Mcowling Fa Notes

TOPIC 1
Normed vector spaces
Throughout, vector spaces are over the field F, which is R or C, unless otherwise stated.
First, we consider bases in a space of continuous functions. This will motivate using
(countably) infinite linear combinations. To interpret these, we need some kind of conver-
gence; a norm on a vector space allows us to do this. We ask when linear maps of normed
vector spaces are continuous, and when two normed vector spaces are “the same”.
1. The space C(I)

Denote the interval [0, 1] by I. Denote by C(I) the space of continuous F-valued
functions on I. This is a vector space.
Question 1.1. What is the dimension of C(I)?
Definition 1.2. Let S be a subset of a vector space V . The span of S, written span S,
is the set of all finite linear combinations of elements of S. A Hamel basis for V is a
linearly independent set S such that span S = V . A subspace U of V is finite-dimensional
if U = span S for some finite subset S of V .
Exercise 1.3. Let I be the interval [0, 1]. For c ∈ I, define the function fc : I → F by
fc (t) = max{0, 1 − 10 |t − c|} ∀t ∈ I.
1 9
, λ1 , . . . , λn ∈ F and nj=1 λj fcj = 0. Deduce that
P
Suppose that if 10 ≤ c1 < · · · < cn ≤ 10
1 9
λ1 = · · · = λn = 0; that is, the set of functions {fc : c ∈ [ 10 , 10 ]} is linearly independent in
C(I) (when we consider finite linear combinations).
Exercise 1.4. Given sets A and B, write AB for the set
of all |B|
functions from B to A,
B
and |A| for the cardinality of A. You may assume that A = |A| .

(a) Show that the map
X an
(an )n∈N 7−→ t 7→ cos(2πint)
n∈N
n2
is a one-to-one mapping from I N into C(I).

(b) Show that the restriction map
f 7→ f |I∩Q
is a one-to-one mapping from C(I) into FI∩Q .
(c) Hence find |C(I)|.
1
2 1. NORMED VECTOR SPACES
Exercise 1.5. Show that every vector space V over an arbitrary field F has a Hamel
basis. What relations, if any, connect the cardinality of the basis and that cardinality of
the vector space. Hint: first consider the collection of linearly independent subsets of V ,
ordered by inclusion.
A Hamel basis of C(I) has large cardinality; and finding one uses the Axiom of Choice.
However, in C(I) we can use Fourier methods to write an arbitrary function f in the form
X
f (t) = at + an e2πint ∀t ∈ I.
n∈Z
The infinite sum may be interpreted using Abel or Cesáro means. So to calculate effectively,
we must consider infinite linear combinations. Infinite sums are interpreted using a limit
process, so we need to know when a sequence converges. This requires a topology. Normed
vector spaces provide this.
2. Normed vector spaces

Definition 1.6. A norm on a vector space V is a map k·k : V → [0, ∞) such that
(a) kvk ≥ 0 for all v ∈ V , and equality holds if and only if v = 0;
(b) kλvk = |λ| kvk for all v ∈ V and λ ∈ F;
(c) ku + vk ≤ kuk + kvk for all u, v ∈ V .
Definition 1.7. Let k·k be a norm on a vector space V . The associated metric is the
distance function d : V × V → [0, ∞) given by
d(u, v) = ku − vk ∀u, v ∈ V.
The associated topology on V is the collection of all the open subsets of V .
Lemma 1.8. Let (V, k·k) be a normed vector space. Then the following hold:
(a) vn → v in V if and only if vn − v → 0 in V ;
(b) vn → 0 in V if and only if kvn k → 0 in R;
(c) if vn → v in V , then kvn k → kvk in R;
(d) if vn → v and wn → w in V as n → ∞, then also vn + wn → v + w in V ;
(e) if λn → λ in F and vn → v in V as n → ∞, then also λn vn → λv in V .
Proof. We omit this.
The last two items of this lemma mean that addition and scalar multiplication are
jointly continuous.
Definition 1.9. Let (V, k·k) be a normed vector space. We say that V is separable if
V contains a countable dense subset. We say that V is complete if every Cauchy sequence
in V has a limit in V . A complete normed vector space is known as a Banach space.
Exercise 1.10. Let (V, k·k) be a normed vector space. Prove that the following are
equivalent:
2. NORMED VECTOR SPACES 3
(a) V is complete, that is, every Cauchy sequence in V converges;

(b) every Cauchy sequence in V has a convergent subsequence;
(c) if xn ∈ V and ∞
P
n=1 kx n k < ∞, then the sequence (yN ), given by
N
X
yN = xn ,
n=1
converges;
(d) if xn ∈ V and ∞
P PN
n=1 kxn k < ∞, then the sequence (yN ), given by yN = n=1 xn ,
converges; further, if y denotes its limit, then
∞
X
ky − yN k ≤ kxn k .
n=N +1
Question 1.11. When are two normed vector spaces (V, k·kV ) and (W, k·kW ) “the
same”?
We would like V and W to be the same as vector spaces, and to have to same topology
(i.e., the same convergent sequences) or the same metric (i.e., the same norm). So we
would like to have an isomorphism T : V → W such that T is either a homeomorphism
or an isometry. When we say that T is an isomorphism, we mean a linear (vector space)
isomorphism; when we call T a homeomorphism we mean that T and T −1 are continuous;
and when we say T is an isometry, we mean that
dW (T u, T v) := kT u − T vkW = kT (u − v)kW = ku − vkV =: dV (u, v) ∀u, v ∈ V,
or equivalently, that kT vkW = kvkV for all v ∈ V .
Question 1.12. When is a map T : V → W between normed vector spaces continuous?
Lemma 1.13. Suppose that T : V → W is a linear map between normed vector spaces.
Then the following are equivalent:
(a) T is continuous at one point in V ;
(b) T is continuous at all points in V ;
(c) there is a positive constant C such that
kT vkW ≤ C kvkV ∀v ∈ V.
Proof. It is obvious that (b) implies (a).

To show that (a) implies (b), suppose that T is continuous at v 0 in V . Take v 00 in V and
a sequence (vn ) such that vn → v 00 . Then vn −v 00 +v 0 → v 0 , so by (a), T (vn −v 00 +v 0 ) → T (v 0 ),
and hence T (vn ) → T (v 00 ).
Now we show that (c) holds if and only if T is continuous at 0. Suppose that (c) holds,
and that vn → 0, then kvn kV → 0, and
kT vn kW ≤ C kvn kV → 0,
4 1. NORMED VECTOR SPACES
so T vn → 0. Suppose that (c) does not hold, then for all n ∈ Z+ there exists vn ∈ V such
that kT vn kW > n kvn kV . Clearly vn 6= 0. Now let
1
vn0 = vn .
n kvn kV
Then kvn0 kV = 1/n and vn → 0, but kT vn0 kW > 1 and T vn0 6→ 0.
Corollary 1.14. Suppose that T : V → W is an isomorphism of normed vector
spaces. Then T is a homeomorphism if and only if there exist positive constants C1 and
C2 such that
C1 kvkV ≤ kT vkW ≤ C2 kvkV ∀v ∈ V.
Exercise 1.15. Let (V, k·k) be a normed vector space. A completion of V is a complete
normed vector space W and an isometric isomorphism T from V to a dense subspace T V
of W . Prove that:
(a) at least one completion of V exists;
(b) if W1 and W2 are two completions of V , then W1 and W2 are isometrically isomorphic.
Exercise 1.16. Suppose that V and W are normed linear spaces, and that T : V → W
is a linear isomorphism such that
C1 kvkV ≤ kT vkW ≤ C2 kvkV ∀v ∈ V,
for some positive constants C1 and C2 . Show that W is complete if and only if V is
complete.
Exercise 1.17. Suppose that V and W are normed linear spaces, that V0 and W0 are
dense subspaces of V and W , and that W is complete. Suppose that T0 : V0 → W0 is linear
and that there is a constant C such that kT vkW ≤ C kvkV for all v ∈ V0 .
Show that there is a linear map T : V → W such that T |V0 = T0 and kT vkW ≤ C kvkV
for all v ∈ V . Show also that if T 0 has the same properties as T , then T = T 0 .
Exercise 1.18. Suppose that V and W are complete normed linear spaces, and that
V0 and W0 are dense subspaces of V and W respectively. Suppose that T0 is an isometric
isomorphism from V0 onto W0 .
Using the result of the previous exercise, or otherwise, show that there is an isomorphism
T from V onto W such that T |V0 = T0 and kT vkW = kvkV for all v ∈ V . Show also that
if T 0 has the same properties as T , then T = T 0 .
TOPIC 2
`p spaces
Let S be a set. We will define spaces `p (S), where 1 ≤ p ≤ ∞, and show that they
are complete normed vector spaces. We will determine when they are separable; this is a
necessary condition to have a countable basis.
1. Preliminaries
In the vector space Fn , we define
 1/p
 Pn p
j=1 |u j | if 1 ≤ p < ∞;
kukp :=
max{|u | : j = 1, . . . , n} if p = ∞.
j
Exercise 2.1. Show that limp→∞ kukp = kuk∞ for all u ∈ Fn .

Exercise 2.2. Sketch the unit balls of the `p norm in R2 when p = 1, 34 , 2, 4, ∞. What
linear maps of R2 are isometries for the `p norm? What linear maps of Fn are isometries?
Exercise 2.3. Suppose that p, q ∈ (1, ∞) and 1/p + 1/q = 1. Show that
sp tq
st ≤ + ∀s, t ∈ R+ ,
p q
and equality holds if and only if sp = tq .
Deduce that, if u, v ∈ Fn and kukp = kvkq = 1, then
X n
uj v̄j ≤ 1,

j=1
and equality holds if and only if uj |uj |p−1 = vj |vj |q−1 for all j ∈ {1, . . . , n}.
Deduce that, if u, v ∈ Fn , then
X n
uj v̄j ≤ kukp kvkq ,

j=1
(this is known as Hölder’s inequality) and for all u ∈ Fn , there exists v ∈ Fn such that
kvkq = 1 and
Xn
uj v̄j = kukp

j=1
(this is known as the converse of Hölder’s inequality).
5
6 2. `p SPACES
Exercise 2.4. Using the result of the previous exercise, or otherwise, show that
ku + vkp ≤ kukp + kukp ∀u, v ∈ Fn .
Deduce that k·kp is a norm on Fn .
2. Infinite sums
Definition 2.5. Let S be a set, and let F(S) denote the collection of all finite subsets
of S.
(a) Given f : S → [0, ∞), we define
X X X
f= f (s) := sup f (s).
S s∈S S0 ∈F (S) s∈S
0
P
(b) Given f : S → F such that S |f | < ∞, we define
X X X X X X
f= f (s) := a(s) − b(s) + i c(s) − i d(s),
S s∈S s∈S s∈S s∈S s∈S
where
a(s) := max{Re f (s), 0}, b(s) := max{− Re f (s), 0},
c(s) := max{Im f (s), 0}, d(s) := max{− Im f (s), 0},
so that f = a − b + ic − id. Note that 0 ≤ a ≤ |f |, and similarly for b, c and d, so
P
S f is well-defined.
We make the following definition.

Definition 2.6. Suppose that 1 ≤ p ≤ ∞. For a function f : S → F, we define
 X 1/p
p
|f | if p < ∞



kf kp = S
sup |f | if p = ∞.


S
This expression may be infinite. Further, we define

`p (S) := {f : S → F : kf kp < ∞}.
1/p 1/p
|f |p |f |p
P P
Note that S = supS0 ∈F (S) S and supS |f | = supS0 ∈F (S) maxS0 |f |.
Exercise 2.7. Show that if f, g ∈ `1 (S) and λ ∈ F, then
X X X
(λf + g) = λ f+ g
S S S
P
and | S f | ≤ kf k1 .
Theorem 2.8. The space `1 (S) is a complete normed vector space.
2. INFINITE SUMS 7
Proof. It is easy to see that `1 (S) is a normed vector space. We show only that it is
closed under addition and that kf + gk1 ≤ kf k1 + kgk1 .
Given f, g ∈ `1 (S), we see that
X X X
|(f + g)(s)| ≤ |f (s)| + |g(s)| ≤ kf k1 + kgk1
s∈S0 s∈S0 s∈S0
for all S0 ∈ F(S). Hence

X X
|(f + g)(s)| = sup |(f + g)(s)| ≤ sup (kf k1 + kgk1 ) = kf k1 + kgk1 .
s∈S S0 ∈F (S) s∈S S0 ∈F (S)
0
This implies both that f + g ∈ `1 (S) and that kf + gk1 ≤ kf k1 + kgk1 .

