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MTH 503: Functional Analysis

Semester 1, 2015-2016

Dr. Prahlad Vaidyanathan


Contents

I. Normed Linear Spaces 4


1. Review of Linear Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2. Definition and Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3. Bounded Linear Operators . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4. Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
5. Finite Dimensional Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . 27
6. Quotient Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

II. Hilbert Spaces 36


1. Orthogonality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2. Riesz Representation theorem . . . . . . . . . . . . . . . . . . . . . . . . 41
3. Orthonormal Bases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
4. Isomorphisms of Hilbert spaces . . . . . . . . . . . . . . . . . . . . . . . 51
5. The Stone-Weierstrass Theorem . . . . . . . . . . . . . . . . . . . . . . . 54
6. Introduction to Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . 56

III. The Hahn-Banach Theorem 61


1. The Duals of `p and Lp spaces . . . . . . . . . . . . . . . . . . . . . . . . 61
2. The Hahn-Banach Extension theorem . . . . . . . . . . . . . . . . . . . . 71
3. The Dual of Subspaces and Quotient Spaces . . . . . . . . . . . . . . . . 76
4. Separability and Reflexivity . . . . . . . . . . . . . . . . . . . . . . . . . 80

IV.Operators on Banach Spaces 86


1. Baire Category Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
2. Principle of Uniform Boundedness . . . . . . . . . . . . . . . . . . . . . . 88
3. Open Mapping and Closed Graph Theorems . . . . . . . . . . . . . . . . 92
4. Fourier Series of L1 functions . . . . . . . . . . . . . . . . . . . . . . . . 98

V. Duality 102
1. Weak Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
2. The Hahn-Banach Separation Theorem . . . . . . . . . . . . . . . . . . . 105
3. The Weak Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
4. Weak Sequential Compactness . . . . . . . . . . . . . . . . . . . . . . . . 115
5. The Weak-∗ Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
6. Weak-∗ Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123

2
VI.Operators on Hilbert Spaces 128
1. Adjoint of an Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
2. Diagonalization: The Finite Dimensional Case . . . . . . . . . . . . . . . 135
3. Compact Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
4. Diagonalization: The Compact Self-Adjoint Case . . . . . . . . . . . . . 145

VII.Instructor Notes 149

3
I. Normed Linear Spaces
1. Review of Linear Algebra
Note: All vector spaces will be over k = R or C.
1.1. Definition: A Hamel basis for a vector space E over k is a set B ⊂ E such that
every element x ∈ E can be expressed uniquely as a (finite) linear combination of
elements in B.
1.2. Theorem: For a subset B ⊂ E, TFAE :
(i) B is a Hamel basis for E
(ii) B is a maximal linearly independent set
(iii) B is a minimal spanning set.
(without proof)
1.3. Zorn’s Lemma: Let (F, ≤) be a partially ordered set such that every totally ordered
subset has an upper bound. Then F has a maximal element. (without proof)
1.4. Theorem: Every vector space has a basis.
Proof. Assume E 6= {0} and choose 0 6= x ∈ E. Then A := {x} is linearly
independent. So consider

F := {B ⊂ E : A ⊂ B, and B is linearly independent}

Then F is a partially ordered set (under inclusion). If C ⊂ F is a totally ordered


subset, then consider
B0 := ∪C∈C C
[Check!] B0 ∈ F, and C ⊂ B0 for all C ∈ C clearly holds. Hence, B0 is an upper
bound for C.

Thus, by Zorn’s lemma, F has a maximal element B. By Theorem 1.2, B must be


a Hamel basis for E.
Note: We have proved something stronger: If A ⊂ E is any linearly independent
set, then ∃ a Hamel basis B of E such that A ⊂ B.
1.5. Examples:
(i) Standard basis {ei : 1 ≤ i ≤ n} for E = Rn

4
(ii) Define c00 and note that it is a vector space over k (Check!). Write ei as
above, and note that {ei : i ∈ N} is a basis for c00 .
(iii) Define c0 . Note that {ei : i ∈ N} as above is a linearly independent set,
but not a basis for c0 . (We will prove later that any basis of c0 must be
uncountable)
(iv) Let a, b ∈ R with a < b, then C[a, b] is a vector space. For n ∈ N, let
en (x) := xn , then {en : n ∈ N} is a linearly independent set, but it is not a
basis for C[a, b] (HW)
1.6. Theorem: If E is a vector space and B1 and B2 are two bases for E, then |B1 | = |B2 |.
This common number is called the dimension of E (without proof)
1.7. Definition: Let E and F be two vector spaces and T : E → F a function.
(i) Linear transformation or operator
(ii) We write L(E, F ) for the set of all linear operators from E to F . Note that
L(E, F ) is a k-vector space.
(iii) If F = k, then a linear transformation T : E → k is called a linear functional.
1.8. Examples:
(i) Let E = Rn , F = Rm , then any m×n matrix A defines a linear transformation
TA : E → F given by x 7→ A(x). Conversely, if T ∈ L(E, F ), then the matrix
whose columns are {T (ei ) : 1 ≤ i ≤ n} defines an m × n matrix A such that
T = TA . Hence, there is an isomorphism of vector spaces
L(E, F ) ∼
= Mmn (R) given by TA 7→ A

Note: Given another basis B of E, we get another isomorphism from L(E, F ) →


Mmn (R). Thus, the isomorphism is not canonical (it depends on the choice
of basis)
(ii) Let E = c00 and define
X
ϕ : E → k given by (xn ) 7→ xn
n∈N

Note that ϕ is well-defined and linear. Thus, ϕ ∈ L(c00 , k)


(iii) Let E = C[a, b] and define
Z 1
ϕ : E → k given by ϕ(f ) := f (t)dt
0

Note that ϕ is linear and so ϕ ∈ L(C[a, b], k)


(iv) Let E = F = C[0, 1]. Define
Z x
T : E → F given by T (f )(x) := f (t)dt
0

Note that T is well-defined (from Calculus) and linear. Thus, T ∈ L(E, F ).

5
1.9. Definition:
(i) Let E, F be two k-vector spaces, then E × F is a vector space under the
usual component-wise operations. This is called the external direct sum and
is denoted by E ⊕ F .
(ii) Let E be a vector space and F1 , F2 ⊂ E be two subspaces such that E =
F1 + F2 and F1 ∩ F2 = {0}, then there is an isomorphism

F1 ⊕ F2 ∼
=E

Thus, E is called the internal direct sum of F1 and F2 and we once again
write E = F1 ⊕ F2 .
(End of Day 1)
1.10. Definition: Let E be a vector space F ⊂ E a subspace
(i) The quotient space E/F
(ii) Note that natural the quotient map π : E → E/F is a surjective linear
transformation such that ker(π) = F .
(iii) Furthermore, we define the codimension of F by

codim(F ) := dim(E/F )

(iv) If codim(F ) = 1, then we say that F is a hyperplane of E.


1.11. Theorem: Let E be a finite dimensional vector space and F < E. Then codim(F ) =
dim(E) − dim(F )
Proof. HW
1.12. (First Isomorphism Theorem) Let T : E → F be a linear transformation of k-
vector spaces. Then
(i) ker(T ) < E and Image(T ) < F
(ii) Furthermore,
E/ ker(T ) ∼
= Image(T )
as vector spaces.
1.13. (Rank-Nullity theorem): If T : E → F is a linear transformation and E is finite
dimensional, then

dim(ker(T )) + dim(Image(T )) = dim(E)

Proof. Theorem 1.11+1.12.

6
2. Definition and Examples
2.1. Definition: A norm on a k-vector space E is a function

k · k : E → R+

which satisfies the following for all x ∈ E, α ∈ k


(i) kxk ≥ 0 and kxk = 0 iff x = 0
(ii) kαxk = |α|kxk
(iii) (Triangle inequality) kx + yk ≤ kxk + kyk
The pair (E, k · k) is called a normed linear space.
2.2. Remark: If (E, k · k) is a normed linear space, then
(i) The function
d(x, y) := kx − yk
defines a metric on E. This is called the metric induced by the norm. This
makes E a Hausdorff topological space.
(ii) Note that a sequence (xn ) ∈ E converges to a point x ∈ E iff limn→∞ kxn −
xk = 0
(iii) By the triangle inequality, vector space addition is a continuous map from
E×E →E
(iv) Similarly, scalar multiplication is also a continuous map from k × E → E
(v) By the triangle inequality, it follows that

|kxk − kyk| ≤ kx − yk

and thus the norm function E → R+ is continuous.


2.3. Examples:
(i) k with absolute value norm
(ii) k n with
Pn
(a) 1-norm given by k(x1 , x2 , . . . , xn )k1 := i=1 |xi |
(b) sup norm given by k(x1 , x2 , . . . , xn )k∞ := sup1≤i≤n |xi |
(iii) c00 with 1-norm or sup norm
(iv) c0 with sup norm
(v) C[a, b] with
Rb
(a) 1-norm given by kf k1 := a |f (t)|dt. Note that it is a norm because if
kf k1 = 0 and f is continuous, then f ≡ 0.
(b) sup-norm given by kf k∞ := supx∈[a,b] |f (x)|

7
2.4. Definition: An inner product on a vector space E is a function

h·, ·i : E × E → k

such that for all x, y, z ∈ E, α, β ∈ k, we have


(i) hαx + βy, zi = αhx, zi + βhy, zi
(ii) hx, yi = hy, xi
(iii) hx, xi ≥ 0 and hx, xi = 0 iff x = 0
2.5. (Cauchy-Schwartz inequality): If E is an inner product space and x, y ∈ E, then
|hx, yi|2 ≤ hx, xihy, yi
Proof. The inequality is clearly true if x = 0, so if x 6= 0, set

hy, xi
z := y − x
hx, xi

Then hz, xi = 0, so

0 ≤ hz, zi = hz, yi
 
hy, xi
= y− x, y
hx, xi
hy, xihx, yi
= hy, yi −
hx, xi
|hx, yi|2
= hy, yi −
hx, xi

2.6. Corollary: If E is an inner product space, then the function


p
kxk := hx, xi

defines a norm on E. This is called the norm induced by the inner product.
Proof. We only check the triangle inequality, since the other axioms are obvious.

kx + yk2 = hx + y, x + yi
= kxk2 + hx, yi + hy, xi + kyk2
= kxk2 + 2Re(hx, yi) + kyk2
≤ kxk2 + 2|hx, yi| + kyk2
≤ kxk2 + 2kxkkyk + kyk2
= (kxk + kyk)2

and so kx + yk ≤ kxk + kyk

8
2.7. Example:
(i) k n with the Euclidean inner product. The induced norm is denoted by k · k2
(ii) c00
(iii) `2
Proof. If (xn ), (yn ) ∈ `2 , then by the Cauchy-Schwartz inequality in k n , we
have

n

n
!1/2 n
!1/2 ∞
!1/2 ∞ !1/2
X X X X X
xi yi ≤ |xi |2 |yi |2 ≤ |xi |2 |yi |2



i=1 i=1 i=1 i=1 i=1

This is true for each n ∈ N, so the inner product is well-defined, and the other
axioms are trivial to check.
2.8. Definition: Fix a < b in R and 0 < p < ∞
(i) A p−integrable measurable function f : [a, b] → C
(ii) Let Lp [a, b] be the set of all p-integrable measurable functions. Note that: If
f, g ∈ Lp [a, b], then

|f + g|p ≤ [2 max{|f |, |g|}]p ≤ 2p [|f |p + |g|p ] ⇒ f + g ∈ Lp [a, b] (I.1)

and so Lp [a, b] is a vector space.


(iii) Define µp : Lp [a, b] → R+ by
Z b 1/p
p
µp (f ) := |f |
a

Then clearly,
(a) µp (f ) ≥ 0 for all f ∈ Lp [a, b]
(b) µp (αf ) = |α|µp (f ) for all α ∈ C
(c) Note that µp (f ) = 0 does not imply that f = 0. It merely implies that
f ≡ 0 a.e.
(d) We are yet to prove that µp satisfies the triangle inequality.
(iv) Define

N = {f ∈ Lp [a, b] : µp (f ) = 0} = {f ∈ Lp [a, b] : f ≡ 0 a.e.}

Then N is a subspace of Lp [a, b] (by Equation I.1). We define the quotient


space to be
Lp [a, b] := Lp [a, b]/N
Then, Lp [a, b] is a vector space

9
(v) For f + N ∈ Lp [a, b], we write kf + N kp := µp (f ). Note that if [f ] = [g], then
f ≡ g a.e., and so µp (f ) = µp (g). Hence

k · kp : Lp [a, b] → R+

is well-defined. It also clearly satisfies the first two axioms of a norm.


(End of Day 2)
Note: Henceforth, we identify two functions that are equal a.e. and merely
write kf kp for kf + N kp .
2.9. Example: For 0 < p < 1, the triangle inequality fails: Take f = χ(0,1/2) , g =
χ(1/2,1) ∈ Lp [0, 1], then kf kp = kgkp = 2−1/p , so

1 = kf + gkp and kf kp + kgkp = 2−1/p + 2−1/p = 21−1/p < 1

2.10. Lemma (See [Folland, Lemma 6.1]): If a, b ≥ 0 and 0 < λ < 1, then

aλ b1−λ ≤ λa + (1 − λ)b

and equality holds iff a = b


Proof. If b = 0, there is nothing to prove, so assume b 6= 0 and set t = a/b, then
we WTS that
tλ ≤ λt + (1 − λ)
with equality iff t = 1. But the function

f : t 7→ tλ − λt

satisfies f 0 (t) = λtλ−1 −λ. Since 0 < λ < 1, f is increasing for t < 1 and decreasing
for t > 1. Hence, the max value of f occurs at t = 1, when f (1) = 1 − λ.
2.11. (Holder’s inequality): Let 1 < p < ∞ and q ∈ R such that 1/p + 1/q = 1. If
f, g : [a, b] → C be measurable functions, then
Z b
|f g| ≤ kf kp kgkq
a

Furthermore, equality holds iff α|f |p ≡ β|g|q a.e. for some constants α, β ∈ C with
αβ 6= 0.
Proof. If either term on the RHS is 0 or +∞, there is nothing to prove. Further-
more, if the inequality holds for any pair f, g, then it also holds for all pairs αf, βg
for α, β ∈ C. Therefore, replacing f by f /kf kp and g by g/kgkq , it suffices to
assume that
kf kp = kgkq = 1

10
So fix x ∈ [a, b] and let a = |f (x)|p , b = |g(x)|q , and λ = 1/p in Lemma 2.10, so
that
|f (x)|p |g(x)|q
|f (x)g(x)| ≤ +
p q
Integrating both sides, we get
Z b Z b Z b
−1 −1
|f g| ≤ p p
|f | + q |g|q = p−1 + q −1 = 1 = kf kp kgkq
a a a

Furthermore, equality holds iff |f (x)|p = |g(x)|q a.e.


2.12. (Minkowski’s inequality) : If 1 ≤ p < ∞ and f, g ∈ Lp [a, b], then

kf + gkp ≤ kf kp + kgkq

Thus, (Lp [a, b], k · kp ) is a normed linear space.


Proof. The result is obvious if p = 1 or f + g = 0 a.e. Otherwise,

|f + g|p ≤ (|f | + |g|)|f + g|p−1

By Holder’s inequality
Z
|f + g|p ≤ kf kp k|f + g|p−1 kq + kgkp k|f + g|p−1 kq
Z 1/q
(p−1)q
= [kf kp + kgkp ] |f + g|

Now (p − 1)q = p and since f, g ∈ Lp [a, b], it follows by Equation I.1 that
Z b
|f + g|p < ∞
a
R 1/q
Thus we may divide by |f + g|p on both sides to obtain
Z 1−1/q
p
kf + gkp = |f + g| ≤ kf kp + kgkp

2.13. Definition:
(i) An essentially bounded measurable function
(ii) L∞ [a, b] is the set of all essentially bounded measurable functions.
(iii) For f ∈ L∞ [a, b], define

µ∞ (f ) := inf{M > 0 : m({x ∈ [a, b] : |f (x)| > M }) = 0}

11
2.14. Lemma: For any f ∈ L∞ [a, b],

|f | ≤ µ∞ (f ) a.e.

Proof. For each n ∈ N, the number µ∞ (f ) + 1/n is not a lower bound for the set

Af := {M > 0 : m({x ∈ [a, b] : |f (x)| > M }) = 0}

Hence, ∃Mn ∈ Af such that Mn ≤ µ∞ (f ) + 1/n. Now,



[
{x : |f (x)| > µ∞ (f )} = {x : |f (x)| > µ∞ (f ) + 1/n}
n=1
[∞
⊂ {x : |f (x)| > Mn }
n=1

But each set {x : |f (x)| > Mn } has measure zero, and thus

m({x : |f (x)| > µ∞ (f )}) = 0

2.15. Definition/Theorem: Consider

N := {f ∈ L∞ [a, b] : µ∞ (f ) = 0}

Then N is a subspace of L∞ [a, b]. We define the quotient space to be

L∞ [a, b] := L∞ [a, b]/N

and for any f + N ∈ L∞ [a, b], we write

kf + N k∞ := µ∞ (f )

Then k · k∞ is well-defined and a norm on L∞ [a, b] (HW)


2.16. Definition: For 1 ≤ p < ∞
(i) k n with k · kp
(ii) `p
Note: Triangle inequality follows from Lemma 2.10 exactly as in Minkowski’s
inequality
(iii) `∞
(End of Day 3)

12
3. Bounded Linear Operators
3.1. Notation: Let E be a NLS.
(i) For x ∈ E, r > 0, we write

B(x, r) := {y ∈ E : ky − xk < r} and B[x, r] := {y ∈ E : ky − xk ≤ r}

Note that B(x, r) is open and B[x, r] is closed. The closed unit ball is the set
B[0, 1] and the open unit ball is B(0, 1)
(ii) The unit sphere is the set {x ∈ E : kxk = 1}
3.2. Definition: Let E, F be normed linear spaces. A linear operator T : E → F is said
to be
(i) continuous if it is continuous with respect to the norm topologies on E and
F.
(ii) bounded if ∃M ≥ 0 such that kT (x)k ≤ M kxk for all x ∈ E.
Note: A bounded linear operator maps B[0, 1] to a subset of B[0, M ]
3.3. Theorem: For a linear operator T : E → F between normed linear spaces, TFAE:
(i) T is continuous
(ii) T is continuous at any one point in E
(iii) T is continuous at 0 ∈ E
(iv) T is bounded
(v) T is uniformly continuous
Proof.

(i) ⇒ (ii) and (v) ⇒ (i): By definition


(ii) ⇒ (iii): If T is continuous at a point x0 ∈ E, then for any  > 0, choose
δ > 0 such that
kx − x0 k < δ ⇒ kT (x) − T (x0 )k < 
So if kxk < δ, then let z := x + x0 , then kz − x0 k < δ, so

kT (z) − T (x0 )k <  ⇒ kT (x)k < 

and so T is continuous at 0.
(iii) ⇒ (iv): Suppose T is continuous at 0, then for  = 1 > 0, ∃δ > 0 such
that
kxk < δ ⇒ kT (x)k < 1
So for any y ∈ E, let
δ y
x :=
2 kyk

13
Then kxk < δ, and so kT (x)k < 1, whence
δ 2
kT (x)k = kT (y)k < 1 ⇒ kT (y)k < kyk
2kyk δ

(iv) ⇒ (v): Suppose ∃M > 0 such that kT (x)k ≤ M kxk for all x ∈ E, then
for any  > 0, choose

δ :=
2M
so if kx − yk < δ, then

kT (x) − T (y)k = kT (x − y)k ≤ M kx − yk ≤ <
2

3.4. Examples:
(i) Let E be any inner product space, and y ∈ E be fixed. Define

ϕ : E → k given by x 7→ hx, yi

Then |ϕ(x)| ≤ kxkkyk by the Cauchy-Schwartz inequality, and so ϕ is bounded


by kyk and so it is continuous by Theorem 3.3
(ii) Let T : k n → E be any operator where k n is endowed with the sup-norm and
E is any NLS, then for any x = (x1 , x2 , . . . , xn ) ∈ k n , we have
n n n
!
X X X
kT (x)k = k xi T (ei )k ≤ |xi |kT (ei )k ≤ kxk kT (ei )k
i=1 i=1 i=1
Pn
and so T is bounded by M := i=1 kT (ei )k. Thus, any linear operator
T : k n → E is continuous.
(iii) Let E = c00 and ϕ : E → k be given by
X
ϕ : (xn ) 7→ xn

(a) If E has the 1-norm, then ϕ is continuous since |ϕ(x)| ≤ kxk1


(b) If E has the sup-norm, let

xk = (1, 1, . . . , 1, 0, 0, . . .)

be the sequence where the first k terms are 1 and the rest are zero, then

kxk k∞ = 1 ∀k ∈ N but |ϕ(xk )| = k

Hence, there does not exist M > 0 such that |ϕ(x)| ≤ M kxk∞ for all
x ∈ E. Hence, ϕ is not continuous.

14
(iv) Let E = F = C[0, 1] with the sup-norm, and T : E → F be the integral
operator Z x
T (f )(x) = f (t)dt
0

Then for any x ∈ [0, 1]


Z x
|T (f )(x)| ≤ |f (t)|dt ≤ xkf k∞ ≤ kf k∞
0

Hence, kT (f )k∞ ≤ kf k∞ and so T is continuous.


(v) Let E = C[0, 1], and define

ϕ : E → k by f 7→ f (0)

(a) If E has the sup-norm, then

|ϕ(f )| ≤ kf k∞

so ϕ is continuous.
(b) If E has the 1-norm, then consider a sequence fk of non-negative contin-
uous functions such that
Z 1
fk (0) = k and fk (t)dt = 1
0

(A triangle of large height but area 1). Thus, kfk k = 1 for all k ∈ N, but
|ϕ(fk )| = k, so so ϕ is not continuous.
3.5. Definition: Let E, F be a normed linear spaces
(i) B(E, F ) is set of all bounded linear operators from E to F . Note that B(E, F )
is a vector space.
(ii) We write B(E) := B(E, E)
(iii) We write E ∗ := B(E, k) and E ∗ is called the (continuous) dual space of E
(iv) For any T ∈ B(E, F ), we write

kT k := inf{M > 0 : kT (x)k ≤ M kxk ∀x ∈ E}

3.6. Lemma: For any T ∈ B(E, F ) and any x ∈ E, kT (x)k ≤ kT kkxk


Proof. For any x ∈ E, choose a sequence Mn such that

kT (x)k ≤ Mn kxk ∀n ∈ N and Mn → kT k

By taking limits, it follows that kT (x)k ≤ kT kkxk

15
3.7. Theorem: If E, F are normed linear spaces, then the function k · k : B(E, F ) → R+
defined above is a norm on B(E, F )
Proof. (i) Clearly, kT k ≥ 0 and k0k = 0, so suppose kT k = 0, we WTS: T = 0.
This follows from Lemma 3.6, since kT (x)k ≤ 0 for all x ∈ E.
(ii) Fix T ∈ B(E, F ) and 0 6= α ∈ k, and define

A1 = {M > 0 : kT (x)k ≤ M kxk ∀x ∈ E}

A2 = {K > 0 : k(αT )(y)k ≤ Kkyk ∀y ∈ E}


For any M ∈ A1 ,

kαT (x)k = kT (αx)k ≤ M kαxk = M |α|kxk ∀x ∈ E

and so M |α| ∈ A2 , and so

kαT k = inf A2 ≤ M |α| ∀M ∈ A1 ⇒ kαT k ≤ |α|kT k

Now we may replacing α with 1/α, we have


1 1
kT k = k αT k ≤ kαT k ⇒ kαT k ≥ |α|kT k
α |α|

(iii) Fix S, T ∈ B(E, F ), then for any x ∈ E, we have

k(S+T )(x)k = kS(x)+T (x)k ≤ kS(x)k+kT (x)k ≤ kSkkxk+kT kkxk = (kSk+kT k)kxk

and so (S + T ) is bounded by M := kSk + kT k and so by definition

kS + T k ≤ kSk + kT k

(End of Day 4)
3.8. Theorem: Let T ∈ B(E, F ) then

kT k = sup{kT (x)k : x ∈ E, kxk = 1}

Proof. Let α := sup{kT (x)k : x ∈ E, kxk = 1}, then


(i) For any x ∈ E with kxk = 1,

kT (x)k ≤ kT kkxk = kT k ⇒ α ≤ kT k

16
(ii) Set
A = {M > 0 : kT (x)k ≤ M kxk ∀x ∈ E}
For any n ∈ N, then kT k − 1/n ∈
/ A and so ∃xn ∈ E such that

kT (xn )k > (kT k − 1/n)kxn k

Thus, xn 6= 0, so if yn := xn /kxn k, then kyn k = 1 and

kT (yn )k > kT k − 1/n ⇒ α > kT k − 1/n

This is true for all n ∈ N and so α ≥ kT k

3.9. Examples: (See Example 3.4)


(i) Let E be an inner product space, y ∈ E and define ϕ : E → k by x 7→ hx, yi.
Then by Cauchy-Schwartz,

|ϕ(x)| ≤ kxkkyk ∀x ∈ E ⇒ kϕk ≤ kyk

Furthermore, if x = y, then kyk2 = |ϕ(y)| ≤ kϕkkyk, and so kϕk = kyk


n
Pn= k with the 1-norm, F any NLS and T : E → F linear. Then for
(ii) Let E
x = i=1 xi ei we have
n
X
kT (x)k ≤ |xi |kT (ei )k
i=1

and so T is continuous with kT k ≤ M := max1≤i≤n kT (ei )k. If x = ei , then


kxk1 = 1 and kT (x)k = kT (ei )k, and so by Theorem 3.8

kT k ≥ kT (ei )k ∀i ⇒ kT k ≥ M
P
(iii) Let E = c00 with the 1-norm and ϕ : E → k be given by (xn ) 7→ xn , then
kϕk ≤ 1. Also, for x = e1 , we have kxk = 1 and |ϕ(x)| = 1, so that kϕk = 1
(iv) Define T : L1 [0, 1] → L1 [0, 1] by
Z x
T (f )(x) = f (t)dt
0

(a) Note that T is well-defined because


Z 1 Z 1 Z x Z 1 Z x Z 1 Z 1

|T (f )(x)|dx =
f (t)dt ≤
|f (t)|dt ≤ |f (t)|dt = kf k1
0 0 0 0 0 0 0

(b) This also proves that T is bounded with kT k ≤ 1

17
(c) To prove kT k = 1, we set
fn = nχ[0,1/n]
then kfn k1 = 1, and
(
x
1 : x ≥ 1/n
Z
T (fn )(x) = nχ[0,1/n] (t)dt =
0 nt : x < 1/n
Hence,
Z 1/n Z 1
1 1 1
kT (fn )k1 = ntdt + dt = n 2
+1− =1−
0 1/n 2n n 2n
Thus, kT (fn )k1 → 1, and so
kT k = sup{kT (f )k1 : kf k1 = 1} ≥ 1
Thus proves that kT k = 1
(v) Let E = F = C[0, 1] with the sup norm. Fix K ∈ C([0, 1]2 ) and consider
T : E → F given by
Z 1
T (f )(x) = K(x, t)f (t)dt
0

(a) To prove that T is well-defined, given  > 0, we use the uniform continuity
of K to conclude that ∃δ > 0 such that
|x − y| < δ ⇒ |K(x, t) − K(y, t)| <  ∀t ∈ [0, 1]
Hence,
Z 1 Z 1
|T (f )(x) − T (f )(y)| ≤ |K(x, t) − K(y, t)||f (t)|dt <  |f (t)|dt
0 0

and so T (f ) ∈ C[0, 1]
(b) Now for any x ∈ [0, 1]
Z 1 Z 1
|T (f )(x)| ≤ |K(x, t)||f (t)|dt ≤ kf k∞ |K(x, t)|dt
0 0

Since the function Z 1


x 7→ |K(x, t)|dt
0
is continuous on [0, 1], it follows that
Z 1
M := sup |K(x, t)|dt < ∞
x∈[0,1] 0

and that T is continuous with kT k ≤ M .

18
(c) To prove kT k = M , fix  > 0 and choose x0 ∈ [0, 1] such that
Z 1
|K(x0 , t)|dt = M
0

Then consider
Z 1
M −= (|K(x0 , t)| − ) dt
0
1
|K(x0 , t)|2 − 2
Z
= dt
0 |K(x0 , t)| + 
Z 1
K(x0 , t)
≤ K(x0 , t) dt
0 |K(x0 , t)| + 
= |T (f )(x0 )|
≤ kT (f )k∞
where
K(s0 , t)
f (t) = ∈ C[0, 1]
|K(s0 , t)| + 
Now note that kf k∞ ≤ 1, and so
M −  ≤ kT kkf k∞ ≤ kT k
This is true for all  > 0, so M ≤ kT k as required.
This T is called an integral operator with kernel K.

4. Completeness
4.1. Definition:
(i) A complete NLS is called a Banach Space
(ii) An inner product space that is complete (with respect to the norm induced
by the inner product is) is called a Hilbert space
4.2. Theorem: For 1 ≤ p ≤ ∞, E = k n with k · kp is a Banach space
Proof. Assume p = +∞, as the case when p < ∞ is similar. Suppose xm =
(xm m m m
1 , x2 , . . . , xn ) is Cauchy, then for any 1 ≤ i ≤ n, the sequence (xi ) ⊂ k is
Cauchy. Since k is complete, ∃yi ∈ k such that xm i → yi for all 1 ≤ i ≤ m. Thus,
for any  > 0, ∃Ni ∈ N such that
|xm
i − yi | <  ∀m ≥ Ni

Let N0 = max{Ni : 1 ≤ i ≤ n}, then for all m ≥ N0


sup |xm m
i − yi | <  ⇒ kx − yk∞ < 
1≤i≤n

and so xm → y in norm.

