
n
, and hence that b
n
= c
n
for each n. Thus Sx
n
is a basis for Y .
This lemma motivates the following denition.
Denition 4.13. Let X and Y be Banach spaces. A basis x
n
for X is equivalent to a basis
y
n
for Y if there exists a topological isomorphism S: X Y such that Sx
n
= y
n
for all n. If
X = Y then we write x
n
y
n
to mean that x
n
and y
n
are equivalent bases for X.
It is clear that is an equivalence relation on the set of all bases of a Banach space X.
Note that we could dene, more generally, that a basis x
n
for X is equivalent to a sequence
y
n
in Y if there exists a topological isomorphism S: X Y such that Sx
n
= y
n
. However, by
Lemma 4.12, it follows immediately that such a sequence must be a basis for Y .
Pelczynski and Singer showed in 1964 that there exist uncountably many nonequivalent normal-
45
ized conditional bases in every innite dimensional Banach space which has a basis.
We show below in Corollary 4.15 that all orthonormal bases in a Hilbert space are equivalent.
More generally, we show in Chapter 11 that all bounded unconditional bases in a Hilbert space are
equivalent (and hence must be equivalent to orthonormal bases). Lindenstrauss and Pelczynski
showed in 1968 that a non-Hilbert space H in which all bounded unconditional bases are equivalent
must be isomorphic either to the sequence space c
0
or to the sequence space
1
.
We can now give a characterization of equivalent bases.
Theorem 4.14. [You80, p. 30]. Let X and Y be Banach spaces. Let x
n
be a basis for X and
let y
n
be a basis for Y . Then the following two statements are equivalent.
(a) x
n
is equivalent to y
n
.
(b)
c
n
x
n
converges in X if and only if
c
n
y
n
converges in Y .
Proof. (a) (b). Suppose that x
n
is equivalent to y
n
. Then there is a topological isomorphism
S: X Y such that Sx
n
= y
n
for every n. Since S is continuous, the convergence of
c
n
x
n
in X
therefore implies the convergence of
c
n
Sx
n
in Y . Similarly, S
1
is continuous, so the convergence
of
c
n
y
n
in Y implies the convergence of
c
n
S
1
y
n
in X. Therefore (b) holds.
(b) (a). Suppose that (b) holds. Let a
n
X
be the coecient functionals for the basis

x
n
, and let b
n
Y

be the coecient functionals for the basis y
n
. Suppose that x X is
given. Then x =
x, a
n
) x
n
converges in X, so Sx =
x, a
n
) y
n
converges in Y . Clearly S
dened in this way is linear. The fact that the expansion x =
x, a
n
) x
n
is unique ensures that S
is well-dened. Further, if Sx = 0 then
0 y
n
= 0 = Sx =
x, a
n
) y
n
, and therefore x, a
n
) = 0
for every n since y
n
is a basis. This implies x =
x, a
n
) x
n
= 0, so we conclude that S is
injective. Next, if y is any element of y, then y =
y, b
n
) y
n
converges in Y , so x =
y, b
n
) x
n
converges in X. Since x =
x, a
n
) x
n
and x
n
is a basis, this forces y, b
n
) = x, a
n
) for every
n. Hence Sx = y and therefore S is surjective. Thus S is a bijection of X onto Y .
It remains only to show that S is continuous. For each N, dene T
N
: X Y by T
N
x =
N
n=1
x, a
n
) y
n
. Since each functional a
n
is continuous, we conclude that each T
N
is continuous.
In fact,
|T
N
x| =
_
_
_
_
N
n=1
x, a
n
) y
n
_
_
_
_
n=1
[x, a
n
)[ |y
n
| |x|
N
n=1
|a
n
| |y
n
|.
Since T
N
x Sx, we conclude that |Sx| sup |T
N
x| < for each individual x X. By
the Uniform Boundedness Principle (Theorem 1.42), it follows that sup |T
N
| < . However,
|S| sup |T
N
|, so S is a bounded mapping.
Corollary 4.15. All orthonormal bases in a Hilbert space are equivalent.
Proof. Suppose that e
n
and f
n
are both orthonormal bases for a Hilbert space H. Then, by
Theorem 1.19(a),
n
c
n
e
n
converges
n
[c
n
[
2
<
n
c
n
f
n
converges.
Hence e
n
f
n
by Theorem 4.14.
46
5. ABSOLUTELY CONVERGENT BASES IN BANACH SPACES
It is often desirable to have a basis x
n
such that the series x =
x, a
n
) x
n
has some special
convergence properties. In this section we study those bases which have the property that this
series is always absolutely convergent. We will see that this is a highly restrictive condition, which
implies that X is isomorphic to
1
. In Chapter 9 we will study those bases for which the series
x =
x, a
n
) x
n
is always unconditionally convergent.
Denition 5.1. A basis (x
n
, a
n
) for a Banach space X is absolutely convergent if the series
x =
x, a
n
) x
n
converges absolutely in X for each x X. That is, we require that
x X,
n
[x, a
n
)[ |x
n
| < .
Theorem 5.2. [Mar69, p. 42]. If a Banach space X possesses an absolutely convergent basis then
X is topologically isomorphic to
1
.
Proof. Suppose that (x
n
, a
n
) is an absolutely convergent basis for X. Dene the mapping
T: X
1
by Tx = (x, a
n
) |x
n
|). Certainly T is a well-dened, injective, and linear map.
Suppose that y
N
X, that y
N
y X, and that Ty
N
(c
n
)
1
. Then
lim
N
y
N
, a
n
) |x
n
| c
n
= lim
N
|Ty
N
(c
n
)|
1 = 0. (5.1)
Since the coecient functionals a
n
are continuous, we have by (5.1) that
y, a
n
) |x
n
| = lim
N
y
N
, a
n
) |x
n
| = c
n
.
Therefore Ty = (c
n
), so T is a closed mapping. We conclude from the Closed Graph Theorem
(Theorem 1.46) that T is continuous.
Now choose any (c
n
)
1
. Then (|c
n
x
n
|/|x
n
|)
1
, so x =
c
n
|x
n
|
x
n
X. However,
Tx = (c
n
), so T is surjective. Therefore T is a topological isomorphism of X onto
1
. In particular,
it follows from the Inverse Mapping Theorem (Theorem1.44) that T
1
is continuous. Alternatively,
we can see this directly from the calculation
|x| =
_
_
_
_
n
x, a
n
) x
n
_
_
_
_
n
[x, a
n
)[ |x
n
| = |Tx|
1.
Example 5.3. Let H be a separable, innite-dimensional Hilbert space, and let e
n
be any
orthonormal basis for H. We saw in Example 2.5 that
c
n
e
n
n
)
2
,
and that in this case the convergence is unconditional. On the other hand, since |e
n
| = 1, we see
that
c
n
e
n
converges absolutely if and only if (c
n
)
1
. Since
1
is a proper subset of
2
, this
implies that e
n
is not an absolutely convergent basis for H. Moreover, since H is topologically
isomorphic to
2
, and since
2
is not topologically isomorphic to
1
, it follows from Theorem 5.2
that H does not possess any absolutely convergent bases.
6. SOME TYPES OF LINEAR INDEPENDENCE OF SEQUENCES 47
6. SOME TYPES OF LINEAR INDEPENDENCE OF SEQUENCES
In an innite-dimensional Banach space, there are several possible types of linear independence
of sequences. We list three of these in the following denition. We will consider minimal sequences
in particular in more detail in Chapter 7.
n
in a Banach space X is:
(a) nitely independent if
N
n=1
c
n
x
n
= 0 implies c
1
= = c
N
= 0,
(b) -independent if
n=1
c
n
x
n
converges and equals 0 only when c
n
= 0 for every n,
(c) minimal if x
m
/ spanx
n
n,=m
for every m.
Theorem 6.2. Let x
n
be a sequence in a Banach space X. Then:
(a) x
n
is a basis = x
n
is minimal and complete.
(b) x
n
is minimal = x
n
is -independent.
(c) x
n
is -independent = x
n
is nitely independent.
Proof. (a) Assume that (x
n
, a
n
) is a basis for a Banach space X. Then x
n
is certainly
complete, so we need only show that it is minimal. Fix m, and dene E = spanx
n
n,=m
. Then,
since x
n
and a
n
are biorthogonal, we have x, a
m
) = 0 for every x E. Since a
m
is continuous,
this implies x, a
m
) = 0 for every x

E = spanx
n
n,=m
. However, we know that x
m
, a
m
) = 1,
so we conclude that x
m
/

E. Hence x
n
is minimal.
(b) Suppose that x
n
is minimal and that
c
n
x
n
converges and equals 0. Let m be such that
c
m
,= 0. Then x
m
=
1
c
m
m,=n
c
n
x
n
spanx
n
n,=m
, a contradiction.
(c) Clear.
None of the implications in Theorem 6.2 are reversible, as the following examples show.
Example 6.3. [Sin70, p. 24]. Minimal and complete = / basis.
Dene C(T) =
_
f C(R) : f(t + 1) = f(t)
_
, the space of all continuous, 1-periodic functions.
Then C(T) is a Banach space under the uniform norm||
L
. Consider the functions e
n
(t) = e
2int
for n Z. Not only are these functions elements of C(T), but they dene continuous linear
functionals on C(T) via the inner product f, e
n
) =
_
1
0
f(t) e
2int
dt. Further, e
n
nZ
is its own
biorthogonal system since e
m
, e
n
) =
mn
. Lemma 7.2 below therefore implies that e
n
nZ
is
minimal in C(T). The Weierstrass Approximation Theorem [Kat68, p. 15] states that if f C(T)
then
_
_
f
N
n=N
c
n
e
n
_
_
L
< for some scalars c

n
. Hence spane
n
nZ
is dense in C(T), and
therefore e
n
nZ
is complete in C(T). Alternatively, we can demonstrate the completeness as
follows. Suppose that f C(T) satises f, e
n
) = 0 for every n. Since C(T) L
2
(T) and since
e
n
nZ
is an orthonormal basis for L
2
(T), this implies that f is the zero function in the space
48 6. SOME TYPES OF LINEAR INDEPENDENCE OF SEQUENCES
L
2
(T), hence is zero almost everywhere. Since f is continuous, it follows that f(t) = 0 for all t.
Hence e
n
nZ
is complete both C(T) and L
2
(T) by Corollary 1.41.
Thus, e
n
nZ
is both minimal and complete in C(T). Further, if f =
c
n
e
n
converges in
C(T), then it is easy to see from the orthonormality of the e
n
that c
n
= f, e
n
). However, it is
known that there exist continuous functions f C(T) whose Fourier series f =
f, e
n
) e
n
do
not converge uniformly [Kat68, p. 51]. Therefore, e
n
nZ
cannot be a basis for C(T).
Example 6.4. [Sin70, p. 24]. -independent = / minimal.
Let X be a Banach space such that there exists a sequence x
n
that is both minimal and
complete in X but is not a basis for X (for example, we could use X = C(T) and x
n
(t) = e
n
(t) =
e
2int
as in Example 6.3). Since x
n
is minimal, it follows from Lemma 7.2 that there exists a
sequence a
n
X
that is biorthogonal to x
n
. Since x
n
is not a basis, there must exist some
y X such that the series
y, a
n
) x
n
does not converge in X. Consider the sequence yx
n
.
This new sequence is certainly complete, and since y spanx
n
, it cannot be minimal. However,
we will show that y x
n
is -independent. Assume that cy +
c
n
x
n
= 0, i.e., the summation
converges and equals zero. If c ,= 0 then we would have y =
1
c
c
n
x
n
. The biorthogonality
of x
n
and a
n
then implies that y, a
n
) = c
n
/c. But then
y, a
n
) x
n
converges, which is
a contradiction. Therefore, we must have c = 0, and therefore
c
n
x
n
= 0. However, x
n
is
minimal, and therefore is -independent, so this implies that every c
n
is zero. Thus y x
n
is
-independent and complete, but not minimal.
Alternatively, we can give a Hilbert space example of a complete -independent sequence that
is not minimal [VD97]. Let e
n
be any orthonormal basis for any separable Hilbert space H, and
dene f
1
= e
1
and f
n
= e
1
+ e
n
/n for n 2. Then f
n
is certainly complete since spanf
n
=
spane
n
. However, |f
1
f
n
| = |e
n
/n| = 1/n 0. Therefore f
1
spanf
n
n2
, so f
n
is
not minimal. To see that f
n
is -independent, suppose that
c
n
f
n
converges and equals zero.
Then
N
n=1
c
n
f
n
=
_
N
n=1
c
n
_
e
1
+
N
n=2
c
n
e
n
0.
Therefore,
_
_
_
_
_
N
n=1
c
n
_
e
1
+
N
n=2
c
n
e
n
_
_
_
_
2
=
n=1
c
n
2
+
N
n=2
[c
n
[
2
0.
This implies immediately that c
n
= 0 for each n 2, and therefore c
1
= 0 as well.
Example 6.5. [Sin70, p. 25]. Finitely independent = / -independent.
Let (x
n
, a
n
) be a basis for a Banach space X, and let x X be any element such that
x, a
n
) ,= 0 for every n. For example, we could take x =
x
n
2
n
|x
n
|
. Note that x cannot equal
any x
n
because x
n
, a
m
) = 0 when m ,= n. Consider then the new sequence x x
n
. This
is certainly complete, and x +
x, a
n
) x
n
= 0, so it is not -independent. However, we will
show that it is nitely independent. Suppose that cx+
N
n=1
c
n
x
n
= 0. Substituting the fact that
49
x =
x, a
n
) x
n
, it follows that
N
n=1
_
cx, a
n
) + c
n
_
x
n
+
n=N+1
cx, a
n
) x
n
= 0.
However, x
n
is a basis, so this is only possible if cx, a
n
)+c
n
= 0 for n = 1, . . . , N and cx, a
n
) = 0
for n > N. Since no x, a
n
) is zero we therefore must have c = 0. But then c
1
= = c
N
= 0, so
x x
n
is nitely independent.
50
7. BIORTHOGONAL SYSTEMS IN BANACH SPACES
A basis x
n
and its associated coecient functionals a
n
are an example of biorthogonal
sequences. We study the properties of general biorthogonal systems in this chapter.
Denition 7.1. Given a Banach space X and given sequences x
n
X and a
n
X
, we say
that a
n
n
, or that (x
n
, a
n
) is a biorthogonal system, if x
m
, a
n
) =
mn
for every m, n. We associate with each biorthogonal system (x
n
, a
n
) the partial sum operators
S
N
: X X dened by
S
N
x =
N
n=1
x, a
n
) x
n
.
We show now that the existence of sequence biorthogonal to x
n
is equivalent to the statement
that x
n
is minimal.
Lemma 7.2. [You80, p. 28], [Sin70, p. 53]. Let X be a Banach space, and let x
n
X. Then:
(a) a
n
X
biorthogonal to x
n
x
n
is minimal.
(b) unique a
n
X
biorthogonal to x
n
x
n
is minimal and complete.
Proof. (a) . Suppose that a
n
X
n
. Fix any m, and choose z
spanx
n
n,=m
, say z =
N
j=1
c
n
j
x
n
j
. Then z, a
m
) =
N
j=1
c
n
j
x
n
j
, a
m
) = 0 since x
n
j
,= x
m
for all j. Since a
m
is continuous, we then have z, a
m
) = 0 for all z spanx
n
n,=m
. However
x
m
, a
m
) = 1, so we must have x
m
/ spanx
n
n,=m
. Therefore x
n
is minimal.
. Suppose that x
n
is minimal. Fix m, and dene E = spanx
n
n,=m
. This is a closed sub-
space of X which does not contain x
m
. Therefore, by the HahnBanach Theorem (Corollary 1.40)
there is a functional a
m
X
such that
x
m
, a
m
) = 1 and x, a
m
) = 0 for x E.
Repeating this for all m we obtain a sequence a
n
n
.
(b) . Suppose there is a unique sequence a
n
X
n
. We know
that x
n
is minimal by part (a), so it remains only to show that x
n
is complete. Suppose that
x
is a continuous linear functional such that x