Now we show that `1 (S) is complete. To do Pthis, we use the result of Exercise 1.10 1that
it is sufficient to show that if fn ∈ `1 (S) and ∞ n=1 kfn k1 < ∞, then there exists f ∈ ` (S)
such that
N
X

fn − f
→0
n=1 1
as N → ∞.
Take s ∈ S. Clearly |f (s)| ≤ kf k1 , and so
X∞ ∞
X
|fn (s)| ≤ kfn k1 < ∞.
n=1 n=1
P∞
This implies that n=1 fn (s) converges; call this f (s). For each s ∈ S,
N ∞ ∞
X X X

fn (s) − f (s) =
fn (s) ≤
|fn (s)| ,
n=1 n=N +1 n=N +1
and so for any S0 ∈ F(S),

X X
N ∞
X X

f n (s) − f (s)
≤ |fn (s)|
s∈S0 n=1 s∈S0 n=N +1
X∞ X ∞
X
= |fn (s)| ≤ kfn k1 .
n=N +1 s∈S0 n=N +1
Hence N
X XN
X
fn (s) − f (s) = sup fn (s) − f (s)

n=1 1 S0 ∈F (S) s∈S
0 n=1
∞
X ∞
X
≤ sup kfn k1 = kfn k1 → 0
S0 ∈F (S) n=N +1 n=N +1
as N → ∞, as required.
Exercise 2.9. Show that `p (S) is a complete normed vector space.
8 2. `p SPACES
Exercise 2.10. State and prove versions of Hölder’s inequality and its converse for
spaces `p (S) and `q (S) when S is an infinite set.
Definition 2.11. Let S be a set. We define cc (S), sometimes written c00 (S), and c0 (S)
as follows:
cc (S) := {f : S → F : supp(f ) is finite},
c0 (S) := {f : S → F : f → 0 at infinity}.
Here supp(f ) denotes the support of f , that is, the set {s ∈ S : f (s) 6= 0}, and f → 0 at
infinity in S means that {s ∈ S : |f (s)| > 1/n} is finite for each n ∈ Z+ . We endow c0 (S)
with the norm k·k∞ .
Exercise 2.12. Show that cc (S) is dense in `p (S) if 1 ≤ p < ∞ or if S is finite and
1 ≤ p ≤ ∞. Show also that cc (S) is dense in c0 (S). Under what conditions on p and S is
`p (S) separable? Under what conditions on S c0 (S) separable?
Exercise 2.13. Show that, if 1 ≤ p ≤ q ≤ ∞, then `1 (S) ⊆ `p (S) ⊆ `q (S) ⊆ `∞ (S),
and kf kq ≤ kf kp whenever f ∈ `p (S). When are the set inclusions strict? When is the
norm inequality an equality or a norm equivalence?
Exercise 2.14. Suppose that 1 ≤ p < r < q ≤ ∞, and that 1/r = (1 − θ)/p + θ/q,
where 0 < θ < 1. If f ∈ `p (S), then f ∈ `r (S) and f ∈ `q (S) by the preceding exercise.
Show that
kf kr ≤ kf k1−θ
p kf kθq .
Exercise 2.15. Find the isometric isomorphisms of `p (S).
Exercise 2.16. Suppose that T is an isometry of R2 with the `p norm, that is,
kT u − T vkp = ku − vkp ∀u, v ∈ R2 .
Is T necessarily linear? If not, is T “nearly linear” in some sense?
TOPIC 3
Hilbert spaces
We define Hilbert spaces, which are the “nicest” infinite-dimensional vector spaces, and
look at some of their properties. We also consider some examples.
1. Inner product spaces

Definition 3.1. An inner product space is a vector space together with a mapping
h·, ·i : V × V → F satisfying the following conditions:
(a) hu, vi = hv, ui for all u, v ∈ V ;
(b) hλu + v, wi = λ hu, wi + hv, wi for all u, v, w ∈ V and λ ∈ F;
(c) hu, ui > 0 for all u ∈ V \ {0}.
The associated norm k·k on V is the map v 7→ hv, vi1/2 .
From the definition that hu, ui = 0 if and only if u = 0 in V , and

hu, λv + wi = λ̄ hu, vi + hu, wi ∀u, v, w ∈ V, ∀λ ∈ F.
Note that if F = R then conjugation is irrelevant. It is easy to check that the associated
norm really is a norm. An important fact is the Cauchy–Schwarz inequality.
Exercise 3.2 (Cauchy–Schwarz inequality). Let (V, h·, ·i) be an inner product space.
Let (V, h·, ·i) be an inner product space. Prove that
|hu, vi| ≤ hu, ui1/2 hv, vi1/2 ∀u, v ∈ V.
Deduce that hu + v, u + vi1/2 ≤ hu, ui1/2 + hv, vi1/2 , and hence show that the associated
norm is a norm.
Lemma 3.3. Let (V, h·, ·i) be an inner product space, and fix v, w ∈ V . If
hu, vi = hu, wi ∀u ∈ V,
then v = w.
Proof. The hypothesis implies that hu, v − wi = 0 for all u ∈ V . Take u = v − w.

Lemma 3.4. Let (V, h·, ·i) be an inner product space. The inner product is jointly
continuous on V × V .
9
10 3. HILBERT SPACES
Proof. We have to show that if un → u and vn → v, then hun , vn i → hu, vi. This is a
consequence of the following inequalities and limits:
|hun , vn i − hu, vi| = |hun − u, vn − vi + hun − u, vi + hu, vn − vi|
≤ |hun − u, vn − vi| + |hun − u, vi| + |hu, vn − vi|
≤ kun − uk kvn − vk + kun − uk kvk + kuk kvn − vk
→0
as n → ∞.
Examples 3.5. The following are inner product spaces, when equipped with their usual
inner products: Fn ; `2 (S), where S is a set; and L2 (M ), where M is a measure space. The
spaces L2 ([0, 1]) and L2 (R) and `2 (N) and `2 (Z) are particularly useful examples.
We know how the inner products on Rn and Cn behave, but let us check that the inner
product is well-defined on `2 (S). The standard inner product is
X
hf, gi = f (s) ḡ(s);
S
this is well-defined because

X X 1/2 X 1/2
2 2
|f (s)| |g(s)| ≤ |f (s)| |g(s)| < ∞.
S S S
The required properties of h·, ·i may be deduced easily from the corresponding properties
of summation.
The case of L2 (M ) is similar, but requires integration rather than summation.
Question 3.6. Suppose that (V, k·k) is a normed vector space. If we know that V is
an inner product space, can we find the inner product? And if we don’t know whether V
is an inner product space or not, can we decide whether it is?
Lemma 3.7 (Polarisation). If (V, h·, ·i) is an inner product space over R, then
1
hu, vi = ku + vk2 − ku − vk2 ∀u, v ∈ V ;
4
if (V, h·, ·i) is an inner product space over C, then
4
1 X k 2
hu, vi = i u + ik v ∀u, v ∈ V.
4 k=1
Proof. We consider the real case only:

ku + vk2 − ku − vk2 = hu + v, u + vi − hu − v, u − vi = 2 hu, vi + 2 hv, ui = 4 hu, vi
for all u, v ∈ V .
1. INNER PRODUCT SPACES 11
Notice that if V is a vector space over C, then it is also a vector space over R, by
“restriction of scalars”. The lemma above shows that the real part of a complex inner
product on a complex vector space is a real inner product on the corresponding real vector
space. What can we say about the imaginary part of the inner product? And given a real
vector space, when does it arise as a complex vector space with restricted scalars?
Lemma 3.8. Suppose that (V, k·k) is a real normed vector space and that Appolonius’
theorem holds, that is,
ku + vk2 + ku − vk2 = 2 kuk2 + kvk2 ∀u, v ∈ V.

Then the function h·, ·i : V × V → R given by

1
ku + vk2 − ku − vk2

hu, vi = ∀u, v ∈ V
4
is an inner product on V .
Proof. Clearly hu, ui ≥ 0, and equality holds if and only if u = 0. It is also evident
that hu, vi = hv, ui for all u, v ∈ V . It remains to show that hu + v, wi = hu, wi + hv, wi
for all u, v, w ∈ V and that hλv, wi = λ hv, wi for all v, w ∈ V and λ ∈ R.
Note that

4 hu + v, wi − hu, wi − hv, wi
= ku + v + wk2 − ku + v − wk2 − ku + wk2 + ku − wk2 − kv + wk2 + kv − wk2
= ku + v + wk2 − ku + v − wk2 − (ku + wk2 + kv + wk2 ) + (ku − wk2 + kv − wk2 )
= ku + v + wk2 − ku + v − wk2 − 21 (ku + v + 2wk2 + ku − vk2 )
+ 21 (ku + v − 2wk2 + ku − vk2 )
= ku + v + wk2 − 21 (ku + v + 2wk2 + ku + vk2 )
+ 21 (ku + v − 2wk2 + ku + vk2 ) − ku + v − wk2
= ku + v + wk2 − (ku + v + wk2 + kwk2 )
+ (ku + v − wk2 + kwk2 ) − ku + v − wk2
= 0,
so hu + v, wi = hu, wi + hv, wi for all u, v, w ∈ V .
By induction, this implies that hλv, wi = λ hv, wi for all λ ∈ N and all v, w ∈ V ; it
then follows from Lemma 3.3 that the same formula holds for all λ ∈ Q and all v, w ∈ V .
Finally, a continuity argument implies that the last equality holds for all λ ∈ R.
Exercise 3.9. Prove the complex polarisation identity. State and prove a criterion for
a complex normed vector space to admit a complex inner product that defines the norm,
analogous to Lemma 3.8.
Definition 3.10. A Hilbert space is a complete inner product space.
Examples 3.11. The following are Hilbert spaces, when equipped with their usual
inner products: Fn ; `2 (S), where S is a set; and L2 (M ), where M is a measure space.
We showed that `p (S) is complete in Topic 2; in particular, `2 (S) is complete. The case
of L2 (M ) is similar, but requires integration rather than summation; the key fact is that
pointwise limits of measurable functions are measurable (this is not true for continuous or
Riemann integrable functions, which is why we need to use Lebesgue integration).
2. Orthonormality and approximation

Definition 3.12. Vectors u, v in an inner product space (V, h·, ·i) are said to be or-
thogonal if hu, vi = 0. We often write u ⊥ v to indicate this. Similarly, if u ∈ V and
S ⊆ V , then we write u ⊥ S if u ⊥ v for all v ∈ S, and if S, S 0 ⊆ V , then the expression
S ⊥ S 0 is defined similarly. Finally, S ⊥ denotes the set of all vectors v such that v ⊥ S.
Exercise 3.13. Suppose that A is a subset of an inner product space (V, h·, ·i) and
that S = span A. (The span uses finite linear combinations only.) Show that
A⊥ = S ⊥ = (S̄)⊥ and (A⊥ )⊥ = S̄.
Definition 3.14. A subset A of an inner product space (V, h·, ·i) is orthonormal if
different elements are orthogonal and they are normalised, that is, for all a, b ∈ A,
(
1 if a = b;
ha, bi =
0 if a 6= b.
If A is a finite orthonormal set, that is, we may write A = {e1 , . . . , ek }, then the orthogonal
projection onto the linear span S of A is defined by
PS (v) = hv, e1 i e1 + · · · + hv, ek i ek .
This definition would be somewhat problematic if A were infinite, as we would need to
deal with an infinite number of terms.
Exercise 3.15. Let A be a finite orthonormal set in an inner product space (V, h·, ·i)
with span S. Show that PS PS = PS , that hPS (u), vi = hu, PS (v)i, and that PS (v) is the
unique element w of S such that v − w ⊥ S.
Definition 3.16 (Gram–Schmidt orthogonalisation process). Given finitely many lin-
early independent vectors v1 , . . . , vn in an inner product space (V, h·, ·i), we may produce
an orthonormal set as follows: first, take w1 = v1 and then set e1 = kw1 k−1 w1 . Next, take
w2 = v2 − Pspan{e1 } (v2 ) and then set e2 = kw2 k−1 w2 . Recursively, once e1 , . . . , ek−1 are
defined, take wk = vk − Pspan{e1 ,...,ek−1 } (vk ) and then set ek = kwk k−1 wk .
In this construction, the vectors wk are necessarily nonzero since the vectors v1 , . . . , vk
are linearly independent.
Exercise 3.17. Let {v1 , . . . , vn } be a basis of Fn . Define the Gram (or Gramian) matrix
G by Gij = hvi , vj i. Show that under the change of basis represented by a matrix P , the
Gram matrix changes to P ∗ GP . Hence find a triangular matrix Q such that G = Q∗ Q.
2. ORTHONORMALITY AND APPROXIMATION 13
Lemma 3.18. Suppose that U is a finite-dimensional subspace of an inner product space

(V, h·, ·i). Then U is closed.
Proof. Suppose that vn ∈ U and vn → v in V . We need to show that v ∈ U . Take
an orthonormal basis {e1 , . . . , ek } for U (this is possible since U is finite-dimensional). We
may write vn in terms of the basis:
vn = λ1n e1 + · · · + λkn ek ,
where λjn = hvn , ej i, and we define λj = hv, ej i. Now λj − λjn = hv − vn , ej i, so
j
λ − λjn = |hv − vn , ej i| ≤ kvn − vk → 0,
as n → ∞, and thus λjn → λj . Now
k
X X k k
X X k X k
j j j j j
j
vn −

λ ej =

λn ej − λ ej = (λn − λ )ej ≤
λn − λj kej k → 0
j=1 j=1 j=1 j=1 j=1
Pk
as n → ∞, that is, vn → j=1 λj ej However, vn → v by hypothesis, and limits are unique,
so v = kj=1 λj ej . This shows that v ∈ U , as required.
P

Definition 3.19. A subset S of a vector space V is convex if tv+(1−t)w ∈ S whenever
v, w ∈ S and t ∈ [0, 1].
Lemma 3.20. Suppose that S is a closed convex subset of a Hilbert space (V, h·, ·i) and
that u ∈ V . Then there exists a unique vector v ∈ S such that
ku − vk = min{ku − wk : w ∈ S}.
Proof. Write d for inf{ku − wk : w ∈ S}; this is called the distance from u to S. By
definition, for all n ∈ Z+ we can find vectors wn ∈ S such that
1
ku − wn k ≤ d + .
n
+ 1
Take m, n ∈ Z . Since S is convex, 2 (wn + wm ) ∈ S, and so

u − 1 (wn + wm ) ≥ d.
2
Now, by Apollonius’ theorem,
2 2
ku − wm k2 + ku − wn k2 = 2 u − 12 (wm + wn ) + 21 (wm − wn ) ,

and so
(wm − wn ) 2 = 1 ku − wm k2 + ku − wn k2 − u − 1 (xm + xn ) 2
1
2 2
2
1 1 2 1 1 2
≤ d+ + d+ − d2
2 m 2 n
1 1 1 1 1
=d + + + .
m n 2 m2 n2
Thus the sequence (wn ) is Cauchy, and so it converges, to v say; since S is closed, v ∈ S.
Now
1
ku − vk ≤ ku − wn k + kwn − vk ≤ d + + kwn − vk ;
n
by letting n → ∞, we see that ku − vk ≤ d. But ku − vk ≥ d because v ∈ S, and hence
equality holds.
Uniqueness is easy: if v, v 0 ∈ S and ku − vk = ku − v 0 k = d, then, again by Apollonius’
theorem,
u − 1 (v + v 0 ) 2 + 1 (v − v 0 ) 2 = 1 (ku − vk2 + ku − v 0 k2 ) = d2 ;

