Graduate Texts in Mathematics 96

Editorial Board
S. Axler K.A. Ribet
 Graduate Texts in Mathematics
TAKEUTI/ZARING. Introduction to Axiomatic 39 ARVESON. An Invitation to C-Algebras.
Set Theory. 2nd ed. 40 KEMENY/SNELL/KNAPP. Denumerable
2 OxTOBY. Measure and Category. 2nd ed. Markov Chains. 2nd ed.
3 ScHAEFER. Topological Vector Spaces. 41 APOSTOL. Modular Functions and Dirichlet
2nd ed. Series in Number Theory. 2nd ed.
4 HILTON/STAMMBACH. A Course in 42 J.-P. SERRE. Linear Representations of Finite
Homological Algebra. 2nd ed. Groups.
5 MAC LANE. Categories for the Working 43 GILLMANIJERISON. Rings of Continuous
Mathematician. 2nd ed. Functions.
6 HUGHES/PIPER. Projective Planes. 44 KENDIG. Elementary Algebraic Geometry.
7 J.-P. Serre. A Course in Arithmetic. 45 LOEVE. Probability Theory I. 4th ed.
8 TAKEUn/ZARING. Axiomatic Set Theory. 46 LOEVE. Probability Theory II. 4th ed.
9 HuMPHREYS. Introduction to Lie Algebras 47 MOISE. Geometric Topology in Dimensions
and Representation Theory. 2 and 3.
10 CoHEN. A Course in Simple Homotopy 48 SAcHs/Wu. General Relativity for
Theory. Mathematicians.
II CoNWAY. Functions of One Complex 49 GRUENBERG/WEIR. Linear Geometry.
Variable I. 2nd ed. 2nd ed.
12 BEALS. Advanced Mathematical Analysis. 50 EDWARDS. Fermat's Last Theorem.
13 ANDERSON/FULLER. Rings and Categories 51 KLINGENBERG. A Course in Differential
of Modules. 2nd ed. Geometry.
14 GoLUBITSKYIGUILLEMIN. Stable Mappings 52 HARTSHORNE. Algebraic Geometry.
and Their Singularities. 53 MAN IN. A Course in Mathematical Logic.
15 BERBERIAN. Lectures in Functional Analysis 54 GRAVER/WATKINS. Combinatorics with
and Operator Theory. Emphasis on the Theory of Graphs.
16 WINTER. The Structure of Fields. 55 BRowN/PEARCY. Introduction to Operator
17 RoSENBLATT. Random Processes. 2nd ed. Theory I: Elements of Functional Analysis.
18 HALMos. Measure Theory. 56 MASSEY. Algebraic Topology: An
19 HALMOS. A Hilbert Space Problem Book. Introduction.
2nd ed. 57 CROWELL/Fox. Introduction to Knot Theory.
20 HUSEMOLLER. Fibre Bundles. 3rd ed. 58 KoBLITZ. p-adic Numbers, p-adic Analysis,
21 HUMPHREYS. Linear Algebraic Groups. and Zeta-Functions. 2nd ed.
22 BARNES/MACK. An Algebraic Introduction 59 LANG. Cyclotomic Fields.
to Mathematical Logic. 60 ARNOLD. Mathematical Methods in
23 GREUB. Linear Algebra. 4th ed. Classical Mechanics. 2nd ed.
24 HOLMES. Geometric Functional Analysis 61 WHITEHEAD. Elements of Homotopy
and Its Applications. Theory.
25 HEWITT/STROMBERG. Real and Abstract 62 KARGAPOLOVfMERIZJAKOV. Fundamentals
Analysis. of the Theory of Groups.
26 MANES. Algebraic Theories. 63 BOLLOBAS. Graph Theory.
27 KELLEY. General Topology. 64 EDWARDS. Fourier Series. Vol. I. 2nd ed.
28 ZARISKJ!SAMUEL. Commutative Algebra. Vol. I. 65 WELLS. Differential Analysis on Complex
29 ZARISKIISAMUEL. Commutative Algebra. Vol. n. Manifolds. 2nd ed.
30 JACOBSON. Lectures in Abstract Algebra I. 66 WATERHOUSE. Introduction to Affine Group
Basic Concepts. Schemes.
31 JACOBSON. Lectures in Abstract Algebra II. 67 SERRE. Local Fields.
Linear Algebra. 68 WEIDMANN. Linear Operators in Hilbert
32 JACOBSON. Lectures in Abstract Algebra III. Spaces.
Theory of Fields and Galois Theory. 69 LANG. Cyclotomic Fields II.
33 HIRSCH. Differential Topology. 70 MASSEY. Singular Homology Theory.
34 SPITZER. Principles of Random Walk. 2nd ed. 71 FARKAS!KRA. Riemann Surfaces. 2nd ed.
35 ALEXANDER/WERMER. Several Complex 72 STILLWELL. Classical Topology and
Variables and Banach Algebras. 3rd ed. Combinatorial Group Theory. 2nd ed.
36 KELLEYINAMIOKA eta!. Linear Topological 73 HUNGERFORD. Algebra.
Spaces. 74 DAVENPORT. Multiplicative Number Theory.
37 MONK. Mathematical Logic. 3rd ed.
38 GRAUERTIFRITZSCHE. Several Complex 75 HocHSCHILD. Basic Theory of Algebraic
Variables. Groups and Lie Algebras.
(continued after index)
John B. Conway

A Course in
Functional Analysis
Second Edition

~Springer
John B. Conway
Department of Mathematics
University of Tennessee
KnoxviIle, Tennessee 37996
USA

Editorial Board
S. Axler K.A. Ribet
Mathematics Department Mathematics Department
San Francisco State University University of California, Berkeley
San Francisco, CA 94132 Berkeley, CA 94720
USA USA

With 1 lIlustration.

Mathematical Subject Classification (2000): 46-01, 46L05, 47B15, 47B25

Library of Congress Cataloging-in-Publication Data

Conway, John B.
A course in functional analysis/John B. Conway.-2nd ed.
p. em. - (Graduate texts in mathematics; 96)
lncludes bibliographical referenees.
ISBN 978-1-4419-3092-7 ISBN 978-1-4757-4383-8 (eBook)
DOI 10.1007/978-1-4757-4383-8
1. Functional analysis. 1. Title. II. Series.
QA320.C658 1990
515.7-dc20 90-9585

(~) 2007 Springer Science+Business Media New York

Originally published by Springer Science Business Media, LLC in 2007
Softcover reprint ofthe hardcover 1st edition
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For Ann (of course)
Preface

Functional analysis has become a sufficiently large area of mathematics that it

is possible to find two research mathematicians, both of whom call themselves
functional analysts, who have great difficulty understanding the work of the
other. The common thread is the existence of a linear space with a topology or
two (or more). Here the paths diverge in the choice of how that topology is
defined and in whether to study the geometry of the linear space, or the linear
operators on the space, or both.
In this book I have tried to follow the common thread rather than any
special topic. I have included some topics that a few years ago might have been
thought of as specialized but which impress me as interesting and basic. Near
the end of this work I gave into my natural temptation and included some
operator theory that, though basic for operator theory, might be considered
specialized by some functional analysts.
The word "course" in the title of this book has two meanings. The first is
obvious. This book was meant as a text for a graduate course in functional
analysis. The second meaning is that the book attempts to take an excursion
through many of the territories that comprise functional analysis. For this
purpose, a choice of several tours is offered the reader-whether he is a tourist
or a student looking for a place of residence. The sections marked with an
asterisk are not (strictly speaking) necessary for the rest of the book, but will
offer the reader an opportunity to get more deeply involved in the subject at
hand, or to see some applications to other parts of mathematics, or, perhaps,
just to see some local color. Unlike many tours, it is possible to retrace your
steps and cover a starred section after the chapter has been left.
There are some parts of functional analysis that are not on the tour. Most
authors have to make choices due to time and space limitations, to say nothing
of the financial resources of our graduate students. Two areas that are only
Vlll Preface

briefly touched here, but which constitute entire areas by themselves, are
topological vector spaces and ordered linear spaces. Both are beautiful
theories and both have books which do them justice.
The prerequisites for this book are a thoroughly good course in measure
and integration-together with some knowledge of point set topology. The
appendices contain some of this material, including a discussion of nets in
Appendix A. In addition, the reader should at least be taking a course in
analytic function theory at the same time that he is reading this book. From
the beginning, analytic functions are used to furnish some examples, but it is
only in the last half of this text that analytic functions are used in the proofs of
the results.
It has been traditional that a mathematics book begin with the most general
set of axioms and develop the theory, with additional axioms added as the
exposition progresses. To a large extent I have abandoned tradition. Thus the
first two chapters are on Hilbert space, the third is on Banach spaces, and the
fourth is on locally convex spaces. To be sure, this causes some repetition
(though not as much as I first thought it would) and the phrase "the proof is
just like the proof of ... " appears several times. But I firmly believe that this
order of things develops a better intuition in the student. Historically,
mathematics has gone from the particular to the general-not the reverse.
There are many reasons for this, but certainly one reason is that the human
mind resists abstraction unless it first sees the need to abstract.
I have tried to include as many examples as possible, even if this means
introducing without explanation some other branches of mathematics (like
analytic functions, Fourier series, or topological groups). There are, at the end
of every section, several exercises of varying degrees of difficulty with different
purposes in mind. Some exercises just remind the reader that he is to supply a
proof of a result in the text; others are routine, and seek to fix some of the ideas
in the reader's mind; yet others develop more examples; and some extend the
theory. Examples emphasize my idea about the nature of mathematics and
exercises stress my belief that doing mathematics is the way to learn
mathematics.
Chapter I discusses the geometry of Hilbert spaces and Chapter II begins
the theory of operators on a Hilbert space. In Sections 5-8 of Chapter II, the
complete spectral theory of normal compact operators, together with a
discussion of multiplicity, is worked out. This material is presented again in
Chapter IX, when the Spectral Theorem for bounded normal operators is
proved. The reason for this repetition is twofold. First, I wanted to design the
book to be usable as a text for a one-semester course. Second, if the reader
understands the Spectral Theorem for compact operators, there will be less
difficulty in understanding the general case and, perhaps, this will lead to a
greater appreciation of the complete theorem.
Chapter III is on Banach spaces. It has become standard to do some of this
material in courses on Real Variables. In particular, the three basic principles,
the Hahn-Banach Theorem, the Open Mapping Theorem, and the Principle of
Preface ix

Uniform Roundedness, are proved. For this reason I contemplated not

proving these results here, but in the end decided that they should be proved. I
did bring myself to relegate to the appendices the proofs of the representation
of the dual of I! (Appendix B) and the dual of C0 (X) (Appendix C).
Chapter IV hits the bare essentials of the theory oflocally convex spaces-
enough to rationally discuss weak topologies. It is shown in Section 5 that the
distributions are the dual of a locally convex space.
Chapter V treats the weak and weak-star topologies. This is one of my
favorite topics because of the numerous uses these ideas have.
Chapter VI looks at bounded linear operators on a Banach space.
Chapter VII introduces the reader to Banach algebras and spectral theory and
applies this to the study of operators on a Banach space. It is in Chapter VII
that the reader needs to know the elements of analytic function theory,
including Liouville's Theorem and Runge's Theorem. (The latter is proved
using the Hahn-Banach Theorem in Section III.8.)
When in Chapter VIII the notion of a C*-algebra is explored, the emphasis
of the book becomes the theory of operators on a Hilbert space.
Chapter IX presents the Spectral Theorem and its ramifications. This is
done in the framework of a C*-algebra. Classically, the Spectral Theorem has
been thought of as a theorem about a single normal operator. This it is, but it is
more. This theorem really tells us about the functional calculus for a normal
operator and, hence, about the weakly closed C*-algebra generated by the
normal operator. In Section IX.8 this approach culminates in the complete
description of the functional calculus for a normal operator. In Section IX.lO
the multiplicity theory (a complete set of unitary invariants) for normal
operators is worked out. This topic is too often ignored in books on operator
theory. The ultimate goal of any branch of mathematics is to classify and
characterize, and multiplicity theory achieves this goal for normal operators.
In Chapter X unbounded operators on Hilbert space are examined. The
distinction between symmetric and self-adjoint operators is carefully de-
lineated and the Spectral Theorem for unbounded normal operators is
obtained as a consequence of the bounded case. Stone's Theorem on one
parameter unitary groups is proved and the role of the Fourier transform in
relating differentiation and multiplication is exhibited.
Chapter XI, which does not depend on Chapter X, proves the basic
properties of the Fredholm index. Though it is possible to do this in the context
of unbounded operators between two Banach spaces, this material is
presented for bounded operators on a Hilbert space.
There are a few notational oddities. The empty set is denoted by 0. A
reference number such as (8.10) means item number 10 in Section 8 of the
present chapter. The reference (IX.8.10) is to (8.10) in Chapter IX. The
reference (A.l.l) is to the first item in the first section of Appendix A.
There are many people who deserve my gratitude in connection with
writting this book. In three separate years I gave a course based on an evolving
set of notes that eventually became transfigured into this book. The students
X Preface

in those courses were a big help. My colleague Grahame Bennett gave me

several pointers in Banach spaces. My ex-student Marc Raphael read final
versions of the manuscript, pointing out mistakes and making suggestions for
improvement. Two current students, Alp Eden and Paul McGuire, read the
galley proofs and were extremely helpful. Elena Fraboschi typed the final
manuscript.

John B. Conway
Preface to the Second Edition

The most significant difference between this edition and the first is that the last
chapter, Fredholm Theory, has been completely rewritten and simplified. The
major contribution to this simplification was made by Hari Bercovici who
showed me the most simple and elegant development of the Fredholm index I
have seen.
Other changes in this book include many additional exercises and
numerous comments and bibliographical notes. Several of my friends have
been helpful here. The greatest contributor, however, has been Robert B.
Burckel; in addition to pointing out mistakes, he has made a number of
comments that have been pertinent, scholarly, and very enlightening. Several
others have made such comments and this is a good opportunity to publicly
thank them: G.D. Bruechert, Stephen Dilworth, Gerald A. Edgar, Lawrence C.
Ford, Fred Goodman, A.A. Jafarian, Victor Kaftall, Justin Peters, John
Spraker, Joseph Stampfli, J.J. Schaffer, Waclaw Szymanski, James E. Thom-
son, Steve Tesser, Bruce Watson, Clifford Weil, and Pei Yuan Wu.

Bloomington, Indiana John B. Conway

December 7, 1989
Contents

Preface vii
Preface to the Second Edition xi

CHAPTER I
Hilbert Spaces
§1. Elementary Properties and Examples 1
§2. Orthogonality 7
§3. The Riesz Representation Theorem 11
§4. Orthonormal Sets of Vectors and Bases 14
§5. Isomorphic Hilbert Spaces and the Fourier Transform for the Circle 19
§6. The Direct Sum of Hilbert Spaces 23

CHAPTER II
Operators on Hilbert Space
§1. Elementary Properties and Examples 26
§2. The Adjoint of an Operator 31
§3. Projections and Idempotents; Invariant and Reducing Subspaces 36
§4. Compact Operators 41
§5.* The Diagonalization of Compact Self-Adjoint Operators 46
§6. *An Application: Sturm-Liouville Systems 49
§7. *The Spectral Theorem and Functional Calculus for Compact Normal
Operators 54
§8.* Unitary Equivalence for Compact Normal Operators 60

CHAPTER III
Banach Spaces
§1. Elementary Properties and Examples 63
§2. Linear Operators on Normed Spaces 67
xiv Contents

§3. Finite Dimensional Normed Spaces 69

§4. Quotients and Products of Normed Spaces 70
§5. Linear Functionals 73
§6. The Hahn-Banach Theorem 77
§7.* An Application: Banach Limits 82
§8. * An Application: Runge's Theorem 83
§9. * An Application: Ordered Vector Spaces 86
§10. The Dual of a Quotient Space and a Subspace 88
§11. Reflexive Spaces 89
§12. The Open Mapping and Closed Graph Theorems 90
§13. Complemented Subspaces of a Banach Space 93
§14. The Principle of Uniform Boundedness 95

CHAPTER IV
Locally Convex Spaces
§1. Elementary Properties and Examples 99
§2. Metrizable and Normable Locally Convex Spaces 105
§3. Some Geometric Consequences of the Hahn-Banach Theorem 108
§4. * Some Examples of the Dual Space of a Locally Convex Space 114
§5.* Inductive Limits and the Space of Distributions 116

CHAPTER V
Weak Topologies
§1. Duality 124
§2. The Dual of a Subspace and a Quotient Space 128
§3. Alaoglu's Theorem 130
§4. Reflexivity Revisited 131
§5. Separability and Metrizability 134
§6.* An Application: The Stone-Cech Compactification 137
§7. The Krein-Milman Theorem 141
§8. An Application: The Stone-Weierstrass Theorem 145
§9. * The Schauder Fixed Point Theorem 149
§10.* The Ryii-Nardzewski Fixed Point Theorem 151
§11. * An Application: Haar Measure on a Compact Group 154
§12.* The Krein-Smulian Theorem 159
§13.* Weak Compactness 163

CHAPTER VI
Linear Operators on a Banach Space
§1. The Adjoint of a Linear Operator 166
§2.* The Banach-Stone Theorem 171
§3. Compact Operators 173
§4. Invariant Subspaces 178
§5. Weakly Compact Operators 183
Contents XV

CHAPTER VII
Banach Algebras and Spectral Theory for
Operators on a Banach Space
§1. Elementary Properties and Examples 187
§2. Ideals and Quotients 191
§3. The Spectrum 195
§4. The Riesz Functional Calculus 199
§5. Dependence of the Spectrum on the Algebra 205
§6. The Spectrum of a Linear Operator 208
§7. The Spectral Theory of a Compact Operator 214
§8. Abelian Banach Algebras 218
§9.* The Group Algebra of a Locally Compact Abelian Group 223

CHAPTER VIII
C*-Algebras
§l. Elementary Properties and Examples 232
§2. Abelian C*-Algebras and the Functional Calculus in C*-Algebras 236
§3. The Positive Elements in a C*-Algebra 240
§4.* Ideals and Quotients of C*-Algebras 245
§5.* Representations of C*-Algebras and the Gelfand-Naimark-Segal
Construction 248

CHAPTER IX
Normal Operators on Hilbert Space
§1. Spectral Measures and Representations of Abelian C*-Algebras 255
§2. The Spectral Tpeorem 262
§3. Star-Cyclic Normal Operators 268
§4. Some Applications of the Spectral Theorem 271
§5. Topologies on aJ(£) 274
§6. Commuting Operators 276
§7. Abelian von Neumann Algebras 281
§8. The Functional Calculus for Normal Operators:
The Conclusion of the Saga 285
§9. Invariant Subspaces for Normal Operators 290
§10. Multiplicity Theory for Normal Operators:
A Complete Set of Unitary Invariants 293

CHAPTER X
Unbounded Operators
§1. Basic Properties and Examples 303
§2. Symmetric and Self-Adjoint Operators 308
§3. The Cayley Transform 316
§4. Unbounded Normal Operators and the Spectral Theorem 319
§5. Stone's Theorem 327
§6. The Fourier Transform and Differentiation 334
§7. Moments 343
xvi Contents

CHAPTER XI
Fredholm Theory
§I. The Spectrum Revisited 347
§2. Fredholm Operators 349
§3. The Fredholm Index 352
§4. The Essential Spectrum 358
§5. The Components of Y' _cy; 362
§6. A Finer Analysis of the Spectrum 363

APPENDIX A
Preliminaries
§I. Linear Algebra 369
§2. Topology 371

APENDIX B
The Dual of U(Jl.) 375

APPENDIXC
The Dual of C 0 (X) 378

Bibliography 384

List of Symbols 391

Index 395
CHAPTER I

Hilbert Spaces

A Hilbert space is the abstraction of the finite-dimensional Euclidean spaces

of geometry. Its properties are very regular and contain few surprises, though
the presence of an infinity of dimensions guarantees a certain amount of
surprise. Historically, it was the properties of Hilbert spaces that guided
mathematicians when they began to generalize. Some of the properties and
results seen in this chapter and the next will be encountered in more general
settings later in this book, or we shall see results that come close to these
but fail to achieve the full power possible in the setting of Hilbert space.

§1. Elementary Properties and Examples

Throughout this book F will denote either the real field, R, or the complex
field, <C.

1.1. Definition. If :!{ is a vector space over F, a semi-inner product on f!l is

a function u: :!{ x :!{--+ F such that for all IX, f3 in F, and x, y, z in f!l, the
following are satisfied:
(a) u(IXX + f3y, z) = IXU(x, z) + f3u(y, z),
(b) u(x, IXY + f3z) = tiu(x, y) + jJu(x, z),
(c) u(x, x) ;:>:: 0,
(d) u(x,y) = u(y,x).
Here, for IX in F, ti = IX if F = R and ti is the complex conjugate of IX if
F =<C. If IXE<C, the statement that IX;:>:: 0 means that IXER and IX is non-negative.
Note that if IX= 0, then property (a) implies that u(O, y) = u(IX·O, y) =
2 I. Hilbert Spaces

au(O, y) = 0 for all y in :r. This and similar reasoning shows that for a
semi-inner product u,
(e) u(x, 0) = u(O, y) = 0 for all x, y in fi£.
In particular, u(O, 0) = 0.
An inner product on fi£ is a semi-inner product that also satisfies the
following:
(f) If u(x, x) = 0, then x = 0.
An inner product in this book will be denoted by
(x,y) = u(x,y).
There is no universally accepted notation for an inner product and the reader
will often see (x, y) and (xI y) used in the literature.

1.2. Example. Let fi£ be the collection of all sequences {an: n ~ 1} of scalars
an from IF such that an = 0 for all but a finite number of values of n. If addition
and scalar multiplication are defined on fi£ by
{an}+ {/Jn} ={an+ /Jn},
a{an} = {o:o:n},
then fi£ is a vector space over IF.
If u( {o:n}, {Pn}) = L:'= 1 a2 nlfzm then u is a semi-inner product that is not
an inner product. On the other hand,
GO

({an}, {/Jn}) = L anlfn,

n=1

1 -
L -an/Jn,
GO

({an}, {/Jn}) =
n= 1 n
00

({an},{/Jn})= L n 5 anlfn,
n=1

all define inner products on fi£.

1.3. Example. Let (X,il,J.l) be a measure space consisting of a set X, a

CJ-algebra Q of subsets of X, and a countably additive measure J1 defined
on Q with values in the non-negative extended real numbers. If f and
gEL2 (J1) = L2 (X,Q,J1), then Holder's inequality implies fgEL1(J.l). If

<f,g)= ftiJdJ.l,
then this defines an inner product on L 2 (J1).
Note that Holder's inequality also states that IJ!iJdJ.li ~ [Jifl 2 dJ1] 1i 2 •
[J igl 2 dJ1r 12 • This is, in fact, a consequence of the following result on
semi-inner products.
§ 1. Elementary Properties and Examples 3

1.4. The Cauchy-Bunyakowsky-Schwarz Inequality. If ( ·, ·) is a semi-inner

product on fl£, then
l(x,y)l 2 ~ (x,x)(y,y)

for all x and y in fl£. Moreover, equality occurs if and only if there are scalars
IX and {3, both not 0, such that ( {Jx + IXy, {Jx + ay) = 0.
PROOF. If aeF and x and yefl£, then

0 ~ (x- ay,x -1Xy)

= (x,x) -IX(y,x)- IX(x,y) + I1XI 2 (y,y).

Suppose ( y, x) = bei6 , b;?!: 0, and let IX = e- i6 t, t in R. The above inequality

becomes
0 ~ (x, x)- e-;6 tbei9 - e;6 tbe-i6 + t 2 (y, y)
= (x,x)- 2bt + t 2 (y,y)
= c- 2bt + at 2 q(t), =
where c = ( x, x) and a = ( y, y). Thus q(t) is a quadratic polynomial in the
real variable t and q(t);?!: 0 for all t. This implies that the equation q(t) = 0
has at most one real solution t. From the quadratic formula we find that
the discriminant is not positive; that is, 0 ;?!: 4b 2 - 4ac. Hence
0;?!: b2 - ac = l(x,y)l 2 - (x,x)(y,y),
proving the inequality.
The proof of the necessary and sufficient condition for equality is left to
the reader. •

The inequality in (1.4) will be referred to as the CBS inequality.

1.5. Corollary. If(·,·) is a semi-inner product on !!land llxll = (x,x) 112 for
all x in fl£, then
(a) llx + Yll ~ llxll + IIYII for x,y in fl£,
(b) II~Xxll = I~XIIIxll for IX in F and x in fl£.

If ( ·, ·) is an inner product, then

(c) II x II = 0 implies x = 0.
PROOF. The proofs of (b) and (c) are left as an exercise. To see (a), note that
for x and y in fl£,
II X + y 11 2 = <X + y, X + y >
= llxll + (y,x) + (x,y) + IIYII 2
2

= llxii 2 +2Re(x,y)+ IIYII 2 •

4 I. Hilbert Spaces

By the CBS inequality, Re<x,y)::::; l<x,y)l::::; llxll IIYII- Hence,

II X + y 11 2 ::::; II X 11 2 + 211 X II II y II + II y 11 2
=(llxll + IIYIW.
The inequality now follows by taking square roots.
•
If < ·, · ) is a semi-inner product on f!{ and if x, y eX, then as was shown in
the preceding proof,
II x + y 11 2 = II x 11 2 + 2 Re < x, Y) + II y 11 2 •
This identity is often called the polar identity.
The quantity II x II = < x, x) 112 for an inner product < ·, ·) is called the norm
of x. Iff!{= P'(Rd or ([d) and < {1Xn}, {Pn}) = L~ = 1 IXnfin, then the correspond-
ing norm is II {1Xn} II = [L~= 1 I1Xnl 2 ] 112 •
The virtue of the norm on a vector space f!{ is that d(x, y) = II x - y II defines
a metric on f!{ [by (1.5)] so that f!{ becomes a metric space. In fact, d(x,y) =
II x - y II = II (x - z) + (z- y) II ::::; II x- z II + II z - y II = d(x, z) + d(z, y). The other
properties of a metric follow similarly. Iff!{= P' and the norm is defined as
above, this distance function is the usual Euclidean metric. It is sometimes
useful to note that with this metric the inner product becomes a continuous
function from f!{ x f!{ into R.

1.6. Definition. A Hilbert space is a vector space Jf over F' together

with an inner product < ·, ·) such that relative to the metric d(x, y) = II x - y II
induced by the norm, Jf is a complete metric space.

If .tt = e(Jl) and < f, g >= J! gdJl, then the associated norm is II! II =
[J Ifl 2 dJlr' 2 • It is a standard result of measure theory that L 2(Jl) is a Hilbert
space. It is also easy to see that F'd is a Hilbert space.

Remark. The inner products defined on L2 (Jl) and P' are the "usual" ones.
Whenever these spaces are discussed these are the inner products referred
to. The same is true of the next space.

1.7. Example. Let I be any set and let 12(/) denote the set of all functions x:
I-+ F' such that x(i) = Ofor all but a countable number ofi and Lieiix(iW < oo.
For x and y in 12(/) define

<x,y) = Ix(i)y(i).
i

Then 12(/) is a Hilbert space (Exercise 2).

If I= N,/ 2 (/) is usually denoted by F. Note that if n =the set of all subsets
of I and for E in n, Jl(E) = oo if E is infinite and Jl(E) = the cardinality of E
if E is finite, then 12(/) and L2 (1, n, J.L) are equal.
§I. Elementary Properties and Examples 5

Recall that an absolutely continuous function on the unit interval [0, 1]

has a derivative a.e. on [0, 1].

1.8. Example. Let Yf = the collection of all absolutely continuous functions

f: [0, l]--+ IF such that f(O) = 0 and }' eL2(0, 1). lf (j, g)= J~ f'(tfgft)dt for
f and g in £, then Jlt is a Hilbert space (Exercise 3).
Suppose fi( is a vector space with an inner product ( ·, ·) and the norm is
=
defined by the inner product. What happens if (ff{, d)(d(x, y) I x- y II) is not
complete?

1.9. Proposition. If fi( is a vector space and ( ·, ·) .:r is an inner product on fi(
and if Yf is the completion of fi( with respect to the metric induced by the norm
on .!l£, then there is an inner product ( ·, ·) Jlf on Yf such that ( x, y) Jlf = ( x, y) .'l
for x andy in fi( and the metric on Yf is induced by this inner product. That
is, the completion of fi[ is a Hilbert space.

The preceding result says that an incomplete inner product space can be
completed to a Hilbert space. It is also true that a Hilbert space over IR can
be imbedded in a complex Hilbert space (see Exercise 7).
This section closes with an example of a Hilbert space from analytic
function theory.

1.10. Definition. If G is an open subset of the complex plane <C, then L;(G)
denotes the collection of all analytic functions f: G-> ([ such that

IL lf(x + iyWdxdy< oo.

L;(G) is called the Bergman space for G.

Several alternatives for the integral with respect to two-dimensional

Lebesgue measure will be used. In addition to SJGf(x + iy)dxdy we will also
see

IL f and L fdArea.

Note that L;(G) ~ L 2 (J1), where 11 =Areal G, so that L;(G) has a natural
inner product and norm from e(Jl).

1.11. Lemma. Iff is analytic in a neighborhood of B(a;r), then

f(a)=-
12
nr ff B(a;r)
f.

[Here B(a;r)={z: lz-al<r} and B(a;r)={z: lz-al:::::;r}.]

6 I. Hilbert Spaces

PROOF. By the mean value property, if 0 < t ~ r, f(a) = (1/2n) f~, f(a + tei8 )d0.
Hence

= (2/r 2 ) t tf(a)dt = f(a).

•
1.12. Corollary. Iff EL;(G), aEG, and 0 < r < dist(a, iJG), then
1
lf(a)l ~ ;: II f ll2·
ry n
PROOF. Since B(a; r) s;; G, the preceding lemma and the CBS inequality imply

lf(a)l =~IJ·r
7tr JB(a;r) f·11
~ 1t:2[ft(a;r) IJI 2J'Tft(a~) 12 J/ 2
•
1.13. Proposition. L;(G) is a Hilbert space.
PROOF. If Jl = area measure on G, then L2 (JL) is a Hilbert space and
L;(G) s;; L2 (Jl). So it suffices to show that L;(G) is closed in L2 (JL). Let Un}
J
be a sequence_in L;(G) and letf EL2 (JL) such that lfn- fl 2 dJL-+0 as n-+ oo.
Suppose B(a; r) s;; G and let 0 < p < dist(B(a; r), iJG). By the preceding
corollary there is a constant C such that I fn(z)- fm(z)l ~ C II fn- fm 11 2 for all
n, m and for lz- al ~ p. Thus Un} is a uniformly Cauchy sequence on any
closed disk in G. By standard results from analytic function theory (Montel's
Theorem or Morera's Theorem, for example), there is an analytic function
g on G such that fn(z)-+ g(z) uniformly on compact subsets of G. But since
JI fn- f 12 dJl-+ 0, a result of Riesz implies there is a subsequence { fnJ such
that fnk(z)-+ f(z) a.e. [JLJ. Thus f = g a.e. [Jl] and so f EL;(G). •

ExERCISES
1. Verify the statements made in Example 1.2.
2. Verify that f2(1) (Example 1.7) is a Hilbert space.
3. Show that the space Jf in Example 1.8 is a Hilbert space.
4. Describe the Hilbert spaces obtained by completing the space ?£ in Example 1.2
with respect to the norm defined by each of the inner products given there.
§2. Orthogonality 7

5. (A variation on Example 1.8) Let n): 2 and let .Yf =the collection of all function
f: [0, 1]-+ F such that (a) f(O) = 0; (b) for 1 :::;; k:::;; n- 1, j<kl(t) exists for all t in
[0, 1] and J<kl is continuous on [0, 1]; (c) p•-ll is absolutely continuous and
p•lEe(O, 1). For f and gin .Yf, define

<f, g >= Jl L j<kl(t)g(k)(t)dt.

Show that .Yf is a Hilbert space.

6. Let u be a semi-inner product on f£ and put .K = {xEf£: u(x, x) = 0}.
(a) Show that .K is a linear subspace off£.
(b) Show that if
(x + .K,y + .K) =u(x,y)
for all x + .K and y + .K in the quotient space f£ I.K, then (", ·) is a
well-defined inner product on f£ I.K.
7. Let .Yf be a Hilbert space over R and show that there is a Hilbert space .%" over
<C and a map U: .Yf-+ .%"such that( a) U is linear; (b)< Uh 1, Uh 2 ) = (h 1,h 2 ) for
all h1, h2 in .Yf; (c) for any k in .%" there are unique h1 , h2 in .Yf such that
k = Uh 1 + iUhz"(f is called the complexification of .Yf.)

8. If G = {zE<C: 0 < lzl < 1} show that every fin L;(G) has a removable singularity
at z = 0.
9. Which functions are in L;(<C)?
10. Let G be an open subset of <C and show that if aEG, then {! EL;(G): f(a) = 0}
is closed in L;(G).
11. If {h.} is a sequence in a Hilbert space .Yf such that Ln II h. II< oo, then show
that L:'~ 1 h. converges in .Yf.

§2. Orthogonality
The greatest advantage of a Hilbert space is its underlying concept of
orthogonality.

2.1. Definition. If Jf is a Hilbert space andf, geJf, thenfand g are orthogonal

if <f, g) = 0. In symbols,/ l_g. If A, B s; Jf, then A 1_ B iff 1_ g for every f
in A and g in B.

If Jf = lR. 2 , this is the correct concept. Two non-zero vectors in lR. 2 are
orthogonal precisely when the angle between them is n/2.

2.2. The Pythagorean Theorem. If/ 1 , /2 , ••• Jn are pairwise orthogonal vectors
in Jf, then
8 I. Hilbert Spaces

PROOF. If/ 1.l / 2, then

+/2ll 2 = <!1 + /2.!1 +/2) = ll/1ll 2 + 2 Re <!1.!2) + ll/2ll 2
ll/1
by the polar identity. Since / 1.l f 2 , this implies the result for n = 2. The
remainder of the proof proceeds by induction and is left to the reader. •

Note that iff .l g, then/ ..L - g, so II f - g 1 2 = II f 11 2 + II g 11 2. The next result

is an easy consequence of the Pythagorean Theorem if/and g are orthogonal,
but this assumption is not needed for its conclusion.

2.3. Parallelogram Law. If .Yf is a Hilbert space and f and ge.Yf, then
II f + g 11 2 + II f - g 11 2 = 2( II f 11 2 + II g 11 2 ).
PROOF. For any f and g in .Yf the polar identity implies
II!+ gll 2 =II /11 2 + 2 Re (f,g) + llgll 2,
II/- gll 2 =II f 1 2 -2 Re (f,g) + llg 1 2 •
Now add.
The next property of a Hilbert space is truly pivotal. But first we need a
•
geometric concept valid for any vector space over F'.

2.4. Definition. If P£ is any vector space over F' and A s P£, then A is a convex
set if for any x and y in A and 0 ~ t ~ 1, tx + (1- t)yeA.
Note that {tx + (1- t)y: 0,;;; t,;;; 1} is the straight-line segment joining x
and y. So a convex set is a set A such that if x and yeA, the entire line
segment joining x and y is contained in A.
If :!£ is a vector space, then any linear subspace in :!£ is a convex set. A
singleton set is convex. The intersection of any collection of convex sets is
convex. If .Yf is a Hilbert space, then every open ball B(f; r) = {ge.Yf:
II f - g II < r} is convex, as is every closed ball.
2.5. Theorem. If .Yf is a Hilbert space, K is a closed convex nonempty subset
of .Yf, and he.Yf, then there is a unique point k 0 in K such that
llh- k0 ll = dist(h,K) =inf{llh- kll:keK}.
PROOF. By considering K- h = {k- h: keK} instead of K, it suffices to
assume that h = 0. (Verify!) So we want to show that there is a unique vector
k 0 in K such that
II k0 II = dist(O, K) = inf{ II k II: keK}.
Let d = dist(O, K). By definition, there is a sequence {kn} in K such that
II kn II -4 d. Now the Parallelogram Law implies that
§2. Orthogonality 9

Since K is convex, i(k. + km)E K. Hence, II t{k. + km) 11 2 ? d 2. If t: > 0, choose N

such that for n? N, II k. 11 2 < d 2 + ±t:2. By the equation above, if n,m? N, then

II k. ~ ~"f < i(2d2 + it:2) - d2 = ±t:2.

Thus, I k.- km I < t: for n, m? N and {k.} is a Cauchy sequence. Since Yf is

complete and K is closed, there is a k 0 in K such that II k.- k 0 11--+0. Also
for all k.,
d ~ II ko II = II ko - k. + k. II
~ I ko - k. I + I k. I --+d.
Thus I k 0 I =d.
To prove that k0 is unique, suppose h0 EK such that I h0 II= d. By convexity,
i(k 0 + h0 )EK. Hence
d ~ I i(ho + ko)ll ~ i( I ho I + I ko II)= d.
So I i(h 0 + k0 ) I =d. The Parallelogram Law implies

hence h0 = k0 .
•
If the convex set in the preceding theorem is in fact a closed linear subspace
of Yf, more can be said.

2.6. Theorem. If A is a closed linear subspace of Yf, hE£, andf0 is the unique
element of A such that I h - f0 I = dist(h, A), then h -.f0 l_ A. Conversely, if
/ 0 E.H such that h- fo .1. .H, then I h- fo I = dist(h, A).

PROOF. Suppose / 0 EA and I h- fo I = dist(h, A). If fEA, then

.fo + jEA and so I h- fo 1 2 ~ llh- Uo +.f)ll 2 = ll(h -fo)- f 1 2 =II h- foll 2
-2 Re (h- f 0 ,f) + II f 11 2 . Thus
2 Re (h- f 0 ,f) ~II fll 2

for any .fin A. Fix .fin A and substitute te; 0 fforfin the preceding inequality,
where <h- foJ) = rew, r? 0. This yields 2 Re {te- ;0 re; 0 } ~ t 2 ll f 1 2 , or
2tr ~ t 2 I f 1 2 . Letting t --+ 0, we see that r = 0; that is, h - f 0 l_ f.
For the converse, supposef0 EA such that h-f0 l_A. If /EA, then
h- fol_fo- f so that

I h- f 1 2 = I (h- fo) + Uo- f) 1 2

= llh-foll 2 + llfo-fll 2
? llh-foll 2 -
Thus I h -.f0 I = dist(h, A). •
10 I. Hilbert Spaces

=
If A ~ .Yl', Let A J. {f E.Yl':f _1_ g for all gin A}. It is easy to see that A .l is
a closed linear subspace of .ff.
Note that Theorem 2.6, together with the uniqueness statement in
Theorem 2.5, shows that if .A is a closed linear subspace of .Yl' and he.ff,
then there is a unique elementf0 in .A such that h-f 0 E.AJ.. Thus a function
P: .Yl'-+ .A can be defined by Ph= f 0 •

2.7. Theorem. If .A is a closed linear subspace of .Yl' and he.Yl', let Ph be the
unique point in .A such that h -Ph l_.A. Then
(a) P is a linear transformation on .Yl',
(b) II Ph II ~ II h II for every h in .Yl',
(c) P 2 = P (here P 2 means the composition of P with itself),
(d) ker P = .AJ. and ran P =.A.
PROOF. Keep in mind that for every h in .ff, h- Ph Evil J. and II h- Ph II =
dist (h, .A).
<
(a) Let h 1 , h2E.ff and a 1 , cx 2 EF'. Iff Evil, then [cx 1 h 1 + a 2h 2]- [a 1 Ph 1 +
< <
a 2Ph2], f) = cx 1 h 1 - Ph 1 , f) + a 2 h 2 - Ph 2, f) = 0. By the uniqueness
statement of (2.6), P(ah 1 + a 2h 2) = cx 1 Ph 1 + a 2Ph 2.
(b) If he.ff, then h = (h- Ph)+ Ph, Phe.A, and h- Phe.AJ.. Thus
llhll 2 =II h- Ph 11 2 + IIPhll 2 ~II Ph 11 2 •
(c) If fe.A, then Pf =f. For any h in .ff, PhE.A; hence P 2h P(Ph) =Ph. =
That is, P 2 = P.
(d) If Ph= 0, then h = h- PhE.A.l. Conversely, if hEM.l, then 0 is the unique
vector in .A such that h - 0 = h l_.A. Therefore Ph = 0. That ran P = .A
~cl~ •

2.8. Definition. If .A is a closed linear subspace of .Yl' and P is the linear

map defined in the preceding theorem, then P is called the orthogonal
projection of .Yl' onto .A. If we wish to show this dependence of P on .A,
we will denote the orthogonal projection of .Yl' onto .A by P.u·

It also seems appropriate to introduce the notation .A ~ .Yl' to signify

that .A is a closed linear subspace of .ff. We will use the term linear manifold
to designate a linear subspace of .Yl' that is not necessarily closed. A linear
subspace of .Yl' will always mean a closed linear subspace.

2.9. Corollary. If .A~ .Yl', then ( .A.l).l =.A.

PROOF. If I is used to designate the identity operator on .Yl' (viz., Ih =h)
and P = Pu, then I- P is the orthogonal projection of .Yl' onto .A.l
(Exercise 2). By part (d) of the preceding theorem, (.A.l).l = ker(/- P). But
0 = (1- P)h iff h =Ph. Thus (.A.l).l = ker(/- P) = ranP =.A. •

2.10. Corollary. If A~ .Yl', then (A .l)J. is the closed linear span of A in .Yl'.
§3. The Riesz Representation Theorem 11

The proof is left to the reader; see Exercise 4 for a discussion of the term
"closed linear span."

2.11. Corollary. IfW is a linear manifold in Yf, then W is dense in Yf if!W .L = (0).
PROOF. Exercise.

EXERCISES
1. Let ff be a Hilbert space and suppose f and g are linearly independent vectors
in ff with II f II =II g II= 1. Show that II tf + (1- t)g II< 1 foro< t < l. What does
this say about {hEff: llhll ~ 1}?
2. If A:;::; ff and P = P 1r, show that I - Pis the orthogonal projection of ff onto
~H.l.

3. If .4t:;::; ff, show that .4t n A .l = (0) and every h in ff can be written as h = f + g
where jEA and gEAj_. If A+ All_= {(f,g): jEA, gEAj_} and T:
A+ .4t l_-> ff is defined by T(f, g)= f + g, show that T is a linear bijection and
a homeomorphism if A + A l_ is given the product t9pology. (This is usually
phrased by stating the A and A l_ are topologically complementary in ff.)

=
4. If A ~ ff, let VA the intersection of all closed linear subs paces of ff that contain
A. VA is called the closed linear span of A. Prove the following:
(a) VA :;::; ff and VA is the smallest closed linear subspace of ff that contains A.
(b) v A= the closure of u=~= I rxdk: n ~ 1, rxkEIF,fkEA}.
5. Prove Corollary 2.1 0.

6. Prove Corollary 2.11.

§3. The Riesz Representation Theorem

The title of this section is somewhat ambiguous as there are at least two
Riesz Representation Theorems. There is one so-called theorem that
represents bounded linear functionals on the space of continuous functions
on a compact Hausdorff space. That theorem will be discussed later in this
book. The present section deals with the representation of certain linear
functionals on Hilbert space. But first we have a few preliminaries to dispose
of.

3.1. Proposition. Let Yf be a Hilbert space and L: Yf -4IF a linew functional.

The following statements are equivalent.
(a) L is continuous.
(b) L is continuous at 0.
(c) L is continuous at some point.
(d) There is a constant c > 0 such that IL(h)l:;::;; c II h I for every h in Yf.
PROOF. It is clear that (a)=(b)=(c) and (d)=(b). Let's show that (c)=(a)
and (b)=(d).
12 I. Hilbert Spaces

(c)=>(a): Suppose Lis continuous at h0 and his any point in£. If hn-+h
in £, then hn- h + h0 -+ h0 • By assumption, L(h 0 ) = lim[L(hn- h + h0 )] =
lim[L(hn)- L(h) + L(h 0 )] = limL(hn)- L(h) + L(h 0 ). Hence L(h) = limL(hn).
(b)=>(d): The definition of continuity at 0 implies that C 1 ( {ocelF:Iocl < 1})
contains an open ball about 0. So there is a b > 0 such that
B(O; b) s:; L - 1 ( {ocelF: loci< 1} ). That is, II h II< b implies IL(h)l < 1. If h is an
arbitrary element of Yf and 1:: > 0, then II b( II h II + 1::) - 1 h II < b. Hence

1> ILLih~h+JI = llhl~ +t:IL(h)l;

thus
1
IL(h)l <-(II h II + ~::).
b
Letting 1::-+ 0 we see that (d) holds with c = 1Ib.
•
3.2. Definition. A bounded linear functional L on Yf is a linear functional for
which there is a constant c > 0 such that IL(h)l ~ c II h II for all h in £. In
light of the preceding proposition, a linear functional is bounded if and only
if it is continuous.
For a bounded linear functional L: Yf-+ JF, define
IlLII =sup{IL(h)l: llhll ~ 1}.
Note that by definition, II L II < oo; II L II is called the norm of L.

3.3. Proposition. If L is a bounded linear functional, then

IlLII =sup{IL(h)l: llhll = 1}
=sup{IL(h)l/llhll: he£, h#O}
=inf{c>O: IL(h)l ~cllhll, h in£}.
Also, IL(h)l ~ II L 1111 h II for every h in £.
PROOF. Let oc = inf{c > 0: IL(h)l ~ cllhll,h in£}. It will be shown that IlLII = oc;
the remaining equalities are left as an exercise. If 1:: > 0, then the definition
of IlLII shows that IL((IIhll +t:)- 1 h)l ~ IlLII. Hence IL(h)l ~ IILII(IIhll +t:).
Letting 1::-+ 0 shows that IL(h) I ~ II L II II h II for all h. So the definition of oc
shows that oc ~ I L 11. On the other hand, if IL(h)l ~ c I h II for all h, then I L II ~ c.
Hence II L II ~ oc. •

Fix an h0 in Yf and define L: Yf-+ 1F by L(h) = ( h, h0 ). It is easy to see

that L is linear. Also, the CBS inequality gives that IL(h)l = l(h,h 0 )1 ~
II h II II ho 11. So L is bounded and II L II ~ II h0 11. In fact, L(holii h0 II) =
(hoi I ho II, ho) = II h0 II, so that II L I = II h0 11. The main result of this section
provides a converse to these observations.
§3. The Riesz Representation Theorem 13

3.4. The Riesz Representation Theorem. If L: .tf--+ lF is a bounded linear

functional, then there is a unique vector h0 in .tf such that L(h) = <h, h0 ) for
every h in .tf. Moreover, II L II = II h0 11.
PROOF. Let .JI = ker L. Because Lis continuous .JI is a closed linear subspace
of .tf. Since we may assume that .JI =1- .tf, .JI .L :f. (0). Hence there is a vector
fo in .JI.L such that L(f0 ) = 1. Now if hE.tf and rx = L(h), then
L(h- rxf0 ) = L(h)- rx = 0; so h- L(h)f0 E.JI. Thus
0 = (h- L(h)f0 , /0 )
= (h.Jo)- L(h)ll fo 11 2 •
So if h0 =II fo 11- 2 f 0 , L(h) = (h, h0 ) for all h in .tf.
If h~E.tf such that (h,h 0 )=(h,h~) for all h, then h 0 -h~j_.tf. In
particular, h0 - h~ j_ h0 - h~ and so h~ = h0 . The fact that II L II = II h0 II was
shown in the discussion preceding the theorem. •

3.5. Corollary. If(X,O.,J.l) is a measure space and F: L2 (J.l)--+lF is a bounded

linear functional, then there is a unique h0 in L 2 (JL) such that

F(h) = fhh0 dJ.l

for every h in L2 (J.l).

Of course the preceding corollary is a special case of the theorem on

representing bounded linear functionals on l!(JL), 1 : : :; p < oo. But it is
interesting to note that it is a consequence of the result for Hilbert space
[and the result that L2 (J.l) is a Hilbert space].

EXERCISES
l. Prove Proposition 3.3.
2. Let Jf = P(IN). If N ;::. l and L: Jf--> IF is defined by L( {ex.})= exN, find the vector
h0 in Jf such that L(h) = ( h, h0 ) for every h in Jf.
3. Let Jf = l2(1N u {0} ). (a) Show that if {ex.}E.Yf, then the power series 2:;'= 0ex.z" has
radius of convergence ;::. 1. (b) If JA.I < l and L: Jf--> IF is defined by
L( {ex.})= 2:;'= 0ex.A.", find the vector h0 in Jf such that L(h) = ( h, h0 ) for every h
in Jf. (c) What is the norm of the linear functional L defined in (b)?
4. With the notation as in Exercise 3, define L: Jf--> IF by L( {ex.})= 2:;'= 1nex.;."- 1,
where I;. I < I. Find a vector h0 in Jf such that L(h) = ( h, h0 ) for every h in Jf.
5. Let Jf be the Hilbert space described in Example 1.8. If 0 < t ~ 1, define L: Jf--> IF
by L(h) = h(t). Show that L is a bounded linear functional, find I L 11. and find the
vector h0 in Jf such that L(h) = ( h, h0 ) for all h in Jf.
6. Let Jf = L2(0, l) and let C0 l be the set of all continuous functions on [0, 1] that
have a continuous derivative. Let tE[O, 1] and define L: C 0 >--> IF by L(h) = h'(t).
Show that there is no bounded linear functional on Jf that agrees with Lon C11,_
14 I. Hilbert Spaces

§4. Orthonormal Sets of Vectors and Bases

It will be shown in this section that, as in Euclidean space, each Hilbert
space can be coordinatized. The vehicle for introducing the coordinates is
an orthonormal basis. The corresponding vectors in F' are the vectors
{e 1,e 2 , ••• ,ed}, where ek is the d-tuple having a 1 in the kth place and zeros
elsewhere.

4.1. Definition. An orthonormal subset of a Hilbert space Jf is a subset tf

having the properties: (a) fore in G, II ell= 1; (b) if e 1, e2 Etf and e 1 -:1: e2 , then
etl_e2.
A basis for Jf is a maximal orthonormal set.

Every vector space has a Hamel basis (a maximal linearly independent

set). The term "basis" for a Hilbert space is defined as above and it relates
to the inner product on Jf. For an infinite-dimensional Hilbert space, a basis
is never a Hamel basis. This is not obvious, but the reader will be able to
see this after understanding several facts about bases.

4.2. Proposition. If G is an orthonormal set in Jf, then there is a basis for Jf

that contains G.
The proof of this proposition is a straightforward application of Zorn's
Lemma and is left to the reader.

4.3. Example. Let Jf = LHO. 2n] and for n in 7l define en in Jf by

en(t) = (2n)- 112 exp (int). Then {en: ne'll} is an orthonormal set in Jf. (Here
LHO, 2n] is the space of complex-valued square integrable functions.)

It is also true that the set in (4.3) is a basis, but this is best proved after
a bit of theory.

4.4. Example. If Jf = F'd and for 1 ~ k ~ d, ek = the d-tuple with 1 in the kth
place and zeros elsewhere, then {e 1 , ••. , ed} is a basis for Jf.

4.5. Example. Let Jf = l2 (I) as in Example 1.7. For each i in I define e; in

Jf by e;(i) = 1 and e;(j) = 0 for j -:1: i. Then {e;: iei} is a basis.

The proof of the next result is left as an exercise (see Exercise 5). It is very
useful but the proof is not difficult.

4.6. The Gram-Schmidt Orthogonalization Process. If Jf is a Hilbert space

and {hn: neN} is a linearly independent subset of Jf, then there is an
orthonormal set {en: neN} such that for every n, the linear space of {e 1 , ••. , en}
equals the linear span of {h 1 , .•. ,hn}·

Remember that VA is the closed linear span of A (Exercise 2.4).

§4. Orthonormal Sets of Vectors and Bases 15

4.7. Proposition. Let {e 1 , .•• ,en} be an orthonormal set in Jf and let

.A = V { e 1 , ... , en}. If P is the orthogonal projection of Jf onto .A, then
n
Ph= L (h,ek)ek
k= 1
for all h in Jf.

PRooF. Let Qh=.L~= 1 (h,ek)ek. If l~j~n, then (Qh,e)=

ek) (ek> ei) = (h, ei) since ek .Lei fork=/; j. Thus (h- Qh, ei) = 0 for
2:~= 1 (h,
1 ~j ~ n. That is, h - Qh .L .A for every h in Jf. Since Qh is clearly a vector
in .A, Qh is the unique vector h 0 in .A such that h - h0 .L .A (2.6). Hence
Qh = Ph for every h in Jf. •

4.8. Bessel's Inequality. If {en: n eN} is an orthonormal set and he.tt', then

PROOF. Let hn = h- L~= 1 (h, ek)ek. Then hn.Lek for 1 ~ k ~ n (Why?) By the
Pythagorean Theorem,

llhll 2= 2+ttl
llhnll <h,ek>ekr

n
= llhnll 2 +L l(h,ek)l 2
k=1

n
~ L I (h,ek)l 2 .
k=l

Since n was arbitrary, the result is proved.

•
4.9. Corollary. If tff is an orthonormal set in Jf and he.tt', then (h, e)=/; 0 for
at most a countable number of vectors e in tff.

PROOF. For each n ~ llet rffn = {eetff: l(h,e)l ~ 1/n}. By Bessel's Inequality,
U
tff n is finite. But ;"= 1 tffn = {ee$: (h, e) =/; 0}. •

4.10. Corollary. If tff is an orthonormal set and he.tt', then

L l(h,e)l 2 ~ llhll 2 •
eetf

This last corollary is just Bessel's Inequality together with the fact (4.9)
that at most a countable number of the terms in the sum differ from zero.
Actually, the sum that appears in (4.10) can be given a better inter-
pretation-a mathematically precise one that will be useful later. The
question is, what is meant by .L {h;: iei} if h;e.tt' and I is an infinite, possibly
uncountable, set? Let :F be the collection of all finite subsets of I and order
16 I. Hilbert Spaces

J7 by inclusion, so J7 becomes a directed set. For each Fin ff, define

hF =}:.{hi: iEF}.
Since this is a finite sum, hF is a well-defined element of Yf. Now {hF: FEff}
is a net in Yf.

4.11. Definition. With the notation above, the sum L {hi: iEI} converges if
the net {hF: F Eff} converges; the value of the sum is the limit of the net.

If Yf = 1F, the definition above gives meaning to an uncountable sum of

scalars. Now Corollary 4.10 can be given its precise meaning; namely,
L {I< h, e) 12 : eE!&"} converges and the value ~ II h 11 2 (Exercise 9).
If the set I in Definition 4.11 is countable, then this definition of convergent
sum is not the usual one. That is, if {h.} is a sequence in Yf, then the
convergence of L {h.: nEIN} is not equivalent to the convergence of L:'= 1 h•.
The former concept of convergence is that defined in (4.11) while the latter
means that the sequence {L~= 1 hd :'= 1 converges. Even if Yf = 1F, these
concepts do not coincide (see Exercise 12). If, however, L {h.: nEIN} converges,
then L:'= 1 h. converges (Exercise 10). Also see Exercise 11.

