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Mathematical Analysis
Volume II
Teo Lee Peng

Mathematical Analysis
Volume II
Teo Lee Peng
January 1, 2024
Contents i
Contents
Contents i
Preface iv
Chapter 1 Euclidean Spaces 1

1.1 The Euclidean Space Rn as a Vector Space . . . . . . . . . . . 1
1.2 Convergence of Sequences in Rn . . . . . . . . . . . . . . . . 23
1.3 Open Sets and Closed Sets . . . . . . . . . . . . . . . . . . . 33
1.4 Interior, Exterior, Boundary and Closure . . . . . . . . . . . . 46
1.5 Limit Points and Isolated Points . . . . . . . . . . . . . . . . 59
Chapter 2 Limits of Multivariable Functions and Continuity 66

2.1 Multivariable Functions . . . . . . . . . . . . . . . . . . . . . 66
2.1.1 Polynomials and Rational Functions . . . . . . . . . . 66
2.1.2 Component Functions of a Mapping . . . . . . . . . . 68
2.1.3 Invertible Mappings . . . . . . . . . . . . . . . . . . 69
2.1.4 Linear Transformations . . . . . . . . . . . . . . . . . 70
2.1.5 Quadratic Forms . . . . . . . . . . . . . . . . . . . . 74
2.2 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . 79
2.3 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
2.4 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . . . 121
2.5 Contraction Mapping Theorem . . . . . . . . . . . . . . . . . 127
Chapter 3 Continuous Functions on Connected Sets and Compact Sets 132

3.1 Path-Connectedness and Intermediate Value Theorem . . . . . 132
3.2 Connectedness and Intermediate Value Property . . . . . . . . 147
3.3 Sequential Compactness and Compactness . . . . . . . . . . . 161
3.4 Applications of Compactness . . . . . . . . . . . . . . . . . . 181
3.4.1 The Extreme Value Theorem . . . . . . . . . . . . . . 181
3.4.2 Distance Between Sets . . . . . . . . . . . . . . . . . 184
Contents ii
3.4.3 Uniform Continuity . . . . . . . . . . . . . . . . . . . 191

3.4.4 Linear Transformations and Quadratic Forms . . . . . 192
3.4.5 Lebesgue Number Lemma . . . . . . . . . . . . . . . 195
Chapter 4 Differentiating Functions of Several Variables 201

4.1 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . 201
4.2 Differentiability and First Order Approximation . . . . . . . . 221
4.2.1 Differentiability . . . . . . . . . . . . . . . . . . . . . 221
4.2.2 First Order Approximations . . . . . . . . . . . . . . 233
4.2.3 Tangent Planes . . . . . . . . . . . . . . . . . . . . . 237
4.2.4 Directional Derivatives . . . . . . . . . . . . . . . . . 238
4.3 The Chain Rule and the Mean Value Theorem . . . . . . . . . 248
4.4 Second Order Approximations . . . . . . . . . . . . . . . . . 263
4.5 Local Extrema . . . . . . . . . . . . . . . . . . . . . . . . . . 271
Chapter 5 The Inverse and Implicit Function Theorems 285

5.1 The Inverse Function Theorem . . . . . . . . . . . . . . . . . 285
5.2 The Proof of the Inverse Function Theorem . . . . . . . . . . 298
5.3 The Implicit Function Theorem . . . . . . . . . . . . . . . . . 309
5.4 Extrema Problems and the Method of Lagrange Multipliers . . 329
Chapter 6 Multiple Integrals 343

6.1 Riemann Integrals . . . . . . . . . . . . . . . . . . . . . . . . 344
6.2 Properties of Riemann Integrals . . . . . . . . . . . . . . . . . 376
6.3 Jordan Measurable Sets and Riemann Integrable Functions . . 389
6.4 Iterated Integrals and Fubini’s Theorem . . . . . . . . . . . . 431
6.5 Change of Variables Theorem . . . . . . . . . . . . . . . . . . 450
6.5.1 Translations and Linear Transformations . . . . . . . 454
6.5.2 Polar Coordinates . . . . . . . . . . . . . . . . . . . . 466
6.5.3 Spherical Coordinates . . . . . . . . . . . . . . . . . 477
6.5.4 Other Examples . . . . . . . . . . . . . . . . . . . . . 482
6.6 Proof of the Change of Variables Theorem . . . . . . . . . . . 487
6.7 Some Important Integrals and Their Applications . . . . . . . 509
Contents iii
Chapter 7 Fourier Series and Fourier Transforms 517

7.1 Orthogonal Systems of Functions and Fourier Series . . . . . 518
7.2 The Pointwise Convergence of a Fourier Series . . . . . . . . 540
7.3 The L2 Convergence of a Fourier Series . . . . . . . . . . . . 556
7.4 The Uniform Convergence of a Trigonometric Series . . . . . 570
7.5 Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . 586
Appendix A Sylvester’s Criterion 615
Appendix B Volumes of Parallelepipeds 622
Appendix C Riemann Integrability 629
References 642
Preface iv
Preface
Mathematical analysis is a standard course which introduces students to rigorous

reasonings in mathematics, as well as the theories needed for advanced analysis
courses. It is a compulsory course for all mathematics majors. It is also strongly
recommended for students that major in computer science, physics, data science,
financial analysis, and other areas that require a lot of analytical skills. Some
standard textbooks in mathematical analysis include the classical one by Apostol
[Apo74] and Rudin [Rud76], and the modern one by Bartle [BS92], Fitzpatrick
[Fit09], Abbott [Abb15], Tao [Tao16, Tao14] and Zorich [Zor15, Zor16].
This book is the second volume of the textbooks intended for a one-year course
in mathematical analysis. We introduce the fundamental concepts in a pedagogical
way. Lots of examples are given to illustrate the theories. We assume that students
are familiar with the material of calculus such as those in the book [SCW20].
Thus, we do not emphasize on the computation techniques. Emphasis is put on
building up analytical skills through rigorous reasonings.
Besides calculus, it is also assumed that students have taken introductory
courses in discrete mathematics and linear algebra, which covers topics such as
logic, sets, functions, vector spaces, inner products, and quadratic forms. Whenever
needed, these concepts would be briefly revised.
In this book, we have defined all the mathematical terms we use carefully.
While most of the terms have standard definitions, some of the terms may have
definitions defer from authors to authors. The readers are advised to check the
definitions of the terms used in this book when they encounter them. This can be
easily done by using the search function provided by any PDF viewer. The readers
are also encouraged to fully utilize the hyper-referencing provided.
Teo Lee Peng

Chapter 1. Euclidean Spaces 1
Chapter 1
Euclidean Spaces
In this second volume of mathematical analysis, we study functions defined on

subsets of Rn . For this, we need to study the structure and topology of Rn first.
We start by a revision on Rn as a vector space.
In the sequel, n is a fixed positive integer reserved to be used for Rn .
1.1 The Euclidean Space Rn as a Vector Space
If S1 , S2 , . . ., Sn are sets, the cartesian product of these n sets is defined as the set
n
Y
S = S1 × · · · × Sn = Si = {(a1 , . . . , an ) | ai ∈ Si , 1 ≤ i ≤ n}
i=1
that contains all n-tuples (a1 , . . . , an ), where ai ∈ Si for all 1 ≤ i ≤ n.

The set Rn is the cartesian product of n copies of R. Namely,
Rn = {(x1 , x2 , . . . , xn ) | x1 , x2 , . . . , xn ∈ R} .
The point (x1 , x2 , . . . , xn ) is denoted as x, whereas x1 , x2 , . . . , xn are called the

components of the point x. We can define an addition and a scalar multiplication
on Rn . If x = (x1 , x2 , . . . , xn ) and y = (y1 , y2 , . . . , yn ) are in Rn , the addition of
x and y is defined as
x + y = (x1 + y1 , x2 + y2 , . . . , xn + yn ).
In other words, it is a componentwise addition. Given a real number α, the scalar

multiplication of α with x is given by the componentwise multiplication
αx = (αx1 , αx2 , . . . , αxn ).
The set Rn with the addition and scalar multiplication operations is a vector
space. It satisfies the 10 axioms for a real vector space V .
The 10 Axioms for a Real Vector Space V
Let V be a set that is equipped with two operations – the addition and the
scalar multiplication. For any two vectors u and v in V , their addition is
denoted by u + v. For a vector u in V and a scalar α ∈ R, the scalar
multiplication of v by α is denoted by αv. We say that V with the addition
and scalar multiplication is a real vector space provided that the following
10 axioms are satisfied for any u, v and w in V , and any α and β in R.
Axiom 1 If u and v are in V , then u + v is in V .
Axiom 2 u + v = v + u.
Axiom 3 (u + v) + w = u + (v + w).
Axiom 4 There is a zero vector 0 in V such that
0+v =v =v+0 for all v ∈ V.
Axiom 5 For any v in V , there is a vector w in V such that
v + w = 0 = w + v.
The vector w satisfying this equation is called the negative of v, and is

denoted by −v.
Axiom 6 For any v in V , and any α ∈ R, αv is in V .
Axiom 7 α(u + v) = αu + αv.
Axiom 8 (α + β)v = αv + βv.
Axiom 9 α(βv) = (αβ)v.
Axiom 10 1v = v.
Rn is a real vector space. The zero vector is the point 0 = (0, 0, . . . , 0) with
all components equal to 0. Sometimes we also call a point x = (x1 , . . . , xn ) in
Rn a vector, and identify it as the vector from the origin 0 to the point x.
Definition 1.1 Standard Unit Vectors

