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

I. Hilbert Space

Definition I.1

Let Vvector space\( V \) be a vector space over the complex numbers Ccomplex numbers\( \mathbb{C} \). A positive sesquilinear form on Vvector space\( V \) is a map positive sesquilinear form·, ·positive sesquilinear form :maps Vvector space×Cartesian productVvector space to Ccomplex numbers \( \mathopen{}\left\langle{}\cdot, \cdot\right\rangle\mathclose{} : V\times V \to \mathbb{C} \) (so that (tuplexvector, yvector)tupleis mapped toxvector, yvector\( \mathopen{}\left(x, y\right)\mathclose{}\mapsto \mathopen{}\left\langle{}x, y\right\rangle\mathclose{} \)) that satisfies the following conditions for all wvector\( w \), xvector\( x \), and yvector\( y \) in Vvector space\( V \) and λcomplex number\( λ \) in Ccomplex numbers\( \mathbb{C} \):

  1. xvector+plusλcomplex numbertimesyvector, wvector=equalsxvector, wvector+plusλcomplex numbertimesyvector, wvector\( \mathopen{}\left\langle{}x+λy, w\right\rangle\mathclose{}= \mathopen{}\left\langle{}x, w\right\rangle\mathclose{}+λ\mathopen{}\left\langle{}y, w\right\rangle\mathclose{} \).
  2. xvector, yvector ¯complex conjugate=equalsyvector, xvector\( \overline{ \mathopen{}\left\langle{}x, y\right\rangle\mathclose{} }= \mathopen{}\left\langle{}y, x\right\rangle\mathclose{} \).
  3. xvector, xvectorgreater than or equal to0zero\( \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}\geq 0 \).

Remark I.2

Satisfying the first property in Definition I.1 is often refered to as being linear in the first slot. The first two properties together imply that a positive sesquilinear form is also conjugate linear in the second slot, meaning wvector, xvector+plusλcomplex numbertimesyvector=equalswvector, xvector+plus λcomplex number ¯complex conjugatetimeswvector, yvector \( \mathopen{}\left\langle{}w, x+λy\right\rangle\mathclose{}= \mathopen{}\left\langle{}w, x\right\rangle\mathclose{}+\overline{ λ }\mathopen{}\left\langle{}w, y\right\rangle\mathclose{} \).

Proposition I.3 (Cauchy-Schwarz Inequality)

Let Vvector space\( V \) be a vector space with positive sesquilinear form ·, ·\( \mathopen{}\left\langle{}\cdot, \cdot\right\rangle\mathclose{} \). For all xvector\( x \) and yvector\( y \) in Vvector space\( V \), |modulusxvector, yvector|modulus 2two less than or equal toxvector, xvectortimesyvector, yvector \( {\mathopen{}\left\lvert{}\mathopen{}\left\langle{}x, y\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2}\leq \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}\mathopen{}\left\langle{}y, y\right\rangle\mathclose{} \).

Proof. For all xvector\( x \) and yvector\( y \) in Vvector space\( V \), 0zeroless than or equal toxvector+plusλcomplex numbertimesyvector, xvector+plusλcomplex numbertimesyvector=equalsxvector, xvector+plusλcomplex numbertimesyvector, xvector+plusλcomplex number¯complex conjugatetimesxvector, yvector+plus|modulusλcomplex number|modulus 2twotimesyvector, yvector \( 0\leq \mathopen{}\left\langle{}x+λy, x+λy\right\rangle\mathclose{}= \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}+λ\mathopen{}\left\langle{}y, x\right\rangle\mathclose{}+\overline{λ}\mathopen{}\left\langle{}x, y\right\rangle\mathclose{}+{\mathopen{}\left\lvert{}λ\right\rvert\mathclose{}}^{2}\mathopen{}\left\langle{}y, y\right\rangle\mathclose{} \).

