Functional Analysis

Lecture notes for 18.102

Richard Melrose
Department of Mathematics, MIT
Email address: [email protected]
Version 0.9A; Revised: 29-9-2018; Run: January 29, 2020 .
 Contents

Preface 5
Introduction 6

Chapter 1. Normed and Banach spaces 9

1. Vector spaces 9
2. Normed spaces 11
3. Banach spaces 14
4. Operators and functionals 16
5. Subspaces and quotients 19
6. Completion 21
7. More examples 25
8. Baire’s theorem 26
9. Uniform boundedness 27
10. Open mapping theorem 28
11. Closed graph theorem 30
12. Hahn-Banach theorem 31
13. Double dual 35
14. Axioms of a vector space 36

Chapter 2. The Lebesgue integral 37

1. Integrable functions 37
2. Linearity of L1 42
3. The integral on L1 43
4. Summable series in L1 (R) 47
5. The space L1 (R) 49
6. The three integration theorems 50
7. Notions of convergence 54
8. The space L2 (R) 54
9. Measurable and non-measurable sets 57
10. Measurable functions 58
11. The spaces Lp (R) 60
12. Lebesgue measure 62
13. Higher dimensions 63

Chapter 3. Hilbert spaces 65

1. pre-Hilbert spaces 65
2. Hilbert spaces 67
3. Orthonormal sequences 67
4. Gram-Schmidt procedure 68
5. Orthonormal bases 69
3
4 CONTENTS

6. Isomorphism to l2 69
7. Parallelogram law 70
8. Convex sets and length minimizer 71
9. Orthocomplements and projections 71
10. Riesz’ theorem 73
11. Adjoints of bounded operators 74
12. Compactness and equi-small tails 75
13. Finite rank operators 78
14. Compact operators 80
15. Weak convergence 82
16. The algebra B(H) 85
17. Spectrum of an operator 87
18. Spectral theorem for compact self-adjoint operators 89
19. Functional Calculus 92
20. Spectral projection 94
21. Polar Decomposition 96
22. Compact perturbations of the identity 98
23. Hilbert-Schmidt, Trace and Schatten ideals 100
24. Fredholm operators 106
25. Kuiper’s theorem 109
Chapter 4. Differential and Integral operators 115
1. Fourier series 115
2. Toeplitz operators 119
3. Cauchy problem 122
4. Dirichlet problem on an interval 126
5. Harmonic oscillator 133
6. Fourier transform 135
7. Fourier inversion 136
8. Convolution 140
9. Plancherel and Parseval 143
10. Weak and strong derivatives 144
11. Fourier transform and L2 150
12. Schwartz distributions 154
13. Poisson summation formula 155
Appendix A. Problems for Chapter 1 157
1. For §1 157
Appendix B. Problems for Chapter 4 159
1. Hill’s equation 159
2. Mehler’s formula and completeness 160
3. Friedrichs’ extension 164
4. Dirichlet problem revisited 168
5. Isotropic space 169
Appendix. Bibliography 173
 PREFACE 5

Preface
These are notes for the course ‘Introduction to Functional Analysis’ – or in the
MIT style, 18.102, from various years culminating in Spring 2020. There are many
people who I should like to thank for comments on and corrections to the notes
over the years, but for the moment I would simply like to thank, as a collective,
the MIT undergraduates who have made this course a joy to teach, as a result of
their interest and enthusiasm.
6 CONTENTS

Introduction
This course is intended for ‘well-prepared undergraduates’ meaning specifically
that they have a rigourous background in analysis at roughly the level of the first
half of Rudin’s book [4] – at MIT this is 18.100B. In particular the basic theory of
metric spaces is used freely. Some familiarity with linear algebra is also assumed,
but not at a very sophisticated level.
The main aim of the course in a mathematical sense is the presentation of the
standard constructions of linear functional analysis, centred on Hilbert space and
its most significant analytic realization as the Lebesgue space L2 (R) and leading up
to the spectral theory of ordinary differential operators. In a one-semester course
at MIT it is only just possible to get this far. Beyond the core material I have
included other topics that I believe may prove useful both in showing how to use
the ‘elementary’ results in various directions.

Dirichlet problem. The treatment of the eigenvalue problem with potential

perturbation on an interval is one of the aims of this course, so let me describe it
briefly here for orientation.
Let V : [0, 1] −→ R be a real-valued continuous function. We are interested in
‘oscillating modes’ on the interval; something like this arises in quantum mechanics
for instance. Namely we want to know about functions u(x) – twice continuously
differentiable on [0, 1] so that things make sense – which satisfy the differential
equation
d2 u
− (x) + V (x)u(x) = λu(x)
dx2
(1) and the boundary conditions
u(0) = u(1) = 0.
Here the eigenvalue, λ is an ‘unknown’ constant. More precisely we wish to know
which such λ’s can occur. In fact all λ’s can occur with u ≡ 0 but this is the ‘trivial
solution’ which will always be there for such an equation. What other solutions are
there? The main result is that there is an infinite sequence of λ’s for which there
is a non-trivial solution of (1) λj ∈ R – they are all real, no non-real complex λ’s
can occur. For each of these λj there is at least exactly a one-dimensional space of
solutions, uj , to (1). We can say a lot more about everything here but one main
aim of this course is to get at least to this point. From a Physical point of view,
(1) represents a linearized oscillating string with fixed ends.
The journey to a discussion of the Dirichlet problem is rather extended and
apparently wayward. The relevance of Hilbert space and the Lebesgue integral is
not immediately apparent – and indeed one can proved the results as stated above
without Hilbert space methods – but I hope this will become clear as we proceed.
It is the completeness of the eigenfunctions which uses Hilbert space.
The basic idea of functional analysis is that we consider a space of all ‘putative’
solutions to the problem at hand. In this case one might take the space of all twice
continuously differentiable functions on [0, 1] – we will consider such spaces below.
One of the weaknesses of this choice of space is that it is not closely connected with
the ‘energy’ invariant of a solution, which is the integral
Z 1
du
(2) (| |2 + V (x)|u(x)|2 )dx.
0 dx
 INTRODUCTION 7

It is the importance of such integrals which brings in the Lebesgue integral and
leads to a Hilbert space structure.
In any case one of the significant properties of the equation (1) is that it is
‘linear’. So we start with a brief discussion of linear (I usually say vector) spaces.
What we are dealing with here can be thought of as the eigenvalue problem for an
‘infinite matrix’. This in fact is not a very good way of thinking about operators
on infinite-dimensional spaces, they are not really like infinite matrices, but in this
case it is justified by the appearance of compact operators which are rather more
like infinite matrices. There was a matrix approach to quantum mechanics in the
early days but it was replaced by the sort of ‘operator’ theory on Hilbert space
that we will discuss below. One of the crucial distinctions between the treatment of
finite dimensional matrices and an infinite dimensional setting is that in the latter
topology is encountered. This is enshrined in the notion of a normed linear space
which is the first important topic we shall meet.
After a brief treatment of normed and Banach spaces, the course proceeds to
the construction of the Lebesgue integral and the associated spaces of ‘Lebesgue in-
tegrable functions’ (as you will see this is by way of a universally accepted falsehood,
but a useful one). To some extent I follow here the idea of Jan Mikusiński that one
can simply define integrable functions as the almost everywhere limits of absolutely
summable series of step functions and more significantly the basic properties can
be deduced this way. While still using this basic approach I have dropped the step
functions almost completely and instead emphasize the completion of the space of
continuous functions to get the Lebesgue space. Even so, Mikusiński’s approach
still underlies the explicit identification of elements of the completion with Lebesgue
‘functions’. This approach is followed in the book of Debnaith and Mikusiński [1].
After about a two-week stint of integration and then a little measure theory
the course proceeds to the more gentle ground of Hilbert spaces. Here I have been
most guided by the (old now) book of Simmons [5] which is still very much worth
reading. We proceed to a short discussion of operators and the spectral theorem for
compact self-adjoint operators. I have also included in the notes (but generally not
in the lectures) various things that a young mathematician should know(!) such
as Kuiper’s Theorem. Then in the last third or so of the semester this theory is
applied to the treatment of the Dirichlet eigenvalue problem, followed by a short
discussion of the Fourier transform and the harmonic oscillator. Finally various
loose ends are brought together, or at least that is my hope.
 CHAPTER 1

Normed and Banach spaces

In this chapter we introduce the basic setting of functional analysis, in the form
of normed spaces and bounded linear operators. We are particularly interested in
complete, i.e. Banach, spaces and the process of completion of a normed space to
a Banach space. In lectures I proceed to the next chapter, on Lebesgue integration
after Section 7 and then return to the later sections of this chapter at appropriate
points in the course.
There are many good references for this material and it is always a good idea
to get at least a couple of different views. The treatment here, whilst quite brief,
does cover what is needed later.

1. Vector spaces
You should have some familiarity with linear, or I will usually say ‘vector’,
spaces. Should I break out the axioms? Not here I think, but they are included
in Section 14 at the end of the chapter. In short it is a space V in which we can
add elements and multiply by scalars with rules quite familiar to you from the the
basic examples of Rn or Cn . Whilst these special cases are (very) important below,
this is not what we are interested in studying here. What we want to come to grips
with are spaces of functions hence the name of the course.
Note that for us the ‘scalars’ are either the real numbers or the complex numbers
– usually the latter. To be neutral we denote by K either R or C, but of course
consistently. Then our set V – the set of vectors with which we will deal, comes
with two ‘laws’. These are maps
(1.1) + : V × V −→ V, · : K × V −→ V.
which we denote not by +(v, w) and ·(s, v) but by v + w and sv. Then we impose
the axioms of a vector space – see Section 14 below! These are commutative group
axioms for +, axioms for the action of K and the distributive law linking the two.
The basic examples:
• The field K which is either R or C is a vector space over itself.
• The vector spaces Kn consisting of ordered n-tuples of elements of K.
Addition is by components and the action of K is by multiplication on
all components. You should be reasonably familiar with these spaces and
other finite dimensional vector spaces.
• Seriously non-trivial examples such as C([0, 1]) the space of continuous
functions on [0, 1] (say with complex values).
In these and many other examples we will encounter below, the ‘component
addition’ corresponds to the addition of functions.

