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Mathematical Analysis
Volume II
Teo Lee Peng

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Definition 1.2 Linear Independence

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

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

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

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

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

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

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

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

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

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

Definition 1.7 Planes in Rn

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

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

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

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

Proposition 1.2 Euclidean Inner Product on Rn

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

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

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

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

follows.
Definition 1.10 Norm of a Vector

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

definition.
Definition 1.11 Distance Between Two Points

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

R3 is a plane.
Definition 1.18 Normal Vectors

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

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

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

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

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

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

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

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

k 2k + 3
ak = , .
k+1 k
In volume I, we have seen that a sequence of real numbers {ak }∞ k=1 is said to
converge to a real number a provided that for any ε > 0, there is a positive integer
K such that
|ak − a| < ε for all k ≥ K.
Notice that |ak − a| is the distance between ak and a. To define the convergence
of a sequence in Rn , we use the Euclidean distance.
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interesting instances, and we shall deal with them presently. But
before we proceed to discuss them let us turn back for a moment to
Robert Fulton. After he had at length established the steamboat as a
thoroughly sound concern in America we find him not unnaturally
sighing for other countries to conquer. Accordingly he set his mind
on introducing the steamboat not merely on the chief rivers of North
America, but even on the Ganges and the Neva. The year in which
Bell’s Comet had come into service Fulton had actually entered into
a contract with one Thomas Lane to introduce steamboats into India,
and on April 12th of that year he wrote to a Russian gentleman, who
was then staying in London, with reference to obtaining an exclusive
contract for twenty years, for establishing a steamboat service
between St. Petersburg and Cronstadt within three years after
obtaining the grant. It is evident from Fulton’s correspondence that
Imperial permission for this was obtained. Fulton, however, died in
the year 1815, and at the time of his death the steamboat The
Emperor of Russia was in course of construction previous to being
transferred to Russian waters. This enterprise was postponed and
subsequently taken up by other contractors. But the same year
(1815) we find Charles Baird engaged in doing what Fulton would
have carried out had he lived. The upper illustration, then, which
faces page 84 represents a drawing of the steamboat Elizabeth.
Originally a barge, she was rebuilt and engined by Baird in 1815 at
St. Petersburg for service on the Neva. The steering arrangement is
not dissimilar to that of some of the Thames sailing barges of to-day,
with the use of the tackle leading from the rudder through the ship’s
quarter to the helm. The reader will doubtless be not a little amused
to notice the brick chimney which stands up in the boat as if rising
from a factory. The engine is hidden away underneath the deck, but
it was of the side-lever type, of which we have already spoken, with
a single cylinder and air-pump. The boiler will be seen placed aft.
The weight of the paddle-wheels was partly supported by the
rectangular frame-work which will be seen stretched across the hull.
The paddle-wheels had each four floats, which were kept level by
means of bevel gear. The other illustration facing page 84 shows
another steamer, which Baird built two years later for passenger
traffic between St. Petersburg and Cronstadt. It will be noticed that,
as in all these early steamboats, the paddle-wheels were placed far
forward towards the bows. In this ship both paddle-wheels were
fitted with six floats, which were driven at fifty revolutions per minute
by means of a side-lever engine that had a large fly-wheel. The
arrangement of this ship’s engines was similar rather to those of the
Comet than of the Clermont. Looking at the lower drawing in this
illustration we can easily see how she was propelled. Amidships is
the boiler, from which steam is conveyed to the cylinder, through
which appears the piston-rod, which in turn connects with the side-
lever, that is placed as low as it can be in the boat. The connecting
rod comes up from the forward end of the side-lever to the crank,
which is attached to the shaft, and the latter, revolving, of course
turns the paddle-wheels.
And here it may not be out of place to say something concerning
the survival of the beam engine. I have already referred on an earlier
page to its introduction and traced its development from
Newcomen’s atmospheric engine. When, in the early days of the
steam engine, its use had been limited to pumping out water from
mines, one connecting rod was employed in pumping and the other
was driven up by the steam in the cylinder. Then, when the engine
was made, not for pumping, but for giving rotatory motion, the
connecting rod which had been in use for pumping was used to give
