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first chapter from the book "Functions of severeal real variables" of Martin Moskowitz. This book is for a calculus of severeal real variables.

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Space, Rn

This chapter is foundational. The reader who is familiar with this material can go on to Chapter 2. Those who are not can either go over

the chapter before going on, or can begin with the latter chapters and

return to the parts of Chapter 1 as needed. Here we review basic features of Euclidean space Rn and prove results concerning orthogonality,

convergence, completeness and compactness.

1.1

Real numbers

numbers. There are a number of ways to deal with the real numbers,

all more or less equivalent. The way we shall do it (and perhaps the

most efficient way) is by means of the least upper bound axiom . The

integers are denoted by Z = {..., 2, 1, 0, 1, 2, ...} and the positive

integres by Z+ = {1, 2, 3, ...}. The set Z+ is also called the set

of natural numbers and is sometimes denoted by N. The principle

of mathematical induction states that: If a subset S N satisfies

(i) 1 S (ii) n S (n + 1) S, then S = N. The set of rational numbers is denote by Q = m

n :m, n Z, n 6= 0 . It was known

since the times of Pythagoras that 2

/ Q. Such numbers can not

be written as fractions and are called irrational numbers. As we shall

1

FUNCTIONS OF SEVERAL REAL VARIABLES

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see shortly, there are infinitely many irrational numbers. The set of

rationals together with set of irrationals form the set of real numbers

R. That is, R = Q Qc . We shall assume the standard arithmetic

operations and their properties with respect to the real numbers. We

shall also assume the ordering of real numbers (<, , > and ).

Definition 1.1.1. Let S be a nonempty subset of R.

1. A real number M is called an upper bound of S if x M for all

x S. In this case S is said to be bounded above.

2. A real number m is called a lower bound of S if m x for all

x S. In this case S is said to be bounded below.

3. The set S is said to be bounded if it is both bounded above and

bounded below. Thus S is bounded if there exist real numbers m

and M such that S [m, M ].

4. A set which is not bounded is called unbounded.

5. if M S we call M the maximal element of S. If m S we call

m the minimal element of S.

Definition 1.1.2. Let S be a nonempty bounded subset of R.

1. If S has a least upper bound, then we call it the supremum of S,

denoted by sup(S) (or sometimes lub(S)).

2. If S has a greatest lower bound, then we call it the infimum of S,

denoted by inf(S) (or sometimes glb(S)).1

The Completeness Axiom. Every nonempty subset S of R which

is bounded above has a least upper bound. That is, there exists a real

number, sup(S).

If S is a set of real numbers which is bouned below, then by considering the set S = {x : x S} we may state the completeness axiom

in the alternative form as:2 Every nonempty set of real numbers which

is bounded below has an infimum in R.

1

2

lub, means least upper bound and glb, means greatest lower bound.

Changing sign reverses the order in R.

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1.1

Real numbers

number with the following two properties:

(i) x M for all x S, and (ii) for every > 0, there exists x S with

x > M .

In other words, (i) tells us that M is an upper bound, whereas (ii) tells

us that there is no smaller upper bound. Similarly, if S is bounded

bellow, then m = inf(S) is the unique number such that

(i) m x for all x S and (ii) for every > 0, ther exist x S with

x < m + .

Note that sup(S) = inf(S) and inf(S) = sup(S). If S has no

upper bound we shall define sup(S) = +, and if S has no lower bound,

we shall define inf(S) = .

As the following example shows the sup(S) may or may not belong

to S itself. However, we shall see in Section 1.5 (Corollary 1.5.8), it

always belongs to the closure of S. Similarly for inf(S).

Example 1.1.3.

1. Let S = n1 : n = 1, 2, ... . Then the sup(S) = 1

and is the maximal element of S. On the other hand the inf(S) = 0

and 0

/ S.

2. Let a, b R with a < b. Then

sup[a, b] = sup[a, b) = sup(a, b] = sup(a, b) = b

and

inf[a, b] = inf[a, b) = inf(a, b] = inf(a, b) = a.

Theorem 1.1.4. (Archimedean property). Let a, b R with a > 0 and

b > 0. Then there exists a positive integer n such that na > b.

Proof. Suppose the statement is false. That is, there exist a > 0 and

b > 0 such that na b for all n Z+ . Then, the set S = {na : n Z+ }

is a nonempty subset of R bounded above by b. By the completeness

axiom S has a supremum. Let M = sup(S). Hence, na M for all

n Z+ . Therefore (n + 1)a M , or na M a for all n Z+ . Thus,

M a is also an upper bound of S. But M a < M . This contradicts

that M = sup(S). This contradiction proves the theorem.

Corollary 1.1.5. For any positive real number b there exists n Z+

such that n > b. In particular, for every > 0 there exists n Z+ such

that n1 < .

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b = 1 yields n1 < .

Corollary 1.1.6. For any positive real number x there exists a (unique)

m Z+ such that m 1 x < m.

Proof. By Corollary 1.1.5, there exists a positive integer n such that

x < n. Let m be the least such positive integer (and so unique). Then

m 1 x < m.

Theorem 1.1.7. (Denseness of Q). Let a, b R with a < b. Then

there exists a rational number r Q such that a < r < b.

Proof. It is enough to prove the theorem for 0 < a < b. Since b a > 0,

it follows from the Archimedean property that there exist n Z+ such

that n(b a) > 1. That is, nb > na + 1. By Corollary 1.1.6, there exists

m Z+ such that m1 na < m. Now we have na < m na+1 < nb.

Hence, na < m < nb. Therefore, a < m

n < b.

The following proposition tells us that there are infinitely many irrationals. In fact, there are so many that, as we prove in the next theorem,

they are densely distributed on the real line.

Proposition 1.1.8. Let n Z+ with n not a perfect square. Then

n

/ Q.

a

b with a, b Z+ and a + b be smallest possible. Let k be the unique

2

positive integer such that k < n < k + 1. Then n = ab2 implies that

a2 kab = nb2 kab or ab = nbka

akb . Since nb ka < a and a kb < b. It

follows that (nb ka) + (a kb) < a + b which contadicts our hypothesis

/ Q.

Some other examples of irrational numbers are e, and e . In

Chapter 3 (Proposition 3.6.13), we shall prove the irrationality of e. In

general it is not too easy to establish the irrationality of certain particular numbers, for example there is no simple proof of the irrationality

of or e .

Theorem 1.1.9. (Denseness of Qc ). Let a, b R with a < b. Then

there exists an irrational number Qc such that a < < b.

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1.1

Real numbers

Proof. Since b a > 0 and 2 > 0,by the Archimedean property, there

exist n Z+ such that n(b a) > 2. Therefore,

2

2

>a+

> a.

b>a+

n

2n

Since a + n2 a + 2n2 = n2

/ Q, it follows that at least one of

the numbers 1 = a +

2

n

or 2 = a +

2

2n

is irrational.

x

when x 0,

|x| =

x when x < 0.

Note that |x|2 = x2 and |x| =

x2 .

1. |x| 0 and |x| = 0 if and only if x = 0.

2. |xy| = |x| |y|

3. |x + y| |x| + |y| (triangle inequality).

Moreover,

| |x| |y| | |x y|.

We remark that |x + y| = |x| + |y| if and only if xy 0, and |x + y| <

|x| + |y| if and only if xy < 0. The reader is invited to verify these

properties in Exercise 12.

Definition 1.1.11. Let S R and a R (not necessarily in S). The

point a is called an accumulation point or limit point of S if every open

interval around a contains at least one point x S distinct from a, that

is, for every r > 0 we have

((a r, a + r) {a}) S 6= .

It is worthwhile remarking

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1. A finite set S = {s1 , ..., sm } has no limit points. To see this take

r = min {|si sj | : i, j = 1, .., m}, then ((si r, si + r) {si })

S = .

2. If a is a limit point of S, then every open interval (a r, a + r)

around a contains infinitely many points of S; for if (a r, a +

r) contained a finite number of points s1 , ..., sk of S distinct

from a, then the open interval around a with radius r0 =

min {|a sj | : j = 1, ..., k} contains no point of S distinct from

a, which is impossible.

have limit points. In the next section we shall extend it to Rn .

Theorem 1.1.12. (Bolzano-Weierstrass)3 Every bounded infinite set

in R has at least one limit point.

Proof. Let S be a bounded infinite set in R. Since S is bounded there

is a closed interval [a, b] containing S. Hence, both m = inf(S) and

M = sup(S) exist. Consider the set

A = {x R : (, x) S is at most finite} .

Since m A it follows that A 6= . At the same time A is bounded

above by M . In fact, if x0 R with M < x0 , then x < M < x0

for all x S. Since S is infinite, this implies that x0

/ A. Hence,

x M for all x A. It follows that A has a least upper bound, call

it y = sup(A). We show that y is a limit point of S. Let > 0 be

any positive number. Then (y + )

/ A and so (, y + ) S is

infinite. Since y = sup(A) there exists x1 A such that y < x1 y.

Therefore (, y ) S (, x1 ) S and so (, y ) S is at

most finite. Hence, (y , y + ) contains an infinite number of points

of S. Thus y is a limit point of S.

3

B. Bolzano (1781-1848). Mathematician, logician and philosopher.

K. Weierstrass (1815-1897). Mathematician who made many contribution in mathematical analysis and devoted a great deal of attention to the rigorous foundation of

analysis.

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1.1

Real numbers

7

EXERCISES

then x r, r x, rx, xr and xr are all irrational.

2. Show the least upper bound of a bounded set is unique.

3. If 6= A B R and B is bounded, show that

inf(B) inf(A) sup(A) sup(B).

4. Let A and B be two nonempty bounded sets of real numbers and

c R. If A + B = {a + b : a A, b B} and cA = {ca : a A}.

Show that

(a) sup(A + B) = sup(A) + sup(B) and inf(A + B) = inf(A) +

inf(B).

(b) When c 0, then sup(cA) = c sup(A) and inf(cA) =

c inf(A).

When c < 0, then sup(cA) = c inf(A) and inf(cA) =

c sup(A).

5. Let S = x + x1 : x > 0 . Show that sup(S) = and inf(S) = 2.

n

o

m

6. Let S = m+n

: m, n N . Show that sup(S) = 1 and inf(S) =

0.

Hint. Fix m = 1 (resp. n = 1).

7. Let S = x Q+ : x2 < 2 . Show that sup(S)

/ Q. Thus, Q is

not (order) complete.

8. Let x R and S = {r Q : r < x}. Show that sup(S) = x

9. Let a, b R. Show that |ab| 12 (a2 + b2 ). Deduce that if a 0

p

10. Show that if 0 a b c and b > 0, then 2 ac ab + bc 1 + ac .

11. (Bernoullis inequality). For any x R and k Z+ , show that

(1 + x)k 1 + kx.

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(a) |xy| = |x| |y|.

max {x, y} =

x+y+|yx|

,

2

min {x, y} =

|x|

|x+y|

x+y|yx|

.

2

|y|

|xy|

1.

|x + y|

|x|

|y|

+

.

1 + |x + y|

1 + |x| 1 + |y|

1.1.1

list {a1 , a2 , ...}, briefly written as {ak }

k=1 , is called a sequence. Given a

real sequence {ak }

,

the

major

question

that one might ask about the

k=1

sequence is how its terms behave for k arbitrarily large, i.e, as k .

Definition 1.1.13. Let {ak }

k=1 be a sequences of real numbers. The

sequence is said to converge to a R, if for every > 0 there exists

a positive integer N (depending on ) such that |ak a| < whenever

k N . We write limk ak = a or ak a as k .