9
10 1. NORMED AND BANACH SPACES

Lemma 1.1. If X is a set then the spaces of all functions

(1.2) F(X; R) = {u : X −→ R}, F(X; C) = {u : X −→ C}
are vector spaces over R and C respectively.
Non-Proof. Since I have not written out the axioms of a vector space it is
hard to check this – and I leave it to you as the first of many important exercises.
In fact, better do it more generally as in Problem 1.2 – then you can sound sophis-
ticated by saying ‘if V is a linear space then F(X; V ) inherits a linear structure’.
The main point to make sure you understand is precisely this; because we do know
how to add and multiply in either R and C, we can add functions and multiply
them by constants (we can multiply functions by each other but that is not part of
the definition of a vector space so we ignore it for the moment since many of the
spaces of functions we consider below are not multiplicative in this sense):-
(1.3) (c1 f1 + c2 f2 )(x) = c1 f1 (x) + c2 f2 (x)
defines the function c1 f1 + c2 f2 if c1 , c2 ∈ K and f1 , f2 ∈ F(X; K). 

You should also be familiar with the notions of linear subspace and quotient
space. These are discussed a little below and most of the linear spaces we will meet
are either subspaces of these function-type spaces, or quotients of such subspaces –
see Problems 1.3 and 1.4.
Although you are probably most comfortable with finite-dimensional vector
spaces it is the infinite-dimensional case that is most important here. The notion
of dimension is based on the concept of the linear independence of a subset of a
vector space. Thus a subset E ⊂ V is said to be linearly independent if for any
finite collection of distinct elements vi ∈ E, i = 1, . . . , N, and any collection of
‘constants’ ai ∈ K, i = 1, . . . , N we have the following implication
N
X
(1.4) ai vi = 0 =⇒ ai = 0 ∀ i.
i=1

That is, it is a set in which there are ‘no non-trivial finite linear dependence rela-
tions between the elements’. A vector space is finite-dimensional if every linearly
independent subset is finite. It follows in this case that there is a finite and maxi-
mal linearly independent subset – a basis – where maximal means that if any new
element is added to the set E then it is no longer linearly independent. A basic
result is that any two such ‘bases’ in a finite dimensional vector space have the
same number of elements – an outline of the finite-dimensional theory can be found
in Problem 1.1.
Still it is time to leave this secure domain behind, since we are most interested
in the other case, namely infinite-dimensional vector spaces. As usual with such
mysterious-sounding terms as ‘infinite-dimensional’ it is defined by negation.
Definition 1.1. A vector space is infinite-dimensional if it is not finite di-
mensional, i.e. for any N ∈ N there exist N elements with no, non-trivial, linear
dependence relation between them.
Thus the infinite-dimensional vector spaces, which you may be quite keen to under-
stand, appear just as the non-existence of something. That is, it is the ‘residual’
case, where there is no finite basis. This means that it is ‘big’.
 2. NORMED SPACES 11

So, finite-dimensional vector spaces have finite bases, infinite-dimensional vec-

tor spaces do not. Make sure that you see the gap between these two cases, i.e.
either a vector space has a finite-dimensional basis or else it has an infinite linearly
independent set. In particular if there is a linearly independent set with N elements
for any N then there is an infinite one, there is a point here – if an independent finite
set has the property that there is no element of the space which can be added to it
so that it remains independent then it already is a basis and any other independent
set has the same or fewer elements.
The notion of a basis in an infinite-dimensional vector spaces needs to be modi-
fied to be useful analytically. Convince yourself that the vector space in Lemma 1.1
is infinite dimensional if and only if X is infinite. 1

2. Normed spaces
We need to deal effectively with infinite-dimensional vector spaces. To do so we
need the control given by a metric (or even more generally a non-metric topology,
but we will only get to that much later in this course; first things first). A norm
on a vector space leads to a metric which is ‘compatible’ with the linear structure.
Definition 1.2. A norm on a vector space is a function, traditionally denoted
(1.5) k · k : V −→ [0, ∞),
with the following properties
(Definiteness)
(1.6) v ∈ V, kvk = 0 =⇒ v = 0.
(Absolute homogeneity) For any λ ∈ K and v ∈ V,
(1.7) kλvk = |λ|kvk.
(Triangle Inequality) For any two elements v, w ∈ V
(1.8) kv + wk ≤ kvk + kwk.
Note that (1.7) implies that k0k = 0. Thus (1.6) means that kvk = 0 is equiv-
alent to v = 0. This definition is based on the same properties holding for the
standard norm(s), |z|, on R and C. You should make sure you understand that
(
x if x ≥ 0
R 3 x −→ |x| = ∈ [0, ∞) is a norm as is
(1.9) −x if x ≤ 0
1
C 3 z = x + iy −→ |z| = (x2 + y 2 ) 2 .
Situations do arise in which we do not have (1.6):-
Definition 1.3. A function (1.5) which satisfes (1.7) and (1.8) but possibly
not (1.6) is called a seminorm.

1Hint: For each point y ∈ X consider the function f : X −→ C which takes the value 1 at y
and 0 at every other point. Show that if X is finite then any function X −→ C is a finite linear
combination of these, and if X is infinite then this is an infinite set with no finite linear relations
between the elements.
12 1. NORMED AND BANACH SPACES

A metric, or distance function, on a set is a map

(1.10) d : X × X −→ [0, ∞)
satisfying three standard conditions
(1.11) d(x, y) = 0 ⇐⇒ x = y,
(1.12) d(x, y) = d(y, x) ∀ x, y ∈ X and
(1.13) d(x, y) ≤ d(x, z) + d(z, y) ∀ x, y, z ∈ X.
As you are no doubt aware, a set equipped with such a metric function is called a
metric space.
If you do not know about metric spaces, then you are in trouble. I suggest that
you take the appropriate course now and come back next year. You could read the
first few chapters of Rudin’s book [4] before trying to proceed much further but it
will be a struggle to say the least. The point is
Proposition 1.1. If k · k is a norm on V then
(1.14) d(v, w) = kv − wk
is a distance on V turning it into a metric space.
Proof. Clearly (1.11) corresponds to (1.6), (1.12) arises from the special case
λ = −1 of (1.7) and (1.13) arises from (1.8). 
We will not use any special notation for the metric, nor usually mention it
explicitly – we just subsume all of metric space theory from now on. So kv − wk is
the distance between two points in a normed space.
Now, we need to talk about a few examples; there are more in Section 7.
The most basic ones are the usual finite-dimensional spaces Rn and Cn with their
Euclidean norms
! 12
X
(1.15) |x| = |xi |2
i
where it is at first confusing that we just use single bars for the norm, just as for
R and C, but you just need to get used to that.
There are other norms on Cn (I will mostly talk about the complex case, but
the real case is essentially the same). The two most obvious ones are
|x|∞ = max |xi |, x = (x1 , . . . , xn ) ∈ Cn ,
(1.16)
X
|x|1 = |xi |
i

but as you will see (if you do the problems) there are also the norms
X 1
(1.17) |x|p = ( |xi |p ) p , 1 ≤ p < ∞.
i

In fact, for p = 1, (1.17) reduces to the second norm in (1.16) and in a certain sense
the case p = ∞ is consistent with the first norm there.
In lectures I usually do not discuss the notion of equivalence of norms straight
away. However, two norms on the one vector space – which we can denote k · k(1)
and k · k(2) are equivalent if there exist constants C1 and C2 such that
(1.18) kvk(1) ≤ C1 kvk(2) , kvk(2) ≤ C2 kvk(1) ∀ v ∈ V.
 2. NORMED SPACES 13

The equivalence of the norms implies that the metrics define the same open sets –
the topologies induced are the same. You might like to check that the reverse is also
true, if two norms induced the same topologies (just meaning the same collection
of open sets) through their associated metrics, then they are equivalent in the sense
of (1.18) (there are more efficient ways of doing this if you wait a little).
Look at Problem 1.6 to see why we are not so interested in norms in the finite-
dimensional case – namely any two norms on a finite-dimensional vector space are
equivalent and so in that case a choice of norm does not tell us much, although it
certainly has its uses.
One important class of normed spaces consists of the spaces of bounded con-
tinuous functions on a metric space X :
(1.19) C∞ (X) = C∞ (X; C) = {u : X −→ C, continuous and bounded} .
That this is a linear space follows from the (pretty obvious) result that a linear
combination of bounded functions is bounded and the (less obvious) result that a
linear combination of continuous functions is continuous; this we are supposed to
know. The norm is the best bound
(1.20) kuk∞ = sup |u(x)|.
x∈X

That this is a norm is straightforward to check. Absolute homogeneity is clear,

kλuk∞ = |λ|kuk∞ and kuk∞ = 0 means that u(x) = 0 for all x ∈ X which is
exactly what it means for a function to vanish. The triangle inequality ‘is inherited
from C’ since for any two functions and any point,
(1.21) |(u + v)(x)| ≤ |u(x)| + |v(x)| ≤ kuk∞ + kvk∞
by the definition of the norms, and taking the supremum of the left gives
ku + vk∞ ≤ kuk∞ + kvk∞ .
Of course the norm (1.20) is defined even for bounded, not necessarily contin-
uous functions on X. Note that convergence of a sequence un ∈ C∞ (X) (remember
this means with respect to the distance induced by the norm) is precisely uniform
convergence
(1.22) kun − vk∞ → 0 ⇐⇒ un (x) → v(x) uniformly on X.
Other examples of infinite-dimensional normed spaces are the spaces lp , 1 ≤
p ≤ ∞ discussed in the problems below. Of these l2 is the most important for us.
It is in fact one form of Hilbert space, with which we are primarily concerned:-
X
(1.23) l2 = {a : N −→ C; |a(j)|2 < ∞}.
j

It is not immediately obvious that this is a linear space, nor that

  21
X
(1.24) kak2 =  |a(j)|2 
j

is a norm. It is. From now on we will generally use sequential notation and think
of a map from N to C as a sequence, so setting a(j) = aj . Thus the ‘Hilbert space’
l2 consists of the square summable sequences.
14 1. NORMED AND BANACH SPACES

3. Banach spaces
You are supposed to remember from metric space theory that there are three
crucial properties, completeness, compactness and connectedness. It turns out that
normed spaces are always connected, so that is not very interesting, and they are
never compact (unless you consider the trivial case V = {0}) so that is not very
interesting either – in fact we will ultimately be very interested in compact subsets.
So that leaves completeness. This is so important that we give it a special name in
honour of Stefan Banach who first emphasized this property.
Definition 1.4. A normed space which is complete with respect to the induced
metric is a Banach space.
Lemma 1.2. The space C∞ (X), defined in (1.19) for any metric space X, is a
Banach space.
Proof. This is a standard result from metric space theory – basically that the
uniform limit of a sequence of (bounded) continuous functions on a metric space is
continuous. However, it is worth recalling how one proves completeness at least in
outline. Suppose un is a Cauchy sequence in C∞ (X). This means that given δ > 0
there exists N such that
(1.25) n, m > N =⇒ kun − um k∞ = sup |un (x) − um (x)| < δ.
x∈X