4.12. Lemma. If Cis an orthonormal set and hEYf, then

L {<h.e)e: eEC}
converges in Yf.
PROOF. By (4.9), there are vectors e 1 ,e 2 , ... in @" such that {eE!&":
<h,e) # 0} = {e 1, e2 , •• . }. We also know that L:'= 1 1<h. e.)l 2 ~II h 11 2 < oo. So
if 1: > 0, there is anN such that L:'=NI<h, e.)l 2 < ~: 2 . Let F 0 = {e 1 , ... ,eN- J}
=
and let ff =all the finite subsets of!&". For F in ff define hF L {<h. e )e:
eEF}. IfF and GEff and both contain F 0 , then
II hF- hd 2 = L {I <h,e )1 2 : eE(F\G)u(G\F)}
OCJ

~ L l<h,e.)l 2
n=N

So {hF: FEff} is a Cauchy net in Yf. Because Yf is complete, this net

converges. In fact, it converges to L:'= 1 < h, e.) e.. •

4.13. Theorem. If@" is an orthonormal set in Yf, then the following statements
are equivalent.
(a) @" is a basis for Yf.
(b) IfhEYf and hl_@", then h=O.
(c) V !&" = Yf.
(d) IfhEYf, then h=L{<h,e)e: eE!&"}.
§4. Orthonormal Sets of Vectors and Bases 17

(e) If g and he£, then

(g,h) = L{(g,e)(e,h): ee8}.
(f) If he£, then I h 11 2 = L {I< h, e) 12 : ee8} (Parseval's Identity).
PROOF. (a) =(b): Suppose h j_ 8 and h # 0; then 8 u {h/ I h II } is an orthonormal
set that properly contains 8, contradicting maximality.
(b)<=>( c): By Corollary 2.11, V 8 = Jf if and only if tffJ. = (0).
(b)=(d): If he£, then f = h- L { (h, e )e: eetff} is a well-defined vector
by Lemma 4.12. If e 1 e8, then (f,e 1 )=(h,e 1 )-L{(h,e)(e,e 1 ):
< <
ee8} = h, e1 ) - h, e 1 ) = 0. That is, f e8 J.. Hence f = 0. (Is everything
legitimate in that string of equalities? We don't want any illegitimate
equalities.)
(d)=(e): This is left as an exercise for the reader.
(e)=(f): Since llhll 2 = (h,h), this is immediate.
(f)=(a): If 8 is not a basis, then there is a unit vector e0 (II e0 II = 1) in Jf
such that e0 l_tff. Hence, 0 = L {I ( e0 , e) 12 : ee&}, contradicting (f). •

Just as in finite dimensional spaces, a basis in Hilbert space can be used

to define a concept of dimension. For this purpose the next result is pivotal.

4.14. Proposition. If Jf is a Hilbert space, any two bases have the same
cardinality.
PROOF. Let 8 and !#' be two bases for Jf and put e = the cardinality of 8,
l'f =the cardinality of !F. If e or 17 is finite, then e = 17 (Exercise 15). Suppose
both e and 17 are infinite. Fore in 8, let !Fe= {JefF: (e,f) ;t: 0}; so !Fe is
countable. By (4.13b), each f in !#' belongs to at least one set !#' e• e in 8.
That is,!#'= u {IF.: ee&}. Hence 17 ~ d~ 0 =e. Similarly, e ~ l'f. •

4.15. Definition. The dimension of a Hilbert space is the cardinality of a basis

and is denoted by dim Jf.

If (X, d) is a metric space that is separable and {B; = B(x;;e;): iei} is a

collection of pairwise disjoint open balls in X, then I must be countable.
Indeed, if D is a countable dense subset of X, B;nD ;t: 0 for each i in I.
Thus there is a point X; in BinD. So {x;: iel} is a subset of D having the
cardinality of I; thus I must be countable.

4.16. Proposition. If Jf is an infinite dimensional Hilbert space, then Jf is

separable if and only if dim Jf = ~ 0 .
PROOF. Let 8 be a basis for£. If e 1,e 2 e8, then lle 1 -e 2 ll 2 = lle 1 ll 2 +
I e2 ll 2 = 2. Hence {B(e; 1/j2): ee8} is a collection of pairwise disjoint open
balls in £. From the discussion preceding this proposition, the assumption
that Jf is separable implies 8 is countable. The converse is an exercise. •
18 I. Hilbert Spaces

EXERCISES
1. Verify the statements in Example 4.3.
2. Verify the statements in Example 4.4.
3. Verify the statements in Example 4.5.
4. Find an infinite orthonormal set in the Hilbert space of Example 1.8.
5. Using the notation of the Gram-Schmidt Orthogonalization Process, show that
up to scalar multiple e 1 = h 1 / II h 1 II and for n ~ 2, e.= II h.- f.ll- 1(h.- f.), where
f. is the vector defined formally by

-1 [(hl,:hl)
f.= 1 det ·
det[(h;,hi)J~.J=I (hl,hn-1)
hi
In the next three exercises, the reader is asked to apply the Gram-Schmidt
Orthogonalization Process to a given sequence in a Hilbert space. A reference for
this material is pp. 82-96 of Courant and Hilbert [1953].
6. If the sequence 1,x,x 2 , ••• is orthogonalized in L2( -1, 1), the sequence
e.(x) = [t(2n + 1)] 1' 2 P.(x) is obtained, where

P.(x) =1- -
2"n! dx
(d)" (x 2 -1)".

The functions P.(x) are called Legendre polynomials.

7. If the sequence e-x' 12 , xe-x'l 2 , x 2 e-x'l 2 , ••• is orthogonalized in L2 ( - oo, oo), the
sequence e.(x) = [2"n!Jnr 112 H.(x)e-x'l 2 is obtained, where

H.(x) = (- 1)"ex'( dx
d )" e-x.2

The functions H. are Hermite polynomials and satisfy H:(x) = 2nH._ 1(x).
8. If the sequence e-x/ 2 , xe-x12 , x 2 e-x12 , ••• is orthogonalized in L2 (0, oo), the sequence
e.(x) = e-x/ 2 L.(x)fn! is obtained, where

L.(x) = ex(:J• (x•e-x).

The functions L. are called Laguerre polynomials.

9. Prove Corollary 4.10 using Definition 4.11.
10. If {h.} is a sequence in Hilbert space and L{h.: neN} converges to h (Definition
4.11), then lim.L;= 1hk =h. Show that the converse is false.
11. If {h.} is a sequence in a Hilbert space and L;'= 1 I h. II < oo, show that
L {h.: neN} converges in the sense of Definition 4.11.
12. Let {oc.} be a sequence in IF and prove that the following statements are equivalent:
(a) L {oc.: neiN} converges in the sense of Definition 4.11. (b) If 7t is any permutation
of IN, then L;'= 1ocx!•l converges (unconditional convergence). (c) L:'= 1loc.l < oo.
§5. Isomorphic Hilbert Spaces and the Fourier Transform 19

13. Let ~ be an orthonormal subset of .1f and let .It = V ~. If P is the orthogonal
projection of .1f onto .A, show that Ph= L. { <h, e )e: ee~} for every h in :ff.
14. Let .l. =Area measure on {ze«::: lzl < 1} and show that 1, z, z2 , •.. are orthogonal
vectors in L2(.l.). Find II z"ll, n ~ 0. If e.= I z"ll- 1 z", n ~ 0, is {e0 , e 1, •.• } a basis
for L2 (.l.)?
15. In the proof of (4.14), show that if either E or rf is finite, then E = rf.
16. If Jlf is an infinite dimensional Hilbert space, show that no orthonormal basis
for .1f is a Hamel basis. Show that a Hamel basis is uncountable.
I7. Let d ~ I and let J1 be a regular Borel measure on 1R4• Show that L2(J1) is separable.
18. Suppose L2(X,Q,J1) is separable and {E;: ie/} is a collection of pairwise disjoint
subsets of X, E;efl, and 0 < J1(E;) < oo for all i.. Show that I is countable. Can
you allow J1(E;) = oo?
I9. If {he:ff: I h II::;; I} is compact, show that dim .1f < oo.
20. What is the cardinality of a Hamel basis for 12 ?

§5. Isomorphic Hilbert Spaces and the Fourier

Transform for the Circle
Every mathematical theory has its concept of isomorphism. In topology
there is homeomorphism and homotopy equivalence; algebra calls them
isomorphisms. The basic idea is to define a map which preserves the basic
structure of the spaces in the category.

5.1. Definition. If :Ye and %are Hilbert spaces, an isomorphism between :Ye
and % is a linear surjection U: :Ye ~% such that
( Uh, Ug) = (h,g)
for all h, g in ff. In this case :Ye and % are said to be isomorphic.

It is easy to see that if U: :Ye ~% is an isomorphism, then so is U - 1 :

% ~ :Ye. Similar such arguments show that the concept of "isomorphic" is
an equivalence relation on Hilbert spaces. It is also certain that this is the
correct equivalence relation since an inner product is the essential ingredient
for a Hilbert space and isomorphic Hilbert spaces have the "same" inner
product. One might object that completeness is another essential ingredient
in the definition of a Hilbert space. So it is! However, this too is preserved
by an isomorphism. An isometry between metric spaces is a map that preserves
distance.

5.2. Proposition. If V: :Ye ~% is a linear map between Hilbert spaces, then

V is an isometry if and only if ( Vh, V g) = ( h, g) for all h, g in :Ye.
20 I. Hilbert Spaces

PROOF. Assume ( Vh, Vg)= (h, g) for all h, gin£. Then II Vh 11 2 = ( Vh, Vh) =
( h, h) = II h 11 2 and V is an isometry.
Now assume that V is an isometry. If h,gE£ and A.EIF, then
II h + A.g f = II Vh +A. V g V Using the polar identity on both sides of this
equation gives

II hll 2 + 2 Rei(h,g) + IA.I 2 IIg 11 2 =II Vhll 2 + 2 Rei( Vh, Vg) + 1..11 2 11 Vg 11 2 .
But II Vh II = II h II and II vg II = II g II, so this equation becomes

Rei(h,g) =Rei( Vh, Vg)

for any A. in IF. If IF= IR, take A. = 1. If IF= <C, first take A. = 1 and then take
< <
A.= i to find that h, g) and Vh, Vg) have the same real and imaginary
parts. •

Note that an isometry between metric spaces maps Cauchy sequences into
Cauchy sequences. Thus an isomorphism also preserves completeness. That
is, if an inner product space is isomorphic to a Hilbert space, then it must
be complete.

5.3. Example. Definite S: F-./ 2 by S(oc 1 ,oc 2 , •.. )=(0,a 1 ,oc 2 , ..• ). Then Sis an
isometry that is not surjective.

The preceding example shows that isometries need not be isomorphisms.

A word about terminology. Many call what we call an isomorphism a
unitary operator. We shall define a unitary operator as a linear transformation
U: .1t-+ .1t that is a surjective isometry. That is, a unitary operator is an
isomorphism whose range coincides with its domain. This may seem to be
a minor distinction, and in many ways it is. But experience has taught me
that there is some benefit in making such a distinction, or at least in being
aware of it.

5.4. Theorem. Two Hilbert spaces are isomorphic if and only if they have the
same dimension.
PROOF. If U: .1t-+ f is an isomorphism and iff is a basis for £, then it is
easy to see that Uiff= { Ue: eEtff} is a basis for f . Hence, dim .1t =dim f .
Let .1t be a Hilbert space and let iff be a basis for £. Consider the Hilbert
space F(tff). If hE£, define h: iff-+ IF by h(e) = (h, e). By Parseval's Identity
hEl 2 (tff) and II h II = II h11. Define U: .1t-+ F(tff) by Uh =h. Thus U is linear
and an isometry. It is easy to see that ran U contains all the functions f in
F(tff) such that f(e) = 0 for all but a finite number of e; that is, ran U is dense.
But U, being an isometry, must have closed range. Hence U: .1t-+ /2 (tff) is
an isomorphism.
§5. Isomorphic Hilbert Spaces and the Fourier Transform 21

If ~ is a Hilbert space with a basis ~. ~ is isomorphic to / 2 (~). If

dim Jf =dim.%, tff and ~ have the same cardinality; it is easy to see that
12 ($) and 1 2 (~) must be isomorphic. Therefore Jf and .% are isomorphic .

5.5. Corollary. All separable i'!finite dimensional Hilbert spaces are iso-
•
morphic.
This section concludes with a rather important example of an isomor-
phism, the Fourier transform on the circle.
The proof of the next result can be found as an Exercise on p. 263 of
Conway [1978]. Another proof will be given latter in this book after the
Stone-Weierstrass Theorem is proved. So the reader can choose to assume
this for the moment. Let lD= {zecr: lzl < 1}.

5.6. Theorem. Iff: oD ~ ([ is a continuous function, then there is a sequence

{Pn(z, Z)} of polynomials in z and i such that Pn(z, Z) ~ f(z) uniformly on olD.

Note that if zeolD, i = z- 1 • Thus a polynomial in z and ion olD becomes

a function of the form

k= -m

If we put z = e;8, this becomes a function of the form

Such functions are called trigonometric polynomials.

We can now show that the orthonormal set in Example 4.3 is a basis for
LHO, 2n]. This is a rather important result.
•
5.7. Theorem. Iffor each n in 7L, eit):=(2n)- 112 exp(int), then {en: nelL} is a
basis for LHO, 2n].
PROOF. Let ff = {L~= -nockek: ockecr, n ~ 0}. Then ff is a subalgebra of
Ccc[O, 2n], the algebra of all continuous <C·valued functions on [0, 2n]. Note
that iff eff, f(O) = f(2n). We want to show that the uniform closure of ff
is~ = {! eCcr[O, 2n]: f(O) = f(2n)}. To do this, let f e~ and define F: olD~ ([
by F(e;') = f(t). F is continuous. (Why?) By (5.6) there is a sequence of
polynomials in z and i, {Pn(z,z)}, such that Pn(z,z)~F(z) uniformly on olD.
Thus Pn(ei',e-;')~f(t) uniformly on [0,2n]. But Pn(eil,e-i')eff.
Now the closure of~ in LHO, 2n] is all of LHO, 2n] (Exercise 6). Hence
V {en: nelL}= LHO, 2n] and {en} is thus a basis (4.13). •

Actually, it is usually preferred to normalize the measure on [0, 2n]. That

is, replace dt by (2n)- 1 dt, so that the total measure of [0, 2n] is 1. Now define
22 I. Hilbert Spaces

e.(t) = exp(int). Hence {e.: nell} is a basis for ~ = L~([O, 2n], (2n)- 1 dt). If
fe~. then

5.8 ](n) = <f, e.) = _1_

2n
J 2

0
" f(t)e- im dt

is called the nth Fourier coefficient off, n in 1l. By (5.7) and (4.13d),

L
00 ~

5.9 f = f(n)e.,
n=- oo

where this infinite series converges to f in the metric defined by the norm
of~. This is called the Fourier series of f. This terminology is classical and
has been adopted for a general Hilbert space.
If ~ is any Hilbert space and ~ is a basis, the scalars { <h, e); eE~} are
called the Fourier coefficients of h (relative to~) and the series in (4.13d) is
called the Fourier expansion of h (relative to ~).
Note that Parseval's Identity applied to (5.9) gives that L:'= _00 I](nW < oo.
This proves a classical result.

5.10. The Riemann-Lebesgue Lemma. Iff ELH0,2n], then J~"f(t)e-;"1 dt-+O

as n-+ ± oo.

Iff eLHO, 2n], then the Fourier series off converges to f in L2 -norm.
It was conjectured by Lusin that the series converges to f almost everywhere.
This was proved in Carleson [1966]. Hunt [1967] showed that if
f eLHO, 2n], 1 < p ~ oo, then the Fourier series also converges to f a.e.
Long before that, Kolmogoroff had furnished an example of a function f in
LHO, 2n] whose Fourier series a.e. does not converge to f.
For f in LHO, 2n], the function ]: 1l-+ ([: is called the Fourier transform
off; the map U: LHO, 2n]-+ l 2 (1l) defined by U f = J is the Fourier transform.
The results obtained so far can be applied to this situation to yield the
following.

5.11. Theorem. The Fourier transform is a linear isometry from LH0,2n]

onto l 2 (1l).
PROOF. Let U: LHO, 2n]-+ l2 (1l) be the Fourier transform. That U maps
L2 = L~ [0, 2n] into l2 (1l) and satisfies II Uf II = II f II is a consequence of
Parseval's Identity. That U is linear is an exercise. If {1X.}El2 (1l) and IX"= 0
for all but a finite number of n, then f = L:'= _oo IX.e.EL2. It is easy to check
that ](n) = IX" for all n, so Uf = {IX.}. Thus ran U is dense in l2(1l). But U is
an isometry, so ran U is closed; hence U is surjective. •

Note that functions in LHO, 2n] can be defined on o[) by letting

f(e; 11 ) = f(O). The ambiguity for (} = 0 and 2n (or e; 11 = 1) might cause us to
pause, but remember that elements of LHO, 2n] are equivalence classes of
§6. The Direct Sum of Hilbert Spaces 23

functions-not really functions. Since {0, 2n:} has zero measure, there is really
no ambiguity. In this way LH0,2n] can be identified with L~((lD), where
the measure on oD is normalized arc-length measure (normalized so that
the total measure of oD is 1). So LH0,2n] and L~(oD) are (naturally)
isomorphic. Thus, Theorem 5.11 is a theorem about the Fourier transform
of the circle.
The importance of Theorem 5.11 is not the fact that LHO, 2n] and [2 (Z)
are isomorphic, but that the Fourier transform is an isomorphism. The fact
that these two spaces are isomorphic follows from the abstract result that
all separable infinite dimensional Hilbert spaces are isomorphic (5.5).

EXERCISES
1. Verify the statements in Example 5.3.
2. Define V: L2 (0, oo )--+ L2 (0, oo) by (Vf)(t) = f(t -1) if t > 1 and (Vf)(t) = 0 if t:::::; 1.
Show that V is an isometry that is not surjective.
3. Define V: L2 (R)--+ L2 (R) by (Vf)(t) = f(t- 1) and show that Vis an isomorphism
(a unitary operator).
4. Let Jf be the Hilbert space of Example 1.8 and define U: Jf--+ L2(0, 1) by Uf = f'.
Show that U is an isomorphism and find a formula for U- 1 .
5. Let (X, Q, JI) be a IT-finite measure space and let u: X--+ IF be an !'!-measurable
function such that sup{lu(x)l: xeX} < oo. Show that U: L2 (X,f!,JI)-+L2(X,Q,JI)
defined by U f = uf is an isometry if and only if lu(x)l = 1 a.e. [JI], in which case
U is surjective.
6. Let rt1 = {! eC[O, 2n]: f(O) = f(2n)} and show that rt1 is dense in L2 [0, 2n].

?.Show that {(1/jh), (1/Jn)cosnt, (1/Jn)sinnt: 1:::::;n<oo} is a basis for

L2 [ - n, n].
8. Let (X, Q) be a measurable space and let Jl, v be two IT-finite measures defined on
(X, Q). Suppose v « Jl and ¢ is the Radon-Nikodym derivative of v with respect
to Jl (<fJ=dv/dJI). Define V: L2 (v)-+L2 (JI) by Vf=Jif>f. Show that Vis a
well-defined linear isometry and V is an isomorphism if and only if Jl « v (that is,
Jl and v are mutually absolutely continuous).

9. If Jf and % are Hilbert spaces and U: Jf--+% is a surjective function such that
<U f, Ug) = (f,g) for all vectors f and gin Jf, then U is linear.

§6. The Direct Sum of Hilbert Spaces

Suppose .Yt and X" are Hilbert spaces. We want to define .Yt Ei3 X" so that
it becomes a Hilbert space. This is not a difficult assignment. For any vector
spaces f![ and I!Y, !!{ Ei3 I!Y is defined as the Cartesian product !!{ x I!Y where
the operations are defined on f![ x I!Y coordinatewise. That is, if elements of
24 I. Hilbert Spaces

!!C(J)!iJJ are defined as {x(J)y: xefl, yeliJ/}, then (x 1 (£Jy 1 )+(x 2 (£JY2)=
(x 1 + x 2 )(£J(y 1 + y2 ), and so on.

6.1. Definition. If :Yf and .Yt are Hilbert spaces, :Yf (£) .Yt = { h (£) k: he:Yf,
kef} and

It must be shown that this defines an inner product on :Yf (J).Yt and that
:Yf (£) .Yt is complete (Exercise).
Now what happens if we want to define :Yf 1 (£) :Yf 2 (£) · · · for a sequence of
Hilbert spaces :Yf 1, :Yf 2 , ••• ? There is a problem about the completeness of
this infinite direct sum, but this can be overcome as follows.

6.2. Proposition. If :Yf 1 , Yf 2 , .•• are Hilbert spaces, let Yf = { (hn):'= 1 : h"EYf"
for all nand :E:'= 1 I h" 11 2 < 00 }. For h = (h") and g = (g") in Yf, define

L (hn,gn).
00

6.3 (h,g) =
n=1
Then <·, ·) is an inner product on Yf and the norm relative to this inner product
is llhll = [:E;'= 1 11hnll 2] 112 • With this inner product Yf is a Hilbert space.
PROOF. If h = (h") and g = (g")EYf, then the CBS inequality implies
:EI (h", g") I:::; L II h" II I g" II :::; (:E II h" II 2 ) 112(:E II g"
11 2 ) 112 < 00. Hence the series

in (6.3) converges absolutely. The remainder of the proof is left to the reader .
•
6.4. Definition. If :Yf 1, Yf 2 , ..• are Hilbert spaces, the space Yf of Proposition
6.2 is called the direct sum of :Yf 1 , Yf 2 ,... and is denoted by
Yf=Yfl(J)Yf2(£J···.

This is part of a more general process. If {Yfi: iei} is a collection of

Hilbert spaces, Yf = (£) {Yfi: iei} is defined as the collection of functions h:
I-+ u {Yfi: iei} such that h(i)EYfi for all i and :E {II h(i) 11 2 : iei} < oo.lf h, ge:Yf,
(h,g)=:E{(h(i), g(i)): iei}; Yf is a Hilbert space.
The main reason for considering direct sums is that they provide a way
of manufacturing operators on Hilbert space. In fact, Hilbert space is a rather
dull subject, except for the fact that there are numerous interesting questions
about the linear operators on them that are as yet unresolved. This subject
is introduced in the next chapter.

EXERCISES
l. Let {(X;,!l;,,u;): iE/} be a collection of measure spaces and define X, !l, and .u as
follows. Let X= the disjoint union of {Xi: iEI} and let !l = {L\ £;X: L\nXiE!li for
all i}. For L\ inn put ,u(L\)=I;;,u;(L\nX;) Show that (X,!l,,u) is a measure space
and L2 (X,!l,,u) is isomorphic to ${e(X;,!l;,,ui): iEI}.
§6. The Direct Sum of Hilbert Spaces 25

2. Let (X, Q) be a measurable space, let 11 1 ,11 2 be a-finite measures defined on (X, Q),
and put 11 = 11 1 + 11 2 • Show that the map V: e(X,Q,I1)-+L2(X,Q,I1 1 )E£)L2(X,Q,I1 2 )
defined by Vf = f 1 ®f2 , where fi is the equivalence class of L2(X,Q,11i)
corresponding to f, is well defined, linear, and injective. Show that V is an
isomorphism iff 11 1 and 11 2 are mutually singular.
CHAPTER II

Operators on Hilbert Space

A large area of current research interest is centered around the theory of

operators on Hilbert space. Several other chapters in this book will be devoted
to this topic.
There is a marked contrast here between Hilbert spaces and the Banach
spaces that are studied in the next chapter. Essentially all of the information
about the geometry of Hilbert space is contained in the preceding chapter.
The geometry of Banach space lies in darkness and has attracted the attention
of many talented research mathematicians. However, the theory of linear
operators (linear transformations) on a Banach space has very few general
results, whereas Hilbert space operators have an elegant and well-developed
general theory. Indeed, the reason for this dichotomy is related to the opposite
status of the geometric considerations. Questions concerning operators on
Hilbert space don't necessitate or imply any geometric difficulties.
In addition to the fundamentals of operators, this chapter will also present
an interesting application to differential equations in Section 6.

§1. Elementary Properties and Examples

The proof of the next proposition is similar to that of Proposition 1.3.1 and
is left to the reader.

1.1. Proposition. Let Yf and % be Hilbert spaces and A: Yf--+% a linear

transformation. The following statements are equivalent.
(a) A is continuous.
(b) A is continuous at 0.
§I. Elementary Properties and Examples 27

(c) A is continuous at some point.

(d) There is a constant c > 0 such that II Ah II ~ c II h II for all h in Jf.

As in (1.3.3), if
II All =sup{IIAhll: he.Yf, llhll ~ 1},
then
II A II = sup { II Ah II: II h II = 1}
=sup{ II Ah 11/11 h II :h # 0}
= inf {c > 0: II Ah II ~ c II h II, h in .Yf}.
Also, II Ah II ~ II A II II h 11. II A II is called the norm of A and a linear
transformation with finite norm is called bounded. Let &i(Jf, f) be the set
of bounded linear transformations from Jf into f. For Jf = f,
=
&i(Jf, Jf) 81(Jf). Note that &i(Jf, F)= all the bounded linear functionals
on Jf.

1.2. Proposition. (a) If A and Be81(Jf, f), then A+ Be&i(Jf, f), and
IIA +Ell~ II All+ liB II.
(b) If r:xeJF and Ae&i(Jf, f), then r:xAe&i(Jf, f) and II r:xA II = lrxlll A 11.
(c) If Ae&i(Jf,f)and Be&i(f,.P), thenBAe&i(Jf, .P)and IIBA II~ II Bllll A 11.
PROOF. Only (c) will be proved; the rest of the proof is left to the reader. If
kef, then II Bk II ~ II B 1111 k 11. Hence, if he.Yf, k = Ahef and so
IIBAhll ~ IIBIIIIAhll ~ IIBIIIIAIIIIhll. •

By virtue of preceding proposition, d(A, B)= II A - B II defines a metric on

&i(Jf, f). So it makes sense to consider &i(Jf, f) as a metric space. This
will not be examined closely until later in the book, but later in this chapter
the idea of the convergence of a sequence of operators will be used.

1.3. Example. If dim Jf = n < oo and dim f = m < oo, let {e 1 , ••• , en} be an
orthonormal basis for Jf and let {e1 , ... , em} be an orthonormal basis for
f . It can be shown that every linear transformation from Jf into f is
bounded (Exercise 3). If 1 ~j ~ n, 1 ~ i ~ m, let aii = ( Aei• ei). Then the m x n
matrix (rxii) represents A and every such matrix represents an element of
81(Jf,f).

=
1.4. Example. Let 12 l2 (1N) and let e 1, e2 , ••• be its usual basis. If Ae&~(IZ),
form r:xii = ( Aei, ei). The infinite matrix (r:xi) represents A as finite matrices
represent operators on finite dimensional spaces. However, this representa-
tion has limited value unless the matrix has a special form. One difficulty is
that it is unknown how to find the norm of A in terms of the entries in the
matrix. In fact, if 4 < n < oo, there is no known formula for the norm of an
n x n matrix in terms of its entries. (This restriction on the values of n is due
to our inability to solve polynomial equations of degree greater than 4.) See
28 II. Operators on Hilbert Space

Exercise 11. A sufficient condition for the boundedness of an infinite matrix

that is useful is known. (See Exercise 9.) Another sufficient condition for a
matrix to be bounded can be found on page 61 of Maddox [1980].

1.5. Theorem. Let (X, n, .u) be a a-finite measure space and put
£ = U(X,Q,.u) = L2 (,U). If cjJEL"'(.u), define Mq,: L2 (.u)~L2 (.u) by Mq,f =¢f.
Then Mq,Egg(U(.u)) and IIMq,ll = llc/JIIw
PROOF. Here II ¢II oo is the .u-essential supremum norm. That is,
llc/JIIoo ::inf{sup{l¢(x)l: x¢N}: NEO,.u(N)=O}
= inf {c > 0: .u( {xEX: l¢(x)l > c}) = 0}.
Thus II¢ II oo is the infimum of all c > 0 such that Ic/J(x)l ~ c a.e. [Jl] and,
moreover, I¢(x)l ~ II¢ II oo a.e. [.u]. Thus we can, and do, assume that ¢ is a
bounded measurable function and I¢(x)l ~ II¢ II ro for all x. So iff EL2 (.u), then
fl¢fl 2 d.u~ II¢11~Jifl 2 d.u. That is, Mq,E[Jg(L2 (.u)) and IIMq,ll ~ llc/JIIoo· If
£ > 0, the a-finiteness of the measure space implies that there is a set .1 in
n, 0 < .u(-1) < oo, such that I¢(x) I ;;:;: II¢ II oo -~:on .1. (Why?) Iff= (.u(-1))- 112 XA,
then fEL 2 (.U) and llfll 2 =1. So IIMq,ll 2 ?::11¢fll~=(.u(.1))- 1 ftil¢1 2 d.u?::
(llc/JIIoo -£) 2 • Letting £~0, we get that IIMq,ll?:: llc/JIIoo· •

The operator M q, is called a multiplication operator. The function ¢ is its

symbol.
If the measure space (X, n, .u) is not a-finite, then the conclusion of
Theorem 1.5 is not necessarily valid. Indeed, let Q = the Borel subsets of
[0, 1] and define .u on Q by .u(-1) =the Lebesgue measure of .1 if 0¢.1 and
.u(-1) = oo if OE-1. This measure has an infinite atom at 0 and, therefore, is
not a-finite. Let ¢ = X{o)· Then c/JEL (,U) and II¢ II oo = 1. Iff EL2 (.u), then
00

oo > J If 12 d.u;;:;: If(OW .u( {0} ). Hence every function in L2 (.u) vanishes at 0.
Therefore Mq, = 0 and II Mq, II< II¢ II oo·
There are more general measure spaces for which (1.5) is valid-the
decomposable measure spaces (see Kelley [1966]).

1.6. Theorem. Let (X, n, .u) be a measure space and suppose k: X x X~ 1F is

an Q X Q-measurablefunctionjor which there are constants C 1 and c 2 such that

L lk(x,y)ld.u(y) ~c 1 a.e.[.u],

L lk(x,y)ld.u(x) ~c 2 a.e.[.u].

If K: L2 (.u) ~ U(.u) is defined by

(Kf)(x) =I k(x, y)f(y)d.u(y),

then K is a bounded linear operator and IlK II ~(c 1 c 2 ) 112 •

§I. Elementary Properties and Examples 29

PROOF. Actually it must be shown that Kf EL2 (J1), but this will follow from
the argument that demonstrates the boundedness of K. Iff EL2 (J1),

!Kf(x)! ~ f!k(x,y)!l.f(y)!dJ1(Y)

= f1 k(x, y)/ 112 1k(x, y) !112 1f(y)! dJ1(y)

~ [ f!k(x,y)!dJ1(y) J/l f!k(x,y)!l.f(yW dJ1(y) J

12

~ c~ 12 [ J1 k(x, y)!l.f(y)/ 2 dJ1(y) J

112
.

Hence

f1Kf(xWdJ1(x) ~ c1 I f!k(x,y)!lf(yWdJ1(Y)dJ1(x)

= C1 fl.f(yW flk(x,y)!d,u(x)dJ1(Y)

~ ClC21i.fll 2.
Now this shows that the formula used to define K.fis finite a. e. [,u], K.f E L2(,u),
and II K.f 11 2 ~ C 1c2ll.f 11 2. •

The operator described above is called an integral operator and the

function k is called its kernel. There are conditions on the kernel other than
the one in (1.6) that will imply that K is bounded.
A particular example of an integral operator is the Volterra operator
defined below.

1.7. Example. Let k: [0, 1] x [0, 1] -> 1R be the characteristic function of

{(x,y): y < x}. The corresponding operator V: e(O, l)->L2 (0, 1) defined by
Vf(x) = J~k(x,y)f(y)dy is called the Volterra operator. Note that

Vf(x) =I: f(y)dy.

Another example of an operator was defined in Example 1.5.3. The

nonsurjective isometry defined there is called the unilateral shift. It will be
studied in more detail later in this book. Note that any isometry is a bounded
operator with norm l.

EXERCISES
I. Prove Proposition 1.1.
2. Prove Proposition 1.2.
30 II. Operators on Hilbert Space

3. Suppose {e 1, e 2 , ••• ,} is an orthonormal basis for Jlf and for each n there is a
vector A e. in Jlf such that L II Ae. II < oo. Show that A has an unique extension
to a bounded operator on Jlf.
4. Proposition 1.2 says that d(A, B)= II A- B II is a metric on BI(Jif, $"). Show
that BI(Jif, Jf") is complete relative to this metric.
5. Show that a multiplication operator M., (1.5) satisfies M~ = M., if and only if¢>
is a characteristic function.
6. Let (X,!l,~t) be a a-finite measure space and let k 1 ,k 2 be two kernels satisfying
the hypothesis of (1.6). Define

k: X x X ->IF by k(x,y) = fk 1(x,z)kAz,y)d~t(z).

(a) Show that k also satisfies the hypothesis of (1.6). (b) If K, K 1 , K 2 are the
integral operators with kernels k,kt-k 2 , show that K=K 1 K 2 • What does this
remind you of? Is more going on than an analogy?
7. If (X,!l,~t) is a measure space and keL2 (~t x ~t), show that k defines a bounded
integral operator.
8. Let {e.} be the usual basis for 12 and let {IX.} be a sequence of scalars. Show that
there is a bounded operator A on 12 such that Ae. = IX.e. for all n if and only if
{IX.} is uniformly bounded, in which case II A II= sup {I IX. I: n ~ 1}. This type of
operator is called a diagonal operator or is said to be diagonalizable.
9. (Schur test) Let {IX;J ~= 1 be an infinite matrix such that IXii ~ 0 for all i,j and
such that there are scalars P; > 0 and p, }' > 0 with
00

L IXijPi ~ ppj,
i=l

00

L IXijpj~}'P;
j= I

for all i,j ~ 1. Show that there is an operator A on I2(1N) with <Aei, e;) = IX;i and
II A liz ~py.
10. (Hilbert matrix) Show that (Aei,e;)=(i+j+l)- 1 for O~i,j<oo defines a
bounded operator on 12(N v {0}) with IIA II ~ n. (See also Choi [ 1983] and
RedhetTer and Volkmann [1983].)

11. If A=[: : J put IX= [lal 2 + IW + lcl 2 + ldi 2 Jl 12 and show that II A II =

!(1X 2 + J 1X4 - 4£'J2), where £5 2 = det A* A.

12. (Direct sum of operators) Let {Jlf;} be a collection of Hilbert spaces and let
Jlf = E9;Jif;. Suppose A;eBI(Jif;) for all i. Show that there is a bounded operator
A on .Yf such that AI.Yf; =A; for all i if and only if sup; II A;ll < oo. In this case,
II A II= sup; II A; 11. The operator A is called the direct sum of the operators {A;}
and is denoted by A= ffi;A;.
§2. The Adjoint of an Operator 31

13. (Bari [1951]) Call a sequence of vectors{!.} in a Hilbert space Jf a Bessel sequence
if L I< f,f.) 12 < oo for every fin Jf. Show that a sequence {!.} of vectors in Jf
is a Bessel sequence if and only if the infinite matrix ( <fmJ.)) defines a bounded
operator on /2 • (Also see Shapiro and Shields [1961], p. 524.)

§2. The Adjoint of an Operator

2.1. Definition. If :tf and .1l are Hilbert spaces, a function u: :tf x .1[-+ F'
is a sesquilinear form if for h, g in :tf, k, fin .1l, and ex, f3 in F',
(a) u(cxh + f3g, k) = cxu(h, k) + f3u(g, k);
(b) u(h,rxk + f3f) = iiu(h,k) + fJu(h,f).

The prefix "sesqui" is used because the function is linear in one variable
but (for F' = <C) only conjugate linear in the other. ("Sesqui" means
"one-and-a -half.")
A sesquilinear form is bounded if there is a constant M such that
lu(h, k)l ~ M I h 1111 k II for all h in :tf and k in %. The constant M is called
a bound for u.
Sesquilinear forms are used to study operators. If AE8l(:tf, %), then
u(h, k) = ( Ah, k) is a bounded sesquilinear form. Also, if BE8l(:Yl, £),
u(h, k) = ( h, Bk) is a bounded sesquilinear form. Are there any more? Are
these two forms related?

2.2. Theorem. If u: :tf x .1[-+ F' is a bounded sesquilinear form with bound M,
then there are unique operators A in 81(£, %) and B in 81(%, :tf) such that
2.3 u(h,k) = (Ah,k) = (h,Bk)
for all h in :tt and k in .1l and I A II, I B II ~ M.
PROOF. Only the existence of A will be shown. For each h in :tf, define Lh:
.1l-+ F' by Lh(k) = u(h, k). Then Lh is linear and ILh(k) I ~ M I h I II k 11. By the
Riesz Representation Theorem there is a unique vector f in .1l such
that( k,f) = Lh(k) = u(h, k) and II f I ~ M II h 11. Let Ah =f. It is left as an
exercise to show that A is linear (use the uniqueness part of the Riesz
-- --
Theorem). Also, ( Ah, k) = ( k, Ah) = (k,f) = u(h, k).
If A 1 E81(:tf, :Yl) and u(h, k) = (A 1 h, k ), then (Ah-A 1 h, k) = 0 for all k;
thus Ah - A 1 h = 0 for all h. Thus, A is unique. •

2.4. Definition. If A E8l(:tf, %), then the unique operator B in 81(%, £)

satisfying (2.3) is called the adjoint of A and is denoted by B =A*.
The adjoint of an operator will usually be used for operators in 81(£),
rather than 81(£, %). There is one notable exception.
32 II. Operators on Hilbert Space

2.5. Proposition. If U eei(Jl', %), then U is an isomorphism if and only if U

is invertible and U- 1 = U*.
PROOF. Exercise.

From now on we will examine and prove results for the adjoint of operators
in ei(Jl'). Often, as in the next proposition, there are analogous results for
the adjoint of operators in YI(Jl', %). This simplification is justified, however,
by the cleaner statements that result. Also, the interested reader will have
no trouble formulating the more general statement when it is needed.

2.6. Proposition. If A, Beei(Jl') and tXeF, then:

(a) (tXA +B)*= aA* + B*.
(b) (AB)* = B* A*.
(c) A**= (A*)*= A.
(d) If A is invertible in YI(Jl') and A - 1 is its inverse, then A* is invertible and
(A*)-1 =(A-1)*.

The proof of the preceding proposition is left as an exercise, but a word

about part (d) might be helpful. The hypothesis that A is invertible in ei(Jl')
means that there is an operator A - 1 in ei(Jl') such that AA - 1 =A - 1A =I.
It is a remarkable fact that if A is only assumed to be bijective, then A is
invertible in ei(Jl'). This is a consequence of the Open Mapping Theorem,
which will be proved later.

2.7. Proposition. If Aeei(Jl'), IIAII = IIA*II = IIA*Aii 112 •

PROOF. For h in Jl', llhll~l. 11Ahii 2 =(Ah,Ah)=(A*Ah,h)~

IIA*Ahllllhll ~II A* A II~ II A* I IIA 11. Hence IIA 1 2 ~ IIA*A II~ I A* IIIlA 11.
Using the two ends of this string of inequalities gives II A II ~II A* II when
II A II is cancelled. But A = A** and so if A* is substituted for A, we get
II A* II~ II A** II= II A 11. Hence I A II= II A* 11. Thus the string of inequalities
becomes a string of equalities and the proof is complete. •

2.8. Example. Let (X,Q,Jl) be a a-finite measure space and let M.p be the
multiplication operator with sy!!lbol <jJ (1.5). Then M; is M;p, the multi-
plication operator with symbol </J.

If an operator on F" is presented by a matrix, then its adjoint is represented

by the conjuagate transpose of the matrix.

2.9. Example. If K is the integral operator with kernel k as in (1.6), then K*

is the integral operator with kernel k*(x, y) = k(y, x).

2.10. Proposition. If S: 12 - f2 is defined by S(tX 1, tX 2 , ...) = (0, tX 1 , a 2 , ... ), then

S is an isometry and S*(tX 1, tX 2 , ...) = (a 2 , a 3 , ...).
§2. The Adjoint of an Operator 33

PROOF. It has already been mentioned that S is an isometry (1.5.3). For (a.)
and (/3.) in 12 , (S*(a.), (/3.)) =((a.), S(/3.)) = ((a 1,a 2 , ... ), (0,/3 1 ,/3 2 , ... )) =
a2lf1 + rx3lf2 + ... = ((rx 2 ,1X 3 , ... ), (/3 1,/3 2 , ... )). Since this holds for every (/3.),
the result is proved. •

The operator S in (2.10) is called the unilateral shift and the operator S*
is called the backward shift.
The operation of taking the adjoint of an operator is, as the reader may
have seen from the examples above, analogous to taking the conjugate of a
complex number. It is good to keep the analogy in mind, but do not become
too religious about it.

2.11. Definition. If AE~(£'), then: (a) is hermitian or self-adjoint if A*= A;

(b) A is normal if AA* =A* A.

In the analogy between the adjoint and the complex conjugate, hermitian
operators become the analogues of real numbers and, by (2.5), unitaries are
the analogues of complex numbers of modulus 1. Normal operators, as we
shall see, are the true analogues of complex numbers. Notice that hermitian
and unitary operators are normal.
In light of (2.8), every multiplication operator Mq, is normal; Mq, is
hermitian if and only if 4> is real-valued; Mq, is unitary if and only if 14>1 = 1
a.e. [Ill By (2.9), an integral operator K with kernel k is hermitian if and only
if k(x, y) = k(y, x) a.e. [/l x Ill The unilateral shift is not normal (Exercise 6).

2.12. Proposition. if£' is a Cf_-Hilbert space and AE~(£'), then A is hermitian

if and only if< Ah, h) EIR for all h in £'.

PROOF. If A= A*, then (Ah, h)= (h, Ah) = (Ah,h); hence (Ah, h)EJR..
For the converse, assume (Ah,h) is real for every h in£'. If rxECf_ and
h,gE£', then (A(h + rxg), h + ag) = (Ah, h)+ &(Ah, g)+ rx(Ag, h)+
<
lrx 12 Ag, g )EIR. So this expression equals its complex conjugate. Using the
< <
fact that Ah, h >and Ag, g )EIR yields
a(Ag,h) + &(Ah,g) = + rx(g, Ah)
&(h, Ag)
= a.(A*h,g) + a(A*g,h).
By first taking IX= 1 and then a= i, we obtain the two equations
(Ag,h) + (Ah,g) = (A*h,g) + (A*g,h),
i(Ag,h)- i(Ah,g) =- i(A*h,g) + i(A*g,h).
A little arithmetic implies <Ag, h)= (A*g, h), so A= A*. •
The preceding proposition is false if it is only assumed that £' is an
IR-Hilbert space. For example, if A = [
-1 0
J
0 1 on JR 2 , then <Ah, h) = 0 for
34 II. Operators on Hilbert Space

all h in R. 2 • However, A* is the transpose of A and so A*# A. Indeed, for

any operator A on an R.-Hilbert space, (Ah,g)eR..

2.13. Proposition. If A= A*, then

IIAII =sup{I(Ah,h)l: llhll =I}.
PROOF. Put M = sup{I(Ah, h)l: II h II= I}. If II h II= 1, then I(Ah, h)l ~II A II;
hence M ~ II A 11. On the other hand, if II h II = II g II = 1, then
(A(h ±g), h ±g)= (Ah, h)± (Ah,g) ± (Ag, h)+ (Ag,g)
= (Ah,h) ± (Ah,g) ± (g,A*h) + (Ag,g).
Since A = A*, this implies
( A(h ±g), h ±g) = ( Ah, h) ± 2 Re ( Ah, g) + ( Ag, g).
Subtracting one of these two equations from the other gives
4 Re (Ah,g) = (A(h + g),h +g)- (A(h- g),h- g).
Now it is easy to verify that I(Af,f)l ~Mil! 11 2 for any fin :Ye. Hence using
the parallelogram law we get
4Re (Ah,g) ~ M(ll h + g 11 2 + llh- gll 2 )
=2M(IIhll 2 + llgll 2 )
=4M
since h andg are unit vectors. Now suppose (Ah,g) = ei 6 I(Ah,g)j. Replacing
h in the inequality above with e- ;eh gives I( Ah, g) I ~ M if II h II = II g II = 1.
Taking the supremum over all g gives II Ah II ~ M when II h II = 1. Thus
IIAII~M. •

2.14. Corollary. If A = A* and ( Ah, h) = 0 for all h, then A = 0.

The preceding corollary is not true unless A= A*, as the example given
after Proposition 2.12 shows. However, if a complex Hilbert space is present,
this hypothesis can be deleted.

2.15. Proposition. If :Ye is a cr.-Hilbert space and Ae.1l(:Ye) such that

( Ah, h) = 0 for all h in :Ye, then A = 0.

The proof of (2.15) is left to the reader.

If :Ye is a cr.-Hilbert space and Ae.si(:Ye), then B =(A+ A*)/2 and
C =(A- A*)j2i are self-adjoint and A= B + iC. The operators Band Care
called, respectively, the real and imaginary parts of A.

2.16. Proposition. If A e.si(:Ye), the following statement are equivalent.

(a) A is normal.
§2. The Adjoint of an Operator 35

(b) II Ah II= II A*h II for all h.

If£ is a <r-Hilbert space, then these statements are also equivalent to:
(c) The real and imaginary parts of A commute.

PROOF. If hE£, then IIAhll 2 -IIA*hll 2 = (Ah,Ah)- (A*h,A*h) =

((A* A- AA*)h, h). Since A* A- AA* is hermitian, the equivalence of(a) and
(b) follows from Corollary 2.14.
If B, C are real and imaginary parts of A, then a calculation yields

A* A = B 2 - iCB + iBC + C 2 ,
AA* = B 2 + iCB- iBC + C 2 •

Hence A* A = AA * if and only if CB = BC, and so (a) and (c) are equivalent.
•
2.17. Proposition. If A E81(£), the following statements are equivalent.
(a) A is an isometry.
(b) A*A=I.
(c) (Ah,Ag) = (h,g) for all h,g in£.
PROOF. The proof that (a) and (c) are equivalent was seen in Proposition 1.5.2.
Note that if h,gE£, then (A*Ah,g) = (Ah,Ag). Hence (b) and (c) are easily
seen to be equivalent. •

2.18. Proposition. If AE81(£), then the following statements are equivalent.

(a) A*A=AA*=I.
(b) A is unitary. (That is, A is a surjective isometry.)
(c) A is a normal isometry.
PROOF. (a)=>(b): Proposition 1.5.2.
(b)=> (c): By (2.17), A* A = I. But it is easy to see that the fact that A is a
surjective isometry implies that A - 1 is also. Hence by (2.17) I= (A - 1 )* A - 1 =
(A*)- 1 A - 1 = (AA*)-I; this implies that A* A= AA* =I.
(c)=>(a): By (2.17), A*A =I. Since A is also normal, AA* = A*A =I and
so A is surjective. •

We conclude with a very important, though easily proved, result.

2.19. Theorem. If AE81(£), then ker A= (ran A*)1..

PROOF. If hEkerA and gE£, then (h,A*g)=(Ah,g)=O, so kerA£:
(ranA*)1.. On the other hand, if hl.ranA* and gE£, then (Ah,g) =
(h, A*g) = 0; so (ran A*)l. £: ker A. •

Two facts should be noted. Since A**= A, it also holds that ker A*=
(ranA)1.. Second, it is not true that (ker A)J. =ran A* since ran A* may not
36 II. Operators on Hilbert Space

be closed. All that can be said IS that (ker A).L = cl(ran A*) and
(ker A*).L = cl(ran A).

EXERCISES
l. Prove Proposition 2.5.
2. Prove Proposition 2.6.
3. Verify the statement in Example 2.8.
4. Verify the statement in Example 2.9.
5. Find the adjoint of a diagonal operator (Exercise 1.8).
6. Let S be the unilateral shift and compute SS* and S* S. Also compute S" S*" and
S*"S".
7. Compute the adjoint of the Volterra operator V (1.7) and V + V*. What is
ran(V + V*)?
8. Where was the hypothesis that Jf is a Hilbert space over CC used in the proof
of Proposition 2.12?
9. Suppose A = B + iC, where B and C are hermitian and prove that B =
(A+ A*)/2, C =(A- A*)/2i.
10. Prove Proposition 2.15.
11. If A and B are self-adjoint, show that AB is self-adjoint if and only if AB = BA.
12. Let l::'=oiX•z" be a power series with radius of convergence R, 0 < R::::;; oo. If
Ae86'(Jf) and I A II< R, show that there is an operator Tin 86'(£') such that for
any h,g in Jf, <Th,g)=L.;'= 0 1X.<A"h,g). [If f(z)=L,IX.z", the operator Tis
usually denoted by /(A).]
13. Let A and T be as in Exercise 12 and show that II T- L.: = 0 IXkAk II -+ 0 as n-+ oo.
If BA = AB, show that BT = TB.
14. Ifj(z)=expz=L.;'= 0 z"/n! and A is hermitian, show thatf(iA) is unitary.
15. If A is a normal operator on Jf, show that A is injective if and only if A has
dense range. Give an example of an operator B such that kerB = (0) but ran B
is not dense. Give an example of an operator C such that C is surjective but
kerC =1=(0).
16. Let M"' be a multiplication operator (1.5) and show that ker M"' = 0 if and only
if J1( {x: if>(x) = 0}) = 0. Give necessary and sufficient conditions on if> that ran M"'
be closed.

§3. Projections and Idempotents; Invariant and

Reducing Subspaces
3.1. Definition. An idempotent on :Yf is a bounded linear operator E on :Yf
such that E2 =E. A projection is an idempotent P such that ker P =(ran P).L.
§3. Projections and Idempotents; Invariant and Reducing Subspaces 37

If A~ Yf, then P« is a projection (Theorem 1.2.7). It is not difficult to

construct an idempotent that is not a projection (Exercise 1).
Let E be any idempotent and set A = ran E and JV = ker E. Since E is
continuous, JV is a closed subspace of Yf. Notice that (I - E) 2 = I- 2E + E 2 =
I- 2E + E =I - E; thus I-E is also an idempotent. Also, 0 =(I- E)h =
h - Eh, if and only if Eh = h. So ran E 2 ker(J - E). On the other hand, if
hE ran E, h = Eg and so Eh = E 2 g = Eg = h; hence ran E = ker(/- E).
Similarly, ran(/- E)= ker E. These facts are recorded here.

3.2. Proposition. (a) E is an idempotent if and only if I-E is an idempotent.

(b) ran E = ker(/- E), ker E =ran(/- E), and both ran E and ker E are closed
linear subspaces of Yf. (c) If A= ran E and JV = ker E, then A nJV = (0)
and ..H +.AI= .1f.

The proof of part (c) is left as an exercise. There is also a converse to (c).
If A, JV ~ Yf, An JV = (0), and A+ JV = Yf, then there is an idempotent
E such that j { =ran E and JV = ker E; moreover, E is unique. The difficult
part in proving this converse is to show that E is bounded. The same fact is
true in more generality (for Banach spaces) and so this proof will be
postponed.
Now we turn our attention to projections, which are peculiar to Hilbert
space.

3.3. Proposition. If E is an idempotent on Yf and E =f. 0, the following statements

are equivalent.
(a) E is a projection.
(b) E is the orthogonal projection of Yf onto ran E.
(c) II Ell= l.
(d) E is hermitian.
(e) E is normal.
(f) ( Eh, h) ~ 0 for all h in Yf.
PROOF. (a)=>(b): Let A= ran E and P = P.H· If hE£, Ph= the unique vector
in A such that h- PhEAj_ =(ran E)j_ = ker E by (a). But h- Eh =(I- E)hE
ker E. Hence Eh = Ph by uniqueness.
(b)=>(c): By (1.2.7), II E II~ l. But Eh = h for h in ran E, so II E II= 1.
(c)=>(a): Let hE(ker E)j_. Now ran(/- E)= ker E, soh- EhEker E. Hence
0 = <h - Eh, h) = II h 11 2 - <Eh, h). Hence II h 11 2 = <Eh, h) ~ II Eh II II h II ~
llhll 2 . So for h in (kerE)\ IIEhll=llhii=(Eh,h) 112 • But then for h
in (ker E) j_,

II h - Eh 11 2 = II h 11 2 - 2 Re <Eh, h) + II Eh 11 2 = 0.
That is, (ker E)j_ 5; ker(I- E)= ran E. On the other hand, if gEran E,
g=g 1 +g 2 , where g 1 EkerE and g 2 E(kerE)j_. Thus g=Eg=Eg 2 =g 2 ; that
is, ran E 5; (ker E)j_. Therefore ran E = (ker E)j_ and E is a projection.
38 II. Operators on Hilbert Space

(b)=>(f): If hE£, write h=h 1 +h 2 , h 1 EranE, h 2 EkerE=(ranE).l. Hence

( Eh, h)= (E(h 1 + h2 ), h 1 + h2 ) = ( Eh 1 , h 1 ) = ( h 1 , h 1 ) = II h 1 11 2 ~ 0.
(f)=>(a): Let h 1 EranE and h 2 EkerE. Then by (f), O~(E(h 1 +h 2 ),
h 1 +h 2 )=(h 1 ,h 1 )+(h 1 ,h 2 ). Hence -llh 1 ll 2 ~(h 1 ,h 2 ) for all h 1 in
ran E and h2 in ker E. If there are such h 1 and h2 with ( h 1 , h2 ) = ri i= 0, then
substituting k 2 = - 2et- 1 ll h 1 11 2 h 2 for h2 in this inequality, we obtain
-II h 1 1 2 ~ -211 h 1 11 2 , a contradiction. Hence (h 1 , h 2 ) = 0 whenever
h 1 Eran E and h 2 Eker E. That is, Eisa projection.
(a)=>(d): Let h, gE£' and put h = h 1 + h2 and g = g 1 + g 2 , where
h 1,g 1 EranE and h 2 ,g 2 EkerE=(ranE).l. Hence (Eh,g)=(h 1,g 1 ). Also,
(E*h,g) = (h, Eg) = (h 1,g 1 ) = (Eh,g). Thus E = E*.
(d)=>(e): clear.
(e) =>(a): By (2.16), II Eh II = II E*h II for every h. Hence ker E = ker E*. But
by (2.19), ker E* =(ran E).l, so E is a projection. •

Note that by part (b) of the preceding proposition, if E is a projection

and A= ran E, then E = P.lf·
Let P be a projection with ran P = A and ker P = JV. So both A and
JV are closed subspaces of £' and, hence, are also Hilbert spaces. As in
(1.6.1 ), we can form A EB %. If U: A EB JV .--.£'is defined by U(h EB g)= h + g
for h in A and g in JV, then it is easy to see that U is an isomorphism.
Making this identification, we will often write £' = A EB JV.
More generally, the following will be used.

3.4. Definition. If {A;} is a collection of pairwise orthogonal subs paces of

£', then
EB;A; =
V ;A;.
If A and JV are two closed linear subspaces of £', then
A 8% =A nJV.i.
This is called the orthogonal difference of A and JV.
Note that if A, JV ~ £' and A 1_ JV, then A+ JV is closed. (Why?)
Hence A EB JV =A+ JV. The same is true, of course, for any finite collection
of pairwise orthogonal subspaces but not for infinite collections.

3.5. Definition. If A E81J(Jf') and A~£', say that A is an invariant subspace

for A if AhE.A whenever hE A. In other words, if AA <;;A. Say that A is
a reducing subspace for A if AA <;; A and AA .l <;; A .1.