2 2 2
2
now u − 21 (v + v 0 ) ≥ d since 12 (v + v 0 ) ∈ S, whence 12 (v − v 0 ) ≤ 0 so v = v 0 .
We sometimes call u the best approximant to v in S.
Since subspaces of vector spaces are convex, the last lemma enables us to define the
orthogonal projection onto a not necessarily finite-dimensional closed subspace of a Hilbert
space.
Corollary 3.21. Suppose that S is a closed subspace of a Hilbert space (V, h·, ·i). For
each u ∈ V , write PS (u) for the unique vector in S such that
ku − PS (u)k = min{ku − wk : w ∈ S},
as in Lemma 3.20. Then PS (u) is the unique vector in S such that hu − PS (u), wi = 0 for
all w ∈ S. Further, PS : V → S is an orthogonal projection, that is, PS is linear, PS2 = PS ,
and hPS (u), vi = hu, PS (v)i for all u, v ∈ V .
Proof. Take w ∈ S. By Lemma 3.20,
ku − (PS (u) + λw)k ≥ ku − PS (u)k
for all λ ∈ F, and equality holds if and only if λ = 0. Hence
hu − (PS (u) + λw), u − (PS (u) + λw)i ≥ hu − PS (u), u − PS (u)i ,
that is,
|λ|2 hw, wi − 2 Re(λ hw, u − PS (u)i) ≥ 0
for all λ ∈ F, and equality holds if and only if λ = 0. This implies that hw, u − PS (u)i = 0.
Further, if v1 , v2 ∈ S and hw, u − v1 i = 0 = hw, u − v2 i for all w ∈ S, then it follows
that hw, v1 − v2 i = 0 for all w ∈ S, and hence v1 = v2 . Thus PS (u) is the unique vector in
S such that hu − PS (u), wi = 0 for all w ∈ S.
We have just shown that each u ∈ V may be written uniquely as uS + u⊥ , where uS ∈ S
and u⊥ ⊥ S. Given two vectors u, u0 ∈ S and λ ∈ F, we see that
λu + u0 = λuS + u0S + λu⊥ + u0⊥ ,
and λuS + u0S ∈ S while λu⊥ + u0⊥ ⊥ S. It follows that PS (λu + u0 ) = λPS (u) + PS (u0 ),
that is, PS is linear. The other properties of PS follow similarly.
We observe that if S is finite-dimensional, then the projection defined here coincides
with the projection defined earlier; the key is that v − PS (v) ∈ S ⊥ (see Exercise 3.15).
3. BESSEL’S INEQUALITY AND ORTHONORMAL BASES 15
Exercise 3.22. Suppose that S1 and S2 are two closed convex subsets of a Hilbert
space (V, h·, ·i). What additional hypotheses, if any, are needed to ensure that there exist
points u1 ∈ S1 and u2 ∈ S2 such that
ku1 − u2 k = inf{kv1 − v2 k : v1 ∈ S1 , v2 ∈ S2 }?
3. Bessel’s inequality and orthonormal bases

Lemma 3.23. Suppose that A is an orthonormal set in an inner product space (V, h·, ·i).
Then Bessel’s inequality holds, that is,
X
|hv, ei|2 ≤ kvk2 ∀v ∈ V. (3.1)
e∈A
Proof. Suppose first that A is finite, and write S for span A. Write v = vS + v⊥ ,
where vS = PS (v) and v⊥ ⊥ S; then
kvk2 = kvS k2 + kv⊥ k2 ≥ kvS k2 .
Further, vS = e∈A hv, ei e and so kvS k2 = e∈A |hv, ei|2 . The result follows in the case
P P
when A is finite.
If A is infinite, then X
|hv, ei|2 ≤ kvk2 ∀v ∈ V
e∈A0
for each finite subset A0 of A. Taking the supremum over finite subsets of A gives the
result in the general case.
Finally we come to our main theorem. Recall that span A denotes the vector space of
all finite linear combinations of elements of a subset A of a vector space V .
Theorem 3.24. Let A be an orthonormal subset of a Hilbert space (V, h·, ·i). The
following conditions are equivalent:
(a) span A is dense in V ;
(b) A⊥ = {0};
(c) A is a maximal orthonormal subset of V ;
(d) Bessel’s inequality (3.1) is always an equality;
(e) the mapping T : V → `2 (A), given by
T (v) = (e 7→ hv, ei),
is an isometric isomorphism.
Proof. We show that (a) and (b) are equivalent. Write S for span A; then Exercise
3.13 shows that
A⊥ = S ⊥ = (S̄)⊥ ,
so if S is dense, then A⊥ = {0}. And if S is not dense, then S̄ is a proper closed subspace
of V ; take v ∈ V \ S̄, and then v − PS̄ v ∈ A⊥ \ {0}.
Similarly, (c) is equivalent to (b): indeed, if v ∈ A⊥ \ {0}, then A ∪ {kvk−1 v} is a

larger orthonormal set than A; conversely, if A0 is an orthonormal set and A0 ⊃ A, then
A0 \ A ⊂ A⊥ \ {0}.
If A⊥ 6= {0}, then take v ∈ A⊥ \ {0}. For this v, the left hand side of Bessel’s inequality
is 0 but the right hand side is not.
We now assume that A⊥ = {0}, and prove that Bessel’s inequality is always an equality.
Combined with the result of the previous paragraph, this will imply that (b) is equivalent
to (d). Take v ∈ V and ε ∈ R+ . If A⊥ = {0}, then span A is dense in V , so there exists
v0 ∈ span A such that kv − v0 k < ε. As v0 is a finite linear combination of elements of A,
there is a finite subset A0 of A such that v0 ∈ span A0 . Write S for span A0 . Now
kv − PS (v)k ≤ kv − v0 k < ε
and
kv − PS (v)k2 + kPS (v)k2 = kvk2 ,
so kPS (v)k2 ≥ kvk2 − ε2 . Furthermore, if e ∈ A0 , then
hv, ei = h(v − PS (v)), ei + hPS (v), ei = hPS (v), ei
and so X X X
hv, ei2 ≥ hv, ei2 = hPS (v), ei2 = kPS (v)k2 ≥ kvk2 − ε2 .
e∈A e∈A0 e∈A0
As this holds for an arbitrary ε, it follows that
X
hv, ei2 ≥ kvk2 ;
e∈A
combined with Bessel’s inequality, this implies that Bessel’s inequality is an equality for v;
as v is arbitrary, (d) holds.
Finally, if (d) holds, then (a) holds too, and so for all v in span A, the map
v 7−→ (e 7→ hv, ei)
is a linear isometry. This maps isometrically from span A, a dense subspace of V , onto
cc (A), a dense subspace of `2 (A). This extends to an isometric isomorphism by Exercise
1.18; this extension is also an isomorphism of inner product spaces by polarisation.
If (e) holds, then Bessel’s inequality is an equality by definition: one side is the square
of the `2 (A) norm and the other is the square of the V norm.
Definition 3.25. A maximal orthonormal set is also called a complete orthonormal
set or a basis.
Theorem 3.26. Let (V, h·, ·i) be a Hilbert space. Then there is a basis in V .
Proof. It suffices to show that a maximal orthonormal set exists. This can be done
using a Zorn’s lemma argument.
P 3.27. If A is an orthonormal
Exercise subset of a Hilbert space (V, h·, ·i), how can we
2
interpret e∈A λ(e)e, when λ ∈ ` (A)?
3. BESSEL’S INEQUALITY AND ORTHONORMAL BASES 17
2πint
Examples 3.28. The set of functions {t √ 7→ e : n√∈ Z} is orthonormal in L2 (I);
alternatively, we may consider the set {1, 2 cos(2πnt), 2 sin(2πnt) : n ∈ Z+ }. Both
these sets are bases. This may be proved in various ways. Essentially all the proofs use the
fact that C(I) is a dense subspace of L2 (I), but there are several ways to show that the set
of trigonometric polynomials (the span of the complex exponentials, or of the trigonometric
functions) is dense in C(I). These include using Sturm–Liouville theory, which is about
differential equations; using the Stone–Weierstrass theorem, which is about algebras of
functions; and using convolution, which is a technique of harmonic analysis.
Fourier series is a prototype of Hilbert space theory.
The theory of Fourier integrals does not give us a basis for L2 (R), since periodic func-
tions are not square integrable. Various bases for L2 (R) were found in the 1800s, with
names such as Hermite functions or Laguerre functions; these were first constructed using
differential operators. We will consider the Hermite functions later.
Exercise 3.29. Define functions hj : I → R, where j ∈ N, by h0 = 1, and, for
n = 0, 1, 2, . . . and k = 0, 1, . . . , 2n − 1,
(
2n/2 sgn sin(2n πt) if k ≤ 2n t ≤ k + 1
h2 +k (t) =
n
0 otherwise,
where sgn is the signum function: sgn t = 1 if t > 0, sgn t = −1 if t < 0, and sgn 0 = 0.
(a) Sketch the graphs of the functions h1 and h6 .
(b) Show that {hj : j ∈ N} is an orthogonal set in L2 (I) (where I = [0, 1]).
(c) Show that every function f ∈ C(I) may be approximated uniformly by a finite sum of
the form Jj=0 cj hj .
P
(d) Deduce that {hj : j ∈ N} is an orthonormal basis in L2 (I). You may assume that C(I)
is dense in L2 (I).
(This basis is known as the Haar basis, and is used in signal processing.)
Remark 3.30. Spaces L2 (M1 ) and L2 (M2 ) can be “the same” in different ways. We say
that measure spaces M1 and M2 are isomorphic if there is a measure-preserving bijection
ϕ : M1 → M2 . Such a map ϕ induces an isometric isomorphism T : L2 (M2 ) → L2 (M1 ):
T f = f ◦ ϕ.
Measure space isomorphism is a “coarse” equivalence. For example, Rm and Rn are
measure-isomorphic for all m, n ∈ Z+ , and hence the corresponding L2 spaces are iso-
morphic as Hilbert spaces. However, no two of Z, R and I are measure-isomorphic, but
the corresponding Hilbert spaces are isometrically isomorphic. Indeed, there is a unique
isometric isomorphism equivalence class of infinite-dimensional separable Hilbert spaces.
Hence Hilbert space equivalence is an even “coarser” equivalence.
An important research area in modern functional analysis involves studying Hilbert
spaces with additional structure so that, for instance, L2 (Rm ) and L2 (Rn ) with the addi-
tional structure are not isomorphic.
TOPIC 4
Dual spaces
We discuss linear functionals on normed vector spaces, and consider the examples of
the `p spaces. We then prove the Hahn–Banach theorem, one of the pillars of functional
analysis, and look at some applications.
1. Definition of the dual space

In this section, we will deal with several normed vector spaces, and we will add a
subscript to the norm to clarify the space in which the norm is being used.
Definition 4.1. Let V be a vector space. A linear functional on V is a linear mapping
L : V → F. The set of all linear functionals on V forms a vector space.
Definition 4.2. Let (V, k·kV ) be a normed vector space. A continuous linear functional
on V is a linear functional L on V for which there is a constant C such that
|L(v)| ≤ C kvkV ∀v ∈ V. (4.1)
The set of all continuous linear functionals on V is denoted V ∗ , and the norm of L ∈ V ∗
is given by
kLkV ∗ = sup{|L(v)| : v ∈ V, kvkV ≤ 1}.
From (4.1), we see that kLkV ∗ ≤ C.

Exercise 4.3. Let L be a linear functional on a normed vector space (V, k·kV ). Show
that
sup{|L(v)| : v ∈ V, kvkV ≤ 1} = inf{C ∈ [0, ∞) : (4.1) holds}
and that the infimum is attained.
Proposition 4.4. Let (V, k·kV ) be a normed vector space. The set of all continuous
linear functionals on V , endowed with the norm k·kV ∗ , is a Banach space.
Proof. We omit this proof.

Remark 4.5. Let (V, k·kV ) be a normed vector space. Since the dual space V ∗ is a
normed vector space, it too has a dual space, written V ∗∗ . The space V maps continuously
into V ∗∗ ; indeed, define J : V → V ∗∗ by
(Jv)(L) = L(v) ∀L ∈ V ∗ .
19
20 4. DUAL SPACES
This mapping is obviously linear. Further,

kJvkV ∗∗ = sup{|(Jv)(L)| : L ∈ V ∗ , kLkV ∗ ≤ 1}
= sup{|L(v)| : L ∈ V ∗ , kLkV ∗ ≤ 1}
≤ sup{kLkV ∗ kvkV : L ∈ V ∗ , kLkV ∗ ≤ 1}
= kvkV ,
so the mapping is also continuous. But a priori there is no reason why J should be
injective, surjective, or isometric.
Definition 4.6. A Banach space V is reflexive if the map J : V → V ∗∗ is an isometric
isomorphism.
Example 4.7. Suppose that S is a set, that p, q ∈ [1, ∞] and 1/p + 1/q = 1, and that
g ∈ `q (S). Then the mapping T (g) : `p (S) → F given by
X
T (g) : f 7→ f (s)g(s)
s∈S
is well-defined and linear, from Topic 2 (in particular, from Hölder’s inequality); further
|T (g)(f )| ≤ kgkq kf kp ∀f ∈ `p (S).
Thus the mapping T is a linear mapping from `q (S) into `p (S)∗ . This mapping is an
isometry (by Hölder’s inequality and its converse); so in particular it is injective.
Conversely, given a continuous linear functional L on `p (S), we may define g : S → F
by the formula
g(s) = L(δs ),
where δs ∈ `p (S) is defined by requiring that δs (t) is equal to 1 if s = t and 0 otherwise. It
is evident that |g(s)| ≤ kLkV ∗ . By considering linear combinations of the δs where s ∈ S0 ,
a finite subset of S, and using the converse of Hölder’s inequality, we see that
X 1/q
|g(s)|q ≤ kLkV ∗
s∈S0
if 1 ≤ q < ∞ or
max |g(s)| ≤ kLkV ∗
s∈S0
if q = ∞, and then taking suprema over such subsets S0 , it follows that
kgkq ≤ kLkV ∗ .
Further, by construction, L(f ) = T (g)(f ) for all f ∈ cc (S). If cc (S) is dense in `p (S), then
it follows that L = T (g); but if cc (S) is not dense in `p (S) (this only happens if p = ∞),
then it is possible that L 6= T (g).
We will see soon that T (`1 (S)) is a proper subset of `∞ (S)∗ when S is infinite. Thus
p
` (S) is reflexive if 1 < p < ∞ or if S is finite, and is not reflexive otherwise.
2. THE HAHN–BANACH THEOREM 21
Example 4.8. If H is a Hilbert space, then we may define a mapping Te : H → H ∗ by

Teu(v) = hv, ui ∀v ∈ H.
Because the second variable in the inner product is conjugate-linear, Te is a conjugate-linear
mapping of H into H ∗ . From the Cauchy–Schwarz inequality,

Teu(v) ≤ kuk kvk ∀v ∈ H,
H H
and it follows that

Teu ∗ ≤ kuk ;
H H
by taking v equal to u, we see that in fact equality holds, and in particular Te is injective.
But it is not a priori obvious that Te is surjective. However, by identifying H with `2 (A) for
some set A, we can see that the mapping Teu corresponds to T (ū), where T is the mapping
considered in Example 4.7, and hence Te is also surjective.
Exercise 4.9. Suppose that (V, k·kV ) is a Banach space. If V is reflexive, must V ∗ be
reflexive? And if V ∗ is reflexive, must V be reflexive?
2. The Hahn–Banach theorem

In this section, the symbol k·k will always refer to the same space, and so we omit
subscripts.
Theorem 4.10. Let U be a subspace of a normed vector space (V, k·k). Suppose that
L : U → F is a continuous linear mapping with the property that |L(v)| ≤ C kvk for
all v ∈ U . Then there exists a linear mapping M : V → F with the properties that
|M (v)| ≤ C kvk for all v ∈ V and M |U = L.
Proof. There are several steps in the proof. First we show that, when the scalars are
real, it is always possible to extend a linear functional defined on a subspace to a larger
subspace without increasing the norm. Then we consider the collection of all possible
extensions, and use Zorn’s lemma to deduce the result. An extra trick is needed to deal
with complex scalars.
Step 1: Enlarging the domain. Suppose that V is a normed vector space over R. If W
is a subspace of V and v ∈ V \ W , then W 0 = W + Rv is a larger subspace than W . We
show how to extend a linear functional L on W to a linear functional L0 on W 0 without
increasing the norm. Suppose that
|L(w)| ≤ C kwk ∀w ∈ W ;
we will construct L0 such that |L0 (w0 )| ≤ C kw0 k for all w0 ∈ W 0 .
Every element of W 0 has a unique representation in the form w + λv, where w ∈ W
and λ ∈ R. We may therefore take µ ∈ R, and define
L0 (w + λv) = L(w) + λµ,
22 4. DUAL SPACES
to obtain a linear functional on W 0 . Indeed,
L0 (ν(w + λv) + ν 0 (w0 + λ0 v)) = L0 ((νw + ν 0 w0 ) + (νλ + ν 0 λ0 )v)

= L(νw + ν 0 w0 ) + (νλ + ν 0 λ0 )µ
= νL(w) + ν 0 L(w0 ) + νλµ + ν 0 λ0 µ
= νL0 (w + λv) + ν 0 L0 (w0 + λ0 v)
for all w + λv, w0 + λ0 v ∈ W 0 , showing that L0 is linear.