If yvector, yvector=equals0zero \( \mathopen{}\left\langle{}y, y\right\rangle\mathclose{}= 0 \), then 0zeroless than or equal toxvector, xvector+plus2twotimesRereal part(λcomplex number¯complex conjugatetimesxvector, yvector) \( 0\leq \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}+2\Re\mathopen{}\left( \overline{λ}\mathopen{}\left\langle{}x, y\right\rangle\mathclose{}\right)\mathclose{} \) for all complex numbers λcomplex number\( λ \), and, in particular, for λcomplex number=equals treal number timesxvector, yvector \( λ= {-} t \mathopen{}\left\langle{}x, y\right\rangle\mathclose{} \), which implies that xvector, yvector=equals0zero \( \mathopen{}\left\langle{}x, y\right\rangle\mathclose{}= 0 \).

If yvector, yvectornot equal to0zero \( \mathopen{}\left\langle{}y, y\right\rangle\mathclose{}\neq 0 \), let λcomplex number=equals xvector, yvector yvector, yvector \( λ= {-} \frac{\mathopen{}\left\langle{}x, y\right\rangle\mathclose{}}{\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}} \). Then 0zeroless than or equal toxvector, xvector-minus2twotimes |modulusxvector, yvector|modulus 2two yvector, yvector +plus |modulusxvector, yvector|modulus 2two yvector, yvector =equalsxvector, xvector-minus |modulusxvector, yvector|modulus 2two yvector, yvector . \[ 0\leq \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}-2\frac{{\mathopen{}\left\lvert{}\mathopen{}\left\langle{}x, y\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2}}{\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}}+\frac{{\mathopen{}\left\lvert{}\mathopen{}\left\langle{}x, y\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2}}{\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}}= \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}-\frac{{\mathopen{}\left\lvert{}\mathopen{}\left\langle{}x, y\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2}}{\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}} \text{.} \]

Proposition I.4 (Triangle Inequality)

Let Vvector space\( V \) be a vector space with positive sesquilinear form ·, ·\( \mathopen{}\left\langle{}\cdot, \cdot\right\rangle\mathclose{} \). For all xvector\( x \) and yvector\( y \) in Vvector space\( V \), xvector+plusyvector, xvector+plusyvector 1one2two less than or equal to xvector, xvector 1one2two +plus yvector, yvector 1one2two \( {\mathopen{}\left\langle{}x+y, x+y\right\rangle\mathclose{}}^{\frac{1}{2}}\leq {\mathopen{}\left\langle{}x, x\right\rangle\mathclose{}}^{\frac{1}{2}}+{\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}}^{\frac{1}{2}} \).

Proof. Using Proposition I.3, xvector+plusyvector, xvector+plusyvector=equalsxvector, xvector+plus2twotimesRereal part(xvector, yvector)+plusyvector, yvectorless than or equal toxvector, xvector+plus2twotimes xvector, xvector 1one2two times yvector, yvector 1one2two +plusyvector, yvector=equals ( xvector, xvector 1one2two +plus yvector, yvector 1one2two ) 2two . \[ \mathopen{}\left\langle{}x+y, x+y\right\rangle\mathclose{}= \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}+2\Re\mathopen{}\left( \mathopen{}\left\langle{}x, y\right\rangle\mathclose{}\right)\mathclose{}+\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}\leq \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}+2{\mathopen{}\left\langle{}x, x\right\rangle\mathclose{}}^{\frac{1}{2}}{\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}}^{\frac{1}{2}}+\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}= {\mathopen{}\left({\mathopen{}\left\langle{}x, x\right\rangle\mathclose{}}^{\frac{1}{2}}+{\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}}^{\frac{1}{2}}\right)\mathclose{}}^{2} \text{.} \]

Definition I.5

An inner product inner product·, ·inner product\( \mathopen{}\left\langle{}\cdot, \cdot\right\rangle\mathclose{} \) on a vector space Vvector space\( V \) is a positive sesquilinear form such that xvector, xvector=equals0zero \( \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}= 0 \) if and only if xvector=equals0zero \( x= 0 \). A vector space equipped with an inner product is an inner product space.