Equivalently, limk ak = a if for every > 0 there exists a positive

integer N such that ak (a , a + ) for all k N . If a sequence does

not converge (has no limit), we say that the sequence diverges.

Proposition 1.1.14. If a sequence converges, then its limit is unique.

Proof. Suppose a convergent sequence {ak } had two limits, say ak a

and ak b with a 6= b. Then for = |ab|

> 0 there exist positive

2

integers N1 and N2 such that |ak a| < 2 for all k N1 and |ak b| < 2

for all k N2 . But, then for all k N3 = max {N1 , N2 } we have

|a b| = |a ak + ak b| |ak a| + |ak b| < 2 + 2 = = |ab|

2 , that

1

is, 1 < 2 which is impossible.

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1.1

Real numbers

Example 1.1.15.

9

1. Let ak =

1

kp

1

kp

= 0.

Solution.

1. Let > 0 be any positive number. Then | k1p 0| =

1

p

| k1p 0| < for all k N .

1

k p < if and

1

( 1 ) p , we have

|xk | = |x|k <

if and only if

log()

log |x| .

log()

log |x| .

k=1 be a sequence. If ak a, then |ak |

|a|. In particular, ak 0 if and only if |ak | 0.

Proof. The first assertion follows from the inequality ||ak ||a|| |aka|.

In the particular case where a = 0, the converse is also true, for if

|ak | |0| = 0, then for any > 0, there is N such that | |ak | 0| <

for all k N , that is, |ak | < for all k N , or ak 0.

Definition 1.1.17. Let {ak }

k=1 be a sequence of real numbers.

1. The sequence {ak }

k=1 is called increasing (resp. decreasing) if

ak ak+1 (resp. ak ak+1 ) for all k = 1, 2, .... When these

inequalities are strict, we say the sequence {ak }

k=1 is strictly

increasing (resp. strictly decreasing). A sequence that is either (strictly) increasing or (strictly) decreasing is called (strictly)

monotone.

2. The sequence {ak }

k=1 is called bounded if there exists M > 0 with

|ak | M for all k = 1, 2, .... A sequence which is not bounded is

called unbounded.

Proposition 1.1.18. Every convergent sequence is bounded.

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10

such that |ak x| < 1 for all k N . So, for all k N we have

|ak | = |(ak a) + a| |ak a| + |a| < 1 + |a|.

Taking M = max {|a1 |, ..., |aN |, 1 + |a|}, we have |ak | M for all k =

1, 2, ...; That is, {ak }

k=1 is bounded.

Corollary 1.1.19. An unbounded sequence diverges.

The following result is fundamental.

Theorem 1.1.20. Every bounded monotone sequence in R is convergent. More precisely, the limit of an increasing (resp. decreasing) sequence is the supremum (resp., infimum) of its set of values.

Proof. Suppose {ak }

Then the set

k=1 is increasing and bounded.

{ak : k = 1, 2, ...} (the range) of the sequence is bounded above. It follows from the completeness axiom that this set has a supremum, call it

L. Since L is an upper bound, we have ak L for all k. Moreover, since

L is the least upper bound, for any > 0 there is some N for which

aN > L . Since {ak }

k=1 is increasing, for all k N we also have

ak aN > L . Therefore, L < ak L < L + for all k N and

this shows that ak L.

Similarly, a decreasing sequence bounded from below converges to

the infimum of the set of its values.

k

Then ak 0 as k (that is, k! grows faster than exponentially as

k ).

Solution.

To see this we consider three cases; If |x| 1, then

0

|x|k

1

1

0.

k!

k!

k

a

For x > 1, we will argue using Theorem 1.1.20. Note that k+1

ak =

x

0

as

k

.

Therefore,

for

=

1,

we

can

find

N

such

that

k+1

ak+1 < ak for all k N . Hence, {ak } is (eventually) decreasing. Moreover, since 0 < ak < max {a1 , ..., aN }, the sequence is also bounded.

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1.1

Real numbers

11

x

a 0. Now, a = limk ak+1 = limk (ak k+1

) = a 0 = 0. Thus,

limk

xk

k!

argument |ak | =

|x|k

k!

property of R.

Theorem 1.1.22. (Nested intervals property). Let In = [an , bn ] be a

sequence of closed bounded intervals in R such that In+1 In for all

n = 1, 2, ... and the length bn an of In tends to 0 as n . Then

there is exactly one point contained

in all of the intervals In . That is,

T

there exists R such that

I

n=1 n = {}.

... and b1 b2 b3 .... So the sequence {an } is increasing and

the sequence {bn } is decreasing. Since a1 < an bn < b1 , both are

bounded. Therefore, by Theorem 1.1.20, both converge, say an

and bn . Moreover, since bn an 0, it follows that = .

Obviously is the supremum of {an : n = 1, 2, ...} and the infimum of

{bn : n = 1, 2, ...} and so an bn for all n. Thus, belongs to all

the intervals. Suppose, that 1 6= were another point common to all

the intervals In . Suppose, for example, an 1 < bn for all n.

Then bn an 1 6= 0. Letting n , this gives 1 which

contradicts the fact 1 < . Similarly, if an < 1 bn we also get a

contradiction.

Definition 1.1.23. A number R is called a limit point (or accumulation point) of a sequence {ak }

k=1 , if every open interval around

contains an infinite number of terms of the sequence.

the sequence is also a limit point of the sequence. The converse is not

true; for instance, the points 1 and 1 are limit points of the sequence

ak = (1)k . However, the range of the sequence is {1, 1} and has no

limit point.

Theorem 1.1.24. (Bolzano-Weierstrass for sequences) Every bounded

sequence in R has a limit point.

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12

k=1 is bounded. Then S = {ak : k = 1, 2, ...} is a

bounded set of real numbers. There are two possiblities. Either S is

finite or S is infinite. If S is finite, then there is some R for which

ak = for an infinite number of values of k. Hence is a limit point

of {ak }

k=1 . On the other hand, if S is infinite, the Bolzano-Weierstrass

theorem, implies that S has a limit point, say . Therefore, for every

> 0 we have ak ( , + ) for infinitely many k and thus is a

limit point of {ak }

k=1 .

k=1 be a sequence and {mk }k=1 be an

increasing sequence of positive integers, that is, m1 < m2 < ... < mk <

k=1 is called a subsequence of {ak }k=1 .

k=1 be a sequence. Consider {ap }, where p

is a prime number. Is this a subsequence?

Proof. Suppose limk ak = a. Given any > 0 there exists N such

that |ak a| < for all k N . Since m1 < m2 < ... < mk < ..., it

follows by induction on k, that mk k. Hence, for all mk k N , we

have |amk a| < . Thus, amk a.

The converse is not true; For the sequence ak = (1)k , the subsequences a2k = 1 and a2k1 = 1 converge to 1 and 1 respectively,

but the sequence itself does not converge. However we ask the reader to

prove in Exercise 2 below, that if a2k a and a2k1 a, then ak a.

The Bolzano-Weiertsrass Theorem has the following important

corollary.

Corollary 1.1.28. Every bounded sequence in R has a convergent subsequence.

Proof. Suppose {ak }

k=1 is bounded. By the Bolzano-Weierstrass theorem, {ak }

has

a

limit

point, say . Then, given any > 0 the open

k=1

interval ( , + ) contains infinitely many terms of the sequence. Let

am1 , am2 , ..., amk , ... be the terms of the seuqence in ( , + ) that

correspond to the indices m1 < m2 < ... < mk < .... Then {amk }

k=1 is

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1.1

Real numbers

13

4

Definition 1.1.29. A sequence {ak }

k=1 is called a Cauchy sequence if

|ak aj | 0 as k, j , that is, for every > 0 there exists positive

integer N such that |ak aj | < for all k, j N .

exists N such that for k, j N we have |ak aj | < 1. Hence, for k > N

we have |ak | = |ak aN +1 + aN +1 | |ak aN +1 | + |aN +1 | < 1 + |aN +1 |.

Taking as before M = max {|a1 |, ..., |aN |, 1 + |aN +1 |}, we have |ak | M

for all k = 1, 2, ....

Proposition 1.1.30.

sequence.

Proof.

1. Suppose ak a. Then |ak aj | |ak a| + |aj a| 0

when k, j . Thus, {ak }

k=1 is Cauchy.

2. Let > 0 be given. Since {ak } is Cauchy there exists N such that

|ak aj | < 2 for all k, j N . On the other hand suppose that the

convergent subsequence {amk } converges to a. Then we can find a

positive integer k large enough so that mk > N and |amk a| < 2 .

So, for k > N we have |ak a| |ak amk |+|amk a| < 2 + 2 = .

Thus, ak a.

The following theorem is also fundamental. This property of R is

also refered to as the completeness of R.

Theorem 1.1.31. Every Cauchy sequence in R converges.

Proof. Suppose {ak }

k=1 is Cauchy. Then it is bounded. By Corollary

1.1.28 {ak }

has

a

convergent subsequence. Therefore from Proposik=1

tion 1.1.30 (2) {ak }

k=1 converges.

This concludes our preliminary work on R. In the next sections we

will extend these results to Rn .

4

in real and complex analysis.

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14

EXERCISES

1. Let {ak } be a sequence. Show that if ak a, then ak+m a for

any m Z+ .

2. Let {ak } be a sequence. Show that

if a2k a and a2k1 a, then ak a.

3. Let ck ak bk for all k > N . Show that, if ck a and bk a,

then ak a. (This is known as the squeezing theorem).

4. Let {ak } be a sequence. Show that

if limk

5. Let ak =

6. Let ak =

k!

.

kk

ak+1

ak

Show that limk ak = 0.

8. Let ak = (1 + k1 )k . Show that limk ak = e (this is the definition

of the number e 2.718 called Eulers number ). Hint. Apply

Theorem 1.1.20 to the sequence bk = (1 + k1 )k+1 and note that

limk bk = limk ak .

9. Show that limk (1 k1 )k = 1e .

10. Show that limk (1

1 k

)

k2

= 1.

1 k

11. Show that limk (1 + 2k

) = e.

12. Show that limk (1 + k2 )k = e2 .

k

13. Let ak = 1 + k+1

cos( k

2 ). Show that {ak } is bounded. However,

the sequence diverges. Hint. Use subsequences.

lim (1 + x + x2 + ... + xk ) =

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1

.

x1

1.2

Rn as a vector space

15

lim

1

+

+ ... +

= 1.

k2 + 1

k2 + 2

k2 + k

1

1.2

Rn as a vector space

For n > 1, Rn will denote the set of all n-tuples (pairs, triples, quadruples,...) of real numbers, that is,

Rn = {x = (x1 , x2 , ..., xn ) : xi R, i = 1, 2, ..., n} .

Each element x Rn is called a vector and the numbers x1 , x2 , ..., xn

are called the first, second,..., n th component of x respectively. Any real

number will be called a scalar. In the important case (from a geometrical

point of view) when n = 2 or n = 3, we shall use the familiar notation

R2 = {(x, y) : x, y R} for the xy-plane and

R3 = {(x, y, z) : x, y, z R} for the xyz-space.

Just as the real numbers are represented by points on the number line,

similarly any x = (x1 , ..., xn ) Rn represents a point (or vector) in

Rn . For each i = 1, ..., n the real numbers xi are called the Cartesian5

coordinates of x. The point (0, ..., 0) corresponds to origin in Rn . If we

agree that all vectors have their initial point at the origin, then a point

in Rn determines a vector in Rn and vice versa. Thus we can identify

(and we do so) a point in Rn with the vector having initial point the

origin and terminal point the given point in Rn .

The set Rn has both an algebraic (vector space) structure and a

metric space structure. To give Rn its algebraic structure, we define

on Rn two operations, addition and scalar multiplication that make it

a vector space over the field of real numbers (or a real vector space).

