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LINEAR ANALYSIS
An Introductory Course
Bela Bollobas
University of Cambridge
CAMBRIDGE
UNIVERSITY PRESS
PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE
The Pitt Building, Trumpington Street, Cambridge CB2 1RP, United Kingdom
A catalogue record for this book is available from the British Library
Preface ix
1. Basic inequalities 1
Weierstrass theorem 85
vn
viii Contents
This book has grown out of the Linear Analysis course given in Cambridge
on numerous occasions for the third-year undergraduates reading
mathematics. It is intended to be a fairly concise, yet readable and down-
to-earth, introduction to functional analysis, with plenty of challenging
exercises. In common with many authors, I have tried to write the kind of
book that I would have liked to have learned from as an undergraduate. I
am convinced that functional analysis is a particularly beautiful and
elegant area of mathematics, and I have tried to convey my enthusiasm to
the reader.
In most universities, the courses covering the contents of this book are
given under the heading of Functional Analysis; the name Linear Analysis
has been chosen to emphasize that most of the material in on linear func-
tional analysis. Functional Analysis, in its wide sense, includes partial
differential equations, stochastic theory and non-commutative harmonic
analysis, but its core is the study of normed spaces, together with linear
functionals and operators on them. That core is the principal topic of this
volume.
Functional analysis was born around the turn of the century, and within
a few years, after an amazing burst of development, it was a well-
established major branch of mathematics. The early growth of functional
analysis was based on 19th century Italian function theory, and was given
a great impetus by the birth of Lebesgue's theory of integration. The
subject provided (and provides) a unifying framework for many areas:
Fourier Analysis, Differential Equations, Integral Equations, Approxima-
tion Theory, Complex Function Theory, Analytic Number Theory, Meas-
ure Theory, Stochastic Theory, and so on.
IX
x Preface
For this second edition, I have taken the opportunity to correct a number of
errors and oversights. I am especially grateful to R. B. Burckel for providing
me with a list of errata.
B. B.
/. BASIC INEQUALITIES
Ma)
- =,!,
if each at is non-negative then the geometric mean is
V=l
so
(a1 + a2)2
with equality iff ax = a2.
Suppose now that the theorem holds for n = m. We shall show that
it holds for n = 2m. Let ai,...,am,bi,...,bm be non-negative reals.
Then
ra m
2m
If equality holds then, by the induction hypothesis, we have ax =
' ' ' ~ am~ ^\~ ''' = bm. This implies that the theorem holds when-
ever n is a power of 2.
Finally, suppose n is an arbitrary integer. Let
n
1
n <2k = N and a =
so
1= 1
x2 =
i
and so
n
1=1
l l
i=l i=2
.1=2
L-'I) 2 to
i=2
If / is strictly concave, n ^ 3 and not all JC,- are equal then we may
assume that not all of x2,..., xn are equal. But then
d-^i) £ ^ / w < a - ^ (
i=2 \i=2 /
2 fjlogx,- ^ l o g 2 ^ i , (4)
1=1 1=1
The two sides of (5) can be viewed as two different means of the
sequence ai,...,an: the left-hand side is a generalized geometric mean
and the right-hand side is a generalized arithmetic mean, with the vari-
ous terms and factors taken with different weights. In fact, it is rather
natural to define a further extension of these notions.
Let us fix px,...,pn > 0 with S" = 1 Pi = 1- the pt will play the role of
weights or probabilities. Given a continuous and strictly monotonic
function cp : (0,o°) —> R, the <p-mean of a sequence a = (a1,...,an)
(at > 0) is defined as
for every sequence a = (ai,...,an) (at > 0). If cpif/ l is strictly concave
(respectively, strictly convex) then equality holds iff a\ = • • • = an.
1
/' 1 is strictly concave and not all a, are equal then the inequality
If (pi//'
above is strict since not all bt are equal.
The case when cp is decreasing and (pip~l is convex is proved analo-
gously. •
n
MJ(a) = max ai9 M^a) = min ai9 M0(a) = J] a?1.
The proofs of the first two assertions are straightforward. Indeed, let
1 ^ m ^ n be such that am — M^{a). Then for r > 0 we have
d rlogfl,
lim -(af-1) = log a,
7rQ
=
and so
implying
lim Mr{a) = G(a).
Finally,
and the same inequality holds, trivially, for x = 0 as well. This is the
Chapter 1: Basic inequalities
<£>(*,)>) =
and so
n
V=l •n i= l
1*1*
1/2
(i. ;r-
w>
n 1/2 \l/2/ „ \l/2
2
S Ivl2
V=l
(7)
Our next aim is to prove an extension of (7), namely Holder's ine-
quality.
Theorem 6. Suppose
Kl" \bt\i
«1 |
\ak\P=\bk\" and =2
implying akbk = el6\akbk\. Conversely, it is immediate that under these
conditions we have equality in (8). D
l/q
l
/«(/ n \UP I n \Vp]
I t ) i?,'»') )
Dividing both sides by
we obtain (8). The case of equality follows from that in Holder's ine-
quality. •
Minkowski's inequality is also essentially trivial for p = oo, i.e. for the
Moo mean:
u
Theorem 9. (Minkowski's inequality for functions) Let 1 ^ p < °° and
let / and g be measurable complex-valued functions on a measure space
p p p
(X,&,IJL) such that \f\ and \g\ are integrable. Then \f+g\ is integr-
able and
*,)• •
Exercises
All analysts spend half their time hunting through the
literature for inequalities which they want to use but can-
not prove.
Harald Bohr
f ]
1. Let An = JC = (Xi)1: 2 JC,: = n and JC, ^ 0 for every i\ C R".
(i) Show that g(x) = I]" = 1 *i is bounded on i4n and attains its
supremum at some point z = (z,)i E >!„.
(ii) Suppose that x E. A and JCX = minjcf < x2 = maxjc,-. Set y1 =
yi ~ 2(^1+^2) an<^ yi = xi f° r 3 ^ 1 ^ n. Show that y =
(yi)1 e >4n and g(y) > g(x). Deduce that zt = 1 for all 1.
(iii) Deduce the AM-GM inequality.
2. Show that if </f: (a,b) —> (c,d) and <p : (c, d) —> R are convex func-
tions and <p is increasing then ((p°i//)(x) = <p(i//(x)) is convex.
3. Suppose that / : (#,&) -» (0,oo) j s such that log/ is convex. Prove
that / is convex.
4. L e t / : (a,b) -> (c,6) and 9 : (c,6) -> R be such that <p and <p~lof
are convex. Show that / is convex.
5. Let {fy : y G F} be a family of convex functions on (a, 6) such that
f(x) = s u p r e r /7(JC) < 00 for every x E (a, 6). Show that f(x) is
also convex.
6. Suppose that / : (0,1) —» R is an infinitely differentiable strictly
convex function. Is it true that/"(;t) > 0 for every x E (0,1)?
Chapter 1: Basic inequalities 13
and
14. Show that if p,q,r > 0 are such that p~x + q~x = r~l then
Mr(ab) *£ Mp{a)Mq{b)
for all positive sequences a = (aly...,an) andfe= (b1,...,bn).
Prove also that if p,q,r,s > 0 are such that p ~ + q~ + r~ = s'1
1 1 1
then
Ms{abc) ^Mp{a)Mq(b)Mr(c)
for all non-negative sequences a, b and c.
State and prove the analogous inequality for k sequences.
15. Let a and b be positive sequences. Show that if r < 0 < s < t and
r~l+s~l = t'1 then
Mt(ab) ^ Mr(a)Ms(b).
Deduce that if 0 < r < 1 then
Mr(a + b) ^ Mr(a) + Mr(b).
16. Let <Pp,q(x,y) = xl/pyx/q {x,y ^ 0). Show that <Pp q is concave iff
p,q ^ 1 and (p-l)(q-l) ^ 1 and that it is convex iff p,q ^ 1 and
17. Deduce from the result in the previous exercise that Mi(ab) and
Mp(a)Mq(b) are comparable if (p-l)(q — 1) 5* 1. To be precise, if
p,q > 1 and (/?-l)(<?-l) ^ 1 then
M1(ab) ^ Mp(a)Mq(b)
and if p,q < 1 and (/?-l)(^-l) ^ 1 then
ar-\ >r{a-\)
and
r
Deduce that if a, & > 0 and a =fi b then
Chapter 1: Basic inequalities 15
we h a v e
and g(a,b) = a2
(*)
25. Prove that if f,g: (0,oo)x(0,oo) -* (0,oo) satisfy (*) for all ai9bt > 0
then they are of the form given in the previous exercise.
26. Show that
/2djc^|max/ /ck.
Jo Jo
Show that f is best possible.
29. L e t / : [0,#] —> R be a continuously differentiable function satisfy-
ing /(0) = 0. Prove the following inequality due to G. H. Hardy:
and so
Chapter 1: Basic inequalities 17
Notes
In this long chapter we shall introduce the main objects studied in linear
analysis: normed spaces and linear operators. Many of the normed
spaces encountered in practice are spaces of functions (in particular,
functions on M, i.e. sequences), and the operators are often defined in
terms of derivatives and integrals, but we shall concentrate on the
notions defined in abstract terms.
As so often happens when starting a new area in mathematics, the
ratio of theorems to definitions is rather low in this chapter. However,
the reader familiar with elementary linear algebra and the rudiments of
the theory of metric spaces is unlikely to find it heavy going because the
concepts to be introduced here are only slight extensions of various con-
cepts arising in those areas. Moreover, the relatively barren patch is
rather small: as we shall see, even the basic definitions lead to fascinat-
ing questions.
A normed space is a pair (V, || • ||), where V is a vector space over R
or C and || • || is a function from V to IR+ = {r E R: r ^ 0} satisfying
(i) ||jt:|| = 0 iff JC = 0;
(ii) ||AJC|| = |A11|*|| for all x E V and scalar A;
(iii) \\x + y\\ ^ W + l b l l f o r a l l j c ^ E F .
We call ||JC|| the norm of the vector x: it is the natural generalization
of the length of a vector in the Euclidean spaces Rn or Cn. Condition
(iii) is the triangle inequality: in a triangle a side is no longer than the
sum of the lengths of the other two sides.
In most cases the scalar field may be taken to be either R or C, even
when, for the sake of simplicity, we specify one or the other. If we
want to emphasize that the ground field is C, say, then we write 'com-
plex normed space', 'complex lp space', 'complex Banach space', etc.
18
Chapter 2: Normed spaces and bounded linear operators 19
IWI = ( 2
V=i
where x = (xi,...9xn). The former is a real Euclidean space, the latter
is a complex one.
(ii) Let S be any set and let 9b(S) be the vector space of all bounded
scalar-valued functions on S. F o r / E 3^(S) let
This defines the space l£ (real or complex); the norm is the lp~norm.
The notation is consistent with that in example (v) for /" and also, in a
natural way, with that for l£ (see Exercise 6). Note that 1% is exactly
the n-dimensional Euclidean space.
24 Chapter 2: Normed spaces and bounded linear operators
Hi = [ I/WI d*.
J — oo
and c0 is the space of all scalar sequences tending to 0, with the same
norm ||*||<x. As remarked earlier, we have both real and complex forms
of these spaces.
(x) For 1 =s$ p < 00 the space Lp(0,1) consists of those Lebesgue
measurable functions on [0,1] for which
\fk\t)\:O<t<\\
=o J
(xiv) Let X consist of all polynomials
nt) = i cktk
k=0
of degree at most n, with norm
11/11= 2 (*+i)kt|.
k=0
(xv) Let X be the space of bounded continuous functions on (—1,1)
which are differentiable at 0, with norm
111
/1 = ( 2 k*
26 Chapter 2: Normed spaces and bounded linear operators
(xvii) Let V be a real vector space with basis (e1,e2), and for x E V
define
Ml = inf 2 kJ : Q E R and x = 2 Q
Let us prove that the examples above are indeed normed spaces, i.e.
that the underlying spaces are vector spaces and the functions || • || satisfy
conditions (i)-(iii). It is obvious that conditions (i) and (ii) are satisfied
in each example so we have to check only (iii), the triangle inequality.
Then it will also be clear that the underlying space is a vector space.
Furthermore, the triangle inequality is obvious in examples (ii)-(v),
(vii), (xi) and (xii)-(xv). In the rest, with the exception of the last
three examples, the triangle inequality is precisely Minkowski's inequal-
ity in one of its many guises. Thus Theorem 1.7 (Minkowski's inequal-
ity for sequences) is just the triangle inequality in l£\
l / + * l , « l / l , + ll*llp (2)
whenever f,g E L p (0,1), etc. In turn, the triangle inequality implies
that the underlying spaces are indeed vector spaces.
Examples (xvii)-(xix) are rather similar, with (xix) being the most
general case; we leave the proof to the reader (Exercise 7). •
function spaces. These spaces have been extensively studied for over
eighty years: much is known about them but, in spite of all this atten-
tion, many important questions concerning them are waiting to be set-
tled. In many ways, the most pleasant and most important of all
infinite-dimensional Banach spaces is / 2 , the space of square-summable
sequences. This space l2 is the canonical example of a Hilbert space.
Similarly, of the finite-dimensional normed spaces, the space 1% is cen-
tral: this is the n-dimensional Euclidean space.
The spaces in Examples (i)-(vi), (ix)-(xiv) and (xvii)-(xix) are com-
plete, the others are incomplete. Some of these are easily seen, we
shall see the others later.
Let us remark that if X is a normed space then its completion X as a
metric space has a natural vector space structure and a natural norm.
Thus every normed space is a dense subspace of a Banach space. We
shall expand on this later in this chapter.
Having mentioned the more concise formulations of Minkowski's ine-
quality (inequalities (1) and (2)), let us draw attention to the analogous
formulations of Holder's inequality. Suppose p and q are conjugate
indices, with p = 1 and q = o° permitted. If x = (xk)™ E lp and
y = totf e /, then
\fg\dx<\\f\\P\\g\\q- (4)
on ^(X, Y) is given by
= ini{N > 0: ||7*|| ^ N||JC|| for all x <E X} = sup{||7;t||: \\x\\ ^ 1}.
Although this gives us the definition of the norm of a bounded linear
functional as well, let us spell it out: the norm offEX* is
Il/H = inf{N > 0: |/(x)|< ATM for all x(EX} = sup{|/(*)|: ||*|| < 1}.
