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Set Theory

Theory of sets serves as a foundation for functional analysis. Sets are collection of mathematical objects,
such as numbers, vectors, or functions.

Sets
A set is a collection of objects; the objects are called the members or elements of the set. If the object x
is a member of a set A, we write

xEA

which is read "x is an element of A" or "x belongs to A". The expression

x~A

reads "x is not an element of A". The sets we deal with are all well-defined sets in the sense that it will
be possible to determine if a given element is or is not a member of a given set.

Examples
1. Consider the set A of all positive integers less than or equal to 5.

A = {l,2,3,4,5}
Here, the set is described by listing its elements. A concise way of defining the set would be to write

A = {n: nEZ, 1 s n s 5}

where Z denotes the set of all integers. Here, the set is defined by stating properties or rules that
help in deciding whether an object is a member of the set. The expression in brackets is read "the
set of all n, n being an integer such that 1 ~ n ~ 5."

2. Consider the set of all nonnegative integers:

Z+ = {n:n E Z,n ~'O}

Note that the set in the first example is an example of a finite set, that is, a set comprising a finite
number of elements. An infinite set is one that does not have a finite number of elements; the set in
the second example is an infinite set.

3. Sometimes we view in a particular application that all sets under investigation are contained in
some large fixed set called the universal set, denoted by U. Given a universal set and a property,
there may be no element in the universal set which has the required property. For example, the set

{n:n E 7l+,n2 = 5}
has no elements since no positive integer has the specified property. This is an example of an empty
set. The empty or null set is the set with no elements, and is denoted by 0.

0= {n:n E 7l+,n2 = S}
Subsets
If A and B are two sets, we say that A is a subset of B if each element of A is an element of B.This is
written as

AcB

According to this definition, every set is a subset of itself. To distinguish subsets that do not coincide
with the set in question, we say that A is a proper subset of B if A is a subset of B and if, furthermore, B
also contains elements that do not belong to A.

If A is not a subset of B, this is indicated by

ActB

For example, if A is given by

A = {n: n E 71.,1 ::; n ::; S}

then

C = {l,2,3} is a proper subset of A

but

DctA

where

D = {l,2,6}
Equal Sets
Two sets A and B are equal if they contain exactly the same elements. The equality of the sets is
denoted by

A=B

From the definition of a subset, we see that two sets A and B are equal if, and only if,

AcB and BcA

For example, if

A = {x:x2 = 4}
and

B = {2,-2}

then

A=B

Union
The union of two sets A and B, written Au B, is the set consisting of all element that are in A or in B.
That is,

A UB = {x: x EA or x E B}

This is shown graphically in a diagram, called Venn diagram; the universal set is represented by a
rectangle and its subsets are points or areas within the rectangle.

Figure 1

The process of taking unions of two sets can be extended by repetition to give unions of any finite
collection of sets. The union of a number of sets Ai' A2' ... ,An is the set of elements x belonging to Ai
or A2 or A3 ... or An; we use the notation

Intersection
The intersection of two sets A and B, written A n B, is the set of all elements that belong to both A and
B. This indicates,

A n B = {x: x E A and x E B}

Figure 2 _

The process of taking intersections of two sets can be extended by repetition to give intersections of any
finite collection of sets. The intersection of a number of sets Ai' A2' ... ,An is the set of elements
common to all n sets and is denoted

Difference
The difference of two sets A and B, written A - B, is the set of all elements of A that do not belong to
B. This indicates,

A - B = {x: x E A,x f/. B}

Figure 3

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1
Complement
The complement of a set A, denoted by A', is the set of all elements not in A. That is,

A' = {x E U: x fl A}

Figure 4

Example
4. For this example, consider ::l as the universal set. Let

A = {x: x E z, 1 ::; x ::; 10}

B = {9,10,11,12}
Then

A uB = {x: x E z, 1 ::; x ::; 12 }

An B = {9,10}
A - B = {x: x E z, 1 ::; x ::; 8}

A' = {-..- 3, -2, -1,0,11,12,13, ..·}

Countable Sets
The elements of some infinite sets can be "labeled" by positive integers. Such an infinite set is of the
form

Theses sets have one-to-one correspondence with the set of positive integers. There are infinite sets
that cannot be labeled as in the equation above.