However, we also want the following inequality to hold:
|L0 (w + λv)| ≤ C kw + λvk ∀w + λv ∈ W 0 . (4.2)
This is certainly true if λ = 0, so we may assume that λ 6= 0. Replacing w by λw, and

dividing out a factor of |λ| from each side, we see that it suffices to prove that
|L0 (w + v)| ≤ C kw + vk ∀w ∈ W.
This inequality is equivalent to each of the following inequalities:
−C kw + vk ≤ L0 (w + v) ≤ C kw + vk
−C kw + vk ≤ L(w) + µ ≤ C kw + vk
−C kw + vk − L(w) ≤ µ ≤ C kw + vk − L(w)
for all w ∈ W , and the last inequality is equivalent to
sup{−C kw + vk − L(w) : w ∈ W } ≤ µ ≤ inf{C kw + vk − L(w) : w ∈ W }.
This in turn is equivalent to each of the inequalities
−C kw1 + vk − L(w1 ) ≤ µ ≤ C kw2 + vk − L(w2 )

−C kw1 + vk − L(w1 ) ≤ C kw2 + vk − L(w2 )
L(w2 ) − L(w1 ) ≤ C kw2 + vk + C kw1 + vk
L(w2 − w1 ) ≤ C kw2 + vk + C kw1 + vk
for all w1 , w2 ∈ W . Now
L(w2 − w1 ) ≤ |L(w2 − w1 )|
≤ C kw2 − w1 k
≤ C k(w2 + v) − (w1 + v)k
≤ C kw2 + vk + C kw1 + vk
for all w1 , w2 ∈ W , which proves the inequality (4.2) that enables us to choose µ.
2. THE HAHN–BANACH THEOREM 23
Step 2: Induction. Now we present the Zorn’s lemma induction argument, still sup-
posing that the scalars are real. Recall that we start with a linear functional L : U → R
satisfying |L(u)| ≤ C kuk for all u ∈ U . We consider the collection of linear mappings
MW : W → R, where W is a subspace of V and U ⊆ W , with the properties that
MW |U = L and
|MW (w)| ≤ C kwk ∀w ∈ W.
0 0
We partially order the set of these mappings by decreeing that MW MW 0 if W ⊆ W
0
and MW 0 |W = MW . Given a chain of such mappings
0 00
MW MW 0 MW 00 . . . ,
we take Wf to be the union of the spaces W , W 0 , W 00 and so on, and define Mf on W f by

†
f(w) = M † (w) for any W † such that w ∈ W † ; this is well-defined by the definition of
M W
the partial order . It is clear that M
ff is an upper bound for the chain, so Zorn’s lemma
W
applies. If M
ff is a maximal element, then W
W
f = V by Step 1. This establishes the theorem
in the case where the scalars are real.
Step 3: Complex scalars. When the scalars are complex, we may proceed in two dif-
ferent ways. Suppose that |L(u)| ≤ C kuk for all u ∈ U . The simplest approach is to take
L : U → C, and consider Re L, which is a linear functional on U when the scalars are taken
to be R; further, |Re L(u)| ≤ |L(u)| ≤ C kuk for all u ∈ U . We extend Re L to a real-linear
functional MR : V → R, and then define
M (v) = MR (v) − iMR (iv) ∀v ∈ V.
Clearly M (v + w) = M (v) + M (w) and M (λv) = λM (v) for all v, w ∈ V and all λ ∈ R.
Next,
M (iv) = MR (iv) − iMR (i2 v) = i(MR (v) − iMR (iv)) = iM (v) ∀v ∈ V.
Thus
M ((λ + iµ)v) = M (λv + iµv) = M (λv) + M (iµv) = λM (v) + iµM (v) = (λ + iµ)M (v)
for all λ, µ ∈ R, so M is complex-linear. Further, if v ∈ V , there exists ω ∈ C such that
|ω| = 1 and ωM (v) ≥ 0. Hence M (ωv) ≥ 0, so M (v) = ω −1 M (ωv) = ω −1 MR (ωv), and
|M (v)| = |MR (ωv)| ≤ C kωvk = C kvk ,
and if in addition v ∈ U , then
M (v) = ω −1 MR (ωv) = ω −1 L(ωv) = L(v),
and M has all the required properties.
However, we could also use the one-dimensional extension argument twice to extend
Re L : W → R to L00R : W + Cv → R, next use the complexification argument to produce
L00 : W + Cv → C with the required properties, and finally use the Zorn’s lemma argument
with complex linear mappings.
24 4. DUAL SPACES
3. Consequences of the Hahn–Banach theorem

Corollary 4.11. Suppose that (V, k·kV ) is a normed vector space. For all v ∈ V ,
there exists a continuous linear functional M on V of norm 1 such that M (v) = kvkV .
Hence the mapping J : V → V ∗∗ , defined in Remark 4.5, is an isometric injection.
Proof. We saw that kJvkV ∗∗ ≤ kvkV for all v ∈ V . It suffices to show that the
opposite inequality holds.
Given v ∈ V , the mapping λv 7→ λ kvkV (for all λ ∈ F) is a continuous linear functional
on Fv, of norm 1. By the Hahn–Banach theorem, there is a continuous linear functional
M on V of norm 1 such that M (v) = kvkV . Hence
kJvkV ∗∗ = sup{|L(v)| : L ∈ V ∗ , kLkV ∗ ≤ 1} ≥ |M (v)| = kvkV ,
as required.
Exercise 4.12. Suppose that H0 is a closed subspace of a Hilbert space H, and that
L : H0 → F is a linear functional on H0 . Find a description of all continuous linear
functionals M : H → F such that kM k = kLk and M |H0 = L.
Corollary 4.13. There exists a nonzero continuous linear functional M on `∞ (N)
/ J`1 (N).
such that M (f ) = 0 for all f ∈ c0 (N); in particular, M ∈
Proof. Denote by 1 the constant sequence (1, 1, 1, . . . ), and observe that the map
L : F1 + c0 (N) → F given by
L(f ) = lim f (n) ∀f ∈ F1 + c0 (N),
n→∞
is a continuous linear functional on this subspace of `∞ (N) of norm 1; indeed,

lim f (n) ≤ sup{|f (n)| : n ∈ N}.
n→∞
We observe that L(f ) = 0 for all f ∈ C0 (N).

We may extend L to a continuous linear functional M : `∞ → F of norm 1, with the
properties that M (1) = 1 (so M 6= 0) and M (f ) = 0 for all f ∈ c0 (N).
Remark 4.14. In the last corollary, if we replace 1 by another sequence that is not in
c0 (N), such as (sin 0, sin 1, sin 2, . . . ), then the argument still goes through. In advanced
courses, it is sometimes shown that the space `∞ (N)∗ \ i`1 (N) is generated by its multiplica-
tive elements, that is, linear functionals T such that T (f g) = T (f )T (g), and these may
all be obtained as limits of subsequences (or more precisely, subnets) of point evaluations
f 7→ f (n).
Exercise 4.15. Show that there exists a continuous linear functional L on `∞ (N) such
that
L((an )) = a0 + lim a2n − lim a2n+1
n→∞ n→∞
if both limits exist. What can be said about kLk(`∞ )∗ ?
3. CONSEQUENCES OF THE HAHN–BANACH THEOREM 25
Theorem 4.16. Suppose that U is a closed subspace of a Banach space V . The quotient
vector space V /U , endowed with the quotient norm k·kq , defined by
kv + U kq = inf{kv + uk : u ∈ U }
for all v ∈ V , is a Banach space.
Proof. We need to show that k·kq is a norm on V /U , and that V /U is complete. We

show only additivity and that if kv + U kq = 0, then v ∈ U , that is, v + U = U .
Suppose that v, w ∈ V , and observe that
k(v + U ) + (w + U )kq = kv + w + U kq
= inf{kv + w + uk : u ∈ U }
= inf{kv + w + u1 + u2 k : u1 , u2 ∈ U }
≤ inf{kv + u1 k + kw + u2 k : u1 , u2 ∈ U }
= inf{kv + u1 k : u1 ∈ U } + inf{kw + u2 k : u2 ∈ U }
= kv + U kq + kw + U kq .
Suppose now that kv + U kq = 0. Then there exist un ∈ U such that kv + un k ≤ 1/n.

Then
1 1
kum − un k = k(v + um ) − (v + un )k ≤ kv + um k + kv + un k ≤ + ,
m n
and the sequence (un ) is Cauchy. Since U is a closed subspace of a complete space, U is
complete, and so un → u, for some u ∈ U . It follows that kv − uk = 0, that is, v ∈ U , so
v + U = U.
Definition 4.17. Suppose that U is a closed subspace of a Banach space V . We define
the subspace U ⊥ of V ∗ by
U ⊥ := {T ∈ V ∗ : T |U = 0}.
Corollary 4.18. Suppose that U is a closed subspace of a Banach space V . If T ∈ V ∗ ,
then T determines a continuous linear functional T |U on U by restriction. The mapping
T 7→ T |U from V ∗ to U ∗ has kernel U ⊥ , and induces an isometric isomorphism from V ∗ /U ⊥
onto U ∗ .
Proof. Omitted.
Corollary 4.19. Suppose that U is a closed subspace of a Banach space V . If T ∈ U ⊥ ,
then T determines a continuous linear functional Ṫ on V /U by
Ṫ (v + U ) = T (v) ∀v ∈ V.
The mapping T 7→ Ṫ is an isometric isomorphism from U ⊥ onto (V /U )∗ .
Proof. Omitted.
26 4. DUAL SPACES
4. More on dual spaces

Exercise 4.20. Let C k (I) be the vector space of all functions f : I → F that are k
times continuously differentiable, and set

kf k k = max{f (j) (t) : t ∈ I, 0 ≤ j ≤ k}.
C
(a) Show that (C (I), k·kC k ) is a Banach space, and that the map f 7→ f (j) (t0 ) is a con-
k
tinuous linear functional on this space when t0 ∈ I and 0 ≤ j ≤ k.

(b) Find a sequence of functions gn ∈ C(I) such that
Z
f (t0 ) = lim f (t) gn (t) dt ∀f ∈ C k (I).
n→∞ I
(c) Can you find a sequence of functions gn ∈ C(I) such that
Z
(j)
f (t0 ) = lim f (t) gn (t) dt ∀f ∈ C k (I).
n→∞ I
(d) Can you describe the set of all linear functionals on (C k (I), k·kC k )?
Exercise 4.21. Suppose that (V, k·k) is a normed vector space, that U is a subspace
of V , and that U ⊥ is the subset of V ∗ of all linear functionals that annihilate U .
(a) Show that U ⊥ is closed in the weak-star topology, that is, if L ∈ V ∗ and Lα (v) → L(v)
for all v ∈ V for some net (Lα )α∈A in U ⊥ , then L ∈ U ⊥ .
(b) Conversely, if W is a weak-star closed subspace of V ∗ , is W a dual space?
Exercise 4.22. Suppose that (U, k·kU ) and (V, k·kV ) are normed vector spaces, and
that : U → V is a continuous linear mapping. Define T T : V ∗ → U ∗ by the formula
(T T L)(u) = L(T u) ∀u ∈ V, ∀L ∈ V ∗ .
(a) Show that T T is a continuous linear mapping from V ∗ to U ∗ .
(b) Compute T T in terms of kT k.
TOPIC 5
Weak topologies and compactness
We show that in infinite-dimensional vector spaces, closed bounded sets need not be
compact, and we vary the topology to make it easier for a set to be compact.
1. Weak topologies
Suppose that V is a vector space. One way to define a topology on V is to require that
certain functions f on V are continuous. If these functions are F-valued, then we require
that the sets f −1 (J) are open whenever J is an open subset of F. ButSevery open
S subset of
F is a union of open balls (these are intervals when F = R), and f −1 ( α Jα ) = α f −1 (Jα ),
so if we require that f −1 (J) is open whenever J is an open ball, then it will follow that
f −1 (J) is open whenever J is an open subset of F. We use this fact when the functions f
are linear.
Definition 5.1. Suppose that (V, k·k) is a normed vector space, and that S is a subset
of V ∗ . The σ(V, S) topology on V is the topology for which an open base consists of all
the sets
{v ∈ V : L1 (v) ∈ J1 , L2 (v) ∈ J2 , . . . , Ln (v) ∈ Jn },
where n ∈ N , while Lj ∈ S and Jj is an open ball in V for all j ∈ {1, 2, . . . , n}. Equivalently,
a subbase consists of the sets {v ∈ V : L(v) ∈ J, where L ∈ S and J is an open ball in F.
Observe that this definition only requires that V be a vector space; the norm plays no
role, except that we ask that the linear functionals Lj be continuous in the usual (norm)
topology. We could also relax this requirement and consider arbitrary linear functionals
on an arbitrary vector space V ; indeed, the Zariski topology in algebraic geometry is
defined in this way (except that the functions used are polynomials and the open sets J
are complements of finite sets).
Usually, we consider two particular instances of these topologies.
Definition 5.2. Suppose that (V, k·k) is a normed vector space. The weak topology
on V is the σ(V, V ∗ ) topology; if V is a dual space, that is, V = U ∗ for some Banach space
U , then we may view the predual space U as a subspace of the dual space V ∗ using the
injection of U into U ∗∗ considered in Corollary 4.11), and the weak-star topology is the
σ(V, U ) topology on V .
Lemma 5.3. The weak and weak-star topologies are coarser than the norm topology, that
is, every set that is open in the weak or weak-star topology is open in the norm topology.
27
28 5. WEAK TOPOLOGIES AND COMPACTNESS
Proof. It suffices to show that a subbasic set {v ∈ V : L(v) ∈ J}, where L ∈ V ∗ and
J is an open ball in F, is open in the norm topology.
If L(v0 ) ∈ J and J is open in F, then there exists ε ∈ R+ such that BF (L(v0 ), ε) ⊆ J;
now if kv − v0 k < ε/ kLkV ∗ , then
|L(v) − L(v0 )| = |L(v − v0 )| ≤ kLkV ∗ kv − v0 k < ε,
and so
BV (v0 , ε/ kLkV ∗ ) ⊆ {v ∈ V : L(v) ∈ J},
as required.
Lemma 5.4. Suppose that S is a convex subset of V . Then S is weakly closed (closed
in the weak topology) if and only if it is closed in the norm topology.
Sketch of the proof. If S is closed in the weak topology, then it is automatically
closed in the norm topology. So we may assume that S is closed in the norm topology and
show that it is closed in the weak topology.
Given any point v in V \ S, we can use the Hahn–Banach theorem to construct a
continuous linear functional M on V such that M (v) ∈ / L(S) . It then follows that
\
S= {v ∈ V : L(v) ∈ L(S) }.
L∈V ∗
For each L ∈ V ∗ , the set L(S) is closed in F, and the set {v ∈ V : L(v) ∈ L(S) } is closed
in the weak topology; it follows that S is closed.
Exercise 5.5. Suppose that (V, k·k) is a normed vector space and that W is a subspace
of V ∗ . Show that the weak topology σ(V, W ) is the coarsest topology for which all the
linear functionals in W are continuous, in the sense that L−1 (S) is open in V for all open
subsets S of F and all L ∈ W .
Exercise 5.6. Suppose that (V, k·k) is a normed vector space and that E is a subset
of V ∗ . Show that the weak topology σ(V, E) is the same as σ(V, span E). Is this the same
as σ(V, (span E) )?
2. The Banach–Alaoglu Theorem