19
(End of Day 5)
4.3. Theorem: For 1 ≤ p ≤ ∞, `p is a Banach space.
Proof. We prove this if p < ∞. The p = +∞ case is similar. Now suppose

xk = (xk1 , xk2 , . . . , xkn , . . .)

is a Cauchy sequence in `p
(i) Then for any n ∈ N, note that

|xkn − xm k m
n | ≤ kx − x kp

and so (xkn ) ⊂ k is Cauchy. Since k is complete, ∃yn ∈ k such that

xkn → yn ∀n ∈ N

(ii) WTS: y = (yn ) ∈ `p : Since (xk ) is Cauchy, it is bounded, so ∃R > 0 such


that kxm kp ≤ R ∀m ∈ N. For any fixed j ∈ N, this implies
j
!1/p
X
|xm
n|
p
≤R
n=1

Now let m → ∞ in the finite sum to conclude that


j
!1/p
X
|yn |p ≤R
n=1

This is true for all j ∈ N, so



!1/p
X
|yn |p ≤ R ⇒ y ∈ `p
n=1

(iii) WTS: xk → y in k · kp : For any  > 0, ∃N0 ∈ N such that

kxk − xm kp <  ∀k, m ≥ N0

Now if j ∈ N is fixed, consider


j
!1/p
X
|xkn − xm
n|
p
≤ kxk − xm kp < 
n=1

Now let m → ∞ in the finite sum, to obtain


j
!1/p
X
|xkn − yn |p ≤
n=1

20
This is true for all j ∈ N, so


!1/p
X
|xkn − yn |p ≤
n=1

and so kxk − ykp → 0

4.4. Theorem: For 1 ≤ p < ∞, (c00 , k · kp ) is dense in `p . In particular, (c00 , k · kp ) is


not complete.
Proof. Fix x = (xn ) ∈ `p ,  > 0, then ∃N0 ∈ N such that

X
|xn |p < 
n=N0

Hence if y = (x1 , x2 , . . . , xN0 , 0, 0, . . .) ∈ c00 , then

kx − ykpp < 

4.5. Theorem: L∞ [a, b] is a Banach space.


Proof. Let (fn ) ⊂ L∞ [a, b] be a Cauchy sequence, then define

Ak := {x ∈ [a, b] : |fk (x)| > kfk k∞ } and

Bk,m := {x ∈ [a, b] : |fk (x) − fm (x)| > kfk − fm k∞ }


By Lemma 2.14, each of these sets has measure zero, so

! ∞
!
[ [
C := Ak ∪ Bk,m
k=1 k,m=1

also has measure zero. Furthermore, on D := [a, b] \ C, each fk is bounded and


uniformly Cauchy. So for any x ∈ D,

|fk (x) − fm (x)| ≤ kfk − fm k∞

implies that {fm (x)} ⊂ k is a Cauchy sequence in k. Hence, we may define


f : D → k by
f (x) = lim fm (x)
m→∞

We may extend f to all of [a, b] by defining f ≡ 0 on C.

21
Furthermore for  > 0, ∃N0 ∈ N such that kfk − fm k∞ <  for all k, m ≥ N0 .
Hence for any fixed x ∈ X, and k ≥ N0 fixed

|fk (x) − fm (x)| <  ⇒ |fk (x) − f (x)| ≤ 

Hence, f − fk is bounded on D and so f − fk ∈ L∞ [a, b]. Since f = (f − fk ) + fk ,


it follows that f ∈ L∞ [a, b].

Finally, the above inequality also proves that

kfk − f k∞ ≤  ∀k ≥ N0

and so fk → f in L∞ [a, b].


4.6. Theorem: (C[a, b], k · k∞ ) is closed in L∞ [a, b]. In particular, (C[a, b], k · k∞ ) is a
Banach space.
Proof. Real Analysis I.
4.7. Definition:
P∞
(i) Let E be a NLS and (xn ) ⊂ E, then we say that the series n=1 xn is
convergent iff the sequence (sn ) of partial sums defined by
n
X
sn := xk
k=1

converges to a point in E. In other words, ∃s ∈ E such that for any  >


0, ∃N0 ∈ N such that
Xn
k( xk ) − sk <  ∀n ≥ N0
k=1

P∞
(ii) Let E be an NLS and (xn ) ⊂ E, then we say that the series n=1 xn is
absolutely convergent if
X∞
kxn k < ∞ in R
n=1

4.8. Theorem: An NLS E is a Banach space iff every absolutely convergent series is
convergent in E.
Proof. Let E be a Banach space and (xn ) ⊂ E such that

X
kxn k < ∞
n=1

22
Let sn denote the nth partial sum, then it suffices to show that (sn ) is a Cauchy
sequence. So if  > 0, ∃N0 ∈ N such that

X
kxn k < 
n=N0

Hence if n, m ≥ N0 with n > m, then


n
X n
X ∞
X
ksn − sm k = k xk k ≤ kxn k ≤ kxn k < 
k=m+1 k=m+1 k=m+1
P∞
Thus, the series n=1 xn is convergent.

Conversely, suppose every absolutely convergent series is convergent in E, choose


a Cauchy sequence (xn ) ⊂ E. Since (xn ) is Cauchy, it suffices [Why?] to prove
that (xn ) has a convergent subsequence. To this end, for each j ∈ N, ∃Nj ∈ N such
that
1
kxk − xl k < j ∀k, l ≥ Nj
2
By induction, we may choose N1 < N2 < . . ., and so we obtain a subsequence
(xNj ) such that
1
kxNj+1 − xNj k < j ∀j ∈ N
2
Thus,
X∞
kxNj+1 − xNj k < ∞
j=1

By hypothesis, the series



X
xNj+1 − xNj
j=1

converges in E. But consider the partial sum of this series


n
X
sn = xNj+1 − xNj = xNn+1 − xN1
j=1

So if (sn ) converges, so does (xNj )


4.9. (Riesz-Fischer): For 1 ≤ p < ∞, Lp [a, b] is a Banach space.
Proof. (See [Folland, Theorem 6.6]) If (fn ) ∈ Lp [a, b] is such that

X
M := kfn kp < ∞
n=1

23
(i) Define
k
X ∞
X
gk = |fn | and g = |fn |
n=1 n=1

Then by Minkowski’s inequality kgk kp ≤ M , and so by Fatou’s lemma


Z b Z b
p
g ≤ lim inf gkp ≤ M p
a a

In particular, g(x) < ∞ a.e. Hence, we may write



X
f= fn
n=1

and this converges a.e. (we may define f ≡ 0 otherwise).


(ii) Now note that f is measurable, and |f | ≤ g, so f ∈ Lp [a, b] by the above
inequality.
(iii) Now define
k
X
sk = fn
n=1

then sk ∈ Lp [a, b] and we WTS: ksk − f kp → 0. Note that sk → f pointwise


and
|f − sk |p ≤ (2g)p ∈ L1 [a, b]
so by the Dominated Convergence theorem,
Z b
p
kf − sk kp = |f − sk |p → 0
a

(End of Day 6)
4.10. Remark: Let X be a metric space
(i) If A ⊂ X is a set, then for any x ∈ X, define
d(x, A) := inf{d(x, y) : y ∈ A}
and note that the function x 7→ d(x, A) is continuous, and d(x, A) = 0 iff
x ∈ A.
(ii) If A, B ⊂ X are two disjoint closed sets, then define
d(x, A)
f (x) :=
d(x, A) + d(x, B)
Then f : X → R is continuous, and satisfies
f ≡ 0 on A and f ≡ 1 on B

24
4.11. Lemma: Let K ⊂ [a, b] be a compact set, then ∃g ∈ C[a, b] such that

g ≡ 1 on K and g < 1 on [a, b] \ K

Proof. For each n ∈ N, consider

Gn = {x ∈ [a, b] : d(x, K) ≥ 1/n}

Then Gn is closed and Gn ∩ K = ∅. Hence by Remark 4.10, ∃gn ∈ C[a, b] such


that
gn ≡ 1 on K and gn ≡ 0 on Gn
Now the function ∞
X 1
g := g
n n
n=1
2
satisfies the required properties.
4.12. Theorem: If 1 ≤ p < ∞, then (C[a, b], k · kp ) is dense in Lp [a, b]. In particular,
(C[a, b], k · kp ) is not complete.
Proof. Let f ∈ Lp [a, b],  > 0, we WTS: ∃g ∈ C[a, b] such that kf − gkp < .
(i) Suppose f = χK where K ⊂ [a, b] is compact: Let g ∈ C[a, b] be as in Lemma
4.10, then g n ∈ C[a, b] and

g n → f pointwise

Furthermore, |g n −f |p ≤ 2p ∈ L1 [a, b] for all n ∈ N, and hence the Dominated


Convergence theorem,
Z b
p
kgn − f kp = |g n − f |p → 0
a

(ii) Suppose f = χE where E ⊂ [a, b] measurable: Then for  > 0, ∃K ⊂ E


compact such that m(E \ K) < . Hence,

kχK − χE kpp < 

Now apply part (i)


(iii) Suppose f = ni=1 αi χEi ∈ L1 [a, b] is a simple function: Then apply part (ii)
P
to each Ei and take a linear combination
(iv) Suppose 0 ≤ f ∈ Lp [a, b]: Then choose a sequence of simple functions (sn )
such that 0 ≤ sn ≤ sn+1 → f pointwise. Since |sn − f |p ≤ (2f )p ∈ L1 [a, b],
by Dominated convergence theorem,

ksn − f kp → 0

Now apply part (iii) to sN for N large enough.

25
(v) Suppose f ∈ Lp [a, b] is real-valued, then write it as f = f + − f − and apply
part (iv) to each of f + and f − .
(vi) Suppose f ∈ Lp [a, b] is complex valued, then apply part (v) to the real and
imaginary parts of f .

4.13. Theorem: Let E 6= {0} be any NLS.


(i) If F is complete, then B(E, F ) is complete.
(ii) In particular, E ∗ is a Banach space.
Proof. Suppose (Tn ) ⊂ B(E, F ) is a Cauchy sequence, then for any x ∈ E, the
inequality
kTn (x) − Tm (x)k ≤ kTn − Tm kkxk
implies that (Tn (x)) ⊂ F is a Cauchy sequence. Hence we may define T : E → F
by
T (x) = lim Tn (x)
and it is clear that T is linear. Furthermore, since (Tn ) is Cauchy, ∃M > 0 such
that kTn k ≤ M for all n ∈ N and hence

kT (x)k ≤ M kxk ∀x ∈ E

and so T ∈ B(E, F ).

We now WTS: kTn − T k → 0. To this end, choose  > 0 and N0 ∈ N such that

kTn − Tm k <  ∀n, m ≥ N0

Then for any x ∈ E, and n ≥ N0 fixed

kT (x) − Tn (x)k = lim kTm (x) − Tn (x)k ≤ lim kTm − Tm kkxk ≤ kxk
m→∞ m→∞

and so kT − Tn k ≤  for all n ≥ N0 .


4.14. Definition: A topological space E is said to be separable if it has a countable dense
subset.
4.15. Remark: Let E be an NLS
(i) If E has a dense, separable subspace, then E is separable.
(ii) If E contains an uncountable family of disjoint open sets, then E is not
separable.
4.16. Examples:
(i) (k n , k · kp ) is separable since Qn ⊂ Rn and (Q × Q)n ⊂ Cn are dense.

26
(ii) c00 is separable since we may choose sequences with only rational entries.
This would give a subset
∪∞
n=1 Q
n

which is countable and dense in c00


(iii) By Theorem 4.4, and Example (ii), `p is separable if 1 ≤ p < ∞
(iv) `∞ is not separable
Proof. For each subset A ⊂ N, choose χA ∈ `∞ . Then if A 6= B, then

kχA − χB k∞ = 1

Thus, {B(χA ; 1/3) : A ⊂ N} forms an uncountable family of disjoint open


sets.
(v) (C[a, b], k · kp ) is separable since polynomials with rational coefficients form a
dense subset of C[a, b] (Note: They are dense in k · k∞ ), but since kf − gkp ≤
kf − gk∞ , it follows that they are dense in k · kp ) as well.
(vi) By Theorem 4.11 and Example (v), Lp [a, b] is separable for 1 ≤ p < ∞
(vii) L∞ [a, b] is not separable.
Proof. For each t ∈ [a, b], consider ft = χ[a,t] , then if s 6= t

kfs − ft k∞ = 1

and so once again we obtain an uncountable family of disjoint open sets.

5. Finite Dimensional Spaces


5.1. Definition: Let E be a vector space and k · k1 and k · k2 be two norms on E. We
say that these norms are equivalent (In symbols, k · k1 ∼ k · k2 ) if they generate
the same metric topologies on E.
Note that this is an equivalence relation on the class of norms on E.
(End of Day 7)
5.2. Theorem: Two norms k · k1 and k · k2 are equivalent iff ∃α, β > 0 such that

αkxk1 ≤ kxk2 ≤ βkxk1 ∀x ∈ E (∗)

Proof. Let τ1 and τ2 be the topologies generated by k · k1 and k · |2 respectively.


(i) Suppose k · k1 ∼ k · k2 , then

B1 = {x ∈ E : kxk1 < 1} ∈ τ1 ⇒ B1 ∈ τ2

In particular, since 0 ∈ B1 , ∃δ > 0 such that

B2 = {x ∈ E : kxk2 < δ} ⊂ B1

27
Now for any 0 6= y ∈ E, consider
δ y
z :=
2 kyk2

Then kzk2 < δ, so kzk1 < 1, and hence


δ
kyk1 < kyk2 ∀y ∈ E
2
By symmetry, ∃β ≥ 0 such that

kyk2 < βkyk1 ∀y ∈ E

as well.
(ii) Now suppose (∗) holds. Then choose U ∈ τ1 . We WTS: U ∈ τ2 . So for any
x ∈ U, ∃r > 0 such that

B1 (x, r) = {y ∈ E : ky − xk1 < r} ⊂ U

Let V := B2 (x, αr), then for any y ∈ V ,

ky − xk1
ky − xk1 ≤ <r
α
and so V ⊂ U . This is true for every x ∈ U , and so U ∈ τ2 .Hence, τ1 ⊂ τ2 .
By symmetry, τ2 ⊂ τ1 as well.

5.3. Remark/Examples:
(i) Let E = k n , and consider k · k1 and k · k∞ on E. Note that for any x ∈ k n ,

kxk∞ ≤ kxk1 ≤ nkxk∞

and so k · k1 ∼ k · k∞
(ii) Let E = c00 and consider k · k1 and k · k∞ on E. Then kxk∞ ≤ kxk1 for all
x ∈ E, but if xk = (1, 1, . . . , 1, 0, 0, . . .), then

kxk k1 = k and kxk k∞ = 1

and so k · k1  k · k∞ .
(iii) Suppose E is a vector space with two equivalent norms k · k1 and k · k2 . If E
is complete wrt k · k1 , then it is complete wrt k · k2 . [Check!]
(iv) Hence, if E = C[a, b] then for any 1 ≤ p < ∞, k · kp  k · k∞ .
5.4. Lemma: Let E = (k n , k · k1 ), then every closed, bounded subset of E is compact.
(HW)

28
5.5. Theorem: Any two norms on a finite dimensional vector space are equivalent.

Pn(E, k · kE ) be a finite dimensional NLS with basis {e1 , e2 , . . . , en }. For


Proof. Let
any x = i=1 xi ei ∈ E, define
n
X
kxk1 := |xi |
i=1

and note that k·k1 is a norm on E. Since the equivalence of norms is an equivalence
relation, it suffices to show that

k · k E ∼ k · k1

(i) If D := max{kej k}, then kxkE ≤ Dkxk1 .


(ii) We WTS: ∃C > 0 such that kxkE ≥ Ckxk1 for all x ∈ E. Dividing both
sides by kxk1 , it suffices to prove that ∃C > 0 such that

kxkE ≥ C ∀x ∈ E such that kxk1 = 1

Suppose not, then ∃αk = (α1k , α2k , . . . , αnk ) ∈ k n such that kαk k1 = 1 and
X
k αik ei kE < 1/k

Now, (αk ) ⊂ k n is a bounded in k·k1 , so by Lemma 5.4, there is a subsequence


(αnk ) and α ∈ k n such that

kαnk − αk1 → 0

By continuity of the norm, it follows that kαk1 = 1 and


n
X n
X
k αi ei kE = 0 ⇒ αi ei = 0
i=1 i=1

But this contradicts the fact that the {ei } are linearly independent.

5.6. Corollary: Let E be finite dimensional, and F any NLS. Any linear operator
T : E → F is continuous.
Proof. Define a norm on E by

kxk∗ := kxk + kT (x)k

It is easy to see that this is a norm. Thus by Theorem 5.5, ∃M > 0 such that

kT (x)k ≤ kxk∗ ≤ M kxk ∀x ∈ E

and so T is continuous by Theorem 3.3

29
5.7. Definition: A linear operator T : E → F is said to be a
(i) topological isomorphism if T is an isomorphism of vector spaces and a home-
omorphism (ie. T and T −1 are both continuous).
(ii) isometric isomorphism is a topological isomorphism that is isometric.
We write E ∼ = F if they are isometrically isomorphic.
5.8. Corollary: Let E be a finite dimensional NLS with dim(E) = n, then there is a
topological isomorphism T : (k n , k · k1 ) → E.
Proof. Choose any bijection T : k n → E and apply Corollary 5.6 to both T and
T −1 .
5.9. Corollary: Let E be a finite dimensional NLS, then E is a Banach space.
Proof. Let T : (k n , k · k1 ) → E be as in Corollary 5.8. Note that (k n , k · k1 ) is a
Banach space. Thus, if (xn ) ⊂ E is Cauchy, then (T −1 (xn )) ⊂ k n is Cauchy. Thus
T −1 (xn ) → x ∈ k n , whence xn → T (x) in E.
5.10. Corollary: Let E be an NLS and F < E be a finite dimensional subspace, then F
is closed in E.
5.11. Definition: A topological space E is said to be locally compact if every point in E
has an open neighbourhood with compact closure.
5.12. (Riesz Lemma): Let E be an NLS and F < E be a proper closed subspace. Then
for any 0 < t < 1, ∃xt ∈ E such that

kxt k = 1 and d(xt , F ) ≥ t

Proof. Since F < E is a closed proper subspace, ∃x ∈ E \ F , whence

d := d(x, F ) > 0

For 0 < t < 1, d/t > d so ∃y ∈ F such that

kx − yk ≤ d/t
x−y
Now xt := kx−yk
satisfies

1
d(xt , F ) = d(x, F ) ≥ t
kx − yk

(End of Day 8)
5.13. Theorem: Let E be an NLS, then TFAE:
(i) E is finite dimensional
(ii) Every closed bounded set in E is compact.

30
(iii) E is locally compact.
(iv) B[0, 1] is compact
(v) ∂B[0, 1] = {x ∈ E : kxk = 1} is compact.
Proof. (i) ⇒ (ii): If dim(E) = n, let T : (k n , k·k1 ) → E be as in Corollary 5.8.
Let B ⊂ E be a closed bounded set, then T −1 (B) is closed and bounded in k n
(Why?). Hence, T −1 (B) is compact by Lemma 5.4. Thus, B = T (T −1 (B)) is
compact since T is continuous.
(ii) ⇒ (iii): If every closed, bounded set in E is compact, then in particular,
B[x, 1] is compact for all x ∈ E. Since

B[x, 1] = B(x, 1)

it follows that E is locally compact.


(iii) ⇒ (iv): If E is locally compact, then ∃ open U such that 0 ∈ U and U
is compact. Hence ∃r > 0 such that

B(0, r) ⊂ U ⇒ B[0, r] ⊂ U

and so B[0, r] is compact. But B[0, r] = rB[0, 1] and the map x 7→ rx is a


homeomorphism, so B[0, 1] is compact.
(iv) ⇒ (v) : Obvious since ∂B[0, 1] is closed subset of B[0, 1].
(v) ⇒ (i): Suppose ∂B[0, 1] is compact and E is infinite dimensional, then
choose 0 6= x1 ∈ E with kx1 k = 1, and let

F1 = span{x1 }

Then F1 < E is a closed proper subspace, and hence ∃x2 ∈ E such that

kx2 k = 1 and d(x2 , F1 ) ≥ 1/2

Thus proceeding, we get a sequence {xn } such that

kxn k = 1 and d(xn , Fn−1 ) ≥ 1/2

where Fn−1 = span{x1 , x2 , . . . , xn−1 }. In particular,

kxn − xm k ≥ 1/2 ∀n 6= m

Hence, (xn ) ⊂ ∂B[0, 1] cannot have a convergent subsequence [Why?].

31
6. Quotient Spaces
Notation: Throughout this section, E is an NLS, F < E and π : E → E/F is the
natural quotient map x 7→ x + F .
6.1. Theorem: Define p : E → R+ by

p(x) := d(x, F ) = inf{kx − yk : y ∈ F }

Then
(i) p defines a semi-norm on E.
(ii) If F is closed, p induces a norm on E/F given by

kx + F k := p(x)

Proof. By HW 1.3, it suffices to prove (i)


(i) Clearly, p(x) ≥ 0 and p(x) = 0 iff x ∈ F .
(ii) Now if α ∈ k, then consider

d(αx, F ) = inf{kαx − yk : y ∈ F }

If α = 0, then αx = 0 ∈ F , so p(αx) = 0. If α 6= 0, then the map y 7→ αy is


a bijection on F , and hence

p(αx) = inf{kαx − αyk : y ∈ F } = |α|p(x)

(iii) Finally, if x1 , x2 ∈ E, then for any y1 , y2 ∈ F , we have

k(x1 + x2 ) − (y1 + y2 )k ≤ kx1 − y1 k + kx2 − y2 k

Hence,
p(x1 + x2 ) ≤ kx1 − y1 k + kx2 − y2 k
Taking infimums independently, we get that p(x1 + x2 ) ≤ p(x1 ) + p(x2 ).

6.2. Theorem: If F is closed, then π is continuous and kπk = 1.


Proof. Note that for x ∈ E,

kπ(x)k = kx + F k = d(x, F ) ≤ kxk

since 0 ∈ F . Hence π is continuous and kπk ≤ 1. Furthermore, by Riesz’ Lemma,


for each 0 < t < 1, ∃xt ∈ E such that kxt k = 1 and

kπ(xt )k ≥ t

Hence, kπk ≥ 1.

32
6.3. Lemma: If F is closed, then, for any x ∈ E, r > 0

π(BE (x, r)) = BE/F (π(x), r)

Proof. (i) If z ∈ BE (x, r) then kx − zk < r. Since 0 ∈ F , this implies that

kπ(x) − π(z)k = kπ(x − z)k ≤ kx − zk < r

(ii) Now suppose z + F ∈ BE/F (x + F, r), then

kπ(z) − π(x)k = kπ(z − x)k < r

So ∃y ∈ F such that kz − x − yk < r. So if w := z − y, then

w ∈ BE (x, r) and z + F = π(z) = π(z − y) = π(w)

6.4. Theorem: If F is closed, then


(i) A set U ⊂ E/F is open iff π −1 (U ) ⊂ X is open
(ii) π is an open map.
Proof. (i) If U ⊂ E/F is open, then π −1 (U ) ⊂ E is open since π is continuous
by 6.2. Conversely, suppose π −1 (U ) ⊂ E is open. Choose π(x) ∈ U , then it
follows that

x ∈ π −1 (U ) ⇒ ∃r > 0 such that BE (x, r) ⊂ π −1 (U )

By Lemma 6.3
BE/F (π(x), r) ⊂ π(π −1 (U )) = U
since π is surjective, and so U is open.
(ii) If U ⊂ E is open, then consider V = π(U ) and note that

π −1 (V ) = U + F = {u + y : u ∈ U, y ∈ F }

For each y ∈ F , the map u 7→ u + y is a homeomorphism, and hence


[
π −1 (V ) = U + F = (U + y)
y∈F

is an open set. So by part (i), V ⊂ E/F is open.

(End of Day 9)
6.5. Corollary: If F is closed and W < E finite dimensional, then W + F is closed in
E.

33
Proof. Since
dim(π(W )) ≤ dim(W ) < ∞
it follows from Corollary 5.10 that π(W ) < E/F is closed. Since π is continuous,

W + F = π −1 (π(W ))

is closed in E.
6.6. Theorem: If E is a Banach space, then E/F is a Banach space.
Proof. By Theorem 4.8, it suffices to prove that every absolutely convergent series
is convergent. So suppose (xn ) ⊂ E such that

X
M := kπ(xn )k < ∞
n=1

We WTS that the sequence


k
X
sk := π(xn )
n=1

is convergent in E/F .

For each n ∈ N, ∃yn ∈ F such that

kπ(xn )k + 1/2n > kxn + yn k

Hence,

X
kxn + yn k < ∞
n=1

By Theorem 4.8, the sequence


k
X
tk := (xn + yn )
n=1

converges to a point t ∈ E. But since π is continuous

sk = π(tk ) → π(t) ∈ E/F

6.7. (First Isomorphism Theorem): Let T : E → H be a bounded linear operator and


F := ker(T ). Then
(i) F is a closed subspace of E
(ii) There exists a unique injective bounded operator Tb : E/F → H such that
Tb ◦ π = T . Furthermore,
kTbk = kT k

34
Proof. Since F = T −1 ({0}), F is closed. Let Tb : E/F → H be the injective map
given by
Tb(x + M ) := T (x)
Then Tb is well-defined and linear. Furthermore, for any x ∈ E, y ∈ M , we have

kTb(x + M )k = kT (x)k = kT (x − y)k ≤ kT kkx − yk

This is true for all y ∈ M , and hence kTb(x + M )k ≤ kT kkx + M k, whence Tb is


bounded and
kTbk ≤ kT k
However,
kT (x)k = kTb(x + M )k ≤ kTbkkx + M k ≤ kTbkkxk
and so kT k ≤ kTbk

35
II. Hilbert Spaces
1. Orthogonality
1.1. Definition/Remark: Let H be an Hilbert space.
(i) We say that two elements x, y ∈ H are orthogonal if hx, yi = 0. If this
happens, we write x ⊥ y
(ii) For two subsets A, B ⊂ H, we write A ⊥ B if x ⊥ y for all x ∈ A, y ∈ B
(iii) For any set A ⊂ H, write

A⊥ = {x ∈ H : x ⊥ y ∀y ∈ A}

If A = {x}, then we simply write x⊥ := {x}⊥


(iv) For each y ∈ H, the linear functional

ϕy : H → k given by x 7→ hx, yi

is continuous. Hence, \
A⊥ = ker(ϕy )
y∈A

is a closed subspace of H
(v) For any A ⊂ H
A ∩ A⊥ = {0}
A ⊂ (A⊥ )⊥

1.2. Theorem: Let x, y ∈ H, then


(i) (Polar Identity): kx + yk2 = kxk2 + 2Rehx, yi + kyk2
(ii) (Pythagoras’ Theorem): If x ⊥ y, then kx + yk2 = kxk2 + kyk2
(iii) (Parallelogram law): kx + yk2 + kx − yk2 = 2(kxk2 + kyk2 )
Proof. Expand kx + yk2 and kx − yk2 and use linearity/conjugate-linearity of the
inner product.
1.3. Example: For 1 ≤ p ≤ ∞

36
(i) Let E = `p , and
x = e1 + e2 and y = e1 − e2
Then
kx + ykp = k2e1 kp = 2 and kx − ykp = k2e2 kp = 2
(
21/p : 1 ≤ p < ∞
kxkp = kykp =
1 :p=∞
Hence, the parallelogram law holds iff

8 = 4 × 22/p ⇔ p = 2

(ii) Let E = C[0, 1] and


f (t) = t and g(t) = 1 − t
Then
(
1
(1+p)1/p
:1≤p<∞
kf + gkp = 1 and kf − gkp = kf kp = kgkp =
1 :p=∞

And once again, parallelogram law holds iff p = 2


1.4. Definition: A subset A ⊂ H is said to be convex if, for any x, y ∈ A, the line

[x, y] := {tx + (1 − t)y : 0 ≤ t ≤ 1} ⊂ A

1.5. Examples:
(i) Open/Closed unit ball
(ii) Any subspace
(iii) If A is convex, then so is A + x for any x ∈ H
(End of Day 10)
1.6. (Best Approximation Property) Let A ⊂ H be a non-empty, closed, convex set,
and x ∈ H, then ∃!x0 ∈ A such that

kx − x0 k = d(x, A) = inf{ky − xk : y ∈ A}

This x0 ∈ A is called the best approximation of x in A


Proof. Since d(x, A) = d(0, A − x), replacing A by A − x, we may assume WLOG
that x = 0.

37
(i) Existence: By definition, ∃(yn ) ⊂ A such that

d := d(0, A) = lim kyn k


n→∞

WTS: (yn ) is Cauchy.

By the parallelogram law,


yn − ym 2 1 yn + ym 2

2 2
= (kyn k + kym k ) −
2 2 2

(yn +ym )
Since A is convex, 2
∈ A, and so

yn + ym 2

≥ d2
2

For  > 0, choose N0 ∈ N such that

kyn k2 < d2 +  ∀n ≥ N0

Hence, for n, m ≥ N0
yn − ym 2 1 2

< (2d + 2) − d2 = 
2 2

and so kyn − ym k < 2  for all n, m ≥ N0 .

Thus, (yn ) is Cauchy, and hence convergent in H. Since A is closed, ∃x0 ∈ A


such that yn → x0 whence

d = lim kyn k = kx0 k


n→∞

by Remark I.2.2
(ii) Uniqueness: Suppose x0 , x1 ∈ A such that

kx0 k = kx1 k = d

then by convexity, (x0 + x1 )/2 ∈ A, and hence


1 1
d ≤ k (x0 + x1 )k ≤ (kx0 k + kx1 k) ≤ d
2 2
and so k 21 (x0 + x1 )k = d. The parallelogram law then implies

x0 + x1 2 x0 − x1 2

2 2
d = 2 =d − 2

and so x0 = x1

38
1.7. Theorem: Let M < H be a closed subspace and x ∈ H. Then x0 ∈ M is the best
approximation of x in M iff x − x0 ⊥ M
Proof. (i) Suppose x0 is the best approximation of x0 to M : We WTS: hx −
x0 , yi = 0 for all y ∈ M . It suffices to prove this when kyk = 1, so fix y ∈ M
with kyk = 1 and let
α := hx − x0 , yi
Then z := x0 + αy ∈ M , so

kx − x0 k2 ≤ kx − zk2 = k(x − x0 ) − αyk2


= kx − x0 k2 + kαyk2 − 2Rehx − x0 , αyi
= kx − x0 k2 + |α|2 kyk2 − 2|α|2
= kx − x0 k2 − |α|2

Hence, |α|2 = 0, whence x − x0 ⊥ y.


(ii) Conversely, suppose x − x0 ⊥ M : We WTS: kx − x0 k = d(x, M ). In other
words, we WTS:
kx − x0 k ≤ kx − yk ∀y ∈ M
But then for any y ∈ M , we have (x0 − y) ∈ M , so by Pythagoras’ theorem

kx − yk2 = k(x − x0 ) + (x0 − y)k2 = kx − x0 k2 + kx0 − yk2 ≥ kx − x0 k2

1.8. Definition: Let M < H be a closed subspace. For x ∈ X, let PM (x) ∈ M denote
the best approximation of x in M . ie.

kx − PM (x)k = d(x, M ) ⇔ x − PM (x) ∈ M ⊥

The map PM : H → M ⊂ H is called the orthogonal projection of H onto M .