Fixing x ∈ X this implies that the sequence un (x) is Cauchy in C. We know that
this space is complete, so each sequence un (x) must converge (we say the sequence
of functions converges pointwise). Since the limit of un (x) can only depend on x,
we may define u(x) = limn un (x) in C for each x ∈ X and so define a function
u : X −→ C. Now, we need to show that this is bounded and continuous and is the
limit of un with respect to the norm. Any Cauchy sequence is bounded in norm –
take δ = 1 in (1.25) and it follows from the triangle inequality that
(1.26) kum k∞ ≤ kuN +1 k∞ + 1, m > N
and the finite set kun k∞ for n ≤ N is certainly bounded. Thus kun k∞ ≤ C, but this
means |un (x)| ≤ C for all x ∈ X and hence |u(x)| ≤ C by properties of convergence
in C and thus kuk∞ ≤ C, so the limit is bounded.
The uniform convergence of un to u now follows from (1.25) since we may pass
to the limit in the inequality to find
n > N =⇒ |un (x) − u(x)| = lim |un (x) − um (x)| ≤ δ
m→∞
(1.27)
=⇒ kun − uk∞ ≤ δ.
The continuity of u at x ∈ X follows from the triangle inequality in the form
|u(y) − u(x)| ≤ |u(y) − un (y)| + |un (y) − un (x)| + |un (x) − u(x)|
≤ 2ku − un k∞ + |un (x) − un (y)|.
Given δ > 0 the first term on the far right can be make less than δ/2 by choosing
n large using (1.27) and then, having chosen n, the second term can be made less
than δ/2 by choosing d(x, y) small enough, using the continuity of un . 
I have written out this proof (succinctly) because this general structure arises
often below – first find a candidate for the limit and then show it has the properties
that are required.
 3. BANACH SPACES 15

There is a space of sequences which is really an example of this Lemma.

Consider the space c0 consisting of all the sequences {aj } (valued in C) such
that limj→∞ aj = 0. As remarked above, sequences are just functions N −→ C.
If we make {aj } into a function α : D = {1, 1/2, 1/3, . . . } −→ C by setting
α(1/j) = aj then we get a function on the metric space D. Add 0 to D to get
D = D ∪ {0} ⊂ [0, 1] ⊂ R; clearly 0 is a limit point of D and D is, as the nota-
tion dangerously indicates, the closure of D in R. Now, you will easily check (it is
really the definition) that α : D −→ C corresponding to a sequence, extends to a
continuous function on D vanishing at 0 if and only if limj→∞ aj = 0, which is to
say, {aj } ∈ c0 . Thus it follows, with a little thought which you should give it, that
c0 is a Banach space with the norm
(1.28) kak∞ = sup kaj k.
j

What is an example of a non-complete normed space, a normed space which is

not a Banach space? These are legion of course. The simplest way to get one is to
‘put the wrong norm’ on a space, one which does not correspond to the definition.
Consider for instance the linear space T of sequences N −→ C which ‘terminate’,
i.e. each element {aj } ∈ T has aj = 0 for j > J, where of course the J may depend
on the particular sequence. Then T ⊂ c0 , the norm on c0 defines a norm on T but
it cannot be complete, since the closure of T is easily seen to be all of c0 – so there
are Cauchy sequences in T without limit in T . Make sure you are not lost here –
you need to get used to the fact that we often need to discuss the ‘convergence of
sequences of convergent sequences’ as here.
One result we will exploit below, and I give it now just as preparation, concerns
absolutely summable series. Recall that a series is just a sequence where we ‘think’
about adding the terms. Thus if vn is a sequence in some vector space V then there
N
P
is the corresponding sequence of partial sums wN = vi . I will say that {vn } is a
i=1
series if I am thinking about summing it.
Definition 1.5. A series {vn } with partial sums {wN } is said to be absolutely
summable if
X X
(1.29) kvn kV < ∞, i.e. kwN − wN −1 kV < ∞.
n N >1

Proposition 1.2. The sequence of partial sums of any absolutely summable

series in a normed space is Cauchy and a normed space is complete if and only
if every absolutely summable series in it converges, meaning that the sequence of
partial sums converges.
Proof. The sequence of partial sums is
n
X
(1.30) wn = vj .
j=1

Thus, if m > n then

m
X
(1.31) wm − wn = vj .
j=n+1
16 1. NORMED AND BANACH SPACES

It follows from the triangle inequality that

m
X
(1.32) kwn − wm kV ≤ kvj kV .
j=n+1

So if the series is absolutely summable then

X∞ ∞
X
kvj kV < ∞ and lim kvj kV = 0.
n→∞
j=1 j=n+1

Thus {wn } is Cauchy if {vj } is absolutely summable. Hence if V is complete then

every absolutely summable series is summable, i.e. the sequence of partial sums
converges.
Conversely, suppose that every absolutely summable series converges in this
sense. Then we need to show that every Cauchy sequence in V converges. Let
un be a Cauchy sequence. It suffices to show that this has a subsequence which
converges, since a Cauchy sequence with a convergent subsequence is convergent.
To do so we just proceed inductively. Using the Cauchy condition we can for every
k find an integer Nk such that
(1.33) n, m > Nk =⇒ kun − um k < 2−k .
Now choose an increasing sequence nk where nk > Nk and nk > nk−1 to make it
increasing. It follows that
(1.34) kunk − unk−1 k ≤ 2−k+1 .
Denoting this subsequence as u0k = unk it follows from (1.34) and the triangle
inequality that
∞
X
(1.35) ku0n − u0n−1 k ≤ 4
n=1

so the sequence v1 = u01 , vk = u0k − u0k−1 , k > 1, is absolutely summable. Its

sequence of partial sums is wj = u0j so the assumption is that this converges, hence
the original Cauchy sequence converges and V is complete. 
Notice the idea here, of ‘speeding up the convergence’ of the Cauchy sequence
by dropping a lot of terms. We will use this idea of absolutely summable series
heavily in the discussion of Lebesgue integration.

4. Operators and functionals

The vector spaces we are most interested in are, as already remarked, spaces of
functions (or something a little more general). The elements of these are the objects
of primary interest but we are especially interested in the way they are related by
linear maps. The sorts of maps we have in mind here are differential and integral
operators. For example the indefinite Riemann integral of a continuous function
f : [0, 1] −→ C is also a continuous function of the upper limit:
Z x
(1.36) I(f )(x) = f (s)ds.
0
So, I : C([0, 1]) −→ C([0, 1]) it is an ‘operator’ which turns one continuous function
into another. You might want to bear such an example in mind as you go through
this section.
 4. OPERATORS AND FUNCTIONALS 17

A map between two vector spaces (over the same field, for us either R or C) is
linear if it takes linear combinations to linear combinations:-
(1.37) T : V −→ W, T (a1 v1 +a2 v2 ) = a1 T (v1 )+a2 T (v2 ), ∀ v1 , v2 ∈ V, a1 , a2 ∈ K.
In the finite-dimensional case linearity is enough to allow maps to be studied.
However in the case of infinite-dimensional normed spaces we will require conti-
nuity, which is automatic in finite dimensions. It makes perfectly good sense to
say, demand or conclude, that a map as in (1.37) is continuous if V and W are
normed spaces since they are then metric spaces. Recall that for metric spaces
there are several different equivalent conditions that ensure a map, T : V −→ W,
is continuous:
(1.38) vn → v in V =⇒ T vn → T v in W
(1.39) O ⊂ W open =⇒ T −1 (O) ⊂ V open
(1.40) C ⊂ W closed =⇒ T −1 (C) ⊂ V closed.
For a linear map between normed spaces there is a direct characterization of
continuity in terms of the norm.
Proposition 1.3. A linear map (1.37) between normed spaces is continuous if
and only if it is bounded in the sense that there exists a constant C such that
(1.41) kT vkW ≤ CkvkV ∀ v ∈ V.
Of course bounded for a function on a metric space already has a meaning and this
is not it! The usual sense would be kT vk ≤ C but this would imply kT (av)k =
|a|kT vk ≤ C so T v = 0. Hence it is not so dangerous to use the term ‘bounded’ for
(1.41) – it is really ‘relatively bounded’, i.e. takes bounded sets into bounded sets.
From now on, bounded for a linear map means (1.41).
Proof. If (1.41) holds then if vn → v in V it follows that kT v − T vn k =
kT (v − vn )k ≤ Ckv − vn k → 0 as n → ∞ so T vn → T v and continuity follows.
For the reverse implication we use the second characterization of continuity
above. Denote the ball around v ∈ V of radius  > 0 by
BV (v, ) = {w ∈ V ; kv − wk < }.
Thus if T is continuous then the inverse image of the the unit ball around the
origin, T −1 (BW (0, 1)) = {v ∈ V ; kT vkW < 1}, contains the origin in V and so,
being open, must contain some BV (0, ). This means that
(1.42) T (BV (0, )) ⊂ BW (0, 1) so kvkV <  =⇒ kT vkW ≤ 1.
Now proceed by scaling. If 0 6= v ∈ V then kv 0 k <  where v 0 = v/2kvk. So (1.42)
shows that kT v 0 k ≤ 1 but this implies (1.41) with C = 2/ – it is trivially true if
v = 0. 
Note that a bounded linear map is in fact uniformly continuous – given δ > 0
there exists  > 0 such that
(1.43) kv − wkV = dV (v, w) <  =⇒ kT v − T wkW = dW (T v, T W ) < δ
namely  = Cδ. One consequence of this is that a linear map T : U −→ W into a
Banach space, defined and continuous on a linear subspace, U ⊂ V. (with respect
to the restriction of the norm from V to U ) extends uniquely to a continous map
T : U −→ W on the closure of U.
18 1. NORMED AND BANACH SPACES

As a general rule we drop the distinguishing subscript for norms, since which
norm we are using can be determined by what it is being applied to.
So, if T : V −→ W is continous and linear between normed spaces, or from
now on ‘bounded’, then
(1.44) kT k = sup kT vk < ∞.
kvk=1

Lemma 1.3. The bounded linear maps between normed spaces V and W form
a linear space B(V, W ) on which kT k defined by (1.44) or equivalently
(1.45) kT k = inf{C; (1.41) holds}
is a norm.
Proof. First check that (1.44) is equivalent to (1.45). Define kT k by (1.44).
Then for any v ∈ V, v 6= 0,
v kT vk
(1.46) kT k ≥ kT ( )k = =⇒ kT vk ≤ kT kkvk
kvk kvk
since as always this is trivially true for v = 0. Thus C = kT k is a constant for which
(1.41) holds.
Conversely, from the definition of kT k, if  > 0 then there exists v ∈ V with
kvk = 1 such that kT k −  < kT vk ≤ C for any C for which (1.41) holds. Since
 > 0 is arbitrary, kT k ≤ C and hence kT k is given by (1.45).
From the definition of kT k, kT k = 0 implies T v = 0 for all v ∈ V and for λ 6= 0,
(1.47) kλT k = sup kλT vk = |λ|kT k
kvk=1

and this is also obvious for λ = 0. This only leaves the triangle inequality to check
and for any T, S ∈ B(V, W ), and v ∈ V with kvk = 1
(1.48) k(T + S)vkW = kT v + SvkW ≤ kT vkW + kSvkW ≤ kT k + kSk
so taking the supremum, kT + Sk ≤ kT k + kSk. 

