Theorem 1.

The intermediate value theorem

If f : [a, b] → R is continuous and f (a) ≥ 0 ≥ f (b) then there exists a c ∈ [a, b] such
that f (c) = 0.

Proof.
Part A: Set

a0 := a
b0 := b
a+b
c0 :=
2
We have two options: f (c0 ) ≥ 0 xor f (c0 ) < 0.
If first option holds, we set a1 := c0 , b1 = b0 otherwise we proceed symmetrically.
We define an , bn inductively.
Part B: The sequence an is monotonic and bounded, thus it converges to some number
c.
On the other hand
bn−1 − an−1
bn − an =
2
so its not hard to notice that

bn − an = 2−n (b0 − a0 )

From this we get

bn = an + 2−n (b0 − a0 )
so taking n → ∞, bn → c.
Part C: since f is continuous at c and an → c, thus f (an ) → f (c).
Because ∀ n : f (an ) ≥ 0, therefore f (c) ≥ 0. Similarly ∀ n : f (bn ) ≤ 0, thus f (c) ≤
0.
f (c) = 0 follows.

Notice the similarity with binary search.

Definition 1. Derivative
Let U be an open set in R, we say that a function f : U → R is differentiable at t ∈ U
with derivative f 0 (t) if for all ε > 0, there exists a δ(t, ε) > 0, such that

(t − δ(t, ε), t + δ(t, ε)) ⊆ U

and if x|h| < δ(t, ε) then  

 f (t + h) − f (t) 0

 − f (t)<ε
 h 

Theorem 2. Derivative is linear

Suppose U is an open set and f, g : U → R are differentiable at t ∈ U . If λ, µ ∈ R, show

[λf + µg]0 (t) = λf 0 (t) + µg 0 (t)

1
Proof. Fix ε > 0.

 
 (λf + µg)(t + h) − (λf + µg)(t) 0 0

 − λf (t) + µg (t)
 h
    
 f (t + h) − f (t) 0 g(t + h) − g(t) 0

= λ
 − f (t) + µ − g (t) 
h h
   
 f (t + h) − f (t) 0
  g(t + h) − g(t) 0

≤|λ|  − f (t) + |µ|
  − g (t)
h h
ε ε
Choose δ(f, t, ε) := |2λ| , δ(g, t, ε) := |2λ|
<ε

Now we turn to mean value inequality, which will be use to prove seemingly obvious
theorem about functions with derivative equal zero.
Theorem 3. The mean value inequality Let U be the open interval (α, β). Suppose
K ≥ 0, and that a, b ∈ U with a < b. If f : U → R is differentiable with ∀ t : f 0 (t) ≤ K
then
f (b) − f (a) ≤ (b − a)K
Proof. The proof with follows from the next lemma. Notice that if f (b) − f (a) ≤
(K + ε)(b − a) for all ε > 0 than as ε → 0 we get
f (b) − f (a) ≤ (b − a)K

Lemma 1. Using assumption of the previous theorem.

∀ ε > 0 : f (b) − f (a) ≤ (K + ε)(b − a)
Proof. Suppose
f (b) − f (a) > (K + ε)(b − a) (1)
We refer to binary search. Set
a0 := a
b0 := b
a0 + b0
c0 :=
2
We have
(f (c0 ) − f (a) − (K + ε)(c0 − a0 )) + (f (b0 ) − f (c0 ) − (K + ε)(b0 − c0 ))
=f (b) − f (a) − (K + ε)(b − a) > 0
So at least one of the expression in a first term must be strictly positive.
If (f (b0 ) − f (c0 ) − (K + ε)(b0 − c0 )) > 0 we set a1 := c0 , b1 := b0 otherwise a1 := a0 , b1 :=
c0 .
In both cases
f (b1 ) − f (a1 ) > (K + ε)(b1 − a1 )
a0 ≤ a1 ≤ b1 ≤ b0
b0 − a0
b1 − a1 =
2

2
Extend the definition inductively.
As in intermediate value theorem, sequences an , bn are bounded and converge to the
same number c.
Since f is differentiable at c, there exists δ such that (c − δ, c + δ) ⊆ U and whenever
0 < |h| < δ  
 f (c + h) − f (c) 0
 ε
 − f (c) <
 h  2
Thus
|h|ε
|f (c + h) − f (c) − f 0 (c)h| <
2
Since f 0 (c) ≤ K we have

for 0 ≤ h < δ f (c + h) − f (c) ≤ (K + ε/2)h

for −δ ≤ h ≤ 0 f (c) − f (c + h) ≤ −(K + ε/2)h

Since an , bn → c we can find such N that |an − c| < δ and |bn − c| < δ. Therefore

for h := aN − c f (c) − f (aN ) ≤ (K + ε/2)(c − aN )

| {z }
?
for h := bN − c f (bN ) − f (c) ≤ (K + ε/2)(c − bN )
| {z }
??