1.9. Theorem: Let P : H → M be the orthogonal projection onto a closed subspace
M < H. Then
(i) P is a linear transformation
(ii) P is bounded and kP k ≤ 1. If M 6= {0}, then kP k = 1
(iii) P 2 := P ◦ P = P
(iv) ker(P ) = M ⊥ and Image(P ) = M
Proof. (i) Let x1 , x2 ∈ H and α ∈ k, then set

z = x1 + αx2 and z0 = P (x1 ) + αP (x2 )

39
Then we WTS: P (z) = z0 . For any y ∈ M

hz − z0 , yi = hx1 − P (x1 ), yi + αhx2 − P (x2 ), yi = 0

Hence, z − z0 ∈ M ⊥ , so by Theorem 1.7,

P (z) = z0

(ii) For any x ∈ H, x = (x − P (x)) + P (x) and (x − P (x)) ⊥ P (x). Hence by


Pythagoras’ theorem

kxk2 = kx − P (x)k2 + kP (x)k2 ≥ kP (x)k2

Hence, P is continuous and kP k ≤ 1.


(iii) Note that if y ∈ M then P (y) = y. Hence, if x ∈ M then y = P (x) ∈ M , so

P (P (x)) = P (x) ∀x ∈ M

(iv) If P (x) = 0, then x = x − P (x) ∈ M ⊥ . Hence ker(P ) ⊂ M ⊥ . Conversely, if


x ∈ M ⊥ , then x − 0 ∈ M ⊥ and so x − P (x) = x − 0 whence P (x) = 0.

1.10. Theorem: Let M < H be a closed subspace, then (M ⊥ )⊥ = M


Proof. (i) If x ∈ M , then for any y ∈ M ⊥ , hx, yi = 0. Hence,

x ∈ (M ⊥ )⊥ ⇒ M ⊂ (M ⊥ )⊥

(ii) Conversely, if x ∈ (M ⊥ )⊥ , then let x0 = PM (x) ∈ M , then x0 ∈ M and


x − x0 ∈ M ⊥ , so

hx, x − x0 i = 0 and hx0 , x − x0 i = 0 ⇒ kx − x0 k2 = hx − x0 , x − x0 i = 0

whence x = x0 ∈ M

1.11. Theorem: Let M < H be a closed subspace, and P = PM . Since M ⊥ is a closed


subspace, let Q = PM ⊥ . Then
(i) P Q = QP = 0
(ii) P + Q = I where I : H → H denotes the identity map.
Proof. (i) If x ∈ H, then Q(x) ∈ M ⊥ . By Theorem 1.9, ker(P ) = M ⊥ , and
hence
P Q(x) = 0
Similarly, P (x) ∈ M and M ⊂ (M ⊥ )⊥ = ker(Q) and hence

QP (x) = 0

40
(ii) If x ∈ H, then

x = (x−P (x))+P (x) = Q(x)+(x−Q(x)) ⇒ (x−P (x))−Q(x) = (x−Q(x))−P (x)

But x − P (x), Q(x) ∈ M ⊥ , x − Q(x) ∈ (M ⊥ )⊥ = M by Theorem 1.10, and


P (x) ∈ M and hence

(x − P (x)) − Q(x) ∈ M ⊥ and (x − Q(x)) − P (x) ∈ M

and since M ∩ M ⊥ = {0}, it follows that

x − P (x) − Q(x) = 0 ⇒ x = (P + Q)(x)

1.12. Corollary: Let M < H be a closed subspace, then H = M ⊕ M ⊥


Proof. Let P : H → M and Q : H → M ⊥ be the orthogonal projections onto M
and M ⊥ respectively. Then, by Theorem 1.11,

H = (P + Q)(H) = P (H) + Q(H) = M + M ⊥

Furthermore, M ∩ M ⊥ = {0}, and so H = M ⊕ M ⊥


1.13. Corollary: If M < H is any subspace, then M is dense in H iff M ⊥ = {0}
Proof. HW

(End of Day 11)

2. Riesz Representation theorem


2.1. Definition: If y ∈ H, define ϕy : H → k by

x 7→ hx, yi

Then ϕy ∈ H ∗ and kϕy k = kyk. Hence, we get a map

∆ : H → H ∗ given by y 7→ ϕy

which is an isometry. Note that

∆(αy) = α∆(y) and ∆(y1 + y2 ) = ∆(y1 ) + ∆(y2 )

We say that ∆ is a conjugate-linear isometry.


2.2. (Riesz Representation Theorem): For any ϕ ∈ H ∗ , ∃!y ∈ H such that

ϕ(x) = hx, yi ∀x ∈ H

Hence, ∆ : H → H ∗ is a conjugate-linear isometric isomorphism.

41
Proof. Fix 0 6= ϕ ∈ H ∗ , then M := ker(ϕ) is a closed subspace of H. Since ϕ 6= 0,
M 6= H, and so by II.1.13,
M ⊥ 6= {0}
Choose y0 ∈ M ⊥ such that ϕ(y0 ) = 1. Now for any x ∈ H with α := ϕ(x) 6= 0,
note that
ϕ(x − αy0 ) = 0 ⇒ x − αy0 ∈ M
Hence,

0 = hx − αy0 , y0 i
= hx, y0 i − ϕ(x)ky0 k2

Hence if y = y0 /ky0 k2 , then

ϕ(x) = hx, yi = ϕy (x)

As for uniqueness, if ϕy = ϕz , then

ϕy−z = 0 ⇒ ky − zk = kϕy−z k = 0

and so y = z.
2.3. Remark: If H is a Hilbert space, then H ∗ is a Hilbert space under the inner product

(ϕy , ϕz ) := hz, yi

2.4. Theorem: Let E be an NLS, F a Banach space and E0 < E be dense. If T0 ∈


B(E0 , F ), then ∃!T ∈ B(E, F ) such that

T |E0 = T0 and kT k = kT0 k

T is called the norm-preserving extension of T0 .


Proof. (i) For any x ∈ E, choose a sequence (xn ) ⊂ E0 such that xn → x. Then
(xn ) is Cauchy, so (T0 (xn )) ⊂ F is Cauchy. Since F is complete, ∃y ∈ F such
that T0 (xn ) → y. Define

T : E → F by T (x) := lim T0 (xn )


n→∞

(ii) WTS: T is well-defined So suppose (zn ) ⊂ E is another sequence such that


zn → x, then
kT0 (zn ) − T0 (xn )k ≤ kT0 kkzn − xn k → 0
and hence, lim T0 (zn ) = lim T0 (xn )

42
(iii) T is linear: If xn → x and yn → y, then

xn + y n → x + y

Since T0 is linear, it follows that

T (x + y) = lim T0 (xn + yn ) = lim T0 (xn ) + lim T0 (yn ) = T (x) + T (y)

and similarly, T (αx) = αT (x) for all α ∈ k.


(iv) T is bounded: If xn → x, then kxn k → kxk, and so

kT (x)k = lim kT0 (xn )k ≤ kT0 k lim kxn k = kT0 kkxk


n→∞ n→∞

and so T is bounded with kT k ≤ kT0 k. However, T is an extension of T0 , and


so kT k ≥ kT0 k
(v) Uniqueness: If T1 , T2 ∈ B(E, F ) are two bounded linear operators such that

T1 |E0 = T0 = T2 |E0

then for any x ∈ E, choose (xn ) ⊂ E0 such that xn → x, then

T1 (x) = lim T1 (xn ) = lim T0 (xn ) = lim T2 (xn ) = T2 (x)


n→∞ n→∞ n→∞

2.5. Corollary: If E is a NLS, and E0 < E is dense in E, then the map

E ∗ 7→ E0∗ given by ϕ 7→ ϕ|E0

is an isometric isomorphism of Banach spaces.


Proof. The map S : ϕ 7→ ϕ|E0 is clearly well-defined and linear. Furthermore, by
Theorem 2.4, for any ψ ∈ E0∗ , ∃!ϕ ∈ E ∗ such that

ϕ|E0 = ψ

Hence, S is surjective. Also, since kϕk = kψk, it follows that S is isometric, and
hence injective.
2.6. Corollary: Let M < H be a subspace of H (not necessarily closed) and let ϕ :
M → k be a bounded linear functional. Then ∃ψ ∈ H ∗ such that

ψ|M = ϕ and kψk = kϕk

(We say that ψ is a norm-preserving extension of ϕ. It may not be unique - see


HW 4)

43
Proof. Let ψ ∈ M ∗ , then by Corollary 2.5, ∃ϕ0 : M → k linear such that

ϕ0 |M = ψ and kϕ0 k = kψk

Since M < H, it is a Hilbert space, so by the Riesz Representation theorem,


∃y ∈ M such that
ϕ0 (x) = hx, yi ∀x ∈ M
Now simply define ϕ : H → k by

ϕ(x) = hx, yi ∀x ∈ H

Then clearly, ϕ is an extension of ϕ0 and hence of ψ. Furthermore,

kϕk = kyk = kϕ0 k = kψk

2.7. Remark: If M < H, then we have just proved that the restriction map

S : H ∗ → M ∗ given by ϕ 7→ ϕ|M

is surjective. Furthermore, it is injective iff M = H. (HW)

3. Orthonormal Bases
3.1. Definition: Let H be a Hilbert space and A ⊂ H,
(i) A is said to be orthogonal if x ⊥ y for all distinct x, y ∈ A
(ii) A is said to be orthonormal if it is orthogonal and kxk = 1 for all x ∈ A.
(iii) A maximal orthonormal set is called an orthonormal basis (ONB) of H.
Note: An ONB may not be a vector space basis for H
(End of Day 12)
3.2. Lemma: Every orthogonal set is linearly independent.
Proof. If A is orthonormal and {x1 , x2 , . . . , xn } ⊂ A satisfy
n
X
α i xi = 0
i=1

Then for any fixed j ∈ N,


n
X
h αi xi , xj i = αj = 0
i=1

44
3.3. Lemma: Let A ⊂ H be an orthonormal set, then TFAE:
(i) A is an ONB
(ii) A⊥ = {0}
(iii) span(A) is dense in H
Proof. Let A ⊂ H orthonormal
(i) ⇒ (ii): Suppose A is an ONB, and A⊥ 6= {0}, then choose x ∈ A⊥ such
that kxk = 1, then A ∪ {x} is an orthonormal set. This contradicts the
maximality of A
(ii) ⇒ (iii): Suppose A⊥ = {0}, then
span(A)⊥ ⊂ A⊥ ⇒ span(A)⊥ = {0}
So by Corollary II.1.13, span(A) is dense in H
(iii) ⇒ (i): Suppose span(A), then we WTS: A is a maximal orthonormal set.
Suppose x ⊥ A, then x ⊥ span(A). By continuity of the inner product (by
Cauchy-Schwartz), x ⊥ span(A). Hence, x ⊥ H and so x = 0. Thus, there is
no x ∈ H of norm 1 such that x ⊥ A. Hence, A is a maximal orthonormal
set.

3.4. Theorem: If A ⊂ H is any orthonormal set, then there is an ONB B ⊂ H that


contains A.
Proof. HW (Use Zorn’s Lemma)
3.5. Examples:
(i) Let H = (k n , k · k2 ), then the standard basis is an orthonormal basis.
(ii) Let H = `2 , then {en : n ∈ N} is an ONB
Proof. Clearly, A = {en : n ∈ N} is orthonormal. Furthermore, if x = (xn ) ⊥
A, then xn = hx, en i = 0 for all n, and hence A⊥ = {0}
(iii) Let H = L2 [0, 2π] and k = C. For n ∈ Z, define
1
en (t) = √ eint

Then Z 2π
1
hen , em i = ei(n−m)t dt
2π 0
If n = m, then clearly, this is 1. Otherwise, we get
1 ei(n−m)t |2π
0
hen , em i = =0
2π n − m
We will prove later that it forms an ONB.

45
3.6. (Gram-Schmidt Orthogonalization): Let {x1 , x2 , . . . , xn } ⊂ H be linearly indepen-
dent, then define {u1 , u2 , . . . , un } inductively by
j−1
X hxj , ui i
u1 := x1 and uj = xj − ui (∗)
i=1
hui , ui i

Then {u1 , u2 , . . . , un } is an orthogonal set and

span({u1 , u2 , . . . , un }) = span({x1 , x2 , . . . , xn })

Proof. We proceed by induction on n, since this is clearly true if n = 1. If n > 1,


suppose {u1 , u2 , . . . , un−1 } is an orthogonal set such that

span({u1 , u2 , . . . , un−1 }) = span({x1 , x2 , . . . , xn−1 })

Then if un is given by (∗), then clearly, un ∈ span({x1 , x2 , . . . , xn }) and un 6= 0


since {x1 , x2 , . . . , xn } is linearly independent. Also,

hun , uj i = 0 ∀j < n

and so {u1 , u2 , . . . , un } is orthogonal. In particular, {u1 , u2 , . . . , un } is linearly


independent, and hence

span({u1 , u2 , . . . , un }) = span({x1 , x2 , . . . , xn })

since both spaces have the same dimension.


3.7. Corollary: If H is a Hilbert space and {xn : n ∈ N} is a linearly independent set,
then ∃ an orthonormal set {en : n ∈ N} such that, for all n ∈ N

span({e1 , e2 , . . . , en }) = span({x1 , x2 , . . . , xn })

3.8. Example: Let H = L2 [−1, 1] and xn (t) = tn , then


 1/2  n
1 1 d
en = (2n + 1) Pn (x) where Pn (x) = n (t2 − 1)n
2 2 n! dt
The polynomials Pn are called Legendre polynomials. And since

span({en }) = span({xn })

it follows by Weierstrass approximation Theorem and Theorem I.4.12 that span({en }) =


H and hence {en } form an ONB for H.
3.9. Theorem: Let {e1 , e2 , . . . , en } be an orthonormal set in H and M = ∨{e1 , e2 , . . . , en }.
Then, for any x ∈ H
Xn
PM (x) = hx, ek iek
k=1

46
Proof. Let
n
X
x0 = hx, ek iek
k=1

then for any 1 ≤ j ≤ n, it follows that

hx − x0 , ej i = 0

Hence, x − x0 ∈ M ⊥ and so PM (x) = x0 by Theorem 1.7


(End of Day 13)
3.10. (Bessel’s inequality): If {en : n ∈ N} is an orthonormal set and x ∈ H, then

X
|hx, en i|2 ≤ kxk2
n=1

Proof. For each n ∈ N, write


n
X
xn = x − hx, ei iei
i=1

Then xn ⊥ ei for all 1 ≤ i ≤ n, so by Pythagoras’ theorem,


n 2
X
kxk2 = kxn k2 + hx, ei iei


i=1
n
X
= kxn k2 + |hx, ei i|2
i=1
n
X
≥ |hx, ei i|2
i=1

This is true for all n ∈ N and hence we get the result.


3.11. (Riemann-Lebesgue Lemma): Let {en : n ∈ N} be an orthonormal set, and x ∈ H,
then
lim hx, en i = 0
n→∞

3.12. Corollary: Let A be an orthonormal set in H and x ∈ H, then

{e ∈ A : hx, ei =
6 0}

is a countable set.

47
Proof. For each n ∈ N, define

An = {e ∈ A : |hx, ei| ≥ 1/n}

If {ek }N
k=1 ⊂ An , then by Bessel’s inequality,

N N
N X 1 X
2
= 2
≤ |hx, ek i|2 ≤ kxk2
n k=1
n k=1

and hence An must be finite. But then

6 0} = ∪∞
{e ∈ A : hx, ei = n=1 An

and so this set must be countable.


3.13. Remark: Let {xα : α ∈ A} be a (possibly uncountable) set in an NLS E. We want
to make sense of an expression of the form
X
xα (∗)
α∈A

If A is countable, we can do this by enumerating A = N and writing



X
xn
n=1

However, if A is uncountable, we do the following: Define

F := {F ⊂ A : F is finite}

For each F ∈ F, we define a partial sum


X
sF := xα
α∈F

We say that the expression (∗) exists if ∃s ∈ H with the property that for all
 > 0, ∃F0 ∈ F finite such that

ksF − sk <  ∀F ∈ F, F0 ⊂ F

In other words, F is a partially ordered set under inclusion and {sF : F ∈ F}


forms a net. Our requirement is that this net be convergent in E.
3.14. Corollary: Let A be an orthonormal set in H and x ∈ H, then
X
|hx, ei|2 ≤ kxk2
e∈A

48
Proof. Clearly, the sum is the same as the sum over the set

B = {e ∈ A : hx, ei =
6 0}

By Corollary 3.12, this set is countable, and so it reduces to a countable sum. Now
the result follows from Bessel’s inequality.
3.15. Lemma: Let A be an orthonormal set in H, then for any x ∈ H,
X
hx, eie
e∈A

converges in H.
Proof. By Corollary 3.12, the set

{e ∈ A : hx, ei =
6 0}

is countable. Denote this set by {en : n ∈ N}, then


X ∞
X
hx, eie = hx, en ien
e∈A n=1

so define n
X
xn = hx, ei iei
i=1

and it now suffices to prove that (xn ) is Cauchy. However, by Bessel’s inequality,

X
|hx, en i|2 ≤ kxk2 < ∞
n=1

Hence if  > 0, ∃N0 ∈ N such that



X
|hx, en i|2 < 
n=N0

and hence if n > m, we have


2
n
X n
X
kxn − xm k2 = hx, ei iei = |hx, ei i|2


i=m+1 i=m+1

by Pythagoras’ theorem. Hence, if n, m ≥ N0 , then



X
kxn − xm k2 ≤ |hx, ei i|2 < 
i=N0

and so (xn ) is Cauchy as required.

49
3.16. Theorem: Let A be an ONB in H, then for each x, y ∈ H
(i) (Fourier Expansion) X
x= hx, eie
e∈A

(ii) X
hx, yi = hx, eihy, ei
e∈A

(iii) (Parseval’s identity) X


kxk2 = |hx, ei|2
e∈A

Proof. Let x, y ∈ H be fixed, then by Corollary 3.12, the set

{e ∈ A : hx, ei =
6 0} ∪ {e ∈ A : hy, ei =
6 0}

is countable. Replacing A by this set, we may assume that A = {en : n ∈ N} is


countable.
(i) Write

X
z := hx, en ien
n=1

By continuity and linearity of the inner product, it follows that for any j ∈ N,

hz, ej i = hx, ej i

Hence x − z ∈ A⊥ . By Lemma 3.3, this implies that x = z


(ii) By part (i), write

X ∞
X
x= hx, en ien and y = hy, em iem
n=1 m=1

Then, by the continuity of the inner product in both variables, we see that

X
hx, yi = hhx, en ien , hy, em iem i
n,m=1

Since en ⊥ em if n 6= m, we get

X
hx, yi = hx, en ihy, en i
n=1

(iii) Follows from part (ii) and the fact that kxk2 = hx, xi

50
4. Isomorphisms of Hilbert spaces
4.1. Remark/Definition:
(i) Any two ONBs of a Hilbert space have the same cardinality. (without proof)
(ii) This common number is called the dimension of the Hilbert space.
Note: The dimension of H is not the same as the dimension of H as a
vector space. For instance, dim(`2 ) = ℵ0 , but its vector space dimension
is uncountable (Proof later).
4.2. Definition/Remark: Let I be any set, and 1 ≤ p < ∞
(i) A function f : I → k is said to be p-summable if

supp(f ) := {i ∈ I : f (i) 6= 0}

is countable and X
|f (i)|p < ∞
i∈I

(where the series is summed in the sense of Remark II.3.13).


(ii) Let `p (I) denote the set of all p-summable functions on I. Then the inequality

|f + g|p ≤ [2 max{|f |, |g|}]p ≤ 2p [|f |p + |g|p ]

shows that `p (I) is a vector space.


(iii) If f ∈ `p (I), we define
!1/p
X
kf kp := |f (i)|p
i∈I

and this satisfies Minkowski’s inequality since the verification only requires a
countable sum. Hence, `p (I) is a NLS.
(iv) Furthermore, `p (I) is a Banach space as before (HW)
(v) Hence, `2 (I) is a Hilbert space under the inner product
X
hf, gi = f (i)g(i)
i∈I

and once again this is well-defined since supp(f ) is countable. Hence `2 (I) is
a Hilbert space.
(End of Day 14)
4.3. Lemma: Let I be any set, then

dim(`2 (I)) = |I|

51
Proof. For each i ∈ I, define
(
1 :i=j
ei (j) = = δi,j
0 : i 6= j

Then, the set B := {ei : i ∈ I} forms an orthonormal set in H. Furthermore,

|B| = |I|

If f ∈ `2 (I) satisfies f ⊥ B, then for any i ∈ I,

f (i) = hf, ei i = 0

and so f ≡ 0. Hence, B ⊥ = {0} and so B is an ONB for H. In particular,

dim(H) = |B| = |I|

Note: The basis B constructed as above is called the standard ONB for `2 (I).
4.4. Lemma: Let H, K be Hilbert spaces, then a linear map T : H → K is an isometry
if and only if
hT x, T yiK = hx, yiH ∀x, y ∈ H (∗)
Proof. HW
4.5. Definition: An operator U : H → K is called a unitary operator if U is a surjective
isometry. H is said to be isomorphic to K if there is a unitary map U : H → K.
If such a map exists, we write
H∼ =K

Note: If U is a unitary, then U −1 is also a unitary.


4.6. Theorem: Let H be a Hilbert space and A be an ONB of H, then

H∼
= `2 (A)

Proof. (i) For any x ∈ H, define

x̂ : A → k given by x̂(e) := hx, ei

By Corollary II.3.12, supp(x̂) is countable and by Bessel’s inequality, x̂ ∈


`2 (A). Thus, we define U : H → `2 (A) given by

x 7→ x
b

Note that U is linear

52
(ii) Furthermore, by Theorem II.3.17, we also get
X
hU (x), U (y)i = hx, eihy, ei = hx, yi
e∈A

and so U is an isometry by Lemma 4.4.


(iii) U is surjective: For each f ∈ A, U (H) contains fb and note that

fb(e) = hf, ei = δe,f

and so {U (f ) : f ∈ A} is the standard ONB for `2 (A), and so

U (H)⊥ = {0}

By Corollary II.1.13, U (H) is dense in `2 (A). However, U is an isometry, and


so U (H) is a complete subspace of `2 (A). Thus, U (H) is closed and so U is
surjective.

4.7. Corollary: Two Hilbert spaces are isomorphic if and only if they have the same
dimension.
Proof. (i) Suppose U : H → K is an isomorphism, and A ⊂ H is any ONB for
H, then U (A) ⊂ K is an orthonormal set (Why?). Hence, by Theorem 3.4,
there is an ONB B of K such that U (A) ⊂ B. In particular,

dim(H) = |A| = |U (A)| ≤ |B| = dim(K)

and by symmetry, dim(K) ≤ dim(H) as well.


(ii) Conversely, suppose dim(H) = dim(K), let A and B denote two ONBs of H
and K respectively. Then |A| = |B|, and hence (Why?)

`2 (A) ∼
= `2 (B)

Now apply Theorem 4.6

4.8. Theorem: A Hilbert space H is separable if and only if dim(H) is countable.


Proof. (i) If H is separable, and A ⊂ H is an orthonormal set, then for any
e, f ∈ A distinct, we have √
ke − f k = 2

Hence, the balls {B(e; 2/2) : e ∈ A} form a family of disjoint open sets in
H. Since H is separable, this family must be countable, and hence A must
be countable.

53
(ii) Conversely, if H has a countable ONB A := {en : n ∈ N}, then span(A) is
dense in H. But then consider
V = spanQ (A) or spanQ×Q (A)

according as k = R or C. Then V is countable, and V = H, whence H is


separable.

4.9. Corollary: Any two separable, infinite dimensional Hilbert spaces are isomorphic.

5. The Stone-Weierstrass Theorem


5.1. Definition/Notation:
(i) Throughout this section, let X denote a compact metric space, C(X, k) denote
the k-vector space of k-valued continuous functions on X for k = R or C.
(ii) Note that C(X, k) is a NLS under the sup-norm, and it is also a ring under
pointwise multiplication. Furthermore,
(α · f ) · g = α · (f · g)
for any α ∈ k, and f, g ∈ C(X, k). Thus, C(X, k) forms an algebra.
(iii) A subalgebra of C(X, k) is a subset which is both a vector subspace, and a
subring.
(iv) In this section, let A ⊂ C(X, k) denote a subalgebra satisfying the following
properties:
(a) A contains constant functions. (Note that this is equivalent to 1 ∈ A)
(b) For any x, y ∈ X distinct, ∃f ∈ A such that f (x) 6= f (y). (We say that
A separates points of X).
(c) If k = C, then we also require that if f ∈ A, then f ∈ A, where
f (x) := f (x)

5.2. Examples:
(i) A = C(X, k) itself satisfies all these properties. Note that it separates points
because of Urysohn’s lemma (See Remark I.4.10)
(ii) Let X = [0, 1], and A denotes the set of all polynomials in C([0, 1], k)
(iii) Let X = T := {z ∈ C : |z| = 1} and A denotes all polynomials in z and z.
(iv) Let X = [0, 1] × [0, 1] and
( n
)
X
A= (x, y) 7→ fi (x)gi (y) : fi , gj ∈ C[0, 1]
i=1

54
(End of Day 15)
5.3. Remark: Our goal is to prove that if A ⊂ C(X, C) satisfies the above conditions,
then it is dense in C(X, C). Note that if A satisfies these conditions, then so does
A (with respect to the sup norm), and so if A is a closed subalgebra, then we wish
to prove that A = C(X, C).
5.4. Lemma: Let A ⊂ C(X, R) be a closed subalgebra satisfying the properties Defini-
tion 5.1(iv). Then, for any f, g ∈ A
(i) |f | ∈ A
(ii) max{f, g}, min{f, g} ∈ A
Proof. Since, for any f and g in C(X), we have
1
max{f, g} = [f + g + |f − g|]
2
1
min{f, g} = [f + g − |f − g|]
2
it suffices to prove part (i).
Let f ∈ A, then there is m > 0 such that |f (x)| ≤ m for each x ∈ X. Then
defining g(x) := |fm(x)|
for each x ∈ X we see that g(x) ∈ [0, 1] for each x ∈ X.
Since A is a subspace of C(X) it is enough to prove that g ∈ A. By the Weierstrass

approximation theorem, there is a sequence pn of polynomials such that pn → ·
uniformly on [0, 1]. Hence,
 2 r
f f2
pn −→ =g
m2 m2
uniformly on [0, 1]. Since A is an algebra containing the constants,
 2
f
pn ∈ A for each n ∈ N
m2
Since A is closed, g is in A as required.
5.5. Lemma: For any pair of real numbers α, β and any pair of distinct points x, y ∈ X,
there is a function g ∈ A such that g(x) = α and g(y) = β
Proof. Since x 6= y we can choose and f ∈ A such that f (x) 6= f (y). Then the
function g defined by
α(f (u) − f (y)) − β(f (x) − f (u))
g(u) =
f (x) − f (y)
is an element of A since A is an algebra, and it satisfies the required properties.
5.6. (Stone-Weierstrass Theorem - Real version): Let A ⊂ C(X, R) be a closed subal-
gebra as above, then A = C(X, R).

55
Proof. Let f ∈ C(X), and  > 0 be given. For any τ, σ ∈ X, by Lemma 5.5, there
is a function fτ σ ∈ A such that fτ σ (τ ) = f (τ ) and fτ σ (σ) = f (σ). Define

Uτ σ := {t ∈ X : fτ σ (t) < f (t) + }


Vτ σ := {t ∈ X : fτ σ (t) > f (t) − }

Then Uτ σ and Vτ σ are open sets containing τ and σ respectively. By the com-
pactness of X, there is a finite set {t1 , t2 , . . . , tn } such that {Uti σ }ni=1 covers X.
Let
fσ := min{fti σ : 1 ≤ i ≤ n}
then fσ ∈ A (by Lemma 5.4) and satisfies

fσ (t) < f (t) +  ∀ t ∈ X


n
\
fσ (t) > f (t) −  ∀ t ∈ Vσ := Vti σ
i=1

We now select a finite subcover {Vσj }m


j=1 from {Vσ } for X and define

g := max{fσj : 1 ≤ j ≤ m}

Then g is in A (by Lemma 5.4) and it satisfies

f (t) −  < g(t) < f (t) +  (t ∈ X)

Hence, to every  > 0 there is an element g ∈ A such that kf − gk∞ < . Since
A is closed, we see that f is in A. This is true for every f in C(X) and hence the
theorem is proved.
5.7. (Stone Weierstrass Theorem): Let A ⊂ C(X, C) be a closed subalgebra as above,
then A = C(X, C)
Proof. Define
B := {Re(f ) : f ∈ A} ⊂ C(X, R)
Since A is a vector subspace, Im(f ) = Re(if ) ∈ B for all f ∈ A. Thus, B satisfies
all the hypotheses of Theorem 5.6. If f ∈ C(X), then write f = g + ih, where g, h
are real-valued. By Theorem 5.6, g, h ∈ B, and so f ∈ A.

6. Introduction to Fourier Series


6.1. Definition/Notation:
(i) Throughout this section, set

C := {f ∈ C[0, 2π] : f (0) = f (2π)}

denote the set of all 2π-periodic continuous functions.

56
(ii) For n ∈ Z, define
1
en (t) := √ eint

(iii) Set A := span({en }) ⊂ C.
(iv) Note that
A = span({cos(nt), sin(nt) : n ∈ Z})
Hence, an element of A is called a trigonometric polynomial.
6.2. Theorem: A is dense in C with respect to the sup norm. In particular, it is dense
with respect to k · kp for all 1 ≤ p ≤ ∞.
Proof. Let T := {z ∈ C : |z| = 1} and define θ : C(T) → C by

θ(f )(t) := f (eit )

Then θ is
(i) Linear
(ii) Isometric
kθ(f )k∞ = kf k∞
since the function t 7→ eit is surjective from [0, 2π] → T.
(iii) In particular, θ is injective.
(iv) Furthermore, given f ∈ C, define F : T → k by

F (eit ) = f (t)

Since f (0) = f (2π), F is well-defined and continuous (Why?). Hence, F ∈


C(T) and θ(F ) = f and so θ is surjective.
Hence, θ is an isometric isomorphism. Now define

A0 = {polynomials in z and z}

and note that A0 = C(T) by the Stone-Weierstrass theorem. Now,

θ(z)(t) = eit and θ(z)(t) = e−it

Hence, θ(A0 ) = A and so A = C.