a rotatory motion, by means of either the sun-and-planet movement
(as in Watt’s patent) or by means of a crank (as in the patent which
his workman stole from him). In America Watt’s beam engines were
imitated very closely, and to-day, as every visitor to New York is
aware, the curious sight is seen of enormous ferry-boats, towering
high above the water, with the beam and connecting rods showing
up through the top of the ship. Now this idea is all very well where
the steamer is concerned only with navigation on rivers and peaceful
waters, but for ocean steaming, where the deck needs to be covered
in from the attacks of the mighty seas, it is out of the question.
Therefore, since it was advisable to retain the beam in some form,
and it could not be allowed to protrude through the deck, the obvious
expedient was adopted of placing it below, but as far down in the
ship as possible. As a general statement we shall not get far wrong if
we state that thus placed, at the bottom, with the rods working
upwards instead of downwards, it was really a case of turning the
engine upside down. Thus arranged it became known as the side-
lever engine, and now, if the reader will look again at the bottom
illustration facing page 84, he will see our meaning. By turning the
illustration round, so that the beam or side-lever is at the top, this
resemblance to the old-fashioned beam engine becomes still more
apparent. Later on we shall be able to show a more complicated
form of the side-lever engine, but for the present this may suffice for
the interest of the non-technical reader. For many years the side-
lever was the recognised form of marine engine, and its advantages
included that of being remarkably steady in its working because its
parts were so nicely balanced. Moreover, it was easy to drive from
the beam the various auxiliary parts, such as the air-pump. It was
also very strong, though both heavy and costly, as it became in the
course of time more complicated.
Although it is true that in Fulton’s Clermont the beam was placed
below the piston-rod, yet that was entirely owing to English influence,
as represented in Boulton and Watt, who had manufactured this
engine, or at any rate a good many of its parts. It is now that the
dividing line comes between the two types, English and American.
“From this primitive form,” says Admiral Preble, in his volume already
quoted, “the two nations diverged in opposite directions—the
Americans navigating rivers, with speed the principal object, kept the
cylinder upon deck and lengthened the stroke of the piston: the
English, on the other hand, having the deep navigation of stormy
seas as their more important object, shortened the cylinder in order
that the piston-rod might work entirely under deck, while Fulton’s
working (walking) beam was retained.” From the engine, in fact,
which Boulton and Watt had constructed at Soho for Fulton, by far
the majority of the engines for the earliest steamboats took their
pattern. And if to the Americans belongs the credit of having so
thoroughly and so quickly developed the steamboat navigation of
large rivers, it is the British, as we shall see shortly, who have been
the pioneers of ocean navigation in steamships.
The upper illustration facing page 90, which has been taken from
a contemporary engraving, is worthy of notice as being the first
steamer actually built in Germany. She represents rather a
retrogression than an advance in the story of the steamship, for she
was following still on those lines which had been in mind when
Miller’s double-hulled ship and the Charlotte Dundas were launched.
This vessel, the Prinzessin Charlotte, was built by John Rubie at
Pichelsdorf in 1816, for service on the Elbe, Havel and Spree. As will
be seen from the illustration, her paddle-wheel was placed
amidships and covered in. She was driven by an engine possessing
14 horse-power and made by J. B. Humphreys. Her long, lanky
smoke-stack is supported by numerous stays, while her double-
rudders, though still preserving the helms as used in contemporary
sailing ships, are moved by means of a steering wheel. Clumsy and
beamy, she is inferior in design to the Comet, and would no doubt
have needed all the help of her twin-rudders to get her round some
of the narrow reaches of the river. In the adoption and employment
of the steering wheel neither the Prinzessin Charlotte nor the
Clermont was the pioneer of this more modern method, its evolution
having come about on this wise: as the tillers became heavier when
the size of ships increased and the pull on them became greater,
some sort of lanyard was first attached to them so as to get a
purchase and divide the strain; otherwise the steersman would not
have been able to control the ship. We see this as far back as the
times of the Egyptian sailing ships. In medieval times and even in the
seventeenth century the big, full-rigged ships were still steered by a
helm in the stern, the pilot shouting down his orders to the
steersmen placed under the poop. Then, in order to counteract the
wild capers which some of these vessels had a tendency to perform
in a breeze, it was an obvious expedient to fit up an arrangement of
blocks and tackles to the tiller. From this came the transition to the
employment of these in connection with a winch, such as had been
used for hoisting up the anchor. This winch was driven by means of
“hand-spikes,” a method that was not conducive to rapid alteration of
the ship’s course. But in the eighteenth century, when ships were
better designed, and many improvements were being introduced, the
handspikes were discarded and the spoked wheel was connected
with the barrel of the winch, placed not ’thwart-ship, but fore-and-aft,
so that not merely could the direction of the ship’s head be altered
more quickly, but a steadier helm could be kept, because it was less
difficult to meet the swervings of the vessel from her proper course.
As everyone knows, this steering-wheel has been improved by many
minor alterations, and ropes have given way to chains and steel
wire: but though steam-steering gear is now so prominent a feature
of the modern steamship, the wheel itself is not yet superseded.
THE “PRINZESSIN CHARLOTTE” (1816).