If Jl ~ £', then £'=A~ A .1. If AE81J(Jf'), then A can be written as a

2 x 2 matrix with operator entries,

3.6 A=[; ~l
where WE81J(A), XE!!J(Jt.l,A), YE81J(A,A.l), and ZE!!J(A.i).
§3. Projections and Idempotents; Invariant and Reducing Subspaces 39

3.7. Proposition. If A EBi(Jr), .A~ Jr, and P = P .Jt. then statements (a) through
(c) are equivalent.
(a) .A is invariant for A.
(b) PAP= AP.
(c) In (3.6), Y = 0.
Also, statements (d) through (g) are equivalent.
(d) .A reduces A.
(e) PA = AP.
(f) In (3.6), Y and X are 0.
(g) .A is invariant for both A and A*.
PROOF. (a)=>(b): If hEJr, PhEvll. So APhEvll. Hence, P(APh) = APh. That
is, PAP=AP.
(b)=>(c): If P is represented as a 2 x 2 operator matrix relative to
Jr =.A (f) .A 1., then

P=[~ ~l
Hence,

PAP=[~ ~]=AP=[~ ~l
So Y=O.
(c)=>(a): If Y = 0 and hE.A, then

(d)=>(e): Since both .A and .AJ. are invariant for A, (b) implies that
AP =PAP and A(I- P) = (1- P)A(I- P). Multiplying this second equation
gives A - AP = A - AP- P A + PAP. Thus P A =PAP= AP.
(e)=> (f): Exercise.
(f)=>(g): If X= Y = 0, then

A = [: ~ J and A* = [ ~* ;. J.
By (c), .A is invariant for both A and A*.
(g)=>(d): If hE.AJ. and gE.A, then (g, Ah) = (A*g, h)= 0 since A*gE.A.
Since g was an arbitrary vector in .A, AhEvll 1.. That is, AM J. ~ vH 1.. •

If .A reduces A, then X = Y = 0 in (3.6). This says that a study of A is

reduced to the study of the smaller operators W and Z. This is the reason
for the terminology.
If A EBi(Jr) and .A is an invariant subspace for A, then A I.A is used to
denote the restriction of A to .A. That is, A I.A is the operator on .A defined
40 II. Operators on Hilbert Space

by(AI,Jt)h = Ah whenever hEA. Note that AIAE86'(A)and II AlA II :S; II A 11-

Also, if A is invariant for A and A has the representation (3.6) with Y = 0,
then W =AlA.

EXERCISES
=
I. Let .ff be the two-dimensional real Hilbert space .R2 , let .41 {(x,O)ER 2 : xER}
and let A"= { (x, xtan 0): xER}, where 0 < l:l < !n. Find a formula for the
idempotent E0 with ran E0 = .41 and ker E0 = %. Show that II E0 II =(sin l:l)- 1 .
2. Prove Proposition 3.2 (c).
3. Let{~#;: iEI} be a collection of closed subspaces of Jf and show that n{Jt/":
iEI} = [ V {.41;: iEI} F and [n {.41;: iEI} F = V {.41/·: iEI}.
4. Let P and Q be projections. Show: (a) P + Q is a projection if and only if
ran P .l ran Q. If P + Q is a projection, then ran(P + Q) =ran P +ran Q and
ker(P + Q) = ker P n ker Q. (b) PQ is a projection if and only if PQ = QP. If PQ
is a projection, then ran PQ = ran P n ran Q and ker PQ = ker P + ker Q.
5. Generalize Exercise 4 as follows. Suppose {.41;: iEI} is a collection of subspaces
of £ such that .41; .l.411 if i ¥= }. Let P; be the projection of .ff onto .41; and
show that for all h in ff,L_{P;h: iEI} converges to Ph, where Pis the projection
of£ onto V {.4/;:iEl}.
6. If P and Q are projections, then the following statements are equivalent. (a) P- Q
is a projection. (b) ran Q s; ran P. (c) PQ = Q. (d) QP = Q. If P- Q is a projection,
then ran(P- Q) =(ran P) 8 (ran Q) and ker(P- Q) =ran Q + ker P.
7. Let P and Q be projections. Show that PQ = QP if and only if P + Q- PQ is a
projection. If this is the case, then ran(P + Q- PQ) =ran P +ran Q and
ker(P + Q- PQ) = ker PnkerQ.
8. Give an example of two noncommuting projections.
9. Let AE86'(.ff) and let %=graph As;JfEjJ£. That is, fi={hEBAh: hE£}.
Because A is continuous and linear, % ::::; .ff EB .ff. Let .41 = Jf EB (0)::::; Jf EB .ff.
Prove the following statements. (a) Jt n AI = (0) if and only if ker A = (0).
(b) .eft+ Y is dense in .#' EB Jf if and only if ran A is dense in ff.
(c) J/t + .t · = Yf EB ff if and only if A is surjective.
10. Find two closed linear subspaces ult, A" of an infinite dimensional Hilbert space
ff such that .41 n% = (0) and .41 +% is dense in .ff, but .41 + A" ¥= Jf.
II. Define A: 12 (Z)-+1 2 (Z) by A( ... ,IX_ 1 ,& 0 ,1X 1, ••. )=( ... ,&_ 1 ,1X 0 ,1X 1 , ••• ), where sits
A

above the coefficient in the 0-place. Find an invariant subspace of A that does
not reduce A. This operator is called the bilateral shift.
12. Let Jl=Area measure on [)=:{zEd:: lz\<1} and define A: L2 (J1)-+L2(J1) by
(Af)(z) = zf(z) for jzj < I and fin e(Jl). Find a nontrivial reducing subspace for
A and an invariant subspace that does not reduce A.
§4. Compact Operators 41

§4. Compact Operators

It turns out that most of the statements about linear transformations on
finite dimensional spaces have nice generalizations to a certain class of
operators on infinite dimensional spaces-namely, to the compact operators,
Let ball .Yf denote the closed unit ball in .Yf.

4.1. Definition. A linear transformation T: .Yf--+% is compact if T(ball .Yf)

has compact closure in %. The set of compact operators from .Yf into %
is denoted by f!l 0 (.Yf, %), and f11 0 (.Yf) = f!l 0 (.Yf, .Yf).

4.2. Proposition. (a) f!l 0 (.Yf, %) s;: f!l(.Yf, %).

(b) P4 0 (Yf, f) is a linear space and if { Tn} s;: f!l 0 (.Yf, f) and TEffl(.Yf, f) such
that II Tn- T II-+ 0, then T Ef11 0 (.Yf, %).
(c) If AEPA(.Yf), BEffl(f), and TEP4 0 (.Yf,f), then TA and BTEP4 0 (.Yf,f).
PROOF. (a) If TEf!l 0 (.Yf,f), then cl[T(ball .Yf)] is compact in f . Hence
there is a constant C > 0 such that T(ball .Yf) s;: {kEf: II k II ~ C}. Thus
II Til ~c.
(b) It is left to the reader to show that P4 0 (.Yf, f) is a linear space. For
the second part of (b), it will be shown that T(ball .Yf) is totally bounded.
Since f is a complete metric space, this is equivalent to showing that
T(ball .Yf) has compact closure. Let e > 0 and choose n such that
II T- Tn II < e/3. Since Tn is compact, there are vectors h1, .•. , hm in ball .Yf
such that Tn(ball .Yf) s;: Uj= 1 B(Tnhi; e/3). So if I h II ~ 1, there is an hi with
I Tnhi- Tnh I < e/3. Thus
II Thi- Th II ~ II Thi- Tnhj II + II Tnhj- Tnh II + II Tnh- Th II
< 211 T - T" II + e/3
<e.
Hence T(ball .Yf) s;: Uj= 1 B(Thi;e).
The proof of (c) is left to the reader.
•
4.3. Definition. An operator T on .Yf has finite rank if ran T is finite
dimensional. The set of continuous finite rank operators is denoted by
fAoo(.Yf, f); ffloo(.Yf) = fAoo(.Yf, .Yf).

It is easy to see that f11 00 (.Yf, f) is a linear space and P4 00 (.Yf, f) s;:
P4 0 (.Yf, f) (Exercise 2). Before giving other examples of compact operators,
however, the next result should be proved.

4.4. Theorem. If TEf!l(Yf, f), the following statements are equivalent.

(a) T is compact.
(b) T* is compact.
(c) There is a sequence {Tn} ofoperators offinite rank such that II T- Tn II-+ 0.
42 II. Operators on Hilbert Space

PROOF. (c):;.(a): This is immediate from (4.2b) and the fact that
~oo(.Yf', .Jt'") £ ~o(.Yf', .Jt'").
(a) :;.(c): Since cl [ T(ball Jff')] is compact, it is separable. Therefore
cl(ran T) = 2 is a separable subspace of .Jf". Let {e 1 , e2 , .•. } be a basis for
2 and let P,. be the orthogonal projection of .Jf" onto V {e/ 1:::;; j:::;; n}. Put
T,. = P,. T; note that each T,. has finite rank. It will be shown that II T,.- T II -t 0,
but first we prove the following:

Claim. If hEJff', II T,.h- Th II -tO.

In fact, k=ThE2, so IIP,.k-kll-tO by (1.4.13d) and (1.4.7). That is,
II P,. Th - Th II -t 0 and
the claim is proved.
Since T is compact, if e > 0, there are vectors h 1, •.• , hm in ball Jff such
that T(ball Jff')£U7= 1 B(Thi;e/3). So if llhll::;;1, choose hi with
II Th- Thi I < e/3. Thus for any integer n,

II Th- T,.h II :::;; I Th- Thj I + I Thj- T,.hj I + I p ,.(Thj- Th) I

:::;; 2 II Th- Thi I + II Thi- T,.hi II
:::;; 2e/3 + I Thi- T,.hi II.

Using the claim we can find an integer n0 such that I Thi- T,.hi II < e/3 for
1 :::;; j:::;; m and n;;:: n0 . So II Th- T,.h II < e uniformly for h in ball Jff'. Therefore
II T- T,.ll < e for n ;;:: n0 .
(c):;.(b): If {T,.} is a sequence in ~ 00 (£, .Jt'") such that II T,.- T li-tO, then
I T:- T* II= II T,.- T li-tO. But r:E~ 00 (Jff, .Jf") (Exercise 3). Since (c)
implies (a), T* is compact.
(b):;. (a): Exercise. •

A fact emerged in the proof that (a) implies (c) in the preceding theorem
that is worth recording.

4.5. Corollary. If TE~ 0 (Jff, .Jf"), then cl(ran T) is separable and if {e,.} is a
basis for cl(ran T) and P,. is the projection of .Jf" onto V {ei: 1:::;; j:::;; n}, then
IIP,.T- Til-tO.

4.6. Proposition. Let Jff be a separable Hilbert space with basis {e,.}; let
{a,.}£ F' with M =sup{ Ia,. I: n;;:: 1} < oo. If Ae,. = a,.e,. for all n, then A extends
by linearity to a bounded operator on Jff with I A II = M. The operator A is
compact if and only if a,.-t 0 as n -too.
PROOF. The fact that A is bounded and II A II = M is an exercise; such an
operator is said to be diagonalizable (see Exercise 1.8). Let P,. be the projection
of Jff onto V {e 1 , ... ,e,.}. Then A,.=A-AP,. is seen to be diagonalizable
with A,.ei = aiei if j > n and A,.ei = 0 if j:::;; n. So AP,.E~ 00 (Jff') and
I A,. II =sup{ lai I: j > n}. If a,. -tO, then II A,. li-tO and so A is compact since
§4. Compact Operators 43

it is the limit of a sequence of finite-rank operators. Conversely, if A is

compact, then Corollary 4.5 implies I A./I --+ 0; hence Q:•--+ 0. •

4.7. Proposition.If(X,O.,J.L)isameasurespaceandkEL2 (X X x,n X Q,Jl X J.L),

then

f
(Kf)(x) = k(x, y)f(y)dJ.L(Y)

is a compact operator and // K II ~ II k //z.

The following lemma is useful for proving this proposition. The proof is
left to the reader.

4.8. Lemma. If {ei: iEI} is a basis for L2 (X,Q,Jl) and

cf>ij(x, y) = eix)ei(y)
for i,j in I and x,y in X, then {cf>ii:i, jEI} is an orthonormal set in L2 (X x X,
Q x Q, 11 x J.L). If k and K are as in the preceding proposition, then
(k,cf>ii) = (Kej,ei>·
PROOF OF PROPOSITION 4.7. First we show that K defines a bounded operator.
In fact, if /EL2 (J.L), //Kf/1 2 = flfk(x,y)f(y)dJ.L(yWdJ.L(x)~f<f/k(x,yWdJ.L(Y))·
(fif(yWdJ.L(y)}dJ.L(X)= 1/k/1 2 1/f/1 2 • Hence K is bounded and 1/KII ~ llkll 2 •
Now let {ed be a basis for L2 (J.L) and define cf>ii as in Lemma 4.8. Thus

llkll 2 ~ Li(k,cf>ii)/ 2 = Li(Kej,e)/ 2 •

i,j i,j
Since kEL2 (J.L x J.L), there are at most a countable number of i and j such
that (k, cf>ii) i= 0; denote these by {1/Jkm: 1 ~ k, m < oo }. Note that< Kej, ei) = 0
unless c/>iiE {1/1 km }. Let 1/1 km(x, y) = ek(x)em(y), let P. be the orthogonal projection
onto V {ek: 1 ~ k ~ n}, and put K. = KP. + P.K- P.KP.; so K. is a finite
rank operator. We will show that I K- K. II --+0 as n--+ oo, thus showing that
K is compact.
Let f EiJ(J.L) with II! 1 2 ~ 1; so f = LjQ:jej. Hence

1/Kf- K.f/1 2 = Li (Kf- K.f,e)/ 2

i

= ~~~Q:j((K- K.)ej,ei)l
2

= ~~~Q:m((K- K.)em,ek)l 2

~ ~ [ ~ /Q:m/ 2
][ ~ /((K- K.)em,ek)/ 2
J
44 II. Operators on Hilbert Space

~II f 1 2 L L I<Kem,ek)- <KPnem,Pnek)

k m

00

= I
k=n+1 m=n+1

00

= I
k=n+ 1 m=n+ 1

Since Lk,m I< k, 1/1 km >12 < oo, n can be chosen sufficiently large such that for
any e > 0 this last sum will be smaller than e2 • Thus I K - K. II -+ 0. •

In particular, note that the preceding proposition shows that the Volterra
operator (1.7) is compact.
One of the dominant tools in the study of linear transformation on
finite dimensional spaces is the concept of eigenvalue.

4.9. Definition. If A E.s?l( Jf'), a scalar a is an eigenvalue of A if ker( A - a) =f. (0).

If h is a nonzero vector in ker(A - a), h is called an eigenvector for a; thus
Ah = ah. Let a p(A) denote the set of eigenvalues of A.

4.10. Example. Let A be the diagonalizable operator in Proposition 4.6. Then

ap(A)={a 1 ,a 2 , ... }. If aEap(A), let la={jEIN: ai=a}. Then his an
eigenvector for a if and only if hE V {ei: jEJ a}·

4.11. Example. The Volterra operator has no eigenvalues.

4.12. Example. Let hEYf = L~(- rc, rc) and define K: Jf'-+ Jf' by (Kf)(x) =
(2rc)- 112 f~" h(x- y)f(y)dy. If Jc. = (2rc) - 112 r"
h(x) exp(- inx)dx = h(n), the
nth Fourier coefficient of h, then Ke. = Jc.en, where en(x) = (2rc) - 112 exp(- inx).

The way to see this is to extend functions in L~(- rc, rc) to IR by periodicity
and perform a change of variables in the formula for (Ken)(x). The details are
left to the reader.
Operators on finite dimensional spaces over <C always have eigenvalues.
As the Volterra operator illustrates, the analogy between operators on finite
dimensional spaces and compact operators breaks down here. If, however,
a compact operator has an eigenvalue, several nice things can be said if the
eigenvalue is not zero.

4.13. Proposition. If TE.s?l 0 (Jf'), AEap(T), and A =f. 0, then the eigenspace
ker(T- }.) is finite dimensional.
PROOF. Suppose there is an infinite orthonormal sequence {en} in ker(T- A).
Since T is compact, there is a subsequence {en.} such that {Ten.} converges.
§4. Compact Operators 45

Thus, {TenJ is a Cauchy sequence. But for nk ~ ni, II Tenk- TenJ 2 =

II Ae"k - Ae"J 11 2 = 21 A12 > 0 since A ~ 0. This contradiction shows that
ker(T- A) must be finite dimensional. •

The next result on the existence of eigenvalues is not a practical way to

show that a specific example has a nonzero eigenvalue, but it is a good
theoretical tool that will be used later in this book (in particular, in the next
section).

4.14. Proposition. If Tis a compact operator on :Yf, A~ 0, and inf{ II (T- A)h II:
II h II = 1} =0, then AEa p(T).
PROOF. By hypothesis, there is a sequence of unit vectors {h"} such that
II (T- A)h" II-+ 0. Since T is compact, there is a vector f in :Yf and a sub-
sequence {hnJ such that II Th"k- f 11--.0. But hnk =A - 1 [(A- T)h"k + Th"k]--.
A- 1f. So 1 = IIA- 1fll = 1Ar 1 llfll and f ~0. Also, it must be that
Th"k --+A - 1 Tf. Since Th"k--. f, f =A - 1 Tf, or Tf = Aj. That is, feker(T- A)
and f ~ 0, so AEa p(T). •

4.15. Corollary. If T is a compact operator on :Yf, A~ 0, Af/,ap(T), and

~f. a p(T*), then ran(T- A)= :Yf and (T- A)- 1 is a bounded operator on :Yf.
PRooF. Since Af/,a p(T), the preceding proposition implies that there is a constant
c > 0 such that II (T- A)h II ~ c II h II for all h in :Yt'. Iff eel ran(T- A), then
there is a sequence {hn} in :Yf such that (T- A)hn-. f. Thus
II h"- hm II ~ c - 1 II (T- A)h"- (T- A)hm II and so {hn} is a Cauchy sequence.
Hence h"--. h for some h in :Yt'. Thus (T- A)h =f. So ran(T- A) is closed
and, by (2.19), ran(T- A)= [ker(T- A)*].L = :Yf, by hypothesis.
So for fin .if let Af =the unique vector h such that (T- A)h =f. Thus
(T- A)Af = f for all f in .if. From the inequality above, c II Af II ~
II(T-A.)Afll=llfll. So IIAfll~c- 1 11!11 and A is bounded. Also,
(T- A.)A(T- A)h = (T- A)h, so 0 = (T- A.)[A(T- A)h- h]. Since A. f. a p(T),
A(T- A)h =h. That is, A= (T- A)- 1 . •

It will be proved in a later chapter that if A. f. a p(T) and A.~ 0, then If, a p(T*).
More will be shown about arbitrary compact operators in Chapter VI.
In the next section the theory of compact self-adjoint operators will be
explored.

EXERCISES
l. Prove Proposition 4.2(c).

2. Show that every operator of finite rank is compact.

3. If TE~ 00 (Jf, .Jf'), show that T*E~ 00 (.Jf',Jf) and dim(ran T) = dim(ran T*).
4. Show that an idempotent is compact if and only if it has finite rank.
46 II. Operators on Hilbert Space

5. Show that no nonzero multiplication operator on L2(0, 1) is compact.

6. Show that if T: .tf-+ :t{ is a compact operator and {e.} is any orthonormal
sequence in .tf, then II Te.ll-+ 0. Is the converse true?
7. If Tis compact and .A is an invariant subspace forT, show that TI.A is compact.
8. If h, ge:tr, define T: .tf -+.tf by Tf = (f,h)g. Show that T has rank 1 [that is,
dim(ran T) = 1]. Moreover, every rank 1 operator can be so represented. Show
that if T is a finite rank operator, then there are orthonormal vectors e1 , ... , e.
and vectors g 1, ... , g. such that Th = L.;= 1 (h, ei)gi for all h in .tf. In this case
show that T is normal if gi = )..iei for some scalars At> ... ,)..•. Find u p(T).
9. Show that a diagonalizable operator is normal.
10. Verify the statements in Example 4.10.
11. Verify the statement in Example 4.11.
12. Verify the statement in Example 4.12. (Note that the operator Kin this example
is diagonalizable.)
13. If T.eel(.tt.), n ~ 1, with sup. II T.ll < oo and T = EB:=
1 T. on .tf = EB:= 1 .tt.,
show that T is compact if and only if each T. is compact and II T.ll-+ 0.
14. In Lemma 4.8, show that if e(X, n, Jl) is separable, then {IP;i} is a basis for
L2 (X X X, n X n, ll X Jl). What if L2(X,fl,Jl) is not separable?

§5*. The Diagonalization of Compact

Self-Adjoint Operators
This section and the remaining ones in this chapter may be omitted if the
reader intends to continue through to the end of this book, as the material
in these sections (save for Section 6) will be obtained in greater generality
in Chapter IX. It is worthwhile, however, to examine this material even if
Chapter IX is to be read, since the intuition provided by this special case is
valuable.
The main result of this section is the following.

5.1. Theorem. If T is a compact selfadjoint operator on Jt', then T has only

a countable number ofdistinct eigenvalues. If{ A. 1 , A. 2 , ••. } are the distinct nonzero
eigenvalues of T, and P. is the projection of Jt' onto ker(T- A..), then
P.P m = Pmpn = 0 if n -:f. m, each A.. is real, and

5.2

where the series converges to T in the metric defined by the norm of £1J(Jt').
[Of course, (5.2) may be only a finite sum.]
§5. The Diagonalization of Compact Self-Adjoint Operators 47

The proof of Theorem 5.1 requires a few preliminary results. Before begin-
ning this process, let's look at a few consequences.

5.3. Corollary. With the notation of (5.1 ):

(a) ker T = [ V {P.Yf: n ~ 1} ]j_ =(ran T)j_;
(b) each P. has finite rank;
(c) II Til= sup{IA..I: n ~ 1} and A..~o as n~ oo.
PROOF. Since P.l_Pm for n#m, if hEYf, then (5.2) implies 11Thll 2 =
I.;;'; 1 I A..P.h 11 2 =I.;;'; 1 IA..I 2 II P.h 11 2 . Hence Th = 0 if and only if P.h = 0 for
all n. That is, hEker T if and only if hl_P.Yf for all n, whence (a).
Part (b) follows by Proposition 4.13.
For part (c), if ff = cl[ran T], ff is invariant for T. Since T = T*,
ff = (ker T)j_ and ff reduces T. So we can consider the restriction of T to
ff, Tiff. Now ff= V {P.Yf: n~ 1} by (a). Let {ej•>: 1 ~j~N.} be a basis
for P.Yf = ker(T- A..), so Tej•> = A..ej•> for 1 ~j ~ N •. Thus {ej•>: 1 ~j ~ N.,
n ~ 1} is a basis for ff and TIff is diagonalizable with respect to this basis.
Part (c) now follows by (4.6). •

The proof of (c) in the preceding corollary revealed an interesting fact that
deserves a statement of its own.

5.4. Corollary.If T is a compact self-adjoint operator, then there is a sequence

{,u.} of real numbers and an orthonormal basis {e.} for (ker T).L such that for
all h,
00

Th = L ,u.(h,e.)e•.
n;l

Note that there may be repetitions in the sequence {,u.} in (5.4). How
many repetitions?

5.5. Corollary. If TE£11 0 (£), T = T*, and ker T = (0), then Yf is separable.

Also note that by (4.6), if (5.2) holds, TE£31 0 (£).

To begin the proof of Theorem 5.1, we prove a few results about not
necessarily compact operators.

5.6. Proposition. If A is a normal operator and AE1F, then ker(A -A.)=

ker(A -A.)* and ker(A -A.) is a reducing subspace for A.
PRooF. Since A is normal, so is A - A.. Hence II (A - A.)h II = II (A - A.)* h II (2.16).
Thus ker(A- A.)= ker(A- A.)*. If hEker(A- A.), Ah = A.hEker(A- A.). Also
A*h = IhEker(A- A.). Therefore ker(A- A.) reduces A. •

5.7. Proposition. If A is a normal operator and A, ,u are distinct eigenvalues of

A, then ker(A -A.) 1_ ker(A- ,u).
48 II. Operators on Hilbert Space

PROOF. If hEker(A- A.) and gEker(A- Jl.), then the fact (5.6) that
A*g =jig implies that A.( h,g) = (Ah,g) = ( h, A*g) = (h, jig)= 11(h, g).
Thus ()" -Jl)(h, g)= 0. Since A. -11 # 0, h l_g. •
5.8. Proposition. If A= A* and AEap(A), then A. is a real number.
PRooF. If Ah = A.h, then Ah = A*h = Ih by (5.6). So (A.- I)h = 0. Since h can
be chosen different from 0, A. = X. •
The main result prior to entering the proof of Theorem 5.1 is to show
that a compact self-adjoint operator has nonzero eigenvalues. If (5.3c) is
examined, we see that there is a A.. in a p(T) with IA.. I= II T 11. Since the
preceding proposition says that A..ElR, it must be that A..= ± II T 11. That is,
either ± II T II EO' p(T). This is the key to showing that a p(T) is nonvoid.

5.9. Lemma. If T is a compact self-adjoint operator, then either ± II T II is an

eigenvalue of T.
PROOF. If T = 0, the result is clear. So suppose T ¥= 0. By Proposition 2.13
there is a sequence {h.} of unit vectors such that I( Th., h.) 1-+ II T 11. By
passing to a subsequence if necessary, we may assume that ( Th., h.) -+A., where
IA. I= II T II.It will be shown that AEa p(T). Since I.A. I= II T II, 0::::;; II (T- A.)h. 11 2 =
II Th. 11 2 - 2.A.( Thm h.)+ A. 2 ::::;; 2.A. 2 - 2.A.( Th., h.) -+0. Hence II (T- .A.)h. 11-+0.
By (4.14), AEO' p(T). •

PROOF OF THEOREM 5.1. By Lemma 5.9 there is a real number .A. 1 in aP(T)
with IA. 1 1= II T 11. Let tC 1 = ker(T- A. 1 ), P 1 =the projection onto tC 1 , .Yt' 2 = 6'f.
By (5.6) 6' 1 reduces T, so £ 2 reduces T. Let T2 = Tl£ 2; then T2 is a
self-adjoint compact operator on .Yt' 2. (Why?)
By (5.9) there is an eigenvalue .A. 2 for T 2 such that IA. 2 1= II T2 11. Let
Iff 2 = ker(T2 - A. 2). Note that (0) #Iff 2 ~ ker(T- .A. 2). If it were the case that
)" 1 =A 2 , then tff 2 ~ker(T-A. 1 )=tff 1 • Since tff 1 l_tff 2 , it must be that A. 1 ;i=A. 2 •
Let P 2 =the projection of .Yt' onto Iff 2 and put .Yt' 3 =(Iff 1 E9 Iff 2 )J.. Note that
II T2ll::::;; II Til so that I.A. 21::::;; IA. 1 1.
Using induction (give the details) we obtain a sequence {A..} of real
eigenvalues of T such that
(i) IA.~I~I.A.2I~ ... ;
(ii) If Iff.= ker(T- A..), IA.n+ 1 1 = II Tl(tff 1 E9 .. · E9 tff.)J.II.
By (i) there is a nonnegative number a: such that IA.. 1-+ a:.

Claim. a: = 0; that is, lim A.. = 0.

In fact, let e.Etff"' II e. II = 1. Since T is compact, there is an h in .Yt' and a

subsequence {e.J such that 11Te.1 -hll-+0. But e.l_em for n#m and
Te. 1 = A..ie"i' Hence II Te. 1 - Te., 11 2 = A.;1 +A.;,~ 2a: 2. Since {Te.J is a
Cauchy sequence, a:= 0.
§6. An Application: Sturm--Liouville Systems 49

Now put P. =the projection of Yf onto iff. and examine T- I.}= 1 A.iPi.
If hEiffk, 1 ~ k ~ n, then (T- L.'j= 1A.iP)h = Th- A.kh = 0. Hence iff 1EB ··· EB
iff.s;ker(T-L.)= 1 A.iP). If hE(iff 1EB···EBiff.)·L, then Pih=O for 1 ~j~n;
so (T- L.'j= 1 A.iP)h = Th. These two statements, together with the fact that
(iff 1EB · · · EB iff .).l reduces T, imply that

II T- J1 A.jPjll =II Tl(iff1 EB ... EBiff.).lll

= IA..+ 1 I-+ o.
Therefore the series I.;'= 1 A..P. converges in the metric of £?6'(Yf) to T. •

Theorem 5.1 is ca1led the Spectral Theorem for compact self-adjoint

operators. Using it, one can answer virtually every question about compact
hermitian operators, as will be seen before the end of this chapter.
If in Theorem 5.1 it is assumed that T is normal and compact, then the
same conclusion, except for the statement that each A.. is real, is true provided
that Yf is a <r-Hilbert space. The proof of this will be given in Section 7.

EXERCISES
I. Prove Corollary 5.4.
2. Prove Corollary 5.5.

3. Let K and k be as in Proposition 4. 7 and suppose that k(x, y) = k(y, x). Show that
K is self-adjoint and if {fl.} are the eigenvalues of K, each repeated dim ker(K -fl.)
times, then :L~ lfl.l 2 < oo.
4. If Tis a compact self-adjoint operator and {e.} and {fl.} are as in (5.4) and if his a
given vector in £', show that there is a vector f in £' such that Tf = h if and
only if h .l ker T and L.fl; 2 1< h, e.) 12 < oo. Find the form of the general vector f
such that Tf = h.
5. Let T, {fl.}, and {e.} be as in (5.4). If .l. # 0 and .l. # fln for any fl., then for every
h in £' there is a unique f in £' such that (.l.- T)f = h. Moreover,
f=r 1 [h+:L:= 1 .l..(.l.-.l..)- 1 <h,e.)e.]. Interpret this when Tis an integral
operator.

§6*. An Application: Sturm-Liouville Systems

In this section, [a, b] will be a proper interval with - oo <a< b < oo. C[a, b]
denotes the continuous functions/: [a, b]--+ 1R and for n ~ 1, c<"l[a, b] denotes
those functions in C[a, b] that haven continuous derivatives. C~[a, b] denotes
the corresponding spaces of complex-valued functions. We want to consider
the differential equation
6.1 - h" + qh- ).h = f,
50 II. Operators on Hilbert Space

where 2 is a given complex number, qeC[a,b], andfeL2 [a,b], together with

the boundary conditions
(a) ~Xh(a) + IX 1h'(a) = 0
6.2 {
(b) Ph( b)+ P1h'(b) = o'
where IX, IX 1, p, and P1 are real numbers and IX 2 +~Xi> 0, P2 +Pi> 0.
Equation (6.1) together with the boundary conditions (6.2) is called a
(regular) Sturm-Liouville system. Such systems arise in a number of physical
problems, including the description of the motion of a vibrating string. In
this section we will discuss solutions of the Sturm-Liouville system by relating
the system to a certain compact self-adjoint integral operator.
Recall that an absolutely continuous function h on [a, b] has a derivative
J:
a.e. and h(x) = h'(t) dt + h(a) for all x.
Define
~a= {hec~>[a,b]: h' is absolutely continuous,
h"eL2 [a,b], and h satisfies (6.2a)}.
~b is defined similarly but each h in ~b satisfies (6.2b) instead of (6.2a). The
space~= ~an~b·
Define L: ~-+L2 [a,b] by
6.3 Lh= -h" +qh.
Lis called a Sturm-Liouville operator.
Note that ~ is a linear space and L is a linear transformation. The
Sturm-Liouville problem thus becomes: if .Ice([ and f eL2 [a, b], is there an
h in ~ with (L- 2)h =f. Equivalently, for which 2 is fin ran(L- 2)?
By placing a suitable norm on~. L can be made into a bounded operator.
This does not help much. The best procedure is to consider (L- 2)- 1 .
Integration is the inverse of differentiation, and it turns out that (L- 2)- 1
(when we can define it) is an integral operator.
Begin by considering the case when 2 = 0. (Equivalently, replace q by
q- 2.) To define L - 1 (even if only on the range of L), we need that L is
injective. Thus we make an assumption;
6.4 if he~ and Lh = 0, then h = 0.
The first lemma is from ordinary differential equations and says that
certain initial-value problems have nontrivial (nonzero) solutions.

6.5. Lemma. If IX, IX 1, p, P1 eJR., IX 2 +~Xi> 0, and P2 +Pi> 0, then there are
functions ha, hb in ~ a• ~b• respectively, such that L(ha) = 0 and L(hb) = 0 and
ha, hb are real-valued and not identically zero.

The Wronskian of ha and hb is the function

W = det [:~ ::J = hah~- h~hb.

§6. An Application: Sturm-Liouville Systems 51

Note that W' = hah~ - h~hb = ha(qhb)- (qha)hb = 0. Hence W(x) = W(a) for
all x.

6.6. Lemma. Assuming (6.4), W(a) of. 0 and so ha and hb are linearly independent.
PROOF. If W(a) = 0, then linear algebra tells us that the column vectors in
the matrix used to define W(a) are linearly dependent. Thus there is a ). in
IR such that hb(a) = ),ha(a) and h~(a) = ).h~(a). Thus hbEE0 and L(hb) = 0. By (6.4),
hb = 0, contradiction. •

Put c = - W(a) and define g: [a, b] x [a, b]--+ 1R by

c- 1 ha(x)hb(y) if a~ x ~ y ~ b
6.7 g(x,y)= { -1 .
c hu(y)hb(x) tf a~ y ~ x ~b.

The function g is the Green function for L.

6.8. Lemma. The function g defined in (6.7) is real-valued, continuous, and

g(x,y) = g(y,x).
PROOF. Exercise.

6.9. Theorem. Assume (6.4). If g is the Green function for L defined in (6.7)

r
and G: L2 [a,b]-+U[a,b] is the integral operator defined by

(Gf)(x) = g(x,y)f(y)dy,

then G is a compact self-adjoint operator, ranG= !:0, LGf = f for all fin
L2 [a,b], and GLh = hfor all h in !:0.
PRooF. That G is self-adjoint follows from the fact that g is real-valued and
g(x,y)=g(y,x); G is compact by (4.7). Fixfin U[a,b] and put h=Gf.It

r
must be shown that hEf0.
Put

Ha(x) = c- 1 ha(Y)f(y)dy and Hb(x) = c- 1 f hb(y)f(y)dy.

r
Then

h(x) =

r r
g(x, y)f(y)dy

= C- 1 ha(y)hb(x)f(y)dy + c- 1 ha(x)hb(y)f(y)dy.

That is, h = Hahb + haHb. Differentiating this equation gives h' = (c- 1 haf)hb +
Hah~ + h~Hb + ha(- c- 1 hbf) = Hah~ + h~Hb a.e. Since Hah~ + h~Hb is absolutely
continuous, as part of showing that hEf0 we want to show the following.
52 II. Operators on Hilbert Space

Claim. h' = Hah~ + h~Hb everywhere.

Put <P = Hah~ + h~Hb and put 1/J(x) = h(a) + J:</J(y)dy. So <P and 1/1 are
absolutely continuous, h(a) = 1/J(a), and h' = 1/1' a.e. Thus h = 1/1 everywhere.
But 1/1 has a continuous derivative </J, so h does too. That is, the claim is
proved.
Differentiating h' = Hah~ + h~Hb gives that a.e., h" = (c- 1 haf)h~ + Hah; +
h:Hb+h~( -c- 1 hbf); since each of these summands belongs to L2 [a,b],
h" eL2 [a, b].
Because Ha(a) = 0 and hae~a• cxh(a) + cx 1h'(a) = cxha(a)Hb(a) +cx 1 h~(a)Hb(a) =
[cxha(a) + cx 1 h~(a)]Hb(a) = 0. Hence he~a· Similarly, he~b· Thus he~. Hence
ranGs;;;~.
Now to show that LGf =f. If h = Gf,L(h) =- h" + qh = -(c- 1 hah~f +
Hah; + h:Hb- c- 1 h~hbf] + q(Hahb + haHb) = (- h; + qhb)Ha + (- h: + qha)Hb +
c- 1 (h~hb- hah~)f = f since L(ha) = L(hb) = 0 and h~hb- hah~ = W =c.
If he~, then LheL2 [a, b]. So by the first part of the proof, LGLh = Lh.
Thus 0 = L(GLh- h). Since ker L = (0), h = GLh and so heran G. •

6.10. Corollary. Assume (6.4). If he~, A.e<r\{0}, and Lh = A.h, then Gh =A. - 1 h.
lfheL2 [a,b] and Gh=A.- 1 h, then he~ and Lh=A.h.
PROOF. This is immediate from the theorem.
•
6.11. Lemma. Assume (6.4). lfcxeap(G) and ex :;CO, then dim ker(G-cx)= l.
PROOF. Suppose there are linearly independent functions h 1, h 2 in ker(G- a:).
By (6.10), h 1, h 2 are solutions of the equation
- h" + (q- cx- 1)h = 0.
Since this is a second-order linear differential equation, every solution of it
must be a linear combination of h 1 and h 2 • But h 1, h 2 E~ so they satisfy (6.2).
But a solution can be found to this equation satisfying any initial conditions
at a-and thus not satisfying (6.2). This contradiction shows that linearly
independent h 1, h2 in ker(G- a:) cannot be found. •

6.12. Theorem. Assume (6.4). Then there is a sequence {A. 1, A. 2 , ... } of real
numbers and a basis {e 1,e 2 , ... } for L2 [a,b] such that
(a) O<IA.ti<IA- 2 1< ... and 1)-nl-+oo.
(b) ene~ and Len= A.nenfor all n.
(c) If A.#A.nfor any A.n andfEL2 [a,b], then there is a unique h in~ with
Lh -A.h =f.
(d) If A.= A.nfor some n andf eL2 [a, b], then there is an h in~ with Lh- A.h = f
if and only if ( f, en) = 0. If ( f, en) = 0, any two solutions of Lh- A.h =.f
differ by a multiple of en.
PROOF. Parts (a) and (b) follow by Theorem 5.1, Corollary 6.10, and
§6. An Application: Sturm-Liouville Systems 53

Lemma 6.1. For parts (c) and (d), first note that
6.13 Lh- A.h = f if and only if h- A.Gh = Gf.
This is, in fact, a straightforward consequence of Theorem 6.9.
(c) The case where A= 0 is left to the reader. If A. =I= An for any n, A- 1 ~a p(G).
Since G = G*, Corollary 4.15 implies G-). - 1 is bijective. So iff EL2 [a, b],
there is a unique h in L 2 [a,b] with Gf =(A. - 1 - G)h. Thus hE~ and (6.13)
implies L(h/A.)- A.(h/A.) =f.
(d) Suppose )0 =An for some n. If Lh- A.nh = f, then h- AnGh = Gf.
Hence ( Gf,en) = (h,e.)- An( Gh,e.) = (h,e.)- A..(h,Gen) = (h,e.)-
A..<- 1 (h, en)= 0. So 0 = ( Gf,en) = (f, Ge.) = A.n(f, en>· Hence f l_e •.
Since <C en= ker(G- A.; 1 ), [en] .L =.AI reduces G. Let G 1 = Gl%. So G 1 is
a compact self-adjoint operator on .AI and A.; 1 ~a p(Gd. By (4.15),
ran(G 1 - )0; 1 ) =.AI. As in the proof of (c), iff l_ e., there is a unique hand .AI
such that Lh- A..h =f. Note that h + rx.en is also a solution. If h 1 , h2 are two
solutions, h 1 - h 2 Eker(L- A..), so h 1 - h2 = rx.en. •

What happens if ker L =1= (0)? In this case it is possible to find a real number
J1 such that ker(L- p) = (0) (Exercise 6). Replacing q by q- Jl, Theorem 6.12
now applies. More information on this problem can be found in Exercises 2
through 5.

EXERCISES
1. Consider the Sturm-Liouville operator Lh = - h" with a= 0, b = 1, and for each
of the following boundary conditions find the eigenvalues P.n}, the eigenvectors
{e.}, and the Green function g(x,y): (a) h(O) = h(l) = 0; (b) h'(O) = h'(l) = 0; (c)
h(O) = 0 and h'(l) = 0; (d) h(O) = h'(O) and h(l) = - h'(l).
2. In Theorem 6.12 show that I.;;~ 1 2.- 2 < oo (see Exercise 5.3).
3. In Theorem 6.12 show that hE.@ if and only if hEL2 [a, b] and I.;;= 1 .1.;1 <h, e. W < oo.
If hE£:0, show that h(x) = L.:'~ 1 <h, e.) e.(x), where this series converges uniformly
and absolutely on [a,b].
4. In Theorem 6.12(c), show that h(x) = L.;:'= 1 (A..- A.)- 1 <f,e.)en(x) and this series
converges uniformly and absolutely on [a, b].
5. In Theorem 6.12(d), show that if f l_ e. and Lh- A..h = f, then h(x) =
L, 1 ,.(A.1 - }•• )- 1 <f,e1 )e)x)+rx.e.(x) for some rx., where the series converges
uniformly and absolutely on [a, b].
6. This exercise demonstrates how to handle the case in which ker L #- (0). (a) If

r
h,gEC(ll[a,b] with h',g' absolutely continuous and h", g"EL2 [a,b], show that

(h"g- hg") = [h'(b)g(b)- h(b)g'(b)]- [h'(a)g(a)- h(a)g'(a)].

(b) If h, gE£:0, show that <Lh, g)= <h, Lg ). (The inner product is in L2 [a, b].)
(c) If h, gE.@ and )., J1ElR, A.#- Jl, and if hEker(L- A.), gEker(L- Jl), then h l_ g.
(d) Show that there is a real number J1 with ker(L- Jl) = (0).
54 II. Operators on Hilbert Space

§7*. The Spectral Theorem and Functional Calculus

for Compact Normal Operators
We begin by characterizing the operators that commute with a diagonalizable
operator. If one considers the definition of a diagonalizable operator (4.6),
it is possible to reformulate it in a way that is more tractable for the present
purpose and closer to the form of a compact self-adjoint operator given in
(5.2). Unlike (4.6), it will not be assumed that the underlying Hilbert space
is separable.

7.1. Proposition. Let {Pi: iei} be a family of pairwise orthogonal projections

in ~(Jt"). (That is, PiPi = PiPi = 0 for i ::F j.) If heJt", then Li {Pih: iei}
converges in Jt" to Ph, where P is the projection of Jt" onto V {P;Jt": i E I}.
This appeared as Exercise 3.5 and its proof is left to the reader.
If {Pi: iei} is as in the preceding proposition and .A;= PiJt", then with
the notation of Definition 3.4, P is the projection of Jt" onto Ei3;.Ai. Write
P = Lipi· A word of caution here: Ph= LiPih, where the convergence is in
the norm of Jt". However, Lipi does not converge toP in the norm of ~(Jt").
In fact, it never does unless I is finite (Exercise 1).

7.2. Definition. A partition of the identity on Jt" is a family {Pi: iei} of pairwise
orthogonal projections on Jt" such that V iPiJt" = Jt". This might be indicated
by 1 = L;P; or 1 = tfJ;P;. [Note that 1 is often used to denote the operator
on Jt" defined by 1(h) = h for all h. Similarly if aeF', a is the operator defined
by a(h) = ah for all h.]

7.3. Definition. An operator A on Jt" is diagonalizable if there is a partition

of the identity on Jt", {P;: iei}, and a family of scalars {a;: iei} such that
sup; Ia;! < oo and Ah = a;h whenever he ran P;.
It is easy to see that this is equivalent to the definition given in (4.6) when
Jt" is separable (Exercise 2). Also, II A II = sup;! aJ
To denote a diagonalizable operator satisfying the conditions of(7.3), write
A= L, a;P; or A= tfJ;a;P;.
i

Note that it was not assumed that the scalars a; in (7.3) are distinct. There
is no loss in generality in assuming this, however. In fact, if a;= ai, then we
can replace P; and Pi with P; +Pi.

7.4. Proposition. An operator A on Jt" is diagonalizable if and only if there is

an orthonormal basis for Jt" consisting of eigenvectors for A.
PROOF. Exercise.

Also note that if A = tfJ;a;P;, then A*= tfJ;fi;P; and A is normal (Exercise 5).
§7. The Spectral Theorem and Functional Calculus 55

7.5. Theorem. If A= ffi;cx;P; is diagonalizable and all the ex; are distinct, then
an operator Bin ~(Jt') satisfies AB = BA if and only iffor each i, ran P; reduces
B.
PROOF. If all the IX; are distinct, then ran P; = ker(A -a;). If AB = BA and
Ah = cx;h, then ABh =BAh= B(cx;h) = a;Bh; hence Bheran P; whenever
heranP;. Thus ran P; is left invariant by B. Therefore B leaves V {ran Pi
j =1= i} =.#';invariant. But since ffi;P; = 1, .#'; = (ranPJL. Thus ran P; reduces
B.
Now assume that B is reduced by each ran P;. Thus BP; = P;B for all i.
If he.J't', then Ah = L,;cx;P;h. Hence BAh= L,;cx;BP;h = L,;cx;P;Bh = ABh.
(Why is the first equality valid?) •

Using the notation of the preceding theorem, if AB = BA, let B; = B Iran P ;·

Then it is appropriate to write B = ffi;B; on Jt' = ffi;(P;Jt'). One might
paraphrase Theorem 7.5 by saying that B commutes with a diagonalizable
operator if and only if B can be "diagonalized with operator entries."

7.6. Spectral Theorem for Compact Normal Operators. If T is a compact

normal operator on the complex Hilbert space Jt', then T has only a countable
number ofdistinct eigenvalues. If{ A. 1 , A. 2 , ... } are the distinct nonzero eigenvalues
ofT, and Pn is the projection of Jt' onto ker(T- A.n), then PnPm= Pmpn = 0
ifn =I= m and

7.7

where this series converges to T in the metric defined by the norm on ~Jt').

PROOF. Let A= (T + T*)/2, B = (T- T*)/2i. So A, Bare compact self-adjoint

operators, T = A + iB, and AB = BA since T is normal. The idea of the proof
is rather simple. We'll get started in this proof together but the reader will
have to complete the details.
By Theorem 5.1, A= L.~ anEn, where 1XnER, an=/= cxm if n =I= m, and En is the
projection of Jt' onto ker(A -an). Since AB = BA, the idea is to use
Theorem 7.5 and Theorem 5.1 applied to B to diagonalize A and B
simultaneously; that is, to find an orthonormal basis for Jt' consisting of
vectors that are simultaneously eigenvectors of A and B.
Since BA = AB, En.J't' = ft'n reduces B for every n (7.5). Let Bn = Blft'n;
then Bn = B: and dim ft'n < oo. Applying (5.1) (or, rather, the corresponding
theorem from linear algebra) to Bn, there is a basis {e1">: 1 ~j ~ dn} for ft'n
and real numbers {/3~">: 1 ~j ~ dn} such that Bne~n> = fJ~">e~">. Thus
Te<.n>
J
= Ae<.n>
J
+ iBe<.n>
J
=(exn + if3J1.">)eJ1.">.
Therefore {e~>: 1 ~j ~ dn, n ~ 1} is a basis for cl(ran A) consisting of
eigenvectors for T. It may be that cl(ran A)=/= cl(ran T). Since B is reduced
by ker A= (ran A).L and B0 =Biker A is a compact self-adjoint operator there
56 II. Operators on Hilbert Space

is an orthonormal basis {e)0 l: j ~ 1} for cl(ran B 0 ) and scalars {P)0 l: j ~ 1}

m.0 le(.J0 l. It follows that Te(.o)
such that Be~J0 l = PJ J
= iP~J0 le(.J0 l. Moreover,
ker T* 2ker Anker B 0 so cl(ran T)s;cl(ran A)fficl(ran B 0 ).
The remainder ofthe proof now consists in a certain amount ofbookeeping
to gather together the eigenvectors belonging to the same eigenvalues of T
and the performing of some light housekeeping chores to obtain the
convergence of the series (7.7) •

7.8. Corollary. With the notation of(7.6):

(a) ker T = [V {PnJf': n ~ 1}].L;
(b) each Pn has finite rank;
(c) II Til= sup{IA.nl: n ~ 1} and either Pn} is finite or A.n-40 as n-4 oo.

The proof of (7.8) is similar to the proof of (5.3).

7.9. Corollary. If T is a compact operator on a complex Hilbert space, then

T is normal if and only if T is diagonalizable.
If T is a normal operator which is not necessarily compact, there is a
spectral theorem for T which has a somewhat different form. This theorem
states that T can be represented as an integral with respect to a measure
whose values are not numbers but projections on a Hilbert space.
Theorem 7.6 will be a consequence of this more general theorem and
correspond to the case in which this projection-valued measure is "atomic."
The approach to this more general spectral theorem will be to develop a
functional calculus for normal operators T. That is, an operator ¢(T) will
be defined for every bounded Borel function ¢ on ([ and certain properties
of the map </Jf-+</J(T) will be deduced. The projection-valued measure will
then be obtained by letting JL(A) = x4 (T), where x4 is the characteristic function
of the set A. These matters are taken up in Chapter IX.
At this point, Theorem 7.6 will be used to develop a functional calculus
for compact normal operators. For the remainder of this section Jf' is a
complex Hilbert space.

7.10. Definition. Denote by l 00 (CC) all the bounded functions¢: ([-4([. If T

is a compact normal operator satisfying (7.7), define ¢(T): Jf'- Jf' by

L </J(A.n)Pn + </J(O)Po,
00

</J(T) =
n;l
where P 0 = the projection of Jf' onto ker T.
Note that ¢(T) is a diagonalizable operator and 11</J(T)II =sup{l¢(0)1,
I<PP-1) I, ... } (4.6). Much more can be said.

7.11. Functional Calculus for Compact Normal Operators. If T is a compact

normal operator on a CC-Hilbert space £, then the map </Jf-+</J(T) of
§7. The Spectral Theorem and Functional Calculus 57

l 00 (<C)--+ ~(Jf') has the following properties:

(a) ¢~-+¢(T) is a multiplicative linear map of l 00 (<C) into .1i(Jf'). If ¢ =1,
¢(T)= 1; if¢(z)=z on ap(T)u{O}, then ¢(T)= T.
(b) II¢(T)II =sup{l¢(.1c)l: AEap(T)}.
(c) ¢(T)* = ¢*(T), where ¢* is the function defined by ¢*(z) = ¢(z).
(d) If AE.1i(Jt') and AT= T A, then A¢(T) = ¢(T)A for all ¢ in l00 (<C).

PROOF. Adopt the notation of Theorem 7.6 and (7.10).

(a) If¢, r/JEl 00 (<C), then (¢1/J)(z) = ¢(z)r/J(z) for z in <C. Also, ¢(T)r/J(T)h =
[¢(0)Po + L ¢(An)PnJ [r/J(O)Po + L r/J(Am)P mJh = [¢(0)Po + I;,¢(Jc,)P,]
[r/I(O)P 0 h + Lmr/I(Am)P mhJ. Since P,P m= 0 when n # m, this gives that
¢(T)r/J(T)h = ¢(0)r/J(O)P0 h + I;,¢(.1c,)r/J(.Ic,)P,h = (¢1/J)(T)h. Thus ¢~-+¢(T) is
multiplicative. The linearity of the map is left to the reader. If ¢(z) = 1, then
¢(T)=1(T)=P 0 +1::'= 1 Pn=1 since {P0 ,P 1, ... } is a partition of the
identity. If ¢(z) = z, ¢(.1c,) =An and so ¢(T) = T.
Parts (b) and (c) follow from Exercise 5.
(d) If AT= TA, Theorem 7.5 implies that P 0 Jt',P 1 Jt', ... all reduce A.
Fix h, in PnJt', n ~ 0. If ¢El 00 (<C), then AhnEP,Jt' and so ¢(T)Ahn =
¢(),,)Ahn = A(¢(An)hn) = A¢(T)hn. If hEJf', then h = l::'=o h,, where hnEPn.
Hence ¢(T)Ah = l::'=o ¢(T)Ahn = L:'= 0 A¢(T)hn = A¢(T)h. (Justify the first
equality.) •

Which operators on Jr can be expressed as ¢(T) for some ¢ in l 00 (<C)?

Part (d) of the preceding theorem provides the answer.

7.12. Theorem. If Tis a compact normal operator on a <C-Hilbert space, then

{¢(T): ¢El 00 (<C)} is equal to
{BE.1i(Yf): BA = AB whenever AT= TA}.
PROOF. Half of the desired equality is obtained from (7.11d). So let BE~(Jf')
and assume that BA = AB whenever AT = T A. Thus, B must commute with
=
T itself. By (7.5), B is reduced by each PnJr Jr"' n ~ 0; put B, = Bl Jr n· Fix
n ~ 0 for the moment and let An be any bounded operator in .1i(Jf'n). Define
Ah = A,h if hEJf', and Ah = 0 if hE£ m• m # n, and extend A to Jr by linearity;
so A= EB:'=o Am where Am= 0 if m # n. By (7.5), AT= T A; hence BA = AB.
This implies that B,A, = A,B,. Since A, was arbitrarily chosen from .11(£ ,),
B, = p, for some P, (Exercise 7). If ¢: <C--+ <C is defined by ¢(0) = Po and
¢(.1c,) = P, for n ~ 1, then B = ¢(T). •

7.13. Definition. If A E.1i(Jf'), then A is positive if< Ah, h) ~ 0 for all h in Jr.
In symbols this is denoted by A ~ 0.

Note that by Proposition 2.12 every positive operator on a complex Hilbert

space is self-adjoint.
58 II. Operators on Hilbert Space

7.14. Proposition. If T is a compact normal operator, then T is positive if and

only if all its eigenvalues are non-negative real numbers.

PROOF. Let T = L.~ AnPn. If T;;?; 0 and hePn~ with II h II= 1, then Th = Anh.
Hence An= ( Th, h) ;;?; 0. Conversely, assume each An;;?; 0. If he~,
h = h0 + L.:'= 1 hn, where h0 eker T and hnEPn~ for n;;?; 1. Then Th = L~ Anhn.
Hence (Th, h)= (L,;'= 1 Anhn,ho + L.;:= 1 hm) = L:'= 1 L.;:=oAn(hm hm) =
L.:'= 1 An II hn 11 2 ;;?; 0 since (hm hm) = 0 when n =I= m. •

7.15. Theorem. If T is a compact self-adjoint operator, then there are unique

positive compact operators A, B such that T = A - B and AB = BA = 0.
PROOF. Let T = L;'= 1 AnPn as in (7.6). Define r/J, t/J: CC--. CC by r/J(An) =An if
An > 0, rjJ(z) = 0 otherwise; t/J(An) = - An if An < 0, t/l(z) = 0 otherwise. Put
A= rjJ(T) and B = t/J(T). Then A= L {AnPn: An> 0} and B = L {- AnPn:
An< 0}. Thus T =A- B. Since r/Jt/1 = 0. AB = BA = 0 by (7.11a). Since
rjJ, t/1 ;;?; 0, A, B ;;?; 0 by the preceding proposition. It remains to show that
A, Bare unique.
Suppose T = C-D where C, D are compact positive operators and CD =
DC = 0. It is easy to check that C and D commute with T. Put Ao = 0 and
P 0 = the projection of~ onto ker T. Thus C and Dare reduced by P n~ ~ n =
for all n;;?; 0. Let Cn = Cl~n and Dn = Dl~n· So CnDn = DnCn = 0,
AnPn = Tl~n = Cn- Dn,and Cn,Dn are positive. Suppose An> Oand let he~n·
Since CnDn=O, kerCn2cl[ranDnJ= (kerDn)_j_. So if he(kerDn)_!_, then
Anh = - Dnh. Hence An II h 11 2 = - (Dnh, h) ~ 0. Thus h = 0 since An> 0. That
is, kerDn=~n· Thus Dn=O=Bi~n and Cn=A.nPn=Ai~n· Similarly, if
An<O, Cn=O=AI~n and Dn= -AnPn=BI~n· On ~ 0 , Tl~o=O=
C0 -D 0 • Thus C0 =D 0 • But 0=C 0 D 0 =C~. Thus O=(C~h,h)= IIC 0 hll 2 ,
so C 0 =0=AI~o and D 0 =0=BI~ 0 . Therefore C=A and D=B. •

Positive operators are analogous to positive numbers. With this in mind,

the next result seems reasonable.