Thus we see the very satisfying fact that the space of bounded linear maps
between two normed spaces is itself a normed space, with the norm being the best
constant in the estimate (1.41). Make sure you absorb this! Such bounded linear
maps between normed spaces are often called ‘operators’ because we are thinking
of the normed spaces as being like function spaces.
You might like to check boundedness for the example, I, of a linear operator
in (1.36), namely that in terms of the supremum norm on C([0, 1]), kT k ≤ 1.
One particularly important case is when W = K is the field, for us usually C.
Then a simpler notation is handy and one sets V 0 = B(V, C) – this is called the
dual space of V (also sometimes denoted V ∗ ).
Proposition 1.4. If W is a Banach space then B(V, W ), with the norm (1.44),
is a Banach space.
Proof. We simply need to show that if W is a Banach space then every Cauchy
sequence in B(V, W ) is convergent. The first thing to do is to find the limit. To
say that Tn ∈ B(V, W ) is Cauchy, is just to say that given  > 0 there exists N
such that n, m > N implies kTn − Tm k < . By the definition of the norm, if v ∈ V
 5. SUBSPACES AND QUOTIENTS 19

then kTn v − Tm vkW ≤ kTn − Tm kkvkV so Tn v is Cauchy in W for each v ∈ V. By

assumption, W is complete, so
(1.49) Tn v −→ w in W.
However, the limit can only depend on v so we can define a map T : V −→ W by
T v = w = limn→∞ Tn v as in (1.49).
This map defined from the limits is linear, since Tn (λv) = λTn v −→ λT v and
Tn (v1 + v2 ) = Tn v1 + Tn v2 −→ T v2 + T v2 = T (v1 + v2 ). Moreover, |kTn k − kTm k| ≤
kTn − Tm k so kTn k is Cauchy in [0, ∞) and hence converges, with limit S, and
(1.50) kT vk = lim kTn vk ≤ Skvk
n→∞

so kT k ≤ S shows that T is bounded.

Returning to the Cauchy condition above and passing to the limit in kTn v −
Tm vk ≤ kvk as m → ∞ shows that kTn − T k ≤  if n > M and hence Tn → T in
B(V, W ) which is therefore complete. 
Note that this proof is structurally the same as that of Lemma 1.2.
One simple consequence of this is:-
Corollary 1.1. The dual space of a normed space is always a Banach space.
However you should be a little suspicious here since we have not shown that
the dual space V 0 is non-trivial, meaning we have not eliminated the possibility
that V 0 = {0} even when V 6= {0}. The Hahn-Banach Theorem, discussed below,
takes care of this.
One game you can play is ‘what is the dual of that space’. Of course the dual
is the dual, but you may well be able to identify the dual space of V with some
other Banach space by finding a linear bijection between V 0 and the other space,
W, which identifies the norms as well. We will play this game a bit later.

5. Subspaces and quotients

The notion of a linear subspace of a vector space is natural enough, and you
are likely quite familiar with it. Namely W ⊂ V where V is a vector space is a
(linear) subspace if any linear combinations λ1 w1 + λ2 w2 ∈ W if λ1 , λ2 ∈ K and
w1 , w2 ∈ W. Thus W ‘inherits’ its linear structure from V. Since we also have a
topology from the metric we will be especially interested in closed subspaces. Check
that you understand the (elementary) proof of
Lemma 1.4. A subspace of a Banach space is a Banach space in terms of the
restriction of the norm if and only if it is closed.
There is a second very important way to construct new linear spaces from old.
Namely we want to make a linear space out of ‘the rest’ of V, given that W is
a linear subspace. In finite dimensions one way to do this is to give V an inner
product and then take the subspace orthogonal to W. One problem with this is that
the result depends, although not in an essential way, on the inner product. Instead
we adopt the usual ‘myopia’ approach and take an equivalence relation on V which
identifies points which differ by an element of W. The equivalence classes are then
‘planes parallel to W ’. I am going through this construction quickly here under
the assumption that it is familiar to most of you, if not you should think about it
carefully since we need to do it several times later.
20 1. NORMED AND BANACH SPACES

So, if W ⊂ V is a linear subspace of V we define a relation on V – remember

this is just a subset of V × V with certain properties – by
(1.51) v ∼W v 0 ⇐⇒ v − v 0 ∈ W ⇐⇒ ∃ w ∈ W s.t. v = v 0 + w.
This satisfies the three conditions for an equivalence relation:
(1) v ∼W v
(2) v ∼W v 0 ⇐⇒ v 0 ∼W v
(3) v ∼W v 0 , v 0 ∼W v 00 =⇒ v ∼W v 00
which means that we can regard it as a ‘coarser notion of equality.’
Then V /W is the set of equivalence classes with respect to ∼W . You can think
of the elements of V /W as being of the form v + W – a particular element of V
plus an arbitrary element of W. Then of course v 0 ∈ v + W if and only if v 0 − v ∈ W
meaning v ∼W v 0 .
The crucial point here is that
(1.52) V /W is a vector space.
You should check the details – see Problem 1.4. Note that the ‘is’ in (1.52) should
really be expanded to ‘is in a natural way’ since as usual the linear structure is
inherited from V :
(1.53) λ(v + W ) = λv + W, (v1 + W ) + (v2 + W ) = (v1 + v2 ) + W.
The subspace W appears as the origin in V /W.
Now, two cases of this are of special interest to us.
Proposition 1.5. If k · k is a seminorm on V then
(1.54) E = {v ∈ V ; kvk = 0} ⊂ V
is a linear subspace and
(1.55) kv + EkV /E = kvk
defines a norm on V /E.
Proof. That E is linear follows from the properties of a seminorm, since
kλvk = |λ|kvk shows that λv ∈ E if v ∈ E and λ ∈ K. Similarly the triangle
inequality shows that v1 + v2 ∈ E if v1 , v2 ∈ E.
To check that (1.55) defines a norm, first we need to check that it makes sense
as a function k · kV /E −→ [0, ∞). This amounts to the statement that kv 0 k is the
same for all elements v 0 = v + e ∈ v + E for a fixed v. This however follows from
the triangle inequality applied twice:
(1.56) kv 0 k ≤ kvk + kek = kvk ≤ kv 0 k + k − ek = kv 0 k.
Now, I leave you the exercise of checking that k·kV /E is a norm, see Problem ??. 
The second application is more serious, but in fact we will not use it for some
time so I usually do not do this in lectures at this stage.
Proposition 1.6. If W ⊂ V is a closed subspace of a normed space then
(1.57) kv + W kV /W = inf kv + wkV
w∈W

defines a norm on V /W ; if V is a Banach space then so is V /W.

For the proof see Problems ?? and ??.
 6. COMPLETION 21

6. Completion
A normed space not being complete, not being a Banach space, is considered
to be a defect which we might, indeed will, wish to rectify.
Let V be a normed space with norm k · kV . A completion of V is a Banach
space B with the following properties:-
(1) There is an injective (i.e. 1-1) linear map I : V −→ B
(2) The norms satisfy
(1.58) kI(v)kB = kvkV ∀ v ∈ V.
(3) The range I(V ) ⊂ B is dense in B.
Notice that if V is itself a Banach space then we can take B = V with I the
identity map.
So, the main result is:
Theorem 1.1. Each normed space has a completion.
There are several ways to prove this, we will come across a more sophisticated
one (using the Hahn-Banach Theorem) later. In the meantime I will describe two
proofs. In the first the fact that any metric space has a completion in a similar
sense is recalled and then it is shown that the linear structure extends to the
completion. A second, ‘hands-on’, proof is also outlined with the idea of motivating
the construction of the Lebesgue integral – which is in our near future.
Proof 1. One of the neater proofs that any metric space has a completion is
to use Lemma 1.2. Pick a point in the metric space of interest, p ∈ M, and then
define a map
(1.59) M 3 q 7−→ fq ∈ C∞ (M ), fq (x) = d(x, q) − d(x, p) ∀ x ∈ M.
That fq ∈ C∞ (M ) is straightforward to check. It is bounded (because of the second
term) by the reverse triangle inequality
|fq (x)| = |d(x, q) − d(x, p)| ≤ d(p, q)
and is continuous, as the difference of two continuous functions. Moreover the
distance between two functions in the image is
(1.60) sup |fq (x) − fq0 (x)| = sup |d(x, q) − d(x, q 0 )| = d(q, q 0 )
x∈M x∈M

using the reverse triangle inequality (and evaluating at x = q). Thus the map (1.59)
is well-defined, injective and even distance-preserving. Since C∞ (M ) is complete,
the closure of the image of (1.59) is a complete metric space, X, in which M can
be identified as a dense subset.
Now, in case that M = V is a normed space this all goes through. The
disconcerting thing is that the map q −→ fq is not linear. Nevertheless, we can
give X a linear structure so that it becomes a Banach space in which V is a dense
linear subspace. Namely for any two elements fi ∈ X, i = 1, 2, define
(1.61) λ1 f1 + λ2 f2 = lim fλ1 pn +λ2 qn
n→∞
where pn and qn are sequences in V such that fpn → f1 and fqn → f2 . Such
sequences exist by the construction of X and the result does not depend on the
choice of sequence – since if p0n is another choice in place of pn then fp0n − fpn → 0
in X (and similarly for qn ). So the element of the left in (1.61) is well-defined. All
22 1. NORMED AND BANACH SPACES