Formally, let x, y Rn with x = (x1 , ..., xn ) and y = (y1 , ..., yn ). The

sum of x and y is defined by

5

fundamental contributions to scientific thought and knowledge.

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16

v

u+v

u

x + y = (x1 + y1 , ..., xn + yn ),

that is, by adding corresponding components. Since addition in R is

associative and commutative with identity element the number 0, it is

evident that addition in Rn is also associative and commutative and the

zero vector 0 = (0, ..., 0) is the identity element for vector addition.

Figure 1.1 in the plane shows that this addition is exactly the parallelogram law for adding vectors in Physics. Note that even in Rn the space

determined by x and y is a plane, so this picture is valid in general.

The second operation is multiplication of a vector x Rn by a scalar

c R called scalar multiplication and is defined as follows;

cx = (cx1 , ...cxn ).

This gives a vector pointing in the same direction as x, but of a different

magnitude. Here as is easily checked, for x, y Rn and c, d R we have

c(x + y) = cx + cy, (c + d)x = cx + dx,c(dx) = d(cx) = (cd)x and

1x = x. When all these properties are satisfied we say Rn is a real

vector space. In general, if Rn above is replaced by any set V on which

an addition and a scalar multiplication can be defined so that all the

above properties hold V is called a real vector space.

Definition 1.2.1. Let V be a real vector

P space. Given v1 , v2 , ..., vk in V

and scalars c1 , c2 , ...ck R the sum kj=1 cj vj = c1 v1 + c2 v2 + ... + ck vk

is called a linear combination of the vectors v1 , v2 , ..., vk . Moreover, the

set of vectors which are linear combinations of v1 , v2 , ..., vk is called the

linear span of {v1 , v2 , ..., vk } and we denote it by span {v1 , v2 , ..., vk }.

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1.2

Rn as a vector space

17

Pm {v1 , v2 , ..., vm } in V is said to

be linearly independent if the relation j=1 cj vj = 0 implies all cj = 0.

In general a set S of vectors in V is said to be linearly independent if

each finite subset of S is linearly independent.

Clearly, any subset of a linearly independent set is linearly independent. A set of vectors {w1 , w2 , ..., wm } which is not linearly independent is called linearly dependent, that is, {w1 , w2 , ..., wm } is linearly

dependent

if there exists scalars c1 , ..., cm with at least one cj 6= 0 with

Pm

j=1 cj wj = 0.

basis for V if B is linearly independent and span(B) = V . The space

V is said to be finite dimensional if it has a finite basis. The number

of vectors in the basis is called the dimension of V and is denoted by

dim(V ).

We remark that any finite dimensional vector space has a finite basis

and any two bases have the same number of elements. This number is

the dimension of the vector space. Since we wont need this level of

detail we leave this fact as an exercise (Exercise 1.8.20).6

Example 1.2.4. In Rn the set of vectors

B = {e1 = (1, 0, 0, ..., 0), e2 = (0, 1, 0, ..., 0), ..., en = (0, 0, 0, ..., 0, 1)}

is a basis for Rn , called the standard basis of Rn . Indeed, suppose

c1 e1 + c2 e2 + ... + cn en = 0. Then (c1 , 0, 0, ..., 0) + (0, c2 , 0, ..., 0) + ... +

(0, 0, ..., 0, cn ) = (0, 0, ..., 0), that is, (c1 , c2 , ..., cn ) = (0, 0, ..., 0). Hence

c1 = c2 = ... = cn = 0 and so B is linearly independent. At the same

time for any x = (x1 , x2 , ..., xn ) Rn we have x = x1 e1 +x2 e2 +...+xn en .

That is, span(B) = Rn . Thus, B is a basis and dim(Rn ) = n.

Proposition 1.2.5. A set of vectors B = {v1 , ..., vn } is a basis of V if

and only if every v V can be expressed as a unique linear combination

of the vj (j = 1, ...n).

6

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18

combination

of theP

vj . If this can beP

done in more than one way, say

Pn

n

n

c

v

=

v

=

d

v

.

Then

j=1 j j

j=1 j j

j=1 (cj dj )vj = 0. Since the

vj are linearly independent, it follows that cj dj = 0 or cj = dj .

Conversely, suppose that every v V can be expressed as a unique

linear combination of the vj . This is in particular true for the zero

vector. Hence the vj are linearly independent and so form a basis.

The unique scalars c1 , c2 , ..., cn R used to express v V as a

linear combination of the basis elements B = {v1 , ..., vn } are called

the coordinates of v relative to the (ordered) basis B and the vector

[v] = (c1 , c2 , ..., cn ) Rn is called the coordinate vector of v V . Note

that when V = Rn , the coordinates of v V relative to the standard

basis are just the components of v, that is v = [v].

Definition 1.2.6. Let V be a vector space. A linear subspace of V is

a subset W of V which is itself a vector space with the operations of

addition and scalar multiplication on V .

Equivalently, a non-empty subset W of V is a linear subspace of

V if and only if for each u, v W and each scalar c R the vector

u + cv W. That is, W is closed under the operations of addition and

scalar multiplication.

In any vector space V the subset {0} is clearly a linear subspace

called the trivial subspace of V . The largest linear subspace of V is

V itself and the smallest is {0}. Note that linear subspaces are closed

under taking linear combinations. In a vector space V the span(S), of

any subset S V is a linear subspace called the subspace generated by

S.

From Example 1.2.4, the dimension of Rn is n. The dimension of

the trivial subspace is taken to be 0 and the dimension of any other

proper linear subspace of Rn is an integer strictly between 0 and n. In

particular, in R2 and R3 the one-dimensional subspaces are lines passing

from the origin. In R3 the two-dimensional subspaces are planes passing

from the origin. In fact, any two linearly independent vectors u, v R3

generate the plane {su + tv : s, t R}.

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1.3

1.3

1.3.1

19

The inner product and norm in Rn

is an operation denoted by h , i which associates to each pair of vectors

x, y V a real number hx, yi and for all x, y, z V and c R satisfies

the following properties;

1. hx, xi 0 and hx, xi = 0 if and only if x = 0

2. hx, yi = hy, xi

3. hx + y, zi = hx, zi + hy, zi

4. hcx, yi = chx, yi

In this case, V is called an inner product space.

In Rn the usual inner product of two vectors x = (x1 , ..., xn ) and

y = (y1 , ..., yn ) is defined by

hx, yi =

n

X

xi y i .

i=1

is often called the dot product of the vectors x, y and is denoted by

x y = hx, yi.

Definition 1.3.2. Let V be a vector space. A norm on V is a function

||.|| : V R satisfying for all x, y V and c R the following properties

1. ||x|| 0 and ||x|| = 0 if and only if x = 0

2. ||cx|| = |c| ||x||

3. ||x + y|| ||x|| + ||y|| (triangle inequality).

The space V equipped with a norm is called a normed linear space.

Definition 1.3.3. The Euclidean norm on Rn is

!1

n

2

X

p

||x|| = hx, xi =

x2i

.

i=1

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20

(2) of a norm. The triangle inequality will follow from the important Cauchy-Schwarz-Bunyakovsky7 inequality which is valid in any inner

product space and we prove it below. The reader should be aware that

there are other norms in Rn which do not come from an inner product. In Theorem 1.3.7 we characterize the norms on a normed linear

space that come from an inner product. The importance of the Euclidean norm resides exactly in the fact that it comes from the usual

inner product.

Theorem 1.3.4. (Cauchy-Schwarz inequality) Let (V, h , i) be an inner

product space. Then for all x, y V ,

|hx, yi| ||x|| ||y||.

Moreover, equality occurs if and only if one of these vectors is a scalar

multiple of the other.

Proof. If x = 0, then both sides are zero and the inequality is true as

equality. For x 6= 0, let t R. Then

0 ||tx + y||2 = htx + y, tx + yi = hx, xit2 + 2hx, yit + hy, yi

= ||x||2 t2 + 2hx, yit + ||y||2 .

bt + c, with a = ||x||2 , b = 2hx, yi and c = ||y||2 . Since (t) 0

for all t R, its discriminant b2 4ac must be non positive, that is,

hx, yi2 ||x||2 ||y||2 . Therefore |hx, yi| ||x|| ||y||. Finally, note that

equality occurs if and only if b2 4ac = 0. But this means that the

b

quadratic polynomial has a double (real) root t0 = 2a

. That is, 0 =

2

(t0 ) = ||x + t0 y|| . It follows that x + t0 y = 0 and so x = cy (with

c = t0 ).

Now it is easy to prove the triangle inequality. In fact, we have

||x + y||2 = ||x||2 + 2hx, yi + ||y||2

7

H. Schwarz (1843-1921). A student of Gauss and Kummer. Professor at the University of G

ottingen, he is known for his work in complex analysis. V. Bunyakovsky

(1804-1889). Mathematician, member of the Petersburg Academy of Science. He is

credited of discovering the Cauchy-Schwarz inequality in 1859.

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1.3

21

= (||x|| + ||y||)2 using the Cauchy-Schwarz inequality.

Therefore,

||x + y|| ||x|| + ||y||.

space.

Corollary 1.3.5. Let V be any normed linear space. Then for x, y V

|||x|| ||y||| ||x y||.

Proof. We have ||x|| = ||(x y) + y|| ||x y|| + ||y||. Therefore

||x|| ||y|| ||x y||.

Similarly

||y|| ||x|| ||x y||

and thus the conclusion.

Proposition 1.3.6. (The parallelogram law). Let V be an inner product

space and x, y V . Then

||x + y||2 + ||x y||2 = 2||x||2 + 2||y||2 .

Proof. A direct computation gives

||x+y||2 +||xy||2 = hx+y, x+yi+hxy, xyi = ||x||2 +2hx, yi+||y||2

+||x||2 2hx, yi + ||y||2 = 2||x||2 + 2||y||2 .

Even for V = Rn everything takes place in a plane! In fact, Figure

1.1 in R2 tells us that in a parallelogram the sum of the squares of the

lengths of the diagonals is the sum of the squares of the sides.

The interest of the parallelogram law is that it characterizes the

norms that are derived from an inner product.

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22

Theorem 1.3.7. Let V be a normed linear space with norm || .|| satisfying the parallelogram law. Then there is a unique inner product h , i

1

on V such that h ,i 2 coincides with the given norm on V .

Proof. For x, y V , define hx, yi = 41 ||x + y||2 ||x y||2 . Then

1

hx, xi = 14 ||2x||2 = ||x||2 . So hx, xi 2 = ||x||. To show that h , i is an

inner product on V , we need show that h , i satisfies the properties (1),

(2), (3), (4) of the Definition 1.3.1 Properties (1) and (2) are obvious.

To show (3) we have

hx, zi + hy, zi =

1

||x + z||2 + ||y + z||2 (||x z||2 + ||y z||2 ) .

4

1

||(u+z)+w||2 +||(u+z)w||2 (||(uz)+w||2 +||(uz)w||2 ) .

4

1

2||u + z||2 + 2||w||2 2||w z||2 2||w||2 =

||w + z||2 ||u z||2

2

= 2hu, zi = 2h

x+y

, zi = hx + y, zi.

2

hcx, yi =

1

1

||cx + y||2 ||cx y||2 = [4chx, yi] = chx, yi.

4

4

inner product such that hx, xi1 = ||x||2 . Then hx, xi = hx, xi1 for all

x V . In particular, for all x, y V we have hx+y, x+yi = hx+y, x+yi1

and so hx, yi = hx, yi1

Besides the Euclidean norm on Rn , there are other norms on Rn of

which the following two are the most common.