In Rn , there are n standard unit vectors e1 , . . ., en given by
e1 = (1, 0, . . . , 0), e2 = (0, 1, . . . , 0), · · · , en = (0, . . . , 0, 1).
Let us review some concepts from linear algebra which will be useful later.
Given that v1 , . . . , vk are vectors in a vector space V , a linear combination of
v1 , . . . , vk is a vector v in V of the form
v = c1 v 1 + · · · + ck v k
for some scalars c1 , . . . , ck , which are known as the coefficients of the linear
combination.
A subspace of a vector space V is a subset of V that is itself a vector space.
There is a simple way to construct subspaces.
Proposition 1.1
Let V be a vector space, and let v1 , . . . , vk be vectors in V . The subset
W = {c1 v1 + · · · + ck vk | c1 , . . . , ck ∈ R}
of V that contains all linear combinations of v1 , . . . , vk is itself a vector

space. It is called the subspace of V spanned by v1 , . . . , vk .
Example 1.1
In R3 , the subspace spanned by the vectors e1 = (1, 0, 0) and e3 = (0, 0, 1)

is the set W that contains all points of the form
x(1, 0, 0) + z(0, 0, 1) = (x, 0, z),
which is the xz-plane.
Next, we recall the concept of linear independence.

Definition 1.2 Linear Independence

Let V be a vector space, and let v1 , . . . , vk be vectors in V . We say that
the set {v1 , . . . , vk } is a linearly independent set of vectors, or the vectors
v1 , . . . , vk are linearly independent, if the only k-tuple of real numbers
(c1 , . . . , ck ) which satisfies
c1 v1 + · · · + ck vk = 0
is the trivial k-tuple (c1 , . . . , ck ) = (0, . . . , 0).
Example 1.2
In Rn , the standard unit vectors e1 , . . . , en are linearly independent.
Example 1.3
If V is a vector space, a vector v in V is linearly independent if and only if
v ̸= 0.
Example 1.4
Let V be a vector space. Two vectors u and v in V are linearly independent
if and only if u ̸= 0, v ̸= 0, and there does not exists a constant α such that
v = αu.
Let us recall the following definition for two vectors to be parallel.
Definition 1.3 Parallel Vectors

Let V be a vector space. Two vectors u and v in V are parallel if either
u = 0 or there exists a constant α such that v = αu.
In other words, two vectors u and v in V are linearly independent if and only
if they are not parallel.
Example 1.5
If S = {v1 , . . . , vk } is a linearly independent set of vectors, then for any

S ′ ⊂ S, S ′ is also a linearly independent set of vectors.
Now we discuss the concept of dimension and basis.
Definition 1.4 Dimension and Basis

Let V be a vector space, and let W be a subspace of V . If W can be
spanned by k linearly independent vectors v1 , . . . , vk in V , we say that W
has dimension k. The set {v1 , . . . , vk } is called a basis of W .
Example 1.6
In Rn , the n standard unit vectors e1 , . . ., en are linearly independent and
they span Rn . Hence, the dimension of Rn is n.
Example 1.7
In R3 , the subspace spanned by the two linearly independent vectors e1 =

(1, 0, 0) and e3 = (0, 0, 1) has dimension 2.
Next, we introduce the translate of a set.
Definition 1.5 Translate of a Set

If A is a subset of Rn , u is a point in Rn , the translate of the set A by the
vector u is the set
A + u = {a + u | a ∈ A} .
Example 1.8
In R3 , the translate of the set A = {(x, y, 0) | x, y ∈ R} by the vector

u = (0, 0, −2) is the set
B = A + u = {(x, y, −2) | x, y ∈ R}.
In Rn , the lines and the planes are of particular interest. They are closely
related to the concept of subspaces.
Definition 1.6 Lines in Rn

A line L in Rn is a translate of a subspace of Rn that has dimension 1. As
a set, it contains all the points x of the form
x = x0 + tv, t ∈ R,
where x0 is a fixed point in Rn , and v is a nonzero vector in Rn . The

equation x = x0 + tv, t ∈ R, is known as the parametric equation of the
line.
A line is determined by two points.
Example 1.9
Given two distinct points x1 and x2 in Rn , the line L that passes through
these two points have parametric equation given by
x = x1 + t(x2 − x1 ), t ∈ R.
When 0 ≤ t ≤ 1, x = x1 + t(x2 − x1 ) describes all the points on the line

segment with x1 and x2 as endpoints.
Figure 1.1: A Line between two points.

Definition 1.7 Planes in Rn

A plane W in Rn is a translate of a subspace of dimension 2. As a set, it
contains all the points x of the form
x = x0 + t1 v1 + t2 v2 , t1 , t2 ∈ R,
where x0 is a fixed point in Rn , and v1 and v2 are two linearly independent

vectors in Rn .
Besides being a real vector space, Rn has an additional structure. Its definition
is motivated as follows. Let P (x1 , x2 , x3 ) and Q(y1 , y2 , y3 ) be two points in R3 .
By Pythagoras theorem, the distance between P and Q is given by
p
P Q = (x1 − y1 )2 + (x2 − y2 )2 + (x3 − y3 )2 .
Figure 1.2: Distance between two points in R2 .
Consider the triangle OP Q with vertices O, P , Q, where O is the origin. Then

q q
2 2 2
OP = x1 + x2 + x3 , OQ = y12 + y22 + y32 .
Let θ be the minor angle between OP and OQ. By cosine rule,
P Q2 = OP 2 + OQ2 − 2 × OP × OQ × cos θ.
A straightforward computation gives
OP 2 + OQ2 − P Q2 = 2(x1 y1 + x2 y2 + x3 y3 ).
Figure 1.3: Cosine rule.
Hence,
x1 y1 + x2 y2 + x3 y3
cos θ = p p . (1.1)
x21 + x22 + x23 y12 + y22 + y32
It is a quotient of x1 y1 + x2 y2 + x3 y3 by the product of the lengths of OP and OQ.
Generalizing the expression x1 y1 + x2 y2 + x3 y3 from R3 to Rn defines the dot
product. For any two vectors x = (x1 , x2 , . . . , xn ) and y = (y1 , y2 , . . . , yn ) in Rn ,
the dot product of x and y is defined as
n
X
x · y= xi y i = x1 y 1 + x2 y 2 + · · · + xn y n .
i=1
This is a special case of an inner product.
Definition 1.8 Inner Product Space

A real vector space V is an inner product space if for any two vectors u and
v in V , an inner product ⟨u, v⟩ of u and v is defined, and the following
conditions for any u, v, w in V and α, β ∈ R are satisfied.
1. ⟨u, v⟩ = ⟨v, u⟩.
2. ⟨αu + βv, w⟩ = α⟨u, w⟩ + β⟨v, w⟩.
3. ⟨v, v⟩ ≥ 0 and ⟨v, v⟩ = 0 if and only if v = 0.

Proposition 1.2 Euclidean Inner Product on Rn

On Rn ,
n
X
⟨x, y⟩ = x · y = xi yi = x1 y1 + x2 y2 + · · · + xn yn .
i=1
defines an inner product, called the standard inner product or the Euclidean
inner product.
Definition 1.9 Euclidean Space

The vector space Rn with the Euclidean inner product is called the
Euclidean n-space.
In the future, when we do not specify, Rn always means the Euclidean n-space.
One can deduce some useful identities from the three axioms of an inner
product space.
Proposition 1.3
If V is an inner product space, then the following holds.
(a) For any v ∈ V , ⟨0, v⟩ = 0 = ⟨v, 0⟩.
(b) For any vectors v1 , · · · , vk , w1 , · · · , wl in V , and for any real numbers

α1 , · · · , αk , β1 , · · · , βl ,
* k l
+ k X l
X X X
αi vi , βj w j = αi βj ⟨vi , wj ⟩.
i=1 j=1 i=1 j=1
Given that V is an inner product space, ⟨v, v⟩ ≥ 0 for any v in V . For

example, for any x = (x1 , x2 , . . . , xn ) in Rn , under the Euclidean inner product,
n
X
⟨x, x⟩ = x2i = x21 + x22 + · · · + x2n ≥ 0.
i=1
When n = 3, the length of the vector OP from the point O(0, 0, 0) to the point
P (x1 , x2 , x3 ) is
q p
OP = x21 + x22 + x23 = ⟨x, x⟩, where x = (x1 , x2 , x3 ).
This motivates us to define to norm of a vector in an inner product space as

follows.
Definition 1.10 Norm of a Vector

Given that V is an inner product space, the norm of a vector v is defined as
p
∥v∥ = ⟨v, v⟩.
The norm of a vector in an inner product space satisfies some properties, which
follow from the axioms for an inner product space.
Proposition 1.4
Let V be an inner product space.
1. For any v in V , ∥v∥ ≥ 0 and ∥v∥ = 0 if and only if v = 0.
2. For any α ∈ R and v ∈ V , ∥αv∥ = |α| ∥v∥.
Motivated by the distance between two points in R3 , we make the following

definition.
Definition 1.11 Distance Between Two Points

Given that V is an inner product space, the distance between u and v in V
is defined as
p
d(u, v) = ∥v − u∥ = ⟨v − u, v − u⟩.
For example, the distance between the points x = (x1 , . . . , xn ) and y =

(y1 , . . . , yn ) in the Euclidean space Rn is
v
u n
uX p
d(x, y) = t (xi − yi )2 = (x1 − y1 )2 + · · · + (xn − yn )2 .
i=1
For analysis in R, an important inequality is the triangle inequality which says

that |x + y| ≤ |x| + |y| for any x and y in R. To generalize this inequality to Rn ,
we need the celebrated Cauchy-Schwarz inequality. It holds on any inner product
space.
Proposition 1.5 Cauchy-Schwarz Inequality

Given that V is an inner product space, for any u and v in V ,
|⟨u, v⟩| ≤ ∥u∥ ∥v∥.
The equality holds if and only if u and v are parallel.
Proof
It is obvious that if either u = 0 or v = 0,
|⟨u, v⟩| = 0 = ∥u∥ ∥v∥,
and so the equality holds.