(End of Day 16)
6.3. Lemma: C is dense in Lp [0, 2π] with respect to k · kp for all 1 ≤ p < ∞

57
Proof. For n ∈ N, define

1
 : 1/n ≤ t ≤ 2π − 1/n
fn (t) = 0 : t ∈ {0, 2π}

linear : otherwise

Then kfn − 1kp ≤ n2 . Hence for any g ∈ C[0, 2π], note that fn g ∈ C and
2
kfn g − gkp ≤ kgk∞ → 0
n
k·kp
Hence, C ⊃ C[0, 2π] so the result follows from Theorem I.4.12.
6.4. Theorem: Let H = L2 [0, 2π], then the set {en : n ∈ Z} forms an ONB of H.
Proof. By Example 3.5, we know that it is an orthonormal set. By Lemma 6.2
and 6.3, A = H, and so, by Lemma 3.3, it is an ONB.
6.5. Remark: Let f ∈ L2 [0, 2π]. For n ∈ Z, the nth Fourier coefficient of f is defined
as Z 2π
1
fb(n) := hf, en i = √ f (t)e−int dt
2π 0
Then
(i) (Fourier Expansion):

X
f (t) = fb(n)e−int
n=−∞

where the series converges in k · k2 (not pointwise)


(ii) (Fourier Transform): The map

U : L2 [0, 2π] → `2 (Z) given by f 7→ fb


is an isomorphism of Hilbert spaces.
(iii) (Parseval’s identity):

X
kf k22 = |fb(n)|2
n=−∞

(iv) (Riemann-Lebesgue Lemma):


Z 2π Z 2π Z 2π
−int
lim f (t)e dt = lim f (t) cos(nt)dt = lim f (t) sin(nt)dt = 0
n→±∞ 0 n→±∞ 0 n→±∞ 0

(v) (Riesz-Fischer Theorem): For any (cn ) ∈ `2 (Z), ∃f ∈ L2 [0, 2π] such that

fb(n) = cn ∀n ∈ N and
X
kf k22 = |cn |2
n∈Z

58
6.6. Example (Heat Equation): Given a rod of length 2π, its temperature at a point
x ∈ [0, 2π] and time t ∈ [0, ∞) is given by a function
u(t, x)
Suppose that
(i) t 7→ u(t, x) is a C 2 function for x ∈ [0, 2π] fixed.
(ii) x 7→ u(t, x) is a C 3 function for t ∈ [0, ∞) fixed.
(iii) u satisfies the equation
∂t u = ∂x2 u

(iv) u(0, x) = g(x) where g : [0, 2π] → C is a known function.


For a fixed t0 ∈ [0, ∞), u(t0 , x) can be expressed as a Fourier series

X
u(t0 , x) = cn (t0 )e−inx
n=−∞

where Z 2π
1
cn (t0 ) = hu(t0 , ·), en i = √ u(t0 , x)e−inx dx
2π 0
By our assumptions, the functions
t 7→ cn (t)
are C 1 , and so

X
(∂t − ∂x2 )u(t, x) = (∂t − ∂x2 ) cn (t)einx
n=−∞

X
= (∂t − ∂x2 )cn (t)einx
n=−∞

Note that we may interchange the sum with the derivatives because of assumptions
(i) and (ii). Hence,

X
(∂t − ∂x2 )u(t, x) = [c0n (t) + n2 cn (t)]einx = 0
n=−∞

⇒ c0n (t) 2
+ n cn (t) = 0 ∀n ∈ Z, t ∈ [0, ∞)
2t
⇒ cn (t) = cn (0)e−n
Note that cn (0) = hg, en i = gb(n). Hence the solution to the heat equation with
the assumptions (i)-(iv) is given by

2 t+inx
X
u(t, x) = gb(n)e−n
n=−∞

59
6.7. Example (Euler’s Solution to the Basel Problem): Let

f (x) = x, 0 ≤ x ≤ 2π

Then
(i)

8π 3
Z
kf k22 = x2 dx =
0 3

(ii) For n = 0,
1
Z 2π
4π 2 √
fb(0) = √ xdx = √ = 2π 3/2
2π 0 2 2π
(iii) For n 6= 0,
Z 2π
1
f (n) = √
b xe−inx dx
2π 0
 −inx 
1 xe 2π
=√ |0 + 0
2π −in

1 2πi
= √ 2π =
−in 2π n

Hence by Parseval’s identity,


X 2π 8π 3
2π 3 + =
n2 3
n∈Z\{0}

1 8π 3 π2
X 1  
3
⇒ = − 2π =
n2 2π 3 3
n∈Z\{0}

X 1 π2
⇒ =
n=1
n2 6

60
III. The Hahn-Banach Theorem
1. The Duals of `p and Lp spaces
Note: In this section, fix 1 ≤ p, q ≤ ∞ such that 1/p + 1/q = 1. If p = 1, then
q = +∞ and vice-versa.
1.1. Definition/Remark:
(i) For each y ∈ `q , define

X
ϕy : `p → k given by (xn ) 7→ xn y n
n=1

For 1 < p < ∞, by Hölder’s inequality, ϕy is well-defined and

|ϕy (x)| ≤ kxkp kykq

If p = 1 or p = +∞, the inequality is obvious. Hence, ϕy ∈ (`p )∗ and


kϕy k ≤ kykq .
Furthermore, for any y, z ∈ `q , α ∈ k

ϕy+z = ϕy + ϕz and ϕαy = αϕy

Hence we obtain a linear operator

∆ : `q → (`p )∗ given by y 7→ ϕy

satisfying k∆(y)k ≤ kykq for all y ∈ `q


(ii) Similarly, for each g ∈ Lq [a, b], we define
Z b
p
ϕg : L [a, b] → k by f 7→ f (x)g(x)dx
a

Once again, ϕg is well-defined by Hölder’s inequality and we get a linear


operator
∆ : Lq [a, b] → (Lp [a, b])∗
satisfying k∆(g)k ≤ kgkq for all g ∈ Lq [a, b]
(End of Day 17)

61
1.2. Definition: For x ∈ k, we define
(
|x|
x
: x 6= 0
sgn(x) :=
0 :x=0

1.3. Theorem: For 1 ≤ p ≤ ∞, the map

∆ : `q → (`p )∗

is isometric.
Proof. In all cases, we know that kϕy k ≤ kykq , so it suffices to prove the reverse
inequality.
(i) If p = 1 and q = +∞: Let y ∈ `∞ , then

|yj | = |ϕy (ej )| ≤ kϕy kkej k1 = kϕy k

Hence, kyk∞ ≤ kϕy k


(ii) If p = ∞ and q = 1: Let y ∈ `1 , then for each n ∈ N, consider
(
sgn(yj ) : 1 ≤ j ≤ n
xnj =
0 : otherwise

Then xn ∈ `∞ and kxn k∞ = 1. Furthermore,


n
X n
X
|yj | = xnj yj = ϕy (xn ) ≤ kϕkkxn k∞ = kϕy k
j=1 j=1

Hence, kyk1 ≤ kϕy k


(iii) If 1 < p < ∞: Let y ∈ `q , then for each n ∈ N, consider
(
sgn(yi )|yi |q−1 : 1 ≤ i ≤ n
xni =
0 : otherwise

Then n n ∞
X X X
|yi |q = xni yi = xni yi = ϕy (xn )
i=1 i=1 i=1

and !1/p
n
X
|ϕy (xn )| ≤ kϕy kkxn kp = kϕy k |yi |qp−p
i=1

But qp − p = p(q − 1) = q, so
n
!1/p
X
|ϕy (xn )| ≤ kϕy k |yi |q
i=1

62
Once again dividing, we get that
n
!1/q
X
|yi |q ≤ kϕy k
i=1

This is true for all n ∈ N, so kykq ≤ kϕy k

1.4. Theorem: Let 1 ≤ p < ∞. Then the map

∆ : `q → (`p )∗

is an isometric isomorphism.
Proof. By Theorem 1.2, it suffices to show that ∆ is surjective. So fix ϕ ∈ (`p )∗ ,
and we WTS: ∃y ∈ `q such that

ϕ(x) = ϕy (x) ∀x ∈ `p

Define
y = (ϕ(e1 ), ϕ(e2 ), . . .)
(i) If p = 1 and q = +∞:
(a) For each i ∈ N,
|yi | = |ϕ(ei )| ≤ kϕkkei k1 = kϕk
Hence, y ∈ `∞ and so ϕy ∈ (`1 )∗ .
(b) Now if x ∈ c00 , write x = (x1 , x2 , . . . , xn , 0, 0, . . .), then
n
X n
X
ϕ(x) = xi ϕ(ei ) = xi yi = ϕy (x)
i=1 i=1

Hence, ϕ and ϕy agree on c00 . Since c00 is dense in `1 , it follows that

ϕ = ϕy

(ii) If 1 < p < ∞, so 1 < q < ∞:


(a) For n ∈ N
y n = (y1 , y2 , . . . , yn , 0, 0, . . .)
Then y n ∈ c00 ⊂ `q , so consider

ϕyn ∈ (`p )∗

For each n ∈ N, and x ∈ `p , let

xn = (x1 , x2 , . . . , xn , 0, 0, . . .)

63
Then
n
X n
X
ϕyn (x) = xj yj = ϕ( xj ej ) = ϕ(xn )
j=1 j=1
n
⇒ |ϕyn (x)| ≤ kϕkkx kp ≤ kϕkkxkp
⇒ kϕyn k ≤ kϕk ∀n ∈ N
⇒ ky n kq ≤ kϕk ∀n ∈ N

!1/q
X
⇒ |yj |q = lim ky n kq ≤ kϕk < ∞
n→∞
j=1

Hence, y ∈ `q and so ϕy ∈ (`p )∗ .


(b) Furthermore, for any x ∈ c00 , write x = (x1 , x2 , . . . , xn , 0, 0, . . .), then
n
X
ϕ(x) = xi ϕ(ei ) = ϕy (x)
i=1

and so ϕ = ϕy on c00 . Since c00 is dense in `p , it follows that


ϕ = ϕy

1.5. Corollary: Let E = (k n , k · kp ) for 1 ≤ p ≤ ∞, then E ∗ ∼


= (k n , k · kq ).
1.6. Theorem: For 1 ≤ p ≤ ∞, the map
∆ : Lq [a, b] → (Lp [a, b])∗
is isometric.
Proof. Fix g ∈ Lq [a, b]. We know that kϕg k ≤ kgkq , so it suffices to prove the
reverse inequality.
(i) If p = 1 and q = +∞: For n ∈ N, define
En = {t ∈ [a, b] : |g(t)| > kϕg k + 1/n}
and set
fn = sgn(g)χEn
Then kfn k1 = m(En ) and
Z
|ϕg (fn )| = |g(t)|dt > (kϕg k + 1/n) m(En )
En

But
|ϕg (fn )| ≤ kϕg km(En )
and so m(En ) = 0. This is true for all n ∈ N and so
m({t ∈ [a, b] : |g(t)| > kϕg k}) = 0
whence kgk∞ ≤ kϕg k

64
(ii) If p = ∞ and q = 1: Let
f = sgn(g)
Then kf k∞ = 1 and Z 1
ϕg (f ) = |g(t)|dt = kgk1
0

and so kgk1 ≤ kϕg k


(iii) If 1 < p < ∞: Define
f (t) = sgn(g)|g|q−1
Then Z 1 Z 1
p
|f (t)| dt = |g(t)|(q−1)p dt = (kgkq )q
0 0
and Z 1
ϕg (f ) = |g(t)|q dt = (kgkq )q
0
Hence,
(kgkq )q ≤ kϕg kkf kp = kϕk(kgkq )q/p
and so
kgkq = (kgkq )q−q/p ≤ kϕk

(End of Day 18)


1.7. Remark: Recall the Fundamental Theorem of Calculus (FTOC)
(i) If f ∈ C[a, b], then define
Z x
F (x) = f (t)dt
a

Then F is differentiable and F 0 = f on [a, b]


(ii) If F is continuously differentiable, then
(a) F 0 is Riemann-integrable
(b) For all x ∈ [a, b] Z x
F (x) = F (a) + F 0 (t)dt
a

We would like to answer the following questions:


(iii) Suppose f ∈ L1 [a, b], then we may define
Z x
F (x) = f (t)dt
a

(a) Is F differentiable?

65
(b) If so, is F 0 = f ?
(iv) Suppose F : [a, b] → C is a function, under what conditions is
(a) F differentiable and F 0 ∈ L1 [a, b]?
(b) If part (a) is true, then is it true that for all x ∈ [a, b]
Z x
F (x) = F (a) + F 0 (t)dt
a

1.8. (Lebesgue’s Differentiation Theorem): Let f ∈ L1 [a, b] and define


Z x
F (x) = f (t)dt
a

Then F is differentiable a.e., and F 0 = f a.e.


Proof. Omitted. (See [Royden, Chapter 5])
1.9. Lemma: Let f ∈ L1 [a, b], then for any  > 0, ∃δ > 0 such that for any measurable
set E ⊂ [a, b], Z
m(E) < δ ⇒ |f | < 
E

Proof. Replacing f by |f |, we may assume that f ≥ 0


(i) Suppose f is bounded by some M ≥ 0, then for any  > 0, choose

δ=
2M
Then if m(A) < δ, then Z
f ≤ M m(A) < 
A

(ii) Suppose f is not bounded: Define


(
f (x) : f (x) ≤ n
fn (x) =
0 : otherwise

Then each fn is bounded and fn → f pointwise a.e. By the Monotone


convergence theorem, ∃N ∈ N such that
Z Z
fN > f − /2


So choose δ < 2N
,
so that if m(A) < δ then
Z Z
f ≤ fN + /2 < N m(A) + /2 < /2 + /2
A

66
1.10. Definition: A function F : [a, b] → C is said to be absolutely continuous if for
any  > 0, ∃δ > 0 such that for any finite collection {[ai , bi ] : 1 ≤ i ≤ n} of
non-overlapping subintervals of [a, b],
n
X n
X
(bi − ai ) < δ ⇒ |F (bi ) − F (ai )| < 
i=1 i=1

1.11. Example:
(i) f is Lipschitz continuous
Proof. If L > 0 such that |f (x) − f (y)| ≤ L|x − y| for all x, y ∈ [0, 1], then
for  > 0, we may choose δ < /L
(ii) f is C 1
Proof. By the mean-value theorem, f is Lipschitz with Lipschitz constant

L := sup |f 0 (x)|
x∈[0,1]

(iii) Suppose ∃g ∈ L1 [a, b] such that


Z x
f (x) = g(t)dt
a

Proof. This follows from Lemma 1.8


1.12. (Lebesgue’s Fundamental Theorem of Calculus): Let F : [a, b] → C be an abso-
lutely continuous function. Then
(i) F is differentiable a.e. and F 0 ∈ L1 [a, b]
(ii) Furthermore, for almost every x ∈ [a, b]
Z x
F (x) = F (a) + F 0 (t)dt
a

Proof. Omitted. (See [Royden, Chapter 5])


1.13. Lemma: Let 1 ≤ p < ∞, and suppose g ∈ L1 [a, b] is such that ∃M > 0 such that
Z b

f (t)g(t)dt ≤ M kf kp ∀f ∈ Lp [a, b]

a

Then g ∈ Lq [a, b] and kgkq ≤ M .

67
Proof. (i) If p = 1: Let n ∈ N, and consider

En = {x ∈ [0, 1] : |g(x)| > M + 1/n}

we WTS: m(En ) = 0. But let

fn = sgn(g)χEn

Then kfn k1 = m(En ) and


Z 1 Z
fn g = |g(t)|dt ≥ (M + 1/n)m(En )
0 En

But Z 1
fn g ≤ M kfn k1 = M m(En )
0

and so m(En ) = 0. This is true for all n ∈ N, and hence

m({t ∈ [0, 1] : |g(t)| > M }) = 0

and so g ∈ L∞ [0, 1] and kgk∞ ≤ M


(ii) If 1 < p < ∞: For n ∈ N, define
(
g(x) : |g(x)| ≤ n
gn (x) =
0 : otherwise

Then gn is measurable gn → g pointwise. Define

fn (t) = sgn(gn )|gn |q−1

Then Z 1 Z 1
p (q−1)p
(kfn kp ) = |gn (t)| dt = |gn (t)|q dt = (kgn kq )q
0 0
q
Also |gn | = fn gn = fn g and hence
Z 1
q
(kgn kq ) = fn g ≤ M kfn kp = M (kgn kq )q/p
0

And so
kgn kq ≤ M
By Fatou’s lemma, Z Z
q
|g| ≤ lim inf |gn |q ≤ M q

and so g ∈ Lq [a, b] and kgkq ≤ M .

68
1.14. Lemma: Let 1 ≤ p < ∞ and ϕ ∈ (Lp [a, b])∗ . Define F : [a, b] → C by

F (x) = ϕ(χ[a,x] )

Then F is absolutely continuous.


Proof. Let {[ai , bi ] : 1 ≤ i ≤ n} be a finite collection of disjoint intervals in [0, 1]
and define n
X
f (t) = sgn(F (bi ) − F (ai ))χ[ai ,bi ]
i=1

Then n
Z 1 X
|f (t)|p = |bi − ai | (∗)
0 i=1

and n
X
ϕ(f ) = sgn(F (bi ) − F (ai ))ϕ(χ[bi ,ai ] )
i=1

But ϕ(χ[bi ,ai ] ) = F (bi ) − F (ai ) and so


n
X
ϕ(f ) = |F (bi ) − F (ai )| (∗∗)
i=1

Hence, by (∗) and (∗∗), we have


n
X Xn
|F (bi ) − F (ai )| ≤ kϕkkf kp = kϕk( |bi − ai |)1/p
i=1 i=1

Hence for  > 0, δ = p /kϕkp works.


1.15. Theorem: For 1 ≤ p < ∞, the map ∆ : Lq [a, b] → (Lp [a, b])∗ is an isometric
isomorphism.
Proof. By Theorem 1.5, it suffices to prove that ∆ is surjective. So fix ϕ ∈
(Lp [a, b])∗ , and we WTS: ∃g ∈ Lq [a, b] such that

ϕ = ϕg

Define F : [a, b] → C by
F (x) := ϕ(χ[a,x] )
Then
(i) By Lemma 1.14, F is absolutely continuous

69
(ii) Hence, by Lebesgue’s FTOC, ∃g ∈ L1 [a, b] such that
Z x Z b
ϕ(χ[a,x] ) = F (x) = g(t)dt = χ[a,x] (t)g(t)dt
a a

Hence if f ∈ Lp [a, b] is a step function, then by linearity


Z b
ϕ(f ) = f (t)g(t)dt
a

(iii) Now let S ⊂ Lp [a, b] denote the subspace of step functions, then S is dense
in Lp [a, b]. So if f ∈ Lp [a, b] is a bounded function, then ∃(fn ) ∈ S such that

fn → f in Lp [a, b] and |fn | ≤ |f | ∀n

Replacing (fn ) by a subsequence, we may assume that fn → f pointwise a.e.


Hence,
fn g → f g pointwise a.e. and |fn g| ≤ |f g| ∈ L1 [a, b]
Hence by Dominated convergence theorem,
Z 1 Z
f g = lim fn g = ϕ(fn )
0

Hence the LHS is well-defined and since kfn kp → kf kp , it follows that


Z 1

f g ≤ lim |ϕ(fn )| ≤ lim kϕkkfn kp = kϕkkf kp

0 n→∞ n→∞

Hence,
1
Z


f g ≤ kϕkkf kp
0

holds for all bounded measurable functions f ∈ Lp [a, b]. Hence by Lemma
1.12,
g ∈ Lq [a, b] and kgkq ≤ kϕk

(iv) Now consider the bounded linear functional

ϕg ∈ (Lp [a, b])∗

and note that


ϕ(f ) = ϕg (f ) ∀f ∈ S
Since S is dense in Lp [a, b], it follows that ϕ = ϕg and so ∆ is surjective.

(End of Day 19)

70
2. The Hahn-Banach Extension theorem
2.1. Remark: Suppose E is a NLS and F < E a subspace. Given a bounded linear
functional ϕ : F → k, we would like to determine if there is a bounded linear
functional ψ : E → k such that
ψ|F = ϕ
In other words, ψ would be a continuous extension of ϕ. Furthermore, we would
like kψk = kϕk. Hence, ψ would be a norm-preserving extension of ϕ
(i) Note that if F = E, then there is a unique continuous extension of ϕ, by
Theorem II.2.4
(ii) If E is a Hilbert space, then for any subspace F < E and ϕ ∈ F ∗ , there is a
continuous extension by Corollary II.2.6
(iii) Suppose codim(F ) = 1, then for e ∈ E \ F , we can write

E = {x + αe : x ∈ F, α ∈ k}

Hence we only need to define ψ(e) in such a way that

|ψ(z)| ≤ kϕkkzk ∀z ∈ E

Note that the function p(z) := kϕkkzk is a (semi-)norm on E.


2.2. (Hahn-Banach Theorem - Real Case): Let E be a vector space over R and p : E →
R a seminorm on E. If F < E is a subspace and ϕ : F → R a linear functional
such that
ϕ(x) ≤ p(x) ∀x ∈ F
Then ∃ a linear functional ψ : E → R such that

ψ|F = ϕ and ψ(x) ≤ p(x) ∀x ∈ E

2.3. Lemma: Theorem 2.2 is true if codim(F ) = 1


Proof. Suppose codim(F ) = 1, ∃e ∈ E such that for all z ∈ E, ∃!x ∈ F, α ∈ R such
that
z = x + αe
(i) Suppose ψ : E → R exists such that ψ|F = ϕ and ψ(z) ≤ p(z) for all z ∈ E.
Then set t := ψ(e), then

ψ(x + αe) = ϕ(x) + αt ≤ p(x + αe)

Consider the two cases:

71
(a) If α > 0:
p(x + αe) − ϕ(x)
t≤ ∀x ∈ F, α ≥ 0 (∗)
α
Hence,  
p(x + αe) − ϕ(x)
t ≤ t1 := inf : x ∈ F, α ∈ R+
α

(b) If α < 0: write β = −α > 0, then

ψ(y − βe) = ϕ(y) − αt ≤ p(y − βe)

ϕ(y) − p(y − βe)


⇒t≥ ∀y ∈ F, β ≥ 0 (∗∗)
β
and hence
 
ϕ(y) − p(y − βe)
t ≥ t2 := sup : y ∈ F, β ∈ R+
β

However, this is only possible if t2 ≤ t1 .


(ii) WTS: For all x, y ∈ F, α, β > 0

ϕ(y) − p(y − βe) p(x + αe) − ϕ(x)



β α
⇔ ϕ(αy) + ϕ(βx) ≤ βp(x + αe) + αp(y − βe)
⇔ ϕ(αy + βx) ≤ p(βx + αβe) + p(αy − αβe)

But this follows from the fact that


ϕ(αy + βx) = ϕ(αy − αβe + αβe + βx)
= ϕ(αy − αβe) + ϕ(βx + αβe)
≤ p(αy − αβe) + p(βx + αβe)

(iii) Hence we consider t1 and t2 as above and note that by part (ii), t2 ≤ t1 . So
we choose t ∈ [t2 , t1 ] and define

ψ : E → R given by ψ(x + αe) := ϕ(x) + αt

and this ψ is linear and satisfies the required conditions.

Proof of Theorem 2.2:


(i) If n := codim(F ) < ∞, then we repeat Lemma 2.3 inductively.

72
(ii) If not, we appeal to Zorn’s Lemma: Define

F := {(V, ψV ) : V < E, F ⊂ V and ψV : V → k linear such that


ψV |F = ϕ and ψV (x) ≤ p(x) ∀x ∈ V }

Define a partial order ≤ on F by

(V, ψV ) ≤ (W, ψW ) ⇔ V ⊂ W and ψW |V = ψV

(a) Let C be a totally ordered subset of C, and define


[
V0 := V
(V,ψV )∈C

Then V0 is a subspace [Check!]. Define ψ0 : V0 → k by

ψ0 (x) := ψV (x) if x ∈ V

Then ψ0 is well-defined since C is totally ordered. [Check!] Furthermore,

ψ0 (x) ≤ p(x) ∀x ∈ V0

by definition. Hence, (V0 , ψ0 ) ∈ F and it is clearly an upper bound for C.


(b) Hence, by Zorn’s Lemma, F has a maximal element, (F0 , ϕ0 ). Now we
claim that F0 = E: Suppose not, then ∃e ∈ E \ F0 . Then define

F1 = span(F0 ∪ {e})

Then by Lemma 2.3, we may extend ϕ0 to a linear map ϕ1 : F1 → k


satisfying
ϕ1 (x) ≤ p(x) ∀x ∈ F1
This would contradict the maximality of (F0 , ϕ0 ). Hence, F0 = E and

ψ = ϕ0

is the required linear functional.


(End of Day 20)
2.4. Lemma: Let E be a complex vector space
(i) If ϕ : E → R is an R-linear functional, then

ϕ(x)
b := ϕ(x) − iϕ(ix)

is a C-linear functional
(ii) If ψ : E → C is a C-linear functional, then ϕ := Re(ψ) is a R-linear functional
and ϕ b=ψ

73
(iii) If p is a seminorm and ϕ and ϕ
b are as in part (i), then

|ϕ(x)| ≤ p(x) ∀x ∈ E ⇔ |ϕ(x)|


b ≤ p(x) ∀x ∈ E

(iv) If E is a NLS and ϕ, ϕ


b as above, then

kϕk = kϕk
b

Proof. (i) HW
(ii) HW
(iii) Suppose
|ϕ(x)|
b ≤ p(x) ∀x ∈ E
then clearly, the same inequality holds with ϕ. Conversely, suppose

|ϕ(x)| ≤ p(x) ∀x ∈ E

then
|iϕ(ix)| = |ϕ(ix)| ≤ p(ix) = p(x) ∀x ∈ E
and hence |ϕ(x)|
b ≤ p(x) for all x ∈ E
(iv) Let p(x) := kϕkkxk, then |ϕ(x)| ≤ p(x) for all x ∈ E, and hence |ϕ(x)|
b ≤ p(x)
and so kϕk
b ≤ kϕk. The reverse inequality is obvious since

|ϕ(x)| = |Re(ϕ(x))|
b ≤ |ϕ(x)|
b

2.5. (Hahn-Banach Theorem - General Case): Let E be a NLS and p : E → R+ be a


seminorm on E. If F < E and ϕ : F → k a linear functional such that

|ϕ(x)| ≤ p(x) ∀x ∈ F

Then ∃ψ : E → C linear functional such that

ψ|F = ϕ and |ψ(x)| ≤ p(x) ∀x ∈ E

Proof. (i) Suppose E is a R-vector space: By Theorem 2.2, ∃ψ : E → R such


that
ψ(x) ≤ p(x) ∀x ∈ E
But then,
−ψ(x) = ψ(−x) ≤ p(−x) = p(x) ∀x ∈ E
and so |ψ(x)| ≤ p(x) holds.

74
(ii) Define f : F → R by f = Re(ϕ). Then f is linear and
|f (x)| ≤ p(x) ∀x ∈ F
By part (i), ∃g : E → R such that
g|F = g and |g(x)| ≤ p(x) ∀x ∈ E
Define ψ : E → C by ψ := gb as in Lemma 2.4, then ψ is C-linear and satisfies
|ψ(x)| ≤ p(x) ∀x ∈ E

2.6. Corollary: Let E be an NLS and F < E a subspace. Then, for any ϕ ∈ F ∗ , ∃ψ ∈ E ∗
such that
ψ|F = ϕ and kϕk = kψk
Proof. Apply Hahn-Banach theorem with p(x) := kϕkkxk
Review for Mid-Sem Exam
(End of Day 21)
2.7. Theorem: Let E be an NLS, {e1 , e2 , . . . , en } ⊂ E be a linearly independent set,
and {α1 , α2 , . . . , αn } ⊂ k be arbitrary scalars. Then ∃ψ ∈ E ∗ such that
ψ(ei ) = αi ∀1 ≤ i ≤ n
Proof. Take F := span({e1 , e2 , . . . , en }) and define ϕ : F → k by
ϕ(ei ) = αi
extended linearly. Since F is finite dimensional, ϕ ∈ F ∗ . Hence we apply Hahn-
Banach to get a ψ ∈ E ∗ as desired.
2.8. Theorem: Let E be an NLS and x ∈ E, then
kxk = sup{|ψ(x)| : ψ ∈ E ∗ , kψk ≤ 1}
Furthermore, this supremum is attained.
Proof. Let BE ∗ := {ψ ∈ E ∗ , kψk ≤ 1} and set
α := sup{|ψ(x)| : ψ ∈ BE ∗ }
Then clearly, α ≤ kxk. Conversely, set
F = span(x)
and define ϕ : F → k by βx 7→ βkxk. Then ϕ ∈ F ∗ since F is finite dimensional
and (why?)
kϕk = 1
By Hahn-Banach, ∃ψ ∈ E ∗ such that
ψ(x) = kxk and kψk = 1
Hence kxk = α

75
2.9. Corollary: If x, y ∈ E such that ψ(x) = ψ(y) for all ψ ∈ E ∗ , then x = y
Note: We say that E ∗ separates points of E.

3. The Dual of Subspaces and Quotient Spaces


3.1. Remark/Definition: Let E be an NLS and F < E.
(i) For any ϕ ∈ E ∗ , it is clear that ϕ|F ∈ F ∗ and kϕ|F k ≤ kϕk
(ii) By the Hahn-Banach theorem, for any ψ ∈ F ∗ , ∃ϕ ∈ E ∗ such that ϕ|F = ψ
and furthermore, kϕk = kψk. Hence the map

µ : E ∗ → F ∗ given by ϕ 7→ ϕ|F

is surjective.
(iii) Note that
ker(µ) := {ϕ ∈ E ∗ : ϕ|F = 0}
and that it is a closed subspace of E ∗ . This is called the annihilator of F ,
and we denote it by F ⊥ .
(iv) Note that if E is a Hilbert space, then for any ϕ ∈ E ∗ , ∃y ∈ E such that

ϕ(x) = hx, yi ∀x ∈ E

and hence [Check!], this definition of F ⊥ coincides with the earlier definition
via the identification of E with E ∗ .
3.2. Theorem: If F < E, then the map

µ : E ∗ → F ∗ given by ϕ 7→ ϕ|F

induces an isometric isomorphism

b : E ∗ /F ⊥ → F ∗ given by ϕ + F ⊥ 7→ ϕ|F
µ

Proof. µb exists by the first isomorphism theorem. Furthermore, since µ is surjec-


tive, µ
b is an isomorphism of vector spaces.