From a Contemporary Print.
THE “SAVANNAH” (1819).
Already, then, the steamboat had shown herself capable of doing

her work on inland waters, and even for short voyages across
Channel, as well as for coasting within sight of land. Independent of
calms, currents and tides, she was a being of a different kind as
compared with the sailing ship and was carving out for herself an
entirely novel career of usefulness. But the pessimists believed that
here her sphere ended; the long ocean voyages could never be
undertaken except in the sail-carrying ships. However, in the year
1819, the first attempt was made to conquer the North Atlantic by
means of a ship fitted with a steam engine. In the lower illustration
facing page 90 will be seen the Savannah, a full-rigged ship of 350
tons burthen which was built in New York in 1818 as a sailing vessel
pure and simple. That, it will be remembered, was eleven years after
the launching of the Clermont, and during these eventful years there
had been plenty of opportunity for those who wished to obtain proof
of what steam could do for a ship. Whilst the Savannah was still on
the stocks, one Moses Rogers, who had followed the efforts of both
Stevens and Fulton, and had even commanded some of the early
steamboats, suggested to Messrs. Scarborough and Isaacs, of
Savannah, that they should purchase this ship; which eventually they
did. Therefore, after being fitted with her engine, a steam trial trip
was made in March, 1819, round New York Harbour, and a few days
later she left for Savannah under sail. During this voyage of 207
hours she was practically nothing but a sailing ship, for her engine
was only running for four and a half hours. On the 22nd of May she
set forth from Charleston and steamed outside. It will be noticed on
referring to the illustration that there were no paddle-boxes to cover
her wheels, and a remarkable feature of the Savannah was her
ability suddenly to transform her character as a steamship to a
sailing vessel, and vice versa. Within twenty minutes she could take
off her paddle-wheels, and away she could go without any hindrance
to her speed.
So it was, then, after she had brought up outside Charleston.
Unshipping her wheels she got under weigh early in the morning of
May 24th, and arrived off the coast of Ireland at noon of June 17th,
and three days later was off the bar at Liverpool. But this voyage
proved little or nothing of the capabilities of the ocean steamship; for
of the twenty-one days during which she was at sea the Savannah
only used steam for eighty hours, and by the time she had arrived off
Cork she had used up all her fuel. However, having now taken on
board what she needed, she was able to steam up the Mersey with
the aid of her engines alone. From Liverpool she went to the Baltic,
using her engine for about a third of the passage. Thence she
returned to America, having unshipped her paddle-wheels off
Cronstadt, but, after crossing the Atlantic and arriving off the
Savannah river, she adjusted her wheels once more and steamed
home. Shortly afterwards her engines were taken out of her, and she
ended her days as a sailing packet. Although her voyages did
nothing to help forward the ocean steamer, yet she caused some
amazement to the revenue cruiser Kite, which espied her off the
coast of Ireland. Seeing volumes of smoke pouring out from this
“three-sticker,” the Kite’s commander took her for a ship on fire and
chased her for a whole day. The illustration gives a fairly accurate
idea of the ship, though the bow has not been quite correctly given,
and should show the old-fashioned and much modified beak which
survived as a relic of medieval times. It will be noticed that the
distance which separates the main and fore-mast was sufficiently
great to allow of plenty of room for the engine and boiler.
In the meantime the steamship was slowly but surely coming into
prominence and recognition, and the year 1821 was far from
unimportant as showing the practical results which had been
obtained. As proof of the faith which was now placed in steam, the
first steamship company that was ever formed had already been
inaugurated the year before, and in 1821 began running its trading
steamers. This was the now well-known General Steam Navigation
Company, Ltd., whose first steamer, the City of Edinburgh, was built
on the Thames by Messrs. Wigram and Green, whose names will
ever be associated with the fine clippers which in later years they
were destined to turn out from their Blackwall yard. The steamship
City of Edinburgh was launched in March, 1821, for the Edinburgh
trade, and created so much attention that the future William IV. and
Queen Adelaide paid her a visit, and expressed surprise at the
magnificence of the passenger accommodation. The machinery
(which was only of 100 horsepower) was described by the
contemporary press as “extremely powerful.” In June of that year
was also launched the James Watt, of which an illustration is given
from an old water-colour. This vessel was built by Messrs. Wood and
Co., of Port Glasgow, and was referred to by the newspapers of that
time as “the largest vessel ever seen in Great Britain propelled by
steam.” The James Watt, it will be seen, was rigged as a three-
masted schooner, with the typical bow and square stern of the
period. She was of 420 tons, and measured 141 feet 9 inches in
length, 25½ feet wide, and 16½ feet deep. She had a paddle-wheel,
18 feet in diameter, on either side of the hull. These were driven by
engines of the same horsepower as those of the City of Edinburgh,
which had been made by Boulton and Watt. It was in this year also
that the Lightning, a vessel of about 200 tons and 80 horse-power,
gained further confidence for the newer type of vessel, for she was
the first steamship ever used to carry mails.
Before the third decade of the nineteenth century was closed, a
little vessel named the Falcon, of 176 tons, had made a voyage to
India—of course, via the Cape—and the Enterprise, a somewhat
larger craft of 470 tons, had also done the passage from England to
Calcutta; but like the Savannah’s performance, these voyages were
made partly under steam and partly under sail, so that these vessels
may be regarded rather as auxiliary-engined than as steamships
proper. At the same time, the Enterprise was singularly loyal to her
name, for out of the 113 days which were taken on the voyage, she
steamed for 103.
THE “JAMES WATT” (1821).

