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Semester 1, 2015-2016

Contents

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

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

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

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

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

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.

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

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

(iii) Let E = C[a, b] and define

Z 1

ϕ : E → k given by ϕ(f ) := f (t)dt

0

(iv) Let E = F = C[0, 1]. Define

Z x

T : E → F given by T (f )(x) := f (t)dt

0

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 )

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

6

2. Definition and Examples

2.1. Definition: A norm on a k-vector space E is a function

k · k : E → R+

(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

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

(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

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

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

(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

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+

(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

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

aλ b1−λ ≤ λa + (1 − λ)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

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

kf + gkp ≤ kf kp + kgkq

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

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

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

∞

[

{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

N := {f ∈ L∞ [a, b] : µ∞ (f ) = 0}

kf + N k∞ := µ∞ (f )

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

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.

(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

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

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

(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

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

Z x

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

0

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

ϕ : E → k by f 7→ f (0)

|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

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

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

For any M ∈ A1 ,

1 1

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

α |α|

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

kS + T k ≤ kSk + kT k

(End of Day 4)

3.8. Theorem: Let T ∈ B(E, F ) 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

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

Then by Cauchy-Schwartz,

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

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

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

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

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

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

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

is a Cauchy sequence in `p

(i) Then for any n ∈ N, note that

|xkn − xm k m

n | ≤ kx − x kp

xkn → yn ∀n ∈ N

that kxm kp ≤ R ∀m ∈ N. For any fixed j ∈ N, this implies

j

!1/p

X

|xm

n|

p

≤R

n=1

j

!1/p

X

|yn |p ≤R

n=1

∞

!1/p

X

|yn |p ≤ R ⇒ y ∈ `p

n=1

j

!1/p

X

|xkn − xm

n|

p

≤ kxk − xm kp <

n=1

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

not complete.

Proof. Fix x = (xn ) ∈ `p , > 0, then ∃N0 ∈ N such that

∞

X

|xn |p <

n=N0

kx − ykpp <

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

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

∞

! ∞

!

[ [

C := Ak ∪ Bk,m

k=1 k,m=1

uniformly Cauchy. So for any x ∈ D,

f : D → k by

f (x) = lim fm (x)

m→∞

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

it follows that f ∈ L∞ [a, b].

kfk − f k∞ ≤ ∀k ≥ N0

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

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

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.

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

∞

X

xNj+1 − xNj

j=1

n

X

sn = xNj+1 − xNj = xNn+1 − xN1

j=1

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

Z b Z b

p

g ≤ lim inf gkp ≤ M p

a a

∞

X

f= fn

n=1

(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

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

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

Convergence theorem,

Z b

p

kgn − f kp = |g n − f |p → 0

a

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

(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

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 .

(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

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

m→∞ m→∞

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

(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

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

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

(i) Suppose k · k1 ∼ k · k2 , then

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

B2 = {x ∈ E : kxk2 < δ} ⊂ B1

27

Now for any 0 6= y ∈ E, consider

δ y

z :=

2 kyk2

δ

kyk1 < kyk2 ∀y ∈ E

2

By symmetry, ∃β ≥ 0 such that

as well.

(ii) Now suppose (∗) holds. Then choose U ∈ τ1 . We WTS: U ∈ τ2 . So for any

x ∈ U, ∃r > 0 such that

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 ,

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

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.

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

(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

Suppose not, then ∃αk = (α1k , α2k , . . . , αnk ) ∈ k n such that kαk k1 = 1 and

X

k αik ei kE < 1/k

(αnk ) and α ∈ k n such that

kαnk − αk1 → 0

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

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

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

d := d(x, F ) > 0

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)

(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

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

kxn − xm k ≥ 1/2 ∀n 6= m

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

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)

(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 }

a bijection on F , and hence

Hence,

p(x1 + x2 ) ≤ kx1 − y1 k + kx2 − y2 k

Taking infimums independently, we get that p(x1 + x2 ) ≤ p(x1 ) + p(x2 ).

Proof. Note that for x ∈ E,

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

(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

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 }

[

π −1 (V ) = U + F = (U + y)

y∈F

(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

k

X

sk := π(xn )

n=1

is convergent in E/F .