WTS: For ϕ ∈ E ∗ , kb
µ(ϕ + F ⊥ )k = kϕ + F ⊥ k
(i) For any ψ ∈ F ⊥ , then

ϕ|F = (ϕ + ψ)|F ⇒ kµ(ϕ)k ≤ kϕ + ψk

This is true for all ψ ∈ F ⊥ , and so

µ(ϕ + F ⊥ )k = kµ(ϕ)k ≤ kϕ + F ⊥ k
kb

76
(ii) If f := ϕ|F , then f ∈ F ∗ , so ∃ψ ∈ E ∗ such that

ψ|F = f and kψk = kf k

so that
µ(ψ + F ⊥ )k = kf k = kψk ≥ kψ + F ⊥ k
kb
But ψ − ϕ ∈ F ⊥ and hence

µ(ϕ + F ⊥ )k ≥ kϕ + F ⊥ k
kb

3.3. Theorem: Let E be an NLS, F < E a subspace, x0 ∈ E \ F and suppose

d := d(x, F ) > 0

Then ∃ϕ ∈ E ∗ such that


(i) ϕ(x) = 0 for all x ∈ F
(ii) ϕ(x0 ) = 1
(iii) kϕk = d−1
Proof. Since d(x0 , F ) = d(x0 , F ) > 0, we may assume WLOG that F is closed.
Now define
π : E → E/F
to be the natural quotient map. By Corollary 2.8, ∃ψ ∈ (E/F )∗ such that

kψk = 1 and ψ(x0 + F ) = kx0 + F k = d

Define ϕ : E → k by
ϕ = d−1 ψ ◦ π
Then ϕ ∈ E ∗ and
(i) ϕ(x) = 0 for all x ∈ F
(ii) ϕ(x0 ) = 1
(iii) And since kπk ≤ 1,

|ϕ(y)| ≤ d−1 kψkkπ(y)k ≤ d−1 kyk

Hence, kϕk ≤ d−1 . However, kψk = 1 and hence

sup{|ψ(z + F )| : kz + F k = 1} = 1

and so ∃(xn + F ) ∈ E/F such that

kxn + F k = 1 and |ψ(xn + F )| → 1

77
Let yn ∈ F such that kxn + yn k < 1 + 1/n, so that

d−1 |ψ(xn + F )| = |ϕ(xn + yn )| ≤ kϕk(1 + 1/n)


|ψ(xn + F )|
⇒ d−1 ≤ kϕk
1 + 1/n
⇒ d−1 ≤ kϕk

3.4. Corollary: Let E be an NLS and F < E, then


\
F = {ker(ϕ) : ϕ ∈ F ⊥ }

Proof. Clearly, \
M := {ker(ϕ) : ϕ ∈ F ⊥ }

is a closed subspace containing F and hence F ⊂ M . Conversely, if x0 ∈


/ F , then

d(x0 , F ) > 0

and so by Corollary 2.9, ∃ϕ ∈ E ∗ such that

F ⊂ ker(ϕ) and ϕ(x0 ) 6= 0

Hence x0 ∈
/ M . Thus, M ⊂ F as well.
(End of Day 22)
3.5. Corollary: Let E be an NLS and F < E a subspace, then

F = E ⇔ F ⊥ = {0}

3.6. Remark: Let F < E be a closed subspace, then we wish to identify (E/F )∗ . Note
that π : E → E/F is continuous. Hence we get a map

η : (E/F )∗ → E ∗ given by ψ 7→ ψ ◦ π

3.7. Theorem: The map η induces an isometric isomorphism

η : (E/F )∗ → F ⊥

Proof. (i) η is well-defined: Note that for any ψ ∈ (E/F )∗ ,

η(ψ) := ψ ◦ π

Since π(F ) = 0, it follows that η(ψ) ∈ F ⊥ .

78
(ii) Since kπk ≤ 1, we have

kη(ψ)k ≤ kψk (∗)

Conversely, by Theorem I.3.8 applied to E/F , we have

kψk = sup{|ψ(x + F )| : x + F ∈ E/F, kx + F k = 1}

there exists a sequence (xn ) ⊂ E such that

kxn + F k = 1 and |ψ(xn )| → kψk

For each n ∈ N, ∃yn ∈ F such that

kxn + yn k < 1 + 1/n

Hence
|η(ψ)(xn + yn )| = |ψ(xn + yn + F )|
= |ψ(xn + F )|
⇒ kη(ψ)k(1 + 1/n) ≥ |ψ(xn + F )|
|ψ(xn + F )|
⇒ kη(ψ)k ≥ → kψk (∗∗)
1 + 1/n

By (∗) and (∗∗), it follows that

kη(ψ)k = kψk

and hence η is isometric.


(iii) η is surjective: If ϕ ∈ F ⊥ , then ϕ ∈ E ∗ and ϕ|F = 0. Hence, ϕ induces a map

ψ : E/F → k given by x + F 7→ ϕ(x)

This map is clearly well-defined and linear. Furthermore, if y ∈ F , then

|ψ(x + F )| = |ϕ(x)| = |ϕ(x + y)| ≤ kϕkkx + yk

and hence
|ψ(x + F )| ≤ kϕkkx + F k
and so ψ ∈ (E/F )∗ .

Clearly,
η(ψ) = ϕ
and hence η is surjective.

79
3.8. Remark: Consider the short exact sequence
ι π
0→F →
− E→
− E/F → 0

Now, ι : F → E induces a surjective map

µ : E∗ → F ∗

and π induces an injective map

η : (E/F )∗ → E ∗

Furthermore, by Theorem 3.2 and 3.7,

Image(η) = F ⊥ = ker(µ)

Hence we get an exact sequence


η µ
0 → (E/F )∗ →
− E∗ →
− F∗ → 0

Typically, we write π ∗ := η and ι∗ := µ

4. Separability and Reflexivity


4.1. Recall:
(i) For each y = (yn ) ∈ `1 , the map
X
ϕy : `∞ → k given by (xn ) 7→ xn yn

is a bounded linear functional. Furthermore, the map

∆ : `1 → (`∞ )∗

given by ∆(y) := ϕy is an isometry [Theorem III.1.3].


(ii) Similarly, we have an isometry

∆ : L1 [a, b] → (L∞ [a, b])∗

We now show that these maps are not surjective.


4.2. Theorem: Let E be an NLS. If E ∗ is separable, then E is separable.
Proof. If E ∗ is separable, then

B = {ϕ ∈ E ∗ : kϕk = 1}

is separable (Check!), and so there is a countable set {ϕn } ⊂ B that is dense in


B. For each n ∈ N,

1 = kϕn k = sup{|ϕn (x)| : x ∈ E, kxk = 1}

80
and so ∃xn ∈ E such that kxn k = 1 and

|ϕn (xn )| > 1/2

Let F = span({xn }), then F is separable because

D = spanQ ({xn })

is countable and dense in F . We WTS: F = E. So, by Corollary 3.5, suppose


ϕ ∈ F ⊥ , then we WTS: ϕ = 0. We may assume kϕk = 1, so ϕ ∈ B, so if ϕ ∈ F ⊥ ,
then
ϕ(xn ) = 0 ∀n ∈ N
and so
|ϕ(xn ) − ϕn (xn )| > 1/2 ⇒ kϕ − ϕn k > 1/2
This contradicts the fact that {ϕn } is dense in B.
4.3. Corollary: The maps
∆ : `1 → (`∞ )∗
and
∆ : L1 [a, b] → (L∞ [a, b])∗
are not surjective
Proof. If ∆ were an isomorphism, then

(`∞ )∗ ∼
= `1
and `1 is separable, so this would imply `∞ was separable. This contradicts I.4.16.
Similarly,
(L∞ [a, b])∗  L1 [a, b]

4.4. Example:
(i) Let
c := {(xn ) ⊂ k : (xn ) is convergent} ⊂ `∞
Then c is a subspace of `∞ . Define ϕ : c → k by

ϕ((xn )) := lim xn

Then ϕ is a well-defined bounded linear functional since

| lim xn | ≤ k(xn )k∞

By Hahn-Banach, ∃ψ : `∞ → k such that

ψ|c = ϕ

/ ∆(`1 )
Claim: ψ ∈

81
Proof. Suppose ∃y = (yn ) such that ψ = ∆(y) = ϕy , then

X
lim xn = xn y n ∀(xn ) ∈ c
n=1

In particular, for n ∈ N fixed, if (xn ) = en , then

0 = yn ⇒ y = 0

This would imply that ψ ≡ 0, but ψ 6= 0 since

ψ(1, 1, 1, . . .) = 1 6= 0

(ii) Consider C[a, b] ⊂ L∞ [a, b] and define ϕ : C[a, b] → k by

ϕ(f ) := f (b)

ϕ is a bounded linear functional, so by Hahn-Banach, ∃ψ : L∞ → k bounded


linear such that
ψ(f ) = f (b) ∀f ∈ C[a, b]
/ ∆(L1 [a, b])
Claim: ψ ∈
Proof. Suppose ∃g ∈ L1 [a, b] such that ψ = ϕg , then
Z b
f (b) = f (t)g(t)dt ∀f ∈ C[a, b]
a

For n ∈ N, let fn ∈ C[a, b] such that



0
 : a ≤ t ≤ b − 1/n
fn (t) = 1 :t=b

linear : otherwise

Then for any t ∈ [a, b),


lim fn (t) = 0
n→∞

Hence, fn → 0 pointwise a.e, and since fn ∈ L∞ [a, b], g ∈ L1 [a, b], we may
apply Dominated Convergence theorem to conclude that
Z b
ψ(fn ) = fn (t)g(t)dt → 0
a

However, ψ(fn ) = fn (b) = 1 for all n ∈ N, and hence ψ 6= ϕg for any


g ∈ L1 [a, b].

82
(End of Day 23)
4.5. Definition: Let E be an NLS
(i) For each x ∈ E, define
b : E ∗ → k given by ϕ 7→ ϕ(x)
x
b is a linear functional on E ∗ and so
Note that x
b ∈ E ∗∗
x

(ii) Define J : E → E ∗∗ by
J(x) := x
b
Then note that J is a linear transformation. Furthermore, by Theorem 2.8,
x(ϕ)| : ϕ ∈ E ∗ , kϕk = 1} = kxk
kJ(x)k = sup{|b
Hence, J is an isometry.
(iii) E is said to be reflexive if J is an isomorphism from E to E ∗∗ .
4.6. Examples:
(i) If E is finite dimensional, then it is reflexive.
Proof. E is reflexive iff J is surjective. However, if E is finite dimensional,
dim(E) = dim(E ∗ ) = dim(E ∗∗ )
Since J is injective, it must be surjective.
(ii) Every Hilbert space is reflexive
Proof. Define ∆ : H → H ∗ by ∆(y) := ϕy where
ϕy (x) := hx, yi
Then ∆ is an conjugate-linear isometric isomorphism by the Riesz Represen-
tation theorem. In particular, H ∗ is a Hilbert space under the inner product
hϕy , ϕz i := hz, yi
Hence, if µ ∈ H ∗∗ , ∃ϕy ∈ H ∗ such that
µ(ϕz ) = hϕz , ϕy i ∀ϕz ∈ H ∗
Hence,
µ(ϕz ) = hy, zi = ϕz (y)
However, if y ∈ H, then
yb(ϕz ) = ϕz (y) = hy, zi
and so µ = yb and so J is surjective.

83
(iii) For 1 < p < ∞, `p is reflexive.
Proof. Let q ∈ (1, ∞) such that 1/p + 1/q = 1, then note that

= (`p )∗ and Θ : `p ∼
∆ : `q ∼ = (`q )∗

Suppose ψ ∈ ((`p )∗ )∗ , then


ψ : (`p )∗ → k
is bounded linear. Hence, ψ ◦ ∆ : `q → k is bounded linear. Hence, ∃x ∈ `p
such that
Θ(x) = ψ ◦ ∆
Hence, for any y ∈ `q , we have

X
xn yn Θ(x)(y) = ψ(∆(y)) = ψ(ϕy )
n=1

Hence ψ = x
b.

(iv) Similarly, Lp [a, b] is reflexive if 1 < p < ∞.


4.7. Theorem: Let E be a reflexive space, then E is separable iff E ∗ is separable.
Proof. If E ∗ is separable, then E is separable by Theorem 4.2. Conversely, if E is
separable and reflexive then E ∗∗ = (E ∗ )∗ is separable. Hence, E ∗ is separable by
Theorem 4.2
4.8. Theorem: Let E be a reflexive space and F < E a closed subspace, then F is
reflexive.
Proof. We have a isometric maps JF : F → F ∗∗ and JE : E → E ∗∗ . Assuming JE
is surjective, we want to show that JF is surjective. So suppose T ∈ F ∗∗ , then

T : F∗ → k

is a bounded linear functional. Define

S : E ∗ → k by S(ϕ) := T (ϕ|F )

Then S ∈ E ∗∗ . Since E is reflexive, ∃x ∈ E such that

S = JE (x)

Claim: x ∈ F . Suppose not, then ∃ϕ ∈ E ∗ such that

ϕ|F = 0 and ϕ(x) = 1

84
However, this would imply that

1 = ϕ(x) = x
b(ϕ) = S(ϕ) = T (ϕ|F ) = T (0) = 0

This is a contradiction, and so x ∈ F . Hence, for any ϕ ∈ F ∗ , choose a Hahn-


Banach extension ψ ∈ E ∗ of ϕ, then

T (ϕ) = T (ψ|F ) = S(ψ) = x


b(ψ) = ψ(x) = ϕ(x) = JF (x)(ϕ)

and so JF is surjective.
4.9. Example:
(i) `1 and L1 [a, b] are not reflexive because their duals are not separable.
(ii) C[a, b] is not reflexive because C[a, b]∗ is not separable (HW 6.5)
(iii) L∞ [a, b] is not reflexive since it has a closed subspace C[a, b] that is not
reflexive.
(iv) Recall (HW 6.4) that there is an isometric isomorphism

`1 → (c0 )∗

Hence
(c0 )∗∗ ∼
= `∞
and so c0 is not reflexive.
(v) Since c0 is closed in `∞ , it follows from Theorem 4.8 that `∞ is not reflexive.

85
IV. Operators on Banach Spaces
1. Baire Category Theorem
1.1. (Baire Category Theorem): Let (X, d) be a complete metric space and {Vn } be a
countable collection of open dense subsets of X. Then

G := ∩∞
n=1 Vn

is dense in X
Proof. Let U be a non-empty open set, we WTS: G ∩ V 6= ∅.
(i) U ∩ V1 6= ∅ and is open, hence ∃x1 ∈ U ∩ V1 and r1 > 0 such that

B(x1 , r1 ) ⊂ U ∩ V1

By shrinking r1 if need be, assume WLOG that

B(x1 , r1 ) ⊂ U ∩ V1 and r1 < 1

(ii) Since V2 is dense, B(x1 , r1 ) ∩ V2 6= ∅ and hence ∃x2 ∈ X, r2 > 0 such that

B(x2 , r2 ) ⊂ B(x1 , r1 ) ∩ V2 and r2 < 1/2

Now note that


B(x2 , r2 ) ⊂ U ∩ (V1 ∩ V2 )

(iii) Thus proceeding, we obtain a sequence (xn ) ⊂ X and {rn } ⊂ R+ such that
(a) B(xn , rn ) ⊂ B(xn−1 , rn−1 )
(b) rn < 1/n
T  n−1 
(c) B(xn , rn ) ⊂ U ∩i=1 Vi and rn < 1/n
Now for all n > m, we have

d(xn , xm ) < rm < 1/m

and hence (xn ) is Cauchy. Since X is complete, ∃x0 ∈ X such that xn → x.

86
(iv) Claim: x0 ∈ U ∩ G. To see this, note that for n ≥ m,

xn ∈ B(xm , rm )

Since this set is closed, it follows that


\
∩m−1

x0 ∈ B(xm , rm ) ⊂ U i=1 Vi

This is true for all m ∈ N and hence x ∈ U ∩ G.

(End of Day 24)


1.2. Remark/Definition: Let (X, d) be a metric space and F ⊂ X
(i) F is nowhere dense if F has empty interior.
(ii) Equivalently, if X \ F is a dense open set.
Note: F is nowhere dense iff F is nowhere dense.
1.3. Corollary: A complete metric space cannot be written as a countable union of
nowhere dense sets.
1.4. Lemma: Let E be a NLS and F < E closed. If F 6= E, then F is nowhere dense.
[Mid-Sem Exam, # 2]
1.5. Theorem: If E is an infinite dimensional Banach space, then E cannot have a
countable Hamel basis.
Proof. Suppose {en : n ∈ N} is a countable subset of E, then define

Fn := span{e1 , e2 , . . . , en }

Since Fn is finite dimensional, Fn 6= E and is closed, and is hence nowhere dense


by Lemma 1.4. By Corollary 1.3

E 6= ∪∞
n=1 Fn = span({en })

1.6. Examples:
(i) Let H be an infinite dimensional separable Hilbert space, and A an orthonor-
mal basis for H, then A cannot be a Hamel basis for H (See HW 6.1)
(ii) There is no norm on c00 that makes it a Banach space.

87
2. Principle of Uniform Boundedness
2.1. (Principle of Uniform Boundedness): Let E be a Banach space and F any NLS. If
A ⊂ B(E, F ) is such that
sup kT (x)k < ∞ ∀x ∈ E
T ∈A

Then
sup kT k < ∞
T ∈A

Proof. For n ∈ N, define


Bn = {x ∈ E : kT (x)k ≤ n ∀T ∈ A}
Then each Bn is closed because
\
Bn = {x ∈ E : kT (x)k ≤ n}
T ∈A

is the intersection of a family of closed sets. Furthermore, by hypothesis,



[
E= Bn
n=1

Hence, by Corollary 1.3, ∃N ∈ N such that BN has non-empty interior. Hence,


∃x0 ∈ E, r > 0 such that
B(x0 , r0 ) ⊂ BN
Then, for any x ∈ E
r0 x
z := + x0
2kxk
satisfies kz − x0 k < r0 , and hence for any T ∈ A, kT (z)k ≤ N , and so
2kxk 2kxk
kT (x)k = kT (z) − T (x0 )k ≤ (N + kT (x0 )k) =: M kxk
r0 r0
Hence,
kT (x)k ≤ M kxk ∀x ∈ E ∀T ∈ A
Hence, sup{kT k : T ∈ A} ≤ M < ∞
2.2. (Banach-Steinhaus Theorem): Let E be a Banach space, and F any NLS. Suppose
(Tn ) ⊂ B(E, F ) a sequence of bounded operators such that, for each x ∈ E,
(Tn (x)) ⊂ F
is convergent. Then the map T : E → F defined by
T (x) := lim Tn (x)
n→∞

is a bounded linear map. Furthermore,


kT k ≤ lim inf kTn k (HW )

88
Proof. (i) For each x ∈ E, {Tn (x)} is convergent and hence bounded. Thus, by
the PUB, ∃M > 0 such that

kTn k ≤ M ∀n ∈ N

(ii) Now define T as above, and note that for each x ∈ E,

kT (x)k = lim kTn (x)k ≤ M kxk


n→∞

Hence, T ∈ B(E, F ) and kT k ≤ M

2.3. Example: Let H = `2 and Tn : H → H be given by

Tn ((xm ) := (x1 , x2 , . . . , xn , 0, 0, . . .)

Then
(i) For any x ∈ `2 , Tn (x) → x
(ii) However, kTn (en+1 ) − en+1 k = 1, and so kTn − Ik ≥ 1 for all n. Thus, Tn 9 I
in B(`2 )
2.4. Remark:
(i) Define E :=:= {f ∈ C[−π, π] : f (−π) = f (π)}, and note that E is a Banach
space (since it is closed in C[−π, π]. For each f ∈ E, we define

X
fb(x) = fb(n)e−inx
n=−∞

where Z π
1
fb(n) = √ f (t)e−int dt
2π −π

Note: We earlier worked with [0, 2π], however, the set


1
en (t) := √ eint

forms an ONB over [−π, π] as well. We use this interval for convenience.
(ii) We define the partial sums of this series by
m
X
sm (f )(x) := fb(n)e−inx
n=−m

We know that
lim ksm (f ) − f k2 = 0
m→∞

89
(iii) Question: Is it true that sm (f ) → f pointwise? So fix x0 = 0 ∈ [0, 2π] and
consider
ϕm : E → C by f 7→ sm (f )(0)
Now define ϕ : E → C by ϕ(f ) := f (0), and we ask: Is it true that
ϕm (f ) → ϕ(f )?

(iv) Note that Z 2π


sm (f )(t) = f (s)Dm (t − s)ds
0
where Dm : R → R is the function
m
X
Dm (t) = eint
n=−m

Then Dm (−t) = Dm (t) and considering Dm (t)eit/2 − Dm (t)e−it/2 , we see that


[Check!] (
sin(m+1/2)t
sin(t/2)
: t 6= 2kπ
Dm (t) =
2m + 1 : t = 2kπ
(End of Day 25)
2.5. Lemma: Z π
lim |Dm (t)|dt = +∞
m→∞ −π

Proof. For t ∈ R, we have | sin(t) ≤ |t|, so


Z π Z π
|Dm (t)|dt = 2 |Dm (t)|dt
−π 0
Z π
| sin((m + 1/2)t)|
≥4 dt
0 t
Z (m+1/2)π
| sin(t)|
=4 dt
0 t
Z mπ
| sin(t)|
>4 dt
0 t
m Z kπ
X | sin(t)|
=4 dt
k=1 (k−1)π
t
m Z kπ
X | sin(t)|
≥4 dt
k=1 (k−1)π kπ
m
8X1
= →∞
π k=1 k

90
2.6. Lemma: Let ϕm : E → C be given by

ϕm (f ) := sm (f )(0)

Then Z π
1
kϕm k = |Dm (t)|dt (∗)
2π −π

Proof. By Remark 2.3, since Dm (−s) = Dm (s), we have

1 π
Z
ϕm (f ) = f (s)Dm (s)ds
π −π

and hence ≤ holds in (∗). Now let Em := {t ∈ [−π, π] : Dm (t) ≥ 0}, then since
Dm (−t) = Dm (t), it follows that Em is symmetric about 0. For k ∈ N, define

1 − kd(t, Em )
fk (t) =
1 + kd(t, Em )

Then fk ∈ C[−π, π] and fk (π) = fk (−π). Hence fk ∈ E and


(
1 : t ∈ Em
fk (t) →
−1 : t ∈ / Em

Since kfk k∞ ≤ 1, it follows by the Dominated Convergence theorem that


Z π
lim |ϕm (fk )| = |Dm (t)|dt
k→∞ −π

and hence equality holds in (∗).


2.7. Theorem: There exist functions f ∈ E whose Fourier transform does not converge
pointwise to f .
Proof. Consider ϕm : E → k as above, and ϕ : E → k by f 7→ f (0). Suppose

ϕm (f ) → ϕ(f ) ∀f ∈ E

Then, in particular,
sup kϕm (f )k < ∞ ∀f ∈ E
m∈N

So by PUB,
sup kϕm k < ∞
m∈N

This contradicts Lemmas 2.4, 2.5. Hence the result.


2.8. Remark:

91
(i) In fact, the set
{f ∈ E : sm (f )(0) 9 f (0)}
forms a dense Gδ -set in E (HW)
(ii) If f ∈ E is differentiable and f 0 is piece-wise continuous, then sm (f ) → f
uniformly (and hence pointwise). Thus, the set

{f ∈ E : sm (f )(0) → f (0)}

is also dense in E.
2.9. Example: PUB does not hold if the domain is not complete. Let E = (c00 , k · k∞ )
and Tn : E → E be given by
(
jej : j ≤ n
Tn (ej ) =
0 : otherwise

Then Tn ∈ B(E) and kTn k = n. In particular,

sup kTn k = +∞
n∈N

However, for any x = (x1 , x2 , . . . , xk , 0, 0, . . .) ∈ c00 , we have

kTn (x)k = max{|x1 |, |2x2 |, . . . , |kxk |} ≤ kkxk∞

Hence,
sup kTn (x)k ≤ kkxk < ∞
n∈N

3. Open Mapping and Closed Graph Theorems


3.1. Remark/Notation: For a NLS E and subsets A, B ⊂ E
(i) We write

A + B := {a + b : a ∈ A, b ∈ B} and λA := {λa : a ∈ A}

(ii) If A is convex, then A + A = 2A


Proof. Since 2x = x + x, it follows that 2A ⊂ A + A. If x, y ∈ A, then
x+y
2
∈ A, so
x+y
x+y =2 ∈ 2A ⇒ A + A ⊂ 2A
2

(iii) For a NLS E, write BE (x, r) := {y ∈ E : ky − xk < r}

92
3.2. Lemma: Let E be an NLS, F be a Banach space and T ∈ B(E, F ) be surjective.
Then ∀r > 0, ∃s > 0 such that

BF (0, s) ⊂ T (BE (0, r)

Proof. Fix r > 0 and for n ∈ N, define

Bn := nT (BE (0, r))

Then Bn is closed, and since nT (x) = T (nx), it follows that



[
F = T (E) = Bn
n=1

Since F is complete, by Baire Category, ∃N ∈ N such that BN has non-empty


interior. Since the map y 7→ N y is a homeomorphism, BN contains an open set iff
B1 contains an open set. Thus, ∃y0 ∈ F, s0 > 0 such that

BF (y0 , s0 ) ⊂ B1

In particular, y0 ∈ B1 and so −y0 ∈ B1 as well. Now, for any y ∈ B(0, s0 ), we


have
y = (y + y0 ) + (−y0 ) ∈ B(y0 , s0 ) + B1
⊂ B1 + B1
= 2B1 since B1 is convex

Hence,
BF (0, s0 ) ⊂ 2B1
⇒ BF (0, s0 /2) ⊂ B1

(End of Day 26)


3.3. Lemma: Let E, F be Banach spaces, and T ∈ B(E, F ) be surjective. Then ∀r >
0, ∃s > 0 such that
BF (0, s) ⊂ T (BE (0, r))
Proof. For n ∈ N, rn := r/2n+1 , by Lemma 3.2, ∃sn > 0 such that

BF (0, sn ) ⊂ T (BE (0, rn )) (∗)

Furthermore, we may choose sn so that sn → 0.

Claim: BF (0, s1 ) ⊂ T (BE (0, r)).

93
(i) So fix y ∈ BF (0, s1 ). Since

BF (0, s1 ) ⊂ T (BE (0, r1 ))

By (∗), ∃x1 ∈ BE (0, r1 ) such that

kT (x1 ) − yk < s2

(ii) Since
T (x1 ) − y ∈ BF (0, s2 ) ⊂ T (BE (0, r2 ))
∃x2 ∈ BE (0, r2 ) such that

kT (x2 ) + T (x1 ) − yk < s3

Thus proceeding, we obtain a sequence (xn ) ⊂ E such that


(a) xn ∈ BE (0, rn ) for all n ∈ N
(b)
kT (xn ) + T (xn−1 ) + . . . + T (x1 ) − yk < sn+1 (∗∗)

(iii) Now note that


∞ ∞
X X r r
kxn k ≤ n+1
= <∞
n=1 n=1
2 2
Since E is a Banach space (by Theorem I.4.8), ∃z ∈ E such that

X
z= xn
n=1

Note that
r
kzk ≤ <r
2
(iv) By (∗∗), we have that
Xn
kT ( xi ) − yk < sn+1
i=1

Let n → ∞. Since T is continuous, it follows that

T (z) = y

Hence, y ∈ T (BE (0, r)). This is true for all y ∈ BF (0, s1 ) and hence

BF (0, s1 ) ⊂ T (BE (0, r))

94
3.4. (Open Mapping Theorem): Let E, F be Banach spaces, and T ∈ B(E, F ) be
surjective. Then T is an open map.
Proof. Let V ⊂ E be an open set and y ∈ T (V ). Write y = T (x) for x ∈ V . Since
V is open, ∃r > 0 such that
BE (x, r) ⊂ V
By Lemma 3.3, ∃s > 0 such that

BF (0, s) ⊂ T (BE (0, r))

Hence,

BF (y, s) = y + BF (0, s)
⊂ y + T (BE (0, r))
= T (x) + T (BE (0, r))
= T (x + BE (0, r))
= T (BE (x, r)) ⊂ T (V )

Thus, T (V ) is an open set.


3.5. (Bounded Inverse Theorem): Let E, F be Banach spaces and T ∈ B(E, F ) be
bijective, then T −1 is continuous. Equivalently, ∃δ > 0 such that

kT (x)k ≥ δkxk ∀x ∈ E

Proof. Since T is bijective, T −1 is a well-defined linear operator. Furthermore,


T −1 is continuous iff T is an open map, which follows from the Open Mapping
Theorem.
3.6. Definition: Let X, Y be topological spaces and f : X → Y a function. The
graph of f is defined to be the set

G(f ) := {(x, f (x)) : x ∈ X} ⊂ X × Y

3.7. Lemma: Let X, Y be two metric spaces and f : X → Y is continuous, then G(f )
is closed in X × Y (equipped with the product topology)
Proof. Choose a sequence (xn , f (xn )) ∈ G(f ) such that (xn , f (xn )) → (x, y) in
X × Y . Then
xn → x in X and f (xn ) → y in Y
Since f is continuous, f (xn ) → f (x) as well, and since Y is Hausdorff, it follows
that
y = f (x) ⇒ (x, y) ∈ G(f )

95
3.8. Example: There exist (non-linear) functions which are discontinuous, but their
graph is closed. Let f : R → R be given by
(
1/x : x 6= 0
f (x) =
0 :x=0

Then G(f ) is the disjoint union of three closed sets, and is hence closed, but f is
not continuous. This cannot happen for linear functions.
3.9. Definition: Let E, F be a NLS and T : E → F be a linear operator (not necessarily
bounded). The function k · kG : E → R+

kxkG := kxkE + kT (x)kF

defines a norm on E (Check!) and is called the Graph norm on E wrt T . Note
that
(i) kxkE ≤ kxkG ∀x ∈ E
(ii) k · kE ∼ k · kG iff T is bounded.
3.10. Lemma: Let E be a Banach space with respect to two norms k · k1 and k · k2 .
Suppose that ∃c > 0 such that

kxk1 ≤ ckxk2 ∀x ∈ E

Then that k · k1 ∼ k · k2
Proof. HW.
3.11. (Closed Graph Theorem): Let E, F be Banach spaces and T : E → F a linear
operator. If G(T ) is closed in E × F , then T is continuous.
Proof. Consider the Graph norm k · kG on E wrt T as above. By Lemma 3.8, it
suffices to show that (E, k · kG ) is a Banach space. Suppose {xn } is Cauchy wrt
k · kG . Then
kxn − xm kE + kT (xn ) − T (xm )kF → 0
implies that {xn } is Cauchy in E and {T (xn )} is Cauchy in F . Hence, ∃x ∈ E, y ∈
F such that
xn → x in E and T (xn ) → y in F
Since G(T ) is closed, this implies that T (x) = y. Thus,

kxn − xkG → 0

Hence, (E, k · kG ) is a Banach space. So by Lemma 3.8,

k · k G ∼ k · kE

and so T is bounded.