From a Water-Colour Drawing in the Victoria and Albert Museum.
SIDE-LEVER ENGINES OF THE “RUBY” (1836).
From the Model in the Victoria and Albert Museum.
Let us now pause for a moment to witness some of the changes

which were going on in regard to the machinery for steamships. In
the engines which were installed in the Russian ship shown opposite
page 84 we saw how the beam had become the side-lever, and why
it had been placed in this position in the steamboat. This had
become the customary type for steamships which were still propelled
by paddle-wheels, and the perfected development had been due to
Boulton and Watt, dating from about 1820. Until about 1860 this type
was used most generally, until ocean-going steamers discarded the
paddle-wheel for the screw. It is, therefore, essential that before
proceeding farther we should get well-acquainted with it, and we
shall find that following the lead which had been given them,
especially by the famous Robert Napier, marine engineers began to
build these types, as well for deep-sea ships as for river-going craft.
The illustration here facing, which has been taken from a model in
the South Kensington Museum, represents the regular side-lever
type, the full-sized engines having been made by a Poplar firm in
1836 for the Ruby, which plied between London and Gravesend, a
vessel of 170 tons, and the fastest Thames steamer of that time. On
referring to our illustration, the side-lever will be immediately
recognised in the fore-ground at the bottom. To the left of this are the
two cylinders, side by side. The side-lever is seen to be pivoted at its
centre, whilst at the reader’s left hand the end of this is joined by a
connecting rod. Thus, as the piston-rod is moved upwards or
downwards, so the left-hand half of the side-lever will move. At the
opposite, right-hand, side of the latter the connecting rod will be
observed to be attached to the side-lever, whilst the other end of the
connecting rod drives the crank; the latter, in turn, driving the shaft
on either end of which will be placed a paddle-wheel. In this engine
before us there are two cranks, of which one is seen prominently at
the very top of the picture. Each connecting rod is attached to two
side-levers, one on either side of the cylinder, by means of a cross-
head. Similarly at the piston-rod there is also a cross-head, with a
connecting rod on either side, of which one only is visible. Later on a
modified form of this type of engine was introduced in order to
economise space, for one of the great drawbacks of the side-lever
engine was that it took up an enormous amount of room, which could
ill be spared from that to be devoted to the carrying of cargo or the
accommodation of the passengers. In this modification the cylinders,
instead of being placed side by side, or athwartships, were fore and
aft, the one behind the other.
In 1831, there was built in Quebec, to run between there and
Halifax, a steamer called the Royal William (not to be confused with
a vessel of the same name to which we shall refer presently). The
engines were made by Boulton and Watt, and dispatched across the
Atlantic to Montreal, where they were installed. In 1833, after taking
on board over three hundred tons of coal at Pictou, Nova Scotia, she
started on her journey to the South of England, and arrived off
Cowes, Isle of Wight, after seventeen days, having covered a
distance of 2,500 miles. There is some doubt as to whether she
steamed the whole way, or whether she used her sails for part of the
time. At any rate, she measured 176 feet long, 43 feet 10 inches
wide (including her paddle-boxes), and after calling at Portsmouth,
proceeded to Gravesend, and was afterwards sold to the Spanish
Government.
THE “SIRIUS” (1838).

