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Maa6617 Course Notes SPRING 2020

This document contains course notes for the MAA6617 course on normed vector spaces and Hilbert spaces taught in spring 2020. It begins with an introduction to normed vector spaces including definitions of norms, equivalence of norms, and completeness. It then provides examples of normed vector spaces including finite-dimensional spaces with p-norms and sequence spaces. The notes continue with sections on linear functionals and the Hahn-Banach theorem, the Baire category theorem and applications, and Hilbert spaces.

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0% found this document useful (0 votes)
66 views51 pages

Maa6617 Course Notes SPRING 2020

This document contains course notes for the MAA6617 course on normed vector spaces and Hilbert spaces taught in spring 2020. It begins with an introduction to normed vector spaces including definitions of norms, equivalence of norms, and completeness. It then provides examples of normed vector spaces including finite-dimensional spaces with p-norms and sequence spaces. The notes continue with sections on linear functionals and the Hahn-Banach theorem, the Baire category theorem and applications, and Hilbert spaces.

Uploaded by

EDU CIPANA
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 51

MAA6617 COURSE NOTES

SPRING 2020

Contents

20. Normed vector spaces 2


20.1. Examples 3
20.2. Linear transformations between normed spaces 6
20.3. Examples 9
20.4. Problems 9
21. Linear functionals and the Hahn-Banach theorem 12
21.1. Examples 12
21.2. The Hahn-Banach Extension Theorem 14
21.3. Dual spaces and adjoint operators 18
21.4. Duality for Sub and Quotient Spaces 19
21.5. Problems 21
22. The Baire Category Theorem and applications 24
22.1. Problems 28
23. Hilbert spaces 30
23.1. Inner products 30
23.2. Examples 31
23.3. Norms 32
23.4. Orthogonality 33
23.5. Completeness 34
23.6. Best approximation 35
23.7. The Riesz Representation Theorem 37
23.8. Duality for Hilbert space 38
23.9. Orthonormal Sets and Bases 40
23.10. Basis expansions 41
23.11. Weak convergence 48
23.12. Problems 50
1
2 MAA6617 COURSE NOTES SPRING 2020

20. Normed vector spaces

Let X be a vector space over a field K (in this course we always have either K = R
or K = C).
Definition 20.1. A norm on X is a function k · k : X → R satisfying:
(i) (positivity) kxk ≥ 0 for all x ∈ X , and kxk = 0 if and only if x = 0;
(ii) (homogeneity) kkxk = |k|kxk for all x ∈ X and k ∈ K, and
(iii) (triangle inequality) kx + yk ≤ kxk + kyk for all x, y ∈ X .
/

Using these three properties it is straightforward to check that the quantity


d(x, y) := kx − yk
defines a metric on X . The resulting topology is the norm topology. The next proposition
is simple but fundamental; it says that the norm and the vector space operations are
continuous in the norm topology.
Proposition 20.2 (Continuity of vector space operations). Let X be a normed vector
space over K.
a) If (xn ) converges to x in X , then (kxn k) converges to kxk in R.
b) If (kn ) converges to k in K and (xn ) converges to x in X , then (kn xn ) converges
to kx in X .
c) If (xn ) converges to x and (yn ) converges to y in X , then (xn + yn ) converges to
x + y in X .

Proof. The proofs follow readily from the properties of the norm, and are left as exercises.


Two norms k · k1 , k · k2 on X are equivalent if there exist absolute constants C, c > 0


such that
ckxk1 ≤ kxk2 ≤ Ckxk1 for all x ∈ X .
Equivalent norms determine the same topology on X and the same Cauchy sequences
(Problem 20.2). A normed space is a Banach space if it is complete in the norm topology.
It follows that if X is equipped with two equivalent norms k · k1 , k · k2 then it is complete
(a Banach space) in one norm if and only if it is complete in the other.
The following proposition gives a convenient criterion for a normed
P∞ vector space to
be complete. A series ∞
P
x
n=1 n in X is absolutely convergent if n=1 kxn k < ∞. The
PN
series converges in X if the limit limN →∞ n=1 xn exists in X (in the norm topology).
P∞ PN
(Quite explicitly, the series n=1 xn converges to x ∈ X if limN →∞ x − n=1 xn = 0.)

Proposition 20.3. A normed space (X , k · k) is complete if and only if every absolutely


convergent series in X is convergent.
MAA6617 COURSE NOTES SPRING 2020 3

Proof. First suppose X is complete and ∞


P
n=1 xn is absolutelyPconvergent. Write sN =
sum and let  > 0 be given. Since ∞
PN th
n=1 xn for the N partial P n=1 kxn k is convergent,

there exists an L such that n=L kxn k < . If N > M ≥ L, then

X N XN
ksN − sM k = xn ≤ kxn k < .


n=M +1 n=M +1

Thus the sequence (sN ) is Cauchy in X , hence convergent by hypothesis.


Conversely, suppose every absolutely convergent series in X is convergent. Given a
Cauchy sequence (xn ) from X, choose a super-Cauchy subsequence (yk ); i.e., (yk = xnk )k
and
X∞
kyk+1 − yk k < ∞.
k=1

(To do this, first choose N1 such that kxn − xm k < 2−1 for all n, m ≥ N1 . Next choose
N2 > N1 such that kxn −xm k < 2−2 for all n, m ≥ N2 . Continuing in this way recursively
defines an increasing sequence of integers
P∞(Nk )∞
k=1 such that kxn − xm k < 2
−k
for all
n, m ≥ Nk . Set yk = xNk .) The series k=1 (yk+1 − yk ) is absolutely convergent and
hence, by hypothesis, convergent in X . In other words, the sequence (yk − y1 )k of
partial sums converges in X which means that (xn ) has a convergent subsequence. The
proof is finished by invoking a standard fact about convergence in metric spaces: if
(xn ) is a Cauchy sequence which has a convergent subsequence, then the full sequence
converges. 

20.1. Examples.
1/2
(a) Of course, Kn with the usual Euclidean norm k(x1 , . . . xn )k = ( nk=1 |xk |2 ) is a
P
Banach space. The vector space Kn can also be equipped with the `p -norms

n
!1/p
X
k(x1 , . . . xn )kp := |xk |p
k=1

for 1 ≤ p < ∞, and the `∞ -norm

k(x1 , . . . xn )k∞ := max(|x1 |, . . . |xn |).

For 1 ≤ p < ∞ and p 6= 2, it is not immediately obvious that k · kp defines a norm.


We will prove this assertion later. It is not too hard to show that all of the `p
norms (1 ≤ p ≤ ∞) are equivalent on Kn (though the constants c, C depend on the
dimension n). It turns out that any two norms on a finite-dimensional vector space
are equivalent. As a corollary, every finite-dimensional normed space is a Banach
space. See Problem 20.3.
4 MAA6617 COURSE NOTES SPRING 2020

(b) (Sequence spaces) Define


c0 := {f : N → K| lim |f (m)| = 0}
m→∞
`∞ := {f : N → K| sup |f (m)| < ∞}
m∈N
X∞
`1 := {f : N → K| |f (m)| < ∞}.
m=0

It is a simple exercise to check that each of these is a vector space (a subspace of


the vector space of all functions f : N → K). Define, for functions f : N → K,
kf k∞ := sup |f (m)|
m

X
kf k1 := |f (m)|.
m=1

Then kf k∞ defines a norm on both c0 and `∞ , and kf k1 is a norm on `1 . Equipped


with these respective norms, each is a Banach space. We sketch the proof for c0 .
Verification of the other two assertions is left as exercises (Problem 20.4).
The key observation is that (fn ) converges to f in the k · k∞ norm if and only if
(fn ) converges to f uniformly as functions on N. Suppose (fn ) is a Cauchy sequence
in c0 . Then the sequence of functions fn is uniformly Cauchy on N, and in particular
converges pointwise to a function f .
We must show that this f belongs to c0 and that fn → f uniformly on N. For
this, let  > 0 be given. There is an N so that kfm − fn k <  for m, n ≥ N . Thus,
for each n ≥ N , all ` ∈ N and all m ≥ n ≥ N , |fm (`) − fn (`)| < . Thus, fixing
n = N and letting m tend to infinity, we have |f (`) − fN (`)| ≤  for all `. There is
an M so that |fN (`)| <  for ` ≥ M . Hence, for such `,
|f (`)| ≤ |fN (`)| +  < 2.
Thus f ∈ c0 and (fn ) converges to f in c0 .
Along with these spaces it is also helpful to consider the vector space
c00 := {f : N → K|f (n) = 0 for all but finitely many n}
Notice that c00 is a vector subspace of each of c0 , `1 and `∞ . Thus it can be equipped
with either the k · k∞ or k · k1 norms. It is not complete in either of these norms,
however. What is true is that c00 is dense in c0 and `1 (but not in `∞ ). (See
Problem 20.9).
(c) (L1 spaces) Let (X, M , m) be a measure space. The quantity
Z
kf k1 := |f | dm
X
1
defines a norm on L (m), provided we agree to identify f and g when f = g a.e.
(Indeed the chief motivation for making this identification is that it makes k · k1 into
MAA6617 COURSE NOTES SPRING 2020 5

a norm. Note that `1 from the last example is a special case (what is the measure
space?))
Proposition 20.4. L1 (m) is a Banach space.
P∞
Proof. It suffices to verify P
the hypotheses of Proposition 20.3. If n=1 fn is abso-
lutely convergent (so that ∞ n=1 kfn k1 < ∞), then

X
|fn | dm < ∞.
n=1
P∞
Thus the function g := n=1 |fn | belongs to L1 and is thus finite m-a.e. by Tonelli’s
theorem. In particular the sequence of partial sums sN = N
P
n=1 fn is a sequence of
measurable functions with |sN | ≤ g that converges pointwise a.e. to a measurable
function f . Hence by the DCT and its corollary, f ∈ L1 and the partial sums (sN )N
converge to f in L1 . 
(d) (Lp spaces) Again let (X, M , m) be a measure space. For 1 ≤ p < ∞ let Lp (m)
denote the set of measurable functions f for which
Z 1/p
p
kf kp := |f | dm <∞
X

(again we identify f and g when f = g a.e.). It turns out that this quantity is a
norm on Lp (m), and Lp (m) is complete, though we will not prove this yet (it is not
immediately obvious that the triangle inequality holds when p > 1). The sequence
space `p is defined analogously: it is the set of f : N → K for which

!1/p
X
kf kp := |f (n)|p <∞
n=1
p
and this quantity is a norm making ` into a Banach space.
When p = ∞, and the measure m is σ-finite, we define L∞ (m) to be the set of all
functions f : X → K with the following property: there exists M > 0 such that
|f (x)| ≤ M for m − a.e. x ∈ X; (1)
p
as for the other L spaces we identify f and g when there are equal a.e. When
f ∈ L∞ , let kf k∞ be the smallest M for which (1) holds. Then k · k∞ is a norm
making L∞ (m) into a Banach space.

(e) (C(X) spaces) Let X be a compact metric space and let C(X) denote the set of
continuous functions f : X → K. It is a standard fact from advanced calculus that
the quantity kf k∞ := supx∈X |f (x)| is a norm on C(X). A sequence is Cauchy in
this norm if and only if it is uniformly Cauchy. It is thus also a standard fact that
C(X) is complete in this norm—completeness just means that a uniformly Cauchy
sequence of continuous functions on X converges uniformly to a continuous function.
This example can be generalized somewhat: let X be a locally compact metric
space. Say a function f : X → K vanishes at infinity if for every  > 0, there
6 MAA6617 COURSE NOTES SPRING 2020

exists a compact set K ⊂ X such that supx∈K / |f (x)| < . Let C0 (X) denote the
set of continuous functions f : X → K that vanish at infinity. Then C0 (X) is a
vector space, the quantity kf k∞ := supx∈X |f (x)| is a norm on C0 (X), and C0 (X) is
complete in this norm. (Note that c0 from above is a special case.)
(f) (Subspaces and direct sums) If (X , k · k) is a normed vector space and Y ⊂ X is a
vector subspace, then the restriction of k · k to Y is clearly a norm on Y. If X is a
Banach space, then (Y, k · k) is a Banach space if and only if Y is closed in the norm
topology of X . (This is just a standard fact about metric spaces—a subspace of a
complete metric space is complete in the restricted metric if and only if it is closed.)
If X , Y are vector spaces then the algebraic direct sum is the vector space of
ordered pairs
X ⊕ Y := {(x, y) : x ∈ X , y ∈ Y}
with entrywise operations. If X , Y are equipped with norms k · kX , k · kY , then each
of the quantities
k(x, y)k∞ := max(kxkX , kykY ),
k(x, y)k1 := kxkX + kykY
is a norm on X ⊕ Y. These two norms are equivalent; indeed it follows from the
definitions that
k(x, y)k∞ ≤ k(x, y)k1 ≤ 2k(x, y)k∞ .
If X and Y are both complete, then X ⊕ Y is complete in both of these norms. The
resulting Banach spaces are denoted X ⊕∞ Y, X ⊕1 Y respectively.

(g) (Quotient spaces) If X is a normed vector space and M is a proper subspace, then
one can form the algebraic quotient X /M, defined as the collection of distinct cosets
{x + M : x ∈ X }. From linear algebra, X /M is a vector space under the standard
operations. If M is a closed subspace of X , then the quantity
kx + Mk := inf kx − yk
y∈M

is a norm on X /M, called the quotient norm. (Geometrically, kx + Mk is the


distance in X from x to the closed set M.) It turns out that if X is complete, so is
X /M. See Problem 20.20.
More examples are given in the exercises and further examples will appear after the
development of some theory.

20.2. Linear transformations between normed spaces.


Definition 20.5. Let X , Y be normed vector spaces. A linear transformation T : X → Y
is bounded if there exists a constant C > 0 such that kT xkY ≤ CkxkX for all x ∈ X . /

Remark 20.6. Note that in this definition it would suffice to require that kT xkY ≤
CkxkX just for all x 6= 0, or for all x with kxkX = 1 (why?) 
MAA6617 COURSE NOTES SPRING 2020 7

The importance of boundedness and the following simple proposition is hard to


overstate. Recall, a mapping f : X → Y between metric spaces is Lipschitz continuous
if there is a constant C > 0 such that d(f (x), f (y)) ≤ Cd(x, y) for all x, y ∈ X. A simple
exercise shows Lipschitz continuity implies (uniform) continuity.
Proposition 20.7. If T : X → Y is a linear transformation between normed spaces,
then the following are equivalent:
(i) T is bounded.
(ii) T is Lipschitz continuous.
(iii) T is uniformly continuous.
(iv) T is continuous.
(v) T is continuous at 0.
Moreover, in this case,
kT k := sup{kT xk : kxk = 1}
kT xk
= sup{ : x 6= 0}
kxk
= inf{C : kT xk ≤ Ckxk for all x ∈ X }
and kT k is the smallest number (the infimum is attained) such that
kT xk ≤ kT k kxk (2)
for all x ∈ X .

Proof. Suppose T is bounded so that there exists a C > 0 such that kT xk ≤ Ckxk for
all x ∈ X . Thus, if x, y ∈ X , then, kT x − T yk = kT (x − y)k ≤ Ckx − yk by linearity
of T . Hence (i) implies (ii). The implications (ii) implies (iii) implies (iv) implies (v)
are evident. The proof of (v) implies (i) exploits the homogeneity of the norm and the
linearity of T . By hypothesis, with  = 1 there exists δ > 0 such that if kxk < δ, then
kT xk < 1. Fix a nonzero vector x ∈ X and a real number 0 < λ < δ. The vector
λx/kxk has norm less than δ, so
 
T λx = λ kT xk < 1.

kxk kxk
Rearranging this we find kT xk ≤ (1/λ)kxk for all x 6= 0, which shows T is bounded; in
fact we can take C = 1δ .
The rest of the proof is left as an exercise. 

