Lecture Notes in Functional Analysis

by William L. Paschke

edition 0.9

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Contents

Frontmatter

I. Hilbert Space

II. Bounded Operators

III. Compact Operators

IV. The Spectral Theorem

Index and References

C. Finite Dimensional Spaces

In this section we will characterize the normed linear spaces of finite dimension.

Proposition I.62

Any two norms on a finite dimensional normed linear space induce the same topology; in other words, any two norms are equivalent.

Proof. Let Xnormed linear space\( X \) be a finite dimensional normed linear space. Let {setebasis vector1oneebasis vector2twoebasis vectorninteger}set\( \mathopen{}\left\{\, {e}_{1}, {e}_{2}, \dotsc, {e}_{n}\,\right\}\mathclose{} \) be a basis for Xnormed linear space\( X \). Then any xvectorelement ofXnormed linear space\( x\in X \) can be written summationiinteger=1onenintegerαcomplex numberiintegertimesebasis vectoriinteger \( \sum_{i=1}^{n}{}{α}_{i}{e}_{i} \) with each αcomplex numberiintegerelement ofCcomplex numbers\( {α}_{i}\in \mathbb{C} \). Define a Euclidean norm ρEuclidean norm\( ρ \) on Xnormed linear space\( X \) by ρEuclidean norm(xvector)=equalsρEuclidean norm(summationiinteger=1onenintegerαcomplex numberiintegertimesebasis vectoriinteger)=equals (summationiinteger=1oneninteger|modulusαcomplex numberiinteger|modulus2two) 1one2two . \[ ρ\mathopen{}\left( x\right)\mathclose{}= ρ\mathopen{}\left( \sum_{i=1}^{n}{}{α}_{i}{e}_{i}\right)\mathclose{}= {\mathopen{}\left(\sum_{i=1}^{n}{}{\mathopen{}\left\lvert{}{α}_{i}\right\rvert\mathclose{}}^{2}\right)\mathclose{}}^{\frac{1}{2}} \text{.} \] We want to show that the norm on Xnormed linear space\( X \) and ρEuclidean norm\( ρ \) determine the same topology, i.e. that any ·\( \mathopen{}\left\lVert{}\cdot\right\rVert\mathclose{} \)-open set contains a ρEuclidean norm\( ρ \)-open set and vice versa. xvector=equalssummationiinteger=1onenintegerαcomplex numberiintegertimesebasis vectoriintegerless than or equal tosummationiinteger=1onenintegerαcomplex numberiintegertimesebasis vectoriinteger=equalssummationiinteger=1oneninteger|modulusαcomplex numberiinteger|modulustimesebasis vectoriintegerless than or equal to (summationiinteger=1oneninteger|modulusαcomplex numberiinteger|modulus2two) 1one2two times (summationiinteger=1onenintegerebasis vectoriinteger2two) 1one2two . \[ \mathopen{}\left\lVert{}x\right\rVert\mathclose{}= \mathopen{}\left\lVert{}\sum_{i=1}^{n}{}{α}_{i}{e}_{i}\right\rVert\mathclose{}\leq \sum_{i=1}^{n}{}\mathopen{}\left\lVert{}{α}_{i}{e}_{i}\right\rVert\mathclose{}= \sum_{i=1}^{n}{}\mathopen{}\left\lvert{}{α}_{i}\right\rvert\mathclose{}\mathopen{}\left\lVert{}{e}_{i}\right\rVert\mathclose{}\leq {\mathopen{}\left(\sum_{i=1}^{n}{}{\mathopen{}\left\lvert{}{α}_{i}\right\rvert\mathclose{}}^{2}\right)\mathclose{}}^{\frac{1}{2}}{\mathopen{}\left(\sum_{i=1}^{n}{}{\mathopen{}\left\lVert{}{e}_{i}\right\rVert\mathclose{}}^{2}\right)\mathclose{}}^{\frac{1}{2}} \text{.} \] Let Mreal number=equals (summationiinteger=1onenintegerebasis vectoriinteger2two) 1one2two \( M= {\mathopen{}\left(\sum_{i=1}^{n}{}{\mathopen{}\left\lVert{}{e}_{i}\right\rVert\mathclose{}}^{2}\right)\mathclose{}}^{\frac{1}{2}} \) Thus, xvectorless than or equal toMreal numbertimesρEuclidean norm(xvector) \( \mathopen{}\left\lVert{}x\right\rVert\mathclose{}\leq Mρ\mathopen{}\left( x\right)\mathclose{} \) and so any ·\( \mathopen{}\left\lVert{}\cdot\right\rVert\mathclose{} \)-open εpositive real number\( ε \)-ball contains a ρEuclidean norm\( ρ \)-open εpositive real numberMreal number\( \frac{ε}{M} \)-ball.