Definition 1.3.8. For x = (x1 , x2 , ..., xn ) Rn , we define

P

||x|| = max {|x1 |, |x2 |, ..., |xn |} and ||x||1 = ni=1 |xi |.

FUNCTIONS OF SEVERAL REAL VARIABLES

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1.3

23

the reader to show this in Exercise 4 below.

Solution. For each i = 1, ..., n we have

q

q

|xi | = x2i x21 + ... + x2n = ||x||.

2

||x|| =

n

X

i=1

x2i n||x||2 .

EXERCISES

1. Let x, y R3 , where x = (1, 0, 2) and y = (3, 1, 1).

(a) Find x + y, x y, ||x||, ||y||, ||x + y||, ||x y||, hx, yi.

and the parallelogram law.

|| ||1 ?

for some c > 0.

3. For x, y Rn show that

||x + y|| ||x y|| ||x||2 + ||y||2

with equality if and only if hx, yi = 0.

4. Show that

(a) || || and || ||1 are norms on Rn . Do they satisfy the

parallelogram law?

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24

n||x|| n||x||1 .

2

(c) Let

v R2 : ||v|| = 1 ,

v =2 (x, y) R . Sketch the sets

v R : ||v|| = 1 and v R2 : ||v||1 = 1 in R2 and extend to Rn .

5. Let V be a vector space. Show that any intersection of linear subspaces is again a linear subspace. Is the union of linear subspaces

a subspace?

6. Let S V . Show that span(S) is the smallest linear subspace

containing the set S.

1.3.2

Orthogonality

equality since 1 ||x||

||y|| 1, we can define the angle between any

two nonzero vectors x, y V by

hx,yi

hx,yi

1

cos = ||x||

or

=

cos

||y||

||x|| ||y|| , [0, ].

Hence the following definition is a natural consequence.

The vectors x and y are called orthogonal (or perpendicular ), denoted

by xy, when hx, yi = 0.

The zero vector is orthogonal to every vector x V , since h0, xi =

h00, xi = 0h0, xi = 0. Moreover, 0 is the only vector with this property.

For if there were another vector v V with hv, xi = 0 for all x V ,

then in particular ||v||2 = hv, vi = 0, and so v = 0.

orthogonal if every vector in U is orthogonal to every vector in W . We

write U W . For a subset S of V , the orthogonal complement S of S

is defined to be

S = {y V : yx, f or all x S} .

Clearly V = {0} and {0} = V . Note that S = xS {x} . Also if

xS, then x span(S). We denote by S = (S ) .

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1.3

25

(a) S is a linear subspace of V .

(b) S S

(c) If S1 S2 V , then S2 S1

(d) S = (span(S))

Proof.

(a) Let x, y V . If x and y are orthogonal to every vector of S, then

so is any linear combination of x and y. Therefore S is a linear

subspace of V .

(b) If x S, then for every y S we have xy. Hence x (S )

(c) S1 S2 and xS2 , then also xS1 .

(d) Since S span(S), it follows from (3) that (span(S)) S .

The reverse inclusion is trivial.

V is orthogonal if hvi , vj i = 0 for i 6= j. If in addition, ||vj || = 1 for all

j = 1, ..., k, we say {v1 , ..., vk ) is an orthonormal

set of vectors.

1 when i = j,

Thus, orthonormality means hvi , vj i = ij =

, where

0 when i 6= j

the symbol ij is the so-called Kroneckers delta.

Proposition 1.3.13. (The law of cosines). Let x, y be two nonzero

vectors in Rn . Then

||x y||2 = ||x||2 + ||y||2 2||x|| ||y|| cos(),

where is the angle between x, y.

Proof. We have

||x y||2 = hx y, x yi = ||x||2 + ||y||2 2hx, yi

= ||x||2 + ||y||2 2||x|| ||y|| cos().

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26

two nonzero vectors in Rn . Then x is orthogonal to y if and only if

||x + y||2 = ||x||2 + ||y||2 .

Proof. From the law of cosines we have

||x + y||2 = ||x (y)||2 = ||x||2 + ||y||2 2||x|| ||y|| cos( )

= ||x||2 + ||y||2 + 2||x|| ||y|| cos().

iff hx, yi = 0.

By induction we get,

Corollary 1.3.15. If {v1 , ..., vk } is an orthogonal set of vectors of V ,

then

k

k

X

X

2

||

vj || =

||vj ||2 .

j=1

j=1

proposition.

Proposition 1.3.16. An orthogonal set of nonzero vectors is linearly

independent.

P

Proof. Suppose kj=1 cj vj = 0. Then

k

k

X

X

0=h

cj vj , vi i =

cj hvj , vi i = ci ||vi ||2 .

j=1

j=1

Since ||vi ||2 > 0 for all i, it follows that ci = 0 for all i = 1, ...k.

Corollary 1.3.17. An orthonormal set of vectors B = {v1 , ..., vn } of V

which spans V is a basis.

8

He established the Pythagorean school first in the Greek island of Samos and then

in south Italy.

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1.3

27

Observe that the standard basis B = {e1 , ..., en } of Rn is an orthonormal basis of Rn with the usual inner product.

We now introduce the Gram-Schmidt orthogonalization process 9

which assures us that any subspace of V has an orthonormal basis,

in fact many.

Theorem 1.3.18. (Gram-Schmidt) Let {v1 , ..., vm } be a linearly independent set in V . Then there is an orthonormal set {w1 , ..., wm } such

that

span {v1 , v2 , ..., vj } = span {w1 , w2 , ..., wj }, for each j = 1, ..., m.

Proof. The proof is by direct construction of the vectors wi and the procedure is useful enough to have a name: The Gram-Schmidt process. To

begin the construction, we observe that v1 6= 0 (since the vi are linearly

independent) and we define w1 = ||vv11 || . Clearly span {w1 } = span {v1 }.

The other vectors are then given inductively as follows: Suppose

w1 , w2 , ..., wk have been constructed so that they form an orthonormal

set and for 1 j k, span {w1 , ..., wj } = span {v1 , ..., vj }. To construct

the next vector wk+1 , let

uk+1 = vk+1

k

X

hvk+1 , wj iwj .

j=1

Then uk+1 6= 0, for otherwise vk+1 span {w1 , ..., wk } = span {v1 , ..., vk }

which contradicts the linear independence of {v1 , ..., vk+1 }. At the same

time, for 1 i k we have

k

X

huk+1 , wi i = hvk+1 , wi i hvk+1 , wj ihwj , wi i = hvk+1 , wj ihvk+1 , wj i = 0.

j=1

span {v1 , ..., vk+1 } = span {w1 , ..., wk , uk+1 } .

9

J. Gram (1850-1916). Actuary and mathematician. He is also know for the Gram

matrix or Gramian. E. Schmidt (1876-1959). A student of Hilbert at the University

of G

ottingen. Together with Hilbert he made important contributions to functional

analysis. The Gram-Schmidt process was first published in 1883.

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28

Pk

To see this, set zk+1 =

j=1 hvk+1 , wj iwj span {w1 , ..., wk },

so that vk+1 = uk+1 + zk+1 span {w1 , ..., wk , uk+1 }.

But

also zk+1 span {v1 , ..., vk }.

Hence uk+1 = vk+1 zk+1

uk+1

span {v1 , ..., vk+1 } . Finally, choose wk+1 = ||uk+1

|| . Then ||wk+1 || = 1

and span {w1 , ..., wk , uk+1 } = span {w1 , ..., wk , wk+1 }.

This completes the induction and the proof.

Since every subspace of Rn has a basis we see that,

Corollary 1.3.19. Any subspace of Rn has an orthonormal basis.

Orthonormal sets have substantial computational advantages. For

if {v1 , ..., vn } is a basis for V , then any vector v V is a unique linear

combination of the vectors v1 , ..., vm . But actually finding this linear

combination can be laborius since it involves solving simultaneous linear

equations i.e., a linear system. Working with an orthonormal basis

makes the task much easier. Some of these advantages are illustrated

in the next theorem.

Theorem 1.3.20. Let B = {v1 , v2 , ..., vn } be an orthonormal set in V .

The following are equivalent.

1. Let x V . If xvj for all j = 1, ..., n, then x = 0.

2. B = {v1 , v2 , ..., vn } is an orthonormal basis of V .

P

3. Each x V can be written as x = nj=1 cj vj , where cj = hx, vj i.

The numbers cj = hx, vj i are called the Fourier10 coefficients of x

with respect to the orthonormal basis B

P

4. For all x, y V , hx, yi = nj=1 hx, vj ihy, vj i.

Pn

Pn

2

2

5. For x V , ||x||2 =

j=1 |hx, vj i| =

j=1 |cj | (Parsevals

11

identity)

Proof. We will show that (1) (2) (3) (4) (5) (1).

(1) (2): If B = {v1 , ..., vn } were not an orthonormal basis, then

there is an orthonormal set A containing B. Let x A B c . Then

10

the study of Fourier series and their applications to problems of heat transfer.

11

M. Parseval (1755-1836), most famous for what is known as Parsevals equality.

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1.3

29

(2) (3): P

Since B is a basis of V , each x V can be uniquely

written as x = nj=1 cj vj . Then

n

n

X

X

hx, vi i = h

cj vj , vi i =

cj hvj , vi i = ci .

j=1

j=1

Then

hx, yi = hx,

n

X

j=1

dj vj i =

n

X

j=1

Pn

j=1 dj vj ,

dj hx, vj i =

n

X

j=1

where dj = hy, vj i.

hy, vj ihx, vj i.

2

||x|| = hx, xi =

n

X

j=1

(hx, vj i) =

n

X

c2j .

j=1

(5) (1): Clearly, if xvj , that is, if hx, vj i = 0 for all j = 1, ..., n,

then ||x||2 = 0 and so x = 0.

Remark 1.3.21. Note that Parsevals identity in the form

||

k

X

j=1

cj vj ||2 =

k

X

c2j

j=1

The following theorem is of considerable geometric interest.

Theorem 1.3.22. (Projection Theorem). Let V be an inner product

space and W a linear subspace of V . Then V = W W , that is, any

x V , can be written uniquely as x = y + z with y W and z W .

Moreover, W = W .

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(W ) = k with 0 k n. Choose an orthonormal basis {w1 , ..., wk } of

W and extend it to a basis for V . Use the Gram-Schmidt process to

obtain an orthonormal basis {w1 , ..., wk , wk+1 , ..., wn } of V . Note that

wk+1 , ..., wn W .

Given x V ,

n

k

n

X

X

X

hx, wj iwj =

hx, wj iwj +

hx, wj iwj = y + z,

x=

j=1

j=1

j=k+1

with y W and

Pn z W . If x W , then hx, wj i = 0 for all j = 1, ..., k,

and so x = j=k+1 hx, wj iwj . Hence {wk+1 , ..., wn } is an orthonormal

basis of W and dim(W ) + dim(W ) = dim(V ).

To show that this decomposition is unique, suppose x = y1 +z1 , with

y1 W and z1 W . Then yy1 W and zz1 W . It follows that

z1 z = xy1 (xy) = yy1 , that is, yy1 = zz1 W W = {0}.

Therefore, y = y1 and z = z1 .

Finally we show that W = W . We know that W W . To get

the reverse inclusion, let x W . Then x = y + z with y W W

and z W . So z = x y W W = {0}. Hence, z = 0 and so

x = y W.

Proof. From Proposition 1.3.11, S = (span(S)) . Therefore S =

(span(S)) . Since span(S) is a subspace, by the Projection theorem

(span(S)) = span(S). Hence, S = span(S).