96
3.12. Remark/Examples:
(i) The CGT gives an easy way of checking if a linear operator T : E → F
between Banach spaces is continuous: If xn → x and T (xn ) → y implies that
T (x) = y, then T is continuous.
(ii) In PUB, we require the domain space to be a Banach space. However, in
the Open Mapping and Closed graph theorems, we require both spaces to be
complete.
(iii) Let E = (C[0, 1], k · k∞ ) and

F = {f ∈ C 1 [0, 1] : f (0) = 0} equipped with k · k∞

Note that F is not a Banach space. Define


Z x
T : E → F by f 7→ f (t)dt
0

Then T ∈ B(E, F ) and T is bijective (by FTOC). However, T −1 is the map

f 7→ f 0

and this is not continuous (HW 2.2). Thus, T is not an open map, and the
open mapping theorem fails when the co-domain is not complete.
(iv) However, we claim that G(T −1 ) is closed in F × E. If fn ∈ F such that

fn → f and T −1 (fn ) → g

Then we WTS: T (f ) = g. Define


Z x
h(x) := g(t)dt
0

Then since fn0 → g uniformly, it follows that


Z x Z x Z x
0
|fn (x) − h(x)| = | fn (t)dt − g(t)dt| ≤ |fn0 (t) − g(t)|dt ≤ kfn0 − gk∞
0 0 0

Hence
kfn − hk∞ → 0
Since F is Hausdorff, it follows that f = h. Hence

f 0 = T (f ) = h0 = g

Thus, the closed graph theorem fails when the domain is not complete.
(End of Day 27)

97
(v) Let E = (c00 , k · k∞ ) and ϕ : E → k be given by

X
ϕ(xn ) := xn
n=1

Recall that ϕ is discontinuous (Example I.3.4). Define

k · kG := kxk + |ϕ(x)|

If F = (c00 , k · kG ), the identity map T : F → E is continuous. However, the


inverse is not continuous since ϕ is not bounded. Thus, the open mapping
theorem fails when the domain is not complete.
(vi) Also, G(T −1 ) ⊂ E × F is closed (Check!) and the closed graph theorem fails
when the domain is not complete.

4. Fourier Series of L1 functions


4.1. Remark: Note that
(i) L2 [−π, π] ⊂ L1 [−π, π]. We want to extend the Fourier transform to L1 func-
tions as well. If f ∈ L1 [−π, π], then we may again define
Z π
1
f (n) := √
b f (t)e−int dt
2π −π

since |fb(n)| ≤ √1 kf k1 . Hence, fb(n) is a well-defined complex number.


(ii) However, If (fb(n)) ∈ `2 (Z), then by the fact that the Fourier transform is an
isomorphism, f ∈ L2 [−π, π]. Thus, if

f ∈ L1 [−π, π] \ L2 [−π, π] ⇒ fb ∈
/ `2 (Z)

Thus, we need to redefine our codomain as well.


(iii) So we define
c0 (Z) := {(xn )n∈Z : lim xn = 0}
n→±∞

Note that (c0 (Z), k · k∞ ) is a Banach space (as in Homework 2.5).


4.2. Theorem: If f ∈ L1 [−π, π], then fb ∈ c0 (Z). Furthermore, we obtain a bounded
linear operator (also called the Fourier transform)

T : L1 [−π, π] → c0 (Z)

Proof. Consider the restriction of the Fourier transform

T0 : C[−π, π] → `2 (Z)

98
Note that `2 (Z) ⊂ (c0 (Z), k · k∞ ) and
1
|fb(n)| ≤ √ kf k1 ∀f ∈ C[−π, π]

1
⇒ kfbk∞ ≤ √ kf k1

and so T0 is a bounded linear transformation from (C[−π, π], k·k1 ) to (c0 (Z), k·k∞ ).
Since (C[−π, π], k · k1 ) is dense in L1 [−π, π] and c0 (Z) is a Banach space, it follows
from Theorem II.2.4 that T0 extends to a linear transformation

T : L1 [−π, π] → c0 (Z)

4.3. Remark: Now, by definition of T it follows that if f ∈ L1 [−π, π], then


Z π Z π Z π
−int
lim f (t)e dt = lim f (t) cos(nt)dt = lim f (t) sin(nt)dt = 0
n→±∞ −π n→±∞ −π n→±∞ −π

This is also called the Riemann-Lebesgue Lemma.


4.4. Lemma: If f ∈ L1 [−π, π] is such that
Z
f (t)dt = 0 ∀E ⊂ [−π, π] measurable
E

then f ≡ 0 a.e.
Proof. By hypothesis,
Z π
f χE = 0 ∀E ⊂ [−π, π] measurable
−π

By linearity, Z
f g = 0 ∀g simple

If g : [−π, π] → C measurable, ∃(gn ) simple such that gn → g pointwise. Further-


more, we may assume that |gn | ≤ |g| for all n ∈ N. Hence,

f gn → f g pointwise, and |fn g| ≤ |f g| ∀n ∈ N

So if g ∈ L∞ [−π, π], f g ∈ L1 [−π, π], and by Dominated convergence theorem


Z
f g = 0 ∀g ∈ L∞ [−π, π]

Thus, for any ϕ ∈ (L1 [−π, π])∗ ,


ϕ(f ) = 0
Thus, by Corollary III.2.9, f = 0 in L1 [−π, π].

99
4.5. Theorem: The Fourier transform T : L1 [−π, π] → c0 (Z) is injective
Proof. Define

A := span{eint : n ∈ Z} and C := {f ∈ C[−π, π] : f (−π) = f (π)}

Suppose f ∈ L1 [−π, π] such that


Z π
T (f ) = 0 ⇒ f (t)e−int dt = 0 ∀n ∈ Z
−π

Hence, Z π
f (t)g(t)dt = 0 ∀g ∈ A
−π

If g ∈ C, then by Lemma II.6.2, ∃gn ∈ A such that kgn − gk∞ → 0. Hence,


Z π Z π


f (t)gn (t)dt − f (t)g(t)dt ≤ kgn − gk∞ kf k1 → 0
−π −π

Hence, Z π
f (t)g(t)dt = 0 ∀g ∈ C
π

Now if E ⊂ [−π, π] is a measurable set, then ∃gn ∈ C such that

gn → χE with respect to k · k1

Furthermore, we may arrange it so that kgn k∞ ≤ 1 (See the proof of Theorem


I.4.12) Hence, ∃ a subsequence (gnk ) such that

gnk → χE a.e and kgnk k∞ ≤ 1

Hence, f gnk → f a.e and |f gnk | ≤ |f | a.e. Thus, by dominated convergence


theorem, Z π Z π
f (t)χE (t)dt = lim f (t)gnk (t)dt = 0
−π k→∞ −π

. Thus, Z
f (t)dt = 0 ∀E ⊂ [−π, π] measurable
E
Hence f ≡ 0 a.e.
4.6. Theorem: The Fourier transform T : L1 [−π, π] → c0 (Z) is not surjective.
Proof. Suppose T were surjective, then by the bounded inverse theorem, T −1 :
c0 (Z) → L1 [−π, π] would be a bounded linear operator. Hence, ∃c > 0 such that

kT (f )k∞ ≥ ckf k1 ∀f ∈ L1 [−π, π] (∗)

100
However, if n ∈ N, consider the nth Dirichlet kernel
n
X
Dn (t) = e−int
k=−n

Then (
1

: −n ≤ j ≤ n
T (Dn )j =
0 : otherwise
Hence, kT (Dn )k∞ = 1/2π for all n ∈ N. However, by Lemma 2.5,

kDn k1 → ∞

Hence, (∗) cannot be satisfied.

(End of Day 28)

101
V. Duality
1. Weak Convergence
1.1. Definition: Let E be an NLS. A sequence (xn ) ⊂ E is said to converge weakly to
x ∈ E if
ϕ(xn ) → ϕ(x) ∀ϕ ∈ E ∗
w
If this happens, we write xn −
→ x.
Note: In this chapter, if xn → x in the norm, then we say that xn → x strongly,
s
and we write xn →
− x
1.2. Examples:
s w
(i) If xn →
− x, then x −
→x
w s
(ii) If E is a finite dimensional NLS and xn −
→ x, then xn →
− x
Proof. By Corollary I.5.8, we may assume WLOG that E = (Rn , k · k1 ). For
each 1 ≤ i ≤ n, the projection maps πi : Rn → R are linear functionals.
Hence,
πi (xn ) → πi (x)
Then,
n
X
kxn − xk1 = |πi (xn ) − πi (x)| → 0
i=1

(iii) If H is an infinite dimensional Hilbert space and (en ) ⊂ H an orthonormal


sequence, then for any x ∈ H,

hx, en i → 0

by the Riemann-Lebesgue Lemma. By the Riesz Representation theorem,


w
this says that en −
→ 0.
s w
However, if en →
− x, then en −
→ x, whence x = 0. But ken k = 1 for all n ∈ N,
so kxk = 1. This is a contradiction, and so (en ) is not strongly convergent.
w
1.3. Lemma: Let E be an NLS and xn −
→ x, then (xn ) is bounded and

kxk ≤ lim inf kxn k

102
Proof. Consider the map J : E → E ∗∗ given by J(x) := x
b where

b : E ∗ → k is given by ϕ 7→ ϕ(x)
x

By hypothesis,
b(ϕ) ∀ϕ ∈ E ∗
cn (ϕ) → x
x
By the Banach-Steinhaus theorem (applied to the Banach space E ∗ ), we have that
{kc
xn k} is a bounded sequence and

kb
xk ≤ lim inf kc
xn k

Now the result follows from the fact that J is an isometry.


w
1.4. Theorem: Let H be a Hilbert space and (xn ) ⊂ E such that xn −
→ x. Suppose
that
lim sup kxn k ≤ kxk
s
Then xn →
− x.
Proof. By Theorem 1.3, it follows that kxk = lim kxn k. Also,

lim hx, xn i = kxk2


n→∞

Hence
kx − xn k2 = kxk2 − 2Rehx, xn i + kxn k2 → 0

1.5. Theorem: Let E be an NLS, (xn ) ⊂ E be a bounded sequence, and A ⊂ E ∗ be a


norm dense subset of E ∗ . Suppose that x ∈ E such that

ϕ(xn ) → ϕ(x) ∀ϕ ∈ A (∗)


w
Then xn −
→x
Proof. Suppose (∗) holds, then for any ψ ∈ E ∗ ,  > 0, ∃ϕ ∈ A such that

kψ − ϕk < 

Hence,

|ψ(xn ) − ψ(x)| ≤ |ψ(xn ) − ϕ(xn )| + |ϕ(xn ) − ϕ(x)| + |ϕ(x) − ψ(x)|

Since (xn ) is bounded, ∃M > 0 such that kxn k ≤ M for all n ∈ N. Hence,

|ψ(xn ) − ψ(x)| ≤ M  + |ϕ(xn ) − ϕ(x)| + kxk

Since (∗) holds, it follows that ψ(xn ) → ψ(x)

103
1.6. Corollary: Let E = c0 or `p with 1 < p < ∞. Suppose {xn } ⊂ E is a bounded
sequence such that
xn (j) → x(j) ∀j ∈ N
w
Then xn −
→x
Proof. Recall that (c0 )∗ ∼
= `1 and (`p )∗ ∼
= `q with 1/p+1/q = 1. Since 1 < q < ∞, it

follows that A := c00 is dense in E . Now, for any y = (y1 , y2 , . . . , yn , 0, 0, . . .) ∈ c00
consider the linear functional
n
X
ϕy : E → k given by z 7→ z(i)y(i)
i=1

Now note that since xn (j) → x(j) for all 1 ≤ j ≤ n


n
X n
X
n
x (j)y(j) → x(j)y(j)
i=1 i=1

Hence, ϕy (xn ) → ϕy (x). This is true for all y ∈ A, and so Theorem 1.5 applies.
1.7. Example: Let E = `∞ and

xn := (1, 1, 1, . . . , 1, 0, 0, . . .)

Then
(i) Consider the bounded linear functional

ϕ(x) := x(1)

Then ϕ(xn ) → 1 (∗).


(ii) Let ψ ∈ (`∞ )∗ such that

ψ((xn )) = lim xn ∀(xn ) ∈ c

(See Example III.4.4). Then, in particular,

ψ(xn ) = 0 ∀n ∈ N (∗∗)

By (∗) and (∗∗), it follows that {xn } is not weakly convergent.


(iii) However, (xn ) is bounded in `∞ and for each j ∈ N,

xn (j) → 1

Thus, the condition in Corollary 1.6 does not hold for `∞ .


1.8. Remark: Recall that the sequence (en ) ∈ `2 is a weakly convergent sequence that
is not strongly convergent. However, in `1 , any weakly convergent sequence is
strongly convergent. This is called Schur’s Lemma. We don’t prove it here.

104
2. The Hahn-Banach Separation Theorem
2.1. Remark/Definition:
(i) Recall the Hahn-Banach Theorem - Real case: Let E be a vector space over
R, p : E → R a seminorm on E and F < E. If ϕ : F → R is a linear
functional such that
ϕ(x) ≤ p(x) ∀x ∈ F
Then ∃ψ : E → R linear such that

ψ|F = ϕ and ψ(x) ≤ p(x) ∀x ∈ E

(ii) In the proof of the theorem, we used two properties of p, namely


(a) p(αx) = αp(x) ∀x ∈ E, α ≥ 0
(b) p(x + y) ≤ p(x) + p(y) for all x, y ∈ E
We never used the fact that p(αx) = |α|p(x) for all α ∈ R.
(iii) We say that a function p : E → R is a sublinear functional if it satisfies
properties (a) and (b) above.
Note: In the statement of the Hahn-Banach theorem (Real case), we may
assume that p is just a sublinear functional, and not necessarily a seminorm.
(End of Day 29)
2.2. Theorem: Let C be a convex, open subset of a NLS E over R such that 0 ∈ C.
For x ∈ E, define
p(x) := inf{t > 0 : t−1 x ∈ C}
Then
(i) ∃M > 0 such that 0 ≤ p(x) ≤ M kxk for all x ∈ E. In particular, p(x) < ∞.
(ii) p is a sublinear functional
(iii) For any x ∈ E
p(x) < 1 ⇔ x ∈ C

p is called the Minkowski functional of C


Proof. (i) Since 0 ∈ C and C is open, ∃r > 0 such that

B(0, r) ⊂ C

Thus, for any x ∈ E


r 2kxk
x ∈ C ⇒ p(x) ≤
2kxk r

and hence M := 2/r works.

105
(ii) (a) If x ∈ E, α > 0, then

t−1 x ∈ C ⇒ (tα)−1 αx ∈ C

Hence,
p(αx) ≤ αp(x)
and similarly, ≥ also holds.
(b) If x, y ∈ E,  > 0, ∃s, t > 0 such that

s−1 x ∈ E and s < p(x) + 

t−1 y ∈ E and t < p(y) + 


Define
s
r :=
s+t
so 0 < r < 1. Since C is convex,
r(s−1 x) + (1 − r)(t−1 y) ∈ C
s −1 t −1
⇒ s x+ t y = (s + t)−1 (x + y) ∈ C
s+t s+t
Hence,
p(x + y) ≤ s + t < p(x) + p(y) + 2
This is true for all  > 0 and hence

p(x + y) ≤ p(x) + p(y)

(iii) (a) Let x ∈ E such that p(x) < 1, then ∃0 < t < 1 such that

t−1 x ∈ C

Since C is convex and 0 ∈ C,

x = (1 − t)0 + t(t−1 x) ∈ C

(b) Conversely, if x ∈ C, then since C is open, ∃r > 0 such that

B(x, r) ⊂ C

In particular,
r
x+ x∈C
2kxk
and so if t := 1 + r
2kxk
, then t > 1 and p(x) ≤ t−1 . In particular,

p(x) < 1

106
2.3. Theorem: Let E be a NLS over R and let C ⊂ E be a non-empty convex open set.
/ C, then ∃ψ ∈ E ∗ such that
If x0 ∈

ψ(x) < ψ(x0 ) ∀x ∈ C

Proof. (i) Assume first that 0 ∈ C. Let F = span(x0 ) and let p denote the
Minkowski functional of C. Define ϕ : F → R by

ϕ(αx0 ) = α

/ C, for any α > 0, α−1 (αx0 ) ∈


Since x0 ∈ / C and hence

p(αx0 ) > α = ϕ(αx0 ) (∗)

If α < 0, then (∗) holds trivially since p(αx0 ) ≥ 0.


(ii) Thus, by the Hahn-Banach theorem (Real case), ∃ψ : E → R such that

ψ|F = ϕ and ψ(x) ≤ p(x) ∀x ∈ E

By Theorem 1.2, ∃M > 0 such that p(x) ≤ M kxk for all x ∈ E. Hence,

ψ(x) ≤ M kxk ∀x ∈ E

Replacing x by −x, we see that ψ ∈ E ∗


(iii) Now if x ∈ C, then
ψ(x) ≤ p(x) < 1 = ψ(x0 )

(iv) Now suppose 0 ∈/ C, fix x1 ∈ C and consider D := C − x1 , then D is also


/ D. Hence by the first part, ∃ψ ∈ E ∗
open and convex, 0 ∈ D and x0 − x1 ∈
such that
ψ(y) < ψ(x0 − x1 ) ∀y ∈ D
Now D = C − x1 and ψ is linear, hence

ψ(x) < ψ(x0 ) ∀x ∈ C

2.4. Example: The requirement that C is open is necessary: Let E = c0 and define

C = {(xn ) ∈ c0 : ∃N ∈ N such that xN > 0, xn = 0 ∀n > N }

/ C . Now suppose ∃ψ ∈ E ∗ is such


Then note that C is convex [Check!] and 0 ∈
that
ψ(x) < ψ(0) = 0 ∀x ∈ C (∗)

107
Then by HW 6.4, ∃y = (yn ) ∈ `1 such that

X
ψ((xn )) = xn yn
n=1

Note that for each j ∈ N,


yj = ψ(ej ) < 0
But then x = (y2 , −y1 , 0, 0, . . .) ∈ C and

ψ(x) = y1 y2 − y2 y1 = 0

This contradicts (∗)


2.5. Definition: Let E be a vector space over R, ϕ : E → R a non-zero linear functional
and α ∈ R. The set
[ϕ = α] := {x ∈ V : ϕ(x) = α}
is called an affine hyperplane of E. Note that [ϕ = 0] = ker(ϕ) is a hyperplane.
Note: A hyperplane [ϕ = α] is closed in E iff ϕ is continuous. (HW)
2.6. (Hahn-Banach Separation Theorem - I): Let E be a NLS over R and A, B ⊂ E be
two non-empty disjoint convex subsets with A open. Then ∃ψ ∈ E ∗ and α ∈ R
such that
ψ(a) ≤ α ≤ ψ(b) ∀a ∈ A, b ∈ B
ie. the closed hyperplane [ψ = α] separates A from B.
Proof. Define C = A − B, then
(i) C is convex because A and B are convex (Check!)
(ii) C is open because [
C= (A − b)
b∈B

and A is open.
(iii) 0 ∈
/ C since A ∩ B = ∅
Hence, by Theorem 2.3, ∃ψ ∈ E ∗ such that

ψ(x) < ψ(0) = 0 ∀x ∈ C ⇒ ψ(a) < ψ(b) ∀a ∈ A, b ∈ B

Now choose α ∈ R satisfying

sup ψ(a) ≤ α ≤ inf ψ(b)


a∈A b∈B

(End of Day 30)

108
2.7. (Hahn-Banach Separation Theorem - II): Let E be a NLS over R and let A, B
be non-empty disjoint convex subsets with A closed and B compact. Then ∃ψ ∈
E ∗ , α ∈ R and  > 0 such that
ψ(x) ≤ α −  ∀x ∈ A
ψ(y) ≥ α +  ∀y ∈ B
ie. the closed hyperplane [ψ = α] strictly separates A from B.
Proof. (i) Claim: ∃r > 0 such that
[A + B(0, r)] ∩ [B + B(0, r)] = ∅
Suppose not, then for all n ∈ N, ∃un ∈ [A + B(0, 1/n)] ∩ [B + B(0, 1/n)].
Write
un = an + xn and bn + yn
where an ∈ A, bn ∈ B and kxn k, kyn k < 1/n. Hence,
2
kan − bn k ≤
n
Since B is compact, ∃ a subsequence (bnk ) such that bnk → b ∈ B. Hence,
ank → b. Since A is closed,
b ∈ A ∩ B 6= ∅
This is a contradiction, and hence the claim.
(ii) Let r > 0 such that à := A + B(0, r) and B̃ := B + B(0, r) are disjoint. Note
that both à and B̃ are convex and open (as in the previous theorem). Hence,
by Theorem 1.6, ∃ψ ∈ E ∗ , α ∈ R such that
ψ(u) ≤ α ≤ ψ(v) ∀u ∈ Ã, v ∈ B̃

(iii) Now for x ∈ A, z ∈ B[0, 1],


r r
x + z ∈ Ã ⇒ ψ(x) + ψ(z) ≤ α
2 2
Hence,
r
ψ(x) + kψk ≤ α
2
Similarly, for any y ∈ B,
r
α ≤ ψ(y) − kψk
2
and so  := 2r kψk works.

2.8. Remark: If E is an NLS over C, then the Hahn-Banach separation theorems hold
with Re(ψ) replacing ψ in their statements [by Lemma III.2.4 (Check!)]

109
3. The Weak Topology
3.1. Lemma: Let X be a set and B ⊂ P(X) be a collection of subsets of X such that
• [
B=X
B∈B

• For every B1 , B2 ∈ B and x ∈ B1 ∩ B2 , ∃B3 ∈ B such that

x ∈ B3 and B3 ⊂ B1 ∩ B2

Then ∃ a unique topology τB on X such that


(i) B ⊂ τB
(ii) If σ is any other topology such that B ⊂ σ, then τB ⊂ σ
Furthermore, B is a basis for the topology τB
Proof. Let
U := {σ : σ is a topology, with B ⊂ τ 0 }
Then P(X) ∈ U, so U 6= ∅. Now define
\
τ= τ0
τ 0 ∈U

Then [Check!] that τ is a topology and it clearly satisfies (i) and (ii).
3.2. Theorem: Let X be any set, (Y, τY ) be a topological space, and let F denote a
collection of functions f : X → Y . Then ∃ a unique topology τF on X such that
(i) Each f ∈ F is continuous wrt τF
(ii) If σ is any other topology on X such that f : (X, σ) → (Y, τY ) is continuous
for all f ∈ F, then τF ⊂ σ
This topology is called the weak topology defined by F
Proof. Define B ⊂ P(X) to be the collection of all finite intersections of sets of
the form
f −1 (U ) where U ∈ τY , f ∈ F
ie. B ∈ B iff ∃f1 , f2 , . . . , fn ∈ F and U1 , U2 , . . . , Un ∈ τY such that
n
\
B= fi−1 (Ui )
i=1

Note that
• f −1 (Y ) = X for any f ∈ F
• If B1 , B2 ∈ B, then B1 ∩ B2 ∈ B.

110
Hence, Lemma 3.1 applies, and we take τF := τB . Now note that both conditions
(i) and (ii) are clearly satisfied.
3.3. Examples:
(i) If X = C[a, b]. For each t ∈ [a, b], let ϕt : X → C denote the evaluation map
f 7→ f (t). Then the weak topology generated by F := {ϕt : t ∈ [a, b]} is
called the topology of pointwise convergence.
Q
(ii) Let {Xα : α ∈ I} be a family of topological spaces. Define X := Xα and
let πα : X → Xα denote the coordinate projection. Then the weak topology
generated by F := {πα : α ∈ I} is the product topology on X.
3.4. Definition/Remark:
(i) Let E be an NLS, Y = C with the usual topology and F = E ∗ . The weak
topology on E defined by E ∗ is simply called the weak topology on E. We
denote it by
σ(E, E ∗ )
We will henceforth denote the norm topology by σ(E, k · k)
(ii) Elements of σ(E, E ∗ ) are called weakly open set. Similarly, we define weakly closed
and weakly compact sets. Elements of σ(E, k · k) are called norm-open (or
strongly open). Similarly, we define norm-closed and norm-compact
(iii) Since each ϕ ∈ E ∗ is continuous wrt the norm, it follows that

σ(E, E ∗ ) ⊂ σ(E, k · k)

In other words
weakly open ⇒ norm-open
weakly closed ⇒ norm-closed
weakly compact ⇐ norm-compact
(End of Day 31)
(iv) For a set A ⊂ E, we write
w
A
to denote the intersection of all weakly closed set containing A. It is called
k·k
the weak closure of A. We denote the norm-closure of A by A if the context
is not clear. Note that
w k·k
A ⊃A

(v) We now describe basic open sets in σ(E, E ∗ ):


(a) If ϕ ∈ E ∗ and  > 0, then

ϕ−1 (−, +) = {x ∈ E : |ϕ(x)| < }

is a basic open neighbourhood of 0

111
(b) In general, if ϕ1 , ϕ2 , . . . , ϕn ∈ E ∗ and i > 0, then
n
\
ϕ−1
i (−i , +i )
i=1

is a basic open neighbourhood of 0. If  = min{i : 1 ≤ i ≤ n}, then this


neighbourhood contains
n
\
ϕ−1
i (−, +)
i=1

(c) If x0 ∈ E, ϕ ∈ E ∗ ,  > 0, then for U = (ϕ(x0 ) − , ϕ(x0 ) + ),

ϕ−1 (U ) = {x ∈ E : |ϕ(x) − ϕ(x0 )| < }

is a basic open neighbourhood of 0. As argued above, every basic open


neighbourhood of x0 will contain one of the form

{x ∈ E : |ϕi (x) − ϕi (x0 )| <  ∀1 ≤ i ≤ n}

where ϕ1 , ϕ2 , . . . , ϕn ∈ E ∗ and  > 0 fixed.


3.5. Theorem: For a sequence (xn ) ⊂ E,
w
xn → x wrt σ(E, E ∗ ) ⇔ xn −
→x

(as in Definition V.1.1)


Proof. HW
3.6. Theorem: The weak topology σ(E, E ∗ ) is Hausdorff.
Proof. If x, y ∈ E distinct, then by Corollary III.2.9, ∃ϕ ∈ E ∗ such that ϕ(x) 6=
ϕ(y). Define
|ϕ(x) − ϕ(y)|
 :=
3
and set
U := (ϕ(x) − , ϕ(x) + ), V := (ϕ(y) − , ϕ(y) + )
Then ϕ−1 (U ) and ϕ−1 (V ) are disjoint, weakly open neighbourhoods of x and y
respectively [Check!].
3.7. Theorem: The maps

m : E × E → E given by (x, y) 7→ x + y

and
s : k × E → E given by (α, x) 7→ αx
are both continuous with respect to (E, σ(E, E ∗ ))

112
Proof. We prove this for m as the proof for s is similar. So let x, y ∈ E and
z := x + y and let W ∈ σ(E, E ∗ ) denote a weakly open neighbourhood of z. Then
∃ϕ1 , ϕ2 , . . . , ϕn ∈ E ∗ ,  > 0 such that
W 0 := {w ∈ E : |ϕi (w) − ϕi (z)| <  ∀1 ≤ i ≤ n} ⊂ W
Define neighbourhoods U, V ∈ σ(E, E ∗ ) of x and y respectively by
U := {u ∈ E : |ϕi (u) − ϕi (x)| < /2 ∀1 ≤ i ≤ n}
V := {v ∈ E : |ϕi (v) − ϕi (y)| < /2 ∀1 ≤ i ≤ n}
If (u, v) ∈ U × V , then
|ϕi (u + v) − ϕi (z)| <  ∀1 ≤ i ≤ n
Hence, u + v ∈ W 0 ⊂ W . Hence,
U × V ⊂ m−1 (W )
and so m−1 (W ) is open in the product topology whenever W ⊂ E is weakly
open.
3.8. Definition: Let E be a vector space and τ a Hausdorff topology on E. Equip E ×E
and k × E with the product topologies (k has the usual topology). Suppose that
the maps
m : E × E → E and s : k × E → E
as defined above are both continuous, then (E, τ ) is called a topological vector space
(TVS).
Note that every NLS is a TVS, but the converse is not true (we will see later that
σ(E, E ∗ ) does not arise from a norm if E is infinite dimensional). However, many
(but not all) of the theorems proved in this course for NLSs also hold true for
TVSs.
3.9. Theorem: If E is finite dimensional, then the weak and norm topologies coincide.
Proof. Let σ(E, E ∗ ) and σ(E, k · k) denote the weak and norm topologies respec-
tively. By definition, σ(E, E ∗ ) ⊂ σ(E, k · k). If E is finite dimensional, we WTS:
σ(E, k · k) ⊂ σ(E, E ∗ ).

Assume WLOG that E = (Rn , k · k∞ ) and let πi : Rn → R, 1 ≤ i ≤ n denote the


coordinate projections. Then
kzk = sup |πi (z)|
1≤i≤n

Hence, for any x ∈ E, r > 0,


BE (x, r) = {y ∈ E : ky − xk < r} = {y ∈ E : |πi (y) − πi (x)| < r ∀1 ≤ i ≤ n}
and so BE (x, r) ∈ σ(E, E ∗ ). This is true for any basic open set BE (x, r) ∈ σ(E, k·k)
and hence σ(E, k · k) ⊂ σ(E, E ∗ )

113
3.10. Theorem: Let E be an NLS and C ⊂ E be convex. Then C is weakly closed if
and only if it is norm-closed.
Proof. If C is weakly closed, then it is norm-closed by 3.4(iii).