of the properties of a linear space and normed space now follow by continuity from
V ⊂ X and it also follows that X is a Banach space (since a closed subset of a
complete space is complete). Unfortunately there are quite a few annoying details
to check! 
‘Proof 2’ (the last bit is left to you). Let V be a normed space. First
we introduce the rather large space
∞
( )
X
∞
(1.62) Ve = {uk } ; uk ∈ V and
k=1 kuk k < ∞
k=1

the elements of which, if you recall, are said to be absolutely summable. Notice that
the elements of Ve are sequences, valued in V so two sequences are equal, are the
same, only when each entry in one is equal to the corresponding entry in the other
– no shifting around or anything is permitted as far as equality is concerned. We
think of these as series (remember this means nothing except changing the name, a
series is a sequence and a sequence is a series), the only difference is that we ‘think’
of taking the limit of a sequence but we ‘think’ of summing the elements of a series,
whether we can do so or not being a different matter.
Now, each element of Ve is a Cauchy series – meaning the corresponding se-
N
P
quence of partial sums vN = uk is Cauchy if {uk } is absolutely summable. As
k=1
noted earlier, this is simply because if M ≥ N then
M
X M
X X
(1.63) kvM − vN k = k uj k ≤ kuj k ≤ kuj k
j=N +1 j=N +1 j≥N +1
P
gets small with N by the assumption that kuj k < ∞.
j
Moreover, Ve is a linear space, where we add sequences, and multiply by con-
stants, by doing the operations on each component:-
(1.64) t1 {uk } + t2 {u0k } = {t1 uk + t2 u0k }.
This always gives an absolutely summable series by the triangle inequality:
X X X
(1.65) kt1 uk + t2 u0k k ≤ |t1 | kuk k + |t2 | ku0k k.
k k k

Within Ve consider the linear subspace

( )
X X
(1.66) S = {uk }; kuk k < ∞, uk = 0
k k

of those which sum to 0. As discussed in Section 5 above, we can form the quotient
(1.67) B = Ve /S
the elements of which are the ‘cosets’ of the form {uk } + S ⊂ Ve where {uk } ∈ Ve .
This is our completion, we proceed to check the following properties of this B.
(1) A norm on B (via a seminorm on Ṽ ) is defined by
n
X
(1.68) kbkB = lim k uk k, b = {uk } + S ∈ B.
n→∞
k=1
 6. COMPLETION 23

(2) The original space V is imbedded in B by

(1.69) V 3 v 7−→ I(v) = {uk } + S, u1 = v, uk = 0 ∀ k > 1

and the norm satisfies (1.58).

(3) I(V ) ⊂ B is dense.
(4) B is a Banach space with the norm (1.68).
So, first that (1.68) is a norm. The limit on the right does exist since the limit
of the norm of a Cauchy sequence always exists – namely the sequence of norms
is itself Cauchy but now in R. Moreover, adding an element of S to {uk } does not
change the norm of the sequence of partial sums, since the additional term tends
to zero in norm. Thus kbkB is well-defined for each element b ∈ B and kbkB = 0
means exactly that the sequence {uk } used to define it tends to 0 in norm, hence is
in S hence b = 0 in B. The other two properties of norm are reasonably clear, since
if b, b0 ∈ B are represented by {uk }, {u0k } in Ve then tb and b + b0 are represented
by {tuk } and {uk + u0k } and
(1.70)
Xn n
X
lim k tuk k = |t| lim k uk k, =⇒ ktbk = |t|kbk
n→∞ n→∞
k=1 k=1
n
X
lim k (uk + u0k )k = A =⇒
n→∞
k=1
n
X
for  > 0 ∃ N s.t. ∀ n ≥ N, A −  ≤ k (uk + u0k )k =⇒
k=1
n
X n
X
A−≤k uk k + k u0k )k ∀ n ≥ N =⇒ A −  ≤ kbkB + kb0 kB ∀  > 0 =⇒
k=1 k=1
kb + b0 kB ≤ kbkB + kb0 kB .

Now the norm of the element I(v) = v, 0, 0, · · · , is the limit of the norms of the
sequence of partial sums and hence is kvkV so kI(v)kB = kvkV and I(v) = 0
therefore implies v = 0 and hence I is also injective.
We need to check that B is complete, and also that I(V ) is dense. Here is
an extended discussion of the difficulty – of course maybe you can see it directly
yourself (or have a better scheme). Note that I suggest that you to write out your
own version of it carefully in Problem ??.
Okay, what does it mean for B to be a Banach space, as discussed above it
means that every absolutely summable series in B is convergent. Such a series {bn }
(n) (n)
is given by bn = {uk } + S where {uk } ∈ Ve and the summability condition is
that
N
(n)
X X X
(1.71) ∞> kbn kB = lim k uk k V .
N →∞
n n k=1
P
So, we want to show that bn = b converges, and to do so we need to find the
n
limit b. It is supposed to be given by an absolutely summable series. The ‘problem’
P P (n)
is that this series should look like uk in some sense – because it is supposed
n k
24 1. NORMED AND BANACH SPACES

to represent the sum of the bn ’s. Now, it would be very nice if we had the estimate
X X (n)
(1.72) kuk kV < ∞
n k

since this should allow us to break up the double sum in some nice way so as to get
an absolutely summable series out of the whole thing. The trouble is that (1.72)
need not hold. We know that each of the sums over k – for given n – converges,
but not the sum of the sums. All we know here is that the sum of the ‘limits of the
norms’ in (1.71) converges.
So, that is the problem! One way to see the solution is to note that we do not
(n)
have to choose the original {uk } to ‘represent’ bn – we can add to it any element
(n)
of S. One idea is to rearrange the uk – I am thinking here of fixed n – so that
it ‘converges even faster.’ I will not go through this in full detail but rather do it
later when we need the argument for the completeness of the space of Lebesgue
integrable functions. Given  > 0 we can choose p1 so that for all p ≥ p1 ,
X (n) X (n)
(1.73) |k uk kV − kbn kB | ≤ , kuk kV ≤ .
k≤p k≥p

Then in fact we can choose successive pj > pj−1 (remember that little n is fixed
here) so that
X (n) X (n)
(1.74) |k uk kV − kbn kB | ≤ 2−j , kuk kV ≤ 2−j  ∀ j.
k≤pj k≥pj

p1 pj
(n) P (n) (n) P (n)
Now, ‘resum the series’ defining instead v1 = uk , vj = uk and
k=1 k=pj−1 +1
do this setting  = 2−n for the nth series. Check that now
X X (n)
(1.75) kvk kV < ∞.
n k
(n)
Of course, you should also check that bn = {vk } + S so that these new summable
series work just as well as the old ones.
After this fiddling you can now try to find a limit for the sequence as
(p)
X
(1.76) b = {wk } + S, wk = vl ∈ V.
l+p=k+1

So, you need to check that this {wk } is absolutely summable in V and that bn → b
as n → ∞.
Finally then there is the question of showing that I(V ) is dense in B. You can
do this using the same idea as above – in fact it might be better to do it first. Given
an element b ∈ B we need to find elements in V, vk such that kI(vk ) − bkB → 0 as
Nj
P
k → ∞. Take an absolutely summable series uk representing b and take vj = uk
k=1
where the pj ’s are constructed as above and check that I(vj ) → b by computing
X X
(1.77) kI(vj ) − bkB = lim k uk kV ≤ kuk kV .
→∞
k>pj k>pj


 7. MORE EXAMPLES 25

7. More examples
Let me collect some examples of normed and Banach spaces. Those mentioned
above and in the problems include:
• c0 the space of convergent sequences in C with supremum norm, a Banach
space.
• lp one space for each real number 1 ≤ p < ∞; the space of p-summable
series with corresponding norm; all Banach spaces. The most important
of these for us is the case p = 2, which is (a) Hilbert space.
• l∞ the space of bounded sequences with supremum norm, a Banach space
with c0 ⊂ l∞ as a closed subspace with the same norm.
• C([a, b]) or more generally C(M ) for any compact metric space M – the
Banach space of continuous functions with supremum norm.
• C∞ (R), or more generally C∞ (M ) for any metric space M – the Banach
space of bounded continuous functions with supremum norm.
• C0 (R), or more generally C0 (M ) for any metric space M – the Banach
space of continuous functions which ‘vanish at infinity’ (see Problem ??)
with supremum norm. A closed subspace, with the same norm, in C∞ (M ).
• C k ([a, b]) the space of k times continuously differentiable (so k ∈ N) func-
tions on [a, b] with norm the sum of the supremum norms on the function
and its derivatives. Each is a Banach space – see Problem ??.
• The space C([0, 1]) with norm
Z 1
(1.78) kukL1 = |u|dx
0

given by the Riemann integral of the absolute value. A normed space, but
not a Banach space. We will construct the concrete completion, L1 ([0, 1])
of Lebesgue integrable ‘functions’.
• The space R([a, b]) of Riemann integrable functions on [a, b] with kuk
defined by (1.78). This is only a seminorm, since there are Riemann
integrable functions (note that u Riemann integrable does imply that |u| is
Riemann integrable) with |u| having vanishing Riemann integral but which
are not identically zero. This cannot happen for continuous functions. So
the quotient is a normed space, but it is not complete.
• The same spaces – either of continuous or of Riemann integrable functions
but with the (semi- in the second case) norm
! p1
Z b
p
(1.79) kukLp = |u| .
a

Not complete in either case even after passing to the quotient to get a norm
for Riemann integrable functions. We can, and indeed will, define Lp (a, b)
as the completion of C([a, b]) with respect to the Lp norm. However we
will get a concrete realization of it soon.
• Suppose 0 < α < 1 and consider the subspace of C([a, b]) consisting of the
‘Hölder continuous functions’ with exponent α, that is those u : [a, b] −→
C which satisfy
(1.80) |u(x) − u(y)| ≤ C|x − y|α for some C ≥ 0.
26 1. NORMED AND BANACH SPACES

Note that this already implies the continuity of u. As norm one can take
the sum of the supremum norm and the ‘best constant’ which is the same
as
|u(x) − u(y)|
(1.81) kukC α = sup |u(x)| + sup ;
x∈[a,b]| x6=y∈[a,b] |x − y|α
it is a Banach space usually denoted C α ([a, b]).
• Note the previous example works for α = 1 as well, then it is not de-
noted C 1 ([a, b]), since that is the space of once continuously differentiable
functions; this is the space of Lipschitz functions Λ([a, b]) – again it is a
Banach space.
• We will also talk about Sobolev spaces later. These are functions with
‘Lebesgue integrable derivatives’. It is perhaps not easy to see how to
define these, but if one takes the norm on C 1 ([a, b])
 1
2 du 2 2
(1.82) kukH 1 = kukL2 + k kL2
dx
and completes it, one gets the Sobolev space H 1 ([a, b]) – it is a Banach
space (and a Hilbert space). In fact it is a subspace of C([a, b]) = C([a, b]).
Here is an example to see that the space of continuous functions on [0, 1] with
norm (1.78) is not complete; things are even worse than this example indicates! It
is a bit harder to show that the quotient of the Riemann integrable functions is not
complete, feel free to give it a try.
Take a simple non-negative continuous function on R for instance
(
1 − |x| if |x| ≤ 1
(1.83) f (x) =
0 if |x| > 1.
R1
Then −1 f (x) = 1. Now scale it up and in by setting

(1.84) fN (x) = N f (N 3 x) = 0 if |x| > N −3 .