7.16. Theorem. If T is a positive compact operator, then there is a unique

positive compact operator A such that A 2 = T.
PROOF. Let T = L.:'= 1 AnPn as in the Spectral Theorem. Since T;;?; 0, An> 0
for all n (7.14). Let r/J(An) = A~ 12 and r/J(z) = 0 otherwise; put A= rjJ(T). It is
easy to check that A;;?; 0; A= :L~ A~ 12 Pn so that A is compact; and A 2 = T.
The proof of uniqueness is left to the reader. •

EXERCISES
1. If {Pn} is a sequence of pairwise orthogonal nonzero projections and P = L.Pn,
show that II P- r.;=1 Pj II = 1 for all n.

2. If Jt' is separable, show that the definitions of a diagonalizable operator in (4.6)

and (7.3) are equivalent.
§7. The Spectral Theorem and Functional Calculus 59

3. If A = L: rx;P; as in (7.3), show that A is compact if and only if: (a) rx; = 0 for all
but a countable number of i; (b) P; has finite rank whenever rx; ¥- 0; (c) if
{rx 1 , rx 2 , ... } = {rx;: rx; ¥- 0}, then rx" -+0 as n-+ oo.
4. Prove Proposition 7.4.
5. If A= ffi;rx;P;, show that A*= ffi;IX;P;, A is normal, and II A II =sup{ lrxd: iel}.
6. Give the remaining details in the proof of (7.6).
7. If Aeg,J(£) and AT= T A for every compact operator T, show that A is a multiple
of the identity operator.
8. Suppose T is a compact normal operator on a <C-Hilbert space such that
dim ker(T- ).) ~ 1 for all A. in <C. Show that if Aeg,J(£) and AT= T A, then
A= cf>(T) for some 4> in / 00 (<C).

9. Prove a converse to Exercise 8: if T is a compact normal operator such that

{Aeg,J(£): AT= T A}= {c/>(T): cf>e/ 00 (<C)}, then dim ker(T- A.)~ 1 for aliA. in <C.
10. Let T be a compact normal operator and show that dim ker(T- A)~ 1 for
all A in <C if and only if there is a vector h in £ such that {p(T)h: p is a poly-
nomial in one variable} is dense in £.(Such a vector his called a cyclic vector
for T.)

11. If AE<C, Jet t5 A be the unit point mass at A.; that is, t5 A is the measure on <C such
that bAM= 1 if AEd and t5AL1)=0 if A¢;11. If {A 1,A 2, ... } is a bounded sequence
of distinct complex numbers and {rxn} is a sequence of real numbers with rx" > 0
and L:nrxn < oo, let f.1 = L::= 1 rxnbA"; so J.1 is a finite measure. If c/>EI 00 (<C), let M q, be
the multiplication operator on L2 (f.1). Define T: L2(f.1)-+ mf.l) by (Tj)(A") = Anf(Anl·
Prove: (a) T is a normal operator; (b) T has a cyclic vector (see Exercise 10); (c)
if Aeg,J(£) and AT= T A, then A= M q, for some 4> in / 00 (<C); (d) T is compact
if and only if A" -+0. (e) If Tis compact, find all of the cyclic vectors for T. (f) If
T is compact, find the decomposition (7.7) for T.
12. Using the notation of Theorem 7.11, give necessary and sufficient conditions on
T and 4> that cf>(T) be compact. (Hint: consider separately the cases where ker T
is finite or infinite dimensional.)
13. Prove the uniqueness part of Theorem 7.16.
14. If Teg,J(£), show that T*T ~ 0.
15. Let T be a compact normal operator and show that there is a compact positive
operator A and a unitary operator U such that T = U A= AU. discuss the
uniqueness of A and U.
16. (Polar decomposition of compact operators.) Let T eg,J 0 (£) and let A be the unique
positive square root of T*T [(7.16) and Exercise 14]. (a) Show that II Ah II= II Th II
for all h in£. (b) Show that there is a unique oprator U such that II Uh II= II h II
when h _!_ ker T, Uh = 0 when he ker T, and U A = T. (c) If U and A are as in (a)
and (b), show that T =AU if and only if Tis normal.
17. Prove the following uniqueness statement for the functional calculus (7.11). If T
is a compact normal operator on a <C-Hilbert space£ and r: / 00 (<C)-+g,J(£) is
60 II. Operators on Hilbert Space

a multiplicative linear map such that II r(c/>) II= sup{ lc/>(A)I: AEup(T)}, r(l) = l, and
r(I/J) = T whenever 1/J(z) = z on up(T) u {0}, then r(c/>) = c/>(T) for every 4> in /00 (<C).

§8*. Unitary Equivalence for Compact

Normal Operators
In Section 1.5 the concept of an isomorphism between Hilbert spaces was
defined as the natural equivalence relation (m Hilbert spaces. This equivalence
relation between the spaces induces a natural equivalence relation between
the operators on the spaces.

8.1. Definition. If A, Bare bounded operators on Hilbert spaces £, :ff, then

A and Bare unitarily equivalent if there is an isomorphism U: Je-+ :ff such
that U AU- 1 = B. In symbols this is denoted by A ~B.

Some of the elementary properties of unitary equivalence are contained

in Exercises 1 and 2. Note that if UAU- 1 = B, then UA =BU.
The purpose of this section is to give necessary and sufficient conditions
that two compact normal operators be unitarily equivalent. Later, in Section
IX.l 0, necessary and sufficient conditions that any two normal operators be
unitarily equivalent are given and the results of this section are subsumed
by those of that section.

8.2. Definition. If Tis a compact operator, the multiplicity function for T is

the cardinal number valued function my defined for every complex number
A. by my(A.) =dim ker(T- A.).

Hence my(A.) ~ 0 for all A. and my(A.) > 0 if and only if A. is an eigenvalue
for T. Note that by Proposition 4.13, my(A.) < oo if A.# 0.
If, T, S are compact operators on Hilbert spaces and U: Yf-+ :ff is an
isomorphism with UTU - 1 = S, then U ker(T- A.)= ker(S- A.) for every A.
in <C. In fact, if Th = A.h, then SUh = UTh = A.Uh and so UhEker(S- A.).
Conversely, if kEker(S- A.) and h = u- 1 k, then Th = TU- 1 k = u- 1 Sk = A.h.
In particular, it must be that my= ms. If S and T are normal, this condition
is also sufficient for unitary equivalence.

8.3. Theorem. Two compact normal operators are unitarily equivalent if and
only if they have the same multiplicity function.
PROOF. Let T, S be compact normal operators on Hilbert spaces Yf, :ff. If
T ~ S, then it has already been shown that my= ms. Suppose now that
my= ms. We must manufacture a unitary operator U: Yf-+ :ff such that
uru- 1 =S.
Let T =I.:= 1 A.nPn and letS= I.:= 1 /lnQn as in the Spectral Theorem (7.6).
So if n # m, then ),n # A.m and lln # llm• and each of the projections Pn and Qn
§8. Unitary Equivalence for Compact Normal Operators 61

has finite rank. Let P 0 , Q0 be the projections of .rt', .1{ onto ker T, ker S; so
P0 = ('L,~ Pn)j_ and Q0 = (L~Qn)J.. Put A.0 = Jlo = 0.
Since mr = m8 , 0 < mr(A.n) = m8 (A.n). Hence there is a unique Jli such that
Jli = A.n. Define n: IN-+ IN by letting Jln(nl = A.n. Let n(O) = 0. Note that 1t is
one-to-one. Also, since 0 < ms(Jln) = mr(Jln), for every n there is a j such that
n(j) = n. Thus n: IN u {0}-+ IN u {0} is a bijection or permutation. Since
dim p n = mr(A.n) = ms(Jl,(n)) =dim Qn(n)' there is an isomorphism un: p n.rt'-+
Q,<nl.i{ for n ~ 0. 'Define U: .rt'-+ .1{ by letting U = Unon Pn.rt' and extending
by linearity. Hence U = ffi:'= 0 Un· It is easy to check that U is an
isomorphism. Also, if hEPn.rt', n ~ 0, then UTh = A.nUh = Jln(nPh = SUh.
Hence UTU- 1 =S. •

If Vis the Volterra operator, then mv=O (4.11) and V and the zero
operator are definitely not unitarily equivalent, so the preceding theorem
only applies to compact normal operators. There are no known necessary
and sufficient conditions for two arbitrary compact operators to be unitarily
equivalent. In fact, there are no known necessary and sufficient conditions
that two arbitrary operators on a finite-dimensional space be unitarily
equivalent.

EXERCISES
1. Show that "unitary equivalence" is an equivalence relation on 81(.1f).
2. Let U: .1f -+%be an isomorphism and define p: 81(.1f)-+81(%) by p(A) = U AU- 1 •
Prove: (a) II p(A) II = II A II, p(A *) = p(A *), and p is an isomorphism between the
two algebras 81(.1f) and 81(%). (b) p(A)e81 0 (%) if and only if Ae81 0 (.1f). (c) If
Te81(.1f), then AT= T A if and only if p(T)p(A) = p(A)p(T). (d) If Ae81(.1f) and
..II~ .1f, then ..II is invariant (reducing) for A if and only if U..ll is invariant
(reducing) for p(A).
3. Say that an operator A on Jt' is irreducible if the only reducing subspaces for A
are (0) and Jt'. Prove: (a) The Volterra operator is irreducible. (b) The unilateral
shift is irreducible.
4. Suppose A= EtJ {A;: iei} and B = EtJ {B;: iei} where each A; and B; is irreducible
(Exercise 3). Show that A ~ B if and only if there is a bijection n: I-+ I such that
A;~B,<;r
5. If T is a compact normal operator and mT = m is its multiplicity function, prove:
(a){).: m(.l.) > 0} is countable and 0 is its only possible cluster point; (b) m(.l.) < oo
if).# 0. Show that if m: CC-+ Ill u {0, oo} is any function satisfying (a) and (b), then
there is a compact normal operator T such that mT = m.
6. Show that two projections P and Q are unitarily equivalent if and only if
dim(ran P) = dim(ran Q) and dim(ker P) = dim(ker Q).
7. Let A: L2(0, 1)-+ L2 (0, 1) be defined by (Af)(x) = xf(x) for f in L2(0, 1) and x in
(0, 1). Show that A~ A 2 •
8. Say that a compact normal operator T is simple if mT ~ 1. (See Exercises 7.10
and 7.11.) Show that every compact normal operator T on a separable Hilbert
62 II. Operators on Hilbert Space

space is unitarily equivalent to ffi:= 1 T., where each T. is a simple compact

normal operator and mT. ~ mT•• 1 for all n. Show that I T.ll-+0. (Of course, there
may only be a finite number of T•. )
9. Using the notation of Exercise 8, suppose also that Sis a compact normal operator
and S ~ EB ;'= 1s•. where s. is a simple compact normal operator and ms. ~ ms•• 1
for all n. Show that T ~ S if and only if T. ~ s. for all n.
10. If Tis a compact normal operator on a separable Hilbert space, show that there
are simple compact normal operators T1, T2 , ••• such that T ~ 06::) T1 EB T~2 >6;)
T~3 > EB ·· ·, where: (a) for any operator A, A(•> =A$···$ A (n times); (b) 0 is the
zero operator on an infinite dimensional space; (c) for n of k, mT.mT• = 0; and
(d) if ker Tis infinite dimensional, then ker T. = (0) for all n. (Of course not all
of the summands need be present.) Show that I T. II-+ 0.
11. Using the notation of Exercise 10, let S be a compact normal operator and let
0$ S 1 $ S~2 > $ · · · be the corresponding decomposition. Show that T ~ S if and
only if T. ~ s. and ker T and ker S have the same dimension. ·
12. If T is a non-zero compact normal operator, show that T and T $ T are not
unitarily equivalent.
13. Give an example of a nontrivial operator T such that T ~ T $ T. Show that if
T ~ T $ T, then T ~ T $ T $ · · ·. Characterize the diagonalizable normal
operators T such that T ~ T $ T.
14. Let Je be the space defined in Example 1.1.8 and let U: Je-+ L2 (0, 1) be the
isomorphism defined by U f = f' (Exercise 1.1.4). If (Af)(x) = xf(x) for f in Je,
what is UAU- 1?
CHAPTER III

Banach Spaces

The concept of a Banach space is a generalization of Hilbert space. A Banach

space assumes that there is a norm on the space relative to which the space
is complete, but it is not assumed that the norm is defined in terms of an
inner product. There are many examples of Banach spaces that are not
Hilbert spaces, so that the generalization is quite useful.

§1. Elementary Properties and Examples

1.1. Definition. If f!l' is a vector space over F', a seminorm is a function
p: f1£-+ [0, oo) having the properties:
(a) p(x + y)::::;; p(x) + p(y) for all x, y in f!l'.
(b) p(ocx) = loclp(x) for alloc in F' and x in!'£.
It follows from (b) that p(O) = 0. A norm is a seminorm p such that
(c) x = 0 if p(x) = 0.
Usually a norm is denoted by 11·11.
The norm on a Hilbert space is a norm. Also, the norm on Bi(Jf') is a norm.
If!'£ has a norm, then d(x, y) = II x - y II defines a metric on f!l'.

1.2. Definition. A normed space is a pair (f!l', 11·11 ), where f!l' is a vector space
and 11·11 is a norm on !'£. A Banach space is a normed space that is complete
with respect to the metric defined by the norm.

1.3. Proposition. If f!l' is a normed space, then

(a) the function f!l' x f!l' -+f!l' defined by (x,y)r-+x + y is continuous;
(b) the function F' x !'£-+ !'£ defined by (oc, x)r-+ocx is continuous.
 64 III. Banach Spaces

PROOF. Ifxn-.xandyn-. y, then ll(xn+ Yn)-(x+ Y)ll = ll(xn-x)+(yn- y)ll ~

II xn- x II+ II Yn- y II --.0 as n--. oo. This proves (a). The proof of (b) is left to
the reader. •

The next lemma is quite useful.

1.4. Lemma. If p and q are seminorms on a vector space f£, then the following
statements are equivalent.
(a) p(x) ~ q(x) for all x. (That is, p ~ q.)
(b) { xEf£: q(x) < 1)} s;; {xEf£: p(x) < 1}.
(b') p(x) < 1 whenever q(x) < 1.
(c) {x: q(x) ~ l} s;; {x: p(x) ~ l }.
(c') p(x) ~ 1 whenever q(x) ~ l.
(d) {x: q(x) < 1} s;; {x: p(x) ~ l }.
(d') p(x) ~ 1 whenever q(x) < l.
PROOF. It is clear that (b) and (b'), (c) and (c'), and (d) and (d') are equivalent.
It is also clear that (a) implies all of the remaining conditions and that both
(b) and (c) imply (d). It remains to show that (d) implies (a).
Assume that (d) holds and put q(x)=IX. If e>O, then q((1X+e)-tx)=
(1X+e)-t1X< 1. By(d), 1 ~p((1X+e)-tx)=(1X+e)-tp(x), so p(x)~IX+e=q(x)+e.
Letting e--. 0 shows (a). •

If ll·llt and 11·11 2 are two norms on f£, they are said to be equivalent norms
if they define the same topology on f£.

1.5. Proposition. If 11·11 1 and II· 11 2 are two norms on f£, then these norms are
equivalent if and only if there are positive constants c and C such that

for all x in f£.

PROOF. Suppose there are constants c and C such that c II x 11 1 ~ II x 11 2 ~ C II x lit
for all x in f£. Fix x 0 in f£, e > 0. Then
{xEf£: llx- x 0 lit< e/C} s;; {xEf£: llx- x 0 ll2 < e},
{xEf£: II x- x 0 11 2 < ce} s;; {xEf£: II x- x 0 lit< e}.
This shows that the two topologies are the same. Now assume that the two
norms are equivalent. Hence {x: II x lit < 1} is an open neighborhood of
0 in the topology defined by 11·11 2 . Therefore there is an r > 0 such that
{x:llxll 2 <r}s;;{x:llxllt<l}. If q(x)=r-tllxll 2 and p(x)=llxllt, the
preceding lemma implies II x lit~ r-tll x 11 2 or c II x lit~ II x 11 2, where c = r. The
other inequality is left to the reader. •

There are two types of properties of a Banach space: those that are
topological and those that are metric. The metric properties depend on the
§I. Elementary Properties and Examples 65

precise norm; the topological ones depend only on the equivalence class of
norms (see Exercise 4).

1.6. Example. Let X be any Hausdorff space (all spaces in this book are
assumed to be Hausdorff unless the contrary is specified) and let Cb(X) =all
continuous functionsf:X ~ 1F such that 11!11 = sup{lf(x)l:xEX} < oo. For
f, g in Cb(X), define (f +g): X~ F' by (f + g)(x) = f(x) + g(x); for a in F'
define (af)(x) = af(x). Then Cb(X) is a Banach space.

The proofs of the &tatements in (1.6) are all routine except, perhaps,
for the fact that Cb(X) is complete. To see this, let {!"} be a Cauchy
sequence in Cb(X). So if e > 0, there is an integer N, such that for n, m ~ N,,
e > llfn- fm II= sup{ lfn(x)--: fm(x)l: xEX}. In particular, for any x in
X, lfn(x)- fm(x)l ~ II fn- fm II < e when n, m ~ N,. So {f"(x)} is a Cauchy
sequence in F'. Let f(x) = limfn(x) if xEX. Now fix x in X. If n,m ~ N,, then
lf(x)- fn(x)l ~ lf(x)- fm(x)l + llfm- fnll < lf(x)- fm(x)l +e. Letting m~ 00
gives that lf(x)- fn(x)l ~ e when n ~ N,. This is independent of x. Hence
llf- fnll ~e for n~N•.
What has been just shown is that II!- fnll ~o as n~ oo. Note that this
implies that fn(x) ~ f(x) uniformly on X. It is standard that f is continuous.
Also, II f I ~ II f- fn II + II fn II < oo. Hence f ECb(X) and so Cb(X) is complete.
Note that a linear subspace llJJ of a Banach space fl£ that is topologically
closed is also a Banach space if it has the norm of fl£.

1.7. Proposition. If X is a locally compact space and C0 (X) =all continuous

functions f: X ~F' such that for all e > 0, {xEX: lf(x)l ~ e} is compact, then
C0 (X) is a closed subspace of Cb(X) and hence is a Banach space.
PROOF. That C0 (X) is a linear manifold in Cb(X) is left as an exercise. It will
only be shown that C 0 (X) is closed in Cb(X). Let Un} £ C0 (X) and suppose
fn ~fin Cb(X). If e > 0, there is an integer N such that II fn- f II < ej2; that
is, lfn(x)- f(x)l < e/2 for all n ~ N and x in X. If lf(x)l ~ e, then
e ~ lf(x)- fn(x) + fn(x)l ~ e/2 + lfn(x)l for n ~ N; so lfn(x)l ~ e/2 for n ~ N.
Thus, {xEX: lf(x)l ~ e} £ {xEX: lfN(x)l ~ e/2} so that /EC 0 (X). •

The space C 0 (X) is the set of continuous functions on X that vanish at

infinity. If X= R, then C0 (R) =all of the continuous functions f: R ~ F' such
=
that limx .... ± ocJ(x) = 0. If X is compact, C0 (X) = Cb(X) C(X).
If I is any set, then give I the discrete topology. Hence I becomes locally
compact. Also any function on I is continuous. Rather than Cb(I), the
customary notation is / 00 (/). That is, / 00 ( / ) =all bounded functions f: I~ F'
with II !II= sup{lf(i)\: iEI}. c0 (/) consists of all functions f: I ~F' such that
for every e > 0, {iEI: lf(i)l ~ e} is finite. If I= N, the usual notation for these
spaces is / 00 and c0 . Note that / 00 consists of all bounded sequences of scalars
and c0 consists of all sequences that converge to 0.
66 III. Banach Spaces

1.8. Example. If (X, n, Jl) is a measure space and 1 :s;;; p :s;;; oo, then I!(X, n, Jl)
is a Banach space.

The preceding example is usually proved in courses on integration and

no proof is given here.

1.9. Example. Let I be a set and 1 :s;;; p < oo. Define [P(I) to be the set of
all functions f:I-.F such that :L{If(i)IP:iei}<oo; and define llfllp=
11
(:L { lf(i)IP: iei} ) P. Then [P(I) is a Banach space. If I= IN, then /P(IN) = [P.

If n = all subsets of I and for each !!. in n, Jl(ll) = the number of points
in !!. if !!. is finite and Jl(ll) = 00 otherwise, then [P(I) = I!( I, n, Jl). So the
statement in (1.9) is a consequence of the one in (1.8).

1.10. Example. Let n ~ 1 and let c<n>[o, 1] =the collection of functions

f: [0, 1]---.. F such that f has n continuous derivatives. Define II f II =
SUPo,.:k,.:n {sup{ IJ<k>(x)l: 0 :s;;; X :s;;; 1} }. Then c<n>[o, 1] is a Banach space.

1.11. Example. Let 1 :s;;; p < oo and n ~ 1 and let w;[o, 1] =the functions
f: [0, 1]---.. F such thatfhas n- 1 continuous derivatives, pn-lJ is absolutely
continuous, and J<">eiJ[O, 1]. For fin w;[o, 1], define
n
llfll = k~o
[ e
Jo IJ<k>(x)IPdx
]1/p
.

Then w;[o, 1] is a Banach space.

The following is a useful fact about seminorms.

1.12. Proposition. If pis a seminorm on!!£, lp(x)- p(y)l :s;;; p(x- y) for all x, y
in !!£. If 11·11 is a norm, then I II x II - II y Ill :s;;; II x - y II for all x, y in !!£.
PROOF. Of course, the inequality for norms is a consequence of the one for
seminorms. Note that if x, yef!£, p(x) = p(x- y + y) :s;;; p(x- y) + p(y), so
p(x)- p(y) :s;;; p(x - y). Similarly, p(y)- p(x) :s;;; p(x- y). •

There is the concept of"isomorphism" for the category of Banach spaces.

1.13. Definition. If!!£ and lfJJ are normed spaces, !!£ and lfJJ are isometrically
isomorphic if there is a surjective linear isometry from !!£ onto lfJJ.

The term isomorphism in Banach space theory is reserved for linear

bijections T: !!£ -.lfJ/ that are homeomorphisms.

EXERCISES
1. Complete the proof of Proposition 1.3.
2. Complete the proof of Proposition 1.5.
§2. Linear Operators on Normed Spaces 67

3. For 1 ~ p < oo and x = (x 1 , ... , xd) in IF", define II x liP= [L~= 1lxiiP] 11P; define
llxlloo =sup{lxil: 1 ~j~d}. Show that all of these norms are equivalent. For
1 ~ p, q ~ oo, what are the best constants c and C such that c II x liP~ II x 11 4 ~ C II x liP
for all x in IF"?
4. If 1 ~ p ~ oo and II·IIP is defined on lR 2 as in Exercise 3, graph {xelR 2 : II x liP= 1}.
Note that if 1<p<oo, llxllp=IIYIIP=l, and x#y, then for 0<t<1,
lltx+(l-t)yiiP< l. The same cannot be said for p= 1,oo.
5. Let c =the set of all sequences {a.}~, a. in IF, such that lim a. exists. Show that
c is a closed subspace of 100 and hence is a Banach space.
6. Let X = {n- 1 : n ~ 1} u {0}. Show that C(X) and the space of c of Exercise 5 are
isometrically isomorphic.
(a) Show that if 1 ~ p < oo and I is an infinite set, then IP(I) has a dense set of
the same cardinality as I.
(b) Show that if 1 ~ p < oo, /P(I) and /P(J) are isometrically isomorphic if and
only if I and J have the same cardinality.
7. If 100 ( / ) and I00 (J) are isometrically isomorphic, do I and J have the same
cardinality?
8. Show that 100 is not separable.
9. Complete the proof of Proposition 1.7.
10. Verify the statements in Example l.lO.
11. Verify the statements in Example l.ll.
12. Let X be locally compact and let X oo = Xu {oo} be the one-point compactification
of X. Show that C0 (X) and {feC(X 00 ):f(oo)=O}, with the norm it inherits as
a subspace of C(X oo ), are isometrically isomorphic Banach spaces.
13. Let X be locally compact and define Cc(X) to be the continuous functions/: X--. IF
such that sptf=cl{xeX:f(x)#O} is compact (sptfis the support off). Show
that Cc(X) is dense in C0 (X).
14. If w;[o, 1] is defined as in Example l.l1 and f e w;[o, 1], let 111!111 =
[Jif(x)IP dx] 11P+ [JIJC"l(x)IP dx] 11P. Show that 111·111 is equivalent to the norm
defined on w;[o, 1].
15. Let!!£ be a normed space and let fi be its completion as a metric space. Show
that fi is a Banach space.
16. Show that the norm on C([O, 1]) = Cb([O, l])does not come from an inner product
by showing that it does not satisfy the parallelogram law.

§2. Linear Operators on Normed Spaces

This section gathers together a few pertinent facts and examples concerning
linear operators on normed spaces. A fuller study of operators on Banach
spaces will be pursued later.
68 III. Banach Spaces

The proof of the first result is similar to that of Proposition 1.3.1 and is
left to the reader. [Also see (11.1.1) .] ~(.O.C, <?Y) = all continuous linear trans-
formations A: .or--+ <?Y.

2.1. Proposition. If .or and <?Y are normed spaces and A: .or--+ <?Y is a linear
transformation, the following statements are equivalent.
(a) AE~(.O.C,<?Y).
(b) A is continuous at 0.
(c) A is continuous at some point.
(d) There is a positive constant c such that II Ax II :::; c II x II for all x in X.
If AE~(.o.t, '?Y) and
11A II = sup { II Ax II: II x II :::; 1},
then
II All =sup{IIAxll: llxll = 1}
=sup{ II Ax 11/11 x II: x =I= 0}
= inf {c > 0: II Ax II :::; c II x II for x in .o.t}.
II A II is called the norm of A and &l(.o.t, <?Y) becomes a normed space if
addition and scalar multiplication are defined pointwise. &l(.o.t, <?Y) is a Banach
space if <?Y is a Banach space (Exercise 1). A continuous linear operator is
also called a bounded linear operator.
The following examples are reminiscent of those that were given in
Section 11.1.

2.2. Example. If(X, Q, Jl) is a a-finite measure space and c/>EL00 (X, Q, Jl), define
M.p: ll'(X,Q,Jl)--+ll'(X,Q,Jl), 1 :::;p:::; oo, by M.pf = c/>ffor all fin ll'(X,Q,Jl).
Then M.pEBI(ll'(X,Q,Jl)) and IIM.pll = llcf>lloo·

2.3. Example. If(X, n, Jl), k, c 1 , and c 2 are as in Example 11.1.6 and 1 !(. p !(. oo,
then K: 11'(11)--+ ll'(Jl), defined by

(Kf)(x) = I k(x, y)f(y) dJl(Y)

for allf in 11'(11) and x in X, is a bounded operator on 11'(11) and II K II :::; c!lqc~ 1 P,
where 1/p + 1/q = 1.

2.4. Example. If X and Y are compact spaces and r: Y--+ X is a continuous

map, define A: C(X)--+ C(Y) by (Af)(y) = f(r(y)). Then AEBI(C(X), C(Y)) and
IIA II= 1.
EXERCISES
l. Show that for :Jl(:!l', IF)* (0), :Jl(:!l', 1/9') is a Banach space if and only if 1/9' is a Banach
space.
§3. Finite Dimensional Normed Spaces 69

2. Let ?£ be a normed space, let qy be a Banach space, and let :i be the completion
of :!l. Show that if p: iJB(:i, qt;) -iJB(:!l, ql/) is defined by p(A) =A l:!l, then p is an
isometric isomorphism.
3. If (X, Q, ,u) is a a-finite measure space, ¢: X -IF IS an Q-measurable function,
I ~ p ~ oo, and 4>! EU(,u) whenever f EU(,u), then show that ¢EL"'(,u).
4. Verify the statements in Example 2.2.
5. Verify the statements in Example 2.3.
6. Verify the statements in Example 2.4.
7. Let A and r be as in Example 2.4. (a) Give necessary and sufficient conditions on
r that A be injective. (b) Give such a condition that A be surjective. (c) Give such
a condition that A be an isometry. (d) If X= Y, show that A 2 =A if and only if
r is a retraction.
8. (Wilansky [1951]) Assume that A::![ _qy is an additive mapping (that is,
A(x 1 + x 2 ) = A(xtl + A(x 2 ) for all x 1 and x 2 in :!l) and show that conditions (b),(c),
and (d) in Proposition 2.1 are equivalent to the continuity of A.

§3. Finite Dimensional Normed Spaces

In functional analysis it is always good to see what significance a concept
has for finite dimensional spaces.

3.1. Theorem. If!!( is a finite dimensional vector space over F', then any two
norms on !!( are equivalent.
PROOF. Let {e 1 , ... ,ed} be a Hamel basis for fi£. For x=L,~=lxiei, define
llxlloo =max{lxil: 1 ~j~d}. It is left to the reader to verify that ll·lloo is a
norm. Let 11·11 be any norm on fi£. It will be shown that 11·11 and 11·11 oo are
equivalent.
If x=L,ixiei, then llxll ::;;L,ilxillleill ::;;CIIxlloo, when C=L.illeill. To
show the other inequality, let :Y be the topology defined on fi£ by 11·11 oo and
let IJlt be the topology defined on fi£ by 11-11. Put B = {xEfi£: II x II oo::;; 1}. The
first part of the proof implies :Y 21Jlt. Since B is :Y-compact and :Y 21Jlt, B
is IJII-compact and the relativizations of the two topologies to B agree. Let
A= {xEff: llxlloo < 1}. Since A is :Y-open, it is open in (B,!Jlt). Hence there
is a set U in IJlt such that U n B = A. Thus OE U and there is an r > 0 such
that {xEff: II x II< r} ~ U. Hence
3.2 II x II < r and II x II oo ::;; 1 implies II x II oo < 1.

Claim. II x II < r implies II x I oo < 1.

Let II x II <rand put x = L,xiei, a= II x II oo· So II xja II oo = 1 and xjrxEB. If

70 III. Banach Spaces

a?: I, then II xja II < r/a ~ r, and hence II xja II oo < I by (3.2), a contradiction.
Thus II x II oo =a< I and the claim is established.
By Lemma I.4, II x II oo ~ r- 1 II x II for all x and so the proof is complete .

3.3. Proposition. If!![ is a normed space and At is a finite dimensional linear

•
manifold in !!l', then At is closed.
PROOF. Using a Hamel basis {e 1 , ... ,e.} for At, define a norm ll·llro on At
as in the proof of Theorem 3.1. It is easy to see that At is complete with
respect to this new norm. But then Theorem 3.1 implies that At is complete
with respect to its original norm and hence must be a closed subspace of !!l' .

3.4. Proposition. Let!![ be a finite dimensional normed space and let !!If be any
•
normed space. If T: !!l'--+ !!If is a linear transformation, then T is continuous.
PROOF. Since all norms on !!l' are equivalent and T: !!l'--+ !!If is continuous
with respect to one norm on !!l' precisely when it is continuous with respect
to any equivalent norm, we may assume that IlL~~~ ~ieill =max{l~il: 1 ~j~d},
where {eJ is a Hamel basis for !!l'. Thus, for x = L ~iei, II Tx II = II Li~i Tei II ~
Lil ~illl Teill ~ Cll x II, where C = Lill Teill. By (2.1), Tis continuous. •

EXERCISES
I. Show that if El' is a locally compact normed space, then El' is finite dimensional.
(This same result, due to F Riesz, is valid in the more general topological vector
spaces-see IV. I.! for the definition. For a nice proof of this look at Pitcairn [1966].)
2. Show that 11·11 00 defined in the proof of Theorem 3.1 is a norm.

§4. Quotients and Products of Normed Spaces

Let !!l' be a normed space, let A be a linear manifold in !!l', and let Q: !![--+ !!l'/A
be the natural map Qx = x +A. We want to make !!l'/A into a normed
space, so define
4.1 llx +All= inf{ llx + yll: yEA}.
Note that because A is a linear space, II x +A II = inf {II x- y II: yEA} =
dist(x, A), the distance from x to A. It is left to the reader to show that
(4.1) defines a seminorm on !!l'/A. But if A is not closed in !!l', (4.1) cannot
define a norm. (Why?) If, however, A is closed, then (4.1) does define a norm.

4.2. Theorem. If At ~ !!l' and II x + At II is defined as in (4.1 ), then 11·11 is a norm

on !!l'/A. Also:
(a) II Q(x) II ~ II x II for all x in !!l' and hence Q is continuous.
(b) If !!l' is a Banach space, then so is !!l'/A.
§4. Quotients and Products of Normed Spaces 71

(c) A subset W of flf/Af is open relative to the norm if and only if Q- 1 (W)
is open in !I.
(d) If U is open in !I, then Q(U) is open in flf/A!.
PROOF. It is left as an exercise to show that (4.1) defines a norm on flf/Af.
To show (a), II Q(x) II = II x +AI II ~ II x II since OEAI; Q is therefore continuous
by (2.1 ).
(b) Let {x" +At} be a Cauchy sequence in flf/Af. There is a subsequence
{x"• + At} such that
II (x"• + At) - (x"k+, + At) II = II x"• - x"• +, + At II < 2- k.
Let y 1 = 0. Choose y 2 in AI such that

llxn,-Xn + Y2ll ~ !lxn,-Xn +Af!! +2- 1 <2·2- 1 .

2 2

Choose Y3 in AI such that

!!(xnl + Y2)- (xn, + Y3)1! ~II Xn 2 - Xn 3 +AI!!+ 2- 2 < 2·2- 2.

Continuing, there is a sequence {h} in AI such that
l!(xn,+ Yd-(x"•+t + Yk+1)!! <2·2-k.
Thus {x"• + Yd is a Cauchy sequence in !I (Why?). Since !I is complete,
there is an Xo in q: such that xn. + Yk--+Xo in !I. By (a), xn. +AI= Q(xn. + yd--+
Qx 0 = x 0 + AI. Since {x" + A} is a Cauchy sequence, xn + A--+ x 0 + A and
flf/Af is complete (Exercise 3).
(c) If W is open in flf/A, then Q- 1 (W) is open in !I because Q is continuous.
Now assume that W c;; flf/Af and Q- 1 (W) is open in !I. Let r > 0 and put
B, = {xEfi£: II x II< r}. It will be shown that Q(B,) = {x +AI: II x +A II< r}.
In fact, if II x II < r, then II x + AI II ~ II x II < r. On the other hand, if
II x + j { I < r, then there is a y in AI such that II x + y II < r. Thus x + AI =
Q(x + y)EQ(B,). Ifx 0 + AIEW, then x0 EQ- 1 (W). Since Q- 1 (W)is open, there
is an r > 0 such that x 0 + B, = {x: II x- x 0 II< r} c;; Q- 1 (W). The preceding
argument now implies that W = QQ- 1 (W) 2 Q(x 0 + B,) = {x +AI: II x-
x 0 +AI II< r}. Hence W is open.
(d) If U is open in !I, then Q- 1 (Q(U)) = U +A= {u + y: uEV,yEA} =
u{U + y: yEA}. Each U + y is open, so Q- 1 (Q(U)) is open in !I. By (c),
Q(V) is open in flf/Af. •

Because Q is an open map [part (d)], it does not follow that Q is a closed
map (Exercise 4).

4.3. Proposition. If!![ is a normed space, A ~!I, and Jll is a finite dimensional
subspace of !I, then A + Jll is a closed subspace of !I.
PROOF. Consider flf/Af and the quotient map Q: !I --+!I/A. Since
dim Q(JII) ~ dim Jll < oo, Q(JII) is closed in !![I A. Since Q is continuous
Q- 1 (Q(A')) is closed in !I; but Q- 1 (Q(JII)) =AI+ Jll. •
72 III. Banach Spaces

Now for the product or direct sum of normed spaces. Here there is a
difficulty because, unlike Hilbert space, there is no canonical way to proceed.
Suppose {X;: iel} is a collection of normed spaces. Then f1 {X;: iel} is a
vector space if the linear operations are defined coordinatewise. The idea is
to put a norm on a linear subspace of this product.
Let 11·11 denote the norm on each X;. For 1 :::; p < oo, define

EIJpX; =: { XE f!X;: llxll =[~ llx(i)IIP JIP < 00 }·

Define

EBCXJXi ={xe QX;: llxll =s~pllx(i)ll < oo }·

If {X1 ,X2 , ••• } is a sequence ofnormed spaces, define

E90 X. = { XE }J1
X.: llx(n)ll--+0 };

give EB0 X. the norm it has as a subspace of EBCX)X•.

The proof of the next proposition is left as an exercise.

4.4. Proposition. Let {X;: iel} be a collection of normed spaces and let
X= EIJpX;, 1:::; p:::; oo.
(a) X is a normed space and the projection P;: X -+X; is a continuous linear
map with II P;(x) II :::; II x II for each x in X.
(b) X is a Banach space if and only if each X; is a Banach space.
(c) Each projection P; is an open map of X onto X;.

A similar result holds for E90 X., but the formulation and proof of this is
left to the reader.

EXERCISES
1. Show that if .II~ f£, then (4.1) defines a norm on :!l/.11.

2. Prove that f£ is a Banach space if and only if whenever {x.} is a sequence in f£

such that L II x. I < oo, then r:;
I x. converges in f£.

3. Show that if (X, d) is a metric space and {x.} is a Cauchy sequence such that
there is a subsequence {x•• } that converges to x 0 , then x.-+x 0 •
4. Find a Banach space f£ and a closed subspace .II such that the natural map
Q: f£ -+f£/.11 is not a closed map. Can the natural map ever be a closed map?
5. Prove the converse of (4.2b): Iff£ is a normed space, .II~ :Yf, and both .II and
f£ I.II are complete, then f£ is complete. (This is an example of what is called a
"two-out-of-three" result. If any two off£, .II, and f£/.11 are complete, so is the
third.)
6. Let .II= {xEIP: x(2n) = 0 for all n}, 1 ~ p ~ oo. Show that /Pj.JI is isometrically
isomorphic to /P.
§5. Linear Functionals 73

7. Let X be a normal locally compact space and F a closed subset of X. If

jf = {! EC 0 (X):f(x) = 0 for all x in F}, then C 0 (X)IAt is isometrically isomorphic
to C 0 (F).
8. Prove Proposition 4.4.
9. Formulate and prove a version of Proposition 4.4 for (fl 0 .'?l"".
10. If { .'?l"1 , ... , .'?["} is a finite collection of normed spaces and I ~ p ~ oo, show that
the norms on Etlp.'?l"k are all equivalent.

11. Here is an abstraction of Proposition 4.4. Suppose {.'?l";: iEI} is a collection of

normed spaces and Y is a normed space contained in IF1 . Define.'?[= {xEf];.'?t;:
there is a yin Y with I x(i) I ~ y(i) for all i}.lf XE.'?l", define I x I = inf {II y II: I x(i) I ~
y(i) for all i}. Then (.'?l", 11·11) is a normed space. Give necessary and sufficient
conditions on Y that each of the parts of (4.4) be valid for .'?C.
12. Let .'?l" be a normed space and At~ .'?C. (a) If .'?l" is separable, so is .'?CIA. (b) If
.'?tlo/tt and At are separable, then .'?[is separable. (c) Give an example such that
.'?l"I At is separable but .'?[ is not.

13. Let {.1";: iEI} be a collection of non-zero normed spaces. For 1 ~ p < oo, put
.'?l" = Etlp.'?l";. Show that .'?[ is separable if and only if I is countable and each .'?l"; is
separable. Show that (£J 00 .'?l"; is separable if and only if I is finite and each .'?l"; is
separable.

14. Show that EBo.'?l"n is separable if and only if each .'?[" is separable.
15. Let J s; I, and .'?l" = EBP{.'?l";: iEI}, At= {xE.'?l": x(j) = 0 for j in J}. Show that .'?CIA
is isometrically isomorphic to Etlp{.'?l"/ jEJ}.

16. Let :Yt be a Hilbert space and suppose At~ :Yt. Show that if Q: :Yt-> :Yt/At is
the natural map, then Q: At~ -> :YtI At is an isometric isomorphism.

§5. Linear Functionals

Let fl( be a vector space over 1F. A hyperplane in fl( is a linear manifold A
in fll such that dim (fll jjt) = 1. Iff: fll-+ 1F is a linear functional and f =/= 0,
then kerf is a hyperplane. In fact, f induces an isomorphism between fll /kerf
and IF. Conversely, if ,_4{ is a hyperplane, let Q: fll-+ fll j._4t be the natural
map and let T: ,U[jA -+1F be an isomorphism. Then f =
ToQ is a linear
functional on fl( and kerf= A.
Suppose now that f and g are linear functionals on fll such that
kerf= kerg. Let x 0 E.U[ such thatf(x 0 ) = 1; so g(x 0 ) i= 0. If xEfll and a= f(x),
then x- ax 0 Eker f = ker g. So 0 = g(x)- ag(x 0 ), or g(x) = (g(x 0 ))a =
(g(x 0 ))f(x). Thus g = {3{ for a scalar {3. This is summarized as follows.

5.1. Proposition. A linear manifold in fl( is a hyperplane if and only if it is the

kernel of a non-zero linear functional. Two linear functionals have the same
kernel if and only if one is a non-zero multiple of the other.
74 III. Banach Spaces

Hyperplanes in a normed space fall into one of two categories.

5.2. Proposition. If fll is a normed space and A is a hyperplane in fll, then

either A is closed or A is dense.
PROOF. Consider ciA, the closure of A. By Proposition 1.3, ciA is a linear
manifold in fll. Since As ciA and dim fll/A = 1, either ciA= A or
ciA=~ •

If !l'=c 0 and f:fll-+IF is defined by f(ll 1 ,1l 2 , ... )=1l 1 , then kerf=
{ (1Xn)Ec 0 : !l 1 = 0} is closed in c 0 . To get an example of a dense hyperplane,
let fll = c0 and let en be the element of c0 such that en(k) = 0 if k-# n and
en(n) = 1. (It is best to think of c0 as a collection of functions on IN.) Let
x 0 (n) = 1/n for all n; so x 0 Ec 0 and {x 0 ,e 1 ,e 2 , ... } is a linearly independent
set in c 0 . Let I!IJ=a Hamel basis in c0 which contains {x 0 ,e 1 ,e 2 , ... }. Put
I!IJ= {x 0 ,e 1 ,e 2 , ... }u{b;: iEI}, b;#x 0 or en for any i or n. Define f: c 0 -+IF
by f(tX 0 X 0 + L.:'= 1 ilnen + L,;/J;b;) = ll 0 . (Remember that in the preceding
expression at most a finite number of the iln and {3; are not zero.) Since
enEker f for all n;?: 1, kerf is dense but clearly kerf-# c0 .
The dichotomy that exists for hyperplanes should be reflected in a
dichotomy for linear functionals.

5.3. Theorem. If fll is a normed space and f: fll-+ IF is a linear functional, then
f is continuous if and only if kerf is closed.
PROOF. Iff is continuous, kerf=f- 1 ({0}) and so kerf must be closed.
Assume now that kerf is closed and let Q: !l'-+ fll jker f be the natural map.
By (4.2), Q is continuous. Let T: !l'/ker f-+ IF be an isomorphism; by (3.4),
Tis continuous. Thus, if g = To Q: fll-+ IF, g is continuous and kerf= ker g.
Hence (5.1) f = ilg for some il in IF and so f is continuous. •

Iff: !l'-+ IF is a linear functional, then f is a linear transformation and so

Proposition 2.1 applies. Continuous linear functionals are also called bounded
linear functionals and
llfll = sup{lf(x)l: llxll ~ 1}.
The other formulas for II f I given in (2.1) are also valid here. Let fll* = the
collection of all bounded linear functionals on !l'. Iff, gEfll* and !lEF, define
(ilf + g)(x) = tXf(x) + g(x); fll* is called the dual space of fll. Note that
fll* = I!IJ( fll' IF).

5.4. Proposition. If fll is a normed space, fll* is a Banach space.

PROOF. It is left as an exercise for the reader to show that fll* is a normed
space. To show that !l'* is complete, let B = {x E fll: I x I ~ 1}. Iff E!l'*, define
p(f): B-+ 1F by p(f)(x) = f(x); that is, p(f) is the restriction off to B. Note
that p: fll*-+ Cb(B) is a linear isometry. Thus to show that fll* is complete,
§5. Linear Functionals 75

it suffices, since Cb(B) is complete (1.6), to show that p(~*) is closed. Let
Un}s~* and suppose geCb(B) such that IIP(/n)-gll-+0 as n-+oo. Let
xe~.lfrx.,peiF, rx.,p ¥0, such that rx.x,PxeB, then rx.- 1 g(rx.x) = limrx.- 1/n(rx.x) =
limp- 1fn(Px) = p- 1 g(px). Define/:~ -+IF by lettingf(x) = rx.- 1 g(rx.x) for any
rx. ¥0 such that rx.xeB. It is left as an exercise for the reader to show that
f e~* and p(f) = g. •

Compare the preceding result with Exercise 2.1.

It should be emphasized that it is not assumed in the preceding proposition
that !!{ is complete. In fact, if ~ is a normed space and !i is its completion
(Exercise 1.16), then~* and !i* are isometrically isomorphic (Exercise 2.2).

5.5. Theorem. Let (X, n, Jl) be a measure space and let 1 < p < oo. If
1/p + 1/q = 1 and geLq(X, n, Ji), define F9 : Il'(Ji)-+ IF by

Fg(f) =I fgdJi.

Then F9 ell'(Ji)* and the map g~--+F9 defines an isometric isomorphism of Lq(Jl)
onto LP(Jl)*.

Since this theorem is often proved in courses in measure and integration,

the proof of this result, as well as the next two, is contained in the Appendix.
See Appendix B for the proofs of (5.5) and (5.6).

5.6. Theorem. If(X,!l,Ji) is a a-finite measure space and geL""(X,!l,Ji), define

F 9 : L1 (Jl)-+IF by

F g(f) = Ifg dfl.

Then F 9 eL1 (Jl)* and the map g~--+F9 defines an isometric isomorphism of L""(Jl)
onto U (Ji )*.

Note that when p = 2 in Theorem 5.5, there is a little difference between

(5.5) and (1.3.5) owing to the absence of a complex conjugate in (5.5). Also,
note that (5.6) is false if the measure space is not assumed to be a-finite
(Exercise 3).
If X is a locally compact space, M(X) denotes the space of all IF-valued
regular Borel measures on X with the total variation norm. See Appendix
C for the definitions as well as the proof of the next theorem.

5.7. Riesz Representation Theorem. If X is a locally compact space and

JiEM(X), define F": C 0 (X)-+IF by

Fp(f) =If dfl.

76 III. Banach Spaces

Then F"EC0 (X)* and the map Jl-+ F" is an isometric isomorphism of M(X)
onto C0 (X)*.

There are special cases of these theorems that deserve to be pointed out.

5.8. Example. The dual of c0 is isometrically isomorphic to P. In fact,

c0 = C0 (1N), if IN" is given the discrete topology, and P = M(IN").

5.9. Example. The dual of P is isometrically isomorphic to 1 00 • In fact,

P = V(IN",2N,J1), where Jl(~) =the number of points in ~. Also, 100 =
L oo(IN", 2N, J1}.

5.10. Example. If 1 < p < oo, the dual of [P is lq, where 1 = 1/p + 1/q.

What is the dual of L 00 (X, n, Jl)? There are two possible representations.
One is to identify L 00 (X, n, JL)* with the space of finitely additive measures
defined on n that are "absolutely continuous" with respect to J1 and have
finite total variation (see Dunford and Schwartz [1958], p. 296). Another
representation is to obtain a compact space Z such that L 00 (X, n, Jl) is
isometrically isomorphic to C(Z) and then use the Riesz Representation
Theorem. This will be done later in this book (VIII.2.1).
What is the dual of M(X)? For this, define L00 (M(X)) as the set of all F
in O{L00 (J1):J1EM(X)} such that if J1«V, then F(JL)=F(v) a.e. [Jl]. This is
an inverse limit of the spaces L 00 (J1), J1 in M(X).

5.11. Lemma. If FEL00 (M(X)), then

I F II =sup II F(Jl) II oo < oo.
ll

PROOF. If II F I = oo, then there is a sequence {Jln} in M(X) such that

II F(Jln) II 00 ~ n. Let J1 = L.;:'= 1 2 -n1J1nl/ II Jln 11. Then Jln « J1 for all n, SO F(Jln) = F(Jl)
a.e. [Jln] for each n. Hence II F(JL) II 00 ~ I F(Jln) II oo ~ n for each n, a
contradiction. •

5.12. Theorem. If X is locally compact and FEL00 (M(X)), define <DF: M(X)-+IF

I
by

<I>F(J1) = F(Jl) dJ1.

Then <I>FEM(X)* and the map F~---+<I>F is an isometric isomorphism of L 00 (M(X))

onto M(X)*.
PROOF. It is easy to see that <I>F is linear. Also, I<I>F(JL)I::::;; JIF(JL)IdiJLI::::;;
I F(Jl) II oo II JLII ::::;; II F I II 1111. Thus <I>FEM(X)* and II <I>F II ::::;; II F 11.
Now fix <I> in M(X)*. If J1EM(X) andfEL1(IJ11}, then v = fJLEM(X). (That
is, v(~) = Jd dJ1 for every Borel set ~.) Also I vII= JlfldiJLI. In fact, the
§6. The Hahn- Banach Theorem 77

Radon- Nikodym Theorem can be interpreted as an identification

(isometrically isomorphic) of L1 (I Ill) with {IJEM(X): '1 «Ill I}. Thus f~--+<l>(f11)
is a linear functional on L 1 (llll) and l<l>(f~t)l ~ II<I>IIJifldl~tl· Hence there is
an F(~t) in U"(l~tl) such that <l>(f~t) = JjF(~t)d~t for every fin L 1 (l~tl) and
II F(~t) II oo ~ II <I> 11. (We have been a little nonchalant about using ll or 1111. but
what was said is perfectly correct. Fill in the details.) In particular, taking
f=l gives <l>(~t)=JF(~t)d~t. It must be shown that FEL00 (M(X)); it then
follows that <I> = <I>F and II <I>F II ~ II F II oo.
To show that FEL00 (M(X)), let ll and v be measures such that v«~t.
By the Radon-Nikodym Theorem, there is an f in U(llll) such that
v = fll· Hence if gEL1 (Ivl), then gjEL 1 (I~tl) and Jgdv = Jgf d~t. Thus,
JgF(v)dv = <l>(gv) = <l>(gfll) = JgfF(~t)d~t = JgF(~t)dv. So F(v) = F(Jl) a.e. [v]
and FEL00 (M(X)). •

EXERCISES
1. Complete the proof of Proposition 5.4.
2. Show that !:[* is a normed space.
3. Give an example of a measure space (X, Q, Jl) that is not a-finite for which the
conclusion of Theorem 5.6 is false.
4. Let {f:[i: iEI} be a collection of normed spaces. If 1:::::; p < oo, show that the dual
space of Ef1vf:{i is isometrically isomorphic to Ef1qf:{;*, where 1/p + 1/q = 1.
5. If !:[1 , !:[2 , ... are normed spaces, show that ( E[1 0 f:{.)* is isometrically isomorphic to
E!1, !:[.*.
6. Let n ~ 1 and let c<•l [0, 1] be defined as in Example 1.1 0. Show that II f II =
L:~:~IJ!kl(O)I + sup{IJ!"l(x)l: 0:::::; x:::::; 1} is an equivalent norm on c<•l[O, 1]. Show
that LE( c<•l[O, 1] )* if and only if there are scalars IX 0 , IX 1 , •.. , IX"_ 1 and a measure
J
J1 on [0, 1] such that L(f) = L:~:~IXd!kl(Q) + j<•l dJ1. If c<•l[Q, 1] is given this new
norm, find a formula for II L I in terms of j1X 0 I, !IX 1 !, ... , !IX._ 1 !, and I J111?
7. Give !:[ = C( [0, 1]) the norm I fll = J!f(t)idt and define L: !:[----> F by L(f) = f(!l·
Show directly (without using Theorem 5.6) that Lis not bounded. Now prove this
as a consequence of (5.6).

§6. The Hahn-Banach Theorem

The Hahn-Banach Theorem is one of the most important results in
mathematics. It is used so often it is rightly considered as a cornerstone of
functional analysis. It is one of those theorems that when it or one of its
immediate consequences is used, it is used without quotation or reference
and the reader is assumed to realize that it is being invoked.

6.1. Definition. If fl£ is a vector space, a sublinear functional is a function

78 III. Banach Spaces

q: !!£~JR. such that

(a) q(x + y)::::; q(x) + q(y) for all x, y in !!£;
(b) q(~Xx) = ~Xq(x) for x in !!£ and IX~ 0.

Note that every seminorm is a sublinear functional, but not conversely.

In fact, it should be emphasized that a sublinear functional is allowed to
assume negative values and that (b) in the definition only holds for IX~ 0.

6.2. The Hahn-Banach Theorem. Let!!£ be a vector space over JR. and let q
be a sublinear functional on !!£. If .It is a linear manifold in !!£ and f: .It~ JR.
is a linear functional such that f(x)::::; q(x) for all x in .It, then there is a linear
functional F: !!£~JR. such that F I.It = f and F(x)::::; q(x) for all x in !!£.

Note that the substance of the theorem is not that the extension exists
but that an extension can be found that remains dominated by q. Just to
find an extension, let {e;} be a Hamel basis for .It and let {Yi} be vectors
in !!£ such that {e;} u {yi} is a Hamel basis for !!£. Now define F: !!£~JR. by
F(L;IX;e; + LiPiY) = L;IX;/(e;) = f('f.;IX;e;). This extends f. If {yi} is any
collection of real numbers, then F(L;IX;e; + LiPiY) = f('f.;IX;e;) + LiPi'Yi is
also an extension of f. Moreover, any extension of f has this form. The
difficulty is that we must find one of these extensions that is dominated by q.
Before proving the theorem, let's see some of its immediate corollaries.
The first is an extension of the theorem to complex spaces. For this a lemma
is needed. Note that if !!£ is a vector space over CC, it is also a vector space
over JR. Also, iff:!!£ ~cc is CC-linear, then Ref:!!£ ~JR. is JR-linear. The
following lemma is the converse of this.