Corollary 1.3.24. If W is a proper subspace of V , then there exists

z0 6= 0 such that z0 W .

Proof. Let x0 V \W . Then x0 = y0 + z0 with y0 W and z0 W

and z0 6= 0, for if z0 = 0, then x0 = y0 W which is impossible.

Definition 1.3.25. Let V = W W and v = w + u with w W and

u W as in the Projection theorem. The map PW : V V given by

PW (v) = w is called the orthogonal projection onto W . Similarly, the

map PW : V V given by PW (v) = u is the orthogonal projection

onto W . Observe that PW + PW = I.

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31

Clearly,

R3 = R2 R.

and the corresponding projections are P (x, y, z) = (x, y, 0), P (x, y, z) =

(0, 0, z). More generally for k < n

Rn = Rk Rnk .

Note that the proof of the Projection theorem tells us a way to

compute the projection P = PW . In fact, when

P {w1 , w2 , ..., wk } is an

orthonormal basis for W , then P (v) = w = kj=1 hv, wj iwj . Note also

that for any v V , we have P 2 (v) = P (P (v)) = P (w) = w = P (v).

That is, P 2 = P .

Example 1.3.26. Let V = R3 and W = span{v1 = (1, 1, 0),

v2 = (0, 1, 1)}. Find W , the projections PW onto W and the projection PW onto W .

Solution. Note that W is the plane generated

by the vectors v1 , v 2 .

By the linearity of the inner product W = u R3 : uv1 and uv2 .

Let u = (x, y, z). We have, uv1 if and only if hu, v1 i = 0, that is,

x y = 0. Similarly, uv2 , implies y + z = 0. Solving the system of

these two equations we get u = t(1, 1, 1) where, t R. Thus,

W = span {u1 = (1, 1, 1)}

which is a line through the origin. To apply the Projection theorem and

find the projection PW , we need to construct an orthonormal basis for

W . Note that {v1 , v2 } is a linear independent set, and so a basis for

W . Let us apply Gram-Schmidt orthogonalization process to obtainan

orthonormal basis {w1 , w2 } of W . Take w1 = ||vv1i || , where ||v1 || = 2.

That is, w1 = ( 12 , 12 , 0). To construct the next vector, let

1

1 1

u2 = v2 hv2 , w1 iw1 = v2 w1 = ( , , 0).

2 2

2

Since orthogonal vectors are linearly independent, taking w3 = ||uu11|| =

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Now, let v R3 . By the projection theorem, we have v = w + u with

w W and u W . Hence

2

X

PW (v) = w =

hv, wj iwj = hv, w1 iw1 + hv, w2 iw2 .

j=1

xy 1

1

x y + 2z

1

1 2

PW (x, y, z) = ( , , 0) +

( , , )

2

2

2

6

6

6 6

1

= (2x y z, x + 2y z, x y + 2z),

3

and PW (x, y, z) = 31 (x+y +z, x+y +z, x+y +z), since PW +PW = I.

1.3.3

other dimensions is that of the cross product or vector product. In

Chapter 6, we will make extensive use of the cross product in the study

of surface integrals. Here, the usual notation for the elements of the

standard basis is i = e1 = (1, 0, 0), j = e2 = (0, 1, 0), k = e3 = (0, 0, 1).

Thus, any vector a = (a1 , a2 , a3 ) R3 can be written as a = a1 i + a2 j +

a3 k

Definition 1.3.27. Let a, b R3 . The cross product of a = (a1 , a2 , a3 )

and b = (b1 , b2 , b3 ) is defined by

i j k

a b = det a1 a2 a3 = (a2 b3 a3 b2 )i + (a3 b1 a1 b3 )j + (a1 b2 a2 b1 )k.

b1 b2 b3

Note that

i j = k, j k = i, k i = j and

j i = k, k j = i, i k = j.

The following proposition gives the basic properties of the cross product.

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ab

Proposition 1.3.28. Let a, b, u R3 and , R. Then

1. a a = 0.

2. b a = (a b).

3. a b = (a b).

4. a (b + u) = (a b) + (a u) and (a + b) u = (a u) + (b u).

5. (a b)a and (a b)b.

6. ||a b||2 = ||a||2 ||b||2 ha, bi2 .

Proof. All these properties follow easily from the definition. We prove

property (6).

||a||2 ||b||2 ha, bi2 = (a21 + a22 + a23 )(b21 + b22 + b23 ) (a1 b1 + a2 b2 + a3 b3 )2 .

Multiplying out and rearranging the terms we get

(a2 b3 a3 b2 )2 + (a3 b1 a1 b3 )2 + (a1 b2 a2 b1 )2 = ||a b||2 .

Example 1.3.29. Find two unit vectors perpendicular to both a =

(2, 1, 3) and b = (4, 3, 5).

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i j k

a b = det 2 1 3 = 4i 2j + 2k.

4 3 5

desired unit vector is

1

n = [2i j + k] .

6

If we had taken b a instead, we would have obtained the negative of

this vector. Thus the two vectors are

1

n = [2i j + k] .

6

Corollary 1.3.30. Let a, b R3 and [0, ] the angle between a and

b. Then

||a b|| = ||a|| ||b|| sin .

In particular, ||a b|| equals the area of the parallelogram with adjacent

sides a, b.

Proof. We know that ha, bi = ||a|| ||b|| cos . Hence from (6) we get

||a b||2 = ||a||2 ||b||2 (1 cos2 ).

Thus, ||ab|| = ||a||||b|| sin . Furthermore, if a, b represent the adjacent

sides of a parallelogram and we take b to be the base, then ||a|| sin is

the height. Hence the area of the parallelogram is equal to ||ab||.

Note that ab = 0 if and only if ||ab|| = 0 if and only if sin = 0 if

and only if = 0 or = , viz, a, b are colinear. Equivalently, a b 6= 0

if and only if a and b are linearly independent.

Example 1.3.31. Find the area of the triangle whose vertices are

A = (2, 1, 3) and B = (1, 2, 4), and C = (3, 1, 1).

Solution. Two sides of the triangle are represented by the vectors

a = AB = (1 2)i + (2 + 1)j + (4 3)k = i + 3j + k,

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35

The area of the triangle is clearly half of the erea of the parallelogram

with adjacent sides the vectors a and b. Hence the area of the triangle

is 12 ||a b||. We compute

i j k

a b = det 1 3 1 = 8i j 5k.

1 2 2

Example 1.3.32. Find the equation of the plane passing from the point

a = (a1 , a2 , a3 ) and perpendicular to n = (n1 , n2 , n3 ). (The vector n is

called the normal vector to the plane).

Solution. Let x = (x, y, z) be any other point on the plane. Then

the vector x a lies on the plane and is perpendicular to n. Therefore

hn, x ai = 0

is the vector equation of the plane under consideration. In terms of the

coordinates the equation is

n1 (x a1 ) + n2 (y a2 ) + n3 (z a3 ) = 0.

Example 1.3.33. Find the equation of the plane passing from the

points A = (2, 1, 3) and B = (1, 2, 4), and C = (3, 1, 1).

Solution. This is the plane containing the triangle of Example 1.3.31.

The normal vector to this plane is n = (AB)(AC) = 8ij5k. The

problem now is reduced to find the equation of the plane passing from

a = (2, 1, 3) and perpendicular to n = (8, 1, 5). So the equation

is 8(x 2) (y + 1) 5(z 3) = 0 or 8x + y + 5z = 30.

Definition 1.3.34. Let a, b, c R3 . The triple scalar product of a, b

and c is defined to be

ha, (b c)i = a1 (b2 c3 b3 c2 ) + a2 (b3 c1 b1 c3 ) + a3 (b1 c2 b2 c1 )

a1 a2 a3

= det b1 b2 b3 .

c1 c2 c3

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triple scalar product. We invite the reader here to draw a figure in R3 .

Proposition 1.3.35. Let a, b, c R3 . The volume V of the parallelepiped with adjacent sides a, b and c is |ha, (b c)i|. In particular, the

vectors a, b and c are coplanar if and only if ha, (b c)i = 0.

Proof. We know, from Corollary 1.3.30, that ||b c|| is the area of the

parallelogram with adjacent sides b and c. Moreover |ha, (b c)i| =

||a|| ||b c|| cos , where is the acute angle that a makes with b c

(the normal vector to the plane spanned by b and c). The parallelepiped

with adjacent sides a, b and c has height

h = ||a|| cos =

|ha,(bc)i|

||bc|| .

From elementary geometry the volume of the parallelepiped is the product of the area of the base times the height. Hence, V = |ha, (bc)i|.

EXERCISES

1. Let a = 3i j + 2k and b = i + j + 4k. Find a b, ||a b||, ha, bi

and verify properties (5) and (6).

2. Find the equation of the plane generated by the vectors a =

(3, 1, 1) and b = (1, 2, 1).

3. Find the equation of the plane determined by the points a =

(2, 0, 1), b = (1, 1, 3) and c = (4, 7, 2).

4. Find a unit vector in the plane generated by the vectors a = i + 2j

and b = j + 2k, perpendicular to the vector v = 2i + j + 2k

5. Find the equation the line passing through (1, 1, 1) and perpendicular to the plane 3x y + 2z 5 = 0.

6. Find the equation of the plane passing through (3, 2, 1) and

(1, 1, 2) and parallel to the line l(t) = (1, 1, 0) + t(3, 2, 2).

7. Find the equation of the plane passing through (3, 4, 1) parallel

to the vectors a = i 3k and b = 2i + j + k.

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37

through the origin parallel to the vector 2i j + 2k.

9. Find the volume of the tetrahedron determined by the points P1 =

(2, 1, 4), P2 = (1, 0, 3), P3 = (4, 3, 1) and P4 = (3, 5, 0).

Hint. The volume of the tetrahedron is one sixth the volume of

the parallelepiped with adjacent sides P1 P2 , P1 P3 and P1 P4 .

10. Let a, b, v R3 with v 6= 0. Show that

(a) If ha, bi = 0 and a b = 0, then either a = 0 or b = 0.

11. Let a, b, c R3 . Show that the area of the triangle with vertices

a, b and c is given by 21 ||(a c) (b c)||. Find the area of the

triangle with vertices the points a, b and c of Exercise 3.

12. Let a, b, c R3 . Show that a(bc) = (ha, ci)b(ha, bi)c. Deduce

that

a (b c) + b (c a) + c (a b) = 0

(the Jacobi identity).

13. Let a, b R3 be nonzero vectors. Show that the vector v =

||a||b + ||b||a bisects the angle between a and b.

14. Let S = {x = (1, 0, 2), y = (3, 1, 1)}

(a) Find the angle between the vectors x and y.

(b) Find an orthonormal basis for W = span(S).

(c) Find the orthogonal complement, W of W .

(d) Find the projections PW and PW .

Answers to selected Exercises

5. l(t)

1)+t(3, 1, 2). 6. y z +1 = 0. 7. 3x7y +z +20 = 0.

= (1, 1,101

8. 34. 9. 6 .

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1.4

Rn as a metric space

d is a function from X X into R, called a distance or metric satisfying

the following conditions for x, y and z in X:

1. d(x, y) 0 and d(x, y) = 0 if and only if x = y

2. d(x, y) = d(y, x) (symmetry)

3. d(x, z) d(x, y) + d(y, z) (triangle inequality)

Since we have a norm in Rn it is natural to consider the distance

between points (vectors) x, y Rn to be

d(x, y) = ||x y||.

The reader should draw a picture to see that this is really the distance

between points of Rn . One easily verifies properties (1), (2) and (3) of

the distance d : Rn Rn R. For instance, for (3) we have

d(x, z) = ||xz|| = ||(xy)+(yz)|| ||xy||+||yz|| = d(x, y)+d(y, z).

