Bollobas Linear Analysis

Bela Bollobás
II
an introductory course
SECOND EDITION
CAMBRIDGE MATHEMATICAL TEXTBOOKS

Linear Analysis
LINEAR ANALYSIS
An Introductory Course
Bela Bollobás
University of Cambridge
CAMBRIDGE
UNIVERSITY PRESS
PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE
The Pitt Building, Trumpington Street, Cambridge CB2 1RP, United Kingdom
CAMBRIDGE UNIVERSITY PRESS

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10 Stamford Road. Oakleigh, Melbourne 3166, Australia
First edition © Cambridge University Press 1990

Second edition © Cambridge University Press 1999
This book is in copyright. Subject to statutory exception

and to the provisions of relevant collective licensing agreements.
no reproduction of any part may take place without
the written permission of Cambridge University Press.
First published 1990

Second edition 1999
Printed in the United Kingdom at the University Press, Cambridge
Typeset in Times 10/l3pt
A catalogue record for this book is available from the British Library
ISBN 0 521 65577 3 paperback

To Mark
Qui cupit, capit omnia
CONTENTS
Preface ix
1. Basic inequalities I
2. Normed spaces and bounded linear operators 18
3. Linear functionals and the Hahn—Banach theorem 45
4. Finite-dimensional normed spaces 60
5. The Baire category theorem and the closed-graph theorem 75
6. Continuous functions on compact spaces and the Stone—

Weierstrass theorem 85
7. The contraction-mapping theorem 101
8. Weak topologies and duality 114
9. Euclidean spaces and Hubert spaces 130
10. Orthonormal systems 141
11. Adjoint operators 155
12. The algebra of bounded linear operators 167

Contents
13. Compact operators on Banach spaces 186
14. Compact normal operators 198
15. Fixed-point theorems 213
16. invariant subspaces 226
Index of notation 233
index of terms 235

PREFACE
This book has grown out of the Linear Analysis course given in Cambridge
on numerous occasions for the third-year undergraduates reading
mathematics. It is intended to be a fairly concise, yet readable and down-
to-earth, introduction to functional analysis, with plenty of challenging
exercises. In common with many authors, I have tried to write the kind of
book that I would have liked to have learned from as an undergraduate. I
am convinced that functional analysis is a particularly beautiful and
elegant area of mathematics, and I have tried to convey my enthusiasm to
the reader.
In most universities, the courses covering the contents of this book are
given under the heading of Functional Analysis; the name Linear Analysis
has been chosen to emphasize that most of the material in on linear func-
tional analysis. Functional Analysis, in its wide sense, includes partial
differential equations, stochastic theory and non-commutative harmonic
analysis, but its core is the study of normed spaces, together with linear
functionals and operators on them. That core is the principal topic of this
volume.
Functional analysis was born around the turn of the century, and within
a few years, after an amazing burst of development, it was a well-
established major branch of mathematics. The early growth of functional
analysis was based on 19th century Italian function theory, and was given
a great impetus by the birth of Lebesgue's theory of integration. The
subject provided (and provides) a unifying framework for many areas:
Fourier Analysis, Differential Equations, Integral Equations, Approxima-
tion Theory, Complex Function Theory, Analytic Number Theory, Meas-
ure Theory, Stochastic Theory, and so on.
ix
x Preface
From the very beginning, functional analysis was an international sub-

ject, with the major contributions coming from Germany, Hungary,
Poland, England and Russia: Fisher, Hahn, Hilbert, Minkowski and
Radon from Germany, Fejér, Haar, von Neumann, Frigyes Riesz and
Marcel Riesz from Hungary, Banach, Mazur, Orlicz, Schauder, SierpiElski
and Steinhaus from Poland, Hardy and Littlewood from England, Gel-
fand, Krein and Milman from Russia. The abstract theory of normed
spaces was developed in the 1920s by Banach and others, and was
presented as a fully fledged theory in Banach's epoch-making monograph,
published in 1932.
The subject of Banach's classic is at the heart of our course; this
material is supplemented with a body of other fundamental results and
some pointers to more recent developments.
The theory presented in this book is best considered as the natural
continuation of a sound basic course in general topology. The reader
would benefit from familiarity with measure theory, but he will not be at a
great disadvantage if his knowledge of measure theory is somewhat shaky
or even non-existent. However, in order to fully appreciate the power of
the results, and, even more, the power of the point of view, it is advisable
to look at the connections with integration theory, differential equations,
harmonic analysis, approximation theory, and so on.
Our aim is to give a fast introduction to the core of linear analysis, with
emphasis on the many beautiful general results concerning abstract spaces.
An important feature of the book is the large collection of exercises, many
of which are testing, and some of which are quite difficult. An exercise
which is marked with a plus is thought to be particularly difficult. (Need-
less to say, the reader may not always agree with this value judgement.)
Anyone willing to attempt a fair number of the exercises should obtain a
thorough grounding in linear analysis.
To help the reader, definitions are occasionally repeated, various basic
facts are recalled, and there are reminders of the notation in several
places.
The third-year course in Cambridge contains well over half of the con-
tents of this book, but a lecturer wishing to go at a leisurely pace will find
enough material for two terms (or semesters). The exercises should cer-
tainly provide enough work for two busy terms.
There are many people who deserve my thanks in connection with this
book. Undergraduates over the years helped to shape the course;
numerous misprints were found by many undergraduates, including John
Longley, Gábor Megyesi, Anthony Quas, Alex Scott and Alan Stacey.
Preface xi
I am grateful to Dr Pete Casazza for his comments on the completed

manuscript. Finally, I am greatly indebted to Dr Imre Leader for having
suggested many improvements to the presentation.
Cambridge, May 1990 Bela Bollobás
For this second edition, I have taken the opportunity to correct a number of
errors and oversights. I am especially grateful to R. B. Burckel for providing
me with a list of errata.
B. B.
1. BASIC INEQUALITIES
The arsenal of an analyst is stocked with inequalities. In this chapter we

present briefly some of the simplest and most useful of these. It is an
indication of the size of the subject that, although our aims are very
modest, this chapter is rather long.
Perhaps the most basic inequality in analysis concerns the arithmetic
and geometric means; it is sometimes called the AM-GM inequality.
The arithmetic mean of a sequence a = (a1,. . , of n reals is
.
A(a) =
a is non-negative then the geometric mean is

/n \1/fl
G(a) = (II a.)
/
where the non-negative nth root is taken.
Theorem 1. The geometric mean of n non-negative reals does not
exceed their arithmetic mean: if a = (a1,. .. , then
G(a) A(a). (1)
Equality holds if a1 = =
Proof. This inequality has many simple proofs; the witty proof we shall
present was given by Augustin-Louis Cauchy in his Cours d'Analyse
(1821). (See Exercise I for another proof.) Let us note first that the
theorem holds for n = 2. Indeed,
(a1 —a2)2 = a?—2a1a2+a? 0;
1
2 Chapter 1: Basic inequalities
so
(a1+a2)2 4a1a2
with equality iff a1 = a2.
Suppose now that the theorem holds for n = m. We shall show that
it holds for n = 2m. Let a1 ,. . ,a,,,, b1 ,. . .
. be non-negative reals.
Then
.
— jj .am,
m m
— ai+...+am+bi+...+bm
2m
If equality holds then, by the induction hypothesis, we have a1 =
= tZm = b1 = = bm. This implies that the theorem holds when-
ever n is a power of 2.
Finally, suppose n is an arbitrary integer. Let
n<2k= N and a=
Set
a1 = a1 =
a1 a't,
with equality if a1 = = aN, in other words if a1 = = 0

In 1906 Jensen obtained some considerable extensions of the AM-GM
inequality. These extensions were based on the theory of convex func-
tions, founded by Jensen himself.
A subset D of a real vector space is convex if every convex linear
combination of a pair of points of D is in D, i.e. if x,y E D and
0 < t < I imply that tx + (1 — t)y E D. Note that if D is convex,
x1 ,... , E D, , > 0 and t1 = 1 then E D.
Chapter 1: Basic inequalities 3
Indeed, assuming that a convex linear combination of n — 1 points of D

is in D, we find that
and so
= ED.
Given a convex subset D of a real vector space, a function f: D —p
is said to be convex if
f(tx+(1—t)y) tf(x)+(1—t)f(y) (2)
whenever x,y E D and 0 < t < 1. We call f strictly convex if it is con-

vex and, moreover, f(tx+(1—t)y) = tf(x)+(1—t)f(y) and 0< t < I
imply that x = y. Thus f is strictly convex if strict inequality holds in
(2) whenever x y and 0 < I < 1. A function f is concave if —f is
convex and it is strictly concave if —f is strictly convex. Clearly, f is
convex 1ff the set {(x,y) E Dxli: y f(x)} is convex.
Furthermore, a function f: D R is convex (concave, ...) iff its res-
triction to every interval [a,b} = {ta+(1—t)b:0 t 1) in D is con-
vex (concave, ...). Rolle's theorem implies that if f: (a, b) —' R is dif-
ferentiable then f is convex if f' is increasing and f is concave if f' is
decreasing. In particular, if f is twice differentiable and f" 0 then f is
convex, while if f" 0 then j is concave. Also, if f" > 0 then f is
strictly convex and if f" < 0 then f is strictly concave.
The following simple result is often called Jensen's theorem; in spite
of its straightforward proof, the result has a great many applications.
Theorem 2. Let f: D — be a concave function. Then
tf(x1) (3)
whenever x1,... , E D, t1 ,. . . E (0, 1) and t, = 1. Further-
more, if f is strictly concave then equality holds in (3) if x1 = =
Proof. Let us apply induction on n. As for n = there is nothing to

1
prove and for n = 2 the assertions are immediate from the definitions,
let us assume that n 3 and the assertions hold for smaller values of n.
Suppose first that f is concave, and let
E (0,1) with
i = 2,...,n, set t = t1/(1—t1), so

that 1 = 1. Then, by
applying the induction hypothesis twice, first for n — 1 and then for 2, we
find that
t,f(x1) = t1f(x1) + (1—t1)
taxi)
f(t1x1 +
1=2 )
=I
If f is strictly concave, n 3 and not all x, are equal then we may

assume that not all of x2,. . . ,x,, are equal. But then
(1 —t1) < (1 t;xI);

1=2
so the inequality in (3) is strict. 0

It is very easy to recover the AM-GM inequality from Jensen's
theorem: logx is a strictly concave function from (0, to IL so for
a1,... ,
a
— loga1 log —,
which is equivalent to (1). In fact, if t1 ,. . . > 0 and t, = 1 then
t,logx1 log tx1, (4)
with equality if x1 = = giving the following extension of

Theorem 1.
Theorem 3. Let a1,.. 0 and ps,... > 0 with P1 = 1.
Then
af' p1a,, (5)
with equality if a1 = =
Proof. The assertion is trivial if some a, is 0; if each a is positive, the
assertion follows from (4). 0
The two sides of (5) can be viewed as two different means of the
sequence a1,... , a generalized geometric mean
and the right-hand side is a generalized arithmetic mean, with the vari-
ous terms and factors taken with different weights. In fact, it is rather
natural to define a further extension of these notions.
Let us fix P = 1: the will play the role of
weights or probabilities. Given a continuous and strictly monotonic
function (0, — R, the c-mean of a sequence a = (a1,. . . , a,,)
(a1 > 0) is defined as
Mç(a) =
Note that M, need not be rearrangement invariant: for a permutation ir

the c-mean of a sequence a1,... ,a,, need not equal the c-mean of the
sequence .. , a,,.(.,). Of course, if = = p,, = 1/n then every
c-mean is rearrangement invariant.
It is clear that
mm a M (a) max a,.
In particular, the mean of a constant sequence (a0,.. . , a0) is precisely

a0.
For which pairs and ifs are the means Mq, and M,,,, comparable?
More precisely, for which pairs q and i/i is it true that Mç(a)
for every sequence a = (a1,... ,a,,) (a1 > 0)? It may seem a little
surprising that Jensen's theorem enables us to give an exact answer to
these questions (see Exercise 31).
Theorem 4. Let Pi ,.. . ,p,, > 0 be fixed weights with p, = 1 and let
ifs: (0, P be continuous and strictly monotone functions, such
that is concave if ç is increasing and convex if is decreasing.
Then
Mq,(a)
for every sequence a = (a1,.. (a1> 0). If is strictly concave
(respectively, strictly convex) then equality holds 1ff a1 = =
Proof. Suppose that is increasing and is concave. Set b• =

and note that, by Jensen's theorem,
= =
\i=1 I
If - is strictly concave and not all a, are equal then the inequality
above is strict since not all b• are equal.
The case when is decreasing and is convex is proved analo-
gously. 0
When studying the various means of positive sequences, it is con-
vcnicnt to usc thc convention that a stands for a sequence (a1,...
b for a sequence (b1 ,. .. and so on; furthermore,
= = a+x = (XE
ab = (a1b1 abc =
and so on.
If p(t) = r (—cx <r < x, r 0) then one usuaLly writes Mr for Mc.
For r > 0 we define the mean M, for all non-negative sequences: if
a = (a1,... (a1 0) then
in \1/r
= p,af
=l
Note that if Pi = = p,, = 1/n then M1 is the usual arithmetic mean

A, M2 is the quadratic mean and M_1 is the harmonic mean. As an
immediate consequence of Theorem 4, we shall see that Mr is a continu-
ous monotone increasing function of r.
In fact, Mr(a) a natural extension from
has to the
whole of the extended real line [—oo, such that Mr(a) is a continuous
monotone increasing function. To be precise, put
= max a, M0(a) = H af.

Thus M0(a) is the weighted geometric mean of the a1. It is easily
checked that we have M,(a) = for all r r
Theorem 5. Let a = (a1,... be a sequence of positive numbers, not
all equal. Then Mr(a) is a continuous and strictly increasing function of
r on the extended real line r
Proof. It is clear that M,(a) is continuous on (—x,O)U(O,x). To

show that it is strictly increasing on this set, let us fix r and s, with
< r <s r 0 and s # 0. If 0 < r then ( is an increasing
function of t > 0, and is a concave function, and if r < 0 then t' is
decreasing and (i'S is convex. Hence, by Theorem 4, we have
<M5(a).
Let us write A(a) and G(a) for the weighted arithmetic and geometric
means of a = i.e. set
A(a) = M1(a) pa, and G(a) = M0(a) = II af.

=
To complete the proof of the theorem, all we have to do is to show
that
M,0(a) = lim Mr(a), = urn Mr(a), G(a) = limM,(a).
The proofs of the first two assertions are straightforward. Indeed, let
1 m n be such that am = Then for r > 0 we have
Mr(a) = pi/ra.
so am = Since Mr(a) for every r,
we have lim,....,. = as required. Also,
1)}
= him Mr(a I
= lim Mr(a).
final assertion, G(a) = lim,....0

The requires a little care. In
keeping with our conventions, for < r < (r 0) let us write
ar = (ar,. . . Then, clearly,
Mr(a) = A(a')".
Also, it is immediate that
urn (a[ — 1) = = log a

r—.oT
r
and so
lim!{A(a')_l} = logG(a). (6)

r—.O r
Since
logt (—1
for every t> 0, if r> 0 then

log G(a) = log G(a') log A(a') {A(a') — 1}.
Letting r 0, we see from (6) that the right-hand side tends to log G(a)
and so
lim logM,.(a) = urn logA(a') = logG(a),

r-4.Q+ r
implying
lim Mr(a) = G(a).
r-40+
Finally,
lim M,(a) = urn = G(a'Y' = G(a). 0
The most frequently used inequalities in functional analysis are
due to Holder, Minkowski, Cauchy and Schwarz. Recall that a
hermitian form on a complex vector space V is a function p: Vx V C
such that = Aç(x,z)+A.ç(y,z) and q'(y,x) = for all
x,y,z E V and A,p E C. (Thus = A
hermitian form is said to be positive if ç(x, x) is a positive real number
for alix E V(x 0).
Let ç(•,) be a positive hermitian form on a complex vector space V.

Then, given x,y E V, the value
ço(Ax+y,Ax+y) =
is real and non-negative for all A E C. For x 0, setting A =
we find that
ço(x,x)p(y,y)
and the same inequality holds, trivially, for x = 0 as weH. This is the
Cauchy—Schwarz inequality. In particular, as

n
ç(x,y)
1=1
is a positive hermitian form on C'1,

/ \1/2/ \I/2
x,p,
1=1 i—I i—I
and so
/ \1/2/ ,,
xy, ( I = 1y112
i—i \i=i / \:=1 / \i—1 / \i—1
(7)
Our next aim is to prove an extension of (7), namely Holder's ine-

quality.
Theorem 6. Suppose
p,q>1 and
11
—+—=1.
Then for complex numbers a1,. . . , a,,, b1,. . . , b,, we have
/ \i/,O/ \1/q
bk ( I ak I
' I ( I
(8)
k—i \k—1 I \k—1 I
with equality if all ak are 0 or = and akbk = e Iakbkl for

all k and some t and 0.
Proof. Given non-negative reals a and b, set x1 = a1', x2 =
Pt = I/p and P2 = 1/q. Then, by Theorem 3,
—+—, (9)
with equality if a1' =

HOlder's inequality is a short step away from here. Indeed, if
i) (± I i)
then by homogeneity we may assume that
IakI1' = 1.
k—i = k—i
But then, by (9),

+ q
)=_+._=1.
1 1
k=I
Furthermore, if equality holds then
Iak!° = IbkI" and Iakbkl,

= k=I
implying akbk = e Iakbk Conversely, it is immediate that under these
.
conditions we have equality in (8). 0

Note that if Mr denotes the rth mean with weights p, =
(I = 1,...,n) and for a = and b = we put
ab = al = and lbl =
then HOlder's inequality states that if p1 + q -' = 1 with p, q > 1, then
M1(labl) Mp(lal)Mq(lbt).
A minor change in the second half of the proof implies that (8) can be
extended to an inequality concerning the means M1, and Mq with
arbitrary weights (see Exercise 8).
Thc numbers p and q appearing in Holder's inequality are said to be
conjugate exponents (or conjugate indices). It is worth remembering that
the condition p = is the same as
1
(p—1)(q—1)= 1, (p—1)qp or (q—1)p=q.

Note that 2 is the only exponent which is its own conjugate. As we
remarked earlier, the special case p = q = 2 of Holder's inequality is
called the Cauchy—Schwarz inequality.
In fact, one calls I and conjugate exponents as well. HOlder's ine-
quality is essentially trivial for the pair
M1(labl)
with equality iff there is a 0 such that bk I = I) and akbk =
elakbkl whenever ak 0.
The next result, Minkowski's inequality, is also of fundamental
importance: in chapter 2 we shall use it to define the classical I,, spaces.
Theorem 7. Suppose 1 p < and a1,... are complex
numbers. Then
fn \l/P /n \l/P
I
\k=I / \k=1 /
with equality 1ff one of the following holds:

(1) allak are 0;
(ii) bk = tak for all k and some t 0;
(iii) p = 1 and, for each k, either = 0 or bk = Ikak for some k 0.
Proof. The assertion is obvious if p = 1 so let us suppose that

1 <p not all ak are 0 and not all bk are 0. Let q be the conju-
gate of p: p' + q -' = 1. Note that
ak+bkV Iak+bkV'Iakl + Iak+bkV'Ibk(.

k=1
Applying (8), HOlder's inequality, to the two sums on the right-hand

side with exponents q and p, we find that
1/q up up
IakV)
1\k=i \k=1
/ n \h/P / n
=( Iak+bkV) +(
\k=1 /
\k=1 /
we obtain (8). The case of equality follows from that in Holder's ine-
quality. 0
Minkowski's inequality is also essentially trivial for p = i.e. for the
M,, mean:
with equality if there is an index k such that ak I = a I),

IbkI and Iak+bkl = Iakl+IbkI.
The last two theorems are easily carried over from sequences to
integrable functions, either by rewriting the proofs, almost word for
word, or by approximating the functions by suitable step functions.
Readers unfamiliar with Lebesgue measure will lose nothing if they take
f and g to be piecewise continuous functions on [0, 1].
Theorem 8. (HOlder's inequality for functions) Let p and q be conju-

gate indices and let f and g be measurable complex-valued functions on
a measure space such that fl" and are integrable. Then
fg is integrable and
Jfg (f IV' d,.L)"'(f o

Theorem 9. (Minkowski's inequality for functions) Let I p < and
let f and g be measurable complex-valued functions on a measure space
(X, such that and IgI" are integrable. Then is integr-
able and
(I (Jlfv th)"'+(f IgI" th)11"
Exercises
All analysts spend half their time hunting through the
literature for inequalities which they want to use but can-
not prove.
Harald Bohr
1. Let = fx = (x1)7: x1 n and 0 for every c

(i) Show that g(x) = is bounded on
x, and attains its
supremum at some point z = E
A and x1 = minx, <x2 = maxx1. Set Yi =
Y2 = and = x1 for 3 i n. Show that y =
E and g(y) > g(x). Deduce that z = 1 for all i.
(iii) Deduce the AM-GM inequality.
2. Show that if c(': (a,b) — (c,d) and cc: (c,d) are convex func-
tions and cc is increasing then (coiIi)(x) = is convex.
3. Suppose that f: (a, b) —' (0, is such that log! is convex. Prove
that f is convex.
4. Let!: (a,b) (c,b) and cc: be such that and ç1of
convex. Show that f is convex.
are
5. Let {f,,: y E 1) be a family of convex functions on (a, b) such that
f(x) = f7(x) for every x E (a,b). Show that f(x) is
also convex.
6. Suppose that f: (0, 1) R is an infinitely differentiable strictly
convex function. Is it true that f"(x) > 0 for every x E (0, 1)?
7. Let p, q> I be conjugate exponents. By considering the areas of

the domains
= {(x,y): 0 x a and 0 y
and
prove inequality (8) and hence deduce HOlder's theorem. [Note

that (p—1)(q—1) = 1, so if y = xe'' thenx =
8. Prove the following form of HOlder's theorem for the means
In \1/r
Mr(a) M,((a1fl) = (
p,a[) (r > 0).
\i=I /
If p,q> 1 are conjugate exponents, that is = 1, and
(a1 ,.. • , and (b1 ,.. . , are complex sequences then
Mp(IaI)Mq(IbI),
with equality as in Theorem 6.

9. Deduce from the inequality in the previous exercise that if
a = (a1,. . , a,,) is a positive sequence, that is, a sequence of posi-
.
tive reals, not all equal, then Mr(a) is a strictly log-convex function
of r, i.e. is a strictly convex function of r.
10. Show that for a fixed positive sequence a, log Mi,r(a) is a mono-
tone decreasing convex function of r > 0, that is, if =
then
{Mp(a)Mq(a)}"2.
11. Show that Mi,r(a) is a monotone decreasing convex function of r.
12. Show thatif 0<q<p<r then
/ I, \(r—p)/(r—q)/ ,, \(p—q)/(r—q)
(
i=1 /
for all positive reals
13. Deduce from the previous exercise that if 0 < q <p < r and
f(x) > 0 is continuous on (a, b) (or just measurable) then
b b (r—p)/fr—q) b (p—q)/fr—q)
frth)
ía (L
14. Show that if p,q,r >0 are such that = then

Mp(a)Mq(b)
for all positive sequences a = (a1,... and b = (b1,.. .

Prove also that if p. q, r, s > 0 are such that + q1 + r1 =
then
M5(abc) M,,(a) Mq(b) Mr(C)
for all non-negative sequences a, b and c.

State and prove the analogous inequality for k sequences.
15. Let a and b be positive sequences. Show that if r < 0 <s < f and
= then
M,(ab) Mjrfr4) M5(b).
Deduce that if 0 < r < 1 then

+ b) Mr(a) + Mr(b).
16. Let Pp,q(x,y) = (x,y 0). Show that Ppq is concave 1ff
p,q I and (p— 1)(q— 1) 1 and that it is convex iffp,q 1 and
(p—1)(q—1) 1.
17. Deduce from the result in the previous exercise that M1(ab) and
Mq(b) are comparable if (p — 1)(q — 1) 1. To be precise, if
p,q >1 and (p—1)(q—I) 1 then
Mp(a)Mq(b)
and if p,q < I and (p—1)(q—1) 1 then
M1(a) Mp(a)Mq(b).
18. = isa decreasing func-
tion of x 0 and tends to M1(a) as x Show also that if
r 1 then M,(a + x) — x is an increasing function of x 0 and it
also tends to Mi(a) as x —*
19. Prove that if r> 1, a > 0 and a 1 then
aT—1 > r(a—1)
and
a—i
r
Deduce that if a, b > 0 and a b then
<ar_br < ra''(a—b)

if r< 0 or r> 1, and that the reverse inequalities hold if
0<r<1.
20. Prove Chebyshev's inequality: if r> 0, 0 < a2
and
Mr(0)
unless all the a1 or all the b are equal. Prove also that the me-
quality is reversed if a = is monotone increasing and b =
is monotone decreasing. [HINT: Note first that it suffices to
prove the result for r = 1. For r = 1 the difference of the two
sides is —
21. For ar,... ,a,, > 0 a2) let Irk be the arithmetic mean of the
of the form
products a (1 i1 < <1k n). Show
that the sequence ir0, . . , ii,, is strictly log-concave:
for all k (1 n—i). [HINT: Apply induction on n. For

k
n= 2 the assertion is just the AM-GM inequality for two terms.
Now let n 3 and denote by ir the appropriate average for
Ot,... Check that
and deduce that for

=
A < B < C< -ire

22. Deduce from the inequality in the previous exercise the following
considerable extension of the AM-GM inequality, already known
to Newton: if a1,..., a,, are positive, n 2 and a1 a2 then
> ... > ir,1l/n.
23. Let f: R be a strictly convex function with f(0) 0. Prove
that if a1 ,. . . , a,,, 0 and at least two a are non-zero then
f(a,) as).
24. Let f: (0, — (0, be a monotone increasing function such that

f(x) /x2 is monotone decreasing. For a, b > 0 set
f(a,b) = and g(a,b) =
Prove that if a,, b, > 0 then

\2 \ \fn
ab,) (
b.))( g(a1, b,)) (
b,2
\i=1 / \i=i / \i=i / \i=1 / \i=i
25. Prove that if f,g: satisfy (*) for all a,b1 > 0
then they are of the form given in the previous exercise.
26. Show that
abi) + b.2)
a,2+b12
(± a12)(± b?)
for all real a , b with a? + b? > 0.

27. Let b1 , b2,. .. , be a rearrangement of the positive numbers
a1,a2,. . . Prove that
n
28. Let f(x) 0 be a convex function. Prove that
fdx.
Show that is best possible.

29. Let f: [0, a] —+ R be a continuously differentiable function satisfy-
ing f(0) = 0. Prove the following inequality due to G. H. Hardy:
{f'(x)}2 dx.
[HINT: Note that

— 1/211(x) \' f(x)
f(x)—x
and so
(f(x))2(f(x)yf(x)]
30. Show that Theorem 4 characterizes comparable means, i.e. if

M4,(a) for all a = (a1)7 (a, > 0) then is concave if q
is increasing and convex if is decreasing.
31. In a paper the authors claimed that if 0 for k = 1,2,. . ., n then
x," x1 (2x2 — x1) (3x3 — 2x2). . . (n — 1) i).

Show that this is indeed true if 2x2 x1, 3x3 2x2,. . ., (n — 1)
x1_ 1' and equality holds if and only ifx1 = ... = Show also that the
inequality need not hold if any of the n —1 inequalities kxk (k — 1)
Xk_I fails.
Notes
The foundation of the theory of convex functions is due to J. L. W. V.

Jensen, Sur les fonctions convexes et les inégalites entre les valeurs moy-
ennes, Acta Mathematica, 30 (1906), 175—93. Much of this chapter is
based on the famous book of G. H. Hardy, J. E. Littlewood and G.
Polya, Inequalities, Cambridge University Press, First edition 1934,
Second edition 1952, reprinted 1978, xii + 324 pp. This classic is still in
print, and although its notation is slightly old-fashioned, it is well worth
reading.
Other good books on inequalities are D. S. Mitrinovic, Analytic me-
qualities, Springer-Verlag, Berlin and New York, 1970, xii + 400 pp.,
and A. W. Marshall and I. 01km, inequalities: Theory of Majorization
and Its Applications, Academic Press, New York, 1979, xx + 569 pp.
2. NORMED SPACES AND BOUNDED
LINEAR OPERATORS
In this long chapter we shall introduce the main objects studied in linear
analysis: normed spaces and linear operators. Many of the normed
spaces encountered in practice are spaces of functions (in particular,
functions on i.e. sequences), and the operators are often defined in
terms of derivatives and integrals, but we shall concentrate on the
notions defined in abstract terms.
As so often happens when starting a new area in mathematics, the
ratio of theorems to definitions is rather low in this chapter. However,
the reader familiar with elementary linear algebra and the rudiments of
the theory of metric spaces is unlikely to find it heavy going because the
concepts to be introduced here are only slight extensions of various con-
cepts arising in those areas. Moreover, the relatively barren patch is
rather small: as we shall see, even the basic definitions lead to fascinat-
ing questions.
A normed space is a pair (V, fl), where V is a vector space over
or C and is a function from V to = {r E r O} satisfying
(I) Dxli = 0 iff x = 0;
(ii) liAxD = iA lxii for all x E V and scalar A;
(iii) lxii + for all x,y E V.
We call lixii the norm of the vector x: it is the natural generalization
of the length of a vector in the Euclidean spaces or C's. Condition
(iii) is the triangle inequality: in a triangle a side is no longer than the
sum of the lengths of the other two sides.
In most cases the scalar field may be taken to be either R or C, even
when, for the sake of simplicity, we specify one or the other. If we
want to emphasize that the ground field is C, say, then we write 'com-
plex normed space', 'complex 1,, space', 'complex Banach space', etc.
18
Chapter 2: Normed spaces and bounded linear operators
Furthermore, unless there is some danger of confusion, we shall identify

a normed space X = (V. with its underlying vector space V, and
call the vectors in V the points or vectors of X. Thus x E X means that
x is a point of X, i.e. a vector in V. We also say that is a norm on
x.
Every normed space is a metric space and so a topological space, and
we shall often make use of some basic results of general topology.
Although this book is aimed at the reader who has encountered metric
spaces and topological spaces before, we shall review some of the
basic concepts of general topology. A metric space is a pair (X, d),
where X is a set and d is a function from Xx X into = [0, oo) such
that (i) d(x,y) = 0 if x = y, (ii) d(x,y) = d(y,x) for all x,y C X and
(iii) d(x, z) d(x, y) + d(y, z) for all x, y, z C X. We call d(x, y) the dis-
tance between x and y; the function d is a metric on X. Condition (iii)
is again the triangle Inequality.
A topology r on a set X is a collection of subsets of X such that (i)
0 C r and X E r, (ii) is closed under arbitrary unions: if U,, E i for
v C I' then U,, U,, C i, and (iii) r is closed under finite intersec-
tion: if U1 ,..., U1,, r then U1 C r. The elements of the collec-
tion r are said to be open (in the topology r). A topological space is a
pair (X, 'r), where X is a set and r is a topology on X. If it is clear that
the topology we take is r then we do not mention r explicitly and we
call X a topological space.
If Y is a subset (also called a subspace) of a topological space (X, r)
then {Yfl U: U C r} is a topology on Y, called the subspace topology or
the topology induced by r. In most cases every subset Y is considered
to be endowed with the subspace topology.
Given a topological space X, a set N C X is said to be a neighbour-
hood of a point x E X if there is an open set U such that x C U C N.
A subset of X is closed if its complement is open. Since the intersection
of a collection of closed sets is closed, every subset A of X is contained
in a unique minimal closed set A = {x C X: every neighbourhood of x
meets A}, called the closure of A.
It is often convenient to specify a topology by giving a basis for it.
Given a topological space (X, r), a basis for r is a collection a of subsets
of X such that a C r and every set in r is a union of sets from a.
Clearly, if a C i.e. is a family of subsets of X, then a is a basis
for a topology if
(i) every point of X is in some element of a;
(ii) if B1 , B2 E a then B1 fl B2 is a union of some sets from a.
20 Chapter 2: Normed spaces and bounded linear operators
A neighbourhood base at a point x0 is a collection v of neighourhoods

of x0 such that every neighbourhood of x0 contains a member of v.
There are numerous ways of constructing new topological spaces from
old ones; let us mention here the possibility of taking products, to be
studied in some detail in Chapter 8. Let (X,o) and (Y,i) be topological
spaces. The product topology on Xx Y = {(x, y): x E X, y E Y} is the
topology with basis {Ux V: U E o, V r}. Thus a set W C Xx Y is
open if for every (x,y) E W there are open sets U C X and V C Y
such that (x,y) E UXV C W.
If d is a metric on X then the open balls
D(x, r) = [y E X: d(x, y) <r} (x E X, r> 0)
form a basis for a topology. This topology is said to be defined or
induced by the metric d; we also call it the topology of the metric space.
Not every topology is induced by a metric; for example,
= {U C R: U = 0 or the complement R\U of U is countable}
is a topology on IR and it is easily seen that it is not induced by any
metric.
Given topological spaces (Xj,r1) and (X2,r2), a map f: X1 —+ X2 is
said to be continuous if C for every U E r2, i.e. if the inverse
image of every open set is open.
A bijection f from X1 to X2 such that both f and are continuous
is said to be a homeomorphism; furthermore, (X1 ,r1) and (X2,r2) are
said to be homeomorphic if there is a homeomorphism from X1 to X2.
A sequence in a topological space (X, r) is said to be convergent
to a point x0 C X, denoted —p x0 or = x0, if for every
neighbourhood N of x0 there is an n0 such that C N whenever
n n0. Writing S for the subspace {n': n = 1,2,.. .}u{0} of R with
the Euclidean topology, we see that x,, = x0 iff the map
f: S —' X, given by f(n = and f(0) = x0 is continuous.
The topology of a metric space is determined by its convergent
sequences. Indeed, a subset of a metric space is closed iff it contains
the limits of its convergent sequences.
If a and i are topologies on a set X and a C r then a is said to be
weaker (or coarser) than and r is said to be stronger (or finer) than a.
Thus a- is weaker than i- iff the formal identity map (X, r) (X, a) is
continuous.
The topological spaces occuring in linear analysis are almost always
Hausdorff spaces, and we often consider compact Hausdorif spaces. A
Chapter 2: Normed spaces and bounded linear operators 21
topology r on a set X is a Hausdorff topology if for any two points

x,y E X there are disjoint open sets and U,, such that x E U, and
y E Ui,. A topological space (X, r) is compact if every open cover has a
finite subcover, i.e. if whenever X = U,,E:f. where each U,, is an
open set, then X U,,EF U,, for some finite subset F of r. A subset A
of a topological space (X, r) is said to be compact if the topology on A
induced by r is compact. Every closed subset of a compact space is
compact, and in a compact Hausdorff space a set is compact 1ff it is
closed.
It is immediate that if K is a compact space and f: K —÷ R is continu-
ous then f is bounded and attains its supremum on K. Indeed, if we
hadf(x) <s = sup{f(y): yE K}for every XE K then
U E K: f(x) <r}
r<s
would be an open cover of K without a finite subcover.
Every normed space X is a metric space with the induced metric
d(x,y) = lix—yll. Conversely, given a metric d on a vector space X,
setting lixil = d(x,O) defines a norm on X 1ff d(x,y) = d(x+z,y+z) and
d(Ax,Ay) = AId(x,y) for all x,y,z X and scalar A. The induced
metric in turn, defines a topology on X, the norm topology. We shall
always freely consider a normed space as a metric space with the
induced metric and a topological space with the induced topology, and
we shall use the corresponding terminology.
Let X be a normed space. By a subspace of X we mean a linear sub-
space Y of the underlying vector space, endowed with the norm on X
(to be pedantic, with the restriction of the norm to Y). A subspace is
closed if it is closed in the norm topology. Given a set Z C X, the sub-
space spanned by Z is
linZ : Zk C Z, Ak scalar, n = 1,2,..

=
it is called the linear span of Z and it is the minimal subspace containing
z.
A normed space is complete if it is complete as a metric space, i.e.
if every Cauchy sequence is convergent: if C X is such that
d(xn,xm) = —* 0 as min{n,m} then converges to
some point x0 in X (i.e. = —' 0). A complete
normed space is called a Banach space. It is easily seen that a subset of
a complete metric space is complete 1ff it is closed; thus a subspace of a
Banach space is complete if it is closed.
A metric space is separable if it contains a countable dense set, i.e. a

countable set whose closure is the whole space. A normed space is
separable if as a metric space it is separable. Most normed spaces we
shall consider are separable.
Given a normed space X, the unit sphere of X is
S(X) = {x E X: lixil = 1}
and the (closed) unit ball is

B(X) = {x E X: lxii IL
More generally, the sphere of radius r about a point x0 (or centre x0) is
= S(x0,r) = {x E X: iix—xoiI = r}
and the (closed) ball of radius r about x0 (or centre x0) is
= B(x(}. r) = {x E X: lix —xoli r}.
Occasionally we shall need the open ball of radius r and centre x0.
= D(x0, r) = {x E X: lix —xoii < r}.

Note that the sets x + tB(X) (t > 0) form a neighbourhood base at the
point x.
The definition of the norm implies that Br(X0) is closed, is
open, and for r> 0 the interior of is IfltBr(Xü) = Dr(X0). The
closure of is Dr(Xø) = Br(XO). Furthermore, the boundary
äBr(Xø) of is the sphere Sr(X0).
The definition also implies that if X is a normed space then the map
Xx X —p X given by (x, y) '—f x + y is uniformly continuous. Similarly,
the map —, X (or CXX X) given by (A,x) Ax is continuous.
Note that the norm function fi from X to
.
is also Continuous.
Let us give a host of examples of normed spaces. Most of these are
important spaces, whilc some othcrs are presented only to illustrate the
definitions. The vector spaces we take are vector spaces of sequences or
functions with pointwise addition and multiplication: if x = and
y= then Ax +/i.y = (Ax, if f = f(t) and g = g(t) are func-
tions then = Af(t)
the examples below, and throughout the book, various sets are
In
often assumed to be non-empty when the definitions would not make
sense otherwise. Thus S 0 in (ii), T 0 in (iii), and so on.
Examples 1. (i) The n-dimensional Euclidean space: the vector space is

or C" and the norm is
In \1/2
lixil =
\=i
(
/
where x= (x1 ,.. . ,x,,). The former is a real Euclidean space, the latter
is a complex one.
(ii) Let S be any set and let be the vector space of all bounded
scalar-valued functions on S. For f E let
Ilfil = suplf(s)I.
sES
This norm is the uniform or supremum norm.
(iii) Let L be a topological space, let X = C(L) be the vector space
of all bounded continuous functions on L and set, as in example (ii),
Ilfil = supjf(OI.
tEL
(iv) This is a special, but very important, case of the previous example.
Let K be a compact Hausdorff space and let C(K) be the space of con-
tinuous functions on K, with the supremum norm
IlfO = = : x E K}.
Since K is compact, If(x) is bounded on K and attains its supremum.
(v) Let X be R" or C" and set
IIxII Ix,
=
This is the space li"; the norm is the l1-norm.
Also,
= max IxaI
is a norm, the the space it gives is lx".

(vi) Let 1 p For x = (x1,. . . ,x,,) 1k" (or C") put
IIXIIp kkl.0).
=
This defines the space l,' (real or complex); the norm is the
The notation is consistent with that in example (v) for li" and also, in a
natural way, with that for (see Exercise 6). Note that I"' is exactly
the n-dimensional Euclidean space.
(vii) Let X consist of all Continuous real-valued functions f(t) on

that vanish outside a finite interval, and put
If(t)I dt.
= j-
(viii) Let X consist of all continuous complex-valued functions on
[0,1] and forfE Xput
\1/2
/ rl
If(t)12 dt
11f112 = I j
\0
(ix) For 1 p< the space i,, consists of all scalar sequences
x = (x1,x2,...) for which
\I/P
\i=1 /
The norm of an element x is
i/p
IIXIIp
=
The space consists of all bounded scalar sequences with
= sup 1x11
and Co is the space of all scalar sequences tending to 0, with the same
norm As remarked earlier, we have both real and complex forms
of these spaces.
(x) For I p the space 1) consists of those Lebesgue
measurable functions on [0, 1] for which
/ \iIP
= (j d:}
/
Note that L1(0, 1) is precisely the space of integrable functions.
Strictly speaking, a point of 1) is an equivalence class of func-
tions, two functions being equivalent if they agree almost everywhere.
Putting it another way, fi and f2 are equivalent (and so are considered
to be identical) if = 0.
(xi) By analogy with the previous examples, the astute reader will
guess that L(0, 1) Consists of all essentially bounded Lebesgue measur-
able functions on [0, 11, i.e. those functions f for which
= esssuplf(t)I
Recall that the essential supremum esssuplf(r)I is defined as
S C [0, 1] and [0, 1]\S has measure 0}

= inf{a: the set {t: 11(1)1 > a) has measure 0},
where f IS is the restriction off to S and so

= s 5).
Once again, strictly speaking 1) consists of equivalence classes of

functions bounded on [0, 1].
(xii) Lc,(a,co), etc., are defined similarly to
the spaces in (x) and (xi). Of these, once again, the Hubert spaces
etc., are the most important.
(xiii) Let 1) consist of the functions f(t) on (0, 1) having n con-
tinuous and bounded derivatives, with norm
iiiii = sup{± 0< t

<
(xiv) Let X consist of all polynomials
f(t)
k=O
of degree at most n, with norm
Ilfil (k+1)lckI.
=
(xv) Let X be the space of bounded continuous functions on (—1, 1)
which are differentiable at 0, with norm
If'(O)I + 'gIfWI.
(xvi) Let X consist of all finite trigonometric polynomials
f(t) cke, (n = 1,2,...)

= k—n
with norm
1/2
11111 = ( ICkI
—n
(xvii) Let V be a real vector space with basis (e1,e2), and for x E V
define
+ e2)
lixil = inf1iai + lbI + id: a,b,c E and x = ae1+be2+
(xviii) Let V be as in (xvii) and set
114
c(e1 +e2)+d(e1 —e2)

andx = ae1+be2+
(xix) Let V be an n-dimensional real vector space and let

V1 , L'2,. . . , be vectors spanning V. For x E V define
lxii = Ic1 I: c, E and x = c.vl}.
Let us prove that the examples above are indeed normed spaces, i.e.
that the underlying spaces are vector spaces and the functions U ii satisfy
conditions (i)—(iii). It is obvious that conditions (i) and (ii) are satisfied
in each example so we have to check only (iii), the triangle inequality.
Then it will also be clear that the underlying space is a vector space.
Furthermore, the triangle inequality is obvious in examples (ii)—(v),
(vii), (xi) and (xii)—(xv). In the rest, with the exception of the last
three examples, the triangle inequality is precisely Minkowski's inequal-
ity in one of its many guises. Thus Theorem 1.7 (Minkowski's inequal-
ity for sequences) is just the triangle inequality in 1:
ilx+ylip IIxIlp+Ilyllp (1)
whenever x,y 1,?; this clearly implies the analogous inequality in

Theorem 1.9 (Minkowski's inequality for functions) is precisely the tri-
angle inequality in 1):
llflip + (2)
whenever f, g E 1), etc. In turn, the triangle inequality implies

that the underlying spaces are indeed vector spaces.
Examples (xvii)—(xix) are rather similar, with (xix) being the most
general case; we leave the proof to the reader (Exercise 7). 0
The spaces I,, (1 p oo) are the simplest classical sequence spaces,
and the spaces C(K) and 1) (1 p are the simplest classical
function spaces. These spaces have been extensively studied for over
eighty years: much is known about them but, in spite of all this atten-
tion, many important questions concerning them are waiting to be set-
tled. In many ways, the most pleasant and most important of all
infinite-dimensional Banach spaces is '2' the space of square-summable
sequences. This space is the canonical example of a Hilberi space.
Similarly, of the finite-dimensional normed spaces, the space 1$ is cen-
tral: this is the n-dimensional Euclidean space.
The spaces in Examples (i)—(vi), (ix)—(xiv) and (xvii)—(xix) are com-
plete, the others are incomplete. Some of these are easily seen, we
shall see the others later. -
Let us remark that if X is a normed space then its completion X as a
metric space has a natural vector space structure and a natural norm.
Thus every normed space is a dense subspace of a Banach space. We
shall expand on this later in this chapter.
Having mentioned the more concise formulations of Minkowski's ine-
quality (inequalities (1) and (2)), let us draw attention to the analogous
formulations of Holder's inequality. Suppose p and q are conjugate
indices, with p 1 and q = permitted. If x = E I,, and
Y= E then
kkYkl iiXiipiiYiiq.
k=1
Similarly, 1ff E 1) and g E Lq(O, 1) then fg is integrable and
ilfgiii lfgj th lifilpiigiiq.

=
It is easy to describe the general form of a norm on a vector space V
in terms of its open unit ball. Let X = (V, fi) be a normed space and
fi
let D = {x E V: lxii < 1) be the open unit ball. Clearly is deter-

Ii
mined by D: if x 0 then lxii = inf{t: t > 0, x E :D}.

The set D has the following properties;
(1) if x,y E D and IAI+ E
(ii) if x C D then x+€D C D for some e = E(x) > 0;
(iii) for x V (x 0) there are non-zero scalars A and such that
Ax C D and
D satisfying (i) is said to be absolutely convex: this property is a
consequence of the triangle inequality. Property (ii) follows from the
fact that D is an open ball, while (iii) holds since Dxli < for every x
and = 0 1ff y = 0.
Conversely, if D C V satisfies (i)—(iii) then

q(x) = inf{z: :> 0, x E :D}
defines a norm on V, and in this norm D is the open unit ball. The
function q(x) is the Minkowski functional determined by D. Note that
in conditions (i)—(iii) we do not assume any topology on V.
When studying normed spaces, it is often useful to adopt a geometric
point of view and examine the geometry, i.e. the 'shape', of the unit ball.
Much of the material presented in this book concerns linear function-
als and linear operators. Let X and V be normed spaces over the same
ground field. A linear operator from X to Y is a linear map between the
underlying vector spaces, i.e. a map T: X Y such that
T(A1x1+A2x2) = A1T(x1)+A2T(x2)
for all x1,x2 E X and scalars A1 and A2. The vector space of linear
operators from X to Y is denoted by Y). The image of T is
Im T = {Tx: x E X} and the kernel of T is Ker T = {x: Tx = 0}.
Clearly Ker T is a subspace of X and Im T is a subspace of V. Further-
more, T is a vector-space isomorphism if Ker T = {0} and Im T = V.
A linear operator T E £e(X, Y) is bounded if there is an N> 0 such
that
IITxII NIIxII for all x E X.
We shall write Y) for the set of bounded linear operators from X
to Y; = X) is the set of bounded linear operators on X.
Clearly Y) is a vector space. The operators in Y)
are said to be unbounded. A linear functional on X is a linear operator
from X into the scalar field. We write X' for the space of linear func-
tionals on X, and X* for the vector space of bounded linear functionals
on X. It is often convenient to use the bracket notation for the value
of a functional on an element: for x EX and f€X' we set <f,x> =
(x,f) = f(x). This is in keeping with the fact that the map XXX' R
(or C) given by (x, f) f(x) is bilinear.
Theorem 2. Let X and Y be normed spaces and let T: X—+ V be a
linear operator. Then the following conditions are equivalent:
(1) T is continuous (as a map of the topological space X into the topo-
logical space Y);
(ii) T is continuous at some point x0 E X;
(iii) T is bounded.
Proof. The implication (1) (ii) is trivial.