Note that in these definitions the infimum is attained so
Iftfl « U71IIMI and | / ( * ) | « Il/H W for all x.
The terminology is justified by the following simple result.
Theorem 4. The function || • ||, defined above, is a norm on ^(X, Y). If
Y is complete then so is ^(X, Y). In particular, X* is a complete
normed space.
Proof. Only the second assertion needs proof. Let (7^)^° be a Cauchy
sequence in ^(X, Y). Then (Tnx)™ is a Cauchy sequence in Y for every
x E X and so there is a unique y E Y such that Tnx —> y. Set Tx = y.
To complete the proof, all we have to check is that T E 38(AVY) and
T —> T
Given JC1?JC2 E X and scalars Ax and A2, we have
= Ax lim
and so r ( J )
Furthermore, given 6 > 0, there is an n0 such that ||r n —rm|| < e if
n,m ^ n0. Then for JC E A' and m ^ n0 we have
= lim\\(Tn-Tm)x\\
«Umsup||rn-rOT|||W|
Therefore
Chapter 2: Normed spaces and bounded linear operators 31
and so T £ 9S(Z, Y). Finally, from the same inequality we find that
||r-rm||=£€. •
The last result shows that if X is a Banach space then ^(X) is a unital
Banach algebra: it is an algebra with a unit (identity element) which is
also a Banach space, such that the identity has norm 1 and the norm of
the product of two elements is at most the product of their norms.
Examples 6. (i) Define T: /2" - • /2m by putting
Tx = (jtj ,...,*/, 0,..., 0), where / = min{n, m).
Then T E »(/2",/2m) and ||r|| = 1.
(ii) If A is any endomorphism of W then A 6 <&(l£,l£) for all /? and
q (1 ^/?,tf ^°o).
(iii) Define S E Sft^) by
contains l\ as a rather small subspace (/«> and /£ are not separable but /x
is); however, /x is the dual of c 0 , the closed subspace of /„ consisting of
sequences tending to 0 (again, see Exercise 1 of the next chapter),
(vii) Let p and q be conjugate indices and g E Lq(0,1). Define, for
•r fg.dx.
and
As promised earlier in the chapter, let us say a few words about com-
pletions. Every metric space has a unique completion, and if the metric
is induced by a norm then this completion is a normed space. Before
examining the completion of a normed space, let us review briefly the
basic facts about the completion of a metric space.
A metric space X is said to be the completion of a metric space X if X
is complete and X is a dense subset of X. (A subset A of a topological
space T is dense if its closure is the whole of T.) The completion is
34 Chapter 2: Normed spaces and bounded linear operators
j ^ xn (xn E X)
is said to the convergent to x E X if
TV
xn —> x as iV
i.e. if
N
lim x- 2 *„ = 0.
x=
In fact, the quotient norm || • ||0 on X/Z is the minimal norm on X/Z
such that if T E a (AT, Y) and Ker TD Z, then the operator To : X/Z ->
Y induced by 7 has norm at most ||r|| (see Exercise 13).
Suppose that X and Y are closed subspaces of a normed space Z,
with ^rn Y = {0} and X+Y = Z. If the projections / ^ : Z -> X, and
/?y: Z - ^ Y, given by Px(x>y) — x an<3 PY&^y) = y> a r e bounded (i.e.
continuous) then we call Z a </irecf 5«m of the subspaces X and Y. It is
easily seen that Z is a direct sum of its subspaces A" and Y iff the topol-
ogy on Z (identified with X@Y = {(x,y): x E X, y G Y}) is precisely
the product of the topologies on X and Y. Note that, if Z is a direct
sum of X and Y, Z' is a direct sum of X' and Y, and X is isomorphic to
X' and Y is isomorphic to Y, then Z is isomorphic to Z'. If Z is a
direct sum of X and Y then the projection px: Z-* X induces an iso-
morphism between Z/Y and X.
Conversely, given normed spaces X and Y, there are various natural
ways of turning X® Y, the algebraic direct sum of the underlying vec-
tor spaces, into a normed space. For example, for 1 =^ p ^ <»5 we may
take the norm ||(*,.y)||p = IKIMUMDIlp- Thus for 1 ^ p < oo we take
ll(^y)ll P = (IWI p +IMI p ) 1/p , and for p = oo we define \\(x,y)\\aa =
max{||jc||, ||_y||}. It is easily seen that all these norms are equivalent;
indeed, each induces the product topology on X@Y. The normed
40 Chapter 2: Normed spaces and bounded linear operators
\\x\\ = :
Exercises
1. Show that in a normed space, the closure of the open ball Dr(x0)
(r > 0) is the closed ball Br(x0) and the boundary dBr(x0) of Br(x0)
is the sphere Sr(x0). Do these statements hold in a general metric
space as well?
2. Let Bx D B2 3 • • • be closed balls in a normed space X, where
Bn = B(xn,rn) ={xEX: \\xn-x\\ ^ rn) (rn > r > 0).
Does
00
n Bn ^ 0
71 = 1
Prove that for every e > 0 there is an N such that if N < p < »
then
\\4Ph\\Mr-
i= l
State and prove the analogous inequality for s vectors from Cn.
9. Show that lp is a Banach space for every p, (1 ^ p ^ <») and that
c 0 , the set of all sequences tending to 0, is a closed subspace of /«,.
Show also that lp (1 ^ p < <») and c 0 are separable Banach spaces
(i.e. each contains a countable dense set) while /«, is not separable.
10. Let/?, 9 and r be positive reals satisfying p~l + q-1 = r"1. Show
that for / E L p (0,1) and g E L^(0,1) the function fg belongs to
L r (0,1) and
x = 2 A,*,.
12. For JC = (*,-)" E /^, the support of x is supp* = {i: x( + 0}. Let
1 ^ p < oo and let /x, / 2 , . . . E /p be non-zero vectors with disjoint
supports. Show that X = lin(/-)5° is isometric to lp: in fact, the
map Jf-> /p given by/j »-> ||^|| p ^ defines a linear isometry.
13. Let Z be a closed subspace of a normed space X Show that the
quotient norm on the vector space X/Z is the minimal norm such
that if Y is a normed space, T E <&(X, Y) and Z C Ker T then the
norm of the induced operator To : X/Z —» Y is at most || T\\.
14. A seminorm on a vector space V is a function /?: V—> IR+ such
that p(Ajc) = |A|/?(JC) and pOt+y) ^p(x)+p(y) for all vectors
*,)> E V and scalar A. [Thus a seminorm p is a norm if p(x) = 0
implies x — 0.]
Let {p r : y £ / ] be a family of seminorms on a vector space V
such that
42 Chapter 2: Normed spaces and bounded linear operators
Let
do = {xEco: \\x\\' <oc}.
Show that || • ||' is a norm on d0. Is this space complete?
17. For jt e /x set
Ml' = 2
n l
~ n=2
Show that || ||' is a norm on lx and that lx is complete in this
norm. Is ||JC||' equivalent to the ^-norm ||JC||x = 2°° =1 \xn\7
18. Show that on every infinite-dimensional normed space X there is a
discontinuous (unbounded) linear functional. [By Zorn's lemma X
has a Hamel basis, i.e. a set {jcr : y E r} C X such that every
j c £ l has a unique representation in the form x = 2 " ^ixyi
(%ef;l ^/^;»6N).]
19. Prove that if two norms on the same vector space are not
equivalent then at least one of them is discontinuous on the unit
sphere in the other norm. Can each norm be discontinuous when
restricted to the unit sphere of the other?
20. Give two norms on a vector space such that one is complete and
the other is incomplete.
21. Find two inequivalent norms || * || ^ and |||| 2 on a vector space V
such that (V, || • \\t) and {V, || • ||2) are isometric normed spaces.
22. Let Y be a closed subspace of a Banach space X and let x be an
element of X. Is the distance of x from Y attained? (Is there a
pointy E Ysuch that \\x-yo\\ = inf{||jc-y||: y E Y}?)
Chapter 2: Normed spaces and bounded linear operators 43
Notes
Given a normed space X = (V, ||-||), let us write X' for the algebraic
dual of X, i.e. for the vector space V of linear functionals on V. Thus
X*, the space of bounded linear functionals on X, is a subspace of the
vector space X'.
We know from the standard theory of vector spaces that every independent
set of vectors is contained in a (Hamel) basis (see Exercise 18 of Chapter 2). In
particular, for every non-zero vector wE V there is a linear functional/E V
with/(w) 7* 0. Equivalently, V is a large enough to distinguish the elements of
V: for all x,yE V(x ^ y) there is a functional/E V such that/(x) ¥^f(y\ Even
more, the dual V" of V is large enough to accommodate V: there is a natural
embedding of V into V" which is an isomorphism if V is finite-dimensional.
But what happens if we restrict our attention to bounded linear func-
tionals on a normed space XI Are there sufficiently many bounded
linear functionals to distinguish the elements of XI In other words,
given an element x E X (x ^ 0) is there a functional / E X* such that
f(x) ^ 0? As X is a normed space, one would like to use X* to obtain
some information about the norm on X. So can we estimate ||JC|| by f(x)
for some / E X* with ||/|| = 1? To be more precise, we know that for
every x E X,
\\x\\^sup[\f(x)\:feB(X*)}.
But is the right-hand-side comparable to ||JC||?
As a matter of fact, so far we do not even know that for every non-
zero normed space there is at least one non-zero linear functional, i.e.
we have not even ruled out the utter indignity that X* = {0} while
X = (V> II' ID *s large> saY V i s infinite-dimensional.
The main aim of this chapter is to show that, as far as the questions
above are concerned, Candide and Pangloss were right, tout est pour le
mieux dans le meilleur des mondes possibles', indeed, everything is for
45
46 Chapter 3: Linear functionals and the Hahn-Banach theorem
xf(x0)
y =X
s
for all y E Y. The former holds iff
Chapter 3: Linear functionals and the Hahn-Banach theorem 49
pair (P, ^) a partially ordered set; in keeping with our custom concern-
ing normed spaces and topological spaces, (P, ^) is often abbreviated to
P. A subset C of P is a chain or a totally ordered set if for all a, b E C
we have a ^ b or b ^ a. An element m 6 P is a maximal element of P
if m ^ a implies that a = m; furthermore, we say that b is an upper
bound for a set 5 C P if 5 ^ 6 for all s E S. It can be shown that the
axiom of choice is equivalent to the following assertion.
Zorn's lemma. If every chain in a non-empty partially ordered set P has
an upper bound, then P has at least one maximal element. •
The fact that Theorem 4 holds for any subspace Y of X is the cele-
brated Hahn-Banach extension theorem.
Theorem 5. Let Y be a subspace of a real vector space X and let
/ 0 £ Y'. Let p be a convex functional on X If / 0 is dominated by p on
Y, i.e. fo(y) ^ /?(>>) for every y E Y, then / 0 can be extended to a linear
functional / E X' dominated by p.
If X is a real normed space and / 0 E Y* then / 0 has a norm-
preserving extension to the whole of X: there is a functional f E X*
such t h a t / 0 C / a n d Il/H = ||/0||.
Proof. Consider the set 9 = {fy : y E f} of all extensions of f0 dom-
inated by p: for each y there is a subspace Yy and a linear functional
fy E Yy such that Y C Yy, f0 C fy and / r is dominated by p. Clearly
the relation ' C is a partial order on 9 (fy is 'less than or equal to' fs iff
fy C / 5 ) . If 9^0 = {/y : y E Fo} is a non-empty chain (i.e. a totally
ordered set) then it has an upper bound, namely f EY\ where
Y = \JyGro Yy and f(y) = fy(y) if y E Yy (y E T o ). Therefore, by
Zorn's lemma, there is a maximal extension. But by Lemma 3 every
maximal extension is defined on the whole of X.
The second part follows as before. •
With a little work one can show that norm-preserving extensions can
be guaranteed in complex normed spaces as well. A complex normed
space X can be considered as a real normed space; as such, we denote it
by XR. We write Xfa for the dual of XR. It is easily checked that the
mapping r: X* -» j $ defined by r(f) = R e / (i.e. r(f)(x) = Re/(jc) for
x E X) is a one-to-one norm-preserving map onto X&. The inverse of r
is the map c : Xfa —> X* defined by c(g)(x) = g(x) - ig(ix). This enables
us to deduce the complex form of the Hahn-Banach extension theorem.
Chapter 3: Linear functionals and the Hahn-Banach theorem 51
Given a vector space V with dual V and second dual V" = (V)',
there is a natural embedding V-* V" defined by v »-> i;", where v" is
defined by *;"(/) = f{v) for f E V. Rather trivially, this embedding is
an isomorphism if V is finite dimensional. If X is a normed space with
dual X*, second dual X** and x E X, then we write x for the restriction
of x" io X*\ x is the linear functional on X* given by x(f) = /(JC) for
f E X*. In other words, with the bracket notation,
and
fi(y'-z)=fo(/)-c^p(x'+y'-z)-q(x')
for all y,y' E Y and *,*' E X Such a c exists if and only if
for all y,y' E Y and JC, x' E X. But this inequality does hold, since
fo(y)+fo(y')=fo(y+y')
^p(x+x'+y+yr)-q(x+x')
z)+p{xl+yt-z)-q{x)-q{x').
Hence / 0 has a suitable extension fa to Z.
This assertion implies the analogue of Theorem 4, and an application
of Zorn's lemma gives our theorem in its full generality. •
As the last result of this chapter, we shall show that the separation
theorem gives a pleasant description of the closed convex hull of a set in
a normed space. The convex hull coS of a set 5 in a vector space X is
the intersection of all convex subsets of X containing 5, so it is the
unique smallest convex set containing S. Clearly,
Exercises
aGF
17. Let T = R/Z be the circle group, i.e. the additive group of reals
modulo the integers. Let X = 3^(1") be the vector space of
bounded real-valued functions on T. For
58 Chapter 3: Linear functionals and the Hahn-Banach theorem
set
1
r(f;al9...,an) = sup
p - J /(*+«,-)
- o o < f < o o A?
and define
= i n f { r ( / ; a ! , . . . , a n ) : n = 1,2,...; a l 9 . . . 9 a n E R}.
set
and define
= i n f { K / ; a i , . . . , a n ) : / i = 1,2,...; a 1 ? . . . , a n E R}.