Thus, Rn equiped with the distance d is an example of a metric space.

This would apply to any of the norms on Rn that we considered in Definition 1.3.8. However, we will be chiefly concerned with the Euclidean

norm and the Euclidean distance

!1

n

2

X

.

d(x, y) = ||x y|| =

(xi yi )2

i=1

around the point a is defined to be the set

Br (a) = {x Rn : d(a, x) < r} = {x Rn : ||a x|| < r}

Br (a) is also called an r-neighborhood of a.

a with radius r > 0 is the open disk

n

o

p

Br (a) = (x, y) R2 : ( x)2 + ( y)2 < r ,

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1.4

Rn as a metric space

39

Br (a) = {x R : |a x| < r} = (a r, a + r).

We denote by

B r (a) = {x Rn : ||a x|| r} .

The set B r (a) is called the closed ball around a. The reason for the

name closed will become clear shortly.

Definition 1.4.3. Let Rn . The set is called an open set in Rn if

each of its points has a sufficiently small open ball around it completely

contained in , that is, for each x there exists > 0 (which in

general may depend on x) such that B (x) .

The whole space Rn and the empty set are evidently open.

Example 1.4.4. Any open ball Br (a) in Rn is an open set. To see this,

let x Br (a). We have to find > 0 so that B (x) Br (a).

Take = r||ax|| > 0. Then for any y B (x) the triangle inequality

implies

||a y|| = ||a x + x y|| ||a x|| + ||x y|| ||a x|| + = r,

that is, ||a y|| r. Hence, y Br (a).

Definition 1.4.5. The boundary of a set Rn , denoted by , is

the set of points x Rn such that every open ball around x intersects

and its complement c . That is, for every > 0

= {x Rn : B (x) 6= , B (x) c 6= } .

Clearly = (c ).

Example 1.4.6. The boundary of Br (a) is the sphere Sr (a) centered

at a = (a1 , ..., an ) with radius r > 0,

Sr (a) = (Br (a)) = {x Rn : ||a x|| = r}

= (x1 , .., xn ) Rn : (a1 x1 )2 + ... + (an xn )2 = r 2 .

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Exercise 1.4.7. Show that an open set can not contain any of its

boundary points.

Definition 1.4.8. Let Rn . A point a is called an interior

point of if there exists > 0 such that B (a) . The set of all

interior points of is called the interior of and is denoted by .

Note that, and = if and only if is open.

Definition 1.4.9. A set S in Rn is said to be closed if and only if its

complement S c in Rn is open.

The reader should be aware that this is not the same as not open!

Note that Rn and are closed.

Proposition 1.4.10. A set S is closed in Rn if and only if S S,

that is, it contains its boundary.

Proof. Suppose S is closed. Then S c is open. So, S c S = . Hence

S S. Conversely, let x S c . Since S S, it follows that x is not a

boundary point of S. Therefore, from the definition of boundary point,

there exists an r > 0 such that Br (x) S = , that is, Br (x) S c and

so S c is open.

Definition 1.4.11. Let S Rn . We define the closure of S, denoted

by S, to be the set

S = S S.

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Rn as a metric space

41

S = S. For example, B r (a) = Br (a) Sr (a), and thus we use the name

closed ball.

Remark 1.4.12. A set need be neither open nor closed. For example,

in R the set S = {x R : 0 x < 1} = [0, 1), whose boundary is S =

{0, 1}, is not open in R as it contains the boundary point 0 nor is

it closed since it does not contain its boundary. Its closure is S =

{x R : 0 x 1} = [0, 1] and its interior S = {x R : 0 < x < 1} =

(0, 1).

Similarly, in R2 the set = (x, y) R2 : 0 x 1, 0 < y < 1 a

square, is neither open nor closed in R2 . Here

= (x, y) R2 : 0 x 1, 0 y 1 = [0, 1] [0, 1]

Example 1.4.13.

1. Consider the set Z R. We have Z = and

Z = Z = Z. So Z is closed.

2. Consider the set Q R. Theorems 1.1.7, 1.1.9 tell us that Q =

and Q = R = Q. Notice that Q is neither open nor closed and

thus, Qc is also neither open nor closed (why?).

Exactly as in R, replacing | | by || ||, we have

Definition 1.4.14. Let Rn and a Rn (not necessarily in ).

We call a an accumulation point or limit point of if every open ball

around a contains at least one point x distinct from a, that is, for

every r > 0 we have (Br (a) {a}) 6= .

A point a which is not an accumulation point of is called an

isolated point of . Hence, a is an isolated point of if there is an open

ball Br0 (a) such that Br0 (a) = {a}, for some r0 > 0. We remark

that as in R, any finite set = {v1 , ..., vm } in Rn has no limit points.

In fact, each point of is an isolated point. Note also that () =

and so any finite set is closed.

The next proposition provides a useful characterization of closedness.

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all its limit points.

Proof. Suppose S is closed and let a be a limit point of S. If a

/ S,

then a S c which is open. Therefore, there exists > 0 such that

B (a) S c . It follows that B (a) S = . Since a is a limit point of

A this is impossible. Conversely, suppose S contains all its limit points.

We show that S c is open (and so S will be closed). Let x S c . By

hypothesis x is not a limit point of S and consequently there exists r > 0

such that Br (x) S = . Hence, Br (x) S c and so S c is open.

EXERCISES

1. Show that if 1 and 2 are open in Rn , then 1 2 and 1 2

are also open. Generalize to any finite number of open sets.

2. Show that if A1 and A2 are closed in Rn , then A1 A2 and A1 A2

are also closed. Generalize to any finite number of closed sets.

3. Give an example of a set S in Rn such that S = and S = Rn .

4. Show that S = S \ S.

5. Let x, y Rn with x 6= y. Show that there exist open sets U and

V such that x U , y V and U V = .12

6. Let S1 and S2 be sets in Rn . Show that

(S1 S2 ) = S1 S2 and S1 S2 (S1 S2 )

7. Show that S1 S2 S1 S2 and S1 S2 = S1 S2 .

8. Show that (S1 S2 ) S1 S2 and (S1 S2 ) S1 S2 .

9. Let S Rn . Show that S = S S c . Deduce that S is a closed

set.

10. Let S Rn . Show that (S )c = S c . Deduce that S = S \ S .

11. Let S Rn . Show that

12

R is a Hausdorff space.

n

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1.5

Convergence of sequences in Rn

43

(a) (S ) S.

(b) (S) S.

12. Let S = Rn (such a set is called dense in Rn ). Show that if is

open, then S = . Is this true if is not open?

1

m

,

sin

)

:

m

N

13. Find the

limit points of the sets: A = (1

+

m

2

1

and B = ([1 + m

] cos(m), 21m ) : m N

14. Prove that the set of all limit points of any set is always closed.

1.5

Convergence of sequences in Rn

limiting processes. This involves replacing | | by || ||. Here we study

the convergence of sequences in Rn .

We reserve the letter n for the dimension and use letters such as

i, j, k for the index on a sequence, that is, we denote by {xk }

k=1 a

n

sequence of vectors in R and the components of the vector xk will be

xk = (xk1 , xk2 , ..., xkn ). We now define the limit of a sequence in Rn

n

Definition 1.5.1. Let {xk }

k=1 be a sequence of vectors in R and

||xk x|| 0 in R as k . We write xk x.

that ||xk x|| < whenever k N . If a sequence does not converge,

we say that the sequence diverges. We shall denote a sequence {xk }

k=1

simply by {xk } and we shall omit writing k whenever this is clear

from the context. We remark that xk x if and only if ||xk x||2 0.

As in R, the limit of a convergent sequence is unique.

n

o

1

Example 1.5.2. The sequence {xk } = (3 k+1

, 1k ) in R2 converges

to x = (3, 0). Indeed, letting k we have

2

||xk x|| =

2

2

k

1

1

1

1

3

3 +

0 =

+

0.

k

2

k+1

(k + 1)

2

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exists M > 0 with ||xk || M for all k = 1, 2, ..., and a sequence which

is not bounded is called unbounded. In addition, every convergent sequence is bounded, and any unbounded sequence diverges.

The following theorem lists the basic properties of convergent

sequences in Rn .

Theorem 1.5.3. Let {xk } and {yk } be two sequences in Rn with xk x

and yk y, where x, y Rn . Then

1. For a, b R, axk + byk ax + by

2. ||xk || ||x||

3. hxk , yk i hx, yi

4. xk x if and only if xki xi for each i = 1, ...n

Proof.

0 ||(axk + byk ) (ax + by)|| = ||a(xk x) + b(yk y)||

|a| ||xk x|| + |b| ||yk y|| 0.

Hence, ||xk || ||x||

3. First note that

|hxk , yk i hx, yi| = |hxk , yk i hx, yk i + hx, yk i hx, yi|

= |hxk x, yk i + hx, yk yi| |hxk x, yk i| + |hx, yk yi| .

Since {yk } converges, it is bounded. So there exists M > 0 such

that ||yk || M . Now, we have

|hxk , yk i hx, yi| ||xk x|| M + ||x|| ||yk y|| 0.

Thus, hxk , yk i hx, yi.

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Convergence of sequences in Rn

45

4. Suppose xk x. Then

|xki xi | =

v

u n

uX

2

(xki xi ) t (xki xi )2 = ||xk x|| 0.

i=1

Conversely, if xki xi for all i = 1, ..., n, then for every > 0 there

are positive integers Ni such that |xki xi | < n for all k Ni .

Letting N = max {Ni : i = 1, 2, ..., n}, we have |xki xi | < n for

all k N . Now,

v

v

u n

u n

uX

uX 2

2

t

||xk x|| =

(xki xi ) < t

= .

n

i=1

i=1

covergence of a sequence in Rn it suffices to study the convergence of

its component sequences in R.

Next, we would like to restate the definition of a Cauchy sequence

for a sequence in Rn , or more generally in a metric space.

Definition 1.5.4. Let (X, d) be a metric space.

1. A sequence {xk } of points in X is called a Cauchy sequence if

d(xk , xj ) 0 as k, j , that is, for every > 0 there exists

positive integer N such that d(xk , xj ) < for all k, j N .

2. X is called a complete metric space if every Cauchy sequence in

X converges to a point in X.

As in R, every Cauchy sequence is bounded. Moreover, the definition

of subsequence of a given sequence in R, as well as, Propositions 1.1.27,

1.1.30 extend with identical proofs for sequences in Rn (all that is needed

is to replace | | by || ||). Thus, for any {xk } in Rn we have

Proposition 1.5.5.

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46

Next we prove the completeness of Rn .

Theorem 1.5.6. Rn is complete.

Proof. Since {xk } is Cauchy, for each i = 1, ..., n we have

|xki xji | ||xk xj || 0

as k, j . Hence each component sequence {xki } is Cauchy in R.

Since R is complete, there exist xi R such that xki xi for each i =

1, ..., n. Taking x = (x1 , ..., xn ) Rn , Theorem 1.5.3 yields xk x.

The importance of completeness is that it enables us to prove that

a sequence converges without a priori knowledge of the limit. It can

therefore be used to prove existence of the limit which would enable

us to prove important existence theorems in the theory of differential

equations and elsewhere.

Sequential convergence can be used to characterize the closure of a

set.

Proposition 1.5.7. Let S be a subset of Rn and x Rn . Then x S

if and only if there exists a sequence of points in S that converges to x.