Theorem 5.7. The closed unit ball B̄ in a dual Banach space (V, k·k) is compact in
the weak-star topology.
Proof. Let U be a Banach space such that V = U ∗ . Let F be the collection of all
functions f : U → F that satisfy the condition
|f (u)| ≤ kukU ∀u ∈ U.
We proceed
Q to identify each function f in F with the element (f (u))u∈U of the product
space u∈U B̄F (0, kukU ); by Tychonov’s theorem, this space is compact in the product
topology, since each B̄F (0, kukU ) is compact in F, and so F is compact with the topology
of pointwise convergence on U .
3. EXERCISES 29
Each element of B̄ is an element of F. It therefore suffices to show that the subset B̄

of F is closed.
But if fα → f and each fα is linear, then
f (λu + µu0 ) = lim fα (λu + µu0 ) = lim λfα (u) + µfα (u0 ) = λf (u) + µf (u0 ),
α α
so f is linear.
3. Exercises
Exercise 5.8. Suppose that (V, k·k) is a Banach space. Show that the unit ball of V
is dense in the unit ball of V ∗∗ in the weak-star topology on V ∗∗ (that is, the σ(V ∗∗ , V ∗ )
topology).
Exercise 5.9. Suppose that (V, k·k) is a Banach space. If V is reflexive, is V ∗ reflexive?
If V ∗ is reflexive, is V reflexive?
TOPIC 6
Linear operators
We study linear mappings between Banach spaces in greater depth.
1. Linear operators
Definition 6.1. Suppose that U and V are normed vector spaces. A bounded or
continuous linear operator T : U → V is a linear mapping T from U to V for which there
exists a constant C such that
kT ukV ≤ C kukU ∀u ∈ V. (6.1)
Lemma 6.2. Suppose that T : U → V is a continuous linear operator. Then
sup{kT ukV : u ∈ U, kukU ≤ 1} = min{C : (6.1) holds}. (6.2)
Proof. Clearly, if (6.1) holds, then C ≥ 0, and if C 0 ≥ C, then
kT ukV ≤ C 0 kukU ∀u ∈ V.
Hence the set of C for which (6.1) holds is an interval, of the form [C0 , +∞) or (C0 , +∞),
where C0 ≥ 0. In either case,
kT ukV ≤ (C0 + ε) kukU ∀u ∈ V
+
for all ε ∈ R . Exchanging the order of the quantifiers, and letting ε → 0, we see that
kT ukV ≤ C0 kukU ∀u ∈ V.
This shows that the infimum is attained, and justifies the use of minimum.
Since
kT ukV ≤ C0 kukU ∀u ∈ V,
by specialising to u of norm at most 1 we obtain kT ukV ≤ C0 , and
sup{kT ukV : u ∈ U, kukU ≤ 1} ≤ C0 .
Conversely, for all u ∈ U \ {0},
kT ukV = T (kuk−1 kuk ≤ sup{kT u0 k : u0 ∈ U, ku0 k ≤ 1} kuk ,

U u) V U V U U
so C0 ≤ sup{kT ukV : u ∈ U, kukU ≤ 1}.

Definition 6.3. The (operator) norm of a linear operator T : U → V between normed
vector spaces (U, k·kU ) and (V, k·kV ) is the nonnegative number on either side of equality
(6.2).
31
32 6. LINEAR OPERATORS
Lemma 6.4. Suppose that (U, k·kU ) and (V, k·kV ) are normed vector spaces. Then the
set B(U, V ) of all continuous linear operators T : U → V , with the norm defined above, is
a normed vector space. If V is a Banach space, so is B(U, V ).
Proof. We omit the proof. It is standard that linear maps between vector spaces form
another vector space, so the crucial issue is whether the norm as defined is a norm, and
when B(U, V ) is complete.
2. Special types of linear operators

Definition 6.5. Suppose that (U, k·kU ) and (V, k·kV ) are normed vector spaces. A
linear operator T : U → V is compact if the image of the unit ball in U is precompact in
V , that is, T (BU (0, 1)) is a compact subset of V .
Example 6.6. Given a set S and m ∈ `∞ (S), we define the linear operator Tm :
` (S) → `p (S) (where 1 ≤ p ≤ ∞) by
p
[Tm f ](s) = m(s) f (s) ∀s ∈ S;

that is, Tm multiplies by m. It is easy to check that Tm is linear and that
kTm f kp ≤ kmk∞ kf kp ∀f ∈ `p (S),
so Tm is bounded. If, in addition, m has finite support, then the image of the unit ball in
`p (S) under Tm is bounded and contained in a set of functions with finite support, so in a
finite-dimensional subspace of `p (S), and Tm is compact.
Exercise 6.7. Let Tm : `p (S) → `p (S) be as in the previous example. Show that Tm is
compact if and only if m ∈ c0 (S), and that if T is compact then Tm may be approximated
in operator norm by operators of finite rank.
Exercise 6.8. Suppose that (U, k·kU ) and (V, k·kV ) are normed vector spaces. Show
that T is compact if T ∈ B(U, V ) is of finite rank. Show that, if Tn ∈ B(U, V ) is compact
for all n ∈ N and kTn − T k → 0 as n → ∞, then T is compact.
The question of whether a general compact operator can be approximated by operators
of finite rank is delicate.
Example 6.9. Let Tm : `p (S) → `p (S) be as in Example 6.6. For t ∈ S, let δt :
S → {0, 1} be the characteristic function of {t}, that is, δt (t) = 1 and δt (s) = 0 for all
s ∈ S \ {t}. Evidently, Tm δt = m(t)δt , so δt is an eigenfunction for Tm with eigenvalue
m(t). We may rephrase the result of Exercise 6.7 as saying that Tm is compact if and only
if, for any ε ∈ R+ , Tm has finitely many eigenfunctions of absolute value greater than ε.
Definition 6.10. Suppose that (U, h·, ·iU ) and (V, h·, ·iV ) are Hilbert spaces and that
T ∈ B(U, V ). We define the adjoint T ∗ : V → U of T by
hT ∗ v, uiU = hv, T uiV ∀u ∈ U, ∀v ∈ V.
Lemma 6.11. The map T ∗ defined above is an element of B(V, U ), and kT ∗ k = kT k.
The map T 7→ T ∗ is conjugate linear.
2. SPECIAL TYPES OF LINEAR OPERATORS 33
Proof. We omit much of this proof, as it is standard that the adjoint of a linear map
between vector spaces is another linear map; the issue is showing that T ∗ is bounded and
finding its norm. The key is to show that
kT k = sup{|hv, T ui| : u ∈ U, kukU ≤ 1, v ∈ V, kvkV ≤ 1}, (6.3)
which follows from the Cauchy–Schwarz inequality.
Definition 6.12. A linear operator T on a Hilbert space V is self-adjoint if T = T ∗ .
Example 6.13. For a function m ∈ L∞ (M ), define Tm : L2 (M ) → L2 (M ) by
Tm f (t) = m(t) f (t) ∀t ∈ M.
The adjoint of Tm is Tm̄ , and so Tm is self-adjoint if m is real-valued.
If M = I, the unit interval, and m(t) = t for all t ∈ I, then the operator Tm is self-
adjoint. However this operator does not have any eigenvectors or eigenvalues. Indeed, if
Tm f = λf for some function f ∈ L2 (I) and λ ∈ C, then
(m(t) − λ)f (t) = 0 ∀t ∈ I
and so f = 0 almost everywhere. Thus, in contrast to the finite-dimensional case, in
infinite-dimensional spaces, being self-adjoint does not ensure that an operator has eigen-
vectors and eigenvalues. However, Tm is a limit of operators with eigenvalues and eigen-
vectors. Indeed, define the step functions mk : I → R by mk (t) = bktc/k for all t ∈ I,
where k ∈ Z+ . Then Tmk is self-adjoint, and has eigenvalues j/k, where 0 ≤ j < k, and
each eigenspace is infinite-dimensional; further, Tm = limk→∞ Tmk in the operator norm.
It is also worth pointing out that the supremum sup{kTm ukV : u ∈ L2 (I), kuk2 ≤ 1} is
not attained for this example.
Proposition 6.14. Suppose that (V, h·, ·i) is a Hilbert space and that T ∈ B(V, V ) is
self-adjoint. Then
kT k = sup{|hT v, vi| : v ∈ V, kvk ≤ 1}.
Proof. Define the number MT as follows:

MT = sup{|hT v, vi| : v ∈ V, kvk ≤ 1},
so that |hT v, vi| ≤ MT kvk2 for all v ∈ V ; note that
kT k = sup{|hT v, wi| : v ∈ V, kvk ≤ 1, w ∈ V, kvk ≤ 1}.
so clearly
MT ≤ kT k .
Now we show that kT vk ≤ MT kvk, which implies that kT k ≤ MT and proves the
proposition. Clearly this inequality holds if T v = 0, so we may suppose that T v 6= 0. If
λ ∈ R+ , then hT 2 v, λvi = λ hT v, T vi since T is self-adjoint, whence

hT (T v + λv), (T v + λv)i − hT (T v − λv), (T v − λv)i
= T 2 v, T v + hT λv, T vi + T 2 v, λv + hT λv, λvi

− T 2 v, T v + hT λv, T vi + T 2 v, λv − hT λv, λvi

= 4λ kT vk2 .
Hence
4λ kT vk2 = hT (T v + λv), (T v + λv)i − hT (T v − λv), (T v − λv)i
≤ MT kT v + λvk2 + MT kT v − λvk2
= MT (hT v + λv, T v + λvi + hT v − λv, T v − λvi)
= MT (2 hT v, T vi + 2λ2 hv, vi)
= 2MT (kT vk2 + λ2 kvk2 ),
and so
2λ kT vk2 ≤ MT (kT vk2 + λ2 kvk2 ).
Take λ = kT vk / kvk; then
2 kT vk3 / kvk ≤ 2MT kT vk2 ,
and so
kT vk ≤ MT kvk ,
as required.
3. Compact operators on a Hilbert space

An important feature of compact operators in Hilbert spaces is that they attain their
norms.
Proposition 6.15. Suppose that (V, h·, ·i) is a Hilbert space and that T ∈ B(V, V ) is
compact and self-adjoint. Then there exists v ∈ V such that kvk = 1 and kT vk = kT k.
Moreover, we may choose v so that T v = λv, where λ ∈ R and |λ| = kT k.
Proof. We may and shall suppose that T 6= 0. From Proposition 6.14, we may find
a sequence (vn )n∈N in V such that kvk = 1 and |hT vn , vn i| → kT k as n → ∞. Since
T is self-adjoint, hT v, vi = hv, T vi = hT v, vi for any v ∈ V , and so in particular each
hT vn , vn i is a real number. By passing to a subsequence if necessary, we may assume that
hT vn , vn i → λ and sgn hT vn , vn i = sgn λ, where λ = ± kT k.
Now
0 ≤ hT vn − λvn , T vn − λvn i
= hT vn , T vn i − 2λ hT vn , vn i + λ2 hvn , vn i
≤ 2 kT k2 − 2 kT k |hT vn , vn i| → 0
3. COMPACT OPERATORS ON A HILBERT SPACE 35
as n → ∞, and hence T vn − λvn → 0 in V .

Because T is compact, the bounded sequence T vn admits a convergent subsequence;
by again passing to a subsequence if necessary, we may suppose that (T vn )n∈N converges,
and hence (λvn )n∈N converges, to λv say. Now T v = limn T vn = limn λvn = λv.
Theorem 6.16. Suppose that (V, h·, ·i) is a Hilbert space and that T ∈ B(V, V ) is
compact and self-adjoint. Then there exist a set N , equal to Z+ or {1, . . . , n} for some
positive integer n or ∅, and an orthonormal set {vn : n ∈ N } of eigenvectors vn with
corresponding nonzero eigenvalues λn , such that |λ1 | ≥ |λ2 | ≥ . . . and λn → 0 as n → ∞
if N = Z+ . Further T = 0 on {vn : n ∈ N }⊥ .
Proof. We may suppose that T 6= 0, and argue by induction.