(ii) (iii). Suppose T is continuous at x0. Since Tx0+ B(Y) is a
neighbourhood of T(x0), there is a 6 > 0 such that
x x0+y x0 + ÔB(X) Tx = Tx0 + Ty E Tx0+ B(Y).
Hence & implies IITyII 1and so IITzD for all z.
(iii) (i). Suppose lITxII NIIxII for all x E X. Then if lix—yll <
we have IITx— Tyll <€. 0
Two normed spaces X and Y are said to be isomorphic if there is a
Linear map T: X Y which is a topological isomorphism (i.e. a
bomeomorphism). We call X and Y isometrically isomorphic if there is
a linear isometry from X to Y, i.e. if there is a bijective operator
TE Y) such that T' E and IITxII = IIxII for all x X.
Two norms, and 112' on the same vector space V are said to be
11
equivalent if they induce the same topology on V, i.e. if the formal iden-
tity map from X1 = (V, to X2 = (V, 1112) is a topological isomor-
phism. As an immediate consequence of Theorem 2, we see that if a
linear map is a topological isomorphism then both the map and its
inverse are bounded.
Corollary 3. Let X and Y be normed spaces and let T E Y). Then
T is a topological isomorphism if T E Y) and T' E X).
Two norms, and V on the same vector space V are equivalent
if there are constants c, d> 0 such that
dlxii dIixiI i
for all x E V.
It is immediate that equivalence of norms is indeed an equivalence

relation, and Corollary 3 implies that if a normed space is complete then
it is also complete in every equivalent norm.
The equivalence of norms has an intuitive geometrical interpretation
in terms of the (open or closed) unit balls of the normed spaces. Let
II. and fl lb be norms on V, with closed unit balls B1 and B2. Then
and 112 are equivalent if and only if B2 C cB1 and B1 C dB2 for
some constants c and d. Indeed, these relations hold if and only if

lxiii ciIxiI2 and iixIi2 dlixiJj for all x E V.
It is clear that Y) and Xt are vector spaces: Y) is a sub-
space of Y) and X* is a subspace of R). In fact, they are also
normed spaces with a natural norm. The operator norm or simply norm
on Y) is given by
11111 = inf{N>O: liTx!i Niixii for alix E X} = sup{iiTxIi: ilxii 1}.
Although this gives us the definition of the norm of a bounded linear

functional as well, let us spell it out: the norm of f E is
11111 = inf{N > 0: f(x)I NIIXII for all xE X} = sup{If(x)l: IIxU 1).
Note that in these definitions the infimum is attained so

Ii
Txfl II lxii and 11(x) I lifli lixil for all x.
The terminology is justified by the following simple result.
Theorem 4. The function fl defined above, is a norm on Y). If
Y is complete then so is Y). In particular, is a complete
normed space.
Proof. Only the second assertion needs proof. Let be a Cauchy
sequence in Y). Then is a Cauchy sequence in Y for every
xE Xand so there is a uniquey E Ysuch that T,1x—*y. Set Tx = y.
To complete the proof, all we have to check is that T E Y) and
Given x1 , x2 E X and scalars and A2, we have

T(A1x1+A2x2) = tim
lim lim
TE Y).
Furthermore, given e > 0, there is an n0 such that ii — ii <€ if
n,m Then for x C X and m n0 we have
=
= iihm(Tn—Tm)xIi
eiixiI.
Theref ore
€IIxIl (C + TmII)
and so T E Y). Finally, from the same inequality we find that

0
If we extend the operator norm to the whole of Y) by putting

= sup{I!TxII: lixil 1} = unbounded
for operator,
an then
Y) consists of the operators in Y) having finite norm.
The Banach space is called the dual of X. For T E Y) and
g E r define a function rg: X (or C) by
(rg) (x) = g(Tx).
Then rg is a linear functional on X and r: Y* X* is easily seen to

be a linear map, Furthermore, T* is not only in but is,
fact, a bounded linear operator since
=
so that
Irgil IITU and iirii liii.
The operator T* is the adjoin: of T. In fact, as we shall see later
(Theorem 3.9), ijrii = liii.
definition of the adjoint looks even more natural in the bracket
The
notation: rg is the linear functional satisfying
(rg,x) = (g,Tx).
Given maps T: X Y and S: Y —' Z, we can compose them: the
map ST: X—' Z is given by (ST)(x) = (SOT)(x) = S(T(x)). IfS and T
are linear then so is ST; if they are bounded linear operators then so is
ST.
Theorem 5. Let X, V and Z be normed spaces and let T€ (X, F),
S (F', Z). Then ST: X —' Z is bounded linear operator and
1ISTII ilSPlilllI.
In particular, = X) is closed under multiplication (i.e. under

the composition of operators).
Proof. Clearly
ll(ST)(x) II = IIS(Tx) ilTxlI ilSllil TII xli. 0

The last result shows that if X is a Banach space then is a unital

Banach algebra: it is an algebra with a unit (identity element) which is
also a Banach space, such that the identity has norm 1 and the norm of
the product of two elements is at most the product of their norms.
Examples 6. (i) Define T: by putting
where 1 = min{n,m}.
Then T E and TO = 1.
(ii) If A is any endomorphism of R" then A E 1) for all p and
q (1 p,q
(iii) Define S E by
Sx = (O,x1,x2,...).
This is the right shift operator.
The left shift T E is defined by
Tx = (x2,x3,...).
Clearly S is an injection but not a surjection, T is a surjection but not
an injection, IISII = 11Th = 1, and TS = 1 (the identity operator) but
1: KerST= {(x1,O,...):x1 E R}.
(iv) Let = 1) be the normed space of functions on (0, 1)
with k continuous and bounded derivatives, as in Examples 1 (xiii). Let
D: —p C°" be the differentiation operator: Df = f'. Then
ODD = 1.
(v) Let T: be the formal identity map Tf = f. Then
11111 = 1.
(vi) In order to define linear functionals on function spaces, let us

introduce the following notation. Given sequences x = (Xk)° and
y= let (x,y) = and let
xy E then (x,y) is well defined.
Inequality (3), i.e. HOlder's inequality for sequences, can now be res-
tated once again in the following concise form: if p and q are conjugate
indices, with 1 E I,,, andy E 'q' thenxy El1 and
(5)
Inequality (5) implies that for y E the function = (x,y) is a

bounded linear functional on 1,, and hIYIIq• In fact, =
and for 1 p < x the correspondence y is a linear isometry which
identifies with i (see Exercise 1 of the next chapter). The dual of
contains as a rather small subspace (L and are not separable but

is); however, is the dual of c0, the closed subspace of L consisting of
sequences tending to 0 (again, see Exercise I of the next chapter).
(vii) Let p and q be conjugate indices and g E Lq(O, 1). Define, for
fE
40gW fg
=
Then, by Holder's inequality (4), is a bounded linear functional on
and 1140gI1 IIgIIq. In fact, 1I40g11 = IIgIIq' and for 1 the
correspondence g is a linear isometry which identifies Lq(O, 1) With
1)*.
(viii) Let C[O, 1] be the space of continuous functions with the
supremum norm: Ilfil = = max{If(t)I: 0 t 1}. Let 0 1
and define CEO, 1] R by = 1(b). Then is a bounded

linear functional of norm 1.
(ix) Let X be the subspace of CEO, 1] consisting of differentiable func-
tions With continuous derivative. Then D: X C[O, 1], defined by
Df = f', is an unbounded linear operator.
(x) Let V be the vector space of all scalar sequences x = (Xk with
finitely many non-zero terms. Set = (V, where
\l/P
/
and
IIxIL, = max{IxkI: 1 k <
For 1 r,s let Trs: Xr be the formal identity map: TrsX =
x. Then is a linear operator for all r and s. If 1 r s then
T,5 is bounded: in fact, = 1, but if r > s then is unbounded
(see Exercise 27). 0
As promised earlier in the chapter, let us say a few words about com-
pletions. Every metric space has a unique completion, and if the metric
is induced by a norm then this completion is a normed space. Before
examining the completion of a normed space, let us review briefly the
basic facts about the completion of a metric space. -
A metric space X is said to be the completion of a metric space X if X
is complete and X is a dense subset of X. (A subset A of a topological
space T is dense if its closure is the whole of T.) The completion is
unique in the sense that if X is a dense subset of the complete metric

spaces Y and Z then there is a unique continuous map q: Y Z whose
restriction to X is the identity, and this map is an isometry onto Z. This
is easily seen since if y E Y then y is the limit (in Y) of a sequence
C X. Then is a Cauchy sequence in Z and so it has a limit
z Z. Since ç is required to be continuous, we must have = z
and so ç, if it exists, is unique. On the other hand, if we define a map
Y Z by setting ç(y) = z, then this map is clearly an isometry
from Y onto Z.
The completion of a metric space is defined by taking equivalence
classes of Cauchy sequences. To be precise, given a metric space X, let
[X] be the set of Cauchy sequences of points of X:
[X] = E X, lim sup d(Xn,Xm) = O}.
fl—.x m
Define an equivalence relation on [X] by setting —

0, and let X = [X]/— be the collection of equivalence
classes with respect to —. For 1,9 E X set
d(i,j) =
where E I and E 9. It is immediate that d: XxX [0, is
well defined, i.e. that is independent of the representa-
tives chosen. Furthermore, if C I, 9 and i then
d(i, 1) = lim lim , + ,
= d(i,9)+d(9,i).
Finally, = 0, and if d(i,9) = 0 then so that
x = y. -
metric space (X,d) is complete. Indeed, let
The be a Cauchy
sequence in Xand let 1(k) (k = 1,2,...). Let be such that
<2-k if n,m
Set Xk = It is easily checked that C [X] and that 1(k) tends to

the equivalence class of tbe sequence (Xk
Writing [x] for the equivalence class of the constant sequence
x,x,..., we find that the map X—* X, given by x [x], is an isometry.
Thus, with a slight abuse of terminology, X can be considered to be a
subset of X. Clearly, X is a dense subset of X, since if is a
representative of I E X and d(x,, , <E whenever n, m n0 then

d(i,x,,0) = d(i,
If X is not only a metric space but also a normed space then its com-
pletion has a natural Banach-space structure.
Theorem 7. For every normed space X there is a Banach space X such
that X is dense in X. This space X is unique in the sense that if X is a
dense subspace of a Banach space X then there is a unique continuous
map X X such that the restriction of to Xis the identity; furth-
ermore, this map ç is a linear isometry from X to X.
Proof. Considering X as a metric space, with the metric induced by the
norm, i.e. with d(x,y) = lIx—yiI, let X be its completion. Given
x,y X, let x,, x andy,, —' y, where x,,,y,, E X. Then, for scalars A
and the sequence (Ax,, is a Cauchy sequence. Now, if Xis to
be given a normed-space structure such that the norm on X induces the
metric on X, then
tim = A limx,,+p limy,, =
Ax +.&y must be defined to be the limit of the Cauchy sequence

(Ax,, It is easily checked that with this definition of addition
and scalar multiplication X becomes a vector space. Furthermore,
lull = d(x,O) = is a norm on this vector space, turning X
into a Banach space.
The remaining assertions are clear. 0
In fact, Theorem 7 is also an immediate consequence of Theorem 3.10. The
space X in this result is called the completion of the normed space X. In view of
Theorem 7, if X is a dense subspace of a Banach space Y then Y is often
regarded as the completion of X. For example, the space C[0, I] of continuous
functions on [0, 1] is the completion of the space of piecewise linear functions
on [0, 1J with supremum norm
= :0 x 1} = max{lf(x)I :0 x 1}.
The same space CEO, 1] is also the completion of the space of polynomi-
als and of the space of infinitely differentiable functions. Similarly, for
1 p< 1) is the completion of the space of polynomials with
the norm
dx)
= (L'
and also of the space of piecewise linear functions with the same norm.
When working in Banach spaces, one often considers series. Given a

normed space X, a series
(x,1.€X)
n1
is said to the convergent to x E X if
N
x,—x
n1
i.e. if
N
urn x— =0.
N-." ii=1
We also say that x is the sum of the x,, and write
xn.
n1
A series is said to the absolutely convergent if <
In a Banach space X every absolutely convergent series x,, is
convergent. Indeed, let YN = be the Nth partial sum. We
have to show that is a Cauchy sequence. Given e > 0, choose an
n0 such that n—no <€. Then for n0 N < M we have
M M
Ii = IIXnII <6.
nN+1 nN+1
Hence is indeed a Cauchy sequence and so converges to some
x E X, so that x =
In an incomplete space X the assertion above always fails for some
absolutely convergent series x,: this is often useful in checking
whether a space is complete or not.
Before showing this, let us mention a very useful trick when dealing
with Cauchy sequences in metric spaces: we may always assume that we
are dealing with a 'fast' Cauchy sequence. To be precise, given a Cau-
chy sequence )°, a priori all we know is that there is a sequence
say = 2k, such that d(Xn,Xm) < 1/k if n,m However,
we may always assume that our sequence is much 'better' than this:
d(Xn,Xm) <2's if m fl, Oi d(xn,xm) <2-2 if m n, or whatever
suits us. Indeed, let f(n) > 0 be an arbitary function. Set = f(1) and
choose an n1 such that d(xn,xm) <Ej whenever n,m n1. Then set
€2 = f(2) and choose an n2 > n1 such that ,Xm) <€2 whenever
n, m n2. Continuing in this way, we find a sequence n1 <n2 <

such that , x,) <f(k) if I we find that the
k. Setting Yk =
subsequence is such that d(yk ,y,) <f(k) whenever k < I. Now if
we can show that converges to some limit y, then tends to
the same limit y. Indeed, if , ,,) <e for n, m n0 then for
n no we have
, y) = urn Yk) urn sup , Yk)

k—.oo
since Yk = x,1 and k is sufficiently large. Thus, in proving

that a Cauchy sequence in a metric space is convergent, we may
indeed assume that , say, if m n.
Theorem 8. A normed space is complete if and only if every absolutely
convergent series in it is convergent.
Proof. We have already seen that in a Banach space every absolutely
convergent series is convergent. Suppose then that in our space X every
absolutely convergent series is convergent. Our aim is to show that
every Cauchy sequence is convergent.
Let be a Cauchy sequence in X. As we have just seen, we may
assume that d(x1 , = 111n — Xml for n m. Set x0 = 0 and
Yk = XkXk_1 (k 1). Then = Yk and IJYkfl <2_k41 There-
fore the series Yk is absolutely convergent and has partial sums
x1 , By assumption, is convergent, say to a vector x,
0
Absolutely convergent series in Banach spaces have many properties
analogous to those of absolutely convergent series in For example, if
x,, is absolutely convergent to x and n1 , n2,... is a permutation of
1,2,... then x,,. is also absolutely convergent to x. However, as
we shall see in a moment, unlike in this property does not character-
ize absolutely convergent series in a Banach space.
The use of series often enables one to identify a Banach space with a
sequence space endowed with a particular norm. This identification is
made with the aid of a basis, provided that the space does have a basis.
Given a Banach space X, a sequence (e1)' is said to be a (Schauder)
basis of X if every x E X can be represented in the form x = A-e1
(A1 scalar) and this representation is unique.

For 1 p <co the space I,, has a basis; the so-called standard or
canonical basis (e1 where e = (0,..., 0, 1,0,...) = (ö,1 , the
ith term is 1 and the others are 0. It is easily seen that if x =

(x1 , x2,...) I,, then x =
xe1 and this representation is unique
(see Exercise 11). In particular, x, e. is convergent (in I,,) if and
only if lxiThis implies that in 12 every rearrangement of
e,/n is convergent (to the same sum), but the series is not abso-
lutely convergent.
To conclude this chapter, let us say a few words about defining new
spaces from old. We have already seen the simplest way: every (alge-
braic) subspace Y of a normed space X is a normed space, with the res-
triction of the norm of X to Y as the norm. If X is complete then Y is
complete if and only if it is closed. As the intersection of a family of
subspaces is again a subspace, for every set S C X there is a unique
smallest subspace containing S, called the linear span of S and denoted
by tin 5: it is the intersection of all subspaces containing S and also the
set of all (finite) linear combinations of elements of S.
linS = fl{W: WisasubspaceofXandSC W}
s1,. ..,s,, €5; n =

=
Similarly, the closed linear span of S, denoted lin 5, is the unique smal-
lest closed subspace containing S; it is the intersection of all closed sub-
spaces containing S, and is also the closure of tinS, the linear span of S.
Let us turn now to quotient spaces. Given a vector space X and a
subspace Z, define an equivalence relation — on X by setting x y if
x— y E Z. For x C X, let [xl be the equivalence class of x: putting it
another way, [x] = x+Z. Then X/— = {[x]: x E X} is a vector space,
with vector-space operations induced by those on X: A[x] +p.[y] =
[Ax + ky]. Note that [x] = 0 if x E Z. Now if X is a normed space
and Z is a closed subspace of X then we can define a norm fi on X/Z lb
by setting
Il[x]ilo = inf{IIyii : y x} = inf{lIx+zlI : z E Z}.
It is easily checked that 11110 is indeed a norm on X/Z: the homo-
geneity and the triangle inequality are obvious and Ii [0] lb = 0. All that
remains is to show that if [x] 1 = 0 then [x] = 0. To see this, note that
if [xlii = 0 then lix — fi —' 0 for some sequence (zn) C Z. Hence
z,, x and so, as Z is closed, x C Z.
We call X/Z, endowed with the quotient normed space of X by
Z, and call the quotient norm. Throughout this book, a quotient
11 lb
space of a normed spaces will always be endowed with the quotient

norm.
Given normed spaces X and Y, and a. bounded linear operator
T: X Y, the kernel Z = Ker T = T'(O) of T is a closed subspace of
X, and T induces a linear operator T0: X/Z —+ Y. Analogously to
many standard results in algebra, we have the following theorem.
Theorem 9. Let X and Y be normed spaces, T E Y) and
Z = Ker T. Let T0: X/Z Y be the linear map induced by T. Then
T0 is a bounded linear operator from the quotient space X/Z to Y, and
its norm is precisely 11711.
Proof.
H
To[x] II inf{II ill :y x} = 1171111 [xJ
II 11111.
Conversely, let e > 0 and choose an x E X such that lixil = 1 and
IITxIl > 11711—c. Then II[x}H 1 and IIT0[x]Il = IIT1V > 11711—c.
Hence II > 11111 — 0
In fact, the quotient norm II 110 on X/Z is the minimal norm on X/Z
such that if T E Y) and Ker T 3 Z, then the operator T0: X/Z
Y induced by T has norm at most 11711 (see Exercise 13).
Suppose that X and Y are closed subspaces of a normed space Z,
with Xfl Y = {0} and X+ Y = Z. If the projections Px: Z —* X, and
py: Z —p Y, given by = x and py(x,y) = y, are bounded (i.e.
continuous) then we call Z a direct sum of the subspaces X and V. It is
easily seen that Z is a direct sum of its subspaces X and Y if the topol-
ogy on Z (identified with Y = {(x, y): x E X, y E Y}) is precisely
the product of the topologies on X and V. Note that, if Z is a direct
sum of X and V. Z' is a direct sum of X' and V'. and X is isomorphic to
X' and Y is isomorphic to Y', then Z is isomorphic to Z'. If Z is a
direct sum of X and Y then the projection Px: Z —. X induces an iso-
morphism between Z/Y and X.
Conversely, given normed spaces X and V. there are various natural
ways of turning Y, the algebraic direct sum of the underlying vec-
tor spaces, into a normed space. For example, for 1 p we may
take the norm = Il(lIxII, Thus for 1 p < we take
= and for p = we define =
It is easily seen that all these norms are equivalent;
max{IlxII, IlylI}.
indeed, each induces the product topology on XEPJ V. The normed
space (X$ Y, usually denoted by X

is Y. Considering X and V
as subspaces of X$,, Y, we see that Y is a direct sum of X and V.
Finally, given a family {II II,.: y C fl of norms on a vector space V. if
IIxII =
for every x C V. then a norm on V. Note that the analogous

fl
is
assertion about the infimum of norms does not hold in general (see
Exercise 15).
Having got a good many of the basic definitions under our belts, we
are ready to examine the concepts in some detail. In the next chapter
we shall study continuous linear functionals.
Exercises
1. Show that in a normed space, the closure of the open ball Dr(X0)
(r > 0) is the closed ball B,(xo) and the boundary c3Br(XO) of B,(x0)
is the sphere Do these statements hold in a general metric
space as well?
2. Let B1 D B2 J ... be closed balls in a normed space X, where
B,, = B(x1, , r1,) = {x C X: 1k1, — xli r1,} (r1, > r > 0).
Does
n1
hold? Is there a ball B(x,r) r> 0, contained in B1,?
3. Prove or disprove each of the following four statements. In a com-
plete space every nested sequence of closed has a
non-empty intersection.
4. Let X = (V, il) be a normed space and W a subspace of V. Sup-
H
pose is a norm on W which is equivalent to the restriction of

iiII to W. Show that there is a norm II on V that is equivalent
to and whose restriction to W is precisely I. I
5. Let and be two norms on a vector space Vand let Wbe a

subspace of V that is Il-dense in V. Suppose that the restrictions
of . II and to W are equivalent. Are . II and necessarily
I I
equivalent?
6. For 1 p let be the on R1, Show that if
I p< r then llXIlr. For which points x do we have
equality?
Prove that for every €> 0 there is an N such that if N <p <oo
then
7. Show that the space defined in Examples 1 (xix) is indeed a

nonned space.
8. Let 1 p,q,r co be such that p1+q1+r1 = 1, with
defined to be 0. Show that for x, y, z we have
IIXIIpIIYIIqIIZIIr.
State and prove the analogous inequality for s vectors from C's.
9. Show that I,, is a Banach space for every p, (1 p and that
c0, the set of all sequences tending to 0, is a closed subspace of
Show also that 4 (1 p <cc) and c0 are separable Banach spaces
(i.e. each contains a countable dense set) while is not separable.
10. Let p, q and r be positive reals satisfying p1 + q' = r1. Show
that for f E 1) and g E Lq(O, 1) the function fg belongs to
Lr(0,1) and
IIfIIpIl8iIq.
11. Let e, = (O,...,0,1,0,...) = €4, where 1 <x.
Show that (e1,e2,...) is a basis of 4, called the standard basis, i.e.
every x 4 has a unique representation in the form
x= A•e1.
12. For x = (x1)r E li', the support of x is suppx = 0}. Let

1 <cc and let fl'f2,... €4 be non-zero vectors with disjoint
supports. Show that X = Iin(f1)T is isometric to 4: in fact, the
map X 4 given by f, defines a linear isometry.
13. Let Z be a closed subspace of a normed space X. Show that the
quotient norm on the vector space X/Z is the minimal norm such
that if Y is a normed space, T Y) and Z C Ker T then the
norm of the induced operator T0: X/Z —. Y is at most 11711.
14. A seminorm on a vector space V is a function p: V —' such
that p(Ax) = IA Ip(x) and p(x +y) p(x) +p(y) for all vectors
x,y E V and scalar A. [Thus a seminorm p is a norm if p(x) = 0
implies x = O.J
Let {p,.: y I) be a family of seminorms on a vector space V
such that
0 <p(x) sup{p7(x): y E fl <

for every x E V(x 0). Show that p() is a norm on V.
15. Let lixili and 0x112 be norms on a vector space V. Is jixil =
min{11x111, 11x112} necessarily a norm?
16. Consider the vector space c0 of complex sequences x = tend-
ing to 0. For a sequence E c0, let be the decreasing
rearrangement of I )°. Formally, x if
I{k: IxkI >x}j I{k: IXkI

Let >0 be such that yc1b1=oo. Define, for
x = E c0,
IIxII' = : m = 1,2,. .
Let
d0 = {x E c0: IIxII' < rx}
Show that is a norm on d0. Is this space complete?
17. For x E set
IIxII' =
Show that IIII' is a norm on and that 11 is complete in this

norm. Is IIxII' equivalent to the l1-norm 11x111 =
18. Show that on every infinite-dimensional normed space X there is a
discontinuous (unbounded) linear functional. [By Zorn's lemma X
has a Hamel basis, i.e. a set {x7: y E fl C X such that every
x E X has a unique representation in the form x = Ax7.
19. Prove that if two norms on the same vector space are not
equivalent then at least one of them is discontinuous on the unit
sphere in the other norm. Can each norm be discontinuous when
restricted to the unit sphere of the other?
20. Give two norms on a vector space such that one is complete and
the other is incomplete.
21. Find two inequivalent norms and 1116 on a vector space V
such that (V, fl fly) and (V, •112) are isometric normed spaces.
22. Let Y be a closed subspace of a Banach space X and let x be an
element of X. Is the distance of x from Y attained? (Is there a
pOint Yo E Y such that = inf{IIx—yII: y E Y}?)
23. Let '12'. . . ,f,, be linear functionals on a vector space V. Show

that there is a norm liii on V such that each f, is continuous on
(V, II•II). Can this be done for infinitely many linear functionals?
And what about infinitely many linearly independent linear func-
tionals?
24k. Let X be a Banach space. Suppose )° C X is a sequence such
that every x X has a unique representation in the form x =
Prove that the set consists of isolated points.
25. Check the assertion in Examples 6(x).
26. Let Y be a closed subspace of a normed space X. Show that if
X/Y and Y are separable then so is X.
27. Let Y be a closed subspace of a normed space X. Show that if any
two of the three spaces I, Y and X/Y are complete then so is the
third.
28. Let Y be a subspace of a normed space X. Show that Y ii a closed
subspace if and only if its unit ball, B(Y), is closed in X. Show
also that if Y is complete then Y is closed.
29. Prove the converse of one of the assertions of Theorem 4: if
Y) is complete then so is Y.
Let V be a vector space with basis [Thus every x E V
(x 0) has a unique expression in the form x =
(n1 <n < <nk and A, 0).] Show that there is no complete
norm on V.
31 Let C be a closed convex set in a normed space X such that
C+B(X) D Bl+E(X) for some e > 0. Does it follow that IntC
0, i.e. that C contains a ball of positive radius?
Notes
Abstract normed spaces were first defined and investigated by Stefan

Banach in 1920 in his Ph.D. thesis at the University of Léopol (i.e. the
Polish town of Lwôw, now in the Soviet Union). Much of this thesis
was published as an article: Sur les operations dans les ensembles
abstra its et leur applications aux equations intégrales, Fundamenta
Mathematica, 3 (1922), 133—81. A few years later Banach wrote the
first book wholly devoted to normed spaces and linear operators:
Théorie des Operations Linéaires, Warsaw, 1932, vii + 254 pp. Banach
gave an elegant account of the work of many mathematicians involved
in the creation of functional analysis, including Frédéric (Frigyes) Riesz,
whom he quoted most frequently, Just ahead of himself, Maurice
Fréchet, Alfred Haar, Henri Lebesgue, Stanislaw Mazur, Juliusz

Schauder and Hugo Steinhaus. It is perhaps amusing to note that, when
writing about Banach spaces, Banach used the term 'espace du type
(B)'.
This beautiful book of Banach has had a tremendous influence on
functional analysis; it is well worth reading even today, expecially in its
English translation: Theory of Linear Operators (translated by F. Jel-
lett), North-Holland, Amsterdam, 1987, ix + 237 pp. This edition is
particularly valuable because the second part, by A. and Cz.
Bessaga (Some aspects of the present theory of Banach spaces, pp.
161—237), brings the subject up to date, with many recent results and
references.
Another classic on functional analysis is F. Riesz and B. Sz.-Nagy,
Functional Analysis (translated from the 2nd French edition by L. F.
Boron), Blackie and Son Ltd., London and Glasgow, 1956, xii + 468
pp. This volume concentrates on the function-theoretic and measure-
theoretic aspects of functional analysis, so it does not have too much in
common with our treatment of linear analysis.
There are a good many monographs on normed spaces and linear
operators, including the massive treatise by N. Dunford and J.
Schwartz, Linear Operators, in three parts; Interscience, New York;
Part I: General Theory, 1958, xiv + 858 pp.; Part II: Spectral Theory,
Self Adjoint Operators in Hubert Space, 1963, ix ÷ 859—1923 pp. + 7
pp. Errata; Part LII: Spectral Operators, 1971, xix + 1925—2592 pp.,
L. V. Kantorovich and G. P. Akilov, Functional Analysis in Normed
Spaces, Pergamon Press, International Series of Monographs on Pure
and Applied Mathematics, vol. 45, Oxford, 1964, xiii + 771 pp., A. N.
Kolmogorov and S. V. Fomin, Introductory Real Analysis (translated
and edited by R. A. Silverman), Prentice-Hall, Inc., Englewood Cliffs,
N. J., 1970, xii + 403 pp., Mahlon M. Day, Normed Linear Spaces,
Third Edition, Ergebnisse der Mathematik und Ihrer Grenzgebiete, vol.
21, Springer-Verlag, Berlin, 1973, viii + 211 pp. and J. B. Conway, A
Course in Functional Analysis, Graduate Texts in Mathematics, vol. 96,
Springer-Verlag, New York, 1985, xiv + 404 pp.
3. LINEAR FUNCTIONALS AND THE
HAIIN-BANACH THEOREM
Given a normed space X = (V, II

let us write X' for the algebraic
dual of X, i.e. for the vector space V' of linear functionals on V. Thus
X*, the space of bounded linear functionals on X, is a subspace of the
vector space X'.
We know from the standard theory of vector spaces that every independent
set of vectors is contained in a (Hamel) basis (see Exercise 18 of Chapter 2). In
particular, for every non-zero vector u E V there is a linear functional fE V
withf(u) 0. Equivalently, V is a large enough to distinguish the elements of
V: for all x, yE V(x y) there is a functionalfE V such thatf(x) Even
more, the dual V' of V is large enough to accommodate V: there is a natural
embedding of V into V' which is an isomorphism if V is finite-dimensional.
But what happens if we restrict our attention to bounded linear func-
tionals on a normed space X? Are there sufficiently many bounded
linear functionals to distinguish the elements of X? In other words,
given an element x E X (x 0) is there a functional f E r such that
f(x) 0? As X is a normed space, one would like to use X* to obtain
some information about the norm on X. So can we estimate lixII by f(x)
for some f E r with lifli = 1? To be more precise, we know that for
every x E X,
IIxll sup{jf(x)I: f E
But is the right-hand-side comparable to lix II?
As a matter of fact, so far we do not even know that for every non-
zero normed space there is at least one non-zero linear functional, i.e.
we have not even ruled Out the utter indignity that X* = {0} while
X = (V, fi) is large, say V is infinite-dimensional.
fi
The main aim of this chapter is to show that, as far as the questions
above are concerned, Candide and Pangloss were right, tout est pour le
mieu.x dans le meilleur des mondes possibles; indeed, everything is for
45
46 Chapter 3: Linear functionals and the Hahn—Banach theorem
the best in the world of bounded linear functionals. Before we present

the result implying this, namely the Hahn—Banach theorem, we shall
point out some elementary facts concerning linear functionals.
Let us show that f E X' is bounded if and only if f(B) is not the
entire ground field. Let B = B(X) = B(O, 1) be the closed unit ball of
X. If Al 1 then AB = B(O, Al) C B. Hence for f X' we have
suplf(B)I = sup{If(x)l: lixil 1} = where llfll = if f is
unbounded, and Af(B) = f(AB) C f(B). Consequently f(B) is either
{A : IAI < lIfIl} or {A : IAI llfO}. Similarly, if D = D(X) = D(O, 1) is
the open unit ball of X then f(D) = {A: IAI < llfll} for all f E X'
(f 0). Hence f E X' is bounded 1ff f(B) is not the entire ground
field, as claimed.
it is often useful to think of a (non-zero) linear functional as a hyper-
plane in our vector space. An affine hyperplane or simply a hyperplane
H in X is a set
H = {x0}+ Y = {x0+y: y Y},
where x0 X and Y C X is a subspace of codimension 1, i.e. a sub-

space with dim X/Y = 1. We say that H is a translate of Y. Given a
non-zero functional f E X', let K(f) = f'(O) = {x E X: f(x) = 0} be
the null space, i.e. the kernel, of f and let
1(f) = = (XE X: f(x) = 1}.
Let us recall the following simple facts from elementary linear

algebra.
Theorem 1. Let X be a (real or complex) vector space.
(a) If f E X' and f(x0) 0, then K(f) is a subspace of codimension
1. Moreover, if f(x0) 0 then every vector x E X has a unique
representation in the form x = y + Ax0, where y K(f) and A is a
scalar.
Furthermore, 1(f) is a hyperplane not containing 0.
(b) If f,g E X'—(O} thenf = Ag 1ff K(f) = K(S).
(c) The map f '—* 1(f) gives a 1—1 correspondence between non-zero
linear functionals and hyperplanes not containing 0. 0
Continuous (i.e. bounded) linear functionals are easily characterized
in terms of K(f) or 1(f). Note that Ilfil 111 and only if lf(x) < 1 for
I
all x with 11111 < 1, i.e. if and only if 1(f) is disjoint from the open unit
ball D(0,1) = {x X: llxll <1).
Chapter 3: Linear functionals and the Hahn—Banach theorem 47
A subset A of a topological space T is nowhere dense if its closure has

empty interior.
Theorem 2. Let X be a (real or complex) nonned space.
(a) Let f E X', (f 0). If f is continuous (i.e. f E then K(f)
and 1(f) are closed and nowhere dense in X. If f is discontinuous
(i.e. unbounded) then K(f) and 1(f) are dense in X.
(b) The map f 1(f) gives a 1—1 correspondence between non-zero
bounded linear functionals and closed hyperplanes not containing
0.
Proof. (a) Suppose that f is continuous. Then K(f) and 1(f) are
closed, since they are inverse images of closed sets. If f(x0) 0 then
f(x) f(x + fx0) for 0. Hence K(f) and 1(f) have empty interiors,
and so are nowhere dense.
Suppose now that K(f) is not dense in X, say B(x0, r) fl K(f) = 0 for
some x0 E X and r> 0. Then f(B(xo, r)) = f(x0) +rf(B(X)) does not
contain 0, so f(B(X)) is not the entire ground field. Hence, as we have
seen, f is bounded.
Since 1(f) is a translate of K(f), it is dense if K(f) is dense.
(b) This is immediate from (a) and Theorem 1(c). 0
In fact, B(x0, r) fl K(f) = 0 implies a bound on the norm of f,
namely the bound Ilfil f(xo)I/r. Indeed, otherwise If(x)I >
I IJxII/r for some x E X and so
—
= r)
and f(y) = 0, contradicting our assumption.

Now we turn to one of the cornerstones of elementary functional
analysis, the Hahn—Banach theorem which guarantees that functionals
can be extended from subspaces without increasing their norms. This
means that all the questions posed at the beginning of the chapter have
reassuring answers. Although the proof of the general form of the
Hahn—Banach theorem uses Zorn's lemma, the essential part of the
proof is completely elementary and very useful in itself.
Let YCX be vector spaces and let f€X' and gE 1". Iff(y) =
g(y) for all y E Y (i.e. flY, the restriction off to Y, is g) then f is an
extension of g. We express this by writing g C f. A function
p: X-+ = on a real vector space X is said to be a convex
functional if it is positive homogeneous, i.e. p(zx) = tp(x) for all t 0
and x E X, and is a convex function (as used in Chapter 1), i.e. if

x,y E X, and 0 t 1 then p(tx+(1—Oy) tp(x)+(1—Op(y). By
the positive homogeneity of p, the second condition is equivalent to
p(x+y) p(x) +p(y) for all x,y E X, i.e. to the subadditivity of p. As
customary for the operations on R = we use the convention
that = = for all s ER; = 0; and = fort>0.
Note that a norm is a convex functional, as is every linear functional.
Furthermore, if X = (V. II' fi) is a normed space then a linear functional
f E X' is dominated by the convex functional NIIxII f E X* and if
liffi N. As usual, a function S —+ R is said to dominate a function
i/r: S —+ R if i/i(s) q'(s) for all S E S.
Lemma 3. Let p be a convex functional on a real vector space X and let
fo be a linear functional on a 1-codimensional subspace Y of X. Sup-
pose that fo is dominated by p, i.e.
fo(Y) p(y) for all y E Y.
Then fo can be extended to a linear functional f E X' dominated by p:
f(x) p(x) for all x E X.
Proof. Fix z E X (z 1') so that every x X has a unique representa-
tion in the form x = y + tz, where y E Y and t E R. The functional f
we are looking for is determined by its value on z, say f(z) = c. To
prove (1), we have to show that for some choice of c we have
f(y+tz)
in other words
f0(y)+tc p(y+iz)
for all y E Y and t E R.
For t> 0 inequality (2) gives an upper bound on c, and for
t= —s <0 it gives a lower bound. Indeed, for t> 0, (2) becomes
for all y Y. For s > 0 we have fo(Y) —Sc p(y—sz) and so
C>
for all y E Y. The former holds if

Chapter 3: Linear functionals and the Hahn —Banach theorem 49
c p(y' +z)—f0(y')
for all y' E Y, and the latter holds iff
c —p(y" — z) + fo(Y")
for all y" E Y. Hence there is an appropriate c 1ff

p(y'+z)—f0(y') (3)
for all y',y" E Y. But (3) does hold since
f0(y')+f0(y") = p(y'+y") p(y'+z)+p(y"—z),
completing the proof. 0
The following theorem is a slight strengthening of Lemma 3.
Theorem 4. Let Y be a subspace of a real vector space X such that X is
the linear span of Y and a sequence z1 , Suppose fo E Y' is dom-
mated by a convex functional p on X. Then fo can be extended to a
linear functional f X' dominated by p.
If X is a real normed space and Jo E r then to has an extension to a
functional f on X such that 11111 = Ilfoll.
Proof. Set K, = lin{Y,z1,.. . ,z,,}. By Lemma 3 we can define linear
fUflCtioflalS to C C 12 C such that and each f,, is dom-
inated by p. Define f: X by setting f(x) =
R
f X' extends Jo and it is dominated by p.
The second part is immediate from the first. Indeed, fo is dominated
by the convex functional p(x) = where N = Ilfoll. Hence there
is an f E Xt extending to and dominated by p. But then f(x)
p(x) = NfIxII for all x E X, so that Ilfif N = Iltoll, implying 11111 =
IltoIl. 0
The restriction on Y in Theorem 4 is, in fact, unnecessary. As we
shall see, this is an easy consequence of Zorn's lemma, the standard
weapon of an analyst which ensures the existence of maximal objects.
For the sake of completeness, we shall state Zorn's lemma, but before
doing so we have to define the terms needed in the statement.
A partial order or simply order on a set P is a binary relation such
that (i) a a for every a P. (ii) if a b and b c for a,b,c E P
forsomea,bE Pthena = b.
Briefly, is a transitive and reflexive binary relation on P. We call the
pair (P. a partially ordered set; in keeping with our custom concern-
ing normed spaces and topological spaces, (P, is often abbreviated to
P. A subset C of P is a chain or a totally ordered set if for all a, b E C
we have a orb a. Anelementm E Pisamaximalelejnentof P
if m a implies that a = m; furthermore, we say that b is an upper
bound foralisES. Itcan beshownthatthe
axiom of choice is equivalent to the following assertion.
Zorn's lemma. If every chain in a non-empty partially ordered set P has
an upper bound, then P has at least one maximal element. 0
The fact that Theorem 4 holds for any subspace Y of X is the cele-
brated Hahn—Banach extension theorem.
Theorem 5. Let Y be a subspace of a real vector space X and let
fo E Y'. Let p be a convex functional on X. If fo is dominated by p on
Y, i.e. fo(y) p(y) for every y E Y, then Jo can be extended to a linear
functional f E IC dominated by p.
If X is a real normed space and Jo E r then fo has a norm-
preserving extension to the whole of X: there is a functional f E X*
such that fo C f and 11111 = Ilfoll.
Proof. Consider the set = {f,,: y E 1) of all extensions of fo dom-
inated by p: for each y there is a subspace V,, and a linear functional
E such that Y C Y,,, fo C and f., is dominated by p. Clearly
the relation 'C' is a partial order on is 'less than or equal to' fo if
C fe). If = if,,: y E is a non-empty chain (i.e. - a totally
ordered set) then it has an upper bound, namely f E Y', where
= Y,, and f(y) = f,,(y) if y E Y, (y E Fe). Therefore, by
Zorn's lemma, there is a maximal extension. But by Lemma 3 every
maximal extension is defined on the whole of X.
The second part follows as before. 0
With a little work one can show that norm-preserving extensions can
be guaranteed in complex normed spaces as well. A complex normed
space X can be considered as a real normed space; as such, we denote it
by XR. We write for the dual of Xft. It is easily checked that the
mapping r: r defined by r(f) = Ref (i.e. r(J)(x) = Ref(x) for
is the map c: —' r

x E X) is a one-to-one norm-preserving map onto The inverse of r
defined by c(S) (x) = g(x) — ig(ix). This enables
us to deduce the complex form of the Hahn—Banach extension theorem.
Theorem 6. Let Y be a subspace of a complex normed space X and let

fo
there is a functional f E r
Then fo has a norm-preserving extension to the whole of X:
f
such that fo C and 11111 = 111011.
Proof. By Theorem 5, we can extend r(f0) to a functional g on XR
satisfying lid = IIr(fo)II = The complex functional f = c(g) Er
extends fo and satisfies IlfIl = IIfo II. 0
The Hahn—Banach theorem has many important consequences; we
give some of them here.
Corollary 7. Let X be a normed space, and let x0 X. Then there is a
functional f C such that f(x0) = IIxoII. In particular, Iixoii C 1ff
ig(xo)P C for all g 5(r).
Proof. We may assume that x0 0. Let Y be the 1-dimensional sub-
space lin{x0} and define to E VS by f0(Ax0) = A IixoII. Then 1 and
its extension f, guaranteed by the& Hahn—Banach theorem, has the
required properties. 0
Corollary 8. Let X be a normed space, and let x0 C X. If f(x0) = 0 for
allfErthenx0=0. 0
The functional f whose existence is guaranteed by Corollary 7 is said
to be a support functional at x0. Note that if x0 C 5(X) and f is a sup-
port functional at x0 then the hyperplane 1(f) is a support plane of the
convex body B(X) at x0; in other words: x0 C B(X) flI(f) and 1(f) con-
tains no interior point of B(X). The norm on X is said to be smooth if
every x0 C S(X) has a unique support functional.
Corollary 7 implies that the map Y) —' given by
T r, is an isometry, as remarked after Theorem 2.4, when we
defined the adjoint.
Theorem 9. If X and Y are normed spaces and T C
r and itrii = 11711.
Y) then
Proof. As usual, we may and shall assume that X and Y are non-trivial
spaces: X {0} and V {0}. We know that fi r liii. Given 0,
there is an x0 S(X) such that if Tx011 11111 — e. Let g C S(VS) be a
support functional at Tx0: g(Txo) = iITxoll. Then
(Tg)(x0) = g(Tx0) = IlTxoII 11711
so that lIrgIl and iirii IIi1I—€.

Given a vector space V with dual V' and second dual V" = (Vt)',
there is a natural embedding V V" defined by v v", where v" is
defined by v"(f) = f(v) for f C V. Rather trivially, this embedding is
an isomorphism if V is finite dimensional. If X is a normed space with
dual r, second dual Xt. and x C X, then we write i for the restriction
of x" to X*: I is the linear functional on given by 1(f) = f(x) for
fC In other words, with the bracket notation,
(I,f) = (f,x)
for all f C X*. Since Ii(f)I = If(x)I IlfIllIxIl, we have I C (not
just I E (X*)I), and moreover Dxli. The Hahn—Banach theorem
implies that, in fact, we have equality here.
Theorem 10. The natural map x I is a norm-preserving isomorphism
(embedding) of a normed space X into its second dual X**.
Proof. For x C X (x 0), let f be a support functional at x: lifil = 1
and f(x) = ilxII. Then ii(f)i = If(x)i = iixli and 11(1)1 IIIIiiifiI =
so that iIxli hID. 0
In view of Theorem 10 it is natural to consider X as a subspace of
X the whole of X**, i.e.
X= then X is said to be reflexive. We know that X* * is complete
even when X is not, so a reflexive space is necessarily complete. How-
ever, a Banach space need not be reflexive. For example, 1, is reflexive
for 1 <p and 11 and are not reflexive. Also, as we shall see,
every finite-dimensional normed space is reflexive.
Writing C(L) for the Banach space of bounded continuous functions
on a topological space L with the uniform norm, it is easily seen that
every Banach space X is a closed subspace of C(L) for some metric
space L. Indeed, put L = B(X*), and for x C X define = IlL.
Then, by Theorem 10, the map X —' C(L), given by x is a linear
isometry onto a closed subspace of C(L). We shall see in chapter 8 that
considerably more is true: instead of C(L) we may take C(K), the space
of all continuous functions on a compact Hausdorff space K with the
uniform norm.
To conclude this chapter, let us present a strengthening of the
Hahn—Banach theorem. This time we wish to impose not only an upper
bound but also a lower bound on our linear functional to be found, the
upper bound being a convex functional, as before, and the lower bound
a concave functional.
Chapter 3: Linear fwzc:ionals and the Hahn—Banach theorem 53
Given a real vector space X, a function q: R. = is said

to be a concave functional if —q(x) is a convex functional, i.e. if q is
positive homogeneous and q(x + y) q(x) + q(y), i.e., superadditive.
Given a convex functional p and a concave functional q, our aim is to
find a linear functional f E X' such that
q(x) f(x) p(x) (4)
for all x E X.
What condition does f have to satisfy on a subspace Y in order for f
to be extendable? One's first guess is surely that
q(y) f(y) p(y)
for all y E Y. While this condition is undoubtedly necessary, it need
not be the whole story. Indeed, as f(y) = f(x+y) —f(x) and —f(x)
—q(x), we must have
f(y) (5)
for all y E Y and x E X. Inequality (5) is stronger than (4): putting
x = 0 in (5) we find that f(y) p(y) for all y E Y, and setting x = —y
we see that f(y) —q(—y), i.e. q(—y) f(—y) for all y Y. Of
course, if Y = X then conditions (4) and (5) are equivalent.
The following strengthening of the Hahn—Banach theorem shows that
(5) is sufficient to guarantee the existence of an extension from Y to the
whole of X.
Theorem 11. Let p be a convex functional and q a concave functional
on a real vector space X, let Y be a subspace of X and let fo E Y' be
such that
fo(Y) p(x+y) —q(x)
for all y E Y and x X. Then f X' such that
q(x) f(x) p(x)
for every x X.
Proof. The heart of the matter is the analogue of Lemma 3: once we
have managed to extend to a slightly larger (i.e. one dimension
larger) subspace, the rest follows as before.
Pick a vector z X (z Y) and set Z = lin{Y,z}. Let us show that
fo has an extension f1 to Z satisfying
f1(u)
54 Chapter 3: Linear functionaLs and the Hahn-Banach theorem
for all u E Z and x E X. As in the proof of Lemma 3, we have to

show that there is a suitable choice c for f1(z), i.e. that there is a c R
such that
f1(y+z) =
and
f1(y'—z)—— f0(y')—c
for all y,y' Y and x,x' X. Such a c exists if and only if

—p(x' -I-y' — z) + fo(Y) +p(x +y + z) — q(x)
for all y,y' E Y and x,x' E X. But this inequality does hold, since
fo(y)±fo(y') =
fo has a suitable extension to Z.

This assertion implies the analogue of Theorem 4, and an application
of Zorn's lemma gives our theorem in its full generality. 0
Corollary 12. Let p be a convex functional and q a concave functional
on a real vector space X such that q is dominated by p: for all x X
we have q(x) p(x). Then there is a linear functional f E V' such that
q(x) f(x) p(x) for all x X.
Proof. Let Y = (0) C X. Then the trivial linear functional fo on Y
satisfies the condition in Theorem 11, namely
h(O) p(x) — q(x)
for all x X. Hence fo has an extension to a linear functional f E X'

such that q(x) f(x) p(x) for all x X. 0
The following separation theorem is an easy consequence of Corollary 12.
Theorem 13. Let A and B be disjoint non-empty convex subsets of a real
vector space X. Suppose that for some ccE A and every xE X there is an
e(x)> 0 such that + tE A for all t, fri (x). Then A and B can be
separated by a hyperplane, i.e. there is a non-zero linear functionalfE X' and
a real number c such thatf(x) c for all x€ A and yE B.
Proof. We may assume that a = for every xE X there is an

0, i.e.,
i =e(x)>Osuchthat[—€x,exJCA.DefinefunctionspandqonXby
setting, for XE X,
p(x) = inf{t 0: xE tA}; q(x) = sup{t 0: XE tB}.

It is easily checked that p: X R is a convex functional and
q: X is a concave functional. Furthermore, as tA fl tB = 0 for
t> 0, we have q(x) p(x). Hence, by Corollary 12, there is a non-zero
linear functional f E X' such that q(x) f(x) p(x) for all x E X. To
complete the proof, note that if x E A and y B then
f(x) p(x) 1 q(y) f(y).