Now assume that both u and v are nonzero vectors. Consider the quadratic
function f : R → R defined by
f (t) = ∥tu − v∥2 = ⟨tu − v, tu − v⟩.
Notice that f (t) = at2 + bt + c, where
a = ⟨u, u⟩ = ∥u∥2 , b = −2⟨u, v⟩, c = ⟨v, v⟩ = ∥v∥2 .
The 3rd axiom of an inner product says that f (t) ≥ 0 for all t ∈ R. Hence,
we must have b2 − 4ac ≤ 0. This gives
⟨u, v⟩2 ≤ ∥u∥2 ∥v∥2 .
Thus, we obtain the Cauchy-Schwarz inequality
|⟨u, v⟩| ≤ ∥u∥ ∥v∥.

The equality holds if and only if b2 − 4ac = 0. The latter means that
f (t) = 0 for some t = α, which can happen if and only if
αu − v = 0,
or equivalently, v = αu.
Now we can prove the triangle inequality.
Proposition 1.6 Triangle Inequality

Let V be an inner product space. For any vectors v1 , v2 , . . . , vk in V ,
∥v1 + v2 + · · · + vk ∥ ≤ ∥v1 ∥ + ∥v2 ∥ + · · · + ∥vk ∥.
Proof
It is sufficient to prove the statement when k = 2. The general case follows
from induction. Given v1 and v2 in V ,
∥v1 + v2 ∥2 = ⟨v1 + v2 , v1 + v2 ⟩
= ⟨v1 , v1 ⟩ + 2⟨v1 , v2 ⟩ + ⟨v2 , v2 ⟩
≤ ∥v1 ∥2 + 2∥v1 ∥∥v2 ∥ + ∥v2 ∥2
= (∥v1 ∥ + ∥v2 ∥)2 .
This proves that

∥v1 + v2 ∥ ≤ ∥v1 ∥ + ∥v2 ∥.
From the triangle inequality, we can deduce the following.
Corollary 1.7
Let V be an inner product space. For any vectors u and v in V ,
∥u∥ − ∥v∥ ≤ ∥u − v∥.
Express in terms of distance, the triangle inequality takes the following form.
Proposition 1.8 Triangle Inequality

Let V be an inner product space. For any three points v1 , v2 , v3 in V ,
d(v1 , v2 ) ≤ d(v1 , v3 ) + d(v2 , v3 ).
More generally, if v1 , v2 , . . . , vk are k vectors in V , then

k
X
d(v1 , vk ) ≤ d(vi−1 , vi ) = d(v1 , v2 ) + · · · + d(vk−1 , vk ).
i=2
Since we can define the distance function on an inner product space, inner
product space is a special case of metric spaces.
Definition 1.12 Metric Space

Let X be a set, and let d : X × X → R be a function defined on X × X.
We say that d is a metric on X provided that the following conditions are
satisfied.
1. For any x and y in X, d(x, y) ≥ 0, and d(x, y) = 0 if and only if x = y.
2. d(x, y) = d(y, x) for any x and y in X.
3. For any x, y and z in X, d(x, y) ≤ d(x, z) + d(y, z).
If d is a metric on X, we say that (X, d) is a metric space.
Metric spaces play important roles in advanced analysis. If V is an innner

product space, it is a metric space with metric
d(u, v) = ∥v − u∥.
Using the Cauchy-Schwarz inequality, one can generalize the concept of angles
to any two vectors in a real inner product space. If u and v are two nonzero vectors
in a real inner product space V , Cauchy-Schwarz inequality implies that
⟨u, v⟩
∥u∥ ∥v∥
is a real number between −1 and 1. Generalizing the formula (1.1), we define the
angle θ between u and v as
⟨u, v⟩
θ = cos−1 .
∥u∥ ∥v∥
This is an angle between 0◦ and 180◦ . A necessary and sufficient condition for
two vectors u and v to make a 90◦ angle is ⟨u, v⟩ = 0.
Definition 1.13 Orthogonality

Let V be a real inner product space. We say that the two vectors u and v in
V are orthogonal if ⟨u, v⟩ = 0.
Lemma 1.9 Generalized Pythagoras Theorem

Let V be an inner product space. If u and v are orthogonal vectors in V ,
then
∥u + v∥2 = ∥u∥2 + ∥v∥2 .
Now we discuss the projection theorem.
Theorem 1.10 Projection Theorem

Let V be an inner product space, and let w be a nonzero vector in V . If v
is a vector in V , there is a unique way to write v as a sum of two vectors v1
and v2 , such that v1 is parallel to w and v2 is orthogonal to w. Moreover,
for any real number α,
∥v − αw∥ ≥ ∥v − v1 ∥,
and the equality holds if and only if α is equal to the unique real number β
such that v1 = βw.
Figure 1.4: The projection theorem.
Proof
Assume that v can be written as a sum of two vectors v1 and v2 , such that
v1 is parallel to w and v2 is orthogonal to w. Since w is nonzero, there
is a real number β such that v1 = βw. Since v2 = v − v1 = v − βw is
orthogonal to w, we have
0 = ⟨v − βw, w⟩ = ⟨v, w⟩ − β⟨w, w⟩.
This implies that we must have
⟨v, w⟩
β= ,
⟨w, w⟩
and
⟨v, w⟩ ⟨v, w⟩
v1 = w, v2 = v − w.
⟨w, w⟩ ⟨w, w⟩
It is easy to check that v1 and v2 given by these formulas indeed satisfy
the requirements that v1 is parallel to w and v2 is orthogonal to w. This
establishes the existence and uniqueness of v1 and v2 .
Now for any real number α,
v − αw = v − v1 + (β − α)w.
Since v − v1 = v2 is orthogonal to (β − α)w, the generalized Pythagoras

theorem implies that
∥v − αw∥2 = ∥v − v1 ∥2 + ∥(β − α)w∥2 ≥ ∥v − v1 ∥2 .
This proves that

∥v − αw∥ ≥ ∥v − v1 ∥.
The equality holds if and only if
∥(β − α)w∥ = |α − β|∥w∥ = 0.
Since ∥w∥ =
̸ 0, we must have α = β.
The vector v1 in this theorem is called the projection of v onto the subspace
spanned by w.
There is a more general projection theorem where the subspace W spanned by
w is replaced by a general subspace. We say that a vector v is orthogonal to the
subspace W if it is orthogonal to each vector w in W .
Theorem 1.11 General Projection Theorem

Let V be an inner product space, and let W be a finite dimensional subspace
of V . If v is a vector in V , there is a unique way to write v as a sum of
two vectors v1 and v2 , such that v1 is in W and v2 is orthogonal to W . The
vector v1 is denoted by projW v. For any w ∈ W ,
∥v − w∥ ≥ ∥v − projW v∥,
and the equality holds if and only if w = projW v.
Sketch of Proof
If W is a k- dimensional vector space, it has a basis consists of k linearly
independent vectors w1 , . . . , wk . Since the vector v1 is in W , there are
constants c1 , . . . , ck such that
v 1 = c1 w 1 + · · · + ck w k .
The condition v2 = v − v1 is orthogonal to W gives rise to k equations
c1 ⟨w1 , w1 ⟩ + · · · + ck ⟨wk , w1 ⟩ = ⟨v, w1 ⟩,

.. (1.2)
.
c1 ⟨w1 , wk ⟩ + · · · + ck ⟨wk , wk ⟩ = ⟨v, wk ⟩.
Using the fact that w1 , . . . , wk are linearly independent, one can show that
the k × k matrix
 
⟨w1 , w1 ⟩ · · · ⟨wk , w1 ⟩
.. ... ..
A=
 
. . 
⟨w1 , wk ⟩ · · · ⟨wk , wk ⟩
is invertible. This shows that there is a unique c = (c1 , . . . , ck ) satisfying

the linear system (1.2).
If V is an inner product space, a basis that consists of mutually orthogonal

vectors are of special interest.
Definition 1.14 Orthogonal Set and Orthonormal Set
Let V be an inner product space. A subset of vectors S = {u1 , . . . , uk }

is called an orthogonal set if any two distinct vectors ui and uj in S are
orthogonal. Namely,
⟨ui , uj ⟩ = 0 if i ̸= j.
S is called an orthonormal set if it is an orthogonal set of unit vectors.