A set that can be put in one-to-one correspondence with positive integer is called a countable set. It is
evident that any finite set A is countable, for if A has m members we may label them ai' a2, a3,'" am'

Examples
5. The set of functions

is countable.

6. Sets such as the set of points

A = {x: 0 ::; x ::; 1}


on the real line are not countable. That is, the set of real numbers between 0 and 1 cannot be
labeled in the form ai' a2' a3' ....

Cartesian Products
The Cartesian product of two sets A and B, denoted by A x B, is the set of all ordered pairs (a, b),
where a E A and b E B.

A x B = {(a,b):a E A,b E B}

We refer to the elements a and b as components of the pair (a, b).

For example, if

A = {l,2,3} and B = {7,8}


then

A x B = {(l,7), (1,8), (2,7), (2,8), (3,7), (3,8)}

The set A x B represents a set of points in the plane defined by a pair of Cartesian coordinates axes; the
horizontal axis is identified with the members of the set A, while the vertical axis with the members of
B.

Figure 5

The concept of the Cartesian product may be extended to products of more than two sets. For example,
the Cartesian product Ai x A2 X A3 X ... X An is defined to be the set of all ordered n-tuples. Note that,
in general, B xA *' A x B. For example,
B x A = {(7,l), (7,2), (7,3), (8,1), (8,2), (8,3)}

which is not the same as A x B.

Classes
We refer to sets whose elements are themselves sets as classes. For example, if A, B, and C are the sets

A = {O,l} B={a,b,c} C={4}

the collection

cA = {{O,l}, {a, b, c}, {4}}


is a class with elements A, B, and C.

The power set or power class of a set A, denoted peA), is defined as the class of all subsets of A. If A is a
finite set with n elements, its power set peA) has 2n subsets, including ¢ and the set itself.

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Disjoint Sets
Two sets A and B are disjoint if and only if they have no elements in common; their intersection is the
empty set cp.

AnB=cp

A collection C of sets is said to be a disjoint collection of sets or a collection of pairwise disjoint seats if
any two sets in C are disjoint.

Infinite Unions and Intersections


Notions of union and intersection of sets can be generalized to the case of infinite families of sets. Let 'B
be a class of sets (possibly infinite). The union of sets from class 'B is the set of all elements x that belong
to some sets from 'B. We use the notation

U{B: B E 'B} = {x: there exists a B E'B such that x E B}

Similarly, the intersection of sets from class 'B is the set of all elements x that belong to every set from
'B. We have

n{B: B E 'B} = {x: for every B E 'B, x E B}

Example
Suppose lffi. denotes the set of all real numbers and lffi.2 the set of ordered pairs (x, y) of real numbers.
Then the set Am = {(x, y): y = mx} is the set of points on the straight line y = mx in the Euclidean
plane. The set of all such lines is the class

In this case,

n Am = {(O,O)}
UAm =lffi.2 -{(O,y): Iyl > a}
That is, the only point common to all members of the class is the origin (0,0), and the union of all such
lines is the entire plane lffi.2, excluding the y-axis, except the origin, since m = 00 fl lffi..

De Morgan's Laws
De Morgan's laws relate complements to unions and intersections of sets. For example, if A and Bare
subsets of a given set X, De Morgan's laws state:

(A U B)' = A' n B'

(A n B)' = A' U B'

De Morgan's laws hold for the unions and intersections of arbitrary classes of sets (in particular infinite).

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Ii
De Morgan's laws express duality effect between the notions of union and intersection of sets and
sometimes they are called the duality laws.

Relations
Formally, if we have two sets A and B with Cartesian product A x B, then a relation is a subset of A x B.
Intuitively, a relation means, given two sets, some members of one set may be related to some
members of the other set in a specified way.