(i)
f-»00 t—*co
(iv) LIM1 = 1.
t—*»
Chapter 3: Linear functionals and the Hahn-Banach theorem 59
'*Kx;«i,...,/!fc) = limsup -
and define
p(x) — 'mi{Tr{x,ni,...,nk): nx < • • • < nk; k = 1,2,...}.
Show that p is a convex functional, and deduce the existence of a
linear functional L: /« -» R such that
(iii) n+1 n
Notes
The Hahn-Banach theorem for real normed spaces was proved by H.
Hahn, Uber lineare Gleichungen in linearen Rdumen, J. fur die reine
und angewandte Mathematik, 157 (1927), 214-29; and by S. Banach,
Sur les fonctionnelles lineaires //, Studia Math., 1 (1929), 223-39. The
complex version, namely Theorem 6, was proved by H. F. Bohnenblust
and A. Sobczyk, Extensions of functionals on complex linear spaces,
Bull. Amer. Math. Soc, 44 (1938), 91-3.
Many dual spaces were first identified by F. Riesz, in Sur les
operations fonctionnelles lineaires, Comptes Rendus, 149 (1909), 974-7,
and in Untersuchungen uber Systeme integrierbarer Funktionen,
Mathematische Annalen, 69 (1910), 449-97.
4. FINITE-DIMENSIONAL NORMED SPACES
60
Chapter 4: Finite-dimensional normed spaces 61
|A,|
\f(x)-f(y)\^\\x-y\\ =
(max|k-||) £ k-y.-l
= (max \x-y\\x
l i
U
\\F\\ Ml
Chapter 4: Finite-dimensional normed spaces 63
11 n L
\\F\\ \\F\\
Corollary 9. Let X\ C X2 C • • • be finite-dimensional subspaces of a
normed space, with all inclusions proper. Then there are unit vectors
Xi,x2,... such that xn E Xn and d{xn,Xn_i) = 1 for all n ^ 2.
In particular, an infinite-dimensional normed space contains an infinite
sequence (xn) of 1-separated unit vectors (i.e. with \\xn— xm\\ ^ 1 for
n ± m).
Proof. To find xnE Xn, apply Theorem 8 (b) to the pair (X, Y) =
(Xn9Xn.x). D
K(f) = \in{xl9...,xn-1}
and so we have precisely two choices for / : a functional and its
negative.) Furthermore, let g E X* be such that g(xt) = 1 for every /
(1 ^ i < n). Since S(X) is compact, so is
K = {x E S(X): f(x) = 1}?0.
Let xn E K be such that g(xn) = mm{g{x): x E K}. Then for 1 ^ i < n
we have ||* n -X;|| ^ f(xn-xt) = 1. Since g(*n-.*,•) = #(*„)-1 < g(*n)>
the choice of xn tells us that * „ - * ; £ A', so that ||^-jc f || ^ 1. Hence
Il^-X/H > 1 for every i (1 ^ / < n). D
W = f| AT(jcf) = 0 Kerjcf
i= l i= \
has dimension at least n-k (in fact, precisely n-k) and so we can pick
a vector xk+1 E Wf)S(Xn). Let JC| +1 be a support functional at xk+1,
i.e. let*£ + 1 E 5(^r*) and *| + 1 (JC* + 1 ) = 1.
This implies that if Xx C A"2 C • • • are subspaces of X ( d i m ^ = n)
then there are sequences (*„)? C S(X) and (JC*)^ C 5(AT*) such that
Un{xl9...,xn} = ATn, A:*(^) = 1 and x*(^m) = 0 for n < m. In particu-
lar, J t a - j J I 2* lfor/i ^ m.
The canonical bases of lp and lq = /*, where p~l + q~l = \, are
examples of pairs of sequences of this type. In fact, with en =
(0,..., 0,1,0,...) Elp and e* = (0,..., 0,1,0,...) Elq, where the l's
occur in the nth places, we find that \\en\\ = \\e*\\ = e*(en) = 1 and
e e
n( m) = 0 for all n j= m, not only when n < m. A pair of sequences
satisfying these conditions is called a normalised biorthogonal system.
To be precise, given a normed space X, a biorthogonal system on X
Chapter 4: Finite-dimensional normed spaces 65
happens, this would not only be a hasty verdict but it would also be
utterly incorrect. There are a great many important and interesting
questions, only the isomorphic classification is not one of them. All
these questions, many of which are still open, concern the metric pro-
perties of the finite-dimensional normed spaces.
Perhaps the most fundamental question is the following: given two n-
dimensional normed spaces, how close are they to being isometric? Let
us formulate this question precisely.
Let X and Y be isomorphic normed spaces, i.e. let X and Y be such
that there is a bounded linear operator T E ^(X, Y) which has a
bounded inverse. The Banach-Mazur distance between X and Y is
d(X, Y) = inf{||711IIT'1]]: T E <&(X, Y), T~l E
If X and Y are not isomorphic then one defines their Banach-Mazur
distance to be oo.
Note that d(X,Y) ^ 1, d(Y,X) = d(X,Y) = d(X*,Y*) for any two
spaces, and
d(X,Z)^d(X,Y)d(Y,Z)
for any three spaces. Thus in some sense it would be more natural to
measure the 'distance' between X and Y by logd(X, Y).
What does d(X, Y) < d mean in geometric terms? It means precisely
that there is an invertible linear operator T E 2S(Z, Y) such that
i ii 1=1
Then Xx = (V, \\-\\i) is isometric to /"; so we have to show that
iXM^n.
We claim that the formal identity / : Xx -» X is such that ||/|| ^ 1 and
"1!! ^ n. Indeed, for x = 2" = 1 A,-*,- w e have
n n
P(x)\\ = 2 A,-*; 2
1=1
i=\
and so ||/|| ^ 1. (As \\Jxx\\_ = IMx = 1, in fact ||/|| = 1.)
In order to estimate H/"1!!, let (x*)" be the other half of the normal-
ised biothogonal system (JC,-)I, (xf)1; in other words, let xf be defined
by x*(Xj) = 8tj. Given x = 2" = 1 A,-^,-, choose et E {-1,1} such that
c^ = |Af| for i = 1,...,/!. Set / = 2" = 1 ^ * e X*. Then ||/|| ^ n
and
and so
implying H/"1!! ^ n. D
The alert reader may have noticed that the formal proof above is, in
fact, unnecessary, because the result is a trivial consequence of (1), the
relation equivalent to Theorem 13. Indeed, B(Xoo) C nB(Xi) and so
BiXJ C B(X) C nB(Xx). Thus d(X,Xx) ^ n. But Xx is isometric to
/f, so that </(*,/!") ^AZ.
An immediate consequence of Corollary 14 is that d(X, Y) ^ n2 for
any two «-dimensional spaces, but this trivial estimate is far from being
best possible. In 1948 Fritz John proved an essentially best-possible
upper bound for d(X, Y) by first bounding the distance of an
n-dimensional space from /2", rather than from /". Before giving this
result, let us think a little about the Banach-Mazur distance from a
Euclidean space.
68 Chapter 4: Finite-dimensional normed spaces
D = Ix E Un: £ xf ^ 1 and Dr = Ix E
E=
Then
B C DC\D' C E
and
(vol£) 2
< 1
(volD)2
5
C
are satisfied for some choice of 0 < b < a. This is a trivial matter
which, unfortunately, looks a little untidy.
Put 0 < e < £, a = (l + e + 26 2 )"- 1 and b = 1-e. Then abn~l > 1.
Also,
+ b2= v / +(1_e)2/1_J_
Exercises
Show that || ||o is a norm on Un. Show also that for A = (A,-)?=i
and; = (1)?=1 E Rn we have
l|A||o=ll/llol|A|U=||;||omax|Aj.
IkL = ll(lkll)7IL.
Show that || • ||p is a norm on V. Show also that any two of these
norms are equivalent. [The space (V, ||*||p) is usually denoted by
Xx ®pX2®p" • © p -Yn; it is a direct sum of Xx,..., Xn.]
n
3. Let | | be a symmetric norm on R , i.e.
for all A,-,...,\ n G R. Show that for k2 ^ n there are unit vectors
max
l-e) max
11. Let X be a normed space with unit ball B = B(X) and suppose
that B can be covered by a finite number of translates of \B\ there
are xx,..., xn E ^ such that
this is the basis constant of (xn)i. Deduce from the result in the
previous exercise that every infinite-dimensional normed space con-
tains a basic sequence.
14. Let (xn)i be a basic sequence in a Banach space. Show that (xn)i
is a Schauder basis of its closed linear span, i.e. every x E lin(jcn)^°
has a unique representation in the form x = S L i ^kxk> w ^h the
series convergent in norm.
15. Deduce from Corollary 9 that a Banach space cannot have a count-
ably infinite algebraic basis, i.e. if X = lin(en)~, where e1,e2,...
are independent, then X is incomplete.
16. Let X and Y be finite-dimensional normed spaces and set
NK = {T<= B(X, Y): ||T||, || 3—x||" ^ K}.
Prove that NK is a compact subset of B(X, Y) (with the operator
norm).
17 + . Let X be an infinite-dimensional separable Banach space such that
for every subspace Y C X (dimY = Az) there is an operator
Tn e B(Y,l?) such that H^HH^"1!! ^ K. Prove that there is an
operator T E B(XJ2) such that || 3i| ||y~ x || ^ K.
18. Let B C Rn be a bounded convex body (i.e. Int£ ^ 0 ) . Show
that there is an ellipsoid D of centre 0 such that some translate B'
of B satisfies D C B ' C nD.
19. Prove that if a linear functional is continuous on a closed finite-
codimensional subspace then it is a bounded linear functional.
20. Let Xx = (Vx,|H|) and X2 = (V2,|H|) be subspaces of a normed
space X = (V, \\ -||), with Xt finite-dimensional. Show that if
V = Vi@V2 then Jf is the direct sum of Xx and X2, i.e. the pro-
jections px.: X = Xi + X2~~* X; (i = 1,2) are continuous.
Notes
Fritz John's theorem was proved in the paper Extremum problems with
inequalities as subsidiary conditions, in Courant Anniversary Volume,
Interscience, New York, 1948, pp. 187-204. The original paper of
E. D. Gluskin, The diameter of the Minkowski compactum is roughly
equal to n, Funct. Anal. Appl., 15 (1981), 72-3, is an all-too-concise
account of his celebrated results.
Excellent accounts of much of the excitement concerning finite-
dimensional spaces can be found in the following volumes: V. D. Mil-
man and G. Schechtman, Asymptotic Theory of Finite Dimensional
74 Chapter 4: Finite-dimensional normed spaces
75
76 Chapter 5: The Baire category theorem
UC U Fn,
n=l
so by the definition of a set of the second category, IntFn ^ 0 for some
n.
The second assertion is immediate from Theorem 1". D
we have
The final two results are easy but very useful consequences of the
open-mapping theorem.
Theorem 7. (Inverse-mapping theorem) If T is a one-to-one bounded
linear operator from a Banach space X onto a Banach space Y then T~l
is also bounded.
Proof. Since T is a bijection, the inverse T~l exists and belongs to
2(Y,X). By Theorem 6, for some r > 0 we have T{D{X)) D Dr{Y).
Thus \\T~l\\ ^ l/r. •
that Txn -* Tx0. Now if X and Y are Banach spaces, the closed-graph
theorem tells us that in order to prove the continuity of a linear opera-
tor T: X —• y, it suffices to show that if xn —> x0 and Txn -> y0 then
Txn -> 7JC0, i.e. 7JC0 = >>o - a considerable gain!
Exercises
every /, and y = (yt)i E lq, where yt = 2°°=1 tf//*y- Show that the
map A: lp-> lq, defined by x *-» y, is a bounded linear map.
10. Let <pw : [0,1] -> R+ (n = 1,2,...) be uniformly bounded continu-
ous functions such that
I <pn(x) dx^c
Jo
for some c > 0. Suppose cn ^ 0, (« = 1,2,...) and
00
n \
11. For two sequences of scalars x = (xt)i and y = (yt)^ set
= 2 A,-*,-,
\i=i
and for x E X set |||*||| = supn||PwJc||. Prove that ||| • ||| is a norm on
X and X that is complete in this norm as well.
17. Let X, (xn)™ and (Pn)i° be as in the previous exercise. Prove that
Pn E <&(X) and supJ|P n || < ». [The number s u p J P j is called
the 6&sw constant of 005°; c^- Exercise 4.13.]
18. Let JCJ , JC2 , be non-zero vectors in a Banach space X, with
lin(jcw)5° = X Prove that (xn)i is a basis of X if and only if there
is a constant K such that
2 A,-*,- 2
1=1
-1 i f / + i ^ 2kx < / + 1 ,
0 otherwise.
The sequence (xn(t))7 *s called the Haar system. Prove that the
Haar system is a basis in Lp(0,1) for 1 =^ p < ».
20. Define a sequence of continuous functions <pn : [0,1] —> [0,1] as
follows. Set <pi(t) = 1 and for n ^ 2 put
=I
where \k ls the A:th Haar function, defined in the previous exer-
cise. The sequence ((Pnit))™ is called the Schauder system. Prove
that the Schauder system is a basis in CR[0, 1] with the uniform
norm. Show also that the basis constant is 1.
84 Chapter 5: The Baire category theorem
> I # I V I •^ 00
£ |/(* n )| *s AfH/ll
for every/ e X*.
22. Use the Baire category theorem to deduce the result in Exercise
4.15: the linear span {not the closed linear span!) of an infinite
sequence of linearly independent vectors in a normed space cannot
be complete.
23 + . Construct a set S c [0, 1] of measure 1 that is of the first category in
[0, 1].
Notes
Most of the results in this chapter can be found in Stefan Banach's clas-
sic, cited in Chapter 2. The original paper of R. Baire is Sur la conver-
gence de variables reelles, Annali Mat. Pura e Appl., 3 (1899), 1-122;
Osgood's theorem is in W. F. Osgood, Non-uniform convergence and
the integration of series term by term, Amer. J. Math., 19 (1897),
155-90. The Banach-Steinhaus result was proved in S. Banach and H.
Steinhaus, Sur le principe de la condensation de singularites, Fundamenta
Math., 9 (1927), 51-7.
6. CONTINUOUS FUNCTIONS ON COMPACT
SPACES AND THE
STONE-WEIERSTRASS THEOREM
85
86 Chapter 6: Continuous functions on compact spaces
Then U(a) and V(fl) are disjoint open sets, U(a) is a neighbourhood of a
and V(a) contains B.