n
, x
) = 0 for every n. Then

x
m
, x
+a
n
) = x
m
, x
) +x
m
, a
n
) = 0 +
mn
=
mn
.
Thus x
+a
n
is also biorthogonal to x
n
. By our uniqueness assumption, we must have x
= 0.
The HahnBanach Theorem (Corollary 1.41) therefore implies that spanx
n
= X, so x
n
is
complete.
7. BIORTHOGONAL SYSTEMS IN BANACH SPACES 51
. Suppose that x
n
is both minimal and complete. By part (a) we know that there exists
at least one sequence a
n
X
n
, so we need only show that this
sequence is unique. Suppose that b
n
X
is also biorthogonal to x
n
. Then x
n
, a
m
b
m
) =
mn

mn
= 0 for every m and n. However, x
n
is complete, so the HahnBanach Theorem
(Corollary 1.41) implies that a
m
b
m
= 0 for every m. Thus a
n
is unique.
Next, we characterize the additional properties that a minimal sequence must possess in order
to be a basis.
Theorem 7.3. [Sin70, p. 25]. Let x
n
be a sequence in a Banach space X. Then the following
(a) x
n
is a basis for X.
(b) There exists a biorthogonal sequence a
n
X
such that
x X, x =
n
x, a
n
) x
n
.
(c) x
n
is complete and there exists a biorthogonal sequence a
n
X
such that
x X, sup
N
|S
N
x| < .
(d) x
n
is complete and there exists a biorthogonal sequence a
n
X
such that
sup
N
|S
N
| < .
Proof. (a) (b). Follows immediately from the denition of basis and the fact that every basis is
a Schauder basis (Theorem 4.11).
(b) (a). Assume that statement (b) holds. We need only show that the representation
x =
x, a
n
) x
n
is unique. However, each a
m
is continuous, so if x =
c
n
x
n
, then x, a
m
) =
c
n
x
n
, a
m
) =
c
n
mn
= c
m
.
(b) (c). Assume that statement (b) holds. Then the fact that every x can be written
x =
x, a
n
) x
n
implies that spanx
n
is dense is X, hence that x
n
is complete. Further, it
implies that x = lim
N
S
N
x, i.e., that the sequence S
N
x is convergent. Therefore statement
(c) holds since all convergent sequences are bounded.
(c) (d). Each S
N
is a bounded linear operator mapping X into itself. Therefore, this
implication follows immediately from the Uniform Boundedness Principle (Theorem 1.42).
(d) (b). Assume that statement (d) holds, and choose any x spanx
n
, say x =
M
n=1
c
n
x
n
.
Then, since S
N
is linear and x
n
and a
n
are biorthogonal, we have for each N M that
S
N
x = S
N
_
M
m=1
c
m
x
m
_
=
M
m=1
c
m
S
N
x
m
=
M
m=1
c
m
N
n=1
x
m
, a
n
) x
n
=
M
m=1
c
m
x
m
= x.
52 7. BIORTHOGONAL SYSTEMS IN BANACH SPACES
Therefore, we trivially have x = lim
N
S
N
x =
x, a
n
) x
n
when x spanx
n
.
Now we will show that x = lim
N
S
N
x for arbitrary x X. Let C = sup |S
N
|, and let x
be an arbitrary element of X. Since x
n
is complete, spanx
n
is dense in X. Therefore, given
> 0 we can nd an element y spanx
n
with |x y| < /(1 +C), say y =
M
m=1
c
m
x
m
. Then
for N M we have
|x S
N
x| |x y| + |y S
N
y| + |S
N
y S
N
x|
|x y| + 0 + |S
N
| |x y|
(1 +C) |x y|
< .
Thus x = lim
N
S
N
x =
x, a
n
) x
n
for arbitrary x X, as desired.
The next two theorems give a characterization of minimal sequences and bases in terms of the
size of nite linear combinations of the sequence elements.
Theorem 7.4. [Sin70, p. 54]. Given a sequence x
n
in a Banach space X with all x
n
,= 0, the
following two statements are equivalent.
(a) x
n
is minimal.
(b) M, C
M
1 such that
N M, c
0
, . . . , c
N
,
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
C
M
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
Proof. (a) (b). Assume that x
n
is minimal. Then there exists a sequence a
n
X
that
n
. Let S
N
be the partial sum operators associated with (x
n
, a
n
).
Suppose that N M, and that c
0
, . . . , c
N
are any scalars. Then
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
=
_
_
_
_
S
M
_
N
n=1
c
n
x
n
__
_
_
_
|S
M
|
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
Therefore statement (b) follows with C
M
= |S
M
|.
(b) (a). Assume that statement (b) holds, and let E = spanx
n
. Given x =
N
n=1
c
n
x
n
E
and M N, we have
[c
M
[ |x
M
| = |c
M
x
M
|
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
+
_
_
_
_
M1
n=1
c
n
x
n
_
_
_
_
C
M
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
+ C
M1
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
= (C
M
+C
M1
) |x|.
7. BIORTHOGONAL SYSTEMS IN BANACH SPACES 53
As x
M
,= 0, we therefore have
[c
M
[
(C
M
+ C
M1
) |x|
|x
M
|
. (7.1)
In particular, x = 0 implies c
1
= = c
N
= 0. Thus x
n
is nitely linearly independent. Since E
is the nite linear span of x
n
, this implies that every element of E has a unique representation
of the form x =
N
n=1
c
n
x
n
. As a consequence, we can dene a scalar-valued mapping a
m
on the
set E by a
m
_
N
n=1
c
n
x
n
_
= c
m
(where we set c
m
= 0 if m > N). By (7.1), we have [a
m
(x)[
(C
m
+ C
m1
) |x|/|x
m
| for every x E, so a
m
is continuous on E. Since E is dense in X, the
HahnBanach Theorem (Corollary 1.38) implies that there is a continuous extension of a
m
to all
of X. This extended a
m
is therefore a continuous linear functional on X which is biorthogonal to
x
n
. Lemma 7.2 therefore implies that x
n
is minimal.
For an arbitrary minimal sequence, the constants C
M
is Theorem 7.4 need not be uniformly
bounded. Compare this to the situation for bases given in the following result.
Theorem 7.5. [LT77, p. 2]. Let x
n
be a sequence in a Banach space X. Then the following
(a) x
n
is a basis for X.
(b) x
n
is complete, x
n
,= 0 for all n, and there exists C 1 such that
N M, c
1
, . . . , c
N
,
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
C
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
. (7.2)
In this case, the best constant C in (7.2) is the basis constant C = sup |S
N
|.
Proof. (a) (b). Suppose that x
n
is a basis for X, and let C = sup |S
N
| be the basis constant.
Then x
n
is complete and x
n
,= 0 for every n. Fix N M, and choose any c
1
, . . . , c
N
. Then
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
=
_
_
_
_
S
M
_
N
n=1
c
n
x
n
__
_
_
_
|S
M
|
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
C
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
(b) (a). Suppose that statement (b) holds. It then follows from Theorem 7.4 that x
n
is
minimal, so by Lemma 7.2 there exists a biorthogonal systema
n
X
. Let S
N
denote the partial
sum operators associated with (x
n
, a
n
). Since x
n
is complete, it suces by Theorem 7.3 to
show that sup |S
N
| < .
So, suppose that x =
M
n=1
c
n
x
n
spanx
n
. Then:
N M = |S
N
x| =
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
C
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
= C |x|,
N > M = |S
N
x| =
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
= |x|.
54 7. BIORTHOGONAL SYSTEMS IN BANACH SPACES
As C 1 we therefore have |S
N
x| C |x| for all N whenever x spanx
n
. However, each S
N
is continuous and spanx
n
is dense in X, so this inequality must therefore hold for all x X.
Thus sup |S
N
| C < , as desired. This inequality also shows that the smallest possible value
for C in (7.2) is C = sup |S
N
|.
The following result is an application of Theorem 7.5. Given a basis x
n
for a Banach space X,
it is often useful to have some bound on how much the elements x
n
can be perturbed so that the
resulting sequence remains a basis for X, or at least a basis for its closed linear span. The following
result is classical, and is a typical example of perturbation theorems that apply to general bases.
For specic types of bases in specic Banach spaces, it is often possible to derive sharper results.
For a survey of results on basis perturbations, we refer to [RH71].
Theorem 7.6. Let (x
n
, a
n
) be a basis for a Banach space X, with basis constant C. If
y
n
X is such that
R =
n
|a
n
| |x
n
y
n
| < 1,
then y
n
is a basis for spany
n
, and has basis constant C
t
1+R
1R
C. Moreover, in this case, the
basis x
n
for X and the basis y
n
for Y = spany
n
are equivalent in the sense of Denition 4.13.
Proof. Note that, by denition, y
n
is complete in Y = spany
n
. Further, if some y
n
= 0 then
we would have R |a
n
| |x
n
| 1 by (4.5), which contradicts the fact that R < 1. Therefore, each
y
n
must be nonzero. By Theorem 7.5, it therefore suces to show that there exists a constant B
such that
N M, c
1
, . . . , c
N
,
_
_
_
_
M
n=1
c
n
y
n
_
_
_
_
B
_
_
_
_
N
n=1
c
n
y
n
_
_
_
_
. (7.3)
Further, if (7.3) holds, then Theorem 7.5 also implies that the basis constant C
t
for y
n
satises
C
t
B.
So, assume that N M and that c
1
, . . . , c
N
are given. Before showing the existence of the con-
stant B, we will establish several useful inequalities. First, since x
n
and a
n
are biorthogonal,
we have that
K m, [c
m
[ =
_
K
n=1
c
n
x
n
, a
m
_
|a
m
|
_
_
_
_
K
n=1
c
n
x
n
_
_
_
_
.
Therefore, for each K > 0 we have
_
_
_
_
K
m=1
c
m
(x
m
y
m
)
_
_
_
_
m=1
[c
m
[ |x
m
y
m
|
m=1
_
|a
m
|
_
_
_
_
K
n=1
c
n
x
n
_
_
_
_
_
|x
m
y
m
|
55
=
_
_
_
_
K
n=1
c
n
x
n
_
_
_
_
K
m=1
|a
m
| |x
m
y
m
|
R
_
_
_
_
K
n=1
c
n
x
n
_
_
_
_
. (7.4)
As a consequence,
_
_
_
_
M
n=1
c
n
y
n
_
_
_
_
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
+
_
_
_
_
M
n=1
c
n
(y
n
x
n
)
_
_
_
_
(1 +R)
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
. (7.5)
Further, (7.4) implies that
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
_
_
_
_
N
n=1
c
n
y
n
_
_
_
_
+
_
_
_
_
N
n=1
c
n
(x
n
y
n
)
_
_
_
_
_
_
_
_
N
n=1
c
n
y
n
_
_
_
_
+ R
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
Therefore,
_
_
_
_
N
n=1
c
n
y
n
_
_
_
_
(1 R)
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
. (7.6)
Finally, since x
n
is a basis with basis constant C, Theorem 7.5 implies that
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
C
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
. (7.7)
Combining (7.5), (7.6), and (7.7), we obtain
_
_
_
_
M
n=1
c
n
y
n
_
_
_
_
(1 + R)
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
(1 +R)C
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
1 +R
1 R
C
_
_
_
_
N
n=1
c
n
y
n
_
_
_
_
.
Hence (7.3) holds with B =
1+R
1R
C, and therefore y
n
is a basis for spany
n
with basis constant
C
t
B.
Finally, calculations similar to (7.5) and (7.6) imply that
(1 R)
_
_
_
_
N
n=M+1
c
n
x
n
_
_
_
_
_
_
_
_
N
n=M+1
c
n
y
n
_
_
_
_
(1 +R)
_
_
_
_
N
n=M+1
c
n
x
n
_
_
_
_
.
Hence
c
n
x
n
c
n
y
n
converges. It therefore follows from Theorem 4.14
that x
n
is equivalent to y
n
.
56
8. DUALITY FOR BASES IN BANACH SPACES
Let denote the canonical embedding of X into X
described in Denition 1.32. That is, if

x X then (x) X
is the continuous linear functional on X
dened by x
, (x)) = x, x
)
for x
.
Suppose that (x
n
, a
n
) is a biorthogonal system in a Banach space X. Then (a
n
, (x
n
))
is a biorthogonal system in X
. Suppose in addition that (x

n
, a
n
) is a basis for X. Then it is
natural to ask whether (a
n
, (x
n
)) is a basis for X
. In general the answer must be no, since