The set of all bounded linear operators from X to Y is denoted B(X , Y). It is a
vector space under the operations of pointwise addition and scalar multiplication. The
quantity kT k is called the operator norm of T .
Proposition 20.8. For normed vector spaces X and Y, the operator norm makes
B(X , Y) into a normed vector space that is complete if Y is complete.
8 MAA6617 COURSE NOTES SPRING 2020

Proof. That B(X , Y) is a normed vector space follows readily from the definitions and
is left as an exercise. Suppose now Y is complete, and let Tn be a Cauchy sequence in
B(X , Y). For each x ∈ X , we have
kTn x − Tm xk = k(Tn − Tm )xk ≤ kTn − Tm kkxk (3)
which shows that (Tn x) is a Cauchy sequence in Y. By hypothesis, Tn x converges in Y.
Define T : X → Y by setting T x := y. It is straightforward to check that T is linear.
Let B denote the closed unit ball in X . The sequence (Tn |B ) is uniformly Cauchy
by equation (3) and converges pointwise to T |B . Hence T |B is continuous and (Tn |B )
converges uniformly to T |B . It follows that T is continuous at 0 and therefore T is
continuous. Since kTn − T k = sup{k(Tn − T )xk : x ∈ B} and since (Tn |B ) converges to
T |B uniformly, it follows that (Tn ) converges to T in B(X , Y).


If T ∈ B(X , Y) and S ∈ B(Y, Z), then two applications of the the inequality (2)
gives, for x ∈ X ,
kST xk ≤ kSkkT xk ≤ kSkkT kkxk
and it follows that ST ∈ B(X , Z) and kST k ≤ kSkkT k. In the special case that Y = X
is complete, B(X ) := B(X , X ) is an example of a Banach algebra.
The following proposition is very useful in constructing bounded operators—at least
when the codomain is complete. Namely, it suffices to define the operator (and show
that it is bounded) on a dense subspace.
Proposition 20.9 (Extending bounded operators). Let X , Y be normed vector spaces
with Y complete, and E ⊂ X a dense linear subspace. If T : E → Y is a bounded linear
operator, then there exists a unique bounded linear operator Te : X → Y extending T (so
Te|E = T ). Further kTek = kT k.

Proof. Recall, if X, Y are metric spaces, Y is complete, D ⊂ X is dense and f : D → Y is


uniformly continuous, then f has a unique continuous extension f˜ : X → Y . Moreover,
this extension can be defined as follows. Given x ∈ X, choose a sequence (xn ) from D
converging to x and let f˜(x) = lim f (xn ) (that the sequence f (xn ) is Cauchy follows
from uniform continuity; that it converges from the assumption that Y is complete and
finally it is an exercise to show f˜(x) is well defined independent of the choice of (xn )).
Thus, it only remains to verify that the extension T̃ of T is in fact linear and kT k = kT̃ k.
Both are routine exercises. 

Remark: The completeness of Y is essential in the above proposition; Prob-


lem 20.11 suggests a counterexample.
A bounded linear transformation T ∈ B(X , Y) is said to be invertible if it is bijective
(being bijective, automatically T −1 exists and is a linear transformation) and T −1 is
bounded from Y to X . Two normed spaces X , Y are said to be (boundedly) isomorphic
if there exists an invertible linear transformation T : X → Y. As an example, given
equivalent norms k·k1 and k·k2 on a vector space X , the identity mapping ι : (X , k·k1 ) →
MAA6617 COURSE NOTES SPRING 2020 9

(X , k · k2 ) is (boundedly) invertible and witnesses the fact that these two normed vector
spaces are boundedly isomorphic.
An operator T : X → Y such that kT xk = kxk for all x ∈ X is an isometry.
Note that an isometry is automatically injective and if it is also surjective then it is
automatically invertible and T −1 is also an isometry. An isometry need not be surjective,
however. The normed vector spaces are isometrically isomorphic if there is an invertible
isometry T : X → Y.

20.3. Examples.
(a) If X is a finite-dimensional normed space and Y is any normed space, then every
linear transformation T : X → Y is bounded. See Problem 20.14

(b) Let X denote c00 equipped with the k · k1 norm, and Y denote c00 equipped with
the k · k∞ norm. Then the identity map idX ,Y : X → Y is bounded as an operator
(in fact its norm is equal to 1), but its inverse, the identity map ιY,X : Y → X is
unbounded.
(c) Consider c00 with the k · k∞ norm. Let a : N → K be any function and define a
linear transformation Ta : c00 → c00 by
Ta f (n) = a(n)f (n). (4)
The mapping Ta is bounded if and only if M = supn∈N |a(n)| < ∞, in which case
kTa k = M . In this case, Ta extends uniquely to a bounded operator from c0 to c0 ,
and one may check that the formula (4) defines the extension. All of these claims
remain true if we use the k · k1 norm instead of the k · k∞ norm. In this case, we get
a bounded operator from `1 to itself.

(d) Define S : `1 → `1 as follows given the sequence (f (n))n from `1 let Sf (1) = 0 and
Sf (n) = f (n − 1) for n > 1. (Viewing f as a sequence, S shifts the sequence one
place to the right and fills in a 0 in the first position). This S is an isometry, but is
not surjective. In contrast, if X is finite-dimensional, then the rank-nullity theorem
from linear algebra guarantees that every injective linear map T : X → X is also
surjective.

(e) Let C ∞ ([0, 1]) denote the vector space of functions on [0, 1] with continuous deriva-
tives of all orders. The differentiation map D : C ∞ ([0, 1]) → C ∞ ([0, 1]) defined by
df
Df = dx is a linear transformation. Since, for t ∈ R, we have Detx = tetx , it follows
that there is no norm on C ∞ ([0, 1]) such that dxd
is bounded.

20.4. Problems.
Problem 20.1. Prove Proposition 20.2.
Problem 20.2. Prove equivalent norms define the same topology and the same Cauchy
sequences.
10 MAA6617 COURSE NOTES SPRING 2020

Problem 20.3. (a) Prove all norms on a finite dimensional vector P space XPare equiva-
lent. Suggestion: Fix a basis e1 , . . . en for X and define k ak ek k1 := |ak |. It is
routine to check that k · k1 is a norm on X . Now complete the following outline.
(i) Let k · k be the given norm on X . Show there is an M such that kxk ≤ M kxk1 .
Conclude that the mapping ι : (X , k · k1 ) → (X , k · k) defined by ι(x) = x is
continuous;
(ii) Show that the unit sphere S = {x ∈ X : kxk1 = 1} in (X , k · k1 ) is compact in
the k · k1 topology;
(iii) Show that the mapping f : S → (X , k · k) given by f (x) = kxk is continuous
and hence attains its infimum. Show this infimum is not 0 and finish the proof.
(b) Combine the result of part (a) with the result of Problem 20.2 to conclude that every
finite-dimensional normed vector space is complete.
(c) Let X be a normed vector space and M ⊂ X a finite-dimensional subspace. Prove
M is closed in X .
Problem 20.4. Finish the proofs from Example 20.1(b).
Problem 20.5. A function f : [0, 1] → K is called Lipschitz continuous if there exists a
constant C such that
|f (x) − f (y)| ≤ C|x − y|
for all x, y ∈ [0, 1]. Define kf kLip to be the best possible constant in this inequality.
That is,
|f (x) − f (y)|
kf kLip := sup
x6=y |x − y|
Let Lip[0, 1] denote the set of all Lipschitz continuous functions on [0, 1]. Prove kf k :=
|f (0)| + kf kLip is a norm on Lip[0, 1], and that Lip[0, 1] is complete in this norm.
Problem 20.6. Let C 1 ([0, 1]) denote the space of all functions f : [0, 1] → R such that
f is differentiable in (0, 1) and f 0 extends continuously to [0, 1]. Prove
kf k := kf k∞ + kf 0 k∞
is a norm on C 1 ([0, 1]) and that C 1 is complete in this norm. Do the same for the norm
kf k := |f (0)| + kf 0 k∞ . (Is kf 0 k∞ a norm on C 1 ?)
Problem 20.7. Let (X, M ) be a measurable space. Let M (X) denote the (real) vector
space of all signed measures on (X, M ). Prove the total variation norm kµk := |µ|(X)
is a norm on M (X), and M (X) is complete in this norm.
Problem 20.8. Prove, if X , Y are normed spaces, then the operator norm is a norm on
B(X , Y).
Problem 20.9. Prove c00 is dense in c0 and `1 . (That is, given f ∈ c0 there is a sequence
fn in c00 such that kfn − f k∞ → 0, and the analogous statement for `1 .) Using these
facts, or otherwise, prove that c00 is not dense in `∞ . (In fact there exists f ∈ `∞ with
kf k∞ = 1 such that kf − gk∞ ≥ 1 for all g ∈ c00 .)
MAA6617 COURSE NOTES SPRING 2020 11

Problem 20.10. Prove c00 is not complete in the k · k1 or k · k∞ norms. (After we have
studied the Baire Category theorem, you will be asked to prove that there is no norm
on c00 making it complete.)
Problem 20.11. Consider c0 and c00 equipped with the k · k∞ norm. Prove there is no
bounded operator T : c0 → c00 such that T |c00 is the identity map. (Thus the conclusion
of Proposition 20.9 can fail if Y is not complete.)
Problem 20.12. Prove the k · k1 and k · k∞ norms on c00 are not equivalent. Conclude
from your proof that the identity map on c00 is bounded from the k · k1 norm to the
k · k∞ norm, but not the other way around.
Problem 20.13. a) Prove f ∈ C0 (Rn ) if and only if f is continuous and lim|x|→∞ |f (x)| =
0. b) Let Cc (Rn ) denote the set of continuous, compactly supported functions on Rn .
Prove Cc (Rn ) is dense in C0 (Rn ) (where C0 (Rn ) is equipped with sup norm).
Problem 20.14. Prove, if X , Y are normed spaces and X is finite dimensional, then
every linear transformation T : X → Y is bounded. Suggestion: Let d denote the
dimension
P P and let {e1 , . . . , ed } denote a basis. The function k · k1 on X defined by
of X
k xj ej k1 = |xj | is a norm. Apply Problem 20.3.
Problem 20.15. Prove the claims in Example 20.3(c).
Problem 20.16. Let g : R → K be a (Lebesgue) measurable function. The map
M g : f → gf is a linear transformation on the space of measurable functions. Prove,
/ L∞ (R), then there is an f ∈ L1 (R) such that gf ∈
if g ∈ / L1 (R). Conversely, show if
g ∈ L∞ (R), then Mg is bounded from L1 (R) to itself and kMg k = kgk∞ .
Problem 20.17. Prove the claims about direct sums in Example 20.1(f).
Problem 20.18. Let X be a normed vector space and M a proper closed subspace.
Prove for every  > 0, there exists x ∈ X such that kxk = 1 and inf y∈M kx − yk > 1 − .
(Hint: take any u ∈ X \ M and let a = inf y∈M ku − yk. Choose δ > 0 small enough so
a u−v
that a+δ > 1 − , and then choose v ∈ M so that ku − vk < a + δ. Finally let x = ku−vk .)
Note that the distance to a (closed) subspace need not be attained. Here is an
example. Consider the Banach space C([0, 1]) (with the sup norm of course and either
real or complex valued functions) and the closed subspace
Z 1
T = {f ∈ C([0, 1]) : f (0) = 0 = f dt}.
0
Using machinery in the next section it will be evident that T is a closed subspace of
C([0, 1]). For now, it can be easily verified directly. Let g denote the function g(t) = t.
Verify that, for f ∈ T , that
Z Z
1
= g dt = (g − f ) dt ≤ kg − f k∞ .
2
In particular, the distance from g to T is at least 21 .
Note that the function h = x − 12 , while not in T , satisfies kg − hk∞ = 12 .
12 MAA6617 COURSE NOTES SPRING 2020

On the other hand, for any  > 0 there is an f ∈ T so that kg − f k∞ ≤ 12 + 


(simply modify h appropriately). Thus, the distance from g to T is 12 . Now
R verify, using
the inequality above, that h is the only element of C([0, 1]) such that h dt = 0 and
kg − hk∞ = 12 .
Problem 20.19. Prove, if X is an infinite-dimensional normed space, then the unit ball
ball(X ) := {x ∈ X : kxk ≤ 1} is not compact in the norm topology. (Hint: use the
result of Problem 20.18 to construct inductively a sequence of vectors xn ∈ X such that
kxn k = 1 for all n and kxn − xm k ≥ 12 for all m < n.)
Problem 20.20. (The quotient norm) Let X be a normed space and M a proper closed
subspace.
a) Prove the quotient norm is a norm (see Example 20.1(g)).
b) Show that the quotient map x → x + M has norm 1. (Use Problem 20.18.)
c) Prove, if X is complete, so is X /M.
Problem 20.21. A normed vector space X is called separable if it is separable as a
metric space (that is, there is a countable subset of X which is dense in the norm
topology). Prove c0 and `1 are separable, but `∞ is not. (Hint: for `∞ , show that there
is an uncountable collection of elements {fα } such that kfα − fβ k = 1 for α 6= β.)

21. Linear functionals and the Hahn-Banach theorem

If there is a “fundamental theorem of functional analysis,” it is the Hahn-Banach


theorem. The theorem is somewhat abstract-looking at first, but its importance will be
clear after studying some of its corollaries.
Let X be a normed vector space over the field K. A linear functional on X is a
linear map L : X → K. As one might expect, we are especially interested in bounded
linear functionals. Since K = R or C is complete, the vector space of bounded linear
functionals B(X , K) is itself a Banach space (complete normed vector space). This space
is called the dual space of X and is denoted X ∗ . It is not yet obvious that X ∗ need be
non-trivial (that is, that there are any bounded linear functionals on X besides 0). One
corollary of the Hahn-Banach theorem is there exist enough bounded linear functionals
on X to separate points.

21.1. Examples. For each of the sequence spaces c0 , `1 , `∞ , for each n the map f →
f (n) is a bounded linear functional. If we fix g ∈ `1 , then the functional Lg : c0 → K
defined by

X
Lg (f ) := f (n)g(n)
n=0
is bounded, since

X ∞
X
|Lg (f )| ≤ |f (n)g(n)| ≤ kf k∞ |g(n)| = kgk1 kf k∞ .
n=0 n=0
MAA6617 COURSE NOTES SPRING 2020 13

This inequality shows that kLg k ≤ kgk1 . In fact, equality holds, and every bounded
linear functional on c0 is of this form:
Proposition 21.1. The map Φ : `1 → c∗0 defined by Φ(g) = Lg is an isometric isomor-
phism from `1 onto the dual space c∗0 .
Proof. We have already seen that each g ∈ `1 gives rise to a bounded linear functional
Lg ∈ c∗0 via

X
Lg (f ) := g(n)f (n)
n=0
and that kLg k ≤ kgk1 . We will prove simultaneously that this map is onto and that
kLg k ≥ kgk1 .
Let L ∈ c∗0 . We will first show that there is unique g ∈ `1 so that L = Lg . Let
en ∈ c0 be the indicator function of n, that is
en (m) = δnm .
Define a function g : N → K by
g(n) = L(en ).
1
We claim that g ∈ ` and L = Lg . To see this, fix an integer N and let h ∈ c00 be the
function (
g(n)/|g(n)| if n ≤ N and g(n) 6= 0
h(n) =
0 otherwise.
By definition h ∈ c00 and khk∞ ≤ 1. Note that h = N
P
n=0 h(n)en . Now
N
X N
X
|g(n)| = h(n)g(n) = L(h) = |L(h)| ≤ kLkkhk ≤ kLk.
n=0 n=0
1
It follows that g ∈ ` and kgk1 ≤ kLk. Moreover, the same calculation shows that
L = Lg when restricted to c00 , so by the uniqueness of extensions of bounded operators,
L = Lg . Thus the map g → Lg is onto and
kgk1 ≤ kLk = kLg k ≤ kgk1 .