Proof. Suppose x S. If x is in S iteslf, let xk = x for all k = 1.2.... If

x

/ S, then x S. Therefore, for each k the open ball B 1 (x) contains

k

points of S. So, for each k we can select a point xk S such that

||xk x|| < k1 . Thus, in either case, xk S and xk x. Conversely,

suppose {xk } is a sequence in S such that xk x. Then every open

ball around x contains elements of S. In fact, it contains all xk for

sufficiently large k. Hence, x S or x S. That is, x S.

Of particular interest in R is the following

Corollary 1.5.8. Let =

6 S R bounded from above. Suppose M =

sup(S). Then M S. Hence M S if S is closed. Similarly, for

m = inf(S).

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1.5

Convergence of sequences in Rn

47

that M k1 < xk M . Hence, xk M . Thus, M S.

Definition 1.5.9. Let S Rn . The diameter d(S) of S is

d(S) = sup {||x y|| : x, y S} .

Definition 1.5.10. A set S in Rn is called bounded if there exists R > 0

such that S BR (0). Equivalently, if its diameter is finite.

We conclude this section by generalizing the Bolzano-Weiestrass theorem to Rn .

Theorem 1.5.11. (Bolzano-Weiertsrass theorem in Rn )

1. Every bounded sequence in Rn has a convergent subsequence.

2. Every bounded infinite set in Rn has a limit point.

Proof.

1. Suppose ||xk || M for all k. Since |xki | ||xk || for all i =

1, ..., n, it follows that the sequences {xki }

k=1 of the components

are all bounded. Hence, from Corollary 1.1.28, we can extract

a convergent subsequence from each component sequence. The

trouble is that the indices on these subsequences might all be

different, so we can not put them together. (For example, we

might have chosen the even-numbered terms for i = 1 and the oddnumbered terms for i = 2). To construct the desired subsequence,

we have to proceed step by step. First we choose a subsequence

{xmk } such that the first components converge. This subsequence

is bounded. Hence it has a subsequence for which the second

components converge. This new subsequence has the property

that the first and the second components converge. Continuing

this way, after a finite number of steps we find a subsequence

whose components all converge.

2. Let S be an infinite bounded set in Rn . For k = 1, 2, ..., we

can select xk S with xk 6= xj for k 6= j. Then {xk }

k=1 is a

bounded sequence in Rn of distinct elements of S. By part (1),

{xk } has a subsequence which converges, say, to a. Hence, every

FUNCTIONS OF SEVERAL REAL VARIABLES

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48

a is a limit point of S.

1.6

Compactness

and in mathematics in general. Although there are several possible definitions of compactness, these all coincide in Rn .

In this section I will denote any (infinite) index set.

Definition 1.6.1. By an open cover of a set S S

in Rn we mean a coln

lection {Vi }iI of open set of R such that S iI Vi . A subcover is

a subcollection which also covers S.

Lemma 1.6.2. (Lebesgue covering lemma)13 Let S be a closed and

bounded subset of Rn and {Vi }iI an open cover of S. Then for each

x S, there exists some > 0 such that B (x) Vi for at least one

i I. (Such a number > 0 is called a Lebesgue number of S for the

open cover {Vi }iI .)

Proof. Suppose that such a > 0 does not exist. Then for each k =

1, 2, ..., there exists some xk S such that B 1 (xk ) Vic 6= for all i I.

k

Since S is bounded, {xk } is bounded and by the Bolzano-Weiretsrass

theorem it has a convergent subsequence,

S say, xmk x. Then x S =

S, by the closedness of S. Since S iI Vi , it follows that x Vj

for some j I. Moreover, since Vj is open there exists r > 0 with

Br (x) Vj . Now select some mk sufficiently large so that m1k < 2r and

k xmk x k< 2r . It follows that B 1 (xmk ) Br (x) Vj . That is,

B

mk

1

mk

open cover of S we can extract a finite subcover.

13

in analysis and developed what is now called the theory of Lebesgue integration.

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1.6

Compactness

49

if every sequence of points of S has a subsequence which converges to a

point of S.

The fundamental result is the following theorem and gives a simple characterization of compact sets in Rn : they are the closed and

bounded sets. The implication (1) (3) is known as the Heine-Borel

theorem 14 . It tells us, for example that closed and bounded sets are

compact.

Theorem 1.6.5. Let S be a subset of Rn . Then the following are

equivalent:

1. S is closed and bounded.

2. S is sequentially compact.

3. S is compact.

Proof. First we prove (1) (2). Suppose S is closed and bounded.

Let {xk } be a sequence of points in S. Since S is bounded, {xk } is

bounded. By the Bolzano-Weierstrass theorem {xk } has a convergent

subsequence, say xmk x. Since S is closed, x S.

Conversely, suppose S is sequentially compact. Let x be a limit point

of S. Then there is a sequence {xk } of points of S with xk x. By

the sequential compactness of S the sequence {xk } has a subsequence

which converges to a point of S. However, since every subsequence of a

convergent sequence converges to the same limit as the sequence, it follows that x S. Hence, from Proposition 1.4.15, S is closed. If S were

not bounded, then for each positive integer k there is a point xk S

with k xk k> k. By the sequential compactness, the sequence {xk } has

a convergent subsequence, say {xmk }. However, since any convergent

sequence is bounded, there is some M > 0 with k xmk k M for all mk .

This contradicts k xmk k> mk .

14

E. Heine (1821-1881). He is known for results on special functions (spherical harmonics, Legendre functions) and in real analysis. E. Borel (1871-1956). Mathematician and politician in Paris. A student of Darboux, he made important contributions

in analysis.

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S is bounded. An open cover of S is given by the open balls Bk (0),

k = 1, 2, ....

SmSince S is compact, a finite number of these balls covers S,

say, S k=1 Bk (0). Since B1 (0) B2 (0) ... Bm (0), it follows S

Bm (0) and so S is bounded. Now we show that S is closed by showing

that S c is open. Let y S c . For each x S, let rx = 21 k x y k> 0.

Then the open balls {Brx (x)}xS cover S. Since S is compact,

there is

S

a finite number of points x1 , ..., xm S such that S m

B

j=1 rxj (xj ).

Take r = min rxj : j = 1, ..., m . Then Br (y) S = . Hence, Br (y)

S c , so that S c is open.

S

Conversely, suppose S is closed and bounded. Let S iI Vi be an

open cover of S. We claim that for each r > 0, there exist x1 , ..., xm S

such that

S

m

[

Br (xj )

j=1

For suppose not; let r > 0 and fix some x1 S. Then choose

x2 (S Br (x1 )). Continuing this way, using induction, choose xk+1

(S\kj=1 Br (xj )). Then, k xk xm k r for k 6= m. This implies that the

sequence {xk } of points in S can not have any convergent subsequence.

Since S is bounded, {xk } is also bounded and the Bolzano-Weierstrass

theorem implies that {xk } has a convergent subsequence. This contradiction proves our claim. Now, by Lemma 1.6.2, let > 0 be a Lebesgue

number of S

S for the open cover {Vi }iI and choose x1 , ..., xm S such

that S m

j=1 B (xj ). For each

Sm some ij I such

Smj = 1, ..., m pick

that B (xj ) Vij . Then S j=1 Br (xj ) j=1 Vij . Hence, S is

compact.

Note that every finite subset of Rn is obviously bounded and being

closed it is therefore compact. As the following exercise shows, both

the boundedness and the closedness of the subset S in Rn are needed

to guarantee the compactness of S.

Exercise 1.6.6.

1. Let S = (0, 1] in R. Note that S is bounded but

not closed. Take Vk = ( k1 , 2). Show that {Vk }kZ+ is an open

cover of S but contains no finite subcover of S.

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1.6

Compactness

51

Vk = (k 2, k). Show that {Vk }kZ+ is an open cover of S but

contains no finite subcover.

Remark 1.6.7. The proof of (3) (1) given above is valid in any

metric space. Thus, in any metric space, a compact set is closed and

bounded. However, the converse, that is, the Heine-Borel theorem does

not necessarily hold in any metric space. For example, let X be an

infinite set and d the discrete distance on X (that is, d(x, y) = 1 if

x 6= y and d(x, y) = 0 if x = y.) The set X is bounded since the

distance between any two of its points is at most 1. In addition, X

being the whole space is closed.

Let r = 12 . For each x X, note

S

that Br (x) = {x} and X = xX Br (x). But this open cover has no

finite subcover. Hence X is not compact. What goes wrong here is

the fact that no infinite subset of X (with the discrete distance) has a

limit point (in other words, no sequence of distinct points can converge).

This means that the Bolzano-Weierstrass theorem is not valid in this

case. However, if the Bolzano-Weierstrass theorem were valid in some

metric space, then (as in the above proof of (1) (3)) the Heine-Borel

theorem would also be valid. Further nontrivial examples will follow

from Exercise 1.8.22.

Proposition 1.6.8. A closed subset A of a compact set S is itself

compact.

Proof.

Let {V

i }iI be an open cover of A. Then the collection

{Vi }iI , Ac is an open cover of S. Since S is compact we can extract a finite subcover of S. As A Ac = , it follows that the open

cover {Vi }iI of A contains a finite subcover of A.

Corollary 1.6.9. If A is closed and S is compact, then AS is compact.

Next we consider the relationship of completeness to compactness.

Notice that in a complete space we dont know anything about the

limit of the Cauchy sequence, just that there is one. So completeness is

considerably weaker than compactness. For this reason when working

with completeness we are not at all restricted to Rn (although from our

arguments it may seem we are).

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52

X is complete.

Proof. Let {yn } be a Cauchy sequence in Y . Since the metric on Y is

the restriction of the one on X, {yn } is a Cauchy sequence in X. By

completeness it converges to a point x X. But since Y is closed,

xY.

Definition 1.6.11. A locally compact metric space is a space in which

each neighborhood of a point contains a compact neighborhood (of that

point).

Compact spaces are (obviously and trivially) locally compact. Every

infinite set with the discrete metric is locally compact, but as we saw in

Remark 1.6.7, it is not compact. Since closed balls are compact in Rn ,

Rn is locally compact.

We end this section with a proposition which is a special case of the

celebrated Tychonoff Theorem. This important result states that the

product of an arbitrary collection of compact spaces is compact. Here

we require only the following,

Proposition 1.6.12. If X and Y are compact metric spaces, then so

is X Y .

Proof. A metric on X Y is given for instance as

d((x, y), (a, b)) = max(dX (x, a), dY (y, b)).

The reader should check that this is a metric and restricted to X or Y

gives the original one. The rest is then a simple exercise in sequential

compactness and is left to the reader.

1.7

It can be shown that for 1 p <

!1

n

p

X

p

||x||p =

|xi |

i=1

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1.7

53

p = 2 the 2-norm is just the Euclidean norm. In Example 1.3.9 we saw

holds the norms || || and || || on Rn are called equivalent. More

generally we have

Definition 1.7.1. Given two norms || ||1 and || ||2 in Rn (or in any

normed linear space), the norms are called equivalent if there exist > 0

and > 0 such that, for all x Rn ,

||x||1 ||x||2 ||x||1 .

Note that if a sequence converges (or is Cauchy or is bounded) with

respect to one norm it also converges (is Cauchy or is bounded) with

respect to any other equivalent norm. However, it may happen that a

sequence converges with respect to one norm and diverges with respect

to another. Fortunaltely, in Rn we do not have such worries. As we

see in the following theorem all norms in Rn are equivalent. In fact,

we prove that all norms in a finite-dimensional normed linear space are

equivalent.

Furthermore note that equivalent norms give equivalent metrics and

so a set which is open with respect to one metric is also open with

respect to the other and vice versa.15

Theorem 1.7.2. Let V be a finite dimensional normed linear space.

Then all norms on V are equivalent. In particular, this holds on Rn .