Now note that Ufl e ^ U(a) is a n open cover of A and so, as A is
compact, >1 C \Jm=1 U{at) for some a 2 ,..., am E A. Let
m m
U= U t/(«/) and V = fl K««).
1=1 /=i
/ W
[ 1 *E£
will do. The next important result tells us that such an / exists not only
on metric spaces but also on normal spaces.
Theorem 2. (Urysohn's lemma) Let A and B be disjoint closed subsets
of a normal space X. Then there is a continuous function / : X —> [0,1]
such that A C f-\0) and B C / ^ ( l ) .
Chapter 6: Continuous functions on compact spaces 87
define
An = {xEC: fn(x) < ~mn} and Bn = {x G C
By Urysohn's lemma there is a continuous function
such that
fix) - 2 hi-
k=0
and so f(x) = F(x). D
I/to -7001 ^ I/to -//to I + I/to -/(r) I + \fi(y) -f(y) I < 3c.
(b) Now suppose that S is uniformly bounded and equicontinuous.
Given e > 0, for x E K let Ux be an open neighbourhood of x such that
I / t o - / W I < 6 i f / 6 5 and y E [ / r Then K - ( J ^ ^ ; l e t
UXi,...,UXn be a finite subcover of K. Since 51 is uniformly bounded,
the set R = {(/(*i),...,/(*„)): / E 5} is a bounded subset of /£, the
vector space C 1 endowed with the supremum norm. (As all norms on a
finite-dimensional vector space are equivalent, we could have chosen
any norm on C".) A bounded set in l£ is totally bounded because a
bounded closed set in l£ is compact; therefore R is totally bounded so
there are functions f x , . . . , fm E S such that the set
is an e-net in R.
We claim that the functions / i , . . . , / m form a 3e-net in S. Indeed,
given / E S, there is an / (1 ^ / ^ m) such that \f(xj) - / ( x y ) | < e for
all j (l^j^n). Let now x G X be an arbitrary point. Then xG Ux.
for some y (1 ^ / ^ n). Consequently,
|/to - / t o | ^ |/to -/(*y) | + \f(xj) -/•(*,) | + |/(*,) - / t o | < 36. •
Chapter 6: Continuous functions on compact spaces 91
Note that if L is compact then C(L) is just the set of all continuous
functions; similarly, CC(L) is the set of all continuous functions with
compact support and C0(L) is the set of all continuous function f on L
for which {x E L: \f(x) | ^ e} is compact for every e > 0.
If / and g are functions on the same space, define A/, / + g and /g by
point wise operations. With these operations, C(L) is a commutative
algebra. This algebra has a unit, the identically 1 function. By
definition, CC(L) C C0(L) C C(L) and CC(L) and Q(L) are subalgebras
of C(L). We know that the vector space C(L) is a Banach space with
the uniform (supremum) norm:
H/ll =sup{|/(*)|:*eL}.
Theorem 6. Let L be a locally compact Hausdorff space. The function
|| • || is a norm on C(L) and the space C(L) is complete in this norm;
C0(L) is a closed subspace of C(L) and CC(L) is a dense subspace of
C0(L). Furthermore, for/,g E C(L) one has
and so
|P(s2)-|s|| <2e for all - 1 ^ s ^ 1.
2
Set Q{s) = P(s )—P(0). Then Q is a real polynomial with constant
term 0, and so / E A implies that Q{f) E A. Furthermore, for
- 1 =^ s ^ 1 we have
\Q{s)-\s\\ ^ \P{s2)-\s\\ + \P{0)\ <4e.
Hence
|G(/)W-|/W|| <4£ for all* EK
and so
\\Q(f)- I/I 11*4*,
showing that | / | can be approximated by the function Q(f) E A within
4e. Since A is uniformly closed, | / | E A •
We are ready to prove the first form of the main result of this section.
We say that a set A of functions on a set S separates the points of S if
for all x,y E S (x ^ y) there is a function / E A with /(JC) ^ /(}>)•
Theorem 9. (Stone-Weierstrass theorem) Let K be a compact space
and let A be an algebra of real-valued continuous functions on K that
separates the points of K. Then A, the uniform closure of A, is either
CR(K) or the algebra of all continuous real-valued functions vanishing at
a single point *«, E K.
Proof, (a) Suppose first that there is no point Jto, E K such that
f(Xoo) = 0 for all / E ^4. It is easily checked that then for all x ^ y
(x,y E K) there is a function / E ,4 such that f(x) ± f(y), /(JC) ^ 0 and
/(>0 ^ 0. Then any function on K, say g E UK, can be approximated at
x and >> by elements of A. In fact, we can do rather better than only
approximate: since (f(x),f(y)) and (f2(x),f2(y)) are linearly indepen-
dent vectors in U2, some linear combination of them is (g(x),g(y)). So
for some linear combination h = sf+tf2 of / and f2 we have h(x) = g(x)
and h(y) = g(y). By Theorem 7 and Lemma 8 we have A = CU(K).
(b) Suppose now that /(xoo) = 0 for some Xoo E K and all / E A. We
have to show that if g E CR(K) and gOO = 0 then g E A.
Let us adjoin the constant functions to A, i.e. let B C CR(AT) be the
algebra of functions of the form f+c where / E A and c £ i . Given
e > 0, by part (a) there exists a function h = f+c E B, with / E A and
96 Chapter 6: Continuous functions on compact spaces
cEU, such that ||/+c-g|| < e. As #(*«,) = fix*) = 0 we have \c\ < e
and so \\f-g\\ < 2e. Hence g E A. D
Exercises
: x E [a,b],x <K\CU.
x-x0
The aim is to show that our differential equation has a solution
through (xo,yo), defined on [a,b]. Find such a solution by consid-
ering piecewise linear approximations, say with division points
Notes
The relevant results of Urysohn and Tietze are in P. Urysohn, Uber die
Mdchtigkeit der zusammenhdngenden Mengen, Math. Ann., 94 (1925),
262-95 and H. Tietze, Uber Funktionen, die auf einer abgeschlossenen
Menge stetig sind, J. fur die reine und angewandte Mathematik, 145
(1915), 9-14. Heinrich Tietze proved a special case of the extension
theorem, while Paul Urysohn (who was Russian but tended to publish in
German) proved Theorems 2 and 3 in the generality we stated them.
Various special cases of the extension theorem were proved by a good
many people, including Lebesgue, Brouwer, de la Vallee Poussin, Bohr
and Hausdorff. For the Arzela-Ascoli theorem see C. Arzela, Sulle
serie di funzioni (parte prima), Memorie Accad. Sci. Bologna, 8 (1900),
131-86. Of course, there are several excellent books on general topol-
ogy; J. L. Kelley, General Topology, Van Nostrand, Princeton, New
Jersey, 1963, xiv and 298 pp., is particularly recommended.
The original version of Theorem 9 is in K. T. Weierstrass, Uber die
analytische Darstellbarkeit sogenannter willkurlicher Funktionen reeler
Argumente, S.-B. Deutsch Akad. Wiss. Berlin, Kl. Math. Phys. Tech.,
1885, 633-39 and 789-805. The Stone-Weierstrass theorem itself is in
M. H. Stone, Applications of the theory of Boolean rings to general
topology, Trans. Amer. Math. Soc, 41 (1937), 375-81; an exposition of
the field can be found in M. H. Stone, The generalized Weierstrass
approximation theorem, Math. Mag., 21 (1948), 167-84.
7. THE CONTRACTION-MAPPING THEOREM
101
102 Chapter 7: The contraction-mapping theorem
Proof. Suppose that k < 1 and / satisfies (1) for all x,y E X. Pick a
point x0 E X and set xr = f(x0), X2 = /(*i), and so on: for n ^ 1 set
*« = /(**-i)- Writing d for d(xo,xi), we find that
d(^,jcn+1)^rd. (2)
Indeed, (2) is trivially true for n = 1; assuming that it holds for n, we
have
d(xn+1,xn+2) = d(f(xn),f(xn+1)) *£ kd(xn,xn+l) *£ kn+1d.
The triangle inequality and (2) imply that if n < m then
d(xn,xm) ^ d(x
m—n — l
2 kn+id
k
" d.
\-k
Hence (JCW)Q is a Cauchy sequence and so it converges to some point
x EX. Since / is continuous, the sequence (/(*„) )o converges to f(x).
But ( / 0 0 ) o = COT* converges to x and so f(x) = x. The uniqueness
of the fixed point is even simpler: if f(x) = x and f(y) = y then
d(x,y) = d{f{x)J{y)) ^ kd(x,y), and so d(x,y) = 0, i.e. JC = y. •
The very simple results above and their proofs have a large number of
applications. In the rest of this chapter we shall be concerned with two
Chapter 7: The contraction-mapping theorem 103
directions: first we shall study maps between Banach spaces and then we
shall present some applications to integral equations.
The proof of Theorem 1, sometimes called the method of successive
approximations, is very important in the study of maps between Banach
spaces. Here is a standard example concerning functions of two vari-
ables which are Lipschitz in their second variable. Recall that for a
normed space X we write Dr(X) = {x E X: \\x\\ < r} for the open ball
of centre 0 and radius r.
Theorem 3. Let X and Y be Banach spaces and let
F:Dr(X)xDs(Y)-+Y
be a continuous map such that
\\F(x,y1)-F(x,y2)\\^k\\y1-y2\\ (3)
and
\\F(x,0)\\<s(l-k) (4)
for all x E Dr(X) and yl9y2 E DS(Y), where r,s > 0 and 0 < k < 1.
Then there is a unique map y : Dr{X) -» DS{Y) such that
y(x) = F(x,y(x)) (5)
for every x E Dr{X), and this map y is continuous.
Proof. For x £ Dr(X), define yo(x) = 0, yt(x) = F(x,yo(x)) = F(JC,0)
and d=\\y1(x)-y0(x)\\ = \\y1(x)l Note that, by (4), d<s(l-k).
Furthermore, if n 3= 1 and yn(x) £ ^ ( y ) then set
yn+1(x) = F(x ,yn(x)).
We claim that yn(x) is defined for every n, and that
n
b>n+1(x)-yn(x)\\^k> d<k" s(l-k) (6)
and
n d
<S
i=0 ~~ \-k: '
As in the proof of Theorem 1, this follows by induction on n. Indeed,
(6) clearly holds for n = 0; assuming that yo(x)9yi(x)9...9yn(x) E DS(Y)
and (6) holds for n — 1, inequality (3) implies that
bn+i(x)-yn(x)\\ = ll^x.^W)
104 Chapter 7: The contraction-mapping theorem
lbi.+iWll^lboWII+ 2 Ito+ito-y/toll
^ 2 kld
The next result claims that a suitable map close to the identity map is,
in fact, a homeomorphism.
Theorem 4. Let I b e a Banach space and let e : DS{X) —> X be a con-
traction with constant A: < 1 such that
11/'toII ^*
for all x E U. Then
\\f(x)-f(y)\\^k\\x-y\\
for all x,y E U.
Proof. If the assertion is false then one can find two sequences
(xn)oAyn)o C U such that x0 f y0, and for n ^ 0 either xn+1 = xn and
OTX and and
yn + l = %(Xn+yn)> n +1 = &Xn+yn) ^ + 1 = yn>
\\f(xn)-f{yn)\\^k'\\xn-yn\\
for some k' > k and all n ^ 0. But then there is a z0 E £/ such that
xn-* Zo>yn~* zo and
^\\f'(zo)(xn-z0)\\+o(xn-z0)
+ \\f'(zo)(zo-yn)\\+o(z0-yn)
^ k\\xn-z0\\+k\\z0-yn\\+o(xn-yn)
= k\\xn-yn\\+o(xn-yn),
which is a contradiction, as ||* n -,y /l || ^ 0 and ||jc n -^|| -> 0. D
(rvoo = (rir\y))Yl
for y e Vo.
Proof. We may assume that JC0 = 0 and f(x0) = 0. Furthermore, setting
^o = /'(0) anc* replacing / by T^ofiX-* X, we may assume that
Y = X and /'(0) is the identity operator /.
Set e(jc) = f(x) —x. Then 6 : £/—> Y is continuously differentiable and
e'(0) = 0. Hence there is an open ball DS(X) C U such that
Ik'to II * i
for x E DjCY). Then, by Lemma 5,
Consequently,
f~\yo + k) = r\f(xo + h)) = xo + /z =
proving that (/"VOto) = T~l = (f'(f~1(yo))) . The continuity of
C/" 1 )' follows from the fact that the map T •-» T~l is continuous. •
(Lx)(s) = I* K(s,t)x(t) dt
108 Chapter 7: The contraction-mapping theorem
r
I f(u) du
= f f1 K(s,u)Kn(u,t)x(t)dtdu
Jo Jo
= \ \ K{s,u)Kn{u,t)dux{t)dt
Jo Jt
= \ Kn+1(s,t)x(t) dt.
Jo
The function K(s, t) is continuous on the closed unit square and so it is
bounded, say
lBr/ ,, Mn\s-t\n~l
lKMl
^ 0.-1)!
for all n ^ 1. Indeed, if this holds for n then
—7TT du
Mn+1\s-t\n
Chapter 7: The contraction-mapping theorem 109
\i=0 /
(Lx)(s) = f K(s,t)w(t,x(t))dt.
The theorem claims that the map T: C[0,1] -> C[0,1], defined by
7JC = v + Lx,
has a unique fixed point.
110 Chapter 7: The contraction-mapping theorem
I- f
" Jo
Then |||| a is indeed a norm on C[0,1], and it is equivalent to the Lx norm. Set
Xa = (C[0, 1], IhllJ and let Xa be the completion of Xa. Clearly, Xa is the
vector space L^O, 1) with the norm ||||fl, and L extends to a map L: Xa -> X a
given by the formula for L. Furthermore, with M = max{|X(s,r)|: 0 ^ 5, t ^ 1}
we have, for x,yEXa = (Lx(0, 1), |||| a ),
e""|JC(O -y(t) \ dt ds
= MN \
a
This shows that for a > MN the map
L:Xa-+Xa
is a contraction, and so is T = v + T. It is easily checked that f maps Xfl into
Xa = (C[0,1], ||• || J, so its uniquefixedpoint belongs to C[0,1], and is also the
unique fixed point of T. •
In our final example we have to do even less work, since the kernel
satisfies a Lipschitz-type condition, just like the function w(s,t) in
Theorem 8.