Examples
21. Let A be the set of all men (in a given community, say), and B be the set of all women. Then for
a E A and b E B, "a is the husband of b" defines a relation on A x B.

22. Let A = {2, 3, 4}, B = {3, 4,5, 6}, and consider the relation "y is divisible by x", for (x, y) E A x
B. Then the subset making up this relation is

{(2,4), (2,6), (3,3), (3,6), (4,4)}

Equivalence Relations
The kinds of relations that are particularly useful are those that have some well-defined structure built
into them. We now consider some of these relations, with particular reference to the case in which the
ordered pairs come from a single set; that is, given a set A, we consider relations on A x A. We use the
notation «:» to indicate the relationship between two elements of a set A.

Given a set A, a relation - on A is

reflexive if a - a,

symmetric if a - b implies that b - a

antisymmetric if a - band b - a imply that a = b,


transitive if a - band b - c imply that a - c,

foralla,b,c E A.

A relation that is reflexive, symmetric, and transitive is called an equivalence relation. Such relations may
serve to generalize the familiar notion of equality (=) in the set of real numbers.

Example
Let L denote the set of all straight lines in the Euclidean plane. The rule "is parallel to" defines a relation
R on L. The relation R is transitive, since if line a is parallel to line band b is parallel to c, then a is
parallel to c. R is symmetric since a - band b - a and R is reflexive, if we admit that every line is
parallel to itself. Therefore, R is an equivalence relation.

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Partial and Linear Orderings
A relation - on a set A is a partial ordering if it is reflexive, antisymmetric, and transitive. It is
conventional to denote a partial ordering by the suggestive symboll/~" rather than the generic symbol
1/-", since the standard operation I/~" on the set Iffi. in fact defines a partial ordering on that set.

A partially ordered set is a pair (A, ~), where A is a set and ~ is a partial ordering on A.

If (A, ~) is a partially ordered set and ~ also satisfies the condition

x~y or

for every x, yEA, then the set A is said to be linearly ordered, and ~ is called a linear ordering on A.

Examples
23. Consider the relation 1/<" on the real line. This is not reflexive since, for any real number x,
x -c x. It is also not symmetric. However, it is transitive: x < y and y < z imply that x < z.

24. The operation I/~" defines a partial ordering on Iffi.; it is reflexive (x ~ x), antisymmetric (x ~ y
and y ~ x imply that x = y), and transitive (x ~ y and y ~ z imply that x ~ z). Note that it is
not, however, an equivalence relation, since it is not symmetric (x ~ y does not imply that
y ~ x).

25. Let'F be a family of sets; that is, 'F is a set whose members are themselves sets. Then set
inclusion c is a partial ordering on 'F; note in particular that for any two sets A and B in 'F,
A c Band Be A implythatA = B.

26. Let A be the set of triangles in the plane, and let «:» be the relation defined by "is similar to".
Then this defines an equivalence relation on A.

Partitions
Let A be any set, and suppose that it is possible to define subsets Av Az, ... of A which have the
properties that

the sets Ai are pairwise disjoint; that is, Ai n Aj = c/J, i * t. for all i.] = 1,2,'"

Ai U Az U .. · =A
Then the family of sets {AvAz,"'} is called a partition of A. This concept is illustrated in figure 1 for the
case of a set A in Iffi.z.
Figure 1

Examples
27. Let X = {1,2,3, ... ,9}, A = {1,4,7}, B = {2,3,5,6}, and C = {7,8,9}. Then {A, B, C} is not a
partition of X; X = A u B u C but A n C = {7} 1= cp.

28. Consider the plane IRl.2 and the family of subsets Aa defined by Aa = {x E IRl.2: X2 = a}. Thus, Aa
is the set of points lying on the horizontal line X2 = a. Then {Aa: a E IRl.} defines a partition on
IRl.2.