Proposition 21.2. (`1 )∗ is isometrically isomorphic to `∞ .
Proof. The proof follows the same lines as the proof of the previous proposition; the
details are left as an exercise. 
The same mapping g → Lg also shows that every g ∈ `1 gives a bounded linear
functional on `∞ , but it turns out these do not exhaust (`∞ )∗ (see Problem 21.12).
If f ∈ L1 (m) and g is a bounded measurable function with supx∈X |g(x)| = M , then
the map Z
Lg (f ) := f g dm
X
14 MAA6617 COURSE NOTES SPRING 2020

is a bounded linear functional of norm at most M . We will prove in Section ?? that the
norm is in fact equal to M , and every bounded linear functional on L1 (m) is of this type
(at least when m is σ-finite).
If X is a compact metric space and µ is a finite, signed Borel measure on X, then
Z
Lµ (f ) := f dµ
X
is a bounded linear functional on CC (X) with norm kµk = |µ|(X) (see Problem 21.8).
A version of the Riesz Markov Theorem says the converse is true too.
Theorem 21.3 (Riesz-Markov). Suppose X is a compact Hausdorff space. If λ ∈
C(X)∗ , then there exists a unique regular Borel measure σ such that, for f ∈ C(X),
Z
λ(f ) = f dσ.
X

The result is true with both real and complex scalars. Focusing on the case of real
scalars, the strategy is to write λ as the difference of positive linear functionals on C(X)
and apply the Riesz-Markov Theorem (twice). (For complex scalars, write λ in terms of
its real and imaginary parts and apply the result in the real case (twice)).
A function f ∈ C(X) is positive (really nonnegative) if f (x) ≥ 0 for all x ∈ X, writ-
ten f ≥ 0. Let C(X)+ denote the positive elements of C(X). Given linear functionals
λ, ρ ∈ C(X)∗ , the inequality λ ≤ ρ means that λ(f ) ≤ ρ(f ) for all f ∈ C(X)+ .

21.2. The Hahn-Banach Extension Theorem. To state and prove the Hahn-Banach
Extension Theorem, we first work in the setting K = R, then extend the results to the
complex case.
Definition 21.4. Let X be a real vector space. A Minkowski functional is a function
p : X → R such that p(x + y) ≤ p(x) + p(y) and p(λx) = λp(x) for all x, y ∈ X and
nonnegative λ ∈ R. /

For example, if L : X → R is any linear functional, then the function p : X → R


defined by p(x) := |L(x)| is a Minkowski functional. More generally if k · k is a seminorm
on X , then p : X → R defined by p(x) = kxk is a Minkowski functional.
Theorem 21.5 (The Hahn-Banach Theorem, real version). Let X be a vector space over
R, p a Minkowski functional on X , and M a subspace of X . If L a linear functional on
M such that L(x) ≤ p(x) for all x ∈ M, then there exists a linear functional L0 on X
such that
(i) L0 |M = L (L0 extends L)
(ii) L0 (x) ≤ p(x) for all x ∈ X (L0 is dominated by p).

The proof will invoke Zorns Lemma, a result that is equivalent to the axiom of
choice (as well as the well ordering principle and the Hausdorff maximality principle).
A partial order  on a set is a relation that is reflexive, symmetric and transitive; that
is, for all x, y, z ∈ S
MAA6617 COURSE NOTES SPRING 2020 15

(i) x  x,
(ii) if x  y and y  x, then x = y, and
(iii) if x  y and y  z, then x  z.
We call S, or more precisely, (S, ) a partially ordered set or poset. A subset T of S
is totally ordered, if for each x, y ∈ T either x  y or y  x. A totally ordered subset T
is often called a chain. An upper bound z for a chain T is an element z ∈ S such that
t  z for all t ∈ T . A maximal element for S is w ∈ S that has no successor; that is
there does not exist an s ∈ S such that s 6= w and w  s.
Theorem 21.6 (Zorn’s Lemma). Suppose S is a partially ordered set. If every chain in
S has an upper bound, then S has a maximal element.

Proof of Theorem 21.5. The idea is to show that the extension can be done one dimen-
sion at a time and then infer the existence of an extension to the whole space by appeal
to Zorn’s lemma. We may of course assume M = 6 X . So, fix a vector x ∈ X \ M and
consider the subspace M + Rx ⊂ X . For any m1 , m2 ∈ M, by hypothesis,
L(m1 ) + L(m2 ) = L(m1 + m2 ) ≤ p(m1 + m2 ) ≤ p(m1 − x) + p(m2 + x).
Rearranging gives, for m1 , m2 ∈ M,
L(m1 ) − p(m1 − x) ≤ p(m2 + x) − L(m2 )
and thus
sup {L(m) − p(m − x)} ≤ inf {p(m + x) − L(m)}.
m∈M m∈M

Now choose any real number λ satisfying


sup {L(m) − p(m − x)} ≤ λ ≤ inf {p(m + x) − L(m)}.
m∈M m∈M

In particular, for m ∈ M,
L(m)−λ ≤ p(m − x)
(5)
L(m)+λ ≤ p(m + x).
Let N = M + Rx and define L0 : N → R by L0 (m + tx) = L(m) + tλ for m ∈ M
and t ∈ R. Thus L0 is linear and agrees with L on M by definition. We now check
that L0 (y) ≤ p(y) for all y ∈ M + Rx. Accordingly, suppose m ∈ M, t ∈ R and let
y = m + tx. If t = 0 there is nothing to prove. If t > 0, then, in view of equation (5),
 m  m
L0 (y) = L0 (m + tx) = t L( ) + λ ≤ t p( + x) = p(m + tx) = p(y)
t t
0
and a similar estimate shows that L (m + tx) ≤ p(m + tx) for t < 0.
We have thus successfully extended L to M + Rx. To finish the proof, let L denote
the set of pairs (L0 , N ) where N is a subspace of X containing M, and L0 is an extension
of L to N obeying L0 (y) ≤ p(y) on N . Declare (L01 , N1 )  (L02 , N2 ) if N1 ⊂ N2 and
L02 |N1 = L01 . This relation  is a partial order on L. An exercise shows, given S any
increasing chain (L0α , Nα ) in L, it has as an upper bound (L0 , N ) in L, where N := α Nα
and L(nα ) := L0α (nα ) for nα ∈ Nα . By Zorn’s lemma the collection L has a maximal
16 MAA6617 COURSE NOTES SPRING 2020

element (L0 , N ) with respect to the order . Since it always possible to extend to
a strictly larger subspace, the maximal element must have N = X , and the proof is
finished. 

The proof is a typical application of Zorn’s lemma - one knows how to carry out a
construction one step a time, but there is no clear way to do it all at once.
In the special case that p is a seminorm, since L(−x) = −L(x) and p(−x) = p(x)
the inequality L ≤ p is equivalent to |L| ≤ p.
Corollary 21.7. Suppose X is a normed vector space over R, M is a subspace, and L
is a bounded linear functional on M. If C ≥ 0 and |L(x)| ≤ Ckxk for all x ∈ M, then
there exists a bounded linear functional L0 on X extending L such that kL0 k ≤ C.

Proof. Apply the Hahn-Banach theorem with the Minkowski functional p(x) = Ckxk.


Before obtaining further corollaries, we extend these results to the complex case.
First, if X is a vector space over C, then trivially it is also a vector space over R, and
there is a simple relationship between the R- and C-linear functionals.
Proposition 21.8. Let X be a vector space over C. If L : X → C is a C-linear
functional, then u(x) = ReL(x) defines an R-linear functional on X and L(x) = u(x) −
iu(ix). Conversely, if u : X → R is R-linear then L(x) := u(x) − iu(ix) is C-linear. If
in addition p : X → R is a seminorm, then |u(x)| ≤ p(x) for all x ∈ X if and only if
|L(x)| ≤ p(x) for all x ∈ X .

Proof. Problem 21.5.



Theorem 21.9 (The Hahn-Banach Theorem, complex version). Let X be a vector space
over C, p a seminorm on X , and M a subspace of X . If L : M → C is a C-linear
functional satisfying |L(x)| ≤ p(x) for all x ∈ M, then there exists a C-linear functional
L0 : X → C such that
(i) L0 |M = L and
(ii) |L0 (x)| ≤ p(x) for all x ∈ X .

Proof. The proof consists of applying the real Hahn-Banach theorem to extend the R-
linear functional u = ReL to a functional u0 : X → R and then defining L0 from u0 as in
Proposition 21.8. The details are left as an exercise. 

The following corollaries are quite important, and when the Hahn-Banach theorem
is applied it is usually in one of the following forms:
Corollary 21.10. Let X be a normed vector space.
(i) If M ⊂ X is a subspace and L : M → K is a bounded linear functional, then there
exists a bounded linear functional L0 : X → K such that L0 |M = L and kL0 k = kLk.
MAA6617 COURSE NOTES SPRING 2020 17

(ii) (Linear functionals detect norms) If x ∈ X is nonzero, there exists L ∈ X ∗ with


kLk = 1 such that L(x) = kxk.
(iii) (Linear functionals separate points) If x 6= y in X , there exists L ∈ X ∗ such that
L(x) 6= L(y).
(iv) (Linear functionals detect distance to subspaces) If M ⊂ X is a closed subspace
and x ∈ X \ M, there exists L ∈ X ∗ such that
(a) L|M = 0;
(b) kLk = 1; and
(c) L(x) = dist(x, M) = inf y∈M kx − yk > 0.

Proof. (i): Consider the (semi)norm p(x) = kLk kxk. By construction, |L(x)| ≤ p(x)
for x ∈ M. Hence, there is a linear functional L0 on X such that L0 |M = L and
|L0 (x)| ≤ p(x) for all x ∈ X . In particular, kL0 k ≤ kLk. On the other hand, kL0 k ≥ kLk
since L0 agrees with L on M.
(ii): Let M be the one-dimensional subspace of X spanned by x. Define a functional
x
L : M → K by L(t kxk ) = t. In particular, |L(y)| = kyk for y ∈ M and thus kLk = 1. By
(i), the functional L extends to a functional (still denoted L) on X such that kLk = 1.
(iii): Apply (ii) to the vector x − y.
(iv): Let δ = dist(x, M). Since M is closed, δ > 0. Define a functional L :
M + Kx → K by L(y + tx) = tδ. Since for t 6= 0 and y ∈ M,
ky + txk = |t|kt−1 y + xk ≥ |t|δ = |L(y + tx)|,
by Hahn-Banach we can extend L to a functional L ∈ X ∗ with kLk ≤ 1. 

Needless to say, the proof of the Hahn-Banach theorem is thoroughly non-constructive,


and in general it is an important (and often difficult) problem, given a normed space X ,
to find some concrete description of the dual space X ∗ . Usually doing so means finding
a Banach space Y and a bounded (or, better, isometric) isomorphism T : Y → X ∗ .
Note that since X ∗ is a normed space, we can form its dual, denoted X ∗∗ , and called
the bidual or double dual of X . There is a canonical relationship between X and X ∗∗ .
Each fixed x ∈ X gives rise to a linear functional x̂ : X ∗ → K via evaluation,
x̂(L) := L(x).
Since |x̂(L)| = |L(x)| ≤ kLk kxk, the linear functional x̂ is in X ∗∗ and kx̂k ≤ kxk.
Corollary 21.11. (Embedding in the bidual) The map x → x̂ is an isometric linear
map from X into X ∗∗ .

Proof. First, from the definition we see that


|x̂(L)| = |L(x)| ≤ kLkkxk
so x̂ ∈ X ∗∗ and kx̂k ≤ kxk. It is straightforward to check (recalling that the L’s are
linear) that the map x → x̂ is linear. Finally, to show that kx̂k = kxk, fix a nonzero
x ∈ X . From Corollary 21.10(i) there exists L ∈ X ∗ with kLk = 1 and L(x) = kxk. But
18 MAA6617 COURSE NOTES SPRING 2020

then for this x and L, we have |x̂(L)| = |L(x)| = kxk so kx̂k ≥ kxk, and the proof is
complete. 
Definition 21.12. A Banach space X is called reflexive if the map ˆ : X → X ∗∗ is
surjective. /

In other words, X is reflexive if the mapˆ is an (isometric) isomorphism of X with


X ∗∗ . For example, every finite dimensional Banach space is reflexive (Problem 21.6).
Reflexive spaces often have nice properties. For instance, the distance from a point to a
(closed) subspace is attained. On the other hand, by Propositions 21.1 and 21.2, c∗∗ 0 is

isometrically isomorphic to ` . In Problem 21.7 you will show that c0 is not isometrically
isomorphic to `∞ and so c0 is not reflexive. After we have studied the Lp and `p spaces
in more detail, we will see that Lp is reflexive for 1 < p < ∞.
We note in passing that if X is reflexive, then its dual X ∗ has a unique predual:
that is, if Y is another Banach space and Y ∗ is isometrically isomorphic to X ∗ , then
in fact Y is isometrically isomorphic to X . However this conclusion can fail when X
is not reflexive; for example it turns out that `1 does not have a unique predual. See
Problems 21.10 and 21.15.
The embedding into the bidual has many applications; one of the most basic is the
following.
Proposition 21.13 (Completion of normed spaces). If X is a normed vector space,
then there is a Banach space X and in isometric map ι : X → X such that the image
ι(X ) is dense in X .

Proof. Embed X into X ∗∗ via the map x → x̂ and let X be the closure of the image of
X in X ∗∗ . Since X is a closed subspace of a complete space, it is complete. 

The space X is called the completion of X . It is unique in the sense that if Y is


another Banach space and j : X → Y embeds X isometrically as a dense subspace of Y,
then Y is isometrically isomorphic to X . The proof of this fact is left as an exercise.

21.3. Dual spaces and adjoint operators. Let X , Y be normed spaces with duals
X ∗ , Y ∗ . If T : X → Y is a linear transformation and f : Y → K is a linear functional,
then T ∗ f : X → K defined by
(T ∗ f )(x) = f (T x) (6)
is a linear functional on X . If T and f are both continuous (that is, bounded) then the
composition T ∗ f is bounded, and more is true:
Theorem 21.14. Let T : X → Y be a bounded linear transformation. For f ∈ Y ∗ ,
define T ∗ f by the formula (6). Then:
i) T ∗ f belongs to X ∗ , and T ∗ is a linear map from Y ∗ into X ∗ .
ii) T ∗ : Y ∗ → X ∗ is bounded and kT ∗ k = kT k.
MAA6617 COURSE NOTES SPRING 2020 19

Proof. Since T is assumed bounded, for a fixed f ∈ Y ∗ and all x ∈ X


|T ∗ f (x)| = |f (T x)| ≤ kf kkT xk ≤ kf kkT kkxk.
It follows that T ∗ f is bounded on X (thus, belongs to X ∗ ) and
kT ∗ f k ≤ kf kkT k. (7)
Thus T ∗ maps Y ∗ into X ∗ and it is straightforward to verify that T ∗ is linear, which
proves item (21.14). Moreover, the inequality of equation (7) also shows that T ∗ is
bounded and kT ∗ k ≤ kT k.
It remains to show kT ∗ k ≥ kT k. Toward this end, let 0 <  < 1 be given and choose
x ∈ X with kxk = 1 and kT xk > (1 − )kT k. Now consider T x. By the Hahn-Banach
theorem (Corollary 21.10(i)), there exists f ∈ Y ∗ such that kf k = 1 and f (T x) = kT xk.
For this f ,
kT ∗ k ≥ kT ∗ f k ≥ |T ∗ f (x)| = |f (T x)| = kT xk > (1 − )kT k.
Hence, kT ∗ k ≥ (1 − )kT k. Since  was arbitrary, kT ∗ k ≥ kT k. 