Namely, 
0 if i ̸= j,
⟨ui , uj ⟩ = .
1 if i = j
If S = {u1 , . . . , uk } is an orthogonal set of nonzero vectors, it is a linearly

independent set of vectors. One can construct an orthonormal set by normalizing
each vector in the set. There is a standard algorithm, known as the Gram-Schmidt
process, which can turn any linearly independent set of vectors {v1 , . . . , vk } into
an orthogonal set {u1 , . . . , uk } of nonzero vectors. We start by the following

lemma.
Lemma 1.12
Let V be an inner product space, and let S = {u1 , . . . , uk } be an orthogonal
set of nonzero vectors in V that spans the subspace W . Given any vector v
in V ,
k
X ⟨v, ui ⟩
projW v = ui .
i=1
⟨ui , ui ⟩
Proof
By the general projection theorem, v = v1 + v2 , where v1 = projW v is in
W and v2 is orthogonal to W . Since S is a basis for W , there exist scalars
c1 , c2 , . . . , ck such that v1 = c1 u1 + · · · + ck uk . Therefore,
v = c1 u1 + · · · + ck uk + v2 .
Since S is an orthogonal set of vectors and v2 is orthogonal to each ui , we

find that for 1 ≤ i ≤ k,
⟨v, ui ⟩ = ci ⟨ui , ui ⟩.
This proves the lemma.
Theorem 1.13 Gram-Schmidt Process

Let V be an inner product space, and assume that S = {v1 , . . . , vk } is
a linearly independent set of vectors in V . Define the vectors u1 , . . . , uk
inductively by u1 = v1 , and for 2 ≤ j ≤ k,
j−1
X ⟨vj , ui ⟩
uj = vj − ui .
i=1
⟨ui , ui ⟩
Then S ′ = {u1 , . . . , uk } is a nonzero set of orthogonal vectors. Moreover,

for each 1 ≤ j ≤ k, the set {ui | 1 ≤ i ≤ j} spans the same subspace as
the set {vi | 1 ≤ i ≤ j}.
Sketch of Proof
For 1 ≤ j ≤ k, let Wj be the subspace spanned by the set {vi | 1 ≤ i ≤ j}.
The vectors u1 , . . . , uk are constructed by letting u1 = v1 , and for 2 ≤ j ≤
k,
uj = vj − projWj−1 vj .
Since {v1 , . . . , vj } is a linearly independent set, uj ̸= 0. Using induction,
one can show that span {u1 , . . . , uj } = span {v1 , . . . , vj }. By projection
theorem, uj is orthogonal to Wj−1 . Hence, it is orthogonal to u1 , . . . , uj−1 .
This proves the theorem.
A mapping between two vector spaces that respect the linear structures is
called a linear transformation.
Definition 1.15 Linear Transformation

Let V and W be real vector spaces. A mapping T : V → W is called
a linear transformation provided that for any v1 , . . . , vk in V , for any real
numbers c1 , . . . , ck ,
T (c1 v1 + · · · + ck vk ) = c1 T (v1 ) + · · · + ck T (vk ).
Linear transformations play important roles in multivariable analysis. In the

following, we first define a special class of linear transformations associated to
special projections.
For 1 ≤ i ≤ n, let Li be the subspace of Rn spanned by the unit vector ei . For
the point x = (x1 , . . . , xn ),
projLi x = xi ei .
The number xi is the ith -component of x. It will play important roles later. The
mapping from x to xi is a function from Rn to R.
Definition 1.16 Projection Functions
For 1 ≤ i ≤ n, the ith -projection function on Rn is the function πi : Rn →

R defined by
πi (x) = πi (x1 , . . . , xn ) = xi .
Figure 1.5: The projection functions.
The following is obvious.
Proposition 1.14
For 1 ≤ i ≤ n, the ith -projection function on Rn is a linear transformation.

Namely, for any x1 , . . . , xk in Rn , and any real numbers c1 , . . . , ck ,
πi (c1 x1 + · · · + ck xk ) = c1 πi (x1 ) + · · · + ck πi (xk ).
The following is a useful inequality.
Proposition 1.15
Let x be a vector in Rn . Then
|πi (x)| ≤ ∥x∥.
At the end of this section, let us introduce the concept of hyperplanes.
Definition 1.17 Hyperplanes

In Rn , a hyperplane is a translate of a subspace of dimension n − 1. In other
words, H is a hyperplane if there is a point x0 in Rn , and n − 1 linearly
independent vectors v1 , v2 , . . ., vn−1 such that H contains all points x of
the form
x = x0 + t1 v1 + · · · + tn−1 vn−1 , (t − 1, . . . , tn−1 ) ∈ Rn−1 .

A hyperplane in R1 is a point. A hyperplane in R2 is a line. A hyperplane in

R3 is a plane.
Definition 1.18 Normal Vectors

Let v1 , v2 , . . ., vn−1 be linearly independent vectors in Rn , and let H be
the hyperplane
H = x0 + t1 v1 + · · · + tn−1 vn−1 | (t1 , . . . , tn−1 ) ∈ Rn−1 .

A nonzero vector n that is orthogonal to all the vectors v1 , . . . , vn−1 is

called a normal vector to the hyperplane. If x1 and x2 are two points on H,
then n is orthogonal to the vector v = x2 − x1 . Any two normal vectors of
a hyperplane are scalar multiples of each other.
Proposition 1.16
If H is a hyperplane with normal vector n = (a1 , a2 , . . . , an ), and x0 =

(u1 , u2 , . . . , un ) is a point on H, then the equation of H is given by
a1 (x1 − u1 ) + a2 (x2 − u2 ) + · · · + an (xn − un ) = n · (x − x0 ) = 0.
Conversely, any equation of the form
a1 x 1 + a2 x 2 + · · · + an x n = b
is the equation of a hyperplane with normal vector n = (a1 , a2 , . . . , an ).
Example 1.10
Given 1 ≤ i ≤ n, the equation xi = c is a hyperplane with normal vector ei .
It is a hyperplane parallel to the coordinate plane xi = 0, and perpendicular
to the xi -axis.
Exercises 1.1
Question 1
Let V be an inner product space. If u and v are vectors in V , show that
∥u∥ − ∥v∥ ≤ ∥u − v∥.
Question 2
Let V be an inner product space. If u and v are orthogonal vectors in V ,
show that
∥u + v∥2 = ∥u∥2 + ∥v∥2 .
Question 3
Let V be an inner product space, and let u and v be vectors in V . Show
that
∥u + v∥2 − ∥u − v∥2
⟨u, v⟩ = .
4
Question 4
Let V be an inner product space, and let {u1 , . . . , uk } be an orthonormal
set of vectors in V . For any real numbers α1 , . . . , αk , show that
∥α1 u1 + · · · + αk uk ∥2 = α12 + · · · + αk2 .
Question 5
Let x1 , x2 , . . . , xn be real numbers. Show that
q
(a) x21 + x22 · · · + x2n ≤ |x1 | + |x2 | + · · · + |xn |;
√ q 2
(b) |x1 + x2 + · · · + xn | ≤ n x1 + x22 · · · + x2n .
1.2 Convergence of Sequences in Rn
A point in the Euclidean space Rn is denoted by x = (x1 , x2 , . . . , xn ). When

n = 1, we just denote it by x. When n = 2 and n = 3, it is customary to denote a
point in R2 and R3 by (x, y) and (x, y, z) respectively.
The Euclidean inner product between the vectors x = (x1 , x2 , . . . , xn ) and
y = (y1 , y2 , . . . , yn ) is
n
X
⟨x, y⟩ = x · y = xi y i .
i=1
The norm of x is v
u n
p uX
∥x∥ = ⟨x, x⟩ = t x2i ,
i=1
while the distance between x and y is

v
u n
uX
d(x, y) = ∥x − y∥ = t (xi − yi )2 .
i=1
A sequence in Rn is a function f : Z+ → Rn . For k ∈ Z+ , let ak = f (k).

Then we can also denote the sequence by {ak }∞
k=1 , or simply as {ak }.
Example 1.11

k 2k + 3
The sequence , is a sequence in R2 with
k+1 k

k 2k + 3
ak = , .
k+1 k
In volume I, we have seen that a sequence of real numbers {ak }∞ k=1 is said to
converge to a real number a provided that for any ε > 0, there is a positive integer
K such that
|ak − a| < ε for all k ≥ K.
Notice that |ak − a| is the distance between ak and a. To define the convergence
of a sequence in Rn , we use the Euclidean distance.
Definition 1.19 Convergence of Sequences
A sequence {ak } in Rn is said to converge to the point a in Rn provided

that for any ε > 0, there is a positive integer K so that for all k ≥ K,
∥ak − a∥ = d(ak , a) < ε.
If {ak } is a sequence that converges to a point a, we say that the sequence

{ak } is convergent. A sequence that does not converge to any point in Rn
is said to be divergent.
Figure 1.6: The convergence of a sequence.
As in the n = 1 case, we have the following.
Proposition 1.17
A sequence in Rn cannot converge to two different points.
Definition 1.20 Limit of a Sequence
If {ak } is a sequence in Rn that converges to the point a, we call a the limit

of the sequence. This can be expressed as
lim ak = a.
k→∞
The following is easy to establish.