Conversely, if C is convex and norm-closed, then we WTS: C is weakly closed.


So suppose x ∈ / C, then by the Hahn-Banach separation theorem, ∃ψ ∈ E ∗ and
α ∈ R,  > 0 such that

Re(ψ)(x) < α −  and Re(ψ)(y) > α +  ∀y ∈ C

Note that
ψ : (E, σ(E, E ∗ )) → C
is continuous by definition of σ(E, E ∗ ) and Re : C → R is continuous. Hence,

U = {u ∈ E : Re(ψ(u)) < α − }

is weakly open, x ∈ U and U ∩ C = ∅. Hence E \ C is weakly open, and so C is


weakly closed.
3.11. Theorem: Let E be an infinite dimensional subspace. If S and B denote the closed
unit sphere and closed unit ball respectively, then
w
S =B

In particular, S is not weakly closed.


Proof. (i) Since B is convex and norm-closed, B is weakly closed by Theorem
3.12. Since S ⊂ B,
w
S ⊂B
w
(ii) Conversely, if x0 ∈ E such that kx0 k < 1, then we claim: x0 ∈ S . Let
U ∈ σ(E, E ∗ ) be any weakly open neighbourhood of x0 . We WTS: U ∩ S 6= ∅.
We may assume WLOG that

U = {x ∈ E : |ϕi (x) − ϕi (x0 )| < }

for some ϕ1 , ϕ2 , . . . , ϕn ∈ E ∗ and  > 0.


(iii) Now define T : E → k n by

T (x) := (ϕ1 (x), ϕ2 (x), . . . , ϕn (x))

Then T cannot be injective since dim(E) = +∞. Hence, ∃y0 ∈ E non-zero


such that
ϕi (y0 ) = 0 ∀1 ≤ i ≤ n
Hence, x0 + ty0 ∈ U for all t ∈ R.

114
(iv) Furthermore, consider g : E → R+ by

g(t) := kx0 + ty0 k

Then g is norm continuous, g(0) < 1, and since

tky0 k ≤ kx0 k + kx0 + ty0 k

it follows that
lim g(t) = +∞
t→∞

Hence, by the Intermediate Value theorem, ∃t ∈ R such that

kx0 + ty0 k = 1

Hence, x0 + ty0 ∈ S ∩ U and so S ∩ U 6= ∅.

3.12. Corollary: If E is an infinite dimensional NLS, then the weak topology on E is


not metrizable. In particular,

σ(E, E ∗ ) 6= σ(E, k · k)

Proof. Suppose σ(E, E ∗ ) was metrizable (by a metric d). For n ∈ N, let

Sn = {x ∈ E : kxk = n} and Bn = {x ∈ E : kxk ≤ n}

Since the map x 7→ nx is a weak homeomorphism (by 3.7), it follows from Theorem
3.14 that
w
Sn = Bn ∀n ∈ N
w
In particular, 0 ∈ Sn , and so ∃xn ∈ Sn such that

d(xn , 0) < 1/n ∀n ∈ N


w
Then, xn −
→ 0, but {kxn k} is an unbounded set. This contradicts Lemma V.1.3.

(End of Day 32)

4. Weak Sequential Compactness


4.1. Definition: Let E be an NLS and K ⊂ E. We say that K is weakly sequentially compact
if every sequence in K has a subsequence that converges weakly to a point in K.
Note: Since σ(E, E ∗ ) is not metrizable, this is not the same as saying K is weakly
compact.

115
4.2. Lemma: Let E be an NLS, F a Banach space, and {Tn } ⊂ B(E, F ) a sequence of
bounded linear operators. Suppose that ∃M > 0 such that

kTn k ≤ M ∀n ∈ N

and ∃ a dense subset D ⊂ E such that

{Tn (y)} converges in F ∀y ∈ D

Then {Tn (x)} converges in F for all x ∈ E.


Proof. Fix x ∈ E. Since F is Banach, it suffices to show that {Tn (x)} ⊂ F is
Cauchy. So fix  > 0, then ∃y ∈ D such that

kx − yk < 

Hence
kTn (x) − Tm (x)k ≤ kTn (x) − Tn (y)k + kTn (y) − Tm (y)k + kTm (y) − Tm (x)k
≤ M kx − yk + kTn (y) − Tm (y)k + M kx − yk

Since {Tn (y)} ⊂ F is convergent, and hence Cauchy, it follows that {Tn (x)} is
Cauchy.
4.3. (Helley’s Theorem) Let E be a separable Banach space and {ϕn } ⊂ E ∗ be a
norm-bounded sequence. Then ∃ a subsequence (ϕnk ) and ϕ ∈ E ∗ such that

ϕnk (x) → ϕ(x) ∀x ∈ E

Furthermore,
kϕk ≤ lim inf kϕn k
Proof. Let M > 0 such that kϕn k ≤ M for all n ∈ N and let {xn } be a countable
dense subset of E.
(i) Fix x1 ∈ E and consider {ϕn (x1 )} ⊂ k. This is a bounded sequence, and
so by Bolzano-Weierstrass, has a convergent subsequence. Thus, there is a
strictly increasing sequence of integers {s(1, n) : n ∈ N} and a1 ∈ k such that

lim ϕs(1,n) (x1 ) → a1


n→∞

(ii) Now fix x2 ∈ E, and consider {ϕs(1,n) (x2 )} ⊂ k. Again, ∃{s(2, n) : n ∈ N} ⊂


N and a2 ∈ k such that
lim ϕs(2,n) (x2 ) → a2
n→∞

Thus proceeding, ∃ strictly increasing sequences {s(j, n) : n ∈ N} ⊂ N such


that
• {s(j + 1, n) : n ∈ N} is a subsequence of {s(j, n) : n ∈ N}

116
• limn→∞ ϕs(j,n) (xj ) = aj ∈ k
(iii) Now define nk := s(k, k), then {nk : k ≥ j} is a subsequence of {s(j, n) : n ∈
N} and hence
lim ϕnk (xj ) = aj
k→∞

By Lemma 4.2, {ϕnk (x)} converges in k for all x ∈ E. The result now follows
from Banach-Steinhaus.

4.4. Theorem: Let E be a reflexive space, then the set

B := {x ∈ E : kxk ≤ 1}

is weakly sequentially compact.


Proof. (i) Let {xn } ⊂ BM be a sequence, then consider

F := span{xn } < E

Since E is reflexive, so is F (by III.4.8). Furthermore, F is separable [Why?].


Replacing E by F , we may assume that E is separable.
(ii) Now let G := E ∗ , then G is separable (by III.4.7) and consider x
cn ∈ G∗ .
Since
kcxn k = kxn k
xn } ⊂ G∗ is a norm-bounded set. Hence by Helley’s theorem,
it follows that {c
∃ a subsequence (xnk ) of (xn ) and T ∈ G∗ such that

nk (ϕ) → T (ϕ) ∀ϕ ∈ G
xc

But T ∈ G∗ = E ∗∗ and E is reflexive, so ∃x ∈ E such that T = x


b, and so

ϕ(xnk ) → ϕ(x) ∀ϕ ∈ G = E ∗

w
(iii) Finally, since xnk −
→ x, by Lemma V.1.3,

kxk ≤ lim inf kxnk k ≤ 1 ⇒ x ∈ B

4.5. Corollary: Let 1 < p < ∞, then any norm-bounded sequence in Lp [a, b] has a
weakly convergent subsequence.
4.6. Example:

117
(i) Separability is necessary for Helley’s theorem: Let E = `∞ and ϕn ∈ E ∗ be
given by
ϕn ((xk )) = xn
Then kϕn k = 1 for all n ∈ N , so {ϕn } ⊂ E ∗ is bounded, but if n 6= m, let en
denote the standard basis vector, then

|ϕn (en ) − ϕm (en )| = 1

and so {ϕn } cannot have a convergent subsequence.


(ii) Reflexivity is necessary for Theorem 4.4: Let E = L1 [0, 1] and let fn ∈ E be
given by
fn = nχ[0,1/n]
Then kfn k1 = 1 for all n ∈ N, and we claim that (fn ) does not have a weakly
w
convergent subsequence. So suppose fnk − → f is such a subsequence, then
(a) Let K ⊂ (0, 1) be a compact set and g = χK ∈ L∞ [0, 1], then ∃N ∈ N
such that
[0, 1/N ] ∩ K = ∅ ⇒ fn g = 0 ∀n ≥ N
Hence Z Z 1 Z 1
f= f g = lim fn k g = 0
K 0 k→∞ 0

(b) Let E ⊂ (0, 1) be a measurable set and  > 0, then by Lemma III.1.9,
∃δ > 0 such that for any measurable A ⊂ [0, 1],
Z
m(A) < δ ⇒ |f | < 
A

Now ∃K ⊂ E compact such that m(E \ K) < δ. Hence


Z Z Z Z

| f | = f − f ≤ |f | < 
E E K E\K

This is true for all  > 0, and so


Z
f = 0 ∀E ⊂ (0, 1) measurable
E

(c) Since m({0, 1}) = 0 it follows by Lemma IV.4.4 that f ≡ 0 a.e.


(d) However, for all n ∈ N
Z 1 Z 1
fn = 1 ⇒ f =1
0 0

which is a contradiction.

118
4.7. Remark:
(i) A set F ⊂ L1 [a, b] is said to be uniformly integrable if, for any  > 0, ∃δ > 0
such that for any measurable set A ⊂ [a, b]
Z
m(A) < δ ⇒ |f | <  ∀f ∈ F
A

By Lemma III.1.9, any singleton set (and hence any finite set) is uniformly
integrable.
(ii) Let (fn ) be the sequence in the previous example, then {fn } is not uniformly
integrable, because
Z 1/n
fn = 1
0

Hence for  = 1/2, no δ > 0 works [Why?]


(iii) There is a theorem of Dunford-Pettis that says that any norm-bounded se-
quence in L1 [a, b] that is uniformly integrable has a weakly convergent sub-
sequence.
(iv) For instance, if g ∈ L1 [a, b] is fixed, then the set

K = {f ∈ L1 [a, b] : |f | ≤ |g|}

is weakly sequentially compact.

(End of Day 33)

5. The Weak-∗ Topology


5.1. Definition: Let E be an NLS and {ϕn } ⊂ E ∗ . Then, we say that ϕn is weak-∗
convergent if ∃ϕ ∈ E ∗ such that

ϕn (x) → ϕ(x) ∀x ∈ E
w∗
If this happens, we write ϕn −→ ϕ.
5.2. Examples:
w
(i) Recall that ϕn −
→ ϕ iff

T (ϕn ) → T (ϕ) ∀T ∈ E ∗∗

Hence, if E is reflexive, then


w∗ w
ϕn −→ ϕ ⇔ ϕn −
→ϕ

119
(ii) Let E = Lp [a, b] with 1 < p < ∞ and {ϕn } ∈ E ∗ , then write ϕn = ϕgn
for gn ∈ Lq [a, b] where 1/p + 1/q = 1. Then {ϕn } is weak-∗ convergent iff
∃g ∈ Lq [a, b] such that
Z Z
f gn → f g ∀f ∈ Lp [a, b]

w
→ g (in the weak topology of Lq [a, b])
Equivalently, gn −
(iii) Let E = `1 , and let
n
X ∞
X
ϕn ((xi )) := xi and ϕ((xi )) = xi
i=1 i=1

Then
(a) Clearly, ϕn (x) → ϕ(x) ∀x ∈ E. Hence
w∗
ϕn −→ ϕ

(b) However, let T ∈ (`∞ )∗ be the linear functional such that

T ((xj )) = lim xj ∀(xj ) ∈ c

Now under the isomorphism ∆ : `∞ → (`1 )∗ , note that

ϕn = ∆(xn ) where xn = (1, 1, 1, . . . , 1, 0, 0, . . .)


| {z }
n times
ϕ = ∆(x) where x = (1, 1, 1, . . .)

Hence, we have S := T ◦ ∆−1 ∈ E ∗∗ and

S(ϕn ) = T (xn ) = 0 ∀n ∈ N and S(ϕ) = 1

Hence, ϕn does not converge weakly to ϕ.


5.3. Definition: Let E be an NLS, and X = E ∗ . For each x ∈ E, consider

b : E ∗ → k given by ϕ 7→ ϕ(x)
x

Let F = {b x : x ∈ E} and Y = k with the usual topology. The weak topology on


E defined by F is called the weak-∗ topology on E ∗ . We denote this topology by

σ(E ∗ , E)
Note: By definition, σ(E ∗ , E) is the smallest topology on E ∗ that makes every x
b
continuous.
5.4. Remark: Let E be an NLS
(i) E ∗ now has three topologies on it:

120
(a) The norm topology, σ(E ∗ , k · k) which is a metric topology given by

d(ϕ, ψ) := sup{|ϕ(x) − ψ(x)| : x ∈ E, kxk = 1}

(b) The weak topology σ(E ∗ , E ∗∗ ) defined by E ∗∗ , which is not a metrizable


E ∗ is infinite dimensional, whose basic open sets are of the form

N (ϕ, (T1 , T2 , . . . , Tn ), ) = {ψ ∈ E ∗ : |Ti (ϕ) − Ti (ψ)| <  ∀1 ≤ i ≤ n}

where {T1 , T2 , . . . , Tn } ⊂ E ∗∗ and  > 0.


(c) The weak-∗ topology, σ(E ∗ , E) whose basic open sets are of the form

N (ϕ, (x1 , x2 , . . . , xn ), ) = {ψ ∈ E ∗ : |ϕ(xi ) − ψ(xi )| <  ∀1 ≤ i ≤ n}

(ii) Since F ⊂ E ∗∗ ,
σ(E ∗ , E) ⊂ σ(E ∗ , E ∗∗ ) ⊂ σ(E ∗ , k · k)
Thus, we have

weak-∗-open ⇒ weakly open ⇒ norm-open

weak-∗-closed ⇒ weakly closed ⇒ norm-closed


weak-∗-compact ⇐ weakly compact ⇐ norm-compact

(iii) If E is reflexive, then σ(E ∗ , E ∗∗ ) = σ(E ∗ , E)


w∗
5.5. Theorem: For a sequence (ϕn ) ∈ E ∗ , we have ϕn −→ ϕ iff

ϕn → ϕ with respect to σ(E ∗ , E)

Proof. Same as 3.5.


5.6. Theorem: The topology σ(E ∗ , E) is Hausdorff.
Proof. If ϕ 6= ψ in E ∗ , then by definition, ∃x ∈ E such that ϕ(x) 6= ψ(x). So let

|ϕ(x) − ψ(x)|
= >0
3
and consider the open sets

U = {η ∈ E ∗ : |η(x) − ϕ(x)| < } and V = {η ∈ E ∗ : |η(x) − ψ(x)| < }

Then U, V ∈ σ(E ∗ , E) are open, U contains ϕ and V contains ψ, and U ∩V = ∅


Note: This proof was easier that Theorem 3.6 - we did not have to use Hahn-
Banach here.
5.7. Theorem: (E ∗ , σ(E ∗ , E)) is a topological vector space.

121
Proof. HW [See Theorem 3.7]
5.8. Theorem: If E is finite dimensional, then

σ(E ∗ , E) = σ(E ∗ , k · k)

Proof. Since E ∗ is finite dimensional, by V.3.9,

σ(E ∗ , E ∗∗ ) = σ(E ∗ , k · k)

But E is reflexive by Example III.4.6, so

σ(E ∗ , E) = σ(E ∗ , E ∗∗ )

5.9. Theorem: If E is an infinite dimensional Banach space, then σ(E ∗ , E) is not


metrizable. In particular,

σ(E ∗ , E) 6= σ(E ∗ , k · k)

Proof. Suppose σ(E ∗ , E) were induced by a metric d : E ∗ × E ∗ → [0, ∞), then for
n ∈ N, consider the neighbourhood

Bd (0, 1/n) of 0 ∈ E ∗

Since this set is open, ∃x1 , x2 , . . . , xn ∈ E and  > 0 such that

Un := {ϕ ∈ E ∗ : |ϕ(xi )| <  ∀1 ≤ i ≤ n} ⊂ Bd (0, 1/n)

Let Fn = span{x1 , x2 , . . . , xn }, then Fn is a finite dimensional subspace of E. In


particular, Fn 6= E, and is closed. Hence by Theorem III.3.3, ∃ψn ∈ E ∗ such that

ψn 6= 0 but ψn |Fn = 0

Define
ψn
ϕn := n
kψn k
so ϕn ∈ Un ⊂ Bd (0, 1/n). Hence
w∗
ϕn −→ 0

But kϕn k = n → ∞. This contradicts Banach-Steinhaus.

122
6. Weak-∗ Compactness
6.1. Lemma: If E is a reflexive NLS, then so is E ∗
Proof. Let J : E → E ∗∗ and T : E ∗ → E ∗∗∗ be the natural maps (See Definition
III.4.5). Assume J is surjective, then we WTS: T is surjective.

Suppose λ ∈ E ∗∗∗ , then λ is a bounded linear functional


λ : E ∗∗ → k
Hence, ϕ := λ◦J : E → k is a bounded linear functional. Now we claim: T (ϕ) = λ.
b ∈ E ∗∗ ,
To see this, note that for all S = x
x) = λ ◦ J(x) = ϕ(x) = x
λ(S) = λ(b b(ϕ) = S(ϕ) = ϕ(S)
b
Hence, λ = ϕ.
b
(End of Day 34)
6.2. Corollary: If E is reflexive or separable, then the set
B ∗ = {ϕ ∈ E ∗ : kϕk ≤ 1}
is weak-∗ sequentially compact.
Proof. (i) If E is separable, then this follows from Helley’s theorem and Banach-
Steinhaus.
(ii) If E is reflexive, then so is E ∗ by Lemma 6.1. So by Theorem 4.4, B ∗ is sequen-
tially compact in σ(E ∗ , E ∗∗ ). But E is reflexive, so σ(E ∗ , E ∗∗ ) = σ(E ∗ , E).

6.3. Definition: Let E be an NLS.


(i) Define Y
X := k
x∈E

and equip X with the product topology τ . Recall that if x1 , x2 , . . . , xn ∈ E


and Vi ⊂ k are open, then
n
Y Y
V = Vi × k
i=1 x6=xi

is a basic open set in τ . Conversely, every basic open set in τ has this form.
(ii) Define a subset Y ⊂ X by
Y
Y := [−kxk, +kxk]
x∈E

By Tychonoff’s theorem, Y is a compact Hausdorff space.

123
(iii) Note that, for ϕ ∈ E ∗ and x ∈ E, ϕ(x) ∈ k. Hence we may define
Θ : E ∗ → X given by ϕ 7→ (ϕ(x))x∈E
Furthermore, if kϕk ≤ 1, then Θ(ϕ) ∈ Y
(iv) Clearly, Θ is injective.
6.4. Lemma: The map
Θ : (E ∗ , σ(E ∗ , E)) → (X, τ )
induces a homeomorphism E ∗ → Θ(E ∗ )
Proof. (i) Θ is continuous: It suffices to show that for any basic open set U ⊂ M ,
Θ−1 (U ) ∈ σ(E ∗ , E)
If U is a basic open set, then ∃x1 , x2 , . . . , xn ∈ E and Ui ⊂ k open such that
n
Y Y
U= Ui × k
i=1 x6=xi

Then, note that


Θ−1 (U ) = {ϕ ∈ E ∗ : Θ(ϕ) ∈ U }
= {ϕ ∈ E ∗ : ϕ(xi ) ∈ Ui ∀1 ≤ i ≤ n}
= {ϕ ∈ E ∗ : xbi (ϕ) ∈ Ui ∀1 ≤ i ≤ n}
= {ϕ ∈ E ∗ : ϕ ∈ xbi −1 (Ui ) ∀1 ≤ i ≤ n}
\n
= xbi −1 (Ui )
i=1

Now each xbi is continuous wrt σ(E ∗ , E) by definition. Hence, Θ−1 (U ) ∈


σ(E ∗ , E)
(ii) Θ is an open map: Once again, we may begin with a basic open set V and
show that Θ(V ) is open in Θ(E ∗ ). Since V is basic open, ∃ϕ ∈ E ∗ and
∃x1 , x2 , . . . , xn ∈ E and  > 0 such that
V = {ψ ∈ E ∗ : |ψ(xi ) − ϕ(xi )| <  ∀1 ≤ i ≤ n}
Hence if
Vi := B(ϕ(xi ), ) ⊂ k
Then
ψ ∈ V ⇔ ψ(xi ) ∈ Vi ∀1 ≤ i ≤ n
Hence " #
n
Y Y
Θ(V ) = Vi × k ∩ Θ(E ∗ )
i=1 x6=xi

is open in Θ(E ∗ ) with the subspace topology.

124
6.5. (Banach-Alaoglu Theorem): Let

B ∗ := {ϕ ∈ E ∗ : kϕk ≤ 1}

Then B ∗ is compact wrt σ(E ∗ , E)


Proof. By Lemma 6.4, Θ induces a homeomorphism

B ∗ → Θ(B ∗ )

Thus, it suffices to show that Θ(B ∗ ) is compact in (X, τ ). Since


Y
Θ(B ∗ ) ⊂ Y = [−kxk, +kxk]
x∈E

which is compact, it suffices to show that Θ(B ∗ ) is closed. So suppose z :=


(αx )x∈E ∈ Θ(B ∗ ), then define

ψ : E → k given by ψ(x) := αx

(i) We WTS: ψ is linear. We show that

ψ(x + y) = ψ(x) + ψ(y) ∀x, y ∈ E

as the scalar multiplication is similarly checked. Fix x, y ∈ E and  > 0, and


consider the set
−1
b−1 (αx − , αx + ) ∩ yb−1 (αy − , αy + ) ∩ x[
U := x + y (αx+y − , αx+y + )

Then, U ∈ σ(E ∗ , E) is open and z ∈ U by definition. Hence,

U ∩ Θ(B ∗ ) 6= ∅

and so ∃ϕ ∈ B ∗ such that

|ϕ(x) − αx | < , |ϕ(y) − αy | <  and |ϕ(x + y) − αx+y | < 

Since ϕ is linear, it follows that

|ψ(x + y) − ψ(x) − ψ(y)| = |αx+y − αx − αy | < 3

This is true for all  > 0 and hence

ψ(x + y) = ψ(x) + ψ(y)

(ii) Now that ψ is linear, since ψ(x) = αx ∈ [−kxk, kxk] for all x ∈ E, it follows
that
|ψ(x)| ≤ kxk ∀x ∈ E
and hence ψ ∈ B ∗

125
Hence, z = (ψ(x))x∈E ∈ Θ(B ∗ ) and so Θ(B ∗ ) is closed.
6.6. Lemma: Let E be a reflexive NLS and J : E → E ∗∗ the isomorphism, then J
induces a homeomorphism

J : (E, σ(E, E ∗ )) → (E ∗∗ , σ(E ∗∗ , E ∗ ))

Note that the RHS is weak-∗ topology on E ∗∗ induced by E ∗ .


Proof. Write G = E ∗ for convenience. J is continuous: If U ∈ σ(G∗ , G), we WTS:
J −1 (U ) ∈ σ(E, E ∗ ). We may assume WLOG that U is a basic open set. Hence,
∃T0 ∈ G∗ , ϕ1 , ϕ2 , . . . , ϕn ∈ G and  > 0 such that

U = {T ∈ G∗ : |T (ϕi ) − T0 (ϕi )| <  ∀1 ≤ i ≤ n}

By reflexivity, write T = xb0 for some x0 ∈ E, so

x ∈ E ∗∗ : |ϕi (x) − ϕi (x0 )| <  ∀1 ≤ i ≤ n}


U = {b

Hence,

J −1 (U ) = {x ∈ E : |ϕi (x) − ϕi (x0 )| <  ∀1 ≤ i ≤ n} ∈ σ(E, E ∗ )

The fact that J is open is a reversal of the above argument.

6.7. Corollary: If E is reflexive, then the set

B := {x ∈ E : kxk ≤ 1}

is weakly compact. (Compare with 4.4)


Proof. Let J : E → E ∗∗ be the natural isomorphism. By Lemma 6.6, J induces a
homeomorphism
J : (E, σ(E, E ∗ )) → (G∗ , σ(G∗ , G))
where G = E ∗ . Now,
B ∗ (G) = {ϕ ∈ G∗ : kϕk ≤ 1}
is compact in the RHS by Banach-Alaoglu. However,

B ∗ (G) = {ϕ ∈ G∗ : kϕk ≤ 1}
= {T ∈ E ∗∗ : kT k ≤ 1}
x ∈ E ∗∗ : kb
= {b xk ≤ 1}
= J(B)

Hence, B is compact in σ(E, E ∗ )

126
6.8. Example: Reflexivity is necessary for Corollary 6.7: Let E = c0 . We claim that

B = {x ∈ E : kxk ≤ 1}

is not weakly compact. Let

Uj = {(xn ) ∈ B : |xj | < 1}

which is weakly open in B1 (with the subspace topology) and {Uj : j ∈ N} is an


open cover for B1 which does not have a finite subcover (HW)
6.9. Remark:
(i) Recall that if E is infinite dimensional, σ(E ∗ , E) is not metrizable. However, if
E is separable, then B ∗ is metrizable in the weak-∗ topology. Hence, Helley’s
theorem and the Banach-Alaoglu theorem are equivalent for separable spaces.
(ii) So, we label the properties:
• (W ) : B ⊂ E is weakly compact.
• (W S) : B ⊂ E is weakly sequentially compact
• (W ∗ ) : B ∗ ⊂ E ∗ is weak-∗ compact
• (W ∗ S) : B ∗ ⊂ E ∗ is weak-∗ sequentially compact.
Then we have the following relations:

(W) (WS) (W ∗ ) (W∗ S)


Any NLS N (6.8) N (4.6(ii)) Y (6.5) N (4.6(i))
Separable N (6.8) N (4.6(ii)) Y (6.5) Y (4.3)
Reflexive Y (6.7) Y (4.4) Y (6.5) Y (6.2)

(End of Day 35)

127
VI. Operators on Hilbert Spaces
1. Adjoint of an Operator
Throughout this chapter, H will denote a separable Hilbert space over C.
1.1. Lemma: Let T ∈ B(H), then

kT k = sup{|hT (x), yi| : kxk = kyk = 1}

Proof. By Riesz Representation theorem and III.2.8,

M := sup{|hT (x), yi| : kxk = kyk = 1}


= sup{|ϕ(T (x))| : x ∈ H, ϕ ∈ H ∗ , kxk = 1, kϕk = 1}
= sup{kT (x)k : x ∈ H, kxk = 1}

Now apply I.3.8.


1.2. Theorem: Given T ∈ B(H), ∃ unique S ∈ B(H) such that

hSx, yi = hx, T yi ∀x, y ∈ H (1)

This operator S is called the adjoint of T and is denoted by T ∗ .


Proof. For each x ∈ H, define

ψx : H → H given by y 7→ hT y, xi

Then ψx ∈ H ∗ and
|ψx (y)| ≤ kxkkT yk ≤ kxkkykkT k
Hence,
kψx k ≤ kT kkxk (2)
Now by Riesz Representation, ∃vx ∈ H such that

hT y, xi = hy, vx i

Define S : H → H by S(x) := vx

128
(i) S is linear: We show that S(x + z) = S(x) + S(z) as scalar multiplication is
similar. Note that, for any y ∈ H
hy, vx+z i = ψx+z (y)
= hT y, x + zi
= hT y, xi + hT y, zi
= ψx (y) + ψz (y)
= hy, vx i + hy, vz i
= hy, vx + vz i
Hence,
vx+z = vx + vz

(ii) S is bounded: By (2) and Riesz Representation, it follows that


kS(x)k = kvx k = kψx k ≤ kT kkxk ∀x ∈ H
Hence, S is bounded and kSk ≤ kT k
(iii) Finally, S is unique, because if S̃ is another operator satisfying (1), then
h(S − S̃)(x), yi = 0 ∀x, y ∈ H
Hence kS − S̃k = 0 by Lemma 1.1

1.3. Examples:
(i) Let T ∈ B(Cn ) and β := {e1 , . . . , en } be a basis of Cn . Then the matrix of T
associated to β is
[T ]β = (ai,j ) where ai,j := hT (ei ), ej i
Hence, the matrix associated to T ∗ is
[T ]β = (bi,j ) where bi,j = hT ∗ ei , ej i = hei , T ej i = aj,i
ie. [T ∗ ]β is the conjugate transpose of [T ]β .
(ii) If H = L2 [0, 1] and k ∈ L2 ([0, 1] × [0, 1]), we define
Z 1
T (f )(x) = k(x, y)f (y)dy
0

Then T ∈ B(H) and


Z 1

T (f )(x) = k(y, x)f (y)dy
0

[Compare this with Example (i)]. This operator is called the Hilbert-Schmidt
operator with kernel k.

129
Proof. (a) For any x ∈ [0, 1] fixed,
Z 1
Z 1 1/2 Z 1 1/2
2 2

k(x, y)f (y)dy ≤ |k(x, y)| dy |f (y)| dy
0 0 0

by Cauchy Schwartz. Hence for any f ∈ H, we have


Z Z 1 1
2

kT (f )k22 =
k(x, y)f (y)dy dx
0 0
Z 1Z 1 Z 1
2
≤ |k(x, y)| dy |f (y)|2 dydx
00 0
= kkk2 kf k22
2

Hence, T ∈ B(H) and


Z 1 Z 1 1/2
2
kT k ≤ kkk2 = |k(x, y)| dxdy
0 0

(b) For any f, g ∈ H let h := T ∗ (g), then we have

hT (f ), gi = hf, T ∗ (g)i = hf, hi


Z 1Z 1 Z 1
⇒ k(x, y)f (y)g(x)dydx = f (x)h(x)dx
0 0 0
By taking conjugates and using Fubini, we have
Z 1Z 1 Z 1
k(x, y)g(x)dxf (y)dy = h(y)f (y)dy
0 0 0

This must be true for any f ∈ H, so


Z 1

T (g)(y) = h(y) = k(x, y)g(x)dx
0

(iii) If H = `2 and S ∈ B(H) is given by

S(x1 , x2 , . . .) = (0, x1 , x2 , . . .)

S is called the right shift operator and

S ∗ (x1 , x2 , . . .) = (x2 , x3 , . . .)