Now we want to show that any ρEuclidean norm\( ρ \)-open ball contains a ·\( \mathopen{}\left\lVert{}\cdot\right\rVert\mathclose{} \)-open ball. Define ffunction:mapsCcomplex numbersnintegertoRreal numbers \( f : {\mathbb{C}}^{n} \to \mathbb{R} \) by ffunction((tupleαcomplex number1one, αcomplex number2two, , αcomplex numberninteger)tuple)=equalssummationiinteger=1onenintegerαcomplex numberiintegertimesebasis vectoriinteger \( f\mathopen{}\left( \mathopen{}\left({α}_{1}, {α}_{2}, \dotsc, {α}_{n}\right)\mathclose{}\right)\mathclose{}= \mathopen{}\left\lVert{}\sum_{i=1}^{n}{}{α}_{i}{e}_{i}\right\rVert\mathclose{} \). This function is continuous in the Euclidean topology (use the inequality above). The unit sphere in Ccomplex numbersninteger\( {\mathbb{C}}^{n} \), {set(tupleαcomplex number1one, αcomplex number2two, , αcomplex numberninteger)tuple|such that summationiinteger=1oneninteger|modulusαcomplex numberiinteger|modulus2two=equals1one }set \( \mathopen{}\left\{\, \mathopen{}\left({α}_{1}, {α}_{2}, \dotsc, {α}_{n}\right)\mathclose{}\,\middle\vert\, , \sum_{i=1}^{n}{}{\mathopen{}\left\lvert{}{α}_{i}\right\rvert\mathclose{}}^{2}= 1, \,\right\}\mathclose{} \), is compact, hence ffunction\( f \) attains a minimum minteger>greater than0zero\( m\gt 0 \).

So for any xvectorelement ofXnormed linear space\( x\in X \) with ρEuclidean norm(xvector)=equals1one\( ρ\mathopen{}\left( x\right)\mathclose{}= 1 \) we have xvectorgreater than or equal tomintegertimesρEuclidean norm(xvector)\( \mathopen{}\left\lVert{}x\right\rVert\mathclose{}\geq mρ\mathopen{}\left( x\right)\mathclose{} \). This extends to all of Xnormed linear space\( X \) by properties of the norm. If ρEuclidean norm(xvector)>greater than0zero\( ρ\mathopen{}\left( x\right)\mathclose{}\gt 0 \), then ρEuclidean norm(xvectorρEuclidean norm(xvector))=equals1one\( ρ\mathopen{}\left( \frac{x}{ρ\mathopen{}\left( x\right)\mathclose{}}\right)\mathclose{}= 1 \), and xvectorρEuclidean norm(xvector)greater than or equal tomintegertimesρEuclidean norm(xvectorρEuclidean norm(xvector)) \( \mathopen{}\left\lVert{}\frac{x}{ρ\mathopen{}\left( x\right)\mathclose{}}\right\rVert\mathclose{}\geq mρ\mathopen{}\left( \frac{x}{ρ\mathopen{}\left( x\right)\mathclose{}}\right)\mathclose{} \). Therefore, by multiplying both sides of the inequality by ρEuclidean norm(xvector)\( ρ\mathopen{}\left( x\right)\mathclose{} \), we get the desired inequality xvectorgreater than or equal tomintegertimesρEuclidean norm(xvector)\( \mathopen{}\left\lVert{}x\right\rVert\mathclose{}\geq mρ\mathopen{}\left( x\right)\mathclose{} \) for all xvector\( x \) in Xnormed linear space\( X \). Thus, any any ρEuclidean norm\( ρ \)-open ball contains a ·\( \mathopen{}\left\lVert{}\cdot\right\rVert\mathclose{} \)-open ball.