From a Contemporary Drawing in the Victoria and Albert Museum.
THE “ROYAL WILLIAM” (1838).
By permission of the City of Dublin Steam Packet Co.
We now come to the year 1838, in which a handful of steamers

made history, and showed how uncalled-for had been the ridicule
which the pessimists had cast at the steamship. With this year we
reach the turning-point of the steamship, and from that date we may
trace all those wonderful achievements which are still being added to
year by year. Hitherto no vessel had crossed the Atlantic under
steam power solely. Because of the large amount of fuel
consumption which was a necessary failing of the early steamships,
in proportion to the amount of steam developed, it was denied that it
would ever be financially possible for steamers to run across oceans
as the sailing packets were doing, even if they were capable of
carrying sufficient fuel together with their passengers and cargo. But
deeds were more eloquent than the expounding of theories, and the
first surprise was quickly followed by another, far from inferior. The
first of these epoch-making steamers was the Sirius. She was rigged
as a brig, like many of the contemporary sailing ships which then
carried mails, passengers, and cargo between the Old World and the
New, whose unsavoury characters had earned for them the
nickname of “coffin-brigs.” This Sirius was a comparatively small ship
of 703 tons, and quite small enough to cross the Atlantic in the
weather which is to be found thereon. She measured only 178 feet
along the keel, was 25½ feet wide, her hold was 18¼ feet deep, and
her engines developed 320 horsepower. Built for the service
between London and Cork, she was specially chartered for this
transatlantic trip by the British Queen Steam Navigation Company,
whose own vessel, the British Queen (shown opposite page 102),
was not yet ready, owing to the fact that one of her contractors had
gone bankrupt. With ninety-four passengers on board, the Sirius
steamed away from London and called at Queenstown, where she
coaled. After clearing from the Irish port, she encountered head
winds, and it was only with difficulty that her commander, Lieut. R.
Roberts, R.N., was able to quell a mutiny among the crew, who had
made up their minds that to try and get across the North Atlantic in
such a craft was pure folly. Having been seventeen days out, the
Sirius arrived off New York on April 22nd, and before the end of her
journey had not merely consumed all her coal, at a daily average of
24 tons, but had even to burn some of her spars, so that she had got
across just by the skin of her teeth. But it was her engines which had
got her there and not her sails; the former were of the side-lever type
to which we have just referred.
The next day came in the Great Western, a much larger craft,
that had come out of Bristol three days after the Sirius had started;
and in her we see the prototype of those enormous liners which go
backwards and forwards across the Atlantic to-day with a regularity
that is remarkable. Unlike the little Sirius, the Great Western had
been specially designed for the Atlantic by that engineering genius,
Brunel, who, like his ships and his other works of wonder, was one of
the most remarkable products of the last century. She was built with
the intention of becoming practically an extension of the Great
Western Railway across the Atlantic, and in order to be able to
withstand the terrible battering of the seas, which she would have to
encounter, she was specially strengthened. Here was a vessel of
1,321 tons (gross), with a length of 236 feet over all, with about half
her space taken up with her boilers and engines. Now the strain of
so much dead-weight in so long a ship whose beam was only 35 feet
4 inches, or about one-seventh of her length, had to be thought out
and guarded against with the greatest care. And let us not forget that
at this time vessels were still built of wood, and that, except in a few
instances, iron had not yet been introduced. She was given strong
oak ribs, placed close together, while iron was also used to some
extent in fastening them. The advantage of making an ocean-going
vessel long is that she is less likely to pitch in a sea, and will not dip
twice in the same hollow; and if she is proportionately narrow in
comparison with her length, she will also roll less than a more beamy
craft. But the difficulty, so long as wood was employed, was to get
sufficient longitudinal strength to endure the strains of so long a
span. We shall be able to get some idea of this when we consider
the behaviour of a vessel in a sea. Waves consist, so to speak, of
mountains and valleys. If the waves are short and the vessel is long,
then she may stretch right over some of them; but if the contrary is
the condition, then, while her ’midship portion is supported by the
water, her fore and aft ends are inclined to droop, so that in a very
extreme case she would break in two. At any rate, the tendency is
for the centre of the ship to bend upwards and the unsupported ends
to droop. This is technically called “hogging.” In the reverse
circumstance, when the ends are supported on the tops of two
mountains of waves, whilst the centre of the ship spans,
unsupported, the intervening valley, the tendency is to “sag.” Now
this has to be allowed for in the construction of the ship, and, as
already pointed out in my “Sailing Ships and Their Story,” this was
understood as far back as the times of the Egyptians, who
counteracted such strains as these by means of a longitudinal cable
stretched tightly from one end of the ship to the other. But with the