130
Proof. If x = (xn ), y = (yn ) ∈ `2 , then

X

hx, S yi = hSx, yi = xn yn+1
n=1

and hence S ∗ (y) = (y2 , y3 , . . .)


(iv) Let H = L2 [0, 1] and f ∈ L∞ [0, 1]. Define Mf ∈ B(H) by

Mf (g) := f g

Note that kMf k = kf k∞ (See Mid-Sem, # 4) and

(Mf )∗ = Mf

[Check!]
1.4. Theorem: For T, S ∈ B(H) and α ∈ C
(i) (αT + S)∗ = αT ∗ + S ∗
(ii) (T S)∗ = S ∗ T ∗
(iii) (T ∗ )∗ = T
Proof. We prove (i) since the other cases are similar. If x, y ∈ H, then

h(αT + S)∗ x, yi = hx, (αT + S)(y)i


= αhx, T yi + hx, Syi
= αhT ∗ x, yi + hS ∗ x, yi
= h(αT ∗ + S ∗ )x, yi

and hence we get (i)


1.5. Theorem: If T ∈ B(H), then

kT k = kT ∗ k = kT ∗ T k1/2

Proof. Recall that for any S, T ∈ B(H), we have

kST k ≤ kSkkT k

Hence,
kT ∗ T k ≤ kT ∗ kkT k (1)
For x ∈ H with kxk ≤ 1, we have

kT xk2 = hT x, T xi = hT ∗ T x, xi
≤ kT ∗ T xkkxk ≤ kT ∗ T k

131
Taking sup, we get
kT k2 ≤ kT ∗ T k ≤ kT ∗ kkT k
Hence, kT k ≤ kT ∗ k. The reverse inequality is true since T ∗∗ = T . Hence,

kT k = kT ∗ k

But then the inequalities above show that

kT k2 ≤ kT ∗ T k ≤ kT ∗ kkT k = kT k2

which proves the theorem.


1.6. Definition: Let T ∈ B(H). We say that T is
(i) unitary if T T ∗ = T ∗ T = I [Compare with Definition II.4.5]
(ii) normal if T T ∗ = T ∗ T
(iii) self-adjoint if T = T ∗
1.7. Examples:
(i) Clearly, every self-adjoint operator is normal
(ii) Let T ∈ B(Cn ), then T is self-adjoint iff ∃ a basis β of Cn such that [T ]β is a
real, symmetric matrix.
Proof. Given a fixed basis β, the map

B(Cn ) → Mn (C) given by T 7→ [T ]β

is an isomorphism of vector spaces. In particular, it is injective, and hence

T = T ∗ ⇔ [T ]β = [T ∗ ]β

If [T ]β = (ai,j ), then [T ∗ ]β = (aj,i ) and so the two matrices are equal iff
ai,j = aj,i for all i, j. This happens, for instance, if [T ]β is a real, symmetric
matrix.
(iii) Let T ∈ B(Cn ). Suppose ∃ a basis β of Cn such that [T ]β is a diagonal matrix,
then T is normal.
We will show later that the converse is also true: If T is normal, then there
is a basis β such that [T ]β is diagonal.
Proof. If [T ]β = diag(λ1 , λ2 , . . . , λn ), then

[T ∗ ]β = diag(λ1 , λ2 , . . . , λn )

Hence
[T ]β [T ∗ ]β = [T ∗ ]β [T ]β (1)

132
However, the map
T 7→ [T ]β
also respects composition. Hence, (1) implies that

[T T ∗ ]β = [T ∗ T ]β

whence T T ∗ = T ∗ T .
(iv) Let H = L2 [0, 1], k ∈ L2 ([0, 1] × [0, 1]) and T ∈ B(H) be given by
Z 1
T (f )(x) = k(x, y)f (y)dy
0

Then T is self-adjoint iff k(x, y) ∈ R for all x, y and k(x, y) = k(y, x).
(v) Let f ∈ L∞ [0, 1] and Mf ∈ B(L2 [0, 1]) be given by

Mf (g) = f g

Then Mf is normal, and is self-adjoint iff f is real-valued.


(End of Day 36)
1.8. Theorem: If T ∈ B(H) is self-adjoint, then

kT k = sup{|hT x, xi| : x ∈ H, kxk = 1}

(Compare this with Lemma 1.1)


Proof. Let β := sup{|hT x, xi| : x ∈ H, kxk = 1}, then by Cauchy-Schwartz,
β ≤ kT k. Also, for any z ∈ H

|hT z, zi| ≤ βkzk2

Since T = T ∗ , we have that for any x, y ∈ H with kxk = kyk = 1,

hT (x ± y), x ± yi = hT x, xi ± 2RehT x, yi + hT y, yi

Hence,

4RehT x, yi = hT (x + y), x + yi − hT (x − y), x − yi


≤ β(kx + yk2 + kx − yk2 )
= 2β(kxk2 + kyk2 )
= 4β

Now if λhT x, yi = |hT x, yi| with |λ| = 1, we may replace x by λx to get

|hT x, yi| ≤ β ∀x, y ∈ H, kxk = kyk = 1

Now apply Lemma 1.1

133
1.9. Theorem: T ∈ B(H) is self-adjoint iff hT x, xi ∈ R for all x ∈ H
Proof. If T is self-adjoint, then for any x ∈ H, we have

hT x, xi = hx, T ∗ xi = hx, T xi = hT x, xi

Conversely, if hT x, xi ∈ R for all x ∈ H, then

hT x, xi = hT ∗ x, xi

as above. Consider S = (T − T ∗ ), then hS(x), xi = 0 for all x ∈ H. Hence

0 = hS(x + αy), x + αyi = hSx, xi + αhSx, yi + αhSy, xi + |α|2 hSy, yi


= αhSx, yi + αhSy, xi
= αh(T − T ∗ )x, yi + αh(T − T ∗ )y, xi
= αhT x, yi − αhx, T yi + αhT y, xi + αhy, T xi
⇒ αhT x, yi + αhT y, xi = αhT ∗ x, yi − αhT ∗ y, xi

First put α = 1 and then α = i, to get

hT x, yi + hT y, xi = hT ∗ x, yi − hT ∗ y, xi
−ihT x, yi + ihT y, xi = −ihT ∗ x, yi − ihT ∗ y, xi

Multiplying the first equation by i and adding gives that

hT x, yi = hT ∗ x, yi

which proves that T = T ∗ .


1.10. Corollary: If T ∈ B(H) and hT x, xi = 0 for all x ∈ H, then T = 0
Proof. Since hT x, xi ∈ R for all x ∈ H, T is self-adjoint by 1.9. Hence, T = 0 by
1.8.
1.11. Theorem: T ∈ B(H) is normal iff kT xk = kT ∗ xk for all x ∈ H.
Proof. For all x ∈ H,

kT xk2 = kT ∗ xk2
⇔ hT ∗ T x, xi = hT T ∗ x, xi
⇔ h(T ∗ T − T T ∗ )x, xi = 0

The theorem now follows from Corollary 1.10

134
2. Diagonalization: The Finite Dimensional Case
In this section, H will denote a finite dimensional complex Hilbert space.
2.1. Remark:
(i) Recall that a matrix A ∈ Mn (C) is said to be diagonalizable if ∃P ∈ Mn (C)
invertible such that
D := P AP −1
is a diagonal matrix. If P can be chosen to be a unitary, then we say that A
is unitarily diagonalizable.
(ii) Example: If  
1 1
A=
0 2
Then ∃ invertible P such that
 
−1 1 0
P AP =
0 2

However, such a matrix P cannot be unitary (without proof). Therefore,


our notion of diagonalizability is stronger than the earlier notion. However,
since we consider Cn with the inner product, we use ‘diagonalizable’ to mean
‘unitarily diagonalizable’.
(iii) Let T : Cn → Cn be the operator given by

T (x) = Ax

Let β denote the standard basis of Cn , then

[T ]β = A

Let β 0 denote the basis obtained by applying P to the basis β, then

[T ]β 0 = D

Since P is unitary, β 0 is also an orthonormal basis. Hence, A is diagonalizable


iff ∃ an orthonormal basis β 0 of Cn such that [T ]β 0 is a diagonal matrix.
(iv) Furthermore, if [T ]β 0 is a diagonal matrix, it follows that every vector of β 0 is
an eigen-vector of A.
2.2. Definition: An operator T ∈ B(H) is said to be diagonalizable if H has an or-
thonormal basis consisting of eigen-vectors of T .
2.3. Lemma: If T ∈ B(H) is diagonalizable, then T is normal.

135
Proof. Let β ⊂ H be an orthonormal basis consisting of eigen-vectors of T . Then

[T ]β = diag(λ1 , λ2 , . . . , λn )

By Example 1.3,
[T ∗ ]β = diag(λ1 , λ2 , . . . , λn )
Since the map T 7→ [T ]β respects composition, and is injective, we have

[T T ∗ ]β = [T ]β [T ∗ ]β
= diag(|λ1 |2 , |λ2 |2 , . . . , |λn |2 )
= [T ∗ ]β [T ]β
= [T ∗ T ]β
⇒ T T ∗ = T ∗T

2.4. Lemma: If T ∈ B(H) is normal and v ∈ H is an eigen-vector of T corresponding


to the eigen value λ, then v is an eigen-vector of T ∗ corresponding to the eigen
value λ
Proof. Suppose T v = λv, then k(T − λ)vk = 0. But (T − λ) is normal, so by
Theorem 1.11,
k(T ∗ − λ)vk = 0
and so T ∗ v = λv
2.5. Lemma: Let T ∈ B(H). If W ⊂ H is a subspace such that T (W ) ⊂ W , then
T ∗ (W ⊥ ) ⊂ W ⊥
Proof. If x ∈ W ⊥ , then for any y ∈ W , we have T y ∈ W , so

hT ∗ x, yi = hx, T yi = 0

Hence, T ∗ x ∈ W ⊥ as required.
2.6. (Spectral Theorem): Let T ∈ B(H) be normal, then T is diagonalizable.
Proof. We induct on dim(H). Since H is a complex Hilbert space, T has an eigen-
value λ and a corresponding eigen-vector v. Then, if W = hvi denotes the subspace
spanned by v, then
T (W ) ⊂ W
By Lemma 2.5,
T ∗ (W ⊥ ) ⊂ W ⊥
By Lemma 2.4,
T ∗ (v) = λv ⇒ T ∗ (W ) ⊂ W

136
and so by Lemma 2.5 applied to T ∗ ,

T (W ⊥ ) ⊂ W ⊥

Hence,
T |W ⊥ ∈ B(W ⊥ )
is a normal operator. But

dim(W ⊥ ) + dim(W ) = dim(H) ⇒ dim(W ⊥ ) = dim(H) − 1

By induction, W ⊥ has an orthonormal basis β consisting of eigen-vectors of T .


Hence, β ∪ {v/kvk} is an orthonormal basis of H consisting of eigen-vectors of
T.
(End of Day 37)

3. Compact Operators
3.1. Definition: Let H be a Hilbert space and

B = {x ∈ H : kxk ≤ 1}

(i) An operator T ∈ B(H) is said to have finite rank if Range(T ) is finite dimen-
sional. We write F(H) for the set of all finite rank operators.
Note:
(a) If T ∈ F(H), then T ∗ ∈ F(H)
(b) If S, T ∈ F(H), α ∈ C, then αS + T ∈ F(H)
(c) If T ∈ F(H), A ∈ B(H), then AT, T A ∈ F(H)
(ii) An operator T ∈ B(H) is said to be compact if T (B) is compact in H. The
set of all compact operators on H is denoted by K(H).
Note: F(H) ⊂ K(H) (by I.5.13)
(iii) Recall that:
(a) A set A ⊂ H is totally bounded if ∀ > 0, ∃ a finite set {x1 , x2 , . . . , xn } ⊂
A such that n
[
A⊂ B(xi , )
i=1

(b) A is totally bounded iff its closure is compact.


Hence T is compact iff T is bounded and for all  > 0, ∃x1 , x2 , . . . , xn ∈ B
such that n
[
T (B) ⊂ B(T (xi ), )
i=1

137
3.2. Theorem: K(H) is closed in B(H) (wrt the norm topology)
Proof. Suppose {Tn } ⊂ K(H) and T ∈ B(H) such that

kTn − T k → 0

WTS: T ∈ K(H) Let  > 0, then ∃N ∈ N such that

kT − TN k < /3

TN is compact, so ∃x1 , x2 , . . . , xn ∈ B such that


n
[
TN (B) ⊂ B(TN (xi ), /3)
i=1

Hence, for any x ∈ B,

kT (x) − T (xi )k ≤ kT (x) − TN (x)k + kTN (x) − TN (xi )k + kTN (xi ) − T (xi )k
≤ 2kT − TN k + kTN (x) − TN (xi )k ≤ 

Hence n
[
T (B) ⊂ B(T (xi ), )
i=1

Hence, T (B) is totally bounded, and so T is compact.


3.3. Examples:
(i) If H is finite dimensional, then B(H) = F(H) = K(H).
(ii) Let H be an infinite dimensional Hilbert space, then I ∈
/ K(H).
(iii) For instance if x, y ∈ H, then T ∈ B(H) defined by

T (z) := hz, xiy

is is a rank 1 operator. Hence T ∈ K(H).


More generally, if {x1 , x2 , . . . , xn , y1 , y2 , . . . , yn } ⊂ H, then T ∈ B(H) defined
by
Xn
T (x) = hx, xi iyi
i=1

is a finite rank operator, and hence compact.


(iv) Let H = L2 [0, 1], k ∈ L2 ([0, 1] × [0, 1]). Then T : H → H defined by
Z 1
T (f )(x) = k(x, y)f (y)dy
0

is a compact operator

138
Proof. Recall from Example 1.6 that T ∈ B(H) and that

kT k ≤ kkk2 (∗)

(a) Suppose first that


k(x, y) = h(x)g(y)
for some h, g ∈ C[0, 1]. Then

T (f ) = hf, gih

and so T has rank 1. Since it is a bounded operator, T ∈ K(H)


(b) Now suppose ∃h1 , h2 , . . . , hn , g1 , g2 , . . . , gn ∈ C[0, 1] such that
n
X
k(x, y) = hi (x)gi (y)
i=1

Then n
X
T (f ) = hf, gi ihi
i=1

and so T ∈ K(H)
(c) Now consider
n
X
A = {(x, y) 7→ hi (x)gi (y) : hi , gj ∈ C[0, 1]} ⊂ C([0, 1] × [0, 1])
i=1

Then by Stone-Weierstrass, A is dense in C([0, 1] × [0, 1]) (See Example


II.5.2) with respect to k · k∞ . Hence if k ∈ C([0, 1] × [0, 1]), ∃(kn ) ∈ A
such that
kkn − kk∞ → 0 ⇒ kkn − kk2 → 0
Consider the corresponding operators Tn where
Z 1
Tn (f )(x) = kn (x, y)f (y)dy
0

Then by Example 1.6(ii) and (∗)

kTn − T k ≤ kkn − kk2 → 0

Since Tn ∈ K(H) for all n ∈ N, it follows that T ∈ K(H) by 3.2


(d) If k ∈ L2 ([0, 1] × [0, 1]), then by I.4.12, ∃(kn ) ⊂ C([0, 1] × [0, 1]) such that

kkn − kk2 → 0

As above, this would imply that T ∈ K(H).

139
(v) Let H = `2 , α = (αn ) ∈ `∞ . Define T ∈ B(H) by

T ((xn )) := (αn xn )

Then T ∈ K(`2 ) iff α ∈ c0


Proof. (a) Note that T is well-defined because

X ∞
X
2 2
|αn xn | ≤ sup |αn | |xn |2 < ∞
n=1 i=1

and so T is bounded with

kT k ≤ sup |αn | = kαk∞

For each n ∈ N, let Tn ∈ B(`2 ) be defined by

Tn ((xk )) = (α1 x1 , α2 x2 , . . . , αn xn , 0, 0, . . .)

Then Tn is compact and for any x ∈ `2

kTn (x) − T (x)k = k(0, 0, . . . , 0, αn+1 xn+1 , . . .)k ≤ sup |αj |kxk
j≥n+1

Hence
kTn − T k ≤ sup |αj |
j≥n+1

Since αn → 0, it follows that kTn − T k → 0. Hence T ∈ K(H) by 3.2


(b) If αn 9 0, then ∃ > 0 and a subsequence (αnk ) such that

|αnk | >  ∀k ∈ N

Let {en } denote the standard ONB for `2 , then



kT (enk ) − T (enl )k >  2 ∀k, l ∈ N

Hence, T (enk ) does not have a convergent subsequence. Thus, T (B) is


not compact.

3.4. Theorem: Let {Tn } ⊂ B(H) and T ∈ B(H) such that

lim Tn (x) = T (x) ∀x ∈ H


n→∞

Then, for any S ∈ K(H),


kTn S − T Sk → 0

140
Proof. Let K = S(B), then it suffices to show that

sup kTn (y) − T (y)k → 0


y∈K

Fix  > 0. Since K is totally bounded, ∃x1 , x2 , . . . , xk ∈ K such that


k
[
K⊂ B(xi , /3)
i=1

Choose N ∈ N such that for all m ≥ N

kTn (xi ) − T (xi )k <  ∀1 ≤ i ≤ k

For any x ∈ K choose 1 ≤ i ≤ k such that

kx − xi k < 

By PUB, ∃M > 0 such that

kTm k ≤ M ∀m ∈ N ⇒ kT k ≤ M

Hence,

kTm (x) − T (x)k ≤ kTm (x) − Tm (xi )k + kTm (xi ) − T (xi )k + kT (xi ) − T (x)k
≤ M kx − xi k +  + M kx − xi k
≤ 2M  + 

This is true for all x ∈ K, hence

sup kTm (x) − T (x)k ≤ (2M + 1)


x∈K

Hence,
kTn S − T Sk ≤ (2M + 1)

3.5. Theorem: T ∈ K(H) iff ∃ a sequence (Tn ) of finite rank operators such that
kTn − T k → 0
Proof. Clearly, if such a sequence exists, then T ∈ K(H) by 3.2+Example 3.3(ii).

Conversely, suppose T ∈ K(H). Since H is separable, choose an ONB {en : n ∈ N}


for H and let Pn denote the projection onto the subspace

Mn := span{e1 , e2 , . . . , en }

141
For any x ∈ H,

X
x= hx, ei iei (by II.3.16)
i=1
n
X
= lim hx, ei iei
n→∞
i=1
= lim Pn (x) (by II.3.9)
n→∞

By the previous corollary,


kPn T − T k → 0
Since Pn ∈ F(H), it follows that Pn T ∈ F(H).
(End of Day 38)
3.6. Corollary: If S, T ∈ K(H), α ∈ C and A ∈ B(H), then
(i) T ∗ ∈ K(H)
(ii) αS + T ∈ K(H)
(iii) AT, T A ∈ K(H)
Proof. We prove (i) since the others are similar. Choose a sequence (Tn ) ⊂ F(H)
such that
kTn − T k → 0
Since Tn is finite rank, so is Tn∗ [HW], and by Theorem 1.5,

kTn∗ − T ∗ k = kTn − T k → 0

Hence, T ∗ ∈ K(H) by Theorem 3.3


3.7. Lemma: Let T ∈ K(H) and (xn ) ⊂ H be a norm-bounded sequence, then {T (xn )}
has a convergent subsequence.
Proof. HW.
3.8. Lemma: Let (X, d) be a metric space and (un ) ⊂ X be a sequence. Suppose
∃u ∈ X such that every subsequence of (un ) has a subsequence that converges to
u, then un → u
Proof. Suppose un 9 u, then ∃ > 0 such that B(u, ) does not contain infinitely
many {uj }. Hence, ∃ a subsequence (unk ) of (un ) such that

{unk } ∩ B(u, ) = ∅

Now this subsequence cannot have a subsequence converging to u. This contradicts


the hypothesis. Hence, un → u

142
w
3.9. Recall: For a sequence (xn ) ⊂ H, we say that xn −
→ x iff

hxn , yi → hx, yi ∀y ∈ H

(See Definition V.1.1 and the Riesz Representation theorem). We write


s
xn →
− x if kxn − xk → 0

3.10. Theorem: Let T ∈ K(H) and (xn ) ⊂ H be a sequence. If


w s
xn −
→ x ⇒ T (xn ) →
− T (x)
w
Proof. (i) Since (xn ) −
→ x, (xn ) is norm-bounded by Lemma V.1.3.
(ii) By Lemma 3.7, {T (xn )} has a strongly convergent subsequence. Suppose

T (xnk ) → z

Then for any y ∈ H


hT (xnk ), yi → hz, yi
However,

lim hT (xnk ), yi = lim hxnk , T ∗ (y)i


k→∞ k→∞
= hx, T ∗ yi
= hT (x), yi

Hence, z = T (x)
(iii) Now consider any subsequence {T (xnk )} of {T (xn )}. Since (xnk ) is norm
bounded, {T (xnk )} has a strongly convergent subsequence (by Lemma 3.7).
Now suppose {T (xnk,j )} is a strongly convergent subsequence. Then by part
(ii),
T (xnk,j ) → T (x)
Hence, every subsequence of {T (xn )} has a subsequence that converges to
T (x). So by Lemma 3.8,
s
T (xn ) →
− T (x)

3.11. Theorem: Let T ∈ B(H) be an operator such that whenever


w s
xn −
→ x ⇒ T (x) →
− T (x)

Then T ∈ K(H)
Proof. We WTS: T (B) is compact.

143
(i) Choose a sequence (yn ) ∈ T (B), then we WTS: {yn } has a convergent subse-
quence. For each n ∈ N, ∃xn ∈ B such that
kyn − T (xn )k < 1/n (1)

(ii) Since (xn ) ⊂ B, kxn k ≤ 1 for all n ∈ N. Since H is reflexive, by Theorem


V.4.4, (xn ) has a weakly convergent subsequence. Suppose x ∈ B such that
w
xn k −
→x
By hypothesis,
s
T (xnk ) →
− T (x)
By (1), it follows that
kynk − T (x)k ≤ kynk − T (xnk )k + kT (xnk ) − T (x)k → 0

Hence, (yn ) has a convergent subsequence. Hence, T (B) is sequentially com-


pact, and hence compact (since H is a metric space). Thus, T ∈ K(H).

3.12. Remark/Examples:
(i) If x, y ∈ H, we define the rank one operator
T (z) := hz, xiy
w
Then if zn −
→ z, then
kT (zn ) − T (z)k ≤ |hzn , xi − hz, xi|kyk → 0
s
Hence, T (zn ) →
− T (z)
(ii) Similarly, if {x1 , x2 , . . . , xn , y1 , y2 , . . . , yn } ⊂ H, we define the finite rank op-
erator n
X
T (z) = hz, xi iyi
i=1
w s
Then if zn −
→ z, then T (zn ) →
− T (z)
(iii) Also if α ∈ `∞ , define T ∈ B(`2 ) by
T ((xn )) := (αn xn )
w
We know (Example V.1.2) that en −
→ 0. Now
kT (en )k = |αn |
Hence if if α ∈
/ c0 , then T (en ) 9 0. This agrees with Example 3.3(v)
(iv) Due to Theorem 3.11, historically, compact operators were called completely continuous
operators. (ie. Operators that map weakly convergent sequences to strongly
convergent sequences)

144
4. Diagonalization: The Compact Self-Adjoint Case
4.1. Definition: An operator T ∈ K(H) is said to be diagonalizable if H has an ONB
consisting of eigen-vectors of T .
4.2. Lemma: If T is diagonalizable, then it is normal.
Proof. Let β be an ONB consisting of eigen-vectors of T . Then for any x ∈ β, ∃λ ∈
C such that
T (x) = λx
Claim: T ∗ (x) = λx To see this, suppose y ∈ β, ∃µ ∈ C such that T (y) = µy.
Hence
hT ∗ (x), yi = hx, T (y)i = µhx, yi
Since β is an orthonormal set, it follows that
(
0 : x 6= y
hT ∗ (x), yi =
hλx, yi : x = y
Since β is an ONB,
T ∗ (x) = λx
Hence,
T T ∗ (x) = |λ|2 x = T ∗ T (x) ∀x ∈ β
Hence,
T T ∗ (y) = T ∗ T (y) ∀y ∈ span(β) =: M
Since T ∗ T and T T ∗ are two bounded operators
T T ∗ (y) = T ∗ T (y) ∀y ∈ M
By Theorem II.3.3, M = H
4.3. Remark:
(i) There were three basic steps in the proof of the Spectral Theorem (2.6):
(a) For T ∈ B(Cn ), choose an eigen-value, and hence an eigen-vector v
(b) Let W = span(v), then show that T (W ⊥ ) ⊂ W ⊥ and T ∗ (W ⊥ ) ⊂ W ⊥
(c) Note that T |W ⊥ ∈ B(W ⊥ ) is still normal, and hence apply induction.
(ii) We look to generalize each step to an infinite dimensional Hilbert space H:
(a) Does every normal T ∈ K(H) have an eigen-value?
(b) Lemma 2.4, 2.5 hold in infinite dimensions: Hence if T ∈ B(H) is normal
and v is an eigen-vector of T . If W = span(v), then
T (W ⊥ ) ⊂ W ⊥ and T ∗ (W ⊥ ) ⊂ W ⊥
Hence, T induces a bounded, normal operator
T |W ⊥ ∈ B(W ⊥ )

145
(c) If we replace induction by Zorn’s lemma, will the maximal element thus
obtained by an ONB?
4.4. Theorem: Let T ∈ K(H) be self-adjoint, then either +kT k or −kT k is an eigen-
value for T
Proof. Assume T 6= 0. By Theorem 1.8
kT k = sup{|hT x, xi| : kxk = 1}
Hence, ∃(xn ) ⊂ H such that kxn k = 1 and
lim |hT (xn ), xn i| = kT k
n→∞

Since hT (xn ), xn i ∈ R for all n ∈ N by Theorem 1.9, assume (by choosing a


subsequence if necessary) that
lim hT (xn ), xn i → M
n→∞

where M = ±kT k.

Since {T (xn )} ⊂ T (B) ⊂ T (B), which is compact, ∃(xnj ) ⊂ (xn ) such that
T (xnj ) → x0 (1)
And
0 ≤ kT (xn ) − M xn k2 = kT (xn )k2 + M 2 kxn k2 − 2M hT (xn ), xn i
≤ M 2 + M 2 − 2M hT (xn ), xn i (2)
→0
By (1) and (2),
M xnj → x0
Hence, kx0 k = M ⇒ x0 6= 0. Furthermore,
T (x0 ) = lim T (M xnj ) = M lim T (xnj ) = M x0
and so x0 is an eigen-vector for T with eigen-value M .
(End of Day 39)
4.5. (Spectral Theorem): Let T ∈ K(H) be a self-adjoint compact operator, then T is
diagonalizable.
Proof. (i) Assume T 6= 0, so by Theorem 4.2, ∃0 6= e ∈ H and λ 6= 0 such that
kek = 1
T (e) = λe
Define
S = {β ⊂ H : β is an orthonormal set consisting of eigen-vectors of T }
Then

146
• S 6= ∅ since e ∈ S.
• Suppose C is a chain in S, then clearly
[
β0 := β
β∈C

consists of eigen-vectors of T . Furthermore, it is an orthonormal set since


C is a chain (Why?). Hence, β0 ∈ S
• By Zorn’s Lemma, S has a maximal element, β.
(ii) WTS: β is an ONB for H. Let

W := span(β)

Since every element of β is an eigen-vector of T ,

T (span(β)) ⊂ W

Since T is continuous, it follows that

T (W ) ⊂ W

By Lemma 2.5, and since T = T ∗ , it follows that

T (W ⊥ ) ⊂ W ⊥

Now consider
T0 := T |W ⊥ ∈ B(W ⊥ )
T0 is compact and self-adjoint. If T0 6= 0, by Theorem 4.2, T0 has a non-zero
eigen-vector v. This must be an eigen-vector for T , and hence

β ∪ {v/kvk} ∈ S

This contradicts the maximality of β. Hence,

T0 = 0

But then, every non-zero vector of W ⊥ is an eigen-vector of T0 (and hence of


T ). Hence,
W ⊥ = {0}
By Theorem II.3.3, β is an ONB for H.

4.6. Remark:

147
(i) Compactness is necessary in Theorem 4.2: Let H = L2 [0, 1], T ∈ B(H) be
given by
T (f )(t) = tf (t)
Note that T = Mf where f (t) = t. Hence, T is self-adjoint (Example 1.7(v),
HW 11.6). We WTS: T does not have an eigen-value.
Proof. Suppose T had an eigen-value λ, then ∃f0 ∈ H such that

(T − λ)f0 = f0 ⇒ (t − λ)f0 = f0

Let
E = {s ∈ [0, 1] : f0 (s) 6= 0}
Then for all s ∈ E,
(s − λ)f0 (s) = f0 (s) ⇒ s = λ
Hence, E = {λ}. In particular, m(E) = 0 and so f0 = 0 a.e. Thus, f0 cannot
be an eigen-vector.
(ii) If T ∈ K(H) is normal, then ∃λ ∈ C such that |λ| = kT k and λ is an
eigen-value of T . This proof is much harder than Theorem 4.2. However,
this implies that the Spectral theorem holds for normal compact operators as
well.
Review of Chapter III, IV, V
(End of Day 40)
Review of Chapter V, VI
(End of Day 41)

148
VII. Instructor Notes
0.1. I used [Conway] and [Kesavan] as my primary references, with the latter being
particularly helpful when discussing weak topologies. Furthermore, the discussion
on Helley’s theorem (Section V.4) was based on [Royden]. Chapter VI was mostly
taken from my discussions in MTH 510 last semester.
0.2. I spent some time reviewing Lp spaces in the beginning, which I hope was helpful,
and is something I recommend in the future as well (despite the overlap with MTH
404)
0.3. Since the students did not have a Fourier series course this semester, I used it as
a primary example through the course (Sections II.6 and in Chapter IV).
0.4. Overall, the course was good, and my familiarity with the students helped a lot.
Furthermore, we managed to cover more material than expected, which was a
pleasant surprise.

149
Bibliography
[Conway] J.B. Conway, A Course in Functional Analysis (2nd Ed.)

[Kesavan] S. Kesavan, Functional Analysis (TRIM)

[Bhatia] R. Bhatia, Notes on Functional Analysis

[Folland] G. Folland, Real Analysis: Modern techniques and their applications

[Royden] Royden, Real Analysis

150