Hence we may take c = 1. 0
As the last result of this chapter, we shall show that the separation
theorem gives a pleasant description of the closed convex hull of a set in
a normed space. The convex hull co S of a set S in a vector space X is
the intersection of all convex subsets of X containing S, so it is the
unique smallest convex set containing S. Clearly,
coS t1x1 : S, t, 0 (i = 1,...,n), t1 = 1 (n =

=
if X is a normed space then the closed convex hull S of S is the inter-
section of all closed convex subsets of X containing S, so it is the unique
smallest closed convex set containing S. As the closure of a convex set
is convex, S is the closure of co S.
The following immediate consequence of the separation theorem
shows that is the intersection of all closed half-spaces containing S.
It is, of course, trivial that S is contained in this intersection.
Theorem 14. Let S be a non-empty subset of a real normed space X.
Then = {x E X: f(x) su2f(s) for allf E
SE.)
Proof. Suppose that x0 S. Then B(x0, r) fl S = 0 for some

r> 0. Let f E X' (f 0) separate the convex sets B(x0, r) and 5:
f(x) c
for all x E B(x0, r) and y coS. Since the restriction of f to B(xo, r) is

bounded above,f€ X* and O,f(x0) > c. 0
56 Chapter 3: Linear functionaLc and the Hahn—Banach theorem
Throughout the book, we shall encounter many applications of the

Hahn—Banach theorem and its variants. For example, the last result
will be used in chapter 8.
Exercises
1. Let p and q be conjugate indices, with 1 p < Prove that

= Show also that = [Note that this gives a quick
proof of the fact that for 1 p the space is complete.]
2. Let c be the subspace of consisting of all convergent sequences.
What is the general form of a bounded linear functional on c?
3. Let p and q be conjugate indices, with 1 p < Prove that the
dual of 1) is Lq(O. 1).
4. Check that for 1 <p < x, the space is reflexive. Check also
that and c0 are not reflexive.
5. Let X and Y be normed spaces, and set Z = with norm
= li(x,y)ll = llxii + lIyil. What is Z?
6. Let X1 X2,... be normed spaces and let X =
* X, be the
space of all sequences x (x1,x2,...) which are eventually zero:
x,, E and x1 = 0 if n is sufficiently large, with pointwise opera-
tions and norm
\1/2
lxii = (
=1
What is X*?
7. Let X be a Banach space. Show that if X*** = X* then X is
reflexive, i.e. = X.
8. A linear functional f E 1,. is positive if f(x) 0 when every
x= E 1,. with x, 0 for all n. Show that every positive
linear functional on ic,. is bounded.
9. Show that p0(x) = = lim is a convex functional
Ofl icc. and deduce the existence of a linear functional f:
such that
f(x)
for every x = E
10. Let X be a complex normed space and let Y be a subspace of XR.
(Thus if Yi Y2 E Y and r1 , r2 C R then r1y1 + r2y2 C Y.) Let
Jo C (i.e. let Jo be a bounded real linear functional on Y) such
Chapter 3: Linear funcrionals and the Hahn—Banach theorem 57
that if y1,y2,A1y1+A2y2 E Y for some A1,A2 E C and Y1'Y2 E Y

then f0(A1y1 +A2y2) = A1f0(y1) +A2h(y2). Show that fo need not
have an extension to a bounded complex linear functional on the
whole of X, i.e. it need not have an extension to a functional
fEr.
11k. Let X be a Banach space, Y a 1-codimensional subspace of X and
X1 and X2 dense subspaces of X. Is X1 nA'2 dense in X? Is
X1 fl Y dense in Y? What are the answers if A'1 and X2 have codi-
mension 1?
12. Let A' be a normed space, Y a dense subspace of X and Z a closed
finite-codimensional subspace of A'. Is Zfl Y dense in Z?
13. Let V be a subspace of a normed space A'. Show that the closure
of Y is
= fl{Kerf: f E Y C Kerf}.
14. Let K be a closed convex set in a real normed space X. Show that
every boundary point of K has a support functional: for every
x0 E ÔK there is an f E r such that f 0 and SUPXEK f(x) =
f(xo).
15. Let A be a set of points in a real normed space X, and let
fo: A —÷ R. Show that there is a functional f E B(X') such that
f(a) = f0(a) for all a E A if and only if
A(a)f0(a) A(a)a
aEF a€F
for every finite subset F of A and for every function A: F R.
16. Let V be a subspace of a normed space X and let x X. Show
that
d(x, Y) = inf{IJx—yII: y E Y} 1
if and only if there is a linear functional f E B(X) such that

V C Ken and f(x) = 1.
The results in the final exercises, all due to Banach, enable us to

define finitely additive 'integrals' of large classes of functions and to
attach a 'limit' to every bounded sequence.
17. Let T = Fl/i be the circle group, i.e. the additive group of reals
modulo the integers. Let X = be the vector space of
bounded real-valued functions on T. For
f = f(t) E X and a1 ,... , R
set
and define
p(f) = n = 1,2,...;
a convex functional and deduce that there is a gen-
eralized 'integral' 1(f) such that for f, g E and
A,p.,t9 E R we have
(i) 1(Af+ = Al(f) + id(s); (ii) 1(f) 0 if f 0;
(iii) J(J(t + t0)) = I(J(t)); (iv) 1(J( —1)) =
(v) 1(1) = 1 (i.e. the integral of the identically 1 function is 1).

18. Let X be the vector space of all real-valued functions f(t) on R
such that urn SUPt..IOØ
f = f(t) EX and a1,... ER

set
= limsup!
and define
p(f) = n = 1,2,...;
a convex functional, and deduce that there is a gen-
eralized 'limit' LIM,...,. f(t) on X such that
(I) + }= A LIM f(t) + g(t);
(ii) LIM f(t) 0 if lim inff(r) 0;

(—C
(iii) LIMf(t+t0) = LLMf(t);
(iv) LIM1 = 1.
19. For x = 4, and n1 < <flk put

1r(x;nl,...,nk) = ±
k i—I
and define
p is a convex functional, and deduce the existence of a

linear functional L: 4, R such that
L(x) p(x)
for every x 1,,. The value L(x) is said to be a Banach limit or a
generalized limit of the sequence and is usually denoted by
LIM LIM + LIM
LIM LIM
Let rn N be fixed and define = n/rn — What is

LIM
20. Show that if in Theorem 13 we drop the condition on A then the
assertion is no longer true. [Hint. Let X be a vector space with basis
e1, e2,. . ., and let A = — B = x2,: > 0, n = 1,2,... Check
}.
that f(A) = f(B) = R for all fE X', f 0.]
Notes
The Hahn—Banach theorem for real normed spaces was proved by H.
Hahn, Uber lineare Gleichungen in linearen Räumen, J. für die reine
und angewandte Mathematik, 157 (1927), 214—29; and by S. Banach,
Sur les fonctionnelles linéaires II, Studia Math., 1 (1929), 22 3—39. The
complex version, namely Theorem 6, was proved by H. F. Bohnenblust
and A. Sobczyk, Extensions of funclionals on complex linear spaces,
Bull. Amer. Math. Soc., 44 (1938), 91—3.
Many dual spaces were first identified by F. Riesz, in Sur les
operations fonctionnelles Iinéaires, Comptes Rendus, 149 (1909), 974—7,
and in Uiuersuchungen über Systeme integrierbarer Funk:ionen,
Mathematische Annalen, 69 (1910), 449—97.
4. FINITE-DIMENSIONAL NORMED SPACES
As the next cautious step in our exploration of normed spaces and

operators on them, we look at the 'smallest' normed spaces, namely the
finite-dimensional ones. As far as the crude classification of norms is
concerned, these spaces are very simple indeed: any two norms on a
finite-dimensional vector space are equivalent. This can be proved in
many different ways; the proof we give here is based on a lemma about
the space
Lemma 1. The closed unit ball of is compact.
Proof. We shall show that is sequentially compact. Let (e,)? be
the standard basis of so that
= A1 I.
Given CB= with Xk = we have

I a bounded sequence of complex numbers has a conver-
gent subsequence, by repeatedly selecting subsequences, we can find a
subsequence such that converges to some scalar A for every
i (1 i n).
Setting x = A,e1 we find that
lim =0
and so x E B.
Theorem 2. On a finite-dimensional vector space any two norms are

equivalent.
60
Chapter 4: Finite-dimensional normed spaces 61
Proof. Let V be an n-dimensional vector space with basis Let

be the -norm on V given by
=
i=I i=1
and let be an arbitrary norm on V. It suffices to show that

II II
and
are equivalent.
Let X1 = (V, III). S1 = S(X1) and let f: S1 be defined by
f(x) = lxii. The set closed subset of the compact set B(X1) and
is a
therefore it is compact. Furthermore
11(x) —f(y)I ilx—yll —
1=1
lx1—y11
= (max Iieali)Ux—yiii
I
so f is a continuous function on the compact set S1. Hence f attains its

infimum m and supremum M on Si. Since f(x) = lixIl > 0 for all
xE S1. we have m >0. By the definition of f, for any xE V we have
llxlI Mllxflj. 0
This theorem has several easy but important consequences.

Corollary 3. Let X and Y be normed spaces, with X finite-dimensional.
Then every linear operator T: X —+ Y is Continuous. In particular,
every linear functional on X is continuous.
Proof. Note that llxD' = llxll + llTxll is a norm on X; since lll and
are equivalent, there is an N such that ilxll' Niixll for all x and so
0
Corollary 4. Any two finite-dimensional spaces of the same dimension

are isomorphic.
Proof. If dim X = dim Y then there is an invertible operator
TC Y). As both T and T1 are bounded, X and Y are iso-
morphic. 0
Chapter 4: Finite-dimensional normed spaces
Corollary 5. Every finite-dimensional space is complete.

Proof. If a space is complete in one norm then it is complete in every
equivalent norm. Since, for example, the space is complete, the
assertion follows. 0
Corollary 6. In a finite-dimensional space a set is compact 1ff it is closed
and bounded. In particular, the closed unit ball and the unit sphere are
compact.
Proof. Recall that is compact, and that a closed subset of a com-
pact set is compact. 0
Corollary 7 Every finite-dimensional subspace of a normed space is
closed and complete.
Proof. The assertion is immediate from Corollary 5. 0
In fact, as proved by Frederic Riesz, the compactness of the unit ball
characterises finite-dimensional normed spaces. We shall prove this by
making use of the following variant of a lemma also due to Riesz.
Theorem 8. Let Y be a proper subspace of a normed space X.
(a) If Y is closed then for every 0 there is a point x S(X) whose
distance from Y is at least 1 —
d(x,Y) = inf{I)x—yII:y€
Y is finite-dimensional then there is a point x E S(X) whose dis-
tance from Y is 1.
Proof. Let z E X\Y and set Z = lin{Y, z}. Define a linear functional
f: Z R by f(y + Az) = A for y E Y and A E R. Then f is a bounded
linear functional since Kerf = V is a closed subspace of Z. By the
Hahn—Banach theorem, f has an extension to a bounded linear func-
tional F E X' with IIFII = 11ff > 0. Note that Y C KerF.
(a) Let x E S(X) be such that
F(x) (1—€)IIFII.
Then for y E Y we have

F(x—y) F(x)
IIx—yIj
Fl = 1—c.
(b) If Y is finite-dimensional then F attains its supremum on the com-

pact set S(X) so there is an x E S(X) such that
Rx) = IIF1I.
But then for y E Y we have
>F(x-y)F(x)1
— UF1I 11111
Corollary 9. Let X1 C X2 C be finite-dimensional subspaces of a

normed space, with all inclusions proper. Then there are unit vectors
x1,x2,... such that x,, E X,, and = for all n 12.
In particular, an infinite-dimensional normed space contains an infinite
sequence of 1-separated unit vectors (i.e. with 1 for
n en).
Proof. To find x,, E apply Theorem 8(b) to the pair (X, Y) =
0
Theorem 10. A normed space is finite-dimensional if and only if its unit
ball is compact.
Proof. From Corollary 6, all we have to show is that if X is infinite-
dimensional then its unit ball B(X) is not compact. To see this, simply
take an infinite sequence x1 , x2,... E B(X) whose existence is
guaranteed by Corollary 9: 11x1 —x1fl 1 for i j. As this sequence
has no convergent subsequence, B(X) is not compact. 0
Theorem 10 is often used to prove that a space under consideration is
finite-dimensional: the compactness of the unit ball tells us precisely
this, without giving any information about the dimension of the space.
The above proof of Theorem 10 is based on the existence of a
sequence of unit vectors such that 11x1 —x,II 1 for all i j. Let
us show that, in fact, we can do better: we can make sure that the ine-
qualities are strict. All we need is the compactness of the unit ball of a
finite-dimensional normed space.
Lemma 11. Let x1,... , x, linearly independent vectors in a real
be
normed space X of dimension n 2. Then there is a vector E S(X)
such that — > 1 for all i (1 i < n).
Proof. We may assume that dim X = n. Let f S(X) be such that
f(x1) = 0 for 1i < n. (In other words, we require
64 Chapter 4: Finite-dimensional normed spaces
K(f) = lin(x1,.. .
and so we have precisely two choices for f: a functional and its

negative.) Furthermore, let g X* be such that g(x1) = 1 for every i
(1 i < n). Since S(X) is compact, so is
K={xES(X):f(x)=
Let x K}. Then for 1 i <n
we have —x,) = 1. Since —x1) = —1
the choice of x,, tells us that x,, —x, K, so that —xJ 1. Hence
IIx,,—x111 > 1 for every 1(1 i < n). 0
Theorem 12. Let X1 C X2 C be subspaces of a real normed space,
with dim X,, = n. Then there is a sequence x1 , x2,... of unit vectors
such that IIx,—x111 > 1 if i j and lin{x1,. .. ,x,j = for n = 1,2
There is another elegant way of finding 1-separated sequences of unit

vectors. This time we shall rely on the finite-dimensional form of the
Hahn—Banach theorem. Let us choose vectors x1,x2,... E S(X) and
support functionals x,x,... as follows. Pick x1 C S(X1) and
let E be a support functional at x1 : = 1. Suppose
k <n, = n, x1,.. . x,.. .,4
xr(x1) = 1
and xr(x1) = 0 for i < j. Then
k k
W fl K(x7)= fl Kerx7
has dimension at least n — k (in fact, precisely n — k) and so we can pick

a vector Xk+1 Let be a support functional at Xk+1,
i.e. let C and 4+I(Xk+L) = 1.
This implies that if X1 C X2 C ... are subspaces of X = n)
then there are sequences C S(X) and C such that
lin{x1 ,.. , x,j = X,,
. = 1 and = 0 for n <m. In particu-
lar, XmII 1 for n m.
The canonical bases of 1,, and where += i,
= 1, are
examples of pairs of sequences of this type. In fact, with =
(0,..., 0,1,0,...) 6 and = (0,..., 0,1,0,...) where the l's
occur in the nth places, we find that = = = 1 and
0 for all n m, not only when n <m. A pair of sequences
satisfying these conditions is called a normali.ced biorthogonal system.
To be precise, given a normed space X, a biorthogonal system on X
consists of vectors x1 ,.. , x,, and bounded linear functionals

.
such that xr(x1) = (i.e. x7(x1) = 0 if i j and = 1). Such a

system is normalised if lxiii lixtil = I for all i.
Theorem 13. Let X be an n-dimensional real normed space. Then there
is a normalised biorthogonal system (x1 )7, (xr x.
Proof. Let X = [fl) and S = S(X). For u1 ,... , u,, E write
v(uj,. . . for the n-dimensional Euclidean volume of the n-simplex
,
with vertices 0, u1 ,.. , Let x1 ,... , x,, E S be such that v(x1,... , x,,)
.
is maximal.
We claim that these vectors will do. What are the functionals (x
Clearly xr has to be defined by = I and x7(x1) = 0 for j i. But
does x7 have norm 1? Indeed it does, since 11x711 > 1 implies that
x7(y1) > I for some y, E S and so
D
The sequence whose existence is guaranteed by Theorem 13 is

called an A uerbach system.
In order to see what the existence of an Auerbach system really
means, it is worthwhile to reformulate Theorem 13 in geometric terms.
Let x1 ,.. , x,, be a basis of X. Define two norms on X: the
. norm and
the norm defined by taking x1,. , x,, as canonical basis. Thus for
. .
x= A1x1 set
ku1 = and = max

1=1
Let X1 and X,. be the normed spaces defined by these norms. Then
Theorem 13 claims precisely that x1,. .. ,x,,, can be chosen in such a way
that
B(X1) C B(X) C B(X,0).
Clearly 8(X1) is the convex hull of the 2n vectors ±x1, ±x2,..., ±x,
and is the n-dimensional parallelepiped whose vertices are
(€, E {—1,1}).
Let us return to the opening statement of this chapter: the isomorphic
classification of finite-dimensional normed spaces is trivial, with two
spaces being isomorphic if and only if they have the same dimension.
Based on this, one could come to the hasty verdict that there is nothing
to finite-dimensional normed spaces: they are not worth studying. As it
happens, this would not only be a hasty verdict but it would also be
utterly incorrect. There are a great many important and interesting
questions, only the isomorphic classification is not one of them. All
these questions, many of which are still open, concern the metric pro-
perties of the finite-dimensional normed spaces.
Perhaps the most fundamental question is the following: given two n-
dimensional normed spaces, how close are they to being isometric? Let
us formulate this question precisely.
Let X and Y be isomorphic normed spaces, i.e. let X and Y be such
that there is a bounded linear operator T C Y) which has a
bounded inverse. The Banach—Mazur distance between X and Y is
d(X, Y) = inf{1171111T'JI: T C Y), T' C
If X and Y are not isomorphic then one defines their Banach—Mazur
distance to be
Note that d(X, Y) 1, d(Y, X) = d(X, Y) = d(X*, for any two
spaces, and
d(X,Z) d(X,Y)d(Y,Z)
for any three spaces. Thus in some sense it would be more natural to
measure the 'distance' between X and Y by log d(X, Y).
What does d(X, Y) <d mean in geometric terms? It means precisely
that there is an invertible linear operator T E Y) such that
!B(Y) C TB(X) C c28(Y)
for some c1 and c2 satisfying c1c2 < d, in other words that

SB(Y)C B(X)CcSB(Y)
for some S C and c < d. Equivalently, we may demand that
B(Y) C TB(X) C cB(Y)
for some c < d. Thus the distance is less than d if after a linear
transformation the unit ball of one of the spaces is sandwiched between
the unit ball of the other space and c times that unit ball, where c < d.
Corollary 4 tells us that if dim X = dim Y = n then X and Y are iso-
morphic and so d(X, Y) But how large can d(X, Y) be? A com-
pactness argument implies immediately that d(X, Y) f(n) for some
function f: N R. In fact, the following simple consequence of
Theorem 13 gives a bound on d(X, Y).
Corollary 14. Let X = (V, H fi) be an n-dimensional normed space.

Then n.
Proof. Let be an Auerbach system in X so that, in particular,
is a basis of V. Define a norm fi on X by setting
jA1 I.
=
Then X1 = (V, lii) is isometric to 1k"; so we have to show that
d(X,X1) n.
We claim that the formal identity J: X3 X is such that 11111 1 and
n. Indeed, forx = Ax1 we have
IIJ(x)II I IIx,II A1 I = lixili

= =
and so 11111 1. (As IIJxiII = lixilli = 1, in fact IIJII = 1.)
In order to estimate let (x,' be the other half of the normal-
ised biothogonal system (x1)?, (x7)7; in other words, let 4 be defined
by 4(x1) = Given x = Ax1, choose €, E (—1, 1} such that
eA1 = 1A11 for i = 1,... ,n. Set f = Then Ilfil n r.
and
f(x) AJ = IIxIh,
and so
= IIxIIi = f(x) nIIxJI,
implying 11J' II
The alert reader may have noticed that the formal proof above is, in
fact, unnecessary, because the result is a trivial consequence of (1), the
relation equivalent to Theorem 13. Indeed, B(X,,,) C nB(X1) and so
B(X1) C B(X) C nB(X1). Thus d(X,X1) n. But X1 is isometric to
so that d(X, n.
An immediate consequence of Corollary 14 is that d(X, Y) n2 for
any two n-dimensional spaces, but this trivial estimate is far from being
best possible. In 1948 Fritz John proved an essentially best-possible
upper bound for d(X, Y) by first bounding the distance of an
n-dimensional space from rather than from Before giving this
result, let us think a little about the Banach—Mazur distance from a
Euclidean space.
Chapter 4: Finite-dimensional normed spaces
An easy compactness argument implies that if dim X = dim Y = n

then d(X, Y) is attained: there is an operator S E say, such
that
SB( Y) c B(X) c dSB( }')
where d = d(X, Y). Now if Y = = (Rn, II11) then B(Y) is the
Euclidean unit ball
For a linear operator S E the image SD of the Euclidean ball

D is an ellipsoid centred at 0; conversely, for every ellipsoid E C
with centre at 0, there is a linear map S E R") such that SD = E.
Thus d(X, d if and only if there is an ellipsoid E, with centre 0,
such that
ECB(X)CdE.
The following elegant and important theorem of John shows that one
can obtain a good upper bound for d(X, be taking the ellipsoid E of
minimal volume containing B(X).
Theorem 15. (John's theorem) Let X = a normed space
(R'1, IFII) be
with unit ball B = B(X). Then there is a unique ellipsoid D of minimal
(Euclidean) volume containing B. Furthermore,
C BC D.
In particular, d(X,lfl n1"2.
Proof. A simple compactness argument shows that the infimum of the

volumes of ellipsoids containing B is attained. Furthermore, every ellip-
soid of minimal volume is centred at 0.
Let us first prove uniqueness. Suppose that D and D' are ellipsoids
of minimal volume containing B. If T E is invertible then T(D)
and T(D') are elliposids of minimal volume containing T(B). Hence we
may assume that
and
1=1 1=1
where > 0 (i = 1,... ,n).

Denoting by the volume of D, we have vol D' = a,, and

so a= 1. Let E be the ellipsoid
E= E
Then
BC DflD' CE
and
(volE)2 — 2 — 2a2 — 2a
1
(vol D)2 1
1 a is 1. This contradicts the assumption

that D was an ellipsoid of minimal volume containing B.
Let us turn to the proof of n 112D C B. Suppose that this is not the
case, so that B has a boundary point in the interior of n112D. By tak-
ing a support plane of B at such a point and rotating B to make this
support plane parallel to the plane of the axes x2 , x3,. . . , we may
assume that
BC P = E lxii
for some c >

For a> b > 0 define an ellipsoid Eab by
Ea,b E W': + b2
so that (VOl D)/(vol Ea,b) = ab"'. If x C B then x C DflP and so

+ b2 x? = + b2
i=2
a
+b2.
Hence B C and vol Ea,b <vol D whenever

+1,2 1 and >
Thus, to complete the proof, it suffices to show that these inequalities

are satisfied for some choice of 0 < b <a. This is a trivial matter
which, unfortunately, looks a little untidy.
Put 0< e < a = and b = 1—e. Then ab"1 > 1.
Also,
2_ ++
2 2
C C \ C
= <1
if e > 0 is sufficiently small. 0
Theorem 15 can be reformulated in terms of inscribed ellipsoids: there
is a unique ellipsoid D of maximal volume contained in B and
D C B C n 112D. if B is not a unit ball but only a
Furthermore,
bounded convex body in P'1 then some translate B' of B satisfies
D C B' C nD for the ellipsoid D of maximal volume contained in B'
(see Exercise 18).
Corollary 16. Let X and Y be n-dimensional normed spaces. Then
d(X,Y)
n "2n"2 = n. 0
Although the estimate in Corollary 16 does seem somewhat crude,
since the Banach- Mazur distance between X and Y is estimated by
going through it is, in fact, close to being best possible: in 1981 the
Russian mathematician E. D. Gluskin proved that there is a constant
c > 0 such that for every a there are n-dimensional normed spaces X
and Y with d(X, Y) cn. At the time this result was extremely surpris-
ing; the proof was based on a probabilistic argument which has become
an important tool in the so-called local theory of Banach spaces, the
theory concerning finite-dimensional spaces.
Exercises
1. Let x1 ,. . . , be non-zero elements in a normed space. For

A = (A1)7 C P'1 set
DAlI0
= max{H±
: €, C {—1, 1} (i =
Show that II Ho isa norm on Show also that for A =

andj = E R' we have
IlAllo = = IIiIJomaxIA1I.
2. Let X1 = (V,,1111) (i = 1,...,n) be normed spaces. For 1
p ooandx = E V = set
=
Show that is a norm on V. Show also that any two of these
norms are equivalent. [The space (V, fi is usually denoted by

it isadirect sum of
3. Let be a symmetric norm on R", i.e.
with 1e11 = O,1,O,...,O)I = I

=
and let X1,. .. , X,, be normed spaces. Show that
II(xI,x2,... = 11X2112, . .. ,
isa norm on X = . inducing the product topology on

this space. Check that each X1 is a closed subspace of X and that
X is complete 1ff each X1 is complete.
4. Let x1 ,.. ,
. be unit vectors in a normed space such that
1=1
for all A,. .. , E R. Show that for k2 n there are unit vectors
u = p.1x1 (i = 1,... ,k)
jE U,
such that U1flU,. = 0 for i i' and

k
A,u1 c max 1A11
1=1
for all Aj,...,Ak ER.

Let X be a finite-dimensional real normed space, x0 E X and
TE Can be dense in X? [HINT: First prove it for
complex normed spaces.]
Let Y be a proper subspace of a finite-dimensional normed space
X. Can one always find a vector z0 E X (z0 0) such that
for all y E Y? Or a subspace Z C X such that

Y+Z = Xand Iy+zlj Nyu for all yE Yand z E Z?
7. Let Y be a finite codimensional closed subspace of a normed space
X and let T E Z), where Z is a normed space. Show that if
the restriction of T to Y is continuous then so is T.
8. Let x1 ,.. , be unit vectors in a normed space. Let 0 <E <
.
and suppose that
1=1
for all A1,... C Prove that
for all A1,... C R.

9. Let X and Y be n-dimensional normed spaces. Show that the
Banach—Mazur distance between X and Y is attained, i.e. there is
an operator T0 E Y) such that E X) and
d(.X, Y) = inf{IITIIJIT'lI : T C Y)} = 11T01111T0111.
10. Show that if 2 p then

d(1;,!n
11. Let X be a normed space with unit ball B = B(X) and suppose
that B can be covered by a finite number of translates of there
EXsuch that
B C U (x1 + B) = Li B(x1,
By making use of Corollary 7 but no subsequent result, prove that

X is finite-dimensional, and deduce Theorem 10.
12. Let Y be a finite-dimensional subspace of an infinite-dimensional
normed space X. Show that for every 0 there is an x C S(X)
such that (1 + €)Itx + y C Y.
13. A sequence in a normed space is said to be a basic sequence
if 0 for every n, and there is a constant K such that
AkxkH AkxkD
for all I m ii and scalars a,.. • , The minimal K satisfying

this is the basis constant of Deduce from the result in the

previous exercise that every infinite-dimensional normed space con-
tains a basic sequence.
14. Let be a basic sequence in a Banach space. Show that
is a Schauder basis of its closed linear span, i.e. every x E
has a unique representation in the form x = Akxk, with the
series convergent in norm.
15. Deduce from Corollary 9 that a Banach space cannot have a count-
ably infinite algebraic basis, i.e. if X = where e1 , e2,...
are independent, then X is incomplete.
16. Let X and Y be finite-dimensional normed spaces and set
NK = {T E B(X, Y): 11111, K}.
Prove that NK is a compact subset of B(X, Y) (with the operator

norm).
17k. Let X be an infinite-dimensional separable Banach space such that
for every subspace V C X (dim V = n) there is an operator
E B(Y, such that Q JiJ K. Prove that there is an
fl
operator T E B(X,12) such that K.

18. Let B C be a bounded convex body (i.e. IntB 0). Show
that there is an ellipsoid D of centre 0 such that some translate B'
of B satisfies D C B' C nD.
19. Prove that if a linear functional is continuous on a closed finite-
codimensional subspace then it is a bounded linear functional.
20. Let X1 = (V1, II•IJ) and X2 = (V2, be subspaces of a normed
space X = (V, with X1 finite-dimensional. Show that if
V= then X is the direct sum of X1 and X2, i.e. the pro-
jections X = X1 + X2 X1 (i = 1,2) are continuous.
Notes
Fritz John's theorem was proved in the paper Extremum problems with
inequalities as subsidiary conditions, in Courant Anniversary Volume,
Interscience, New York, 1948, pp. 187—204. The original paper of
E. D. Gluskin, The diameter of the Minkowski compactum is roughly
equal to n, Funct. Anal. AppI., 15 (1981), 72—3, is an all-too-concise
account of his celebrated results.
Excellent accounts of much of the excitement concerning finite-
dimensional spaces can be found in the following volumes: V. D. Mi!-
man and 0. Schechtman, Asymptotic Theory of Finite Dimensional
Normed Spaces, Lecture Notes in Mathematics, vol. 1200, Springer-

Verlag, Berlin, Heidelberg, 1986, viii + 156 pp., 0. Pisier, Volume of
Convex Bodies and Geometry of Banach Spaces, Cambridge University
Press, 1989, xv + 250 pp., and N. Tomczak-Jaegermann, Banach—
Mazur Distance and Finite Dimensional Operator Ideals, Pitman, 1989.
5. THE BAIRE CATEGORY THEOREM AND
THE CLOSED-GRAPH THEOREM
In this chapter we shall present several of the most fundamental and

useful results in classical functional analysis: the Baire category theorem,
the Banach—Steinhaus theorem, the theorem of the condensation of
singularities, the open-mapping theorem and the closed-graph theorem.
All these results are very closely related; indeed, they are practically
variants of each other. Nevertheless, it is rather useful to emphasize the
many facets of the same phenomenon, because even a subtle variation
in the formulation can make quite a difference in an application.
The simplest member of this group of results is due to Baire and con-
cerns metric spaces. Recall that a set Y in a topological space X is
in X if Y, the closure of Y, is X. In other words, Y is dense if
Yl) G 0 whenever G is a non-empty open set. We shall give several
equivalent formulations of the Baire category theorem: here is the first.
Theorem 1. Let G1, G2,... be a sequence of dense open subsets of a
complete metric space X. Then G = is dense in X.
Proof. As in a normed space, for x E X and r> 0 we set
Dr(X) = {y X: d(x,y) <r} and = (ye X: d(x,y) r}.
Although need not be Br(X), we have D,.(x) C Br(X) C D,÷E(x) for

all 0. Since is a dense open subset of X, for all x E X and
r> 0 the open ball D,(X) meets in a non-empty open set so there
are y E X and s > 0 such that C C Ii Dr(X). This is the
property we shall exploit.
Let then x E X and r>O. We have to show that D,(x)flG 0.
Let us construct sequences of points x1 , x2,... E X and positive
numbers r1,r2,... as follows. Choose x1 E X and 0 < r1 < 1 such that
75
76 Chapter 5: The Baire category theorem
B,1(x1) C G1flD,(x). Next choose x2 E X and 0 < r2 < 4 such that

Br2(X2) C then choose x3 E X and 0 < r3 < 4 such that
Brj(X3) C etc. By construction, —* 0 and B,1(XI) D
B,2(x2) J ... and so, by the completeness of X, = {x0}
for some x0 E X. As x0 E B,1(x1) C D,(x) and
x0 E D,(X)flG. 0
Because of its importance and many applications, we give some other

forms of Theorem 1 and thereby explain the name of the result as well.
The first is a slightly weaker but very useful variant.
Theorem 1'. If a complete metric space is the union of countably many
closed sets then at least one of the closed sets has non-empty interior.
Proof. Let X = where X is a complete metric space and each
F,, is closed. Setting G,, = X\F, we find that (3,, = 0 so that at
least one of the open sets G,, is not dense in X: G,, X. But
IntF,,=X\G,,. 0
Strictly speaking, Theorem 1' says precisely that the set Gin Theorem
1 is not empty. However, replacing X by B,(x), we see that G fl B,(x) is
not empty either, and so G is dense. Thus Theorem 1 is an easy conse-
quence of Theorem 1'.
A subset Y of a topological space X is said to be nowhere dense in X
if the closure of Y has empty interior: hit Y = 0. Note that a set Y is
nowhere dense if and gnly if its closure, Y, is nowhere dense. A subset
Z C X is meagre in X or of the first category in X if it is the union of
countably many nowhere-dense sets. Clearly, the union of countably
many meagre sets is meagre. A subset of X is of the second category in
X if it is not meagre in X. Thus U is of the second category in X if,
whenever F1,F2,... are closed sets and U C F,, then 0
for some n.
Let us use this terminology to give another reformulation of the Baire
category theorem.
Theorem The complement of a meagre subset of a complete metric
space is dense. In particular, a complete metric space is of the second
category.
Also, in a complete metric space the complement of a set of the first
category (a meagre set) is of the second category.
Chapter 5: The Baire category theorem 77
Proof. Suppose Y = 1',, C X with X complete and each

nowhere dense in X. Then 1',, is nowhere dense in X so G,, = is
a dense open set and therefore G = is dense. Clearly
GCX\Y.
To see the third assertion, note that the union of two meagre sets is
meagre. 0
The two parts of the last variant are trivially equivalent since if A is a
set of the second category in a topological space X and B C X is meagre
then A\B is again of the second category.
The intuitive meaning of a set of the second category is that it is a
large set. Thus, saying that 'the set of points having a certain property
(e.g. where a given function is continuous) is of the second category' is
rather similar to saying that 'almost all points have this property', i.e.
the set of points not having this property has measure zero. Of course,
the second statement makes sense only if we have a measure on the
space, while being of the second category is an intrinsic property of a
metric space. For example, given a collection of convex bodies in
loosely speaking one may say that 'almost all sets in have property P',
meaning that in the natural (Hausdorif) metric on the set of convex
bodies having P is of the second category.
It is perhaps worth pointing out that the two notions are only similar but
not comparable, even if we restrict our attention to [0, 1] c It Indeed,
[0, c [0, 1] does not have full measure, yet is of the second category, and
one can construct a subset of[0, 1] with measure I that is of the first category
(cf. Exercise 23).
in 1897 Osgood proved the following pretty result about continuous
functions. Let fj,f2,...: [0,1] R be continuous functions such that
for each t E [0, 1] the sequence is bounded. Then there is an
interval [a,bJ C [0,1] (a <b) on which the sequence fl,f2, ... is uni-
formly bounded.
Let us see that the Baire category theorem implies the following
extension of this result.
Theorem 2. (Principle of uniform boundedness) Let U be a set of the
second category in a metric space X and let
. be a family of continuous
functions f: X —' R such that {f(u): f E is bounded for every
ii E U. Then the elements of are uniformly bounded in some ball
B,(x0) (x0 X; r > 0), i.e. If(x)I n holds for some n and all f E
and x E B,(xo). In particular, the conclusion holds if X is complete and
f
{f(x): E is bounded for every x X.
Proof. For n 1 let
flf'([—n,n]).
I
Then as the intersection of a family of closed sets, is closed. By our
assumption,
n1
so by the definition of a set of the second category, mt 0 for some
n.
The second assertion is immediate from Theorem 1". 0
The next result is only a little more than a reformulation of Theorem
2 in the setting of linear maps.
Theorem 3. (Banach—Steinhaus theorem) Let X and Y be normed
spaces, let U be a set of the second category in X and let C Y)
be a family of bounded linear operators such that
sup{IITulJ: T <
for all u E U. Then JITII N for some N and all T E In particular,
the conclusion holds if X is complete and T
TE x
by is a ball E X; r > 0) such
that IITxII n for some n and all T E and x E B,.(x0). As in the
proof of Theorem 2.2, this implies that E N = fir for all T E
Indeed, let T E and x E B(X). Then 10 + rx and x0 — rx are in
Br(XO) and so
IITxO = =N
and therefore 11J N for all T E 0
The last result has the following immediate consequence concerning

the condensation of singularities.
Theorem 4. Let X and Y be normed spaces, with X complete, and let
E Y) (n,m = 1,2...) be such that
urn = for all
Then there is a set U C X of the second category in X such that for

u E U we have
IIT,,,,,(u)II = for all n.
Proof. For a fixed n, let V,, C X be the set of vectors v such that
Then, by Theorem 3, V,, is of the first category.
Hence so is V = U..1 and thus by Theorem 1" the set U = X\V is
of the second category in X. 0
The next major result, the open-mapping theorem, is a consequence
of the Baire category theorem and the important lemma below. Recall
that for a normed space X we write D(X) for the open unit ball and
B(X) for the closed unit ball; furthermore, we use the notation
D,(X) = rD(X) and = rB(X).
Lemma 5. Suppose X and Y are normed spaces, X is complete,
T Y) and T(Dr(X)) 3 D3(Y). Then T(D,(X)) 3
Proof. We may and shall assume that r = s = 1. Let A =
D(Y) fl T(D(X)); then A = B(Y). Given z E D(Y), choose S such that
IIzII < 1—S < 1 and set y = z/(1 —8). We shall show that
y E T(D(X))/(1 —8) and so z E T(D(X)).
Let us define a sequence (y,) C Y. Set Yo = 0 and then choose suc-
cessively Yi Y such that y,, Yn—i E S"'A and fly,, —ylI <8".
Having chosen Yo'••• we can find a suitable y,, since
yE and the set S"'A is dense in
By the definition of A, there exists a sequence C X such that
Tx,, = y,, and Putting
x= x,,
we have
Dxli ilx,,il <(1 —Sr' and Tx =

=
Consequently y E T(D(X))/(1 —8) and so z E T(D(X)). As z was an
arbitrary point of D(Y), this implies that D(Y) C TD(X), as claimed. 0
Theorem 6. (Open-mapping theorem) Let X and Y be Banach spaces
and let T E Y) be a surjection: T(X) = Y. Then T is an open
map, i.e. if U C X is open then so is TU.
Proof. Set G = T(D(X)). Since T is a linear map, it suffices to show

that G contains a neighbourhood of 0 in Y.
Note that = rG and the closure of rG is rG. Since
Y = T(X) = nG, by the Baire category theorem we see that
mt nG 0 for some n and so mt G 0. The set is convex and
symmetric about 0 so mt G 0 implies that G 3 for some
r > 0. Indeed, if D(x0, r) C G then D(—xo, r) C G and so the convexity
of implies that D(0, r) = DT(Y) C G. But then, by Lemma 5,
G = T(D(X)) 3 D,.(Y). 0
The final two results are easy but very useful consequences of the
open-mapping theorem.
Theorem 7. (Inverse-mapping theorem) If T is a one-to-one bounded
linear operator from a Banach space X onto a Banach space Y then T'
is also bounded.
Proof. Since T is a bijection, the inverse T' exists and belongs to
By Theorem 6, for some r> 0 we have T(D(X)) 3
Thus 11T'II hr. 0
Theorem 8. (Closed-graph theorem) Let X and Y be Banach spaces and
T E L(X, Y). Then T is bounded if its graph,
1(T) = {(x, Tx) :xE C Xx Y
is closed in Xx Y in the product topology.
Proof. One of the implications is trivial: the graph of a continuous map
into a Hausdorff space is closed, so if T is bounded, 1(T) is closed.
Suppose then that 1(T) is closed. Let Z be the direct sum of X and
V endowed with the norm II(x,y)II = Dxli + flyll. This norm induces the
product topology on Xx V and so, by assumption, 1(T) is a closed sub-
set of Z. In fact, Z is easily seen to be complete, so 1(T) is a closed
subspace of the Banach space Z and therefore it is itself a Banach
space. The linear map U: 1(T) —' X, given by U((x,y)) = x, is a
norm-decreasing bijection and so, by Theorem 7, the inverse operator
is bounded. But then DU'D since
IIlxil iixii —f iilxii = ilL '(x)li iIU'iillxii.
It is worth pointing out that the closed-graph theorem often makes it
much easier to prove that an operator is continuous. When is a linear
operator T: X V continuous? If x1 , x2,... E X and —' x0 imply
that —' Tx0. Now if X and Y are Banach spaces, the closed-graph
theorem tells us that in order to prove the continuity of a linear opera-
tor T: X —, Y, it suffices to show that if x,, —. and Tx,, then
Tx0, i.e. Tx0 = Yo — a considerable gain!
Exercises
1. Let f: R4 R be a continuous function such that =

0 for all x > 0. Show that = 0.
Let f: R Rbe infinitely differentiable. Suppose for every
x E R there is a such that = 0 for all k Prove that
f is a polynomial.
3. Let K = [0,1], X = and, for n 1, set F,, =
+ h) — f(t)
{f E X: 3 t E K such that n V h with t + h E
Prove that F,, is closed and nowhere dense in CR(K).Deduce that

the set of continuous nowhere-differentiable real-valued functions
on [0,11 is dense in
4. Prove that if a vector space is a Banach space with respect to two
norms then the topologies induced by the norms are either
equivalent or incomparable (i.e. neither is stronger than the other).
5. Let V be a vector space with algebraic basis e1 , e2,... (so
dim V = and every v E V is a unique linear combination of the
e,) and let II be a norm on V. Show that is incomplete.
6. LetXbeanormed space andSCX. Showthatif{f(x):xES}is
bounded for every linear functional f E X then the set S is
bounded: lixil K for some K and all x E S. (Using fancy termi-
nology that will become clear in Chapter 8, a weakly bounded set
is norm bounded.)
7. Deduce from the result in the previous exercise that if two norms
on a vector space V are not equivalent then there is a linear func-
tional f E V' which is continuous in one of the norms and discon-
tinuous in the other.
8. Let X be a closed subspace of L1(0, 2). Suppose for every
f E L1(0, 1) there is an F C X whose restriction to (0, 1) is f.
Show that there is a constant c such that our function F can always
be chosen to satisfy IIF1I clifli.
9. Let 1 p,q and let A = (a11)' be a scalar matrix. Suppose
for every x = (x1)° the series is convergent for
every 1, andy = Ely, where y, Show that the

=
map A: I,, —p 'q' defined by x y, isa bounded linear map.
10. Let [0,1] (n = 1,2,...) be uniformly bounded continu-
ous functions such that
j dx c
for some c > 0. Suppose 0, (n = 1,2,...) and
c,,q,,,(x)
n=1
for everyxE [0,1]. Prove that

cn
n1
11. For two sequences of scalars x = and y = (y1)° set
(x,y) = x•y,.
i=1
Let I <p,q < be conjugate indices and let = E
(n = 1,2,...). Show that 0 for every y if
is norm bounded (i.e. K for some K and all n) and
0 for every i. (This is a characterization of sequences in
tending weakly to 0; cf. Exercise 6.)
12. Let = E (n = 1,2,...). Show that — 0 for
every y c0 iff is bounded and —* 0 for every i. (Simi-
larly to Exercise 11, this is a characterization of sequences in

tending weakly to 0.)
13. Show that for I p < the La-norm
I r' \1/P
11111, = (j If(t) "dt
'U
on C[0, ills dominated by the uniform norm Ilfil = IfO) I
and deduce that C[0, 1] is incomplete in the norm

14. Let P be a projection on a Banach space X, i.e. let P be a linear
map of X into itself such that P2 = P. Show that X is the direct
sum of the subspaces KerP = and ImP = PX if and only if
P is bounded.
15. Let X and Y be normed spaces and T E Y). Show that the
graph of T is closed 1ff whenever x,, 0 and y then y = 0.
As we shall see in the following exercises, the results of this chapter

are very useful in proving the fundamental properties of Schauder bases.
Recall from Chapter 2 that a sequence is a Schauder basis or sim-
ply a basis of a Banach space X if every x X has a unique representa-
tion in the form with the series convergent in norm.
16. Let be a basis of a Banach space X. Define P, by
andfor x E X set Mxlii = Prove that is a norm on

X and X that is complete in this norm as well.
17. Let X, and be as in the previous exercise. Prove that
and [The number is called
the basis constant of cf. Exercise 4.13.]
18. Let x1 , x2,... be non-zero vectors in a Banach space X, with
) = X. Prove that is a basis of X if and only if there
is a constant K such that
A,xaO
for all 1 m <n and scalars A1,...

19. Define a sequence of functions Xn: [0, 1] [—1, 1] as follows.
1 and for n 2 define k 0 by 2k Set
Set Xi(t)
,= and define
1
if <1+1,
( 0 otherwise.
The sequence is called the Haar system. Prove that the
Haar system is a basis in 1) for I p
20. Define a sequence of continuous functions ç,1: [0, 1] [0, 1] as
follows. Set 1 and for n 2 put
du,
= L
where X* is the k th Haar function, defined in the previous exer-
cise. The sequence is called the Schauder system. Prove
that the Schauder system is a basis in 1) with the uniform
norm. Show also that the basis constant is 1.
Chapter 5: The Baire category theorem
21. Let be a sequence in a normed space such that
n=1
for every f E X*. Show that there is a constant M such that
for everyf E X.
22. Use the Baire category theorem to deduce the result in Exercise
4.15: the linear span (not the closed linear span!) of an infinite
sequence of linearly independent vectors in a normed space cannot
be complete.
23k. Construct a set SC [0, 1] of measure I that is of the first category in
[0. 1].
Notes
Most of the results in this chapter can be found in Stefan Banach's clas-
sic, cited in Chapter 2. The original paper of R. Baire is Sur Ia conver-
gence de variables réelles, Annali Mat. Pura e AppI., 3 (1899), 1—122;
Osgood's theorem is in W. F. Osgood, Non-uniform convergence and
the integration of series term by term, Amer. J. Math., 19 (1897),
155—90. The Banach—Steinhaus result was proved in S. Banach and H.
Steinhaus, Sur le principe de Ia condensation de singularites, Fundamenta
Math., 9 (1927), 51—7.
6. CONTINUOUS FUNCTIONS ON COMPACT
SPACES AND THE
STONE-WEIERSTRASS THEOREM
In this chapter we shall study one of the most important classical

Banach spaces, the space C(K) of continuous complex-valued functions
on a compact Hausdorif space K, with the uniform (supremum) norm
11111 = sup = maxlf(x)I.
z€K xEK
In fact, as we shall see in Chapter 8, every Banach space is a closed
subspace of C(K) for some compact Hausdorff space K, although this
does not really help in the study of a general Banach space.
First we shall show that C(K) is large enough, namely that it contains
sufficiently many functions; for example, every continuous function on a
dosed subset of K can be extended to a continuous function on the
whole of K without increasing its norm. This result, which is a special
case of the Tietze—Urysohn extension theorem, is thus reminiscent of
the Hahn—Banach theorem: it ensures that the space C(K) is large, just
as the Hahn—Banach theorem ensured that the dual space of a normed
linear space was large. It is worth emphasizing that the existence of a
good stock of continuous functions on a topological space X cannot be
taken for granted, not even when X seems to be very pleasant. For
example, it can happen that X is a countable Hausdorff space and still
every continuous function on X is constant (see Exercise 19).
In the second part of the chapter we shall show that C(K) is not too
large in the sense that it is the norm closure (i.e. the closure in the
topology induced by the norm) of a good many 'small' subspaces of
functions.
We shall start with a standard result in analytic topology which is
likely to be familiar to many readers.
86 Chapter 6: Continuous functions on compact spaces
A topological space is said to be normal if every pair of disjoint

closed sets can be separated by disjoint open sets: if A and B are dis-
joint closed sets then there are disjoint open sets U and V such that
A C U and B C V. Equivalently, a space is normal if for all A0 C U0,
where A0 is closed and U0 is open, one can find a closed set A1 and an
open set U1 such that A0 C U1 C A1 C U0.
Lemma 1.
(a) In a Hausdorif space any two disjoint compact sets can be
separated by open sets.
(b) Every compact Hausdorff space is normal.
Proof. (a) Let A and B be non-empty disjoint compact sets in a Haus-
dorif space. For a E A and b E B, let U(a, b) and V(a, b) be disjoint
open neighbourhoods of a and b. Let us fix a point a A. Clearly,
B C Uh E B V(a, b) and so, as B is compact, B C V(a, b1) for
some Set
U(a) = fl U(a,b1) and V(a) = IJ V(a,b,).
Then U(a) and V(a) are disjoint open sets, U(a) is a neighbourhood of a
and V(a) contains B.
Now note that U0 A
U(a) is an open cover of A and so, as A is
compact, A C U(a,) for some a1,. ..,am E A. Let
U = U U(a1) and V= fl V(a1).
Then U and V are disjoint open sets, A C U and B C V.