21.4. Duality for Sub and Quotient Spaces. The Hahn-Banach Theorem allows for
the identification of the duals of subspaces and quotients of Banach spaces. Informally,
the dual of a subspace is a quotient and the dual of a quotient is a subspace. The precise
results are stated below for complex scalars, but they hold also for real scalars.
Given a (closed) subspace M of the Banach space X , let π denote the map from X
to the quotient X /M. Recall (see Problem 20.20), the quotient is a Banach space with
the norm,
kzk = inf{kyk : π(y) = z}.
In particular, if x ∈ X , then
kπ(x)k = inf{kx − mk : m ∈ M}.
It is evident from the construction that π is continuous and kπk ≤ 1. Further, by
Problem 20.18 (or see Proposition 21.15 below) if M is a proper (closed) subspace, then
kπk = 1. In particular, π ∗ : (X /M)∗ → X ∗ (defined by π ∗ λ = λ ◦ π) is also continuous.
Moreover, if x ∈ M, then
π ∗ λ(x) = 0.
Let
M⊥ = {f ∈ X ∗ : f (x) = 0 for all x ∈ M}.
(M⊥ is called the annihilator of M in X ∗ .) Recall, given x ∈ X , the element x̂ ∈ X ∗∗
is defined by x̂(τ ) = τ (x), for τ ∈ X ∗ . In particular,
M⊥ = ∩x∈M ker(x̂)
and thus M⊥ is a closed subspace of X ∗ . Further, if λ ∈ (X /M)∗ , then π ∗ λ ∈ M⊥ .
20 MAA6617 COURSE NOTES SPRING 2020

Proposition 21.15 (The dual of a quotient). The mapping ψ : (X /M)∗ → M⊥ defined


by
ψ(λ) = π ∗ λ
is an isometric isomorphism; i.e., the mapping π ∗ : (X /M)∗ → X ∗ is an isometric
isomorphism onto M⊥ .

Informally, the proposition is expressed as (X /M)∗ = M⊥ .

Proof. The linearity of ψ follows from Theorem 21.14 as does kψk = kπk ≤ 1. To prove
that ψ is isometric, let λ ∈ (X /M)∗ be given. Automatically, kψ(λ)k ≤ kλk. To prove
the reverse inequality, fix r > 1. Let q ∈ X /M with kqk = 1 be given. There exists an
x ∈ X such that kxk < r and π(x) = q. Hence,
|λ(q)| = |λ(π(x))k = kψ(λ)(x)k ≤ kψ(λ)k kxk < rkψ(λ)k.
Taking the supremum over such q shows kλk ≤ rkψ(λ)k. Finally, since 1 < r is arbitrary,
kλk ≤ kψ(λ)k.
To prove that ψ is onto, and complete the proof, let τ ∈ M⊥ be given. Fix q ∈ X /M.
If x, y ∈ X and π(x) = q = π(y), then τ (x) = τ (y). Hence, the mapping λ : X /M → C
defined by λ(q) = τ (x) is well defined. That λ is linear is left as an exercise. To see that
λ is continuous, observe that
|λ(q)| = |τ (x)| ≤ kτ k kxk,
for each x ∈ X such that π(x) = q. Taking the infimum over such x gives shows
|λ(q)| ≤ kτ k kqk.
Finally, by construction ψ(λ) = τ. 

Since M⊥ is closed in X ∗ , the quotient space X ∗ /M⊥ is a Banach space. Let


ρ : X ∗ → X ∗ /M⊥ denote the quotient mapping. Suppose λ ∈ M∗ . By Corollary 21.10,
there is an f ∈ X ∗ such that f |M = λ; that is f is a bounded extension of λ (and
indeed f can be chosen such that kf k = kλk). If f and g are two extensions of λ to
bounded linear functionals on X ∗ , then f (x) − g(x) = 0 for x ∈ M. Hence f − g ∈ M⊥
or equivalently, ρ(f ) = ρ(g). Consequently, the mapping ϕ : M∗ → X ∗ /M⊥ defined
by ϕ(λ) = ρ(f ) (where f is any bounded extension of λ to X ) is well defined. It is
easily verified that ϕ is linear. Further, given q ∈ X ∗ /M⊥ , there is an f ∈ X ∗ such that
ρ(f ) = q. In particular, with λ = f |M we have ϕ(λ) = ρ(f ). Therefore ϕ is onto.
Proposition 21.16 (The dual of a subspace). The mapping ϕ : M∗ → X ∗ /M⊥ is an
isometric isomorphism.

Proof. It remains to show that ϕ is an isometry, a fact that is an easy consequence of the
Hahn-Banach Theorem. Fix λ ∈ M∗ and let q = ϕ(λ). If f is any bounded extension
MAA6617 COURSE NOTES SPRING 2020 21

of λ to X ∗ , then kf k ≥ kλk. Hence,


kϕ(λ)k =kqk
= inf{kf k : f ∈ X ∗ , ρ(f ) = q}
= inf{kf k : f ∈ X ∗ , f |M = λ}
≥kλk.
On the other hand, by the Hahn-Banach Theorem there is a bounded extension g of λ
with kgk = kλk. Thus kλk ≤ kqk. 

A special case of the following useful fact was used in the proofs above. If X , Y are
vector spaces and T : X → Y is linear and M is a subspace of the kernel of T , then T
induces a linear map T̃ : X /M → Y. A canonical choice is M = ker(T ) in which case
T̃ is one-one. If X is a Banach space, Y is a normed vector space and M is closed, then
X /M is a Banach space.
Lemma 21.17. If X is a Banach space, M is a (closed) subspace, Y is a normed vector
space and T : X → Y is continuous, then the mapping T̃ is bounded and kT̃ k = kT k.

Proof. Let π : X → X /M denote the quotient map and observe that T̃ π = T . Since the
quotient map π has norm 1 (see Problem 20.20), we see that kT̃ k ≤ kT k. For the opposite
inequality, let 0 <  < 1 and choose x ∈ X such that kxk = 1 and kT xk > (1 − )kT k.
Then kπ(x)k ≤ 1 and
kT̃ k ≥ kT̃ π(x)k = kT xk > (1 − )kT k.
Letting  go to zero finishes the proof. 

21.5. Problems.
Problem 21.1. Prove, if X is any normed vector space, {x1 , . . . xn } is a linearly indepen-
dent set in X , and α1 , . . . αn are scalars, then there exists a bounded linear functional f
on X such that f (xj ) = αj for j = 1, . . . n. (Recall linear maps from a finite dimensional
normed vector space to a normed vector space are bounded.)
Problem 21.2. Let X , Y be normed spaces and T : X → Y a linear transformation.
Prove T is bounded if and only if there exists a constant C such that for all x ∈ X and
f ∈ Y ∗,
|f (T x)| ≤ Ckf kkxk; (8)
in which case kT k is equal to the best possible C in (8).
Problem 21.3. Let X be a normed vector space. Show that if M is a closed subspace
of X and x ∈ / M, then M + Kx is closed. Use this result to give another proof that
every finite-dimensional subspace of X is closed.
Problem 21.4. Prove, if M is a finite-dimensional subspace of a Banach space X , then
there exists a closed subspace N ⊂ X such that M ∩ N = {0} and M + N = X . (In
other words, every x ∈ X can be written uniquely as x = y + z with y ∈ M, z ∈ N .)
22 MAA6617 COURSE NOTES SPRING 2020

Hint: Choose a basis x1 , . . . xn for M and construct, using Problem 21.1 and the Hahn-
Banach Theorem, bounded linear functionals f1 , . . . fn on X such that fi (xj ) = δij . Now
let N = ∩ni=1 ker fi . (Warning: this conclusion can fail badly if M is not assumed finite
dimensional, even if M is still assumed closed. Perhaps the first known example is that
c0 is not complemented in `∞ , though it is nontrivial to prove.)
Problem 21.5. Prove Proposition 21.8.
Problem 21.6. Prove every finite-dimensional Banach space is reflexive.
Problem 21.7. Let B denote the subset of `∞ consisting of sequences which take values
in {−1, 1}. Show that any two (distinct) points of B are a distance 2 apart. Show, if
C is a countable subset of `∞ , then there exists a b ∈ B such that kb − ck ≥ 1 for
all c ∈ C. Conclude `∞ is not separable. Prove there is no isometric isomorphism
Λ : c0 → `∞ . As a corollary, conclude that c0 is not reflexive. (Of course, saying c0 6= `∞
via the canonical embedding of Corollary 21.11 is much weaker than saying there is no
isometric isomorphism between c0 and `∞ .)
Problem 21.8. Prove, if µ is a finite regular (signed) Borel measure on a compact
Hausdorff space, then the linear function Lµ : C(X) → R defined by
Z
Lµ (f ) = f dµ
X
is bounded (continuous) and kLµ k = kµk := |µ|(X). (See the Riesz-Markov Theorem
for positive linear functionals.)
Problem 21.9. Let X and Y be normed vector spaces and T ∈ L(X , Y).
a) Consider T ∗∗ : X ∗∗ → Y ∗∗ . Identifying X , Y with their images in X ∗∗ and Y ∗∗ ,
show that T ∗∗ |X = T .
b) Prove T ∗ is injective if and only if the range of T is dense in Y.
c) Prove that if the range of T ∗ is dense in X ∗ , then T is injective; if X is reflexive
then the converse is true.
d) Prove that T : X → Y is invertible if and only if T ∗ is invertible, in which case
(T ∗ )−1 = (T −1 )∗ .
Problem 21.10. a) Prove that if X is reflexive, then X ∗ is reflexive. (Hint: let
∗∗
ι : X → X be the canonical inclusion; by assumption ι is invertible. Compute
(ι−1 )∗ .)
b) Prove that if X is reflexive and M ⊂ X is a closed subspace, then M is reflexive.
c) Prove that a Banach space X is reflexive if and only if X ∗ is reflexive.
d) Prove that if X is reflexive and Y is another Banach space with Y ∗ isometrically
isomorphic to X ∗ , then Y is isometrically isomorphic to X . (This conclusion can
fail if X is not reflexive; see Problem 21.15.)
Problem 21.11. Prove, if X is a Banach space and X ∗ is separable, then X is separable.
[Hint: let {fn } be a countable dense subset of X ∗ . For each n choose xn such that
kxn k = 1 and |fn (xn )| ≥ 21 kfn k. Show that the set of Q-linear combinations of {xn } is
dense in X .]
MAA6617 COURSE NOTES SPRING 2020 23

Problem 21.12. a) Prove there exists a bounded linear functional L ∈ (`∞ )∗ with
the following property: whenever f ∈ `∞ and limn→∞ f (n) exists, then L(f ) is
equal to this limit. (Hint: first show that the set of such f forms a subspace
M ⊂ `∞ ).
b) Show that such a functional L is not equal to Lg for any g ∈ `1 ; thus the map
T : `1 → (`∞ )∗ given by T (g) = Lg is not surjective.
c) Give another proof that T is not surjective, using Problem 21.11.
Problem 21.13. Let X be a normed space and let K ⊂ X be a convex set. (Recall,
this means that whenever x, y ∈ K, then 12 (x + y) ∈ K; equivalently, tx + (1 − t)y ∈ K
for all 0 ≤ t ≤ 1.) A point x ∈ K is called an extreme point of K whenever y, z ∈ K,
0 < t < 1, and x = ty + (1 − t)z, then y = z = x. (That is, the only way to write x as a
convex combination of elements of K is the trivial way.)
a) Let X be a normed space and let B = ball(X ) denote the (closed) unit ball of
X . Prove that x ∈ B is not an extreme point of B if and only if there exists a
nonzero y ∈ B such that kx ± yk ≤ 1.
b) Prove that if X and Y are normed spaces, and T : X → Y is a surjective
linear isometry, (so that X and Y are isometrically isomorphic) then T induces
a bijection between the extreme points of ball(X ) and ball(Y).
c) Let `pn denote the (real) Banach space Rn equipped with the `p norm, 1 ≤ p ≤ ∞.
Prove that `12 and `∞2 are isometrically isomorphic, but that there is no isometry
1 ∞
between `3 and `3 .
Problem 21.14. a) Show that the extreme points of the unit ball of `1 are precisely
the points of the form λen where |λ| = 1 and en is the sequence which is 1 in the
nth entry and 0 elsewhere. (See Problem 21.13).
b) Determine the extreme points of the unit ball of `∞ .
c) Show that the unit ball of c0 has no extreme points.
Problem 21.15. Let
 

c= f : N → K lim f (n) exists ,
n→∞

and equip c with the supremum norm kf k∞ := sup |f (n)|.


a) Show that c∗ ∼= `1 isometrically.
b) Prove that c is boundedly isomorphic to c0 .
c) Prove that c is not isometrically isomorphic to c0 . (Hint: examine the extreme
points of the unit balls of c and c0 ; see Problems 21.13 and 21.14 .)
(This problem provides an example of Banach spaces X and Y such that X and Y are
not isometrically isomorphic, but X ∗ and Y ∗ are. So in general we cannot recover X
(isometrically) from X ∗ . In fact the situation is worse, `1 has isometric preduals which
are not even boundedly isomorphic to c0 , but the construction is more involved and
outside the scope of these notes.)
24 MAA6617 COURSE NOTES SPRING 2020

22. The Baire Category Theorem and applications

Recall, a set D in a metric space X is dense if D = X. Thus, D is dense if and only


if Dc does not contain a nonempty open set, if and only if D has nontrivial intersection
with every nonempty open set. A topological space X is called a Baire space if it has
the following property: if (Un )∞
n=1 is a countable sequence of open dense subsets of X,
then the intersection ∩∞ U
n=1 n is dense in X.
Theorem 22.1 (The Baire Category Theorem). Every complete metric space X is a
Baire space. In other words, if X is a complete metric space and if (Un )∞
n=1 is a sequence

of open dense subsets of X, then ∩n=1 Un is dense in X.

Theorem 22.1 is true if X is a locally compact Hausdorff space and there are con-
nections between the Baire Category Theorem and the axiom of choice.
A subset E ⊂ X is nowhere dense if its closure has empty interior. Equivalently,
c
E is open and dense. A set F in a metric space X is first category (or meager) if it can
be expressed as the countable union of nowhere dense sets. In particular, a countable
union of first category sets is first category. A set G is second category if it is not first
category. For applications, the following corollary often suffices.
Corollary 22.2. If X is a complete metric space, then X is not a countable union of
nowhere dense sets; i.e., X is of second category in itself.

Proof. Take complements and apply Theorem 22.1. 

Thus, the Baire property is used as a kind of pigeonhole principle: the “thick” Baire
space X cannot be expressed as a countable
S union of the “thin” nowhere dense sets En .
Equivalently, if X is Baire and X = n En , then at least one of the En is somewhere
dense.
The following lemma should be familiar from advanced calculus.
Lemma 22.3. Let X be a complete metric space and suppose (Cn ) is a sequence of
subsets of X. If
(i) each Cn is nonempty;
(ii) (Cn ) is nested decreasing;
(iii) each Cn is closed; and
(iv) (diam(Cn )) converges to 0,
then there is an x ∈ X such that
{x} = ∩Cn .
Moreover, if xn ∈ Cn , then (xn ) converges to some x.

Proof of Theorem 22.1. Let (Un )∞ n=1 be a sequence of open dense sets in X and let I =
∩Un . To prove I is dense, it suffices to show that I has nontrivial intersection with every
nonempty open set W . Fix such a W . Since U1 is dense, there is a point x1 ∈ W ∩ U1 .
Since U1 and W are open, there is a radius 0 < r1 < 1 such that the B(x1 , r1 ) is contained
MAA6617 COURSE NOTES SPRING 2020 25

in W ∩ U1 . Similarly, since U2 is dense and open there is a point x2 ∈ B(x1 , r1 ) ∩ U2 and


a radius 0 < r2 < 12 such that
B(x2 , r2 ) ⊂ B(x1 , r1 ) ∩ U2 ⊂ W ∩ U1 ∩ U2 .
Continuing inductively, since each Un is dense and open there is a sequence of points
(xn )∞ 1
n=1 and radii 0 < rn < n such that

B(xn , rn ) ⊂ B(xn−1 , rn−1 ) ∩ Un ⊂ W ∩ (∩nj=1 Un ).