X
may be nonseparable even though X is separable (e.g., X =

1
, X
), and therefore a
n
could not be complete in X
in this case. However, a

n
is always complete in its closed linear
span spana
n
in X
, and the next theorem shows that (a

n
, (x
n
)) is always a basis for the
subspace spana
n
in X
.
Theorem 8.1. Let X be a Banach space.
(a) If (x
n
, a
n
) is a basis for X, then (a
n
, (x
n
)) is a basis for spana
n
in X
.
(b) If (x
n
, a
n
) is an unconditional basis for X, then (a
n
, (x
n
)) is an unconditional
basis for spana
n
in X
.
(c) If (x
n
, a
n
) is a bounded basis for X, then (a
n
, (x
n
)) is a bounded basis for
spana
n
in X
.
Proof. (a) Suppose that (x
n
, a
n
) is a basis for X. By denition, a
n
is complete in the
closed subspace spana
n
X
. Further, (a
n
, (x
n
)) is a biorthogonal system in X
since
a
m
, (x
n
)) = x
n
, a
m
) =
mn
. Therefore, by Theorem 7.3, we need only show that sup |T
N
| < ,
where the T
N
are the partial sum operators associated with (a
n
, (x
n
)), i.e.,
T
N
(x
) =
N
n=1
x
, (x
n
)) a
n
=
N
n=1
x
n
, x
) a
n
, for x
spana
n
.
As usual, let S
N
denote the partial sum operators associated with the basis (x
n
, a
n
) for X.
Since S
N
is a continuous linear mapping of X into itself, it has an adjoint mapping S
N
: X
.
Since the norm of an adjoint equals the norm of the original operator, we have |S
N
| = |S
N
| (see
Denition 1.34). Now, if x X and x
then we have by (1.5) that

x, S
N
(x
)) = S
N
x, x
) =
_
N
n=1
x, a
n
) x
n
, x
_
=
_
x,
N
n=1
x
n
, x
) a
n
_
= x, T
N
(x
)).
Therefore T
N
= S
N
, so sup |T
N
| = sup |S
N
| = sup |S
N
| < .
(b) Suppose that (x
n
, a
n
) is an unconditional basis for X. Then by part (a), we know that
(a
n
, (x
n
)) is a basis for spana
n
. So, we need only show that this basis is unconditional.
Therefore, x any x
spana
n
. Then x
, (x
n
)) a
n
is the unique representation of x
57
in the basis (a
n
, (x
n
)). We must show that this series converges unconditionally. Let be
any permutation of N. Then for any x X,
x, x
) =
_
x,
n
x
, (x
n
)) a
n
_
since x
, (x
n
)) a
n
=
n
x
, (x
n
)) x, a
n
)
=
n
x
n
, x
) x, a
n
) by denition of
=
_
n
x, a
n
) x
n
, x
_
=
_
n
x, a
(n)
) x
(n)
, x
_
since x =
x, a
n
) x
n
converges unconditionally
=
n
x, a
(n)
) x
(n)
, x
)
=
_
x,
n
x
, (x
(n)
)) a
(n)
_
.
Therefore x
, (x
(n)
)) a
(n)
, so the series x
, (x
n
)) a
n
converges uncondition-
ally.
(c) Assume that (x
n
, a
n
) is a bounded basis for X. Then, by denition, 0 < inf |x
n
|
sup |x
n
| < . Further, by (4.5) we have 1 |a
n
| |x
n
| 2C, where C is the basis constant for
(x
n
, a
n
). Therefore 0 < inf |a
n
| sup |a
n
| < . Combined with part (a), this implies that
(a
n
, (x
n
)) is a bounded basis.
Corollary 8.2. If (x
n
, a
n
) is a basis, unconditional basis, or bounded basis for a reexive
Banach space X, then (a
n
, (x
n
)) is a basis, unconditional basis, or bounded basis for X
.
Proof. Assume (x
n
, a
n
) is a basis for X. Then Theorem 8.1 implies that (a
n
, (x
n
)) is
a basis for for spana
n
in X
, so we need only show that a

n
is complete in X
. Suppose
that x
satised a
n
, x
) = 0 for every n. Since X is reexive, X
= (X). Therefore
x
= (x) for some x X. But then x, a

n
) = a
n
, (x)) = a
n
, x
) = 0 for every n. Therefore

x =
x, a
n
) x
n
= 0, so x
= (x) = 0. The HahnBanach Theorem (Corollary 1.41) therefore

implies that a
n
is complete in X
. The statements for an unconditional or bounded basis then

follow as an immediate consequence.
Corollary 8.3. Let H be a Hilbert space. Then (x
n
, y
n
) is a basis, unconditional basis, or
bounded basis for H if and only if the same is true of (y
n
, x
n
).
Proof. The result follows from Corollary 8.2 and the fact that Hilbert spaces are self-dual, i.e.,
H
= H.
58
9. UNCONDITIONAL BASES IN BANACH SPACES
Recall from Denition 4.2 that a basis (x
n
, a
n
) is unconditional if the series x =
x, a
n
) x
n
converges unconditionally for every x X. Additionally, a basis is bounded if 0 < inf |x
n
|
sup |x
n
| < .
Lemma 9.1. [Sin70, p. 461]. Given a sequence x
n
in a Banach space X, the following two
(a) x
n
is an unconditional basis for X.
(b) x
(n)
is a basis for X for every permutation of N.
Proof. (a) (b). Assume that (x
n
, a
n
) is an unconditional basis for X, and let be any
permutation of N. Choose any x X. Then the series x =
x, a
n
) x
n
converges unconditionally,
so x =
x, a
(n)
) x
(n)
converges by Corollary 2.9. We must show that this is the unique
representation of x in terms of the x
(n)
. Suppose that we also had x =
c
n
x
(n)
for some scalars
(c
n
). Then, since x
n
and a
n
are biorthogonal, we have
x, a
(m)
) =
n
c
n
x
(n)
, a
(m)
) =
n
c
n
(n),(m)
=
n
c
n
nm
= c
m
.
which shows that the representation is unique.
(b) (a). Assume that x
(n)
is a basis for every permutation of N. Let a
n
be the
sequence of coecient functionals associated with the basis x
n
. We must show that for each
x X the representation x =
x, a
n
) x
n
converges unconditionally. Fix any permutation of
N. Since x
(n)
is a basis, there exist unique scalars c
n
such that x =
c
n
x
(n)
. However, each
a
m
is continuous and a
n
n
, so
x, a
(m)
) =
n
c
n
x
(n)
, a
(m)
) =
n
c
n
(n),(m)
=
n
c
n
nm
= c
m
.
Therefore x =
c
n
x
n
=
x, a
(n)
) x
(n)
converges for every permutation , so x =
x, a
n
) x
n
Example 9.2. [Mar69, p. 83]. Let H be a Hilbert space. We will show that every orthonormal
basis e
n
for H is a bounded unconditional basis for H.
Let be any permutation of N. Then e
(n)
is still an orthonormal sequence in H. Choose any
x H. Then
[x, e
n
)[
2
= |x|
2
< by Theorem 1.20. The series of real numbers
[x, x
n
)[
2
therefore converges absolutely, and hence converges unconditionally by Lemma 2.3. Therefore
n
[x, e
(n)
)[
2
=
n
[x, e
n
)[
2
= |x|
2
.
9. UNCONDITIONAL BASES IN BANACH SPACES 59
Theorem 1.20 therefore implies that e
(n)
is an orthonormal basis for H. As this is true for every
, we have by Lemma 9.1 that e
n
is an unconditional basis for H. Finally, this basis is bounded
since |e
n
| = 1 for every n.
We will study bounded unconditional bases in Hilbert spaces in detail in Chapter 11.
Recall from Lemma 4.12 that bases are preserved by topological isomorphisms. We next show
that the same is true of unconditional bases.
Lemma 9.3.
(a) Unconditional bases are preserved by topological isomorphisms. That is, if x
n
is an
unconditional basis for a Banach space X and S: X Y is a topological isomorphism,
then Sx
n
is an unconditional basis for Y .
(b) Bounded unconditional bases are likewise preserved by topological isomorphisms.
Proof. (a) If is any permutation of N then we know that x
(n)
is a basis for X. However,
bases are preserved by topological isomorphisms (Lemma 4.12), so Sx
(n)
is a basis for Y . As
this is true for every , the basis Sx
(n)
is unconditional.
(b) In light of part (a), we need only show that Sx
n
is bounded if x
n
is bounded. This
follows from the facts |Sx
n
| |S| |x
n
| and |x
n
| = |S
1
Sx
n
| |S
1
| |Sx
n
|.
Recall from Denition 4.13 that two bases are equivalent if there exists a topological isomorphism
S such that Sx
n
= y
n
for every n. We will see in Chapter 11 that all bounded unconditional bases
in a Hilbert space are equivalent, and are equivalent to orthonormal bases. Up to isomorphisms,
the only other Banach spaces in which all bounded unconditional bases are equivalent are the
sequence spaces c
0
and
1
.
Notation 9.4. We associate three types of partial sum operators with each unconditional basis
(x
n
, a
n
). First, with each nite set F N we associate the partial sum operator S
F
: X X
dened by
S
F
(x) =
nF
x, a
n
) x
n
, x X.
Second, with each nite set F N and each set c =
n
nF
satisfying
n
= 1 for each n, we
associate the operator S
F,L
: X X dened by
S
F,L
(x) =
nF
n
x, a
n
) x
n
, x X.
Finally, with each nite set F N and each collection of bounded scalars =
n
nF
satisfying
[[ 1 for each n, we associate the operator S
F,
: X X dened by
S
F,
(x) =
nF
n
x, a
n
) x
n
, x X.
60 9. UNCONDITIONAL BASES IN BANACH SPACES
Although the operators S
F
are projections, the operators S
F,L
and S
F,
are not projections
since they are not idempotent, i.e., (S
F,L
)
2
need not equal S
F,L
.
The following result is the analogue of Corollary 4.8 for the case of unconditional bases.
Theorem 9.5. Let (x
n
, a
n
) be an unconditional basis for a Banach space X. Then the
following statements hold.
(a) The following three quantities are nite for each x X:
[[[x[[[ = sup
F
|S
F
(x)|, [[[x[[[
L
= sup
F,L
|S
F,L
(x)|, [[[x[[[
= sup
F,
|S
F,
(x)|.
(b) The following three numbers are nite:
K = sup
F
|S
F
|, K
L
= sup
F,L
|S
F,L
|, K
= sup
F,
|S
F,
|.
(c) [[[ [[[ [[[ [[[
L
2 [[[ [[[ and K K
L
2K.
(d) If F = R then [[[ [[[
L
= [[[ [[[
and K
L
= K
.
(e) If F = C then [[[ [[[
L
[[[ [[[
2 [[[ [[[
L
and K
L
K
2K
L
.
(f) [[[ [[[, [[[ [[[
L
, and [[[ [[[
form norms on X equivalent to the initial norm | |. In fact,

| | [[[ [[[ K| |, | | [[[ [[[
L
K
L
| |, | | [[[ [[[
| |.
Proof. (a), (c), (d), (e). These follow from the fact that x =
x, a
n
) x
n
and that this series
(b) Follows from (a) by the Uniform Boundedness Principle (Theorem 1.42).
(f) Follows from (a) and (b).
Notation 9.6. If (x
n
, a
n
) is an unconditional basis for a Banach space X, then we let [[[ [[[,
[[[ [[[
L
, and [[[ [[[
denote the equivalent norms for X dened in Theorem 9.5(a), and we let K, K
L
,
and K
be the numbers dened in Theorem 9.5(b). In particular, K

L
is the unconditional basis
constant for (x
n
, a
n
).
Comparing the number K and the unconditional basis constant K
L
to the basis constant C
from Denition 4.9, we see that C K K
L
. In fact, if we let C
be the basis constant for the

permuted basis x
(n)
, then K = sup C
.
Just as for the basis constant C, the unconditional basis constant K
L
does depend implicitly on
the norm for X, and changing the norm to some other equivalent norm may change the value of the
basis constant. For example, the unconditional basis constant for (x
n
, a
n
) in the equivalent
norm [[[ [[[
L
is 1 (compare Proposition 4.10 for the analogous statement for the basis constant).
Next we give several equivalent denitions of unconditional bases.
Theorem 9.7. [Sin70, p. 461]. Let x
n
be a complete sequence in a Banach space X such that
x
n
,= 0 for every n. Then the following statements are equivalent.
(a) x
n
is an unconditional basis for X.
(b) C
1
1, c
1
, . . . , c
N
,
1
, . . . ,
N
= 1,
_
_
_
_
N
n=1
n
c
n
x
n
_
_
_
_
C
1
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
(c) C
2
1, b
1
, . . . , b
N
, c
1
, . . . , c
N
,
[b
1
[ [c
1
[, . . . , [b
N
[ [c
N
[ =
_
_
_
_
N
n=1
b
n
x
n
_
_
_
_
C
2
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
(d) 0 < C
3
1 C
4
< , c
1
, . . . , c
N
,
C
3
_
_
_
_
N
n=1
[c
n
[ x
n
_
_
_
_
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
C
4
_
_
_
_
N
n=1
[c
n
[ x
n
_
_
_
_
.
(e) x
n
is a basis, and for each bounded sequence of scalars = (
n
) there exists a continuous
linear operator T
: X X such that T
(x
n
) =
n
x
n
for all n.
Proof. (a) (b). Suppose that (x
n
, a
n
) is an unconditional basis for X. Choose any scalars
c
1
, . . . , c
N
and any signs
1
, . . . ,
N
= 1, and set x =
N
n=1
c
n
x
n
. Then x, a
n
) = c
n
if n N
while x, a
n
) = 0 if n > N. Therefore
N
n=1
n
c
n
x
n
=
nF
n
x, a
n
) x
n
= S
F,L
(x),
where F = 1, . . . , N and c =
1
, . . . ,
N
. By denition of [[[ [[[
L
and by Theorem 9.5(f), we
therefore have
_
_
_
_
N
n=1
n
c
n
x
n
_
_
_
_
= |S
F,L
(x)| = [[[x[[[
L
K
L
|x| = K
L
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
Thus statement (b) holds with C
1
= K
L
.
(b) (a). Suppose that statement (b) holds, and let be any permutation of N. We must
show that x
(n)
is a basis for X. By hypothesis, x
(n)
is complete with every element nonzero.
Therefore, by Theorem 7.5 it suces to show that there is a constant C
such that
N M, c
(1)
, . . . , c
(N)
,
_
_
_
_
M
n=1
c
(n)
x
(n)
_
_
_
_
C
_
_
_
_
N
n=1
c
(n)
x
(n)
_
_
_
_
.
To this end, x any N M and choose any scalars c
(1)
, . . . , c
(N)
. Dene c
n
= 0 for n /
(1), . . . , (N). Let L = max(1), . . . , (N), and dene
n
= 1 and
n
=
_
1, if n (1), . . . , (M),
0, otherwise.
Then,
_
_
_
_
M
n=1
c
(n)
x
(n)
_
_
_
_
=
_
_
_
_
L
n=1
_
n
+
n
2
_
c
n
x
n
_
_
_
_
1
2
_
_
_
_
L
n=1
n
c
n
x
n
_
_
_
_
+
1
2
_
_
_
_
L
n=1
n
c
n
x
n
_
_
_
_
C
1
2
_
_
_
_
L
n=1
c
n
x
n
_
_
_
_
+
C
1
2
_
_
_
_
L
n=1
c
n
x
n
_
_
_
_
= C
1
_
_
_
_
N
n=1
c
(n)
x
(n)
_
_
_
_
.
This is the desired result, with C
= C
1
.
(a) (c). Suppose that (x
n
, a
n
) is an unconditional basis for X. Choose any scalars
c
1
, . . . , c
N
and b
1
, . . . , b
N
such that [b
n
[ [c
n
[ for every n. Dene x =
N
n=1
c
n
x
n
, and note that
c
n
= x, a
n
). Let
n
be such that b
n
=
n
c
n
. Since [b
n
[ [c
n
[ we have [
n
[ 1 for every n.
Therefore, if we dene F = 1, . . . , N and =
1
, . . . ,
N
, then
N
n=1
b
n
x
n
=
nF
n
c
n
x
n
=
nF
n
x, a
n
) x
n
= S
F,
(x).
Hence
_
_
_
_
N
n=1
b
n
x
n
_
_
_
_
= |S
F,
(x)| = [[[x[[[
|x| = K
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
Thus statement (c) holds with C
2
= K
.
(c) (a). Suppose that statement (c) holds, and let be any permutation of N. We must
show that x
(n)
is a basis for X. By hypothesis, x
(n)
is complete in X and every element
x
(n)
is nonzero. Therefore, by Theorem 7.5 it suces to show that there is a constant C
such
that
N M, c
(1)
, . . . , c
(N)
,
_
_
_
_
M
n=1
c
(n)
x
(n)
_
_
_
_
C
_
_
_
_
N
n=1
c
(n)
x
(n)
_
_
_
_
.
To this end, x any N M and choose any scalars c
(1)
, . . . , c
(N)
. Dene c
n
= 0 for n /
(1), . . . , (N). Let L = max(1), . . . , (N) and dene
n
=
_
1, if n (1), . . . , (M),
0, otherwise.
Then,
_
_
_
_
M
n=1
c
(n)
x
(n)
_
_
_
_
=
_
_
_
_
L
n=1
n
c
n
x
n
_
_
_
_
C
2
_
_
_
_
L
n=1
c
n
x
n
_
_
_
_
= C
2
_
_
_
_
N
n=1
c
(n)
x
(n)
_
_
_
_
.
This is the desired result, with C
= C
2
.
(c) (b). Clear.
(b) (c). Suppose that statement (b) holds. Choose any N > 0, and any scalars b
n
, c
n
such that [b
n
[ [c
n
[ for each n = 1, . . . , N. Let
n
be such that b
n
=
n
c
n
. Then we certainly
have [
n
[ 1 for each n. Let
n
= Re(
n
) and
n
= Im(
n
). Since the
n
are real and satisfy
[
n
[ 1, Caratheodorys Theorem (Theorem 2.11) implies that we can nd scalars t
n
0 and
signs
n
m
= 1, for m = 1, . . . , N + 1 and n = 1, . . . , N, such that
N+1
m=1
t
m
= 1 and
N+1
m=1
n
m
t
m
=
n
for n = 1, . . . , N.
Hence,
_
_
_
_
N
n=1
n
c
n
x
n
_
_
_
_
=
_
_
_
_
N
n=1
N+1
m=1
n
m
t
m
c
n
x
n
_
_
_
_
=
_
_
_
_
N+1
m=1
t
m
N
n=1
n
m
c
n
x
n
_
_
_
_
N+1
m=1
t
m
_
_
_
_
N
n=1
n
m
c
n
x
n
_
_
_
_
N+1
m=1
t
m
C
1
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
= C
1
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
A similar formula holds for the imaginary parts
n
, so
_
_
_
_
N
n=1
b
n
x
n
_
_
_
_
=
_
_
_
_
N
n=1
n
c
n
x
n
_
_
_
_
_
_
_
_
N
n=1
n
c
n
x
n
_
_
_
_
+
_
_
_
_
N
n=1
n
c
n
x
n
_
_
_
_
2C
1
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
Therefore statement (c) holds with C
2
= 2C
1
.
(c) (d). Assume that statement (c) holds, and choose any scalars c
1
, . . . , c
N
. Let b
n
= [c
n
[.
Then we have both [b
n
[ [c
n
[ and [c
n
[ [b
n
[, so statement (c) implies
_
_
_
_
N
n=1
b
n
x
n
_
_
_
_
C
2
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
and
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
C
2
_
_
_
_
N
n=1
b
n
x
n
_
_
_
_
.
Therefore (d) holds with C
3
= 1/C
2
and C
4
= C
2
.
(d) (c). Assume that statement (d) holds. Choose any scalars c
1
, . . . , c
N
and any signs
1
, . . . ,
N
= 1. Then, by statement (d),
_
_
_
_
N
n=1
n
c
n
x
n
_
_
_
_
C
4
_
_
_
_
N
n=1
[
n
c
n
[ x
n
_
_
_
_
= C
4
_
_
_
_
N
n=1
[c
n
[ x
n
_
_
_
_
C
4
C
3
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
Hence statement (c) holds with C
1
= C
4
/C
3
.
(a) (e). Let (x
n
, a
n
) be an unconditional basis for X. Let (
n
) be any bounded sequence
of scalars, and let M = sup [
n
[. Fix any x X. Then the series x =
x, a
n
) x
n
converges
unconditionally. Hence, by Theorem 2.8(f), the series T
(x) =
n
x, a
n
) x
n
converges. Clearly
T
: X X dened in this way is linear, and we have