Thus, we have shown that any norm on a finite dimensional normed linear space Xnormed linear space\( X \) is equivalent to the Euclidean norm. In fact, Xnormed linear space\( X \) is homeomorphic to Ccomplex numbersninteger\( {\mathbb{C}}^{n} \) for some ninteger\( n \).

A direct consequence of this is the following proposition.

Proposition I.63

If Yfinite dimensional subspace\( Y \) is a finite dimensional subspace of a normed linear space Xnormed linear space\( X \), then Yfinite dimensional subspace\( Y \) is closed.

Proof. Including the above proof, we know the following about Yfinite dimensional subspace\( Y \): Any norm of Yfinite dimensional subspace\( Y \) is equivalent to the Euclidean norm on Ccomplex numbersninteger\( {\mathbb{C}}^{n} \); Every Cauchy sequence in Yfinite dimensional subspace\( Y \) is Cauchy in Ccomplex numbersninteger\( {\mathbb{C}}^{n} \); Ccomplex numbersninteger\( {\mathbb{C}}^{n} \) is a complete metric space, thus every Cauchy sequence converges; Convergence in Ccomplex numbersninteger\( {\mathbb{C}}^{n} \) implies convergence in Yfinite dimensional subspace\( Y \); Yfinite dimensional subspace\( Y \) is a complete subspace of the metric space Xnormed linear space\( X \), thus Yfinite dimensional subspace\( Y \) is closed.

It follows from this proposition that every finite dimensional normed linear space is complete. Next question to ask: Is every subspace of a normed linear space closed? And if we were to find a non-closed subspace of a normed linear space where would we have to look?

Example I.64

Let l0little l 0\( \) denote the subspace of l2\( \mathrm{l}^{0} \) consisting of those sequences which have only finitely many non-zero terms. For any kintegerelement ofNnatural numbers (including zero)\( k\in \mathbb{N} \) let xvectorkinteger=equals(tuple1one, 1one2two, 1one3three, , 1onekinteger, 0zero, 0zero, )tuple . \[ {x}_{k}= \mathopen{}\left(1, \frac{1}{2}, \frac{1}{3}, \dotsc, \frac{1}{k}, 0, 0, \dotsc\right)\mathclose{} \text{.} \] The sequence of these sequences, (sequencexvectorkinteger)sequencekinteger=1oneinfinity \( \mathopen{}\left({x}_{k}\right)\mathclose{}_{k=1}^{\infty} \), is a subset of l0\( \) that converges to xvector=equals(tuple1one, 1one2two, 1one3three, )tuple=equals(sequence1oneninteger)sequenceninteger=1oneinfinity . \[ x= \mathopen{}\left(1, \frac{1}{2}, \frac{1}{3}, \dotsc\right)\mathclose{}= \mathopen{}\left(\frac{1}{n}\right)\mathclose{}_{n=1}^{\infty} \text{.} \] Note that xvector\( x \) is in l2\( \mathrm{l}^{0} \) but not in l0\( \); therefore l0\( \) is not closed. Indeed, limlimitkintegerinfinityxvectorkinteger-minusxvector=equalslimlimitkintegerinfinity(tuple0zero, 0zero, , 0zero, 1onekinteger+plus1one, 1onekinteger+plus2two, )tuple=equals0zero . \[ \lim_{k\to\infty}{}\mathopen{}\left\lVert{}{x}_{k}-x\right\rVert\mathclose{}= \lim_{k\to\infty}{}\mathopen{}\left\lVert{}\mathopen{}\left(0, 0, \dotsc, 0, \frac{1}{k+1}, \frac{1}{k+2}, \dotsc\right)\mathclose{}\right\rVert\mathclose{}= 0 \text{.} \]

The last property we need to show is that finite dimensional gives us closed and bounded equals compact and vice versa. We first need a lemma.