Theorem 9. Let K(s,t,u) be a continuous function on 0 ^ s,t ^ 1,
u 25 0, such that
\K(x,t,u1)-K(s,t,u2)\ ^N{
where N(s,f) is a continuous function satisfying
f N(s,t)dt^k<l,
Jn
Chapter 7: The contraction-mapping theorem 111
f
^ Jf N(s,t)\x(t)-y(t)\dt
o
*k\\x-y\l
Hence \\Lx — Ly\\ ^ A:||JC—y\\, implying that L is a contraction and there-
fore so is T. Consequently, by Theorem 1, T has a unique fixed point.
•
As we remarked earlier, in chapter 15 we shall prove several other
fixed-point theorems. But for the time being we return to the study of
normed spaces.
Exercises
function such that limn^>00 <pn(f) = 0 for every t > 0. Deduce from
the result in the previous exercise that / has a unique fixed point
a, and lim^oo fn(x) = a for every JC E X
7. Let / be a continuous map of a (non-empty) compact Hausdorff
space into itself. Show that there is a (non-empty) compact subset
such that f(A) = A.
8. Show that on the space c0 the norm function x = (jt,-)" •-*
||JC|| = sup|jr,-l is differentiable at x iff |JC,-| has a unique maximum
(i.e. there is an index j such that |JC;| > |JC,-| if / ^ / ) .
9. Show that on the space lx the norm function
* = to)r-> Ml = 2 k l
1=1
and
/M = £ /„(*)
n=l
is differentiable at every xEU and
Notes
(1)
F(E& J
where cr(<a>) is the set of all finite subsets of a-. In most cases we may
omit the second term on the right, {0,X}, especially if the intersection
of an empty collection of subsets of X is taken to be X. Not only do
sub-bases tend to be more economical than bases, but they also enable
us to use an arbitrary family of sets to define a topology. Indeed, if
a C d*{X) is any collection of subsets of X then the collection r defined
by (1) is a topology on X.
The possibility of using an arbitrary set system to define a topology
enables us to use a set of functions into topological spaces to define a
topology on a set. Let A" be a set and for each y E F let fy be a map
of X into a topological space (Xy9ry). Then there is a unique weakest
114
Chapter 8: Weak topologies and duality 115
1=1
The topology r defined in this way is called the weak topology generated
by 9, and is denoted by a(X, 9), where 9 = {fy : y E F\.
A map / from a topological space (X',T') into (X,a(X, 3F)) is continu-
ous iff fy°f: (X',r') -> (Xy,Ty) is continuous for every y E F. This so-
called universal property characterizes the weak topology.
The product topology is one of the prime examples of a weak topol-
ogy. Let (Xy,Ty) be a topological space for each yEF and let
X = n E r Xy be the Cartesian product of the sets Xy (y E F). Thus
X is the collection of all the functions x: F -> (J e r Xy such that
x(y) E Xy. One usually writes JCT for x(y) and sets x = ( x y ) y e r ; also,
x y is the y-component of x. Let py\ X^> Xy be the projection onto
A^; thus /?y(x) = xy. The product topology on ^ is the weak topology
generated by the projections py (y E F). To spell it out: a set U C X is
open in the product topology iff for every point x = (xy)ysr there are
indices yi,...,%, and open sets Uyi,...,Uyn (£/y. E ry.) such that
x y E £7y (i = 1 , . . . , n) and
E
n Py^Wy) = {y = (yy) £X'-yyi uyt a = 1,...,«)} c t/.
This means precisely that for every neighbourhood Uy of xy, the set
Py\Uy) meets every element of si. Hence p~l{Uy) E si and so
n P-\uy) c u.
i l
118 Chapter 8: Weak topologies and duality
ll/xll =
= sup{|jt%t)|:jc*E
Then
U= {xEX: (x*,x) >s}
is a w-neighbourhood of x0 and UH C = 0 . This shows that C is also
w-closed. As we remarked earlier, the converse is trivial. •
The next result can also be deduced from the Hahn-Banach theorem;
now we are well equipped to give a very straightforward proof.
Corollary 8. A closed subspace of a reflexive space is reflexive.
Proof. Let 7 be a closed subspace of a reflexive space X. Since
B(Y) = B(X)DY, the norm-closed convex set B(Y) C X is a(X,X*)-
compact. But, as we remarked in (2), the restriction of cr(X,X*) to Y is
precisely a(Y, Y*). Hence B(Y) is w-compact and so, by Theorem 7, Y
is reflexive. •
Our next aim is to show that every Banach space comes rather close
to having this property: the functionals which attain their suprema on
the unit ball are dense in the dual space. (This property used to be
called subreflexivity. As the result claims that every Banach space is
subreflexive, the term has gone out of use.) In fact, we shall prove
somewhat more.
Given a Banach space X, define
n(X) = {(*,/): x E S(X), f E S(X*)9 f(x) = 1}.
Then II(X) C XxX* and, denoting the projection of XxX* onto X by
px and onto X* by px*, we have px(II(X)) = S(X). Furthermore,
Px*(IJ(X)) is precisely the set of functionals in S(X*) which attain their
norms on S(X).
For 8 > 0 let us write II8(X) for the set of pairs (x,f) E S(X)xS(X*)
such that / is almost 1 at x:
We shall show that not only is px*(n(X)) dense in S(X*), which is pre-
cisely the subreflexivity of X, but also every point (x,f) of IIS(X) is
close to some point (y,g) of II(X):
where 0 < e < 1. Then there exist xx E 5(^) and /i E 5(Z*) such that
1, II/0-/1II * 6 and ||*o-*ill < 6.
Chapter 8: Weak topologies and duality 123
Proof. In the notation introduced before Lemma 10, the theorem claims
that for every (JCO,/O) E TI8{X) there is an (*i,/i) e II(X) such that
ll/o~/ill ^ € anc* ||*o~*ill < ^ ; in particular, (5) holds with <p(§) =
45 1/2 , say.
As linear functionals are determined by their real parts and the map
/ »-> R e / is an isometry, we may assume that X is a real space.
Let
Il-Ko"*!!' ^ kfo(xi—xo) ^ k8
Set
c-2-
€
Since fo(xo) > 0 and JC ^ y implies that /0(JC) ^ fo(y), we see that
y1-x1 = (l
and so
Pset
co F 5 = 0 {x E V: f(x) ^ sup/(>>)}.
/(EF yes
For the rest of the chapter, we say that 5 is F-convex if co F 5 = 5. By
126 Chapter 8: Weak topologies and duality
d<y
The last result implies that B(X*) has 'many" extreme points:
sufficiently many to guarantee a 'large" closed convex hull, namely
B(X*). Occasionally this fact is sufficient to ensure that a given space is
not a dual space. For example, it is easily seen that ExtB(c0) = 0 ; so
c0 is not a dual space. Indeed, let x = (xn)™ E B(c0). Then \xk\ < \
for some k and so, with yn = zn = xn for n ^ k, yk = xk + \ and
*k = **~2> w e h a v e }> = 0^)1% z = (*»)" E s ( c o) and AT = § 0 + z), so
that x £ Ext5(c 0 ). Thus Ext 2?(c0) is indeed empty.
The Krein-Milman theorem is one of the fundamental results of func-
tional analysis, leading to deep theorems in operator theory and abstract
harmonic analysis, like the Gelfand-Naimark theorem concerning
irreducible *-representations of C*-algebras, and the Gelfand-Raikov
theorem about unitary representations of locally compact groups. But
these results will not be presented in this book. We shall return to com-
pact convex sets in Chapters 13-16, when we study compact operators
and fixed-point theorems. However, our next aim is to study the 'nicest'
Banach spaces, namely Hilbert spaces.
Exercises
d(x,y)= i 2-»\xn-yn\
n= \
Notes
Having studied general normed spaces and Banach spaces, in the next
two chapters we shall look at the 'nicest' examples of these spaces,
namely Euclidean spaces and Hilbert spaces. These spaces are the
natural generalizations of the n-dimensional Euclidean space I".
A hermitian form on a complex vector space V is a map / : Vx V -* C
such that for all x,y,z E V and A,/A E C we have
(i) /(AJC + ^ , 2 ) =\f(x,z)+fjLf(y,z)
(ii) f(y,x) = f(x,y) foralljc^EF.
Similarly, a hermitian form on a real vector space V is a map
/ : VxV-+ U satisfying (i) and (ii). In that case (ii) says simply that / is
symmetric, so a real hermitian form is just a symmetric bilinear form. If
/ is a hermitian form on a complex vector space V then g = R e / is a
real hermitian form on VR, the space V considered as a real vector space.
Conversely, for every real hermitian form g on VR there is precisely one
complex hermitian form / on V with g = R e / (see Exercise 1).
Let / be a hermitian form on a real or complex vector space V. Note
that f(x,x) is real for all x E V and f(Xx,Xx) = \X\2f(x,x) for all x E V
and scalar A. We call f positive if, in addition to (i) and (ii), it satisfies
(iii) f(x,x) ^ 0 foralljcE V.
Two vectors x and y are said to be orthogonal with respect to f if
f(x>y) = 0; orthogonality is sometimes expressed by writing xly. A
vector orthogonal to itself is said to be isotropic. We call / degenerate if
some non-zero vector is orthogonal to the entire space; otherwise the
form is non-degenerate.
130
Chapter 9: Euclidean spaces and Hilbert spaces 131
2 xj = 2 (5)
and
:+y)-(x-y,x-y) = 2||x| D
(J j
and not the uniform norm. This is an incomplete Euclidean space (see
Exercise 14).
(v) Also,
(/>*)= f /(')g«d;
•*a
Then / is a hermitian form if a;i = afy for all /,/". Also, every hermitian
form on V can be obtained in this way. •
(xj) = lim(xn,yn).
n—Kx>
Since
\(xn9yn)-(xm9ym)\ ^ \(xn-xm,yn)\ + \(xm,yn-ym)\
the limit exists. It is easily seen to depend only on x and y and not on
the particular representatives (*„), (yn). Furthermore, (•, •) is an inner
product on E, extending E and defining precisely the norm on the com-
pletion E. •
\\x-yn\\2<d2+K
By identity (6), the parallelogram law,
\\yn-ym\\2 = 2\\x-yn\\2 + 2\\x-yJ2-\\2x-yn-ym\\2
< 2 2_
^ n m '
and so (y,,)* is a Cauchy sequence. Since F is complete, >>„ -> JCX for
some JCJ E F. Then HJC-JCJ = d.
Let us show that x2 = x-xt is orthogonal to F. Suppose this is not
so. Then F has an element, say y, such that (x2,y) ^ 0. Replacing y
by z = (Jt2,)>))> we have (JC2,Z) E R and (*2,z) > 0. But then for
sufficiently small e > 0 we have
\\x-(x1 + ez)\\2=\\x2-ez\\2
= d2-2(x2,z)e+\\z\\2e2<d2,
contradicting d(x,F) = d.
Inequality (7) is immediate from identity (5), the Pythagorean
theorem. If y E F and x1-y ^ 0 then, as (x1 -y) lx2, we have
\\x-y\\2 = \\xl+x2-y\\2 = I k - y f + N I 2 > ||*2||2 = d\ D
In view of Theorem 6, if F is a complete subspace of a Euclidean space
E then we call F 1 the orthogonal complement of F in E. The map
Pp. E = F+ FL -* E defined by JC = Xi + JC2 •-> JCX is called the orthogonal
projection onto F; we have just shown that there is such a map.
Corollary 7. Let F be a complete subspace of a Euclidean space E.
Then there is a unique operator P F E 28(£) such that
\ for XEF\
Furthermore,
ImPF = F, KerPF = F \ ?} = P f , (I-PF)2 = I-PF
and if *, _y £ £ then
(Pjric.y) = (PFx,PFy) = (*,F f y).
If F + (0) then ||P f || = 1 and if F ? E then | | / - P F | | = 1. D
Chapter 9: Euclidean spaces and Hilbert spaces 137
To see the uniqueness of x0, note that if (x,x0) = (X,XQ) = 0 for all
x E H, then
ll*o-*6ll2 = (xo-xo,xo-xo) = 0.
The assertion ||/|| = ||JCO|| was shown immediately before the theorem.
•
Corollary 10. Let H be a Hilbert space. For y E H let fy E H* be
defined by fy(x) = (x,y)(x E / / ) . Then the map H-+ H* defined by
y *-> fy is an isometric anti-isomorphism between H and //*, i.e. if
y*-*f and z »-* g then ky + iig*-* \f+jlg. If / / is a real Hilbert space
then the map is an isometric isomorphism between H and H*. D
138 Chapter 9: Euclidean spaces and Hilbert spaces
The last result enables us to identify a Hilbert space with its dual; this
identification is always taken for granted. It is important to remember
that the identification is an antf-isomorphism since this will make the
adjoint of a Hilbert-space operator seem a little different from the
adjoint of a Banach-space operator.
Exercises
||6-fl|| =d(b,A)=inf{\\b-x\\:xEA}.
Show also that the map b »-> a(b) is continuous.
9. Let JC, y and z be points in a Euclidean space. Prove that
|rl/(r)l:
13. Let {Hy : y G 1} be a family of Hilbert spaces. Let H be the vec-
tor space of functions / : F -*• \J e r Hy such that f(y) G Hy and
2 11/(7) II2
Show that
kV2
/1 - I 2 ll/(r)ll2
111
is a norm on H and with this norm H is a Euclidean space. Is H
necessarily a Hilbert space?
14. Turn C[0,1] into a Euclidean space by setting
f,8) =
(f,8) f
Jo
Show that this space is incomplete.
140 Chapter 9: Euclidean spaces and Hilbert spaces
15. / : [0,1] -> R such that / ' E L2(0,1) and /(0) = 0. Prove that V is
a real Hilbert space with inner product
•r /WW *•
16. A real «xn matrix A is called orthogonal if (Ax,^4y) = (jc,y) for
all x,y E /2n. Prove that A is orthogonal iff it maps orthogonal
vectors into orthogonal vectors and has norm 1.
17. Let P be a bounded linear projection in a Euclidean space E (i.e.
P E 5(£) and P 2 = P). Show that ||P|| = 1 iff P ± 0 and
ImPlKerP.
18. Let A be a non-empty subset of a Hilbert space /f and let
T e ^(//) be such that TH C A and (JC- 7*) l i for every x E H.
