In this course, we will learn numbers, sequences, series, limits, functions,

derivatives, integrals, etc. Analysis is the rigorous study of such objects, with a
focus on trying to pin down precisely and accurately the qualitative and quan-
titative behavior of these objects.

1 Why should we do analysis rigorously?

Examples. (Some examples are chosen from section 1.2 of the book written by
Terence Tao: Analyisis I)

2 Sets, Order and Field structure on R

Recall the basic notions of sets. (Section 1.3)
Let Z be the set of all integers, Q be the set of all rational numbers.
You have also learned some basic properties of Z and Q in your high school,
etc. In this class, we suppose we have already get those elementary properties.
Definition 1. We say (X, ≤) is a partially ordered set if X is a set, ≤ is a
relation on X which satisfies
1. For all x ∈ X, x ≤ x.
2. For all x, y ∈ X, if x ≤ y, y ≤ x, then x = y.
3. For all x, y, z ∈ X, if x ≤ y, y ≤ z, then x ≤ z.
Definition 2. Let (X, ≤) be a partially ordered set and x, y ∈ X. We say x < y
if x ≤ y and x 6= y.
Definition 3. We say (X, ≤) is a totally ordered set if it is a partially ordered
set and it satisfies the following condition:
For all x, y ∈ X, x ≤ y or y ≤ x.
Example 1. Z, Q are totally ordered sets. (with ≤)
Definition 4. Let (X, ≤) be a partially ordered set. Let S ⊂ X and a ∈ X.
1. We say a is an upper bound of S if for any s ∈ S, s ≤ a.
2. We say a is a lower bound of S if for any s ∈ S, a ≤ s.
3. We say a is the least upper bound (or supremum) of S if a is an upper
bound of S and ∀x is an upper bound of S, a ≤ x.
4. We say a is the greatest lower bound (or infimum) of S if a is a lower
bound of S and ∀x is a lower bound of S, x ≤ a.
Exercise 1. Let (X, ≤) be a partially ordered set. Let S ⊂ X. Then the least
upper bound is unique (but may not exist). If the least upper bound of S exists,
we denote it by sup S. The greatest lower bound is also unique (but may not
exist). If the greatest lower bound exists, we denote it by inf S.
Definition 5. Let (X, ≤) be a partially ordered set. We say (X, ≤) has the
least-upper-bound property if the following property is true:
If S ⊂ X, S is nonempty and has an upper bound in X, then S has a least
upper bound (supremum) in X.

1
Example 2. Z has the least-upper-bound property. But Q has not.
Proposition 1. Let (X, ≤) be a partially ordered set. If (X, ≤) has the least-
upper-bound property. S ⊂ X, S is nonempty and has a lower bound in X.
Then S has a greatest lower bound (infimum) in X.

Proof. See section 1.11.

Definition 6. We say (F, +, ·) is a field if F is a set, + and · are binary
operations (which means they are two maps from F × F to F ) on F such that
1. (a + b) + c = a + (b + c) for all a, b, c in F .
2. There is an element 0 in F such that a + 0 = 0 + a = a for all a in F .
3. For each a in F there exists an element −a in F such that a + (−a) =
(−a) + a = 0.
4. a + b = b + a for all a, b ∈ F .
5. (a · b) · c = a · (b · c) for all a, b, c in F .
6.a · (b + c) = (a · b) + (a · c) for all a, b, c in F .
7. a · b = b · a for all a, b ∈ F .
8. There exists an element 1 in F such that for each a in F , a · 1 = 1 · a = a.
9. For any a in F , if a 6= 0, then there exists a−1 in F such that a · a−1 =
−1
a · a = 1.
10. 1 6= 0.
Example 3. Q is a field. Z is not a field.

Definition 7. We say (F, ≤, +, ·) is an ordered field if (F, +, ·) is a field, (F, ≤)

is a totally ordered set and
1. For all x, y, z ∈ F , if x ≤ y, then x + z ≤ y + z.
2. For all x, y ∈ F , if x ≥ 0 and y ≥ 0, then xy ≥ 0.
Example 4. Q is an ordered field.

Theorem 1. There exists an ordered field R such that Q is a subfield of R

and R has the least-upper-bound property. (Here Q is a subfield of R means
that Q ⊂ R and that the operations of addition and multiplication in R and the
relation ≤, when applied to members of Q, coincide with the usual operations
and relation on rational numbers.)

Proof. Omitted. See appendix of chapter 1.

Remark 1. There are many ways to construct the set of real numbers (R).
After we construct one, we fix it and call it the set of real number and denote it
by R.
Because R is an ordered field, R inherits properties of ordered field. Now we
suppose you get those properties by yourself. (For example: Section 1.14, 1.15,
1.16, 1.18)

2
Exercise 2 (Section 1.20). (a) If x, y ∈ R, x > 0. Then there exists a positive
integer n such that
nx > y.
(b) If x, y ∈ R, x < y. Then there exists a number p ∈ Q such that x < p < y.
Exercise 3 (Section 1.21). (1) Let x ∈ R and n ∈ Z. If x ≥ 0, n > 0. Then
there is a unique nonnegative real number y such that y n = x. We denote the y
1
by x n .
(2) If a, b are positive real numbers and n is a positive integer, then
1 1 1
(ab) n = a n b n .