Example I.6

Let Vvector space\( V \) equal Ccomplex numbersninteger\( {\mathbb{C}}^{n} \). Given an ninteger\( n \)-by-ninteger\( n \) matrix Mpositive definite matrix\( M \) that is positive definite (meaning Mpositive definite matrix\( M \) is invertible and Mpositive definite matrixtimesuvector·dot productuvectorgreater than or equal to0zero \( Mu\cdot u\geq 0 \) for all uvector\( u \) in Vvector space\( V \)), define uvector, vvector=equalsMpositive definite matrixtimesuvector·dot productvvector \( \mathopen{}\left\langle{}u, v\right\rangle\mathclose{}= Mu\cdot v \) where uvector·dot productvvector \( u\cdot v \) is the usual dot product of vectors uvector\( u \) and vvector\( v \) in Ccomplex numbersninteger\( {\mathbb{C}}^{n} \).

Example I.7

Let Vvector space\( V \) be Cspace of continuous functions([intervalareal number, breal number]intervalCcomplex numbers) \( \mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}, \mathbb{C}\right)\mathclose{} \), the set of continuous complex-valued functions on the real interval [intervalareal number, breal number]interval \( \mathopen{}\left[a, b\right]\mathclose{} \). For functions φcontinuous function\( φ \) and ψcontinuous function\( ψ \) in Vvector space\( V \), define φcontinuous function, ψcontinuous function \( \mathopen{}\left\langle{}φ, ψ\right\rangle\mathclose{} \) to be integral areal number breal number φcontinuous function(treal number)times ψcontinuous function(treal number) ¯complex conjugate dtreal number \( \int _{ a}^{ b}{} φ\mathopen{}\left( t\right)\mathclose{}\overline{ ψ\mathopen{}\left( t\right)\mathclose{} } \,\mathrm{d}t \).

Example I.8

Let Vvector space\( V \) be the set of complex sequences that are eventually zero. For two such sequences (sequenceαcomplex numberninteger)sequenceninteger=1oneinfinity\( \mathopen{}\left({α}_{n}\right)\mathclose{}_{n=1}^{\infty} \) and (sequenceβcomplex numberninteger)sequenceninteger=1oneinfinity\( \mathopen{}\left({β}_{n}\right)\mathclose{}_{n=1}^{\infty} \), define (sequenceαcomplex numberninteger)sequenceninteger=1oneinfinity, (sequenceβcomplex numberninteger)sequenceninteger=1oneinfinity=equalssummationjinteger=1oneinfinity αcomplex numberjintegertimesβcomplex numberjinteger¯complex conjugate . \[ \mathopen{}\left\langle{}\mathopen{}\left({α}_{n}\right)\mathclose{}_{n=1}^{\infty}, \mathopen{}\left({β}_{n}\right)\mathclose{}_{n=1}^{\infty}\right\rangle\mathclose{}= \sum_{j=1}^{\infty}{} {α}_{j}\overline{{β}_{j}} \text{.} \]

Example I.9

Riffing on the previous examples, take Vvector space\( V \) as in Example I.8 but define the inner product by (sequenceαcomplex numberninteger)sequenceninteger=1oneinfinity, (sequenceβcomplex numberninteger)sequenceninteger=1oneinfinity=equalsintegral0zero1one (summationninteger=1oneinfinity αcomplex numbernintegertimestreal numberninteger )times (summationminteger=1oneinfinity βcomplex numbermintegertimestreal numberminteger ) ¯complex conjugate dtreal number=equalssummationminteger,ninteger=1oneinfinity αcomplex numbernintegertimes αcomplex numberminteger ¯complex conjugate minteger+plusninteger+plus1one . \[ \mathopen{}\left\langle{}\mathopen{}\left({α}_{n}\right)\mathclose{}_{n=1}^{\infty}, \mathopen{}\left({β}_{n}\right)\mathclose{}_{n=1}^{\infty}\right\rangle\mathclose{}= \int _{0}^{1}{} \mathopen{}\left(\sum_{n=1}^{\infty}{} {α}_{n}{t}^{n} \right)\mathclose{}\overline{ \mathopen{}\left(\sum_{m=1}^{\infty}{} {β}_{m}{t}^{m} \right)\mathclose{} } \,\mathrm{d}t= \sum_{m,n=1}^{\infty}{} \frac{{α}_{n}\overline{ {α}_{m} }}{m+n+1} \text{.} \]