The sequence of sets (B(xn , rn )) satisfies the hypothesis of Lemma 22.3 and X is com-
plete. Hence there is an x ∈ X such that
x ∈ ∩n B(xn , rn ) ⊂ W ∩ I.

We now give three important applications of the Baire category theorem in func-
tional analysis. These are the Principle of Uniform boundedness (also known as the
Banach-Steinhaus theorem), the Open Mapping Theorem, and the Closed Graph The-
orem. (In learning these theorems, keep careful track of what completeness hypotheses
are needed.)
Theorem 22.4 (The Principle of Uniform Boundedness (PUB)). Suppose X , Y are
normed spaces and {Tα : α ∈ A} ⊂ B(X , Y) is a collection of bounded linear transfor-
mations from X to Y. Let B denote the set
B := {x ∈ X : M (x) := sup kTα xk < ∞}. (9)
α

If B is of the second category (thus not a countable union of nowhere dense sets) in X,
then
sup kTα k < ∞.
α
In particular, if X is complete and if the collection {Tα : α ∈ A} is pointwise bounded,
then it is uniformly bounded.
Proof. For each integer n ≥ 1 consider the set
Vn := {x ∈ X : M (x) > n}.
Since each Tα is bounded, the sets Vn are open. (Indeed, for each α the map x → kTα xk
is continuous from X to R, so if kTα xk > n for some α then also kTα yk > n for
all y sufficiently close to x.) Let En denote the complement of Vn and observe that
B = ∪∞ n=1 En . Since B is assumed to be of the second category, there is an N such that
¯ ◦
(EN ) is not empty. Since EN is closed, it follows that EN has nonempty interior; i.e.,
there is an x0 ∈ EN and r > 0 so that x0 − x ∈ EN for all kxk < r. Thus, for every α
and every kxk < r,
kTα xk ≤ kTα (x − x0 )k + kTα x0 k ≤ N + N.
That is, if kxk < r, then M (x) ≤ 2N . By rescaling we conclude that if kxk < 1, then
kTα xk ≤ 2N/r for all α and thus supα kTα k ≤ 2N/r < ∞. 
26 MAA6617 COURSE NOTES SPRING 2020

Given a subset B of a vector space X and a scalar s ∈ K, let sB = {sb : b ∈ B}.


Similarly, for x ∈ X , let B − x = {b − x : b ∈ B}. Let X , Y be normed vector spaces
and suppose T : X → Y is linear. If B ⊂ X and s ∈ K is nonzero, then T (sB) = sT (B)
and further, an easy argument shows T (sB) = s T (B). It is also immediate that if B is
open, then so is B − x.
Recall that if X, Y are topological spaces, a mapping f : X → Y is called open if
f (U ) is open in Y whenever U is open in X. In particular, if f is a bijection, then f is
open if and only if f −1 is continuous. In the case of normed linear spaces the condition
that a linear map be open can be refined somewhat.
Lemma 22.5 (Translation and Dilation lemma). Let X , Y be normed vector spaces, let
B denote the open unit ball of X , and let T : X → Y be a linear map. The following are
equivalent.
(i) The map T is open;
(ii) T (B) contains an open ball centered to 0;
(iii) there is an s > 0 such that T (sB) contains an open ball centered to 0; and
(iv) T (sB) contains an open ball centered to 0 for each s > 0.

Proof. This result is more or less immediate from the fact, for fixed z0 and r ∈ K,
that the translation map z → z + z0 and the dilation map z → rz are continuous in
a normed vector space. The implication (i) implies (ii) is immediate. The fact that
T (sB) = sT (B) for s > 0 readily shows (ii), (iii) and (iv) are equivalent.
To finish the proof it suffice to show (iv) implies (i). Accordingly, suppose (iv) holds
and let U ⊂ X be a given open set. To prove that T (U ) is open, let y ∈ T (U ) be given.
There is an x ∈ U such that T (x) = y. There is an s > 0 such that the ball B(x, s) lies
in U ; that is B(x, s) ⊂ U . The ball sB = B(0, s) = B(x, r) − x is an open ball centered
to 0. By hypothesis there is an r > 0 such that B Y (0, r) ⊂ T (B(0, s)). (Here we use B Y
to emphasize this ball is a subset of Y.) By linearity of T ,
B Y (y, r) =B Y (0, r) + y ⊂ T (B(0, s)) + y
=T (B(0, s)) + T (x) = T (B(0, s) + x) = T (B(x, s)) ⊂ T (U ).
Thus T (U ) is open. 
Theorem 22.6 (Open Mapping). Suppose that X is a Banach space, Y is a normed
vector space and T : X → Y is bounded. If the range of T is of second category, then
(i) T (X ) = Y;
(ii) Y is complete (so a Banach space); and
(iii) T is open.
In particular, if X , Y are Banach spaces, and T : X → Y is bounded and onto, then
T is an open map.

Proof. Observe that (i) follows immediately from (iii). To prove (iii),
S∞ let B(x, r) denote
the open ball of radius r centered at x in X . Trivially X = n=1 B(0, n) and thus
MAA6617 COURSE NOTES SPRING 2020 27

T (X) = ∞
S
n=1 T (B(0, n)). Since the range of T is assumed second category, there is
an N such that T (B(0, N )) is second category and hence not nowhere dense. In other
words, T (B(0, N )) has nonempty interior. By scaling (see Lemma 22.5), T (B(0, 1)) has
nonempty interior. Hence, there exists p ∈ Y and r > 0 such that T (B(0, 1)) contains
the open ball B Y (p, r). (Here the superscript Y is used to emphasize this ball is in Y.)
It follows that for all kyk < r,

y = −p + (y + p) ∈ T (B(0, 2)).
In other words,
B Y (0, r) ⊂ T (B(0, 2)).
By scaling, it follows that, for n ∈ N,
r 1
B Y (0, ) ⊂ T (B(0, )).
2n+1 2n
We will use the hypothesis that X is complete to prove B Y (0, 4r ) ⊂ T (B(0, 1)).
Accordingly let y such that kyk < 4r be given. Since y is in the closure of T (B(0, 12 )),
there is a y1 ∈ T (B(0, 12 )) such that ky − y1 k < 8r . Since y − y1 ∈ B Y (0, 8r ) it is is in the
closure of T (B(0, 14 )). Thus there is a y2 ∈ T (B(0, 41 )) such that k(y − y1 ) − y2 k < 16 r
.

Continuing in this fashion produces a sequence (yj )j=1 from Y such that,
(a) ky − nj=1 yj k ≤ 2n+2 r
P
; and
1
(b) yn ∈ T (B(0, 2n )
for all n. It follows that ∞
P
j=1 yj converges to y. Further, for each j there is an xj ∈
1
B(0, 2j ) such that yj = T xj . Since

X ∞
X
kxk ≤ kxj k < 2−k = 1,
j=1 k=1
P∞
the series j=1 xj converges to some x ∈ B(0, 1). It follows that y = T x by continuity
of T . Consequently y ∈ T (B(0, 1)) and the proof of (iii) is complete.
To prove (ii), let M denote the kernel of T and T̃ the mapping T̃ : X /M → Y
determined by T̃ π = T . By Lemma 21.17, T̃ is continuous and one-one. Further its range
is the same as the range of T , namely Y, and is thus second category. Hence, by what
has already been proved, T̃ is an open map. and consequently T̃ −1 is continuous. Hence
X /M and Y are isomorphic (though of course not necessarily isometrically isomorphic)
as normed vector spaces. Therefore, since X /M is complete, so is Y. 

Note that the proof of item (ii) in the Open Mapping Theorem shows, in the case
that in the case that T is one-one and its range is of second category, that T is onto and
its inverse is continuous. In particular, if T : X → Y is a continuous bijection and Y is
a Banach space (so the range of T is second category), then T −1 is continuous.
28 MAA6617 COURSE NOTES SPRING 2020

Corollary 22.7 (The Banach Isomorphism Theorem). If X , Y are Banach spaces and
T : X → Y is a bounded bijection, then T −1 is also bounded (hence, T is an isomor-
phism).
To state the final result of this section, we need a few more definitions. Let X , Y
be normed spaces. The Cartesian product X × Y is a topological space in the product
topology. A set is open in the product topology if and only if it can be written as a
union of products of open sets. Alternately, a set O is open if and only if for each
z = (x, y) ∈ O there exists open sets U ⊂ X and V ⊂ Y such that z ∈ U × V ⊂ O. It
is not too hard to show that X × Y is metrizable (in fact the product topology can be
realized by norming X × Y, e.g. with the norm k(x, y)k := max(kxk, kyk)). It is easy
to see that a sequence zn = (xn , yn ) converges in the product topology if and only if
both (xn ) and (yn ) converge. Further, if X , Y are both Banach spaces (complete), then
X × Y is also complete and hence a Banach space. The space X × Y is equipped with
the coordinate projections πX (x, y) = x, πY (x, y) = y. It is clear from the definition of
the product topology that these maps are continuous. (In fact the product topology is
the coarsest topology such that the coordinate projections are continuous.)
Given a linear map T : X → Y, its graph is the set
G(T ) := {(x, y) ∈ X × Y : y = T x}
Observe that since T is a linear map, G(T ) is a linear subspace of X × Y. The transfor-
mation T is closed if G(T ) is a closed subset of X × Y. It is an easy exercise to show that
G(T ) is closed if and only if whenever (xn , T xn ) converges to (x, y), we have y = T x.
Problem 22.2 gives an example where G(T ) is closed, but T is not continuous. On the
other hand, if X , Y are complete (Banach spaces), then G(T ) is closed if and only if T
is continuous.
Theorem 22.8 (The Closed Graph Theorem). If X , Y are Banach spaces and T : X →
Y is closed, then T is bounded.
Proof. Let π1 , π2 be the coordinate projections πX , πY restricted to G(T ); explicitly
π1 (x, T x) = x and π2 (x, T x) = T x. Note that π1 is a bijection between G(T ) and X and
in particular π1−1 (x) = (x, T x). By hypothesis G(T ) is a closed subset of a Banach space
and hence a Banach space. Thus π1 is a bounded linear bijection between Banach spaces
and therefore, by Corollary 22.7, π1−1 : X → G(T ) is bounded. Since π2 is bounded,
π2 ◦ π1−1 : X → Y is continuous. To finish the proof, observe π2 ◦ π1−1 (x) = π2 (x, T x) =
T x.


22.1. Problems.
ProblemT 22.1. Show that there exists a sequence of open, dense subsets Un ⊂ R such
that m( ∞
n=1 Un ) = 0.
Problem 22.2. Consider the linear subspace D ⊂ c0 defined by
D = {f ∈ c0 : lim |nf (n)| = 0}
n→∞
MAA6617 COURSE NOTES SPRING 2020 29

and the linear transformation T : D → c0 defined by (T f )(n) = nf (n).


a) Prove T is closed, but not bounded. b) Prove T is bijective and T −1 : c0 → D is
bounded (and surjective), but not open. c) What can be said of D as a subset of c0 ?
Problem 22.3. Suppose X is a vector space equipped with two norms k · k1 , k · k2 such
that k · k1 ≤ k · k2 . Prove that if X is complete in both norms, then the two norms are
equivalent.
Problem 22.4. Let X , Y be Banach spaces. Provisionally, say that a linear transfor-
mation T : X → Y is weakly bounded if f ◦ T ∈ X ∗ whenever f ∈ Y ∗ . Prove, if T is
weakly bounded, then T is bounded.
Problem 22.5. Let X , Y be Banach spaces. Suppose (Tn ) is a sequence in B(X , Y)
and limn Tn x exists for every x ∈ X . Prove, if T is defined by T x = limn Tn x, then T is
bounded.
Problem 22.6. Suppose that X is a vector space with a countably infinite basis. (That
is, there is a linearly independent set {xn } ⊂ X such that every vector x ∈ X is
expressed uniquely as a finite linear combination of the xn ’s.) Prove there is no norm
on X under which it is complete. (Hint: consider the finite-dimensional subspaces
Xn := span{x1 , . . . xn }.)
Problem 22.7. The Baire Category Theorem can be used to prove the existence of
(very many!) continuous, nowhere differentiable functions on [0, 1]. To see this, let En
denote the set of all functions f ∈ C[0, 1] for which there exists x0 ∈ [0, 1] (which may
depend on f ) such that |f (x) − f (x0 )| ≤ n|x − x0 | for all x ∈ [0, 1]. Prove the sets En
are nowhere dense in C[0, 1]; the Baire Category Theorem then shows that the set of
nowhere differentiable functions is second category. (To see that En is nowhere dense,
approximate an arbitrary continuous function f uniformly by piecewise linear functions
g, whose pieces have slopes greater than 2n in absolute value. Any function sufficiently
close to such a g will not lie in En .)
Problem 22.8. Let L2 ([0, 1]) denote the Lebesgue measurable functions f : [0, 1] → C
such that |f |2 is in L1 ([0, 1]). It turns out, as we will see later, that L2 ([0, 1]) is a linear
manifold (subspace of the vector space L1 ([0, 1])), though this fact is not needed for this
problem.
Let gn : [0, 1] → R denote the function which takes the value n on [0, n13 ] and 0
elsewhere. Show,
R
(i) if f ∈ L2 ([0, 1]), then limn→∞ gn f dm R= 0;
(ii) Ln : L1 ([0, 1]) → C defined by Ln (f ) = gn f dm is bounded, and kLg k = n;
(iii) conclude L2 ([0, 1]) is of the first category in L1 ([0, 1]).
Problem 22.9. A Banach space of functions on a set X is a vector subspace B of the
space of complex-valued functions on X with a norm k ·k making B a Banach space such
that, for each x ∈ X, the mapping Ex : B → C defined by Ex (f ) = f (x) is continuous
(bounded) and if f (x) = 0 for all x ∈ X, then f = 0.
30 MAA6617 COURSE NOTES SPRING 2020

Suppose g : X → C. Show, if gf ∈ B for each f ∈ B, then the linear map


Mg : B → B defined by Mg f = gf is bounded.
Problem 22.10. Suppose X is a Banach space and M and N are closed subspaces.
Show, if for each x ∈ X there exist unique m ∈ M and n ∈ N such that
x = m + n,
then the mapping P : X → M defined by P x = m is bounded.

23. Hilbert spaces

23.1. Inner products. Let K denote either C or R.


Definition 23.1. Let X be a vector space over K. An inner product on X is a function
u : X × X → K such that, for all x, y, z ∈ X and all α, β ∈ K,
(i) u(x, x) ≥ 0 and u(x, x) = 0 if and only if x = 0.
(ii) u(x, y) = u(y, x)
(iii) u(αx + βy, z) = αu(x, z) + βu(y, z).
Notice that items (ii) and (iii) together imply
(iv) u(x, αy + βz) = αu(x, y) + βu(x, z).
/
Remark 23.2. A function u satisfying only items (iii) and (23.1) is called a bilinear
form (when K = R) or a sesquilinear form (when K = C). In this case, if (ii) is also
satisfied then u is called symmetric (R) or Hermitian (C). A Hermitian or symmetric
form satisfying u(x, x) ≥ 0 for all x is called positive semidefinite or a pre-inner product.
Typically, u is written h·, ·i so that u(x, y) = hx, yi.
Finally, observe if u is a bilinear (resp. sesquilinear) form, then each z ∈ X induces
a linear functional on X defined by x 7→ u(x, z). 
Theorem 23.3 (The Cauchy-Schwarz inequality). Suppose h·, ·i is a pre-inner product
on the vector space X.
(i) For x, y ∈ X,
|hx, yi|2 ≤ hx, xi hy, yi. (10)
(ii) If x, z ∈ X and hz, zi = 0, then hx, zi = 0.
(iii) The set
M = {x ∈ X : hx, xi = 0}
is a subspace of X.
(iv) Let Y = X/M and let π : X → Y denote the quotient map. The form [p, q] = hx, yi
where x, y ∈ X are any choices of vectors such that π(x) = p and π(y) = q is well
defined and an inner product on Y .