By the previous proposition, there exists v1 ∈ V such that kv1 k = 1 and T v1 = λ1 v1 ,
where |λ| = kT k.
Now we take V1 = {v1 }⊥ , and observe that if v ∈ V1 , then
hT v, v1 i = hv, T v1 i = λ1 hv, v1 i = 0,
and so T (V1 ) ⊆ V1 . We apply the proposition to T |V1 , the restriction of T to V1 , and find
v2 ∈ V1 such that kv2 k = 1 and T v2 = λ2 v2 , where |λ2 | = kT |V1 k. Clearly |λ1 | ≥ |λ2 |.
Now we take V2 = {v1 , v2 }⊥ , and observe that if v ∈ V2 , then
hT v, vj i = hv, T vj i = λj hv, vj i = 0
when j ∈ {1, 2}, and so T (V2 ) ⊆ V2 . We apply the proposition to T |V2 , the restriction of T
to V2 , and find v3 ∈ V2 such that kv3 k = 1 and T v3 = λ3 v3 , where |λ3 | = kT |V2 k. Clearly
|λ1 | ≥ |λ2 | ≥ |λ3 |.
Either this process continues inductively then stops after n steps because T |Vn = 0, or
it continues infinitely. In the latter case, the set {λ1 v1 , λ2 v2 , . . . } is contained in a compact
set, and this is only possible if for all ε ∈ R+ , there are only finitely many λn such that
|λn | ≥ ε, that is, λn → 0.
Corollary 6.17. Suppose that (U, h·, ·iU ) and (V, h·, ·iV ) are Hilbert spaces and that
T ∈ B(U, V ) is compact. Then there exist a set N , equal to Z+ or {1, . . . , n} for some
positive integer n or ∅, and orthonormal sets {un : n ∈ N } in U and {vn : n ∈ N } in V ,
such that T un = µn vn for all n ∈ N , where µ1 ≥ µ2 ≥ · · · > 0 and µn → 0 as n → ∞ if
N = Z+ . Further T = 0 on {un : n ∈ N }⊥ .
Proof. The operator T ∗ T is positive, that is, hT ∗ T u, ui ≥ 0 for all u ∈ U . Hence,

when we apply the previous theorem to T ∗ T , the nonzero eigenvalues of T ∗ T produced
by the theorem are all positive, and for the corresponding eigenvectors un we may write
T ∗ T un = µ2n un , where µn > 0. Take vn = µ−1

n T un . Now
hvm , vn i = µ−1 −1
m µn hT um , T un i
= µ−1 −1 ∗
m µn hT T um , un i
= µ−1 −1 2
m µn µm hum , un i
(
1 if m = n
=
0 otherwise.
and so the vn also form an orthonormal set.
The decomposition in the corollary is called the singular value decomposition of T .

Exercise 6.18. Suppose that (U, h·, ·iU ) and (V, h·, ·iV ) are Hilbert spaces, and that
T : U → V is a linear map. Show that T ∗ is compact if T is compact. Is the converse
true?
4. The open mapping theorem

Theorem 6.19. Suppose that T : U → V is a continuous linear operator between
Banach spaces (U, k·kU ) and (V, k·kV ). If T is surjective, then T is an open mapping, that
is, the image of an open set under T is open.
Proof. This proof uses the Baire category theorem.

Since T is surjective and linear,
[ [ [
V = TU = T BU (0, n) = T BU (0, n) = nT BU (0, 1),
n∈N n∈N n∈N
and a fortiori
[
V = (nT BU (0, 1)) .
n∈N
By the Baire category theorem, there exists n ∈ N such that (nT BU (0, 1)) has nonempty
interior. Since multiplication by nonzero scalars is a homeomorphism, it follows that
(T BU (0, 1)) has nonempty interior, that is,
(T BU (0, 1)) ⊇ BV (v0 , r0 )
for some v0 ∈ V and r0 ∈ R+ . In particular, T BU (0, 1) ∩ BV (v0 , r0 ) is dense in BV (v0 , r0 ).
If v ∈ BV (0, r0 ), then v + v0 ∈ BV (v0 , r0 ), and so there exists a sequence (un )n∈N in
BU (0, 1) such that T un → v + v0 as n → ∞; in particular, there is a sequence (u0n )n∈N such
that T un → v0 . Now un − u0n ∈ BU (0, 2) and T (un − u0n ) → v + v0 − v0 = v as n → ∞,
and thus
(T B(0, 2)) ⊇ BV (0, r0 ).
4. THE OPEN MAPPING THEOREM 37
I claim that, given v ∈ BV (0, r0 ), there exists a sequence (un )n∈N in BU (0, 2) such that
X X X
v= 2−n T un = T (2−n un ) = T 2−n un .
n∈N n∈N n∈N
Since X X X
−n 2−n un ≤

2 un ≤ 21−n = 4,

U

U
n∈N n∈N n∈N
this claim implies that v ∈ T BU (0, 4), and so T BU (0, 4) ⊇ BV (0, r0 ). By linearity, it
follows that
T BU (u0 , r) = T u0 + T BU (0, r) ⊇ T u0 + BV (0, rr0 /4),
and hence that T sends open sets to open sets. Indeed, if u0 is a point in an open set E
in U , then BU (u0 , r) ⊇ E for a suitably small r0 , and so the typical point T u0 in T E lies
inside a ball BV (T u0 , rr0 /4) in V that is a subset of T E.
To prove the claim, we choose the points un ∈ BU (0, 2) recursively. First, take u0 so
that kv − T u0 kV ≤ r0 /2. Once we have chosen u0 , u1 , . . . , uk in BU (0, 2) such that
k
X
v − 2 T un < 2−k−1 r0 ,
−n

V
n=0
Pk
2k+1 (v − n=0 2−n T un ) ∈ BV (0, r0 ), so we may choose uk+1 ∈ BU (0, 2) such that
k
X r0
2−n T un ) − T uk+1 < ,
k+1
2 (v −

n=0
V 2
and then
k+1
X k
X
−n −n −k−1
v − 2 T un = v − 2 T un − 2 T uk+1 < 2−k−2 r0 .

n=0 n=0
Once the un have been chosen, passing to the limit as k → ∞ proves the claim, and hence
the theorem.
Corollary 6.20. Suppose that (U, k·kU ) and (V, k·kV ) are Banach spaces, and that
T : U → V is a continuous linear operator. If T is bijective, then T −1 is also continuous.
Proof. This follows easily from the theorem.
In the next exercises and examples, given an (integrable) functions g on the unit interval
I, we write ĝ for its Fourier transform, which is a function on Z:
Z
ĝ(n) = g(t)e−2πint dt ∀n ∈ Z.
I
We study the properties of the linear operator g 7→ ĝ from L1 (I) to c0 (Z).

Exercise 6.21. Show that

kĝk∞ ≤ kgk1 ∀g ∈ L1 (I).
Deduce that fˆ ∈ c0 (Z) for all f ∈ L1 (I). You may assume that every function f ∈ L1 (I)
may be written as limk→∞ fk , where each fk ∈ L2 (I) and fˆk ∈ `2 (Z) ⊆ c0 (Z).
Exercise 6.22. Define the Dini kernel DN : I → C by
X
DN (t) = e2πint ∀t ∈ I.
|n|≤N
(a) Show that

sin((2N + 1)πt)
DN (t) = .
sin(πt)
(b) Show that there is a positive constant C such that
Z
|DN (t)| dt ≥ C log(N + 1) ∀N ∈ N.
I
Example 6.23. The continuous linear mapping g 7→ ĝ from L1 (I) to c0 (Z) is injective
(from Fourier series), but not surjective. Indeed, if it were surjective, then by the corollary
to the open mapping theorem, the inverse mapping would be continuous, that is, there
would be a constant C such that
kf k ≤ C fˆ

1 ∞
∀f ∈ L1 (I).
However, the functions DN studied above show that no such constant can exist, and so the
Fourier transformation g 7→ ĝ cannot be surjective.
Exercise 6.24. By using the open Pmapping theorem, show that there exists a function
ˆ

f ∈ C(I) such that f (0) = f (1) and n∈Z f (n) = ∞.

5. The closed graph theorem

The graph G(T ) of a linear operator T : U → V is the set of all pairs (u, v) ∈ U × V
such that v = T u. It is clear that it is a subspace of U × V .
Theorem 6.25. Suppose that T : U → V is a continuous linear operator between
Banach spaces (U, k·kU ) and (V, k·kV ). Then T is continuous if and only if G(T ) is a
closed subspace of U × V .
Proof. Write P1 and P2 for the projections of U × V onto the factors U and V
respectively. A sequence of pairs ((un , vn ))n∈N in U × V converges if and only if the
sequences (un )n∈N and (vn )n∈N converge in U and V , so the projections P1 and P2 are
continuous. If (un , vn ) ∈ G(T ), and (un , vn ) → (u, v) in U × V as n → ∞, then un → u,
and vn = T un → T u if T is continuous. But vn → v, and so v = T u, proving that
(u, v) ∈ G(T ) and G(T ) is closed.
Conversely, suppose that G(T ) is closed. The linear mapping P1 : U × V → U is
continuous, and so its restriction P1 |G(T ) to G(T ) is also continuous. Further, P1 |G(T ) is
7. FURTHER PROBLEMS 39
birjective, since P1 (u, T u) = u for all u ∈ U . Then P1 |G(T ) −1 : U → G(T ) is also continuous,
by the corollary to the open mapping theorem. Since T = P2 P1 |G(T ) −1 , it follows that T is
continuous.
Exercise 6.26. Suppose that m ∈ `∞ (Z), and suppose that for all f ∈ Lp (I), there
exists Tm f ∈ Lp (I) such that (Tm f )b(n) = m(n)fˆ(n) for all n ∈ Z. Show that the mapping
Tm is continuous and linear.
6. The uniform boundedness principle

Theorem 6.27. Suppose that (V, k·kV ) is a Banach space and (W, k·kW )W is a normed
vector space. Suppose also that Tn : V → W is a continuous linear operator for all n ∈ N,
such that supn∈N kTn vkW < ∞ for all v ∈ V . Then
sup kTn kB(V,W ) < ∞.
n∈N
Proof. For any positive real number r, define Er = {v ∈ V : supn∈N kTn vkW ≤ r}.
Then \
Er = {v ∈ V : kTn vkW ≤ r},
n∈N
and so Er is closed, as each set {v ∈ V : kTn vkW ≤ r} is closed. Indeed, if vj ∈ V and
vj → v as j → ∞, then
kTn vkW = lim kTn vj kW ≤ r.
j
S
By definition and hypothesis, V = r∈Z+ Er . By the Baire category theorem, at least
one of the sets Er must not be nowhere dense, that is, at least one Er must contain an
open set, and hence contain an open ball B(v0 , s), where v0 ∈ V and s ∈ R+ .
Exercise 6.28. Suppose that (V, k·kV ) is a Banach space and (W, k·kW ) is a normed
vector space. Suppose also that Tn : V → W is a continuous linear operator for each
n ∈ N, and that lim Tn v exists for all v ∈ V . Prove that
sup kTn kB(V,W ) < ∞.
n∈N
Exercise 6.29.
7. Further problems
Exercise 6.30. Suppose that (U, k·kU ) and (V, k·kV ) are normed vector spaces, and
that T : U → V is a linear map. Show that T T is compact if T is compact. Is the converse
true?
TOPIC 7
Approximation in spaces of continuous functions
In this chapter, we give some conditions for a subspace A of the space C(X) of contin-
uous functions on a topological space X to be dense in C(X). This type of result is used in
approximation theory, as well as to show that the span of an orthogonal set of continuous
functions A is dense in C(X) and so also in L2 (X), and hence to establish that A is a
basis for L2 (X).
1. Weierstrass’ approximation theorem

Theorem 7.1. Every continuous function on the interval I may be approximated uni-
formly by polynomials.
Proof. Suppose that f ∈ C(I). Choose ε ∈ R+ . We must find a polynomial p such

that |f (t) − p(t)| < ε for all t ∈ I.
Extend f to a continuous function on R, supported in [−1, 2] (for instance, extend f
linearly in [−1, 0] and in [1, 2]), still denoted f .
Define the Weierstrass kernel wδ : R → R, where δ ∈ R+ , by
1 2
wδ (t) = √ e−t /2δ ∀t ∈ R,
2πδ
and define the convolution wδ ∗ f : R → F by
Z Z
wδ ∗ f (t) = wδ (t − s) f (s) ds = wδ (s) f (t − s) ds ∀t ∈ R.
R R
We will argue that wδ ∗ f approximates f (as δ → 0) and then, by taking finitely many
terms of the power series expansion of wδ (t − s) in powers of t − s, show that wδ ∗ f (t) may
be approximated by a polynomial in t.
Since f is continuous and compactly supported, it is uniformly continuous, which means
that there exists η ∈ R+ such that |f (t − s) − f (t)| < 14 ε for all t ∈ R provided that |s| < η.
Further, it is not hard to see that
Z
wδ (s) ds = 1
R
Z
wδ (s) ds → 0 + as δ → 0+,
R\[−η,η]
41
42 7. APPROXIMATION IN SPACES OF CONTINUOUS FUNCTIONS
irrespective of the value of η, so in particular for η chosen above, we may take δ ∈ R+ such
that
Z
ε
wδ (s) ds < .
R\[−η,η] 4 kf k∞
Now for this δ and η,

Z
wδ ∗ f (t) − f (t) = wδ (s) [f (t − s) − f (t)] ds
R
Z Z
= wδ (s) [f (t − s) − f (t)] ds + wδ (s) [f (t − s) − f (t)] ds
R\[−η,η] [−η,η]
for all t ∈ R, and hence

Z Z
|wδ ∗ f (t) − f (t)| ≤ wδ (s) |f (t − s) − f (t)| ds + wδ (s) |f (t − s) − f (t)| ds
R\[−η,η] [−η,η]
Z Z
≤ wδ (s) (2 kf k∞ ) ds + wδ (s) ( 41 ε) ds
R\[−η,η] [−η,η]
Z Z
≤ 2 kf k∞ wδ (s) ds + 41 ε wδ (s) ds
R\[−η,η] R
1 1
≤ 4
ε + 4
ε = 12 ε
for all t ∈ R.
Now we show that wδ ∗ f may be approximated by a polynomial to within ε/2 on I.
This is not possible on all R, since f is zero outside [−1, 2] and any polynomial that is
bounded outside [−1, 2] must be constant.
Observe that
Z
wδ ∗ f (t) = wδ (t − s) f (s) ds
R
Z
1 2
=√ e−(t−s) /2δ f (s) ds
2πδ R
∞
[−(t − s)2 /2δ]n
Z X
1
=√ f (s) ds.
2πδ R n=0 n!
If t ∈ I and s ∈ [−1, 2], then |t − s| ≤ 2. Choose N ∈ N such that

∞ √
X [2/δ]n ε 2πδ
< ,
n=N +1
n! 2 kf k1
2. THE MÜNTZ–SZÁSZ THEOREM 43
and then
Z X
∞ ∞
1 Z X [−(t − s)2 /2δ]n 1 [−(t − s)2 /2δ]n
√ f (s) ds ≤ √ |f (s)| ds

n! n!