Show that T is a bounded linear operator, A is a closed linear sub-
space and T is the orthogonal projection onto A: T = PA.
19. Show that the unit ball of l2 contains an infinite set A such that
||jt->>|| > \[2 for all x,y E A (x ? y). Show also that A must con-
sist of norm-1 vectors.
Notes
2
The functions l,t,t ,...
-t
(f,8) = I /(')«(')
are linearly independent in E and, by the
Stone-Weierstrass theorem, form a fundamental system in E. Let
(G/i(0)o be the sequence obtained from l,t,t2,... by the Gram-
Schmidt orthogonalization process. Then Qn(t) is a multiple of the nth
Legendre polynomial
r
Now let a = 0, b = oo and cp(t) = e '. Then the functions 1 , M 2 , . . .
form a fundamental system in L2(<p) and the polynomials obtained from
them by the orthogonalization process are the Laguerre polynomials up
to constant factors, i.e. multiples of e*Dn(e~V*) (n = 0 , 1 , . . . ) (see Exer-
cise 5).
(vi) Consider the space L2((p) constructed in Example (v) but
with a = —oo? b = oo and (p(t) = e~ r . Orthogonalizing the sequence
l,t,t2,... we obtain multiples of the Hermite polynomials, i.e. multiples
of e'2Drt(e~'2) (n = 0 , 1 , . . . ) (see Exercise 6). •
C
* = 2 *<P* and >> =
then
Ikll2= i kl 2 .
k=l •
A slightly different formulation of Theorem 5 goes as follows. Let
(<Pk)°i be an orthonormal sequence in a Hilbert space H, and let
c = c
( k)i ^ h- Then there is a vector x E H such that (x,cpk) = c^ for
every k. This is usually called the Riesz-Fischer theorem. It looks par-
ticularly easy (it is particularly easy) because the space is assumed to be
complete. The original form of the theorem concerned L 2 [0,1], where
the completeness, which is far from trivial, had to be proved.
Let (<pk)°i be an orthonormal sequence in a Hilbert space H. For
x E H, set ck — (x,<pk) (k = 1,2,...). We call c1,c2,... the Fourier
coefficients of x with respect to ((Pk)™; the series
2 ckq>k
k=l
(0 f (x,<pk)<pk = PM(x);
k= \
(H) 2 |(WI2=||PM«I
(x-x',<pk) = {x-\\m^xn,(pk) = ( x , ^ ) - U m U , , , ^ )
= (x,<pk)-(x,<pk) = 0,
JC-JC'is orthogonal to M and so x' = PA/^- This proves (i); further-
more, (ii) follows from (i) and (1).
Chapter 10: Orthonormal systems 147
(PMx,y) = (x,PMy) =
= lim 2 (^>
The proof of the second part is equally easy. By Theorem 5, the series
2 ^ = 1 ck<Pk is convergent to some vector u E M. Then
Setting x{y) = (jt,<pr), the map if—> I2{f) given by x »-» i is a linear
isometry of / / onto I2(r). •
and
n
k = -n
is the nth partial sum. Then, by Theorem 8,
Jim \\SJ-f\\ = 0 (2)
for every/ E L2(T), with ||-|| denoting the Hilbert space norm, i.e. the
norm in L2(T). Thus the partial sums converge in mean square to / .
For / E C(T) relation (2) is an immediate consequence of the
Stone-Weierstrass theorem, which tell us that / can be uniformly
approximated by a trigonometric polynomial. (Of course, we used pre-
cisely the Stone-Weierstrass theorem to show that {em': n =
0 , ± l , ± 2 , . . . } is a complete system.) In particular, for every e > 0
there is a trigonometric polynomial/? such that \f(t)-p(t)\ < e for all t.
But if p has degree n (i.e. p(t) = 2£ = _ r t dkelkt) then Snp = p. Since
the projection operator Sn has norm 1, we have
I|5 W /-/|| = \\(Sn-I)f\\ ^ USn-l)p\\+2\\f-p\\ < 2e.
The very easy relation (2) leaves open the question whether the
Fourier series of / E L2(T) tends to / point wise in some sense. For
example, it may not be unreasonable to expect that if / is continuous
then (Snf)(t) tends to f(t) for every t. Sadly, this is not true, as was
150 Chapter 10: Orthonormal systems
2 skf,
A:=0
i.e. the average of the partial sums, tends uniformly to / . Fejer's
theorem was of tremendous importance: it launched the modern theory
of Fourier series.
Although (Snf)(t) need not converge to f(t), the set of points at which
it fails to tend to f(t) cannot be too large. It was asked by du Bois Rey-
mond whether the partial sums Snf of a function / E C(T) tend to /
almost everywhere, and later Lusin conjectured that the answer is in the
affirmative for every / E L 2 (T). For many years this was one of the
most famous conjectures in analysis; finally, it was proved by Carleson
in 1966. The very intricate proof is one of the greatest triumphs of hard
analysis; not surprisingly, it is far beyond the scope of this book.
Exercises
nPJ(i)-(2n-l)tPn-y!(i)Hn-\)Pn-2® =0
for all n ^ 2.
4. Show that D ( ( / 2 - l)P'n(t)) is orthogonal to tk for k < n, and
deduce that
) Z { ) & ) { )n{) =0
for every n ^ 1.
Chapter 10: Orthonormal systems 151
(Pn,tPn-l) = \\Pn\\2'
(ii) Show that for n ^ 2 we have
pn(t) = (t-an)pn_x(!L)-bnpn_2(i)
where
\\Pn-lf
an=
\\Pn-l\\2
8. Let JCX , . . . , JCW be unit vectors in a Euclidean space and let
yi,..>,yn be the sequence obtained from it by Gram-Schmidt
orthogonalization, with
;=i
Show that \\a\ ^ 1, with equality only if y t = ktiXi.
9. For at = (^ y ); = 1 E /2n (i = 1,...,/*) let ^ = A(al9...,an) =
(aij)"J=1 be the nxn complex matrix whose ith row is at. Prove
Hadamard's inequality, stating that
|deM| ^ ft \\atl
i= \
with equality if and only if either some at is 0 or the at are orthog-
onal.
10. Let xi,...,xN be linearly independent vectors in a Euclidean
space, with N = ("21). Show that there are orthonormal vectors
yl9...,yn such that yt = 2 ; e y 4 Ay-xy, where A1,A2,...,An are dis-
joint subsets of { 1 , 2 , . . . , N}.
152 Chapter 10: Orthonormal systems
G(xl9...,xn) = det((xi9Xj))Zj=l9
i.e. as the determinant of the nxn matrix whose entry in the ith
row and /th column is the inner product (xi9xj). Show that
G(xi9...9xn) ^ 0, with equality iff the set {x1,...xn} is linearly
dependent.
Show also that if {x1,..., xn} is a linearly independent set span-
ning a subspace Mn then
. M\- (G(x,xux2,...,xn)\1/2
9Mn) -
k=O
t) = — ( f(x)Kn(t-x) dx,
and
Chapter 10: Orthonormal systems 153
(iii) Deduce from (i) and (ii) that Kn{s) ^ 0 for all s E T,
Kn(s) -> 0 uniformly for 0 < 8 ^ s ^ 2ir-8 < 2TT and
Notes
155
156 Chapter 11: Adjoint operators
for all x E X and g E Y*. Indeed, for g £ 7*, we have a function T*g
on X defined by (T*g)(x) = (Tx,g); it is easily seen that this function is
linear and, in fact, T*g E Y*. In turn, the second dual (T*)* of T is the
unique map T** : X** -» Y** such that
Proof. Part (a) is Theorem 3.9, part (b) is immediate from the definition
of the adjoint, and (c) follows from Theorem 3.10, giving the natural
embeddings X-* X** and Y-> Y**. To see (d), note that for x E X
and h E Z* we have
(x,T*S*h) = (Tx,S*h) = (STx,h).
Finally, (e) follows since T~lT = Ix, where Ix is the identity operator
on X and so 1^ = {T~lT)* = r ^ r " 1 ) * . Similarly, IY* = ( r " 1 ) * r .
Hence (T*)" 1 = (7" 1 )*. •
Let now H and K be Hilbert spaces, with their inner products written
as (•, •) • We know from the Riesz representation theorem in Chapter 8
that a Hilbert space is naturally isometric with its dual but the isometry
is an anti-isomorphism. Thus x EH can be considered as a functional
on H: it acts on H as multiplication on the right: (-,*). Then for
T E <&(H,K) we have 7* E <&(K,H).
Equivalently, T* is defined by
(x,T*y) = (Tx,y) (2)
for all x EH and y E K. Indeed, for a fixed y E K the function
/ : if—» C defined by/(x) = (Tx,y) is a bounded linear functional on H.
Hence, by the Riesz representation theorem, f(x) = (x,u) for some
Chapter 11: Adjoint operators 157
IN =
and so T* is a bounded linear map and ||r*|| ^ ||r||.
Theorem 2. Let H and K be Hilbert spaces and let T, T1,T2E <&(H,K).
Then T* e <3&(K,H), \\T*\\ = \\T\\ and, for all scalars Ax and A2 we have
(3)
(4)
and
T** = T. (5)
Furthermore, if K = H then
2
f (6)
Proof. We known that ||T*|| = | | 7 | and (TiT2)* = TZTf; furthermore
T** = T since H is reflexive. To see (3), note that for JC £ H and
y £ K we have
= A1(T1A;,>')+A2(r2j«;,v)
Of course, this is also clear from Theorem 1 (b) and the fact that the
natural isometry between a Hilbert space and its dual is an anti-
isomorphism.
Finally, let TE<&(H). Then
||r|| 2 = sup||7i|| 2 = sup I (7*, 7*) I
II7*||||71| = ||T||2. D
158 Chapter 11: Adjoint operators
Theorem 3. Let X and Y be normed spaces and let T G 28(Jf, Y). Then
Ker T = °(Im T*) and Ker T* = (Im T)°. •
Proof. Clearly
KerT= {xEX*: Tx = 0}
= {x G * : <7*,g> = 0 for all g G Y*}
= {xEX:(x, T*g) = 0 for all g <E Y*} = °(Im 7*).
Similarly,
Ker T* = {g G Y*: T*g = 0}
= fe G y*: <*, r g > = 0 for all * G * }
= fe G 7* : <rjc,g> = 0 for all x G X} = (Im T)0. •
and so T2 = 0 and 7X = 0. •
Then
T; = Tj and | | r j = ||7^|| = mzx{\<p(t)\ : 0 ^ ^ 1}.
Clearly 7^ is a positive hermitian operator iff cp is a non-negative real-
valued function.
(iii) Let M be a closed subspace of a Hilbert space and let PM be the
orthogonal projection onto M. Then PM is a positive self-adjoint opera-
tor and (as every projection) satisfies P ^ = PM. •
Our last aim in this chapter is to show that the converse of Theorem
1 (v) also holds if A" is a Banach space, i.e. T* is invertible iff T is. First
we note a simple condition for invertibility. Call T E 2S(A", Y) bounded
below if || 7*|| ^ e||jt|| for all x E X and some e > 0.
Theorem 10. Let Z b e a Banach space, Y a normed space, and let
1 6 » ( * , Y). Then T'1 E &(Y,X) iff ImT is dense in Y and T is
bounded below.
Proof. The necessity of the two conditions is obvious. Suppose then
that the conditions are satisfied. If T is bounded below then it is injec-
tive, so T'1 E i£(Z,X), where Z = ImT. Since Z is dense in Y, for
Chapter 11: Adjoint operators 163
^ lliiWKrr1/!! ^ ll
Therefore ||7JC|| ^ IKr*)"!""!*!!, completing the proof. D
Exercises
5n = -
n
Show that £ „ * - • P M * for every x E H, where M = Ker((/-/).
(One expresses this by saying that Sn tends to PM in the'strong
operator topology.)
10. Show that if T E 26(//) is hermitian then expir is unitary.
11. The aim of this exercise is to prove the Fuglede-Putnam theorem.
Suppose that R,S,TE 28(//), with R and T normal and RS = ST.
(i) Show that
(expfl)S = S(expT).
(ii) By considering exp(R*-R)Sexp(T- T*), show that
||(exp/?*)Sexp(-r)ll ^ l|5||.
(iii) F o r / e (26(/f))* and A G C set
F(A) = /(exp(Afl*)Sexp(-Ar*)).
Show that F(A) is an analytic function and |F(A)| ^ ||/||||5|| for
every A G C. Apply Liouville's theorem to deduce that F(A) =
F(0) = f(S) for every A and hence that
exp(A/?*)S = 5exp(Ar*).
(iv) Deduce that R*S = ST*.
166 Chapter 11: Adjoint operators
Notes
167
168 Chapter 12: The algebra of bounded linear operators
k=0 k=0
k
and so 2 ^ = 0 T is absolutely convergent.
Hence
00
A:=0
and, similarly,
/ oo \
: Tk\(I-T) = I. D
170 Chapter 12: The algebra of bounded linear operators
and so
(i)
and
||7^-l||2|| T _ ell
_ T II ^ 2 II Li U-3)J / II ^
then
and
H/?(A)H = i
Note that we do not yet know whether the spectrum a(T) can be
empty or not. In proving that it cannot, we shall make use of Banach-
space-valued analytic functions, an example of which we have just seen
in (2).
Given a Banach space X and an open set D C C, a function
F: D -> X is said to be analytic if for every z0 G D there is an
r = r(z0) > 0 such that D(zo,r) = { z G C : \z-zo\ < r} C D and
for some a0, ax,... E ^ and all z G £>(z0, r), with the series in (4) being
absolutely convergent. Thus (2) shows that the resolvent R : p(T) —>
39(^0 is an analytic function, with values in the Banach space ^(X).
The standard results concerning analytic functions remain valid in this
more general setting. For example, as we noted in Exercise 10 of
Chapter 11, the analogue of Liouville's theorem holds: a norm-bounded
entire function in constant. To spell it out: if F: C —> X is analytic and
||F(z)|| ^ M for some M < & and all z G C then F{z) is constant.
Indeed, for/ G A'* the function
g(z) = f(F(z))
is a (complex-valued) analytic function and so it is constant: g(z) = g(0)
for all z. Hence /(F(z)-F(O)) = 0 for all f E X* and so, by the
Hahn-Banach theorem, F(z) = F(0) for all z.