Hence,

∞

X

kxn + yn k < ∞

n=1

k

X

tk := (xn + yn )

n=1

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

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}

(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⊥ )⊥

(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

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=∞

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

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}

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

n→∞

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

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 .

such that yn → x0 whence

n→∞

by Remark I.2.2

(ii) Uniqueness: Suppose x0 , x1 ∈ A such that

kx0 k = kx1 k = d

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 + kαyk2 − 2Rehx − x0 , αyi

= kx − x0 k2 + |α|2 kyk2 − 2|α|2

= kx − x0 k2 − |α|2

(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

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.

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

39

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

P (z) = z0

Pythagoras’ theorem

(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

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

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

x ∈ (M ⊥ )⊥ ⇒ M ⊂ (M ⊥ )⊥

x − x0 ∈ M ⊥ , so

whence x = x0 ∈ M

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

P (x) ∈ M and hence

Proof. Let P : H → M and Q : H → M ⊥ be the orthogonal projections onto M

and M ⊥ respectively. Then, by Theorem 1.11,

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

Proof. HW

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

x 7→ hx, yi

∆ : H → H ∗ given by y 7→ ϕy

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

ϕ(x) = hx, yi ∀x ∈ H

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

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

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

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

n→∞

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

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

n→∞ n→∞

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

n→∞ n→∞ n→∞

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

HW 4)

43

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

∃y ∈ M such that

ϕ0 (x) = hx, yi ∀x ∈ M

Now simply define ϕ : H → k by

ϕ(x) = hx, yi ∀x ∈ H

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

S : H ∗ → M ∗ given by ϕ 7→ ϕ|M

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

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.

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

2π

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

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

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

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

hun , uj i = 0 ∀j < n

independent, and hence

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

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 })

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 })

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

hx − x0 , ej i = 0

(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

n

X

xn = x − hx, ei iei

i=1

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

3.11. (Riemann-Lebesgue Lemma): Let {en : n ∈ N} be an orthonormal set, and x ∈ H,

then

lim hx, en i = 0

n→∞

{e ∈ A : hx, ei =

6 0}

is a countable set.

47

Proof. For each n ∈ N, define

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

6 0} = ∪∞

{e ∈ A : hx, ei = n=1 An

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

∞

X

xn

n=1

F := {F ⊂ A : F is finite}

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

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}

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

∞

X

|hx, en i|2 <

n=N0

2

n

X n

X

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

i=m+1 i=m+1

∞

X

kxn − xm k2 ≤ |hx, ei i|2 <

i=N0

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

kxk2 = |hx, ei|2

e∈A

{e ∈ A : hx, ei =

6 0} ∪ {e ∈ A : hy, ei =

6 0}

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

(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

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

(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

51

Proof. For each i ∈ I, define

(

1 :i=j

ei (j) = = δi,j

0 : i 6= j

|B| = |I|

f (i) = hf, ei i = 0

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

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

H∼

= `2 (A)

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

x 7→ x

b

52

(ii) Furthermore, by Theorem II.3.17, we also get

X

hU (x), U (y)i = hx, eihy, ei = hx, yi

e∈A

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

U (H)⊥ = {0}

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,

(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)

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)

separable.

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

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

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

n

\

fσ (t) > f (t) − ∀ t ∈ Vσ := Vti σ

i=1

j=1 from {Vσ } for X and define

g := max{fσj : 1 ≤ j ≤ m}

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.

6.1. Definition/Notation:

(i) Throughout this section, set

56

(ii) For n ∈ Z, define

1

en (t) := √ eint

2π

(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

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)

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}

(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=−∞

(ii) (Fourier Transform): The map

is an isomorphism of Hilbert spaces.

(iii) (Parseval’s identity):

∞

X

kf k22 = |fb(n)|2

n=−∞

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

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)

2π

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

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

kϕy k ≤ kykq .