But

f (bN ) − f (aN ) = f (bN ) − f (c) + f (c) − f (aN )

| {z } | {z }
?? ?
≤ (K + ε/2)(c − bN ) + (K + ε/2)(c − aN )
= (K + ε/2)(bN − aN )

Contradicting (1).
Theorem 4. The constant value theorem
Let U ⊆ R be the open set. If f : U → R is differentiable with

∀ t ∈ U : f 0 (t) = 0

then f is constant.
Proof. From mean value inequality, choose K := 0

f (b) − f (a) ≤ (b − a) ∗ 0 = 0

and
(−f )(b) − (−f )(a) = f (a) − f (b) ≤ 0
thus f (b) = f (a) for any a, b ∈ U .

Theorem 5. If U ⊆ R is an open set and function f, g : U → R are differentiable with

∀ t ∈ U : f 0 (t) = g 0 (t) then there exists a constant c such that f (x) = g(x) + c for all
x ∈ U.

Proof. Apply previous theorem (constant value theorem) to f − g

3
Theorem 6. If U ⊆ R is the open set, a, b ∈ U and a > b and g : U → R is differentiable
with ∀ t ∈ U : g 0 (t) ≥ 0 then
g(b) > g(a)

Proof. The statement is equivalent to:

(−g)(b) < (−g)(a)

and
(−g)(b) − (−g)(a) < 0
But derivative of −g is always negative thus after setting K := 0 in mean value inequality
the result follows immediately.

Definition 2. sup
We define supremum as usual: the least upper bound
Theorem 7. Every bounded non-empty set of reals has a supremum
If ∅ =
6 A ⊆ R has an upper bound M , then A has a supremum.

Proof. We do binary search again.

Theorem 8. Intermediate value theorem (again) If f : [a, b] → R is continuous and

f (a) ≥ 0 ≥ f (b)

then there exists a c ∈ [a, b] such that f (c) = 0.

Proof.
Part A: Let
E := {x ∈ [a, b] : f (x) ≥ 0}
E is non-empty because a ∈ E and E is bounded by b.
Part B: Let c := sup E.
Part C: Fix ε > 0. f is continuous at c so there exists δ > 0 such that

x ∈ [a, b] ∧ |x − c| < δ =⇒ |f (x) − f (c)| < ε

We want to show |f (c)| < ε.

Consider three cases of comparing c with a, b.

1. a < c < b todo

2. c = b todo
3. c = a todo

Theorem 9. Bolzano-Weistrass: Every bounded sequence has converging subsequence

If an is a sequence such that for some M ∈ R |ai | ≤ M for all i then there exists a
sub-sequence an0 that converges.

4
Proof. We ask, are there infinitely many elements ai such that
∀ j > i : ai ≥ aj
If yes we select them and have bounded monotonic sequence — done.
If no, then for any ai there exists aj such that
ai < aj
For every element we select next, smaller one, and get a bounded monotonic sequence
— done.

Definition 3. Limit supremum & infimum

lim sup xn = lim sup{xm : m ≥ n}
n→∞ n→∞

lim inf xn = lim inf{xm : m ≥ n}

n→∞ n→∞

General remark!
There are at least three versions of fundamental axiom. Fundamental axiom, existence
of supremum and Bolzano-Weierstrass.
Definition 4. Inner product
If xi , yi are vectors there inner product is:
(x)i · (y)i = (x ∗ y)i
sometimes denoted by hx, yi
Definition 5. Euclidean norm
If x is a vector.
p
kxk := hx, xi
Theorem 10. The Cauchy-Schwarz inequality
If x, y ∈ Rm , then
|x · y| ≤ kxkkyk
Proof. If kxk = 0 ∨ kyk = 0, the inequality is trivial. Otherwise
0 ≤ (λx + y) · (λx + y)
= λ2 kxk2 + 2λ(x · y) + kyk2
 2 2
x·y (x · y)
= λkxk + + kyk2 −
kxk kxk2
(x·y)
Set λ := kxk2
2
(x · y)
= kyk2 −
kxk2
Rearranging
2
(x · y)
0 ≤ kyk2 −
kxk2
2
(x · y) ≤ kxk2 kyk2
|x · y| ≤ kxkkyk