|T
(x)| = M
_
_
_
_
n
M
x, a
n
) x
n
_
_
_
_
MK
_
_
_
_
n
x, a
n
) x
n
_
_
_
_
= MK
|x|.
Therefore T
is continuous. Finally, the biorthogonality of x

n
and a
n
ensures that T
(x
n
) =
n
x
n
for every n.
(e) (a). Suppose that statement (e) holds. Since x
n
is a basis, there exists a biorthogonal
sequence a
n
X
such that the series x =
x, a
n
) x
n
converges and is the unique expansion
of x in terms of the x
n
. We must show that this series converges unconditionally. Therefore, let
= (
n
) be any sequence of scalars such that [
n
[ 1 for every n. Then, by hypothesis, there
exists a continuous T
: X X such that T
(x
n
) =
n
x
n
for every n. Since T
is continuous, we
therefore have that
T
(x) = T
n
x, a
n
) x
n
_
=
n
x, a
n
) T
(x
n
) =
n
x, a
n
) x
n
converges. Hence, by Theorem 2.8(f), the series x =
x, a
n
) x
n
10. WEAK AND WEAK
BASES IN BANACH SPACES 65

10. WEAK AND WEAK
BASES IN BANACH SPACES

To this point we have considered sequences that are bases with respect to the strong, or norm,
topology of a Banach space X. In this chapter we will briey survey the natural generalization
of bases to the case of the weak or weak
topologies. We will content ourselves with considering

these topologies only, although it is clearly possible to generalize the notion of basis further to
the setting of abstract topological vector spaces. We refer to [Mar69] and related sources for such
generalizations,
(a) A sequence x
n
of elements of X is a basis for X if Denition 4.2 holds. That is, for each
x X there must exist unique scalars a
n
(x) such that x =
a
n
(x) x
n
, with convergence
of this series in the strong topology, i.e.,
lim
N
_
_
_
_
x
N
n=1
a
n
(x) x
n
_
_
_
_
= 0.
In this chapter, in order to emphasize the type of convergence required, we will often refer
to a basis as a strong basis or a norm basis. By Theorem 4.11, each coecient functional
a
m
associated with a strong basis is strongly continuous, i.e., if y
n
y strongly in X, then
a
m
(y
n
) a
m
(y). Hence every strong basis is a strong Schauder basis.
(b) A sequence x
n
of elements of X is a weak basis for X if for each x X there exist
unique scalars a
n
(x) such that x =
a
n
(x) x
n
, with convergence of this series in the weak
topology, i.e.,
x
, lim
N
_
N
n=1
a
n
(x) x
n
, x
_
= x, x
). (10.1)
A weak basis is a weak Schauder basis if each coecient functional a
m
is weakly continuous
on X, i.e., if y
n
y weakly in X implies a
m
(y
n
) a
m
(y).
(c) A sequence x
n
of functionals in X
is a weak
basis for X
if for each x
there
exist unique scalars a
n
(x
) such that x
n
(x
) x
n
, with convergence of this series in
the weak
topology, i.e.,
x X, lim
N
_
x,
N
n=1
a
n
(x
) x
n
_
= x, x
).
A weak
basis is a weak
Schauder basis if each coecient functional a
m
is weak
continuous
on X
, i.e., if y
n
y
weak
in X
implies a
m
(y
n
) a
m
(y
).
66 10. WEAK AND WEAK

As noted above, if (x
n
, a
n
) is a strong basis then each coecient functional is an element
of X
. Therefore we usually write x, a

n
) = a
n
(x) when dealing with the coecient functionals
associated with a strong basis. However, when dealing with functionals which are not known to
be strongly continuous, we write only a
n
(x).
Not surprisingly, we can show that all strong bases are weak bases.
Theorem 10.2. Let X be a Banach space. If x
n
is a strong basis for X, then x
n
is a weak
basis for X. Further, in this case x
n
is a weak Schauder basis for X with coecient functionals
that are strongly continuous on X.
Proof. Assume that x
n
is a strong basis for X. Then x
n
is a strong Schauder basis by
Theorem 4.11, so the associated coecient functionals a
n
are all strongly continuous linear
functionals on X. We will show that x
n
is a weak basis and that a
n
is the sequence of coecient
functionals associated with this weak basis. Since we already know that these functionals are
strongly continuous, they are necessarily weakly continuous, and hence it will follow automatically
from this that x
n
is a weak Schauder basis.
Therefore, x any x X. Then x =
x, a
n
) x
n
converges strongly. Since strong convergence
implies weak convergence, this series must also converge weakly to x. Or, to see this explicitly,
simply note that if x
is an arbitrary element of X
then, by the continuity of x
,
lim
N
_
N
n=1
x, a
n
) x
n
, x
_
=
_
lim
N
N
n=1
x, a
n
) x
n
, x
_
=
_
n=1
x, a
n
) x
n
, x
_
= x, x
).
It therefore remains only to show that the representation x =
x, a
n
) x
n
is unique. Suppose that
we also had x =
c
n
x
n
, with weak convergence of this series. Fix any particular m. Then since
a
m
X
, we have by the weak convergence of the series x =
c
n
x
n
that
x, a
m
) = lim
N
_
N
n=1
c
n
x
n
, a
m
_
= lim
N
N
n=1
c
n
x
n
, a
m
) = lim
N
N
n=1
c
n
nm
= c
m
.
Hence the representation is unique, and therefore x
n
is a weak basis for X.
Surprisingly, the converse of this result is also true: every weak basis for a Banach space X is a
strong basis for X. We prove this in Theorem 10.6 below, after establishing some basic properties
of weak bases.
We let the partial sum operators for a weak basis x
n
be dened in the usual way, i.e., S
N
x =
N
n=1
a
n
(x) x
n
(compare Notation 4.6). The following result is the analogue of Proposition 4.7 for
weak bases instead of strong bases.
Proposition 10.3. Let x
n
be a sequence in a Banach space X, and assume that x
n
,= 0 for
every n. Dene Y =
_
(c
n
) :
c
n
x
n
converges weakly in X
_
, and set
|(c
n
)|
Y
= sup
N
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
.
Then the following statements hold.
(a) Y is a Banach space.
10. WEAK AND WEAK

(b) If x
n
is a weak basis for X then Y is topologically isomorphic to X via the mapping
(c
n
)
c
n
x
n
.
Proof. (a) Recall that weakly convergent sequences are bounded (Lemma 1.49). Therefore, if
(c
n
) Y then |(c
n
)|
Y
< since
c
n
x
n
= lim
N
N
n=1
c
n
x
n
converges weakly. The remainder
of the proof is now identical to the proof of Proposition 4.7(a).
(b) Suppose that x
n
is a weak basis for X. Dene the map T: Y X by T(c
n
) =
c
n
x
n
,
where this series converges weakly. This mapping is well-dened by the denition of Y . It is clearly
linear, and it is bijective because x
n
is a weak basis. Finally, if (c
n
) Y then
|T(c
n
)| =
_
_
_
_
n=1
c
n
x
n
_
_
_
_
sup
N
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
= |(c
n
)|
Y
,
again since weakly convergent series are bounded. Therefore T is bounded, hence is a topological
isomorphism of Y onto X.
An immediate consequence is that the partial sum operators for a weak basis are strongly
continuous (compare Corollary 4.8).
n
, a
n
) be a weak basis for a Banach space X. Then:
(a) sup |S
N
x| < for each x X,
(b) Each S
N
is strongly continuous and C = sup |S
N
| < , and
(c) [[[x[[[ = sup |S
N
x| forms a norm on X equivalent to the initial norm | | for X, and satises
| | [[[ [[[ C | |.
Proof. (a) Let Y be as in Proposition 10.3. Then T: X Y dened by T(c
n
) =
c
n
x
n
(converging
weakly) is a topological isomorphism of X onto Y . Suppose that x X. Then we have by denition
that x =
a
n
(x) x
n
converges weakly and that the scalars a
n
(x) are unique, so we must have
T
1
x = (a
n
(x)). Hence
sup
N
|S
N
x| = sup
N
_
_
_
_
N
n=1
a
n
(x) x
n
_
_
_
_
=
_
_
(a
n
(x))
_
_
Y
= |T
1
x|
Y
|T
1
| |x| < . (10.2)
(b) From (10.2), we see that sup |S
N
| |T
1
| < .
(c) It is easy to see that [[[ [[[ has the properties of at least a seminorm. Now, given x X we
have
[[[x[[[ = sup
N
|S
N
x| sup
N
|S
N
| |x| = C |x|
and
|x| = lim
N
|S
N
x| sup
N
|S
N
x| = [[[x[[[.
It follows from these two statements that [[[ [[[ is in fact a norm, and is equivalent to | |.

The nite number C = sup |S
N
| is the weak basis constant.
Next, we show now that all weak bases are weak Schauder bases, just as all strong bases are
strong Schauder bases (Theorem 4.11). In Theorem 10.6 we will further improve this, showing that
all weak bases are strong bases.
Theorem 10.5. Every weak basis for a Banach space X is a weak Schauder basis for X. In fact,
the coecients functionals a
n
are strongly continuous linear functionals on X which satisfy
1 |a
n
| |x
n
| 2C,
where C is the weak basis constant.
Proof. By Corollary 10.4, we know that C < , even though (x
n
, a
n
) is only assumed to be
a weak basis for X. Since each a
n
is linear, to show that a
n
is strongly continuous we need only
show that it is bounded. Given x X, we compute
[a
n
(x)[ |x
n
| = |a
n
(x) x
n
| =
_
_
_
_
n
n=1
a
k
(x) x
k

n1
n=1
a
k
(x) x
k
_
_
_
_
_
_
_
_
n
n=1
a
k
(x) x
k
_
_
_
_
+
_
_
_
_
n1
n=1
a
k
(x) x
k
_
_
_
_
= |S
n
x| + |S
n1
x|
2C |x|.
Since each x
n
is nonzero, we conclude that |a
n
| 2C/|x
n
| < . The nal inequality follows
from computing 1 = a
n
(x
n
) |a
n
| |x
n
|.
Now we can prove that all weak bases are strong bases.
Theorem 10.6 (Weak Basis Theorem). Every weak basis for a Banach space X is a strong
basis for X, and conversely.
Proof. We showed in Theorem 10.2 that all strong bases are weak bases. For the converse, assume
that (x
n
, a
n
) is a weak basis for X. By Theorem 10.5, each a
m
is strongly continuous, and
therefore a
m
X
. Moreover, by the uniqueness of the representations in (10.1), we must have

x
n
, a
m
) =
mn
for every m and n. Hence (x
n
, a
n
) is a biorthogonal system in the sense
of Denition 7.1. Further, it follows from Corollary 10.4 that sup |S
N
| < . Therefore, by
Theorem 7.3, it suces to show that x
n
is complete in X. Assume therefore that x
satises x
n
, x
) = 0 for every n. Then for each x X, we have by (10.1) that

x, x
) = lim
N
_
N
n=1
x, a
n
) x
n
, x
_
= lim
N
N
n=1
x, a
n
) x
n
, x
) = 0.
Hence x
= 0, so x
n
is complete.
10. WEAK AND WEAK

We turn our attention to weak
bases for the remainder of this chapter. First, we give an

example showing that a Banach space can possess a weak
basis even though it is not separable.