Exercise 4. Exercise 6 in page 22 of Rudin.

3 The extended real number system

Definition 8. The extended real number system consists of the real field R and
two symbols, +∞ and −∞. We preserve the original order in R and define

−∞ ≤ x ≤ +∞

for every x in the extended real number systems.

Exercise 5. The extended real number system is a totally ordered set. Every
nonempty subset of it has a least upper bound. (Same for greatest lower bound.)
Definition 9. We extend the addition and multiplication of real numbers as
follows: S
(1) If x ∈ R {+∞}, then

x + (+∞) = (+∞) + x = +∞.

S
(2) (1) If x ∈ {−∞} R, then

x + (−∞) = (−∞) + x = −∞.

(3) If x is a positive real number or +∞, then

x · (+∞) = (+∞) · x = +∞,

x · (−∞) = (−∞) · x = −∞.

(4) If x is a negative real number or −∞, then

x · (−∞) = (−∞) · x = +∞,

x · (+∞) = (+∞) · x = −∞.

3
4 Complex numbers
Definition 10. A complex number is an ordered pair (a, b) of real numbers.
We use C to denote the set of all complex numbers.
Remark 2. (a, b) = (c, d) if and only if a = c and b = d.
Definition 11. Let x = (a, b), y = (c, d) be two complex numbers. We define

x + y =(a + c, b + d),
x · y =(ac − bd, ad + bc).

Proposition 2. Let a, b be real numbers, we have

(a, 0) + (b, 0) = (a + b, 0), (a, 0)(c, 0) = (ac, 0).

Remark 3. The above proposition shows that the complex numbers of the form
(a, 0) have the same arithmetic properties as the corresponding real numbers a.
We can therefore identify (a, 0) with a.
Exercise 6. C is a field with respect the above addtion and multiplication.
Remark 4. We also get that (0, 0) is the additional identity and (1, 0) is the
multiplicative identity of C. R is a subfield of C.
Definition 12. We use i to denote (0, 1).
Proposition 3. i2 = −1.
Proof. i2 = (0, 1)(0, 1) = (−1, 0) = −1.
Proposition 4. Let a and b be real numbers, then (a, b) = a + bi.
Definition 13. Let a, b be real numbers and z = a + bi, then z̄ = a − bi is
called the conjugate of z. a is called the real part of z and denoted by Re(z), b
is called the imaginary part of z and denoted by Im(z).
Exercise 7. If z and w are complex numbers, then
(1) z̄ + w̄ = z + w,
(2) zw = z̄ · w̄,
(3) z + z̄ = 2Re(z), z − z̄ = 2iIm(z),
(4) z z̄ is real number and it is nonnegative.
Definition 14. Let z be a complex number, the absolute value |z| is defined by
1
|z| = (z z̄) 2 .
Exercise 8. Section 1.33 of Rudin.
Theorem 2 (Cauchy-Schwarz inequality). If a1 , a2 , . . . , an and b1 , b2 , . . . , bn
are complex numbers. then
Xn 2 Xn n
X
ak bk  ≤ |ak |2 |bk |2 .
 

k=1 k=1 k=1

4
Proof. For any real number x,
n
X  n
X  n
X n
X
|ak |2 x2 + 2 |ak ||bk | x + |bk |2 = (|ak |2 x2 + 2|ak ||bk |x + |bk |2 )
k=1 k=1 k=1 k=1
Xn
= (|ak |x + |bk |)2 ≥ 0.
k=1
 P 2
n
So the discriminant of the quadratic equation ∆ = 2 |a
k=1 k ||bk | −
P  P 
n 2 n 2
4 k=1 |ak | k=1 |bk | ≤ 0. Then

Xn n
2  X n
2 X n
X
ak bk  ≤ |ak ||bk | ≤ |ak |2 |bk |2 .
 

k=1 k=1 k=1 k=1

5 Euclidean space
Definition 15. Let n be a postive integer. We define Rn as R × R × · · · × R
| {z }
n
which is the cartesian product of n real number sets. For every element x ∈ Rn ,
x = (x1 , x2 , . . . , xn ) where x1 , . . . , xn are real numbers.
Definition 16. If α is a real number, x = (x, 1, x2 , . . . , xn ), y = (y1 , y2 , . . . , yn ).
x1 , x2 , . . . , xn , y1 , . . . , yn are real numbers. Then we define
x + y =(x1 + y1 , x2 + y2 , . . . , xn + yn ),
αx =(αx1 , αx2 , . . . , αxn ).
Remark 5. We defined the addition and the scalar multiplication. This makes
Rn a vector space over the real field.
Definition 17. Let x = (x, 1, x2 , . . . , xn ), y = (y1 , y2 , . . . , yn ), where x1 , x2 , . . . , xn , y1 , . . . , yn
are real numbers. Then we define the inner product of x and y by
n
X
x·y = xi yi ,
k=1

We define the norm of x by

n
1 1
X
|x| = (x · x) 2 = ( x2k ) 2 .
k=1

The structure now defined (the vector space Rn with the above inner product
and norm) is called euclidean n-space.
Exercise 9. Section 1.37 of Rudin.