Proof. Let B = {v1 , ..., vn } be a basis of V and x V . Then x can be

written uniquely as x = a1 v1 + ... + an vn . Let

||x||1 =

n

X

i=1

|ai |.

on V . We will show that || || is equivalent to || ||1 . We have

!

n

X

||x|| = ||a1 v1+...an vn || |a1 |||v1 ||+...+|an |||vn || max ||vi ||

|ai | .

i=1,...n

15

i=1

In the language of topology this means the norms give rise to the same topology.

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54

To find > 0 such that ||x||

claim that there exists

P1n ||x||, we P

c > 0 such that ||x||1 c||x|| or i=1 |ai | c|| ni=1 ai vi ||. Then with

= 1c it will follow that ||x||1 ||x||.

P

Thus, it remains to prove our claim. First note that if ni=1 |ai | 6= 1,

then taking bi = Pnai |ai | for i = 1, ...n, we see, it is enough to show

i=1

P

P

that for x = ni=1 bi vi with ni=1 |bi | = 1 there exists c > 0 such that

1 c||

n

X

i=1

bi vi || = c||x||.

Suppose that such a c > 0 doesnt exist. Then for all c > 0 we have 1 >

obtain a sequence

c||x|| orP||x|| < 1c . In particular, for c = k = 1, 2, ... weP

{xk = ni=1 bki vi } of vectors in V satisfying ||xk ||1 = ni=1 |bki | = 1 and

||xk || < k1 0. Then the sequence {[yk ] = (bk1 , ..., bkn )} of the coordinate vectors of the sequence {xk } relative to the basis B is bounded

(with bound 1) in Rn . Therefore from the Bolzano-Weierstass theorem,

the sequence {(bk1 , ..., bkn )} in Rn contains a convergent subsequence,

say, {dk = (dk1 , ..., dkn )} converging to d = (d1 , ..., dn ).

Pn

Pn

Pn

PnNow, let x = i=1 di vi . Then 1 = i=1 |dki | i=1 |di |, that is

i=1 |di | = 1, while

||xk || = ||

n

X

i=1

dki vi || ||

n

X

i=1

di vi ||.

P

P

Since ||xk || 0, it follows that || ni=1 di vi || = 0 and so ni=1 di vi = 0

which is impossible since {v1 , ..., vn } are linearly independent.

1.8

vectors. Show the following improvement of the triangle inequality.16

16

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1.8

55

x

y

||x + y|| ||x|| + ||y|| 2

+

||x|| ||y||
min(||x||, ||y||).

Solution.

To see this note that without loss of generality we may assume that ||x|| =

min(||x||, ||y||). Then by the triangle inequality,

||x||

||x||

||x||

||x + y|| =

x+

y + 1

y

||x||

||y||

||y||

x

y

+ ||y|| ||x||

+

||x||

||x|| ||y||

x

y

= ||y|| +

+

1 ||x||

||x|| ||y||

x

y

= ||x|| + ||y|| +

2 ||x||.

+

||x|| ||y||

x

y

||x + y|| ||x|| + ||y|| 2

+

||x|| ||y||
max(||x||, ||y||)

equality holds in both inequalities.

Exercise 1.8.2. Let {v1 , ..., vk } be an orthonormal set in V . Then

1. For every x V , there exists y span {v1 , ..., vk } such that

||x y|| = min {||x z|| : z} span {v1 , ..., vk } .

In fact, y =

2. For x V ,

Pk

Pk

j=1

17

Gauss. He systematized the so-called Bessel functions (discovered by D. Bernoulli).

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56

Solution.

Pk

say z = j=1 aj vj , we then have

||xz||2 = ||x

= ||x||2 2

k

X

j=1

k

X

j=1

aj vj ||2 = hx

aj hx, vj i +

k

X

j=1

= ||x||2 +

k

X

aj vj , x

j=1

j=1

a2j = ||x||2 2

k

X

j=1

k

X

k

X

aj vj i

aj cj +

j=1

(aj cj )2

k

X

k

X

a2j

j=1

c2j .

j=1

The choice aj = cj for all j = 1, ..., k, minimizes the quantity ||x z||.

Therefore, the best approximation to x by elements of span {v1 , ..., vk }

Pk

is y = j=1 hx, vj ivj .

0 ||x

k

X

j=1

k

X

j=1

hx, vj i2 .

Hence,

k

X

j=1

(span {v1 , .., vk }) .

Solution.

This is so because (x y)vi for all i = 1, ..., k. Indeed,

hx y, vi i = hx

k

X

j=1

cj vj , vi i = hx, vi i

k

X

j=1

cj hvj , vi i = ci ci = 0.

1. Any union of open sets is open

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1.8

57

Solution.

S

1. Let {Vi }iI be any family of open subsets of X and let x iI Vi .

Then x Vi for some i I. Since Vi is open there exists r > 0 such

S

S

that Br (x) Vi iI Vi , that is, iI Vi is open.

T

2. Let {Si }iI be any family of closed subsets of X. Let S = iI Si . Then

by the De-Morgan law

!c

\

[

c

S =

Si

=

Sic

iI

iI

Exercise 1.8.5. Let S be an open subset of a metric space X. Show that

(S) = .

Solution. Suppose (S) 6= . Let x (S) . Then there exists an open ball

Br (x) such that

Br (x) (S) S = S S c = S S c S c .

Therefore Br (x) S = which is a contradiction.

Remark. A subset A of X is said nowhere dense if (A) = . Note that since

S is closed, we have shown that the boundary of any open set is nowhere

dense.

Exercise 1.8.6. (Nested sets property in Rn ). Let {Sk : k = 1, 2, ...} be a sequence of closed sets in Rn such that Sk+1 Sk for every k and d(Sk ) 0 as

T

k . Then k=1 Sk = {x}.

sequence. Let > 0. Since d(Sk ) 0 as k , there exists N such that

d(SN ) < . At the same time, since Sk+1 Sk , xk , xj SN for k, j N .

Hence ||xk xj || d(SN ) < , and so {xk } is Cauchy. Since Rn is complete, it

follows that {xk } converges to some point, say x, in Rn . For every m, xk Sm

T

for k m, and so x Sm since each Sm is closed. That is, x m=1 Sm . Finally, if y were any other point such that y Sk for all k, then ||x y|| d(Sk )

for all k. Since d(Sk ) 0 as k , this implies ||x y|| = 0, or x = y.

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58

instead that Sk are bounded, viz, Sk are compact, the intersection is nonempty

(but need no longer be a singleton). Indeed The sequence {xk } with xk Sk is

now bounded and by the Bolzano-Weierstrass theorem (Theorem 1.5.11) has

a convergent subsequence {xmk }. Say xmk x as k . Since xmk Sj

for all mk j, and each Sj is closed, it follows that x Sj for all j. Hence

T

x j=1 Sj . Of course now,

the intersection need

no longer be a singleton. Take for example, Sk = x Rn : ||x|| 1 + k1 , then the intersection is

{x Rn : ||x|| 1}, the closed unit ball.

Next we give an alternative proof of the Heine-Borel theorem.

Exercise 1.8.7. (Heine-Borel theorem). Let S be a closed and bounded subset

of Rn . Then S is compact.

Qn

Proof. Since S is bounded its contained in a cube C = i=1 [ai , bi ]. If we can

show that C is compact then so is S since it is closed (see Proposition 1.6.8).

Thus we may assume S = C. Let Uj be an open covering of C. Suppose it

has no finite subcover. By dividing each interval [ai , bi ] in half we can divide

C into 2n (congruent) parts. Therefore one of these parts say C1 cant be

covered by finitely many of the Uj , for otherwise since there are only finitely

many of these and their union is C we could get a finite subcover of C itself.

Continue in this way by applying the

to C1 we can inductively

sameQreasoning

n

construct a descending sequence, Ck = ik =1 [aik , bik ] : k = 1, 2, ... each of

half the size of its predicessor and none of which can be covered by a finite

number of the Uj . For x and y Ck , ||x y|| 12 d(C1 ). By Theorem 1.1.22

k=1 Ck . In particular, x C1 so x Uj for some j.

in Uj . That is, if ||x x || < r, then x Uj . Choose k large enough so that

1)

1

2k d(C

r . Then 2k d(C1 ) r and so Ck Uj , a contradiction.

Exercise 1.8.8. (Riesz Lemma 18 ). Let W be a closed proper linear subspace

of a normed linear space V , and let R with 0 < < 1. Then there exists

a unit vector v V such that

||v w|| > , for all w W .

18

F. Riesz (1880-1956). He did some of the fundamental work in developing functional analysis.

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1.8

59

belonging to W . Let

d = d(v1 , W ) = inf ||v1 w||.

wW

to v1

/ W . For any 0 < < 1, since d > d, the definition of d implies that

there exists some w0 W such that ||v1 w0 || < d . Consider now

v =

v1 w0

.

||v1 w0 ||

v1 w0

1

d

=

||vw|| =

w

||v1 w0 ||

||v1 w0 || kv1 w0 (||v1 w0 ||)wk ||v1 w0 || > ,

since {w0 + (||v1 w0 ||)w} W .

Miscellaneous Exercises

Exercise 1.8.9. Let S be a bounded set in R. Prove that

sup(S) inf(S) = sup {|x y| : x, y S} .

Exercise 1.8.10. Show that the set S =

R, that is, show that S = R.

m

10n

: m Z, n Z+

is dense in

Exercise 1.8.11. Show that the set S = n + m 2 : n, m Z is dense in

R.

Exercise 1.8.12. Let {ak } be a bounded sequence in R such that 2ak

ak1 + ak+1 . Show that

lim (ak+1 ak ) = 0.

a1 = 1 and ak+1 = 12 (ak +

Show that {ak } converges and limk =

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2

ak )

2.

for k = 1, 2, ....

60

Show that {xk } converges.

1

k

+ 1j .

Cauchy sequence, show that the set {ak : k = 1, 2, ...} has at most one limit

point.

Exercise 1.8.16. Let be an open subset of Rn and suppose a and

u Rn with u 6= 0. Prove that the set A = {t R : a + tu } is open in R.

Exercise 1.8.17. Let S1 , S2 be subsets of Rn . Show that (S1 \ S2 )

S1 S2 .

Exercise 1.8.18. Let S Rn be bounded. Show that S is compact.

Exercise 1.8.19. Call a set semi-closed if (S) = S . Show that the intersection of two semi-closed sets is semi-closed.

Exercise 1.8.20. (*) Show that every finite dimensional vector space has a

basis and any two bases have the same number of elements.

1

Pn

Exercise 1.8.21. (*). Let 1 p < and ||x||p = ( i=1 |xi |p ) p . Show that

||x||p is a norm (called the p-norm). The triangle inequality in this case is the

so-called Minkowskis inequality 19

! p1

! p1

! p1

n

n

n

X

X

X

p

p

p

|xi + yi |

|xi |

+

|yi |

.

i=1

i=1

i=1

calculus to determine the monotonicity of f on [1, ). For an alternative proof

of this inequality see Exercise 3.12.27.

Exercise 1.8.22. (*) For a normed linear space X the following are equivalent.

1. The Bolzano-Weierstrass theorem holds.

2. The closed unit ball B1 (0) in X is compact.

3. dim(X) < .

Hint. If dim(X) = , use Exercise 1.8.8 (Riesz lemma) to construct a sequence

of unit vectors {xn } in X such that ||xn xm || > 12 for all n 6= m.

19

H. Minkowski (1864-1909). He used geometrical methods to solve difficult problems in number theory, mathematical physics and the theorey of relativity. He held

positions at G

ottingen and Zurich and was the thesis advisor of C. Caratheodory.

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