By contrast, a nonseparable space cannot possess any strong bases (and therefore by Theorem 10.6
cannot possess any weak bases either).
In the following examples, we will use the sequence spaces c
0
,
1
, and
dened in Example 1.6.

Recall from Example 1.28 that (
1
)
, in the sense that every element y = (y

n
)
determines a continuous linear functional on

1
by the formula
x, y) =
n
x
n
y
n
, x = (x
n
)
1
, (10.3)
and that all continuous linear functionals on
1
are obtained in this way. Additionally, (c
0
)
=
1
,
with the duality dened analogously to (10.3), i.e., y = (y
n
)
1
acts on x = (x
n
) c
0
by
x, y) =
x
n
y
n
.
The sequences e
n
= (
mn
)
m=1
= (0, . . . , 0, 1, 0, . . . ) will be useful. By Example 4.4, e
n
is a
strong basis for
p
for each 1 p < . This basis is called the standard basis for
p
. Since
is
not separable, it does not possess any strong bases.
Example 10.7. Let X =
1
, so that X
is not separable. We will show that e

n
is a weak
basis for
, even though it cannot be a strong or weak basis for
. To see this, let y = (y

n
) be
any element of
. Then for any x = (x

n
)
1
, we have
lim
N
_
x,
N
n=1
y
n
e
n
_
= lim
N
N
n=1
x, e
n
) y
n
= lim
N
N
n=1
x
n
y
n
= x, y).
Hence y =
y
n
e
n
in the weak
topology (even though this series need not converge strongly),

and it easy to see that this representation is unique. Therefore e
n
is a weak
basis for
.
Although any strong or weak basis is a strong Schauder bases, the following example shows that
a weak
basis need not be a weak
Schauder basis.
Lemma 10.8. [Sin70, p. 153]. Let X = c
0
, so that X
=
1
. Let e
n
be the standard basis for
1
, and dene
x
1
= e
1
,
x
n
= (1)
n+1
e
1
+ e
n
= ((1)
n+1
, 0, . . . , 0, 1, 0, . . . ), n > 1.
Then:
(a) x
n
is a strong basis for
1
.
(b) x
n
is a weak
basis for
1
.
(c) x
n
is not a Schauder weak
basis for
1
.

Proof. (a) Dene y
n

by
y
1
= e
1
+
n=2
(1)
n
e
n
= (1, 1, 1, 1, 1, 1, 1, . . . ),
y
n
= e
n
, n > 1.
The series dening y
1
is only meant in the obvious formal way, and does not converge in the norm
of
. It is easy to check that x

m
, y
n
) =
mn
, so (x
n
, y
n
) is a biorthogonal system for
1
.
Now, if x
1
then
[x, e
n
)[ < . Therefore, we can write
N
n=1
x, y
n
) x
n
= x, y
1
) x
1
+
N
n=2
x, y
n
) x
n
=
_
x, e
1
) +
n=2
x, e
n
)
_
e
1
+
N
n=2
x, e
n
)
_
(1)
n+1
e
1
+e
n
_
=
N
n=1
x, e
n
) e
n
+
n>N
(1)
n
x, e
n
)e
1
, (10.4)
where the innite series appearing in (10.4) do converge in the norm of
1
. Therefore,
_
_
_
_
N
n=1
x, e
n
) e
n

N
n=1
x, y
n
) x
n
_
_
_
_
1
=
_
_
_
_
n>N
(1)
n
x, e
n
)e
1
_
_
_
_
n>N
[x, e
n
)[.
Choose any > 0. Then since
[x, e
n
)[ < , there exists an N > 0 such that
n>N
[x, e
n
)[ < .
Since x =
x, e
n
) e
n
, it follows that
_
_
_
_
x
N
n=1
x, e
n
) e
n
_
_
_
_
1
=
_
_
_
_
n>N
x, e
n
) e
n
_
_
_
_
n>N
[x, e
n
)[ < .
Therefore,
_
_
_
_
x
N
n=1
x, y
n
) x
n
_
_
_
_
_
_
_
_
x
N
n=1
x, e
n
) e
n
_
_
_
_
1
+
_
_
_
_
N
n=1
x, e
n
) e
n

N
n=1
x, y
n
) x
n
_
_
_
_
1
< 2.
Hence x =
x, y
n
) x
n
, with strong convergence of this series. Since x
n
and y
n
are biorthog-
onal, it therefore follows from Theorem 7.3 that x
n
1
.
71
(b) Let x
1
. Then it follows from part (a) that x =
x, y
n
) x
n
, with strong convergence
of the series. Since strong convergence implies weak
convergence by Lemma 1.48, it follows that

x =
x, y
n
) x
n
in the weak
topology. Therefore, we need only show that this representation

is unique. Suppose we also had x =
c
n
x
n
for some scalars c
n
, with weak
convergence of this
series. Then
d
n
x
n
= 0 in the weak
topology, where d
n
= c
n
x, y
n
). In particular, since
e
m
c
0
, we have for m > 1 that
0 = lim
N
_
e
m
,
N
n=1
d
n
x
n
_
= lim
N
N
n=1
d
n
e
m
, x
n
)
= lim
N
N
n=1
d
n
_
e
m
, (1)
n+1
e
1
) +e
m
, e
n
)
_
= d
m
.
Therefore d
m
= 0 for m > 1. Since
d
n
x
n
= 0, this implies d
1
x
1
= 0 as well. However,
x
1
= e
1
,= 0, so d
1
= 0. Hence c
n
= x, y
n
) for every n, as desired.
(c) We showed in part (b) that x
n
is a weak
basis for
1
, and that y
n
is the associated
sequence of coecient functionals. However, y
1
/ c
0
, and therefore y
1
cannot be weak
continuous.
To see this directly, note that e
n
0 weak
in
1
, since if z = (z
n
) c
0
then z, e
n
) = z
n
0.
However, e
n
, y
1
) = (1)
n
, 0 = 0, y
1
), so y
1
is not weak
continuous. Therefore x
n
is not a
Schauder weak
basis for
1
.
We close this chapter by quoting the following example, which shows that a strong basis for X
need not be a weak
basis for X
.
Lemma 10.9. [Sin70, p. 150]. Let X = c
0
, so that X
=
1
. Let e
n
be the standard basis for
1
, and dene
x
1
= e
1
,
x
n
= e
n1
e
n
= (0, . . . , 0, 1, 1, 0, . . . ), n > 1.
Then x
n
1
, but x
n
is not a weak
basis for
1
.
72
IV. BASES AND FRAMES IN HILBERT SPACES
11. RIESZ BASES IN HILBERT SPACES 73
11. RIESZ BASES IN HILBERT SPACES
Let H be a Hilbert space. Recall from Denition 4.13 that a basis x
n
for H is equivalent to
a basis y
n
for H if there exists a topological isomorphism S: H H such that Sx
n
= y
n
for all
n. In this case, we write x
n
y
n
. It is clear that is an equivalence relation on the set of all
bases for H. In particular, we saw in Corollary 4.15 that all orthonormal bases in H are equivalent.
We will show in this chapter that the class of all bases that are equivalent to orthonormal bases
coincides with the class of all bounded unconditional bases for H, and we will discuss some of the
properties of such bases.
Denition 11.1. A basis x
n
for a Hilbert space H is a Riesz basis for H if it is equivalent to
some (and therefore every) orthonormal basis for H.
Clearly, all Riesz bases are equivalent since all orthonormal bases are equivalent.
Remark 11.2. We show in Theorem 11.9 that bounded unconditional bases and Riesz bases are
equivalent. Hence a bounded basis is a Riesz basis if and only if it is unconditional. It is very
dicult to exhibit a bounded basis for a Hilbert space H that is not a Riesz basis for H. Babenko
[Bab48] proved that if 0 < < 1/2, then [t[
e
2int
nZ
is a bounded basis for L
2
[0, 1] that is not
a Riesz basis. It is easy to see that [t[
e
2int
nZ
is minimal in L
2
[0, 1], since [t[
e
2int
nZ
is
contained in L
2
[0, 1] and is biorthogonal to [t[
e
2int
nZ
. However, the proof that [t[
e
2int
nZ
is a conditional basis is dicult.
As with bases or unconditional bases, we can show that Riesz bases are preserved by topological
isomorphisms.
Lemma 11.3. Riesz bases are preserved by topological isomorphisms. That is, if x
n
is a Riesz
basis for a Hilbert space H and S: H K is a topological isomorphism, then Sx
n
is a Riesz
basis for K.
Proof. Since H possesses a basis, it is separable. Therefore K, being isomorphic to H, is separable
as well. By Theorem 1.21, all separable Hilbert spaces are isometrically isomorphic, so there
exists an isometry Z that maps H onto K. Further, by denition of Riesz basis, there exists an
orthonormal basis e
n
for H and a topological isomorphism T: H H such that Te
n
= x
n
. Since
Z is an isometric isomorphism, the sequence Ze
n
is an orthonormal basis for K. Hence, STZ
1
is a topological isomorphism of K onto itself which has the property that STZ
1
(Ze
n
) = STe
n
=
Sx
n
. Hence Sx
n
is equivalent to an orthonormal basis for K, so we conclude that Sx
n
is a
Riesz basis for K.
This yields one half of our characterization of Riesz bases.
Corollary 11.4. All Riesz bases are bounded unconditional bases.
74 11. RIESZ BASES IN HILBERT SPACES
Proof. Let x
n
be a Riesz basis for a Hilbert space H. Then there exists an orthonormal basis e
n
for H and a topological isomorphism S: H H such that Se

n
= x
n
for every n. However, e
n
is a bounded unconditional basis, and bounded unconditional bases are preserved by topological
isomorphisms by Lemma 9.3(b), so x
n
must be a bounded unconditional basis for H.
Before presenting the converse to this result, we require some basic facts about Riesz bases.
Lemma 11.5. Let (x
n
, a
n
) and (y
n
, b
n
) be bases for a Hilbert space H. If x
n
y
n
,
then a
n
b
n
.
Proof. By Corollary 8.3, (a
n
, x
n
) and (b
n
, y
n
) are both bases for H. Suppose now that
x
n
y
n
. Then there exists a topological isomorphism S: H H such that Sx
n
= y
n
for
every n. The adjoint mapping S
is also a topological isomorphism of H onto itself, and we have

x
m
, S
b
n
) = Sx
m
, b
n
) = y
m
, b
n
) =
mn
= x
m
, a
n
).
Since x
n
is complete, it follows that S
b
n
= a
n
for every n, and therefore a
n
b
n
.
We obtain as a corollary a characterization of Riesz bases as those bases which are equivalent
to their own biorthogonal systems.
n
, y
n
) be a basis for a Hilbert space H. Then the following statements
are equivalent.
(a) x
n
is a Riesz basis for H.
(b) y
n
(c) x
n
y
n
.
Proof. (a) (b), (c). Assume that x
n
is a Riesz basis for H. Then x
n
e
n
for some
orthonormal basis e
n
of H. By Lemma 11.5, it follows that x
n
and e
n
have equivalent
biorthogonal systems. However, e
n
is biorthogonal to itself, so this implies y
n
e
n
x
n
.
Hence y
n
is equivalent to x
n
, and y
n
(b) (a), (c). By Corollary 8.3, (y
n
, x
n
) is a basis for H. Therefore, this argument follows
symmetrically.
(c) (a), (b). Assume that x
n
y
n
. Then there exists a topological isomorphism S: H
H such that Sx
n
= y
n
for every n. Since (x
n
, y
n
) is a basis, it follows that for each x H,
x =
n
x, y
n
) x
n
=
n
x, Sx
n
) x
n
,
whence
Sx =
n
x, Sx
n
) Sx
n
.
Therefore,
Sx, x) =
n
[x, Sx
n
)[
2
0.
Thus S is a continuous and positive linear operator on H, and therefore has a continuous and
positive square root S
1/2
[Wei80, Theorem 7.20]. Similarly, S
1
is positive and has a positive
square root, which must be S
1/2
= (S
1/2
)
1
. Thus S
1/2
is a topological isomorphism of H onto
itself. Moreover, S
1/2
is self-adjoint, so
S
1/2
x
m
, S
1/2
x
n
) = x
m
, S
1/2
S
1/2
x
n
) = x
m
, Sx
n
) = x
m
, y
n
) =
mn
.
Hence S
1/2
x
n
is an orthonormal sequence in H, and it must be complete since x
n
is complete
and S
1/2
is a topological isomorphism. Therefore x
n
is the image of the orthonormal basis
S
1/2
x
n
under the topological isomorphism S
1/2
. Hence x
n
is a Riesz basis. By symmetry,
y
n
is a Riesz basis as well.
n
in a Hilbert space H is a Bessel sequence if
x H,
n
[x, x
n
)[
2
< .
Lemma 11.8. If x
n
is a Bessel sequence, then the coecient mapping Ux = (x, x
n
)) is a
continuous linear mapping of H into
2
. In other words, there exists a constant B > 0 such that
x H,
n
[x, x
n
)[
2
B|x|.
Proof. We will use the Closed Graph Theorem (Theorem 1.46) to show that U is continuous.
Suppose that y
N
y H, and that Uy
N
(c
n
)
2
. Then for each xed m,
c
m
y
N
, x
m
)
c
n
y
N
, x
n
)
_
1/2
=
_
_
(c
n
) Uy
N
_
_
2
0 as N .
Therefore c
m
= lim
N
y
N
, x
m
) = y, x
m
) for every m. Hence (c
n
) = (y, x
m
)) = Uy, so U has
a closed graph, and therefore is continuous.
The constant B in Lemma 11.8 is sometimes referred to as a Bessel bound or upper frame bound
for x
n
(compare Denition 12.1).
Now we can prove that Riesz bases and bounded unconditional bases are equivalent.
Theorem 11.9. [GK69, p. 320], [You80, p. 32]. If x
n
be a sequence in a Hilbert space H, then
the following statements are equivalent.
(a) x
n
(b) x
n
is a bounded unconditional basis for H.
(c) x
n
is a basis for H, and
n
c
n
x
n
converges
n
[c
n
[
2
< .
(d) x
n
is complete in H and there exist constants A, B > 0 such that
c
1
, . . . , c
N
, A
N
n=1
[c
n
[
2
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
2
B
N
n=1
[c
n
[
2
.
(e) There is an equivalent inner product (, ) for H such that x
n
is an orthonormal basis for
H with respect to (, ).
(f) x
n
is a complete Bessel sequence and possesses a biorthogonal system y
n
that is also
a complete Bessel sequence.
Proof. (a) (b). This is the content of Corollary 11.4.
(a) (c). Assume that x
n
is a basis for H, and let e
n
be any orthonormal basis for H.
Then x
n
is a Riesz basis for H if and only if x
n
e
n
. By Theorem 4.14, x
n
e
n
if
and only if
n
c
n
x
n
converges
n
c
n
e
n
converges.
However, by Theorem 1.19(a),
n
c
n
e
n
converges
n
[c
n
[
2
< .
Hence, statement (a) holds if and only if statement (d) holds.
(a) (d). Suppose that x
n
is a Riesz basis for H. Then there exists an orthonormal basis
e
n
n
= x
n
for every n. Therefore,
for any scalars c
1
, . . . , c
N
we have
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
2
=
_
_
_
_
S
_
N
n=1
c
n
e
n
__
_
_
_
2
|S|
2
_
_
_
_
N
n=1
c
n
e
n
_
_
_
_
2
= |S|
2
N
n=1
[c
n
[
2
,
the last equality following from the Plancherel formula (Theorem 1.20). Similarly,
N
n=1
[c
n
[
2
=
_
_
_
_
N
n=1
c
n
e
n
_
_
_
_
2
=
_
_
_
_
S
1
_
N
n=1
c
n
x
n
__
_
_
_
2
|S
1
|
2
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
2
.
Hence statement (d) holds with A = |S
1
|
2
and B = |S|
2
.
(a) (e). Suppose that x
n
is a Riesz basis for H. Then there exists an orthonormal basis
e
n
n
= x
n
for every n. Dene
(x, y) = Sx, Sy) and [[[x[[[
2
= (x, x) = Sx, Sx) = |Sx|
2
.
It is easy to see that (, ) is an inner product for H, and that [[[ [[[ is the corresponding induced
norm. Further,
[[[x[[[
2
= |Sx|
2
|S|
2
|x|
2
and |x|
2
= [[[S
1
x[[[
2
[[[S
1
[[[
2
[[[x[[[
2
, (11.1)
where [[[S
1
[[[ is the operator norm of S
1
with respect to the norm [[[ [[[. In fact, we have
[[[S
1
[[[ = sup
]]]x]]]=1
[[[S
1
x[[[ = sup
|Sx|=1
|x| = sup
|y|=1
|S
1
y| = |S
1
|,
although this equality is not needed for our proof. It follows from (11.1) that [[[ [[[ is an equivalent
norm to | |. By denition, (, ) is therefore an equivalent inner product to , ).
It remains to show that x
n
is an orthonormal basis with respect to the inner product (, ).
By Theorem 1.19, it suces to show that x
n
is a complete orthonormal sequence with respect
to (, ). The orthonormality follows from the calculation
(x
m
, x
n
) = Sx
m
, Sx
n
) = e
m
, e
n
) =
mn
.
For the completeness, suppose that there is an x H such that (x, x
n
) = 0 for every n. Then
0 = (x, x
n
) = Sx, Sx
n
) = Sx, e
n
) for every n. Since e
n
is complete with respect to , ), this
implies that Sx = 0. Since S is a topological isomorphism, we therefore have x = 0. Hence x
n
is complete with respect to (, ).