Furthermore, for any y, z ∈ `q , α ∈ k

∆ : `q → (`p )∗ given by y 7→ ϕy

(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

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

∆ : `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

(ii) If p = ∞ and q = 1: Let y ∈ `1 , then for each n ∈ N, consider

(

sgn(yj ) : 1 ≤ j ≤ n

xnj =

0 : otherwise

n

X n

X

|yj | = xnj yj = ϕy (xn ) ≤ kϕkkxn k∞ = kϕy k

j=1 j=1

(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

∆ : `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

ϕ = ϕy

(a) For n ∈ N

y n = (y1 , y2 , . . . , yn , 0, 0, . . .)

Then y n ∈ c00 ⊂ `q , so consider

ϕyn ∈ (`p )∗

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

(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

ϕ = ϕy

= (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

(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

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

(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

(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

Z x

F (x) = f (t)dt

a

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

(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

(

f (x) : f (x) ≤ n

fn (x) =

0 : otherwise

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]

Z x

f (x) = g(t)dt

a

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

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

67

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

fn = sgn(g)χEn

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

(ii) If 1 < p < ∞: For n ∈ N, define

(

g(x) : |g(x)| ≤ n

gn (x) =

0 : otherwise

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

68

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

F (x) = ϕ(χ[a,x] )

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

n

X

ϕ(f ) = |F (bi ) − F (ai )| (∗∗)

i=1

n

X Xn

|F (bi ) − F (ai )| ≤ kϕkkf kp = kϕk( |bi − ai |)1/p

i=1 i=1

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

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

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

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

ϕ(f ) = ϕg (f ) ∀f ∈ S

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

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}

|ψ(z)| ≤ kϕkkzk ∀z ∈ 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

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

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

⇒t≥ ∀y ∈ F, β ≥ 0 (∗∗)

β

and hence

ϕ(y) − p(y − βe)

t ≥ t2 := sup : y ∈ F, β ∈ R+

β

(ii) WTS: For all x, y ∈ F, α, β > 0

≤

β α

⇔ ϕ(αy) + ϕ(βx) ≤ βp(x + αe) + αp(y − βe)

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

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

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

72

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

ψV |F = ϕ and ψV (x) ≤ p(x) ∀x ∈ V }

[

V0 := V

(V,ψV )∈C

ψ0 (x) := ψV (x) if x ∈ V

ψ0 (x) ≤ p(x) ∀x ∈ V0

(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})

satisfying

ϕ1 (x) ≤ p(x) ∀x ∈ F1

This would contradict the maximality of (F0 , ϕ0 ). Hence, F0 = E and

ψ = ϕ0

(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

b ≤ p(x) ∀x ∈ E

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

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

|ϕ(x)| ≤ p(x) ∀x ∈ F

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.

3.1. 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

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

µ

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

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

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

d := d(x, F ) > 0

(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

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,

sup{|ψ(z + F )| : kz + F k = 1} = 1

77

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

|ψ(xn + F )|

⇒ d−1 ≤ kϕk

1 + 1/n

⇒ d−1 ≤ kϕk

\

F = {ker(ϕ) : ϕ ∈ F ⊥ }

Proof. Clearly, \

M := {ker(ϕ) : ϕ ∈ F ⊥ }

/ F , then

d(x0 , F ) > 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

η : (E/F )∗ → F ⊥

η(ψ) := ψ ◦ π

78

(ii) Since kπk ≤ 1, we have

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

kη(ψ)k = kψk

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

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

µ : E∗ → F ∗

η : (E/F )∗ → E ∗

Image(η) = F ⊥ = ker(µ)

η µ

0 → (E/F )∗ →

− E∗ →

− F∗ → 0

4.1. Recall:

(i) For each y = (yn ) ∈ `1 , the map

X

ϕy : `∞ → k given by (xn ) 7→ xn yn

∆ : `1 → (`∞ )∗

(ii) Similarly, we have an isometry

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}

B. For each n ∈ N,

80

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

D = spanQ ({xn })

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

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

0 = yn ⇒ y = 0

ψ(1, 1, 1, . . .) = 1 6= 0

ϕ(f ) := f (b)

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

0

: a ≤ t ≤ b − 1/n

fn (t) = 1 :t=b

linear : otherwise

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

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 )∗

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.