For subsets Rsubset\( R \) and Ssubset\( S \) of a complex vector space Vvector space\( V \), we will use the notation Ccomplex numberstimesSsubset=equals{set λcomplex numbertimesyvector |such that λcomplex numberelement ofCcomplex numbers yvectorelement ofSsubset }set \[ \mathbb{C}S= \mathopen{}\left\{\, λy \,\middle\vert\, , λ\in \mathbb{C}, , y\in S, \,\right\}\mathclose{} \] for the set of all scalar multiples of elements of Ssubset\( S \) and Rsubset+plusSsubset=equals{set xvector+plusyvector |such that xvectorelement ofRsubset yvectorelement ofSsubset }set \[ R+S= \mathopen{}\left\{\, x+y \,\middle\vert\, , x\in R, , y\in S, \,\right\}\mathclose{} \] for the set of all possible sums of elements from Rsubset\( R \) and Ssubset\( S \). If Vvector space\( V \) has a positive sesquilinear form or is an inner product space, then Rsubset, Ssubset=equals{set xvector, yvector |such that xvectorelement ofRsubset yvectorelement ofSsubset }set \[ \mathopen{}\left\langle{}R, S\right\rangle\mathclose{}= \mathopen{}\left\{\, \mathopen{}\left\langle{}x, y\right\rangle\mathclose{} \,\middle\vert\, , x\in R, , y\in S, \,\right\}\mathclose{} \] is the set of all possible inner products.

Definition I.10

A vector xvector\( x \) of a vector space Vvector space\( V \) is a null vector for a positive sesquilinear form ·, ·\( \mathopen{}\left\langle{}\cdot, \cdot\right\rangle\mathclose{} \) on Vvector space\( V \) if xvector, xvector=equals0zero \( \mathopen{}\left\langle{}x, x\right\rangle\mathclose{}= 0 \).

Exercise I.11

Let ·, ·\( \mathopen{}\left\langle{}\cdot, \cdot\right\rangle\mathclose{} \) be a positive sesquilinear form on a vector space Vvector space\( V \). Prove that the set Nset of null vectors\( N \) of null vectors is a subspace of Vvector space\( V \); that is, show that Ccomplex numberstimesNset of null vectors=equalsNset of null vectors \( \mathbb{C}N= N \) and Nset of null vectors+plusNset of null vectors=equalsNset of null vectors \( N+N= N \).

Hint

Use Proposition I.4 to show that Nset of null vectors+plusNset of null vectorssubsetNset of null vectors \( N+N\subseteq N \).

Exercise I.12

Let Ssubspace\( S \) be a subspace of a vector space Vvector space\( V \). For elements xvector\( x \) and yvector\( y \) of Vvector space\( V \), write xvectorequivalentyvector\( x\equiv y \) if xvector-minusyvector \( x-y \) is in Ssubspace\( S \). Prove that this defines an equivalence relation on Vvector space\( V \).

Definition I.13

For a subspace Ssubspace\( S \) of a vector space Vvector space\( V \), write xvector+plusSsubspace \( x+S \) for the equivalence class of the element xvector\( x \) under the equivalence relation of Exercise I.12, and write Vvector space/modSsubspace\( V/S \) for the quotient space, which is the set of all equivalence classes.

Exercise I.14

Let Ssubspace\( S \) be a subspace of a complex vector space Vvector space\( V \). Prove that Vvector space/Ssubspace\( V/S \) is also a complex vector space.