(a) (f). Suppose that x
n
is a Riesz basis for H. Then, by Corollary 11.6, x
n
possesses
a biorthogonal sequence y
n
which is itself a Riesz basis for H. Suppose now that x H. Then
since (x
n
, y
n
) is a basis, we have that x =
x, y
n
) x
n
. Since we have already shown that
statement (a) implies statement (c), the convergence of this series implies that
[x, y
n
)[
2
< .
Therefore y
n
is a Bessel sequence. Further, y
n
is complete since (y
n
, x
n
) is also a basis
for H (Corollary 8.3). A symmetric argument implies that x
n
is a complete Bessel sequence as
well.
(b) (f). Suppose that (x
n
, y
n
) is a bounded unconditional basis for H. Then, by Corol-
lary 8.3, (y
n
, x
n
) is also a bounded unconditional basis for H. Therefore, if x H then
x =
x, x
n
) y
n
, with unconditional convergence of this series. By Orliczs Theorem (Theo-
rem 3.1), this implies that
[x, x
n
)[
2
|y
n
|
2
< . However, by denition of bounded basis, there
exist constants C
1
, C
2
so that 0 < C
1
|y
n
| C
2
< for all n. Hence
[x, x
n
)[
2
< ,
so x
n
is a Bessel sequence, and it must be complete since it is a basis. A symmetric argument
implies that y
n
is also a complete Bessel sequence.
(d) (a). Suppose that statement (d) holds, and let e
n
be any orthonormal basis for H.
Choose any x H. Then, by Theorem 1.20, x =
x, e
n
) e
n
, and
[x, e
n
)[
2
= |x|
2
< .
Choose M < N, and dene c
1
= = c
M
= 0 and c
n
= x, e
n
) for n = M + 1, . . . , N. Then, by
hypothesis (d),
_
_
_
_
N
n=M+1
x, e
n
) x
n
_
_
_
_
2
=
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
2
B
N
n=1
[c
n
[
2
= B
N
n=M+1
[x, e
n
)[
2
.
Since
[x, e
n
)[
2
is a Cauchy series of real numbers, it follows that
x, e
n
) x
n
is a Cauchy series
in H and hence must converge in H. Therefore, we can dene Sx =
x, e
n
) x
n
. Clearly S dened
in this way is a linear mapping of H into itself, and we claim that S is a topological isomorphism
of H onto itself.
By applying hypothesis (d) and taking the limit as N , we have
A|x|
2
= A
n
[x, e
n
)[
2
|Sx|
2
B
n
[x, e
n
)[
2
= B|x|
2
. (11.2)
It follows that S is continuous and injective, and that S
1
: Range(S) H is continuous as well.
Further, Se
m
=
e
m
, e
n
) x
n
= x
n
for every n, so Range(S) contains every x
m
, and therefore
contains spanx
n
, which is dense in H since x
n
is complete. Therefore, if we show that Range(S)
is closed, then it will follow that Range(S) = H and hence that S is a topological isomorphism of
H onto itself.
Suppose then that y
n
Range(S) and that y
n
y H. Then there exist x
n
H such that
Sx
n
= y
n
. Hence Sx
n
is a Cauchy sequence in H. However, by (11.2) we have A|x
m
x
n
|
|Sx
m
Sx
n
|, so x
n
is Cauchy as well, and therefore must converge to some x H. Since
S is continuous, it follows that y
n
= Sx
n
Sx. Since we also have y
n
y, we must have
y = Sx Range(S). Hence Range(S) is closed.
Thus S is a topological isomorphism of H onto itself. Finally, since S maps e
n
onto x
n
, we
conclude that x
n
(d) (b). Suppose that statement (d) holds. Choose N > 0, and dene a
n
=
Nn
. Then, by
hypothesis (d),
A = A
N
n=1
[a
n
[
2
_
_
_
_
N
n=1
a
n
x
n
_
_
_
_
2
= |x
N
|
2
=
_
_
_
_
N
n=1
a
n
x
n
_
_
_
_
2
B
N
n=1
[a
n
[
2
= B.
Hence x
n
is norm-bounded above and below. In particular, each x
n
is nonzero.
It remains to show that x
n
is an unconditional basis. Therefore, choose any scalars c
1
, . . . , c
N
and any signs
1
, . . . ,
N
= 1. Then by hypothesis (d),
_
_
_
_
N
n=1
n
c
n
x
n
_
_
_
_
2
B
N
n=1
[
n
c
n
[
2
= B
N
n=1
[c
n
[
2
B
A
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
2
.
This, combined with the fact that x
n
is complete and that every x
n
is nonzero, implies by
Theorem 9.7 that x
n
is an unconditional basis for H.
(d) (c). Suppose that statement (d) holds. Choose N > 0, and dene a
n
=
Nn
. Then by
hypothesis (d),
|x
N
|
2
=
_
_
_
_
N
n=1
a
n
x
n
_
_
_
_
2
A
N
n=1
[a
n
[
2
= A.
Hence x
n
is norm-bounded below. In particular, each x
n
is nonzero.
We will show now that x
n
is a basis for H. To do this, choose any M < N, and any scalars
c
1
, . . . , c
N
. Then, by hypothesis (d),
_
_
_
_
M
n=1
c
n
x
n
_
_
_
_
2
B
M
n=1
[c
n
[
2
B
N
n=1
[c
n
[
2
B
A
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
2
.
This, combined with the fact that x
n
is complete and that every x
n
is nonzero, implies by
Theorem 7.3 that x
n
is a basis.
It therefore only remains to show that
c
n
x
n
[c
n
[
2
< . To do
this, let (c
n
) be any sequence of scalars. Choose any M < N, and dene a
1
= = a
M
= 0 and
a
n
= c
n
for n = M + 1, . . . , N. Then, by hypothesis (d),
A
N
n=1
[a
n
[
2
_
_
_
_
N
n=1
a
n
x
n
_
_
_
_
2
B
N
n=1
[a
n
[
2
.
However, by the denition of a
n
, this simply states that
A
N
n=M+1
[c
n
[
2
_
_
_
_
N
n=M+1
c
n
x
n
_
_
_
_
2
B
N
n=M+1
[c
n
[
2
.
Therefore,
c
n
x
n
is a Cauchy series in H if and only if
[c
n
[
2
is a Cauchy series of real numbers.
Hence one series converges if and only if the other series converges.
(e) (d). Suppose that (, ) is an equivalent inner product for H such that x
n
is an
orthonormal basis with respect to (, ). Let [[[ [[[ denote the norm induced by (, ). Then, by
denition of equivalent inner product, [[[ [[[ and | | are equivalent norms, i.e., there exist constants
A, B > 0 such that
x H, A[[[x[[[
2
|x|
2
B[[[x[[[
2
. (11.3)
Since x
n
is complete in the norm [[[ [[[ and since | | is equivalent to [[[ [[[, we must have that
x
n
is complete in H with respect to | |. To see this explicitly, suppose that x H and that
> 0 is given. Then since spanx
n
is dense in H with respect to the norm [[[ [[[, there must
exist y spanx
n
such that [[[x y[[[ < . By (11.3), we therefore have |x y| < B
1/2
. Hence
spanx
n
is also dense in H with respect to | |, and therefore x
n
is complete with respect to
this norm.
Now choose any scalars c
1
, . . . , c
N
. Since x
n
is orthonormal with respect to (, ), we have by
the Plancherel formula (Theorem 1.20) that [[[
N
n=1
c
n
x
n
[[[
2
=
N
n=1
[c
n
[
2
. Combined with (11.3),
this implies that
A
N
n=1
[c
n
[
2
_
_
_
_
N
n=1
c
n
x
n
_
_
_
_
2
B
N
n=1
[c
n
[
2
.
Hence statement (d) holds.
(f) (c). Suppose that statement (f) holds. Since x
n
and y
n
are both Bessel sequences, it
follows from Lemma 11.8 that there exist constants C, D > 0 such that
x H,
n
[x, x
n
)[
2
C |x|
2
and
n
[x, y
n
)[
2
D|x|
2
. (11.4)
We will show now that (x
n
, y
n
) is a basis for H. Since x
n
is assumed to be complete and
since y
n
n
, it suces by Theorem 7.3 to show that sup |S
N
| < , where
S
N
is the partial sum operator S
N
x =
N
n=1
x, y
n
) x
n
. We compute:
|S
N
x|
2
= sup
|y|=1
[S
N
x, y)[
2
by Theorem 1.16(b)
= sup
|y|=1
n=1
x, y
n
) x
n
, y)
2
sup
|y|=1
_
N
n=1
[x, y
n
)[
2
__
N
n=1
[x
n
, y)[
2
_
by CauchySchwarz
sup
|y|=1
D|x|
2
C |y|
2
by (11.4)
= CD|x|
2
.
Hence sup |S
N
|
2
CD < , as desired.
Finally, we must show that
c
n
x
n
[c
n
[
2
< . Suppose rst that
x =
c
n
x
n
converges. Then we must have c
n
= x, y
n
) since (x
n
, y
n
) is a basis for H. It
therefore follows from (11.4) that
[c
n
[
2
=
[x, y
n
)[
2
D|x|
2
< .
Conversely, suppose that
[c
n
[
2
< . Then for any M < N,
_
_
_
_
N
n=M+1
c
n
x
n
_
_
_
_
2
= sup
|y|=1
_
N
n=M+1
c
n
x
n
, y
_
2
by Theorem 1.16(b)
= sup
|y|=1
n=M+1
c
n
x
n
, y)
2
sup
|y|=1
_
N
n=M+1
[c
n
[
2
__
N
n=M+1
[x
n
, y)[
2
_
by CauchySchwarz
sup
|y|=1
_
N
n=M+1
[c
n
[
2
_
C |y|
2
by (11.4)
= C
N
n=M+1
[c
n
[
2
.
Hence
c
n
x
n
is a Cauchy series in H, and therefore must converge.
12. FRAMES IN HILBERT SPACES 81
12. FRAMES IN HILBERT SPACES
Frames were introduced by Dun and Schaeer in the context of nonharmonic Fourier series
[DS52]. They were intended as an alternative to orthonormal or Riesz bases in Hilbert spaces. Much
of the abstract theory of frames is elegantly laid out in that paper. Frames for L
2
(R) based on time-
frequency or time-scale translates of functions were later constructed by Daubechies, Grossmann,
and Meyer in [DGM86]. Such frames play an important role in Gabor and wavelet analysis.
Expository discussions of these connections can be found in [Dau92] and [HW89]. Gr ochenig has
given the nontrivial extension of frames to Banach spaces [Gr o91].
This chapter is an essentially expository review of basic results on frames in Hilbert spaces.
We have combined results from many sources, including [Dau90], [DGM86], [DS52], [You80] and
others, with remarks, examples, and minor results of our own. This chapter is based on [Hei90]
and [HW89].
n
in a Hilbert space H is a frame for H if there exist constants
A, B > 0 such that the following pseudoPlancherel formula holds:
x H, A|x|
2
n
[x, x
n
)[
2
B|x|
2
. (12.1)
The constants A, B are frame bounds; A is the lower bound and B is the upper bound. The frame
is tight if A = B. The frame is exact if it ceases to be a frame whenever any single element is
deleted from the sequence.
If x
n
is a frame then
[x, x
n
)[
2
is an absolutely convergent series of nonnegative real num-
bers. It therefore converges unconditionally by Lemma 2.4. Hence
[x, x
(n)
)[
2
=
[x, x
n
)[
2
<
for any permutation of N. As a consequence, every rearrangement of a frame is also a frame,
and therefore we could use any countable set to index a frame if we wished.
Example 12.2. By the Plancherel formula (Theorem 1.20), every orthonormal basis e
n
is a
tight frame with A = B = 1. Moreover, e
n
is an exact frame since if we delete any element e
m
,
then
n,=m
[e
m
, e
n
)[
2
= 0, and therefore e
n
n,=m
cannot be a frame.
We will see in Theorem 12.21 that the class of exact frames for H coincides with the class of
Riesz bases for H. Further, we shall see in Proposition 12.10 that even though an inexact frame
is not a basis, the pseudo-Plancherel formula (12.1) implies that every element x H can be
expressed as x =
c
n
x
n
with specied c
n
. However, in this case the scalars c
n
will not be unique.
The following example shows that tightness and exactness are distinct concepts.
Example 12.3. Let e
n
be an orthonormal basis for a separable Hilbert space H.
(a) e
n
is a tight exact frame for H with frame bounds A = B = 1.
82 12. FRAMES IN HILBERT SPACES
(b) e
1
, e
1
, e
2
, e
2
, e
3
, e
3
, . . . is a tight inexact frame with bounds A = B = 2, but it is not
orthogonal and it is not a basis, although it does contain an orthonormal basis. Similarly,
if f
n
is another orthonormal basis for H then e
n
f
n
is a tight inexact frame.
(c) e
1
, e
2
/2, e
3
/3, . . . is a complete orthogonal sequence and it is a basis for H, but it does
not possess a lower frame bound and hence is not a frame.
(d) e
1
, e
2
/
2, e
2
/
2, e
3
/
3, e
3
/
3, e
3
/
3, . . . is a tight inexact frame with bounds A = B =