2πδ R 2πδ R n=N +1
n=N +1
∞
|[−(t − s)2 /2δ]n |
Z X
1
≤√ |f (s)| ds
2πδ R n=N +1 n!
∞
[2/δ]n
Z X
1
≤√ |f (s)| ds
2πδ R n=N +1 n!
Z √
1 ε 2πδ
≤√ |f (s)| ds
2πδ R 2 kf k1
= 21 ε
for all t ∈ I, as required.
2. The Müntz–Szász Theorem

According to the Weierstrass theorem, every continuous function f on I may be ap-
proximated uniformly by polynomials. However, more is true: suppose, for instance, that
f ∈ C(I), and define g ∈ C(I) by g(s) = f (s1/2 for all s ∈ I. We may approximate g by
polynomials, and since

max{|g(s) − p(s)| : s ∈ I} = max{g(s2 ) − p(s2 ) : s ∈ I} = max{f (t) − p(t2 ) : t ∈ I},
we may also approximate f by polynomials involving even powers only. How many powers
do we need to be able to approximate continuous functions? This question is answered by
the next result.
Theorem 7.2. Suppose that Λ ⊆ N. Every continuous function on the interval I may
be approximated uniformly by polynomials involving powers from Λ if and only if
(a) 0 ∈ Λ;
X 1
(b) = +∞.
n
n∈Λ\{0}
Sketch of the proof. Write C+ for the right half plane {x + iy : x ∈ R+ , y ∈ R}

in C, and A for the closure in C(I) of span{t 7→ tn : n ∈ Λ}. We need the condition 0 ∈ Λ
to ensure that there are functions in A that do not vanish at 0.
For every continuous linear functional L on C(I), we associate a function hL : C+ → C
by the formula
hL (z) = L(t 7→ tz ) ∀z ∈ C+
It is clear that khL k∞ ≤ kLkC(I)∗ , and that L(f ) = 0 for all f ∈ A if and only if hL (n) = 0
for all n ∈ Λ.
From complex analysis, much is known about the space H ∞ (C+ ) of bounded holo-
morphic functions on C+ . In particular, suppose that {0} ⊆ Λ ⊆ N. Then there exists
h ∈ H ∞ (C+ ) such that h(n) = 0 for all n ∈ Λ ⊆ N if and only if condition (b) above holds.
This result is key to the proof of the theorem.
On the one hand, if A is not dense in C(I), then by the Hahn–Banach theorem, there
exists a linear functional L on C(I) such that L|A = 0 but L 6= 0. By Weierstrass’ theorem,
there exists n ∈ N such that L(t 7→ tn ) 6= 0, and n ∈
/ Λ by our earlier observation. Hence
hL 6= 0, so condition (b) above does not hold.
On the other hand, if condition (b) above does not hold, then the function that is
constructed using complex analysis turns out to be of the form hL for some linear functional
L. We can certainly set L(t 7→ tn ) = h(n), and so define L(p) for all polynomials p in
C(I). What is needed is to show that there exists a constant C such that |L(p)| ≤ C kpk∞
for all polynomials p; this ensures that we may define L(f ) unambiguously as lim L(pn ) for
any sequence of polynomials pn that converge to f . To do so requires some more complex
analysis and we omit the details.
3. The Stone–Weierstrass theorem

Our final theorem concerns functions on a general compact Hausdorff topological space.
This theorem enables us to answer questions about approximation by polynomials on com-
pact sets in Rn , such as spheres and rectangles, and more. That is quite a generalisation!
Theorem 7.3. Suppose that X is a compact Hausdorff topological space, and that A is
a subset of C(X). Suppose also that
(a) A is an algebra under pointwise operations;
(b) A contains the constant function 1;
(c) A is closed under (pointwise) complex conjugation;
(d) A separates points, that is, given two distinct points x and y in X, there exists f ∈ A
such that f (x) 6= f (y).
Then A is dense in C(X), so every continuous function may be approximated uniformly
by elements of A.
Proof. If A satisfies the conditions above, so does Ā. Hence we may and shall suppose
that A is also closed, and show that A = C(X).
If F = C, then the real part and the imaginary part of every function in A lie in A,
and if A satisfies the conditions above, the so does AR , the (real) subspace of A of real-
valued functions, provided that we restrict to real scalars. Further, if AR = C(X, R), then
A = C(X, C). Hence we may and shall suppose that F = R.
Step 1: some special polynomials on I. By the argument given just before the statement
of this theorem, it is possible to approximate t 7→ t uniformly on I by (real) polynomials
in even powers of t, and so it is possible to approximate t 7→ |t| uniformly on [−1, 1] by
even polynomials. In other words, for each ε ∈ R+ , there exists an even polynomial pε
3. THE STONE–WEIERSTRASS THEOREM 45
such that
|pε (t) − |t|| < ε ∀t ∈ I.
Step 2: A is closed under taking absolute values. Suppose that f ∈ A and kf k∞ ≤ 1.
Since A is an algebra, pε ◦ f ∈ A. Further,
max{|pε ◦ f (x) − |f (x)|| : x ∈ X} = max{|pε (f (x)) − |f (x)|| : x ∈ X}
≤ max{|pε (t) − |t|| : t ∈ [−1, 1]} < ε.
Thus we may approximate |f | by polynomials in f . Since A is closed, we deduce that
|f | ∈ A. For an arbitrary f ∈ A \ {0}, let c = kf k−1
∞ . We see that cf ∈ A and kcf k∞ = 1,
whence |cf | ∈ A, and so |f | ∈ A.
Step 3: A is closed under taking maxima and minima of two functions. Suppose that
f, g ∈ A. Observe that
1
max{f (x), g(x)} = f (x) + g(x) + |f (x) − g(x)| ∀x ∈ X,
2
and so max{f, g} ∈ A. Similarly, min{f, g} ∈ A.
Step 4: A contains “bump functions” at every point. Suppose that K is a compact
subset of X and p ∈ X \ K. Because A is a vector space containing constants, and A
separates points, for each q ∈ K, there exists a function fq ∈ A such that fq (p) = 1 and
fq (q) = −1; then the set {x ∈ X : fq (x) < 0} is open and contains q. The various sets
{x ∈ X : fq (x) < 0}, where the index q ranges over K, form an open cover of K, and since
K is compact, there exists a finite subcover, indexed by q1 , q2 , . . . , qn , say. Set
bp = max{min{fq1 , fq2 , , fqn , 1}, 0}.
Then bp ∈ A, and bp (p) = 1 while bp (x) = 0 for all x ∈ K. Further, 0 ≤ bp ≤ 1.
Step 5: A = C(X). Take f ∈ C(X) and ε ∈ R+ . We shall approximate f by a function
in A to within ε. Since A is closed, this implies that A = C(X), as required.
Because A contains constants, it suffices to approximate f + λ1, for some real λ. Thus
we may assume that f ≥ 0. We will construct g ∈ A such that f − ε < g < f + ε.
For each p in X, define K = {x ∈ X : f (x) ≤ f (p) − ε}, and consider the bump
function bp constructed in Step 4. If x ∈ K, then f (p)bp (x) = 0 < f (x) + ε, while if x ∈
/ K,
then
f (p)bp (x) ≤ f (p) < f (x) + ε,
by definition of K, and so
f (p)bp (x) < f (x) + ε ∀x ∈ X.
Finally, the function x 7→ f (p)bp (x) − f (x) is continuous and takes the value 0 when x = p,
and so the set {x ∈ X : f (p)bp (x) − f (x) > −ε} is open and contains p. Thus the various
sets {x ∈ X : f (p)bp (x) − f (x) > −ε}, as the index p ranges over X, form an open cover
of X, and since K is compact, there exists a finite subcover, indexed by p1 , p2 , . . . , pm ,
say. Set
g = max{f (p1 )bp1 , f (p2 )bp2 , . . . , f (pm )bpm }.
Then g ∈ A, and on the one hand, g < f + ε since each f (p)bp < f + ε, while on the other
hand, each x ∈ X belongs to at least one of the sets {x ∈ X : f (pj )bpj (x) − f (x) > −ε},
and hence g(x) ≥ f (pj )bpj (x) > f (x) − ε.
This theorem has many important consequences, many of which were already known
before it was proved, but with a variety of different proofs, so it allows us to present a
unified approach.
Corollary 7.4. The set of trigonometric polynomials t 7→ n∈Z an e2πint (where only
P
finitely many an are nonzero) is dense in the set of continuous 1-periodic functions on R.
Proof. Let T denote the unit circle in C. By the Stone–Weierstrass theorem, the
algebra of all polynomials in the usual coordinates x and y on C is dense in C(T ). However,
every polynomial in x and y may also be written as a polynomial in z and z̄, and z z̄ = 1
on T so all monomials of the form z j z̄ k may be simplified to z j−k or z̄ k−j , depending on
whether j ≥ k or k ≥ j. We conclude that the set of all polynomials of the form n∈Z an z n
P
(where only finitely many an are nonzero) is dense in C(T ).
Now E : t 7→ e2πit is a continuous surjection from R to T , so f 7→ f ◦E maps continuous
functions on T to continuous 1-periodic functions on R. P It is easy to see that this map is
and that the trigonometric polynomial t 7→ n∈Z an e2πint corresponds to the
a bijection, P
polynomial n∈Z an z n on T .
Corollary 7.5. The Fourier transformation f 7→ (fˆ(n))n∈Z is injective on L1 (I).
Proof. If fˆ(n) = 0 for all n ∈ Z, then

Z
f (t) p(t) dt = 0
I
for all trigonometric polynomials p. Since the set of trigonometric polynomials is dense in
C(T ), it follows that
Z
f (t) g(t) dt = 0
I
for all g ∈ C(T ).
From the theory of measure and integration, we know that for each f ∈ L1 (I) and
ε ∈ R+ , there exists f1 ∈ C(T ) such that kf − f1 k1 < ε. It follows that
Z Z Z

f1 (t) g(t) dt = f (t) g(t) dt − [f − f1 ](t) g(t) dt

I
ZI I
≤ |[f − f1 ](t)| |g(t)| dt

I
Z
≤ |[f − f1 ](t)| dt kgk∞
I
< ε kgk∞ .
3. THE STONE–WEIERSTRASS THEOREM 47
It follows that kf1 k1 < ε, and then that kf k1 < 2ε; since ε is arbitrary, we deduce that
f = 0 almost everywhere.
APPENDIX A
Notes on topology and nets
You should know the following definitions and facts from Analysis. Suppose that (M, d)
is a metric space. First, for p in M and r in R+ , the open ball B(p, r) is the subset of M
given by
B(p, r) = {q ∈ M : d(q, p) < r}.
We say that a subset S of M is open if S is empty, or if S may be written as a union of
open balls; equivalently, given any point p ∈ S, there exists r ∈ R+ such that B(p, r) ⊆ S.
A subset S of M is closed if its complement M \ S is open.
Any union of open sets is open and any intersection of closed sets is closed. In any
topological space M , the closure of a subset S is the smallest closed subset of M that
contains S; it is the intersection of all closed subsets of M that contain S. A subset S of
M is dense if its closure is M itself.
In metric spaces, topological concepts such as continuity may be expressed using open
sets or sequences. For instance, a function f is continuous provided that f −1 (U ) is open
whenever U is open, or equivalently, provided that f (xn ) → f (x) whenever xn → x.
Similarly, K is a compact set if every cover of K by open sets has a finite subcover, or
equivalently if every sequence in K has a convergent subsequence. To solve problems about
metric spaces, sometimes one point of view is more convenient, and sometimes the other
is better; we can choose which one to use.
Unfortunately, sequences are not always effective in general topological spaces. We give
some examples of sequences “behaving badly”, and explain how to replace “bad” sequences
by “good” nets.
1. Topologies, bases and subbases

Suppose that M is a set and T is a topology on M , that is, a collection of subsets of M
that contains ∅ and M and is closed under finite intersections and arbitrary unions. Recall
from Analysis that a base for T is a subcollection B of T such that every element of T is a
union of elements of B. For example, in a metric space, the open balls, together with the
empty set and the whole set, form a base, since every open set is a union of open balls. A
subbase for T is a subcollection B of T such that the collection of all finite intersections of
elements of B is a base for T .
We may specify a topology by specifying either a subbase or a base. For example, if
we specify that B is a base, then we are implicitly specifying that T is the collection of all
unions of elements of B.
101
102 A. NOTES ON TOPOLOGY AND NETS
A set may have many topologies. A topology T1 is finer than a topology T2 , or T2 is

coarser than T1 , if T2 ⊆ T1 .
Let M be a set. Then {∅, M } is the coarsest possible topology on M ; the set containing
∅ and all subsets of M whose complements are finite is another coarse topology. At the
other extreme, the power set of M is the finest possible topology. Note that if T2 ⊆ T1 ,
then a subset N of M that is compact for T1 is automatically compact for T2 .
2. The Baire category theorem

The Baire category theorem is an important result about metric spaces. It is applied
to normed vector spaces to prove several of the main theorems.
Theorem A.1 (Baire). Suppose that (Un )n∈N is a countable collection of open dense
subsets of a topological
T space M that is a complete metric space or a locally compact Haus-
dorff space. Then n∈N Un is also dense.
An alternative versionTof the theorem states that if (Fn )n∈N is a countable collection
of closed sets in M , and n∈N Fn = M , then at least one of the Fn must have nonempty
interior, that is, much contain a (nonempty) closed set.
3. Problems with sequences