6.3. Lemma. Let !!£ be a vector space over CC.

(a) Iff: !!£~JR. is an JR.-linear functional, then ](x) = f(x)- if(ix) is a CC-linear
functional and f = Re J.
(b) If g: !!£ ~ <C is <C-linear, f =Reg, and J is defined as in (a), then J =g.
J
(c) If p is a seminorm on !!£ and f and are as in (a), then lf(x)l::::; p(x) for
all x if and only if lf(x)l ::::; p(x) for all x.
(d) If!!£ is a normed space and f and J are as in (a), then II f II = llfll.
PROOF. The proofs of (a) and (b) are left as an exercise. To prove (c), suppose
lf(x)l::::; p(x). Thenf(x) = Ref(x)::::; lf(x)l::::; p(x). Also,- f(x) =Ref( -x)::::;
If(- x)l::::; p(x). Hence lf(x)l::::; p(x). Now assume that lf(x)l::::; p(x). Choose(}
such thatf(x) = e;6 lf(x)l. Hence l](x)l = f(e-; 6 x) = Ref(e-i 6 x) = f(e-i 6 x)::::;
p(e-;6 x) = p(x).
Part (d) is an easy application of (c). •

6.4. Corollary. Let !!£ be a vector space, let .It be a linear manifold in !!£, and
let p: !!£ ~ [0, oo) be a seminorm. Iff: .It~ F is a linear functional such that
§6. The Hahn- Banach Theorem 79

lf(x)l ~ p(x) for all x in .A, then there is a linear functional F: ,q[-+ JF such
that FIJI= f and IF(x)l ~ p(x) for all x in ,qr_
PROOF. Case 1: JF =JR. Note that f(x) ~ 1/(x)l ~ p(x) for x in .A. By (6.2)
there is an extension F: f!(-+ IR. off such that F(x) ~ p(x) for all x. Hence
- F(x) = F( -x) ~ p( -x) = p(x). Thus IFI ~ p.
Case 2: JF = CC. Let / 1 =Ref. By (6.3c), l/1 1~ p. By Case 1, there is an
JR-linear functional F 1 : ,qr-+ JR. such that F 1 1.A= / 1 and IF 1 1~ p. Let
F(x) = F 1 (x)- iF 1 (ix) for all x in ,qr_ By (6.3c), IFI ~ p. Clearly, FIJI= f .
•
6.5. Corollary. If ,q[ is a normed space, .A is a linear manifold in ,q[, and
f: .A -+JF is a bounded linear functional, then there is an F in ,q[* such that
FI.A=fand IIFII=IIfll.
PROOF. Use Corollary 6.4 with p(x)= 11!11 llxll.
•
6.6. Corollary. If ,qr is a normed space, {x 1 , x 2 , ..• , xd} is a linearly independent
subset off!£, and a 1 , a 2 , ••• , ad are arbitrary scalars, then there is an f in ,q[*
such that f(xi) = ai for 1 ~j ~d.
PROOF. Let .A = the linear span of x 1 , ... , xd and define g: .A-+ JF by
g(L,iPixJ = LiPiai. So g is linear. Since .A is finite dimensional, g is
continuous. Let f be a continuous extension of g to f!£. •

6.7. Corollary. If ,q[ is a normed space and xE,q[, then

llxll =sup{lf(x)l:fE,q[* and 11!11 ~ 1}.

Moreover, this supremum is attained.

PROOF. Let a= sup{ 1/(x)l: f E,q[* and II !II ~ 1}. Iff E,q[* and II !II ~ 1, then
1/(x)l~llfll llxll~llxll; hence a~llxll. Now let .A={Px:PEJF} define
g: .A-+ JF by g(/Jx) = P II x II. Then gE.A* and II g II = 1. By Corollary 6.5, there
is an fin ,q[* such that II !II = 1 and f(x) = g(x) = II x 11. •
This introduces a certain symmetry in the definitions of the norms in ,q[
and f!£* that will be explored later (§ 11 ).

6.8. Corollary. If ,q[ is a normed space, .A~ ,q[, x 0 Ef!£\.A, and d = dist(x 0 , A),
then there is an f in f!(* such that f(x 0 ) = 1, f(x) = 0 for all x in .A, and
llfll=d- 1 .
PROOF. Let Q: ,q[-+ ,q[I A be the natural map. Since II x 0 + A II = d, by the
preceding corollary there is a g in (,q[/A)* such that g(x 0 +A)= d and
II gil= 1. Let/= d- 1 goQ: ,q[ -+JF. Then/is continuous,f(x) =0 for x in .A,
and f(x 0 )=1. Also, lf(x)l=d- 1 ig(Q(x))l~d- 1 IIQ(x)ll~d- 1 llxll; hence
II !II ~ d- 1 . On the other hand, II g II = 1 so there is a sequence {xn} such
80 III. Banach Spaces

that lg(xn + .A)I->1 and II Xn +.A II < 1 for all n. Let YnE.A such that
llxn + Yn II< 1. Then lf(xn + Yn)l = d- 1lg(xn + .A)I-->d-1, so llfll = r 1. •

To prove the Hahn-Banach Theorem, we first show that we can extend

the functional to a space of one dimension more.

6.9. Lemma. Suppose the hypothesis of (6.2) is satisfied and, in addition,

dim El"/.A = 1. Then the conclusion of (6.2) is valid.
PROOF. Fix x 0 in f!l\.A; so f!l =.A v {x 0 } = {tx 0 + y: tE1R, yEA}. For the
moment assume that the extension F: El" -->1R of f exists with F ::::; q.
Let's see what F must look like. Put a 0 = F(x 0 ). If t > 0 and y 1E.A,
then F(tx 0 + y 1) = ta 0 + f(yd::::; q(tx 0 +yd. Hence a 0 ::::; - t- 1f(yd +
t- 1 q(tx 0 + y 1) =- f(y 1 /t) + q(x 0 + y 1/t) for every y 1 in .A. Since ydtE.A,
this gives that.
6.10
for all y 1 in .A. Also note that if a0 satisfies (6.10), then by reversing the
preceding argument, it follows that ta 0 + f(y 1)::::; q(tx 0 + y 1) whenever t ~ 0.
If t ~ 0 and y 2 E.A and ifF exists, then F(- tx 0 + y 2 ) = - ta 0 + f(Yz)::::;
q(- tx 0 + y 2 ). As above, this implies that
6.11
for all y 2 in .A. Moreover, (6.11) is sufficient that - ta 0 + f(y 2 )::::; q(- tx 0 + y 2 )
for all t ~ 0 and y 2 in .A.
Combining (6.10) and (6.11) we see that we must show that a 0 can be
chosen satisfying (6.10) and (6.11) simultaneously. Thus we must show that
6.12
for all y 1 ,y2 in .A. But this means we want to show that f(y 1 + y 2 )::::;
q(xo + Y1) + q( -x 0 + y 2 ). But
f(Yl + Yz)::::; q(yl + Yz) = q((yl + Xo) + (- Xo + Yz))
::::; q(yl + Xo) + q( -Xo + Yz),
so (6.12) is satisfied. If a0 is chosen with sup{f(y 2 ) - q(- x 0 + y 2 ): y 2 E.A}::::;
=
a 0 ::::; inf {- f(y 1) + q(x 0 + yd: y 1E.A} and F(tx 0 + y) ta 0 + f(yd, F satisfies
~00~~00~~~ •

PROOF OF THE HAHN-BANACH THEOREM. Let !/' be the collection of all pairs
(.A1,fd, where .A1 is a linear manifold in El" such that .A1 2 .A and
f 1: .A1 ...... ]R. is a linear functional withf1I.A = fandf1 ::::; q on .A1. If(.A 1,fd
and (.A2 ,f2 )EY', define (.A1,fd -::5 (.A2 ,f2 ) to mean that .A1 <;;;. .A2 and
f 2 I.A 1 = f 1. So(!/', -::5) is a partially ordered set. Suppose C(} = {(.Ai,JJ iEI}
is a chain in !/'. If JV = u {.Ai: iEI}, then the fact that C(} is a chain implies
that JV is a linear manifold. Define F: JV ...... ]R. by setting F(x) = fi(x) if xE.Ai.
§6. The Hahn-Banach Theorem 81

It is easily checked that F is well defined, linear, and satisfies F:::::; q on .%.
So (.%, F)E!f' and (.%,F) is an upper bound for rtf. By Zorn's Lemma, !I'
has a maximal element (~,F). But the preceding lemma implies that ~ = f!C.
Hence F is the desired extension. •

This section concludes with one important consequence of the Hahn-

Banach Theorem. It will be generalized later (IV.3.11), but it is used so often
it is worth singling out for consideration.

6.13. Theorem. Iff!{ is a normed space and A is a linear manifold in f!C, then
ciA= n {kerf: f Ef!C* and A£ ker !}.
PROOF. Let .% = n {kerf: f Ef!C* and A£ ker !}. Iff Ef!C* and A£ kerf,
then the continuity of f implies that ciA£ kerf. Hence ciA£.%. If
x 0~cl A, then d = dist(x 0 , A) > 0. By Corollary 6.8 there is an fin f!C* such
that f(x 0 ) = 1 and f(x) = 0 for every x in A. Hence x 0 ~%. Thus .% £ciA
and the proof is complete. •

6.14. Corollary. Iff!{ is a normed space and A is a linear manifold in f!C, then
A is dense in f!{ if and only if the only bounded linear functional on f!C that
annihilates A is the zero functional.

EXERCISES
l. Complete the proof of Lemma 6.3.

2. Give the details of the proof of Corollary 6.5.

3. Show that c* is isometrically isomorphic to P. Are c and c0 isometrically
isomorphic?
4. If JJ is a Borel measure on [0, 1] and Jx" dJJ(x) = 0 for all n ~ 0, show that J-l = 0.
5. If n ~ 1, show that there is a measure JJ on [0, 1] such that for every polynomial
p of degree at most n,

f p dJJ = ktl p<kl(k/n).

6. If n ~ 1, does there exist a measure JJ on [0, 1] such that p'(O) = Jp dJJ for every
polynomial of degree at most n?
7. Does there exist a measure JJ on [0, 1] such that JpdJJ = p'(O) for every
polynomial p?
8. Let K be a compact subset of <C and define A(K) to be {f EC(K): f is analytic
on int K}. (Functions here are complex valued.) Show that if aEK, then there is
a probability measure JJ supported on aK such that f(a) = Jf dJJ for every fin
A(K). (A probability measure is a nonnegative measure JJ such that II J-l I = 1.)

9. If K = cl [) ([) = {lzl < 1}) and aEK, find the measure JJ whose existence was
proved in Exercise 8.
82 III. Banach Spaces

10. Let P = {plt3[): p =an analytic polynomial} and consider P as a manifold in

C(o[)). Show that if 11 is a real-valued measure on o[) such that f p dJ-1 = 0 for
every p in P, then 11 = 0. Give an example of a complex-valued measure 11 such
that 11 # 0 but fpdJ-1 = 0 for every pin P.

§7*. An Application: Banach Limits

If x = {x(n)} Ec, define L(x) =lim x(n). Then Lis a linear functional, II L II = 1,
and, if for x in c, x' is defined by x' = (x(2), x(3), ... ), then L(x) = L(x'). Also,
if x ~ 0 [that is, x(n) ~ 0 for all n], then L(x) ~ 0. In this section it will be
shown that these properties of the limit functional can be extended to l oo.
The proof uses the Hahn-Banach Theorem.

7.1. Theorem. There is a linear functional L: / 00 -+ IF such that

(a) II L II = 1.
(b) If xEc, L(x) =lim x(n).
(c) If xEl 00 and x(n) ~ 0 for all n, then L(x) ~ 0.
(d) If xE/ 00 and x' = (x(2), x(3), ... ), then L(x) = L(x').
PROOF. First assume IF= JR.; that is, / 00 = /R.If xE/ 00 , let x' denote the element
of / 00 defined in part (d) above. Put Jt = {x- x': xE/ 00 }. Note that (x + ay)' =
x' + ay' for any x, y in l oo and a in JR.; hence Jt is a linear manifold in l oo.
Let 1 denote the sequence (1, 1, 1, ... ) in / 00 •

7.2. Claim. dist(1, .A)= l.

Since OE.A, dist(l, .A)~ l. Let xE/ 00 ; if (x- x')(n) ~ 0 for any n, then
111-(x- x')ll oo ~ 11 -(x(n)- x'(n))l ~ l. Suppose O~(x-x')(n) = x(n)- x'(n) =
x(n)- x(n + 1) for all n. Thus x(n + 1) ~ x(n) for all n. Since xE/ 00 , a= lim x(n)
exists. Thus lim(x- x')(n) = 0 and Ill- (x- x')lloo ~ 1. This proves the claim.
By Corollary 6.8 there is a linear functional L: [00 -+ JR. such that II L II = 1,
L(l) = 1, and L(Jt) = 0. So this functional satisfies (a) and (d) of the theorem.
To prove (b), we establish the following.

7.3. Claim. c0 <;;: ker L.

If xEc 0 , let x< 0 = x' and let x<•+ 0 = (x<•>y for n ~ 1. Note that
x<•+ 1 >- x = [x<•+ 1 >- x<•>J + ... + [x'- x]E.A. Hence L(x) = L(x<•>) for all
n ~ l. If £ > 0, then let n be such that lx(m)l < ~: for m > n. Hence
IL(x)l = IL(x<•>)l ~II x<•> II oo =sup { lx(m)l: m > n} <£.Thus XEker L. Condition
(b) is now clear.
To show (c), suppose there is an x in / 00 such that x(n) ~ 0 for all n and
L(x) < 0. If x is replaced by xj II x II 00 , it remains true that L(x) < 0 and it is
§8. An Application: Runge's Theorem 83

also true that 1 ~ x(n) ~ 0 for all n. But then Ill - x II 00 ::::; 1 and L(l - x) =
1 - L(x) > 1, contradicting (a). Thus (c) holds.
Now assume that F' =<C. Let L 1 be the functional obtained on lP._. If xelq:,
then x = x 1 + ix 2 where x 1 , x 2 elm_. Define L(x) = L 1 (x 1 ) + iL 1(x 2 ). It is left as
an exercise to show that Lis <C-linear. It's clear that (b), (c), and (d) hold. It
remains to show that II L II = 1.
Let E 1 , ... , Em be pairwise disjoint subsets of IN and let IX 1 , ••• , 1XmE<C with
IIXk I ::::; 1 for all k. Put x = :L;= 1 1XkXEk; so xeloo and II x II 00 ::::; 1. Then
L(x) = LkiXkL(xEJ = LkiXkLt(XEJ But L 1(XEJ ~ 0 and LkL 1(XEJ = L 1(XE),
where E = UkEk. Hence LkL 1(XEJ::::; 1. Because I1Xkl::::; 1 for all k, IL(x)l::::; 1.
If xis an arbitrary element of 100 , II x II 00 ::::; 1, then there is a sequence {x.} of
elements of l"' such that II x.- x II oo--+ 0, II x. II"' ::::; 1, and each x. is the type
of element of 100 just discussed that takes on only a finite number of values
(Exercise 3). Clearly, II L II ::::; 2, so L(x.)--+ L(x). Since IL(x.)l ::::; 1 for all n,
IL(x)l::::; l. Hence II L II::::; 1. Since L(t) = 1, II L II= 1. •

A linear functional of the type described in Theorem 7.1 is called a Banach

limit. They are useful for a variety of things, among which is the construction
of representations of the algebra of bounded operators on a Hilbert space.

EXERCISES
I. If Lis a Banach limit, show that there are x andy in/"' such that L(xy) #- L(x)L(y).
2. Let X be a set and Q a u-algebra of subsets of X. Suppose Jl is a complex-valued
countably additive measure defined on Q such that I JJ.II = JJ.(X) < oo. Show that
JJ.(~) ~ 0 for every ~ in Q. (Though it is difficult to see at this moment, this fact is
related to the proof of (c) in Theorem 7.1 for the complex case.)
3. Show that if xEI"', llxlloo ~ l, then there is a sequence {x.}, x. in/"' such that
II x.ll oo ~ l, II x.- x II 00 -> 0, and each x. takes on only a finite number of values.

§8*. An Application: Runge's Theorem

The symbol (["' denotes the extended complex plane.

8.1. Runge's Theorem. Let K be a compact subset of ([ and let E be a subset

of<Coo \K that meets each component of<Coo \K. Iff is analytic in a neighborhood
of K, then there are rational functions f. whose only poles lie in E such that
f.--+ f uniformly on K.

The main tool in proving Runge's Theorem is Theorem 6.13. (A proof

that does not use functional analysis can be found on p. 189 of Conway
[1978].) To do this, let R(K, E) be the closure in the space C(K) of the rational
functions with poles in E. By (6.13) and the Riesz Representation Theorem,
84 III. Banach Spaces

J
it suffices to show that if f-LEM(K) and gdf-1 = 0 for each g in ~(K, E), then
Jfdf-1=0.
Let R > 0 and let A. be area measure. Pick p > 0 such that B(O; R) s; B(z; p)
for every z in K. Then for z in K,

I lz-wl- 1 dA.(w)~I lz-wl- 1dA.(w)

f
B(O;R) B(z;p)

= 02"fP0 drdO = 2np.

If p.eM(K), define [J.: ([:-+[O,oo] by

jl(w) = Jdlf-ll(z)
lz-wl
when the integral is finite, and jl(w) = oo otherwise. The inequality above
implies

I ji(w)dA.(w) = I I dlf.-LI(z) dA.(w)

Iz - w I
II
B(O;R) B(O;R) K

= dA.(w) dlf-ll(z)
K B(O;R) lz- wl
~ 2np II f-1 11.

Thus [J.(w) < oo a.e. [A.].

8.2. Lemma. If f-LEM(K), then

,U(w) = f df-L(Z)
z-w
is in V(B(O; R), A.) for any R > 0, jJ. is analytic on <C 00 \K, and ,U( oo) = 0.

PROOF. The first statement follows from what came before the statement
of this lemma. To show that .U is analytic on 4:: 00 \K, let w, w0 e4::\K and note

f
that
,U(w)- ,U(w0 ) df-L(Z)
w- w0 = K(z- w )( z - w0)"
As w-+ w0 , [(z- w)(z- w0 )] - l -+(z- w0 )- 2 uniformly for z inK, so that .U

I
has a derivative at w0 and

d. 0 ) =
__£_(w (z- w0 )- 2 df.-I(Z).
dw K

So .U is analytic on <C\K. To show that it is analytic at infinity, note that

,U(z)-+ 0 as z-+ oo, so infinity is a removable singularity. •
§8. An Application: Runge's Theorem 85

It is not difficult to see that for w0 in <C\K,

8.3 ci~ )"{i(wo) = n! f(z- Wo)-"- 1df.l(Z)

Also, we can easily find the power series expansion of fi at infinity. Indeed,

{i(w) = I 1
--df.l(Z)
z-w
1
= --
w
f( 1---z )-1 df.l(Z).
w
Choose w near enough to infinity that lz/wl < 1 for all z in K. Then

{i(w) = --1 L OC; - df.l(Z)

f(z)"
Wn=O W

oo a
8.4 =- L n:l'
n=O W
J
where a.= z" df.l(Z).
J
Now assume f.LEM(K) and gdfl = 0 for every rational function g with
poles in E. Let U be a component of <Coo \K, and Jet w0 EE n U. If w0 =f. oo,
then the hypothesis and (8.3) imply that each derivative of fi at w0 vanishes.
Hence fi = 0 on U. If w0 = oo, then (8.4) implies fi = 0 on U. Thus fi = 0 on
Coo \K.
Iff is analytic on an open set G containing K, let y 1 , ... , Yn be straight-line

I
segments in G\K such that

f(z) = L" ~.1 f(w)

--dw
k = 1 2m Yk w - z

for all z in K. (See p. 195 of Conway [1978].) Thus

f f(z)df.l(z) = L " ff
1
~. J(w)
----=-dwdf.L(Z)

L I
K k=1 2m K Yk W Z

=- n 1
~. f(w)fi(w)dw
k= 1 2m Yk

by Fubini's Theorem. But fi(w)=O on Yk (s<C\K), so Jfdfl=O. By (6.13),

fE R(K, E). This proves Runge's Theorem. •

8.5. Corollary. If K is compact and <C\K is connected and iff is analytic in a

neighborhood of K, then there is a sequence of polynomials that converges to
f uniformly on K.

EXERCISES
1. Let 11 be a compactly supported measure on <C that is boundedly absolutely
continuous with respect to area measure. Show that [1. is continuous on <Coo-
2. Let m =Lebesgue measure on [0, 1]. Show that mis not continuous at any point
of [0, 1].
86 III. Banach Spaces

§9*. An Application: Ordered Vector Spaces

In this section only vector spaces over 1R are considered.

There are numerous spaces in which there is a notion of ~ in addition
to the vector space structure. The U' spaces and C(X) are some that spring
to mind. The concept of an ordered vector space is an attempt to study such
spaces in an abstract setting. The first step is to abstract the notion of the
positive elements.

9.1. Definition. An ordered vector space is a pair (,li[, ~) where ,li[ is a vector
space over 1R and ~ is a relation on ,li[ satisfying
(a) x ~ x for all x;
(b) if x ~ y and y ~ z, then x ~ z;
(c) if x ~ y and zE,Ii[, then x + z ~ y + z;
(d) if x ~ y and aE[O, oo), then ax~ ay.
Note that it is not assumed that ~ is antisymmetric. That is, it is not
assumed that if x ~ y and y ~ x, then x = y.

9.2. Definition. If ,li[ is a real vector space, a wedge is a nonempty subset P

of ,li[ such that
(a) if X, yEP, then X+ yEP;
(b) if XEP and 1XE[0, oo), then IXXEP.

9.3. Proposition. (a) If(,ii[, ~)is an ordered vector space and P = {xE,Ii[: x ~ 0},
then P is a wedge. (b) If P is a wedge in the real vector space ,li[ and ~ is
defined on ,li[ by declaring x ~ y if and only if y- xEP, then (,ii[, ~) is an
ordered vector space.

PROOF. Exercise.

If (,li[, ~)is an ordered vector space, P = {xE,Ii[: x ~ 0} is called the wedge

of positive elements. The next result is also left as an exercise.

9.4. Proposition. If (,li[, ~) is an ordered vector space and P is the wedge of

positive elements, ~ is antisymmetric if and only if P n (- P) = (0).

9.5. Definition. A cone in ,li[ is a wedge P such that P n (- P) = (0).

9.6. Definition. If (,ii[, ~) is an ordered vector space, a subset A of ,li[ is cofinal

if for every x ~ 0 in ,li[ there is an a in A such that a~ x. An element e of
,li[ is an order unit if for every x in ,li[ there is a positive integer n such that
- ne ~ x ~ ne.
§9. An Application: Ordered Vector Spaces 87

If X is a compact space f!( = C(X), then any non-zero constant function

is an order unit. (f ~ g if and only if f(x) ~ g(x) for all x.) If fir= C(R), all
real-valued continuous functions on R, then f!( has no order unit (Exercise 4).
If e is an order unit, then {ne: n ~ 1} is cofinal.

9.7. Definition. If (fir, ~)and (If§, ~)are ordered vector spaces and T: fir-+ If§
is a linear map, then Tis positive (in symbols T ~ 0) if Tx ~ 0 whenever x ~ 0.

The principal result of this section is the following.

9.8. Theorem. Let (f!f, ~) be an ordered vector space and let If§ be a linear
manifold in f!( that is confinal. Iff: If§-+ R is a positive linear functional, then
there is a positive linear functional J: f!(-+ R such that fill§ =f.
PRooF. Let P = {xEfir: x ~ 0} and put fir 1 =If§+ P- P. It is easy to see that
is a linear manifold in fir. If there is a positive linear functional g: fir 1 -+ R
f!( 1
that extends f, let f be any linear functional on fir that extends g (use a
Hamel basis). If x ~ 0, then xEP £ f!( 1 so that f(x) = g(x) ~ 0. Hence is f
positive. Thus, we may assume that f!( =If§+ P- P.

9.9. Claim. f!( =If§ + P = If§ - P.

Let xEf!f; so x = y + p 1 - p2 , y in If§, p 1, p2 in P. Since If§ is confinal there

is a y 1 in If§ such that y 1 ~ p 1. Hence p 1 = y 1 - (y 1 - p 1)Eif§- P. Thus
x = y- p2 + p 1 E(lf§- P) +(If§- P) £If§- P. So f!( =If§- P. Also, fir= -fir=
- O.!J + p = If§ + P.

9.10. Claim. If xEfir, there are y 1 , y 2 in If§ such that y 2 ~ x ~ y 1•

In fact, Claim 9.9 states that we can write x = y 1 - p 1 = y 2 + p 2 , p 1 , p 2 EP

and y 1, y 2 EO.!J. Thus y 2 ~ x ~ y 1 •
By Claim 9.10, it is possible to define for each x in f!f,
q(x) = inf {f(y): yEO.!J and y ~ x }.

9.11. Claim. The function q is a sublinear functional on f!f.

The proof of (9.11) is left as an exercise.

For yin O.!J, let y 1 EO.!J such that y 1 ~ y. Because f is positive,f(y) ~f(y 1 ).
Hence f(y) ~ q(y) for all y in If§. The Hahn-Banach Theorem implies that
there is a linear functional ]: f!(-+ R such that fill§ = f and f ~ q on f!f. If
xEP, then - x ~ 0 (and OE'W). Hence q(- x) ~f(O). Thus -f(x) =
f(- x) ~ q(- x) ~ 0, or f(x) ~ 0. Therefore f is positive. •

9.12. Corollary. Let (f!f, ~)be an ordered vector space with an order unit e.
If O.!J is a linear manifold in fir and eEO.!J, then any positive linear functional
defined on O.!J has an extension to a positive linear functional defined on fir.
88 III. Banach Spaces

EXERCISES
l. Prove Proposition 9.3.
2. Prove Proposition 9.4.
3. Show that e is an order unit for (El', ::::;;) if and only if for every x in El' there is a
t5 > 0 such that e ± tx ~ 0 for 0 ::::;; t ::::;; t5.
4. Show that C(R), the space of all continuous real-valued functions on R, has no
order unit.
5. Prove (9.11).
6. Characterize the order units of Cb(X). Does Cb(X) always have an order unit?
7. Characterize the order units of C0 (X) if X is locally compact. Does C0 (X) always
have an order unit?
8. Let El' = M 2(R.), the 2 x 2 matrices over R. Define A in M 2(R.) to be positive if
A= A* and (Ax,x) ~ 0 for all x in IR 2 . Characterize the order units of M 2 (1R).
9. If 1 ::::;; p < oo and El' = lf(O, 1), define f::::;; g to mean thatf(x)::::;; g(x) a.e. Show that
El' is an ordered vector space that has no order unit.

§10. The Dual of a Quotient Space and a Subspace

Let f!£ be a normed space and .It ~ f£. Iff ef£*, then f I.It, the restriction
off to .It, belongs to .It* and 11/l.lt II~ II! 11. According to the Hahn-Banach
Theorem, every bounded linear functional on .It is obtainable as the
restriction of a functional from f!£*. In fact, more can be said.
=
Note that if .ltl_ {gef!£*: g(.lt) = 0} (note the analogy with Hilbert space
notation); then .ltl_ is a closed subspace of the Banach space f!£*. Hence
f!£*1.111_ is a Banach space. Moreover, iff+ .ltl_ef!£*1.111_, then f + .ltl_
induces a linear functional on .It, namely fl.lt.

10.1. Theorem. If .It~ f!£ and .It l_ = {gef!£*: g(.lt) = 0}, then the map p:
f!£* I .It l_-+ .It* defined by

is an isometric isomorphism.
PRooF. It is easy to see that p is linear and injective. Iff ef£* and ge.lt l_,
then 11/l.ltll = II(/+ g)l.ltll ~ II!+ gil. Taking the infimum over all g we
get that 11/l.lt II~ II!+ .ltl_ 11. Suppose </Je.lt*. The Hahn-Banach Theorem
implies that there is an f in !!.{* such that f I.It = 4> and II f II = 114> 11. Hence
4> = p(f + .It l_) and II 4> II = II f I ~ II f + .It l_ 11. •
Now consider f!£I.It; what is (f!£I.It)*? Let Q: f!£-+ f!£I .It be the natural
map. If fe(f!£1.11)*, then foQef!£* and llfoQ II~ 11/11. (Why?) This gives a
way of mapping (f!£1.11)* -+f!£*. What is its image? Is it an isometry?
§II. Reflexive Spaces 89

10.2. Theorem. If A~ fi and Q: fi--+ f'l/A is the natural map, then

p(f) = f o Q defines an isometric isomorphism of (f'l /A)* onto A 1-.
PROOF. If /E(f'l/A)* and yEA, then foQ(y) = 0, so foQEAl-. Again, it is
easy to see that p: (.0[I A)*--+ A 1- is linear and, as was seen earlier,
I p(f) II~ II! 11. Let {xn +A} be a sequence in f'l/A such that I xn +A II< 1
and lf(xn +A) I-+ II! 11. For each n there is a Yn in A such that I xn + Yn II< 1.
Thus I p(f) II~ lp(f)(xn + Yn)l = lf(xn +A) I-+ II! II, sop is an isometry.
To see that p is surjective, let gEA 1-; then gEf'l* and g(A) = 0. Define f:
fi /A--+ IF by f(x +A)= g(x). Because g(A) = 0, f is well defined. Also, if
XEf'l and yEA, lf(x +A) I= lg(x)l = lg(x + y)l ~II g 1111 x + y 11. Taking the
infimum over all y gives lf(x +A) I~ I g 1111 x +A 11. Hence f E(f'l/A)*,
p(f) = g, and I f II ~ I p(f) 11. •

§ 11. Reflexive Spaces

If fi is a normed space, then we have seen that f'l* is a Banach space (5.4).
=
Because f'l* is a Banach space, it too has a dual space (,q[*)* ,q[** and f'l**
is a Banach space. Hence f'l** has a dual. Can this be kept up?
Before answering this question, let's examine a curious phenomenon. If
xEf'l, then x defines an element .X of ,q[**; namely, define .X: ,q[*--+ IF by
11.1 x(x*) = x*(x)
for every x* in f'l*. Note that Corollary 6.7 implies that I .X II = I x II for all
x in f'l. The map x--+ .X of fi--+ f'l** is called the natural map of fi into its
second dual.

11.2. Definition. A normed space fi is reflexive if ,q[** = {.X: xEf'l}, where .X

is defined in ( 11.1 ).

First note that a reflexive space fi is isometrically isomorphic to f'l**, and

hence must be a Banach space. It is not true however, that a Banach space
fi that is isometric to ,q[** is reflexive. The definition of reflexivity stipulates
that the isometry be the natural embedding of fi into f'l**. In fact, James
[1951] gives an example of a nonreflexive space fi that is isometric to ,q[**.

11.3. Example. If 1 < p < oo, IJ'(X, Q, Jl) is reflexive.

11.4. Example. c0 is not reflexive. We know that c6 = P, so c6* = (P)* = 100 •

With these identifications, the natural map c0 --+ c6* is precisely the inclusion
map c0 -+l 00 •
A discussion of reflexivity is best pursued after the weak topology is
understood (Chapter V). Until that time, we will say adieu to reflexivity.
 90 III. Banach Spaces

EXERCISES
I. Show that (_q[*)** and (_q[**)* are equal.
2. Show that for a locally compact space X, Cb(X) is reflexive if and only if X is finite.
3. Let A ,;; q and let p .t< q--. _q[** and p .Jt: A--> A** be the natural maps. If i:
A--. q is the inclusion map, show that there is an isometry cf>: A**--> _q[** such
that the diagram

P.K

commutes. Prove that cf>(A**) = (A.L).L ={x**E_q[**: x**(A.L) = 0 }.

4. Use Exercise 3 to show that if q is reflexive, then any closed subspace of q is
also reflexive. See Yang [1967].

§12. The Open Mapping and Closed

Graph Theorems

12.1. The Open Mapping Theorem. If fl£, ![If are Banach spaces and A:(![-+ ![If
is a continuous linear surjection, then A( G) is open in ![If whenever G is open in fl£.
PROOF. For r > 0, let B(r) = {xEEl: I x II< r}.

12.2. Claim. 0Eint cl A(B(r)).

Note that because A is surjective, ![If= U:'=r ci[A(B(kr/2))] =

U:'= 1 k cl [A(B(r/2))]. By the Baire Category Theorem, there is a k ~ 1 such
that k cl [A(B(r/2))] has nonempty interior. Thus V = int {cl [A(B(r/2))]} # 0.
If y0 E V, let s > 0 such that { yEI[If: II y- Yo I < s} ~ V ~ cl A(B(r/2)). Let yel[lf,
I y II < s. Since y0 Ecl A(B(r/2)), there is a sequence {x.} in B(r/2) such that
A(x.)-+ y 0 . There is also a sequence {z.} in B(r/2) such that A(z.)-+ Yo+ y.
Thus A(z.- x.)-+ y and {z.- x.} ~ B(r); that is, { yel[lf: I y I < s} ~ cl A(B(r)).
This establishes Claim 12.2.
It will now be shown that
12.3 cl A(B(r/2)) ~ A(B(r)).
Note that if (12.3) is proved, then Claim 12.2 implies that Oeint A(B(r))
for any r > 0. From here the theorem is easily proved. Indeed, if G is an
open subset of Et, then for every x in G let rx > 0 such that B(x; rx) ~ G. But
Oeint A(B(rx)) and so A(x)Eint A(B(x; rx)). Thus there is an sx > 0 such that
Ux = {yel[lf: lly- A(x)ll < sx} ~ A(B(x;rx)). Therefore A(G) 2 u{Ux: xeG}.
But A(x)EUx, so A(G)= u{Ux: xeG} and hence A(G) is open.
§ 12. The Open Mapping and Closed Graph Theorems 91

To prove (12.3), fix y 1 in cl A(B(r/2)). By (12.2), Oeint[cl A(B(2- 2 r))]. Hence

[y 1 -clA(B(2- 2 r))]nA(B(r/2))#0. Let x 1 eB(r/2) such that A(x 1 )e
[y 1 -clA(B(2- 2 r))]; now A(xd=y 1 -y 2 , where y 2 eclA(B(2- 2 r)). Using
induction, we obtain a sequence {x.} in El" and a sequence {y.} in<??! such that
(i) x.eB(2-"r),
12.4 { (ii) y.ecl A(B(r"r)),
(iii) Yn+ 1 = Yn- A(x.).
But II x.ll < 2-"r, so 'L~ I x.ll < oo; hence x = 'L:'= 1 x. exists in El" and
I x I < r. Also,
• •
L A(xk)= L (yk-Yk+d=y!-Yn+!·
k=l k=l

But (12.4ii) implies I Y.ll ~II A 112-"r; hence y.-tO. Therefore y 1 = 'L:'= 1 A(xd =
A(x)eA(B(r)), proving (12.3) and completing the proof of the theorem. •

The same method used to prove the Open Mapping Theorem can also
be used to prove the Tietze Extension Theorem. See Grabiner [1986].
The Open Mapping Theorem has several applications. Here are two
important ones.

12.5. The Inverse Mapping Theorem. If El" and <??! are Banach spaces and
A: El" -t <??! is a bounded linear transformation that is bijective, then A- 1 is
bounded.
PROOF. Because A is continuous, bijective, and open by Theorem 12.1, A is
a homeomorphism. •

12.6. The Closed Graph Theorem. If El" and<??! are Banach spaces and A: El" -t <??!
is a linear transformation such that the graph of A,
graA ={xEBAxeEl"EB <??1: xeEl"}
1

is closed, then A is continuous.

PROOF. Let C§ = gra A. Since El" EB 1 <??! is a Banach space and C§ is closed, C§
is a Banach space. Define P: C§ -tEl" by P(x EB Ax) = x. It is easy to check
that P is bounded and bijective. (Do it). By the Inverse Mapping Theorem,
p-I: El" -t C§ is continuous. Thus A: El" -t <??! is the composition of the
continuous map P- 1 : El" -t C§ and the continuous map of C§ -t <??! defined by
x EB Axr-+ Ax; A is therefore continuous. •

Let El" = all functions f: [0, 1] -t F' such that the derivative f' exists and
is continuous on [0, 1]. Let<??!= C[O, 1] and give both El" and<??! the supremum
norm: llfll=sup{lf(t)l:te[0,1]}. So El" is not a Banach space, though
<??! is. Define A: El" -t<??/ by Af = f'. Clearly, A is linear. If {!.} ~ El" and
92 III. Banach Spaces

Un,f~) ->{f, g) in !if x then f~-+ g uniformly on [0, 1]. Hence

I f~(s) I
qlf,

fn(t)- fn(O) = ds-+ g(s) ds.

But fn(t)- fn(O)-> f(t)- f(O),

+I
SO

f(t) = f(O) g(s)ds.

Thus f' = g and gra A is closed. However, A is not bounded. (Why?)

The preceding example shows that the domain of the operator in the
Closed Graph Theorem must be assumed to be complete. The next example
(due to Alp Eden) shows that the range must also be assumed to be complete.
Let !if be a separable infinite-dimensional Banach space and let {e;: iEI}
be a Hamel basis for !if with II e; II = 1 for all i. Note that a Baire Category
argument shows that I is uncountable. If XE!i£, then x = L;a;e;, a;EF', and
=
ai = 0 for all but a finite number of i in I. Define II x 11 1 :Ld a;!. It is left as
an exercise for the reader to show that 11·11 1 is a norm on f!l". Since II ei II = 1
for all i, II x II ~ Li Ia; I = II x 11 1 . Let qy = f!l" with the norm 11·11 1 and let T: qy-+ f!l"
be defined by T(x) = x. Note that it was just shown that T: qy-+ !if is a
contraction. Therefore graTis closed and hence so is gra T- 1 . But T- 1 is
not continuous because if it were, then T would be a homeomorphism. Since
!if is separable, it would follow that qy is separable. But qy is not separable.
To see this, note that II e;- ej 11 1 = 2 for i #- j and since I is uncountable, qy
cannot be separable.
When applying the Closed Graph Theorem, the following result is useful.

12.7. Proposition. If !if and qlj are normed spaces and A: !if -.qlj is a linear
transformation, then gra A is closed if and only if whenever xn-+ 0 and Ax"--+ y,
it must be that y = 0.
PROOF. Exercise 3.

Note that (12.7) underlines the advantage of the Closed Graph Theorem.
To show that A is continuous, it suffices to show that if x"-+ 0, then Ax"-+ 0.
By (12.7) this is eased by allowing us to assume that {Axn} is convergent.
It is possible to give a measure-theoretic solution to Exercise 2.3, but here
is one using the Closed Graph Theorem. Let (X, Q, J-L) be a a-finite measure
space, 1 ~ p ~ oo, and¢: X-+ F' an !"!-measurable function such that </Jf ELP(J-L)
whenever /El!(J-L). Define A: 1l'(J-L)-+11'(J-L) by Af = </Jf. Thus A is linear and
well defined. Suppose fn-+ 0 and </J fn-+ g in l!(J-L). If 1 ~ p < 00, then fn-+ 0
in measure. By a theorem of Riesz, there is a subsequence {fnJ such that
fnJx)-+ 0 a. e. [J-LJ. Hence </J(x)fnk(x)-+ 0 a. e. [J-LJ. This implies g = 0 and so
gra A is closed. If p = oo, then fn(x)-+ 0 a.e. [J-L] and the same argument
implies gra A is closed. By the Closed Graph Theorem, A is bounded. Clearly,
it may be assumed that II A II = 1. If c5 > 0, let E be a measurable subset of
§13. Complemented Subspaces of a Banach Space 93

{x: l¢(x)l ~ 1 + £5} with J.L(E) < oo. We want to show that J.L(E) = 0. But if
f = XE• then J.L(E) = 11!11: ~II Afll: =II <Pfll: =hi <PIP df.l ~ (1 + £5)PJ.L(E). Hence
J.L(E) = 0. Since E was arbitrary it follows that ¢ is an essentially bounded
function and II ¢ I oo ~ 1. •

12.8. Definition. If f£, lfJJ are Banach spaces, an isomorphism of f£ and lfJJ is
a linear bijection T: f£-+ lfJJ that is a homeomorphism. Say that f£ and lfJJ
are isomorphic if there is an isomorphism off£ onto lfJJ.

Note that the Inverse Mapping Theorem says that a continuous bijection
is an isomorphism.
The use of the word "isomorphism" is counter to the spirit of category
theory, but it is traditional in Banach space theory.

EXERCISES
1. Suppose?£ and 1!1/ are Banach spaces. If AEaJ(?£, 1!1/) and ran A is a second category
space, show that ran A is closed.
2. Give both c<I)[O, 1] and C[O, 1] the supremum norm. If A: cul[O, 1]-+ C[O, 1] is
defined by Af = f', show that A is not bounded.
3. Prove Proposition 12.7.
4. Let ?£ be a vector space and suppose 11·11 1 and 11·11 2 are two norms on ?£ and that
f 1 and f 2 are the corresponding topologies. Show that if?£ is complete in both
norms and f 1 2 f 2 , then f 1 = f 2 •
5. Let ?£ and 1!1/ be Banach spaces and let A EaJ(?£, 1!1/). Show that there is a constant
c > 0 such that II Ax I ~ c II x II for all x in ?£ if and only if ker A = (0) and ran A is
closed.
6. Let X be compact and suppose that !!£ is a Banach subspace of C(X). If E is a
closed subset of X such that for every gin C(E) there is an fin?£ with fiE= g,
show that there is a constant c > 0 such that for each g in C(E) there is an f in
?£with fiE= g and max{lf(x)l: xEX} ~ cmax{lg(x)l: xEE}.
7. Let 1 ~ p ~ oo and suppose (1Xii) is a matrix such that (Af)(i) = ~ f= 1 1Xiif(j) defines
an element Af of fP for every fin fP. Show that AEaJ(IP).
8. Let (X, Q, J.l) beau-finite measure space, 1 ~ p < oo, and suppose that k: X x X-+ IF
is an Q x Q measurable function such that for fin LP(J.l) and a.e. x,k(x, ·)f(·)EL1 (J.l)
J
and (Kf)(x) = k(x, y)f(y) dJ.l(Y) defines an element Kf of LP(J.l). Show that
K: LP(J.l)-+ LP(J.l) is a bounded operator.

§13. Complemented Subspaces of a Banach Space

Iff£ is a Banach space and .It ~ f£, say that .A is algebraically complemented
in f£ if there is an ..¥ ~ f£ such that .An..¥ = (0) and .A + ..¥ = f£. Of course,
the definition makes sense in a purely algebraic setting, so the requirement
that .A and ..¥ be closed seems fatuous. Why is it made?
94 III. Banach Spaces

If Jt is a linear manifold in a vector space f!l (a Banach space or not),

then a Hamel-basis argument can be fashioned to produce a linear manifold
.;V such that Jt n .;V = (0) and Jt + .;V = f!l. So the requirement in the
definition that Jt and .;V be closed subspaces of the Banach space f!l makes
the existence problem more interesting. Also, since we are dealing with the
category of Banach spaces, all definitions should involve only objects in that
category.
If Jt and .;V are algebraically complemented closed subs paces of a normed
space f!l, then A: Jt ffi 1 %-+ ,q' defined by A(m ffi n) = m + n is a linear
bijection. Also, II A(m ffi n) II = II m + n II ~ II m II + II n II = I m ffi n 1\. Hence A is
bounded. Say that Jt and .;V are topologically complemented if A is a
=
homeomorphism; equivalently, if Ill m + n Ill II m II + I n I is an equivalent
norm. If f!l is a Banach space, then the Inverse Mapping Theorem implies
A is a homeomorphism. This proves the following.

13.1. Theorem. If two subspaces of a Banach space are algebraically

complementary, then they are topologically complementary.

This permits us to speak of complementary subspaces of a Banach space

without modifying the term. The proof of the next result is left to the reader.

13.2. Theorem. (a) If Jt and .;V are complementary subspaces of a Banach

space f!l and E: f!l-+ f!l is defined by E(m + n) = m for m in Jt and n in JV,
then E is a continuous linear operator such that E 2 = E, ran E = Jt, and
ker E = JV. (b) If EE!JB(f!l) and E 2 = E, then A= ran E and .;V = ker E are
complementary subspaces of f!l.

If A ~ f!l and A is complemented in f!l, its complementary subspace may

not be unique. Indeed, finite dimensional spaces furnish the necessary
examples.
A result due to R.S. Phillips [1940] is that c0 is not complemented in [ 00 •
A straightforward proof of this can be found in Whitley [1966]. Murray
[1937] showed that lP, p =/:. 2, p > 1 has uncomplemented subspaces. This seems
to be the first paper to exhibit uncomplemented subspaces of a Banach space.

Lindenstrauss [1967] showed that if A is an infinite dimensional sub-

space of 100 that is complemented in 100 , then A is isomorphic to [ 00 • This
same result holds if 100 is replaced by lP, 1 ~ p < oo, c, or c0 •
Does there exist a Banach space ,q' such that every closed subspace of ,q-
is complemented? Of course, if f!l is a Hilbert space, then this is true. But
are there any Banach spaces that have this property and are not Hilbert
spaces? Lindenstrauss and Tzafriri [1971] proved that if ,q' is a Banach space
and every subspace of f!l is complemented, then f!l is isomorphic to a Hilbert
space.
§14. The Principle of Uniform Roundedness 95

EXERCISES
1. If :r is a vector space and .~ is a linear manifold in !I', show that there is a linear
manifold .. V in ;£ such that .~ n X= (0) and J!( + .AI= !I'.
2. Let ;£ be a Banach space and let E: ;£--+!I' be a linear map such that E 2 = E and
both ran E and ker E are closed. Show that E is continuous.
3. Prove Theorem 13.2.
4. Let !£ be a Banach space and show that if J!( is a complemented subspace of !I',
then every complementary subspace is isomorphic to !I'/J!(.
5. Let X be a compact set and let Y be a closed subset of X. A simultaneous extension
for Y is a bounded linear map T: C( Y)--+ C(X) such that for each g in C( Y),
T(g)i Y =g. Let C 0 (X\ Y) = {!EC(X): f(y) = 0 for ally in Y}. Show that if there
is a simultaneous extension for Y, then C 0 (X\ Y) is complemented in C(X).
6. Show that if Y is a closed subset of [0, 1], then there is a simultaneous extension
for Y (see Exercise 5). (Hint: Write [0, 1]\ Y as the union of disjoint intervals.)
7. Using the notation of Exercise 5, show that if Y is a retract of X, then C0 (X\ Y)
is complemented in C(X).

§14. The Principle of Uniform Roundedness

There are several results that may be called the Principle of Uniform
Roundedness (PUB) and all of these are called the PUB by various mathe-
maticians. In this book the PUB will refer to any of the results of this section,
though in a formal way the next result plays the role of the founder of the
family.

14.1. Principle of Uniform Roundedness (PUB). Let fil' be a Banach

space and qy a normed space. If d s; &H(fi£, qlj) such that for each x in [1{,
sup{ II Ax II: A Ed}< oo, then sup {II A II: AE.s1'} < oo.
PROOF. (Due to William R. Zame, 1978. Also see J. Hennefeld [1980].) For
each x in fil' let M(x) =sup {II Ax II: A Ed}, so II Ax II ~ M(x) for all x in fil'.
Suppose sup{IIAII:AEd}=oo. Then there is a sequence {A.}s;d and a
sequence {x.} of vectors in .0[ such that llxnll = 1 and IIA.x.ll >4". Let
y.=T"x.; thus IIY.II =2-n and IIA.y.ll >2".

14.2. Claim. There is a subsequence {y.J such that fork~ 1:

(a) II A.k+ ,Y•..,, II> 1 + k + L:~= 1 M(y.);

(b) IIY.k+,ll <Tk-t[sup{IIA.jll: 1 ~j~k}r 1 .

The proof of (14.2) is by induction. Let n 1 = 1. The induction step is valid

since II Yn II --+ 0 and II A.y. II-+ oo. The details are left to the reader.
96 III. Banach Spaces

Since Lk II Yn" II < oo, LkYn" = y in ?l' (here is where the completeness of?£
is used.) Now for any k ~I,

IIAnk+ 1 YII=II ±An~+ 1 Yni+Ank+1Ynk+l+

j=l
I
j=k+2
Ank+1Ynill

=IIAnk+1Ynk+l-[- .± Ank+IYni-. I
j=l j=k+2
Ank+JYnjJII

I
00

~t+k- 2-j
j=k+2

~k.

That is, M(y) ~ k for all k, a contradiction.

•
14.3. Corollary. If?£ is a normed space and As;?£, then A is a bounded set
if and only if forevery fin?£*, sup{lf(a)l: aEA} < oo.
PROOF. Consider ?£ as a subset of~(?£*, IF) ( = ?£**) by letting x(f) = f(x)
for every fin ?£*. Since ?£* is a Banach space and II x II = II x II for all x, the
corollary is a special case of the PUB. •

14.4. Corollary. If?£ is a Banach space and As;?£*, then A is a bounded set
if and only if forevery x in!!£, sup{lf(x)l: fEA} < oo.
PROOF. Consider ?£* as 14(?£, IF).
•
Using Corollary 14.3, it is possible to prove the following improvement
of(l4.1).

14.5. Corollary. If !!£ is a Banach space and OJJ is a normed space and if
d s; 14(?£, OJJ) such that for every x in ?£ and g in OJJ*,

sup{lg(A(x))l: AEd} < oo,

then sup{ II A II: A Ed}< oo.
PROOF. Fix x in!!£. By the hypothesis and Corollary 14.3, sup{IIA(x)ll:
A Ed}< oo. By (14.1), sup{ II A II: A Ed}< oo. •

A special form of the PUB that is quite useful is the following.

14.6. The Banach-Steinhaus Theorem. If?£ and OJJ are Banach spaces and
§14. The Principle of Uniform Roundedness 97

{A.} is a sequence in f!J(.Ol/!Y) with the property that for every x in .or there
is a y in '!If such that I A.x - y I -+ 0, then there is an A in f!J(Pl, '!If) such that
II A.x- Ax I -+ 0 for every x in Pl and sup I A. I < oo.
PROOF. If xEPl, let Ax= lim A.x. By hypothesis A: .or-+ '!If is defined and it
is easy to see that it is linear. To show that A is bounded, note that the PUB
implies that there is a constant M > 0 such that II A. II !'( M for all n. If xEPl and
llx II!'( 1, then for any n ~ 1, I Axil !'(II Ax- A.x II+ I A.x I !'(II Ax- A"x II+ M.
Letting n-+ oo shows that I Ax I !'( M whenever II x I !'( 1. •

The Banach-Steinhaus Theorem is a result about sequences, not nets.

Note that if I is the identity operator on .or and for each n ~ 1, A.= n- 1 I
and for n !'( 0, A.= ni, then {A.: nEZ} is a countable net that converges in
norm to 0, but the net is not bounded.

14.7. Proposition. Let X be locally compact and let Un} be a sequence in

C0 (X). Then Jfn df.1-+ Jf df.1 for every f.1 in M(X) if and only if sup. I f. II < oo
and f.(x)-+ f(x) for every x in X.
PROOF. Suppose Jf. df.1-+ Jf df.1 for every f.1 in M(X). Since M(X) = C0 (X)*,
(14.3) implies that sup. I f. I < oo. By letting f.1 = bx, the unit point mass at
J
x, we see that f. dbx = f.(x)-+ f(x). The converse follows by the Lebesgue
Dominated Convergence Theorem. •

ExERCISES
I. Here is another proof of the PUB using the Baire Category Theorem. With the
notation of (14.1 ), let B.= {xE,q[: I Ax I ~ n for all A in d}. By hypothesis,
U:~ 1 B.= q-. Now apply the Baire Category Theorem.

2. If I <p < oo and {x.},; /P, then L:;;,

1 x.(J)y(j)-->0 for every yin lq, 1/p + 1/q = 1,
if and only if sup. I x. I P < oo and x.(J)--> 0 for every j:;:, I.
L:;;,
3. If {x.} c:; 11 , then 1 x.(J)y(j)--> 0 for every yin c 0 if and only if sup. I x. 1 1 < oo
and x.(J)--> 0 for every j :;:, I.
4. If(X,Q,J.l) is a measure space, 1 < p < oo, and{!.} c:; U(X,Q,J.l), then SJ.gdj.l-->0
for every g in U(J.l), 1/p + 1/q =I, if and only if sup{ I f. liP: n:;:, 1} < oo and for
J
every set E in n with J.l(E) < oo, d. dJ.l--> 0 as n--> oo.
5. If(X,Q,p) is a a-finite measure space and{!.} is a sequence in U(X,O.,p), then
Jf.g dp --> 0 for every g in L (J.l) if and only if sup { I f. k n :;:, 1} < oo and
00

hf. dp--> 0 for every E in Q.

6. Let Jff be a Hilbert space and let <ff be an orthonormal basis for Jff. Show that
a sequence {h.} in Jff satisfies <h., h)--> 0 for every h in Jff if and only if
sup { I h. II: n :;:, 1} < oo and <h., e)--> 0 for every e in <!.
7. If X is locally compact and {J.t.} is a sequence in M(X), then L(p.)--> 0 for every
Lin M(X)* if and only if sup{ I J.ln II: n:;:, I} < oo and J.l.(E) -->0 for every Borel set E.
8. In (14.6), show that I A I ~ lim inf I A. 11.
98 III. Banach Spaces

9. If (S, d) is a metric space and ?£ is a normed space, say that a function f: S-> ?£
is a Lipschitz function if there is a constant M > 0 such that II f(s)- f(t) II :( Md(s, t)
for all s, t in S. Show that iff: S-> ?£ is a function such that for all L in ?£*,
L of: S-> IF is Lipschitz, then f: S-> ?£ is a Lipschitz function.
10. Let:!{ be a Banach space and suppose {x.} is a sequence in:![ such that for each
x in ?£ there are unique scalars {oc.} such that lim.- oo II x- .L~ ~ 1 ockxk II = 0. Such
a sequence is called a Schauder basis. (a) Prove that :![ is separable. (b) Let
'Y={{oc.}EIF"::L:~ 1 oc.x. converges in P£} and for y={oc.} in '!If define
IIYII =sup.II:L~~ 1 ockxkll. Show that '!If is a Banach space. (c) Show that there is
a bounded bijection T: :![->'!If. (d) If n ~ 1 and f.::![-> IF is defined by
f.(:L;:'~ 1 ockxd = rJ.., show that f.E?£*. (e) Show that x.¢ the closed linear span of
{xk:ko;tn}.
CHAPTER IV

Locally Convex Spaces

A topological vector space is a generalization of the concept of a Banach

space. The locally convex spaces are encountered repeatedly when discussing
weak topologies on a Banach space, sets of operators on Hilbert space, or
the theory of distributions. This book will only skim the surface of this theory,
but it will treat locally convex spaces in sufficient detail as to enable the
reader to understand the use of these spaces in the three areas of analysis
just mentioned. For more details on this theory, see Bourbaki [1967],
Robertson and Robertson [1966], or Schaefer [1971].

§ 1. Elementary Properties and Examples

A topological vector space is a vector space that is also a topological space
such that the linear structure and the topological structure are vitally
connected.

1.1. Definition. A topological vector space (TVS) is a vector space fi£ together
with a topology such that with respect to this topology
(a) the map of fi£ x fi£--+ fi£ defined by (x, y )r--- x + y is continuous;
(b) the map oflF x f![--.f![ defined by (cx,x)r---cxx is continuous.
It is easy to see that a normed space is a TVS (Proposition III.l.3).
Suppose f![ is a vector space and fJ> is a family of seminorms on fi£. Let
:T be the topology on fi£ that has as a subbase the sets {x: p(x- x 0 ) < s },
where pEfl>, x 0 Efl£, and s > 0. Thus a subset U of fi£ is open if and only if
for every x 0 in U there are p 1 , ... , Pn in fJ> and £ 1 , ... , en> 0 such that
100 IV. Locally Convex Spaces

(l}= 1 {xEq'": pix- x 0 ) < t:j} c;; U. It is not difficult to show that q- with this
topology is a TVS (Exercise 2).

1.2. Definition. A locally convex space (LCS) is a TVS whose topology is

defined by a family of seminorms f1JJ such that (lpEd"{x: p(x) = 0} = (0).