(b) In a compact space every closed set is compact, so the assertion
follows from (a). 0
If A and B arc disjoint closed sets in a metric space X then there is a
continuous function f: X [0, 1] such that f is 0 on A and 1 on B;
indeed,
— Jmin{d(x,A)/d(x,B),1} B
i xEB
will do. The next important result tells us that such an f exists not only
on metric spaces but also on normal spaces.
Theorem 2. (Urysohn's lemma) Let A and B be disjoint closed subsets
of a normal space X. Then there is a continuous function f: X —' [0, 1]
such that A C and B C f'(l).
Chapter 6: Continuous functions on compact spaces 87
Proof. Let q0 = 0, q1 = I and let q2,q3.... be an enumeration of the

rationals strictly between 0 and 1. Set LI0 = 0. A0 = A, U1 = )AB and
A1 = X. Let us construct a sequence of closed sets A0, A1 ,... and a
sequence of open sets that U, C A, and if q <q1 then
U1 ,.. such
14,C U1. Suppose we have found A0,...,A,,1 and U0,...,
What shall we choose for A,, and U,,? Let be the maximal q1
(I < n) which is less than q,, and let q1 be the minimal q1 (1 < n) which
is greater than q,. Then Ak C U, and so, as X is normal, one can find
a closed set A,, and an open set U,, such that Ak C U,, C A,, C U,.
Having constructed A0,A1 .... and U0, U1,..., it is easy to define a
suitable continuous function f: for x E X set
f(x) = : x E A,,}.
Clearly 0 f(x) I and f is 0 on A and I on B. All we have to check

is that f is continuous. Suppose then that 0 <f(x0). Then
x0 Ak and so X'\Ak is a neighbourhood of x0; for x X\Ak we have
f(x) qk• Similarly, if < q, I then xEU,. So U, is a neighbourhood
of x0 and for x E U, we have f(x) q,. o
We are ready to present one of the main results of this section. By
Urysohn's lemma, if A and B are disjoint closed (possibly empty) sub-
sets of a normal space X then there is a continuous function g =
g(A,B): X—' [—1,1] such that gJA = —I and gIB = 1. Equivalently,
if C is a closed subset of X and h is a continuous function from C into
the two-point set 1} then h has an extension to a continuous func-
tion g: X—' [—1,1]. The Tietze—Urysohn extension theorem below
claims that every continuous function 1: C [—1, 1] has such an exten-
sion. This result is easily proved by using Urysohn's lemma to provide
us with continuous functions on X whose restrictions to C are better and
better approximations of f.
Indeed, setting A0 = {x E C: f(x) 0} and B1) = {x C C: f(x)
there is a continuous function G0: [0, fl such that = 0 and
G01B0 = Then f' = f—G0 IC maps C into [—I, fl — a very good
start indeed. Next, set
A1 = {x C C: f'(x) — B1 = {x C C: f'(x) 0)
and take in a continuous function H1 0] such that HLIAI =

and H21B1 = 0. Then F1 = G0 + is a good approximation of f on C,
namely f— FIIC maps C into [— and Continuing in this
way, we get continuous functions F2, F3, ... with 2" and
I — mapping C into Thus F = F, will have

the required properties.
For the sake of completeness, in the proof below we shall present a
streamlined version of this approach.
Theorem 3. (Tietze—Urysohn extension theorem) Let C be a closed
subset of a normal space X and let f: C [—1, 1] be a Continuous
function. Then f has a continuous extension to the whole space X, i.e.
there is a continuous function F: [—1,1] such that FIC = f.
Proof. We shall construct F as the uniform limit of continuous functions
on the whole of X whose restrictions to C are better and better approxi-
mations of f. To be precise, set fo =
A0 = {x E C: f0(x) — 4} and B0 = {x E C: f0(x)
By Urysohn's lemma there is a continuous function F0: X [—4, 4]
such that F0 IA0 = —4 and F0 I = 4. Set fi = fo — F0 IC and note that
is a continuous map of C into [—i, In general, having con-
structed a continuous function
: C—p
define
= {x E C: and = {x E C:
By Urysohn's lemma there is a continuous function
r I 2n 12
such that
= and
= i(2)n.
Set
and note that is a continuous map C into

Let f1 ,... and F0. F1.... be the sequences of functions constructed
in this way. Then for all x X and n 0 and so
F(x) = is continuous, being a uniform limit of continuous
functions, and
IF(x)I 4 =1
ii=0
Furthermore, for x E C and n 0 we have
=
<(4)fl+1
- k=O
andsof(x)=F(x). 0
- It may be worth noting that it is trivial to ensure that F(x) I

1: if
F(x) is any continuous extension of f then

F(x) =
will do.
From now on, let K be a compact Hausdorif space and let us consider
the space C(K) of all continuous (complex-valued) functions on K. This
is a Banach space in the uniform norm Ilfil = sup{If(x) x E K}. The
results above tell us that C(K) is rather rich in functions. Namely, C(K)
separates the points of X: for any two distinct points x and y there is a
function f E C(K) such that f(x) # f(y). Also, if A and B are disjoint
closed subsets of K then for some f E C(K) we have f(a) = 0 and
f(b)= 1 for all aEA and bEB. Finally, if ACK is closed and
f E C(A) then f = FIA for some F E C(K). To see the last statement,
simply write f as a sum of its real part and its complex part.
The space C(K) is closed under uniform limits, and this is another
source of functions that can be guaranteed to belong to C(K). This
leads us to consider relatively compact subsets of C(K), that is subsets in
which every sequence has a subsequence convergent to some element of
C(K).
Recall that a topological space is compact if every open cover has a
finite subcover, it is countably compact if every countable open cover
has a finite subcover and it is sequentially compact if every sequence has
a convergent subsequence. Given a metric space X and N C X, the set
N is an €-net if for every x E X there is a pointy EN with d(x,y) <€.
The €-nets one tends to consider are finite. A metric space is totally
bounded or relatively compact if it contains a finite €-net for every
e > 0, or, equivalently, if every sequence has a Cauchy subsequence.
For a metric space, the properties of being compact, countably compact
and sequentially compact coincide; furthermore, a metric space is com-
pact iff it is complete and relatively compact. In particular, a subset of
a complete metric space is relatively compact if its closure is compact; a
closed subset of a complete metric space is compact 1ff it is relatively
compact.
In order to characterize the relatively compact subsets of the complete

metric space C(K), let us introduce some more terminology. A set
S C C(K) is uniformly bounded if it is bounded in the supremum norm,
i.e. if Ilfil N for some N and all f C S. We say that S is equicontinu-
ous at a point x C K if for every 0 there is a neighbourhood U of x
such that if y E and f E S then 11(x) —f(y)I < €. Furthermore, S is
equicontinuous if it is equicontinuous at every point.
Theorem 4. (Arzelà—Ascoli theorem) For a compact space K, a set
S C C(K) is relatively compact if and only if it is uniformly bounded
and equicontinuous.
Proof. (a) Suppose that S is a totally bounded subset of C(K). Let
x E K and 0. The set S contains a finite c-net: there is a finite set
{f1 f,,} CS such that if fE S then hf—fill <c. Then, trivially,
11111
<c + and so S is uniformly bounded. Furthermore, as
f, is continuous, for every x C K there is a neighbourhood U1 of x such
that Ifi(x)—fi(y)I <c for yE U,. Then U = fl'1 U is a neighbour-
hood of x showing that S is equicontinuous at x. Indeed, for fE S let I
(1 i n) be such that 111—1,11 <e. Then for y E U we have
If(x)f(y)l lf(x) —fa(4l + lf(x)—ft(y)l + If,(y)—f(y)I <3€.

(b) Now suppose that S is uniformly bounded and equicontinuous.
Given 0, for x E K let be an open neighbourhood of x such that
If(x)—f(y)I <€ if fE S and yE Then
K = LJEK let
be a finite subcover of K. Since S is uniformly bounded,

the set R = {(f(x1),. . . f C S} is a bounded subset of 1, the
vector space C" endowed with the supremum norm. (As all norms on a
finite-dimensional vector space are equivalent, we could have chosen
any norm on C".) A bounded set in 1 is totally bounded because a
bounded closed set in 1 is compact; therefore R is totally bounded so
there are functions ,. , f,,,, E S such that the set
. .
1 i m}
is an c-net in R.
We claim that the functions ft,... 'fm form a 3€-net in S. Indeed,
given f E S, there is an i (1 I m) such that f(x1) —f,(x1)l < c for
all j (I n). Let now xE K be an arbitrary point. Then xE
for some 1(1 j n). Consequently,
1(x) —f,(x)h If(x) —f(x1)I + 1(x1) —f1(x1)I + lf,.(x1) —f1(x)I <3€. 0
In conclusion, let us see that CR(K), the space of continuous real-

valued functions on K, is closed under monotone pointwise limits. This
is Dini's theorem.
Theorem 5. Let K be a compact topological space and let
CR(K). Suppose that for every x C K the sequence
monotone increasing and tends to f0(x). Then (f,1 )
) i is con-
verges uniformly to Jo' i.e. foli 0.
Proof. Let e > 0. For every x E K there is a natural number such

that > f0(x) As is a non-negative continuous function,
x has an open neighbourhood (i, such that if y C U then
0 <€.
Note that if n and y C U,, then
0 fo(Y) Jn(Y) fo(y) <€.
Since is certainly a cover of K and K is compact, K is covered
by a finite number of these sets: K = for some points
Il,... ,Xk. Thelast inequality implies that if n n0 = max{nR1,. . .
then IJo(y)fn(y)I <e for ally, and so 0

It is worth noting that all three conditions are needed in Theorem 5,
namely that K is compact, the sequence of continuous functions
is pointwise increasing and the pointwise limit, Jo is a continuous func-
tion (see Exercise 13).
Now let us turn to one of the most fundamental results in functional
analysis, the Stone—Weierstrass theorem, telling us that the sapce C(K)
is not too large: it is the uniform closure of a good many pleasant sub-
spaces, more precisely, it is the uniform closure of a good many subalge-
bras. Recall that a topological space is said to be locally compact if
every point has a compact neighbourhood. For a locally compact Haus-
dorif space L, let
C(L) = {f E CL: J is continuous and bounded},
C0(L) = {J C(L): the set {x: IJ(x) I
e} is compact for every e > 0}
and
C C(L): suppf is compact},
where suppf, the support of a (not necessarily continuous) function f, is
the closure of the set {x: f(x) 0).
Note that if L is compact then C(L) is just the set of all continuous
functions; similarly. is the set of all continuous functions with
compact support and C0(L) is the set of all continuous function f on L
for which {x E L: If(x)l e} is compact for every e > 0.
If f and g are functions on the same space, define Af. f+g and fg by
pointwise operations. With these operations, C(L) is a commutative
algebra. This algebra has a unit, the identically I function. By
definition, C C0(L) C C(L) and CC(L) and C0(L) are subalgebras
of C(L). We know that the vector space C(L) is a Banach space with
the uniform (supremum) norm:
Ilfil = sup{lf(x)I: x E L}.

Theorem 6. Let L be a locally compact Hausdorff space. The function
is a norm on C(L) and the space C(L) is complete in this norm;
C0(L) is a closed subspace of C(L) and is a dense subspace of
C0(L). Furthermore, forf,g E C(L) one has
Ilfil (1)
and I. the identically I function, has norm 1.

Proof. The only assertion needing proof is that is dense in C0(L).
Given f E C11(L) and >0, set = (x E L: If(x)I e}. Then K0 is
compact. For x E K0 let be an open neighbourhood of x with
compact closure Then K0 C (ix and so K0 C for
some x1 ,. . E K(,. Setting K1 =
. we find that K1 is a
compact set such that K0 C tnt K1.
By Urysohn's lemma (Theorem 2) there is a continuous function
h: K1 [0, 1] that is I on and 0 on K1\lnt K1. Extend h to a func-
tion g on L by setting it to be 0 outside K1:
h(x) ifxEK1,
0
Then g E and so gf E Clearly IIgf—fII
An algebra A which is also a normed space and whose norm satisfies

(1) is called a normed algebra. If the algebra has an identity e and the
norm of e is I then it is called a unital normed algebra. If the norm is
complete then the algebra is a Banach algebra. We saw in Chapter 2
that the set of bounded linear operators on a normed space X, is
a unital normed algebra and if X is complete then is a unital
Banach algebra. The trivial part of Theorem 6 shows that C(L) is a

commutative unital Banach algebra, C0(L) is a commutative Banach
algebra and is a commutative normed algebra.
The spaces CR(L), and are defined analogously; they
consist of the appropriate continuous real-valued functions. These
spaces are not only real normed algebras but they are also lattices under
the natural lattice operations fvg and fAg.
Given real-valued functions f and g on a set S, define new functions
fvg and fAg on S by setting, for x E S,
(fvg)(x) = max{f(x),g(x)} and (fAg)(x) = min{f(x),g(x)}.
We call fvg the join off and g and fAg the meet off and g. The join
and the meet are the lattice operations.
Of course, the join of two functions is just their maximum and the
meet is just their minimum. It is clear that CR(L), and
are all closed under the lattice operations.
For a set A of bounded functions on a set S. the uniform closure A of
A is the closure of A in the uniform topology on the space of
bounded functions on S with the uniform norm (Example 2.1 (ii)). Thus
a function f on S belongs to A if for every 0 there exists a g E A
such that If(x) <e for all x E S.
In this chapter we shall study the uniformly closed subalgebras of
C(L), C0(L), CR(L) and so we are particularly interested in uni-
form approximations by elements from various subsets of these algebras.
As the next result shows, the lattice operations are very useful when we
look for such approximations.
Theorem 7. Let K be a compact Hausdorif space and let A be a subset
of which is closed under the lattice operations. Then A, the uni-
form closure of A, is precisely the set of those continuous (real-valued)
functions on K that can be arbitrarily approximated at every pair of
points by functions from A.
Remark. Note that A is not assumed to be a subalgebra, not even a
subspace, it is merely a set closed under the lattice operations, i.e. it is a
sublattice of CR(K).
Proof. It is obvious that the uniform closure A is at most as large as
claimed.
Suppose then that f can be approximated by elements of A
at every pair of points. We have to show that f E A.
Let e > 0. The existence of approximations of f means precisely that

for x, yE K there exists a function E A such that
<€ and <E•
Put = {z E K: <zf(z) +€}. Then is an open set
containing x and y. Fixing x, we find that K = and so a
finite number of the sets also cover K, say K = By
assumption, the minimum of the corresponding functions • fr,,,,,,
namely = also belongs to A. Clearly
>f(x)—E and <f(y)+€ for allyE K.
Let = {y E K: f(y) —e}. Then is open and K =
K
so that, as K is compact, K = for some
x1, • . ,X,.•,E K. Let =L1vL2v" be the maximum of the
corresponding functions. By assumption, E A, and
f(x)—€<f((x)<f(x)+e forallxEK.
As there is such an fE for every 0, f E A. 0
Lemma 8. A uniformly closed subalgebra A of gb(S), the space of
bounded real-valued functions on a set S is also closed under the lattice
operations.
Proof. Since (fvg)(x) = max{f(x),g(x)} =
andfAg = f+g—fvg, it suffices to show that A iff E A. Furth-
ermore, as for n 1 we have nfl = nlfl, andf A holds if nf E A,
it suffices to show that if f A and 11111 = supx€s If(x) I < 1 then
flEA. 3)k be the Tay-
Let then f E flffl < 1 and e > 0. Let
A, Ck(t—
lor series for about z = 3. As this series converges uniformly
on [0, 1], there is a polynomial
P(:) 3)k
Ck(t—
k=O
such that
for all 0 t 1.
Hence
IP(s2) —(s2+€2)"2J < for all —1 s 1
and so
I
P(s2) — Is II < 2E for alt —1 s 1.
Set Q(s) = P(s2) — P(O). Then Q is a real polynomial with constant

term 0, and so f E A implies that Q(f) E A. Furthermore, for
—1 s 1 we have
IQ(s)—lsII IP(s2)—IsII+IP(O)I
Hence
IQ(f)(x)—If(x)II <4€ foralixEK

and so
IIQ(f) —fill
showing that IfI can be approximated by the function Q(f) E A within
4€. Since A is uniformly closed, Ill E A. 0
We are ready to prove the first form of the main result of this section.
We say that a set A of functions on a set S separates the points of S if
for all x,y E S (x y) there is a function f E A with f(x) f(y).
Theorem 9. (Stone—Weierstrass theorem) Let K be a compact space
and let A be an algebra of real-valued continuous functions on K that
separates the points of K. Then A, the uniform closure of A, is either
CR(K) or the algebra of all continuous real-valued functions vanishing at
a single point x. E K.
Proof. (a) Suppose first that there is no point E K such that
f E A. It is easily checked that then for all x y
(x,y E K) there is a function f C A such that f(x) f(y), f(x) 0 and
f(y) 0. Then any function on K, say g E fiX, can be approximated at
x and y by elements of A. In fact, we can do rather better than only
approximate: since (J(x), f(y)) and (f2(x) , f2(y)) are linearly indepen-
dent vectors in fl2, some linear combination of them is (g(x),g(y)). So
for some linear combination h = sf+ jf2 of f and f2 we have h(x) = g(x)
and h(y) = g(y). By Theorem 7 and Lemma 8 we have A =
(b) Suppose now that = 0 for some C K and all f C A. We
have to show that if g E CR(K) and g
the constant functions to A, i.e. let B C CR(K) be the
algebra of functions of the form f+ c where f C A and c fl Given
>0, by part (a) there exists a function h = f+c C B, with! E A and
96 Chapter 6: Continuous fwzc:ions on compact spaces
C E R, such that <€. As = = Owe have PcI <e

and so PIf —gil <2€. Hence g E A. 0
Let us see now what Theorem 9 tells us about subalgebras of C(L).
For a locally compact Hausdorif space L, the one-point compacuficazion
of L is the topological space on = where and a set Sc
is open iff(a) SflL is open in Land (b) E S then LIS is compact. It is easily
checked that is a compact Hausdorif space inducing the original topology
on L. Set
= {f E = O}.
Then C,?(L) is a closed subalgebra of CR(L). Furthermore, if L is a

locally compact Hausdorif space then f fl L is an isometric isomor-
phism between and This is why the elements of
are said to be the continuous functions on L vanishing at
These remarks imply the following reformulation of the Stone—
Weierstrass theorem for real functions. We shall say that a set A of
functions on a set S separates the points of S strongly if for all x,y S
(x y) there are functions,f,g E A such that f(x) f(y),f(x) 0 and
g(y) 0. Note that by Theorem 9 if a subalgebra A of CR(K) separates
the points of K strongly then A = CR(K).
Theorem 9'. Let L be a locally compact Hausdorif space and let A be a
subalgebra of strongly separating the points of L. Then A is
dense in i.e. A = 0
It is obvious that in Theorem 9' we cannot replace by CR(L)
because itself is a uniformly closed subalgebra of CR(L). Furth-
ermore, we cannot replace by C0(L) either. This can be seen
from the following example. Let 4 = {z E C: 1} be the closed
I
unit disc in C and let A consist of those continuous functions on 4 that

are analytic in the interior of 4. Then A is a closed subalgebra of
C0(4) = C(4), it strongly separates the points but does not contain the
functionf(z) = C0(4).
The example above is, in fact, not an ad hoc example but one that goes
to the heart of the matter: what we lack is complex conjugation. This
leads us to a form of the Stone—Weierstrass theorem for complex func-
tions, which is an easy consequence of the second variant, Theorem 9'.
Theorem 10. (Stone—Weierstrass theorem for complex functions) Let L
be a locally compact Hausdorif space. Suppose A is a complex
subalgebra of C0(L) which is closed under complex conjugation and

strongly separates the points of L. Then A = C0(L).
Proof. Let the set of real-valued functions in A. Then AR is a real
be
subalgebra of A and it is also a subalgebra of As AR contains
(f+ 1)/2 and (f — f) /2i for every f A, it satisfies the conditions of
Theorem 9'. Therefore, C0R C A and so
1C0R(L) cA and C0(L) = cA. 0
Let us note some immediate consequences of the Stone—Weierstrass
theorem; the first is the original theorem due to Weierstrass.
Corollary 11. Every continuous real-valued function on a bounded
closed subset of IR?* can be uniformly approximated by polynomials. 0
Corollary 12. Every continuous complex-valued function on the circle
T = {z E C: IzI = 1} can be uniformly approximated by trigonometric
polynomials k = -it o
Corollary 13. Let K and L be compact Hausdorff spaces and endow
KxL with the product topology. Then every continuous function
f: Kx L C can be uniformly approximated by functions of the form
g.(x)h,(y), where g• E C(K) and h, E C(L) (1 i n). 0
The Stone—Weierstrass theorem is very useful in showing that various
subspaces of function spaces are dense. As an example, let us look at
the real space 1], where 1 p < °o. The subspace of 1]
consisting of continuous functions is dense. Since every continuous real-
valued function on [0,11 can be uniformly approximated by polynomi-
als, and the uniform norm dominates the La-norm, the space of polyno-
mials is also dense in 1].
Exercises
1. Show that a metric space is compact 1ff it is countably compact if

it is sequentially compact.
2. Show that a metric space is compact if and only if it is totally
bounded and complete.
3. Show that a subset of a complete metric space is totally bounded if
and only if its closure is compact.
4. A topological space X is completely regular if for every closed set

A C X and point b not in A there is a continuous function
f: [0,1] such that hA = 0 and f(b) = 1. Prove that the half-
open interval topologies of the real line are completely regular.
5. Let A be a subset of a normal topological space X and let
f: A [0, 1] be a continuous function. Does it follow that f has
a continuous extension to the whole of X? And what is the answer
if X is a compact Hausdorff space?
6. Let CR(X) the normed space of bounded continuous real-
be
valued functions on a topological space X, with the uniform
(supremum) norm. Show that CR(X) is a Banach space.
7. Let V be a subspace of CR(X) such that whenever A and B are
non-empty disjoint closed subsets of X and a, b E R then there is a
function f E V such that f(X) C [a, b], fI A = a and fIB = b.
Prove that V is dense in Ca(X).
8. Let K be a compact metric space and S C C(K). Show that S is
equicontinuous if for every e > 0 there is a 8 > 0 such that
If(x) — f(y) <e whenever d(x, y) <8. Is this true for every
I
metric space K?
9. Prove the following complex version of the Tietze—Urysohn exten-
sion theorem. Let A be a closed subset of a normal topological
space X and let f: A —* C be a continuous function such that
IlfilA = SUPXEA 1(x) I = 1. Show that there is a continuous func-
tion F: C such that flFflx = = 1.
10. Let L be a locally compact Hausdorff space. Show that a set
SC is totally bounded if it is bounded, equicontinuous and
for every 0 there is a compact set K C L such that jf(x) I <€
for all x E L\K and f E S.
11. Let B, = {zE C Izl : D = {zE C : < 1) and let F be a
set of functions analytic on D such that If(z)l M, if IzI = r < 1.
f
Show that for r < 1 the set FIB, {IIB,: E F} is a relatively
compact subset of C(B,). Deduce that every sequence CF
contains a subsequence which is uniformly convergent on
every B, (r < 1) to a function f analytic on D.
12. Let U be an open subset of C and let '12,...: U —i C be uni-
formly bounded analytic functions. Prove that there is a subse-
quence which is uniformly convergent on every compact
subset of U.
13. Show that all three conditions are needed in Dini's theorem, i.e.
that the conclusion —foil 0 in Theorem 5 need not hold if
only two of the following three conditions hold: (i) K is compact;

(ii) the functions are continuous; (ni) is monotonic.
14. Let G be an open subset of P2 and let f: G P be continuous.
Use the Arzelà—Ascoli theorem to prove Peano's theorem that for
each point (x0,y0) E G, at least one solution of
y'(x) = f(x,y)
passes through (x0,y0). [HINT: Let V be a closed neighbourhood
of (x0,y0) and set K = (x,y) 1'). Choose a <
x0 < b such that
f(x,y): x [a,b], x YYo <K1 C U.

x—xo
The aim is to show that our differential equation has a solution
through (x0,y0), defined on [a, b]. Find such a solution by consid-
ering piecewise linear approximations, say with division points
x0±k/n (k =
15. Let K be a compact metric space. Prove that C(K) is separable.
16. Let K be a compact Hausdorff space. Suppose C(K) = U,,.1
where each C,, is an equicontinuous set of functions. What can
you say about K?
17k. We say that e > 0 is a Lebesgue number of a cover U,.EF U,. of a
metric space if, for every point x, the ball B(x, €) is contained in
some U,.. Show that a metric space (X, d) is compact 1ff for every
metric equivalent to d every open cover has a (positive) Lebesgue
number.
18. Let K be a compact metric space, L a metric space, and let C(K,L)
to be set of continuous mappings from K to L with the uniform
metric
d(f,g) = sup d(f(x),g(x)) = maxd(J(x),g(x)).
xEK xEK
Show that a subset S of C(K,L) is totally bounded if and only if it is
equicontinuous (i.e. for all x E K and E > 0 there is a S > 0 such
that if d(x,y) <8 then d(f(x),f(y)) <€ for every f E S) and the
set {f(x): f E S} is a totally bounded subset of L for every x K.
Construct a countable Hausdorif space on which every continuous
function is constant. The first such example was given by Urysohn
in 1925.
20. Let K be a compact Haudsorif space. What are the maximal
ideals of CR(K)? And the maximal closed subalgebras?
21. Let K be a compact Hausdorif space. For a continuous surjection

of K onto a compact Hausdorff space K', let
be given by ç(f)(x) = (fco)(x) = Show that
is a closed unital subalgebra of CR(K) and every closed unital
subalgebra of CR(K) can be obtained in this way. Give a similar
description of the closed subalgebras of CR(K).
22. Let X be a normal topological space and let U1,. be open . .
sets covering X. Prove that there are continuous functions

fe,. : X— [0,11 such that fk(x) = 1 for every x and
= 0 for x Uk (k = 1,. . . ,n).(The functions f1,. . . , j, are
said to form a partition of unity subordinate to the cover
Notes
The relevant results of Urysohn and Tietze are in P. Urysohn, (..Yber die
Mdchtigkeit der zusammenhangenden Mengen, Math. Ann., 94 (1925),
262—95 and H. Tietze, Uber Funkrionen, die auf einer abgeschlossenen
Menge stetig sind, J. für die reine und angewandte Mathematik, 145
(1915), 9—14. Heinrich Tietze proved a special case of the extension
theorem, while Paul Urysohn (who was Russian but tended to publish in
German) proved Theorems 2 and 3 in the generality we stated them.
Various special cases of the extension theorem were proved by a good
many people, including Lebesgue, Brouwer, de Ia Vallée Poussin, Bohr
and Hausdorif. For the Arzelà—Ascoli theorem see C. Arzelã, Sulk
serie di funzioni (paiie prima), Memorie Accad. Sci. Bologna, 8 (1900),
131—86. Of course, there are several excellent books on general topol-
ogy; J. L. Kelley, General Topology, Van Nostrand, Princeton, New
Jersey, 1963, xiv and 298 pp., is particularly recommended.
The original version of Theorem 9 is in K. T. Weierstrass, Uber die
analytische Darsteilbarkeit sogenannier willkürlicher Funktionen reeler
Argumente, S.-B. Deutsch Akad. Wiss. Berlin, KI. Math. Phys. Tech.,
1885, 633—39 and 789—805. The Stone—Weierstrass theorem itself is in
M. H. Stone, Applications of the theory of Boolean rings to general
topology, Trans. Amer. Math. Soc., 41(1937), 375—81; an exposition of
the field can be found in M. H. Stone, The generalized Weierstrass
approximation theorem, Math. Mag., 21 (1948), 167—84.
7. THE CONTRACTION-MAPPING THEOREM
This chapter is more or less an interlude in our study of normed spaces.

Given a set Sand a functionf: S, a point x ES satisfying 1(x) = x
is said to be a fixed point of 1. There is a large and very important
body of 'fixed-point theorems' in analysis, that is, results claiming that
every function satisfying certain conditions has a fixed point. Theorems
of this kind often enable us to solve equations satisfying rather weak
conditions. The aim of this section is to present the most fundamental
of these fixed-point theorems and some of its great many applications.
In Chapter 15 we shall return to the topic to prove some more sophisti-
cated results.
A map f: X —' X of a metric space into itself is said to be a contrac-
tion if
d(J(x),f(y)) kd(x,y) (1)
for some k < 1 and all x,y E X. One also calls f a contraction with
constant k. It is immediate from the definition that every contraction
map is continuous; in fact, it is uniformly continuous. Although we

shall not make much use of this terminology, a function f between
metric spaces is said to satisfy the Lipschitz condition with constant k if
(1) holds for all x and y. Thus a map f from a metric space into itself is
a contraction map if it satisfies a Lipschitz condition with constant less
than 1.
The result below is usually referred to as Banach's fixed-point theorem
or the contraction-mapping theorem.
Theorem 1. Let f: X —+ X be a contraction of a (non-empty) complete
metric space. Then f has a unique fixed point.
101
102 Chapter 7: The contraction-mapping theorem
Proof. Suppose that k < 1 and f satisfies (1) for all x,y E X. Pick a
point x0 E X and set x1 = f(x0), x2 = f(x1), and so on: for n 1 set
= f(x,, Writing d for d(x0 , xi), we find that
k"d. (2)
Indeed, (2) is trivially true for n = 1; assuming that it holds for n, we

have
=
The triangle inequality and (2) imply that if n <m then
rn—n—i
i=O
1—k
Hence is a Cauchy sequence and so it converges to some point
x C X. Since f is continuous, the sequence converges to f(x).
But = converges to x and so f(x) = x. The uniqueness
of the fixed point is even simpler: if f(x) = x and f(y) = y then
d(x,y) = d(J(x),f(y)) kd(x,y), and so d(x,y) = 0, i.e. x = y. 0
When looking for a fixed point of a contraction map f, it is often use-
ful to remember that the fixed point is the limit of every sequence (i,
consisting of the iterates of a point x0, i.e. defined by picking a point x0
and setting = for n 1. Let us note the following slight
extension of Theorem 1.
Theorem 2. Let X be a complete metric space and let f: X X be such
that f" is a contraction map for some n 1. Then f has a unique fixed
Proof. We know from Theorem 1 that has a unique fixed point x,

say. Since
f'1(f(x)) = f(f(x)) = f(x),
f(x) is also a fixed point of f and so f(x) = x. As a fixed point of f is
also a fixed point of f's, the map f does have a unique fixed point. 0
The very simple results above and their proofs have a large number of
applications. In the rest of this chapter we shall be concerned with two
Chapter 7: The contraction-mapping theorem
directions: first we shall study maps between Banach spaces and then we
shall present some applications to integral equations.
The proof of Theorem 1, sometimes called the method of successive
approximations, is very important in the study of maps between Banach
spaces. Here is a standard example concerning functions of two van-
ables which are Lipschitz in their second variable. Recall that for a
normed space X we write Dr(X) = {x E X: lixil <r} for the open ball
of centre 0 and radius r.
Theorem 3. Let X and Y be Banach spaces and let
F: Dr(X))<Ds(Y) Y
be a continuous map such that
(3)
and
<s(1—k) (4)
for all x E Dr(X) and Yi 'Y2 E !)3(Y), where r,s > 0 and 0 < k < 1.
Then there is a unique map y: DS(Y) such that
y(x) = F(x,y(x)) (5)
for every x E D,(X), and this map y is continuous.

Proof. For x E D,(X), define yo(x) = 0, = F(x,yo(x)) = F(x,0)
and d= 11y1(x) — y0(x)II = IIyi(x) Note that, by (4), d <s(i — k).
Furthermore, if n 1 and E DS(Y) then set
=
We claim that is defined for every n, and that
k'd <s. (7)
As in the proof of Theorem 1, this follows by induction on n. Indeed,

(6) clearly holds for n = 0; assuming that y0(x) , yi(X),. . . , E Y)
and (6) holds for n—i, inequality (3) implies that
=
In turn, this implies that (7) holds for n:
ILvo(x)II Uy1+i(x)—y1(x)II
+ i—O
< 5,
and so, in particular, E

As F is a continuous function, each D,(X) D5(Y) is continu-
ous. Inequalities (6) and (7) imply that the sequence is uniformly
convergent to a continuous function y from Dr(X) to
Then (5) holds trivially:
y(x) = lim
y(x) is unique, since if yo(x) is a solution of (5) then
Ily(x) —yo(x) II = IIF(x,y(x)) — F(x,yo(x))II —yo(x)

and so y(x) = y0(x). 0
The next result claims that a suitable map close to the identity map is,
in fact, a homeomorphism.
Theorem 4. Let X be a Banach space and let e: D5(X) X be a con-
traction with constant k < 1 such that
< r,
where s> 0 and r = 4s(1 —k). Define f: X by
f(x) = x+€(x).
Then there is an open neighbourhood U of 0 such that the restriction of
f to U is a homeomorphism of U onto D,(X).
Proof. Define F: D,(X) X X by
F(x,y) = x—e(y).
Then F satisfies the conditions of Theorem 3. Indeed, (3) holds by
assumption; furthermore, if x E thefl
IIF(x,0)D = 11xe(0)II < r+r = s(1—k),
and so (4) also holds. Hence, by Theorem 3, there is a unique function
Chapter 7: The contraction-mapping theorem 105
g: D,.(X) D3(X) such that
g(x) = F(x,g(x)) = x—e(g(x)),
i.e.
x = g(x) + €(g(x)) = f(g(x))
for all x E Dr(X). Set U = g(D,.(X)). To complete the proof, we have

to check that U is an open neighbourhood of 0 and f: U —+ D,(X) is a
homeomorphism. Clearly,f is a one-to-one map of U onto D,(X). Since g is
unique, the continuity off implies that U =7 '(D,(X)) is open. As g is also
continuous,fis indeed a homeomorphism. Finally,f(0) = e (0) E D,.(X) and so
OEMU. 0
From Theorem 4 it is a small step to the inverse-function theorem for
Banach spaces.
In defining differentiable maps, it is convenient to use the 'little oh'
notation. Let X and Y be Banach spaces. Given a function a: D —+ Y,
where D C X, we write
a(h) = o(h)
if for every e > 0 there is a S > 0 such that

Ila(h)II eflhfl
whenever h E D and lihil <8. Thus 'a(h) tends to 0 faster than h'.
Let U be an open subset of X and let f: U Y. We call f differenti-
able at x0 E U if there is a linear operator T E Y) such that
f(x0+h) = f(x0)+Th+o(h).
The operator T is the derivative of f at x0: in notation, f'(x0) = T.
Thus f is differentiable at x0 with derivative T E Y) 1ff for every
0 there is a 8 > 0 such that
Ilf(xo+h)—f(xo)--ThH eIIhII
whenever lihIl <S.

Note that a linear operator T E Y), x Tx, is differentiable at
every point, and T'(x) = T for every x X. We shall need the follow-
ing simple analogue of the mean-value theorem.
Lemma 5. Let X and Y be Banach spaces, U C X an open convex set
and f: U Y a differentiable function, with
Ilf'(x)II k
for all x E U. Then
flf(x)—f(y)II
for all x,y E U.
Proof. If the assertion is false then one can find two sequences
C U such that x0 Yo' and for a 0 either = and
+ = + or + = + y,,) and + = and
k' k and all a 0. But then there is a z0 E U such that

z0, — z0 and
IIXn YnII = lix,, zoil + iIzo—ynli,
as the segments [x,, , y4,,] are nested and lix,, + + iii = lix,, —
Hence
—f(zo)lI + Ilf(zo)
—zo)li +o(x,, —z0)
+ ilf'(zo)(zo—y,,)II +O(Zoy,,)
kflx,, —zoli +klizo—y,,Ii +o(x,, —y,,)
=
which is a contradiction, as 0 and lix,, —y,,Ii 0. 0
Like Theorem 4, the following theorem ensures that, under suitable
circumstances, a function f is a homeomorphism in some neighbour-
hood.
Theorem 6. Let X and Y be Banach spaces, let U be an open neigh-
bourhood of a point x0 E X and let f: U Y be such that f'(x) exists
and is continuous in U. Suppose
Then f is a homeomorphism of an open neighbourhood U0 of x0 onto

an open neighbourhood V0 of f(x0), is continuously differentiable
on V0 and
(f_1)'(y) =
fory E V0.
Proof. We may assume that x0 = 0 and f(xo) = 0. Furthermore, setting
T0 = f'(O) and replacing f by X X, we may assume that
Y = X and f'(O) is the identity operator I.
Set E(x) = f(x) —x. Then e: U —+ Y is continuously differentiable and
= 0. Hence there is an open ball D5(X) C U such that
Ik'(x)II 4
for x E E)5(X). Then, by Lemma 5,

Ik(x)—e(y)II 411x—yII
for all x,y E J)5(X). Hence, by Theorem 4, f(x) = x+e(x) is a homeo-

morphism of some open neighbourhood U0 of 0 onto V0 = D514(X).
The rest is plain sailing. For Yo E V0 set x0 = f'(y0) E and
T = f'(x0). Furthermore, for y0+k E V0 set x0+h = f'(y0+k). As
k —* 0, we have h 0, and so k = Th+o(h) and
h=
Consequently,
f'(y0+k) = f'(f(xo+h)) = x0+h =
proving that = T' = The continuity of
follows from the fact that the map T T1 is continuous. 0
The contraction-mapping theorem has numerous applications to dif-
ferential and integral equations. Here we shall confine ourselves to
three rather simple examples.
Theorem 7. Let K(s, t) be a continuous real function on the unit square
[0, 1]2, and let v(s) be a continuous real function on [0, 1]. Then there
is a unique continuous real function y(s) on [0, 1] such that
Cs
y(s) = v(s) + I K(s, t)y(t) dz.
JO
Proof. We shall consider various operators on the Banach space C[O, 1]

with the uniform (supremum) norm. The linear integral operator
L: CEO,!] C[0,1], defined by
Cs
(Lx)(s) = I K(s,t)x(t) dt
is called the Volterra integral operator with kernel K(s, t). In fact, we
could assume that K(s, t) is defined only on the closed triangle
0 t s 1, since for s < t we do not use K(s, t). Write K1(s, t) =
K(s,t) and for n 1 set
=
t) K(s, u)Kju,t)du.
Here and in the rest of the proof we take an integral
f(u) du
to be 0 if t > s. Alternatively, we may take each t) to be 0 out-

side the closed triangle 0 t s 1. It is easily shown by induction
on n that is precisely the Volterra integral operator with kernel
Indeed, if this is true for n then
+ 1x) (s)
f K(s, u) t)x(t) dt du
=
dtdu
= f00
J
Cu jS
dux(t) dt
=J
'-U
0t J
dt.
= J0
The function K(s, t) is continuous on the closed unit square and so it is
bounded, say
IK(s,t)I M
for all 0 s, t 1. Then, again by induction on n, we see that
(n—i)!
for all n 1. Indeed, if this holds for n then
du
(n—i)!
Hence if n is sufficiently large, say n 4M, then

1
for ail 0 s,t 1. Therefore
=J lxii dt
and so
IILII
In particular, L" is a contraction.
It is time to return to our equation. Define a continuous (affine)
operator T: CEO, 1] CEO,!] by Tx = v + Lx. The theorem claims
that T has precisely one fixed point. But
fn—I \
r'x = ( L')v+L"x
\i..o /
and so T" is a contraction. Hence, by Theorem 2, T has a unique fixed
point. 0
The next application concerns a non-linear variant of the Volterra
integral operator.
Theorem 8. Let K(s, t) and w(s, t) be continuous real functions on the
unit square {0, 1]2, and let v(s) be a continuous real function on [0, 1].
Suppose that
Iw(s,t1)—w(s,t2)I
for all 0 t1, r2, s 1. Then there is a unique continuous real function
y(s) on [0, 1] such that
y(s) = v(s) K(s, 0 w(t, y(t)) dt.

+ J
Proof. Define L: C[0, 1] C[O, 1] by
(Lx)(s) K(s, t) w(t,x(t)) dt.

= J
The theorem claims that the map T: C[0, 1] —* C[0, 1], defined by
Tx = v+Lx,
has a unique fixed point.
To show this, we shall turn to trickery. For a > 0, we introduce a

new norm II11a on C[O,1}:
= f
Jo
ds.
Then 1L is indeed a norm on C{0, 1], and it is equivalent to the L1 norm. Set
= (C[O, lJ, 11L) and let X0 be the completion of XQ. Clearly, X0 is the
vector space L1(O, 1) with the norm a map E: X0 -+
given by the formula for L. Furthermore, with M = max{IK(s,t)I: 0 s, t 1)
we have, for = (L1(0, 1),
i-I
hEx — EyhL K(s, t){w(t, x(t)) — w(t, y(t))} cit ds
= J0 J0
i_i i_s
MN —y(t) I dt ds
J 00J
i.1 i_I
= MN e —y(r) cit dt
J OtJ
= MNJ dt
MN
This shows that for a > MN the map

L: Xi., —.
isa contraction, and so is T = v + T. It is easily checked that Tniaps into

= (C[0, 1], fl so its unique fixed point belongs to C[0, 1], and is also the
unique fixed point of T. E
In our final example we have to do even less work, since the kernel
satisfies a Lipschitz-type condition, just like the function w(s, t) in
Theorem 8.
Theorem 9. Let K(s, 1, u) be a continuous function on 0 s, I 1,
u 0, such that
IK(x,:,ui) —K(s,I,u2)I —u2J,
where N(s, z) is a continuous function satisfying
J 0
for every 0 s 1. Then for every v E CEO, 1] there is a unique func-

tion y E CEO, 1] such that
y(s) = u(s) di.

+ 10 K(s,t,y(t))
Proof. Define L: CEO, 1] —' C[O, 1] by
(Lx)(s) K(s,t,x(t)) di,

=
so that a solution of our integral equation is precisely a fixed point of
the map T: CEO,!] — C[O, 1], given by Tx = v + Lx. For
x,y C[O,1] we have
(Lx — Ly)(s)
= 1 {K(s, t,x(t)) — K(s, t,y(t))}
10 N(s, t) Ix(t) —y(t) I d:
kflx—yfl.
Hence IILx—LyII implying that L is a contraction and there-

fore so is T. Consequently, by Theorem 1, T has a unique fixed point.
0
As we remarked earlier, in chapter 15 we shall prove several other
fixed-point theorems. But for the time being we return to the study of
formed spaces.
Exercises
1. Show that a contraction of an incomplete metric space into itself

need not have a fixed point.
2. Let A and B be disjoint subsets of a metric space, with A compact
and B closed. Show that
d(A,B) = inf{d(x,y): x A,y E B} > 0.
Show also that this need not be true if we assume only that A and
B are closed.
3. Show that if f is a map of a complete metric space X into itself
such that d(f(x),f(y)) <d(x,y) for all x,y X (x y) then f
Chapter 7: The contraction-mapping theorem
need not have a fixed point. Show however that if X is compact

then f has a unique fixed point.
4. Let f: X —* X be a map from a complete metric space into itself.
Suppose that for every 0 there is a cS > such that if
e d(x,y) <8 then d(f(x),f(y)) <e. Prove that f has a unique
point.
fixed
5. Let f be a map of a compact metric space X into itself. Suppose
that for every 0 there is a & = 8(€) > 0 such that if
d(x,f(x)) <8 then f(B(x,e)) C B(x,€). Let x0 E X and define
as in the proof of Theorem 1: = for n 1. Show
that if , + 1) —* 0 as n then the sequence con-
verges to a fixed point of f.
6. Let f be a map of a complete metric space X into itself such that
d(J(x),f(y))
for all x,y E X, where is a monotone increasing
function such that every t> 0. Deduce from
= 0 for
the result in the previous exercise that f has a unique fixed point
a, and = a for every x E X.
7. Let f be a continuous map of a (non-empty) compact Hausdorff
space into itself. Show that there is a (non-empty) compact subset
such that f(A) = A.
8. Show that on the space c0 the norm function x =
lixil = differentiable at x if 1111 has a unique maximum
is
(i.e. there is an index j such that 1x11 > I j).
9. Show that on the space the norm function
i—I
is not differentiable at any point.
In the next five exercises, X, Y and Z are Banach spaces.
10. Let f,g: X be

differentiable at x0 and
a an an
open set C Y. Suppose that f is differentiable at x0 E U and
(J'(x0))' E Show that f1: V—p U is differentiable at
Yo = f(x0) and
= (f'(xo))'.
12. Let U C X and V C Y be open sets, and f: U -+ Y and g: V Z
continuous maps with f(U) C V. Suppose that f is differentiable
at a point x0 E U and g is differentiable at Yo = f(x0) E V. Show
that the map gof: U —' Z is differentiable at x0 and
(g°f)'(xo) = g'(y0)of'(x0).
13. Let U be a connected open subset of X and, for n = 1,2,..., let
U — Y be differentiable at every point of U. Suppose that
every x0 U has a neighbourhood N(x0) on which Hfh(x) II is
uniformly convergent. Show that if is convergent for
some x E U then it is convergent for all x U, the map
f(x) =
n—i
is differentiable at every xEU and
f'(x) = fh(x).
n—i
14. Let U C X be an open convex set and f: U—' Y differentiable.

Show that for all x,y,z E U we have
111(x) —f(y) —f'(z)(x—y)II IIx—yII sup If(s) —f'(z)II,
.cE(x,y]
where, as usual, [x, y] is the closed segment {tr + (1 — t) y: 0

1).
Notes
The contraction-mapping theorem is from S. Banach, Sur les operations

dans les ensembles abstraits et leur applications aux equations integroJes,
Fundamenta Mathematica, 3 (1922), 133—81. Of course, it can be found
in most books on general topology and basic functional analysis. A rich
source of applications to differential and integral equations is D. H.
Griffel, Applied Functional Analysis, Ellis Harwood, Chichester, 1985,
390 pp.
8. WEAK TOPOLOGIES AND DUALITY
When studying a normed space or various sets of linear operators on a

space, it is often useful to consider topologies other than the norm
topology we have introduced so far. Two of the most important of
these topologies are the weak topology and the weak-star topology.
Before we define these topologies and prove Alaoglu's theorem, the
fundamental result concerning the weak-star topology, we shall review
some additional concepts in point set topology and present a proof of
Tychonov's theorem.
Given a topological space (X, i-), a collection a of subsets of X is said
to be a sub-basis for i if a C r and every member of r is a union of
finite intersections of sets from a. Equivalently, a is a sub-basis for r if
a C and for all U E 1 and x E U there are sets S1,. . . ,S,, such that
xE S. C U. More formally, a is a sub-basis for T If
= U (1 5: C (1)
J
where is the set of all finite subsets of a. In most cases we may

omit the second term on the right, X}, especially if the intersection
of an empty collection of subsets of X is taken to be X. Not only do
sub-bases tend to be more economical than bases, but they also enable
us to use an arbitrary family of sets to define a topology. Indeed, if
aC is any collection of subsets of X then the collection i defined
by (1) is a topology on X.
The possibility of using an arbitrary set system to define a topology
enables us to use a set of functions into topological spaces to define a
topologyonaset. LetXbeasetandforeachyEl'letf,, beamap
of X into a topological space (X,, , r,,). Then there is a unique weakest
114
Chapter 8: Weak topologies and duality 115
topology r on X such that every f,,: (X, r) (X,, , r,,) is continuous.

Indeed, taking
o= {f'(U,,): U.,.CX,,isopeninr,.(yEfl},
the topology i Is given by (1). Thus UC Xis open in r 1ff for every
x E U there are ,. . . , y, E F and U1 E ..., U, E i,,, such that
x E fl C U.
The topology i defined in this way is called the weak topology generated
by and is denoted by o(X, where = y E I).
A map! from a topological space (X',T') into (X,o(X, is continu-
ous 1ff f,.of: (X',r') —' is continuous for every y E I'. l'his so-
called universal property characterizes the weak topology.
The product topology is one of the prime examples of a weak topol-
ogy. Let be a topological space for each y F and let
X= X1, be the Cartesian product of the sets X., (y E F). Thus
X is the collection of all the functions x: F UYEr X,, such that
x(y) E X.1,. One usually writes x7 for x(y) and sets x = also,
x,, is the 'y-component of x. Let p.,,: X —' X,, be the projection onto
X,,; thus p,,(x) = x,,. The product topology on X is the weak topology
generated by the projections p.,. (y F). To spell it out: a set U C X is
open in the product topology if for every point x = (X,,),,EF there are
indices y,,. . . , y,, and open sets U,,,..., U,. E such that
(i = 1,... ,n) and
(1 = {y = (y,,) E X: y.,1 (i = 1,. ..,n)} C U.
Thus to guarantee that a point y = (y,.) belongs to a fixed neighbour-

hood of x = (x,,), it suffices to demand that for finitely many indices
each y,, belongs to a certain neighbourhood of x,,.
Let us turn to the main topic of this section, the weak and weak-star
topologies of normed spaces. Given a normed space X with dual r,
the weak topology a(X, X generated by the
bounded linear functionals on X. Thus U C X is open in the weak
topology (w-open) 1ff for every x E U there are bounded linear func-
tionals and positive reals such that
{y X: (i = 1,...,n)} C U.
By replacing byf1/€1, may take every to be 1.
116 Chapter 8: Weak topologies and duality
The weak-star topology cr(X*, X) on the dual r of a normed space X

is the weak topology generated by the elements i E for x X, i.e.
by the elements of X acting on as bounded linear functionals (see
Theorem 3.10). In more detail: a set G C X is open in the weak-star
topology if for every g E G there are points x1,. .. , x, E X
and positive reals el,... , e,,, such that
{f r; If(x1)—g(x,)j <e, (i = 1,...,n)} C G.
As before, we may take every €, to be 1.
The Hahn—Banach theorem implies that if Y is a subspace of a
normed space X then the restriction to Y of the weak topology on X is
precisely the weak topology on Y, i.e.
u(X,X*)IY = cr(Y, Y*). (2)
In view of the proof of Tychonov's theorem we shall give, it seems to

be appropriate to mention Tukey's lemma, which is equivalent to Zorn's
lemma (and so to the axiom of choice). A system of subsets of a set
S is said to be of finite character if a subset A of S belongs to if and
only if every finite subset of A belongs to
Lemma 1. (Tukey's lemma) Let be a set system of finite character
and let F E Then has a maximal element containing F.
Proof. Let = {A C F C A}. Order the elements of by inclu-
sion: A B if A C B. Then is a partial order on Also, if
C is a chain in then D = C belongs to since all
finite subsets of D belong to ?F, and F C D. Clearly, D C is an
upper bound for Hence, by Zorn's lemma, has a maximal ele-
ment. 0
A system of subsets of a set has the finite-intersection property if
F, 0 for all F1,. . , F,, C
. It is easily seen that a topological
space X is compact if the intersection of all subsets of a system of
closed sets which has the finite-intersection property is non-empty.
Indeed, = {X\F: F E is a collection of open sets. Since no finite
collection of sets in covers X, the entire system also fails to cover
X, so there is a point x C X which belongs to no member of Hence
xC F.
A trivial reformulation of this characterization of compactness is the
following; a topological space is compact if whenever is a system of
Chapter 8: Weak topologies and duality
subsets with the finite-intersection property then flAE.A A 0. This is

the characterization we shall use in the proof below.
Theorem 2. (Tychonov's theorem) The product of a collection of com-
pact sets is compact.
Proof. Let {X,,: y 1) be a collection of compact spaces and let
X X,, be endowed with the product topology. We have to
show that X is compact, i.e. that if is a system of subsets of X with
the finite-intersection property then A
Let be the collection of all set systems on X with the finite-
intersection property. Then is of finite character and so, by Tukey's
lemma, there is a maximal set system with the finite-intersection pro-
perty containing Since
fl fl A,
we may assume that our set system is itself is maximal for the finite-
intersection property.
The maximality of implies that the intersection of any two sets in .s4
belongs to as does the intersection of finitely many sets in .si2. Conse-
quently, if B C X meets every set in .sii then B E In particular, if
A and A C B C X then BE
So far we have made no use of the fact that X is a product space, let
alone a product of compact spaces. Let us do so now. For each y E I',
the system {p,,(A): A of subsets of X,, has the finite-intersection
property. As X,, is compact, for some point x,, E we have
x,,E fl p,,(A).
This means precisely that for every neighbourhood U,, of x,,, the set
meets every element of Hence and so
fl E
whenever ,. . . , y,,} C 1' and U,,

is a neighbourhood of x7.
Let x = (x,J,,Er X. We claim that x E A. Indeed, for
every neighbourhood U of x there are indices y1 ,... , -y,, E I and neigh-
bourhoods U,, of x (i . . , n) such that
ri C U.
Consequently, (3) implies that U E s4, i.e. U intersects every element of

Hence every neighbourhood of x intersects every A and so
x E A for every A E This proves our claim and completes the proof
of our theorem. 0
From here it is a small step to Alaoglu's theorem, the fundamental
result concerning the weak-star topology; in view of the fact that both
the weak-star topology and the product topology are weak topologies,
this is hardly surprising.
Theorem 3. (Alaoglu's theorem) The unit ball of the dual of a
normed space X is compact in the weak-star topology.
Proof. = R: IIxII}ifXisarealspaceand
= E C: IIxII} if Xis a complex space. Furthermore, let D
be the product 11xEX endowed with the product topology. Since
a closed ball of the scalar field, is compact, Tychonov's theorem
implies that D is a compact space.
Let us write B* for endowed with the weak-star topology, and
define a map ç: B D by setting, forf C
'p(f) = (J(x))XEX.
The definitions of the product topology and the weak-star topology
imply that is a continuous map of B into D, and it is clear that ç is
one-to-one. Furthermore, again by the definitions of the product topol-
ogy and the weak-star topology, is a continuous map from c(B*)
onto 8*. Thus B* is homeomorphic to the subset of D. There-
fore, to complete the proof, it suffices to show that c(B*) is a closed
subset of the compact space D.
Let then = D be in the closure of Define a scalar
function f on X by setting f(x) = for x C X. We claim that f is a
linear functional, i.e. f E X'. To see this, let x,y C X and let a and
be scalars. Since C for every n C N there is a continuous
linear functional E B such that
1(x) + + < (4)
As + p9y) = + inequality (4) implies that

f(ax = af(x)
i.e.f C X'. Since If(x)I = Qxfl for every x X, f is not only a
linear functional, but it is also continuous and 11111 1, i.e. f E B.