Lemma I.65

Let Yclosed proper subspace\( Y \) be a closed, proper subspace of a normed linear space Xnormed linear space\( X \). Then for any rpositive real number>greater than0zero\( r\gt 0 \), there exists a xvectorelement ofXnormed linear space\( x\in X \) with xvector=equals1one\( \mathopen{}\left\lVert{}x\right\rVert\mathclose{}= 1 \) and xvector-minusyvector>greater than1one-minusrpositive real number\( \mathopen{}\left\lVert{}x-y\right\rVert\mathclose{}\gt 1-r \) for all yvectorelement ofYclosed proper subspace\( y\in Y \).

Proof. Let xvector0zeroelement ofXnormed linear spaceset differenceYclosed proper subspace\( {x}_{0}\in X\setminus Y \). The distance from xvector0zero\( {x}_{0} \) to Yclosed proper subspace\( Y \), d(xvector0zeroYclosed proper subspace)\( \operatorname{d}\mathopen{}\left( {x}_{0}, Y\right)\mathclose{} \), is positive (else you can find a sequence of elements in Yclosed proper subspace\( Y \) converging to xvector0zero\( {x}_{0} \), which would contradict that Yclosed proper subspace\( Y \) is a closed subspace). Let εpositive real number\( ε \) be a positive real number. There exists yvector0zeroelement ofYclosed proper subspace\( {y}_{0}\in Y \) such that 0zero<less thanxvector0zero-minusyvector0zeroless than or equal tod(xvector0zeroYclosed proper subspace)+plusεpositive real number \( 0\lt \mathopen{}\left\lVert{}{x}_{0}-{y}_{0}\right\rVert\mathclose{}\leq \operatorname{d}\mathopen{}\left( {x}_{0}, Y\right)\mathclose{}+ε \). Let xvector=equalsxvector0zero-minusyvector0zeroxvector0zero-minusyvector0zero\( x= \frac{{x}_{0}-{y}_{0}}{\mathopen{}\left\lVert{}{x}_{0}-{y}_{0}\right\rVert\mathclose{}} \). Then xvector=equals1one\( \mathopen{}\left\lVert{}x\right\rVert\mathclose{}= 1 \). We want to show that with the right choice of εpositive real number\( ε \) we get the inequality we want. Because, for any yvectorelement ofYclosed proper subspace\( y\in Y \), xvector, yvector=equalsxvector0zero-minusyvector0zeroxvector0zero-minusyvector0zero-minusyvector=equals1onexvector0zero-minusyvector0zerotimes(xvector0zero-minusyvector0zero)-minus(xvector0zero-minusyvector0zerotimesyvector)>greater thand(xvectorYclosed proper subspace)d(xvectorYclosed proper subspace)+plusεpositive real number=equals1one-minusεpositive real numberd(xvectorYclosed proper subspace)+plusεpositive real number , \[ \mathopen{}\left\lVert{}x, y\right\rVert\mathclose{}= \mathopen{}\left\lVert{}\frac{{x}_{0}-{y}_{0}}{\mathopen{}\left\lVert{}{x}_{0}-{y}_{0}\right\rVert\mathclose{}}-y\right\rVert\mathclose{}= \frac{1}{\mathopen{}\left\lVert{}{x}_{0}-{y}_{0}\right\rVert\mathclose{}}\mathopen{}\left\lVert{}\mathopen{}\left({x}_{0}-{y}_{0}\right)\mathclose{}-\mathopen{}\left(\mathopen{}\left\lVert{}{x}_{0}-{y}_{0}\right\rVert\mathclose{}y\right)\mathclose{}\right\rVert\mathclose{}\gt \frac{\operatorname{d}\mathopen{}\left( x, Y\right)\mathclose{}}{\operatorname{d}\mathopen{}\left( x, Y\right)\mathclose{}+ε}= 1-\frac{ε}{\operatorname{d}\mathopen{}\left( x, Y\right)\mathclose{}+ε} \text{,} \] we just need to choose εpositive real number\( ε \) so that εpositive real numberd(xvectorYclosed proper subspace)+plusεpositive real number<less thanrpositive real number\( \frac{ε}{\operatorname{d}\mathopen{}\left( x, Y\right)\mathclose{}+ε}\lt r \).