Equivalence Classes
Suppose that - defines an equivalence relation on a set A, and for each a E A, define the set Aa by

Aa = {x E A: x - a}

Then Aa is called an equivalence class determined bya.

Example
The rational numbers <Q are equivalence classes on pairs of integers. Consider the relation R on
x (71..- {O}) defined by {(p, q), (x, y)} E R iff py = qx. Then R[(p, q)] is a set of pairs (x, y) E 71..x 71..
71..
such that (x, y)R(p, q); that is, x/y = p f q, We usually write this equivalence notation simply

R[(p, q)] =~
It turns out that there is a close relation between partitions and equivalence relations. For example, if A
is the set of all triangles, the relations "is congruent to" or "has the same area as" are equivalence
relations that segregate triangles into certain equivalence classes in A. We explore this now. We first
prove the following Lemma.

Lemma
Let R denote an equivalence relation on a set A and R[a] an equivalence class for a EA. If b E R[a],
then R[b] = R[a].
Proof: By definition b E R[a] = {x: x E A, x - a} ~ b - a; similarly, x E R[b] ~ x=-b, Since R is
transitive, x - a, and therefore, R[b] ~ R[a]. A repetition ofthe argument assuming x E R[a] yields
R[a] ~ R[b], which means that R[a] = R[b] and completes the proof.

Lemma
If R[a] n R[b] "* cp, then R[a] = R[b].
Proof: Suppose that R [a] n R [b] = {a, fl, ...} "* cpo Then a E R [a] and a E R [b]. By the previous
lemma, this means that R[a] = R[b].
Lemma
If R is an equivalence relation on A and R[a] an equivalence class for a E A, then

U{R[x]: x E A} =A
Proof: Let Y = U{R[x]: x E A}. Then each y E Y belongs to a R[x] for some x E A, which means that
Y ~ A. Consequently, U{R[x]: x E A} cA. Now take z EA. Since R is reflexive, z - z, and Z E R[z].
Therefore A c U{R[x]: x E A}. This completes the proof.

In example 29, the equivalence relation x - y may be defined on ~2 by X2 = Y2; then the horizontal
line Aa passing through a is the equivalence class defined by a.

We show that the family of equivalence classes in fact defines a partition of A.

First, we note the result that if b E Aa, then Ab = Aa. To see this, observe that by definition, b - a.
Now take any x E Ab such that x - b; then since the relation is transitive, x-a. Thus Ab C Aa. A
repetition of the argument, starting with x E Aa, yields the result that Aa cAb, so that Ab = Aa, as
desired.

We also note a preliminary result: if two equivalence classes Aa and Ab contain at least one element in
common, then they are in fact equal; that is,

(a)

Theorem 2
Let - be an equivalence relation on a set A. Then the equivalence classes defined by - constitute a
partition of A.

Proof: We must show that the set of equivalence classes {Aa: a E A} satisfies

(i) U {Aa: a E A} =A
(ii) Aa n Ab = cp for b ""'a

To prove (i), let B =U {Aa: a E A}. Then any b E B belongs to some Aa, for a suitable choice of a, and
hence b belongs also to A. Thus B ~ A. Next take any c E A. By reflexivity we have c - c, or c belongs
to Ae, and hence c belongs also to B. It follows that (i) holds.

r------ l"
~------ __~~------~--~------ _
The result (a) implies that if Aa "* Ab' then Aa and Ab must be disjoint.

Theorem Proving
Typically a branch of mathematics is constructed in the following way. A small number of statements,
called axioms, is assumed to be true. To signify this, we may assign the letter lit" to them. Then there are
various ways to construct new statements and some specific rules are prescribed to assign the value lit"
of "f" (false) to them. Each of the new statements must be assigned only one of the two values. If, in a
situation, it turns out that a statement is simultaneously true and false, it will mean that the set of
axioms is inconsistent and the whole theory should be abandoned from the mathematical point of view;
however, there are many inconsistent theories in engineering practice, and they are still in operation
because they are satisfactory under some prescribed conditions.