Proposition 1.18
Let {ak } be a sequence in Rn . Then {ak } converges to a if and only if
lim ∥ak − a∥ = 0.
k→∞
Proof
By definition, the sequence {ak } is convergent if and only if for any ε > 0,
there is a positive integer K so that for all k ≥ K, ∥ak − a∥ < ε. This is
the definition of lim ∥ak − a∥ = 0.
k→∞
As in the n = 1 case, {akj }∞

j=1 is a subsequence of {ak } if k1 , k2 , k3 , . . . is a
strictly increasing subsequence of positive integers.
Corollary 1.19
If {ak } is a sequence in Rn that converges to the point a, then any

subsequence of {ak } also converges to a.
Example 1.12
Let us investigate the convergence of the sequence {ak } in R2 with

k 2k + 3
ak = ,
k+1 k
that is defined in Example 1.11. Notice that

k
lim π1 (ak ) = lim = 1,
k→∞ k→∞ k + 1
2k + 3
lim π2 (ak ) = lim = 2.
k→∞ k→∞ k
It is natural for us to speculate that the sequence {ak } converges to the point
a = (1, 2).
For k ∈ Z+ ,
1 3
ak − a = − , .
k+1 k
Thus, s
1 9
∥ak − a∥ = + .
(k + 1)2 k 2
By squeeze theorem,
lim ∥ak − a∥ = 0.
k→∞
This proves that the sequence {ak } indeed converges to the point a = (1, 2).
In the example above, we guess the limit of the sequence by looking at each
components of the sequence. This in fact works for any sequences.
Theorem 1.20 Componentwise Convergence of Sequences
A sequence {ak } in Rn converges to the point a if and only if for each

1 ≤ i ≤ n, the sequence {πi (ak )} converges to the point {πi (a)}.
Proof
Given 1 ≤ i ≤ n,
πi (ak ) − πi (a) = πi (ak − a).
Thus,
|πi (ak ) − πi (a)| = |πi (ak − a)| ≤ ∥ak − a∥.
If the sequence {ak } converges to the point a, then
lim ∥ak − a∥ = 0.
k→∞
By squeeze theorem,
lim |πi (ak ) − πi (a)| = 0.

k→∞
This proves that the sequence {πi (ak )} converges to the point {πi (a)}.
Conversely, assume that for each 1 ≤ i ≤ n, the sequence {πi (ak )}

converges to the point {πi (a)}. Then
lim |πi (ak ) − πi (a)| = 0 for 1 ≤ i ≤ n.

k→∞
Since
n
X
∥ak − a∥ ≤ |πi (ak − a)| ,
i=1
squeeze theorem implies that
lim ∥ak − a∥ = 0.
k→∞
This proves that the sequence {ak } converges to the point a.
Theorem 1.20 reduces the investigations of convergence of sequences in Rn to

sequences in R. Let us look at a few examples.
Example 1.13
Find the following limit.
k !
2k + 1

1 k
lim , 1+ ,√ .
k→∞ 3k k k2 + 1
Solution
We compute the limit componentwise.
" k #
k
2k + 1 2 1
lim k
= lim + = 0 + 0 = 0,
k→∞ 3 k→∞ 3 3
k
1
lim 1 + = e,
k→∞ k
k k
lim √ = lim r = 1.
k→∞ 2
k +1 k→∞ 1
k 1+ 2
k
Hence, !
k
2k + 1

1 k
lim , 1+ ,√ = (0, e, 1).
k→∞ 3k k k2 + 1
Example 1.14
Let {ak } be the sequence with

k

k (−1)
ak = (−1) , .
k
Is the sequence convergent? Justify your answer.
Solution
The sequence {π1 (ak )} is the sequence {(−1)k }, which is divergent.
Hence, the sequence {ak } is divergent.
Using the componentwise convergence theorem, it is easy to establish the

following.
Proposition 1.21 Linearity
Let {ak } and {bk } be sequences in Rn that converges to a and b

respectively. For any real numbers α and β, the sequence {αak + βbk }
converges to αa + βb. Namely,
lim (αak + βbk ) = αa + βb.

k→∞
Example 1.15
If {ak } is a sequence in Rn that converges to a, show that
lim ∥ak ∥ = ∥a∥.

k→∞
Solution
Notice that
p
∥ak ∥ = π1 (ak )2 + · · · + πn (ak )2 .
For 1 ≤ i ≤ n,
lim πi (ak ) = πi (a).
k→∞
Using limit laws for sequences in R, we have
lim π1 (ak )2 + · · · + πn (ak )2 = π1 (a)2 + · · · + πn (a)2 .

k→∞
Using the fact that square root function is continuous, we find that
p
lim ∥ak ∥ = lim π1 (ak )2 + · · · + πn (ak )2
k→∞ k→∞
p
= π1 (a)2 + · · · + πn (a)2 = ∥a∥.
There is also a Cauchy criterion for convergence of sequences in Rn .
Definition 1.21 Cauchy Sequences
A sequence {ak } in Rn is a Cauchy sequence if for every ε > 0, there is a

positive integer K such that for all l ≥ k ≥ K,
∥al − ak ∥ < ε.
Theorem 1.22 Cauchy Criterion
A sequence {ak } in Rn is convergent if and only if it is a Cauchy sequence.
Similar to the n = 1 case, the Cauchy criterion allows us to determine whether

a sequence in Rn is convergent without having to guess what is the limit first.
Proof
Assume that the sequence {ak } converges to a. Given ε > 0, there is a
positive integer K such that for all k ≥ K, ∥ak − a∥ < ε/2. Then for all
l ≥ k ≥ K,
∥al − ak ∥ ≤ ∥al − a∥ + ∥ak − a∥ < ε.
This proves that {ak } is a Cauchy sequence.
Conversely, assume that {ak } is a Cauchy sequence. Given ε > 0, there is
a positive integer K such that for all l ≥ k ≥ K,
∥al − ak ∥ < ε.
For each 1 ≤ i ≤ n,
|πi (al ) − πi (ak )| = |πi (al − ak )| ≤ ∥al − ak ∥.
Hence, {πi (ak )} is a Cauchy sequence in R. Therefore, it is convergent.

By componentwise convergence theorem, the sequence {ak } is convergent.
Exercises 1.2
Question 1
Show that a sequence in Rn cannot converge to two different points.
Question 2
Find the limit of the sequence {ak }, where
√ k !
2k + 1 2k 2 + k 2
ak = , , 1+ .
k+3 k k
Question 3
1 + (−1)k−1 k 1

ak = , k .
1+k 2
Determine whether the sequence is convergent.
Question 4

k k
ak = ,√ .
1+k k+1
Determine whether the sequence is convergent.
Question 5
Let {ak } and {bk } be sequences in Rn that converges to a and b
respectively. Show that
lim ⟨ak , bk ⟩ = ⟨a, b⟩.

k→∞
Here ⟨x, y⟩ = x · y is the standard inner product on Rn .

Question 6
Suppose that {ak } is a sequence in Rn that converges to a, and {ck } is a
sequence of real numbers that converges to c, show that
lim ck ak = ca.
k→∞
Question 7
Suppose that {ak } is a sequence of nonzero vectors in Rn that converges to
a and a ̸= 0, show that
ak a
lim = .
k→∞ ∥ak ∥ ∥a∥
Question 8
Let {ak } and {bk } be sequences in Rn . If {ak } is convergent and {bk } is
divergent, show that the sequence {ak + bk } is divergent.
Question 9
Suppose that {ak } is a sequence in Rn that converges to a. If r = ∥a∥ =
̸ 0,
show that there is a positive integer K such that
r
∥ak ∥ > for all k ≥ K.
2
Question 10
Let {ak } be a sequence in Rn and let b be a point in Rn . Assume that the
sequence {ak } does not converge to b. Show that there is an ε > 0 and a
subsequence {akj } of {ak } such that
∥akj − b∥ ≥ ε for all j ∈ Z+ .

1.3 Open Sets and Closed Sets
In volume I, we call an interval of the form (a, b) an open interval. Given a point
x in R, a neighbourhood of x is an open interval (a, b) that contains x. Given a
subset S of R, we say that x is an interior point of S if there is a neighboirhood
of x that is contained in S. We say that S is closed in R provided that if {ak } is
a sequence of points in S that converges to a, then a is also in S. These describe
the topology of R. It is relatively simple.
For n ≥ 2, the topological features of Rn are much more complicated.
An open interval (a, b) in R can be described as a set of the form
B = {x ∈ R | |x − x0 | < r} ,
a+b b−a
where x0 = and r = .
2 2
Figure 1.7: An open interval.
Generalizing this, we define open balls in Rn .
Definition 1.22 Open Balls
Given x0 in Rn and r > 0, an open ball B(x0 , r) of radius r with center at

x0 is a subset of Rn of the form
B(x0 , r) = {x ∈ Rn | ∥x − x0 ∥ < r} .
It consists of all points of Rn whose distance to the center x0 is less than r.
Obviously, it 0 < r1 ≤ r2 , then B(x0 , r1 ) ⊂ B(x0 , r2 ). The following is a

useful lemma for balls with different centers.
Figure 1.8: An open ball.
Lemma 1.23
Let x1 be a point in the open ball B(x0 , r). Then ∥x1 − x0 ∥ < r. If r1 is a
positive number satisfying
r1 ≤ r − ∥x1 − x0 ∥,
then the open ball B(x1 , r1 ) is contained in the open ball B(x0 , r).
Figure 1.9: An open ball containing another open ball with different center.
Proof
Let x be a point in B(x1 , r1 ). Then
∥x − x1 ∥ < r1 ≤ r − ∥x1 − x0 ∥.
By triangle inequality,
∥x − x0 ∥ ≤ ∥x − x1 ∥ + ∥x1 − x0 ∥ < r.
Therefore, x is a point in B(x0 , r). This proves the assertion.
Now we define open sets in Rn .
Definition 1.23 Open Sets

Let S be a subset of Rn . We say that S is an open set if for each x ∈ S,
there is a ball B(x, r) centered at x that is contained in S.
The following example justifies that an open interval of the form (a, b) is an
open set.
Example 1.16
Let S to be the open interval S = (a, b) in R. If x ∈ S, then a < x < b.