Item (i) is known as the Cauchy-Schwarz inequality.


MAA6617 COURSE NOTES SPRING 2020 31

Proof. Fix x, y ∈ X. For t ∈ R, let λ = thx, yi and compute, using the nonnegativity
assumption
0 ≤hx − λy, x − λyi
=hx, xi − 2t|hx, yi|2 + t2 |hx, yi|2 hy, yi
=:P (t).
Since P (t) is a nonnegative quadratic, its discriminant is nonpositive; i.e.,
|hx, yi|4 ≤ hx, xi hy, yi |hx, yi|2
and the Cauchy-Schwarz inequality follows.
If hz, zi = 0 and x ∈ X, then (i) immediately implies hx, zi = 0, which proves (ii).
In particular, if both x, y ∈ M and c ∈ C, then
hx + cy, x + cyi = hx, xi + chy, xi + chx, yi + |c|2 hy, yi = 0
and so M is a subpace.
Item (iv) is an exercise in definition chasing. 

23.2. Examples.
Kn : It is easy to check that the standard scalar product on Rn is an inner product;
it is defined as usual by
n
X
hx, yi = xj y j (11)
j=1

where we have written x = (x1 , . . . xn ); y = (y1 , . . . yn ). Similarly, the standard


inner product of vectors z = (z1 , . . . zn ), w = (w1 , . . . wn ) in Cn is given by
Xn
hz, wi = zj wj . (12)
j=1

(Note that it is necessary to take complex conjugates of the w’s to obtain positive
definiteness.)

`2 (N) : Let

X
2
` (N) = {(a1 , a2 , . . . an , . . . ) | an ∈ K, |an |2 < ∞}.
j=1
We may view ` as a subset of the vector space S of all sequences (with domain
2

N) with entrywise addition and scalar multiplication. Define, for sequences a =


(a1 , a2 , . . . ) and b = (b1 , b2 , . . . ) in `2 ,
X∞
an b n . (13)
n=1
This series is seen to converge absolutely using the comparison test and the
inequality 2|an bn | ≤ |an |2 + |bn |2 . From here it is not hard to prove that `2 is
32 MAA6617 COURSE NOTES SPRING 2020

closed under the vector space operations of S and is Phence a vector space; and
further that (13) defines an inner product, ha, bi = an bn , called the standard
inner product on `2 .

L2 (µ): Generalizing the previous example, let (X, M , µ) be a measure space. Consider
the set of all measurable functions f : X → K such that
Z
|f |2 dµ < ∞
X

The space L2 (µ) is defined to be this set, modulo the equivalence relation which
declares f equivalent to g if f = g almost everywhere. From the inequality
2|f g| ≤ |f |2 + |g|2 it follows that L2 (µ) is a vector space and that we can define
the inner product on L2 (µ) by
Z
hf, gi = f g dµ. (14)
X

23.3. Norms. Given a vector space X over K and a semi-inner product h·, ·i, define for
each x ∈ X p
kxk := hx, xi. (15)
This quantity should act something like a “length” of the vector x. Clearly kxk ≥ 0 for
all x, and moreover we have:
Theorem 23.4. Let X be a semi-inner product space over K, with k · k defined by
equation (15). Then for all x, y ∈ X and α ∈ K,
(a) kx + yk ≤ kxk + kyk
(b) kαxk = |α|kxk.
Thus k · k is a seminorm on X.
If h·, ·i is an inner product, then also
(c) kxk = 0 if and only if x = 0,
and thus k · k is a norm on X.

Proof. For all x, y ∈ X we have


kx + yk2 = hx + y, x + yi
= kxk2 + 2Re hx, yi + kyk2
≤ kxk2 + 2|hx, yi| + kyk2
≤ kxk2 + 2kxkkyk + kyk2 (16)
= (kxk + kyk)2
where we have used the Cauchy-Schwarz inequality in (16). Taking square roots finishes
the proof of item (a). Items (b) and (23.4) are left as exercises. 
MAA6617 COURSE NOTES SPRING 2020 33

When X is an inner product space, the quantity kxk will be called the norm of x.
Item (a) will be referred to as the triangle inequality. On Rn ,
kxk = (x21 + · · · + x2n )1/2 ,
is the usual Euclidean norm.
Lemma 23.5. Let H be an inner product space equipped with the norm topology. If (xn )
converges to x and (yn ) converges to y in H, then (hxn , yn i) converges to hx, yi.

Proof. By Cauchy-Schwarz,
|hxn , yn i − hx, yi| ≤ |hxn , yn − yi| + |hxn − x, yi| ≤ kxn kkyn − yk + kxn − xkkyk → 0,
since kxn − xk, kyn − yk → 0 and the sequence kxn k is bounded. 

23.4. Orthogonality. In this section we show that many of the basic features of the
Euclidean geometry of Kn extend naturally to the setting of an inner product space.
Definition 23.6. Let H be an inner product space.
(i) Two vectors x, y ∈ H are orthogonal if hx, yi = 0, written x ⊥ y.
(ii) Two subsets A, B of H are orthogonal if x ⊥ y for all x ∈ A and y ∈ B, written
A ⊥ B.
(iii) A subset A of H is orthogonal if x ⊥ y for each x, y ∈ A with x 6= y and is
orthonormal if also hx, xi = 1 for all x ∈ A.
(iv) The orthogonal complement of a subset E of H is
E ⊥ = {x ∈ H : hx, ei = 0 for all e ∈ E}.
/

The proof of the following lemma is an easy exercise. Indeed, the first item follows
immediately from Lemma 23.5 and the second from the positive definiteness of a norm.
Lemma 23.7. If E is a subset of an inner product space H, then
(i) E ⊥ is a closed subspace of H;
(ii) E ∩ E ⊥ ⊂ (0); and
(iii) E ⊂ (E ⊥ )⊥ = E ⊥⊥ .
Theorem 23.8 (The Pythagorean Theorem). If H is an inner product space and
f1 , . . . fn are mutually orthogonal vectors in H, then
kf1 + · · · + fn k2 = kf1 k2 + · · · + kfn k2 .

Proof. When n = 2, we have


kf1 + f2 k2 = kf1 k2 + hf1 , f2 i + hf2 , f1 i + kf2 k2
= kf1 k2 + kf2 k2 .
The general case follows by induction. 
34 MAA6617 COURSE NOTES SPRING 2020

Theorem 23.9 (The Parallelogram Law). If H is an inner product space and f, g ∈ H,


then
kf + gk2 + kf − gk2 = 2(kf k2 + kgk2 ). (17)

Proof. From the definition of the norm coming from the inner product,
kf ± gk2 = kf k2 + kgk2 ± 2Re hf, gi.
Now add. 

Subtracting, instead of adding, in the proof of the Parallelogram Law gives the
polarization identity
kf + gk2 − kf − gk2 = 4Re hf, gi
in the case K = R.
Theorem 23.10 (The Polarization identity). If H is an inner product space over R,
then
1
kf + gk2 − kf − gk2 .

hf, gi = (18)
4
If H is a complex inner product space, then
1
hf, gi = [kf + gk2 − kf − gk2 + kf − igk2 − kf + igk2 ] (19)
4
Remark: An elementary (but slightly tricky) theorem of von Neumann says that if H
is any vector space equipped with a norm k · k such that the parallelogram law (17) holds
for all f, g ∈ H, then H is an inner product space with inner product given by formula
(18) in the case of real scalars and formula (19) in the case of complex scalars. (The
proof is simply to define the inner product by equation (18) or (19), and check that it
is indeed an inner product.)

23.5. Completeness.
Definition 23.11. A Hilbert space over K is an inner product space X over K that is
complete in the metric d(x, y) = kx − yk. (Here, as usual, K is either C or R.) /

That the inner product spaces Kn are complete (and hence Hilbert spaces) is known
from elementary analysis. (Note that the complex case follows from the real case, since
the Euclidean norms are equal under the natural isomorphism Cn ∼ = R2n .)
Theorem 23.12. L2 (µ) is complete.
2
Proof.
P∞ We use Proposition 20.3. Accordingly suppose (fk ) is a sequence in L (µ) and
k=1 kfk k = B < ∞. Define
n
X ∞
X
Gn = |fk | and G= |fk |.
k=1 k=1
MAA6617 COURSE NOTES SPRING 2020 35

By the triangle inequality, kGn k ≤ nk=1 kfk k ≤ B for all n. Thus, by the Monotone
P
Convergence Theorem and the Cauchy-Schwarz inequality,
Z Z
2
G dµ = lim G2n dµ ≤ B 2 . (20)
X n→∞ X

Thus G belongs to L2 (µ) and in particular G(x) < ∞ for almost every x. Hence, by the
definition of G, the sum
X∞
fk (x)
k=1
converges absolutely for almost every x. Hence there is a measurable function f such
that this sum converges a.e. to f . By construction, |f | ≤ G and thus f ∈ L2 (µ).
Moreover, for all n we have
2
Xn
f − fk ≤ (2G)2 .


k=1
2
Equation (20) says that G is integrable, so we can apply the Dominated Convergence
Theorem to obtain
2 Z 2
n
X n
X
lim f − fk = lim f − fk dµ = 0.

n→∞ n→∞ X
k=1 k=1

23.6. Best approximation. The results of the preceding subsection used only the inner
product, but to go further we will need to invoke completeness. From now on, then, we
work only with Hilbert spaces. We begin with a fundamental approximation theorem.
Recall that if X is a vector space over K, a subset K ⊆ X is called convex if whenever
a, b ∈ K and 0 ≤ t ≤ 1, we have (1 − t)a + tb ∈ K as well. (Geometrically, this means
that when a, b lie in K, so does the line segment joining them.)
Theorem 23.13. Suppose H is a Hilbert space. If K ⊆ H is a closed, convex, nonempty
set, and h ∈ H, then there exists a unique vector k0 ∈ K such that
kh − k0 k = dist(h, K) := inf{kh − kk : k ∈ K}.

Proof. Let d = dist(h, K) = inf k∈K kh−kk. First observe, if x, y ∈ K, then, by convexity,
so is v = x+y
2
and in particular, kh − vk2 ≥ d2 . Hence, by the parallelogram law,
x − y 2 1
2
= kx − hk2 + ky − hk2 − x + y − h


2 2 2
(21)
1
≤ kx − hk2 + ky − hk2 − d2 .

2
By assumption, there exists a sequence (kn ) in K so that (kkn − hk) converges to d.
Given  > 0 choose N such that for all n ≥ N , kkn − hk2 < d2 + 41 2 . By (21), if
36 MAA6617 COURSE NOTES SPRING 2020

m, n ≥ N then
km − kn 2 1 2 1 2

< (2d +  ) − d2 = 1 2 .
2 2 2 4
Consequently kkm − kn k <  for m, n ≥ N and (kn ) is a Cauchy sequence. Since H is
complete, (kn ) converges to a limit k0 , and since K is closed, k0 ∈ K. Since (kn − h)
converges to (k0 − h) and kkn − hk converges to d it follows, by continuity of the norm,
that kk0 − hk = d.
It remains to show that k0 is the unique element of K with this property. If k 0 ∈ K
and kk 0 − hk = d, then another application of v = (k0 + k 0 )/2 belongs to K, and
kv − hk ≥ d. By the parallelogram law again, equation (21) gives
k0 − k 0 2 1

2 0 2 1
− d2 = (d2 + d2 ) − d2 = 0.

0≤ 2
≤ kk0 − hk + kk − hk
2 2
Hence k0 = k 0 . 

The most important application of the preceding approximation theorem is in the


case when K = M is a closed subspace of the Hilbert space H. (Note that a subspace is
always convex). What is significant is that in the case of a subspace, the minimizer k0 has
an elegant geometric description, namely, it is obtained by “dropping a perpendicular”
from h to M . This is the content of the next theorem.
Since we will use the notation often, let us write M ≤ H to mean that M is a closed
subspace of H.
Theorem 23.14. Suppose H is a Hilbert space, M ≤ H, and h ∈ H. If f0 is the unique
element of M such that kh−f0 k = dist(h, M ), then (h−f0 ) ⊥ M . Conversely, if f0 ∈ M
and (h − f0 ) ⊥ M , then kh − f0 k = dist(h, M ).

Proof. Let f0 ∈ M with kh − f0 k = dist(h, M ) be given. Given f ∈ M , for t ∈ R, let


λ = thh − f0 , f i. Since f0 + λf ∈ M ,
0 ≤ kh − (f0 + λf )k2 − kh − f0 k2
=k(h − f0 ) + λf k2 − kh − f0 k2
=2<λ hh − f0 , f i + |λ|2 kf k2
=[2t + t2 ] kf k2 |hh − f0 , f i|2
for all t. Thus hh − f0 , f i = 0.
Conversely, suppose f0 ∈ M and (h − f0 ) ⊥ M . In particular, we have (h − f0 ) ⊥
(f0 − f ) for all f ∈ M . Therefore, for all f ∈ M
kh − f k2 = k(h − f0 ) + (f0 − f )k2 (22)
= kh − f0 k2 + kf0 − f k2 (why?) (23)
≥ kh − f0 k2 . (24)
Thus kh − f0 k = dist(h, M ). 
MAA6617 COURSE NOTES SPRING 2020 37

Corollary 23.15. If M ≤ H, then (M ⊥ )⊥ = M .

Proof. By Lemma 23.7, M ⊂ (M ⊥ )⊥ . Now suppose that x ∈ (M ⊥ )⊥ . By Theorem 23.14


applied to x and M , there exists m ∈ M such that x − m ∈ M ⊥ . On the other hand,
both x and m are in (M ⊥ )⊥ and thus by Lemma 23.7, x − m ∈ (M ⊥ )⊥ . Thus x − m = 0
by Lemma 23.7, and x ∈ M . 

If E is a subset of the Banach space X, and E is the collection of all closed subspaces
N of X such that E ⊂ N , then
M = ∩N ∈E N
is the smallest closed subspace containing E.
Corollary 23.16. If E is a subset of H, then (E ⊥ )⊥ is equal to the smallest closed
subspace of H containing E.

Proof. The proof uses Lemma 23.7 freely. Evidently E ⊂ (E ⊥ )⊥ . Further (E ⊥ )⊥ is a


closed subspace. If M is a closed subspace containing E, then E ⊥ ⊃ M ⊥ and hence
(E ⊥ )⊥ ⊂ (M ⊥ )⊥ = M by Corollary 23.15. 
Corollary 23.17. A vector subspace E of a Hilbert space H is dense in H if and only
if E ⊥ = (0).
Lemma 23.18. Suppose M, N ≤ H. If M and N are orthogonal, then M + N is closed.

Given subspaces M, N ≤ H of a Hilbert space H, the notation M ⊕ N is used for


M + N in the case M and N are closed subspaces and M ⊥ N . Hence, M ⊕ N indicates
that M, N are orthogonal closed subspaces of H.

Proof. It suffices to prove that M + N is complete. Accordingly suppose (mk + nk ) is a


Cauchy sequence from M + N . From orthogonality, for k, ` ∈ N,
kmk − m` k2 + knk − n` k2 = k(mk + nk ) − (m` + n` )k2
and hence (mk ) and (nk ) are both Cauchy. Since H is complete and M, N are closed,
M and N are each complete. Thus (mk ) converges to some m ∈ M and (nk ) converges
to some n ∈ N and thus (mk + nk ) converges to m + n ∈ M + N . 
Corollary 23.19. If M ≤ H, then H = M ⊕ M ⊥ .

Proof. Given x ∈ H, there exists m ∈ M such that x − m ∈ M ⊥ by Theorem 23.14.


Hence x = m + (x − m) ∈ M ⊕ M ⊥ . 