Finally, by the definition of f, we have = C completing
the proof. 0
As an immediate consequence of Alaoglu's theorem, we can see that
a subspace of the Banach space of continuous functions on a compact
Hausdorif space is the most general form of a normed space.
Theorem 4. Every normed space X is isometrically isomorphic to a sub-
space of C(K), the Banach space of continuous functions on K, where K
is endowed with the weak-star topology. In particular, every
normed space is isometrically isomorphic to a subspace of C(K) for
some compact Hausdorff space K.
Proof. Let X and K be as in the theorem; thus K is a compact Haus-
dorff space, namely endowed with the weak-star topology. For
x E X let f, be the restriction of i E (defined by i(x*) = x(x) for
E to K = B(r). By the definition of the weak-star topology,
f E C(K); indeed, the weak-star topology on r is precisely the weak-
est topology in which every function i is continuous.
The map x - of X into C(K) is clearly linear. Furthermore, by
the Hahn—Banach theorem,
HfxII = sup{lfx(x*)I: K}
= :fC = lixil,
and so the map X C(K) is a linear isometry. 0
It is customary to write w-topology for the weak topology and w-
topology for the weak-star topology. Similarly, one may speak of w-
open sets, w-neighbourhoods, and so on, all taken in the
appropriate spaces. Thus a w-open subset of X is a o(X, X *)..open
subset, and the of a subset of X* is the closure of the set in
the As before, we consider X as a subspace of
the isometric embedding being given by x i, where (1,x*) =
(x,x) for all f C X*.
In order to avoid some inessential complications, for the rest of the
section we shall consider only real spaces.
The weak topology is weaker than the norm topology, so every
w-closed set is also norm closed. The following result claims that for
convex sets the converse is also true.
Theorem 5. A convex set C of a normed space X is closed if it is w-

closed.
Proof. Suppose that C is closed and x0 C. Then d = d(x0, C) > 0.
Set D = {x E X: d(x0, x) <d}. By the separation theorem (Theorem
3.13) there is a bounded linear functional f E X* such that
s = sup(x*,x) inf(x*,x).
xEC xED
Then
U = {x E X: (x*,x) > s}
is a w-neighbourhood of x0 and Un C = 0. This shows that C is also

w-closed. As we remarked earlier, the converse is trivial. fl
Theorem 6. is the w*.closure of 8(X) in

Proof. It is easily checked that the closed unit ball B(X**) is w*.closed.
Let B be the of B(X). Since B(X**) is and
8(X) C B(r*), we have B C B(X**). Furthermore, as the
of a convex set is convex, B is a convex set which is closed in the norm
topology of X
Suppose that, contrary to the assertion of the theorem, B
Then there is a point E B(X**)\B so that, by the separation
theorem (Theorem 3.13) there is a bounded linear functional 4 * * on
*
such that
(4**,b) 1<
for all b E B. Let 4 be the restriction of xr* to the subspace X of
r*. Then
(4,x) 1
for all x E 8(X) and so 1140 1, contradicting

1*
\X0,X0 1 — \X0 ,X0**
The results above have some beautiful consequences concerning

reflexivity. Note that the w-topology on a normed space X is precisely
the restriction to X of the on
X is reflexive if B(X) is w-compact.
Proof. By Theorems 3 and 6, 8(X) is a subset of the w-
compact set B(X**). Since a subset of a compact Hausdorff space is
compact if it is closed, B(X) is a subset of if

B(X) = B(X**). But this means precisely that B(X) is w-compact 1ff
x=x**. 0
The next result can also be deduced from the Hahn—Banach theorem;
now we are well equipped to give a very straightforward proof.
Corollary 8. A closed subspace of a reflexive space is reflexive.
Proof. Let Y be a closed subspace of a reflexive space X. Since
B(Y) = B(X) fl Y, the norm-closed convex set B(Y) C X is cr(X,
compact. But, as we remarked in (2), the restriction of o(X, to Y is
precisely o-(Y, Hence B(Y) is w-compact and so, by Theorem 7, Y
is reflexive. 0
Theorem 9. Let X be a Banach space. The following assertions are
equivalent:
(1) X is reflexive;
(ii) o(r,X) = o(r,X**), i.e. on X* the w-topology and the w-
topology coincide;
(iii) X* is reflexive.
Proof. The implication (i) (ii) is trivial (and so is (1) (iii)). Sup-
pose that (ii) holds. Since is it is also w-compact.
Hence, by Theorem 7, is reflexive. Thus (ii) (iii).
Finally, suppose that (iii) holds. As X is a Banach space, the ball
B(X) is norm closed in Therefore, by Theorem 5, B(X) is w-
closed, i.e. Since = 1*, this means that
B(X) is in But, by Theorem 6, the of B(X)
is B(X**), so B(X) = B(X**). Hence (iii) (i). 0
If X if reflexive and f E X* then the function If being
continuous on B(X), attains its supremum there: for some x0 = B(X)
we have
Ilfil = sup{lf(x)l : x E B(X)} = If(xo)I.

Equivalently, there is an E 8(1) such that 11111 = f(x0). (Of course,
1ff 0 then x0 is not only in the closed unit ball but also in the closed
unit sphere S(X).) It is a rather deep theorem of R. C. James that this
property characterizes reflexive spaces: a Banach space X is reflexive if
every bounded linear functional attains its norm on B(X).
Our next aim is to show that every Banach space comes rather close
to having this property: the functionals which attain their suprema on
the unit ball are dense in the dual space. (This property used to be
called subreflexivity. As the result claims that every Banach space is
subreflexive, the term has gone out of use.) In fact, we shall prove
somewhat more.
(liven a Banach space X, define
11(X) = {(x,f): x E S(X), f S(Xi, f(x) = 1}.
Then 11(X) C XXr and, denoting the projection of Xxr onto X by

Px and onto X. by pr, we have = 5(X). Furthermore,
px.(fI(X)) is precisely the set of functionals in S(X*) which attain their
norms on S(X).
For 8 > 0 let us write 118(X) for the set of pairs (x,f) E S(X)xS(r)
such that f is almost 1 at x:
11(x)—li <6.
We shall show that not only is dense in 5(r), which is pre-
cisely the subreflexivity of X. but also every point (x, f) of 118(X) is
close to some point (y,g) of 11(X):
lix—yli + Ill—gil <q(8), (5)
where 0 as 6 —* 0.
The proof of this theorem is based on the following lemma, whose
proof is left to the reader (see Exercise 13).
Lemma 10. Let X be a real normed space and let f,g E be such
that
whenever x E B(X) and f(x) = 0, where 0 <€ < Then either

hf—gil 2e or iif±ghi 2e. 0
Theorem 11. (Bishop—Phelps—Bollobás theorem) Let X be a Banach

space and let x0 5(X) and Ia E be such that
ifo(xo)11 <8 =
where 0< 1. Then there exist x1 5(X) and E such that
f1(x1) = 1, hhfo—fiii e and ilxo—xiII
Proof. In the notation introduced before Lemma 10, the theorem claims
that for every (xo,fo) E 118(X) there is an (x1 , E 11(X) such that
IIfofiII and I)xo—xiII <€; in particular, (5) holds with =
say
As linear functionals are determined by their real parts and the map
f '- Ref is an isometry, we may assume that Xis a real space.
Let
and define a partial order on B = B(X) by setting x y if

lix—yll kfo(y—x).
This is indeed a partial order, and a simple application of Zorn's lemma

(see Exercise 16) shows that the set = {x E B: x0 x} has a maxi-
mal element, say x1. Since x0
IIxo—xiII kfo(xi—xo) kô
=
C=
and let D be the convex hull of B U C:
= {ty+(1—Oz: yE B, z E C,0 1}.
Then D is a centrally symmetric convex set containing B and C.

We claim that x1 IntD. Indeed, otherwise there are 0 <s <t < 1,
Yi E B and z1 E C such that
x1 = sy1+(t—s)z1.
Since fo(xo) > 0 and x y implies that f0(x) fo(y), we see that
f0(x0) = sfo(yi) <fo(Yi)
and so
f0(y1—x1) = (1—s)f0(y1) > >0. (6)
Furthermore,
y1—x1 = (l—s)y1—(t—s)z1,
and so
< (7)
Inequalities (6) and (7) give

I 2\ 1+2/€
Oyi—xiII (1—s)(1+—J =
E/
showing that x1 Yi• But, as x1 is maximal, we have x1 = contrad-
icting (6), say. This proves that Int D, as claimed.
By the separation theorem (Theorem 3.13) there is a linear functional
f1 E such thatf1(x1) = 1 andf1(x) 1 for allx ED. Then 1
1 and f1(x) for all x E Bfl

Hence, by Lemma 10,
or
But
(f0+f1)(x1) = 1±fo(x1) > 1 > E
and so we have ito—fill e. 0
In Chapter 12 we shall give some applications of Theorem 11 to
numerical ranges. Our last aim in this chapter is to prove another
major result of functional analysis, the Krein—Milman theorem.
Although in its proper generality this result has nothing to do with dual
spaces and weak topologies, we present it here since it has some natural
applications concerning dual spaces.
Our proof of the Krein—Milman theorem is based on another
equivalent form of the axiom of choice, namely on the well-ordering
principle, enabling us to apply transfinite induction.
An ordered set is a set with a linear (total) order. An ordered set
(S. E) is said to be well ordered if every (non-empty) subset T of S has a
smallest element, i.e. an element t0 E T such that t0 I for all I E T.
Lemma 12. (Well-ordering principle) Every set can be well ordered.
Proof. A subset B of an ordered set (A, is said to be an initial seg-
ment if a E A, b C B and a b imply that a E B.
LetS be a set and let P = y El) be the set of all well
ordered sets such that is a subset of S. For (5,,, and (Se, in
Pset
if5,, is an initial segment of S8 and on the two orderings coincide.

Clearly (P, is a partially ordered set.
It is easily seen that in (F, E) every chain has an upper bound.
Indeed, let {(S,,, y be a chain. Set 5' = S,, and for
if T S' T then E 5,, for t'
some y E I', and the smallest element of r n 5,, in (5,,, E,,) is also a
smallest element of 1' in (5, E').
Since every chain has an upper bound, by Zorn's lemma from
Chapter 3, (P, has a maximal element (Se, To complete the
proof, all we have to show is that S0 = S. Suppose that this is not so,
say s1 S\S0. Extend the order to an order E1 on = S0U{s1} by
setting s s1 for all s E S0. Then (Si, is a well ordered set and
(Se, <(S1, contradicting the maximality of (S0, 0
Let K be a convex subset of a vector space. A point in K is said to
be an extreme point of K if it is not in the interior of any line segment
entirely in K. Thus a E K is an extreme point of K if whenever
b,c K, 0< t < 1 and a = tb+(1—t)c, we have a = b = c. The set
of extreme points of K is denoted by Ext K.
Recall from chapter 3 that the convex hull of a subset S of a vector
space Vis
coS ;x1 :xE 5, 0 (i = 1,... ,,z), = 1 (n =

=
If S is in a normed space then S, the closed convex hull of S, is the
closure of coS; by Theorem 3.14, is the intersection of all closed
half-spaces containing S.
In its full generality, the Krein—Milman theorem concerns locally con-
vex topological vector spaces. As we do not study these spaces, we
shall be satisfied with a somewhat artificial form of this result. Given a
vCctor space V with dual V', for F C V' and S C V the F-closed convex
hull of S is
COFS= fl {xEV:f(x)Esupf(y)}.
IEF
For the rest of the chapter, we say that S is F-convex if = S. By
126 and duality
Chapter 8: Weak topologies
Theorem 3.14, if X is a normed space then = for all S C X;

a set X is convex and closed (in the norm topology) if it is r-convex.
Theorem 13. (Krein—Milman theorem) Let r be a Hausdorif topology

on a vector space V and let F C V'. Suppose that F separates the
points of V(i.e. iff(v) = 0 for alIf C F then v = 0) and eachf C Fis
r-continuous. Let K be a non-empty r-compact F-convex subset of V.
Then ExtK 0 and K = COFEXtK.
Proof. Let y C I') be a well ordering of F. Then there is a func-
tion s: R, y such that for all y C F we have
s7=max{f.,(x):xCK,f8(x)=s8for6<y}. (8)
This is immediate from the fact that F (i.e. F) is well ordered and if s5
is determined for all 6 E F preceding y F then
Kfl fl
8<7
is a non-empty compact set on which the continuous function 1., attains
its supremum, 57•
The existence of the function s implies that there is a point a G K
such that f7(a) = s,, for all y f. This point a is an extreme point of
K. Indeed, if a = ib + (1 — t) c for some 0 < t < 1 and b, c C K, then
(8) implies that f7(a) = f7(b) = f7(c) for all y F. As F separates the
points of V. we have a = b = c. Thus ExtK / 0.
Set K' = COFEXt K. Then K' C K since K is F-convex. To complete
the proof, we have to show that, in fact, K' K. Suppose that this is
not so. Then there is a functional Jo C F such that
maxf0(x) <maxf0(x). (9)
x€K xEK
Choosing a well ordering of F in which to is the first element, the point
a produced by the procedure above is such that h(a) =
But a K', contradicting (9). 0
Corollary 14. Let K be a compact convex subset of a Banach space.
0
Corollary 15. Let X be a normed space. Then =
Proof. By Alaoglu's theorem, is Furthermore, it is
X-convex since if C X and Jo then f0(x0) > 1 for some
x0 C B(X) and f(x0) 1 for all x B(X). 0
The last result implies that has 'many" extreme points:

sufficiently many to guarantee a 'large" closed convex hull, namely
Occasionally this fact is sufficient to ensure that a given space is
not a dual space. For example, it is easily seen that Ext B(c0) = 0; so
c0 is not a dual space. Indeed, let x = E B(c0). Then IXkI <
for some k and so, with = = for n k, Yk = Xk + and
= we have y = z = E B(c0) and x = 4(y+z), so
that x Ext B(c0). Thus Ext B(c0) is indeed empty.
The Krein—Milman theorem is one of the fundamental results of func-
tional analysis, leading to deep theorems in operator theory and abstract
harmonic analysis, like the Gelfand—Naimark theorem concerning
irreducible *..representations of C-algebras, and the Gelfand—Ralkov
theorem about unitary representations of locally compact groups. But
these results will not be presented in this book. We shall return to com-
pact convex sets in Chapters 13—16, when we study compact operators
and fixed-point theorems. However, our next aim is to study the 'nicest'
Banach spaces, namely Hilbert spaces.
Exercises
1. Prove identity (2), i.e. show that if Y is a subspace of a normed

space X then the weak topology on Y is precisely the topology
induced on Y by the weak topology on X.
2. Let Y be a closed subspace of a reflexive space X, and let x0 X.
Show that the function x IIx—xoII is weakly lower semicontinu-
ous, i.e. it is lower semicontinuous in the w-topology on X.
Deduce that the distance of x0 from Y is attained, i.e. there is a
point Yo E Y such that
Ilxo—yoIJ = d(x0,Y) = Y}.
3. Show that if Y is a closed subspace of a reflexive space X then

X/Y is reflexive.
4. Show that
d(x,y) =
defines a metric on and the restriction of this metric to

induces the weak-star topology on
5. Let X be an infinite-dimensional normed space. Show that the w-
closure of S(X) = {x E X: lixil = 1} is B(X) = {x E X: lixil 1}.
6. Let be a sequence in 1,, (1 <p weakly converging to

x0 (thus x0 in the w-topology, i.e. ,x') (xo,x*)
for every E = lq). Prove that if —' lixoil then
IiXn'XoII ' 0.
7. Show that a sequence C l, (1 <p < converges weakly to 0
1ff is bounded (i.e. (Ix,,II K for some K and all n) and
= 0 for every i, where = ,
8. Let = C (n = 1,2,...). Show that 0

for every y C c0 1ff is bounded and = 0 for every i.
9. Formulate and prove assertions analogous to the previous two
exercises for the spaces 1) and Lq(O, 1).
10. Let X be an infinite-dimensional normed space. Show that the
norm function lxii (x E X) is not weakly continuous at any point
of X.
11. Let be the standard basis of 12 and let
A = {em+men: 1 m <n}.
Prove that 0 is in the w-closure of A but no sequence in A con-
verges weakly to 0.
12. Let X be a Banach space, f C X* and M = Kerf. Prove that for
every x C X there is a point of M nearest to x 1ff f attains its
norm on B(X).
13. Prove Lemma 10: if X is a real normed space and f,g E are
such that (Kerf) fl B(X) C g — ' [ — €, €} for some 0 < then
Ill—gil 2€ or i)f+giI 2€. [HINT: If f ±g then there are
a,b E X such that f(a) = g(b) = 1 and f(b) = g(a) = 0. Set M =
lin{a,b} and N = KerfflKerg, and denote by D the projection of
B(X) into M parallel to N. Let i-fl' be the norm on M with unit
ball D, and note that with fo = fJM and g0 = giM we have
ilafo+Pgoii' = iiaf+flgfl for all E R. This shows that it
suffices to prove the lemma in the case when X = M, i.e. when X
is 2-dimensional. Use a simple geometric argument to complete
the proof.]
14. Show that the assertion of Lemma 10 is best possible: for
0< there are functionals f, g C such that
(Kerf)flB(X) C 1 and Ill —gil = 2€.
15. Show that Zorn's lemma indeed implies the existence of a maximal
element x1 x0 in the proof of Theorem 11.
16. Check that Theorem 11 can be strengthened a little: if
ifo(xo) — fl < where 0 <e < then we may demand
and IIxo—xtII <€+€2. (This variant of the result is

essentially best possible.)
17. Let K C R" be a compact convex set. Show that if n = 2 then
Ext K is compact, but this need not be the case if n 3.
18. Show that B(11) = coExtB(11).
19. What are the extreme points of CR[0, 1]?
20. Let L be a locally compact Hausdorif space, which is not compact.
Show that the closed convex set has no extreme points.
21. Let I be an infinite-dimensional Banach space whose unit ball has
only finitely many extreme points. Show that X is not a dual
space, i.e. there is no normed space Ysuch that X = r.
22. Show that CR[0, 1] is not a dual space.
Notes
Tychonov's theorem is from A. Tychonoff, Uber em Funktionenraum,

Mathematische Annalen, 111 (1935), 762—66; somewhat earlier, an
incomplete version of the result appeared in A. Tychonoff, (Jber die topo-
logische Erweilerung von Räumen, Mathematische Annalen, 102 (1929),
544—61. (The modern transliteration of the name 'Tychonov' is closer to
the Russian original than the one used in German before the second world
war. Similarly, the old-fashioned usage of Markoff, Tschebischeff, Egor-
off, etc., is due to German influence.) A proof of the thoerem can be
found in almost any good book on general topology, for example, in J. L.
Kelley, General Topology, Van Nostrand, Princeton, N.J., 1955, xiv +
298 pp.
Theorem 3 is from L. Alaoglu, Weak topologies of normed linear spaces,
Annals of Math., 41(1940), 252—67; in fact, the result was announced two
years earlier in Leonidas Alaoglu, Weak convergence of linear functionals,
Bull. American Mathematical Society, 44 (1938), p. 196.
The theorem of James mentioned after Theorem 9 is from R. C. James,
Characterizations of reflexivity, Studia Math., 23 (1964), 205—16. The ori-
ginal form of Theorem 11, stating that for a Banach space X the set of
functionals attaining their norms on S(X) is dense in is from E. Bishop
and R. R. Phelps, A proof that every Banach space is subreflexive, Bull.
Amer. Math. Soc., 67 (1961), 97—8; the form we gave it in is from B.
Bollobás, An extension to the theorem of Bishop and Phelps, Bull. London
Math. Soc., 2(1970), 181—2. Our presentation followed that given in F. F.
Bonsall and J. Duncan, Numerical Ranges I!, London Math. Soc. Lecture
Note Series, vol. 10, Cambridge University Press, 1973, vii + 179 pp.
9. EUCLIDEAN SPACES AND HILBERT SPACES
Having studied general normed spaces and Banach spaces, in the next
two chapters we shall look at the 'nicest' examples of these spaces,
namely Euclidean spaces and Hilbert spaces. These spaces are the
natural generalizations of the n-dimensional Euclidean space
A hermitian form on a complex vector space V is a map f: Vx V C
such that for all x,y,z V and C we have
(I) =
(ii) f(y,x) = f(x,y) for all x,y V.
Similarly, a hermitian form on a real vector space V is a map

f: Vx V R satisfying (i) and (ii). In that case (ii) says simply that f is
symmetric, so a real hermitian form is just a symmetric bilinear form. If
f is a hermitian form on a complex vector space V then g = Ref is a
real hermitian form on VR, the space V considered as a real vector space.
Conversely, for every real hermitian form g on VR there is precisely one
complex hermitian form f on V with g = Ref (see Exercise 1).
Let f be a hermitian form on a real or complex vector space V. Note
that f(x,x) is real for all x C V and f(Ax,Ax) = IAI2f(x,x) for all x C V
and scalar A. We call f positive if, in addition to (i) and (ii), it satisfies
(iii) f(x,x) 0 for all x C V.
Two vectors x and y are said to be orthogonal with respect to I if
f(x,y) = 0; orthogonahty is sometimes expressed by writing x .Ly. A
vector orthogonal to itself is said to be isotropic. We call f degenerate if
some non-zero vector is orthogonal to the entire space; otherwise the
form is non-degenerate.
130
Chapter 9: Euclidean spaces and Hubert spaces 131
Theorem 1. Let f be a positive hermitian form on V. Then for all

x,y E Vwe have
If(x,y)12 f(x,x)f(y,y) (1)
and
f(x+y,x+y)"2 f(x,x)"2+f(y,y)'12. (2)
Purthermore, f is non-degenerate 1ff 0 is the only isotropic vector with

respect to f.
Proof. In proving (1), we may replace x by Ax if IA I = 1 so we may
assume that f(x,y) is real. Then for all : E R we have
0 f(Lr+y,tx+y) = t2f(x,x)+21f(x,y)+f(y,y)
so (I) follows.
To see (2), note that, by (1),
f(x+y,x+y) f(x,x)+21f(x,y)I+f(y,y)
f(x,x) +2[f(x,x)f(y,y)]112+f(y,y)
Finally, if x is isotropic then (1) implies that x is orthogonal. to every

vector in V. 0
Inequality (1) is, of course, just the Cauchy—Schwarz inequality; ine-

quality (2) is a variant of Minkowski's inequality for p = 2.
In view of Theorem 1, a positive hermitian form is non-degenerate if
it is a positive-definite hermitian form, i.e. a hermitian form f such that
ifx Othenf(x,x) >0.
An inner-product space is a vector space V together with a positive
definite hermitian form on V. This positive-definite hermitian form is
said to be the inner product or scalar product on V and we shall write it
(.,.) (and, occasionally, as (, )). Thus (,) is such that for all
x,y, z E V and for all scalars A and we have
(i) = A(x,z)+p.(y,z);
(ii) (y,x) = (x,y);
(iii) (x,x) 0, with equality if x = 0.
More often than not, it will not matter whether our inner-product
space is a complex or a real inner-product space. As the complex case
tends to look a little more complicated, usually we shall work with
132 Chapter 9: Euclidean spaces and Hilbert spaces
complex spaces. By Theorem 1, if (•,•) is an inner product on a vector

space V then lxii = (x,x)'12 is a norm on V. A normed space is said to
be a Euclidean space or a pre-Hilbert space if its norm can be derived
from an inner product. A complete Euclidean space is called a Hubert
space. Clearly every subspace of a Euclidean space is a Euclidean space
and every closed subspace of a Hilbert space is a Hubert space.
The Cauchy—Schwarz inequality states that l(x,y)l lIxIlIlyll; in par-
ticular, the inner product is jointly continuous in the induced norm.
The inner product defining a norm can easily be recovered from the
norm. Indeed, we have the following polarization identities:
4(x,y) Ox +y112— Ox —y02+ ilIx+ iyll2—illx— iyll2 (3)
if the space is complex, and

2(x,y) = Ilx+y112—11x112—11y112 = (4)
in the real case. Therefore in a Euclidean space we may, and often

shall, use the inner product defining the norm. For this reason, we use
the terms 'Euclidean space' and 'inner-product space' interchangeably,
and we may talk of orthogonal vectors in a Euclidean space.
The complex polarization identity (3) has the following simple exten-
sion. If T is a linear operator (not necessarily bounded) on a complex
Euclidean space then
4(Tx,y) = (T(x+y),x+y)—(T(x—y),x—y)
+i(T(x+iy),x+iy)—i(T(x—iy),x—iy). (3')
This implies the following result.
Theorem 2. Let E be a complex Euclidean space and let T E be
such that (Tx,x) = 0 for all x E E. Then T = 0.
Proof. By (3') we have (Tx,y) = 0 for all x,y E E. In particular,
OTxll2=(Tx,Tx)=OforallxeE,soT=0. 0
It is worth pointing Out that Theorem 2 cannot be extended to real
Euclidean spaces (see Exercise 2).
In a Euclidean space, the theorem of Pythagoras holds and so does
the parallelogram law.
Theorem 3. Let E be a Euclidean space. If x1,...,x,, are pairwise
orthogonal vectors then
xl =
Furthermore, if x,y E then
IIx+y112+ = 211x112+211y112.
Proof. Both (5), the Pythagorean theorem, and (6), the parallelogram
law, are immediate upon expanding the sides as sums of products. To
spell it out,
, 2
/,, a \ a
= x.) = (x1 ,x1) + (x1 , x,)
\i=1 I 1=1 i#j
= (x1,x,) 11x1112
=
and
I!x+y112+ Ix—y112 = (x+y,x+y)—(x—y,x—y) = 211x112+211y112.
In fact, the parallelogram law characterizes Euclidean spaces (see

Exercise 3). This shows, in particular, that a normed space is Euclidean
iff all its two-dimensional subspaces are Euclidean. Furthermore, a
complex normed space is Euclidean iff it is Euclidean when considered
as a real normed space.
The last assertion is easily justified without the above characterization
of Euclidean spaces. Indeed, if E is an Euclidean space then Re(x.y) is
a real inner product on the underlying real vector space of E and it
defines the same norm on E. Conversely, if V is a complex vector space
and (.,•) is a real inner product on V (i.e. is an inner product on
Vft) such that the induced norm satisfies IIAxII = A IIIxH for all x E V
and A E C then
(x,y) = (x,y)—i(ix,y) = (x,y)+i(x,iy)
is a complex inner product on V defining the original norm and
satisfying Re(x,y) = (x,y).
Examples 4. (i) Clearly, (x,y) = is an inner product on 12"
and so 12" is an n-dimensional Hubert space.
(ii) Also, (x, ') = is an inner product on 12 and so 12 is a
separable infinite-dimensional Hilbert space.
(iii) Let E be the vector space of all eventually zero sequences of
complex numbers (i.e. x = (x,)° belongs to E if x = 0 whenever i is
134 Chapter 9: Euclidean spaces and Hubert spaces
sufficiently large), with inner product (x,y) = Then E is a

dense subspace of 12; it is an incomplete Euclidean space.
(iv) It is immediate that
(f,g) f(t)g(t) dt
= Ja
is an inner product on the vector space C([a, b]); the norm defined is
the 12-norm
/ \1/2
11f112 = (j If(t)12d1
and not the uniform norm. This is an incomplete Euclidean space (see
Exercise 14).
(v) Also,
(f,g)
= Ja
is the inner product on
L2(O, 1) = E 1]: f is measurable and 101 If(i) 12 dt <
defining the L2-norm

/ \1/2
111112 = (J If(OI2dt
\0
With this norm L2(O, 1) is a Hubert space.
(vi) Let V = C's, let A = (a11) be an nXn complex matrix and, for
x = (x1)? and y = in V define
f(x,y) = a,1x191.
1,1 = 1
Then I is a hermitian form if = a9 for all i, j. Also, every hermitian

form on V can be obtained in this way. 0
Theorem 5. The completion of a Euclidean space is a Hilbert space.
Proof. The assertion is that the inner product on a Eucidean
space E can be extended to the completion E of E. Let (x,,) and
be Cauchy sequences in E and let i and 9 be their equivalence classes
in E. Define
Since
i(Xn,Yn)(Xm,Ym)i i(Xnm,Yn)l+l(Xm,Ynym)I
+ flXmil —ymIl,
the limit exists. It is easily seen to depend only on I and j and not on
the particular representatives (y,,). Furthermore, (, •)is an inner
product on E, extending E and defining precisely the norm on the com-
pletion E. 0
Let E be a Euclidean space. For x E E, write x' for the set of vec-
tors orthogonal to x:
x' ={yEE:xJ..y}={yEE:(x,y)=O}.
Clearly x' is a closed subspace of E and therefore so is
S' ={y€E:x±yforallxES}= fl x'
xES
for every subset S of E. If F is the closed linear span of S. i.e.
F=iiiS,thenS' = F' and(S')' JF.
Call two subspaces F1 and F2 orthogonal if x1 I x2 for all x1 E F, and
x2 F2. If F is a subspace of E then F and F' are orthogonal sub-
spaces and Ffl F' = {O} since if x E Ffl F' then x I x and so x =0. If
x F and y E F' then lix +yii2 = lIxii2+ iiyl12, so the projections
x+y x and x+y '-+ y are both bounded. Thus F+ F' is the orthogo-
nal direct swn of F and F'. In general, F+ F' need not be the entire
space, not even when F is closed (see Exercise 6). However, when F is
complete, this is the case.
Theorem 6. Let F be a complete subspace of a Euclidean space E.
Then E is the orthogonal direct sum of F and every x E E has a
unique representation in the form
x=x,+x2 (x1€F,x2EF').
Furthermore, if y E F and y x1 then
ilx—yil > lix—xili = ilx2il.
Proof. Let x E E and set d = d(x,F). What characterizes x,? By (7),
it has to be the unique vector in F nearest to x, precisely at distance d.
Let then E F be such that
< d2+!
By identity (6), the parallelogram law,
—ymIl2 = 211Xyn112+211Xym112 II2XYn —ymII2

22
—+—,
n m
and so is a Cauchy sequence. Since F is complete, y,, x1 for
some x1 E F. Then IIx—xiII = d.
Let us show that x2 = x — x1 is orthogonal to F. Suppose this is not
so. Then F has an element, say y, such that (x2,y) 0. Replacing y
by z = (x2 , y)y we have (x2 , z) E R and (x2, z) > 0. But then for
sufficiently small €> 0 we have
IIx_(xi+€z)112 = 11X2EZ112
= d2—2(x2,z)e+11z112€2 < d2,

contradicting d(x, F) = d.
Inequality (7) is immediate from identity (5), the Pythagorean
theorem. Ify Fandx1—y 0 then, as (x1—y)J.x2, we have
IIx—y112 = flx1 = lxi —y112+ lIx2ll2 > 1lx2112 = d2. 0
In view of Theorem 6, if F is a complete subspace of a Euclidean space

E then we call F' the orthogonal complement of F in E. The map
PF: E = F+ F' —. E defined by x = x1 +x2 x1 is called the orthogonal
projection onto F; we have just shown that there is such a map.
Corollary 7. Let F be a complete subspace of a Euclidean space E.
Then there is a unique operator E such that
ix forxEF,
forxEF'.
Furthermore,
ImPF=F, KerPF=F1, (J—PF)2=I—PF
and ifx,y E Ethen
(PFx,y) = (PFX,PFY) = (x,PFy).
If F (0) then = 1 and if F E then = 1. 0
Chapter 9: Euclidean spaces and Hilbert spaces 137
Corollary 8. Let H be a Hubert space, let S C H and let M be the

closed linear span of S. Then = (M1)1 = M.
Proof. have
M= = 0
Given a Hubert space H and a vector x0 H, the function f: H -+ C
defined by f(x) = (x,x0) is a bounded linear functional of norm llxoIl.
Indeed, f is clearly linear, and If(x) I = I (x, x0) I lixoll lixil and so
11111 ll.xoll. Furthermore, If(xo) I HxoII2 and so 11111 The
existence of an orthogonal decomposition implies that all bounded linear
functionals on H can be obtained in this way.
Theorem 9. (Riesz representation theorem) Let f be a bounded linear
functional on a Hubert space H. Then there is a unique vector x0 E H
such that f(x) = (x,x0) for all x H. Furthermore, 11111 = lIxoll.
Proof. We may assume that f 0. Then M = Kerf is a closed one-
codimensional subspace of H. Consequently is one-dimensional,
say M1 = A C}, where x1 H and UxiII = 1.
Put x0 = f(x1)x1. Every vector x E H has a unique representation in
the form
x=y+Ax1, (yEM;AEC).
Then
(x,x0) = = (Ax1,f(x1)x1)
Af(x1) = f(Ax1) = f(y+Ax1) = f(x).
To see the uniqueness of x0, note that if (x,x0) = (x,x6) = 0 for all
x E H, then
IIxo—x6112 = = 0.
The assertion lit = lixoll was shown immediately before the theorem.
V
0
Corollary 10. Let H be a Hilbert space. For y E H let E be
defined by = (x,y)(x E H). Then the map H H* defined by
y is an isometric anti-isomorphism between H and H, i.e. if
y f and z g then Ay+pg Af+1g. If H is a real Hubert space
then the map is an isometric isomorphism between H and H. 0
The last result enables us to identify a Hilbert space with its dual; this
identification is always taken for granted. It is important to remember
that the identification is an anti-isomorphism since this will make the
adjoint of a Hubert-space operator seem a little different from the
adjoint of a Banach-space operator.
Exercises
1. Let f be a hermitian form on a real vector space U. Let

V = U+iU and extend f to a function f: VxV—* C by setting
f(x+iy,z+iw) = f(x,z)+f(y,w)+if(y,z)—if(x,w).
Show that I is a hermitian form on the complex vector space V
and Il U = f. Show also that f is positive 1ff f is, and that f is
degenerate 1ff f is.
2. Give an operator T E such that (Tx,x) = 0 for all x E
andflTIJ=1.
3. Show that a normed space E is a Euclidean space if and only if the
parallelogram law holds in E, i.e.
lix +y112 + —yfl2 = 211x112 + 211y112.
4. Let E be a Euclidean space. Show that for x1,.. . ,x,, E Ewe have
=
11 i1
where the summation is over all sequences (e,)7 (e, = 1 or —1).
5.
F= {x = = = Oifkislargeenough}C12.
Show that
F' = lin{u} = {Au: A is a scalar}.
6. Construct a Euclidean space F and a closed subspace F C E
(F E) such that F' = (0). [Note that then, in particular,
E F+F'.J
7. Let E be a Euclidean space and let P E be a norm-i projec-
tion: = p and II P11 = 1. Show that P is the orthogonal projec-
tion onto F = ImP, i.e. KerP = F1 and E = F+F'.
8. Let A be a non-empty closed convex subset of a Hilbert space H.
Show that the distance from A is always attained: for every b E H
Chapter 9: Euclidean spaces and Hi/bert spaces 139
there is a unique point a = a(b) E A such that

Ib—aH = d(b,A) = inf{IJb—xII: x E A}.
Show also that the map b a(b) is continuous.
9. Let x, y and z be points in a Eucidean space. Prove that
IIxIIIly—zH IIyIlIIz—xli + IIzIIIIx—yU.
10. Let X be the space of continuously differentiable functions on

[0,1], with norm
/ \I/2
uiu = (j {xf2(x)+21f1(x)12} dx
\0
Show that X is a Euclidean space. What is the inner product
inducing the norm?
11. Let F be a closed subspace of a Hilbert space H. Show that the
quotient space H/F is also a Hilbert space.
12. Let I' be an arbitrary set and let 12(f) be the vector space of all
functions f: C such that >.,EI' If(v)I2 In particular, if
f E 12(fl then {y E 1': 0} is countable. Show that 12(F) is a
Hilbert space with then norm
/
11(7)12
11111 = I
13. Let {H7: y E f) be a family of Hilbert spaces. Let H be the vec-

tor space of functions f: F UYEI such that f(y) E and
yEr
Show that
/ \112
111(7)112
IIfIl = I
is a norm on H and with this norm H is a Eucidean space. Is H

necessarily a Hubert space?
14. Turn CEO, 1] into a Euclidean space by setting
f(t)g(t) dt.
= L
Show that this space is incomplete.
140 Chapter 9: Euclidean and Hubert spaces
15. f: [0,1] Ft such thatf' E L2(0,1) and f(0) = 0. Prove that Vis
a real Hubert space with inner product
f'(t)g'(:) dr.
= L
16. A real matrix A is called orthogonal if (Ax,Ay) = (x,y) for
all x,y E Prove that A is orthogonal 1ff it maps orthogonal
vectors into orthogonal vectors and has norm 1.
17. Let P be a bounded linear projection in a Euclidean space E (i.e.
P E B(E) and P2 = P). Show that IIP1I = 1 if P 0 and
ImP±KerP.
18. Let A be a non-empty subset of a Hubert space H and let
T be such that TH C A and (x— Tx)IA for every XE H.
Show that T is a bounded linear operator, A is a closed linear sub-
space and T is the orthogonal projection onto A: T =
19. Show that the unit ball of '2 contains an infinite set A such that
IIx—yII > for all x,y E A (x y). Show also that A must con-
sist of norm-i vectors.
Notes
The concept of an abstract Hubert space was introduced by J. von Neu-

mann, Eigenwerz Theorie Hermitescher funktional Operatoren, Math.
Ann., 102 (1930), 49—131. Earlier special realizations of a Hubert space
had been considered by several people. In particular, from 1904 to 1910
David Hilbert published some fundamental papers on integral equations
which led him to consider some 'Hilbert spaces' of functions. It seems
that the name 'Hubert space' was first used by F. Riesz in his book, Les
systèmes d'equanons a une infinite d'inconnus, Paris, 1913, for what we
know as 12: "Considérons l'espace Hilbertien; nous y entendons
l'ensemble des systémes (Xk) tels que 12 converge."
JO. ORTHONORMAL SYSTEMS
In this chapter we continue the study of Euclidean spaces and Hubert

spaces. As we shall see, every separable Euclidean space contains the
exact analogue of the canonical basis of = (Ce', This means that
we can use 'coordinates', which in this context we call Fourier
coefficients, to identify the points of the space, these coefficients behav-
ing very much like the coordinates in or R". If our space is in fact a
Hubert space then the space is thus naturally identified with 12, telling us
that all separable Hilbert spaces are isometric.
Let E be a Euclidean space and let S C E be a set of vectors. If E is
the closed linear span of S, i.e. linS = E, then we call S fundamental or
total. We call S orthogonal if it consists of non-zero pairwise orthogonal
elements. An orthogonal set of unit vectors is said to be an orthonormal
set. An orthogonal set is complete if it is a maximal orthogonal set. A
complete orthonormal set in a Hilbert space is said to be an orthonormal
basis. We shall see, amonst other results, that every orthonormal basis is
a Schauder basis of the best kind, with basis constant 1 (see Exercises
16—18 of Chapter 5), and every Hilbert space contains an orthonormal
basis.
Occasionally, we call a set S of vectors a system of vectors, especially
when s is not written in the form of a sequence.
Theorem 1. A fundamental orthogonal set in a Euclidean space is com-
plete. In a Hilbert space every complete orthogonal set is fundamental.
Proof. (1) Let S be a fundamental set in a Euclidean space E. Then
= = = (0); so if S is orthogonal, then it is complete.
(ii) Let S be a complete orthogonal set in a Hilbert space H. Set
M = linS. Then Mi = (0) so M = (Mi)i = H. Thus S is a funda-
mental system. 0
141
142 Chapter 10: Orthonormal systems
The Gram—Schmidt orthogonalization process enables us to replace a

sequence of linearly independent vectors by an orthonormal sequence.
Theorem 2. Let x1 , x2,... be linearly independent vectors in a Euclidean
space E. Then there exists an orthonormal sequence Yi such that
lin{x1,. . .,x,j = lin{y1,. . ,yj for every n.
.
Proof. Forn = 0,1,... set
= and =
where isthe orthogonal projection onto so that (x — I M,,
for every x E E. Then 0 since M, and E
Also, Set = Then the sequence
has the required properties. Indeed, by the construction, M,, =
lin{y1,. . ,yj and so the y are linearly independent. Furthermore,
and 0
In fact, it is easy to define explicitly the orthogonal projection
appearing in the proof of Theorem 2; namely, set = 0 and for n 1
define
PMX
=
The Gram—Schmidt orthogonahzation process enables us to show that
every separable space (i.e. every space containing a countable dense set)
contains a fundamental orthonormal sequence. Also, by Zorn's lemma
every Eucidean space contains a complete orthonormal system.
Theorem 3.
(a) Every separable Euclidean space contains a fundamental orthonor-
mal sequence.
(b) In a Euclidean space, every orthonormal system is contained in a
complete orthonormal system. In a Hilbert space, every orthonor-
mal system is contained in an orthonormal basis.
Proof. (a) Let be a dense sequence in a Euclidean space E. Dis-
card if it is in Lin{x1,. . . and apply Theorem 2 to the sequence
obtained.
(b) Let S0 be an orthonormal system in a Euclidean space E. Set
= {S: S is an orthonormal system in E}.
Then I is partially ordered by inclusion and every totally ordered subset

I' of I has an upper bound in I, namely S. Hence, by Zorn's
Chapter 10: Orthonormal systems 143
lemma, .Z has a maximal element Thus is a complete orthonor-

mal system containing So. If E is a Hubert space, then the system S1 is
a fundamental system. 0
4. (1) Let T be the unit circle in the complex plane:
T {z E C: Iz I = 1}. Equivalently, T is the real line modulo 2ir:
T = {e1': t E R} = 0 t 2ir}.
Let E be the Euclidean space CW with inner product

j2w
i
(f,g)=y-J
IT0 f(t)g7Jjdt,
where we have used the second convention: f and g are continuous

functions from [O,2ir] to C, with f(0) = f(21T) and g(0) = g(2ir). The
functions = e*hhl (n = 0, ±1, ±2,...) form an orthonormal system in
E. By the Stone—Weierstrass theorem, the linear span of these func-
tions is dense in C(T) endowed with the uniform norm. Hence
n = 0, ±1,.. .} is a fundamental, and so complete, system in E.
The completion of E is L2(1J.
(ii) Let E be the Euclidean space C[— 1, 1] with inner product
&.
=
The functions 1,:, t2,... are linearly independent in E and, by the
Stone—Weierstrass theorem, form a fundamental system in E. Let
be the sequence obtained from 1,:,t2,... by the Gram—
Schmidt orthogonalization process. Then Q,,(t) is a multiple of the nth
Legendre polynomial
where D is the differentiation operator (see Exercise 1).

(iii) 1,sint,cos:,sin2,cos2t,... is an orthogonal sequence in the Hil-
bert space 1.2(0, it). Since the subspace of continuous functions is dense
in L2(0, it), by the Stone—Weierstrass theorem this sequence is a funda-
mental orthogonal sequence.
(iv) For n = 0,1,... define the nth Rademacher function r, E 1.2(0, 1)
by
— 1 if is even
— —1 if is odd.
144 Chapter 10: Orthonormai systems
Equivalently, = sign sin 2"irt. (Note that we view as an element

of L2(0, 1); so it is, strictly speaking, an equivalence class of functions
differing on sets of measure 0. Thus it is also customary to define
t < t
an it is easily
seen to be incomplete.
(v) Let a < b and let ç E C(a,b) be a positive function.
For f and g in the space b) of continuous functions with compact
support, set
rb
(f,g) dt.
= Ja
Then is an inner product on b); denote its completion by
The space L2(ç) consists of all measurable functions f(t) on
[a, bJ such that
dt <
Now let a = 0, b = and = et. Then the functions 1,t,t2,

form a fundamental system in L2(ç) and the polynomials obtained from
them by the orthogonahzation process are the Laguerre polynomials up
to constant factors, i.e. multiples of (n = 0, 1,...) (see Exer-
cise 5).
(vi) Consider the space constructed in Example (v) but
with a = b = and ç(t) = e'.
Orthogonalizing the sequence
1, t, t2,... we obtain multiples of the Hermite polynomials, i.e. multiples
= 0,1,...) (see Exercise 6). 0
If )7 is an orthonormal basis in an n-dimensional Euclidean space
E, then every vector x E E is a linear combination of the Qk:
X= Furthermore Ck = Also, if
and dkpk,
= = k=1
then
(x,y) Ckdk and 11x112 ckI2.

= k—i = k—i
In other words, the correspondence x identifies E with
The main reason why an orthonormal basis (cok)r in a Hubert space H

is very useful is that analogous assertions hold concerning the represen-
tations of vectors in H. As we shall see, for every vector x E H there
are unique coefficients (ck)T such that x = ckpk. This sequence
(ck)r satisfies 11x112
=
12 and every sequence satisfying
I
12arises as a sequence of coefficients. Thus an orthonor-
mal basis enables us to identify H with 12, just as any n-dimensional
Euclidean space can be identified with
Theorem 5. Let be an orthonormal sequence in a Hubert space
H. Then, for a scalar sequence c = (Ck)°, the series is con-
vergent iff C C (i.e. 2 If the series is convergent then
leo
= 1ICI12 = (
k=1
Proof. Set x,, = Ck(pk. Then, for 1 n m, by the Pythagorean
theorem, we have
lIXn_Xm112
k=n+1
Hence is convergent if lCk 2 is convergent. Relation (1)
holds since, again by the Pythagorean theorem,
ICkH
k=1
A slightly different formulation of Theorem 5 goes as follows. Let

be an orthonormal sequence in a Hilbert space H, and let
c = (Ck)° C '2• Then there is a vector x C H such that (X,ck) = Ck for
every k. This is usually called the Riesz—Fischer theorem. It looks par-
ticularly easy (it is particularly easy) because the space is assumed to be
complete. The original form of the theorem concerned L2[O, 11, where
the completeness, which is far from trivial, had to be proved.
Let be an orthonormal sequence in a Hilbert space H. For
x C H, set Ck = (k = 1,2,...). We call c1,c2,... the Fourier
coefficients of x with respect to the series
k=1
is the Fourier series of x with respect to
146 Chapter 10: Orthononnal systems
It is easily seen that if is an orthonormal basis then every vector

is the sum of its Fourier series and so, in particular, it is determined by
its Fourier coefficients. In fact, we have the following slightly more gen-
eral result.
Theorem 6. Let be an orthonormal sequence in a Hilbert space H
and let M = lin(cok)r. Then, for all x,y E H, we have
= PM(x);
k1
Rx,ck)12 = IIPM(x)112
k=1
(iii) = (PM(x),PM(y)) = (x,PM(y)) = (PM(x),y).

k=1
Also, suppose c = C 12, i.e. ICkI Then there is a

unique vector u C M with Fourier coefficients Ck = (k =
1,2,...), namely u = Ck(pk. Furthermore, v C H has Fourier
coefficients if u = PMV.
Proof. Set
= k=1
Then, for 1 k n, we have = 0 and so x =

x a of orthogonal vectors. Therefore, by
the theorem of Pythagoras,
11x112 = IIxnH2+ IIX_xn112

= k=1
Letting n we see that I(x,ck)12 < so, by Theorem 5,
is convergent, say to x' E M.
As for every k we have
=
= (x,ck)—(x,ck) = 0,
x—x' is orthogonal to M and so x' = PMX. This proves (i); further-
more, (ii) follows from (i) and (1).
To see (iii), set
=
Then = lim and so
(PMx,y) = (x,PMy) = (PMX,PMY)

= =
= tim
Ic=1
The proof of the second part is equally easy. By Theorem 5, the series
is convergent to some vector u M. Then
= c1ço1, Qk) = Ck
fri
for every k, and so u does have Fourier coefficients c1 , c2 Also, if
u = PMV then
(V,ck) = (v,PMpk) = (PMV,ck) = (u,ck)
and so u and v have the same Fourier coefficients. Finally, if v E H
and = Ck for every k then = 0 for every k and so
v—u is orthogonal to = M. Therefore u = PMV, as claimed. 0
The following useful corollary is amply contained in the result above.