R1
So it vanishes outside [−N −3 , N −3 ] and has −1 fN (x)dx = N −2 . It follows that the
sequence {fN } is absolutely summable
P with respect to the integral norm in (1.78)
on [−1, 1]. The pointwise series fN (x) converges everywhere except at x = 0 –
N
since at each point x 6= 0, fN (x) = 0 if N 3 |x| > 1. The resulting function, even if we
ignore the problem at x = 0, is not Riemann integrable because it is not bounded.
You might respond that the sum of the series is ‘improperly Riemann inte-
grable’. This is true but does not help much.
It is at this point that I start doing Lebesgue integration in the lectures. The
following material is from later in the course but fits here quite reasonably.

8. Baire’s theorem
At least once I wrote a version of the following material on the blackboard
during the first mid-term test, in an an attempt to distract people. It did not work
very well – its seems that MIT students have already been toughened up by this
stage. Baire’s theorem will be used later (it is also known as ‘Baire category theory’
although it has nothing to do with categories in the modern sense).
 9. UNIFORM BOUNDEDNESS 27

This is a theorem about complete metric spaces – it could be included in the

earlier course ‘Real Analysis’ but the main applications are in Functional Analysis.
Theorem 1.2 (Baire). If M is a non-empty complete metric space and Cn ⊂
M, n ∈ N, are closed subsets such that
[
(1.85) M= Cn
n

then at least one of the Cn ’s has an interior point.

Proof. We can assume that the first set C1 6= ∅ since they cannot all be
empty and dropping any empty sets does no harm. Let’s assume the contrary of
the desired conclusion, namely that each of the Cn ’s has empty interior, hoping to
arrive at a contradiction to (1.85) using the other properties. This means that an
open ball B(p, ) around a point of M (so it isn’t empty) cannot be contained in
any one of the Cn .
So, choose p ∈ C1 . Now, there must be a point p1 ∈ B(p, 1/3) which is not
in C1 . Since C1 is closed there exists 1 > 0, and we can take 1 < 1/3, such
that B(p1 , 1 ) ∩ C1 = ∅. Continue in this way, choose p2 ∈ B(p1 , 1 /3) which
is not in C2 and 2 > 0, 2 < 1 /3 such that B(p2 , 2 ) ∩ C2 = ∅. Here we use
both the operating hypothesis that C2 has empty interior and the fact that it is
closed. So, inductively there is a sequence pi , i = 1, . . . , k and positive numbers
0 < k < k−1 /3 < k−2 /32 < · · · < 1 /3k−1 < 3−k such that pj ∈ B(pj−1 , j−1 /3)
and B(pj , j ) ∩ Cj = ∅. Then we can add another pk+1 by using the properties of
Ck+1 – it has empty interior so there is some point in B(pk , k /3) which is not in
Ck+1 and then B(pk+1 , k+1 ) ∩ Ck+1 = ∅ where k+1 > 0 but k+1 < k /3. Thus,
we have a sequence {pk } in M. Since d(pk+1 , pk ) < k /3 this is a Cauchy sequence,
in fact
(1.86) d(pk , pk+l ) < k /3 + · · · + k+l−1 /3 < 3−k .
Since M is complete the sequence converges to a limit, q ∈ M. Notice however that
pl ∈ B(pk , 2k /3) for all k > l so d(pk , q) ≤ 2k /3 which implies that q ∈
/ Ck for
any k. This is the desired contradiction to (1.85).
Thus, at least one of the Cn must have non-empty interior. 

In applications one might get a complete metric space written as a countable

union of subsets
[
(1.87) M= En , En ⊂ M
n

where the En are not necessarily closed. We can still apply Baire’s theorem however,
just take Cn = En to be the closures – then of course (1.85) holds since En ⊂ Cn .
The conclusion from (1.87) for a complete M is
(1.88) For at least one n the closure of En has non-empty interior.

9. Uniform boundedness
One application of Baire’s theorem is often called the uniform boundedness
principle or Banach-Steinhaus Theorem.
28 1. NORMED AND BANACH SPACES

Theorem 1.3 (Uniform boundedness). Let B be a Banach space and suppose

that Tn is a sequence of bounded (i.e. continuous) linear operators Tn : B −→ V
where V is a normed space. Suppose that for each b ∈ B the set {Tn (b)} ⊂ V is
bounded (in norm of course) then supn kTn k < ∞.
Proof. This follows from a pretty direct application of Baire’s theorem to B.
Consider the sets
(1.89) Sp = {b ∈ B, kbk ≤ 1, kTn bkV ≤ p ∀ n}, p ∈ N.
Each Sp is closed because Tn is continuous, so if bk → b is a convergent sequence
in Sp then kbk ≤ 1 and kTn (b)k ≤ p. The union of the Sp is the whole of the closed
ball of radius one around the origin in B :
[
(1.90) {b ∈ B; d(b, 0) ≤ 1} = Sp
p

because of the assumption of ‘pointwise boundedness’ – each b with kbk ≤ 1 must

be in one of the Sp ’s.
So, by Baire’s theorem one of the sets Sp has non-empty interior, it therefore
contains a closed ball of positive radius around some point. Thus for some p, some
v ∈ Sp , and some δ > 0,
(1.91) w ∈ B, kwkB ≤ δ =⇒ kTn (v + w)kV ≤ p ∀ n.
Since v ∈ Sp is fixed it follows that kTn wk ≤ kTn vk + p ≤ 2p for all w with kwk ≤ δ.
Moving v to (1 − δ/2)v and halving δ as necessary it follows that this ball
B(v, δ) is contained in the open ball around the origin of radius 1. Thus, using the
triangle inequality, and the fact that kTn (v)kV ≤ p this implies
(1.92) w ∈ B, kwkB ≤ δ =⇒ kTn (w)kV ≤ 2p =⇒ kTn k ≤ 2p/δ.
1
The norm of the operator is sup{kT wkV ; kwkB = 1} = δ sup{kT wkV ; kwkB = δ}
so the norms are uniformly bounded:
(1.93) kTn k ≤ 2p/δ
as claimed. 

10. Open mapping theorem

The second major application of Baire’s theorem is to
Theorem 1.4 (Open Mapping). If T : B1 −→ B2 is a bounded and surjective
linear map between two Banach spaces then T is open:
(1.94) T (O) ⊂ B2 is open if O ⊂ B1 is open.
This is ‘wrong way continuity’ and as such can be used to prove the continuity
of inverse maps as we shall see. The proof uses Baire’s theorem pretty directly,
but then another similar sort of argument is needed to complete the proof. Note
however that the proof is considerably simplified if we assume that B1 is a Hilbert
space. There are more direct but more computational proofs, see Problem ??. I
prefer this one because I have a reasonable chance of remembering the steps.
 10. OPEN MAPPING THEOREM 29

Proof. What we will try to show is that the image under T of the unit open
ball around the origin, B(0, 1) ⊂ B1 contains an open ball around the origin in B2 .
The first part, of the proof, using Baire’s theorem shows that the closure of the
image, so in B2 , has 0 as an interior point – i.e. it contains an open ball around
the origin in B2 :
(1.95) T (B(0, 1) ⊃ B(0, δ), δ > 0.
To see this we apply Baire’s theorem to the sets
(1.96) Cp = clB2 T (B(0, p))
the closure of the image of the ball in B1 of radius p. We know that
[
(1.97) B2 = T (B(0, p))
p

since that is what surjectivity means – every point is the image of something. Thus
one of the closed sets Cp has an interior point, v. Since T is surjective, v = T u for
some u ∈ B1 . The sets Cp increase with p so we can take a larger p and v is still
an interior point, from which it follows that 0 = v − T u is an interior point as well.
Thus indeed
(1.98) Cp ⊃ B(0, δ)
for some δ > 0. Rescaling by p, using the linearity of T, it follows that with δ
replaced by δ/p, we get (1.95).
If we assume that B1 is a Hilbert space (and you are reading this after we
have studied Hilbert spaces) then (1.95) shows that if v ∈ B2 , kvk < δ there is
a sequence un with kun k ≤ 1 and T un → v. As a bounded sequence un has a
weakly convergent subsequence, unj * u, where we know this implies kuk ≤ 1 and
Aunj * Au = v since Aun → v. This strengthens (1.95) to
T (B(0, 1) ⊃ B(0, δ/2)
and proves that T is an open map.
If B1 is a Banach space but not a Hilbert space (or you don’t yet know about
Hilbert spaces) we need to work a little harder. Having applied Baire’s thereom,
consider now what (1.95) means. It follows that each v ∈ B2 , with kvk = δ, is the
limit of a sequence T un where kun k ≤ 1. What we want to find is such a sequence,
un , which converges. To do so we need to choose the sequence more carefully.
Certainly we can stop somewhere along the way and see that
δ 1
(1.99) v ∈ B2 , kvk = δ =⇒ ∃ u ∈ B1 , kuk ≤ 1, kv − T uk ≤ = kvk
2 2
where of course we could replace 2δ by any positive constant but the point is the
last inequality is now relative to the norm of v. Scaling again, if we take any v 6= 0
in B2 and apply (1.99) to v/kvk we conclude that (for C = p/δ a fixed constant)
1
(1.100) v ∈ B2 =⇒ ∃ u ∈ B1 , kuk ≤ Ckvk, kv − T uk ≤ kvk
2
where the size of u only depends on the size of v; of course this is also true for v = 0
by taking u = 0.
Using this we construct the desired better approximating sequence. Given
w ∈ B1 , choose u1 = u according to (1.100) for v = w = w1 . Thus ku1 k ≤ C,
and w2 = w1 − T u1 satisfies kw2 k ≤ 12 kwk. Now proceed by induction, supposing
30 1. NORMED AND BANACH SPACES

that we have constructed a sequence uj , j < n, in B1 with kuj k ≤ C2−j+1 kwk

and kwj k ≤ 2−j+1 kwk for j ≤ n, where wj = wj−1 − T uj−1 – which we have for
n = 1. Then we can choose un , using (1.100), so kun k ≤ Ckwn k ≤ C2−n+1 kwk
and such that wn+1 = wn − T un has kwn+1 k ≤ 12 kwn k ≤ 2−n kwk to extend the
induction.
P Thus we get a sequence un which is absolutely summable in B1 , since
kun k ≤ 2Ckwk, and hence converges by the assumed completeness of B1 this
n
time. Moreover
n
X n
X
(1.101) w − T( uj ) = w1 − (wj − wj+1 ) = wn+1
j=1 j=1

so T u = w and kuk ≤ 2Ckwk.