coming of steamships there was another problem to be taken into
consideration. Engines, boilers, fresh water for the boilers, coal and
so on are serious weights to be placed in one part of the ship. (In the
case of the Great Western, the first three alone weighed 480 tons,
although the gross tonnage of the whole ship was only 1,321.)
Throughout the length of the ship, then, she is subjected not
merely to irregular strains by the peaks and valleys of the waves, but
by the distribution of weights. Her structure has to undergo the
severest possible stresses, and these are different when the ship is
loaded and when she is “light.” If you divide a ship into sections
transversely, as is actually done by the designer, you will find that
some parts are less buoyant than others, no matter whether your
ship is made of wood, iron, or steel. Those sections, for instance,
which contain a steamer’s machinery will have much inferior
buoyancy, and, indeed, were you to sever them from the ship and
seal them up so as to be perfectly water-tight, they would in many
cases sink. Therefore, this irregularity of buoyancy has to be met by
making the more-buoyant sections help to support the less-buoyant.
In actual shipbuilding practice it is customary to regard the greatest
stress to a ship as occurring when she is poised on the crest of a
wave, and it is usual to suppose, in order to safeguard her manner of
construction, that she is poised upon the crest of a wave whose
length from trough to trough is equal to the length of the ship, and
the height of the wave from trough to crest to be one-twentieth of its
length when 300 feet long and below, and one twenty-fifth when
exceeding that length.
We have digressed a little from our immediate subject in order to
put into the mind of the general reader some conception of the
difficulties which Brunel had to encounter when he set to work to
produce such a vessel as the Great Western. That she was built on
sound lines is proved by the service which she rendered to her
owners before she was finally broken up in 1847. On her first return
voyage from New York she took fifteen days, and the Sirius
seventeen. The Great Western had no such trouble with her “coal-
endurance” on her maiden voyage as the Sirius had suffered, for she
had reached New York with one quarter of her coals still
unconsumed, and the obvious conclusion which came to any
reasoning mind was that it certainly paid to build a vessel big enough
to carry plenty of fuel. But the Great Western “paid” in more senses
than this; and at the end of her first year, her directors were able to
announce a dividend of 9 per cent. Thirty-five guineas was the fare
in those days, and the largest number of passengers carried on any
one of her journeys was 152.
THE “GREAT WESTERN” (1838).
By permission of Messrs. Henry Castle & Sons.
PADDLE-WHEEL OF THE “GREAT
WESTERN.”
From the Model in the Victoria and Albert Museum.
Like her contemporaries, the Great Western was fitted with side-
lever engines, built by Maudslay. Steam was generated from four
boilers, and conducted into two cylinders, her daily consumption of
coal being about 33 tons. A model of one of her paddle-wheels,
which were 28 feet 9 inches in diameter, is here illustrated. This type
is known as the “cycloidal” wheel, in which each float, instead of
being made of one solid piece of material, is composed of several
horizontal widths arranged after the manner of steps in a cycloidal
curve, as will be seen by looking at the right-hand of the wheel. It will
be noticed that through the space left between each “step” the water
could penetrate when the wheel was in the sea, but when revolving
out of it, the resistance to the air was diminished because the latter
was allowed to get through. As the paddle came in contact with the
sea, the concussion was lessened, and thus there was not so much
strain on the engines. The Great Western employed the type
introduced by Joshua Field in 1833, but this form was brought in
again by Elijah Galloway two years later.
So far we have seen steamers running from London and from
Bristol to New York. Now we shall see the first steam-vessel crossing
from Liverpool to New York. Facing page 96 is the other Royal
William, which was built in 1838 for the Irish passenger trade
between Liverpool and Kingstown, and owned by the City of Dublin
Steam Packet Company, by whose courtesy this picture is now
reproduced. The Royal William was 3 feet shorter than the Sirius, but
2 feet wider, and with a hold just 6 inches shallower. In July of that
same memorable year, the Royal William made her maiden trip from
Liverpool to New York, having been built and engined at the former
port. In was no doubt a great temptation to emulate what the Sirius
had been the first to perform, especially as the two ships were so
similar in many respects. Outward bound, the Royal William did the
trip in about the same time as the Sirius, though her return journey
occupied about a day and a half less than that of the other vessel.
But these vessels were not big enough, nor seaworthy enough, for
the toil of the Atlantic, and both were soon taken off from this route.
The illustration reproduced is from an engraving after a sketch made
of the Royal William, as seen in the Atlantic on July 14th, 1838, when
in latitude 47.30 N., longitude 30.0 W., on her first voyage to New
York, and the landsman in looking at the waves which the artist has
depicted may find some assistance in reading our previous remarks
on “hogging” and “sagging” in this connection.
THE “BRITISH QUEEN” (1839).
By permission of James Napier, Esq.
THE “BRITANNIA,” THE FIRST ATLANTIC LINER