23.7. The Riesz Representation Theorem. In this section we investigate the dual
H ∗ of a Hilbert space H. One way to construct bounded linear functionals on Hilbert
space is as follows. Given a vector g ∈ H define,
Lg (h) = hh, gi.
38 MAA6617 COURSE NOTES SPRING 2020

Indeed, linearity of L is just the linearity of the inner product in the first entry, and the
boundedness of L follows from the Cauchy-Schwarz inequality,
|Lg (h)| = |hh, gi| ≤ kgkkhk.
So kLg k ≤ kgk, but in fact it is easy to see that kLg k = kgk; just apply Lg to the unit
vector g/kgk. Hence, L : H → H ∗ defined by g 7→ Lg is a conjugate linear isometry
(thus linear in the case of real scalars).
In fact, it is clear from linear algebra that every linear functional on Kn takes the
form Lg . More generally, every bounded linear functional on a Hilbert space has the form
just described.
Theorem 23.20 (The Riesz RepresentationTheorem). If H is a Hilbert space and λ :
H → K is a bounded linear functional, then there exists a unique vector g ∈ H such that
λ = Lg . Thus the conjugate linear mapping L is isometric and onto.

Proof. It has already been established that L is isometric and in particular one-one.
Thus it only remains to show L is onto. Accordingly, let λ ∈ H ∗ be given. If λ = 0, then
λ = L0 . So, assume λ 6= 0. Since λ is continuous by Proposition 20.7, ker λ = λ−1 ({0})
is a proper, closed subspace of H. Thus, by Theorem 23.14 (or Corollary 23.19) there
exists a nonzero vector f ∈ (ker λ)⊥ and by rescaling we may assume λ(f ) = 1.
Given h ∈ H, observe
λ(h − λ(h)f ) = λ(h) − λ(h)λ(f ) = 0.
Thus h − λ(h)f ∈ ker λ and consequently,
0 = hh − λ(h)f, f i
= hh, gi − λ(h)hf, f i.
f
Thus λ = Lg , where g = kf k2
and the proof is complete. 

23.8. Duality for Hilbert space. In the case K = R the Riesz representation theorem
identifies H ∗ with H. In the case K = C, the mapping sending λ ∈ H ∗ to the vector
h0 is conjugate linear and thus H ∗ is not exactly H (under this map). However, it
is customary when working in complex Hilbert space not to make this distinction. In
particular, it is a simple matter to identify the adjoint of a bounded operator T : H → H
as an operator T ∗ : H → H. (See Theorem 21.14.) Namely, for h ∈ H, define T ∗ h as
follows. Observe that the mapping λ : H → C defined by λ(f ) = hT f, hi is (linear and)
continuous. Hence, there is a vector T ∗ h such that
hT f, hi = λ(f ) = hf, T ∗ hi.
Conversely, if S : H → H is linear and
hT f, hi = hf, Shi
for all f, h ∈ H, then S = T ∗ . In particular T ∗ is completely determined by hT f, hi =
hf, T ∗ hi for all f, h ∈ H. Further properties of the adjoints on Hilbert space appear in
Problem 23.2.
MAA6617 COURSE NOTES SPRING 2020 39

A bounded operator T on a Hilbert space H is self-adjoint or hermitian if T ∗ = T .


The proof of the following lemma uses the convenient fact that if T is abounded operator
on H and if hT h, gi = 0 for all h, g ∈ H, then T = 0.
Proposition 23.21. Suppose T is a bounded self-adjoint operator on a Hilbert space H.
If hT h, hi = 0 for all h ∈ H, then T = 0.

Proof. The proof involves a polarization argument. Given h, g ∈ H, we have


2<hT h, gi = hT (h + g), h + gi = 0.
Similarly,
2i=hT h, gi = hT (h − ig), h − igi = 0.
Hence hT h, gi = 0 and thus T = 0. 

Returning to Theorem 23.14, if M ≤ H and h ∈ H, there exists a unique f0 ∈ M


such that (h − f0 ) ⊥ M . We thus obtain a well-defined function P : H → H (or, we
could write P : H → M ) defined by
P h = f0 . (25)
That is, P h is characterized by P h ∈ M and (h − P h) ⊥ M . If the space M needs to
be emphasized we will write PM for P .
A bounded operator Q on a Hilbert space H (meaning Q : H → H is linear and
bounded) is a projection if Q∗ = Q and Q2 = Q. The following Theorem says if Q is a
projection, then Q = PN , where N is the range of Q; that is, Q is uniquely determined
by its range.
Theorem 23.22. Suppose M ≤ H. The mapping P = PM is a projection with range
M . Moreover, if Q is a projection with range N , then
(i) if h ∈ N , then Qh = h;
(ii) kQhk ≤ khk for all h ∈ H;
(iii) N ≤ H;
(iv) N ⊥ is the kernel of Q;
(v) I − Q is a projection with range N ⊥ ; and
(vi) Q = PN .

The mapping P is called the orthogonal projection of H on M and, for h ∈ H, the


vector P h is the orthogonal projection of h onto M .

Proof. In view of Corollary 23.19, M + M ⊥ = H and M ∩ M ⊥ = (0) from which it


follows readily that P is a linear map.
Evidently P maps into M and if f ∈ M, then P f = f and hence P maps onto M
and P P f = P f (and so P 2 = P ). Note that P h = 0 if and only if h ∈ M ⊥ . Thus
ker(P ) = M ⊥ . Further, PM ⊥ = I − P . In particular, the ranges of P and I − P are
orthogonal.
40 MAA6617 COURSE NOTES SPRING 2020

If h ∈ H, then h = P h + (h − P h). But (h − P h) ∈ M ⊥ and P h ∈ M , and thus, by


the Pythagorean Theorem
khk2 = kh − P hk2 + kP hk2 .
Hence kP hk ≤ khk. In particular, P is a bounded operator on H. (See also Problem
22.10.)
Given g, f ∈ H, using orthogonality of the ranges of P and I − P ,
hP f, P gi =hP f, (I − P )g + P gi
=hP f, gi
On the other hand, by the same reasoning
hP f, P gi =hP f + (I − P )f, P gi
=hf, P gi

Hence P = P and all the claims about P have now been proved. It is also immediate
that I − P is the projection onto M ⊥ .
Turning to Q, suppose Q is a projection and let N denote the range of Q. Since
2
Q = Q it follows that Qh = h for h ∈ N (the range of Q).
An easy computation shows that Q(I − Q) = 0. Thus if h, f ∈ H, then
hQh, (I − Q)f i = hh, Q(I − Q)f i = 0.
Choosing f = h, it follows that h = Qh + (I − Q)h is an orthogonal decomposition and
hence kQhk ≤ khk.
If (hn ) is a sequence from the range of Q which converges to h ∈ H, then, by
continuity of Q, the sequence (hn = Qhn ) converges to Qh and thus h = Qh so that the
range of Q is closed.
Next, f ∈ N ⊥ if and only if
0 = hQh, f i = hh, Qf i
for every h ∈ H; if and only if Qf = 0. Thus N ⊥ = ker(Q).
Finally, an easy argument shows I − Q is a projection too. In particular, f is in the
range of I − Q if and only if (I − Q)f = f . On the other hand (I − Q)f = f if and
only if Qf = 0. Thus the range of I − Q is the kernel of Q. Finally, given h ∈ H, since
h − Qh = (I − Q)h ∈ ker(Q) = N ⊥ , it follows that Qh = PN h.


23.9. Orthonormal Sets and Bases. Recall, a subset E of a Hilbert space H is


orthonormal if kek = 1 for all e ∈ E, and if e, f ∈ E and e 6= f , then e ⊥ f .
Definition 23.23. An orthonormal set is maximal if it is not contained in any larger
orthonormal set. A maximal orthonormal set is called an (orthonormal) basis for H. /
Proposition 23.24. An orthonormal set E is maximal if and only if the only vector
orthogonal to E is the zero vector. Equivalently, an orthonormal set E is maximal if
and only if the span of E is dense in H.
MAA6617 COURSE NOTES SPRING 2020 41

To prove the proposition use H = E ⊕ E ⊥ .


Remark 23.25. It must be stressed that a basis in the above sense need not be a basis
in the sense of linear algebra; that is, a basis for H as a vector space. In particular,
it is always true that an orthonormal set is linearly independent (Exercise: prove this
statement), but in general an orthonormal basis need not span H. In fact, if E is an
infinite orthonormal subset of H, then E does not span H. See Problem 22.6. 
Example 23.26. Here are some common examples of orthonormal bases.
(a) Of course the standard basis {e1 , . . . , en } is an orthonormal basis of Kn .
(b) In much the same way we get a orthonormal basis of `2 (N); for each n define
(
1 if k = n
en (k) =
0 if k 6= n

It is straightforward to check that the set E = {en }∞


n=1 is orthonormal. In fact, it is
a basis. To see this, notice that if h : N → K belongs to `2 (N), then hh, en i = h(n),
and hence if h ⊥ E, we have h(n) = 0 for all n, so h = 0.
(c) Let H = L2 [0, 1]. Consider for n ∈ Z the functions en (x) = e2iπnx . An easy exercise
shows this set is orthonormal. Though not obvious, it is in fact a basis. (See Problem
23.7.)
4

23.10. Basis expansions. Our ultimate goal in this section is to show that vectors in
Hilbert space admit expansions as (possibly infinite) linear combinations of basis vectors.
Theorem 23.27. Let {e1 , . . . en } be an orthonormal set in H, and let M = span{e1 , . . . en }.
The orthogonal projection P = PM onto M is given by, for h ∈ H,
n
X
Ph = hh, ej iej . (26)
j=1

Pn
Proof. Given h ∈ H, let g = j=1 hh, ej iej . Since g ∈ M, it suffices to show (h−g) ⊥ M .
For 1 ≤ m ≤ n,
* n +
X
hh − g, em i =hh, em i − hh, ej iej , em
j=1
Xn
= hh, em i − hh, ej ihej , em i
j=1

= hh, em i − hh, em i = 0.
It follows that h − g is orthogonal to {e1 , . . . , en } and hence to M . 
42 MAA6617 COURSE NOTES SPRING 2020

Theorem 23.28 (Gram-Schmidt process). If (fn )∞ n=1 is a linearly independent sequence


in H, then there exists an orthonormal sequence (en )∞
n=1 such that for each n, span{f1 , . . . fn } =
span{e1 , . . . en }.

Proof. Put e1 = f1 /kf1 k. Assuming P e1 , . . . en have been constructed satisfying the condi-
tions of the theorem, let gn+1 = nj=1 hfn+1 , ej iej , the orthogonal projection of fn+1 onto
gn
Mn = span{e1 , . . . , en }. Thus gn+1 is orthogonal to Mn and not 0. Let en+1 = kgn+1 k
. 

It follows from the Gram-Schmidt process that H is finite dimensional as a Hilbert


space if and only if H is finite dimensional as a vector space (and these dimensions
agree).
Theorem 23.29 (Bessel’s inequality). If {e1 , e2 , . . . } is an orthonormal sequence in H,
then for all h ∈ H
X∞
|hh, en i|2 ≤ khk2 . (27)
n=1

Proof. For N ∈ N+ , let PN denote the projection onto MN = span({e1 , . . . , eN }). Given
h ∈ H, Theorem 23.27 and orthogonality gives,
khk2 = kPN h + (I − PN )hk2
=kPn hk2 + k(I − PN )hk2
≥kPN hk2
N
X
= |hh, ej i|2 .
j=1

Since the inequality holds for all N , the proof is complete. 


Corollary 23.30. If E ⊂ H is an orthonormal set and h ∈ H, then hh, ei is nonzero
for at most countably many e ∈ E.

Proof. Fix h ∈ H and a positive integer N , and define


1
EN = {e ∈ E : |hh, ei| ≥ }.
N
We claim that EN is finite. If not, then it contains a countably infinite subset {e1 , e2 , . . . }.
Applying Bessel’s inequality to h and this subset, we get
∞ ∞
X X 1
khk2 ≥ |hh, en i|2 ≥ = +∞,
n=1 n=1
N
a contradiction. Hence,

[
{e ∈ E : hh, ei =
6 0} = EN
N =1
is a countable union of finite sets, and therefore countable. 
MAA6617 COURSE NOTES SPRING 2020 43

Corollary 23.31. Suppose E ⊂ H is an orthonormal set and let F denote the collection
of finite subsets of E. If h ∈ H, then
X
sup{ |hh, ei|2 : F ∈ F} ≤ khk2 . (28)
e∈F

At this point we pause to discuss convergence of infinite series in Hilbert space.


We have already encountered ordinary convergence P∞ and absolute convergencePin our
N
discussion of completeness: recall that the series n=1 hn converges if limN →∞ n=1 hn
exists;
P∞ its limit h is called the sum of the series. The series converges absolutely if
n=1 khn k < ∞ and absolute convergence implies convergence.
The series ∞
P
n=1 hn is unconditionallyPconvergent if there exists an h ∈ H such that
for each bijection ϕ : N → N the series ∞ n=1 hϕ(n) converges to h. (In other words,
every reordering of the series converges, and to the same sum.) Of course absolute
convergence implies unconditional convergence. For ordinary scalar series, or in a finite
dimensional Hilbert space such as Kn , unconditional convergence implies absolute con-
vergence; however in infinite dimensional Hilbert space unconditional convergence need
not imply absolute convergence as the example following Theorem 23.32 shows.
Theorem 23.32. Suppose E = {e1 , e2 , . . . } ⊂ H is a countable orthonormal set and
(an ) is a sequence of complex numbers. The following are equivalent.
(i) the series ∞
P
P∞ j=1 aj ej converges;
2
(ii) j=1 |aj | converges; and
(iii) the series ∞
P
j=1 aj ej converges unconditionally.

Further, if h ∈ H, then the series



X
hh, ej iej (29)
j=1

is unconditionally convergent and, letting g denote the (unconditional) sum,


hg, ej i = hh, ej i.
Suppose {e1 , e2 , . . . } is a countable orthonormal set in a Hilbert space H. The series

X 1
ej
j=1
j
is Cauchy (verify this as an exercise) and hence converges to some h ∈ H. From Theorem
23.32 it follows that hh, ej i = 1j and the series above converges unconditionally to h.
On the other hand, this series does not converge absolutely and hence unconditional
convergence does not imply absolute convergence.
Proof. Let sn denote the partial sums of the series ∞
P
j=1 aj ej ,
n
X
sn = aj ej .
j=1
44 MAA6617 COURSE NOTES SPRING 2020

Since H is complete, the series ∞


P
j=1 aj ej converges if and only if for each  > 0 there is
an N so that for all m ≥ n ≥ N ,
m
X
ksm − sn k2 = |aj |2 <  (30)
j=n+1
Pm
if and only if the series j=N +1 |aj |2 <  converges. Hence items (i) and (ii) are equiva-
lent.
Now suppose ∞ 2
P
j=1 |aj | converges and let ϕ : N → N. P∞
For numerical series, ab-
solute convergence implies conditional convergence. Hence j=1 |aϕ(j) |2 converges and
therefore, using the equivalence between item (ii) implies (i) it follows that the series

X
aϕ(k) eϕ(k)
k=1
0
converges to some g , the limit of the partial sums
n
X
s0n = aϕ(j) eϕ(j) .
j=1

It remains to show g 0 = g.
Given  > 0, choose N so that (30) holds. Now choose M ≥ N so that
{1, 2, . . . N } ⊆ {ϕ(1), ϕ(2), . . . ϕ(M )}.
For n ≥ M , let Gn be the symmetric difference of the sets {1, . . . n} and {ϕ(1), . . . ϕ(n)}
(that is, their union minus their intersection). Since n ≥ M , the set Gn ⊂ {N + 1, N +
2, . . . }. It follows that
X
ksn − s0n k2 = k ±ak ek k2 (31)
k∈Gn
X
= |ak |2 (32)
k∈Gn

X
≤ |aj |2 (33)
N +1
< . (34)
Thus g 0 = g. Hence item (ii) implies item (iii) and the proof of the first part of the
theorem is complete.
|hh, ej i|2 and thus, by
P
For h ∈ H Bessel’s inequality impliesPthe convergence of
what has already been proved, the series hh, ej i ej converges unconditionally to some
g ∈ H. To complete the proof, given  > 0, choose N so that if n ≥ N , then
n
X
kg − hh, ej iej k < .
j=1
MAA6617 COURSE NOTES SPRING 2020 45

It follows that, by the Cauchy-Schwarz inequality, for m ≤ n,


n
X n
X
2
|hg − hh, ej iej , em i| ≤ kg − hh, ej iej k kem k < .
j=1 j=1

On the other hand,


n
X
hg − hh, ej iej , em i = hg, em i − hh, em i
j=1

and the desired conclusion follows. 