Corollary 7.
(a) (Bessel's inequality) If is an orthonormal sequence in a
Euclidean space E and x E E then
k=1
(b) (Parseval's identities) If is a complete orthonormal sequence

in a Hubert space H and x, y E H then
= 11x112 and = (x,y). 0

k—i k—I
148 Chapter JO: Orthonormal syste,ns
Parseval's identities imply that every infinite-dimensional Hubert

space with an orthonormal basis (i.e. a complete orthonormal sequence)
is isometric to 12.
Theorem S. Let be an orthonormal basis in a Hubert space H.
For x E H define
1(k) = (x,pk) and I
Then the map H given by x I is a linear isometry of H onto
Corollary 9. Every n-dimensional Euclidean space is linearly isometric

to and every separable infinite-dimensional Hubert space is linearly
isometric to '2 0
Having seen that all separable infinite-dimensional Hilbert spaces are
isometric to 12, what can we say about other Hilbert spaces? As in
Exercise 11 of Chapter 9, given a set F, we denote by 12(fl the vector
space of complex-valued functions f on F with countable support and
such that Then
11111 = ( lf(y)12
is a norm on '2(i) and with this norm 12(F) is a Hilbert space. Thus
is precisely '2 and 12({I , 2,.. . , n}) is
Theorem 10. Every Hubert space is isometrically isomorphic to a space
12(fl.
Proof. Let H be a Hubert space. Then H contains a complete ortho-
normal system, say {q.,: y E f'}. Then, by Bessel's inequality, for every
x E H and for every countable subset of F, we have
Hence the set = {y: (x, O} is countable,

x—
is orthogonal to every ç,, and so

Setting i(y) = the map H 12(fl given by x i is a linear

isometry of H onto l2(fl. 0
The fact that every separable (infinite-dimensional) Hubert space is
isometrically isomorphic to '2 is very important when we are studying
the abstract properties of Hubert spaces. Nevertheless, in applications
Hilbert spaces often appear as spaces of functions, and then we are
interested in the connections between the Hubert space structure and
the properties of the functions.
One of the most important Hilbert function spaces is the com-
pletion of C(T), the space of continuous functions on 'the circle T,
defined in Example 4(i). In the standard orthonormal basis ii =
0, ±1, ±2,.. .}, the kth Fourier coefficent Ck of f E L2(T) is
Ck = dt
and
Sn! cket4ldt
k_n
is the nth partial sum. Then, by Theorem 8,
urn =0 (2)
for every f E with denoting the Hubert space norm, i.e. the
norm in L2(T). Thus the partial sums converge in mean square to f.
For f E C(T) relation (2) is an immediate consequence of the
Stone—Weierstrass theorem, which tell us that f can be uniformly
approximated by a trigonometric polynomial. (Of course, we used pre-
cisely the Stone—Weierstrass theorem to show that {eml: =
0,±1,±2,...} is a complete system.) In particular, for every >0
there is a trigonometric polynomial p such that 11(t) —p(t)I < for all t.
But if p has degree n (i.e. p(t) = then = p. Since
the projection operator has norm 1, we have
IISnffII = <2€.
The very easy relation (2) leaves open the question whether the
Fourier series of f E L2(T) tends to f pointwise in some sense. For
example, it may not be unreasonable to expect that if f is continuous
then tends to f(t) for every t. Sadly, this is not true, as was
150 Chapter 10: Orthonormai systems
first shown by du Bois Reymond in 1876. Nevertheless, Fej6r proved in

1900 that there is a simple way to recover a continuous function from
the partial sums of its Fourier series. To be precise, Fej& showed that
the Fourier series of a continuous function if Cesdro swnmable and the
sum is the function itself: if f is continuous then
Sd,
n+1 k=O
i.e. the average of the partial sums, tends uniformly to f. Fej6r's

theorem was of tremendous importance: it launched the modern theory
of Fourier series.
Aithougli need not converge to f(t), the set of points at which
it fails to tend to f(t) cannot be too large. It was asked by du Bois Rey-
mond whether the partial sums Sn! of a function f C(T) tend to f
almost everywhere, and later Lusin conjectured that the answer is in the
affirmative for every f L2(T). For many years this was one of the
most famous conjectures in analysis; finally, it was proved by Carleson
in 1966. The very intricate proof is one of the greatest triumphs of hard
analysis; not surprisingly, it is far beyond the scope of this book.
Exercises
1. Show that the Legendre polynomials

D ngr,2
RI.' 1J /
i —n1
— n ,
form an orthogonal basis of L2(—1, 1). Deduce that, up to a posi-

tive factor, P,O) is the nth term in the sequence obtained from
1,t,t2,... by the Gram—Schmidt orthogonalization process, count-
ing P0(z) = 1 the 0th term, P1(t) = : the first, P2(t) = 4(3g2_ 1) the
second, etc.
2. Show that = 1 and = (—1)".
3. Deduce from the previous exercises that
—(2n— = 0
for all n 2.
4. Show that D((:2— 1)Ph(t)) is orthogonal to for k <n, and
deduce that
= 0
for every n 1.
Chapter 10: Orthonormal systems
5. Check that the Laguerre polynomials etDlt(e_hthl) (n = 0, 1,...) are

indeed orthogonal polynomials in where ç': [0, oo) —' R is
e', as in Example 4(v).
6. the analogous assertion about the Hermite polynomials
et and weight function = : —' R, as in
Example 4 (vi).
7. Let L2(ç) be as defined in Example 4(v), with a positive weight
function (a, b) R. Suppose that 1,t, t2,... L2(q). Let
be the polynomials obtained by orthogonalizing the
sequence 1, t, t2 (We do no: normalize the sequence; so p,,O)
is the unique monic polynomial of degree n orthogonal to every
fork<n.)
(1) Show that
=
(ii) Show that for n 2 we have
= (t — )p,, — — _2(1)
where
— (tPn—i,Pn—i) — IIPn—i112
2 and
IIPn _iIl lIP,, —211
8. Let x1,. . . ,x, be unit vectors in a Euclidean space and let

. ,y,, be the sequence obtained from it by Gram—Schmidt
orthogonalization, with
=
Show that 1, with equality only if y =
9. For a, = E (i = 1,... ,n) let A = A(a1,...,a,,) =
be the nxn complex matrix whose ith row is a,. Prove
Hadwnard's inequality, stating that
IdetAl II
with equality if and only if either some a, is 0 or the a are orthog-
onal.
10. Let x1,. . be linearly independent vectors in a Euclidean
.
space, with N = ("p). Show that there are orthonormal vectors

Yi ,.. • , y,, such that y• = A1x1, where A1 , A2,. . . , A,, are dis-
joint subsets of {1,2,...,N}.
11. Define the Gram determinant of a sequence x1 , ...... , in a Hil-

bert space as
i.e. as the determinant of the n xn matrix whose entry in the ith

row and jth column is the inner product (x1,x1). Show that
G(x1 ,.. ,. 0, with equality iff the set {x1,.. x,j is linearly .
dependent.
Show also that if {x1 ,. . . , x,,} is a linearly independent set span-
fling a subspace then
=
\ G(x1,x2,. . .
12. Prove the following weak form of the Riemann—Lebesgue lemma:

if f E C(T) then
dt 0 —*
.1:
13. The aim of this exercise is to prove Fe/Er's theorem. For f E L2(T)
set
= (Skf)(t).
(i) Show that
t) f(x) — x)
where Ku(s), the FejEr kernel, is defined as
rs
Ku(s)
=
(ii) Prove that if 0 <s < 2ir then
I
Ku(s) = —I
fl+1\ sInks
and
= = n+1.
(iii) Deduce from (i) and (ii) that Ku(s) 0 for all s E T,
Ku(s) 0 uniformly for 0 < s 2ir—S < 2ir and
1
—
2ir I
(iv) Deduce Fejér's theorem: if f C(T) then

—* f(t)
uniformly in t as n —p
(v) Show also that if f E and f is continuous at then
5
14k. Let H be a Hubert space and let S1 = y f) and S2 =

{y.,: y E fl be such that (Xa , = (where = 0 if a
and ôaa = 1). Suppose S1 is a fundamental system, i.e. linS1 =
H. Does it follow that S2 is also fundamental?
Notes
The chapter is about the beginning of abstract Fourier analysis. As we

have hardly scraped the surface of Fourier analysis proper, the reader is
encouraged to consult a book on the topic; T. W. Körner, Fourier
Analysis, Cambridge University Press, 1988, xii + 591 pp., is particu-
larly recommended.
The original Riesz—Fischer theorem was proved in F. Riesz, Sur les
systèmes orthogonaux de fonctions, Comptes Rendus, 144 (1907), 615—
19 and 734—36, and E. Fischer, Sur Ia convergence en moyenne,
Comptes Rendus, 144 (1907), 1022—4. It was a clear case of indepen-
dent discovery, precisely described by Fischer in the introduction of his
paper: "Le 11 mars, M. Riesz a présenté a l'Académie une Note sur les
systèmes orthogonaux de fonctions (Comptes Rendus, 18 mars 1907).
J'étais arrivé au mime résultat et je l'ai démontré dans une conference
fait a Ia Société mathématique a Brunn, deja le 5 mars. Ainsi mon
indépendance est évidente, mais la priorité de Ia publication revient a
M. Riesz."
Carleson's theorem, mentioned at the end of the chapter, was proved
in L. Carleson, Convergence and growth of partial sums of Fourier
series, Acta Math., 116 (1966), 135—57.
Exercise 9 is from J. Hadamard, REsolution d'une question relative aux
dEterminants, Bulletin Sd. Math. (2), 17 (1893), 240—348, and Exercise
13 is from L. Fejér, Sur les fonctions bornées et inlegrables, Comptes

Rendus, 131 (1900), 984—7 and Investigations of Fourier series (in Hun-
garian), Mat. és Fiz. Lapok, 11(1902), 49—68; see also Untersuchungen
uber Fouriersche Reihen, Math. Annalen, 58 (1904), 51—69.
11. ADJOINT OPERATORS
In the next four sections we give a brief account of the theory of

bounded linear operators on Banach spaces. Our aim is to present
several general concepts and prove some of the fundamental results.
We are mainly interested in the spectral theory, to be treated in three
sections, but before we embark on that, in this chapter we study the
basic properties of the adjoint of an operator.
Throughout this chapter we shall use the product notation for the
value of a linear functional on an element: (x,f) = (f,x) = f(x) for x in
a vector space V and f in V', the dual of V. In particular, if X is a
normed space and X* is the dual of X, i.e. the Banach space of all
bounded linear functionals on X, then (,) is the bilinear form on
Xxr given by (x, f) = f(x). Thus
= A(x,f)+!.t(y,f) and =
(Note the absence of conjugates: (,) is a bilinear form and no: a her-
initian form. This is why it is not confusing to have (x,f) = (f,x).)
Recall that I(x,f)I lIxIlIlfIl for all x E X andf E r. Furthermore,
Oxil = sup{I(x,f)I: f E = max{I(x,f)I: f G B(X)}

and
11111 = sup{I(x,f)I : x E B(X)}.

Let X and Y be normed spaces. Recall from Chapter 1 that the
adjoin: or dual r of an operator T E Y) is the unique map
r: r X such that
(x,Tg) = (Tx,g) (1)
155
156 Chapter 11: Adjoint operators
for all x E X and g E r. Indeed, for g E r, we have a function Pg

on X defined by (Pg)(x) = (Tx,g); it is easily seen that this function is
unique map r*: r* ._* r

linear and, in fact, Pg E Y*. In turn, the second dual
such that
of T is the
= (Q,Pg)
for all q E X* * and g E Y*.
Let us summarise the basic properties of taking adjoints.
Theorem 1. Let X and Y be normed spaces and let T, T1, T2 E Y).
Then
(a) P E and IIP1I = 11711;
(b) for scalars A1 and A2, we have (A1 T1+A2T2)* = A17? +A21r;
(c) with the natural inclusions X C *
and YCr* we have
T,i.e. P*x Txforallx€X;
(d) if Z is a normed space and S E then (ST)* = PS*;
(e) if T is invertible, i.e. T' E then P is also invertible and
(T*)1 =
Proof. Part (a) is Theorem 3.9, part (b) is immediate from the definition
of the adjoint, and (c) follows from Theorem 3.10, giving the natural
embeddings X—* X** and Y—* To see (d), note that for x E X
and h we have
(x,PS*h) = (Tx,S*h) = (STx,h).
Finally, (e) follows since T' T = 1x. where is the identity operator
on X and so 'r = = Similarly, Iy• =
Hence (Pr' = 0
Let now H and K be Hubert spaces, with their inner products written
as (, ). We know from the Riesz representation theorem in Chapter 8
that a Hilbert space is naturally isometric with its dual but the isometry
is an anti-isomorphism. Thus x E H can be considered as a functional
on H: it acts on H as multiplication on the right: (,x). Then for
TE we have P E
Equivalently, P is defined by
(x,Py) = (Tx,y) (2)
for all x E H and y E K. Indeed, for a fixed y E K the function

f: H —p C defined by f(x) = (Tx,y) is a bounded linear functional on H.
Hence, by the Riesz representation theorem, f(x) = (x, u) for some
Chapter 11: Adjoin: operators 157
unique vector u E H. We define ry to be this vector u. It is immedi-

ate that 1' is a linear map from K to H. Since
l.f(x) I II TxIl 11711 Dxli
we have
Dull = liryli = 11111 IITllIlylI
and so r is a bounded linear map and II r fi Ii TD.
Theorem 2. Let H and K be Hilbert spaces and let T, T2 E

Then r E IT'll = 11711 and, for all scalars A1 and A2 we have
(3)
(T1T2)* = T17* (4)
and
r*T (5)
Furthermore, if K = H then
111112 = IITTII = IIrTIi = IIT'112. (6)
Proof. We known that I1T'II = 11711 and (T1T2)* = 1?1?; furthermore

= T since H is reflexive. To see (3), note that for x E H and
y E K we have
(x,(A1T1+A2T2)*y) = ((A1T1+A2T2)x,y)
= A1(T1x,y)+A2(T2x,y)
= A1(x, 7j'y) +A2(x, T2y)
=
Of course, this is also clear from Theorem 1(b) and the fact that the
natural isometry between a Hubert space and its dual is an anti-
isomorphism.
Finally, let T E Then
117112 = sup IITxlI2 = sup (Tx, Tx)1
1x01 IjxH=1
= sup i(rTx,x)I
IIrlll IlrlIlIllI = 0
Let us emphasize again that in (3) we have to take the conjugates of

the coefficients, unlike in Theorem 1(b), which is the analogous state-
ment for normed spaces. This is because in (3) we take 1? as a map
from K to H, rather than from K to H*, as in the normed-space case;
the conjugates appear because H and H* are identified by an anti-
isomorphism. Theorem 2 is of special interest in the case H = K. An
involution on acomplex Banach algebra is a map x such that (3),
(4) and (5) hold:
(A1x1+A2x2) (xix2)* = x.
A is a Banach algebra with an involution satisfying (6), i.e.

in which IIxxiI = 11x112 (and so 11x112 = Ox*xlI = OxH2). Thus Theorem 2
claims that is a Ce-algebra with involution T r.
Hence every
norm-closed subalgebra of which is closed under taking adjoints
(i.e. every closed .subalgebra of is also a C*.algebra. What is
remarkable is that the converse of this statement is also true: every
algebra is isomorphic to a closed *..subalgebra of This is the
celebrated Gelfand—Naimark theorem; although it is beyond the scope
of this book, we shall present some exercises concerning it at the end of
K C X define the annihilator of K in r

the next chapter. Qiven a normed space X with dual X, for a subspace
as
K°= {fcr:(x,f) = OforallxE K}.

Similarly, for a subspace L C r, the annihilator of L in X (or the
preannihilator of L) is
= {xEX: =OforaLlfC L}.
Strictly speaking, K° usually denotes the polar of a set K C X:

K° = {fE r: I(x,f>I 1 for allfE L}
and °L is the prepolar of a set L C X* (or the polar of L in X):
= {x E X: I (x, f) I
1 for all f E }.
Of course, if K and L are subspaces, as we have chosen them, or at
least they are unions of one-dimensional subspaces, then the two
if
definitions coincide (see Exercise 1).

It is clear that for any sets K C X and L C X* the annihilators K°
and °L are closed; furthermore,
K° = (lin K)° = K)° and °L = °(lin L) = L).
Chapter 11: Adjoint operators 159
Theorem 3. Let X and Y be normed spaces and let T E Y). Then

Ker T = °(Im T) and Ker r = (Im T)°. 0
Proof. Clearly
KerT= {xEr: Tx=O}
= {x E X: (Tx,g) = Ofor allg E
= {xEX: (x,rg) =OforallgE P} = °(Imr).
Similarly,
Ker r = {g E r: rg = O}
= {g r: (x, rg) 0 for all x E X}
= {g Y*: (Tx,g) = 0 for all x X} = (Im T)°.
Note that if L C X* then °L C X and L° C and so, in general,

we cannot expect °L to be equal to L° under the natural inclusion
XC However, if X if reflexive and so X is identified with
then for every set L C X* we have °L = L°. If H is a Hubert space
then not only is H a reflexive space but also the dual H is identified
with H. With this identification, L° = = LL for every set L C H.
Hence Theorem 3 has the following immediate consequence.
Corollary 4. Let H and K be Hubert spaces and let T E
Then
Ker T = (Im T)1 and Ker T = (Im T)
It is worth noting that Im T = °(Ker does not hold in general

since Im T need not be closed. However, if Im T is closed then we do
have Im T = °(Ker T) (see Exercise 3).
Let H be a Hubert space. An operator T is called hermizian
or seif-adjoint if r = T. Thus T is self-adjoint if
(Tx,y) = (x, Ty) for all x,y E H.
Clearly an operator T E is self-adjoint if (x,y) = (Tx,y) is a her-
mitian form on H. If S and T are commuting seif-adjoint operators then
ST is also hermitian since
(STx,y) = (Tx,Sy) = (x,TSy) = (x,STy).
In particular, if T is seif-adjoint then so is T" for every n 1. Note

also that if T is seif-adjoint then by Theorem 2,
II = II
7'' lii = 117112, II = II = II
etc. Therefore IIT2kII = IITII2*. Also, if 1 n 2" then
11T2k1I = IITnT2*_hhII IITfhlIIl112k_,1
and so T"II =
T is__self-adjoint then (Tx,x) is real for every x H since
(Tx,x) = (x, Tx). We call a self-adjoint operator T positive if (Tx,x)
O for every x E H.
Note that, for T E the operator rr is a positive self-adjoint
operator. Indeed,
(rT)' = = rT and (rTx,x) = (Tx, Tx) = IITxlI2 0.
Replacing T by r, we see that is also a positive self-adjoint opera-

tor.
Theorem 5. Let H be a complex Hilbert space. Then every operator
TE has a representation in the form T = + iT2, where T1 and
T2 are hermitian, and this representation is unique.
Proof. Set
T1 = and T2 =
Then T1 and T2 are hermitian and T = T1 + IT2. The uniqueness follows

from the fact that if T1 and T2 are hermitian and T1 + IT2 = 0 then
T1+iT2 = (T1+iT2)* = T1—iT2
andsoT2=OandT1=0. 0
Examples 6. (I) Let T be the right translation on '2' i.e. let
T((x1,x2,...)) = ((0,x1,x2,...)). Then r is the left translation:
= ((x2,x3,...)). Clearly 11711 = !lrII = 1, is the
identity I but I:
TT*((xi,x2,x3,...)) = ((0,x2,x3,...)).
(ii) For C[O, 1} define TQ: L2(O, 1) L2(0, 1) as multiplication
by
(Tçf)(t) = ço(t)f(t) (0 t 1).

Chapter 11: Adjoint operators 161
Then
and IIT,Il = I 1}.
Clearly Tç is a positive hermitian operator 1ff is a non-negative real-

valued function.
(iii) Let M be a closed subspace of a Hubert space and let be the
orthogonal projection onto M. Then is a positive self-adjoint opera-
tor and (as every projection) satisfies = 0
It is easily seen that the properties in Example 6(111) characterise the

orthogonal projections in a Hubert space.
Theorem 7. Let H be a Hilbert space and let P E be a self-
adjoint projection: P2 = P = P. Then M = ImP is closed and P is the
orthogonal projection of H onto M: P =
Proof. Since P is a projection, we have x— Px E KerP and x =
(x — Px) + Px for every x H. So H = Ker P + ImP. By Corollary 4,
we have Ker P = (Im = (Im P) and so H is the orthogonal direct
sum of KerP and ImP. o
In addition to hermitian operators and orthogonal projections, let us
Introduce two other important classes of operators. Given a Hilbert
space H, an operator T E is said to be normal if 7T = T, and
unitary if T is invertible and its inverse is r. Note that every hermitian
r
operator is normal, and so is every unitary operator. In the following
results we characterize normal and unitary operators.
Theorem 8. Let H be Hubert space and T E
(a) Tis normal 1ff IITxII = IIrxII for all x E H.
(b) If Tis normal then = for everyn land
KerT = Kerr = (Im = (Im
Proof. (a) Clearly,
IITxII2—JIT'x112 = (Tx, Tx) —(rx, rx)
= (rTx,x)—(Trx,x) =
From Theorem 9.2 we know that PT— rr = 0 1ff ((rT— rr)x,x) =
0 for every x.
(b) If T is normal then, by (a), we have Ker T = Ker P. Hence, by
Corollary 4,
Im T=
T is hermitian,
= lirlir = Ij(rT)iI,
and so
= tI(TT)"Ii
implying = 0
As a consequence of Theorem 8 one can see that Theorem 7 can be

strengthened: if a projection is normal then it is an orthogoani projec-
tion (see Exercise 7).
Theorem 9. Let H be a Hubert space and let U E be such that
Im U = H. Then the following are equivalent:
(a) U is unitary;
(b) U is an isometry: lUxil = lxii for every x E H;
(c) U preserves the inner product: (Ux, Uy) = (x,y) for all x,y C H.
Proof. The polarization identity (3) in Chapter 9 implies that U is an
isometry 1ff it preserves the inner product. Thus (b) and (c) are equiva-
lent.
If U is unitary then
(Ux,Uy) = (U*Ux,y) = (x,y).
Conversely, if (Ux, Uy) = (x,y) for all x,y C H then (U*Ux,y) = (x,y)
and so U = U an isometry, U is invertible.
Therefore U* = U 0
Our last aim in this chapter is to show that the converse of Theorem
1(v) also holds if X is a Banach space, i.e. 7" is invertible if T is. First
we note a simple condition for invertibility. Call T C 24(X, Y) bounded
below if iiTxIl for all x C X and some 0.
Theorem 10. Let X be a Banach space, Y a normed space, and let

Then T1 iff ImT is dense in Y and T is
bounded below.
Proof. The necessity of the two conditions is obvious. Suppose then
that the conditions are satisfied. If T is bounded below then it is injec-
tive, so T1 C where Z Im T. Since Z is dense in Y, for
Chapter 11: Adjoint operciors 163
every y E Y there is a sequence (Zk)' ifl Z converging to y. Then by

the second condition, is also convergent, say to x. Hence
Tx = T(Tzk) = hmk._,O Zk =Y
andsoY=Z.
l'his shows that T1 If flTxfl dxli for all x E X then,
clearly, 11T'il 1/c. 0
Theorem 11. Let X be a Banach space, Y a normed space and let
TE Y). Then r is invertible 1ff T is.
Proof. We have seen that if T is invertible then so is r. Suppose then
that T is invertible. Let us check that the two conditions in Theorem
10 are satisfied.
By Theorem 3 we have (Im T)° = Ker T = (0) and so Im T is dense
in Y. To see that T is bounded below, let x C X and let f be a support
functional at x, i.e. let f E be such that (x,f) = fixil and 11111 = 1.
Then
lixil = = (x,r(ry'f)
= (Tx,(rY'f)
Therefore fl Txli Ii — lix completing the proof.
If Im T is not dense in Y, say TX C Z, with Z a closed subspace, then

Z C Kerf for some f C (f 0). Hence (x, = (Tx,f) = 0 for
all x E X and so = 0. In particular, if r is bounded below then
Im T is dense in Y. This gives us yet another condition for invertibility;
let us state it together with Theorems 10 and 11.
Theorem 12. Let X be a Banach space, Y a normed space, and let
T Y). Then the following conditions are equivalent:
(a) T is invertible;
(b) r is invertible;
(c) Im T is dense in Y and T is bounded below;
(d) T and r are both bounded below. 0
The question of invertibility brings us to the study of the spectrum of
an operator and the structure of the algebra of bounded linear opera-
tors. But that requries a new chapter.
Exercises
1. Given a Banach space X and a set K C X, the annihilator of K in

ris
= (x,f> =OforallxE K)
and the annihilator of a set L C X* in X (or the preannihilator of
L) is
= {x X: (x,f) = 0 for ailfE L}.
Show that if K and L are subspaces then = K0 and =
where K° is the polar of K and °L is the prepolar of L. Show also
that
= = (linK)a = (linK)0
and
a,, = a(ljfl L) = a(lin L) = °(lin L).
2. Give examples showing that for a Banach space X and a subspace
L C r, the sets °L and L° need not be equal under the natural
inclusion X C
X and Y be normed spaces and T E Y). Show that
°(Ker is the closure of Im T.
4. A subspace U of a normed space V is said to be an invariant sub-
space of an operator S E if SU C U, i.e. Su E U for all
u U. Let X be a normed space and T E Show that a
closed subspace Y of X is an invariant subspace of T 1ff Y° is an
invariant subspace of r.
5. Let X and Y be Banach spaces and T E Y). Prove that Im T
is closed iff Im T* is closed.
6. Let X be a Banach space. Show that for T E the series
T"/n! converges in norm to an element of denoted by
exp T. Show also that (exp T) * = exp r and if S com-
mutes with T then
(exp S)(exp T) = (exp T)(expS)exp(S+ T).
In the exercises below, H denotes a Hubert space.

Chapter ii: Adjoint operators
7. Let T be a bounded linear operator on a Hubert space H. Show

that T has an eigenvector iff r has 1-codimensional closed invari-
ant subspace.
8. Let H be a Hilbert space and P E a projection: P2 = P.
Show that the following are equivalent:
(a) P is an orthogonal projection;
(b) P is hermitian;
(c) P is normal;
(d) (Px,x) = IIPxII2 for all x E H.
9. Let U E be a unitary operator.
(I) Show that Im(U—I) = Im(U*_!) and deduce that
Ker(U—I) =
(ii) For n 1 set
Show that PMX for every x E H, where M = Ker(U—I).

(One expresses this by saying that 5,, tends to in the strong
operator topology.)
10. Show that if T E is hermitian then exp iT is unitary.
11. The aim of this exercise is to prove the Fuglede—Putnam theorem.
Suppose that R,S, T E with R and T normal and RS = ST.
(i) Show that
(exp R) S = S(exp T).
(ii) By considering exp(R* — R) S exp( T— show that
IRexpR*)Sexp(_r)II IlSil.
(iii) For! E and A E C set

F(A) = f(exp(AR*)Sexp(_Ar)).
Show that F(A) is an analytic function and IF(A)I IlfilliSli for
every A C. Apply Liouville's theorem to deduce that F(A) =
F(0) = f(S) for every A and hence that
exp(AR*)S = Sexp(Ar).
(iv) Deduce that R*S = Sr.

166 Chapter 11: AdjoinS operators
Notes
The notion of an adjoint operator was first introduced by S. Banach,

Sur les fonctionelles Iinéaires Ii, Studia Math., 1 (1929), 223—39. Our
treatment of adjoint operators is standard. The Gelfand—Nalmark
theorem was proved in I. M. Gelfand and M. A. Nalmark, On the
embedding of normed rings into the ring of operators in Hubert space, Mat.
Sbornik N.S., 12(1943), 197—213; for a thorough treatment of the subject see S.
Sakai, and Springer- Verlag, New York-Heidel-
berg-Berlin, 1971. For the Fuglede-Putnam theorem in Exercise 11, see
chapter 41 in P. R. Halmos, introduction to Hilbert space and the theory of
spectral multiplicity, Chelsea, New York, 1951.
12. THE ALGEBRA OF BOUNDED
UNEAR OPERATORS
In this chapter we shall consider complex Banach spaces and complex

unual Banach algebras, as we shall study the spectra of various ele-
ments. Recall that a complex unital Banach algebra is a complex alge-
bra A with an identity e, which is also a Banach space, in which the
algebra structure and the norm are connected by lieU = 1 and llabII
Ilaillibil for all a,b E A. If there is an involution x x* in A such that
= x, = x*+ye, = Ax*, (xy)* = y*x* and llx*xfl =
11x112 then A is a As we noted earlier, if X is a complex
Banach space then is a complex unital Banach algebra, and if H is
a complex Hilbert space then is a
An element a of a Banach algebra A is invertible (in A) if
ab = ba = e for some b E A; the (unique) element b is the inverse of
a, and is denoted by a1. The spectrum of a E A is
oA(a) = SpA(a) = {A E C: Ae — a is not invertible in A},
and the resolvent set of a is 8A(a) C\UA(a). A point of ÔA(a) is said to
be a regular point. The function R: ö(a) A given by R(A) =
(Ae — a)1 is the resolvent of a. The element ROt) is the resolvent of a at
A or, with a slight abuse of terminology, the resolvent of a.
The prime example of a Banach algebra we are interested in is the
algebra of bounded linear operators on a complex Banach space
X; so our algebra elements are operators. In view of this, if T
then we define the spectrum and resolvent set of T without any reference
to
= {A E C: Al— T is not invertible}
where I is the identity operator on X, and
p(T) = C\o(T).
167
168 Chapter 12: The algebra of bounded linear operators
If A is a complex unital Banach algebra then A can be considered to

be a subalgebra of the algebra of all bounded linear operators
acting on the Banach space A, with the element a corresponding to the
operator La of left multiplication by a (so that a La, where
La(X) = ax for every x E A). In particular if a A is invertible then so
La E with inverse La'. Conversely, if S E is the inverse
of La, so that
X = (LaS)X = a(Sx)
for every x E A, then with b = Se we have ab = 1 and so a(ba — e) =
(ab)a—a = 0. Hence ba—e E KerLa and so ba = e. Thus b is the
inverse of a. Also, Ae — a is invertible 1ff A!— La is invertible. Hence
crA(a) =
Although the spectrum of an operator T E depends only on
how T fits into the algebraic structure of is of considerable
it
interest to see how the action of T on X affects invertibility. In particu-
lar, we may distinguish the points of cr(T) according to the reasons why
A!— T is not invertible.
What are the obstruction to the invertibility of an operator S E
By the inverse-mapping theorem, S is invertible 1ff KerS = (0) and
ImS = X. Thus if S is not invertible then either KerS (0) or
ImS X (or both, of course). Of these, the former is, perhaps, the
more basic obstruction.
Accordingly, let us define the point spectrum of T E as
= {A E C: Ker(AI— T) (0)}.
The elements of are the eigenvalues of T; for an eigenvalue

AE the non-zero vectors in Ker(A!— T) are called eigenvectors
with eigenvalue A. Furthermore, Ker(AJ— T) is the eigenspace of Tat A.
Clearly C o-(T).
If X is finite-dimensional and S E then the two conditions
KerS = (0) and ImS = X coincide. Hence
a finite-dimensional space.
However, if X is infinite-dimensional then we may have KerS = (0)
and Im S X, so the point spectrum need not be the entire spectrum.
More precisely, by Theorem 11.10 , A E o(T) if either Im(A1— T) is not
dense in X or A!— T is not bounded below: there is no 0 such that
II(AI— T)xII €IIxIl for every x E X. In the former case A is said to
belong to the compression spectrum T), and in the latter case, A is
Chapter 12: The algebra of bounded linear operators 169
said to belong to the approximate point spectrum of T, denoted by

Uap(T). In other words,
= {A E C: there is a sequence C S(X)
such that (Al— O}.
Sometimes is called an approximate eigenvector with eigenvalue A.

Clearly o(T) C T) and
0(T) = 0ap(T)U(Tcom(T).
Sometimes the points of the spectrum are classified further: the resi-
dual spectrum is 7r(T) (Tcom(T)\C7p(T) and the continuous spectrum is
= (7(T)\(Ucom(T)U(Tp(fl). Thus
o(T) = 0p(T)U0c(T)UUr(T),
with the sets on the right being pairwise disjoint.
It is immediate from the definition that the approximate point spec-
trum is a closed set; the point spectrum need not be
closed.
We shall show that is a non-empty closed subset of the disc
{A E C: IA I The latter assertion is an immediate consequence
of the following simple but important result.
Theorem 1. Let TE satisfy 1111 <1. Then I o(T) and
(I—Ty' = Tk,
k =0
where the series on the right is absolutely convergent in the Banach

space
Proof. Note that
11T9 HT1I' =
k=O
and so Tk is absolutely convergent.

Hence
Tk=(l_T)+(T_T2)+(T2_T3)+...=l
k =0
and, similarly,
T")(I_T) = I.
Theorem 2. Suppose that S, T E T is invertible and US— TIl <

1
T''. Then S is invertible and
flT111211S— Tfl
—
1— Tjj
Proof. By Theorem 1, we have
[l—T1(T—S)F' =
n=o —
and so
Si = [T—(T—S)]1 = {T[I—T'(T—S)J}1
=
(1)
and
11S1—T'jI
Corollary 3. For a Banach space X, let

= {T E T is invertible}.
Then is an open subset of Furthermore, with the
topology inherited from and operator multiplication, is a topologi-
cal group: it is closed under multiplication, the multiplication is jointly
continuous and the map T '-÷ T' is a bomeomorphism of onto
itself. 0
For operators of the form A0!— T and Al— T, identity (1) takes a
somewhat simpler form. Namely, if
< II(A01—TY1111 =
then
R(A) = (Al—Tv' = =
n0
(2)
with the series converging in operator norm.

Theorems 1 and 2 have the following immediate consequence.
Corollary 4. The spectrum o(T) is a closed subset of the disc
(A E C: IAI UTII}. If IA! > 11Th then
R(A) = (Al—TY' = A_1(I_f) (3)

=
and
IIR(A) II = II (Al — T) — 'II

IA I — II ill
Note that we do not yet know whether the spectrum a(T) can be
empty or not. In proving that it cannot, we shall make use of Banach-
space-valued analytic functions, an example of which we have just seen
in(2).
Given a Banach space X and an open set D C C, a function
F: D X is said to be analytic if for every z0 E D there is an
r= r(z0) > 0 such that D(z0, r) = {z E C: I z — I
<r} C D and
=
n0
for some a0,a1,... E Xand all z E D(z0,r), with the series in (4) being
absolutely convergent. Thus (2) shows that the resolvent R : p(T)
is an analytic function, with values in the Banach space
The standard results concerning analytic functions remain valid in this
more general setting. For example, as we noted in Exercise 10 of
Chapter 11, the analogue of Liouville's theorem holds: a norm-bounded
entire function in constant. To spell it out: if F: C X is analytic and
M for some M < and all z C then F(z) is constant.
Indeed, for f E Xt the function
g(z) = f(F(z))
is a (complex-valued) analytic function and so it is constant: g(z) = g(0)
for all z. Hence f E X and so, by the
Hahn—Banach theorem, = F(0) for all z.
Also, the radius of convergence of (4) is just as in
the classical case. Equivalently, the Laurent series
G(z) = (5)
has radius of convergence s = lim 1/n•
Indeed, if IzI >s then < IzI for some e >0 and every
sufficiently large n. Hence <(1 if n is sufficiently large,
implying that (5) is absolutely convergent.
Conversely, if z <s then there is an infinite sequence n1 <

such that > But then > 1 and so (5)
does not converge.
The analytic functions we shall consider will take their values in
or, more generally, in a Banach algebra. If D A (i = 1,2) are
analytic functions into a Banach algebra A then F1 F2: D1 fl D2 —' A is
also an analytic function. Furthermore, if
F1(z) = F2(z) = forz E D(z0,r),
then
F1(z)F2(z) where akbfl_k.

= n'O = k0
These observations more than suffice to prove the main results of the
chapter.
Theorem 5. The spectrum of an operator T E is not empty.
Proof. Suppose that o-(T) = 0. Since, as we remarked earlier, formula
(2) shows that R(A) is an analytic function on the resolvent, which is
now the entire plane, R(A) is an entire function. Furthermore, (3)
shows that IIR(A)II 0 as Al Hence, by Liouville's theorem,
R(A) is constant and, in fact, R(A) = 0 for every A. But this is clearly
impossible. 0
For emphasis, let us put Corollary 4 and Theorems 2 and 5 together.
Theorem 6. For every complex Banach space X and operator

TE the spectrum o(T) is a non-empty closed subset of
{A E C: IA I II71I}. Furthermore, if A p(T) and
d(A,o'(T)) = : E r(T)} = d
then IIR(A)II l/d.
It is interesting to note that Theorem 5 gives an independent proof of
the fact that every nXn complex matrix has an eigenvalue. Note also
that the analogue of Theorem 5 fails for real spaces, as shown, for
example, by the rotation (e1 , e2) '—i (e2, —e1) in R2. The spectrum is
very useful precisely because it allows techniques of complex analysis to
be brought into operator theory.
From Theorem 6 it is a short step to show that the approximate point

spectrum is not empty either.
Theorem 7. The approximate point spectrum (Tap(T) contains the boun-
dary äo(T) of the spectrum.
Proof. Let A E öu(T). Pick a sequence A1,A2,... E p(T) tending to A.
Then, by the second part of Theorem 6, —, Therefore there
is a sequence C X such that y,, 0 and = 1 for every
n. Setting = we find that = 1 and
II(AI— I
0.
Hence )° is an approximate eigenvector with eigenvalue A. 0

As an illustration of the concepts and results presented so far, let us
examine the spectrum of the right shift operator S on 1,, (1 p
defined by S(x1 , x2,...) = (0, x1 , x2,...). Since IISII = 1, the spectrum
a(S) is a closed non-empty subset of the closed disc 4 = {A E C: lAP
1}. Furthermore, IISxII = IIxII for every x and so IRS—A)xII
(1—IAI)IIxIJ, implying that aap(S) C 84 = {A E C: IAI = 1}. By
Theorem 7 we have oap(S) = 84. (Of course, this is easy to check
directly.)
How much of the circle 84 belongs to the point spectrum? Suppose
that Sx = Ax 0, where A 0. Then 0 = Ax1, x1 = Ax2, x2 = Ax3,
..,implying that = 0, x2 = 0, x3 = 0 Hence = 0.
Therefore the spectrum a(S) is the closed disc 4, the approximate
point spectrum (Tap(S) is the circle 84 and the point spectrum is empty.
What is the spectrum of a 'nice' function f of an operator? This is
easy to answer when f is a polynomial; an analogous result holds in a
much more general case, namely when f is an analytic function on an
open set containing the spectrum.
Theorem 9. Let p(t) be a polynomial with complex coefficients. Then

for T E the spectrum of p(T) is precisely
p(a(T)) = {p(A): A E r(T)}.
Proof. We may assume that the leading coefficient of p(t) is 1 and
p(O) = 0. Given A0 E C, let
p(:)—A0 (t—/.Lk).
=
Then
p(T) —A0!
= k=1
This product fails to be invertible if at least one of the factors, say

is not invertible, i.e. p-k E o(T). Since the are the zeros of
p(s)—A0, this happens 1ff p(p-) = A0 for some p- E 0
The spectral radius of T E is
r(fl =sup{IAI:AE0.(T)}=max{IAI:AEor(T)}.
The spectral radius is a simple function of the sequence
shown by the following result, Gelfand's spectral-radius formula.
Theorem S. For T E we have

r(T) =
Proof. By Theorems 6 and 7 we have
= r(T") 11Th. (6)
Hence r(T)
On the other hand, as p(T) 3 {A E C: IAI > r(T)}, relation (3) tells
us that the Laurent series
L
n=0
is convergent for IA > r(T). Hence, recalling the formula for the
radius of convergence, we find that r(T) 0
It is easily seen that the spectral radius is an upper semicontinuous
function of the operator in the norm topology; in fact,
r(S+7') r(S)+ lfl
for all S, T E (see Exercise 8).
It is worth recalling that all the results above are true for the spectra of
elements of Banach algebras, not only of elements of In the sim-
plest of all Banach algebras, C, every non-zero element is invertible. In
fact, C is the only Banach algebra which is a division algebra.
Theorem 10 (Gelfand—Mazur theorem) Let A be a complex unital
Banach algebra in which every non-zero element is invertible. Then
A=C.
Proof. Given a E A, let A E 0(a). Then A —a (= Al—a) is not inverti-

bleandsoA—a=0,i.e.a=A. 0
We know from Theorem 11.11 that T E is invertible 1ff
1'. E is invertible. Hence A!— T is invertible if Al— T is.
Therefore, recalling that for a Hilbert space H, the dual H is identified
with H by an anti-isomorphism, we get that for T E A!— T is
invertible if (A!— T)* = A!— r is invertible. Finally, recalling from
Theorem 11.8(b) that for a normal operator T we have IIT"II = 11111" for
n 1, we have the following result.
Theorem 11.
(a) For a Banach space X and an operator T E we have
u(T') = 0(T).
(b) For a Hilbert space H and an operator T E we have
a(r) = conju(T) = {A: A C (7(T)}.
(c) If T is a normal operator on a Hilbert space then r(T) = II Tfl. 0
Let us introduce another bounded subset of the complex plane associ-
ated with a linear operator. Given a Banach space X and an operator
TC the (spatial) nwnerical range of T is
V(T) = {(Tx,f): XE X, f C X, lIxIl = 0111 = f(x) = 1}.
With the notation used before Lemma 8.10,
V(T) = {f(Tx): (x,f) fI(X)}.
Thus to get a point of the numerical range, we take a point x of the unit
sphere S(X), a support functional f at x, i.e. a point of the unit sphere
S(Xt) taking value I at x, and evaluate f at Tx. It is clear that the
numerical range depends on the shape of the unit ball, not only on the
algebra If T is an operator on a Hubert space then V(T) is just
the set of values taken by the hermitian form (Tx, x) on the unit sphere:
V(T) = {(Tx,x): lixil = 1}. Nevertheless, the numerical range can be
easier to handle than the spectrum and is often more informative. It is
clear that, just as the spectrum, V(T) is contained in the closed disc of
centre 0 and radius 11711. Even more, the closure of V(T) is sandwiched
between 0(T) and this disc. But before we show this, we prove that
can be only a little bigger than V(T).
Theorem 12. For a complex Banach space X and an operator
TC we have
V(T) C C V(T),
where V(T) is the closure of V(T).
Proof. The first inclusion is easily seen since if x E S(X), f E
and (x,f) = 1 then i E S(X**), (f,i) = I and = (x, T'f) =
where, as earlier, i denotes x considered as an element of
To see the second inclusion, let C so that there are f C
and C S(X**) such that (f,p) = 1 and = Let 0 < e < 1.
Since B(X) is in B(r*), there is an x C B(X) such that
< and <
Then, by Theorem 8.11, there exist g C S(X*) and y S(X) such that
(y,g) = 1, ix—yli <€ and Of—gil €. Hence
KT(x—y),f)i < and ikTy,f—g>Ii
But this implies that V(T) has a point close to namely the point
(Ty,g) C V(T):
lii +
Theorem 13. For a complex Banach space X, the spectrum of T is con-

tained in the closure V(T) of the numerical range V(T).
Proof. Suppose that
d(A,V(T)) = infflA—,.ti C V(T)} = d >0.
By Theorem 12 we also have d(A, = d. To prove that o(T) C

we have to show that Al— T is invertible.
Given x E S(X). pick a support functional f C S(X) at x, i.e. a
norm-I functional with (x,f) = 1. Then (Tx,f) V(T) and so
ii(Al—T)xIi ((AI—T)x,f)l = IA—(Tx,f)i
Hence
Ii(A1— T)xii
for all x C X.
Similarly, as d(A,v(r)) = d, we have
II(AI— r)fII
f E r. Thus both A!— T and (Al— T)* are bounded below. But
then, by Theorem 11.12, Al— T is invertible. 0
Another aspect of the connection between the spectrum and the
numerical range given in Theorem 13 is that coo(T), the convex hull of
spectrum, is precisely fl ëö V(T), where the intersection is taken over all
numerical ranges V(T) with respect to norms on X equivalent to the
given norm. But we shall not give a proof of this result.
The rest of the chapter is about a striking application of the spectral-
radius formula to obtain a remarkable theorem related to material
beyond the main body of this book. The theorem is Johnson's
uniqueness-of-norm theorem, but the beautiful and unexpectedly simple
proof we present is due to Ransford.
Let us start with a classical inequality concerning complex functions,
namely Hadamard's three-circles theorem, stating that if f is analytic in
the annulus R1 < Izi < R2 then M, = is a convex func-
tion of logr for R1 <r < Thus if f(z) is analytic in the open disc
I
<R0, where R0> 1, then
maxlf(z)I max jf(z)I (7)
jzI=R IzI=1/R
forallR(1 <R< R0).

To see (7), note simply that g(z) = f(z)f(1/z) is analytic in (an open
set containing) the annulus hR Iz R and so attains its maximum
there on the boundary. In particular,
If(1)12 = Ig(1)l maxig(z)i max If(z)I.
IzI=R 1z11/R
A similar inequality holds for Banach-space-valued analytic functions,
with the norm replacing the modulus. In particular, if f(z) is analytic in
the open disc Iz I <R0, with values in a Banach space X then
111(1)112 max IIf(z)II max IIJ(z)II. (8)
JzI=R 1z11/R
for all R (1 <R < Re). Indeed, let f(z) = E X) and let
E S(X*) be a support functional at f(1) =
= =
Set
g(z) = p(J(z)) =
n =0
Then, by (7)
IIf(1)112 = Ig(l)12 maxlg(z)I max Ig(z)l
IzI'=R IzI=1/R
= maxlq'(f(z))I max
IzkrR
Ic(f(z))I
= maxjlf(z)II max If f(z)II,

zIR 1z11/R
proving (8).
In fact, if we have an analytic function with values in a Banach alge-
bra then in inequality (8) we may replace the norm by the spectral
radius.
Lemma 13. Let f(z) be an analytic function in the open disc jz I <R0,
with values in a Banach algebra A. Then
r(f(l))2 maxr(f(z)) max r(J(z)).
IzI=R
Proof. From the spectral-radius formula, we know that is
monotone decreasing to r(J(z)), and r(f(z)) is a continuous function of
z for zl = R and fz I = hR. Consequently, by Dini's theorem
(Theorem 6.5), for every e > 0 there is an n such that
max max max{r(J(z))+e} max {r(J(z))i-e}.
IzI=R Izkl/R zl=R
Applying Theorem 9 and inequality (8), we find that
r(f(l))2
max max
IzIR zI=1/R
max{r(f(z))+e} max {r(f(z))+€}.
zI=R IzI=1/R
As this holds for every e > 0, the result follows. 0
The radical Rad B of a complex (unital) Banach algebra B is the inter-
section of all the maximal left ideals of B. The following lemma relates
the radical to the spectral radius.
Lemma 15. If b E B is such that r(b'b) = 0 for all b' E B then
bE RadB.
Proof Suppose that b Rad B, that is b L for some maximal left

ideal L. Then Bb + L is a left ideal properly containing L, and so
Bb + L = B. Hence e = b'b + I for some b' E B and 1 L, where e is
the identity. But then e—b'b = I E L and so e—b'b is not invertible.
Therefore r(b'b) 1. 0
Now we are ready to give Ransford's proof of Johnson's theorem,
which is slightly more than the assertion that if Rad B ={O} then all
Banach-algebra norms on B are equivalent.
Theorem 16. Let A and B be Banach algebras, with Rad B = {O}. Then
every surjective homomorphism 0: A B is automaticaLly continuous.
Proof. Suppose that a,, 0 in A and b in B. By the closed-
graph theorem (Theorem 5.8) it suffices to show that b = 0. Since
Rad B = {O}, this is the same as showing that b Rad B, and by
Lemma 15 this follows if we show that r(b'b) = 0 for all b' E B.
Let then b' E B. Pick a,a' E A with 0(a) = b and 0(a') = b'. Set
c = a'a, = d = 0(c) = b'b. Then —, 0 in A
and d, = — d in B. Define a linear function C A by
=
and set
= =
Note that p,,(l) = c and = d.
Since a homomorphism does not increase the spectral radius.
Hence, by Lemma 14, for all n 1 and R> 1 we have
Letting n —' we find that
IIcII(R'IIdII)
and so, letting R —, we see that r(d) = r(b'b) = 0, as desired.
Corollary 17. (Johnson's uniqueness-of-norm theorem) Let B be a com-

plex unital Banach algebra with norm and Rad B = {0}. Then
lb
every Banach algebra norm on B is equivalent to Do. 0

The algebra of bounded linear operators on a Banach space X

satisfies the conditions in Corollary 17, so all norms on turning it
into a Banach algebra are equivalent.
Exercises
In the exercises below, X is a complex Banach space and T E
1. We call T a left (right) divisor of zero if there is an S E such

that S 0 and TS = 0 (ST = 0). Show that the point spectrum of
T is
= (A E C: Al— T is a left divisor of zero)
and the compression spectrum is
= {A E C: Al — T is a right divisor of zero}.
2. We call T a left (right) topological divisor of zero if there are
T1, T2,... E such that 117j1 = 1 and Ti',, —*0 (T,,T— 0).
Show that the approximate point spectrum of T is
Uap(T) = (A E C: Al— T is a left topological divisor of zero).
3. Show that T is a right topological divisor of zero iff E is
a left topological divisor of zero.
4. Show that if A E o(T) then Al— T is either a right divisor of zero
or a left topological divisor of zero. Deduce that
cr(T) =
5. Let X be reflexive. Prove that if T is not invertible and is neither
a left nor a right divisor of zero then it is both a left topological
divisor of zero and a right topological divisor of zero.
6. Show that
Oap(T) = C C: Al— r is not surjective}
and
crap(r) = {A C C: Al— T is not surjective}.
7. Suppose that S, T C commute: ST = TS. Show that
r(S+ T) r(S) +r(T) and r(ST) r(S)r(T).
Show also that these inequalities need not hold if S and T are not
assumed to commute.
8. Show that for S, T E we have

r(S+T) r(S)+ 11111.
Show also that if r(S) = 0 then r: —+ [0, is continuous at

S.
9. Suppose that r(T) < 1. Show that
11110
= n0
is a norm on X, equivalent to the original norm
10. Prove that
r(T) = inf{II TU': II II'is a norm on X, equivalent to IlL
11. Check that the resolvent R(A) of T satisfies the resolvent identity
= (p—A)R(A)R(p) =
for all A,p. p(T).
12. Check that if S, T E A E p(ST) and A 0, then A E p(TS)
and
= A'+A1T(A—ST)'S.
Deduce that a(ST) U{0} = o(TS) U{0}. Show also that o(ST) =
o(TS) need not hold.
13. Let K be a non-empty compact subset of C. Show that K is the
spectrum of a Hubert space operator: there is an operator
SE where H is a Hilbert space, such that u(S) = K.
14. Show that if T is a normal operator on a Hilbert space then
r(T) = 11711.
15. For w = E define 12 by =
Show that = = SUpkIWkI. Show also that eigenvalues
of Tare w1,w2,... and o-(T) = What is
16. For w = (Wk)° define '2 l2by
= (0,w1x1,w-,x2,...).
Express and the spectral radius in terms of the
sequence w.
17. Let 4 = {z E C: lz 1} and H = L2(4). Let T E
I
be the
operator of multiplication by Show that o-(T) = 4 and T has no
eigenvalue.
18. Use the Hahn—Banach theorem to show that for T C we

have
supReV(T) = sup{c C there isanx = x(c) X(x 0),
such that 11(1 —rc+rT)xIj lixilfor allr 0}.
19. An operator T C is said to be dissipative if sup Re V(T) 0.