(1840).
From a Model. By permission of the Cunard Steamship Co.
Finally, we come to the British Queen, which was yet another

vessel to steam across the broad Atlantic, and to show once more
that it was neither good fortune nor the powers of any single vessel
that had conquered the ocean, but the building of the right kind of

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Mathematical Analysis: Volume II Teo

Mathematical Analysis: Volume I Teo Lee Peng

Mathematical Analysis II 2nd Edition Vladimir A. Zorich

Mathematical Analysis II 2nd Edition Vladimir A. Zorich

Mathematical Analysis II 2nd Edition Vladimir A. Zorich

Quantitative Data Analysis for Language Assessment

Coulson and Richardson’s Chemical Engineering, Fourth

Real Mathematical Analysis Charles Chapman Pugh

Structural Dynamics Fundamentals and Advanced

Teo Lee Peng

Teo Lee Peng

Chapter 1 Euclidean Spaces 1

Chapter 2 Limits of Multivariable Functions and Continuity 66

Chapter 3 Continuous Functions on Connected Sets and Compact Sets 132

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

Chapter 4 Differentiating Functions of Several Variables 201

Chapter 5 The Inverse and Implicit Function Theorems 285

Chapter 6 Multiple Integrals 343

Chapter 7 Fourier Series and Fourier Transforms 517

Appendix A Sylvester’s Criterion 615

Appendix B Volumes of Parallelepipeds 622

Appendix C Riemann Integrability 629

Mathematical analysis is a standard course which introduces students to rigorous

Teo Lee Peng

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

1.1 The Euclidean Space Rn as a Vector Space

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

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

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

αx = (αx1 , αx2 , . . . , αxn ).

The 10 Axioms for a Real Vector Space V

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

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

0+v =v =v+0 for all v ∈ V.

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

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

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

Axiom 7 α(u + v) = αu + αv.

Axiom 8 (α + β)v = αv + βv.

Axiom 9 α(βv) = (αβ)v.

Definition 1.1 Standard Unit Vectors

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

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

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

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

which is the xz-plane.

Next, we recall the concept of linear independence.

Definition 1.2 Linear Independence

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

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

Definition 1.3 Parallel Vectors

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

Now we discuss the concept of dimension and basis.

Definition 1.4 Dimension and Basis

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

Next, we introduce the translate of a set.

Definition 1.5 Translate of a Set

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

B = A + u = {(x, y, −2) | x, y ∈ R}.