Also, the radius of convergence of (4) is liminfn_>oo||flj|~1/'1, just as in
the classical case. Equivalently, the Laurent series
then
oo n
F1(z)F2(z) = 2 cn(z-z0)n, where cn = 2 «*&«-*•
These observations more than suffice to prove the main results of the
chapter.
Theorem 5. The spectrum of an operator T E ^{X) is not empty.
Proof. Suppose that a(T) = 0 . Since, as we remarked earlier, formula
(2) shows that R(X) is an analytic function on the resolvent, which is
now the entire plane, R(\) is an entire function. Furthermore, (3)
shows that ||/?(A)|| -> 0 as |A| -* °°. Hence, by Liouville's theorem,
R(\) is constant and, in fact, R(\) = 0 for every A. But this is clearly
impossible. •
P«-A o = fl (*-
k=l
Then
174 Chapter 12: The algebra of bounded linear operators
P(T)-\OI= n (T-nki).
k=\
This product fails to be invertible iff at least one of the factors, say
T-/AkI, is not invertible, i.e. /ik E cr{T). Since the fik are the zeros of
p(t) — Ao, this happens iff p(/i) = Ao for some /x E <r{T). D
\n + l
is convergent for \X\ > r(T). Hence, recalling the formula for the
radius of convergence, we find that r{T) ^ limsupn_>oo||7""||1///l. •
Hence
for all / G X*. Thus both A / - T and (A/- T)* are bounded below. But
then, by Theorem 11.12, A / - T is invertible. •
<P 2 •
n=0 / n=0 n=0
178 Chapter 12: The algebra of bounded linear operators
Set
proving (8).
In fact, if we have an analytic function with values in a Banach alge-
bra then in inequality (8) we may replace the norm by the spectral
radius.
Lemma 13. Let f(z) be an analytic function in the open disc |z| < Ro,
with values in a Banach algebra A. Then
r(f(Y)f < maxr(/(z)) max r(f(z)).
\z\-R \z\-l/R
Proof. From the spectral-radius formula, we know that ||/(z) 2 ||2 is
monotone decreasing to r(f(z)), and r(f(z)) is a continuous function of
z for \z\ = R and |z| = l/R. Consequently, by Dini's theorem
(Theorem 6.5), for every e > 0 there is an n such that
max \\f{z)r\\2'n max ||/(z) 2 l 2 ' n ^ max {r(/(z))+ 6} max {r(/(z)) + e}.
]U
\z\=R " \z\ = l/RlU " \z\=Rl KJ }
\z\ = l/R V
'
and set
*)) = 0(cn)z+[6(c)-e(cn)l
Note that/? n (l) = c and ^(1) = rf.
Since a homomorphism does not increase the spectral radius.
and so, letting i^ -> oo, we see that r(d) = r(bfb) = 0, as desired. •
Exercises
IWIo= I \\Tnx\\
is a norm on X, equivalent to the original norm | • ||.
10. Prove that
r(T) = inf{||r||': I * II' is a norm on X, equivalent to | • ||}.
11. Check that the resolvent R(\) of T satisfies the resolvent identity
R(\)-R(ti) = ( M -
for all A,ii G p(T).
12. Check that if S, T G 8(JS0, A G p(ST) and A ^ 0, then A E p(TS)
and
||exp(ir)*|| = Ml
for all r E IR and J t 6 l , where
V 5*
expS = / —
" AC!
A:=0
for S E <&(X).
22. Let / / be a Hilbert space and let 5 C » ( / / ) be such that
V(S) C [0,oo). Show that
(Sxyy) ** (Sx,x)1/2(Sy,y)1/2
and deduce that
IWIi= 2 k,l<«,
n = — oo
00
n = —oo
m = i xnent * o
for all t, and 2°° = _ 00 k« I < °°> then
Notes
For the sake of simplicity we shall assume that all the spaces appearing
in this chapter are complex Banach spaces. Our aim is to study a class
of operators closely resembling the operators on finite-dimensional
spaces; we shall show that these operators are somewhat similar to the
nxn complex matrices.
Vaguely speaking, the operators we shall look at are 'small' in the
sense that they map the unit ball into a 'small' set. To be precise, an
operator T E ^(X, Y) is compact if TBX, the image of the unit ball Bx
under T, is a relatively compact (i.e. totally bounded) subset of Y.
Thus T is compact if and only if TBX is compact. Equivalently, T is
compact if and only if for every bounded sequence (xn) C X the
sequence (Txn) has a convergent subsequence.
We shall write 2S0(^C Y) for the set of compact operators from X into
y. Analogously to 9(Z), we write %(X) for %(X,X).
Examples 1. (i) Every finite rank operator T E 26(X, Y) is compact, i.e.
if dimlm T = dim TX < oo then T E %(X, Y). Indeed, set Z = Im T.
Since Z is finite-dimensional, Bz is compact and so TBX is a subset of
the compact set ||r||fi z .
We shall denote by 2SQO(X Y) the set of (bounded) finite rank opera-
tors from X to 7.
(ii) Every bounded linear functional / E Z* is a compact operator
from X to C.
(iii) Let / be the closed unit interval [0,1] and let X be the Banach
space C(/) of continuous functions with the supremum norm. Let
K(x,y) E C(/x/), i.e. let A' be a continuous function on the closed unit
square Ixl. F o r / E C(I) define a function Tf E C(I) by
186
Chapter 13: Compact operators on Banach spaces 187
(Tf)(x) =
•fo K(x,y)f(y) dy.
J
f
Jo
f
J
o
-1
\K(xl9y)-K(x29y)\dy<e.
and so
2
£ \\Tff=
/= 1
tf= £ ££|<r/;.,ey>| = £ I I ^ H ^ £
/= 1 7= 1 7= 1 i= l
7= 1
Since 2°°=1 Ikill2 < °°? the set A is a compact subset of H (see Exercise
1). Since TBH is a subset of A, it is relatively compact. •
Since finite rank operators are compact, by Theorem 2 (a) every limit
of finite rank operators is compact. The problem of whether every com-
pact operator can be obtained in this way was, for many years, one of
the best-known problems in functional analysis. After about 40 years
the approximation problem was solved in the negative by Per Enflo in
1973, who constructed a separable reflexive Banach space X for which
is not the closure of S&oot^O- Since %(X) is the closure of
whenever X has a (Schauder) basis (see Exercise 7), Enflo's
example also showed that not every separable reflexive Banach space
has a basis, solving another long-standing question. As so often in
mathematics, the counterexample turned out to be the start of the story:
it opened up whole new fields of research on approximation and basis
problems. But we cannot go into that in this book.
The operator ideal of compact operators is closed under taking
adjoints as well.
Theorem 3. An operator T E 2ft(Jf, Y) is compact if and only if
r E®(Y*,X*) is compact.
Proof, (i) Suppose first that T E a (A", Y) is compact, i.e. the set
K = TBX is compact. For a functional / E Y* let Rf be the restriction
of / to K. Clearly Rf E C(K) and, in fact, the map R : Y* -> C(K) is a
bounded linear map, where, as usual, C(K) is taken with the supremum
norm. Let <P = RBY*. Note that for/ E Y* we have
190 Chapter 13: Compact operators on Banach spaces
\\T*f\\ =sup{(x,rf):xeBx}
= sup{(Tx,f):xGBx}
= sup{(y,f):y<E TBX}
= suV{(y,f):y<EK}=\\Rf\\.
This shows that T*BY* is isometric to <P C C(K), with the isometry
given by T*f »-> Rf.
Consequently T*BY* is totally bounded if and only if <P is. By the
Arzela-Ascoli theorem, <P is totally bounded if and only if it is uniformly
bounded and equicontinuous. Both conditions are easily checked.
If fEBY* then ||r*/|| ^ \\T*\\ = ||r||, and so <P is uniformly
bounded. Also, if / E BY* and y,y' E K then
\(Rf)(y)-(Rf)(y')\ = \f(y-y')\ « | b - / | | ,
and so <P is equicontinuous.
(ii) Now suppose that T* E 28(Y*,X*) is compact. By part (i), the
map T** E <3&(X**,Y**) is compact, i.e. T**Bx** is relatively compact.
But under the natural embeddings X C X** and y C Y** we have
TBX = T**BX C T**Bx**, and so TBX is also relatively compact. •
Theorem 4. Let T E %(X) and a > 0. Then T has only finitely many
linearly independent eigenvectors with eigenvalues having modulus at
least a.
Proof. Suppose xx, x2,... is an infinite sequence of linearly independent
eigenvectors such that Txt = A,-*/ j= 0 and |Af-1 ^ a for every i. Set
Xn = lin{xi,...,xn}. By Theorem 4.8 (b), there exists a sequence
{yJt C Xsuch t h a t ^ G Xn and rf^,^^) = |bJ| = 1.
Put zn = yn/Xn and note that ||zj| ^ I/a, Tzn E Xn and
Tzn-yn E Xn_1. Indeed, the first two assertions are obvious and if
yn = 2 * = 1 c*** then
^ 1 I
With some more work, we can get more detailed information about
the structure of compact operators. If T is compact and S = I-T then
ImS is a finite-codimensional closed subspace of X; even more, for a
suitable n ^ 1, X is the direct sum of KerS" and ImS". We prove this,
and a little more, in the following theorem.
Theorem 9. Let J b e a Banach space, T E %(X) and S = I-T. Set
Nk = KerS* and Mk = ImS* (k = 0,1,...), where S° = /. Then (Nk)%
is an increasing nested sequence of finite-dimensional subspaces and
(Mfc)o is a decreasing nested sequence of finite-codimensional subspaces.
There is a smallest n ^ 0 such that Nn = Nm for all m ^ n. Further-
more, Mn = Mm for all m ^ n, X is the direct sum of Mn and Nn, and
S\Mn is an automorphism of Mn.
Proof. By expanding Sk = (I- T)k, we see that Sk = I-Tk, where Tk is
compact. Hence, by Lemma 5, Mk is a closed subspace of X. Clearly
No C Nx C • • • and Mo D Mt D • • •; furthermore, we know that each
Nk is finite-dimensional.
As in the proof of Theorem 7, Lemma 6 implies that there is a smal-
lest n such that Nn = Nn+1, and there is also a smallest m such that
Mm = M m + 1 . Then Nn = Nn. for all n' ^ n and Mm = Mm, for all
m' ^ m.
Let us turn to the main assertions of the theorem. We prove first that
NnDMn = {0}. Let y E NnHMn. As y E Afw, we have y = S"x for
some J C £ X But as y £ J V n , Sny = 0 and so S2"JC = 0. Hence
x E N2n = Nn, implying Snx = 0. Thus y = Snx = 0, showing that
^ H M , = {0}.
We claim that for p = max{rc,m} we have X = Nn®Mp. Indeed,
given x E X, we have Sp;t E M p . But SpMp = Mp and so there is a
vector y E Mp such that Spy = Spx. Hence x-y E Np = Nn and so
x = y + (x-y) shows that A" = Nn + Mp. Could we have p > nl
Clearly not, since then Mn would strictly contain Mp and so we would
194 Chapter 13: Compact operators on Banach spaces
Nk = Ker(A/-r)*A + Ker(A/-r)* A ~\
and for /x = X}• ^ A = Af- we have Nk C M^.
Proof. Only the last claim needs justification. The operator /JLI—T maps
Mk into itself and Nk into itself. Furthermore, (ixI-T)\Nk is an auto-
morphism of the finite-dimensional space Nk since if we had
(/JLI—T)X = 0 for some x E Nk (x ± 0) then we would have
(Kl-T)nx = {X-n)nx ^ 0 for every n ^ 1, contradicting {\I-T)k*x =
0. Consequently, ( ^ / - T)nNk = Nk for every /i ^ 1, and so 7VA C MM.
D
Exercises
I |/ ( / ) «|<".
II/IU = sup /=o
Show that Xk = (C{k)(0,1), || • ||*) is a Banach space and the formal
identity map i: Xk-^> Xk-i (/ •-* / ) is a compact operator.
4. Let T e a o ( ^ y ) ? where X is infinite-dimensional. Show, that the
closure of TS(X) = {Tx : x E X, \\x\\ = 1} in Y contains 0. (HINT:
Consider a sequence (*„) C S(X) such that | k , - x m | | ^ 1 for
n ? m.)
5. Let (en)i be an orthonormal basis of a Hilbert space H and let
T E 280Ctf> y), where Y is a normed space. Show that Ten -* 0.
6. Let Jf be a normed space such that for every finite set A C X and
every e > 0, X has a decomposition
JT= M@N
as a direct sum of two closed subspaces, such that M is finite-
dimensional,
d(a,M) <e
for every a E A, and
\\pN(x)\\ ^cd(x,M)
for some c > 0 and every J C E Z , where pN is the canonical projec-
tion onto N. Show that 96OW i s the norm closure of ^QQ(X), i.e.
196 Chapter 13: Compact operators on Banach spaces
INII= Jjk.il.
Let Tn E <&(Xn) (n = 1,2,...) and set T = © n = 1 Tn, that is,
define T E <&(X) by Tx = (Txn)™. Show that" T E ^0(X) iff
Tn E®0(Xn) for every n.
12. Let I b e a Banach space, (Tn)i C 28OW> and let Tn -+ T in the
operator-norm topology. Show that U°°=1 ^«(2?) is relatively com-
pact, where B = B(X) is the unit ball of X. Show also that if
kn E cr(Tn) and \n -» A then A E er(r).
13. Let E be the space C[0,1], endowed with the Euclidean norm
Mi
7
II/II2 = "
and let T be as in Example l(iii). Show that T E %(E), i.e. T
maps the unit ball of the Euclidean space E into a relatively com-
pact set.
14. Let H be a Hilbert space and T E <&(H). Show that T E %(H) if
and only if Txn —> 0 whenever *„ converges weakly to 0, i.e.
whenever (xn, x) —> 0 for every x E H.
15. Construct a compact operator T on lp (1 ^ /? ^ 00) such that
= {0} and 0 is not an eigenvalue of T.
Chapter 13: Compact operators on Banach spaces 197
Notes
(d) r{T) =
(e) If A + IJL then Ker(XI-T) IKer^I-T).
(f) For every A E C, both Ker(A/-7) and (Ker(A/-r)) x are invari-
ant under both 7and T*.