Show that if T is dissipative then
IIx—rTxII HxII
for all x C X and r 0.

20. Show that if A C V(T) and (A!— T)x = 0 then
Hx+(A/—T)yII Dxli
for all y E X. (Note that if T is dissipative and Tx = 0 then

y 11 y\
x—-+-Ilx—-l
r r/ r\ x—
y
r
for r > 0.) Deduce that if A C aeo V(T) and (Al— T)2z = 0 then
(Al—T)z = 0.
21. An operator T E is said to be hermitian if V(T) C R. (Note
that X is a Banach space; for a Hubert space this definition coin-
cides with the usual (earlier) definition of a hermitian operator on
a Hubert space.) Thus T is hermitian if both iT and —iT are dis-
sipative. Prove that T is hermitian if
iiexp(iT)xH = lxii
for all r C and x C X, where
S'
expS
=
for S C
22. Let H be a Hilbert space and let S C be such that
V(S) C Show that
(Sx,y) (Sx,x)"2(Sy,y)'12
and deduce that

IISxIi2 (Sx,x)iiSii
for all x,y C H. Deduce that if 0 V(S) then 0 C a(S).
23. Show that if S is a hermitian operator on a Hubert space then

V(S) = coo(S).
(Note that the assertions in the last two exercises are easily deduced
from Theorem 11 (c) as well.)
24. Prove that the result in the previous exercise holds for a normal
operator S on a Hilbert space.
25. Let M be a proper ideal of a unital Banach algebra B. Show that
the closure of M is also a proper ideal. Deduce that every maxi-
mal ideal of B is closed.
26. Let M be a maximal ideal of a complex unital Banach algebra B.
Show that B/M is also a complex unital Banach algebra.
The aim of the next five exercises is to prove the commutative

Gelfand—Nalmark theorem. In these exercises A is a commutative com-
plex unital Banach algebra.
27. Show that if M is a maximal ideal of A then AIM is isometrically

isomorphic to C.
28. Let h: A —' C be a non-zero homomorphism. Show that fihil = 1.
29. Let At be the set of maximal ideals of A. By Exercise 27, At may
be identified with the set of non-zero homomorphisms h : A —÷ C.
By Exercise 28, this is a subset of B(A*). Give At the relative
weak* topology (i.e. the topology induced by the weak* topology
on A*). Endowed with this topology, we call At the maximal ideal
space of A. Prove that At is a compact Hausdorff space.
30. For x E A the Gelfand transform of x is the function 1: At C
defined by i(h) = h(x), where h E At is considered as a homomor-
phism h : A C. Show that the spectrum o(x) is the range of 1.
31. Show that if A is a commutative unital C-algebra with maximal
i
ideal space At then the Gelfand transformation x '—b maps A
isometrically and isomorphically onto C(At), the commutative
algebra of continuous functions on the compact Hausdorff space
At.
32. Let be the algebra of all (doubly infinite) complex sequences
x= such that
x,j
=
with convolution product xy = z, where
Zn =
Show that is a commutative Banach algebra. Show also that

the maximal ideal space of 11(Z) can be identified with the unit cir-
cle T = {z E C: Izi = 1}, where z: C is defined by
z(x) =
33. Deduce from the result in the previous exercises that if
f(t) = 0
x,j
= where
Let H be a Hilbert space and let T E Show that for every

e > 0 there is an invertible operator S such that
IISTS'II <r(T)+e.
Notes
The original reference to Gelfand's spectral-radius formula is I. M. Gel-

fand, Normierte Ringe, Mat. Sbornik N. S., 9 (51) (1941), 3—24; this is
also one of the references to the Gelfand—Mazur theorem; the other is
S. Mazur, Sur les anneaux linéaires, C. R. Acad. Sd. Paris, 207 (1938),
1025—27.
Theorem 12 is from B. Bollobás, An extension to a theorem of Bishop
and Phelps, Bull. London Math. Soc., 2 (1970), 181—2, and Theorem 13
is from J. P. Williams, Spectra of products and numerical ranges, J.
Math. Anal. and AppI., 17 (1967), 214—20. A good account of numeri-
cal ranges can be found in F. F. Bonsall and J. Duncan, Numerical
Ranges II, London Mathematical Society Lecture Note Series, vol. 10,
Cambridge University Press, 1973, vii + 179 pp.
Johnson's theorem is from B. E. Johnson, The uniqueness of the
(compkte) norm topology, Bull. Amer. Math. Soc., 73 (1967), 537—9;
its simple proof is from T. J. Ransford, A short proof of Johnson's
uniqueness-of-norm theorem, Bull. London Math. Soc., 21 (1989),
487—8.
The commutative Gelfand—Nalmark theorem is taken from I. M. Gel-

fand and M. A. Naimark, On the embedding of normed rings into the ring of
operators in HUbert space, Mat. Sbornik, 12(1943), 197—213; another classical
reference is M. A. Naimark, Normed Rings, Revised English edition; trans-
lated from the Russian by Leo F. Boron, Groningen: Noordhoff, 1964.
13. COMPACT OPERATORS ON BANACH SPACES
For the sake of simplicity we shall assume that all the spaces appearing
in this chapter are complex Banach spaces. Our aim is to study a class
of operators closely resembling the operators on finite-dimensional
spaces; we shall show that these operators are somewhat similar to the
nXn complex matrices.
Vaguely speaking, the operators we shall look at are 'small' in the
sense that they map the unit ball into a 'small' set. To be precise, an
operator T E Y) is compact if the image of the unit ball Bx
under T, is a relatively compact (i.e. totally bounded) subset of Y.
Thus T is compact if and only if T is
compact if and only if for every bounded sequence C X the
sequence has a convergent subsequence.
We shall write Y) for the set of compact operators from X into
Y. Analogously to we write for X).
Examples 1. (i) Every finite rank operator T E Y) is compact, i.e.

if dimlmT= dimTX< then TE Indeed, set Z = ImT.
Since Z is finite-dimensional, Bz is compact and so is a subset of
the compact set IIllIBz.
We shall denote by Y) the set of (bounded) finite rank opera-
tors from X to Y.
(ii) Every bounded linear functional f E
X to C.
(iii) Let I be the closed unit interval [0, 1] and let X be the Banach
space C(I) of continuous functions with the supremum norm. Let
K(x,y) E C(IxI), i.e. let K be a continuous function on the closed unit
square Ix I. For f E C(I) define a function Tf E C(I) by
186
Chapter 13: Compact operators on Banach spaces 187
(Tf)(x) K(x,y)f(y) dy.

=
Then T E and it is easily seen that, in fact, T E Indeed,
by the Arzelá—Ascoli theorem (Theorem 6.4) we have only to check
that is uniformly bounded and equicontinuous. If IK(x,y)I N
for every (x,y) E Ix! then
l(Tf)(x)l N L If(y)I dy NlIfjI,
and so TBx is uniformly bounded by N. Also, for E > 0, there is a

& >0 such that if lxi—x21 <8 then IK(xi,y)—K(x2,y)I <e. There-
fore iffE and 1x1—x21 <8 then
I(Tf)(xi) — IK(xi ,y) — K(x2,y)j I dy

f
f IK(x1,y)—K(x2,y)l dy <e.
Thus TBx is indeed equicontinuous and so T is compact, as claimed.
(iv) Let H be a Hilbert space with orthonormal bases and
For every operator T we have
IITeaO2=
1=1 1=1 1=1 1=1 j=1
and so
= I(Tf1,e1)12 = lIre,I12 =
1=1 1=1 j=1 j=1 1=1
This shows that

\1/2
O71IHS = (
IITe1II2
\i = 1
is independent of the orthonormal basis (e1

An operator T E is said to be a 1-filbert—Schmidt operator if its
Hubert—Schmidt norm, II T1IHS, is finite. One often writes for the
set of Hubert—Schmidt operators on H, and 111112 for
II indicates, the Hubert—Schmidt norm is the
norm of the sequence formed by the entries of the matrix representation
of T. Indeed, set = (Te,,e,> so that T is given by the matrix
A = (a11) in the sense that
188 Chapter 13: Compact operators on Banach spaces
xiei) = aiixi)ei.
Then
\1/2
tI11IHS = 01112 =
j=1
Putting it another way, with
a
=
we have a E H for every i,
\1/2
II11IHS = (
and Tx = (x,a1)e1.
\i=1 / 1=1
In particular,
V
I (x, a.) 2 lIxII2IIaiIl2 = 11x11211
=
and so 11111 II11IHS.
It is easily seen that every Hubert—Schmidt operator is compact.
Indeed, with the notation as above, put
A= xe1 E H: 1x11 11a111, i =

=
Since < the set A is a compact subset of H (see Exercise
1). Since TBH is a subset of A, it is relatively compact. 0
The class of compact operators is an example of a closed operator
ideal. An operator ideal is a function that assigns to every pair X, Y
of Banach spaces a subset Y) of Y) such that if T E Y),
SE and R E then STE and TR E Y).
Theorem 2.
(a) Y) is a closed subspace of Y).
(b) If TE SE and RE then
STE and TR E
Proof. (a) Let us show first that Y) is a subspace of Y), i.e.
if 5, T E Y) and E C then E Y). Let be
a bounded sequence in X. As S is compact, has a subsequence, say

such that is convergent. The operator T is also compact,
and so (xflk) has a subsequence, say (Xmk), such that (TXm*) is conver-
gent. But then ((AS+itLT)Xm&) is also a convergent sequence.
Now let us show that Y) is a closed subset of Y). Sup-
pose TE Y). We have to show that
TB1 is totally bounded. Given c > 0 let n be such that II— <€.
As is compact, there are x1,.. ,x,, E B1 such that {T,,x1: 1
.
i m} is an c-net in 1,B1. Thus if x C Bx then there exists an x, such

that <e. Then
IITx— Tx,II II(T—
1 i m} is a 3€-net in TB1.
(b) Note that a bounded linear operator maps a bounded sequence
into a bounded sequence and a convergent sequence into a convergent
sequence. 0
Since finite rank operators are compact, by Theorem 2(a) every limit
of finite rank operators is compact. The problem of whether every com-
pact operator can be obtained in this way was, for many years, one of
the best-known problems in functional analysis. After about 40 years
the approximation problem was solved in the negative by Per Enflo in
1973, who constructed a separable reflexive Banach space X for which
is not the closure of Since is the closure of
whenever X has a (Schauder) basis (see Exercise 7), Enflo's
example also showed that not every separable reflexive Banach space
has a basis, solving another long-standing question. As so often in
mathematics, the counterexample turned out to be the Start of the story:
it opened up whole new fields of research on approximation and basis
problems. But we cannot go into that in this book.
The operator ideal of compact operators is closed under taking
adjoints as well.
Theorem 3. An operator T C Y) is compact if and only if
rE is compact.
Proof. (i) Suppose first that T C Y) is compact, i.e. the set
K = TBx is compact. For a functional f C r let Rf be the restriction
of f to K. Clearly Rf E C(K) and, in fact, the map R: Y' —, C(K) is a
bounded linear map, where, as usual, C(K) is taken with the supremum
norm. Let P = RBr. Note that forf C r we have
fIrfIl = sup{(x, rf>: x E Bx}
= sup{(Tx,f): x E
= sup{(y,f): y E TBx}
= sup{(y,f):yEK} = IIRfII.
This shows that rBr is isometric to 'P C C(K), with the isometry
given by Rf.
Consequently rBr is totally bounded if and only if 'P is. By the
Arzelá—Ascoli theorem, 'P is totally bounded if and only if it is uniformly
bounded and equicontinuous. Both conditions are easily checked.
If f E Br then DrfIl iirii = flTfl, and so 'P is uniformly
bounded. Also, if f E Br and y,y' E K then
I(Rf)(y)—(Rf)(y')I = If(y—y')I IIy—y'lI,
and so J) is equicontinuous.
(ii) Now suppose that r E is compact. By part (I), the
map T E is compact, i.e. is relatively compact.
But under the natural embeddings X C r* and Y C rs we have
TBx = T*BX C rBr., and so TBx is also relatively compact. 0
Theorems 2 and 3 state that the compact operators form a closed

operator ideal that is also closed under taking adjoints. In particular,
for a Banach space X, the set is a closed ideal of the Banach
algebra If H is a Hubert space then is a closed ideal of H
which is also closed under taking adjoints: it is a closed
The main aim of the chapter is to present the spectral theory of com-
pact operators, due to Frigyes (Friedrich or Frédénc) Riesz. Recall that
the spectrum of an operator T E is
o(T) = {A E C: T—A1 does not have a bounded inverse},

where I is the identity operator on X. We proved in the previous
chapter that for every T E the spectrum of T is a non-empty
closed subset of C, contained in the disc {z E C: Izi IITU}. As we
shall see, for a compact operator T E the spectrum of T resem-
bles the spectrum of an operator on a finite-dimensional space, i.e. the
spectrum of an PZXn matrix. To be precise, if X is infinite-dimensional
and T C then r( T) is a countable set whose only accumulation
point is 0 and if A C or(T) (A 0) then A is an eigenvalue of T with
finitely many linearly independent eigenvectors.
Theorem 4. Let T E and a > 0. Then T has only finitely many

linearly independent eigenvectors with eigenvalues having modulus at
least a.
Proof. Suppose x1 , x2,... is an infinite sequence of linearly independent
eigenvectors such that Tx1 = 0 and A1 I a for every i. Set
A1x1
= . . ,x1j. By Theorem 4.8(b), there exists a sequence
C Xsuch E and = = 1.
Put = and note that
Iz,,fl 1/a, E X,, and
E Indeed, the first two assertions are obvious and if
= CkXk then
= xn_1.
Hence if n > m then
IITZnTZrnII = = 1.
Consequently the bounded sequence does not contain a subse-

quence such that is convergent, contradicting the compact-
ness of T. 0
Our next aim is to show that if T is a compact operator and A 0 is
not an eigenvalue of T then A o-(T), i.e. Al— T is invertible. Equiva-
lently, cr(T) U {O} = U{O}, i.e. with the possible exception of 0,
every point of the spectrum is in the point spectrum. In proving this we
may and shall assume that A = 1; so our aim is to prove that S = I— T
is invertible. We need two lemmas, both of which are proved in a more
general form than necessary.
Lemma 5. Let T E and set S = I— T. Then SX is a closed sub-
space of X.
Proof. Set N = KerS; by Theorem 4 we know that N is finite-
dimensional, say with basis {b1 ,. , bk,, }. Then there is a closed subspace
- .
M C X such that X is the direct sum of M and N: X = MEI3N. Indeed,

if we choose fr,.. . E X* such that f,(b1) = then we may take
M= Kerf1. The projections of x E X into N and M are
PN(4 = f,(x) b• and PM(4 = x —pN(s).
Let S0 be the restriction of S to M: S0 = SIM. Then SX =
SM = S0M and KerS0 = KerSflM = {0}, and so S0 is injective. Hence
to prove that SX = S0M is closed, it suffices (and, indeed is necessary)

to prove that S0 is bounded below.
Suppose that S0 is not bounded below, i.e. 0 for some
sequence CM = 1). Since T is compact, has a con-
vergent subsequence, and so we may assume that itself is conver-
gent, say Tx,, —' y. Then
= =
and so = 1. But we also have Sy, and so S0y = 0, contrad-
icting Ker S0 = {0}. 0
Lemma 6. Let S, T E be such that S+ T = I and SX C Y, where
Y is a closed proper subspace of A'. Then for every E > 0 there is a
point x0 E such that d(Txo, TY) > €. 1 0
Proof. By Theorem 4.8(a), there exists an x0 E Bx such that
d(x0, Y)> 1—c. As Tx0 = x0 — Sx0, Sx0 E Y and TI' = (I — S) Y C I',
we have
d(Tx0,TY) d(x0—Sx0,Y) = d(x0,Y)> 1—c. 0
Theorem 7. Let T be a compact operator and suppose A 0 is not an
eigenvalue of T. Then A o(T).
Proof. By replacing T by T/A, it suffices to prove the result for A = 1.
Let then T E S = I— T and KerS = (0). We have to show that
S is invertible.
Let us prove that SX = X. Set = (n = 0,1,...), so that
= A' D . By Lemma 5 the subspaces are closed. Let us
show first that = for some n. Indeed, otherwise Y0 3 Y1 3
and all the inclusions are strict. Then, by Lemma 6, one can find ele-
ments E such that > But then, in particular,
— TYmI! > if n m, and so has no convergent subse-
quence, contradicting the compactness of T.
We claim that, in fact, Y0 = Suppose that this is not so. Then
there is an m such that Let U E Then,
as Su I'm + i SYm, there exists a pOint v such that
Su = Sv. But then S(u—v) = 0 and so 0 u—v E KerS, contradicting
our assumption. Consequently = I'0, i.e. SX = A', as claimed.
The proof is essentially complete. The bounded map S: X — X is a
1—1 map of the Banach space X onto itself and so, by the inverse-
mapping theorem, S is invertible. 0
Let us restate the information contained in Theorems 4 and 7 about

the spectrum of a compact operator as a single result.
Theorem 8. Let T be a compact operator on an infinite-dimensional
Banach space. Then (T) = {O,A1,A2,...}, where the sequence
Ai ,A2,... (of non-zero complex numbers) is either finite or tends to 0;
furthermore, every A. is an elgenvalue of T, with finite-dimensional
eigenspace. 0
With some more work, we can gel more detailed information about
the structure of compact operators. If T is compact and S = 1— T then
Im S is a finite-codimensional closed subspace of X; even more, for a
suitable n 1, X is the direct sum of KerS" and ImS". We prove this,
and a little more, in the following theorem.
Theorem 9. Let X be a Banach space, T E and S = I— T. Set
Nk = KerSk and Mk = ImS" (k = 0,1,...), where = Then
is an increasing nested sequence of finite-dimensional subspaces and
(Mk is a decreasing nested sequence of finite-codimensional subspaces.
There is a smallest n 0 such that N,, = Nm for all m n. Further-
more, M,, = Mm for all m n, Xis the direct sum of M,, and N,,, and
M,, is an automorphism of M,,.
(1— T)", we see that
Proof. By expanding 5" = = I— where Tk is
compact. Hence, by Lemma 5, Mk is a closed subspace of X. Clearly
N0 C N1 C ... and M0 J J ...; furthermore, we know that each
Nk is finite-dimensional.
As in the proof of Theorem 7, Lemma 6 implies that there is a smal-
lest n such that N,, = N,, + and there is also a smallest m such that
Mm = Mm+i. Then N,, = N,,. for all a' a and Mm = Mm' for all
Let us turn to the main assertions of the theorem. We prove first that
N,, fl M,, = {0}. Let y N,, fl M,,. As y E M,,, we have y = S"x for
some x E X. But as y N,,, S"y = 0 and so = 0. Hence
x E N2,, = N,,, implying S"x = 0. Thus y = S"x = 0, showing that
N,,flM,, = {0}.
We claim that for p = max{n, m} we have X = N,, Indeed,
given x E X, we have But = and so there is a
vector y such that = Sex. Hence x—y N,, and so
x = y + (x — y) shows that X = N,, + Could we have p > a?
Clearly not, since then M,, would strictly contain and so we would
have # {0}. Thus p = n and X is the direct sum of and

as is finite-dimensional (see Exercise 4.20).
Finally, = = and
= = N1 C = {0}.
Hence, by the inverse-mapping theorem, the restriction of S to is
invertible. 0
Putting Theorems 8 and 9 together, we arrive at the crowning
achievement of this chapter: a rather precise description of the action of
a compact operator.
Theorem 10. Let X be an infinite-dimensional Banach space and let T
be a compact linear operator on X. Then o(T) = {0,A1,A2,...}, where
the sequence A1,A2,... is either finite or tends to 0. For every A = A
there is an integer kA I and closed subspaces NA = N(A; T) and
MA = M(A; T) invariant under T, such that NA is finite-dimensional and
X =
The restriction of Al— T to MA is an automorphism of MA,
NA = Ker(AI— Ker(Al—
and for = A A= A we have NA C MM.

Proof. Only the last claim needs justification. The operator T maps
MA into itself and NA into itself. Furthermore, T)INA is an auto-
morphism of the finite-dimensional space NA since if we had
(id— T)x = 0 for some x E NA (x 0) then we would have
(AJ—T)'1x = 0 for every n I, contradicting =
0. Consequently, = NA for every n 1, and so NA C MM.
0
There is no doubt that Theorem 10 is a very beautiful theorem. At
first sight it is not only beautiful but very impressive as well: it seems to
come close to giving us a very fine decomposition of the space into a
direct sum of generalized eigenspaces. Unfortunately, this is rather a
mirage: the theorem cannot even guarantee that our compact operator
has a non-trivial closed invariant subspace, let alone give a direct-sum
decomposition. In fact, non-trivial closed invariant subspaces do exist,
as we shall prove in Chapter 16. However, to prove the existence of
invariant subspaces we shall need some results to be proved in Chapter
15. Before we turn to that, in the next chapter we shall show that a
best possible decomposition can be guaranteed if we deal with a com-

pact normal operator on a Hubert space.
Exercises
1.
A= {x = (x,)° li,.: lxi

a compact subset of
2. Let K be a closed and bounded subset (1 p Prove
that K is compact if and only if for every 0 there is an n such
that lx1V <€ for every x = E K.
3. As in Example I (xiii) of Chapter 2, let 1) be the vector
space of k times continuously differentiable functions f: (0, 1)
such that
k
11111k = sup > IfW(()1
1=0
Show that Xk = 1), II Ilk) is a Banach space and the formal

identity map i: Xk —p Xk_I (f J) is a compact operator.
4. Let T E Y), where X is infinite-dimensional. Show. that the
closure of TS(X) = {Tx: x X, lixil = 1} in Y contains 0. (HINT:
Consider a sequence C S(X) such that 1 for
n m.)
5. Let be an orthonormal basis of a Hilbert space H and let
T Y), where Y is a normed space. Show that 0.
6. Let X be a normed space such that for every finite set A C X and
every 0, X has a decomposition
X=
as a direct sum of two closed subspaces, such that M is finite-
dimensional,
d(a,M) <€
for every a A, and
IIPN(X)II cd(x,M)
for some c > 0 and every x E X, where PN is the canonical projec-
tion onto N. Show that is the norm closure of i.e.
every compact operator on X is the operator-norm limit of finite

rank operators.
7. Let X be a Banach space with a Schauder basis )'. Show that
is the closure of
8. Let be a sequence of non-zero complex numbers tending to
0. Show that cr(T) = {0,A1,A2,. .} for some complex operator T
.
on some compact Banach space X. Show that if all A, are real

then X can be chosen to be a real Banach space.
9. Let X and Y be Banach spaces, let T E Y), and let
JE Y) be invertible. Show that Im(J— T) is closed in Y and
has finite codimension.
10. Let X be a complex Banach space, and let T E be such that
is compact for some n 1. Show that o(T) = {0, A1, A2,. . .
where the sequence A1 , A2,... is finite or tends to 0, and every A is

an elgenvalue of T. What is the relationship between the sub-
spaces N(A; T) and Ta)?
11. Let X1 , X2,... be Banach spaces and let X = be the
direct sum of these spaces, with x = having norm
Ilixill
=
Let T
E T
E for every n.
12. Let X be a Banach space, (1, C and let 7, —' T in the
operator-norm topology. Show that is relatively com-
pact, where B = B(X) is the unit ball of X. Show also that if
A then A C o(T).
13. Let E be the space C[0, 1], endowed with the Euclidean norm
= 1
If(x)12 dx)
11f112
(j
and let T be as in Example 1 (iii). Show that T C i.e. T
maps the unit ball of the Euclidean space E into a relatively com-
pact set.
14. Let H be a Hilbert space and T C Show that T C
0 whenever x,, converges weakly to 0, i.e.
whenever (x,, , x) —' 0 for every x C H.
15. Construct a compact operator T on 1,, (1 p co) such that
cr(T) = {0} and 0 is not an eigenvalue of T.
16. Let c3 , c2,... be non-negative reals and

C {x E 12: x = xkI for every k}.
Show that if C is a compact subset of '2 then Ck 0. For what
sequences (Ck is C compact?
17k. Let K be a compact subset of a normed space. Show that K is
contained in the closed absolutely convex hull of a sequence tend-
ing to 0: there is a sequence x,, 0 such that K C C, where
C= : n = 1,2,...} A1X1 : 1A11 n=

=
Notes
Compact operators were first introduced and applied by Hubert,

Grundzuge einer ailgemeinen Theorie der linearen Integraigleichungen,
Leipzig, 1912, and F. Riesz, Les systémes d'équations a une infinite
d'inconnus, Paris, 1913, and Uber lineare Funktionalgleichungen, Acta
Math., 41(1918), 71—98. In presenting the Riesz theory of compact
operators we relied on Ch. xi of J. Dieudonné, Foundations of Modern
Analysis, Academic Press, New York and London, 1960, xiv + 361 pp.
Theorem 3 is due to J. Schauder, Uber lineare vollstetige funktional
Operationen, Studia Math., 2 (1930), 185—96.
The first solution of the approximation problem was published by P.
Enflo, A counterexample to the approximation problem in Banach
spaces, Acta Math., 30 (1973), 309—17; a simplified version of the solu-
tion is in A. M. Davie, The approximation problem for Banach spaces,
Bull. London Math. Soc., 5 (1973), 261—6.
14. COMPACT NORMAL OPERATORS
In the previous chapter we saw that for every compact operator T on a

Banach space X, the space can almost be written as a direct sum of gen-
eralized eigenspaces of T. If we assume that X is not merely a Banach
space, but a Hubert space, and T is not only compact but compact and
normal, then such a decomposition is indeed possible — in fact, there is a
decomposition with even better properties. Such a decomposition will
be provided by the spectral theorem for compact normal operators: a
complete and very simple description of compact normal operators.
Thus with the study of a compact normal operator on a Hilbert space
we arrive in the promised land: everything fits, everything works out
beautifully, there are no blemishes. This is the best of all possible
worlds.
We shall give two proofs of the spectral theorem, claiming the
existence of the desired decomposition. In the first proof we shall make
use of some substantial results from previous chapters, including one of
the important results concerning the spectrum of a compact operator.
The second proof is self-contained: we shall replace the results of the
earlier chapters by easier direct arguments concerning Hilbert spaces
and normal operators.
To start with, we collect a number of basic facts concerning normal
operators in the following lemma. Most of these facts have already
been proved, but for the sake of convenience we prove them again.
Lemma 1. Let T E be a normal operator. Then the following
assertions hold.
(a) = for every x E H.
(b) KerT= Kerr.
(c) = 11711" for every n 1.
198
Chapter 14: Compact normal operators 199
(d) r(T) = 11711.

(e) If A then Ker(AI— T) I Ker(j&I— T).
(f) For every A E C, both Ker(AI— T) and (Ker(A1— T))1 are invari-
ant under both T and r.
(g) If H is the orthogonal direct sum of the closed subspaces H0 and
H1 invariant under T then with T0 = TIH0 and T1 = nH1 we
have
11111 = max{ll Toll, II T111}
and T, is a normal operator on with = rh-i1 (i = 1,2).

Proof. (a) As rr = we have
llTxIl2 = (Tx,Tx) = (rTx,x) = (TTx,x) = (rx,rx) = llrxll2.

(b) By part (a), we have Tx = 0 if rx = 0.
(c) If S E is hermitian then
llSxll2 = (Sx,Sx) = (SaSX,x) = (S2x,x) IlS2llllxll2.
From this it follows that 115211 = 11S112, and by induction on m we get

= 11S112'". This implies that IISII = IISII" for every n 1. As rr
is hermitian,
11Th2 = = II(Tr)hh = =
(d) By (c) and the spectral-radius formula (Theorem 12.9),
r(T) = urn II
= urn 11Th =
(In fact, (c) and (d) are equivalent: if S E for a complex Banach
space X then r(S) = IISII if IlShI = for every n 1.)
(e) If Tx = Ax and Ty = then ry = jiy because by (b) we have
yE T) = Ker(jiI— Therefore
A(x,y) = (Tx,y) = (x,ry) = (x,1y) =
and so if A then (x,y) = 0.
(f) As Al— T commutes with T and r, Ker(AI— T) is invariant under
both Tand r.
Also, let (x,y) = 0 for all yE Ker(AI—T). Then, since Ker(Al—T) is
Invariant under T, for y E Ker(Ai— T) we have
(Tx,y) = (x,ry) = 0.
Hence Tx E (Ker(A1— T))'. Similarly,
200 Chapter 14: Compact normal operators
(Px,y) = (x, Ty) =0

for every y E Ker(Al— T) and so Px = (Ker(AI—
(h) Letx = h0+h1, with li E H, (i = 0,1). Then
llx112 = 11h0112+11h1112, Tx = Th0+Th1 = T01z0+Th1
and
IITxll2 = lIToholI2+ llT1h1ll2
+ lIT1 11211h1 112
max{II II T1112}(11h0112+ 1lh1112)
= max{11T0112, 11T1112}11xlI2.
Thus max{II T111, II T2!I}. The reverse inequality is obvious.

Finally, as H0 and H1 are invariant under T, it follows that H1 =
H0 = are invariant under P. 0
It is worth emphasizing that Lemma I is a collection of elementary
and simple facts, except for part (d), which is based on the spectral-
radius formula.
Let us see then the first incarnation of the spectral theorem, claiming
the existence of a spectral decomposition for a compact normal operator.
Theorem 2. Let T E be a compact normal operator. For an

eigenvalue A of T, let HA = Ker(T— Al) be the eigenspace of T belong-
ing to A, and denote by PA the orthogonal projection onto HA. The
operator T has countably many non-zero eigenvalues, say A1 , A2
Furthermore, dim HAk for every k, the projections PA are orthogo-
nal, i.e. "Ak"A, = 0 if k 1, and
(1)
k
where the series is convergent in the norm of

Proof. By Theorem 13.8 and Lemma 1(e), we have to prove only (1).
Given >0, choose n 1 such that lAkI <e fork> n. Set
H1 and and
S, = SIH1 (i = 1,2), we have T0 = S0 and S1 = 0. Therefore, by
Lemma 1(g),
lIT—SO = max{JIT0—Soll, llT1—S111} = IITill.
But T1 is a compact normal operator and so, by Theorem 13.8, llT1ll

is precisely the maximum modulus of an eigenvalue of T1. As every
eigenvalue of is an eigenvalue of T, by our choice of n we have
IIT1II Hence (1) does hold. 0
Let us state two other versions of the spectral theorem.
Theorem 3. Let T be a compact hermitian operator on an infinite-
dimensional Hilbert space H. Then one can find a closed subspace
of H, a (finite or countably infinite) orthonormal basis of and a
sequence of complex numbers v,, 0, such that if x =
where E then
Tx =
Proof. Let A1,A2,... and HA1,HA2,... be as in Theorem 2. Take a

(necessarily finite) orthonormal basis in each and let be the
union of these bases. Let H0 be the closed linear span of the orthonor-
mal sequence and set v,, = Ak if x,, E HAk. 0
Corollary 4. Let T be a compact normal operator on a Hilbert space H.
Then H has an orthonormal basis consisting of eigenvalues of T. 0
In fact, compact normal operators are characterized by Theorem 2 (or
Theorem 3). Let {x7: y E f) be an orthonormal basis of a Hubert
space H, and let T be such that Tx,, = Then T is com-
pact 1ff
(2)
for every E > 0 (see Exercise 2).
Our proof of Theorem 2 was based on two substantial results:
Theorem 13.8 concerning compact operators on Banach spaces, and the
spectral-radius formula. We shall show now how one can prove
Theorem 2 without relying on these results. It is a little more con-
venient to prove Theorem 2 for compact hermuian operators; it is then a
simple matter to extend it to normal operators.
Recall that the numerical range V(T) of a Hilbert space operator
TE is
{(Tx,x): x E S(H)}
and the numerical radius v(T) is
v(T) = sup{IAI : A E V(T)}.

If T E p.4(H) is hermitian, i.e. r = T, then its numerical range is real
since
(Tx,x) = (x,rx) = (x,Tx) = (Tx,x)

for every x H and so (Tx,x) is real. In fact, T E is hermitian
if its numerical range is real. Also, the spectrum of a hermitian opera-

tor is real. We shall not make use of any of the results proved about
numerical ranges; the next lemma is proved from first principluses.
Lemma 5. Let T be a hermitian operator. Then 1111 = v(T).
Proof. Set = v(T), so that (Tx,x)I
,' for every x H. We
have to show that ill (I
v.
Given x S(H), let y E S(H) be such that Tx = IITxIIy. Then
(Tx,y) = (x, Ty) = IJTxII and so
ITxH = (Tx,y) =
= I)y112} = v.
Hence IITxII i' for every x E S(H) and so 11Th v, as claimed. 0
Theorem 6. Let U be a compact hermitian operator on H. Then U has

an eigenvalue of absolute value
Proof. Set
a = inf (Ux,x) and b= sup (Ux,x)
lxii =1 11111 = I
so that = [a,b]. By Lemma 5, flUfl = max{—a,b}. Replacing U

by —U, if necessary, we may assume that hUh = b > 0. We have to
show that b is an eigenvalue of U.
By the definition of b, there is a sequence C S(H) such that
—' b. Since U is a compact operator, by replacing by a
subsequence, we may suppose that is convergent, say
Then b because —' b and = I. As
and
—, b,
we have
—*0.
Therefore
Put x0 = y0/b. Then, on the one hand, Yo = bx0 and, on the

other hand, Ux,, —p Ux0. Consequently we have Ux0 = bx0. Since
IIxofl 1 (in fact, lixoll = 1), b is indeed an eigenvalue of U. 0
Let us now see how Theorem 6 may be used to deduce Theorem 2 for
compact hermitian operators. For the sake of variety, we restate
Theorem 2 in the following form.
Theorem 7. Let H be a Hubert space and let U be a compact
hermitian operator. Then there is a (possibly finite) sequence (Ak) of
real numbers and a sequence (Bk) of linear subspaces of H such that
(a) Ak .—' 0;
(b) dimHk
(c)
(d) if x = Xk+X, where Xk Hk and i E H,' for every k, then
Ux =
k
Proof. Let A,., (y E I') be the non-zero elgenvalues of U and let II,, be
the eigenspace belonging to A7: H,, = Ker(U—A,,I). We know that
H,..1H8 if y 8.
Let us show first that dim H,, and, for every 0, there are only
finitely many A,, with IA,. I e. Suppose not. Then, by taking an
orthonormal basis in each H,, with IA., I e, we find that there is an
infinite orthonormal sequence such that Ux,, = where
I I
€. But then does not contain- a convergent subsequence,
contradicting the compactness of U.
This implies that the non-zero eigenvalues may be arranged in a

sequence (Ak) such that with = Ker(U—Akl) the conditions (a)—(c)
are satisfied.
Then, as each H,, is invariant under U, so is the closed linear span M
of all the H,, and, consequently, so is M1. Denote by U the restriction
of U to M Then U E is also a compact hermitian operator.
As a non-zero eigenvalue of U is also a non-zero eigenvalue of U, it
follows from the definition of M and from Theorem 6, that U = 0.
If the sequence (A,,) of non-zero eigenvalues is finite then we are
done. Otherwise, let
x Xk + where Xk E 11k and i E M1.

= k1
Put
Xk + I and AkXk.
= k=I = k=1
Then = and —. x. As
AkXk H,
= k=1
the continuity of U implies that Ux = y, proving (d). 0
Before we recover from Theorem 7 the full force of Theorem 2, let us
show that compact hermitian operators are rather like real numbers.
An operator T E is said to be positive if it is hermitian and
V(T) C i.e. (Tx,x) 0 for every x E H. Note that if T is any
(bounded linear) operator on a Hilbert space then rr and are
positive (hermitian) operators:
(rTx,x) = (Tx, Tx) IITxII2 and (Trx,x) = I$Tx112.
Theorem 8. A compact positive operator U on a Hubert space has a

unique positive square root V. Every hermitian square root of U is
compact.
Proof. Let A 1,A2,... be the non-zero eigenvalues of U, let Hk be the
eigenspace belonging to A,, and let M be the closed linear span of the
Then = KerU and > 0 for every k. Define V E by
Vx = if x E Hk and Vx = 0 if x E M1. Then V is a positive
square root of U.
Now let W be a hermitian square root of U. Note that W commutes

with U and so it commutes with U—Ak!: UW = W2W = WW2 = WU.
Therefore Hk = Ker(U— Ak!) is invariant under W, and so is M' =
KerU. Then W21M1 = 0 and so WIM1 = 0.
Also, let (x1,.. . ,x,) be an orthonormal basis of Hk consisting of
eigenvectors of W: Wx1 = say. As W2 = U, we have = Ak and
so = 0. Since —÷ 0, by relation (2) the operator w is
compact. Furthermore, if W is positive then = and so W is pre-
cisely V. 0
For T E the unique positive square root T)V2 of the com-
pact positive operator guaranteed by Theorem 8, is called the
modulus or absolute value of T, and is denoted by TI. Note that I
fl = for every x E H, because

IIITIxII2 = (ITIx,!TIx> = ((rT)112x,(rT)112x>
= (rTx,x> = (Tx,Tx) = IITxII2.
In fact, T is the unique positive operator with this property (see Exer-
I
cise 4).
Let us see then how the spectral theorem for compact normal opera-
tors can be recovered from Theorems 7 and 8. To be precise, we shall
deduce the version given in Corollary 4 from these theorems.
Given a compact normal operator T, how can we get an orthonormal
basis consisting of eigenvectors of 1'?
Let H1 , H2, ... be the eigenspaces belonging to the non-zero eigen-
vectors of the compact positive operator U = = and let
H0 = KerU = fl = (lin{H1,H2,..
Since TU = UT, each Hk is invariant under T. For x E H0 we have

IITxII2 = (Tx,Tx) = (rTx,x) = (Ux,x) = 0
and so TI H0 = 0. Furthermore, for k 1 the restriction of T to Hk is

normal; as Hk is finite-dimensional, we know from linear algebra that
Hk has an orthonormal basis consisting of eigenvectors of T (see Exer-
cise 5). Take the union of these bases, together with an orthonormal
basis of H0.
It is easily seen that a similar assertion holds for several commuting
compact normal operators.
Theorem 9. Let T1 ,..., be commuting compact nonnal operators on

a Hilbert space H. Then H has an orthonormal basis consisting of com-
mon eigenvectors of all the T1.
Proof. For every C C and k = 1,. , n, the eigenspace Ker(pJ — Tk)
. .
is invariant under all the 7. Hence H is the orthogonal direct sum of

the subspaces
= ('1
All these spaces are finite-dimensional, with the possible exception of

,o. Taking an orthonormal basis of each
.
the union of
these bases will do. 0
As our final theorem concerning abstract operators in this chapter, let
us note that our results, say Theorem 2 or Theorem 3, give a complete
characterization of compact normal operators up to unitary equivalence.
Two operators T, T C are said to be unitarily equivalent if for some
unitary operator U we have T' = U'TU = U*TU, i.e. if they have the
same matrix representation with respect to some orthonormal bases.
Let X be the collection of functions n: C\{0} {0, 1,2,. . } whose
.
support {A C\{0}: n(A) 1} has no accumulation point (i.e. in C there

is no accumulation point other than 0). In particular, the support is
finite or countably infinite. The following result is easily read out of
Theorem 2 (see Exercise 14).
Theorem 10. Let H be an infinite-dimensional complex Hilbert space
and let be the collection of compact normal operators on H. For
TC and A C C\{0} set
nr(A) = dim Ker(A1— T).
Then the correspondence T a surjection
defines —÷
furthermore, T and T' are unitarily equivalent if ni.. = nr. 0

We close this chapter by showing how the spectral theorems we have
just proved enable us to solve a Fredholm integral equation.
Let 1 = [a, b] for some a <b, and write E for the Euclidean space
C(1) endowed with the inner product
(f,g) f(t)g(t) dt
= Ja
and norm 111112 = Thus the completion of E is L2(0, 1).
Let K(s, t) E C(!x I), and for f E define Uf E E by
(Uf)(s) K(s, dt.

= Ja
Then K is the kernel of the integral operator U. It is easily checked that
Ue C(I)) and U maps the unit ball of E into a relatively compact
set in C(1). Indeed, this follows from the Arzelá—Ascoli theorem, since
if K(s, 1) — K(s', t) I
I
for all t then (Uf) (s) — (Uf) (s') E11f112 by the
Cauchy—Schwarz inequality.
As the formal identity map C(I) — E, where f f, is continuous, U
extends to a compact operator on L2(O, 1); for simplicity, we write U for
this extension as well. In fact,
(Uf)(s) K(s, t)f(t) dt

= Ja
forf E L2(O, 1).
From now on we suppose also that K(s, t) = K(t,s); in this case U is
easily seen to be a hermitian operator. We consider a Fredhoim integral
equation
g(s) K(s, t)f(t) dt — Af(s) = ((U—A)f)(s).

= Ja
For what values of A can we solve this equation, and what can we say
about the solution? As we shall see, this question is ideally suited for
the theory we have at our disposal.
Let us prove three quick lemmas before giving the answer.
Lemma 11. Let (p,,) be an orthonormal sequence of eigenvectors of U
with non-zero eigenvalues (A,,) guaranteed by each of Theorems 2, 3
and 7, and Corollary 4, such that if fJ..p,, for every n then Uf = 0.
(The sequences (ç,,) and (A,,) may thus be finite or infinite). Then each
A,, is real,
for every x, where N depends only on K(s, t), and
IK(s,t)I2dsdt.
a Ja
Proof. For 0 t I put ks(s) = K(s, t). Then, by Bessel's inequality,

for every m we have
2 jb
ds.
=
Therefore
m m rb rb
dx IK(s,t)12 dsdt. 0
= ja Ja j a
Lemma 12. If E L2(0, 1) is an eigenvector of U with eigenvalue

0 then E C(J).
Proof. By the Cauchy—Schwarz inequality, Uf E C(I) for f E L2(0, 1).
Hence = C(l). 0
Lemma 13. Let g E L2(0, 1), f = Ug and let (ce) be the Fourier
coefficients of f with respect to Then the series con-
verges absolutely and uniformly to f(s) in [0, 1].
Proof. Let g = be the decomposition of g in L2(O, 1),
+
where for every n. As U: L2(0, 1) C(I) is continuous,
= and 0, the uniform convergence follows. Furthermore,
for every finite set F of indices,
/ \2 / \2
I = I
/ \nEF
IanI2)(
( n€F nEF /
byLemmall. 0
We are now ready to answer our question about the Fredholm
integral equation.
Theorem 14. If A o(U) and g E C(I) then the Fredholm integral
equation
Uf—Af = g
with a hermitian kernel K(s, t) = K(:, s) has a unique solution f given by
1
f(t) = +
where is an orthonormal basis of eigenvectors of U, the series is

absolutely and uniformly convergent in [0, 1] and the (as) are the
Fourier coefficients of g with respect to ('pa), i.e.
CI,
a, dt.
= Ja
Proof. The unique solution in L2(0, 1) is! = (U—AY'g. Clearly, f has
Fourier coefficients By Lemma 13, g+Af = Uf C(1) and
g+Af =
where the series is absolutely and uniformly convergent. 0

There are numerous other applications of the elementary spectral
theory of compact hermitian operators to integral equations, notably to
the Sturm—Liouville equation. However, a proper account of these
applications would be much longer than we have space for.
In conclusion, let us point out that the spectral theorem for compact
normal operators is only the beginning of the story. The result we
proved is a very simple version of a spectral theorem for normal (not
necessarily compact) operators. With every normal operator one can
associate a so-called spectral measure containing all the information
about the operator up to unitary equivalence.
Exercises
1. Let H0 be a closed subspace of a Hilbert space H invariant under

a normal operator T E Is H1 = necessarily invariant
under T?
2. Prove relation (2), i.e. show that if y E f) is an orthonormal
basis of a Hilbert space H and T E is given by Tx,, =
where E C, then T E 0 there are only
finitely many v., of modulus at least e.
3. Let V E be such that V2 is a compact positive operator. Is
V necessarily compact? And if V2 = I?
4. Let S. T E be such that IJSxlI = IITxII for all x E H, with S
a positive operator. Show that S = (rT)"2 = TI.
5. Let T be a normal operator (i.e. TT* = p1'). Use ele-
mentary linear algebra to show that the matrix of T is diagonal in
some orthonormal basis.
6. Let U be the compact operator defined by a hermitian kernel, as in

Theorem 14. Show that if U is positive then K(s,s) 0 for every
s (0 s 1). Show also that
K(s,t) Akck(s)pk(t)
is the kernel of a positive operator.

Deduce that
K(s,t) =
where the series is absolutely and uniformly convergent.

7. Let be an orthonormal basis consisting of eigenvectors of a
compact hermitian operator U, with = Let
be the multiset : > 0} arranged in a decreasing
order, with y1 , the corresponding eigenvectors. Putting it
another way: let P2 > 0 be the sequence of non-
negative eigenvalues repeated according to their multiplicities.
Show that
= max{(Ux,x): lixil = 1, x 1y1 for i = 1,...,n— 1}.
Show also that

= rninmax{(Ux,x): xE H,,...1, lxii = 1},
where the minimum is over all (n — 1)-codimensional subspaces

H,,1.
Finally, show that
= maxmin{(Ux,x): x E H,,, lixil = 1},
where the maximum is over all n-dimensional subspaces F,,.

8. Let U be a positive hermitian operator. Show that
llUxlI4 (Ux,x)(U2x, Ux)
for every vector x. Deduce from this that hUll = v(U).
9. Let U E be a positive hermitian operator with Ker U = {0}.
Show that there is a sequence of hermitian operators (U,,)° C
such that U,, Ux x and UU,,x — x for every x E H. Can
one have U,, U I as well?
10. Let U E be hermitian. Prove that Im U is a closed sub-
space of H if U has finite rank.
Chapter 14: Compact nor,nal operators 211
11. Let T E Prove that T is

(a) normal 1ff H has an orthonormal basis consisting of eigenvec-
tors of T;
(b) hermitian 1ff it is normal and all its eigenvalues are real;
(c) positive iff it is normal and all its eigenvalues are non-
negative reals.
12. Let U E be hermitian. Prove that there are unique positive
operators U+, U_ E such that
U= - and U.... = U.... U.k. = 0.
13. Prove the Fredhoim alternative for hermitian operators: Let U be a

compact hermitian operator on a Hilbert space H and consider the
following two equations:
Ux—x = 0 (2)
and
Ux—x=x0 (3)
where x0 E H. Then either

(a) the only solution of (2) is x = 0, and then (3) has a unique
solution,
or
(b) there are non-zero solutions of (2), and then (3) has a solu-
tion 1ff x0 is orthogonal to every solution of (2); furthermore,
if (3) has a solution then it has infinitely many solutions: if x
is a solution of (3) then x' is also a solution if x — x' is a solu-
tion of (2).
14. Give a detailed proof of Theorem 10. In particular, check that the
map f( is a surjection.
15. Let T E be normal and, as in Theorem 10, for A E C set
n7.(A) = dim Ker(AI— T). Prove that nT(A) I for every A E C
(including A = 0) if there is a cyclic vector for T, i.e. a vector
x0 C H such that lin{x0, Tx0, T2x0.. . } is dense in H.
.
Notes
There are many good accounts of applications of the spectral theorem for
compact hermitian opertors to differential and integral equations. We
followed i. Dieudonné, Foundations of Modern Analysts, Academic
Press, New York and London, 1960, xiv + 361 pp. Here are some of the
other good books to consult for the Sturm—Liouville problem, Green's

functions, the use of the Fredholm alternative, etc: D. H. Griffel, Applied
Functional Analysis, Ellis Horwood, Chichester, 1985, 390 pp., I. J. Mad-
dox, Elements of Functional Analysis, 2nd edn., Cambridge University
Press, 1988, xii + 242 pp., and N. Young, An Introduction to Hubert
Space, Cambridge University Press, 1988, vi + 239 pp.
15. FiXED-POINT THEOREMS
In Chapter 7 we proved the doyen of fixed-point theorems, the

contraction-mapping theorem. In this chapter we shall prove some con-
siderably more complicated results: Brouwer's fixed-point theorem and
some of its consequences. It is customary to deduce Brouwer's theorem
from some standard results in algebraic topology, but we shall present a
self-contained combinatorial proof.
Before we can get down to work, we have to plough through some
definitions.
A flat (or an affine subspace) of a vector space V is a set of the form
F = x+ W, where W is subspace of V. If W is k-dimensional then we
call F a k-flat. As the intersection of a set of flats is either empty or a
flat, for every set S C V there is a minimal flat F containing 5, called
the flat spanned by S. Clearly
F A,x1: x. E S, A= 1, n =
=
Let x0 , x1 ,. . be points in a vector space. We say that these points
are in general position if the minimal flat containing them is k-
dimensional, i.e. if the vectors x1 — x0, x3 — x0,. , X,, — x0 span a k-
. .
dimensional subspace. Equivalently, they are in general position if

= = = = 0 whenever = 0 and = 0 or,
in other words, if the points are distinct and {x1 —x0,x2—x0,. . ,x1, —x0}
.
is a linearly independent set of vectors.