There is another notion of convergence in Hilbert space. Let I be an index set and
let F denote the collection of finite subsets of I. Given {hi : i ∈ I}, a collection of
elements of H, the series X
hi
i∈I
converges as a net if there exists h ∈ H such that for every  > 0 there exists an F ∈ F
such that for every F ⊂ G ∈ F,
X
k hi − hk < .
i∈G

Proposition 23.33. If E is an orthonormal subset of a Hilbert space H and h ∈ H,


then X
hh, eie
e∈E
converges (as a net). Moreover, if g is the limit (as a net), then, for each e ∈ E,
hg, ei = hh, ei.
If (hj ) is a sequence from H and
X
hj
j∈N+

converges (as a net) to some h ∈ H, then



X
hj
j=1

converges unconditionally to h.

Proof. Let E0 = {e ∈ E : hh, ei =


6 0}. From Corollary 23.30, E0 is at most countable.
Suppose E0 is countable and choose an enumeration, E0 = {e1 , e2 , . . . }. By Theorem
23.32, the series
X∞
hh, ej iej
j=1
46 MAA6617 COURSE NOTES SPRING 2020

converges unconditionally to some g ∈ H and moreover hg, ej i = hh, ej i for all j. Given
 > 0, there is an N so that if n ≥ N , then
X n
|g − hh, ej iej | < 
j=1

and, from Bessel’s inequality,



X
|hg, ej i|2 < 2 .
j=N
Let F = {e1 , . . . , eN }. If G ⊂ E is finite and F ⊂ G, then
X N
X X
kg − hg, eik ≤kg − hg, ej ik + k hg, eiek
e∈G j=1 e∈G\F

1
X
≤ + [ |hg, ej i|2 ] 2
j=N
≤2.
P
Hence e∈E hh, ei converges as a net to g. Further, by construction, hg, ei = hh, ei for
e ∈ E0 . On the other hand, if e ∈
/ E0 , then, for each n,
Xn
h hh, ej iej , ei = 0,
j=1

and thus hg, ei = 0 = hh, ei.


The proof of the last part of the proposition is left as a (challenging) exercise. See
Problem 23.14. 
Theorem 23.34. If E ⊂ H is an orthonormal set, then the following are equivalent:
(a) E is a (orthonormal) basis for H;
P
(b) h = e∈E hh, eie for each h ∈ H;
P
(c) hg, hi = e∈E hg, eihe, hi for each g, h ∈ H; and
(d) khk2 = e∈E |hh, ei|2 for each h ∈ H.
P

Proof. Suppose E is an orthonormal set in H and h ∈ H. In this case,


X
hh, eie
e∈E

converges (as a net) to some g ∈ H and moreover hg, ei = hh, ei for all e ∈ E. Suppose
g−h
g 6= h and let f = kg−hk so that f is a unit vector. If e ∈ E, then
1
hf, ei = hg − h, ei = 0,
kg − hk
and thus E is not maximal. Hence (a) implies (b).
MAA6617 COURSE NOTES SPRING 2020 47

Now suppose (b) holds and let h, g ∈ H be given. Given , choose a finite subset F
of E such that if F ⊂ G ⊂ E, then
X X √
kh − hh, eiek, kg − hg, eiek < 
e∈G e∈G

and observe, using the Cauchy-Schwarz inequality,


X X
 > hh − hh, eie, g − hg, eie
e∈G f ∈G
X
= hh, gi − hh, ei he, gi .
e∈G

Hence (b) implies (c).


Item (d) follows from (c) by choosing g = h. Finally, suppose that (a) does not
hold. In that case there exists a unit vector h ∈ H such that h is orthogonal to E. In
particular, X
|hh, ei| = 0
e∈E
and (d) does not hold. 
Theorem 23.35. Every Hilbert space H 6= (0) has an orthonormal basis.

Proof. The proof is essentially the same as the Zorn’s lemma proof that every vector
space has a basis. Let H be a Hilbert space and E the collection of orthonormal subsets
of H, partially ordered by inclusion. Since H 6= (0), the collection E is not empty. If
(Eα ) is an ascending chain in E, then it is straightforward to verify that ∪α Eα is an
orthonormal set, and is an upper bound for (Eα ). Thus by Zorn’s lemma, E has a
maximal element. This maximal element is then a basis (maximal orthonormal set). 
Remark 23.36. If H has a finite orthonormal basis E = {e1 , . . . , en }, then by Theorem
23.34(b), E spans (in the sense of linear algebra) and is therefore a vector space (Hamel)
basis for H. Hence H has dimension n as a vector space and further every orthonormal
basis of H has exactly n elements.
On the other hand, if H has an infinite orthonormal basis E, then it contains an
infinite linearly independent set (the basis E) and so has infinite dimension as a vector
space. 
Theorem 23.37. Any two bases of a Hilbert space H have the same cardinality.

In the proof we let |S| denote the cardinality of the set S.

Proof. Suppose E, F are orthonormal bases for H. If E is finite, then E is a basis in


the vector space sense and thus H is finite dimensional as a vector space. Since F is
orthonormal, it is linearly independent and hence |F | ≤ |E|. Thus F is also a vector
space basis for H and so |F | = |E|. By symmetry, either both E and F are finite and
have the same cardinality or both are infinite. Accordingly suppose both are infinite.
48 MAA6617 COURSE NOTES SPRING 2020

Fix e ∈ E and consider the set


Fe = {f ∈ F | hf, ei =
6 0}.
Since F is orthonormal, each Fe is at most countable S by Corollary 23.30, and since E is
a basis, each f ∈ F belongs to at least one Fe . Thus e∈E Fe = F , and

[
|F | = Fe ≤ |E| · ℵ0 = |E|


e∈E

where the last equality holds since E is infinite.


By symmetry, |F | ≤ |E| and the proof is complete. 

In light of this theorem, we make the following definition.


Definition 23.38. The (orthogonal) dimension of a Hilbert space H is the cardinality
of any orthonormal basis, and is denoted dim H. If dim H is finite or countable, H is
separable or separable Hilbert space. /

23.11. Weak convergence. In addition to the norm topology, Hilbert spaces carry
another topology called the weak topology. In these notes we will stick to the seperable
case and just study weakly convergent sequences.
Definition 23.39. Let H be a seperable Hilbert space. A sequence (hn ) in H converges
weakly to h ∈ H if for all g ∈ H,
hhn , gi → hh, gi.
/

The Cauchy-Schwarz inequality implies if (hn ) converges to h in norm, then (hn )


converges weakly to h. However, when H is infinite-dimensional, the converse can fail.
For instance, let {en }∞
n=1 be an orthonormal basis for H. Then (en ) converges to 0
weakly. (The proof is an exercise, see Problem 23.9). On the other hand, the sequence
(en ) is not norm convergent, since it is not Cauchy. In this section weak convergence is
characterized as “bounded coordinate-wise convergence” and it is shown that the unit
ball of a separable Hilbert space is weakly sequentially compact.
Proposition 23.40. Let H be a Hilbert space with orthonormal basis {ej }∞
j=1 . A se-
quence (hn ) in H is weakly convergent if and only if
i) supn khn k < ∞, and
ii) limn hhn , ej i exists for each j.

Proof. Suppose (hn ) converges to h weakly. For each n


Ln (g) = hg, hn i
is a bounded linear functional on H. Since, for fixed g, the sequence |Ln (g)| converges, it
is bounded. Thus, the family of linear functionals (Ln ) is pointwise bounded and hence,
MAA6617 COURSE NOTES SPRING 2020 49

by the Principle of Uniform boundedness, sup khn k = sup kLn k < ∞, showing (i) holds.
Item (ii) is immediate from the definition of weak convergence.
Conversely, suppose (i) and (ii) hold, let M = sup khn k. Define
ĥj = limhhn , ej i.

We will show that j |ĥj |2 ≤ M (so that the series


P P
ĥj ej is norm convergent in H);
we then define h to be the sum of this series and show that hn → h weakly.
For positive integers J and all n,
J
X
|hhn , ej i|2 ≤ khn k2 ≤ M 2
j=1

by Bessel’s inequality. Thus,


J
X J
X J
X
2 2
|ĥj | = lim |hhn , ej i| = lim |hhn , ej i|2 ≤ M 2 .
n n
j=1 j=1 j=1

Thus j |ĥj |2 ≤ M 2 and therefore the series j ĥj ej is norm convergent to some h ∈ H
P P

such that hh, ej i = ĥj by Theorem 23.32. By Theorem 23.34, khk ≤ M .


Now wePprove that (hn ) converges to h weakly. Fix g ∈ H and let  > 0 be given.
Since g = j hg, ej iej (where the series is norm convergent) there exists an positive
integer J large enough so that

XJ X ∞
g − hg, ej iej = hg, ej iej < .


j=1 j=J+1
PJ
Let g0 = j=1 hg, ej iej , write g = g0 + g1 , observe kg1 k <  and estimate,
|hhn − h, gi| ≤ |hhn − h, g0 i| + |hhn − h, g1 i|.
By (ii), the first term on the right hand side goes to 0 with n, since g0 is a finite sum of
ej ’s. By Cauchy-Schwarz, the second term is bounded by 2M . As  was arbitrary, we
see that the left-hand side goes to 0 with n. 

It turns out, if (hn ) converges to h weakly, then khk ≤ lim inf khn k and further, still
assuming (hn ) converges weakly to h, khk = lim khn k if and only if (hn ) converges to h
in norm. See Problem 23.9.
Theorem 23.41 (Weak compactness of the unit ball in Hilbert space). If (hn ) is a
bounded sequence in a separable Hilbert space H, then (hn ) has a weakly convergent
subsequence.

Theorem 23.41 holds without the separability hypothesis, but the proof is much
simpler with the hypothesis.
50 MAA6617 COURSE NOTES SPRING 2020

Proof. Using the previous proposition, it suffices to fix an orthonromal basis (ej ) and
produce a subsequence (hnk )k such that hhnk , ej i converges for each j. This is a standard
“diagonalization” argument, and the details are left as an exercise (Problem 23.11) 

23.12. Problems.
Problem 23.1. Prove the complex form of the polarization identity: if H is a Hilbert
space over C, then for all g, h ∈ H
1
kg + hk2 − kg − hk2 + ikg + ihk2 − ikg − ihk2

hg, hi =
4
Problem 23.2. (Adjoint operators) Let H be a Hilbert space and T : H → H a
bounded linear operator.
a) Prove there is a unique bounded operator T ∗ : H → H satisfying hT g, hi =
hg, T ∗ hi for all g, h ∈ H, and kT ∗ k = kT k.
b) Prove, if S, T ∈ B(H), then (aS + T )∗ = aS ∗ + T ∗ for all a ∈ K, and that
T ∗∗ = T .
c) Prove kT ∗ T k = kT k2 .
d) Prove kerT is a closed subspace of H, (ranT ) = (kerT ∗ )⊥ and kerT ∗ = (ranT )⊥ .
Problem 23.3. Let H, K be Hilbert spaces. A linear transformation T : H → K is
called isometric if kT hk = khk for all h ∈ H, and unitary if it is a surjective isometry.
Prove the following:
a) T is an isometry if and only if hT g, T hi = hg, hi for all g, h ∈ H, if and only if
T ∗ T = I (here I denotes the identity operator on H).
b) T is unitary if and only if T is invertible and T −1 = T ∗ , if and only if T ∗ T =
T T ∗ = I.
c) Prove, if E ⊂ H is an orthonormal set and T is an isometry, then T (E) is an
orthonormal set in K.
d) Prove, if H is finite-dimensional, then every isometry T : H → H is unitary.
e) Consider the shift operator S ∈ B(`2 (N)) defined by
S(a0 , a1 , a2 , . . . ) = (0, a0 , a1 , . . . ) (35)
Prove S is an isometry, but not unitary. Compute S ∗ and SS ∗ .
2
P 23.4. 2For any set J, 2let ` (J) denote the set of all functions f : J → K such
Problem
that j∈J |f (j)| < ∞. Then ` (J) is a Hilbert space.
a) Prove `2 (I) is isometrically isomorphic to `2 (J) if and only if I and J have the
same cardinality. (Hint: use Problem 23.3(c).)
b) Prove, if H is any Hilbert space, then H is isometrically isomorphic to `2 (J) for
some set J.
Problem 23.5. Let (X, M , µ) be a σ-finite measure space. Prove the simple functions
that belong to L2 (µ) are dense in L2 (µ).
MAA6617 COURSE NOTES SPRING 2020 51

Problem 23.6. (The Fourier basis) Prove the set E = {en (t) := e2πint |n ∈ Z} is an
orthonormal basis for L2 [0, 1]. (Hint: use the Stone-Weierstrass theorem to prove that
the set of trigonometric polynomials P = { N 2πint
P
n=−M cn e } is uniformly dense in the
space of continuous functions f on [0, 1] that satisfy f (0) = f (1). Then show that this
space of continuous functions is dense in L2 [0, 1]. Finally show that if fn is a sequence
in L2 [0, 1] and fn → f uniformly, then also fn → f in the L2 norm.)
Problem 23.7. Let (gn )n∈N be an orthonormal basis for L2 [0, 1], and extend each
function to R by declaring it to be 0 off of [0, 1]. Prove the functions hmn (x) :=
1[m,m+1] (x)gn (x − m), n ∈ N, m ∈ Z form an orthonormal basis for L2 (R). (Thus
L2 (R) is separable.)
Problem 23.8. Let (X, M , µ), (Y, N , ν) are σ-finite measure spaces, and let µ × ν de-
note the product measure. Prove, if (fm ) and (gn ) are orthonormal bases for L2 (µ), L2 (ν)
respectively, then the collection of functions {hmn (x, y) = fm (x)gn (y)} is an orthonromal
basis for L2 (µ × ν). Use this result to construct an orthonormal basis for L2 (Rn ), and
conclude that L2 (Rn ) is separable.
Problem 23.9. (Weak Convergence)
a) Prove, if (hn ) converges to h in norm, then also (hn ) converges to h weakly.
(Hint: Cauchy-Schwarz.)
b) Prove, if H is infinite-dimensional, and (en ) is an orthonormal sequence in H,
then en → 0 weakly, but en 6→ 0 in norm. (Thus weak convergence does not
imply norm convergence.)
c) Prove (hn ) converges to h in norm if and only if (hn ) converges to h weakly and
khn k → khk.
d) Prove if (hn ) converges to h weakly, then khk ≤ lim inf khn k.
Problem 23.10. Suppose H is countably infinite-dimensional (separable Hilbert space).
Prove, if h ∈ H and khk ≤ 1, then there is a sequence hn in H with khn k = 1 for all n,
and (hn ) converges to h weakly, but hn does not converge to h strongly.
Problem 23.11. Prove Theorem 23.41.
Problem 23.12. Prove, if (an ) is a sequence of complex numbers, then the following
are equivalent.
P
(1) Pn∈N an converges as a net;
(2) P∞n=1 an converges unconditionally;
(3) ∞ n=1 an converges absolutely.

(hn ) is a sequence from a Hilbert space H. Show, if ∞


P
Problem 23.13. Suppose P n=1 hn

converges absolutely, then n=1 hn converges unconditionally and as a net.
Problem
P∞ 23.14. Suppose H is a Hilbert space P and (hj ) is a sequence from H. Show,
h
j=1 j converges unconditionally if and only if j∈N hj converges as a net. (Warning:
showing unconditional convergence implies convergence as a net is challenging.)

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