The attitude that has been adopted in this book is that all topological
spaces are Hausdorff. The condition in Definition 1.2 that (lpEd"{x: p(x) =
0} = (0) is imposed precisely so that the topology defined by f1JJ be Hausdorff.
In fact, suppose that xi= y. Then there is a p in f1JJ such that p(x- y) i= 0; let
p(x-y)>t:>O. If V={z:p(x-z)<!t:} and V={z:p(y-z)<it:}, then
U n V = 0 and U and V are neighborhoods of x andy, respectively.
If q" is a TVS and x 0 Eq'", then XHX + x 0 is a homeomorphism of q'"; also,
if a ElF and a i= 0, xHax is a homeomorphism of q- (Exercise 4). Thus the
topology of q- looks the same at any point. This might make the next
statement less surprising.

1.3. Proposition. Let q" be a TVS and let p be a seminorm on q-_ The following
statements are equivalent.
(a) p is continuous.
(b) {xE,q": p(x) < 1} is open.
(c) 0Eint {xE,q": p(x) < 1}.
(d) 0Eint{xE,q": p(x)::::;; 1}.
(e) p is continuous at 0.
(f) There is a continuous seminorm q on ,q- such that p ::::;; q.

PROOF. It is clear that (a)=(b)=(c)=(d).

(d) implies (e): Clearly (d) implies that for every E > 0, 0Eint {xE,q": p(x)::::;; E };
so if {X;} is a net in ,q- that converges to 0 and E > 0, there is an i 0 such that
X;E {x: p(x)::::;; E} fori~ i0; that is, p(xJ::::;; E fori~ i 0 • Sop is continuous at 0.
(e) implies (a): If X;--+x, then ip(x)-p(xJI::::;p(x-xJ Since x-x;--+0,
(e) implies that p(x- xJ--+ 0. Hence p(x;)--+ p(x).
Clearly (a) implies (f). So it remains to show that (f) implies (e). If X;--+ 0
in ,q", then q(x;)--+ 0. But 0::::;; p(x;)::::;; q(x;), so p(x;)--+ 0. •

1.4. Proposition. If q- is a TVS and p 1 , ••• , Pn are continuous seminorms, then

p 1 + ··· + Pn and max;(P;(x)) are continuous seminorms. If {p;} is a family of
continuous seminorms such that there is a continuous seminorm q with Pi ::::;; q
for all i, then XHsup;{P;(x)} defines a continuous seminorm.
PROOF. Exercise.

If f1JJ is a family of seminorms of ,q" that makes q" into a LCS, it is often
convenient to enlarge f1JJ by assuming that f1JJ is closed under the formation
of finite sums and supremums of bounded families [as in (1.4)]. Sometimes
§l. Elementary Properties and Examples 101

it is convenient to assume that 9 consists of all continuous seminorms. In

either case the resulting topology on f!C remains unchanged.

1.5. Example. Let X be completely regular and let C(X) = all continuous
functions from X into JF. If K is a compact subset of X, define
PK(f)=sup{lf(x)l:xeK}. Then {pK:K compact in X} is a family of semi-
norms that makes C(X) into a LCS.

1.6. Example. Let G be an open subset of ([ and let H(G) be the subset of
Co:( G) consisting of all analytic functions on G. Define the seminorms of(l.S)
on H(G). Then H(G) is a LCS. Also, the topology defined on H(G) by these
seminorms is the topology of uniform convergence on compact subsets-the
usual topology for discussing analytic functions.

1.7. Example. Let f!C be a normed space. For each x* in f!C*, define
Px•(x) = lx*(x)l. Then Px• is a seminorm and if & = {Px•= x*ef!C*}, 9 makes
?£ into a LCS. The topology defined on f!( by these seminorms is called the
weak topology and is often denoted by a(?£, f!C*).

1.8. Example. Let ?£ be a normed space and for each x in f!C define Px: f!C*--+
[0, oo) by Px(x*) = lx*(x)l. Then Px is a seminorm and 9 = {px: xef!C} makes
f!C* into a LCS. The topology defined by these seminorms is called the
weak-star(or weak* or wk*) topology on ?£*.It is often denoted by a(?£*, f!C).

The spaces ?£ with its weak topology and f!C* with its weak* topology
are very important and will be explored in depth in Chapter V.
Recall the definition of convex set from (12.4). If a, be?£, then the line
segment from a to b is defined as [a,b] = {tb + (1- t)a:O ~ t ~ 1}. So a set
A is convex if and only if [a, b] £ A whenever a, bE A. The proof of the next
result is left to the reader.

1.9. Proposition. (a) A set A is convex if and only if whenever x 1 , ... , xneA
and t 1 , .•• , tnE[O, 1] with L,iti = 1, then L.hxieA. (b) If {A;: iel} is a collection
of convex sets, then n;A; is convex.

1.10. Definition. If A£ f!C, the convex hull of A, denoted by co(A), is the

intersection of all convex sets that contain A. If?£ is a TVS, then the closed
convex hull of A is the intersection of all closed convex subsets of ?£ that
contain A; it is denoted by co(A).

Since a vector space is itself convex, each subset of ?£ is contained in a

convex set. This fact and Proposition 1.9(b) imply that co(A) is well defined
and convex. Also, co(A) is a closed convex set.
If ?£ is a normed space, then {x: II x I ~ 1} and {x: II x I < 1} are both
convex sets. If fef!C*, {x: lf(x)l ~ 1}, {x: Re f(x) ~ 1}, {x: Re f(x) > 1} are
102 IV. Locally Convex Spaces

all convex. In fact, if T: f!l'-+ ![If is a real linear map and C is a convex subset
of ![If, then T- 1 (C) is convex in f!l'.

1.11. Proposition. Let f!l' be a TVS and let A be a convex subset of f!l'. Then
(a) ciA is convex; (b) if aeintA and beciA, then [a,b)={tb+(1-t)
a: 0 :S;; t < 1} s; int A.
PROOF. Let aeA, becl A, and 0 :S;; t :S;; l. Let {x;} be a net in A such that
X;-+ b. Then tx; + (1- t)a-+ tb + (1 - t)a. This shows that
1.12 bin cl A and a in A imply [a, b] s; cl A.
Using (1.12) it is easy to show that cl A is convex. To prove (b), fix t,
0<t<1, and put c=tb+(1-t)a, where aeintA and beciA. There is an
open set V in f!l' such that Oe V and a+ V s; A. (Why?) Hence for any din A
A 2 td + (1 - t)(a + V)
=t(d-b)+tb+(1-t)(a+ V)
= [t(d- b)+ (1 - t)V] +c.
If it can be shown that there is an element d in A such that Oet(d- b)+
(1 - t)V = U, then the preceding inclusion shows that ceint A since U is
open (Exercise 4). Note that the finding of such a d in A is equivalent to
finding ad such that Oet- 1 (1-t)V+(d-b) or deb-t- 1 (1-t)V. But
Oe- t- 1(1 - t)V and this set is open. Since becl A, d can be found in A. •

1.13. Corollary. If As; f!l', then co(A) is the closure of co(A).

A set As;!![ is balanced if IXXEA whenever xEA and IlXI :S;; 1. A set A is
absorbing if for each x in !![ there is an e > 0 such that txeA for 0 :S;; t <e.
Note that an absorbing set must contain the origin. If aeA, then A is absorbing
at a if the set A -a is absorbing. Equivalently, A is absorbing at a if for
every x in f!l' there is an e > 0 such that a+ txeA for 0 :S;; t <e.
If !![ is a vector space and p is a seminorm, then V = { x: p(x) < 1} is a
convex balanced set that is absorbing at each of its points. It is rather
remarkable that the converse of this is true. This fact will be used to give an
abstract formulation of a LCS and also to explore some geometric conse-
quences of the Hahn-Banach Theorem.

1.14. Proposition. If fl£ is a vector space over IF and Vis a nonempty convex,
balanced set that is absorbing at each of its points, then there is a unique
seminorm p on f!l' such that V = { xef!l': p(x) < 1}.
PROOF. Define p(x) by
p(x)=inf{t:t~O and xetV}.
Since V is absorbing, f!l' = U:'= 1 n V, so that the set whose infimum is p(x) is
§1. Elementary Properties and Examples 103

nonempty. Clearly p(O) = 0. To see that p(ax) = lalp(x), we can suppose that
a =1= 0. Hence, because V is balanced,

p(ax) = inf{t ~ 0: axEtV}

= inf { t ~ 0: x E t (I: I V)}

= lalinf {~~: xEI~ V}

= lalp(x).
To complete the proof that p is a seminorm, note that if a, p ~ 0 and
a, bEV, then

aa + Pb =(a+ m(-(X-a + _P_b)E(a + p)V

a+P a+P
by the convexity of V. If x, yEfY£, p(x) =a, and p(y) = p, let b > 0. Then
xE(a +b) V and yE(P +b) V. (Why?) Hence x + yE(a +b) V + (p +b) V =
(a+ p+ 2b) V (Exercise 11). Letting b-+0 shows that p(x + y) ~a+ P = p(x) +
p(y).
It remains to show that V = {x: p(x) < 1}. If p(x) =a< 1, then a< p < 1
implies xEPV £ V since Vis balanced. Thus V 2 {x: p(x) < 1}. If xE V, then
p(x) ~ 1. Since V is absorbing at x, there is an e > 0 such that for 0 < t < e,
x+tx=yEV. But x=(l +t)- 1 y, yEV. Hence p(x)=(l +t)- 1 p(y)~
(l+t)-1<1.
Uniqueness follows by (111.1.4). •
The seminorm p defined in the preceding proposition is called the
Minkowski function of V or the gauge of V.
Note that if fYl is a TVS space and V is an open set in fY£, then V is
absorbing at each of its points.
Using Proposition 1.14, the following characterization of a LCS can be
obtained. The proof is left to the reader.

1.15. Proposition. Let fYl be a TVS and let !lit be the collection of all open
convex balanced subsets of fY£. Then fYl is locally convex if and only if !lit is a
basis for the neighborhood system at 0.

EXERCISES
I. Let PI be a TVS and let dlf be all the open sets containing 0. Prove the following.
(a) If U Edlf, there is a V in dlf such that V + V ~ U. (b) If U Edlf, there is a V in
dlf such that V~ U and aV~ V for alllal ~I. (Vis balanced.)
(Hint: If WEdlf and aW ~ U for Ia I~£, then cW ~flU for lfll ~ 1.)
104 IV. Locally Convex Spaces

2. Show that a LCS is a TVS.

3. Suppose that :I" is a TVS but do not assume that :I" is Hausdorff. (a) Show that :I"
is Hausdorff if and only if the singleton set {0} is closed. (b) If :I" is Hausdorff,
show that :I" is a regular topological space.
4. Let :I" be a TVS. Show: (a) if x 0 E:I", the mapxHx + x 0 is a homeomorphism
of :I" onto :I"; (b) if aE:F and a# 0, the map XHIXX is a homeomorphism.
5. Prove Proposition 1.4.
6. Verify the statements made in Example 1.5. Show that a net {!;} in C(X)
converges to f if and only if fi-+ f uniformly on compact subsets of X.
7. Show that the space H(G) defined in (1.6) is complete. (Every Cauchy net
converges.)
8. Verify the statements made in Example 1.7. Give a basis for the neighborhood
system at 0.
9. Verify the statements made in Example 1.8.
10. Prove Proposition 1.9.

11. Show that if A is a convex set and a, fJ > 0, then aA + {JA =(a+ {J)A, Give an
example of a nonconvex set A for which this is untrue.
12. If :I" is a TVS and A is closed, show that A is convex if and only if i(x + y)EA
whenever x and yEA.
13. Let s =the space of all sequences of scalars. Thus s =all functions x: IN-+ :F.
Define addition and scalar multiplication in the usual way. If x,yEs, define

d(x,y) = I 2 _. lx(n)- y(n)l .

n= 1 1 + lx(n)- y(n)l
Show that d is a metric on s and that with this topology s is a TVS. Also show
that s is complete.
14. Let (X,Q,,u) be a finite measure space, let .It be the space of 0-measurable
functions, and identify two functions that agree a.e. [.u]. If f,gE.It, define

d(f ) -
,g-
I If - g I d
1+1f-gl JL

Then d is a metric on .It and (.It, d) is a complete TVS. Is there a relationship

between this example and the space s of Exercise 13?
15. If :I" is a TVS and A<;;. :I", then cl A= n {A+ V: OE V and Vis open}.
16. If :I" is a TVS and .It is a closed linear space, then :I"/.It with the quotient
topology is a TVS. If p is a seminorm on :I", define p on :I"/.It by
p(x +.It)= inf{p(x + y): yE.It} Show that pis a seminorm on :I"/.It. Show that
if :I" is a LCS, then so is :I"I .It.
17. If {:I"i: iEI} is a family of TVS's, then :I"= TI {:I"i: iEI} with the product topology
is a TVS. If each :I"i is a LCS, then so is :I".If :I" is a LCS, must each :I"i be a LCS?
§2. Metrizable and Normable Locally Convex Spaces 105

18. If!¥ is a finite-dimensional vector space and ff1 , ff 2 are two topologies on !¥
that make!¥ into a TVS, then ff 1 = ff 2 •
19. If !¥ is a TVS and .A is a finite dimensional linear manifold in !¥, then .A is
closed and ifll + .A is closed for any closed subspace ifll of !¥.
20. Let !¥ be any infinite dimensional vector space and let ff be the collection of all
subsets W of !¥ such that if xe W, then there is a convex balanced set U with
x + U ~ W and U n .A open in .A for every finite dimensional linear manifold
.A in !¥. (Each such .A is given its usual topology.) Show: (a) (?£, ff) is a LCS;
(b) a set F is closed in!¥ if and only ifF n .A is closed for every finite dimensional
subspace .A of !¥; (c) if Y is a topological space and f: !¥-+ Y (not
necessarily linear), then f is continuous if and only if /I .A is continuous for every
finite dimensional space .A; (d) if ifll is a TVS and T: !¥-+ ifll is a linear map, then
T is continuous.

21. Let X be a locally compact space and for each 4> in C 0 (X), define pq,(f) = 114>! II oo
for fin Cb(X). Show that pq, is a seminorm on Cb(X). Let fJ =the topology defined
by these seminorms. Show that (Cb(X), fl) is a LCS that is complete. fJ is called
the strict topology.
22. For 0 < p < 1, let /P =all sequences x such that :E:'= 1 ix(n)IP < oo. Define
d(x,y)=:E;'= 1 ix(n)- y(n)IP (no pth root). Then dis a metric and (IP,d) is a TVS
that is not locally convex.
23. Let!¥ and ifll be locally convex spaces and let T: !¥-+ ifll be a linear transformation.
Show that T is continuous if and only if for every continuous seminorm p on ifll,
poT is a continuous seminorm on !¥.
24. Let !¥ be a LCS and let G be an open connected subset of !¥. Show that
G is arcwise connected.

§2. Metrizable and Normable Locally Convex Spaces

Which LCS's are metrizable? That is, which have a topology which is defined
by a metric? Which LCS's have a topology that is defined by a norm? Both
are interesting questions and both answers could be useful.
If & is a family of seminorms on f£ and f£ is a TVS, say that & determines
the topology on f£ if the topology off£ is the same as the topology induced
by&.

2.1. Proposition. Let {p 1 , p 2 , ••• } be a sequence of seminorms on f£ such that

n:= 1 {x: p.(x) = 0} = (0). For x andy in f£, define

d(x,y) = f 2-• p.(x- y)

n=l l+p.(x-y)

Then d is a metric on f£ and the topology on f£ defined by d is the topology

106 IV. Locally Convex Spaces

on!'£ defined by the seminorms {p 1 .p 2 , ... }. Thus a LCS is metrizable if and

only if its topology is determined by a countable family of seminorms.

PROOF. It is left as an exercise for the reader to show that d is a metric and
induces the same topology as {Pn}· If !'£ is a LCS and its topology is
determined by a countable family of seminorms, it is immediate that !'£ is
metrizable. For the converse, assume that !'£ is metrizable and its metric is
p. Let Un = {x: p(x,O) < 1/n}. Because !'£ is locally convex, there are
continuous seminorms q 1 , ... , qk and positive numbers e1 , ... , ek such that
n~= 1 {x: qi(x)<eJsUn. If Pn=e~ 1 q 1 +···+ek- 1 qk, then xeUn whenever
Pn(x) < 1. Clearly, Pn is continuous for each n. Thus if xr-> 0 in !![, then
for each n, Pn(xi)--+ 0 as j--+ oo. Conversely, suppose that for each n,
Pn(x)--+ 0 as j--+ oo. If e > 0, let n > e- 1• Then there is a j 0 such that for
j?: j 0 , Pn(xi) < 1. Thus, for j?: j 0 , XiEUn S {x: p(x,O) < e}. That is, p(xi, 0) < e
for j?: j 0 and so xi--+0 in!'£. This shows that {Pn} determines the topology
on !'£. (Why?) •

2.2. Example. If C(X) is as in Example 1.5, then C(X) is metrizable if and

only if X= U:'= 1 Kn, where each Kn is compact, K 1 s K 2 s ···,and if K is
any compact subset of X, then K s Kn for some n.

2.3. Example. If X is locally compact and C(X) is as in Example 1.5, then

C(X) is metrizable ifand only if X is a-compact (that is, X is the union of a
sequence of compact sets). If H(G) is as in Example 1.6, then H(G) is metrizable.

If !![ is a vector space and d is a metric on !'£, say that d is translation

invariant if d(x + z, y + z) = d(x, y) for all x, y, z in !'£. Note that the metric
defined by a norm as well as the metric defined in (2.1) are translation
invariant.

2.4. Definition. A Frechet space is a TVS !![ whose topology is defined by a

translation invariant metric d and such that (!![,d) is complete.

It should be pointed out that some authors include in the definition of a

Frechet space the assumption that !'£ is locally convex.

2.5. Definition. If!'£ is a TVS and B s !![, then B is bounded if for every open
set U containing 0, there is an t: > 0 such that t:B s U.

If !![ is a normed space, then it is easy to see that a set B is bounded if

and only if sup {II b II: beB} < oo, so the definition is intuitively correct.

Also, notice that if 11·11 is a norm, {x: II x II < 1} is itself bounded. This is
not true for seminorms. For example, if C(1R) is topologized as in (1.5), let
p{f)=sup{lf(t)l: O~t~ 1}. Then pis a continuous seminorm. However,
§2. Metrizable and Normable Locally Convex Spaces 107

{!: p(f) < 1} is not bounded. In fact, if/0 is any function in C(1R) that vanishs
on [0, 1], {rxf0 : rx.ElR} s; {!: p(f) < 1}. The fact that a normed space posseses
a bounded open set is characteristic.

2.6. Proposition. If fll is a LCS, then fll is normable !f and only if fll has a
nonempty bounded open set.
PROOF. It has already been shown that a normed space has a bounded open
set. So assume that fll is a LCS that has a bounded open set U. It must be
shown that there is norm on fll that defines the same topology. By translation,
it may be assumed that OE U (see Exercise 4i). By local convexity, there is a
=
continuous seminorm p such that {x: p(x) < 1} V s; U(Why?). It will be
shown that p is a norm and defines the topology on fll.
To see that pis a norm, suppose that XE?l, xi= 0. Let W 0 , Wx be disjoint
open sets such that OE W0 and x E Wx. Then there is an e > 0 such that
W0 2 t:U 2 e V. But eV = {y: p(y) < e}. Since xlf W0 , p(x) ~e. Hence pis a norm.
Because p is continuous on fll, to show that p defines the topology of fll
it suffices to show that if q is any continuous seminorm on fll, there is an
rx > 0 such that q ~ rxp (Why?). But because q is continuous, there is an e > 0
such that {x: q(x) < 1} 2 eU 2 eV. That is, p(x) < e implies q(x) < 1. By
Lemma III.l.4, q ~ e- 1p. •

EXERCISES
1. Supply the missing details in the proof of Proposition 2.1.
2. Verify the statements in Example 2.2.
3. Verify the statements in Example 2.3.
4. Let !!f be a TVS and prove the following: (a) If B is a bounded subset of !!f, then
so is cl B. (b) The finite union of bounded sets is bounded. (c) Every compact set is
bounded. (d) If B £!I, then B is bounded if and only if for every sequence {xn}
contained in Band for every {l)(n} in c 0 , I)("X"---> 0 in !!f. (e) If '!If is a TVS, T: !![--->'!If
is a continuous linear transformation, and B is a bounded subset of !I, then T(B) is
a bounded subset of if//. (f) If !I is a LCS and B £ !!f, then B is bounded if and only
if for every continuous seminorm p, sup{p(b): bEB} < oo. (g) If !I is a normed
space and B £ !!f, then B is bounded if and only if sup {II b II: bEB} < oo. (h) If !I
is a Frechet space, then bounded sets have finite diameter, but not conversely. (i)
The translate of a bounded set is bounded.
5. If .r is a LCS, show that !![ is metrizable if and only if !I is first countable. Is this
equivalent to saying that {0} is a G;; set?
6. Let X be a locally compact space and give Cb(X) the strict topology defined in
Exercise 1.21. Show that a subset of Cb(X) is f:l-bounded if and only if it is norm
bounded.
7. With the notation of Exercise 6, show that (Cb(X), f:l) is metrizable if and only if
X is compact.

8. Prove the Open Mapping Theorem for Frechet spaces.

108 IV. Locally Convex Spaces

§3. Some Geometric Consequences of the

Hahn-Banach Theorem
In order to exploit the Hahn-Banach Theorem in the setting of a LCS, it is
necessary to establish some properties of continuous linear functionals. The
proofs of the relevant propositions are similar to the proofs of the
corresponding facts about linear functionals on normed spaces given in §111.5.
For example, a hyperplane in a TVS is either closed or dense (see III.5.2).
The proof of the next fact is similar to the proof of (III.2.1) and (III.5.3) and
will not be given.

3.1. Theorem. If!![ is a TVS and f: !![-+ F is a linear functional, then the
following statements are equivalent.
(a) f is continuous.
(b) f is continuous at 0.
(c) f is continuous at some point.
(d) kerf is closed.
(e) x~-+lf(x)l is a continuous seminorm.
If!![ is a LCS and f!JJ is a family of semi norms that defines the topology on
!![, then the statements above are equivalent to the following:
(f) There are p 1 , ... , Pn in f!JJ and positive scalars IX 1, •.• , 1Xn such that
lf(x)l ~ L~= 1 1XkPk(x)for all x.

The proof of the next proposition is similar to the proof of Proposition 1.14
and will not be given.

3.2. Proposition. Let !![ be a TVS and suppose that G is an open convex subset
of fiE that contains the origin. If
q(x) = inf{t: t ~ 0 and xetG},
then q is a non-negative continuous sublinear functional and G = { x: q(x) < 1}.

Note that the difference between the preceding proposition and (1.14) is
that here G is not assumed to be balanced and the consequence is a sublinear
functional (q(1Xx) = IXq(x) if IX~ 0) that is not necessarily a seminorm.
The geometric consequences of the Hahn-Banach Theorem are achieved
by interpreting that theorem in light of the correspondence between linear
functionals and hyperplanes and between sublinear functionals and open
convex neighborhoods of the origin. The next result is typical.

3.3. Theorem. If fiE is a TVS and G is an open convex nonempty subset of!![
that does not contain the origin, then there is a closed hyperplane .A such that
.linG= 0.
§3. Some Geometric Consequences of the Hahn-Banach Theorem 109

PROOF. Case 1. !!( is an JR-linear space. Pick any x0 in G and let H = x 0 - G.

Then H is an open convex set containing 0. (Verify). By (3.2) there is a
continuous nonnegative sublinear functional q: !!(-+ 1R such that H =
{x: q(x) < 1}. Since x 0 ¢H, q(x 0 ) ~ 1.
Let ®'={ax 0 : aEJR} and define/0 : ®'-+JR byf0 (ax 0 )=aq(x 0 ). Ifa~O.
then/0 (ax 0 ) = aq(x 0 ) = q(ax 0 ); if a< 0, then/0 (ax 0 ) = aq(x 0 ) ~a< 0 ~ q(ax 0 ).
So fo ~ q on ®'. Let f: !!f-+ 1R be a linear functional such that f I®' = fo and
f ~ q on !!f. Put .I{= kerf.
Now if xEG, then x 0 - xEH and sof(x 0 ) - f(x) = f(x 0 - x) ~ q(x 0 - x) < 1.
Therefore f(x) > f(x 0 ) - 1 = q(x 0 ) - 1 ~ 0 for all x in G. Thus .I{ n G = 0.
Case 2. !!f is a CC-linear space. Lemma 111.6.3 will be used here. Using Case
1 and the fact that!!( is also an JR-linear space, there is a continuous JR-linear
functional/: !!f --.JR such that Gnker f = 0. If F(x) = f(x)- if(ix), then F
is a CC-linear functional and f = ReF (III.6.3). Hence F(x) = 0 if and only if
f(x) = f(ix) = 0; that is, .I{= kerF= kerf n [i ker fJ. So .I{ is a closed
hyperplane and .I{ n G = 0. •
An affine hyperplane in!!( is a set .I{ such that for every x 0 in .I{, .I{- x 0
is a hyperplane. (See Exercise 3.) An affine manifold in !!f is a set ®' such that
for every x 0 in ®', ®' - x 0 is a linear manifold in !!f. An affine subspace of a
TVS f!l is a closed affine manifold.

3.4. Corollary. Let !!( be a TVS and let G be an open convex nonempty subset
of f!l. If®' is an affine subspace of(!( such that ®' n G = 0, then there is a
closed affine hyperplane .I{ in !!( such that ®'£.I{ and .I{ n G = 0.
PROOF. By considering G- x 0 and®'- x 0 for any x 0 in®', it may be assumed
that®' is a linear subspace of f!l. Let Q: !!( -+!!f/®' be the natural map. Since
Q- 1 (Q(G)) = {y + G: yE®'}, Q(G) is open in !!f/®'. It is easy to see that Q(G)
is also convex. Since ®' n G = D. O¢Q( G). By the preceding theorem, there
is a closed hyperplane .Kin!!(/®' such that .K n Q( G) = o. Let .I{ = Q- 1(%).
It is easy to check that .I{ has the desired properties. •
There is a great advantage inherent in a geometric discussion of real TVS's.
Namely, iff: !!f-+ 1R is a nonzero continuous JR-linear functional, then the
hyperplane kerf disconnects the space. That is, f!l\ker fhas two components
(see Exercises 4 and 5). It thus becomes convenient to make the following
definitions.

3.5. Definition. Let !!( be a real TVS. A subset S of !!( is called an open
half-space if there is a continuous linear functional f: (!(-+ 1R such that
S = {xEf!l:j(x) >a} for some a. Sis a closed half-space if there is a continuous
linear functional/: (!(-+ 1R such that S = {xEf!l: f(x) ~a} for some a.
Two subsets A and B of !!f are said to be strictly separated if they are
contained in disjoint open half-spaces; they are separated ifthey are contained
in two closed half-spaces whose intersection is a closed affine hyperplane.
110 IV. Locally Convex Spaces

3.6. Proposition. Let !!{ be a real TVS.

(a) The closure of an open half-space is a closed half-space and the interior of
a closed half-space is an open half-space.
(b) If A, B s;;; !'£, then A and B are strictly separated (separated) if and only if
there is a continuous linear functional f: f!l'-+ 1R and a real scalar IX such
that f(a) >IX for all a in A and f(b) <IX for all b in B (f(a) ~IX for all a in
A andf(b) ~IX for all bin B).
PROOF. Exercise 6.

In many ways, the next result is the most important "separation" theorem
as the other separation theorems follow from this one. However, the most
used separation theorem is Theorem 3.9 below.

3.7. Theorem. If!'£ is a real TVS and A and Bare disjoint convex sets with
A open, then there is a continuous linear functional f: !'£-+JR. and a real
scalar IX such that f(a) <IX for all a in A and f(b) ~IX for all b in B. If B is
also open, then A and B are strictly separated.
PROOF. Let G =A - B = {a- b: aeA, beB}; it is easy to verify that G is convex
(do it!). Also, G = u {A- b: beB}, so G is open. Moreover, because A nB = 0,
OrtG. By Theorem 3.3 there is a closed hyperplane A in f!l' such that
A nG = 0. Letf: f!l' -+1R be a linear functional such that A= kerf. Now
/(G) is a convex subset of 1R and 0¢/(G). Hence either f(x) > 0 for all x in
G or f(x) < 0 for all x in G; suppose f(x) > 0 for all x in G. Thus if aeA and
beB, 0 <f(a- b)= f(a)- f(b); that is, f(a) > f(b). Therefore there is a real
number ex such that
sup{J(b): beB} ~ex~ inf{J(a): aeA}.
But f(A) and f(B) are open intervals if B is open (Exercise 7), so f <IX on B
and f > ex on A. •

3.8. Lemma. If!'£ is a TVS, K is a compact subset of!'£, and V is an open

subset of!'£ such that K s;;; V, then there is an open neighborhood oJO, U, such
that K +Us;;; V.
PROOF. Let 1J1t 0 =all of the open neighborhoods of 0. Suppose that for each
U in 1J1t 0 , K + U is not contained in V. Thus, for each U in IJit 0 there is a
vector Xu in K and a Yu in U such that xu+ YuEf!l'\ V. Order !Jit0 by reverse
inclusion; that is, U 1 ~ U 2 if U 1 s;;; U 2 . Then IJit 0 is a directed set and {xu}
and {Yu} are nets. Now Yu-+ 0 in !'£. Because K is compact there is an x in
K such that xu --+x(cl
{xu} cluster at x). Hence Xu+ Yu --+x cl
+ 0 = x. (Why?)
Hence x eel (f!l'\ V) = f!l'\ V, a contradiction. •

The condition that K be compact in the preceding lemma is necessary; it

is not enough to assume that K is closed. (What is a counterexample?)
§3. Some Geometric Consequences of the Hahn-Banach Theorem 111

3.9. Theorem. Let :!( be a real LCS and let A and B be two disjoint closed
convex subsets of :!C. If B is compact, then A and B are strictly separated.
PROOF. By hypothesis, B is a compact subset of the open set :!C\A. The
preceding lemma implies there is an open neighborhood U 1 of 0 such that
B + U 1 c:; :!C\A. Because :!(is locally convex, there is a continuous seminorm
p on:!( such that {x: p(x)<l}c:;U 1 . Put V={x: p(x)<1}. Then
(B + U)n(A + U) = 0 (Verify!), and A+ U and B + U are open convex
subsets of:!( that contain A and B, respectively. (Why?) So the result follows
from Theorem 3.7. •

The fact that one of the two closed convex sets in the preceding theorem
is assumed to be compact is necessary. In fact, if:!(= 1R 2 , A= {(x, y)E1R 2 :
y ~ 0}, and B = {(x, y)E1R 2 : y ~ x- 1 > 0}, then A and B are disjoint closed
convex subsets of 1R 2 that cannot be strictly separated.
The next result generalizes Corollary 111.6.8, though, of course, the metric
content of (111.6.8) is missing.

3.10. Corollary. If:!( is a real LCS, A is a closed convex subset of :!C, and
xf/:A, then x is strictly separated from A.

3.11. Corollary. If:!C is a real LCS and A c:; :!C, then co (A) is the intersection of
the closed half-spaces containing A.
PROOF. Let Jlf be the collection of all closed half-spaces containing A. Since
each set in Jlf is closed and convex, co (A) c:; n {H: H EJ!f}. On the other hand,
ifx 0 ¢co (A), then (3.10) implies there is a continuous linear functional
f: fll--+ 1R and an a in 1R such that f(x 0 ) >a and f(x) <a for all x in
co(A). Thus H = {x:f(x) ~a} belongs to Jlf and x 0 ¢H. •

The next result generalizes Theorem 111.6.13.

3.12. Corollary. If fll is a real LCS and A c:; fll, then the closed linear span of
A is the intersection of all closed hyperplanes containing A.

If fll is a complex LCS, it is also a real LCS. This can be used to formulate
and prove versions of the preceding results. As a sample, the following
complex version of Theorem 3.9 is presented.

3.13. Theorem. Let fll be a complex LCS and let A and B be two disjoint
closed convex subsets of fll. If B is compact, then there is a continuous linear
functional f: fll--+ <C, an a in 1R, and an c > 0 such that for a in A and b in B,
Re f(a) ~a< a+ c ~ Re f(b).

3.14. Corollary. If fll is a LCS and UJI is a linear manifold in fll, then UJI is
112 IV. Locally Convex Spaces

dense in PI if and only if the only continuous linear functional on PI that vanishes
on OJ/ is the identically zero functional.

3.15. Corollary. If PI is a LCS, OJ/ is a closed linear subspace of PI, and x 0 ePI\UJ/,
then there is a continuous linear functional f: PI-+ 1F such that f(y) = 0 for all
y in OJ/ and f(x 0 ) = 1.

These results imply that on a LCS there are many continuous linear
functionals. Compare the results of this section with those of §111.6.
The hypothesis that PI is locally convex does not appear in the results
prior to Theorem 3.9. The reason for this is that in the preceding results the
existence of an open convex subset of PI is assumed. In Theorem 3.9 such a
set must be manufactured. Without the hypothesis of local convexity it may
be that the only open convex sets are the whole space itself and the empty set.

3.16. Example. For 0 < p < 1, let 1!(0, 1) be the collection of equivalence
classes of measurable functions f: (0, 1)-+ 1R such that

((f))P = I1
lf(x)IP dx < oo.

It will be shown that d(f, g)= ((f- g))p is a metric on LP(O, 1) and that with
this metric 1!(0, 1) is a Frechet space. It will also be shown, however, that
1!(0, 1) has only one nonempty open convex set, namely itself. So 1!(0, 1),
0 < p < 1, is most emphatically not locally convex. The proof of these facts
begins with the following inequality.

3.17 For s, tin [0, oo) and 0 < p < 1, (s + t)P ~ sP + tP.

To see this, let f(t) = sP + tP- (s + t)P for t ~ 0, s fixed. Then

f'(t) = ptP- 1 - p(s + t)p- 1 . Since p- 1 < 0 and s + t ~ t, f'(t) ~ 0. Thus
0 = f(O) ~f(t). This proves (3.17)
If d(f, g) = ((f- g))P for f, g in 1!(0, 1), then (3.17) implies that
d(f,g)~d(f,h)+d(h,g) for allf,g,h in 1!(0,1).1t follows that dis a metric
on 1!(0, 1). Clearly dis translation invariant.
3.18 1!(0, 1), 0 < p < 1, is complete.

The proof of this is left as an exercise.

3.19 1!(0, 1) is a TVS.

The continuity of addition is a direct consequence of the translation

invariance of d. Iff.-+fand ex.-+ex, ex. in JR., d(ex.f,.,exf)=((ex.f.-exf))p~
((ex.f.- ex.f))P + ((ex.f- exf))P = lex.IP((f.- f))P +lex.- exiP((f))P ~ C((f.-f))P +
lex.- cxiP((f))P, where C is a constant independent of n. Hence cx.f.-+ cxf.
Thus 1!(0, 1) is a Frechet space.
§3. Some Geometric Consequences of the Hahn-Banach Theorem 113

If G is a nonempty open convex subset of U(O, 1), then

3.20 G = U(O, 1).
To see this, first suppose f EU(O, 1) and ((f) )P = r < R. As a function of t,
J~ If(x)IP dx is continuous, assumes the value 0 at t = 0, and assumes the value
r at t = 1. Let 0 < t < 1 such that J~ I f(x)IP dx = r/2. Define g, h: (0, 1)---. IR by
g(x) = f(x) for x ~ t and 0 otherwise; h(x) = f(x) for x ~ t and 0 otherwise.
Now f = g + h = ·H2g + 2h) and ((2g))P = ((2h))p = 2P(r/2) = r/2 1 -v. Hence
f ECO B(O; R/2 1 - P). This implies that B(O; R) c;; co B(O; R/2 1 - P), or, equivalently,
B(O; 2 1 -vR)c;;coB(O,R). Hence B(O; 4 1 -vR)c;;coB(O; 2 1 -vR)c;;coB(O;R).
Continuing we see that for all n, B(O; 2" 0 - Pl R) c;; co B(O;R).
So if G is a nonempty open convex subset of U(O, 1), then by translation
it may be assumed that OEG. Thus there is an R > 0 with B(O; R) c;; G. By
the preceding paragraph, B(O; 2" 0 - Pl R) c;; co B(O; R) c;; G for all n ~ 1.
Therefore U(O, 1) c;; G.
Also note that this says that the only continuous linear functional on
U(O, 1), 0 < p < 1, is the identically zero functional.

EXERCISES
1. Prove Theorem 3.1.
2. Let p be a sub linear functional, G ={
x: p(x) < 1}, and define the sublinear
functional q for the set G as in Proposition 3.2. Show that q(x) = max(p(x)), 0)
for all x in f£.
3. Let A <:;:: !1:, a TVS, and show that the following statements are equivalent :
(a) <$/ is an affine hyperplane; (b) there exists an x 0 in A such that A - x 0 is a
hyperplane; (c) there is a non-zero linear function f: !1:-> IF and an a in IF such
that A= {xE!J::f(x) =a}.
4. Let :'!' be a real TVS. Show: (a) if G is an open connected subset of !!l', then G is
arcwise connected; (b) iff: .UJ'-> JR. is a continuous non-zero linear functional, then
:'l'\kerfhas two components, {x:f(x)>O} and {x:f(x)<O}.
5. If!.[ is a complex TVS and f: ?£-> <C is a nonzero continuous linear function,
show that :'l'\ker f is connected.
6. Prove Proposition 3.6.
7. If[: :'!'->JR. is a continuous lR-linear functional and A is an open convex subset
of!£, then f(A) is an open interval.

8. Prove Corollary 3.12.

9. Prove Theorem 3.13.
10. State and prove a version of Theorem 3.7 for a complex TVS.
11. State and prove a version of Corollary 3.11 for a complex LCS.
12. State and prove a version of Corollary 3.12 for a complex LCS.
13. Prove (3.18).
114 IV. Locally Convex Spaces

14. Give an example of a TVS :?[ that is not locally convex and a subspace Cflf
of :![ such that there is a continuous linear functional f on Cflf with no
continuous extension to :?l.
15. Let :?[ be a real LCS and let A and B be disjoint compact convex subsets of :?l.
Suppose Cfl/ is a subspace of:?[ and f 0 : Cflf-+ IR is a continuous linear functional
such thatf0 (a) < 0 for a in A nCflf andf0 (b) > 0 forb in B nCflf. Show by an example
that it is not always possible to extend fo to a continuous linear functional on
:?[such thatf(a) < 0 or a in A andf(b) > 0 forb in B. (Hint: Let :?l = IR 3 and let
Cfl/ be the plane.)

§4*. Some Examples of the Dual Space of a

Locally Convex Space
As with a normed space, iff£ is a LCS, X* denotes the space of all continuous
linear functionals f: f£ -4 F. f£* is called the dual space of f£.

4.1. Proposition. Let X be completely regular and let C(X) be topologized as

in Example 1.5. If L: C(X) -4 F is a continuous linear functional, then there is
a compact set K and a regular Borel measure J.l on K such that L(f) = Sxf dJ.l
for every fin C(X). Conversely, each such measure defines an element of C(X)*.
PROOF. It is easy to see that each measure J.l supported on a compact set K
defines an element of C(X)*. In fact, if PxU) =sup { lf(x)l: xEK} and
L(f)= JKfdJ.l, then IL(f)l ~ IIJliiPK(f), and soL is continuous.
Now assume LEC(X)*. There are compact sets K 1 , ••• ,Kn and positive
numbers al, ... ,an such that IL(f)l ~ L~= laiPKif) (3.1£). Let K = u~= lKi
and a=max{ai: 1 ~j~n}. Then IL(f)l~apx(f). Hence if fEC(X) and
=
fiK 0, then L(f) = 0.
Define F: C(K) -4 F as follows. If gEC(K), let g be any continuous extension
of g to X and put F(g) = L(g). To check that F is well defined, suppose that
g1 and g 2 are both extensions of g to X. Then g 1 - g 2 = 0 on K, and hence
L(g 1 ) = L(g 2 ). Thus F is well defined. It is left as an exercise for the reader
to show that F: C(K) -4 F is linear. If gEC(K) and g is an extension in C(X),
then IF(g)l = IL@I ~ apK(g) =a II g 11. where the norm is the norm of C(K). By
(III.5.7) there is a measure Jl in M(K) such that F(g)=JxgdJ.l. IffEC(X),
then g = f IK EC(K) and so L(f) = F(g) = Sx f dJ.l. •

If y: [0, 1] -4 <C is a rectifiable curve and f is a continuous function defined

on the trace of y, y([O, 1]), then Jrfis the line integral off over y. That is,
JJ = gf(y(t))dy(t). (See Conway [1978].) The next result generalizes to
arbitrary regions in the plane, but for simplicity it is stated only for the disk
[). Recall the definition of H(U) from Example 1.6.

4.2. Proposition. LE H(U)* if and only if there is an r < 1 and a unique function
§4. Some Examples of the Dual Space of a Locally Convex Space 115

g analytic on <Coo \B(O; r) with g( oo) = 0 such that

4.3 L(f) = ~21.

mY
f fg

for every fin H([)), where y(t) = peit, 0 ~ t ~ 2n, and r < p < 1.
PROOF. Let g be given and define Las in (4.3). If K = {z: lzl = p}, then

IL(f)l = 21nl f" f(peit)g(peit)ipeit dtl

So if c = PPK(g), IL(f)l ~ cpK(f), and LEH([))*.

Now assume that LEH([))*. The Hahn-Banach Theorem implies there
is an Fin C([))* such that FIH([)) = L. By Proposition 4.1 there is a compact
set K contained in[) and a measure J1 on K such that L(f) = JK f dp for every
fin H([)). Define g: <Coo \K ~ <C by g( oo) = 0 and g(z) = - JK 1/(w- z)dp(w)
for z in <C\K. By Lemma 111.8.2, g is analytic on <Coo \K. Let p < 1 such that
K <:; B(O; p). Ify(t) = pe; 1, 0 ~ t ~ 2n, then Cauchy's Integral Formula implies

f(w) = ~1.
2m
f Y
f(z) dz
z- w
for Iwl < p; in particular, this is true for w in K. Thus,

L(f) = L f(w)dp(w)

= f [!__
K 2n
f2"
0
f~;eit)
pe - w
eitdt]dp(w)

=_{J__f2"f(peit)eir[f ____ 1 -dp(w)Jdt

2n 0 K pe' 1 - w

= __!___
2m
fY
f(z)g(z)dz.

This completes the proof except for the uniqueness of g (Exercise 3). •

ExERCISES
I. Let {.'l;: iEI} be a family of LCS's and give .'l = Il {.'?l";: iEI} the product topology.
(See Exercise 1.17.) Show that LE.'?l"* if and only if there is a finite subset F
contained in I and there are x;
in .'?l"7 for j in F such that L(x) = LieFx;(x(j)) for
each x in :!l.
2. Show that the space s (Exercise 1.13) is linearly homeomorphic to C(IN) and
describes*.
116 IV. Locally Convex Spaces

3. Show that the function g obtained in Proposition 4.2 is unique.

4. Show that LeH(ID)* if and only if there are scalars b0 , b 1 , ••• in CC such that
limsuplb.l 11"< I and L(f)=:E:'= 0 1/(n!)pnl(O)b•.
5. If G is an annulus, describe H(G)*.
6. (Buck [1958]). Let X be locally compact and let Pbe the strict topology on Cb(X)
defined in Exercise 1.21. (Also see Exercises 2.6 and 2.7.) Prove the following
statements: (a) If JIEM(X) and e.!O, then there are compact sets K 1 ,K 2 , ••• such
that for each n~ I, K.£;intK.+ 1 and IJLI(X\K.)<e•. (b) If JLEM(X), then there
is a <Pin C0 (X) such that <P~O, IJLI(X\{x:</J(x)>O})=O, 1/<PeL1(IJLI), and
J J
1/<P diJLI ~ 1. (c) Show that if JIEM(X) and L(f) = f dJl for f in Cb(X), then
Le(Cb(X),p)*. (d) Conversely, if Le(Cb(X),p)*, then there is a Jl in M(X) such that
L(f) = Jf dJl for fin Cb(X).
7. Let X be completely regular and let .,II be a linear manifold in C(X). Show that
if for every compact subset K of X, .,/IlK= {/IK: fe.,/1} is dense in C(K), then
.,II is dense in C(X).

§5*. Inductive Limits and the

Space of Distributions
In this section the most general definition of an inductive limit will not be
presented. Rather one that removes certain technicalities from the arguments
and yet covers the most important examples will be given. For the more
general definition see Kothe [1969], Robertson and Robertson [1966], or
Schaefer [ 1971].

5.1. Definition. An inductive system is a pair (,q£, {,q[";: iEJ} ), where ,q[" is a
vector space, ,q£; is a linear manifold in f£ that has a topology ff; such that
(ff;, ff;) is a LCS, and, moreover:

(a) I is a directed set and ,q["; £ ,q["i if i ~j;

(b) if i ~j and VjEffj, then u/..,,qz-;Eff;;
(c) ,q[" = u {,q[";: iEI}.

Note that condition (b) is equivalent to the condition that the inclusion
map ,qz-; c... ,qz-i is continuous.

5.2. Example. Let d ~ 1 and let Q be an open subset of1Rd. Denote by c~ool(Q)
all the functions <P: Q -.IF such that <P is infinitely differentiable and has
compact support in Q. (The support of <Pis defined by spt <P = cl{x: </J(x) "# 0}.)
If K is a compact subset of Q, define ~(K) = {</JEC~ool(Q): spt <P s;; K}. Let
~(K) have the topology defined by the seminorms

PK,m(</J) = sup{J¢<kl(x)J: lkl ~ m, xEK},

§5. Inductive Limits and the Space of Distributions 117

Then (C~ool(Q), {.@(K): K is compact in Q}) is an inductive system. The space

c~ool(Q) is often denoted in the literature by .@(Q), as it will be in this book.
This example of an inductive system is the most important one as it is
connected with the theory of distributions (below). In fact, this example was
the inspiration for the definition of an inductive limit given now.

5.3. Proposition. If (q", {q-;, 5"J) is an inductive system, let fJI = all convex
balanced sets V such that V nq";Eff; for all i. Let §'=the collection of all
subsets U of q- such that for every x 0 in U there is a V in fJI with x 0 + V s;; U.
Then (,q[, ff) is a (not necessarily Hausdorff) LCS.

Before proving this proposition, it seems appropriate to make the following

definition.

5.4. Definition. If (q", {,q[;}) is an inductive system and §' is the topology
defined in (5.3), §' is called the inductive limit topology and (q", §') is said to
be the inductive limit of {,q[;}.

5.5. Lemma. With the notation as in (5.3), fJI s;; §'.

PROOF. Fix Vis 91. It will be shown that V is absorbing at each of its points.
Indeed, if x 0E V and xE_q'", then there is an q"; and an q"i such that x 0 Eq";
and xE,q[i· Since I is directed, there is akin I with k ~ i,j. Hence x 0 , XE_q-k·
But V nq"kEffk. Thus there is an e > 0 such that x 0 + ocxE V nq"k s;; V for
loci< e.
Since V is convex, balanced, and absorbing at each of its points, there is
a seminorm p on ,q[ such that V = {xEq": p(x) < 1} (1.14). So if x 0 E V,
p(x 0 ) = r 0 < 1. Let W = {xE,q[: p(x) < i(l- r 0 )}. Then W = i(l- r 0 )Vand so
W EfJI. Since x 0 + W s;; V, V Eff. •

PROOF OF PROPOSITION 5.3. The proof that §' is a topology is left as an

exercise. To see that (q", ff) is a LCS, note that Lemma 5.5 and Theorem
1.14 imply that §' is defined by a family of seminorms. •

For all we know the inductive limit topology may be trivial. However,
the fact that this topology has not been shown to be Hausdorff need not
concern us, since we will concentrate on a particular type of inductive limit
which will be shown to be Hausdorff. But for the moment we will continue
at the present level of generality.

5.6. Proposition. Let (q", {q-;}) be an inductive system and let§' be the inductive
118 IV. Locally Convex Spaces

limit topology. Then

(a) the relative topology on !J:i induced by§ (viz.,§ IfllJ is smaller than §i;
(b) if illt is a locally convex topology on f1l such that for every i, illt Iflli s; §i,
then illt s; §;
(c) a seminorm p on f1l is continuous if and only if pI !J:i is continuous for each i.
PROOF. Exercise 3.

5.7. Proposition. Let (fll, §)be the inductive limit of the spaces {(!J:i, §J iEJ}.
If C{lf is a LCS and T: f1l--+ C{lf is a linear transformation, then T is continuous
if and only if the restriction of T to each flli is §i-continuous.
PROOF. Suppose T: 9:--+ C{lf is continuous. By (5.6a), the inclusion map
(flli, §i)--+ (fll, §) is continuous. Since the restriction of T to flli is the
composition of the inclusion map flli--+ f1l and T, the restriction is continuous.
Now assume that each restriction is continuous. If p is a continuous
seminorm on C{lf, then po Tlflli is a §ccontinuous seminorm for every i. By
(5.6c), poT is continuous on fll. By Exercise 1.23, Tis continuous. •

It may have occurred to the reader that the definition of the inductive
limit topology depends on the choice of the spaces !J:i in more than the
obvious way. That is, if f1l = Ujl[lfj and each C{lfj has a topology that is
"compatible" with that of the spaces {fllJ, perhaps the inductive limit
topology defined by the spaces {C{lfj} will differ from that defined by the {9:J
This is not the case.

5.8. Proposition. Let (fll, {(flli, §J}) and (fll, {(C{Ifj, illtj)}) be two inductive
systems and let § and lllt be the corresponding inductive limit topologies on fll.
If for every i there is a j such that flli s; C{lfj and illtjl flli s; §i, then illt s; §.
PROOF. Let V be a convex balanced subset of 9: such that for every j,
V n C{lfjEilltj. If fll"i is given, let j be such that flli s; C{lfj and llltjl flli s; §i· Hence
V n!J:i = (V nl[lf)nflliE§i· Thus VEBI [as defined in (5.3)]. It now follows
that illt s; §. •

5.9. Example. Let 9: be any vector space and let {flli: iEI} be all of the
finite dimensional subspaces of 9:. Give each !J:i the unique topology from
its identification with a Euclidean space. Then (9:, { 9:J) is an inductive system.
Let § be the inductive limit topology. If C{lf is a LCS and T: f1l--+ C{lf is a
linear transformation, then Tis §-continuous.

5.10. Example. Let X be a locally compact space and let {Ki: iEI} be the
collection of all compact subsets of X. Let !J:i =all f in C(X) such that
sptf s; Ki. Then Uiflli = Cc(X), the continuous functions on X with compact
support. Topologize each !J:i by giving it the supremum norm. Then
(Cc(X), {flli}) is an inductive system.
§5. Inductive Limits and the Space of Distributions 119

Let {Ui} be the open subsets of X such that cl Ui is compact. Let C 0 (U)
be the continuous functions on Ui vanishing at oo with the supremum norm.
If jEC 0 (U) and f is defined on X by letting it be identically 0 on X\Ui,
then /ECAX). Thus (Cc(X),{C 0 (Ui)}) is an inductive system. Proposition
5.8 implies that these two inductive systems define the same inductive limit
topology on Cc(X).

5.11. Example. Let d~ 1 and put Kn= {xE1Rd: llxll :::;n}. Then (.qJ(1Rd),
{.@(K")} ;;"= 1 ) is an inductive system. By (5.9), the inductive limit topology
defined on 9tl(1Rd) by this system equals the inductive limit topology defined
by the system given in Example 5.2.

If Q is any subset of 1Rd, then Q can be written as the union of a sequence

of compact subsets {Kn} such that K" s; int Kn+ 1 • It follows by (5.9) that
{.@(K")} defines the same topology on .@(Q) as was defined in Example 5.2.
The preceding example inspires the following definition.

5.12. Definition. A strict inductive system is an inductive system

(Et,{Etn,ffn}:'= 1 ) such that for every n~ 1, Etns;Etn+ 1 , ffn+ 1 W.=ff., and
Et. is closed in Er. + 1 . The inductive limit topology defined on Et by such a
system is called a strict inductive limit topology and Et is said to be the strict
inductive limit of {Ern}.

Example 5.11 shows that 9tl(1Rd), indeed .@(Q), is a strict inductive limit.
The following lemma is useful in the study of strict inductive limits as
well as in other situations.

5.13. Proposition. If Et is a LCS, qy::::; Et, and p is a continuous seminorm on

C!Y, then there is a continuous seminorm p on Et such that piC!Y = p.

PROOF. Let U = {yEqlj: p(y) < 1}. So U is open in qlj; hence there is an open
subset vl of Et such that vl n qy = U. Since OE vl and Et is a LCS, there is
an open convex balanced set V in Et such that V s; V1 . Let q =the gauge of
V. So if yEC!Y and q(y) < 1, then p(y) < 1. By Lemma 111.1.4, p::::; qlqy·
Let W = co(U u V); it is easy to see that W is convex and balanced since
both U and V are. It will be shown that W is open. First observe that
W={tu+(1-t)v:O::::;t::::;1, uEU, vEV} (verify). Hence W=u{tU+
(1- t)V: 0::::; t::::; 1}. Put W, = tU + (1- t)V. So W0 = V, which is open. If
0 < t < 1, W, = u {tu + (1 - t) V: uEU}, and hence is open. But W 1 = U, which
is not open. However, if uEU, then there is an e > 0 such that c:uEV. For
0 < t < 1, let y, = t- 1 [1- e + te]u (Eqlf). As t-d, y,-> u. Since U is open in
qlf, there is at, 0 < t < 1, withy, in U. Thus u = ty, + (1- t)(c:u)E W,. Therefore
W = u { W,: 0::::; t < 1} and W is open.

5.14. Claim. W nC!Y = U.

 120 IV. Locally Convex Spaces

In fact, Us; W, soU c W nOJI. If wEW nOJI, then w = tu + (1- t)v, u in U,

v in V, 0 ~ t ~ 1; it may be assumed that 0 < t < 1. (Why?) Hence,
v = (1 - t)- 1(w- tu)EOJI. So vE V nOJI s; U; hence wE U.
Let p =the gauge of W. By Claim 5.14, {yEOJI: p(y) < 1} = {yEOJI: p(y) < 1}.
By the uniqueness of the gauge, fiiOJ/ = p. •

5.15. Corollary. If :l£ is the strict inductive limit of {:!l.}, k is fixed, and Pk is
a continuous seminorm on :!lk, then there is a continuous seminorm p on f![ such
that pi:!lk = Pk· In particular, the inductive limit topology is Hausdorff and the
topology on :l£ when restricted to f![k equals the original topology of :!lk.

PROOF. By (5.13) and induction, for every integer n > k, there is a continuous
seminorm Pn such that P.l :r. _1 = P. _ 1 . If xE:l£, define p(x) = P.(x) when xEf!l•.
Since :r. s; f![n+ 1 for all n, the properties of {p.} insure that pis well defined.
Clearly p is a seminorm and by (5.6c) p is continuous.
If xE:l£ and x # 0, there is a k ~ 1 such that xE:!lk. Thus there is a
continuous seminorm Pk on f![k such that pk(x) # 0. Using the first part of
the corollary, we get a continuous seminorm p on :l£ such that p(x) # 0. Thus
(f!l, §") is Hausdorff. The proof that the topology on :l£ when relativized to
:!lk equals the original topology is an easy application of (5.13). •

5.16. Proposition. Let :l£ be the strict inductive limit of {:!l.}. A subset B of :l£
is bounded if and only !f there is an n ~ 1 such that B <;; :r. and B is bounded
in x•.
The proof will be accomplished only after a few preliminaries are settled.
Before doing this, here are a few consequences of (5.16).