Hence, x − a and b − x are positive. Let r = min{x − a, b − x}. Then
r > 0, r ≤ x − a and r ≤ b − x. These imply that a ≤ x − r < x + r ≤ b.
Hence, B(x, r) = (x − r, x + r) ⊂ (a, b) = S. This shows that the interval
(a, b) is an open set.
Figure 1.10: The interval (a, b) is an open set.
The following example justifies that an open ball is indeed an open set.
Example 1.17
Let S = B(x0 , r) be the open ball with center at x0 and radius r > 0 in Rn .
Show that S is an open set.
Solution
Given x ∈ S, d = ∥x − x0 ∥ < r. Let r1 = r − d. Then r1 > 0. Lemma
1.23 implies that the ball B(x, r1 ) is inside S. Hence, S is an open set.
Example 1.18
As subsets of Rn , ∅ and Rn are open sets.
Example 1.19
A one-point set S = {a} in Rn cannot be open, for there is no r > 0 such

that B(a, r) in contained in S.
Let us look at some other examples of open sets.
Definition 1.24 Open Rectangles

A set of the form
n
Y
U= (ai , bi ) = (a1 , b1 ) × · · · × (an , bn )
i=1
in Rn , which is a cartesian product of open bounded intervals, in called an

open rectangle.
Figure 1.11: A rectangle in R2 .

Example 1.20
n
Y
Let U = (ai , bi ) be an open rectangle in Rn . Show that U is an open set.
i=1
Solution
Let x = (x1 , . . . , xn ) be a point in U . Then for 1 ≤ i ≤ n,
ri = min{xi − ai , bi − xi } > 0
and
(xi − ri , xi + ri ) ⊂ (ai , bi ).
Let r = min{r1 , . . . , rn }. Then r > 0. We claim that B(x, r) is contained
in U .
If y ∈ B(x, r), then ∥y − x∥ < r. This implies that
|yi − xi | ≤ ∥y − x∥ < r ≤ ri for all 1 ≤ i ≤ n.
Hence,
yi ∈ (xi − ri , xi + ri ) ⊂ (ai , bi ) for all 1 ≤ i ≤ n.
This proves that y ∈ U , and thus, completes the proof that B(x, r) is
contained in U . Therefore, U is an open set.
Figure 1.12: An open rectangle is an open set.

Next, we define closed sets. The definition is a straightforward generalization

of the n = 1 case.
Definition 1.25 Closed Sets

Let S be a subset of Rn . We say that S is closed in Rn provided that if {ak }
is a sequence of points in S that converges to the point a, the point a is also
in S.
Example 1.21
As subsets of Rn , ∅ and Rn are closed sets. Since ∅ and Rn are also open, a
subset S of Rn can be both open and closed.
Example 1.22
Let S = {a} be a one-point set in Rn . A sequence {ak } in S is just the

constant sequence where ak = a for all k ∈ Z+ . Hence, it converges to a
which is in S. Thus, a one-point set S is a closed set.
In volume I, we have proved the following.
Proposition 1.24
Let I be intervals of the form (−∞, a], [a, ∞) or [a, b]. Then I is a closed
subset of R.
Definition 1.26 Closed Rectangles

A set of the form
n
Y
R= [ai , bi ] = [a1 , b1 ] × · · · × [an , bn ]
i=1
in Rn , which is a cartesian product of closed and bounded intervals, is called

a closed rectangle.
The following justifies that a closed rectangle is indeed a closed set.