Example A.2. It can be inconvenient to use sequences in the study of functions of
several variables, for instance, when we would like to consider expressions such as
X
f(M,N ) (x, y) = c(m,n) e2πi(mx+ny) .
|m|≤M,|n|≤N
It would be nice to be able to write expressions such as

f (x, y) = lim f(M,N ) (x, y),
(M,N )
but we need to clarify what we mean by this limit. We could number the points in N × N
using one copy of N, but this would obscure the natural role of the indices M and N .
Example A.3. Let I be the standard interval [0, 1]. Consider the space S = {0, 1}I of
all functions from I to the discrete two-point set {0, 1}. We give S the topology in which
the open sets are the empty set, together with the arbitrary unions of the sets
{f ∈ X : f (t1 ) = v1 , f (t2 ) = v2 , . . . , f (tn ) = vn },
where {t1 , t2 , . . . , tn } is a finite subset of I and each of the values v1 , v2 , . . . , vn is either 0
or 1.
Suppose that g, gn ∈ S and gn → g in S. If t0 ∈ I, then U = {f ∈ X : f (t0 ) = g(t0 )}
is an open set containing g, and since gn → g, then gn ∈ U for sufficiently large n, that is,
gn (t0 ) = g(t0 ). Since t0 is arbitrary, it follows that if gn → g, then gn → g pointwise.
Tychonov’s theorem shows that S is compact.
4. DEFINITION OF A NET 103
However, consider the function hn in S given by taking hn (t) to be the nth entry bn in
the binary expansion
b1 b2 b 3
t= + + + ...
2 4 8
of t; if t admits two different binary expansions, then we take the expansion in which all
bn are 0 when n is sufficiently large. Suppose that the sequence (hn ) has a convergent
subsequence (hnk ). Then hnk (t) converges for all t ∈ I. But there is a real number t whose
nth binary coefficient bn is given by
(
1 if n ∈ {n2 , n4 , n6 , n8 , . . . }
bn =
0 otherwise.
and the sequence (hnk (t)) does not converge.
Thus compactness cannot be described in terms of convergent subsequences.
One way to get around these problems is to use nets.
4. Definition of a net
Definition A.4. A directed set is a set A with a reflexive and transitive order relation
with the additional property that for all finite subsets F of A, there exists µ ∈ A such
that α µ for all α ∈ F . The element µ is called an upper bound for F .
We write either α β or β α.
Example A.5. The set N, with the usual order, is a directed set. The upper bound of
a finite set may be taken to be the maximum element.
Example A.6. The set Z, with the usual order, is a directed set. The upper bound of
a finite set may be taken to be the maximum element.
Example A.7. The set Z, with the opposite order, that is, m n if and only if m ≥ n,
is a directed set. The upper bound of a finite set may be taken to be the minimum element.
Example A.8. The set N2 , with the product ordering, namely, (M, N ) (M 0 , N 0 )
provided that M ≤ M 0 and N ≤ N 0 , is a directed set. The upper bound of a set
{(M1 , N1 ), (M2 , N2 ), . . . , (Mn , Nn )} may be taken to be (max{Mj }, max{Nj }).
Example A.9. Let S be any set. Then the set F of all finite subsets of S ordered by
set inclusion is a directedSset. The upper bound of the finite subsets F1 , F2 , . . . , Fn may be
taken to be their union nj=1 Fj .
We can omit the condition that the sets are finite in the previous example; the power
set of S, ordered by set inclusion, is also a directed set.
Example A.10. Let p be a point in a topological space M . Then the set N of all
open subsets of S that contain p is a directed set, with the ordering given by reverse set
inclusion, that is, U V when U ⊇ T V . The upper bound of the subsets U1 , U2 , . . . , Un
may be taken to be their intersection nj=1 Uj .
104 A. NOTES ON TOPOLOGY AND NETS
Exercise A.11. Is the power set of M , ordered by reverse set inclusion, a directed set?
Definition A.12. A net in a set S is a function from a directed set A into S; we write
xα rather than x(α) and (xα )α∈A rather than x : A → S. We say that a net (xα )α∈A in a
topological space M converges to x in M , and we write xα → x or limα xα = x, if for each
open set U containing x, there exists γ ∈ A (possibly depending on U ) such that xα ∈ U
whenever α γ. We often write (xα ) rather than (xα )α∈A .
Lemma A.13. A subset S of a topological space M is closed if and only if the limit of
every net of elements of S that converges in M is an element of S.
Proof. Suppose that S is closed, and y ∈ / S. Then M \ S is an open set U containing
y. If (xα ) is a convergent net in S, then no xα is in M \ S, so xα 6→ y.
Conversely suppose that S is not closed. If, for each y in M \ S, we could find an open
set Uy such that y ∈ Uy ⊆ M \ S, then we could write
[
M \S = Uy ,
y∈M \S
and M \ S would be open; this is not possible. Consequently, there exists y0 ∈ M \ S such
that every open set U containing y0 meets S. Write N for the collection of open sets U
containing y0 , ordered by reverse set inclusion. For each U in N , choose xU ∈ U ∩ S. Then
(xU )U ∈N is a net in S, and further xU → y0 ∈ / S.
Example A.14. A net indexed by N, with the usual order, is just a sequence. The net
converges precisely when the sequence converges.
Example A.15. A net indexed by N2 , with the product ordering, is a “doubly in-
dexed sequence”, and, for instance, lim(M,N ) f(M,N ) = f provided that we may make f(M,N )
close to f by taking both M and N large. If lim(M,N ) f(M,N ) = f , then it follows that
limk→∞ f(m(k),n(k)) = f for any increasing functions m and n from N to N.
Example A.16. Let F be the collection of all finite subsetsPof N, ordered by inclusion.
For a real or complex sequence
P (a n ) and F ∈ F, define s F = n∈F an . Then lim sF = s
precisely when the series an converges unconditionally to s.
The topology on a space M determines the convergent nets in M , by Definition A.12.
Conversely, if we know the convergent nets in M , then we can determine the topology, for
instance, by using Lemma A.13 to determine the closed sets.
5. Subnets
Definition A.17. Suppose that A and B are directed sets and that (αβ )β∈B is a net
in A such that αβ 0 αβ whenever β 0 β and, for all γ ∈ A, there exists β ∈ B such that
αβ γ. Then (xαβ )β∈B is a subnet of the net (xα )α∈A .
A subsequence is a subnet, but the converse is not true: (1, 2, 2, 3, 3, 3, . . . ) is a
subnet of (1, 2, 3, . . . ) but is not a subsequence.
5. SUBNETS 105
Definition A.18. We say that x is a limit point of the set {xα : α ∈ A} if for all open
sets U containing x, there is γ ∈ A, which may depend on U , such that xγ ∈ U .
We say that x is a limit point of the net (xα )α∈A if for all open sets U containing x, and
all γ ∈ A, there is α ∈ A, which may depend on γ and U , such that α γ and xα ∈ U .
Example A.19. Suppose that an = tan−1 (n) for all n ∈ Z. Then both ±1 are limit
points of the set {aN : n ∈ Z}, but only 1 is a limit point of the net (an )N ∈Z when Z is
given its standard order.
We prove one sample result on subnets.
Lemma A.20. The point x is a limit point of the net (xα )α∈A if and only if there is a
subnet of (xα )α∈A that converges to x.
Proof. Suppose that x is a limit point of a net (xα )α∈A . Given γ ∈ A and an open set
U containing x, take α ∈ A such that α γ and xα ∈ U , and write α as α(γ,U ) . Write N
for the collection of open sets containing x ordered by reverse set inclusion; then A × N ,
with the product ordering, is a also a directed set, and (xα(γ,U ) )(γ,U )∈A×N is a subnet of the
net (xα )α∈A that converges to x.
Conversely, suppose that there is a subnet (xαβ )β∈B of (xα )α∈A that converges to x.
Then for each γ ∈ A and open set U containing x, there exists β1 ∈ B such that xαβ ∈ U
whenever β β1 , and there exists β2 ∈ A such that αβ γ whenever β β2 . Take an
upper bound β for {β1 , β2 }. Then αβ γ and xαβ ∈ U , and so x is a limit point of the
net (xα )α∈A .
Theorem A.21. A subset S of a topological space M is compact if and only if every
net in S has a subnet that converges to a point of S.
Proof. We omit this proof. It uses the Axiom of Choice.
Example A.22. Consider again the space {0, 1}I of {0, 1}-valued functions on the
interval I, and the sequence hn defined in Example A.3. There there is a subnet of this
sequence that converges pointwise on I. It does not seem to be possible to describe this
subnet simply and explicitly.
APPENDIX B
Notes on measure and integration
We use without proof some ideas from the theory of measure and integration.
1. Measure theory
A σ-algebra M of subsets of a set S is a collection of subsets of S that contains ∅ and
S, and is closed under taking complements and countable unions and intersections. The
elements of M are called measurable sets.
A (positive) measure µ is a mapping from M to [0, +∞] that satisfies the conditions
that µ(∅) = 0, and
[ X
µ En = µ(En )
n∈N n∈N
whenever En ∈ M for all n ∈ N and the sets En are pairwise disjoint. The total mass of a
positive measure on S is µ(S).
If S is a topological space, then the Borel σ-algebra is the smallest σ-algebra that
contains all open sets. It is a theorem that “the smallest σ-algebra makes sense.
In many examples, such as Rn , there are simple objects, such as rectangles with sides
parallel to the axes, on which we have a natural notion of measure, and then we can extend
this measure to the Borel σ-algebra.
2. Measurable functions
A function f : S → F is measurable if f −1 (B) ∈ M for all balls B in F. If f is complex-
valued, then it is measurable if and only if its real and imaginary parts are measurable,
and the theory is usually developed with a focus on real-valued functions.
There are various theorems about measurable functions. For example, these form an
algebra under pointwise operations, the supremum and infimum of a sequence of measurable
functions is measurable, and the pointwise limit of a pointwise convergent sequence of
measurable functions is measurable. These properties make measurable functions much
more versatile that Riemann integrable functions.
107
108 B. NOTES ON MEASURE AND INTEGRATION
3. Integrals
Given a measure space, that is, a triple (S, M, µ) as above, we may define the integral
of a nonnegative measurable function f : S → [0, +∞] by the formula
Z X X
f dµ = sup{ an µ(En ) : an 1En ≤ f },
S n∈N n∈N
where an ∈ [0, +∞] and En ∈ M for all n ∈ N.

The integral of a general measurable function is then defined by breaking f up into
four parts: f = a − b + ic − id, where
a(s) := max{Re f (s), 0}, b(s) := max{− Re f (s), 0},
c(s) := max{Im f (s), 0}, d(s) := max{− Im f (s), 0},
and then setting
Z Z Z Z Z
f dµ = a dµ − b dµ + i c dµ − i d dµ,
S S S S S
subject to the condition that the four summands on the right hand side are finite. If two
measurable functions differ on a set of measure 0, then they have the same integral.
We define the Lebesgue spaces Lp (S, M, µ), usually abbreviated to Lp (S, µ) or just
Lp (S), to be the spaces of measurable spaces for which
Z 1/p
p
|f | dµ < ∞,
S
and we identify functions that are equal except on a set of measure 0. The expression on
the left hand side of the inequality above is then the Lp -norm of f (or more precisely, of
its equivalence class). The definition of L∞ (S) is similar.
When the measure space arises from a topological space, then it can be shown that
continuous functions with compact support are dense in the spaces Lp (S), except perhaps
when p = ∞.
4. Complex measures
In general, there are many measures defined on the same σ-algebra of subsets of a space
S. A complex measure is a linear combination (with coefficients ±1 and ±i of four positive
measures on S, each of which has finite total mass. These assign a measure to a general
set that is a complex number.
When the measure space arises from a topological space, then it can be shown that
Z
dµ
S
may be fined for all complex measures and all bounded continuous functions f . The Riesz
representation theorem states that the linear functionals on C0 (S) (the space of continuous
4. COMPLEX MEASURES 109
R
functions on S that vanish at infinity) coincide with the maps f 7→ S
dµ, where µ is an
arbitrary complex measure.

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TOPIC 1

Normed vector spaces

1. The space C(I)

is a one-to-one mapping from I N into C(I).

2. Normed vector spaces

(a) V is complete, that is, every Cauchy sequence in V converges;

Proof. It is obvious that (b) implies (a).

Exercise 2.1. Show that limp→∞ kukp = kuk∞ for all u ∈ Fn .

We make the following definition.

This expression may be infinite. Further, we define

for all S0 ∈ F(S). Hence

This implies both that f + g ∈ `1 (S) and that kf + gk1 ≤ kf k1 + kgk1 .

and so for any S0 ∈ F(S),

1. Inner product spaces

From the definition that hu, ui = 0 if and only if u = 0 in V , and

|hu, vi| ≤ hu, ui1/2 hv, vi1/2 ∀u, v ∈ V.

Proof. The hypothesis implies that hu, v − wi = 0 for all u ∈ V . Take u = v − w.

this is well-defined because

Proof. We consider the real case only:

Then the function h·, ·i : V × V → R given by

2. Orthonormality and approximation

Lemma 3.18. Suppose that U is a finite-dimensional subspace of an inner product space

3. Bessel’s inequality and orthonormal bases

Similarly, (c) is equivalent to (b): indeed, if v ∈ A⊥ \ {0}, then A ∪ {kvk−1 v} is a

1. Definition of the dual space

From (4.1), we see that kLkV ∗ ≤ C.

Proof. We omit this proof.

This mapping is obviously linear. Further,

Example 4.8. If H is a Hilbert space, then we may define a mapping Te : H → H ∗ by

and it follows that

2. The Hahn–Banach theorem

to obtain a linear functional on W 0 . Indeed,

L0 (ν(w + λv) + ν 0 (w0 + λ0 v)) = L0 ((νw + ν 0 w0 ) + (νλ + ν 0 λ0 )v)

for all w + λv, w0 + λ0 v ∈ W 0 , showing that L0 is linear.

|L0 (w + λv)| ≤ C kw + λvk ∀w + λv ∈ W 0 . (4.2)

This is certainly true if λ = 0, so we may assume that λ 6= 0. Replacing w by λw, and

This inequality is equivalent to each of the following inequalities:

for all w ∈ W , and the last inequality is equivalent to

sup{−C kw + vk − L(w) : w ∈ W } ≤ µ ≤ inf{C kw + vk − L(w) : w ∈ W }.

This in turn is equivalent to each of the inequalities

−C kw1 + vk − L(w1 ) ≤ µ ≤ C kw2 + vk − L(w2 )

for all w1 , w2 ∈ W . Now

we take Wf to be the union of the spaces W , W 0 , W 00 and so on, and define Mf on W f by

3. Consequences of the Hahn–Banach theorem

is a continuous linear functional on this subspace of `∞ (N) of norm 1; indeed,

We observe that L(f ) = 0 for all f ∈ C0 (N).

Proof. We need to show that k·kq is a norm on V /U , and that V /U is complete. We

Suppose now that kv + U kq = 0. Then there exist un ∈ U such that kv + un k ≤ 1/n.

4. More on dual spaces

tinuous linear functional on this space when t0 ∈ I and 0 ≤ j ≤ k.

Weak topologies and compactness

2. The Banach–Alaoglu Theorem

Each element of B̄ is an element of F. It therefore suffices to show that the subset B̄

We study linear mappings between Banach spaces in greater depth.

so C0 ≤ sup{kT ukV : u ∈ U, kukU ≤ 1}.

2. Special types of linear operators

[Tm f ](s) = m(s) f (s) ∀s ∈ S;

Proof. Define the number MT as follows:

λ ∈ R+ , then hT 2 v, λvi = λ hT v, T vi since T is self-adjoint, whence

− T 2 v, T v + hT λv, T vi + T 2 v, λv − hT λv, λvi