5.17. Corollary. Iff![ is the strict inductive limit of {:!l.}, then a subset K of
f![ is compact if and only if there is ann~ 1 such that K <;; f!l. and K is compact
in :r•.
5.18. Corollary. If :l£ is the strict inductive limit of Frechet spaces {X.}, OJ/ is
a LCS, and T: :l£-+ OJ/ is a linear transformation, then T is continuous if and
only if T is sequentially continuous.
PROOF. By Proposition 5.7, Tis continuous if and only if Tl:l£. is continuous
for every n. Since each :r. is metrizable, the result follows. •

Note that using Example 5.11 it follows that for an open subset n of JR.d,
.@(Q) is the strict inductive limit of Frechet spaces [each .@(K.) is a Frechet
space by Proposition 2.1]. So (5.18) applies.

5.19. Definition. If Q is an open subset of JR.d, a distribution on n is a

continuous linear functional on .@(Q).
§5. Inductive Limits and the Space of Distributions 121

Distributions are, in a certain sense, generalizations of the concept of

function as the following example illustrates.

5.20. Example. Let f be a Lebesgue measurable function on n that is locally

integrable (that is, JKifldA. < oo for every compact subset K of Q-here A. is
d-dimensional Lebesgue measure). If L 1 : E»(Q)-.JF is defined by Lj{c/J) =
ff cjJ dA., L1 is a distribution.
From Corollary 5.18 we arrive at the following.

5.21. Proposition. A linear functional L: E»(Q)--+ lF is a distribution if and only

if for every sequence {cPn} in E»(Q) such that cl [ U;:'= 1 spt cPnJ = K is compact
inn and cjJ~kl(x)--+0 uniformly on K as n-+oo for every k=(k 1 , ••• ,kd), it
follows that L(c/>n)--+0.

Proposition 5.21 is usually taken as the definition of a distribution in

books on differential equations. There is the advantage that (5.21) can be
understood with no knowledge of locally convex spaces and inductive limits.
Moreover, most theorems on distributions can be proved by using (5.21).
However, the realization that a distribution is precisely a continuous linear
functional on a LCS contributes more than cultural edification. This
knowledge brings power as it enables you to apply the theory of LCS's
(including the Hahn-Banach Theorem).
The exercises contain more results on distributions, but now we must
return to the proof of Proposition 5.16. To do this the idea of a topological
complement is needed. We have seen this idea in Section III.13.

5.22. Proposition. If f!( is a TVS and OJ/ ~ f!C, the following statements are
equivalent.

(a) There is a closed linear subspace:!£ off!( such that OJ/ n :!£ = (0), OJ/ + :!£ = f!C,
and the map of OJ/ x :!£ -.f!( given by (y,z)~y + z is a homeomorphism.
(b) There is a continuous linear map P: f!(--+ f!( such that Pf!( =OJ/ and P 2 = P.

PRooF. (a)=> (b): Define P: f!( -.f!( by P(y + z) = y, for yin OJ/ and z in :!£.
It is easy to verify that Pis linear and Pf!C =OJ/. Also, P 2 (y + z) = PP(y + z) =
Py = y = P(y + z); so P2 = P. If {Y; + z;} is a net in f!( such that Y; + z;-. y + z,
then (a) implies that Y;-. y (and z;-. z). Hence P(y; + z;)-. P(y + z) and P is
continuous.
(b) => (a): If P is given, let :!£ = ker P. So :!£ ~ f!C. Also, x = Px + (x- Px)
andy= PxEOJJ, and z = x- Px has Pz = Px- P2 x = Px- Px = 0, so zE:!L.
Thus, OJ/+:!£= f!C. If xEOJ/ n :!£, then Px = 0 since XE:!L; but also x = Pw for
some w in f!( since xEOJ/ = Pf!C. Therefore 0 = Px = P 2 w = Pw = x; that is,
OJ/n:!£=(0). Now suppose that {y;} and {z;} are nets in OJ/ and:!£. If Y;-+y
and z;--+ z, then Y; + z;--+ y + z because addition is continuous. If, on the other
122 IV. Locally Convex Spaces

hand, it is assumed that Y; + z;--+ y + z, then y = P(y + z) =lim P(y; + z;) =

limY; and z; = (Y; + z;)- Y;--+ z. This proves (a). •

5.23. Definition. If!![ is a TVS and !!If :s.; !!l, !!If is topologically complemented
in !![ if either (a) or (b) of (5.22) is satisfied.

5.24. Proposition. If !![ is a LCS and !!If :s.; !![ such that either dim !!If < oo or
dim fll"/i!lf < oo, then !!If is topologically complemented in !!l.
PROOF. The proof will only be sketched. The reader is asked to supply the
details (Exercise 9).
(a) Suppose d =dim !!If < oo and let y 1, ... , yd be a basis for !!If. By the
Hahn-Banach Theorem (111.6.6), there are / 1 , ... , fd in!![* such that/;(yi) = 1
if i = j and 0 otherwise. Define Px = I.1=J/x)yi.
(b) Suppose d =dim !!l/i!lf < oo, Q: !![--+ !!l/i!lf is the natural map, and
z 1, ... ,zdE!!l such that Q(zd, ... ,Q(zd) is a basis for !!l/i!lf. Let !!L = v {z 1 , ... ,zd}·

•
PROOF OF PROPOSITION 5.16. Suppose !![ is the strict inductive limit of
{ (fll"n, ffn}) and B is a bounded subset of !!l. It must be shown that there is
an n such that B.,; !![n (the rest of the proof is easy). Suppose this is not the
case. By replacing {fll"n} by a subsequence if necessary, it follows that for each
n there is an xn in (Bn!!ln+d\fll"n. Let p 1 be a continuous seminorm on fl£1
such that p 1 (x 1 )= 1.

5.25. Claim. For every n:;:,: 2 there is a continuous seminorm Pn on !![n such
that Pn(xn)=n and Pnlfll"n- 1 =Pn- 1·

The proof of (5.25) is by induction. Suppose Pn is given and let !!If= !![n v
{xn+d· By (5.24), !!ln and v {xn+d are topologically complementary in !!If.
Define q: !!If --+[0, oo) by q(x + axn+ 1 ) = Pn(x) + (n + l)lal, where XE!!ln and
aElF. Then q is a continuous seminorm on (I!IJ,ffn+ 1 II!IJ). (Verify!) By
Proposition 5.13 there is a continuous seminorm Pn+ 1 on !![n+ 1 such that
Pn+ 1ii!lf = q. Thus Pn+ 1l!!ln = Pn and Pn+ 1 (xn+ 1 ) = n + 1. This proves the claim.
Now define p: !![--+ [0, oo) by p(x) = Pn(x) if XE!!ln. By (5.25), pis well defined.
It is easy to see that pis a continuous seminorm. However, sup {p(x): xEB} = oo,
so B is not bounded (Exercise 2.4f). •

EXERCISES
I. Verify the statements made in Example 5.2.
2. Fill in the details of the proof of Proposition 5.3.
3. Prove Proposition 5.6.
4. Verify the statements made in Example 5.9.
5. Verify the statements made in Example 5.10.
§5. Inductive Limits and the Space of Distributions 123

6. Verify the statements made in Example 5.11.

7. With the notation of (5.10), show that if X is a-compact, then the dual of Cc(X)
is the space of all extended IF-valued measures.
8. Is the inductive limit topology on Cc(X) (5.10) different from the topology of
uniform convergence on compact subsets of X (1.5)?
9. Prove Proposition 5.24.
10. Verify the statements made in Example 5.20.
For the remaining exercises, n is always an open subset of JRd, d ~ l.

11. If J1 is a measure on n, rpt-> J1> djl is a distribution n.

12. Let f: n ->IF be a function with continuous partial derivatives and let L 1 be
defined as in (5.20). Show that for every 1> in !i&(Q) and 1 ~j ~ d, L 1 (arp;axi) =
- L 9 (rp), where g = af!axi. (Hint: Use integration by parts.)

13. Exercise 12 motivates the following definition. If Lis a distribution on Q, define

aLjaxi: !i&(Q) ->IF by aLjaxi(rp) = - L(a1>/axi) for allrjJ in !i&(il). Show that aLjaxi
is a distribution.
14. Using Example 5.20 and Exercise 13, one is justified to talk of the derivative of
any locally integrable function as a distribution. By Exercise 11 we can differentiate
measures. Let f: JR. ->JR. be the characteristic function of [0, oo) and show that
its derivative as a distribution is D0 , the unit point mass at 0. [That is, D0 is the
measure such that D0 (!1) = 1 if 0Ef1 and D0 (!1) = 0 if 0¢!1.]
15. Let f be an absolutely continuous function on JR. and show that (L 1 )' = L r.
16. Let f be a left continuous nondecreasing function on JR. and show that (L 1 )' is
the distribution defined by the measure J1 such that Jl[a, b)= f(b)- f(a) for all
a<b.
17. Let f be a coo function on n and let L be a distribution on !i&(Q). Show that
M(rp) =L(rpf), 1> in !i&(il), is a distribution. State and prove a product rule for
finding the derivative of M.
CHAPTER V

Weak Topologies

The principal objects of study in this chapter are the weak topology on a
Banach space and the weak-star topology on its dual. In order to carry out
this study efficiently, the first two sections are devoted to the study of the
weak topology on a locally convex space.

§1. Duality
As in §IV.4, for a LCS :!£, let :!£* denote the space of continuous linear
=
functionals on :!l.lf x*,y*e:!l* and o:eJF, then (o:x* + y*)(x) o:x*(x) + y*(x),
x in:!£, defines an element o:x* + y* in:!£*. Thus:!£* has a natural vector-space
structure.
It is convenient and, more importantly, helpful to introduce the notation
(x, x*)
to stand for x*(x), for x in :!£ and x* in !!£*. Also, because of a certain
symmetry, we will use <x*, x) to stand for x*(x). Thus
x*(x) = (x,x*) = (x*,x).
We begin by recalling two definitions (IV.1.7 and IV.1.8).

1.1. Definition. If:!£ is a LCS, the weak topology on :!£, denoted by "wk" or
a(:!l, :!£*),is the topology defined by the family of seminorms {Px•: x*e:!l*},
where
Px•(x) = l(x,x*)l.
The weak-star topology on :!£*, denoted by "wk*" or a(!!£*,:!£), is the
§l. Duality 125

topology defined by the seminorms {px: xeq'}, where

px(x*) =I (x, x*) 1.

So a subset U of q" is weakly open if and only if for every x 0 in U there

is an e > 0 and there are xj, ... , x: in f!l'* such that

n" {xef!l': i(x- Xo,x:>i < e}

k=l
S U.

A net {x;} in f!l' converges weakly to x 0 if and only if (X;, x*)-+ ( x 0 , x*)
for every x* in q'*. (What are the analogous statements for the weak-star
topology?)
Note that both (q", wk) and (q"*, wk*) are LCS's. Also, f!l' already possesses
a topology so that wk is a second topology on q", However, q"* has no
topology to begin with so that wk* is the only topology on q"*. Of course
if f!l' is a normed space, this last statement is not correct since q"* is a Banach
space (III.5.4). The reader should also be cautioned that some authors abuse
the language and use the term weak topology to designate both the weak
and weak-star topologies. Finally, pay attention to the positions of q- and
f!l'* in the notation u(f!l', q'*) = wk and u(f!l'*, f!l') = wk*.
If {X;} is a net in q- and X;-+ 0 in f!l', then for every x* in q"*, (X;, x*) -+ 0.
So if f7 is the topology on f!l', wk s f7 (A.2.9) and each x* in q'* is weakly
continuous. The first result gives the converse of this.

1.2. Theorem. If q- is a LCS, (q", wk)* = q"*,

PROOF. Since every weakly open set is open in the original topology, each
fin (f!l', wk)* belongs to q'*. The converse is even easier. •

1.3. Theorem. If f!l' is a LCS, (f!l'*, wk*)* = f!l'.

PRooF. Clearly if xeq', x*-+ (x, x*) is a wk* continuous functional on q"*.
Hence q- s (q"*, wk*)*. Conversely, if fe(q"*, wk*)*, then (IV.3.1) implies
there are vectors x 1 , ... ,x. in q- such that lf(x*)l ~L~= 1 I(xk,x*)l for all
x* in q'*. This implies that n {ker xk: 1 ~ k ~ n} s kerf. By (A.l.4) there are
scalars IX 1 , ... ,1X. such thatf=:L~= 1 1Xkxk; hencefe:!l'. •

So f!l' is the dual of a LCS-(f!l'*, wk*)-and hence has a weak-star

topology-u((f!l', wk*),q"*). As an exercise in notational juggling, note that
u((q", wk*), q"*) = u(q", q"*).
All unmodified topological statements about f!l' refer to its original
topology. So if A s f!l' and we say that it is closed, we mean that A is closed
in the original topology of fr. To say that A is closed in the weak topology
of q- we say that A is weakly closed or wk-closed. Also cl A means the closure
of A in the original topology while wk - cl A means the closure of A in the
weak topology. The next result shows that under certain circumstances this
distinction in unnecessary.
126 V. Weak Topologies

1.4. Theorem. If f!l is a LCS and A is a convex subset of f!l, then

cl A = wk - cl A.
PROOF. If ff is the original topology of f!l, then wk £ ff, hence
cl As;: wk- cl A. Conversely, if xEf!l\ci A, then (IV.3.13) implies that there is
an x* in f!l*, an r:t. in IR, and an e > 0 such that
Re(a,x*)::::;; r:t. < r:t. + e::::;; Re(x,x*)
for all a in ciA. Hence ciAs;:B=:{yEf!l:Re(y,x*):::=;r:t.}. But B is clearly
wk-closed since x* is wk-continuous. Thus wk- cl A£ B. Since xrj:B,
x¢wk- ciA. •

1.5. Corollary. A convex subset of f!l is closed if and only if it is weakly closed.

There is a useful observation that can be made here. Because of (111.6.3)

it can be shown that if f!l is a complex linear space, then the weak topology
on f!l is the same as the weak topology it has if it is considered as a real
linear space (Exercise 4). This will be used in the future.

1.6. Definition. If A s;: f!l, the polar of A, denoted by A o, is the subset of f!l*
defined by
Ao = {x*Ef!l*: l(a,x*)l::::;; 1 for all a in A}.
If B s;: f!l*, the pre polar of B, denoted by o B, is the subset of f!l defined by
oB ={xEf!l: I(x, b*) I~ 1 for all b* in B}.
If As;: f!l the bipolar of A is the set (A 0 0
). If there is no confusion, then it is
also denoted by o A o.

The prototype for this idea is that if A is the unit ball in a normed space,
Ao is the unit ball in the dual space.

1.7. Proposition. If A £ f!l, then

(a) Ao is convex and balanced.
(b) If A 1 £A, then A 0 £A~.
(c) If r:t.EIF and r:t. -=f. 0, (r:t.A)o = r:t.- 1 A 0 •
(d) A£ 0 A 0 •
(e) Ao = (0 AT.

PROOF. The proofs of parts (a) through (d) are left as an exercise. To prove
(e) note that A£ 0 A 0 by (d), so CAT£A 0 by (b). But A 0 £ 0 (AT by an
analog of (d) for prepolars. Also, 0 (AT = CA 0 t. •
There is an analogous result for prepolars. In fact, it is more than analogy
that is at work here. By Theorem 1.3, (f!l*, wk*)* = f!l. Thus the result for
prepolars is a consequence of the preceding proposition.
§1. Duality 127

If A is a linear manifold in f!{ and x* E A a, then ta E A for all t > 0 and a

in A. So 1 ~ 1< ta, x*) 1 = t 1<a, x*) 1. Letting t _.. oo show that A o =A J., where
A J. ={x* in:!{*: <a,x*) = 0 for all a in A}.
Similarly, if B is a linear manifold in :!{*, o B = J. B, where
J.B= {x in fl£: <x,b*) =0 for all b* in B}.
The next result is a slight generalization of Corollary IV.3.12.

1.8. Bipolar Theorem. Iff!{ is a LCS and A s; fl£, then o A o is the closed convex
balanced hull of A.
PROOF. Let A 1 be the intersection of all closed convex balanced subsets of
f!{ that contain A. It must be shown that A 1 = o A Since o Ao is closed, convex,
0
•

and balanced and A s; o A o, it follows that A 1 s; o A o.

Now assume that x 0 Efl£\A 1 . A 1 is a closed convex balanced set so by
(IV.3.13) there is an x* in :!{*, an a in 1R, and an E > 0 such that
Re < a 1 , x*) <a< a+ E < Re < x 0 , x* >
for all a 1 in A 1 . Since 0EA 1 , 0 = <O, x* ><a. By replacing x* with a- 1 x* it
follows that there is an E > 0 (not the same as the first ~>) such that

Re <at. x* >< 1 < 1 + E < Re < x 0 , x* >

for all a 1 in A 1 . If a 1 EA 1 and <a 1 , x* >=I <a 1 , x* )le-;o, then e-i 8 a 1 EA 1 and
so
l<a 1 ,x*)l = Re<e-i 8 a 1 ,x*) < 1 < Re<x 0 ,x*)
for all a 1 in A 1 . Hence x*EA~, and x 0 ¢ 0 A 0 • That is, fl£\A 1 sfl£\ 0 A 0 • •

1.9. Corollary. If fl£ is a LCS and B s; fl£*, then (0 Bt is the wk* closed convex
balanced hull of B.

Using the weak and weak* topologies and the concept of a bounded
subset of a LCS (IV.2.5), it is possible to rephrase the results associated with
the Principle of Uniform Roundedness (§III.l4). As an example we offer the
following reformulation of Corollary III.14.5 (which is, in fact, the most
general form of the result).

t.l 0. Theorem. If fl£ is a Banach space, C!Y is a normed space, and d s !14(fl£, C!Y)
such that for every x in fl£, {Ax: A Ed} is weakly bounded in C!Y, then d is
norm bounded in !!4 (fl£, C!Y).

EXERCISES
I. Show that wk is the smallest topology on(![ such that each x* in f!C* is continuous.

2. Show that wk* is the smallest topology on f!C* such that for each x in f!C,
x*H<x,x*) is continuous.
128 V. Weak Topologies

3. Prove Theorem 1.3.

4. Let f£ be a complex LCS and let f£~ denote the collection of all continuous real
linear functionals on f£. Use the elements off£~ to define seminorms on f£ and let
O"(f£, f£~) be the corresponding topology. Show that O"(f£, f£*) = O"(f£, f£~).
5. Prove the remainder of Proposition 1.7.
6. If As; f£, show that A is weakly bounded if and only if Ao is absorbing in f£*.
7. Let f£ be a normed space and let {x.} be a sequence in f£ such that x.--+ x weakly.
Show that there is a sequence {y.} such that y.Eco{x 1 ,x 2 , ... ,x.} and
II Y.- x 11--+0. (Hint: use Theorem 1.4.)
8. If .Yf is a Hilbert space and {h.} is a sequence in .Yf such that h.--+h weakly and
I h. I --+ I h II, then II h. - h I --+ 0. (The same type of result is true for U -spaces if
I < p < oo. See W.P. Novinger [1972].)
9. If f£ is a normed space show that the norm on f£ is lower semicontinuous for
the weak topology and the norm off£* is lower semicontinuous for the weak-star
topology.
10. Suppose f£ is an infinite-dimensional normed space. If S = {xEf£: I x I = 1}, then
the weak closure of Sis {x: llxll ~ 1}.

§2. The Dual of a Subspace and a Quotient Space

In §111.4 the quotient of a normed space X by a closed subspace .A was
defined and in (111.10.2) it was shown that the dual of a quotient space X/..A
is isometrically isomorphic to .A .L. These results are generalized in this
section to the setting of a LCS and, moreover, it is shown that when (X1.A)*
and vft.L are identified, the weak-star topology on (fl[j..A)* is precisely the
relative weak-star topology that ..A.L receives as a subspace of X*.
The first result was presented in abbreviated form as Exercise IV.1.16.

2.1. Proposition. If p is a seminorm on :r, .A is a linear manifold in X, and

p: X /.A--+ [O,oo) is defined by
p(x +.A)= inf{p(x + y): yEA},

then p is a seminorm on fl[j..A. If :r is a locally convex space and fY is the

family of all continuous seminorms on :r, then the family?}= {p: p EfY} defines
the quotient topology on X/..A.
PROOF. Exercise.

Thus if :r is a LCS and .A ~X, then X I .A is a LCS. Let f E(XI.A)*. If

Q: X -+fl[j..A is the natural map, thenfoQEX*. Moreover, foQE..A.L. Hence
f"t-+ f oQ is a map of (fl[j..A)*--+ .A .L c;; :r*.
§2. The Dual of a Subspace and a Quotient Space 129

2.2. Theorem. If!!{ is a LCS, A:(:!!{, and Q: !!{ --.!!{jvlf is the natural map,
thenfHfoQ defines a linear bijection between (!!{jvlf)* and A1.. If (!!{jvlf)*
has its weak-star topology a((!!{l A)*, !!{j A) and A l. has the relative weak-star
topology a(!!{*, .o£)1 A 1., then this bijection is a homeomorphism. If .or is a
normed space, then this bijection is an isometry.
PROOF. Let p:(.ol"IA)*--+AJ. be defined by p(J)=foQ. It was shown prior
to the statement of the theorem that pis well defined and maps (.ol"/A)* into
A l.. It is easy to see that p is linear and if 0 = p(J) = f o Q, then J = 0 since
Q is surjective. So p is injective. Now let x* Evil l. and define f: .utiA--+ F
by f(x +A)= (x, x* ). Because A<;; ker x*, f is well defined and linear.
Also, Q- 1 {x +A: 1/(x +A) I< 1} = {xE.ol": I(x, x* )I< 1} and this is open
in!!{ since x* is continuous. Thus {x +A: lf(x +A) I< 1} is open in !!{jvlf
and so f is continuous. Clearly p(J) = x*, so p is a bijection.
If .or is a normed space, it was shown in (III.10.2) that p is an isometry.
It remains to show that pis a weak-star homeomorphism. Let wk* = a(.ot*, !!{)
and let a*= a((.ol"/A)*, .utiA). If{!;} is a net in (f!l'/A)* and /;--+O(a*), then
for each x in .or, (x,p(J;)) =/;(Q(x))--+0. Hence p(J;)--+O(wk*). Conversely,
if p(J;)--+ O(wk*), then for each x in .or, /;(x +A)= ( x, p(J;))--+ 0; hence
/;--+ O(a*). •

Once again let A:(: .ot.lf x*E!!{*, then the restriction of!!{* to A, x*IA,
belongs to A*. Also, the Hahn-Banach Theorem implies that the map
x*Hx*IA is surjective. If p(x*)=x*IA, then p: .ot*--.A* is clearly linear
as well as surjective. It fails, however, to be injective. How does it fail?
It's easy to see that ker p = A l.. Thus p induces a linear bijection
p: .ot*I.Al. -+A*.
2.3. Theorem. If .0£ is a LCS, ult:::::; fl£, and p: .0£*--+ ult* is the restriction map,
then p induces a linear bijection p: fl£* IA l.--+ ult*. If .ot* Iult l. has the quotient
topology induced by a(fl£*, fl£) and ult* has its weak-star topology a(ult*, ult),
then f5 is a homeomorphism. If fl£ is a normed space, then f5 is an isometry.
PROOF. The fact that f5 is an isometry when .or is a normed space was shown
in (III.lO.l). Let wk*=a(ult*,ult) and let IJ* be the quotient topology on
;J[* Iult l. defined by a(.ot*, .o£). Let Q: f'l*--+ .ot*Iult l. be the natural map.
Therefore the diagram
fl£* ~vi{*

Q\ !p
.ot* Iu~t l.
commutes. If yEult, then the commutativity of the diagram implies that
Q- 1 (,0- 1 {y* Eult*: I(y,y*) I< 1}) = Q- 1 {x* + ultl.: I(y,x* )I< 1}
= {x*E.o£*: l(y,x*)l < 1},
130 V. Weak Topologies

which is weak-star open in :!{*. Hence p: (:!{*I.A J_' 17*) -.(..It*, wk*) is
continuous.
How is the topology on :!{*I..It _j_ defined? If x e:!{, Px(x*) = I< x, x*) I is a
typical seminorm on :!{*. By Proposition 2.1, the topology on :!{*I..It _j_ is
defined by the seminorms {fix: xe:!{}, where
Px(x* +..It _j_) = inf{ I(x, x* + z* )I: z* E...lt _j_ }.

2.4. Claim. If x¢...1t, then Px = 0.

In fact, let :!Z = {lXX: IX E F'}. If x ¢..It, then :!Z n ..It = (0). Since dim :!Z < oo,
..It is topologically complemented in :!Z + ...lt. Let x*efl* and define f:
:!Z +..It--.. F' by f(iXx + y) = (y, x*) for y in ..It and IX in F'. Because ..It is
topologically complemented in :!Z + ..It, if a;x + Y;--.. 0, then Y;--.. 0. Hence
f(a;x+y;)=(y;,x*)--..0. Thus f is continuous. By the Hahn-Banach
Theorem, there is an xj in:!{* that extends f. Note that x*- xje..H_j_. Thus
Px(x* +..It _j_) = px(xj +..It _j_) ~ Px(xi) =I (x, xi) I= 0. This proves (2.4).
Now suppose that {x~+...lt_j_} is a net in Pl*l...lt_j_ such that
p(x~+...lt_j_)=x~l...tt--.O(wk*) in ..It*. If xe:!{ and x¢...1t, the Claim (2.4)
implies that Px(x~ +..It _j_) = 0. If x E.A, then Px(x~ +..It _i) ~I ( x, x~) I--.. 0.
Thus x~ + ...lt_j_ --..0('7*) and pis a weak-star homeomorphism. •

EXERCISES
1. In relation to Claim 2.4, show that if :IE~ f£, dim~< oo, and .It~ f£, then~+ .It
is closed.
2. Show that if .It~ f£ and .It is topologically complemented in f£, then .It .L is
topologically complemented in f£* and that its complement is weak-star and
linearly homeomorphic to f£*/.lt.L.

§3. Alaoglu's Theorem

If:!{ is any normed space, let's agree to denote by ball:!{ the closed unit ball
in:!{. So ballfl= {xefl: llxll ~ 1}.

3.1. Alaoglu's Theorem. If :!{ is a normed space, then ball:!{* is weak-star

compact.
PROOF. For each x in ball:!{, let Dx={aeF': lal~l} and put D=
O{Dx: xeball:!{}. By Tychonoff's Theorem, D is compact. Define r:
ball :!{* --.. D by
r(x*)(x) = (x, x* ).

That is, r(x*) is the element of the product space D whose x coordinate is
(x, x* ). It will be shown that r is a homeomorphism from (ball:!{*, wk*)
§4. Reflexivity Revisited 131

onto r(ball.T*) with the relative topology from D, and that r(ball.T*) is
closed in D. Thus it will follow that r(ball.T*), and hence ball.T*, is compact.
To see that r is injective, suppose that r(x!) = r(xn. Then for each x in
r>
ball.T' <X, X = <X, XD. It follows by definition that X = X;. r
Now let {xn be a net in ball.T* such that x[-+ x*. Then for each X in
ball.T, r(x[)(x)=<x,xi)-+<x,x*)=r(x*)(x). That is, each coordinate of
{r(xi)} converges to r(x*). Hence r(xi)-+ r(x*) and r is continuous.
Let x; be a net in ball.T*, let /ED, and suppose r(xi)-+ f in D. So
f(x) = lim<x,xi) exists for every x in ball.T. If xE.T, let a> 0 such that
II ax I ::::; 1. Then define f(x) =a- 1/(ax). If also f3 > 0 such that II f3x II ::::; 1, then
o:- 1/(ax) = o:- 1 lim< o:x, xi)= p- 1 lim <f3x, xi)= p- 1f(f3x). So f(x) is well
defined. It is left as an exercise for the reader to show that f: .T-+ IF is a
linear functional. Also, if llxll ::::; 1, f(x) E Dx so lf(x)l ::::; 1. Thus x* E ball
.T* and r(x*) =f. Thus r(ball.T*) is closed in D. This implies that r(ball
.T*) is compact. The proof that r- 1 is continuous is left to the reader. •

EXERCISES
1. Show that the functional f occurring in the proof of Alaoglu's Theorem is linear.
2. Let !1£ be a LCS and let V be an open neighborhood ofO. Show that vo is weak-star
compact in !1£*.
3. If !1£ is a Banach space, show that there is a compact space X such that !1£ is
isometrically isomorphic to a closed subspace of C(X).

§4. Reflexivity Revisited

In §Ill.! I a Banach space .T was defined to be reflexive if the natural
embedding of.'!£ into its double dual, .T**, is surjective. Recall that if xE.T,
then the image of x in .T**, x, is defined by (using our recent notation)
<x*,x) = <x,x*)
for all x* in .0£*. Also recall that the map Xf-d is an isometry.
To begin, note that .T**, being the dual space of .T*, has its weak-star
topology a(.T**,.'!l"*). Also note that if .Tis considered as a subspace of .T**,
then the topology a(.T**, .T*) when relativized to ;![ is a(.T, .T*), the weak
topology on .'!£. This will be important later when it is combined with
Alaoglu's Theorem applied to .T** in the discussion of reflexivity. But now
the next result must occupy us.

4.1. Proposition. If .T is a normed space, then ball .T is a(.T**, .T*) dense in

ball .T**.
PROOF. Let B =the a(.T**, .T*) closure of ball.'!£ in .T**; clearly, B s; ball.T**.
If there is an x6* in ball.T**\B, then the Hahn-Banach Theorem implies
132 V. Weak Topologies

there is an x* in f£*, an IX in R, and an e > 0 such that

Re(x,x*) <IX< IX+ e < Re(x*,x~*)
for all x in ballf£. (Exactly how does the Hahn-Banach Theorem imply
this?) Since 0Eball!!£, 0 <IX. Dividing by IX and replacing x* by IX- 1x*, it may
be assumed that there is an x* in !!£* and an e > 0 such that
Re(x,x*) < 1 < 1 + e < Re(x*,x~*)
for all x in ball!!£. Since e;11 xEball!!£ whenever xEball!!£, this implies that
I(x, x*) I~ l if II x II ~ 1. Hence x*Eball !!£*.But then 1 + e < Re(x*, x~*) ~
l(x*,x~*)l ~ llx~* II~ 1, a contradiction. •

4.2. Theorem. If!!£ is a Banach space, the following statements are equivalent.
(a) !!£ is reflexive.
(b) !!£* is reflexive.
(c) a(!!£*, !!£) = a(!!£*, f£* *).
(d) ball!!£ is weakly compact.
PRooF. (a)=>(c): This is clear since!!£=!!£**.
(d)=>(a): Note that a(!!£**,!!£*)1!!£ =a(!!£,!!£*). By (d), ballf£ is a(!!£**,!!£*)
closed in ball!!£**. But the preceding proposition implies ball!!£ is a(!!£**,!!£*)
dense in ball!!£**. Hence ball!!£= ball!!£** and so !!£ is reflexive.
(c)=>(b): By Alaoglu's Theorem, ball!!£* is a(!!£*, !!£)-compact. By (c), ball
!!£*is a(!!£*,!!£**) compact. Since it has already been shown that (d) implies
(a), this implies that !!£* is reflexive.
(b)=>(a): Now ball!!£ is norm closed in!!£**; hence ball!!£ is a(!!£**,!!£***)
closed in !!£** (Corollary 1.5). Since !!£* = !!£*** by (b), this says that ball!!£
is a(!!£**,!!£*) closed in !!£**. But, according to (4.1), ball!!£ is a(!!£**,!!£*)
dense in ball!!£**. Hence ball!!£= ball!!£** and !!£ is reflexive.
(a)=>(d): By Alaoglu's Theorem, ball!!£** is a(f£**,!!£*) compact. Since
!!£ = !!£**, this says that ball!!£ is a(!!£,!!£*) compact. •

4.3. Corollary. If !!£ is a reflexive Banach space and .A ~ !!£, then .A is a

reflexive Banach space.
PROOF. Note that ball .A = .An [ball!!£], so ball .A is a(!!£,!!£*) compact. It
remains to show that a(!!£,!!£*) I.A = a( .A, .A*). But this follows by (2.3).
(How?) •

Call a sequence {xn} in f£ a weakly Cauchy sequence if for every x* in

!!£*, { (xn,x*)} is a Cauchy sequence in lF.

4.4. Corollary. If !!£ is reflexive, then every weakly Cauchy sequence in !!{
converges weakly. That is, !!£ is weakly sequentially complete.
PROOF. Since { (xn,x*)} is a Cauchy sequence in lF for each x* in!!£*, {xn}
§4. Reflexivity Revisited 133

is weakly bounded. By the PUB there is a constant M such that II xn II ~ M

for all n ;::: l. But {x Eq-: II x II ~ M} is weakly compact since q- is reflexive.
Thus there is an x in q- such that xn ---cr-+X weakly. But for each x* in q-*,
lim< xn, x*) exists. Hence < Xn, x*)--+ < x, x* ), so xn--+ x weakly. •

Not all Banach spaces are weakly sequentially complete.

4.5. Example. C[O, 1] is not weakly sequentially complete. In fact, let

fn(t) = (1 - nt) if 0 ~ t ~ 1/n and fn(t) = 0 if 1/n ~ t ~ 1. If JlEM[O, 1], then
Jfnd~-t--+ ~-t( {0}) by the Monotone Convergence Theorem. Hence Un} is a
weakly Cauchy sequence. However, {fn} does not converge weakly to any
continuous function on [0, 1].

4.6. Corollary. If q- is a reflexive Banach space, .A ~ q-, and x 0 Eq-\.A, then

there is a point Yo in .A such that II x 0 -Yo II = dist(x 0 , .A).
PROOF. XI-+ II x- x 0 II is weakly lower semicontinuous (Exercise 1.9). If
d = dist(x 0 , .A), then .A r1 { x: II x - x 0 II ~ 2d} is weakly compact and a lower
semicontinuous function attains its minimum on a compact set. •

It is not generally true that the distance from a point to a linear subspace
is attained. If .A £;; q-, call .A proximinal if for every x in q- there is a y in
.A such that II x - y II = dist(x, .A). So if q- is reflexive, Corollary 4.6 implies
that every closed linear subspace of q- is proximinal. If ;!{ is any Banach
space and .A is a finite dimensional subspace, then it is easy to see that .A
is proximinal. How about if dim(;![f-A)< oo?

4.7. Proposition. Jfq- is a Banach space and x*Eq-*, then ker x* is proximinal
if and only if there is an x in ;!{, II x II = 1, such that ( x, x* ) = II x* [f.
PROOF. Let .A = ker x* and suppose that .A is proximinal. If f: q- j .A --+IF
is defined by f(x +.A)= (x, x* ), then f is a linear functional and
II f II = II x* 11. Since dim q-/.A= 1, there is an x in;!{ such that II x +.A II = 1
and f(x +.A)= II f 11. Because .A is proximinal, there is a yin .A such that
1 = llx +.A[[= fix+ y[[. Thus (x + y,x*) = (x,x*) = f(x +.A)= 11!11 =
llx* 11.
Now assume that there is an x 0 in ;!{ such that II x 0 II = 1 and
(x 0 ,x*) =II x* If. If XEq- and II x +.A II= a> 0, then II a- 1x +.A II= 1. But
also II x 0 +.A II= 1. (Why?) Since dim .sl""/.A = 1, there is a P in lF, IPI = 1,
such that a- 1 x +.A= P(x 0 +.A). Hence a- 1 x- Px 0 E.A, or, equivalently,
x- aPx 0 E.A. However, II x- (x- aPx 0 ) II = II aPx 0 II =a= dist(x, .A). So the
distance from x to .A is attained at x- aPx 0 • •

4.8. Example. If L: C [0, 1] --+ lF is defined by

L(f) = I!/2
f(x)dx-
I! f(x)dx,
0 1/2
134 V. Weak Topologies

then ker L is not proximinal.

There is a result in James [1964b] that states that a Banach space is
reflexive if and only if every closed hyperplane is proximinal. This result is
very deep. A nice reference on reflexivity is Yang [1967].

EXERCISES
l. Show that if ?I is reflexive and vii::;;;?£, then ?£/vii is reflexive.
2. If ?I is a Banach space, vii::;;;?£, and both vii and ?1"/vll are reflexive, must ?I be
reflexive?
3. If(X,Q,p) is a a-finite measure space, show that L1 (X,Q,p) is reflexive if and only
if it is finite dimensional.
4. Give the details of the proofs of the statements made in Example 4.5.
5. Verify the statement made in Example 4.8.
6. If (X, n, Jl) is a a-finite measure space, show that L 00 (Jl) is weak-star sequentially
complete but is reflexive if and only if it is finite dimensional.
7. Let X be compact and suppose there is a norm on C(X) that is given by an inner
product making C(X) into a Hilbert space such that for every x in X the functional
Jt-+ f(x) on C(X) is continuous with respect to the Hilbert space norm. Show that
X is finite.

§5. Separability and Metrizability

The weak and weak-star topologies on an infinite dimensional Banach space
are never metrizable. It is possible, however, to show that under certain
conditions these topologies are metrizable when restricted to bounded sets.
In applications this is often sufficient.

5.1. Theorem. If fl£ is a Banach space, then ball fl£* is weak-star metrizable if
and only if fl£ is separable.

PROOF. Assume that fl£ is separable and let {xn} be a countable dense subset
of ball fl£. For each n let Dn = {IX EF': IlXI::;;;; 1}. Put X= n:=
1Dn; X is a compact
metric space. So if (ball fl£*, wk*) is homeomorphic to a subset of X, ball fl£*
is weak-star metrizable.
Definer: ballfl£* ~x by r(x*) = {(x",x*) }. If {xi} is a net in ballfl£*
and x{~x* (wk*), then for each n;:.:l, (xn,xi>~<xn,x*); hence
r(x{) ~ r(x*) and r is continuous. If r(x*) = r(y*), ( xn, x* - y*) = 0 for all
n. Since {xn} is dense, x*- y* = 0. Thus r is injective. Since ball fl£* is wk*
compact, r is a homeomorphism onto its image (A.2.8) and ball fl£* is wk*
metrizable.
Now assume that (ballfl£*, wk*) is metrizable. Thus there are open sets
{Un: n;:.: 1} in (ballfl£*,wk*) such that OeU" and n:=
1 Un=(0). By the
§5. Separability and Metrizability 135

definition of the relative weak-star topology on ball!'£*, for each n there is

a finite set F n contained in f£ such that {x* E ball f£*: I< x, x* ) I < 1 for all x
in Fn} sUn. Let F = U:O= 1 Fn; so F is countable. Also, l_(Fl_) is the closed
linear span ofF and this subspace of!'£ is separable. But if x* E F 1-, then for
each n ~ 1 and for each x in F"' I<x,x*/11 x* II )I= 0 < 1. Hence x*/11 x* II eUn
for all n ~ 1; thus x* = 0. Since Fl_ = (0), l_(Fl_) = f£ and f!( must be separable.
•
Is there a corresponding result for the weak topology? Iff£* is separable,
then the weak topology on ball!'£ is metrizable. In fact, this follows from
Theorem 5.1 if the emb"edding of!'£ into !'£** is considered. This result is not
very useful since there are few examples of Banach spaces !'£ such that f£*
is separable. Of course if f£ is separable and reflexive, then f£* is separable
(Exercise 3), but in this case the weak topology on f£ is the same as its
weak-star topology when !'£ is identified with !'£**. Thus (5.1) is adequate
for a discussion of the weak topology on the unit ball of a separable reflexive
space. Iff!( = c0 , then !'£* = [I and this is separable but not reflexive. This is
one of the few nonreflexive spaces with a separable dual space.
If f!( is separable, is (ball f£, wk) metrizable? The answer is no, as the
following result of Schur demonstrates.

5.2. Proposition. If a sequence in 11 converges weakly, it converges in norm.

PROOF. Recall that lao= (F)*. Since P is separable, Theorem 5.1 implies that
balll 00 is wk* metrizable. By Alaoglu's Theorem, ball lao is wk* compact.
Hence (ball lao, wk*) is a complete metric space and the Baire Category
Theorem is applicable.
Let Un} be a sequence of elements in P such that fn-+ 0 weakly and let
e > 0. For each positive integer m let

Fm= {¢eballl 00 : I<fn, ¢)I~ e/3 for n ~ m}.

It is easy to see that Fm is wk* closed in balllao and, because fn-+O(wk),

U:'= 1 Fm=balllao. By the theorem ofBaire, there is an Fm with non-empty
weak-star interior.
An equivalent metric on (ball lao, wk*) is given by

I
<X)

d(¢,1/t)= 2-ji<PU)-1/tU)I
j= 1

(see Exercise 4). Since F m has a nonempty wk* interior, there is a ¢ in F m

and a <5>0 such that {1/teball/ao: d(¢,1/t)<J}sFm. Let J~1 such that
r<J- 1) <b. Fix n ~ m and define l{t in [00 by l{t(j) = ¢(j) for 1 ~j ~ J and
1/t(j) = sign(fn(j)) for j > J. Thus l{t(j)fij) = lfn(j)l for j > J. It is easy to see
that l{teball/ao. Also, d(¢, 1/t) = L.i=- 1 + 1 2-il¢(j)- l{t(j)l ~ 2·2 -J = 2 -<J- 1 ) <b.
136 V. Weak Topologies

So t/JeFm and hence l(t/1./m)l ~e/3 for n~m. Thus

5.3 IJ1 l/J(j)f.U)+ j=~+11f.U)II ~~

for n~m. But there is an m 1~m such that for n~m 1 , L.f= 1lf.(j)l <e/3.
(Why?) Combining this with (5.3) gives that
00

II!. II = 2: 1/.(j)l
j= 1

< + ~ lj=~+ 1lf.U)I + jt1 l/JU)f.(j)l + IJ1 l/J(j)f.(j)l

2e 1
<-+
3
2: 1/nU)I
j= 1

<e
whenever n ~ m 1 •

So if (balll 1, wk) were metrizable, the preceding proposition would say

•
that the weak and norm topologies on [1 agree. But this is not the case
(Exercise 1.10).
Also, note that the preceding result demonstrates in a dramatic way that
in discussions concerning the weak topology it is essential to consider nets
and not just sequences.
A proof of (5.2) that avoids the Baire Category Theorem can be found in
Banach [1955], p. 218.

EXERCISES
L;'= 0 2-"1f:X"dp.-
l. L1et B =ball M[O, l] and for p., v in M[O, l] define d(p., v) =
J0x"dvl. Show that dis a metric on M[O, l] that defines the weak-star topology
on B but not on M[O, 1].
2. Let X be a compact space and let 1111 = {(U, V): U, V are open subsets of X and
cl U £ V}. For u = (U, V) in o/1, let f.: X-+ [0, l] be a continuous function such
that f.= l on cl U and f.= 0 on X\ V. Show: (a) the linear span of {!.: ueo/1} is
dense in C(X); (b) if X is a metric space, then C(X) is separable; (c) if X is a
a-compact metrizable locally compact space, then C0 (X) is separable. (X is
a-compact if X is the union of a countable number of compact subsets.)
3. If fi" is a Banach space and f!"* is separable, show that (a) fi" is separable; (b) if K
is a weakly compact subset of f!", then K with the relative weak topology is
metrizable.
4. If B = ball 1 show that d( ¢, 1/1) = L J= 1 2- i Ic/J(j) - Y,(j) I defines a metric on B and
00
,

that this metric defines the weak-star topology on B.

5. Use the type of argument used in the proof of the Principle of Uniform Boundedness
to obtain a proof of Proposition 5.2 that does not need the Baire Category Theorem.
6. Show that Proposition 5.2 fails for [P if l < p < oo.
§6. An Application: The Stone-Cech Compactification 137

§6*. An Application: The Stone-Cech

Compactification
Let X be any topological space and consider the Banach space Cb(X). Unless
some assumption is made regarding X, it may be that Cb(X) is "very small."
If, for example, it is assumed that X is completely regular, then Cb(X) has
many elements. The next result says that this assumption is also necessary
in order for Cb(X) to be "large." But first, here is some notation.
If xEX, let Dx: Cb(X)->IF be defined by JAf) = f(x) for every fin Cb(X).
It is easy to see that DxECb(X)* and II Dx I = 1. Let A: X---> Cb(X)* be defined
by A(x) = bx. If { x;} is a net in X and X;---> x, then f(x;)---> f(x) for every f
in Cb(X). This says that Dx; ->Dx (wk*) in Cb(X)*. Hence A: X ->(Cb(X)*, wk*)
is continuous. Is A a homeomorphism of X onto A(X)?

6.1. Proposition. The map A: X ->(A(X), wk*) is a homeomorphism if and only

if X is completely regular.
PRooF. Assume X is completely regular. If x 1 i= x 2 , then there is an f in
Cb(X) such that f(xd = 1 and f(x 2 ) = 0; thus Dx, (f) i= bx 2 (f). Hence A is
injective. To show that A: X ->(A(X), wk*) is an open map, let U be an open
subset of X and let x 0 E U. Since X is completely regular, there is an f in
=
Cb(X) such that f(x 0 ) = 1 and f 0 on X\ U. Let V1 = {,uECb(X)*: (f, u) > 0}.
Then V1 is wk* open in Cb(X)* and V1 nA(X) = {Jx:f(x) > 0}. So if
V= V1 nA(X), Vis wk* open in A(X) and Dx 0 EV~A(U). Since x 0 was
arbitrary, A(U) is open in A(X). Therefore A: X ->(A(X), wk*) is a homeo-
morphism.
Now assume that A is a homeomorphism onto its image. Since
(ball Cb(X)*, wk*) is a compact space, it is completely regular. Since
A(X) ~ball Cb(X)*, A(X) is completely regular (Exercise 2). Thus X is
completely regular. •

6.2. Stone-l:ech Compactification. If X is completely regular, then there is a

compact space [JX such that:
(a) there is a continuous map A: X---> [JX with the property that A: X---> A( X)
is a homeomorphism;
(b) A(X) is dense in [JX;
(c) iff ECb(X), then there is a continuous mapJf1: [JX---> IF such thatffJ oA =f.
Moreover, if Q is a compact space having these properties, then Q is
homeomorphic to [JX.
PROOF. Let A: X---> Cb(X)* be the map defined by A(x) = Dx and let [JX =the
weak-star closure of A(X) in Ch(X)*. By Alaoglu's Theorem and the fact that
I Dx I = 1 for all x, [JX is compact. By the preceding proposition, (a) holds.
Part (b) is true by definition. It remains to show (c).
138 V. Weak Topologies

Fix fin Cb(X) and define Jf1: f3X-+ IF by Jf1(-r:) = (/, r) for every r in f3X.
[Remember that f3X ~ Cb(X)*, so that this makes sense.] Clearly jP is
continuous and jPoA(x) = jP(JJ = (/, Jx) = f(x). So Jf1oA = f and (c) holds.
To show that f3X is unique, assume that n is a compact space and n:
X-+ Q is a continuous map such that:
(a') n: X-+ n(X) is a homeomorphism;
(b') n(X) is dense in Q;
(c') if /ECb(X), there is an] in C(Q) such that ]on= f.
Define g: A(X)-+ Q by g(A(x)) = n(x). In other words, g =no A- 1 . The idea
is to extend g to a homeomorphism of f3X onto n. If r 0 E/3X, then (b) implies
that there is a net {xi} in X such that A(xJ-+r 0 in f3X. Now {n(xJ} is a net
in Q and Since Q is compact, there is an Wo in Q SUCh that n(xi) ~ W 0 .
If FEC(!l), let f =£on; so /ECb(X) (and F =]). Also, f(xJ = (/Jx)-+
(/, r 0 ) = Jf1(r 0 ). But it is also true that f(xJ = F(n(xJ) ~ F(w 0 ). Hence
F(w 0 ) = Jf1(r 0 ) for any F in C(!l). This implies that w 0 is the unique cluster
point of {n(xJ }; thus n(xi)-+ w 0 (A.2.7). Let g(r 0 ) = w 0 . It must be shown
that the definition of g(r 0 ) does not depend on the net {xJ in X such that
A(xJ-+ r 0 . This is left as an exercise. To summarize, it has been shown that

There is a function g: f3X-+ Q

6.3 such that if /ECb(X), then Jf1 =fog.

To show that g: f3X -+!l is continuous, let {ri} be a net in f3X such that
ri-+r. If FEC(Q), let f = Fon; so /ECb(X) and]= F. Also, jP(rJ-+ fP(r).
But F(g(ri)) = jP(rJ-+ jP(r) = F(g(r)). It follows (6.1) that g(ri)-+g(r) in n.
Thus g is continuous.
It is left as an exercise for the reader to show that g is injective. Since
g(f3X) :2 g(A(X)) = n(X), g(f3X) is dense in n. But g(f3X) is compact, so g is
bijective. By (A.2.8), g is a homeomorphism. •

The compact set f3X obtained in the preceding theorem is called the
Stone-Cech cornpactiflcation of X. By properties (a) and (b), X can be
considered as a dense subset of f3X and the map A can be taken to be the
inclusion map. With this convention, (c) can be interpreted as saying
that every bounded continuous function on X has a continuous extension
to f3X.
The space f3X is usually very much larger than X. In particular, it is
almost never tf'le that f3X is the one-point compactification of X. For
example, if X= (0, 1], then the one-point compactification of X is [0, 1].
However, sin(l/x)ECb(X) but it has no continuous extension to [0, 1], so
f3X =I [0, 1].
To obtain an idea of how large f3X\X is, see Exercise 6, which indicates
how to show that if IN has the discrete topology, then fJIN\IN has
2!-:o pairwise disjoint open sets. The best source of information on the
§6. An Application: The Stone-Cech Compactification 139

Stone-Cech compactification is the book by Gillman and Jerison [1960],

though the approach to f3X is somewhat different there than here. Two recent
works on the Stone-Cech compactification are Johnstone [1982] and Walker
[1974].

6.4. Corollary. if X is completely regular and J1.EM(f3X), define Lit: Cb(X)___.F

by

for eachf in Cb(X). Then the map w--+ Lit is an isometric isomorphism of M(f3X)
onto Cb(X)*.
PROOF. Define V: Cb(X)....,. C(f3X) by Vf = jP. It is easy to see that Vis linear.
Considering X as a subset of f3X, the fact that {JX = cl X implies that V is
an isometry.lf gEC({JX) and f = gl X, then g = fP = Vf; hence Vis surjective.
If J1.EM({JX) = C({JX)*, it is easy to check that LltECb(X)* and I Lit II= I Jl.ll
since vis an isometry. Conversely, if LECb(X)*, then La v-l EC({JX)* and
IILo v- 1 1 = IlLII. Hence there is a J1. in M(f3X) such that SfgdJ1. =La v- 1(g)
for every g in C(f3X). Since v- 1 g =I X, it follows that L = Lw •

The next result is from topology. It may be known to the reader, but it
is presented here for the convenience of those to whom it is not.

6.5. Partition of Unity. If X is normal and {U 1 , ... , V.} is an open covering

of X, then there are continuousfunctionsf1 , •.• , f. from X into [0, 1] such that
(a) L:Z~ Jk(x) = 1 for all x in X;
(b) fk(x) = 0 for x in X\Uk and 1 ~ k ~ n.
PROOF. First observe that it may be assumed that {U 1 , ... , U"} has no proper
subcover. The proof now proceeds by induction.
=
If n = 1, let f 1 1. Suppose n = 2. Then X\ U 1 and X\ U 2 are disjoint
closed subsets of X. By Urysohn's Lemma there is a continuous function / 1 :
X ...... [o, 1] such that f 1 (x)=0 for x in X\U 1 and f 1 (x)= 1 for x in X\U 2 •
Let f 2 = 1 - f 1 and the proof of this case is complete.
Now suppose the theorem has been proved for some n ~ 2 and
{ U1 , ... , U" + 1 } is an open cover of X that is minimal. Let F = X\ U" + 1 ; then
F is closed, nonempty, and F c;; UZ~ 1 U k· Let V be an open subset of X such
that F c;; V <;; cl V <;; UZ~ 1 Uk. Since cl Vis normal and {U 1 ncl V, ... , u. ncl V}
is an open cover of cl V, the induction hypothesis implies that there are
continuous functions g 1 , ... , g. on cl V such that L:Z~ 1 gk = 1 and for 1 ~ k ~ n,
0 ~ gk ~ 1, and gk(cl V\Uk) = 0. By Tietze's Extension Theorem there are
continuous functions g1 , ... , g. on X such that gk = gk on cl V and 0 ~ gk ~ 1
for 1 :( k :( n.
Also, there is a continuous function h: X....,. [0, 1] such that h = 0 on X\ V
 140 V. Weak Topologies

and h = 1 on F. Put fk = ihh for 1 ~ k ~nand let fn+ 1 = 1- L~= Jk· Clearly
O~fk~1 if 1~k~n. If xEclV, then fn+ 1 (x)=1-(L,~= 1 gk(x))h(x)=1-
h(x); so O~fn+ 1 (x)~ 1 on cl V. If xEX\V, then fn+ 1 (x)= 1 since h(x)=O.
Hence O~fn+ 1 ~ l.
Clearly (a) holds. Let 1 ~ k ~ n; if xEX\Uk, then either xE(cl V)\Uk or
xE(X\cl V)\ U k· If the first alternative is the case, then gk(x) = 0, so fk(x) = 0.
If the second alternative is true, then h(x) = 0 so that fk(x) = 0. If
XEX\Un+ 1 =F, then h(x)= 1 and so fn+ 1 (x)= 1- L~= 1 gk(x)=0. •

Partitions of unity are a standard way to put together local results to

obtain global results. If {fd is related to {Uk} as in the statement of (6.5),
then {fd is said to be a partition of unity subordinate to the cover {Uk}·

6.6. Theorem. If X is completely regular, then Cb(X) is separable if and only

if X is a compact metric space.
PROOF. Suppose X is a compact metric space with metric d. For each n,
let { Vinl: 1 ~ k ~ Nn} be an open cover of X by balls of radius 1/n. Let
{fin): 1 ~ k ~ Nn} be a partition of unity subordinate to {Vinl: 1 ~ k ~ Nn}·
Let OJ! be the rational (or complex-rational) linear span of {finl: n ~ 1,
1 ~ k ~ Nn}; thus OJ! is countable. It will be shown that OJ! is dense in C(X).
Fix fin C(X) and B > 0. Since f is uniformly continuous there is a~> 0
such that lf(xd- f(x 2 )1 < B/2 whenever d(x 1 , x 2 ) < ~- Choose n > 2/~ and
consider the cover {Vinl: 1 ~ k ~ Nn}· Ifx 1 ,x 2 EVinl, d(x 1 ,x 2 ) < 2/n <~;hence
lf(xd- f(x 2 )1 < B/2. Pick xk in Vin) and let IXkE(> + i(> such that
lak- f(xk)l < B/2. Let g = Lkadinl, so gEOJf. Therefore for every x in X,

lf(x)- g(x)l =It: f(x)finl(x)- t adinl(x)l

~ L lf(x) -aklfinl(x).
k

Examine each of these summands. If xEVinl, then lf(x)-akl~lf(x)­

f(xdl + lf(xd -akl <B. If x¢Vinl, then finl(x) = 0. Hence lf(x)- g(x)l <
LkBftl(x) =B. Thus II f- g II < B and OJ! is dense in C(X). This shows that
C(X) is separable.
Now assume that Cb(X) is separable. Thus (ball Cb(X)*, wk*) is metrizable
(5.1). Since X is homeomorphic to a subset of ball Cb(X)* (6.1), X is metrizable.
It also follows that f3X is metrizable. It must be shown that X= f3X.
Suppose there is a r in f3X\X. Let {xn} be a sequence in X such that
xn-> r. It can be assumed that xn i= Xm for n i= m. Let A= {xn: n is even} and
B = {xn: n is odd}. Then A and Bare disjoint closed subsets of X (not closed
in f3X, but in X) since A and B contain all of their limit points in X. Since
X is normal, there is a continuous function f: X-> [0, 1] such that f = 0 on
A and f = 1 on B. But then jP(r) =lim f(x 2 n) = 0 and jP(r) =lim f(x 2 n+ 1 ) =
1, a contradiction. Thus f3X\X = D. •
§7. The Krein-Milman Theorem 141

EXERCISES
1. If xeX and bx(f) = f(x) for all fin Cb(X), show that I bx II = 1.
2. Prove that a subset of a completely regular space is completely regular.
3. Fill in the details of the proof of Theorem 6.2.
4. If X is completely regular, Q is compact, and f: X -+!lis continuous, show that
there is a continuous map jP: {JX -+Q such that JI'IX = f
5. If X is completely regular, show that X is open in {JX if and only if X is locally
compact.
6. Let N have the discrete topology. Let {r.: neiN"} be an enumeration of the rational
numbers in (0, l]. LetS= the irrational numbers in [0, 1] and for each sinS let
{r.: neN,} be a subsequence of {r.} such that s =lim {r.: neN,}. Show: (a) if s, teS
and s#-t, N,nN, is finite; (b) if for each sinS, clN,=the closure of N, in {JN
and A,= (cl N ,)\IN", then {A,: seS} are pairwise disjoint subsets of {JIN"\N that are
both open and closed.
7. Show that if X is normal, 1:e{JX, and there is a sequence {x.} in X such that x. -+7:
in {JX, then 7:EX. If X is not normal, is the result still true?
8. Let X be the space of all ordinals less than the first uncountable ordinal and give
X the order topology. Show that {JX =the one point compactification of X. (You
can find the pertinent definitions in Kelley (1955].)