Example 1.23
Let n
Y
R= [ai , bi ] = [a1 , b1 ] × · · · × [an , bn ]
i=1
be a closed rectangle in Rn . Show that R is a closed set.
Solution
Let {ak } be a sequence in R that converges to a point a. For each 1 ≤ i ≤
n, {πi (ak )} is a sequence in [ai , bi ] that converges to πi (a). Since [ai , bi ] is
a closed set in R, πi (a) ∈ [ai , bi ]. Hence, a is in R. This proves that R is a
closed set.
It is not true that a set that is not open is closed.
Example 1.24
Show that an interval of the form I = (a, b] in R is neither open nor closed.
Solution
If I is open, since b is in I, there is an r > 0 such that (b − r, b + r) =
B(b, r) ⊂ I. But then b + r/2 is a point in (b − r, b + r) but not in I = (a, b],
which gives a contradiction. Hence, I is not open.
For k ∈ Z+ , let
b−a
ak = a + .
k
Then {ak } is a sequence in I that converges to a, but a is not in I. Hence,
I is not closed.
Thus, we have seen that a subset S of Rn can be both open and closed, and it
can also be neither open nor closed.
Let us look at some other examples of closed sets.
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AN ARAB CHIEF.
On the next page we have an Arab chief. How do you like his
looks? That long robe he has over his white cotton skirt, and the
scarf on his head are of camel’s hair—there is no doubt about that—
but, if you admire his bare legs and arms, and old slippers, it is more
than I do. And I can tell you of something that you can’t see in the
picture. The whole dress is shockingly dirty, and greasy.
Did you ever reflect how these “noble Arabs” get anything to eat?
They must eat, you know, and they won’t work; so, how do they
procure their food? Why, they steal it. They despise their brethren
who dwell in houses, and plow and plant seed. They think work is
degrading. But after the farmers have got their fields in good order,
and the grain is ready to cut; down comes a tribe of Bedouins and
carries off the harvest!
They entertain strangers, but only to beg from them, and what they
fail to get by begging they will steal, if they have a chance.
Their generosity seems to be a reckless wasting and giving away
of what they ought to save; and no people can drive so hard a
bargain, or cheat more readily.
As for gratitude—well—if a man has done them a favor they
perhaps tell him fewer lies, and cheat him less than they do others.
The camel is a very important animal in the deserts where the
Bedouins live, for he can easily tread the sands, and can live a long
time without water, and can bear heavy burdens. But he is very, very
stupid, and ill-natured, and obstinate. Perhaps the poor beasts would
do better if they had better masters, for the Bedouins half starve
them, and constantly ill-treat them; and I don’t blame the camels for
resenting such conduct.
It is not likely that such a race of people would treat horses any
better than they do their camels. Horses could not bear such
treatment long, however. It would kill them. And in fact, the Bedouins
have very few horses. The fleet and beautiful Arab steeds are owned
by the Arabs who dwell in the villages and try to live somewhat as
we do.
AN ARAB ENCAMPMENT.
Tent life is very pleasant, for a few days, when you go out into the
green woods with a party of friends. But it would be a very different
thing, you would find, if you were compelled to spend your life that
way; sometimes under the shade of palms, but, more frequently on
the hot desert sands. Dirt and discomfort belong to an Arab tent; and
legions of fleas take up their abode there.
If you were to stay with these Bedouins for awhile I think you
would gladly go back to civilization and work; and you would come to
the conclusion that schools and wash-tubs were good institutions.
FOOL-HARDY CARL HOFER, AND THE
WATER-LADY.
A good many years ago, on the banks of the Rhine, there lived a
boy named Carl Hofer. “Climbing Carl” he was often called because
he excelled in climbing; and, quite as frequently, he was called “Fool-
hardy Carl,” because he would put himself in very unsafe places,
where no sensible person would venture. Everybody said he would
be killed some day; and the wonder was that he had reached the
age of fourteen years without breaking his neck. His father and
mother had tried every means of curing him of these foolish ways;
but, although he was a pretty good boy in regard to most things, he
was very disobedient about climbing.
His parents were willing he should climb even the tallest trees; and
they were quite proud at the gymnasium to see him run lightly up the
long ladders, and across the open framework, near the roof. You
might say that this also was a dangerous thing to do. That is true, but
Carl’s skill in this art, and his long practice made it next to impossible
that he should fall. But he would go up places where no amount of
skill or practice could save him in case of accident. He would climb a
dead tree, for instance, though he knew a rotten branch might break
at any moment, and throw him headlong to the ground, or he would
go up a tottering wall. It is courageous to put yourself into possible
danger, for the sake of accomplishing some good. No boy can learn
to ride, or climb, or swim without incurring possible danger. But that
is very different from putting yourself into almost certain danger just
for the sake of doing a thing when no good is to come of it. When
people act in this way they are fool-hardy.
And Carl was not content to be courageous, which is a very good
thing, but he must also be fool-hardy, which is a very silly thing.
THE PLACE WAS STRANGE TO HIM.
One day he set out alone for a long walk down the river. It was a
holiday, so he had plenty of time before him. He walked a very long
time before he sat down to rest; and then he looked around him to
see where he was. The place was strange to him, so that he knew
he must be a long way from home. There was no house near, and no
person was in sight. But Carl was not afraid, for he was used to
rambling about the woods, and he felt sure there was nothing there
to hurt him.
There was nothing to hurt him but his own foolish self.
Close by him was a beautiful hill, down which fell a little cascade.
It was not very high, but rose up almost perpendicularly from where
he was sitting. He felt a great desire to see what was on the other
side of that hill. He could easily have gone around it, on the inland
side, but that did not suit his taste. He remembered that he had
given his promise to his mother, that morning, that he would not do
one fool-hardy thing that day. But was this fool-hardy? The hill was
very steep, but there were trees and saplings to help him in the
ascent. He did not hesitate long. He started up the hill. If he had
continued up the side he began upon, it would not have been so very
bad, for if his foot had slipped he might have had his fall so broken
by bushes and tufts of grass that there would have been a possibility
of his reaching the ground without any great injury. But he soon
found that the side of the hill by the river was even more steep than
the one he was on, and he swung himself round by the tree
branches until he reached that side. Up he went, digging hands and
heels into the spongy turf, and catching hold of the saplings, and
bushes that came in his way. If his foot had slipped then, he would
have gone plump into the river.
But his foot did not slip, and he reached the top in safety. A little
ravine lay at his feet, and on the other side of this, close to the river
bank, there stood a stone tower. Eager to examine this curiosity, Carl
partly ran, and partly slid down the hill, which was much less steep
on that side, and ran across the ravine to the base of the tower.
It was all that was left of an old castle. Many of the stones had
fallen from the top, and some from its sides, and it was a very shaky-
looking affair. But Carl did not care for this. The walls were very
thick, and he felt sure the large broken pinnacle at the top was broad
enough for him to stand on. It would be great fun to stand on that! He
forgot his promise to his mother, and began at once to climb;
sometimes lifting himself up by taking hold of projecting stones, and
sometimes working up by putting feet and hands into crevices in the
wall.
He was not half way up when he made a mis-step. He felt that he
was slipping, and clutched frantically at a projecting stone. He
grasped the stone with both hands, but alas! it shook with the grasp,
and Carl knew that it was giving way. He hung thus but a moment,
though it seemed a long period to him, for he had time to think of his
home, and his father, and mother, and little sisters, and that he
should never see them more. He wondered if they would ever know
what had become of him, and would learn, that he did die, finally, in
a fool-hardy adventure, as everybody had always said he would.
Then the stone rolled out from the wall, and out of Carl’s hands,
falling some thirty feet, and plunging into the water with great force.
And down went Carl, right in its track.
This part of the river was the home of a kind, and beautiful Water-
Lady, called by the Germans a Nix. Looking up through the water (for
she spent nearly all her time at the bottom of the river) she saw Carl
climb the hill, and was so much pleased with his skilful climbing and
his bright face, that when he reached the top of the hill, she floated
up to the surface of the water to see what he would do next. She
watched him down the hill, and across the ravine; but, when he
stood looking up to the top of the ruined tower, the Nix guessed that
he was thinking of climbing it; and she determined to draw him away
from this dangerous place.
The Nixies play upon the harp lovely music that mortals may not
hope to play. So the Nix went down to the bottom of the river and
soon reappeared on the surface with a graceful harp, made of
beaten gold. She left the river, and, standing among the water plants
at the foot of the hill Carl had climbed, she played soft, sweet strains
of fairy music on her harp. In this way she thought she would beguile
him from the dangerous tower back to the hill; and, when he was
safe, she would disappear; for the Nixies do not care to be seen of
mortals.
But Carl was so absorbed in his foolish project of scaling the wall,
and the music was so very soft, he did not heed it. Twice in his
ascent he paused to listen to what he imagined to be lovely strains of
music. This was when the Nix, on peeping around the curve made
by the hill, saw that the boy had already started on his perilous
journey, and played louder to call him back. But Carl concluded he
was mistaken, and that the melodious sound was the wind rustling
among the vines.
When the Nix heard the plunge into the water she supposed that
all was over; and, standing her harp against a rock, she leaned her
head upon her hand, and thought sorrowfully of the bright boy who
had come to such a sudden end through his own folly.
But Carl was not dead. The force with which he struck the water
sent him far down into its depths, and rendered him unconscious. So
that when he rose to the surface again he lay on the water without
motion, and, apparently, without life. In this condition he floated to
the spot where the Nix was standing. For a moment she gazed at
him sorrowfully, and then her face suddenly brightened. For she saw
that the boy was still living, though he was insensible to everything
around him.
Quickly she seized her harp, and played the liveliest, merriest
music that the fairies know. The notes seemed to be dancing, and
jumping, and rolling and tumbling over each other in great glee, and
yet it was true music, and perfect harmony. So penetrating and so
stirring was it that it reached Carl’s benumbed senses. He opened
his eyes, and seeing a beautiful lady in white robes, holding a golden
harp, and playing this lovely music, no wonder he thought he was in
heaven.
THE NIX GRIEVING FOR CARL.
This delusion lasted but a moment, however, for he soon felt
himself sinking again into the cold water. But he was able now to
make an effort to save himself, and he grasped tightly the long reed
stems that lay near him. This prevented his sinking far into the water,
and the Nix left her harp, and gliding swiftly into the river, supported
Carl so that his head and arms were out of the water, and he could
make some attempt to swim. And, in this way, the Nix helped him to
the bank.
He was so weak from fright, and the long time he had been in the
water, that he could not even speak to the Nix to thank her for saving
his life. He could only look his gratitude as he lay panting on the
grass. But as soon as he revived a little and had uttered the first
word to the lady she faded from his sight, and he only saw a wreath
of white mist gliding over the reeds.
Carl sprang up in astonishment. The waves parted as if some one
had gently sunk into them, and he thought that he saw, for a moment
a gleam of bright hair. Not till then did he know that the beautiful lady,
who had preserved him, was a Nix.
Close to his side stood her harp. The Nix had forgotten it! Here
was a prize! There was gold enough in it for a moderate fortune, and
Carl was poor. Carl had always had a great desire to be a musician,
and this gold would send him to Berlin or Vienna to study at a
Conservatory of Music; and do a great deal besides for his father,
and mother, and sisters. But the boy was honest, and he knew he
had no right to take away the property of another, even if the owner
was only a Nix. But he thought he might be allowed to play upon it.
He had learned to play two or three tunes on the harp. No sooner did
he touch the strings, however, than he found he did not play his own
music at all, but the magical music the Nix played. Carl was in
ecstacies, and his fingers flew over the strings, wandering through
one fairy melody after another until his arm ached, and he saw that
the sun had set, and twilight was coming on.
He must go home. But now he felt a stronger desire than ever to
take the harp with him. How he would astonish all the town with his
music! He would give concerts in the great hall, and, perhaps, the
fame of his wonderful music would reach the king and queen, and
they would come to hear him. But all this did not make it right for him
to take what was not his own; and it would be a poor return to make
the Nix for her kindness to steal her harp.
But, perhaps she left it there, intending he should have it! How
was he to know? He called to her to tell him if the harp was his, but
there was no reply.
He resolved he would leave it where it stood, but would return to
the spot the next day. If the harp was still there he might fairly
conclude that the Nix intended he should have it.
He left the harp reluctantly, and started on his homeward journey,
but had not gone far before he had to lie down and rest. His head
ached, and all his limbs felt tired and sore. It is probable he would
have been obliged to spend the night in the forest, if some
marketmen had not come along the road, and taken him home in
their wagon.
He related his adventures to the family, and the next day his father
accompanied him to the old tower. Everything was exactly as Carl
had described it. The place whence the stone had fallen out of the
wall was plainly to be seen, with the freshly loosened mortar strewn
about. But there was no golden harp. And there was neither sight nor
sound of Nix or Fairy Music.
FAIRY MUSIC.
From that day Carl lost all desire for fool-hardy adventures. His
love of music grew stronger and stronger, and his parents had some
trouble in getting him to attend properly to his other studies. He said
the Nix had left her harp with him for a short time that he might take
from it an inspiration of melody that would be his forever; and that
she had then taken the harp away lest he should learn too much,
and play such music as only the angels could understand.
All the beautiful things he saw; all the sweet sounds of Nature; all
the noble thoughts that God put into his heart; he wrote down in
strains of music that were sung and played in all parts of the world,
and that charmed everybody who heard them.
Carl was famous. But men declared that he had never seen the
Nix, or played upon the golden harp, but had dreamed the whole
story when he was in a half-conscious state on the bank, after he
had managed to crawl out of the river by the help of the reeds. This
narrow escape from death, they said, had given a more serious turn
to his mind, and from thenceforth he had given up boyish frolics, and
his thoughts had naturally turned to music—the art he best loved.
But Carl, himself, always believed that the Nix had bestowed upon
him the wonderful gift of melody he possessed.
WATER AND MILK FROM PLANTS.
PITCHER PLANT.
There are upon the earth great sandy tracts, where there are no
springs, or brooks. When the rain falls, which it seldom does in these
places, the parched earth drinks it all up, and no pools are formed at
which the thirsty traveler can get a drink. And yet men are often
obliged to travel over these plains to reach some place where their
business calls them. They go in companies, and take with them
provisions, and a large supply of water. This last they regard as the
most precious of their possessions, and use it as sparingly as
possible. But, notwithstanding all their care, it often gives out before
they reach the end of their journey. And then, too, they frequently
lose their way, and wander about over the hot sand, under a burning
sun until they become sick and weak from thirst, and they sometimes
die for want of water. This would happen much oftener than it does
were it not for a little plant that a kind Providence has caused to grow
in these desolate sandy plains.
The picture of this plant, which we show you, was taken from one
that grew in a garden, but it was transplanted there from the desert,
where it is found in great abundance.
This plant grows two or three feet high, and, at the end of each
one of its broad dark green leaves, there is a strong tendril that holds
up a cup of the same substance as the leaves. During the night the
dew on the plant fills the cup with pure, clear, sweet water, which
slowly evaporates during the day. You can easily imagine how glad
the thirsty traveler is to find these cups of fresh water, all filled ready
for his drinking.
The name of this plant is Nepenthes, but we generally call it the
Pitcher Plant.
In other parts of the earth there are great marshy forests, where
the pools of water are stagnant and impure; and, if people drink from
them, they are made sick. A man might wander through these woods
for days, and not find a drop of pure, wholesome water, were it not
for the Sarracenia, or Amphora-plant.
In this the leaves are the cups. They have narrow necks, and
flaring tips, from which it is easy to drink the clear water contained in
the wonderful leaves. The full grown leaves of the larger species
hold a pint of water.
THE SARRACENIA.
We have this same plant, on a much smaller scale, in our own
marshes. It grows in damp, shaded places, and I advise you to look
for it in your summer rambles, for it is a very singular plant. The
leaves of our Sarracenia are so small they will scarcely hold a gill of
water. But we have plenty of cool springs, and limpid brooks in our
country, and do not need the large cups of water the Amphora-plant
offers to its visitors in South America.
THE WEEPING TREE.
The common name of our Sarracenia is Pitcher-plant; but, as you
can see by comparing the two, it is very unlike the Pitcher-plant of
the Eastern deserts.
But then you know pitchers are of a great many different shapes,
and sizes, and are only alike in being able to hold water.
But the most wonderful of all the plants that give men water to
drink is a tree that is said to have been found some years ago in one
of the Canary islands. It was seen at different times by different
travelers, and they all told the same story about it. The leaves grew
thickly on its spreading branches, and, from each leaf the drops fell
so rapidly that all together they formed a steady shower of rain.
It was called the Weeping Tree.
The water fell so copiously that it formed a pond at the foot of the
tree, and the people who lived in the neighborhood got from it all the
water they used. This is certainly a very wonderful tree if the
accounts of it are true.
There is a plant of the Arum family, with broad, heart-shaped
leaves that constantly throws from the end of each leaf a drop of
water. These drops sometimes follow each other so fast that there is
a little jet of water formed in the air above the leaf.
But water is not the only drink that we get from trees. In Central
and South America grows the cow-tree, which gives milk! This milk
can be obtained during all seasons, but is much more abundant in
the spring. If a deep cut is made with a hatchet in the bark of the tree
a stream of milk gushes out, and flows freely. It yields the greatest
quantity at sunrise, and, at that hour, in the places where this tree
grows, men and women come from all directions to the tree nearest
their homes to get a supply of this refreshing drink. They bring
pitchers with them, and take some of the milk back to their families.
This white fluid is like cow’s milk in appearance, but it is not
equally good from all trees. But it is just so with the cows, you know.
Some of these animals give rich yellow milk, and some of the milk is
blue-white, and thin. Some give a great deal, and others very little.
And some cow trees yield richer and yellower milk than others, but it
is all sweet and wholesome, and of a pleasant smell. It tastes, in
fact, almost exactly like cow’s milk. Like that it is used for making
custards, puddings, &c.; and, when boiled, behaves just as ordinary
milk does, and will run over the vessel in a minute, if not watched.
When allowed to stand for a time cream forms on the top. This is
taken off, and made into a sort of cheese, not very different from our
cheeses.
THE COW TREE.
This is a very nice kind of cow to have—this vegetable cow—as it
requires no feeding, or care, and, when it dies others spring up in its
place. It seems a pity that we cannot have these economical cows in
our country.
We have plants here that yield a milky juice when the stalks are
broken or cut, but you must not be beguiled into drinking any of
these milky saps, for they are very disagreeable in taste, being sharp
and bitter; and many of them are poisonous.
THE JOLLY CABORDMEN.
There was once a nation of remarkably genial people who knew