Thus finally we have shown that each w ∈ B(0, 1) in B2 is the image of some
u ∈ B1 with kuk ≤ 2C. Thus T (B(0, 3C)) ⊃ B(0, 1). By scaling it follows that the
image of any open ball around the origin contains an open ball around the origin.
Now, the linearity of T shows that the image T (O) of any open set is open,
since if w ∈ T (O) then w = T u for some u ∈ O and hence u + B(0, ) ⊂ O for  > 0
and then w + B(0, δ) ⊂ T (O) for δ > 0 sufficiently small. 
One important corollary of this is something that seems like it should be obvi-
ous, but definitely needs completeness to be true.
Corollary 1.2. If T : B1 −→ B2 is a bounded linear map between Banach
spaces which is 1-1 and onto, i.e. is a bijection, then it is a homeomorphism –
meaning its inverse, which is necessarily linear, is also bounded.
Proof. The only confusing thing is the notation. Note that T −1 is generally
used both for the inverse, when it exists, and also to denote the inverse map on sets
even when there is no true inverse. The inverse of T, let’s call it S : B2 −→ B1 , is
certainly linear. If O ⊂ B1 is open then S −1 (O) = T (O), since to say v ∈ S −1 (O)
means S(v) ∈ O which is just v ∈ T (O), is open by the Open Mapping theorem, so
S is continuous. 

11. Closed graph theorem

For the next application you should check, it is one of the problems, that the
product of two Banach spaces, B1 × B2 , – which is just the linear space of all pairs
(u, v), u ∈ B1 and v ∈ B2 , – is a Banach space with respect to the sum of the norms
(1.102) k(u, v)k = kuk1 + kvk2 .
Theorem 1.5 (Closed Graph). If T : B1 −→ B2 is a linear map between
Banach spaces then it is bounded if and only if its graph
(1.103) Gr(T ) = {(u, v) ∈ B1 × B2 ; v = T u}
is a closed subset of the Banach space B1 × B2 .
Proof. Suppose first that T is bounded, i.e. continuous. A sequence (un , vn ) ∈
B1 × B2 is in Gr(T ) if and only if vn = T un . So, if it converges, then un → u and
vn = T un → T v by the continuity of T, so the limit is in Gr(T ) which is therefore
closed.
Conversely, suppose the graph is closed. This means that viewed as a normed
space in its own right it is complete. Given the graph we can reconstruct the map
 12. HAHN-BANACH THEOREM 31

it comes from (whether linear or not) in a little diagram. From B1 × B2 consider

the two projections, π1 (u, v) = u and π2 (u, v) = v. Both of them are continuous
since the norm of either u or v is less than the norm in (1.102). Restricting them
to Gr(T ) ⊂ B1 × B2 gives
(1.104) <
Gr(T )
S
π1 π2
| #
B1
T / B2 .

This little diagram commutes. Indeed there are two ways to map a point (u, v) ∈
Gr(T ) to B2 , either directly, sending it to v or first sending it to u ∈ B1 and then
to T u. Since v = T u these are the same.
Now, as already noted, Gr(T ) ⊂ B1 × B2 is a closed subspace, so it too is a
Banach space and π1 and π2 remain continuous when restricted to it. The map π1
is 1-1 and onto, because each u occurs as the first element of precisely one pair,
namely (u, T u) ∈ Gr(T ). Thus the Corollary above applies to π1 to show that its
inverse, S is continuous. But then T = π2 ◦ S, from the commutativity, is also
continuous proving the theorem. 
You might wish to entertain yourself by showing that conversely the Open
Mapping Theorem is a consequence of the Closed Graph Theorem.
The characterization of continuous linear maps through the fact that their
graphs are closed has led to significant extensions. For instance consider a linear
map but only defined on a subspace (often required to be dense in which case it is
said to be ‘densely defined’) D ⊂ B, where B is a Banach space,
(1.105) A : D −→ B linear.
Such a map is said to be closed if its graph
Gr(A) = {(u, Au); u ∈ D} ⊂ B × B is closed.
Check for example that if H 1 (R) ⊂ L2 (R) (I’m assuming that you are reading
this near the end of the course . . . ) is the space defined in Chapter 4, as consisting
of the elements with a strong derivative in L2 (R) then
d
(1.106) : D = H 1 (R) −→ L2 (R) is closed.
dx
This follows for instance from the ‘weak implies strong’ result for differentiation.
If un ∈ H 1 (R) is a sequence such that un → u in L2 (R) and dun /dx −→ v in L2
(which is convergence in L2 (R) × L2 (R)) then u ∈ H 1 (R) and v = du/dx in the
same strong sense.
Such a closed operator, A, can be turned into a bounded operator by changing
the norm on the domain D to the ‘graph norm’
(1.107) kukGr = kuk + kAuk.

12. Hahn-Banach theorem

Now, there is always a little pressure to state and prove the Hahn-Banach
Theorem. This is about extension of functionals. Stately starkly, the basic question
is: Does a normed space have any non-trivial continuous linear functionals on it?
That is, is the dual space always non-trivial (of course there is always the zero linear
32 1. NORMED AND BANACH SPACES

functional but that is not very amusing). We do not really encounter this problem
since for a Hilbert space, or even a pre-Hilbert space, there is always the space itself,
giving continuous linear functionals through the pairing – Riesz’ Theorem says that
in the case of a Hilbert space that is all there is. If you are following the course
then at this point you should also see that the only continuous linear functionals
on a pre-Hilbert space correspond to points in the completion. I could have used
the Hahn-Banach Theorem to show that any normed space has a completion, but
I gave a more direct argument for this, which was in any case much more relevant
for the cases of L1 (R) and L2 (R) for which we wanted concrete completions.
Theorem 1.6 (Hahn-Banach). If M ⊂ V is a linear subspace of a normed
space and u : M −→ C is a linear map such that
(1.108) |u(t)| ≤ CktkV ∀ t ∈ M
then there exists a bounded linear functional U : V −→ C with kU k ≤ C and
U M = u.
First, by computation, we show that we can extend any continuous linear func-
tional ‘a little bit’ without increasing the norm.
Lemma 1.5. Suppose M ⊂ V is a subspace of a normed linear space, x ∈
/ M
and u : M −→ C is a bounded linear functional as in (1.108) then there exists
u0 : M 0 −→ C, where M 0 = {t0 ∈ V ; t0 = t + ax, a ∈ C}, such that
(1.109) u0 M
= u, |u0 (t + ax)| ≤ Ckt + axkV , ∀ t ∈ M, a ∈ C.
Proof. Note that the decomposition t0 = t + ax of a point in M 0 is unique,
since t + ax = t̃ + ãx implies (a − ã)x ∈ M so a = ã, since x ∈
/ M and hence t = t̃
as well. Thus
(1.110) u0 (t + ax) = u0 (t) + au(x) = u(t) + λa, λ = u0 (x)
and all we have at our disposal is the choice of λ. Any choice will give a linear
functional extending u, the problem of course is to arrange the continuity estimate
without increasing the constant C. In fact if C = 0 then u = 0 and we can take
the zero extension. So we might as well assume that C = 1 since dividing u by C
arranges this and if u0 extends u/C then Cu0 extends u and the norm estimate in
(1.109) follows. So we now assume that
(1.111) |u(t)| ≤ ktkV ∀ t ∈ M.
We want to choose λ so that
(1.112) |u(t) + aλ| ≤ kt + axkV ∀ t ∈ M, a ∈ C.
Certainly when a = 0 this represents no restriction on λ. For a 6= 0 we can divide
through by −a and (1.112) becomes
t t
(1.113) |a||u(− ) − λ| = |u(t) + aλ| ≤ kt + axkV = |a|k − − xkV
a a
and since −t/a ∈ M we only need to arrange that
(1.114) |u(t) − λ| ≤ kt − xkV ∀ t ∈ M
and the general case will follow by reversing the scaling.
 12. HAHN-BANACH THEOREM 33

A complex linear functional such as u can be recovered from its real part, as
we see below, so set
(1.115) w(t) = Re(u(t)), |w(t)| ≤ ktkV ∀ t ∈ M.
We proceed to show the real version of the Lemma, that w can be extended to a
linear functional w0 : M + Rx −→ R if x ∈/ M without increasing the norm. The
same argument as above shows that the only freedom is the choice of λ = w0 (x)
and we need to choose λ ∈ R so that
(1.116) |w(t) − λ| ≤ kt − xkV ∀ t ∈ M.
The norm estimate on w shows that
(1.117) |w(t1 ) − w(t2 )| ≤ |u(t1 ) − u(t2 )| ≤ kt1 − t2 k ≤ kt1 − xkV + kt2 − xkV .
Writing this out using the reality we find
w(t1 ) − w(t2 ) ≤ kt1 − xkV + kt2 − xkV =⇒
(1.118)
w(t1 ) − kt1 − xk ≤ w(t2 ) + kt2 − xkV ∀ t1 , t2 ∈ M.
We can then take the supremum on the left and the infimum on the right and
choose λ in between – namely we have shown that there exists λ ∈ R with