Theorem I.66

A normed linear space is finite dimensional if and only if every closed and bounded subset is compact.

Proof. Let Xnormed linear space\( X \) be a finite dimensional normed linear space. Let SsetsubsetXnormed linear space\( S\subseteq X \) be a closed and bounded subset. By Proposition I.62, closed and bounded in the norm implies closed and bounded in the Euclidean norm. So, the Heine-Borel Theorem applies and Sset\( S \) is compact.

Suppose every closed, bounded subset of Xnormed linear space\( X \) is compact. By way of contradiction, suppose that Xnormed linear space\( X \) is infinite dimensional. We'll construct a bounded sequence with no convergent subsequence to get the contradiction.

Let xvector1oneelement ofXnormed linear space\( {x}_{1}\in X \) such that xvector1one=equals1one\( \mathopen{}\left\lVert{}{x}_{1}\right\rVert\mathclose{}= 1 \). Let Ysubspace1one=equalsspanspan({setxvector1one}set)\( {Y}_{1}= \operatorname{span}\mathopen{}\left( \mathopen{}\left\{\, {x}_{1}\,\right\}\mathclose{}\right)\mathclose{} \). By Proposition I.63, Ysubspace1one\( {Y}_{1} \) is closed and by Lemma I.65, there exists an xvector2twoelement ofXnormed linear spaceset differenceYsubspace1one\( {x}_{2}\in X\setminus {Y}_{1} \) such that xvector2two=equals1one\( \mathopen{}\left\lVert{}{x}_{2}\right\rVert\mathclose{}= 1 \) and xvector1one-minusxvector2two>greater than1one2two\( \mathopen{}\left\lVert{}{x}_{1}-{x}_{2}\right\rVert\mathclose{}\gt \frac{1}{2} \). Let Ysubspace2two=equalsspanspan({setxvector1onexvector2two}set)\( {Y}_{2}= \operatorname{span}\mathopen{}\left( \mathopen{}\left\{\, {x}_{1}, {x}_{2}\,\right\}\mathclose{}\right)\mathclose{} \). As before, Ysubspace2two\( {Y}_{2} \) is closed and there exists an xvector3threeelement ofXnormed linear spaceset differenceYsubspace2two\( {x}_{3}\in X\setminus {Y}_{2} \) such that xvector3three=equals1one\( \mathopen{}\left\lVert{}{x}_{3}\right\rVert\mathclose{}= 1 \), xvector1one-minusxvector3three>greater than1one2two\( \mathopen{}\left\lVert{}{x}_{1}-{x}_{3}\right\rVert\mathclose{}\gt \frac{1}{2} \), and xvector2two-minusxvector3three>greater than1one2two\( \mathopen{}\left\lVert{}{x}_{2}-{x}_{3}\right\rVert\mathclose{}\gt \frac{1}{2} \). Continue forever, which you can do because Xnormed linear space\( X \) is infinite dimensional. In this way, we get a bounded infinite sequence (sequencexvectorninteger)sequenceninteger=1oneinfinity \( \mathopen{}\left({x}_{n}\right)\mathclose{}_{n=1}^{\infty} \) where xvectorninteger=equals1one\( \mathopen{}\left\lVert{}{x}_{n}\right\rVert\mathclose{}= 1 \) for all ninteger\( n \), and xvectoriinteger-minusxvectorjinteger>greater than1one2two\( \mathopen{}\left\lVert{}{x}_{i}-{x}_{j}\right\rVert\mathclose{}\gt \frac{1}{2} \) when iintegernot equal tojinteger\( i\neq j \). Therefore, (sequencexvectorninteger)sequenceninteger=1oneinfinity \( \mathopen{}\left({x}_{n}\right)\mathclose{}_{n=1}^{\infty} \) has no convergent subsequence, which contradicts the assumption that every closed, bounded subset is compact.

Corollary I.67

The closed unit ball in an infinite-dimensional, normed linear space is not compact.


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