(g) If H is the orthogonal direct sum of the closed subspaces Ho and
H1 invariant under T then with To = T\H0 and Tt = T\H1 we
have
II71I =
and 7} is a normal operator on //,-, with 7f = r * | / / , • ( / = 1,2).
Proof, (a) As T*T = 7T*, we have
||7i|| 2 = (7JC,7JC) = (T*Tx,x) = (TT*x,x) = (T*x,T*x) = \\T*x\\2.
(b) By part (a), we have Tx = 0 iff 7*JC = 0.
(c) If S E S8(//) is hermitian then
||5JC||2 = (5JC,5X) = (5*5x,x) = (S2x,x) ^ \\S2\\\\x\\2.
From this it follows that ||5 2 || = ||5|| 2 , and by induction on m we get
||52-|| = u^ip-^ This implies that ||5«|| = ||5||n f()r eyery n^X
is hermitian,
Uril 2 = H W y l l = \\(TT*)n\\ = \\TT*\\n = \\T\\2n.
(d) By (c) and the spectral-radius formula (Theorem 12.9),
r(T) = lhn\\T"\\Vn = \im\\T\\ = \\T\\.
(In fact, (c) and (d) are equivalent: if S E ^h{X) for a complex Banach
space X then r(S) = \\S\\ iff ||S"|| = ||5f for every n & 1.)
(e) If Tx = AJC and Ty = fxy then T*y = jly because by (b) we have
y E Ker(M/-r) = Ker(/Z/-r*). Therefore
\(x,y) = (Tx,y) = (x,T*y) = (x,jiy) = p(x,y),
and so if A ^ /JL then (x,y) = 0.
(f) As XI- T commutes with T and 7*, Ker(A/- T) is invariant under
both 7and T*.
Also, let (x,y) = 0 for all y E Ker(A/- 71). Then, since Ker(A/- T) is
invariant under T*, for y E Ker(A/- 71) we have
(T*x,y) = (x,Ty) = 0
for every y E Ker(A7- T) and so T*x = (Ker(A7- T))1.
(h) Let x = ho + hx, with ht E Ht (i = 0,1). Then
IMI2 = M 2 + I N I 2 , r* = 77io+ Th1 = ro/
and
« max{||ro||2, ||7k
= max{||r o || 2 ,||r 1 || 2 }W 2 .
Thus ||r|| ^ maxlll^H, ||r 2 ||}. The reverse inequality is obvious.
Finally, as Ho and Ht are invariant under T, it follows that H1 = H^
and Ho = H1 are invariant under T*. D
Then Ho and / ^ are invariant under S and 71. With 7} = 7^)//,- and
5, = S|//; (i = 1,2), we have To = So and Sx = 0. Therefore, by
Chapter 14: Compact normal operators 201
Lemma l(g),
\\T-S\\=m&x{lT0-S0\\,\\Tl-Sl\\}=\\n\.
But 7i is a compact normal operator and so, by Theorem 13.8, ||7\||
is precisely the maximum modulus of an eigenvalue of 7\. As every
eigenvalue of Tt is an eigenvalue of T, by our choice of n we have
||7i|| < e. Hence (1) does hold. •
{(Tx,x):xES(H)}
and the numerical radius v(T) is
v{T) =sup{|A|:AE V(T)}.
If T E 26(//) is hermitian, i.e. T* = T, then its numerical range is real
since
(Tx,x) = (x,T*x) = (x,Tx) =
for every x E H and so (7JC,JC) is real. In fact, T E 9S(//) is hermitian
iff its numerical range is real. Also, the spectrum of a hermitian opera-
tor is real. We shall not make use of any of the results proved about
numerical ranges; the next lemma is proved from first principluses.
Lemma 5. Let Tbe a hermitian operator. Then \\T\\ = u(T).
Proof. Set v = v(T), so that |(7JC,JC)| ^ i;||jc||2 for every x E H. We
have to show that || T\\ ^ v.
Given x E S(H), let y E S{H) be such that Tx = \\Tx\\y. Then
(Tx,y) = (x,Ty) = ||7;t||andso
llTrll = (Tx v) = \
= MW2+IMI2} = y.
Hence ||7JC|| ^ v for every x E 5(//) and so ||r|| =^ v, as claimed. D
Put x0 = yo/b. Then, on the one hand, Uxn —> y0 = bx0 and, on the
other hand, Uxn —» Ux0. Consequently we have Ux0 = bxQ. Since
||JCO|| ^ 1 (in fact, ||JCO|| = 1), b is indeed an eigenvalue of U. •
Let us now see how Theorem 6 may be used to deduce Theorem 2 for
compact hermitian operators. For the sake of variety, we restate
Theorem 2 in the following form.
Theorem 7. Let H be a Hilbert space and let U E 2fc(//) be a compact
hermitian operator. Then there is a (possibly finite) sequence (A^) of
real numbers and a sequence (Hk) of linear subspaces of H such that
(a) A* -> 0;
(b) dimHk < oo;
(c) HkLHt ioxk± /,
(d) if x = 2L xk+x, where JC^ E //^ and i E Hk for every /:, then
Ux =
x = 2 xk + x, where xk E Hk and x E M-
k=i
Put
y(«) _y= 2
A: = l
the continuity of U implies that Ux = y, proving (d). D
For T E 2So(^) the unique positive square root (T*T)X^2 of the com-
pact positive operator T*T, guaranteed by Theorem 8, is called the
modulus or absolute value of T, and is denoted by \T\. Note that
|||r|jc|| = ||7JC|| for every* E H, because
|||r|*|| 2 = <|r|jc,|r|x> = ((T*T)1/2X,(T*T)1/2X)
1=1
for/GL2(0,l).
From now on we suppose also that K(s,t) = K(t,s); in this case U is
easily seen to be a hermitian operator. We consider a Fredholm integral
equation
h
g(s) = K(s,t)f(t) dt-\f(s) =
Ja
For what values of A can we solve this equation, and what can we say
about the solution? As we shall see, this question is ideally suited for
the theory we have at our disposal.
Let us prove three quick lemmas before giving the answer.
Lemma 11. Let (<pn) be an orthonormal sequence of eigenvectors of U
with non-zero eigenvalues (An) guaranteed by each of Theorems 2, 3
and 7, and Corollary 4, such that if f-L<pn for every n then Uf = 0.
(The sequences ((pn) and (\n) may thus be finite or infinite). Then each
kn is real,
l\\n<pn(t)\2^N
n
v5! fb 2
fb
2
X kt(s)<pH(s) ds = 2 |A»9»W| « |*,(s)|2<k.
Therefore
\K<Pn(t)\2 dx ^ \ \K(s,t)\2dsdt. D
n= \
nfEF
absolutely and uniformly convergent in [0,1] and the (an) are the
Fourier coefficients of g with respect to (<pn), i.e.
-r. rb
g(t)<pn(t) dt.
g~\~\f = / (p
Exercises
K(s,t)- 2 kkq>k(s)<pk(t)
Notes
There are many good accounts of applications of the spectral theorem for
compact hermitian opertors to differential and integral equations. We
followed J. Dieudonne, Foundations of Modern Analysis, Academic
Press, New York and London, 1960, xiv + 361 pp. Here are some of the
212 Chapter 14: Compact normal operators
213
214 Chapter 15: Fixed-point theorems
marked face or two marked faces. Therefore the theorem claims that
m{K) = 2 m(an) (1)
n
a GK
is odd.
Now let us look at the sum in (1) in another way. What is the contri-
bution of an (n — l)-simplex an~l E K to m{K)l If o-n~~x is not marked,
the contribution is 0. In particular, if an~l is in a closed (n-l)-face of
a other than a0 = [xo,Xi,... ,* n -i] then the contribution of crn~l is 0.
If crn~l E K is in a0 and is marked then the contribution of an~l is 1
since an~l is a face of exactly one n-simplex of K. Furthermore, if
an~l is in a, i.e. in the interior of the original n-simplex, then vn~l
contributes 1 to m(an) if vn~l is a face of <rn: as there are two such
n-simplices an, the total contribution of orn~l to m{K) is 2. Hence,
modulo 2, m(X) is congruent to the number of marked (n — l)-simplices
in a0. By the induction hypothesis, this number is odd. Therefore so is
m(K), completing the proof. •
thus c^. is the barycentre of o\ The complex sdK consists of all sim-
plices (ca , ca ,..., ca ) such that at E K and 07 is a proper face of 07 +1
k
°
216 Chapter 15: Fixed-point theorems
k
N(S,e) = U D(Xi,e).
1=1
Here
A;X; I Af ^ 0, 2 A; =
l i= \
is the convex hull of the points Jtj,..., xk: the intersection of all convex
sets containing all the points x-l,...,xk. This convex hull is, in fact,
compact, since it is the continuous image of a closed (k-\)-simplex in
R*. Indeed, if (e,-)* is the standard basis of 1$ = (Uk, || • ||), say, then the
Chapter 15: Fixed-point theorems 219
is a continuous map.
Lemma 6. The Schauder projection cps € is a continuous map from
N(S, e) to cofo ,..., xn } and
\\<PsJx)-x\\<e (2)
foralljceM5,6).
Proof. Only (2) needs any justification. If x E N(S,e) then
\\Xi-x\\<€. D
such that
\\f(xn)-xn\\<y (3)
As each/(jcn) belongs to the compact set K, the sequence (f(xn))i has a
convergent subsequence, say f(xnk) -> x as k —> <», where x G AT. But
then, by (3), JCW —> JC as k —> <», and so f(x) = x. D
The continuous map a—> a given by x »-» >1JC/||>1JC||I has a fixed point
•^ = fe)i • Clearly, Ax = AJC for some A > 0 and xt > 0 for all /. D
n KTI * 0,
i= l
then H w =1 KTi is a compact convex set mapped into itself by S. Hence,
by Theorem 7,
Ksnf) KTi?0.
i= l
This implies that the family of sets {KT: T E 3F} has the finite-
intersection property. As each KT is compact, there is a point x0 which
belongs to every KT, i.e. Tx0 = x0 for every I G ? . •
Exercises
10. Prove that every continuous map of the Hilbert cube I°° into itself
has a fixed point. (Check that the map / : B(l2) —> B(l2) given by
f(x) = Sx + (l — \\x\\)ei has no fixed point, where 5 is the right shift
and *! = (1,0,0,...).)
11. Show that a continuous map of B{12) into itself need not have a
fixed point.
12. Let C be a closed subset of a compact metric space K, and let / be
a continuous map of C into a normed space X. Use Schauder pro-
jections and the Tietze-Urysohn extension theorem (Theorem 6.3)
to prove that / has a continuous extension F: K —> X.
The aim of the next three exercises is to make it easy for the reader
to prove another beautiful fixed-point theorem.
check that
lk-6||s ! |k-fl||
and
Ik -4 ^ lki-«ll+*.
Deduce from the result in the previous exercise that
Fn = {xEC:\\f(x)-x\\^l/n},
and show that Fn ^ 0 for all n.
Put dn = inf{||x||: x E Fn} and note that the monotone increas-
ing sequence (dn)i converges to some d ^ 1. Use the result of the
previous exercise to show that
diamFn = sup{||x-)>||: x,y G /„} -> 0 as n -* ».
Conclude from this that / has a fixed point.
16. Let K(s,t) be continuous for 0 ^ s,t ^ 1, and let f(t,u) be continu-
ous and bounded for 0 ^ t ^ 1 and —» < « < oo. Suppose that
|tf(M)| ^ M and \f(t,u)\ ^ N for all s, t and w (0 ^ 5,^ ^ 1).
Define an operator T: C[0,1] -> C[0,1] by
Check that T maps C[0,1] into the closed ball of radius MN, say
C= {uE C[0,l]: ||w|| ^ M M -
Apply the Arzela-Ascoli theorem to show that TC is a relatively
compact subset of C[0,1].
Make use of the Schauder fixed-point theorem to prove that the
Hammerstein equation
u{s) = t K(s,t)f(t,u(t))dt
Jo
has a continuous solution.
Notes
226
Chapter 16: Invariant subspaces 227
is convex and contains A, and therefore contains coA. But then with
M = {xE. X: \\x-yi\\ < | e for some 1}
we have coA C Pi€ C M and so {y±,... ,ym} is an e-net in K = do A.
D
Hy) = £ A,O0.
1=1
Relation (2) implies that X(y) > 0 for every y E 77^. Therefore we
may define
Set
Proof. Suppose TT0 = T0T for some To E SBQC^O (^o ^ 0). Proceed as
in the proof of Theorem 2 but consider T0B0 instead of TBQ and so put
K = coT 0 B 0 . Then we obtain a fixed point z0 E K of if/°T0: K^> K,
i.e.
5z 0 = z 0
for
Therefore
Y= Ker(/-5) ^ {0}
is a finite-dimensional T-invariant subspace, and now the proof is com-
pleted as before. •
Exercises
Notes
Mazur's theorem is from S. Mazur, Uber die kleinste konvexe Menge, die
eine gegebene kompakte Menge enthdlt, Studia Math., 2 (1930), 7-9.
Theorems 2 and 3 are from V. I. Lomonosov, On invariant subspaces of
families of operators, commuting with a compact operator (in Russian),
Funk. Analiz i ego Prilozh, 7 (1973), 55-6; to be precise, Theorem 3 is
given as a remark added in proof. Corollary 5 is from N. Aronszajn
and K. Smith, Invariant subspaces of completely continuous operators,
Ann. Math., 60 (1954), 345-50.
The invariant-subspace problem for Banach spaces was solved in P.
Enflo, On the invariant subspace problem in Banach spaces, Acta Math.,
158 (1987), 213-313, and C. J. Read, A solution to the Invariant Sub-
space Problem, Bull. London Math. Soc, 16 (1984), 337-401.
A simplified and stronger version of Enflo's solution can be found in
B. Beauzamy, Un operateur sans sous-espace invariant non-trivial:
simplification de Vexample de P. Enflo, Integral Equations and Operator
Theory, 8 (1985), 314-84.
Read's result concerning lx is in A solution to the Invariant Subspace
Problem on the space lx, Bull. London Math. Soc, 17 (1985), 305-17.
An interesting account of the results concerning the invariant-
subspace problem can be found in B. Beauzamy, Introduction to Opera-
tor Theory and Invariant Subspaces, North Holland, Amsterdam, 1988,
xiv + 358 pp.
INDEX OF NOTATION
233
234 Index of notation
235
236 Index of terms