For a consistent set of axioms, the statements bearing the lit" value are called theorems, lemmas,
corollaries, and propositions.

1. A theorem is an important true statement.

2. A lemma is a true statement, serving as an auxiliary tool to prove a theorem.

3. A proposition is a theorem which is not important enough to be called a theorem. This suggests
that the name theorem be used rather rarely to emphasize especially important key results.

4. A corollary is a true statement, derived as an immediate consequence of a theorem or


proposition with little extra effort.

The notion of necessary and sufficient conditions is central to theorem proving. Suppose that we are
given two mathematical statements, labeled p and q. Suppose we are told that if p holds true, then so
does q. For example, p may be the statement "x = 2" and q may be the statement "x3 = 8".
We may state this as the statement p implies statement q, and write

p~q

We may say that q holds if P holds. Stated in another way-a sufficient condition for q to hold is that p
holds. In the proofs, assume that q holds, and show that this implies p.

Now consider the converse,

and we may say q holds only if p holds. This may be stated as-a necessary condition for q to hold is that
p holds. For example, the necessary condition for x3 = 8 to hold is x = 2". In the proofs, assume that p
holds, and show that this implies q.

When the statements p and q imply each other, we write


.P ~q

and say q holds iff (if and only if) p holds or a necessary and sufficient condition for q to hold is that p
holds. In the context of proofs of theorems and the like, the typical approach is a two-stage one:

~ sufficiency (if): assume that q holds, and show that this implies p;
~ necessity (only if): assume that p holds, and show that this implies q.

Example
Let p be the statement "a? > 4 and a> 0" and q the statement "a> 2".

Assume first that q is true; then clearly p is true. Thus q is a sufficient condition for p to hold.
Conversely, assume that p is true; this implies that a > 2. So, P is the necessary condition for q to hold.

A methodology of proving theorems is the proof by contradiction. It is based on the fact that the
statement "if A holds, then B holds" is equivalent to the statement "if B does not hold, then A does not
hold". Faced with the task of proving that A implies B, the procedure starts off by assuming that B does
not hold. The task is then to show that this implies that A is not valid, usually by obtaining a
contradiction of the original assumption.

Example
If n = k2 + 1, and k is a natural number, then n cannot be a square of natural number.

Proof: Assume, contrary to the hypothesis, that n = l2. Thus, k2 +1= l2. Consequently,

1 = l2 - k2 = (l - k)(l + k)
a contradiction, since (l - k) *- (l + k) and 1 is divisible only by itself.

Principle of athernatical Induction


The principle 0 athematical induction is useful in theorem proving. To state this principle we need
the concept of an en statement.

Suppose that Sex) is a expression which depends upon a variable x. The variable x may be thought of
as the name of an unspec ied object from a certain given set X. In general it is impossible to assign the
"true" or "false" value to suc an expression unless a specific value is substituted for x. If, after such a
substitution, Sex) becomes a st open statement. For example, the
ement then Sex) is called an
expression X2 > 3 with x E ~ is an pen statement which becomes true for x bigger than 1 and false
for x = l.

The principle of mathematical induction stat that:

Let Ten) be an open statement for n E ~. Suppos that

1. Tel) (is true)

2. Tek) ~ T(): + 1) Vk E N

~ 12
then

T(n) 'in (is true)

Example
Using the Principle of Mathematical Induction, prove that the sum of the first n natural numbers is given
by Sn = n(n + 1)/2.
Proof: 5(1) = 1. T(l) is true.

S(k+1)=S(k)+(k+1)
= k(k+1) +(k+1)
2
_ k(k + 1)+ 2(k + 1)
2
_ (k+1Xk+2)
2

Thus,

T(k) ~ T(k + 1) 'ik E N

Hence proved.

Algebra of Sets
A collection ell of subsets of X is called an algebra of sets or a Boolean algebra if

(i) A U B is in ell whenever A and B are, and


(ii) A' is in ell whenever A is.