As we see next, a positive sesquilinear form can give rise to an inner product by modding out the null vectors.

Proposition I.15

Let ·, ·\( \mathopen{}\left\langle{}\cdot, \cdot\right\rangle\mathclose{} \) be a positive sesquilinear form on a vector space Vvector space\( V \). Let Nsubspace of null vectors\( N \) be the subspace of null vectors. Then xvector+plusNsubspace of null vectors, yvector+plusNsubspace of null vectors=equalsxvector, yvector \( \mathopen{}\left\langle{}x+N, y+N\right\rangle\mathclose{}= \mathopen{}\left\langle{}x, y\right\rangle\mathclose{} \) defines an inner product on Vvector space/Nsubspace of null vectors\( V/N \).

Proof. See Exercise I.16.

Exercise I.16

Prove Proposition I.15 as follows: Using Proposition I.3, show that Vvector space, Nsubspace of null vectors=equals0zero=equalsNsubspace of null vectors, Vvector space \( \mathopen{}\left\langle{}V, N\right\rangle\mathclose{}= 0= \mathopen{}\left\langle{}N, V\right\rangle\mathclose{} \). Next, use that Vvector space, Nsubspace of null vectors=equals0zero=equalsNsubspace of null vectors, Vvector space \( \mathopen{}\left\langle{}V, N\right\rangle\mathclose{}= 0= \mathopen{}\left\langle{}N, V\right\rangle\mathclose{} \) to show that the new inner product is well-defined. Finally, show that the properties of Definition I.5 are satisfied.

Definition I.17

Let Ggroup\( G \) be a group. The complex group algebra Ccomplex group algebraGgroup\( \mathbb{C}G \) is the complex vector space spanned by the set of symbols {setδcomplex group algebra basis vectorggroup element|such thatggroup elementelement ofGgroup}set \( \mathopen{}\left\{\, {δ}_{g}\,\middle\vert\, g\in G\,\right\}\mathclose{} \) with multiplication defined by δcomplex group algebra basis vectorggroup elementtimesδcomplex group algebra basis vectorhgroup element=equalsδcomplex group algebra basis vectorggroup elementtimeshgroup element \( {δ}_{g}{δ}_{h}= {δ}_{gh} \).

Example I.18

Let Ggroup\( G \) be a group and suppose φfunction:mapsGgrouptoCcomplex numbers \( φ : G \to \mathbb{C} \) is a function such that for each positive integer kinteger\( k \), summationiinteger,jinteger=1onekinteger λcomplex numberiintegertimesλcomplex numberjinteger¯complex conjugatetimesφfunction(ggroup elementiintegertimesggroup elementjinteger1inverse) greater than or equal to0zero \[ \sum_{i,j=1}^{k}{} {λ}_{i}\overline{{λ}_{j}}φ\mathopen{}\left( {g}_{i}{g}_{j}^{-1}\right)\mathclose{} \geq 0 \] for any complex numbers λcomplex number1one\( {λ}_{1} \), …, λcomplex numberkinteger\( {λ}_{k} \) and group elements ggroup element1one\( {g}_{1} \), …, ggroup elementkinteger\( {g}_{k} \) (such a function is called positive definite). You can then define a positive sesquilinear form on CGgroup\( \mathbb{C}G \) by summationggroup elementGgroupκcomplex numberggroup elementtimesδcomplex group algebra basis vectorggroup element, summationhgroup elementGgroupλcomplex numberhgroup elementtimesδcomplex group algebra basis vectorhgroup element=equalssummationggroup element,hgroup element κcomplex numberggroup elementtimesλcomplex numberhgroup element¯complex conjugatetimesφfunction(ggroup elementtimeshgroup element1inverse) . \[ \mathopen{}\left\langle{}\sum_{g\in G}{}{κ}_{g}{δ}_{g}, \sum_{h\in G}{}{λ}_{h}{δ}_{h}\right\rangle\mathclose{}= \sum_{g,h}{} {κ}_{g}\overline{{λ}_{h}}φ\mathopen{}\left( g{h}^{-1}\right)\mathclose{} \text{.} \] Letting Nsubspace of null vectors\( N \) be the subspace of null vectors, CGgroup/Nsubspace of null vectors\( \mathbb{C}G/N \) is a big deal in group representation theory.