5
Theorem 11. Standard property of Euclidean norm in Rm
For all x, y ∈ Rm :
1. kxk ≥ 0
2. kxk = 0 =⇒ x = 0
3. λ ∈ R then kλxk = |λ|kxk
4.
kx + yk ≤ kxk + kyk

Proof. The triangle property can be deduced from Cauchy-Schwarz as follows:

kx + yk2 = (x + y) · (x + y)
= kxk2 + 2(x · y) + kyk2
≤ kxk2 + 2kxkkyk + kyk2
= (kxk + kyk)2

Definition 6. Convergence in Rm with Euclidean norm

We say that an converges to a as n → ∞ if
for any ε > 0 there exists nε such that for all n ≥ nε

kan − ak < ε

Theorem 12. Properties of limit in Euclidean space

Given Rm , following holds:
1. Limit is unique. If an → a and an → b then a = b.
2. In converging sequence every subsequence converges to the same limit. If an → a
then af (n) → a.
3. Constant sequence converges. If an = c for all n then an → c.
4. If an → a and bn → b then an + bn → a + b.
5. Suppose an ∈ Rm and λn ∈ R then if an → a and λn → λ we have λn an → λa
6. an · bn → a · b
Lemma 2.
kx + yk2 − kx − yk2
x·y =
4
Proof:
P 2
kx + yk2 + kx − yk2 (x + 2xy + y 2 − x2 + 2xy − y 2 )i
= i
4 P 4
(4xy)
= i i
4
4(x · y)
=
4
=x·y

Proof.

6
 1. For any ε > 0 following holds:

ka − bk ≤ kan − ak + kan − bk < ε

Since ε can be arbitrary ka − bk = 0, thus a − b = 0, and a = b.

2. Fix ε. There exists nε such that kan − ak < ε for all n ≥ nε . For the same nε , the
same must holds for sub-sequence.
3. From the definition of convergence.

4. Immediate consequence of two ε method and triangle inequality.

kan + bn − (a + b)k ≤ kan − ak + kbn − bk

5. Fix ε > 0. Observe:

λn
kλn an − λak = |λ|
λ n a − a

We can find na such that

ε
kan − ak <
2|λ|
and nλ such that
λn
an − an < ε

λ 2|λ|
Combining the two and using triangle inequality
λn ε
k an − ak <
λ |λ|

thus

λn
kλn an − λak = |λ| λ n a − a

ε
< |λ|
|λ|
=ε

6. Fix ε > 0. From the lemma

kan + bn k2 − kan + bn k2 − (ka + bk2 − ka − bk2 )

kan · bn − a · bk =

4
1
Taking n → ∞
=0

Theorem 13. Bolzano-Weierstrass in euclidean space If xn ∈ Rm and there exists K

such that kxn k ≤ K for all n, then there exists sub-sequence that converges.

7
 (1) (2) (m)
Proof. Suppose xn := (xn , xn . . . , xn ).
Observe that for any n, i X
|x(i)
n | ≤
2
x(i) (i)
n · xn
1≤i≤m
so
|x(i)
n | ≤ kxn k

and
|x(i)
n |≤K
(i)
but then xn is bounded so the Bolzano-Weiestrass in one dimension applies to it.
(1)
Let s1 (n) be a converging sub-sequence for sequence xn . We define sm inductively by
(i)
taking s(i−i) (n) and finding a sub-sequence in it such that x(i) (n) converges. Since xn
is always bounded by K such sub-sequence must exists.
Then xsn (n) is converging sub-sequence of xn .
Definition 7. Closed set
A set F ⊆ Rm is closed if for all xn ⊆ F , if xn → x then x ∈ F .

Theorem 14. K is closed bounded set in RM iff every sequence in K has a converging
subsequence with limit in K.
Proof.
⇒ Suppose K is closed and bounded.
Let an ⊆ K. an is bounded thus by Boltzano-Weiestrass it has converging sub-sequence
which itself consists of elements of K thus it converges to a limit in K.
⇐ suppose every sequence in K has a converging sub-sequence with limit in K.
It immediately follows that every converging K-sequence converge to a limit in k since
in converging sequence all sub-sequences converge to the same limit.
If it is not bounded we can take sequence running to ±∞ and such sequence doesn’t
have converging sub-sequence.