§7. The Krein-Milman Theorem

7.1. Definition. If K is a convex subset of a vector space f!£, then a point a
in K is an extreme point of K if there is no proper open line segment that
contains a and lies entirely inK. Let ext K be the set of extreme points of K.

Recall that an open line segment is a set of the form (x 1 ,x 2 )= {tx 2 +

(1- t)x 1 : 0 < t < 1}, and to say that this line segment is proper is to say that
Xt ::f:. x2.

7.2. Examples.
(a)If f!£=R 2 and K={(x,y)ER 2 : x 2 +y 2 :s::;1}, then extK={(x,y):
x2 + y2 = 1}.
(b) If!!{= R 2 and K = {(x,y)ER 2 : x :s::; 0}, then ext K = 0.
(c) Iff!(= R 2 and K = {(x,y)ER 2 : x < 0} u {(0, 0)}, then ext K = {(0,0)}.
(d) If K =the closed region in R 2 bordered by a regular polygon, then
ext K = the vertices of the polygon.
(e) If f!( is any normed space and K = {xEf!£: II x I :s::; 1}, then ext K £:
{x: I x II = 1}, though for all we know it may be that ext K = 0.
(f) If !!£=V[O,l] and K={!EV[O,l]: llfll 1 :s::;l}, then extK=O. This
 142 V. Weak Topologies

last statement requires a bit of proof. Let f EL1 [0, 1] such that II f 11 1 = 1.
t.
Choose x in [0, 1] such that J~lf(t)ldt = Let h(t) = 2f(t) if t ~ x and 0
otherwise; let g(t) = 2f(t) if t): x and 0 otherwise. Then II h 11 1 = II g 11 1 = 1
and f = i(h +g). So ball L 1 [0, 1] has no extreme points.
The next proposition is left as an exercise.

7.3. Proposition. If K is a convex subset of a vector space!£ and aEK, then

the following statements are equivalent.
(a) aEext K.
+ x 2 ), then either X 1 f/:K or x 2 f/:K or x 1 = x 2 =a.
(b) Ifx 1 ,x 2 E.¥ and a= i(x 1
(c) Ifx 1 ,x 2 E!I, O<t< 1, and a=tx 1 +(1-t)x 2 , then either xtf!:K, x 2 f/:K,
or x 1 = x 2 =a.
(d) Ifx 1 , ... ,x.EK and aEco{x 1 , ... ,x.}, then a=xkfor some k.
(e) K\{a} is a convex set.

7.4. The Krein-Milman Theorem. If K is a nonempty compact convex subset

ofa LCS :¥,then ext K #- D and K
= co(ext K).

PROOF. (Leger [ 1968].) Note that (7.3e) says that a point a is an extreme
point if and only if K\{a} is a relatively open convex subset. We thus look
for a maximal proper relatively open convex subset of K. Let Olf be all the
proper relatively open convex subsets of K. Since !£ is a LCS and K #- D
(and let's assume that K is not a singleton), 011 #- 0. Let Olf 0 be a chain in Olf
and put U 0 = u { U: U EOlf 0 }. Clearly U 0 is open, and since Olf 0 is a chain, U 0
is convex. If U 0 = K, then the compactness of K implies that there is a U
in Olf 0 with U = K, a contradiction to the property of U. Thus U 0 E Olf. By
Zorn's Lemma, uu has a maximal element U.
If XEK and 0 ~ ), ~ 1, let Tx.;.: K-> K be defined by Tx.;.(Y) =.Icy+ (1- ),)x.
Note that Tx.;. is continuous and TxJL.}= 1 aiyi) = L.}= 1 ai Tx.;.(Y) whenever
y 1 , .•. ,y.EK, cx 1 , .•. ,a.): 0, and L.}= 1 ai = 1. (This means that Tx.;. is an affine
map of K into K.) If xEU and 0 ~ .lc < 1, then Tx.;.(U) s U. Thus Us r;l(U)
and T;J(U) is an open convex subset of K. If yE(cl U)\U, Tx.;.(Y)E[x,y) s U
by Proposition IV.l.ll. So cl Us T;l(U) and hence the maximality of U
implies T~ 1 (U) = K. That is,
x.A

7.5 Tx.JK)s U if xEU and 0~),< 1.

Claim. If V is any open convex subset of K, then either Vu U = U or

VuU = K.

In fact, (7.5) implies that V u U is convex so that the claim follows from
the maximality of U.
It now follows from the claim that K\U is a singleton. In fact, if a,bEK\U
and a#- b, let Va, Vb be disjoint open convex subsets of K such that aE Va
§7. The Krein-Milman Theorem 143

and bEVb. By the claim VauU=K since a¢U. But b¢VauU, a

contradiction. Thus K\ U = {a} and aEext K by (7.3e). Hence ext K -=1- D.
Note that we have actually proved the following.
7.6 If Vis an open convex subset of!!{ and ext K <:;; V, then K <:;; V.
Assume (7.6) is false. That is, assume there is an open convex subset V of
!!{ such that ext K c;; V but V 11 K -=1- K. Then V 11 K EO/I and is contained in
a maximal element U of 0/1. Since K\U ={a} for some a in ext K, this is a
contradiction. Thus (7.6) holds.
LetE=co(extK). If x*E!!l"*, IXE1R, and Ec;;{xE!!l": Re(x,x*)<IX}=V,
then K c;; V by (7.6). Thus the Hahn-Banach Theorem (IV.3.13) implies
E=K. •

The Krein-Milman Theorem seems innocent enough, but it has wide-

spread application. Two such applications will be seen in Sections 8 and 10;
another will occur later when C*-algebras are studied. Here a small applica-
tion is given.
If !!{ is a Banach space, then ball !!l"* is weak* compact by Alaoglu's
Theorem. By the Krein-Milman Theorem, ball !!l"* has many extreme points.
Keep this in mind.

7.7. Example. c0 is not the dual of a Banach space. That is, c0 is not iso-
metrically isomorphic to the dual of a Banach space. In light of the preceding
comments, in order to prove this statement, it suffices to show that ball c0
has few extreme points. In fact, ball c 0 has no extreme points. Let xEball c0 .
It must be that 0 =lim x(n). Let N be such that lx(n)l < i for n ~ N. Define
y 1 ,y2 in c0 by letting y 1 (n)=y 2 (n)=x(n) for n~N, and for n>N let
y 1 (n) = x(n) + rn and y 2 (n) = x(n)- 2 -n. It is easy to check that y 1 and
Y2Eballc 0 ,i(y 1 + y 2 )=x, and y 1 f=x.

In light of Example 7.2([), L1 [0, 1] is not the dual of a Banach space.

The next two results are often useful in applying the Krein- Milman
Theorem. Indeed, the first is often taken as part of that result.
7.8. Theorem. If!!{ is a LCS, K is a compact convex subset of :r, and F <:;; K
such that K = co(F), then ext K <:;; cl F.
PROOF. Clearly it suffices to assume that F is closed. Suppose that there is
an extreme point x 0 of K such that x 0 ¢F. Let p be a continuous seminorm
on .0£ such that F 11 { xE!!l": p(x- x 0 ) < 1} = D. Let U 0 = {xE!!l": p(x) < j-}. So
(x 0 + U0 )11(F+ U 0 )= D; hence x 0 ¢cl(F+ U0 ).
Because Fis compact, there are y 1 , .• • ,yn in F such that F £ U~= 1 (Yk + U0 ).
LetKk=co(Fn(yk+ U 0 )). Thus Kk£Yk+clU 0 (Why?), and Kkc;;K. Now
that fact that K 1 , ... , Kn are compact and convex implies that co(K 1 u · · · u Kn) =
co(K 1 u · · · u Kn) (Exercise 8). Therefore
K = co(F) = co(K 1 u · · · u Kn)·
144 V. Weak Topologies

Since x 0 EK, x 0 = 1:~= 1 r:xkxk, xkEKk, r:xk ~ 0, r:x 1 + ... + r:xn = 1. But x 0 is an
extreme point of K. Thus, x 0 = xkEKk for some k. But this implies that
x 0 E Kk s; Yk + cl U 0 s; c/ ( F + U 0 ), a contradiction. •

You might think that the set of extreme points of a compact convex subset
would have to be closed. This is untrue even if the LCS is finite dimensional,
as Figure V -1 illustrates.

Figure V-1

7.9. Proposition. If K is a compact convex subset of a LCS f!l', o/J is a LCS,

and T: K---+ o/J is a continuous affine map, then T(K) is a compact convex subset
of o/J and if y is an extreme point of T(K), then there is an extreme point x of
K such that T(x) = y.
PROOF. Because Tis affine, T(K) is convex and it is compact by the continuity
of T. Let y be an extreme point of T(K). It is easy to see that T- 1(y) is
compact and convex. Let x be an extreme point of T- 1 (y). It now follows
that xEext K (Exercise 9). •

Note that it is possible that there are extreme points x of K such that
T(x) is not an extreme point of T(K). For example, let T be the orthogonal
projection of 1R 3 onto 1R 2 and let K = ballJR 3 .

EXERCISES
1. If (X, Q, /1) is a a-finite measure space and 1 < p < oo, then the set of extreme
points of ball IJ(/1) is {!Elf(/1): llfllp= 1}.
2. If (X,Q,/1) is a a-finite measure space, the set of extreme points of ball L 1(/1) is
{axE: E is an atom of /1, aEIF, and lal=/1(£)- 1 }.
3. If (X, Q, /1) is a a-finite measure space, the set of extreme points of ball L"'(/1) is
{!EL"'(/1): lf(x)l = 1 a.e. [/1]}.

4. If X is completely regular, the set of extreme points of ball Cb(X) is {! E Cb(X):

lf(x)l = 1 for all x}. So ball CR[O, 1] has only two extreme points.
5. Let X be a totally disconnected compact space. (That is, X is compact and if
xEX and U is an neighborhood of x, then there is a subset V of X that is both
open and closed and such that xE V s; U. The Cantor set is an example of such
a space.) Show that ball C(X) is the norm closure of the convex hull of its extreme
points. (If IF= <C, the result is true for all compact Hausdorff spaces X (Phelps
§8. An Application: The Stone-Weierstrass Theorem 145

[1965] ). If IF= lR, then this characterizes totally disconnected compact spaces
(Goodner [1964]).)
6. Show that ball / 1 is the norm closure of the convex hull of its extreme points.
7. Show that if X is locally compact but not compact, then ball C 0 (X) has no
extreme points.
8. If ?I is a LCS and K 1 , ..• , K. are compact convex subsets of !!{, then
co(K 1 u · · · u K.) = co(K 1 u · · · u K.) and this convex hull is compact.

9. Let K be convex and let T: K ..... '!If be an affine map. If y is an extreme point of
T(K) and xis an extreme point of r- 1(y), then xis an extreme point of K.

10. If .Yf is a Hilbert space and either T or T* is an isometry, show that T is an

extreme point of the closed unit ball of El(.Yf). (The converse of this is also true,
but it may be hard unless you use the Polar Decomposition of operators
(VIII.3.11 ).)

§8. An Application: The Stone-Weierstrass

Theorem
If f: X-+ <C is a function, then J
denotes the function from X into
<C whose value at each x is the complex conjugate of f(x), f(x).

8.1. The Stone-Weierstrass Theorem. If X is compact and dis a closed sub-

algebra of C(X) such that:
(a) lEd;
(b) if x, yEX and x # y, then there is an fin d such that f(x) # f(y);
(c) if jEd, then fEd;
then d = C(X).

If C(X) is the algebra of continuous functions from X into JR, then

condition (c) is not needed. Also, an algebra in C(X) that has property (b)
is said to separate the points of X (see Exercise 1).
The proof of this result that will be presented here makes use of the Krein-
Milman Theorem and is due to L. de Branges (1959].
PROOF OF THE STONE-WEIERSTRASS THEOREM. To prove the theorem it suffices
to show that d J. = (0) (III.6.14). Suppose d J. # (0). By Alaoglu's Theorem,
ball dJ. is weak* compact. By the Krein-Milman Theorem, there is an
extreme point J1 of ball d J.. Let K = the support of Jl. That is,
K=X\U{V: Vis open and IJli(V)=O}.
Hence IJ11(X\K) = 0 and Sf d11 = SKfdJ1 for all continuous functions f on X.
Since d J. # (0), II 1111 = 1 and K # 0. Fix x 0 in K. It will be shown that
K = {x 0 }.
146 V. Weak Topologies

Let xEX, x =f. x 0 . By (b) there is an / 1 in d such that / 1 (x 0 ) =f. / 1 (x) = {3.
By (a), the function {3Ed. Hence / 2 = / 1 - /3Ed, / 2 (x 0 ) =f. 0 = / 2 (x). By
(c), / 3 = l/2 12 = / 2 f 2 Ed. Also, / 3 (x) = 0 < / 3 (x 0 ) and / 3 ~ 0. Put f =
(11/3 11+1)- 1/ 3 . Then /Ed, f(x)=O, f(x 0 )>0, and O~f<l on X.
Moreover, because d is an algebra, gf and g(1- /)Ed for every g in d.
Because J.1.Ed J., 0 = J gfdJ.1. = J g(1 - f)dJ.1. for every gin d. Therefore !J.1. and
(1- /)J.1.EdJ..
(For any bounded Borel function h on X, hJ.1. denotes the measure whose
value at a Borel set~ is J<1hdJ.1.. Note that II hJ.1.11 = JlhldiJ.1.1.)
Put LL= 11/JJ.II = JfdiJ.1.1. Since f(x 0 )>0, there is an open neighborhood
U of x 0 and an E > 0 such that f(y) > E for y in U. Thus,
LL = SfdiJ.1.1 ~ SufdiJ.1.1 ~ t:IJJ.I(U) > 0 since U nK =f. D. Similarly, since f(x 0 ) <
1, LL < 1. Therefore, 0 < LL < 1. Also, 1- LL = 1- JfdiJJ.I = J(l- f)diJJ.I =
11(1- J}J.1.11. Since

J.1.=Ll[IIXII]+( 1 -Ll{"~: =~~~~~]

and J.1. is an extreme point of ball dJ., J.1. = !JJ.II fJJ.II- 1 = LL- 1 fJ.1.. But the only
way that the measures J.1. and LL- 1/J.l. can be equal is if LL- 1/= 1 a.e. [JJ.J.
Since f is continuous, it must be that f = r:t. on K. Since x 0 EK, f(x 0 ) =Lt.
But f(x 0 ) > f(x) = 0. Hence x¢K. This establishes that K = {x 0 } and so
J.1. = ybxo where Iy I = 1. But J.1.Ed J. and 1Ed, so 0 = J 1dJ.1. = y, a contradiction.
Therefore d J. = (0) and d = C(X). •

With an important theorem it is good to ask what happends if part of

the hypothesis is deleted. If x 0 EX and d = {! E C(X): f(x 0 ) = 0}, then d is
a closed subalgebra of C(X) that satisfies (b) and (c) but d =f. C(X). This is
the worst that can happen.

8.2. Corollary. If X is compact and d is a closed subalgebra of C(X) that

separates the points of X and is closed under complex conjugation, then either
d = C(X) or there is a point x 0 in X such that d = {! EC(X): f(x 0 ) = 0}.
PROOF. Identify IF and the one-dimensional subspace of C(X) consisting of
the constant functions. Since d is closed, d +IF is closed (III.4.3). It is easy
to see that d + IF is an algebra and satisfies the hypothesis of the
Stone-Weierstrass Theorem; hence d +IF= C(X). Supposed =f. C(X). Then
C(X)/d is one dimensional; thus dJ. is one dimensional (Theorem 2.2). Let
J.1.EdJ., IIJJ.II = 1. If jEd, then /J.1.EdJ.; hence there is an LL in IF such that
f J.1. = LLJ.1. This implies that each f in d is constant on the support of J.1. But
the functions in d separate the points of X. Hence the support of J.1. is a
single point x 0 and so dJ. = {f3t:5x0 : {3EIF}. Thus d = dJ. = {!EC(X):
f(xo) = 0}. •
There are many examples of subalgebras of C(X) that separate the points
of X, contain the constants, but are not necessarily closed under complex
§8. An Application: The Stone-Weierstrass Theorem 147

conjugation. Indeed, a subalgebra of C(X) having these properties is called

a uniform algebra or function algebra and their study forms a separate area
of mathematics (Gamelin [1969] ). One example (the most famous) is obtained
by letting X be a subset of <C and letting d = R(X) =the uniform closure
of rational functions with poles off X.
Let x 0 ,x 1 EX, x 0 i=x 1 , and let sf= {!EC(X): f(x 0 )=f(xd}. Then dis
a uniformly closed subalgebra of C(X), contains the constant functions, and
is closed under conjugation. In a certain sense this is the worst that can
happen if the only hypothesis of the Stone-Weierstrass Theorem that does
not hold is that d fails to separate the points of X (see Exercise 4).
If X is only assumed to be locally compact, then the story is similar.

8.3. Corollary. If X is locally compact and d is a closed subalgebra of C 0 (X)

such that
(a) for each x in X there is an fin <r;{ such that f(x) i= 0;
(b) d separates the points of X;
(c) ]E.r:l whenever fLr:l;
then <r;{ = C 0 (X).
PROOF. Let X oo =the one point compactification of X and identify C 0 (X)
with {!EC(X 00 ): f(oo)=O}. Sod becomes a subalgebra of C(X 00 ). Now
apply Corollary 8.2. The details are left to the reader. •

What are the extreme points of the unit ball of M(X)? The characterization
of these extreme points as well as the extreme points of the set P(X) of
probability measures on X is given in the next theorem. [A probability measure
is a positive measure J1. such that JJ.(X) = 1.]
8.4. Theorem. If X is compact, then the set ofextreme points of ball M(X) is

{w\: lal = 1and xEX}.

The set of extreme points of P(X), the probability measures on X, is
{bx: XEX}.
PROOF. It is left as an exercise for the reader to show that if xEX, bx is an
extreme point of P(X) and abx is an extreme point of ball M(X) (Exercise 3).
It will now be shown that if J1. is an extreme point of P(X), then J1. is an
extreme point of ball M(X). Thus the first part of the theorem implies the
second. Suppose J1. is an extreme point of P(X) and v1 , v2 E ball M(X) such
that Jl.=t(v 1 +v 2 ). Then 1=11JJ.II~!-(IIv 1 ll+llv 2 11)~1; hence llv 1 ll+
II v2 ll = 2 and so II v1 ll =II v2 ll = 1. Also, 1 = JJ.(X) = i{v 1 (X) + v2 (X)). Now
lv 1 (X)I, lv 2 (X)I ~ 1 and 1 is an extreme point of {aEF': lal ~ 1}. Hence for
k = 1, 2, II vk II = vk(X) = 1. By Exercise 111.7.2, vkE P(X) for k = 1, 2. Since
Jl.EextP(X), J1. = v1 = v2 . So J1. is an extreme point of ballM(X). Thus it
suffices to prove the first part of the theorem.
148 V. Weak Topologies

Suppose that J.l is an extreme point of ball M(X) and let K be the support
of J.l. It will be shown that K is a singleton set.
Fix x 0 in K and suppose there is a second point x in K, x =I= x 0 • Let U
and V be open subsets of X such that x 0 E U, xE V, and cl U ncl V =D. By
Urysohn's Lemma there is an f in C(X) such that 0 ~ f ~ 1, f(y) = 1 for y
in cl U, and f(y) = 0 for y in cl V. Consider the measures !J.l and (1 - J)J.l.
Put a=!I!J.lii=JifldiJ.li=JfdiJ.ll. Then a=JfdiJ.li~IIJ.l\1=1 and a=
JfdiJ.ll ~ IJ.li(U) > Osince U is open and U nK =I= o. Also, 1- a= 1- JfdiJ.ll =
J(l- f)diJ.ll =II (1- J)J.l\1 and so 1- a~ JvO- f)diJ.ll = IJ.li(V) > 0 since
xEK. Hence 0 <a< 1.
But fJ.lla and (1- J)J.l/(1-a)EballM(X) and

J.l = a[f: J+ -a{ (\-!~J.l J.

(1

Since J.l is an extreme point of ball M(X) and a =I= 0, J.l = f J.l/a. This can only
happen iff= a< 1 a.e. [J.l]. But f = 1 on U and IJ.li(U) > 0, a contradiction.
Hence K = {x 0 }.
Since the only measures whose support can be the singleton set {x 0 } have
the form a<>xo• a in F', the theorem is proved. •

EXERCISES
1. Suppose that d is a subalgebra of C(X) that separates the points of X and 1ed.
Show that if x 1 , •.• , x. are distinct points in X and a 1 , ••• , a. EIF, there is an f in d
such that f(x) = ai for 1 ~j ~ n.
2. Give the details of the proof of Corollary 8.3.
3. If X is compact, show that for each x in X,b" is an extreme point of P(X) and
ab", Ia I= 1, is an extreme point of ball M(X).
4. Let X be compact and let d be a closed subalgebra of C(X) such that 1 Ed and
d is closed under conjugation. Define an equivalence relation - on X by declaring
x- y if and only if f(x) = f(y) for all f in d. Let X I- be the corresponding
quotient space and let n: X-+ X I- be the natural map. Give X I- the quotient
topology. (a) Show that if fed, then there is a unique function n*(f) in C(X/-)
such that n*(f)on =f. (b) Show that n*: d-+ C(X/-) is an isometry. (c) Show
that n* is surjective. (d) Show that d = {f eC(X): f(x) = f(y) whenever x- y}.
5. (This exercise requires Exercise IV.4.7.) Let X be completely regular and topologize
C(X) as in Example IV.l.5. If dis a closed subalgebra of C(X) such that led,
d separates the points of X, and fed whenever fed, then d = C(X).
6. Let X, Y be compact spaces and show that iff eC(X x Y) and e > 0, then there
are functions g" ... ,g. in C(X) and h1 , ••• ,h. in C(Y) such that lf(x,y)-
I:;= 1 gk(x)hk(y)l < e for all (x,y) in X x Y.
7. Let d be the uniformly closed subalgebra of Cb(R) generated by sin x and cos x.
Show that d = {f eCb(IR): f(t) = f(t + 2n) for all t in IR}.
8. If K is a compact subset of CC, f eC(K), and e > 0, show that there is a polynomial
p(z, £) in z and z such that lf(z)- p(z, £)1 < e for all z in K.
§9. The Schauder Fixed Point Theorem 149

§9*. The Schauder Fixed Point Theorem

Fixed-point theorems hold a fascination for mathematicians and they are
very applicable to a variety of mathematical and physical situations. In this
section and the next two such theorems are presented.
The results of this section are different from the rest of this book in an
essential way. Although we will continue to look at convex subsets of Banach
spaces, the functions will not be assumed to be linear or affine. This is a
small part of nonlinear functional analysis.
To begin with, recall the following classical result whose proof can be
found in any algebraic topology book. (Also see Dugundji [1966].)

9.1. Brouwer's Fixed Point Theorem. If 1 ~ d < oo, B = the closed unit ball
of JR.d' and f: B ~ B is a continuous map, then there is a point x in B such that
f(x) = x.
9.2. Corollary. If K is a nonempty compact convex subset ofa finite dimensional
normed space f![ and f: K ~ K is a continuous function, then there is a point
x in K such that f(x) = x.
PROOF. Since f![ is isomorphic to either (Cd or JRd, it is homeomorphic to
either 1R Zd or JR.d. So it suffices to assume that f£ = JRd, 1 ~ d < oo. If
K = {xeJRd: I x II~ r}, then the result is immediate from Brouwer's Theorem
(Exercise). If K is any compact convex subset of JRd, let r > 0 such that
=
K s B {xeJRd: II x II~ r}. Let¢: B~ K be the function defined by ¢(x) =the
unique point y in K such that I x- y II = dist(x, K) (1.2.5). Then ¢ is
continuous (Exercise) and ¢(x) = x for each x inK. (In topological parlance,
K is a retract of B.) Hence fo¢: B~K s B is continuous. By Brouwer's
Theorem, there is an x in B such that f(¢(x)) = x. Since fo¢(B) s K, xeK.
Hence ¢(x) = x and f(x) = x. •

Schauder's Fixed Point Theorem is a generalization of the preceding

corollary to infinite dimensional spaces.

9.3. Definition. If f£ is a normed space and E sf£, a function f: E ~ f![ is

said to be compact iff is continuous and cl f(A) is compact whenever A is
a bounded subset of E.

If E is itself a compact subset off!£, then every continuous function from

E into f£ is compact.
The following lemma will be needed in the proof ofSchauder's Theorem.

9.4. Lemma. If K is a compact subset of the normed space f£, e > 0, and A is
a finite subset of K such that K s U{B(a;e): aeA }, define ¢A: K ~x by
.+. ( )-_L{ma(x)a:aeA}
'+'A X -
L {ma(x): aeA}
'
!50 V. Weak Topologies

where ma(x)=O if llx-all ~Band ma(x)=B-IIx-all if llx-all :(B. Then

¢A is a continuous function and

for all x in K.
PROOF. Note that for each a in A, ma(x)~O and I:{mo(x): aEA} >0 for all
x in K. So ¢A is well defined on K. The fact that ¢A is continuous follows
from the fact that for each a in A, rna: K--+ [0, B] is continuous. (Verify!)
If xEK, then
,~..
'I'A X
( )_ X_- L {ma(x)[a- x]: aEA} .
L{ma(x):aEA}
If ma(x) > 0, then II x- a II <B. Hence

II¢A(x)-xll :(:L{ma(x)lla-xll:aEA} <B.

L
{ma(x): aEA}
This concludes the proof.
•
9.5. The Schauder Fixed Point Theorem. Let E be a closed bounded convex
subset of a normed space?£. Iff: E--+ ?£ is a compact map such that f(E) <;;; E,
then there is an x in E such that f(x) = x.
PROOF. Let K =elf(£), so K <;;;E. For each positive integer n let An be a
finite subset of K such that K <;;; U{B(a; 1/n): aEAn}. For each n let ¢n =¢An
as in the preceding lemma. Now the definition of ¢n clearly implies that
¢n(K) <;;; co(K) <;;; E since E is convex; thus fn =¢no f maps E into E. Also,
Lemma 9.4 implies
9.6 II fn(x)- f(x) II < 1/n for x in E.
Let ?£ n be the linear span of the set An and put En = En?£ n· So !'£ n is a
finite dimensional normed space, En is a compact convex subset of ?£"' and
fn: En--+ En (Why?) is continuous. By Corollary 9.2, there is a point xn in En
such that fn(xn) = Xn.
Now {J(xn)} is a sequence in the compact set K, so there is a point x 0
and a subsequence { f(xn)} such that f(xn)--+ x 0 . Since fnixn) = xn;' (9.6)
implies
II Xn;- Xo II :( II fnixn)- f(xn) II + II f(xn)- Xo II
1
:(- + llf(xn.)- Xo 11.
ni '

Thus xn;--+ x 0 . Since f is continuous, f(x 0 ) =lim f(xn) = x 0 .

•
There is a generalization of Schauder's Theorem where ?£ is only assumed
to be a LCS. See Dunford and Schwartz [1958], p. 456.
§ 10. The Ryll- Nardzewski Fixed Point Theorem 151

EXERCISE
1. Let E = { xEI 2 (N): II x II ~ 1} and for x in E define f(x) =((!- II x 11 2 ) 112 , x(l), x(2), ... ).
Show that f(E) s; E, f is continuous, and f has no fixed points.

§10*. The Ryll-Nardzewski Fixed Point Theorem

This section begins by proving a fixed point theorem that in addition to
being used to prove the result in the title of this section has some interest
of its own. Recall that a map T defined from a convex set K into a vector
space is said to be affine if T(L:cxixi) = L:cxJ(x) when xiEK, cxi ~ 0, and
L:cxi = 1.

10.1. The Markov-Kakutani Fixed Point Theorem. If K is a nonempty

compact convex subset of a LCS .0£ and :#' is a family of continuous affine
maps of K into itself that is abelian, then there is an x 0 inK such that T(x 0 ) = x 0
for all Tin :#'.
PROOF. If TE:#' and n ~ 1, define y<nl: K ~ K by
1
y<n) =- L Tk.
n-1

n k=o
If sand TE:#' and n,m ~ 1, then it is easy to check that s<nly(m) = y<m)s(n).
Let % = { y<nl(K): TE:#', n ~ 1}. Each set in % is compact and convex.
If T1 , ... , TPE:#' and n 1 , ... ,nP~ 1, then the commutativity of:#' implies
that T\"d .. · T~pl(K) c;; n}= 1 Tj"jl(K). This says that % has the finite inter-
section property and hence there is an Xo inn {B: BE%}. It is claimed that
x 0 is the desired common fixed point for the maps in :#'.
If TE:#' and n ~ 1, then x 0 ET<"l(K). Thus there is an x inK such that
1
x0 = y<nl(x) = -[x + T(x) + .. · + T"- 1 (x)].
n
Using this equation for x 0 , it follows that

T(x 0 ) - x 0 = ~ [T(x) + .. · + T"(x)]

n

- 1 [x + T(x)+ ... + T"- 1 (x)]

n
1
=- [T"(x)- x]
n
1
E[K-K].
n
!52 V. Weak Topologies

Now K is compact and so K- K is also. If U is an open neighborhood

of 0 in :i£, there is an integer n ~ 1 such that n- 1 [ K - K] s U. Therefore
T(x 0 ) - x 0 E U for every open neighborhood U of 0. This implies that
T(x 0 ) - x 0 = 0. •
If p is a seminorm on :i£ and A s :i£, define the p-diameter of A to be the
number
p-diam A= sup{p(x- y): x,yEA}.

10.2. Lemma. If :i£ is a LCS, K is a nonempty separable weakly compact

convex subset of :i£, and p is a continuous seminorm on :i£, then for every e > 0
there is a closed convex subset C of K such that:
(a) C #- K;
(b) p-diam(K\C) ~e.
PROOF. LetS= {xE:i£: p(x) ~ e/4} and let D =the weak closure of the set of
extreme points of K. Note that D s K. By hypothesis there is a countable
subset A of K such that D s K s U
{a+ S: aEA}. Now each a+ Sis weakly
closed. (Why?) Since D is weakly compact, there is an a in A such that
(a+ S)nD has interior in the relative weak topology of D (Exercise 2). Thus,
there is a weakly open subset W of :i£ such that
10.3 (a+ S) n D 2 W n D #- D.
Let K 1 = co(D\ W)and K 2 = co(Dn W). Because K 1 and K 2 are compact
and convex and K 1 u K 2 contains the extreme points of K, the Krein-Milman
Theorem and Exercise 7.8 imply K = co(K 1 u K 2 ).

10.4. Claim. K 1 #- K.
In fact, if K 1 = K, then K = co(D\ W) so that ext K s D\ W (Theorem 7.8).
This implies that D s D\ W, or that W n D = 0, a contradiction to (10.3).
Now (10.3) implies that K 2 sa+ S; so the definition of S implies that
p-diamK 2 ~e/2. Let 0<r~1 and define f,: K 1 xK 2 x[r,1]-+K by
f,(x 1 ,x 2 ,t)=tx 1 +(1-t)x 2 . So f, is continuous and C,=f,(K 1 x K 2 x
[r, 1]) is weakly compact and convex. (Verify!)

10.5. Claim. C, #- K for 0 < r ~ 1.

In fact, if C, = K and eEext K, then e = tx 1 + (1- t)x 2 for some t, r ~ t ~ 1,

xi in Ki. Because e is an extreme point and t#-0, e=x 1 . Thus extKsK 1
and K = K 1 , contradicting (1 0.4).
Let yEK\C,. The definition of C, and the fact that K = co(K 1 uK 2 )
imply y = tx 1 + (1- t)x 2 with xi in Ki and 0 ~ t < r. Hence p(y- x 2 ) =
p(t(x 1 - x 2 )) = tp(x 1 - x 2 ) ~ rd, where d = p-diamK. Therefore, if y' = t'x'1 +
(1- t')x~ EK\C., then p(y- y') ~ p(y- x 2 ) + p(x 2 - x~) + p(x~- y') ~ 2rd +
p-diam K 2 ~ 2rd + e/2. Choosing r = ej4d and putting C = C., we have proved
the lemma. •
§ 10. The Ryll-Nardzewski Fixed Point Theorem 153

10.6. Definition. Let :5[ be a LCS and let Q be a nonempty subset of f!l". If
Y' is a family of maps (not necessarily linear) of Q into Q, then Y' is said to
be a noncontracting family of maps if for two distinct points x and y in Q,
O¢cl { T(x)- T(y): TEY'}.
The next lemma has a straightforward proof whose discovery is left to
the reader.

10.7. Lemma. If f!l" is a LCS, Q s; f!l", and Y' is a family of maps of Q into Q,
then Y' is a noncontracting family if and only iffor every pair of distinct points
x and y in Q there is a continuous seminorm p such that
inf {p(T(x)- T(y)): TEY'} > 0.

10.8. The Ryii-Nardzewski Fixed Point Theorem. Iff!£ is a LCS, Q is a weakly

compact convex subset of f!l", and Y' is a noncontracting semigroup of weakly
continuous affine maps of Q into Q, then there is a point x 0 in Q such that
T(x 0 ) = x 0 for every T in Y'.
PROOF. The proof begins by showing that every finite subset of Y' has a
common fixed point.

10.9. Claim. If { T1 , ... , T.} s; Y', then there is an x 0 in Q such that Tkxo = x 0
for 1 ~ k ~ n.

Put T0 = (T1 + · · · + Tn)/n; so T0 : Q-+ Q and T0 is weakly continuous and

affine. By (10.1), there is an x 0 in Q such that T0 (x 0 ) = x 0 . It will be shown
that Tk(x 0 ) = x 0 for 1 ~ k ~ n. In fact, if Tk(x 0 ) =I= x 0 for some k, then by
renumbering the Tk, it can be assumed that there is an integer m such that
Tk(x 0 ) # x 0 for 1 ~ k ~ m and Tk(x 0 ) = x 0 for m < k ~ n. Let T~ =
(T1 + ··· + Tm)/m. Then
x0 = T0 (x 0 )

= ~ [T1 (xo) + ··· + Tm(x 0 )] + ( n ~ m )x 0 .

Hence

=Xo.
154 V. Weak Topologies

Thus it may be assumed that Tk(x 0 ) =I= x 0 for all k, but T 0 (x 0 ) = x 0 . Make
this assumption.
By Lemma 10.7, there is ant:> 0 and there is a continuous seminorm p
on f'l such that for every T in !I' and 1 ~ k ~ n,

10.10

Let ff 1 = the semi group generated by {T 1 , T2 , •.• , T.}. So ff 1 ~ ff and

!I' 1 = { T~, · · · T 1m: m ~ 1, 1 ~ lj ~ n }. Thus !I' 1 is a countable subsemigroup of
!1'. Put K =co {T(x 0 ): TE!I' t}. Therefore K is a weakly compact convex
subset of Q and K is separable. By Lemma 10.2, there is a closed convex
subset C of K such that C =I= K and p-diam(K\C) ~ t:.
Since C =1= K, there is an Sin !1' 1 such that S(x 0 )EK\C. Hence
1
S(x 0 ) = ST0 (x 0 ) =- [ST1 (x 0 ) + · · · + ST.(x 0 )] EK\ C.
n
Since Cis convex, there must beak, 1 ~ k ~ n, such that STk(x 0 )EK\C. But
this implies that p(S(Tk(x 0 ) ) - S(x 0 )) ~ p-diam(K\C) ~ t:, contradicting (10.10).
This establishes Claim 10.9.
Let ff =all finite nonempty subsets of !/'.IfF Eff, let QF = {x EQ: T(x) = x

.
for all T in F}. By Claim 10.9, QF =I= D for every F in ff. Also, since each
T in !I' is weakly continuous and affine, QF is convex and weakly compact.
It is easy to see that {QF: F Eff} has the finite intersection property. Therefore,
n
there is an Xo in {QF: FE ff}. The point Xo is the desired common fixed
~~~~

The original reference for this theorem is Ryll-Nardzewski [1967]; the

treatment here is from Namioka and Asplund [1967]. Another proof can be
found in Hansel and Troallic [ 1976]. An application of this theorem is given
in the next section.

EXERCISES
1. Was local convexity used in the proof of Theorem 10.1?
2. Show that if X is locally compact and X= u:= IF"' where each F. is closed in
X, then there is an integer n such that int F. =1= 0. (Hint: Look at the proof of the
Baire Category Theorem.)

§11 *. An Application: Haar Measure on a

Compact Group
In this section the operation in all semigroups and groups IS multi-
plication and is denoted by juxtaposition.
§ ll. An Application: Haar Measure on a Compact Group 155

11.1. Definition. A topological semigroup is a semigroup G that also

is a topological space and such that the map G x G-+ G defined by
(x, y)~--+xy is continuous. A topological group is a topological semigroup that
is also a group such that the map G-+ G defined by x~--+x- 1 is continuous.

So a topological group is both a group and a topological space with a

property that ties these two structures together.
1R,. 0 means the set of non-negative real numbers.

11.2. Examples
(a) IN and 1R,. 0 are topological semigroups under addition.
(b) ll, JR., and ([are topological groups under addition.
(c) olD is a topological group under multiplication.
(d) If X is a topological space and G = {! eC(X): f(X) colD}, define
(fg)(x) = f(x)g(x) for f, g in G and x in X. Then G is a group. If G is
given the topology of uniform convergence on X, G is a topological group.
(e) For n ~ 1, let M"(<C) =the n x n matrices with entries in <C; O(n) =
{AeM"(<C): A is invertible and A- 1 =A*}; SO(n)= {AeO(n): detA= 1}.
If M"(<C) is given the usual topology, O(n) and SO(n) are compact
topological groups under multiplication.

There are many more examples and the subject is a self-sustaining area
of research. Some good references are Hewitt and Ross [1963] and Rudin
[1962].

11.3. Definition. If Sis a semigroup and f: S-+ JF, then for every x inS define
fx: S-+ 1F and J: S-+ 1F by fx{s) = f(sx) and J(s) = f(xs) for all s in S. If S
is also a group, let f#(s) = f(s- 1) for all s in S.

11.4. Theorem. If G is a compact topological group, then there is a unique

positive regular Borel measure m on G such that
(a) m(G) = 1;
(b) if U is a nonempty open subset of G, then m(U) > 0;
(c) if A is any Borel subset of G and xeG, then m(A) = m(Ax) = m(xA) =
m(L\ - 1 ), where Ax= {ax: aeA}, xi\= {xa: aeA}, and A - 1 = {a- 1 : aeA}.

The measure miscalled the Haar measure for G. If G is locally compact,

then it is also true that there is a positive Borel measure m on G satisfying
(b) and such that m(Ax) = m(A) for all x in G and every Borel subset A of
G. It is not necessarily true that m(A) = m(xA), let alone that m(A) = m(L\ - 1 )
(see Exercise 4). The measure m is necessarily unbounded if G is not compact,
so that (a) is not possible. Uniqueness, however, is still true in a modified
form: if m1 , m 2 are two such measures, then m1 = am 2 for some a> 0.
By using the Riesz Representation Theorem for representing bounded
linear functionals on C(G), Theorem 11.4 is equivalent to the following.
156 V. Weak Topologies

11.5. Theorem. If G is a compact topological group, then there exists a unique

positive linear functional I: C( G)--+ IF such that
(a) I(1) = 1;
(b) iffEC(G), f?;:-0, andf-#0, then I(f)>O;
(c) ijfEC(G) and xEG, then I(f) = I(fx) = I(J) = I(f#).

Before proving Theorem 11.5, we need the following lemma. For a compact
topological group G, if xEG, define Lx: M(G)-+M(G) and Rx: M(G)-+M(G)
by

<f,LAil)) = Ixfdll,

<f, Rx{11)) =I fxdll

for fin C(G) and 11 in M(G). Define S 0 : M(G)-+M(G) by

<f, S0 (/1)) =I f#dll

for fin C(G) and 11 in M(G). It is easy to check that Lx, Rx, and S 0 are linear
isometries of M(G) onto M(G) (Exercise 5).
11.6. Lemma. If G is a compact topological group, 11EM(G), and p: G x G--+
(M(G), wk*) is defined by p(x, y) = LxRy(/1), then p is continuous. Similarly, if
p0 : G x G-+(M(G),wk*) is defined by p0 (x,y)=S 0 LxRy(/1), then p is
continuous.

PROOF. Let f E C( G) and let e > 0. Then (Exercise 10) there is a neighborhood
U of e (the identity of G) such that lf(x)- f(y)l <e whenever xy- 1 EV or
x- 1 yEV. Suppose {(x;,y;)} is a net in G x G such that (x;,y;)-+(x,y). Let i0
be such that fori?::- i 0 ,x;x- 1 EU and Y;- 1 YEV. IfxEG, then lf(x;ZY;)- f(xzy)i ~

.
lf(x;ZY;)- f(xzy;)l + lf(xzy;)- f(xzy)j. But if i?;:. i0 and zEG, (x;zy;)(xzy;) - l =
x;x- 1 E U and (xzy;)- 1 (xzy) = Y;- 1 yE U. Hence I f(x;ZY;- f(xzy)l < 2e for
i?;:. i0 and for all z in G. Thus lim; Jj(x;ZY;)dll(z) = Jj(xzy)d11(z). Since f was
arbitrary, this implies that p(x;,y;)-+p(x,y)wk* in M(G). The proof for p0
~~~

PROOF OF THEOREM 11.5. If e = the identity of G, then

LxRy = RyLx
LxLy = Lyx
11.7 RxRy = Rxy
S~ = Le = Re =the identity on M(G)
S 0 LxRy = Ly- 1 Rx_ ,S 0
§ 11. An Application: Haar Measure on a Compact Group 157

for x, y in G. Hence

(SoLxRy)(SoLuRv) = (LY- 1 Rx_ 1 SoHSoLuRv)

= Ly- 1Rx-1LuRv
= Ly-1 LuRx_ Rv1

=Luy-IRx-lv·
Hence if S 1 =the identity on M(G),
g' = {S;LxRy: i = 0, 1; X, yEG}
is a group of surjective linear isometries of M(G). Let Q =the probability
measures on G; that is, Q = {,uEM(G): .u? 0 and ,u(G) = 1}. So Q is a convex
subset of M(G) that is wk* compact. Furthermore, T(Q) ~ Q for every TinY'.

11.8. Claim. If ,uEM(G) and .u i= 0, then 0~ the weak* closure of {T(,u):

TEY'}.

In fact, Lemma 11.6 implies that {T(,u): TEY'} is weak* closed. Since each
Tin Y' is an isometry, T(,u) i= 0 for every Tin .'/'.
By Claim 11.8, Y' is a noncontracting family of affine maps of Q into
itself. Moreover, if T = S 0 LxRy and {.U;} is a net in Q such that .U;-+ ,u(wk*),
then for every fin C(G), <f,T(,u;))=Jf(xs- 1 y)d,u;(s)-+Jf(xs- 1 y)d.u=
<f. T(.u) ). So each Tin Y' in wk* continuous on Q. By the Ryll-Nardzewski
Fixed Point Theorem, there is a measure m in Q such that T(m) = m for all
TinY'.
By definition, (a) holds. Also, for any x in G and fin C(G), Jf(xs)dm(s) =
<f,LAm)) = Jfdm. By similar equations, (c) holds. Now suppose /EC(G),
f? 0, and f i= 0. Then there is an B > 0 such that U = {xEG: f(x) >a} is
nonempty. Since U is open, G = u { Ux: xEG}, and G is compact, there are
x 1 ,x 2 , ... ,xn in G such that G~U~= 1 Uxk. (Why is Ux open?) Define
gk(x) = f(xx; 1 ) and put g = L:~= 1 gk. Then gEC(G) and fgdm = L:~= Jgkdm =
nJfdm by (c). But for any x in G there is an xk such that xx; 1 EU; hence
g(x)? gk(x) = f(xx; 1 ) >B. Thus

ff dm =~ fg dm ? ajn > 0.

This proves (b).

To prove uniqueness, let .u be a probability measure on G having properties
J J
(a), (b), (c). Iff EC(G) and xEG, then fd.u = Jd,u. Hence

I I[f
fd.u= f(y)d,u(y)]dm(x)

f[ I = f(xy)d,u( y) }m(x)
158 V. Weak Topologies

= f[ f f(xy)dm(x) ]d11(y)
= f[ f f(x)dm(x) }11( y)
f
= fdm.
Hence 11 = m.
For further information on Haar measure see Nachbin [1965].
•
What happens if G is only a semigroup? In this case Lx and Rx may not
be isometries, so {LxRy: x, yEG} may not be noncontractive. However, there
are measures for some semigroups that are invariant (see Exercise 7). For
further reading see Greenleaf [1969].

EXERCISES
I. Let G be a group and a topological space. Show that G is a topological group
if and only if the map of G x G-+ G defined by (x, y)~-+ x- 1 y is continuous.
2. Verify the statements in (11.2).
3. Show that Theorems (11.4) and (11.5) are equivalent.
4. Let G be a locally compact group. If m is a regular Borel measure on G, show
that any two of the following properties imply the third: (a)m(~x) = m(~) for
every Borel set ~ and every x in G; (b) m(x~) = m(~) for every Borel set ~ and
every x in G; (c) m(8) = m(~ - 1 ) for every Borel set~.
5. Show that the maps S0 , Lx, Rx are linear isometries of M(G) onto M(G).
6. Prove (11.7).
7. LetS be an abelian semigroup and show that there is a positive linear functional
L: I"'(S)-+ IF such that (a) L(1) = 1, (b) L(fx) = L(f) for every f in I00 (S).

8. If S =IN, what does Exercise 7 say about Banach limits?

9. If G is a compact group, f: G-+ IF is a continuous function, and ~; > 0, show that
there is a neighborhood U of the identity in G such that /f(x)- f(y)/ < 6 whenever
xy- 1 EU. (Note that this say that every continuous function on a compact group
is uniformly continuous.)
10. If G is a locally compact group and f ECb(G), let (!)(j) =the closure of Ux: xEG}
in Cb(G). Let AP(G) = {!ECb(G): (!)(j) is compact}. Functions in AP(G) are called
almost periodic. (a) Show that every periodic function in Cb(R) belongs to AP(R).
(b) If G is compact, show that AP(G) = C(G). (c) Show that if jECb(R), then
f EAP(IR) if and only if for every 6 > 0 there is a positive number T such that in
every interval of length T there is a number p such that /f(x)- f(x + p)/ < 6 for
all x in R. (d) If G is not compact, then the only function in AP(G) having compact
support is the zero function. For more information on this topic, see Exercise 13.5
below.
§ 12. The Krein-Smulian Theorem 159

§12*. The Krein-Smulian Theorem

Let A be a convex subset of a Banach space !£. If A is weakly closed, then
for every r > 0, An {XE!£: I x II ~ r} is weakly closed; this is clear since each
of the sets in the intersection is weakly closed. But the converse of this is
also true: if A is convex and An {X E!£: I x I ~ r} is weakly closed for every
r > 0, then A is weakly closed. In fact, because A is convex it suffices to prove
that A is norm closed (Corollary 1.5). If {x.) £A and I x.- x 0 I --+ 0,
then there is a constant r such that II x. I ~ r for all n. By hypothesis,
An {xE!£: I x II~ r} is weakly closed and hence norm closed. Thus x 0 EA.
Now let A be a convex subset of !£*, !£ a Banach space. If An
{x*e!£*: I x* II~ r} is weak-star closed for every r > 0, is A weak-star closed?
If!£ is reflexive, then this is the same question that was asked and answered
affirmatively in the preceding paragraph. If !£ is not reflexive, then the
preceding argument fails since there are norm closed convex subsets of !£*
that are not weak-star closed. (Example: let x**EX**\!£ and consider
A= ker x**.) Nevertheless, even though the argument fails, the statement is
true.

12.1. The Krein-Smulian Theorem. If .ol is a Banach space and A is a convex

subset of!£* such that An {x* EX*: I x* I ~ r} is weak-star closed for every
r > 0, then A is weak-star closed.

To prove this theorem, two lemmas are needed.

12.2. Lemma. If!£ is a Banach space, r > 0, and ff, is the collection of all
finite subsets of {xE!£: llxll ~r- 1 }, then
n{Fo: FEff,} {x*EX*: llx* II~ r}.
=

PROOF. Let E = n{r: F Eff, }; it is easy to see that r(ball !£*)£E. If x* rf

r(ball !£*), then there is an x in ball !£ such that I< x, x*) I > r. Hence
l(r- 1 x,x*)l > 1 and x*¢E. •

12.3. Lemma. If A and!£ satisfy the hypothesis of the Krein-Smulian Theorem

and, moreover, An ball !£* = 0, then there is an x in !£ such that
Re (x,x*) ~ 1
for all x* in A.
PROOF. The proof begins by showing that there are finite subsets F 0 , F 1 , .•.
of !£ such that
(i) nF. £ball!£;
12.4 {
(ii) n(ball!£*)nn~:6F~nA = O.
To establish (12.4) use induction as follows. Let F 0 = (0). Suppose that
F0 , ... , F" _ 1 have been chosen satisfying ( 12.4) and set Q = [ ( n + 1)ball !£*] n
160 V. Weak Topologies

nz:6F~nA. Note that Q is wk* compact. So if Qn£" # 0 for every finite

subset F of n- 1 ball !!£, then 0 # Q n n{ Fo: F is a finite subset of
n- 1(ball !!£)} = Q n [n(ball!!l*)] by the preceding lemma. This contradicts
( 12.4ii). Therefore there is a finite subset Fn of n- 1(ball Et) such that
QnF~ = 0. This proves (12.4).
If {F.},~'= 1 satisfies (12.4), then Ann:= 1 F~ = O. Arrange the elements of
U:'=Jn in a sequence and denote this sequence by {x.}. Note that
lim II x. II = 0. Thus if x* E!!l*, { <x., x*)} Ec 0 . Define T: !!l*-+ c 0 by
T(x*) = { (x., x*) }. It is easy to see that Tis linear (and bounded, though
this fact is unnecessary). Hence T(A) is a convex subset of c 0 . Also, from the
U
construction of {x.} = :'= 1 F"'for each x* in A, II T(x*) II = sup. I(x., x*) I >
1. That is, T(A)nball c 0 = o. Thus Theorem IV.3.7 applies to the sets T(A)
and int[ball c0 ] and there is an f in P = c6 and an et in JR. such that
Re <¢,f) < et ::;; Re < T(x*), f) for every ¢ in int [ball c 0 ] and x* in A. That
is

L </J(n)f(n) < et::;; Re L <x., x*) f(n)

OCJ OCJ
12.5 Re
n= 1 n=l
for every ¢ in c 0 with II ¢ II < 1 and for every x* in A. Replacing f by f /II f II
and et by et/11 f II, it is clear that it may be assumed that (12.5) holds with
llfll = 1. If¢Ec 0 , 11¢11 < 1,letJLE1Fsuch that IJLI = 1 and (JL¢,J) = 1(</J,f)l.
Applying this to (12.5) and taking the supremum over all <Pin int[ballc 0 ]
gives that l::;;Re:L:'= 1 (x.,x*)f(n) for all x* in A. But fEP sox=
:L:'= 1 f(n)x.E!!l and 1::;; Re(x,x*) for all x* in A. •

Where was the completeness of !![ used in the preceding proof?

PROOF OF THE KREIN-SMULIAN THEOREM. Let x6E!!l*\A; it will be shown
that x6¢wk*- cl A. It is easy to see that A is norm closed. So there is an
r>O such that {x*E!!l*: llx*-x611::;;r}nA =O. But this implies that
ballEt* n [r- 1(A- x6)J = 0. With this it is easy to see that r- 1(A- x6)
satisfies the hypothesis of the preceding lemma. Therefore there is an x in Et
such that Re(x,x*)~1 for all x* in r- 1(A-x6). In particular,
O¢wk*- cl [r- 1(A- x6)J and hence x6¢wk*- cl A. •

12.6. Corollary. lf!?t is a Banach space and O!J is a linear manifold in!![*, then
O!J is weak-star closed if and only if O!J n ballEt* is weak-star closed.

12.7. Corollary. If Et is a separable Banach space and A is a convex subset

of !!l* that is weak-star sequentially closed, then A is weak-star closed.

PROOF. Because Et is separable, r(ball !!£*) is weak -star metrizable for every
r > 0 (Theorem 5.1). So if A is weak-star sequentially closed, An [r(ball Et*)]
is weak-star closed for every r > 0. Hence the Krein-Smulian Theorem
applies. •
§ 12. The Krein-Smulian Theorem 161

This last corollary is one of the most useful forms of the Krein-Smulian
Theorem. To show that a convex subset A of?£* is weak-star closed it is
not necessary to show that every weak-star convergent net from A has its
limit in A; it suffices to prove this for sequences.

12.8. Corollary. If fl£ is a separable Banach space and F: ?£* --+ F' is a linear
functional, then F is weak-star continuous if and only if F is weak-star
sequentially continuous.
PROOF. By Theorem IV.3.1, F is wk* continuous if and only if kerF is wk*
closed. This corollary is, therefore, a direct consequence of the preceding
on~ •

A proof of Corollary 12.8 that is independent of The Krein-Smulian

Theorem can be found as a lemma in Whitley [1986].
There is a misinterpretation ofthe Krein-Smulian Theorem that the reader
should be warned about. If A is a weak-star closed convex balanced subset
of ball f!{*, let .It = U{rA: r > 0}. It is easy to see that .It is a linear manifold,
but it does not follow that .It is weak -star closed. What is true is the following.

12.9. Theorem. Let fl£ be a Banach space and let A be a weak-star closed
subset of f!C*. If I!IJ = the linear span of A, then I!IJ is norm closed in ?£* if and
only if I!IJ is weak-star closed.

The proof will not be presented here. The interested reader can consult
Dunford and Schwartz [1958], p. 429.
There is a method for finding the weak-star closure of a linear manifold
that is quite useful despite its seemingly bizarre