For 0 k n, let x0,x1,. . . ,Xk be k+ 1 points in R" in general posi-
tion. The k-simplex o = (x0,x1,. ,Xk) with vertices x0,x1,. . ,Xk is the
. . .
following subset of R":
213
214 Chapter 15: Fixed-point theorems
k k
p., = 1, p.,> 0 for all i
1=0
The skeleton of a is the set {x0 , x1 ,. .. , x,j and the dimension of a is k.

Usually we write 0k for a simplex of dimension k and call it a k-
simplex. A 0-simplex is called a vertex.
A simplex a1 is a face of a simplex a2 if the skeleton of crj is a subset
of the skeleton of a2.
Note that the closure of the simplex a = (x0, x1,... , in R" is
5= ,Xk]
k k
= p. x1: p., = 1, p., 0
1=0 i=0
= C {0,1,...,n}},
i.e. the closure of a is precisely the union of all faces of a, including
itself. Also, 5 is precisely x1,. . , X,,, }, the convex hull of the ver-
.
tices, and a is the interior of this convex hull in the k-flat spanned by
the vertices.
A finite set K of disjoint simplices in is called a simplicial complex
if every face of every simplex of K is also a simplex of K. We also call
K a simplicial decomposition of the set 1K I = U {u: E K}, the body
of K. If K is a simplicial complex and a, r E K then the closed sim-
plices 5 and are either disjoint or meet in a closed face of both.
We are ready to prove the combinatorial basis of Brouwer's theorem.
Lemma 1. (Sperner's lemma) Let K be a simplicial decomposition of a
closed n-simplex 5 = [x0, x1,. .. , Let S be the set of vertices of K
and let y: S — {0, 1,... ,n} be an (n+ 1)-colouring of S such that the
colours of the vertices contained in a face [x¼, x.R,. . , x•] of a- belong to.
{i0, , i,.}. Call an n-simplex a" multicoloured if the vertices of o"

are coloured with distinct colours. Then the number of multicoloured
n-simplices of K is odd.
Proof. Let us apply induction on n. For n = 0 the assertion is trivial;
so assume that n 1 and the result holds for n — 1.
Call an (n — 1)-face of K marked if its vertices are coloured with
0, 1,... , n —1, with each colour appearing once. For an n-simplex
a-" E K, denote by m(o-") the number of marked (n — 1)-faces of a-".
Note that a multicoloured n-simplex has precisely one marked (n — 1)-
face, and an n-simplex, which is not multicoloured, has either no
Chapter 15: Fixed-point theorems 215
marked face or two marked faces. Therefore the theorem claims that
m(K) = (1)
(1"EK
is odd.
Now let us look at the sum in (1) in another way. What is the contri-
bution of an (n— 1)-simplex E K to m(K)? Jf is not marked,
the contribution is 0. In particular, if a-" is in a closed (n — 1)-face of
a other than = [x0,x1,... then the contribution of is 0.
tf E K is in and is marked then the contribution of
o" is a face of exactly one n-simplex of K. Furthermore, if
u"—1 is in a, i.e. in the interior of the original n-simplex, then
contributes 1 to m(u") if a"1 is a face of a": as there are two such
n-simplices cr", the total contribution of to m(K) is 2. Hence,
modulo 2, m(K) is congruent to the number of marked (n— 1)-simplices
in ö0. By the induction hypothesis, this number is odd. Therefore so is
m(K), completing the proof. 0
Given points XO,Xi,.. , of R" in general position, for every point x
of the k-dimensional affine plane through x0,x1,. .. there are
unique reals , A2,. , A, such that
. .
Ac
x=x0+ A.(x1—x0).
i=1
Hence, there are unique reals p.o, i,... , such that x

=
and = 1. These p., (i = 0,1,... ,k) are called the barycentric
coordinates of x with respect to (xo,x1 ,... , Xk). Also, if p., = 1
then p.,x, E Furthermore, the closed half-space of contain-
ing 1k and bounded by the (k—1)-flat spanned by X0,X1,...,Xk_1 is
characterized by 0.
The barycentric coordinates can be used to define a very useful simpli-
cial decomposition. Given a simplicial complex K, the barycentric sub-
division sd K of K is the simplicial decomposition of 1K I obtained as fol-
lows. For a simplex a = (x0,x1,. . ,Xk) K set .
k
1
c,. = Lxi;
thus is the barycentre of a-. The complex sd K consists of all sim-
plices ce,,. . ,
. such that a proper face of a-i +1
(i=0,l,...,k—1).
To define the r-times iterated barycentnc subdivision of K, set

sd°K = Kandsd'K= 1. Thussd1K= sdK.
The mesh of K, written mesh K, is the maximal diameter of a simplex
of K. Equivalently, it is the maximal length of a 1-simplex of K. Note
that if = (x0,x1,. . ,x,) (i = 0,1,... ,k) are faces of a k-simplex
.
= = (x0, x1,. . ,
. and r = , then the diameter of
. .
r is less than k/(k + 1) times the diameter of if. Therefore, if K is any

simplicial complex then for every 0 there is an r such that
mesh sdrK < €.
Let Y be a subset of a topological space X, and let a = {A,,: y E 1'}
be a collection of subsets of X. We call a a covering of Y if
Y C UEJ. A,,. Furthermore, a is a closed covering if each A,, is
closed, and it is an open covering if each A,, is open. In what follows,
the underlying topological space X is always Sperner's lemma has
the following important consequence.
Corollary 2. Let {A0,A1,.. . be a closed covering of a closed n.
simplex a = [x0, x1,. . . , x,, such that each closed face [x¼, x11,. . . , x.] of
a
}
a is contained in A.. Then A.

Proof. As we may replace A by A is
compact. The compactness of the sets A0, A1 ,. , implies that it . .
suffices to show that for every e > 0 there are points a E A. (i =

0,1,...,n) such that Ia,—a11 < e if i j.
Let then 0. Let K be a triangulation of & such that every simplex
of K has diameter less than €; as we have seen, for K we may take an
iterated barycentnc subdivision of a. Given a vertex x of K contained
in a face . ,x1) of u, we know that x E U.,0 As,. Set
.
y(x) = min{i1 : x E Aj.

The colouring y of the vertex set of K satisfies the conditions of
Lemma 1 and so K has a multicoloured n-simplex
y(a1) = i (i = 0,1,...,n).
But then a1 E A, as required. 0
From here it is a short step to one of the most fundamental fixed-
point theorems, namely Brouwer's fixed-point theorem. A closed n-cell
is a topological space homeomorphic to a closed n-simplex.
Theorem 3. (Brouwer's fixed-point theorem) Every continuous mapping
of a closed n-cell into itself has a fixed point.
Proof. We may assume that our n-cell is exactly a closed simplex

0" = [xo,xt,... , x,, 1. Suppose that 0" —p 0" is a continuous map,
sending a point
=
= 1=0
to
(IL; = i).
= 1=0
For each i, let

A=
Then {A0,A1 ,. . ,A,,} is a closed covering of 0". If a point
x= belongs to a closed face [xc, x•1,. .. ,x.] of 0" then = 0
for i {i0, } and so = 1. Since p4 = 1, there is
an index j such that p.4' and so x E Consequently,
. . ,x,] C U_0 A,,
showing that the conditions of Corollary 2 are satisfied. Thus there is a
pointx in all the A; such an xis a fixed point of ç. 0
The following lemma enables us to apply Theorem 3 to a rather
pleasant class of spaces, namely the compact convex subsets of finite-
dimensional spaces, i.e. the bounded closed convex subsets of finite-
dimensional spaces.
Lemma 4. Let K be a non-empty compact convex subset of a finite-
dimensional normed space. Then K is an n-cell for some n.
Proof. We may assume that K contains at least two points (and hence it
contains a segment) since otherwise there is nothing to prove.
We may also suppose that K is in a real normed space and hence that
K is a compact convex subset of = (IR", II•II) for some n. Further-
more, by replacing R" by the flat spanned by K and translating it, if
necessary, we may assume that 0 E mt K.
Finally, let 5 be an n-simplex containing 0 in its interior, and define a
homeomorphism K 5 as follows: for x E R" define
n(x) = ,zK(X) = inf{t:t> 0, x C tK},

and
m(x) = mo(x) = inf{t: t> 0, x E t&},

and for x E K set
1
0 ifx=0,
n(x) 0
j—x
m(x)
.
Corollary 5. Let K be a non-empty compact convex subset of a finite-

dimensional normed space. Then every continuous map f: K—' K has
a fixed point.
Proof. This is immediate from Theorem 3 and Lemma 4. 0
Our next aim is to prove an extension of Corollary 5 implying, in par-
ticular, that the corollary is true without the restriction that the normed
space is finite-dimensional. This is based on the possibility of approxi-
mating a compact convex subset of a normed space by compact convex
subsets of finite-dimensional subspaces. Unfortunately, the simple
lemma we require needs a fair amount of preparation.
Let S = {x1 ,.. • , x,, } be a finite subset of a normed space X. For
e > 0 let N(S, e) be the union of the open balls of radius centred at
xI,...
k
N(S,€) = U D(x1,€).
1=1
For x E N(S,e) define A(x) = max{0,€—IIx—x1Ij} (i = 1,... ,k) and set

A(x) A.(x). !f x E N(S,€) then x belongs to at least one open
=
ball D(x1,€), and for that index i we have A•(x) > 0. Hence A(x) > 0
for every x N(S, e). Define the Schauder projection : N(S, e) —'
co{x1,. . . by
A(x)
=L
Here
k k
co{x1,. ..,Xk} = Ax1: A 0, A1 = 1
i=1
is the convex hull of the points x1 , - , xp: the intersection of all convex
. -
sets containing all the points x — 1,... , xk. This convex hull is, in fact,
compact, since it is the continuous image of a closed (k — 1)-simplex in
R" Indeed, if is the standard basis of = say, then the
II -
closed simplex 5 =
it is compact.
k
Furthermore, ç:
k
.
Chapter 15: Fixed-point theorems
ek] is a bounded closed subset of

[e1
co{x1 xk}, given by
k
219
and so
A-e, A,x1, where A, 0 and A- = 1.

1=1
is a continuous map.
Lemma 6. The Schauder projection is a continuous map from
N(S,E) to co{x1,. .. ,x,,} and
IS,E(x)—xII < E
for all x E N(S,e).
Proof. Only (2) needs any justification. If x E N(S, e) then
k
A,(x) A,(x)
= =
i=I
But if A.(x) >0 then 11x1—xll <.e and so
A,(x)
k's.f(x)xlI <E.
A,(xi >0
Here then is the promised extension of Corollary 5, Schauder's fixed-

point theorem.
Theorem 7. Let A be a (non-empty) closed convex subset of a normed
space X and let f: A A be a Continuous map such that K = f(A) is
compact. Then f has a fixed point.
Proof. Let n 1. As K is compact, there is a finite set
= {xi,..,x*) C K
such that
KC D(xaJ) =
Set = co{x1 ,. . . and denote by the Schauder projection

1/n) —, K,,. We have K,, C A, so by Lemma 6 the restnc-
tion Of to K,, is a continuous map of K,, into itself. Hence, by
Corollary 5, there is a point x,, E K, such that p,,(f(x,,)) = x,. There-
fore, by (2),
< (3)
As each belongs to the compact set K, the sequence has a

convergent subsequence, say — x as k cc, where x E K. But
then, by (3), x as k cc, and so 1(x) = x. D
As a beautiful application of Brouwer's theorem, we prove Perron's

theorem concerning eigenvalues of positive matrices.
Theorem 8. A matrix whose entries are all positive has a positive eigen-
value with an eigenvector whose coordinates are all positive.
Proof. Let A = (a11) be an nXn matrix with a11 > 0 for all i and j. Let
be the standard basis in R". The closed (n — 1)-simplex ö =
[e1 ,.. , e,, j is a 'face' of the unit sphere
.
S(lr) = = C IIxIIi I
1].
= =
The continuous map a given by x Ax/IIAxII1 has a fixed point
x (x1)?. Clearly, Ax = Ax for some A > 0 and x1 > 0 for all i. 0
From Theorem 7 it is a short step to a version of the Markov—
Kakutani fixed-point theorem. An affine map of a vector space V into
itself is a map of the form where S: V—f V is a linear
map. Equivalently, T: V V is an affine map if
Aix1) A1T(x1)
=
whenever x V. A 0 and A = 1.
Theorem 9. Let K be an non-empty compact convex subset of a normed

space X and let be a commuting family of continuous affine maps on
X such that T(K) C K for all T C Then some x0 E K is a fixed
point of all the maps T E
Proof. For T C let be the set of fixed points of T in K:
KT = {x C K: Tx = x}.
By Theorem 7, KT 0 and, as T is a continuous affine map, KT is a
compact convex subset of K. if S C then S maps KT into itself since
if Tx = x then T(Sx) = S(Tx) = Sx and so Sx KT. Consequently, if
for some T1 C and S C
then is a compact convex set mapped into itself by S. Hence,

by Theorem 7,
K5nfl Kz #0.
This implies that the family of sets {KT: T E has the finite-
intersection property. As each is compact, there is a point x0 which
belongs to every Kr, i.e. Tx0 = x0 for every T E 0
One should remark that it is easy to prove Theorem 9 without relying

on Theorem 7. Indeed, for T and n 1 the afflne map
maps K into itself and = TE n l} is a commuting fam-

ily of affine maps of K into itself. From this it follows that the system
of compact sets {S(K): S has the finite-intersection property.
Hence there is a point x0 such that x0 E TE and
This point x0 is a fixed point of every T E Indeed, if =

x0 for K then
T(x0)—x0=
Since is a bounded sequence, we have T(x0) = x0.
Exercises
1. Let X be a Banach space and let f: B(X) X be a contraction

from the closed unit ball into X (i.e. d(f(x),f(y)) kd(x,y) for all
x,y E B(X) and some k < 1). By considering the map g(x) =
{x + f(x)}, or otherwise, prove that if f(S(X)) C B(X) then f has
a fixed point.
2. Deduce the following assertion from Corollary 2.
Let {A0,A1,.. be a closed covering of a closed simplex
= [x0 , x1 ,... , such that, for each 1 (0 I n) the set A is
disjoint from the closed (n — 1)-face not containing x1 (i.e.
'opposite' the vertex x). Then A 0.
3. Use the result in the previous exercise to prove that if ö =

[x0,x1 ,... ,x,] is a closed simplex and f: a 5 is a continuous
map such that for every closed (k — 1)-face of 5 we have
f(f) C ?, then f is a surjection.
4. Prove that Brouwer's fixed-point theorem is equivalent to each of
the following three assertions, where B" = B(11") and S"' =
(In fact, we could take B" = B(X) and S"' = S(X) for
any n-dimensional real normed space X.)
(i) S"' is not contractible in itself, i.e. there is no continuous
S" 'x [0, 1] —p such that for some x0 E
1
map we
have x xE
(ii) There is no retraction from B" onto i.e. there is no
continuous mapf: B" —p such thatf(x) = x for all x S"'.
(iii) Whenever f: B" R" is a continuous map without a fixed
point then there is a point x E such that x = Af(x) for some
O<A<1.
5. Let C be a closed convex subset of a Hubert space H. Show that
for every x E H there is a unique point of C nearest to x, i.e.
there is a unique point E C such that
d(x,q,(x)) = inf{d(x,y): y E C}.
Show also that the function H C is continuous.
6. Combine Theorem 3 with the assertion in the previous exercise to
deduce Corollary 5.
7. Let C,, = be the n-dimensional cube:
= {x = (x1)? R": 1x11 1 for every i}.
The closed faces of C,, arc

and —1}
(i ,n). For each i (i = 1,...,n) let A be a closed subset

= 1,...
of C,, separating and F1, i.e. = U7 U U1, where
U1 are disjoint open subsets of with F$ C and
F, C Prove that fl"1 A. 0.
8. Let q' be a continuous one-to-one map from a compact Hausdorif
space K into a Hausdorif space. Show that ç is a homeomorphism
between K and ç(K).
9. Prove that every compact metric space is homeomorphic to a
closed subset of the Hubert cube:
= 12: 2' for every i}.
10. Prove that every continuous map of the Hilbert cube into itself
has a fixed point. (Check that the map f: B(12) —' B(12) given by
f(x) = S is the right shift
and e1 = (1,0,0,...).)
11. Show that a continuous map of B(12) into itself need not have a
fixed point.
12. Let C be a closed subset of a compact metric space K, and let f be
a continuous map of C into a normed space X. Use Schauder pro-
jections and the Tietze—Urysohn extension theorem (Theorem 6.3)
to prove that f has a continuous extension F: K X.
The aim of the next three exercises is to make it easy for the reader
to prove another beautiful fixed-point theorem.
13. Let a, b, c and x be points in a Hilbert space such that

b = 4(a+c) and
0< r IIx—aD IIx—bII lix—cil r+€ 2r.
Deduce from the parallelogram law that

IIa—cH 46,
where = 2re+E2, and so ha—cu

14. Let C be a subset of B(12), and let f: C C be a non-expansive
map, i.e. let f be such that d(f(x),f(y)) d(x,y) for all x,y E C.
Suppose x1,x2 and a = +x2) E C, and E fOr
i = 1,2. Set c = f(a) and b = (a + c). Assuming that

lxi —bfl 11x2—bhl,
check that
lixi—bhi hixi —all
and
hlxi—cil lIxi—alH-€.
Deduce from the result in the previous exercise that
hla—f(a)!l
15. Let C be a non-empty closed convex subset of B(12), and let

f: C C be a non-expansive map. Set
= {x E C: IIf(x) —xli 1/n},

and show that 0 for all n.
Put = inf{lIxlI: x E and note that the monotone increas-
ing sequence converges to some d 1. Use the result of the
previous exercise to show that
diamF,, = sup{IIx—ylI : x,y E f,j 0 as n
Conclude from this that f has a fixed point.
16. Let K(s, t) be continuous for 0 s, r 1, and let f(t, u) be continu-
ous and bounded for 0 t 1 and —00 < u <00. Suppose that
I
K(s, t) I M and lf(t, u) I
N for all s, t and u (0 s, t 1).
Define an operator T: C[O, 1] —* C[O, 1] by
(Tu)(s) K(s, t)f(t, u(t)) di.

= J
Check that T maps CEO, 1] into the closed ball of radius MN, say
C = {u E C[O,1]: hull MN}.
Apply the Arzelà—Ascoli theorem to show that TC is a relatively
compact subset of C[O, 1].
Make use of the Schauder fixed-point theorem to prove that the
Hammerstein equation
u(s) K(s, t)f(t, u(t)) dt

=
has a continuous solution.
Notes
This chapter is based on the book of J. Dugundji and A. Granas, Fixed

Point Theory, vol. I, Polish Scientific Publishers, Warsaw, 1982, 209 pp.,
which is a rich compendium of beautiful results. Another interesting
book on the topic is D. R. Smart, Fixed Point Theorems, Cambridge
University Press, 1974. The more usual approach to fixed-point
theorems is via homology, homotopy and degrees of maps; this can be
found in most books on algebraic topology. The case n = 3 of
Brouwer's fixed-point theorem (Theorem 3) was proved in L. E. J.
Brouwer, On continuous one-to-one transformations of surfaces into
themselves, Proc. Kon. Ned. Ak. V. Wet. Ser. A, 11(1909), 788—98;
the first proof of the full result was given by J. Hadamard, Sur quelques
Chapter 15: Fixed-point 225
applications de l'indice de Kronecker; Appendix in J. Tannery, Introduc-

tion a la ThEorie des Fonctions d'une Variable, vol. II, 2me éd., 1910;
Brouwer himself proved the general case in 1912. Sperner's lemma is
from E. Sperner, Neuer Beweis für die lnvarianz der Dimensionzahl und
des Gebietes, Abh. Math. Scm. Hamb. Univ., 6 (1928), 265—72, and
Theorem 7 is from 3. Schauder, Der Fixpunktsatz in Funktionalräumen,
Studia Math., 2 (1930), 171—80. The original version of Theorem 9 is in
A. A. Markoff, Quelques théorEmes sur les ensembles abéliens, C. R.
Acad. Sci. URSS (N.S), 1 (1936), 311—3.
16. INVARIANT SUBSPACES
Given a complex Banach space X, which operators T E have non-

trivial closed invariant subspaces? This question, the so-called invariant-
subspace problem, is the topic of this brief last chapter. Until fairly
recently, it was not known whether there was any operator T without a
non-trivial (closed) invariant subspace, and it is still not known whether
there is such an operator on a (complex) Hubert space.
Much of the effort concerning the invariant-subspace problem has
gone into proving positive results, i.e. results claiming the existence of
invariant subspaces for operators satisfying certain conditions. Our
main aim in this chapter is to present the most beautiful of these posi-
tive results, Lomonosov's theorem, whose proof is surprisingly simple.
As we remarked earlier, the Riesz theory of compact operators on
Banach spaces culminated in a very pleasing theorem, Theorem 13.8,
which nevertheless, did not even guarantee the existence of a single non-
trivial invariant subspace. This deficiency was put right, with plenty to
spare, in Chapter 14, but only for a compact normal operator on a Hil-
bert space. Now we return to the general case to prove Lomonosov's
theorem, which claims considerably more than that every compact
operator has a non-trivial invariant subspace. Before we present this
result, we need some definitions and a basic result about compact con-
vex sets.
As in Chapters 13 and 14, all spaces considered in this chapter are
complex spaces. Furthermore, as every linear operator on a finite-
dimensional complex vector space has an eigenvector, we shall consider
only infinite-dimensional spaces.
Given a Banach space X and an operator T E call a subspace
Y C X in variant under T or T-in variant if V is closed and TY C V. We
226
Chapter 16: Invariant subspaces 227
also say that Y is an invariant subspace of T. Clearly, Y = {O} and

Y = X are T-invariant subspaces for every T, so we are interested only
in other invariant subspaces, the so-called non-trivial invariant sub-
spaces.
We call a subspace Y a hyperin variant subspace for T if V is an S-
invariant subspace for every S E 2LftX) commuting with T. Since T
commutes with itself, every hyperinvariant subspace is an invariant sub-
space.
Note that if T and S commute then Ker T is S-invariant since if
x E Ker T then TS(x) = ST(x) = S(O) = 0 and so S(x) E Ker T. Hence
if T has no non-trivial hyperinvariant subspaces then either T is a multi-
ple of the identity or it has no eigenvalue, i.e. = 0. In particu-
lar, if T E and o(T) {0} then, by Theorem 8 of Chapter 13.
the operator T has a non-trivial hyperinvariant subspace.
What is the easiest way of constructing a T-invariant subspace? Pick
a vector x E X (x 0) and set
= Tx.
Then TY0(x) C
Y(x)
a T has no non-trivial invariant sub-

space then Y(x) = X for all x 0. A vector x is said to be a cyclic vec-
torforTifY(x) =X.
Thus if T has no non-trivial invariant subspace then every non-zero
vector is a cyclic vector for T. The converse of this is also trivially true:
if every non-zero vector is a cyclic vector for T then T has no non-trivial
invariant subspace since if V is a non-trivial invariant subspace then no
vector in Y is a cyclic vector for T.
Unfortunately, but not surprisingly, this shallow argument is no
advance on the invariant-subspace problem; nevertheless, it tells us that
we have to concentrate on cyclic vectors.
In the proof of Lomonosov's theorem, we need a basic result concern-
ing closed convex hulls of compact sets.
Theorem 1. (Mazur's theorem) The closed convex hull of a compact set
in a Banach space is compact.
Proof. Let A be a compact subset of a Banach space X and let
K = We have to show that K is totally bounded, i.e. for every
e> 0 it contains a finite €-net. Since A is compact, it contains a finite
228 Chapter 16: Invariant subspaces
se-net, say {x1 ,. .. ,x,,}. Thus {x1 ,. . ,x,j C A and for every x E A
.
there is an x1 such that IIx—x111 < The set P = co{x1 ,. .. ,x,j is also
compact, and so it contains a finite {Yi . .
Furthermore,
the set
= {x E X: d(x,P) <
is convex and contains A, and therefore contains coA. But then with
M = {x E X: flx—y111 < for some i}
we have coA C C M and so {y1 ,..., Ym} is an c-net in K =
Here then is the main result of the Chapter.

Theorem 2. (Lomonosov's first theorem) Let T be a non-trivial compact
operator on an infinite-dimensional complex Banach space X. Then T
has a non-trivial hyperinvariant subspace
Proof. We may assume that Tfl = 1. Set
SA = {T}' {S E ST = TS}
and pick a point x0 E X such that lixojI > 11Th. Set B0 = 1) and
note that 0 B0 and () E TB0.
Suppose first that there is a point Yo E X (Yo 0) such that
IIT'yo—xohI 1
for every T' E SA. Then we are done since

V= T' E SA}
is a non-trivial hyperinvariant subspace of X.
Suppose then that there is no Yo 0 satisfying (1). Then for every
y E X (y 0) there is an operator T' E SA such that
H
7)' X11fl < 1.
Since TB0 is a compact set not containing 0, there are operators

SA such that for every yE TB0 there is a (1 i a)
satisfying
< 1.
Now we define a map X reminiscent of the Schauder pro-

jection. For y E TB0 and 1 i n set
A1(y) = max{O, 1— 117y11}
and
A(y) A1(y).
=
Relation (2) implies that A(y) > 0 for every y E Therefore
may define
This map — X is continuous and so is a compact subset of

B0. Consequently, by Mazur's theorem, K ëÔ is a compact con-
vex subset of B0. Hence
K
is a continuous map of a compact convex set into itself and so, by
Schauder's theorem (Theorem 15.7), it has a fixed point z0 E K:
A1(Tz0)
T,Tz0 = z0.
Set
A(Tz0)
Then S E SA, Sz0 = z0 0, and so

Y = KerU—S) {0}
is a T-invariant subspace. As S is compact, Y is fInite-dimensional. But

then TIY is an operator on a complex finite-dimensional space and so it
has an eigenvalue A. However then Ker(AI-- T) is a non-trivial hyperin-
variant subspace for T. 0
A slight variation in the proof shows that an even larger class of
operators have hyperinvariant subspaces.
Theorem 3. (Lomonosov's second theorem) If T E commutes
with a non-zero compact operator and is not a multiple of the identity
then it has a hyperinvariant subsp&e.
Proof. Suppose TI'0 = T0T for some To E9130(X) (T0 0). Proceed as
in the proof of Theorem 2 but consider T0130 instead of TB0 and so put
K=eoljfl0. Then we obtain a fixed point z0CKofiftoT0:K—+K,
i.e.
Sz0 = z0
for
s=
Therefore
Y Ker(I—S) {O}
is a finite-dimensional T-invariant subspace, and now the proof is com-

pleted as before. El
Let us point out the following special case of Theorem 3.

Corollary 4. Let S, T E 24(X) be commuting operators such that S com-
mutes with a non-zero compact operator, and is not a multiple of the
identity. Then T has a non-trivial invariant subspace. 0
As a rather special case of this corollary one obtains a theorem of
Aronszajn and Smith, proved considerably earlier.
Corollary 5. Every compact operator on an infinite-dimensional complex
Banach space has a non-trivial invariant subspace. 0
An extension of this result, first proved by Bernstein and Robinson,
needs only a little work.
Corollary 6. Let X be an infinite-dimensional complex Banach space
and let T C 24(X) be such that p(T) C 240(X) for some non-zero com-
plex polynomial p(z). Then T has a non-trivial invariant subspace.
Proof. Let
p(z) akz", 0.
= k=0
If p(T) 0 then, as Tp(T) = p(T) T, the assertion follows from
Theorem 2.
If, on the other hand, p(T) = 0, then = — ak T", and so

1(x) = lin{x, Tx,..., 'x} is a T-invariant subspace for every x
— 0.
0
In spite of the simplicity of its proof, Lomonosov's second theorem is a
very powerful result. At the moment, it is not clear how large a class of
operators Corollary 4 applies to; in fact, for a while it was not clear that
there is any operator T E which is not covered by Corollary 4.
The invariant-subspace problem for Banach spaces was solved, in the
negative, only fairly recently: Per Enflo and Charles Read constructed
complex Banach spaces and bounded linear operators on them which do
not have non-trivial invariant subspaces. The original proofs were for-
midably difficult and the spaces seemed to be rather peculiar spaces.
Later, Charles Read gave an easily accessible proof, and showed that his
construction works, in fact, on
In view of these great results, the invariant-subspace problem for Hil-
bert spaces has become a very major problem in functional analysis. In
fact, it is not impossible that the answer is in the affirmative even on
reflexive spaces, i.e. that every bounded linear operator on an infinite-
dimensional reflexive complex Banach space has a non-trivial invariant
subspace.
Exercises
1. Let X be a non-separable Banach space. Show that every

T has a non-trivial invariant subspace.
2. Show that the following result can be read out of the proof of
Theorem 2. Let SA be a subalgebra of whose elements do
not have a non-trivial common invariant subspace. Then if
TC and T 0 then there is an operator A E SA such
that Ker(I—AT)
3. Let T1 ,...,
T,, C be commuting operators. Show that they
have a non-trivial common invariant subspace.
4. Deduce from Theorem 1 and Exercise 5.5 the following extension of
Theorem 4.10. If the unit ball of a Banach space Xis a-compact then X
is finite-dimensional.
5+ + . Solve the invariant-subspace problem for Hubert spaces.
Notes
Mazur's theorem is from S. Mazur, Uber die kleinste konvexe Menge, die
eine gegebene kompakie Menge enthäl:, Studia Math., 2 (1930), 7—9.
Theorems 2 and 3 are from V. I. Lomonosov, On invariant subspaces of
families of operators, commuting with a compact operator (in Russian),
Funk. Analiz i ego Prilozh, 7 (1973), 55—6; to be precise, Theorem 3 is
given as a remark added in proof. Corollary 5 is from N. Aronszajn
and K. Smith, Invariant subspaces of completely continuous operators,
Ann. Math., 60 (1954), 345—50.
The invariant-subspace problem for Banach spaces was solved in P.
Enflo, On the invariant subspace problem in Banach spaces, Acta Math.,
158 (1987), 213—313, and C. J. Read, A solution to the invariant Sub.
space Problem, Bull. London Math. Soc., 16 (1984), 337—401.
A simplified and stronger version of Enflo's solution can be found in
B. Beauzamy, Un opérazeur sans sous-espace invariant non-trivial:
simplification de l'example de P. Enflo, Integral Equations and Operator
Theory, 8 (1985), 314—84.
Read's result concerning is in A solution to the Invariant Subspace
Problem on the space Bull. London Math. Soc., 17 (1985), 305—17.
An interesting account of the results concerning the invariant-
subspace problem can be found in B. Beauzamy, Introduction to Opera-
tor Theory and In variant Subspaces, North Holland, Amsterdam, 1988,
xiv + 358 pp.
INDEX OF NOTATION
B(X), closed unit ball, 22 C0(L), space of continuous functions

B(xo, r), closed ball of radius r and vanishing at infinity, 91
centre x0, 22 CR(L), space of bounded continuous
Br(XO), dosed ball of radius r and cen- real-valued functions, 93
tre x0, 22 space of continuous real-
space of bounded linear opera- valued functions vanishing at
tors on X, 28 infinity, 93
Y), space of bounded linear
operators, 28 d(X, Y), Banach-Mazur distance
Y), the space of compact opera- between X and Y, (p6
tors, 186 D(x,r), open ball, 20
Y), the space of finite rank D(x0, r), open ball of radius r and cen-
operators, 186 tre x0, 22
the space of Hubert—Schmidt D,(x0), open ball of radius r and cen-
operators, 181 tre x0, 22
ÔA(a), the resolvent set of a in the
ci,, the barycentre of the simplex a, algebra A, lffl
215 4, closed unit disc in the complex
Eo 5, the closed convex hull of 5, 55 plane, 96
coS, the convex hull of S, 55
C-algebra, 167 fvg, the join of f and g, 93
C(K), space of continuous functions fAg, the meet of f andg, 93
on a compact Hausdorff space K, I IS, restriction of a Ito S, 25
23 gb(S), space of bounded functions on
C(L), space of bounded continuous 5,23
functions on L, 23
space of continuous functions Im T, image of T, 28
with compact support, 91
space of continuous real- k-simplex, 213
valued functions with compact annihilator of K, 164
support, 93 K°, polar of K, 158
233
234 Index of notation
11 -norm, 23 o-(X. weak topology generated by

23 115
finS, linear span, 38 y(X, X), weak topology on a normed
tinS, closed linear span, 38 space, 1.15
linZ, linear span, 21 a(X*, X), weak-star topology, 1.1.6
one-point compactification of L, the spectrum of a in the alge-
bra A, 167
8L, preannihilator of L, 164 0ap(T), the approximate point spec-
°L, prepolar of L, 158 trum of the operator T, 169
Y), space of linear operators, 28 the continuous spectrum of the
operator T, 169
mesh K, the mesh of the simplicial Ocom(T), the compression spectrum of
complex K, 216 the operator T, 1.68
T), the point spectrum of the
orthogonal projection onto F. 136 operator T, 1.68
p-mean, 5 T), the residual spectrum of the
operator T, 1.69
Rademacher function, 143
r(T), the spectral radius of T, 174
T-invariant, 226
Rad fit, the radical of the Banach alge-
adjoint of T, 31
bra B, 178 Hilbert-Schmidt norm, 182
p(T), the resolvent set of the operator Hilbert—Schmidt norm, 187
T. 168
sd K, the barycentric subdivision of K, v(T), the numerical radius of T, 202

235 V(T), the numerical range of T, 21)1
S of vectors orthogonal to 135
set
S(X), unit sphere, 22 x set of vectors orthogonal to x, 135
S(x0, r), sphere of radius r and centre lixil,,, of x, 23
22 X, completion of X, 35
sphere of radius r and centre X,, space of linear functionals on X,
22 28,45
set of finite subsets of 0, LL4 X, dual of X. 31
cr(T). the spectrum of the operator T, r, space of bounded linear function-
167 als on X,
INDEX OF TERMS
absolute value of an operator, 205 Banach's fixed-point theorem, 101

absolutely convergent series, 3.6 Banach—Mazur distance, (16
absolutely convex set, 27 Banach—Steinhaus theorem, 78
adjoint of an operator, 155 barycentre, 215
adjoint operator, 31 barycentric coordinates, 215
affine hyperplane, 46 barycentric subdivision, 215
affine map, 220 basic sequence, 72
affine subspace, 213 basis, 19. 83
Alaoglu's theorem, 118 canonical, 32
algebra, commutative, 92 Hamel, 42
algebraic dual of a normed space, 45 Schauder, 83
AM-GM inequality, 1 standard, 32
analytic, 111 basis constant, 83
annihilator of a set, 164 Bernstein and Robinson, theorem of,
annihilator of a subspace, 158 230
approximate eigenvector, 169 Bessel's inequality, 1.41
approximate point spectrum, 169 biorthogonal system, 64
approximation problem, 189 normalised, 64
arithmetic mean, 6 Bishop—Pheips—Bollobas theorem, 122
weighted, 7 body, 214
Arzelà—Ascoli theorem, 90 bounded below, 162
Auerbach system, 65 bounded linear operator, 28
bracket notation, 28
Banach algebra, 92 Brouwer's fixed-point theorem, 216
unital, 32
Banach limit, 59 canonical basis, 37
Banach space, 21 Carleson's theorem, 1511
235
236 Index of terms
Cauchy sequence, 21 contraction with constant k, 101

Cauchy—Schwarz inequality, 131 contraction-mapping theorem, 101
Cesàro summable, 150 convergent series, 36
chain, 50 convex function, 3
classical function spaces, 22 convex functional, 42
classical sequence spaces, 26 convex hull, 55
closed, 19 convex subset, 2
closed n-cell, 216 countably compact, 89
closed convex hull, 55 covering, 216
closed covering, 216 closed, 216
closed-graph theorem, 80 open, 216
closed linear span, 38 cyclic vector, 227
closure, 19
degenerate form, 130
coarser topology, 20
dense subset, 33
commutative algebra, 92
dense topological space, 75
compact, 89
derivative, 105
countably, 89
differentiable map, 105
relatively, 89
dimension, 214
sequentially. 89
direct sum of subspaces, 39
compact operator, 186
dissipative operator, 182
compact space, 21
distance, 19
complete, 21
divisor of zero, 180
complete orthogonal set of vectors,
topological, 180
141
dominate, 48
completely regular topological space,
dual of an operator, 155
98
dual space, 31
completion of a metric space, 33
completion of a normed space, 35 eigenspace, 168
complex unital Banach algebra, 162 eigenvalue, 168
compression spectrum, 168 eigenvector, 168
concave function, 3 approximate, 169
concave functional, 53 Enflo's theorem, 231
conjugate, 111 equicontinuous, 90
constant k equicontinuous at a point, 90
contraction with, 101 equivalence class of functions, 25
Lipschitz condition with, 101 equivalent norms, 29
continuous maps, 20 essential supremum, 25
continuous spectrum, 169 Euclidean space, 132
contractible in itself, 222 extension of a linear functional, 42
contraction, 101 extreme point, 125
Index of terms 237
face, 214 Hadamard's inequality, 1.51

marked, 214 Hahn—Banach extension theorem, 50
Fejér's theorem, 150 complex form, 50
finer topology, 20 Hamel basis, 42
finite character, 116 Hammerstein equation, 224
finite-intersection property, 116 harmonic mean, 6
finite rank operator, 186 Hausdorff topology, 21
fixed point, 101 Hermite polynomials, 1.44
flat, 213 hermitian form, 130
form hermitian form, positive, 8
degenerate, 130 hermitian operator, 159
hermitian, 130 on a normed space, 182
non-degenerate, 130 Hilbert space, 132
positive, 130 Hilbert-Schmidt norm, 187
symmetric, 130 homeomorphic spaces, 20
Fourier coefficent, 145, 149 homeomorphism, 20
Fourier series, 145 hyperinvariant subspace, 227
Fredholm alternative for hermitian hyperplane, 46
operators, 211 Holder's inequality, 9
Fredhoim integral equation, 207 for functions, 12
function
concave, 3 image, 28
convex, 3 in general position, 2.11
strictly concave, 3 induced topology, 19
strictly convex, 3 inequality
fundamental set of vectors, 141 AM-GM, I
Cauchy—Schwarz, 9
GeLfand transform, 1.83 HOlder's, 9
Gelfand's spectral-radius formula, 124 Minkowski's, 10
Gelfand—Mazur theorem, 174 initial segment, 124
Gelfand—Nalmark theorem, 158 inner product, 131
generalized limit, 59 inner-product space, 131
geometric mean, 1 mt. interior, 22
weighted, 7 invariant subspace, 227
Gluskin's theorem, 20 invariant-subspace problem, 226
Gram determinant, 152 invariant under, 226
Gram—Schmidt orthogonalization pro- inverse, 1.62
cess, 142 inverse-mapping theorem, 80
invertible, 167
Haar system, 83 involution, 162
238 Index of terms
isometrically isomorphic spaces, 29 mean

isometry, 162 arithmetic, 6
isomorphic spaces, 29 harmonic, 6
isotropic vectors, 130 quadratic, 6
meet, 93
Jensen's theorem, 3 mesh, 216
John's theorem, 68 method of successive approximations,
Johnson's uniqueness-of-norm 103
theorem, 179 metric, 19
join, 93 metric space, 19
completion of a, 33
kernel, 28, 108 Minkowski functional, 28
kernel of an integral operator, 207 Minkowski's inequality, 131
Krein—Milman theorem, 126 for functions, 12
modulus of an operator, 205
Laguerre polynomials, 144 multicoloured simplex, 214
lattice operations, 93
Laurent series, 121 n-dimensional Euclidean space, 21
Lebesgue number, 99 neighbourhood, 19
left shift, 32 neighbourhood base, 20
Legendre polynomial, 143 non-degenerate form, 130
linear functional, 28 non-expansive map, 223
linear operator, 28 non-trivial, 227
bounded, 28 norm, 19
unbounded, 28 Hilbert-Schmidt, 181
linear span, 38 operator, 29
Lipschitz condition with constant k, of a functional, 30
101 smooth, 51
local theory of Banach spaces, 20 supremum, 92
locally compact space, 91 uniform, 92
Lomonosov's first theorem, 228 norm topology, 21
Lomonosov's second theorem, 229 normal operator, 161
normahsed biorthogonal system, 64
marked face, 214 normed algebra, 92
Markov—Kakutani fixed-point unital, 92
theorem, 220 normed space, 18
maximal element, 50 completion of a, 35
maximal ideal space, 183 nowhere dense set, 76
Mazur's theorem, 227 nowhere dense subset, 41
meagre set, 76 numerical radius, 202
Index of terms 239
numerical range, 201 quadratic mean, 6

spatial, 175 quotient norm, 38
quotient normed space, 38
one-point compactification, 96
open covering. 216 Rademacher function, 143
open-mapping theorem, 29 radical, 128
operator ideal, 188 Read's theorem, 231
operator norm, 29 regular point, 167
order, 49 relatively compact, 89
partial, 49 residual spectrum, 169
ordered set, 124 resolvent, 167
orthogonal complement, 136 resolvent identity, 181
orthogonal direct sum, 135 resolvent set, 162
orthogonal matrix, 140 restriction of a function. 25
orthogonal set of vectors, 141 Riemann—Lebesgue lemma, 152
orthogonal subspaces, 135 Riesz representation theorem, 137
orthogonal vectors, 130 Riesz—Fischer theorem, 145
right shift, 32
parallelogram law, 133
Parseval's identities, 147 scalar product, 131
partial order, 49 Schauder basis, 3L 83
partial sum, 149 Schauder projection, 218
partially ordered set, 50 Schauder system, 83
partition of unity, 100 Schauder's fixed-point theorem, 219
Perron's theorem, 220 second dual, 156
point, 19 self-adjoint operator, 159
point spectrum, 168 seminorm, 41
polar of a set, 158 separable, 22
polarization identities, 132 separate, 89
positive form, 130 separates the points strongly, 96
positive hermitian form, B separation theorem, 54
pre-Hitbert space, 132 sequentially compact, 89
preannibilator set of the first category, 76
of a set, 164 set of the second category, 76
of a subspace, 158 set system of finite character, 116
prepolar of a set, 158 simplex, 214
principle of uniform boundedness, 77 multicoloured, 214
probability, 5 simplicial complex, 214
product topology, 20, 115 simplicial decomposition, 214
Pythagorean theorem, 133 skeleton, 214
240 Index of terms
smooth norm, 51 norm, 21

spatial numerical range, 1.25 product, 20, 115
spectral decomposition, 2(X) strong operator, 165
spectral measure, stronger, 20
spectral radius, 114 subspace, 19
spectrum, 1.67 weak, 115
approximate point, 169 weaker, 20
compression, total set of vectors, 141
continuous, 169 totally, 89

point, totally ordered set, 50
residual. 1.69 translate of a subspace, 46
Spemer's lemma, 214 triangle inequality, 18
standard basis, 31 Tukey's lemma, 116
Stone—Weierstrass theorem, 95 Tychonov's theorem, 117
for complex functions, 96
strictly concave function, 3 unbounded linear operator, 28
strictly convex function, 3 uniform closure, 93
strong operator topology, 165 uniform norm, 92
stronger topology, 20 uniformly bounded, 90
Sturm—Liouville equation, 209 unital Banach algebra, 32
sub-basis for a topology, L1.4 unital normed algebra, 92
subadditive functional, 48 unitarily equivalent operators,
subreflexive space, 122 unitary operator, 161
subspace, 21 universal property, 115
subspace topology, 19 upper bound, 50
sum of a series, 36 Urysohn's lemma, 86
superadditive functional, 5.3
vanishing at 96
support functional, 51, 115
vector, 19
support plane, 51
vertex, 214
supremum norm, 92
Volterra integral operator, 108
symmetric form, 130
system set of vectors, 141 weak topology, 115
weak-star topology a(X', X), 116
Tietze—Urysohn extension theorem, 88 weaker topology, 20
topological divisor of zero, 180 weakly bounded, 81
topological space, 19 weight, 5
topology, 19 weighted arithmetic mean, 7
coarser, 20 weighted geometric mean, 7
finer, 20 well-ordered set, 124
Hausdorif, 21
induced, 19 Zorn's lemma, 50
Now revised and up-dated, this brisk
introduction to functional analysis is
intended for advanced undergraduate
students, typically final year, who have
had some background in real analysis.
The author's aim is not just to cover the
standard material in a standard way,
but to present results of applications in
contemporary mathematics and to
show the relevance of functional
analysis to other areas. Unusual topics
covered include the geometry of finite-
dimensional spaces, invariant sub-
spaces, fixed-point theorems, and the
Bishop—Phelps theorem. An outstand-
ing feature is the large number of
exercises, some straightforward, some
challenging, none uninteresting.
Bela Bollobás is an active mathemati-

cian who works on combinatorics and
functional analysis. He has published
Graph Theory and Combinatorics, both
textbooks, and two research mono-
graphs, Extremal Graph Theory and
Random Graphs.
CAMBRIDGE
UNIVERSITY PRESS
ISBN 0-521-65577-3
MIII
9 780521 655774

Bollobas Linear Analysis

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CAMBRIDGE MATHEMATICAL TEXTBOOKS

CAMBRIDGE UNIVERSITY PRESS

First edition © Cambridge University Press 1990

This book is in copyright. Subject to statutory exception

First published 1990

Printed in the United Kingdom at the University Press, Cambridge

Typeset in Times 10/l3pt

ISBN 0 521 65577 3 paperback

2. Normed spaces and bounded linear operators 18

3. Linear functionals and the Hahn—Banach theorem 45

4. Finite-dimensional normed spaces 60

5. The Baire category theorem and the closed-graph theorem 75

6. Continuous functions on compact spaces and the Stone—

7. The contraction-mapping theorem 101

8. Weak topologies and duality 114

9. Euclidean spaces and Hubert spaces 130

10. Orthonormal systems 141

11. Adjoint operators 155

12. The algebra of bounded linear operators 167

13. Compact operators on Banach spaces 186

14. Compact normal operators 198

15. Fixed-point theorems 213

16. invariant subspaces 226

Index of notation 233

index of terms 235

From the very beginning, functional analysis was an international sub-

I am grateful to Dr Pete Casazza for his comments on the completed

Cambridge, May 1990 Bela Bollobás

The arsenal of an analyst is stocked with inequalities. In this chapter we

a is non-negative then the geometric mean is

with equality if a1 = = aN, in other words if a1 = = 0

Indeed, assuming that a convex linear combination of n — 1 points of D

whenever x,y E D and 0 < t < 1. We call f strictly convex if it is con-

whenever x1,... , E D, t1 ,. . . E (0, 1) and t, = 1. Further-

more, if f is strictly concave then equality holds in (3) if x1 = =

Proof. Let us apply induction on n. As for n = there is nothing to

Suppose first that f is concave, and let

i = 2,...,n, set t = t1/(1—t1), so

t,f(x1) = t1f(x1) + (1—t1)

If f is strictly concave, n 3 and not all x, are equal then we may

(1 —t1) < (1 t;xI);

so the inequality in (3) is strict. 0

which is equivalent to (1). In fact, if t1 ,. . . > 0 and t, = 1 then

t,logx1 log tx1, (4)

with equality if x1 = = giving the following extension of

af' p1a,, (5)

Note that M, need not be rearrangement invariant: for a permutation ir

In particular, the mean of a constant sequence (a0,.. . , a0) is precisely

for every sequence a = (a1,.. (a1> 0). If is strictly concave

(respectively, strictly convex) then equality holds 1ff a1 = =

Proof. Suppose that is increasing and is concave. Set b• =

Note that if Pi = = p,, = 1/n then M1 is the usual arithmetic mean

= max a, M0(a) = H af.

Proof. It is clear that M,(a) is continuous on (—x,O)U(O,x). To

A(a) = M1(a) pa, and G(a) = M0(a) = II af.

final assertion, G(a) = lim,....0

urn (a[ — 1) = = log a

lim!{A(a')_l} = logG(a). (6)

for every t> 0, if r> 0 then

lim logM,.(a) = urn logA(a') = logG(a),

Let ç(•,) be a positive hermitian form on a complex vector space V.

Cauchy—Schwarz inequality. In particular, as

is a positive hermitian form on C'1,