It follows from De Morgan's laws that

(iii) A n B is in ell whenever A and Bare.

If a collection ell of subsets of X satisfies (ii) and (iii), then by De Morgan's laws it also satisfies (i) and is
therefore a Boolean algebra. By taking unions two at a time, we see that if Al' ... ,An are sets in ell, then
Al U A2 U ... U An is again in ell. Similarly, Al n A2 n ...n An is in ell.

Proposition 1
Given any collection C of subsets of X, there is a smallest algebra ell which contains C; that is, there is an
algebra ell containing C such that if'B is any algebra containing C, then 'B contains ell.

Proof: Let T be the family of all algebras (of subsets of X) that contain C. Let ell = n{'B: 'B E fl. Then C
is a subcollection of ell, since each 'B in f contains C. Moreover, ell is an algebra. For if A and B are in
ell, then for each 13 in 'F we have A E 13 and B E 13. Since 13 is an algebra, Au B belongs to 13. Since this
is true for every 13 E 'F, we have A U B in n{13: 13 E 'F}. Similarly, we see that if A E ell, then A' E ell.
From the definition of ell, it follows that if 13 is an algebra containing C, then 13 ::::> ell.

The smallest algebra containing C is called the algebra generated by C.

a-Algebra of Sets
A collection ell of subsets of X is called a (J-a/gebra of sets if the following conditions hold.

(i) A' is in ell whenever A is.


(ii) U~l Ai is in cA whenever Ai, i = 1,2, ... is in ell.

In words, the second condition states that the union of a countable collection of sets in ell is again in ell.
From De Morgan's laws it follows from conditions (i) and (ii) that the intersection of a countable
collection of sets in cA is again in .A.

Note that this definition is similar to the definition of algebra of sets. The letter "(J" refers to the
countable unions in the second condition. When we consider finite unions, we talk about algebra of sets
without the symbol "(J". The following proposition is similar to proposition 1 of algebra of sets.

Proposition 2
Given any collection C of subsets of X, there is a smallest (J-algebra cA which contains C; that is, there is
a (J-algebra ell containing C such that if 13 is any (J-algebra containing C, then cA c 13.

The smallest (J-algebra containing C is called the (J-algebra generated by C.

~ 14
Open Statement
Suppose that p(x) is an expression which depends upon a variable x. The variable x may be thought of
as the name of an unspecified object from a certain given set X. In general it is impossible to assign the
"true" or "false" value to such an expression unless a specific value is substituted for x. If, after such a
substitution, p(x) becomes a statement then p(x) is called an open statement.

Example
9. Consider the expression

with xEN

Then X2 > 3 is an open statement which becomes true for x bigger than 1 and false for x = 1.

Thus, having an open statement p(x) we may obtain a statement by substituting a specific variable from
its domain X. Another way is to add to p(x) one of the two qualifiers:

Universal qualifier vx E X, to read: for all x, for every x

Existential qualifier 3x E X, to read: for some x, there exists x such that

By adding the universal quantifier to the open statement from example 9, we get the false statement:

vx E N

(every natural number, when squared, is greater than 3), while by adding the existential qualifier, we get
the true statement:

3x E N

(there exists a natural number whose square is greater than 3).

Principle of Mathematical Induction


The principle of mathematical induction is useful in theorem proving. It states that:

Let pen) be an open statement for n E N. Suppose that

1. p(l) (is true)

2. p(k) ~ p(k + 1) vk E N

then

pen) \:In (is true)

Example
10. Using the Principle of Mathematical Induction, prove that the sum of the first n natural numbers is
given by Sn = n(n + 1)/2.
Proof: 5(1) = 1. p(l) is true.

S(k) = k(k+1)
2

S(k + 1)= S(k)+ (k + 1)


= k(k+1) +(k+1)
2
_ k(k+1)+2(k+1)
2
_ (k+1Xk+2)
2

Thus,

p(k) ~ p(k + 1) vk E N

Hence proved.