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

S : E ∗ → k by S(ϕ) := T (ϕ|F )

S = JE (x)

84

However, this would imply that

1 = ϕ(x) = x

b(ϕ) = S(ϕ) = T (ϕ|F ) = T (0) = 0

Banach extension ψ ∈ E ∗ of ϕ, then

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

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

86

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

xn ∈ B(xm , rm )

\

∩m−1

x0 ∈ B(xm , rm ) ⊂ U i=1 Vi

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 }

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

Bn = {x ∈ E : kT (x)k ≤ n ∀T ∈ A}

Then each Bn is closed because

\

Bn = {x ∈ E : kT (x)k ≤ n}

T ∈A

∞

[

E= Bn

n=1

∃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→∞

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

n→∞

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

1

en (t) := √ eint

2π

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 )?

sm (f )(t) = f (s)Dm (t − s)ds

0

where Dm : R → R is the function

m

X

Dm (t) = eint

n=−m

[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

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

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 )

(

1 : t ∈ Em

fk (t) →

−1 : t ∈ / Em

Z π

lim |ϕm (fk )| = |Dm (t)|dt

k→∞ −π

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

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

sup kTn k = +∞

n∈N

Hence,

sup kTn (x)k ≤ kkxk < ∞

n∈N

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}

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

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

∞

[

F = T (E) = Bn

n=1

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

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

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

93

(i) So fix y ∈ BF (0, s1 ). Since

kT (x1 ) − yk < s2

(ii) Since

T (x1 ) − y ∈ BF (0, s2 ) ⊂ T (BE (0, r2 ))

∃x2 ∈ BE (0, r2 ) such that

(a) xn ∈ BE (0, rn ) for all n ∈ N

(b)

kT (xn ) + T (xn−1 ) + . . . + T (x1 ) − yk < sn+1 (∗∗)

∞ ∞

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

T (z) = y

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

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

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 )

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

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

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+

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

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

Z x

T : E → F by f 7→ f (t)dt

0

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

Z x

h(x) := g(t)dt

0

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

k · kG := kxk + |ϕ(x)|

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.

4.1. 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

2π

(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)

(iii) So we define

c0 (Z) := {(xn )n∈Z : lim xn = 0}

n→±∞

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)

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]

2π

1

⇒ kfbk∞ ≤ √ kf k1

2π

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)

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

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

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

Z

f g = 0 ∀g ∈ L∞ [−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

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

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

gn → χE with respect to k · k1

I.4.12) Hence, ∃ a subsequence (gnk ) such that

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

100

However, if n ∈ N, consider the nth Dirichlet kernel

n

X

Dn (t) = e−int

k=−n

Then (

1

2π

: −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 → ∞

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

sequence, then for any x ∈ H,

hx, en i → 0

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

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

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,

n→∞

Hence

kx − xn k2 = kxk2 − 2Rehx, xn i + kxn k2 → 0

norm dense subset of E ∗ . Suppose that x ∈ E such that

w

Then xn −

→x

Proof. Suppose (∗) holds, then for any ψ ∈ E ∗ , > 0, ∃ϕ ∈ A such that

kψ − ϕk <

Hence,

Since (xn ) is bounded, ∃M > 0 such that kxn k ≤ M for all n ∈ N. Hence,

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

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)

(ii) Let ψ ∈ (`∞ )∗ such that

ψ(xn ) = 0 ∀n ∈ N (∗∗)

(iii) However, (xn ) is bounded in `∞ and for each j ∈ N,

xn (j) → 1

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

(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

Proof. (i) Since 0 ∈ C and C is open, ∃r > 0 such that

B(0, r) ⊂ C

r 2kxk

x ∈ C ⇒ p(x) ≤

2kxk r

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

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

(iii) (a) Let x ∈ E such that p(x) < 1, then ∃0 < t < 1 such that

t−1 x ∈ C

x = (1 − t)0 + t(t−1 x) ∈ C

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 ∈

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

Since x0 ∈ / C and hence

(ii) Thus, by the Hahn-Banach theorem (Real case), ∃ψ : E → R such that

By Theorem 1.2, ∃M > 0 such that p(x) ≤ M kxk for all x ∈ E. Hence,

ψ(x) ≤ M kxk ∀x ∈ E

(iii) Now if x ∈ C, then

ψ(x) ≤ p(x) < 1 = ψ(x0 )