Definition I.19

A norm on a vector space Vvector space\( V \) is a function norm·norm:mapsVvector spacetoRreal numbers\( \mathopen{}\left\lVert{}\cdot\right\rVert\mathclose{} : V \to \mathbb{R} \) such that, for all vcomplex numberelement ofVvector space\( v\in V \) and λcomplex numberelement ofCcomplex numbers\( λ\in \mathbb{C} \),

  1. vcomplex numbergreater than or equal to0zero\( \mathopen{}\left\lVert{}v\right\rVert\mathclose{}\geq 0 \).
  2. vcomplex number=equals0zero\( \mathopen{}\left\lVert{}v\right\rVert\mathclose{}= 0 \) implies vcomplex number=equals0zero\( v= 0 \).
  3. λcomplex numbertimesvcomplex number=equals|modulusλcomplex number|modulustimesvcomplex number\( \mathopen{}\left\lVert{}λv\right\rVert\mathclose{}= \mathopen{}\left\lvert{}λ\right\rvert\mathclose{}\mathopen{}\left\lVert{}v\right\rVert\mathclose{} \).
  4. vcomplex number+pluswvectorless than or equal tovcomplex number+pluswvector \( \mathopen{}\left\lVert{}v+w\right\rVert\mathclose{}\leq \mathopen{}\left\lVert{}v\right\rVert\mathclose{}+\mathopen{}\left\lVert{}w\right\rVert\mathclose{} \).

Definition I.20

A vector space equipped with a norm is a normed linear space.

Proposition I.21

An inner product space with xvector=equals xvector, xvector 1one2two \( \mathopen{}\left\lVert{}x\right\rVert\mathclose{}= {\mathopen{}\left\langle{}x, x\right\rangle\mathclose{}}^{\frac{1}{2}} \) is a normed linear space.

Exercise I.22
Definition I.23

The supremum norm (or infinity norm) of a function fcontinuous function\( f \) in Cspace of continuous functions([intervalareal number, breal number]interval) \( \mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{} \) is given by supremum normfcontinuous functionsupremum norm=equalsmaxmaximumtreal numberelement of[intervalareal number, breal number]interval |modulusfcontinuous function(treal number)|modulus \( \mathopen{}\left\lVert{}f\right\rVert_\infty\mathclose{}= \max_{t\in \mathopen{}\left[a, b\right]\mathclose{}}{} \mathopen{}\left\lvert{}f\mathopen{}\left( t\right)\mathclose{}\right\rvert\mathclose{} \).

Exercise I.24

Prove that the supremum norm is a norm.

Definition I.25

For a real number preal number\( p \) with preal numbergreater than or equal to1one\( p\geq 1 \), the preal number\( p \)-norm of a function fcontinuous function\( f \) in Cspace of continuous functions([intervalareal number, breal number]interval) \( \mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{} \) is given by p-normfcontinuous functionpp-norm=equals (integralareal numberbreal number|modulusfcontinuous function(treal number)|moduluspreal numberdtreal number) 1onepreal number \( \mathopen{}\left\lVert{}f\right\rVert_p\mathclose{}= {\mathopen{}\left(\int _{a}^{b}{}{\mathopen{}\left\lvert{}f\mathopen{}\left( t\right)\mathclose{}\right\rvert\mathclose{}}^{p}\,\mathrm{d}t\right)\mathclose{}}^{\frac{1}{p}} \).

Exercise I.26

Prove that the 1one\( 1 \)-norm is a norm.

Exercise I.27

Use Proposition I.21 and Example I.7 to prove that the 2two\( 2 \)-norm is a norm.


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