Definition 8. Open set

A set U ⊆ Rm is open if, whenever x ∈ U , there exists ε > 0 such that, whenever
kx − yk < ε we have y ∈ U .
Definition 9. Balls
Consider sets in Rm . Let x ∈ Rm and r ∈ R+
Open ball set B(x, r) := {y ∈ Rm : kx − yk < r}
Closed ball set B(x, r) := {y ∈ Rm : kx − yk ≤ r}
Theorem 15. Open ball is open, closed is closed
Consider sets in Rm . Let x ∈ Rm and r ∈ R+ .
Then B(x, r) is open and B(x, r) is closed.
Proof. First we will show that B(x, r) is open.
Suppose y ∈ B(x, r). Set ε := r − kx − yk.
Now if for some u
ky − uk < ε
then
ky − uk + kx − yk < r

8
by triangle inequality
kx − uk < r
so u ∈ B(x, r).
Now we will show that B(x, r) is closed.
Suppose that yn ⊆ B(x, r) and yn → y. Since for any ε

kx − yn k + kyn − yk < r + ε

taking y → ∞ we get
kx − yk ≤ r
thus y ∈ B(x, r)
Theorem 16. Open set in terms of open balls (in reality—restatement of the definition).
The set is open iff every point in that set is a center of an open ball.
Definition 10. Neighborhood
The set N is a neighbourhood of the point x if we can find an r > 0 such that

B(x, r) ⊆ N

Thus the set is open if and only if it is a neighbourhood of every point it contains.
Theorem 17. A subset E of Rm is open iff its complement Rm \ E is closed
Proof.
⇒ Suppose E is open.
Let xn ⊆ Rm \ E. Suppose xn → x.
If x ∈ E, it means that there is some ε such that B(x, ε) ⊆ E. But also for this ε there
is N such that if kxN − xk < ε, but then xN ∈ E ∧ xN 6∈ E. Contradiction.
⇐ Suppose complement of E is closed.
Let x ∈ E. If 6 ∃ ε > 0 such that B(x, ε) ⊆ E then for any ε > 0 we can find elements as
close as we like to x that are in complement of E and build the sequence out of them.
But complement is closed, so that would mean x ∈ E ∧ x 6∈ E, contradiction. So there
exists an open ball around each element of E — E is open.

Theorem 18. Consider a collection τ of all open sets in Rm

Following holds
1. ∅, Rm ∈ τ
S
2. If Uα∈A ∈ τ then α∈AUα ∈ τ
T
3. If Uα∈{1,...,n} ∈ τ then α∈{1,...,n} Uα ∈ τ
Proof.
1. From the definition
S
2. If x ∈ α∈A Uα ∈ τ then there exists such a that

x ∈ Ua
S
and for some r, ball B(x, r) ⊆ Ua thus B(x, r) ⊆ α∈A Uα ∈ τ . The set is open.
T
3. If x ∈ α∈{1,...,n} Uα ∈ τ in every set there is a ball around that x, choose a
smallest one.

9
Theorem 19. Consider a collection F of all closed sets in Rm Following holds
1. ∅, Rm ∈ F
T
2. If Fα∈A ∈ F then α∈A Fα ∈ F
S
3. If Fα∈{1,...,n} ∈ F then α∈{1,...,n} Fα ∈ F
Proof. Note. It would be also possible to look at complements and use previous theo-
rems.

1. From the definition

T
2. Take xn ⊆ α∈A Fα , suppose xn → x. From the definition of intersection xn ⊆ Fα
for any α ∈ A, thus all sets contain x and so their intersection does.
S
3. Suppose xn ⊆ α∈{1,...,n} Fα ∈ F and xn → x. If there doesn’t exists a set
Fα such that all elements of xn from some points are in this set, then we can
find two converging sub-sequence that converge to different limit points. But that
contradicts the fact that sequence converges, thus there is such Fα . Thus x is the
element of this Fα and so, the element of the sum.

Definition 11. Continuity in higher dimensions

Let E ⊆ Rm . We say the function f : E → Rp is continuous at some point x ∈ E if,
given ε > 0, we can find a δ > 0 such that, whenever y ∈ E and kx − yk < δ

kf (x) − f (y)k < ε

Theorem 20. The definition of continuity is equivalent to the one given by converging
sequences.
Theorem 21. The function f : Rm → Rp is continuous iff f −1 (U ) is open whenever U
is an open set in Rp .

Proof. Suppose f is continuous

Let U ⊆ Rp be open set. Let x ∈ f −1 (U ). We know that there exists r such that
B(f (x), r) ⊆ U . Since f is continuous we can find δ such that whenever y ∈ B(x, δ)

10