/ 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

2.4. Example: The requirement that C is open is necessary: Let E = c0 and define

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

yj = ψ(ej ) < 0

But then x = (y2 , −y1 , 0, 0, . . .) ∈ C and

ψ(x) = y1 y2 − y2 y1 = 0

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

a∈A b∈B

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 Ã := A + B(0, r) and B̃ := B + B(0, r) are disjoint. Note

that both Ã 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

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

x ∈ B3 and B3 ⊂ B1 ∩ B2

(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

(a) If ϕ ∈ E ∗ and > 0, then

111

(b) In general, if ϕ1 , ϕ2 , . . . , ϕn ∈ E ∗ and i > 0, then

n

\

ϕ−1

i (−i , +i )

i=1

neighbourhood contains

n

\

ϕ−1

i (−, +)

i=1

neighbourhood of x0 will contain one of the form

3.5. Theorem: For a sequence (xn ) ⊂ E,

w

xn → x wrt σ(E, E ∗ ) ⇔ xn −

→x

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 ∗ ).

coordinate projections. Then

kzk = sup |πi (z)|

1≤i≤n

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).

So suppose x ∈ / C, then by the Hahn-Banach separation theorem, ∃ψ ∈ E ∗ and

α ∈ R, > 0 such that

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 − }

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

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

(iii) Now define T : E → k n by

such that

ϕi (y0 ) = 0 ∀1 ≤ i ≤ n

Hence, x0 + ty0 ∈ U for all t ∈ R.

114

(iv) Furthermore, consider g : E → R+ by

it follows that

lim g(t) = +∞

t→∞

kx0 + ty0 k = 1

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

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

w

Then, xn −

→ 0, but {kxn k} is an unbounded set. This contradicts Lemma V.1.3.

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

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

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

n→∞

N and a2 ∈ k such that

lim ϕs(2,n) (x2 ) → a2

n→∞

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.

B := {x ∈ E : kxk ≤ 1}

Proof. (i) Let {xn } ⊂ BM be a sequence, then consider

F := span{xn } < E

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

b, and so

ϕ(xnk ) → ϕ(x) ∀ϕ ∈ G = E ∗

w

(iii) Finally, since xnk −

→ x, by Lemma V.1.3,

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

(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

Z Z Z Z

| f | = f − f ≤ |f | <

E E K E\K

Z

f = 0 ∀E ⊂ (0, 1) measurable

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

(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|}

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 ∗∗

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

| {z }

n times

ϕ = ∆(x) where x = (1, 1, 1, . . .)

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

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

E ∗ is infinite dimensional, whose basic open sets are of the form

(c) The weak-∗ topology, σ(E ∗ , E) whose basic open sets are of the form

(ii) Since F ⊂ E ∗∗ ,

σ(E ∗ , E) ⊂ σ(E ∗ , E ∗∗ ) ⊂ σ(E ∗ , k · k)

Thus, we have

weak-∗-compact ⇐ weakly compact ⇐ norm-compact

w∗

5.5. Theorem: For a sequence (ϕn ) ∈ E ∗ , we have ϕn −→ ϕ iff

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

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)

σ(E ∗ , E ∗∗ ) = σ(E ∗ , k · k)

σ(E ∗ , E) = σ(E ∗ , E ∗∗ )

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 ∗

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

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.

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).

(i) Define Y

X := k

x∈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

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

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

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

124

6.5. (Banach-Alaoglu Theorem): Let

B ∗ := {ϕ ∈ E ∗ : kϕk ≤ 1}

Proof. By Lemma 6.4, Θ induces a homeomorphism

B ∗ → Θ(B ∗ )

Y

Θ(B ∗ ) ⊂ Y = [−kxk, +kxk]

x∈E

(αx )x∈E ∈ Θ(B ∗ ), then define

ψ : E → k given by ψ(x) := αx

consider the set

−1

b−1 (αx − , αx + ) ∩ yb−1 (αy − , αy + ) ∩ x[

U := x + y (αx+y − , αx+y + )