(1.119) w(t) − kt − xkV ≤ sup (w(t1 ) − kt1 − xk) ≤ λ

t2 ∈M
≤ inf (w(t1 ) + kt1 − xk) ≤ w(t) + kt − xkV ∀ t ∈ M.
t2 ∈M

This in turn implies that

(1.120) −kt − xkV ≤ −w(t) + λ ≤ kt − xkV =⇒ |w(t) − λ| ≤ kt − xkV ∀ t ∈ M.
So we have an extension of w to a real functional w0 : M + Rx −→ R with
0
|w (t + ax)| ≤ kt + axkV for all a ∈ R. We can repeat this argument to obtain a
further extension w00 : M + Cx = M + Rx + R(ix) −→ R without increasing the
norm.
Now we find the desired extension of u by setting
(1.121) u0 (t + cx) = w00 (t + ax + b(ix)) − iw00 (it − bx + a(ix)) : M + Cx −→ C
where c = a + ib. This is certainly linear over the reals and linearity over complex
coefficients follows since

(1.122) u0 (it + icx) = w00 (it − bx + a(ix))) − iw00 (−t − ax − b(ix))

= i(w00 (t + ax + b(ix) − iw00 (it − bx + a(ix))) = iu0 (t + cx).
The uniqueness of a complex linear functional with given real part also shows that
u0 M = u.
Finally, to estimate the norm of u0 notice that for each t ∈ M and c ∈ C there
is a unique θ ∈ [0, 2π) such that
(1.123)
|u0 (t + cx)| = Re eiθ u0 (t + cx) = w00 (eiθ t + eiθ cx) ≤ keiθ t + eiθ cxkV = kt + cxkV .
This completes the proof of the Lemma. 
34 1. NORMED AND BANACH SPACES

Proof of Hahn-Banach. This is an application of Zorn’s Lemma. I am not

going to get into the derivation of Zorn’s Lemma from the Axiom of Choice, but if
you believe the latter – and you are advised to do so, at least before lunchtime –
you should believe the former. See also the discussion in Section 2.9
Zorn’s Lemma is a statement about partially ordered sets. A partial order on
a set E is a subset of E × E, so a relation, where the condition that (e, f ) be in the
relation is written e ≺ f and it must satisfy the three conditions
e≺e∀e∈E
(1.124) e ≺ f and f ≺ e =⇒ e = f
e ≺ f and f ≺ g =⇒ e ≺ g.
So, the missing ingredient between this and an order is that two elements need not
be related at all, either way.
A subset of a partially ordered set inherits the partial order and such a subset
is said to be a chain if each pair of its elements is related one way or the other.
An upper bound on a subset D ⊂ E is an element e ∈ E such that d ≺ e for all
d ∈ D. A maximal element of E is one which is not majorized, that is e ≺ f, f ∈ E,
implies e = f.
Lemma 1.6 (Zorn). If every chain in a (non-empty) partially ordered set has
an upper bound then the set contains at least one maximal element.
So, we are just accepting this Lemma as axiomatic. However, make sure that
you appreciate that it is true for countable sets. Namely if C is countable and has
no maximal element then it must contain a chain which has no upper bound. To
see this, write C as a sequence {ci }i∈N . Then x1 = c1 is not maximal so there exists
some ck , k > 1, with c1 ≺ ck in terms of the order in C. From the properties of N it
follows that there is a smallest k = k2 such that ck has this property, but k2 > 1.
Let this be x2 = ck2 and proceed in the same way – x3 = ck3 where k3 > k2 is the
smallest such integer for which ck2 ≺ ck3 . Assuming C is infinite in the first place
this grinds out an infinite chain xi . Now you can check that this cannot have an
upper bound because every element of C is either one of these, and so cannot be
an upper bound, or else it is cj with kl < j < kl+1 for some l and then it is not
greater than xl .
The point of Zorn’s Lemma is precisely that it applies to uncountable sets.
We are given a functional u : M −→ C defined on some linear subspace M ⊂ V
of a normed space where u is bounded with respect to the induced norm on M. We
will apply Zorn’s Lemma to the set E consisting of all extensions (v, N ) of u with
the same norm; it is generally non-countable. That is,
V ⊃ N ⊃ M, v M
= u and kvkN = kukM .
This is certainly non-empty since it contains (u, M ) and has the natural partial
order that (v1 , N1 ) ≺ (v2 , N2 ) if N1 ⊂ N2 and v2 N1 = v1 . You should check that
this is a partial order.
Let C be a chain in this set of extensions. Thus for any two elements (vi , Ni ) ∈
C, i = 1, 2, either (v1 , N1 ) ≺ (v2 , N2 ) or the other way around. This means that
[
(1.125) Ñ = {N ; (v, N ) ∈ C for some v} ⊂ V
is a linear space. Note that this union need not be countable, or anything like that,
but any two elements of Ñ are each in one of the N ’s and one of these must be
 13. DOUBLE DUAL 35

contained in the other by the chain condition. Thus each pair of elements of Ñ is
actually in a common N and hence so is their linear span. Similarly we can define
an extension
(1.126) ṽ : Ñ −→ C, ṽ(x) = v(x) if x ∈ N, (v, N ) ∈ C.
There may be many pairs (v, N ) ∈ C satisfying x ∈ N for a given x but the chain
condition implies that v(x) is the same for all of them. Thus ṽ is well defined, and is
clearly also linear, extends u and satisfies the norm condition |ṽ(x)| ≤ kukM kxkV .
Thus (ṽ, Ñ ) is an upper bound for the chain C.
So, the set of all extensions, E, with the norm condition, satisfies the hypothesis
of Zorn’s Lemma, so must – at least in the mornings – have a maximal element
(ũ, M̃ ). If M̃ = V then we are done. However, in the contary case there exists
x ∈ V \ M̃ . This means we can apply our little lemma and construct an extension
(u0 , M̃ 0 ) of (ũ, M̃ ) which is therefore also an element of E and satisfies (ũ, M̃ ) ≺
(u0 , M̃ 0 ). This however contradicts the condition that (ũ, M̃ ) be maximal, so is
forbidden by Zorn. 
There are many applications of the Hahn-Banach Theorem. As remarked ear-
lier, one significant one is that the dual space of a non-trivial normed space is itself
non-trivial.
Proposition 1.7. For any normed space V and element 0 6= v ∈ V there is a
continuous linear functional f : V −→ C with f (v) = 1 and kf k = 1/kvkV .
Proof. Start with the one-dimensional space, M, spanned by v and define
u(zv) = z. This has norm 1/kvkV . Extend it using the Hahn-Banach Theorem and
you will get a continuous functional f as desired. 

13. Double dual

Let me give another application of the Hahn-Banach theorem, although I have
generally not covered this in lectures. If V is a normed space, we know its dual
space, V 0 , to be a Banach space. Let V 00 = (V 0 )0 be the dual of the dual.
Proposition 1.8. If v ∈ V then the linear map on V 0 :
(1.127) Tv : V 0 −→ C, Tv (v 0 ) = v 0 (v)
is continuous and this defines an isometric linear injection V ,→ V 00 , kTv k = kvk.
Proof. The definition of Tv is ‘tautologous’, meaning it is almost the definition
of V 0 . First check Tv in (1.127) is linear. Indeed, if v10 , v20 ∈ V 0 and λ1 , λ2 ∈ C then
Tv (λ1 v10 + λ2 v20 ) = (λ1 v10 + λ2 v20 )(v) = λ1 v10 (v) + λ2 v20 (v) = λ1 Tv (v10 ) + λ2 Tv (v20 ).
That Tv ∈ V 00 , i.e. is bounded, follows too since |Tv (v 0 )| = |v 0 (v)| ≤ kv 0 kV 0 kvkV ;
this also shows that kTv kV 00 ≤ kvk. On the other hand, by Proposition 1.7 above,
if kvk = 1 then there exists v 0 ∈ V 0 such that v 0 (v) = 1 and kv 0 kV 0 = 1. Then
Tv (v 0 ) = v 0 (v) = 1 shows that kTv k = 1 so in general kTv k = kvk. It also needs
to be checked that V 3 v 7−→ Tv ∈ V 00 is a linear map – this is clear from the
definition. It is necessarily 1-1 since kTv k = kvk. 
Now, it is definitely not the case in general that V 00 = V in the sense that this
injection is also a surjection. Since V 00 is always a Banach space, one necessary
condition is that V itself should be a Banach space. In fact the closure of the image
of V in V 00 is a completion of V. If the map to V 00 is a bijection then V is said
 36 1. NORMED AND BANACH SPACES

to be reflexive. It is pretty easy to find examples of non-reflexive Banach spaces,

the most familiar is c0 – the space of infinite sequences converging to 0. Its dual
can be identified with l1 , the space of summable sequences. Its dual in turn, the
bidual of c0 , is the space l∞ of bounded sequences, into which the embedding is the
obvious one, so c0 is not reflexive. In fact l1 is not reflexive either. There are useful
characterizations of reflexive Banach spaces. You may be interested enough to look
up James’ Theorem:- A Banach space is reflexive if and only if every continuous
linear functional on it attains its supremum on the unit ball.

14. Axioms of a vector space

In case you missed out on one of the basic linear algebra courses, or have a
poor memory, here are the axioms of a vector space over a field K (either R or C
for us).
A vector space structure on a set V is a pair of maps
(1.128) + : V × V −→ V, · : K × V −→ V
satisfying the conditions listed below. These maps are written +(v1 , v2 ) = v1 + v2
and ·(λ, v) = λv, λ ∈ K, V, v1 , v2 ∈ V.
additive commutativity v1 + v2 = v2 + v1 for all v1 , v2 ∈ V.
additive associativity v1 + (v2 + v3 ) = (v1 + v2 ) + v3 for all v1 , v2 , v3 ∈ V.
existence of zero There is an element 0 ∈ V such that v + 0 = v for all v ∈ V.
additive invertibility For each v ∈ V there exists w ∈ V such that v + w = 0.
distributivity of scalar additivity (λ1 + λ2 )v = λ1 v + λ2 v for all λ1 , λ2 ∈ K and
v ∈ V.
multiplicativity λ1 (λ2 v) = (λ1 λ2 )v for all λ1 , λ2 ∈ K and v ∈ V.
action of multiplicative identity 1v = v for all v ∈ V.
distributivity of space additivity λ(v1 + v2 ) = λv1 + λv2 for all λ ∈ K v1 , v2 ∈ V.