1, and no nonredundant subsequence is a frame.
(e) 2e
1
, e
2
, e
3
, . . . is a nontight exact frame with bounds A = 1, B = 2.
We show now that all frames must be complete, although part (c) of the preceding example
shows that there exist complete sequences which are not frames.
Lemma 12.4. If x
n
is a frame for a Hilbert space H, then x
n
is complete in H.
Proof. If x H satises x, x
n
) = 0 for all n, then A|x|
2
[x, x
n
)[
2
= 0.
As a consequence of this result, if H possesses a frame x
n
then it must be separable, since
the set of all nite linear combinations
N
n=1
c
n
x
n
with rational c
n
(or rational real and imaginary
parts if the c
n
are complex) will form a countable, dense subset of H. Conversely, every separable
Hilbert space does possess a frame since it possesses an orthonormal basis, which is a tight exact
frames.
Example 12.5. Let a, b > 0 be xed. If the collection e
2imbx
g(xna)
m,nZ
of time-frequency
translates of a single g L
2
(R) forms a frame for L
2
(R) then it is called a Gabor frame. Similarly,
if the collection a
n/2
g(a
n
x mb)
m,nZ
of time-scale translates of g L
2
(R) forms a frame then
it is called a wavelet frame. We refer to [Dau92], [HW89] for expository treatments of these types
of frames.
Recall from Denition 11.7 that x
n
is a Bessel sequence if
[x, x
n
)[
2
< for every x H.
By Lemma 11.8, or directly from the Uniform Boundedness Principle, every Bessel sequence must
possess an upper frame bound B > 0, i.e.,
x H,
[x, x
n
)[
2
B|x|
2
.
The number B is sometimes called the Bessel bound, or simply the upper frame bound for x
n
(even though an arbitrary Bessel sequence need not satisfy a lower frame bound and therefore need
not be a frame). In applications, a sequence which is a frame is often easily shown to be a Bessel
sequence, while the lower frame bound is often more dicult to establish.
We now prove some basic properties of Bessel sequences and frames. Part (a) of the following
lemma is proved in [DS52].
Lemma 12.6. Let x
n
be a Bessel sequence with Bessel bound B.
(a) If (c
n
)
2
then
c
n
x
n
converges unconditionally in H, and
_
_
_
n
c
n
x
n
_
_
_
2
B
n
[c
n
[
2
.
(b) Ux = (x, x
n
)) is a continuous mapping of H into
2
, with |U| B
1/2
. Its adjoint is the
continuous mapping U
:
2
H given by U
(c
n
) =
c
n
x
n
.
(c) If x
n
is a frame then U is injective and U
is surjective.
Proof. (a) Let F be any nite subset of N. Then,
_
_
_
nF
c
n
x
n
_
_
_
2
= sup
|y|=1
nF
c
n
x
n
, y
_
2
by Theorem 1.16(b)
= sup
|y|=1
nF
c
n
x
n
, y)
2
sup
|y|=1
_
nF
[c
n
[
2
__
nF
[x
n
, y)[
2
_
by CauchySchwarz
sup
|y|=1
_
nF
[c
n
[
2
_
B|y|
2
by denition of frame
= B
nF
[c
n
[
2
. (12.2)
Since
[c
n
[
2
is an absolutely and unconditionally convergent series of real numbers, it therefore
follows from (12.2) and Theorem 2.8 that
c
n
x
n
converges unconditionally in H. Setting F =
1, . . . , N in (12.2) and taking the limit as N then yields the desired inequality |
c
n
x
n
|
2
[c
n
[
2
.
(b) By denition of Bessel bound, we have |Ux|
2
2
=
[x, x
n
)[
2
B|x|
2
. Hence U is a
continuous mapping of H into
2
, and |U| B
1/2
.
The adjoint U
:
2
H of H is therefore well-dened and continuous, so we need only verify
that it has the correct form. Now, if (c
n
)
2
then we know by part (a) that
c
n
x
n
converges to
an element of H. Therefore, given x H we can compute
x, U
(c
n
)) = Ux, (c
n
))
2 =
(x, x
n
)), (c
n
)
_
2
=
n
x, x
n
) c
n
=
_
x,
n
c
n
x
n
_
.
Hence U
(c
n
) =
c
n
x
n
.
(b) The fact that U is injective follows immediately from the fact that frames are complete. The
fact that U
is surjective follows from the fact that U is injective.

n
be a frame for a Hilbert space H.
(a) The coecient mapping for x
n
is the continuous mapping U: H
2
dened by Ux =
(x, x
n
)) for x H.
(b) The synthesis mapping for x
n
is the continuous mapping U
:
2
H dened by U
(c
n
) =
c
n
x
n
for (c
n
)
2
.
(c) The frame operator for x
n
is the continuous mapping S: H H dened by
Sx = U
Ux =
n
x, x
n
) x
n
, x H.
Proposition 12.8. [DS52]. Given a sequence x
n
in a Hilbert space H, the following statements
are equivalent.
(a) x
n
is a frame with frame bounds A, B.
(b) Sx =
x, x
n
) x
n
is a positive, bounded, linear mapping of H into H which satises
AI S BI.
Proof. (a) (b). Assume that x
n
is a frame. Then S = U
U is continuous by Lemma 12.6. In

fact, we have |S| |U
| |U| B. Note that

AIx, x) = A|x|
2
, Sx, x) =
n
[x, x
n
)[
2
, BIx, x) = B|x|
2
. (12.3)
Therefore, AIx, x) Sx, x) BIx, x) by denition of frame, so AI S BI. Additionally,
Sx, x) 0 for every x, so S is a positive operator.
(b) (a). Assume that statement (b) holds. Then AIx, x) Sx, x) BIx, x) for every
x H. By (12.3), this implies that x
n
is a frame for H.
Our next goal is to show that the frame operator S is a topological isomorphism of H onto
itself. We will require the following lemma. To motivate this lemma, note that if T: H H is
a positive denite operator, i.e., Tx, x) > 0 for all x ,= 0, then (x, y) = Tx, y) denes an inner
product on H that is equivalent to the original inner product. If we let [[[x[[[ = (x, x)
1/2
denote the
corresponding induced norm, then the CauchySchwarz inequality applied to (, ) states that
[Tx, y)[
2
= [(x, y)[
2
[[[x[[[
2
[[[y[[[
2
= (x, x) (y, y) = Tx, x) Ty, y).
The following lemma states that this inequality remains valid even if T is only assumed to be a
positive operator, rather than positive denite. In this case, (x, x) = Tx, x) 0 for all x, but we
may have (x, x) = 0 when x ,= 0. Hence (, ) need not be an inner product in this case. However,
the proof of the CauchySchwarz inequality does adapt to this more general situation.
Lemma 12.9 (Generalized CauchySchwarz). Let H be a Hilbert space. If T: H H is a
positive operator, then
x, y H, [Tx, y)[
2
Tx, x) Ty, y).
Proposition 12.10. [DS52]. If x
n
is a frame for a Hilbert space H, then the following state-
ments hold.
(a) The frame operator S is a topological isomorphism of H onto itself. Moreover, S
1
satises
B
1
I S
1
A
1
I.
(b) S
1
x
n
is a frame for H, with frame bounds B
1
, A
1
.
(c) The following series converge unconditionally for each x H:
x =
n
x, S
1
x
n
) x
n
=
n
x, x
n
) S
1
x
n
. (12.4)
(d) If the frame is tight, i.e., A = B, then S = AI, S
1
= A
1
I, and
x H, x = A
1
x, x
n
)x
n
.
Proof. (a) We know that S is continuous since S = U
U and U is continuous. Further, it follows

from AI S BI that A|x|
2
= AIx, x) Sx, x) |Sx| |x|. Hence,
x H, A|x| |Sx|. (12.5)
This implies immediately that S is injective, and that S
1
: Range(S) H is continuous. Hence,
if we show that S is surjective then it follows that S is a topological isomorphism.
Before showing that Range(S) = H, we will show that Range(S) is closed. Suppose that
y
n
Range(S) and that y
n
y H. Then y
n
= Sx
n
for some x
n
H. Hence Sx
n
is a Cauchy
sequence in H. However, by (12.5), we have A|x
m
x
n
| |Sx
m
Sx
n
|, so x
n
is Cauchy as
well. Therefore x
n
x for some x H. Since S is continuous, we therefore have y
n
= Sx
n
Sx.
Since we also have y
n
y, we conclude that y = Sx Range(S), so Range(S) is closed.
Now we will show that Range(S) = H. Suppose that y H was orthogonal to Range(S), i.e.,
y, Sx) = 0 for every x H. Then A|y|
2
= AIy, y) Sy, y) = 0, so y = 0. Since Range(S)
is a closed subspace of H, it follows that Range(S) = H. Thus S is surjective, and therefore is a
topological isomorphism.
Finally, we will show that S
1
satises B
1
I S
1
A
1
I. First, note that S
1
is positive
since S is positive. This also follows from the computation
0 A|S
1
x|
2
= AI(S
1
x), S
1
x) S(S
1
x), S
1
x) = x, S
1
x) |x| |S
1
x|.
As a consequence, |S
1
| A
1
. Hence S
1
x, x) |S
1
x| |x| A
1
|x|
2
= A
1
Ix, x), so
S
1
A
1
I. Lastly, by Lemma 12.9,
|x|
4
= x, x)
2
= S
1
(Sx), x)
2
S
1
(Sx), Sx) S
1
x, x)
= x, Sx) S
1
x, x)
B|x|
2
S
1
x, x).
Therefore S
1
x, x) B
1
|x|
2
= B
1
Ix, x), so S
1
B
1
I.
(b) The operator S
1
is self-adjoint since it is positive. Therefore,
n
x, S
1
x
n
) S
1
x
n
=
n
S
1
x, x
n
) S
1
x
n
= S
1
_
n
S
1
x, x
n
) x
n
_
= S
1
S(S
1
x) = S
1
x.
Since we also have B
1
I S
1
A
1
I, it therefore follows from Proposition 12.8 that S
1
x
n
is a frame.
(c) We compute
x = S(S
1
x) =
n
S
1
x, x
n
) x
n
=
n
x, S
1
x
n
) x
n
and
x = S
1
(Sx) = S
1
_
n
x, x
n
) x
n
_
=
n
x, x
n
) S
1
x
n
.
The unconditionality of the convergence follows from the fact that x
n
and S
1
x
n
are both
frames.
(d) Follows immediately from parts (a)(c).
n
be a frame with frame operator S. Then S
1
x
n
is the dual frame
of x
n
.
We now prove some results relating to the uniqueness of the series expressions in (12.4). The
following proposition shows that among all choices of scalars (c
n
) for which x =
c
n
x
n
, the scalars
c
n
= x, S
1
x
n
) have the minimal
2
-norm.
Proposition 12.12. [DS52]. Let x
n
be a frame for a Hilbert space H, and let x H. If
x =
c
n
x
n
for some scalars (c
n
), then
n
[c
n
[
2
=
n
[x, S
1
x
n
)[
2
+
n
[x, S
1
x
n
) c
n
[
2
.
In particular, the sequence (x, S
1
x
n
)) has the minimal
2
-norm among all such sequences (c
n
).
Proof. By (12.4), we have x =
a
n
x
n
, where a
n
= x, S
1
x
n
). Let (c
n
) be any sequence of
scalars such that x =
c
n
x
n
. Since
[a
n
[
2
< , we may assume without loss of generality that
[c
n
[
2
< . Then (c
n
)
2
, and we have
x, S
1
x) =
_
n
a
n
x
n
, S
1
x
_
=
n
a
n
S
1
x
n
, x) =
n
a
n
a
n
=
(a
n
), (a
n
)
_
2
and
x, S
1
x) =
_
n
c
n
x
n
, S
1
x
_
=
n
c
n
S
1
x
n
, x) =
n
c
n
a
n
=
(c
n
), (a
n
)
_
2
.
Therefore (c
n
a
n
) is orthogonal to (a
n
) in
2
, whence
|(c
n
)|
2
2 = |(c
n
a
n
) + (a
n
)|
2
2 = |(c
n
a
n
)|
2
2 + |(a
n
)|
2
2.
The following result will be play an important role in characterizing the class of exact frames.
Proposition 12.13. [DS52]. Let x
n
be a frame for a Hilbert space H.
(a) For each m,
n,=m
[x
m
, S
1
x
n
)[
2
=
1 [x
m
, S
1
x
m
)[
2
[1 x
m
, S
1
x
m
)[
2
2
. (12.6)
(b) If x
m
, S
1
x
m
) = 1, then x
m
, S
1
x
n
) = 0 for n ,= m.
(c) The removal of a vector from a frame leaves either a frame or an incomplete set. In fact,
x
m
, S
1
x
m
) ,= 1 = x
n
n,=m
is a frame,
x
m
, S
1
x
m
) = 1 = x
n
n,=m
is incomplete.
Proof. (a) Fix any m, and let a
n
= x
m
, S
1
x
n
). Then x
m
=
a
n
x
n
by (12.4). However, we also
have x
m
=
mn
x
n
, so Proposition 12.12 implies that
1 =
n
[
mn
[
2
=
n
[a
n
[
2
+
n
[a
n