U ∩ Θ(B ∗ ) 6= ∅

(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

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 = {b

Hence,

B := {x ∈ E : kxk ≤ 1}

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)

126

6.8. Example: Reflexivity is necessary for Corollary 6.7: Let E = c0 . We claim that

B = {x ∈ E : kxk ≤ 1}

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:

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)

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

= sup{|ϕ(T (x))| : x ∈ H, ϕ ∈ H ∗ , kxk = 1, kϕk = 1}

= sup{kT (x)k : x ∈ H, kxk = 1}

1.2. Theorem: Given T ∈ B(H), ∃ unique S ∈ B(H) such that

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

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

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

ZZ 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

Z 1 Z 1 1/2

2

kT k ≤ kkk2 = |k(x, y)| dxdy

0 0

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

Z 1

∗

T (g)(y) = h(y) = k(x, y)g(x)dx

0

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

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

(iv) Let H = L2 [0, 1] and f ∈ L∞ [0, 1]. Define Mf ∈ B(H) by

Mf (g) := f g

(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

= αhx, T yi + hx, Syi

= αhT ∗ x, yi + hS ∗ x, yi

= h(αT ∗ + S ∗ )x, yi

1.5. Theorem: If T ∈ B(H), then

kT k = kT ∗ k = kT ∗ T k1/2

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

kT k2 ≤ kT ∗ T k ≤ kT ∗ kkT k = kT k2

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

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

(End of Day 36)

1.8. Theorem: If T ∈ B(H) is self-adjoint, then

Proof. Let β := sup{|hT x, xi| : x ∈ H, kxk = 1}, then by Cauchy-Schwartz,

β ≤ kT k. Also, for any z ∈ H

hT (x ± y), x ± yi = hT x, xi ± 2RehT x, yi + hT y, yi

Hence,

≤ β(kx + yk2 + kx − yk2 )

= 2β(kxk2 + kyk2 )

= 4β

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

hT x, xi = hT ∗ x, xi

= 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

hT x, yi + hT y, xi = hT ∗ x, yi − hT ∗ y, xi

−ihT x, yi + ihT y, xi = −ihT ∗ x, yi − ihT ∗ y, xi

hT x, yi = hT ∗ x, yi

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

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

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

[T ]β = A

[T ]β 0 = D

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

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

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

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

kT − TN k < /3

n

[

TN (B) ⊂ B(TN (xi ), /3)

i=1

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

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

More generally, if {x1 , x2 , . . . , xn , y1 , y2 , . . . , yn } ⊂ H, then T ∈ B(H) defined

by

Xn

T (x) = hx, xi iyi

i=1

(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 (∗)

k(x, y) = h(x)g(y)

for some h, g ∈ C[0, 1]. Then

T (f ) = hf, gih

(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

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

(d) If k ∈ L2 ([0, 1] × [0, 1]), then by I.4.12, ∃(kn ) ⊂ C([0, 1] × [0, 1]) such that

kkn − kk2 → 0

139

(v) Let H = `2 , α = (αn ) ∈ `∞ . Define T ∈ B(H) by

T ((xn )) := (αn xn )

Proof. (a) Note that T is well-defined because

∞

X ∞

X

2 2

|αn xn | ≤ sup |αn | |xn |2 < ∞

n=1 i=1

Tn ((xk )) = (α1 x1 , α2 x2 , . . . , αn xn , 0, 0, . . .)

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

(b) If αn 9 0, then ∃ > 0 and a subsequence (αnk ) such that

|αnk | > ∀k ∈ N

√

kT (enk ) − T (enl )k > 2 ∀k, l ∈ N

not compact.

n→∞

kTn S − T Sk → 0

140

Proof. Let K = S(B), then it suffices to show that

y∈K

k

[

K⊂ B(xi , /3)

i=1

kx − xi k <

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 +

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).

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→∞

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

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, ) = ∅

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

s

xn →

− x if kxn − xk → 0

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

hT (xnk ), yi → hz, yi

However,

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)

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)

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

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→∞

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

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)

T (span(β)) ⊂ W

T (W ) ⊂ W

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

T0 = 0

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.)

150