no evil and would not have practiced it if they had known it. They
were very industrious, and their days were so busy and they took
such an interest in their work, that they had no time to be wicked or
sad.
They were called Cabordmen, for what reason I know not, for the
name of their country was not Cabord. Their principal industry was
tilling the soil, and they generally worked with a will.
THE JOLLY CABORDMEN AT WORK.

When they first settled their country the land was poor and very
little grew upon it that was worth having. But, year by year, the soil
became richer, on account of the care they took of it, and all sorts of
valuable grains, and grasses, and vegetables, and fruits were grown,
and these Cabordmen had all and more than they wanted of the
good things of the earth.

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Mathematical Analysis: Volume II 1,

January 1 2024 Edition Teo Lee Peng

Teo Lee Peng

Teo Lee Peng

Chapter 1 Euclidean Spaces 1

Chapter 2 Limits of Multivariable Functions and Continuity 66

Chapter 3 Continuous Functions on Connected Sets and Compact Sets 132

3.4.3 Uniform Continuity . . . . . . . . . . . . . . . . . . . 191

Chapter 4 Differentiating Functions of Several Variables 201

Chapter 5 The Inverse and Implicit Function Theorems 285

Chapter 6 Multiple Integrals 343

Chapter 7 Fourier Series and Fourier Transforms 517

Appendix A Sylvester’s Criterion 615

Appendix B Volumes of Parallelepipeds 622

Appendix C Riemann Integrability 629

Mathematical analysis is a standard course which introduces students to rigorous

Teo Lee Peng

In this second volume of mathematical analysis, we study functions defined on

1.1 The Euclidean Space Rn as a Vector Space

that contains all n-tuples (a1 , . . . , an ), where ai ∈ Si for all 1 ≤ i ≤ n.

The point (x1 , x2 , . . . , xn ) is denoted as x, whereas x1 , x2 , . . . , xn are called the

In other words, it is a componentwise addition. Given a real number α, the scalar

αx = (αx1 , αx2 , . . . , αxn ).

The 10 Axioms for a Real Vector Space V

Axiom 1 If u and v are in V , then u + v is in V .

Axiom 4 There is a zero vector 0 in V such that

0+v =v =v+0 for all v ∈ V.

Axiom 5 For any v in V , there is a vector w in V such that

The vector w satisfying this equation is called the negative of v, and is

Axiom 6 For any v in V , and any α ∈ R, αv is in V .

Axiom 7 α(u + v) = αu + αv.

Axiom 8 (α + β)v = αv + βv.

Axiom 9 α(βv) = (αβ)v.

Definition 1.1 Standard Unit Vectors

e1 = (1, 0, . . . , 0), e2 = (0, 1, . . . , 0), · · · , en = (0, . . . , 0, 1).

of V that contains all linear combinations of v1 , . . . , vk is itself a vector

In R3 , the subspace spanned by the vectors e1 = (1, 0, 0) and e3 = (0, 0, 1)

x(1, 0, 0) + z(0, 0, 1) = (x, 0, z),

which is the xz-plane.

Next, we recall the concept of linear independence.

Definition 1.2 Linear Independence

is the trivial k-tuple (c1 , . . . , ck ) = (0, . . . , 0).

Let us recall the following definition for two vectors to be parallel.

Definition 1.3 Parallel Vectors

If S = {v1 , . . . , vk } is a linearly independent set of vectors, then for any

Now we discuss the concept of dimension and basis.

Definition 1.4 Dimension and Basis

In R3 , the subspace spanned by the two linearly independent vectors e1 =

Next, we introduce the translate of a set.

Definition 1.5 Translate of a Set

In R3 , the translate of the set A = {(x, y, 0) | x, y ∈ R} by the vector

B = A + u = {(x, y, −2) | x, y ∈ R}.

related to the concept of subspaces.

Definition 1.6 Lines in Rn

where x0 is a fixed point in Rn , and v is a nonzero vector in Rn . The

A line is determined by two points.

When 0 ≤ t ≤ 1, x = x1 + t(x2 − x1 ) describes all the points on the line

Figure 1.1: A Line between two points.

Definition 1.7 Planes in Rn

where x0 is a fixed point in Rn , and v1 and v2 are two linearly independent

Figure 1.2: Distance between two points in R2 .

Consider the triangle OP Q with vertices O, P , Q, where O is the origin. Then

Let θ be the minor angle between OP and OQ. By cosine rule,