mn
[
2
= [a
m
[
2
+
n,=m
[a
n
[
2
+ [a
m
1[
2
+
n,=m
[a
n
[
2
.
Therefore,
n,=m
[a
n
[
2
=
1 [a
m
[
2
[a
m
1[
2
2
.
(b) Suppose that x
m
, S
1
x
m
) = 1. Then we have
n,=m
[x
m
, S
1
x
n
)[
2
= 0 by (12.6). Hence
S
1
x
m
, x
n
) = 0 for n ,= m.
(c) Suppose that x
m
, S
1
x
m
) = 1. Then by part (b), S
1
x
m
is orthogonal to x
n
for every
n ,= m. However, S
1
x
m
,= 0 since S
1
x
m
, x
m
) = 1 ,= 0. Therefore x
n
n,=m
is incomplete in
this case.
On the other hand, suppose that x
m
, S
1
x
m
) ,= 1, and set a
n
= x
m
, S
1
x
n
). We have
x
m
=
a
n
x
n
by (12.4). Since a
m
,= 1, we therefore have x
m
=
1
1a
m
n,=m
a
n
x
n
. Hence, for
each x H,
[x, x
m
)[
2
=
1
1 a
m
n,=m
a
n
x, x
n
)
2
C
n,=m
[x, x
n
)[
2
,
where C = [1 a
m
[
2
n,=m
[a
n
[
2
. Therefore,
n
[x, x
n
)[
2
= [x, x
m
)[
2
+
n,=m
[x, x
n
)[
2
(1 +C)
n,=m
[x, x
n
)[
2
.
Hence,
A
1 +C
|x|
2
1
1 + C
n
[x, x
n
)[
2
n,=m
[x, x
n
)[
2
B|x|
2
.
Thus x
n
n,=m
is a frame with bounds A/(1 + C), B.
As a consequence, we nd that a frame is exact if and only if it is biorthogonal to its dual frame.
Corollary 12.14. If x
n
is a frame for a Hilbert space H, then the following statements are
equivalent.
(a) x
n
is an exact frame.
(b) x
n
and S
1
x
n
are biorthogonal.
(c) x
n
, S
1
x
n
) = 1 for all n.
As a consequence, if the frame is tight, i.e., A = B, then the following statements are equivalent.
(a) x
n
is an exact frame.
(b) x
n
is an orthogonal sequence.
(c) |x
n
|
2
= A for all n.
Proof. (a) (c). If x
n
is an exact frame, then, by denition, x
n
n,=m
is not a frame for any
m. It therefore follows from Proposition 12.13 that x
m
, S
1
x
m
) = 1 for every m.
(c) (a). Suppose that x
m
, S
1
x
m
) = 1 for every m. Proposition 12.13 then implies that
x
n
n,=m
is not complete, and hence is not a frame. Therefore x
n
is exact by denition.
(b) (c). This follows immediately from the denition of biorthogonality.
(c) (b). This follows immediately from Proposition 12.13(b).
In Example 12.3(d), we constructed a frame that is not norm-bounded below. The follow-
ing result shows that all frames are norm-bounded above, and that only inexact frames can be
unbounded below.
Proposition 12.15. Let x
n
be a frame for a Hilbert space H. Then the following statements
hold.
(a) x
n
is norm-bounded above, and sup |x
n
|
2
B.
(b) If x
n
is exact then it is norm-bounded below, and A inf |x
n
|
2
.
Proof. (a) With m xed, we have
|x
m
|
4
= [x
m
, x
m
)[
2
n
[x
m
, x
n
)[
2
B|x
m
|
2
.
(b) If x
n
is an exact, then x
n
and S
1
x
n
are biorthogonal by Corollary 12.15. Therefore,
for each xed m,
A|S
1
x
m
|
2
n
[S
1
x
m
, x
n
)[
2
= [S
1
x
m
, x
m
)[
2
|S
1
x
m
|
2
|x
m
|
2
.
Since x
n
is exact we must have x
m
,= 0. Since S is a topological isomorphism, we therefore have
S
1
x
m
,= 0 as well, so we can divide by |S
1
x
m
|
2
to obtain the desired inequality.
We collect now some remarks on the convergence of
c
n
x
n
for arbitrary sequences of scalars.
Recall that if x
n
is a frame and
[c
n
[
2
< , then
c
n
x
n
converges (Lemma 12.6). The
following example shows that the converse is not true in general.
Example 12.16. [Hei90].
c
n
x
n
converges = /
[c
n
[
2
< .
Let x
n
be any frame which includes innitely many zero elements. Let c
n
= 1 whenever
x
n
= 0, and let c
n
= 0 when x
n
,= 0. Then
c
n
x
n
= 0, even though
[c
n
[
2
= .
Less trivially, let e
n
be an orthonormal basis for a Hilbert space H. Dene f
n
= n
1
e
n
and
g
n
= (1 n
2
)
1/2
e
n
. Then f
n
g
n
is a tight frame with A = B = 1. Let x =
n
1
e
n
.
This is an element of H since
n
2
< . However, in terms of the frame f
n
g
n
we have
x =
(1 f
n
+ 0 g
n
), although
(1
2
+ 0
2
) = .
By Lemma 12.6, if (c
n
)
2
then
c
n
x
n
converges unconditionally. The preceding example
shows that
c
n
x
n
may converge even though (c
n
) /
2
. However, we show next that if x
n
is
norm-bounded below, then
c
n
x
n
converges unconditionally exactly for (c
n
)
2
.
Proposition 12.17. [Hei90]. If x
n
be a frame that is norm-bounded below, then
n
[c
n
[
2
<
n
c
n
x
n
Proof. . This is the content of Lemma 12.6.
. Assume that
c
n
x
n
converges unconditionally. Then Orliczs Theorem (Theorem 3.1)
implies that
[c
n
[
2
|x
n
|
2
=
|c
n
x
n
|
2
< . Since x
n
is norm-bounded below, it therefore
follows that
[c
n
[
2
< .
We shall see in Example 12.23 that, for an exact frame,
c
n
x
n
converges if and only if it
converges unconditionally. The next example shows that, for an inexact frame,
c
n
x
n
may
converge conditionally, even if the frame is norm-bounded below.
Example 12.18. [Hei90]. We will construct a frame x
n
which is norm-bounded below and a
sequence of scalars (c
n
) such that
c
n
x
n
converges but
[c
n
[
2
= .
Let e
n
be any orthonormal basis for a separable Hilbert space H. Then e
1
, e
1
, e
2
, e
2
, . . . is
a frame that is norm-bounded below. The series
e
1
e
1
+
e
2
e
2
2
+
e
3
e
3
3
+ (12.7)
converges strongly in H to 0. However, the series
e
1
+ e
1
+
e
2
2
+
e
2
2
+
e
3
3
+
e
3
3
+
does not converge. Therefore, the series in (12.7) converges conditionally by Theorem 2.8. Since
(n
1/2
) /
2
, the conditionality of the convergence also follows from Proposition 12.17.
In the remainder of this chapter, we will determine the exact relationship between frames and
bases.
Proposition 12.19. An inexact frame is not a basis.
Proof. Assume that x
n
is an inexact frame. Then, by denition, x
n
n,=m
is a frame for some m,
and is therefore complete. However, no proper subset of a basis can be complete, so x
n
cannot
be a basis. Additionally, we have x
m
=
x
m
, S
1
x
n
) x
n
by (12.4), and also x
m
=
mn
x
n
. By
Proposition 12.13, the fact that x
n
n,=m
is a frame implies that x
m
, S
1
x
n
) ,= 1. Hence these are
two distinct representations of x
m
in terms of the frame elements, so x
n
cannot be a basis.
We show now that frames are preserved by topological isomorphisms (compare Lemmas 4.12,
9.3, and 11.3 for bases, unconditional bases, or Riesz bases, respectively).
Lemma 12.20. Frames are preserved by topological isomorphisms. That is, if x
n
is a frame
for a Hilbert space H and T: H K is a topological isomorphism, then Tx
n
is a frame for K.
In this case, we have the following additional statements:
(a) If x
n
has frame bounds A, B, then Tx
n
has frame bounds A|T
1
|
2
, B|T|
2
.
(b) If x
n
has frame operator S, then Tx
n
has frame operator TST
.
(c) x
n
is exact if and only if Tx
n
is exact.
Proof. Note that for each y K,
TST
y = T
_
n
T
y, x
n
) x
n
_
=
n
y, Tx
n
) Tx
n
.
Therefore, the fact that Tx
n
is a frame and both statements (a) and (b) will follow from Propo-
sition 12.8 if we show that A|T
1
|
2
I TST
B|T|
2
I. Now, if y H then TST
y, y) =
S(T
y), (T
y)), so it follows from AI S BI that

A|T
y|
2
TST
y, y) B|T
y|
2
. (12.8)
Further, since T is a topological isomorphism, we have
|y|
|T
1
|
=
|y|
|T
1
|
|T
y| |T
| |y| = |T| |y|. (12.9)

Combining (12.8) and (12.9), we nd that
A|y|
2
|T
1
|
2
TST
y, y) B|T|
2
|y|
2
,
which is equivalent to the desired statement A|T
1
|
2
I TST
B|T|
2
I.
Finally, statement (c) regarding exactness follows from the fact that topological isomorphisms
preserve complete and incomplete sequences.
We can now show that the class of exact frames for H coincides with the class of bounded
unconditional bases for H. By Theorem 11.9, this further coincides with the class of Riesz bases
for H. The statement and a dierent proof of the following result can be found in [You80].
Theorem 12.21. Let x
n
be a sequence in a Hilbert space H. Then x
n
is an exact frame for
H if and only if it is a bounded unconditional basis for H.
Proof. . Assume that x
n
is an exact frame for H. Then x
n
is norm-bounded both above
and below by Proposition 12.15. We have from (12.4) that x =
x, S
1
x
n
) x
n
for all x, with
unconditional convergence of this series. To see that this representation is unique, suppose that
we also had x =
c
n
x
n
. By Corollary 12.5, x
n
and S
1
x
n
are biorthogonal sequences.
Therefore,
x, S
1
x
m
) =
_
n
c
n
x
n
, S
1
x
m
_
=
n
c
n
x
n
, S
1
x
m
) =
n
c
n
nm
= c
m
.
Hence the representation x =
x, S
1
x
n
) x
n
is unique, so x
n
is a bounded unconditional basis
for H.
. Assume that x
n
is a bounded unconditional basis for H. Then x
n
is a Riesz basis by
Theorem 11.9. Therefore, by denition of Riesz basis, there exists an orthonormal basis e
n
for
H and a topological isomorphism T: H H such that Te
n
= x
n
for all n. However, e
n
is an
exact frame and exact frames are preserved by topological isomorphisms (Lemma 12.20), so x
n
must be an exact frame for H.

We can exhibit directly the topological isomorphism T used in the proof of Theorem 12.21. Since
S is a positive operator that is a topological isomorphism of H onto itself, it has a square root
S
1/2
that is a positive topological isomorphism of H onto itself [Wei80, Theorem 7.20]. Similarly,
S
1
has a square root S
1/2
, and it is easy to verify that (S
1/2
)
1
= S
1/2
. Since x
n
is exact,
x
n
and S
1
x
n
are biorthogonal by Corollary 12.15. Therefore,
S
1/2
x
m
, S
1/2
x
n
) = x
m
, S
1/2
S
1/2
x
n
) = x
m
, S
1
x
n
) =
mn
.
Thus S
1/2
x
n
is an orthonormal sequence. Moreover, it is complete since topological isomor-
phisms preserve complete sequences. Therefore, S
1/2
x
n
is an orthonormal basis for H by
Theorem 1.20, and the topological isomorphism T = S
1/2
maps this orthonormal basis onto the
frame x
n
.
We can consider the sequence S
1/2
x
n
for any frame, not just exact frames. If x
n
is inexact
then S
1/2
x
n
will not be an orthonormal basis for H, but we show next that it will be a tight
frame for H.
Corollary 12.22. Every frame is equivalent to a tight frame. That is, if x
n
is a frame with
frame operator S then S
1/2
is a positive topological isomorphism of H onto itself, and S
1/2
x
n
is a tight frame with bounds A = B = 1.

Proof. Since S
1/2
is a topological isomorphism, it follows from Lemma 12.20 that S
1/2
x
n
is
a frame for H. Note that for each x H we have
n
x, S
1/2
x
n
) S
1/2
x
n
= S
1/2
SS
1/2
x = x = Ix.
Proposition 12.8 therefore implies that the frame is tight and has frame bounds A = B = 1.
Example 12.23. If x
n
is an exact frame then it is a Riesz basis for H. Hence by Theorem 11.9
and Proposition 12.17, we have that
n
[c
n
[
2
<
n
c
n
x
n
converges
n
c
n
x
n
By Example 12.18, these equivalences may fail if the frame is inexact. However, we can construct
an inexact frame for which these equivalences remain valid.
Let e
n
be any orthonormal basis for a separable Hilbert space H, and consider the frame
x
n
= e
1
, e
1
, e
2
, e
3
, . . .. Then the series
c
n
x
n
[c
n
[
2
< since x
n
is obtained from an orthonormal basis by the addition of a single element. Further, since x
n
is
norm-bounded below, it follows from Proposition 12.17 that
[c
n
[
2
< if and only if
c
n
x
n
The frame e
1
, e
1
, e
2
, e
3
, . . . considered in Example 12.23 consists of an orthonormal basis plus
one additional element. Holub [Hol94] has characterized those frames x
n
which consist of a Riesz
basis plus nitely many elements.
93
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A Basis Theory Primer, Heil

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Corrected January 1998

Revised July 1997

Bases in Banach Spaces 65

(E) that is itself a Banach space

that is itself a Banach space under the norm | |

E is equal to E plus all the limit points of E.

(E). If E = R, then the following are both closed subspaces of L

to denote a typical continuous linear functional on

is simply a functional on X, and is not somehow determined

is a mapping from X to F, and the value of x

(x). For continuous linear functionals, we often denote the action of x

is expressed by the statement

is expressed in this notation by the statement

is given in this notation by the formula

is a continuous linear functional on X.

is a Banach space when

X is determined by its evaluations x, x

of a general Banach space.

= 1, where we set 1/0 = and 1/ = 0.

(E) determines a continuous linear functional

there exists a unique function g L

(E) such that =

(E) is associated with a unique continuous linear functional

(E) usually causes no confusion,

. For the case p = ,

, but we do not have equality.

. Moreover, it can be shown that (c

(E) with the functional

and use the notation of Notation 1.24, we would write

can be identied with L

can be identied with H. In particular, any continuous linear

, i.e., is a continuous linear functional on H, then there exists a unique y H

is a Banach space, we can consider its dual space.

is a Banach space, we can consider its dual space X

is called the canonical embedding of X into X

. If is a bijection then we write X = X

and say that X is

is linear since S and y

are linear. Further,

. Thus, for each y

we have dened a functional x

| = |S|. This operator S

is called the adjoint of S.

. Therefore, if S: H K then its adjoint S

maps K back to H. Moreover, by (1.5), the

: K H is the unique mapping which satises

) = 0 for all n. Since x

is linear, we therefore have x, x

is continuous, so this implies x, x

) = 0 for every x spanx

is the zero functional.

= H. Therefore, Corollary 1.41 implies that a sequence x

in a Hilbert space H is complete in H if and only if the only element y H satisfying x

be a family of bounded linear operators mapping X into Y .

convergence only applies to convergence of functionals in a dual space X

is itself a Banach space, we could consider strong or weak convergence of

convergence of these functionals. In particular, if X is reexive

weakly. Let x X. Then (x) X

is the canonical embedding of X into X

dened in Denition 1.32. By denition of

convergence can all be dened in terms of topologies on X or X

is dened by the family of seminorms p

)[, with x ranging through

< whenever N > M N