Section 8B

Orthogonality

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Problem 8B.1

Show that each of the inner product spaces in Example 8.23 is not a Hilbert space.

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Remark.
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Example 8.23:

  • The inner product space ℓ1\ell^{1}, where ⟨(a1,a2,…),(b1,b2,…)⟩=∑k=1∞akbk\left\langle (a_1,a_2,\ldots ), (b_1,b_2,\ldots ) \right\rangle = \sum_{k=1}^{\infty } a_k b_k, is not a Hilbert space because the associated norm is not complete on ℓ1\ell^{1}.

  • The inner product space C([0,1])C([0,1]) of continuous F\mathbf{F}-valued functions on the interval [0,1][0,1], where ⟨f,g⟩=∫01fg\left\langle f, g \right\rangle = \int_0^1 fg, is not a Hilbert space because the associated norm is not complete on C([0,1])C([0,1]).

Problem 8B.2

Prove or disprove: The inner product space in Exercise 1 in Section 8A is a Hilbert space.

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Problem 8B.3

Suppose V1,V2,…V_{1}, V_{2}, \ldots are Hilbert spaces. Let

V={(f1,f2,…)∈V1×V2×⋯:∑k=1∞∥fk∥2<∞}. V = \left\{ \left(f_{1}, f_{2}, \ldots \right) \in V_{1} \times V_{2} \times \cdots : \sum _{k = 1}^{\infty }\left\| f_{k}\right\| ^{2} < \infty \right\} .

Show that the equation

⟨(f1,f2,…),(g1,g2,…)⟩=∑k=1∞⟨fk,gk⟩ \left\langle \left(f_{1}, f_{2}, \ldots \right), \left(g_{1}, g_{2}, \ldots \right) \right\rangle = \sum _{k = 1}^{\infty } \left\langle f_{k}, g_{k} \right\rangle

defines an inner product on VV that makes VV a Hilbert space.

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Remark.
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Each of the Hilbert spaces V1,V2,…V_{1}, V_{2}, \ldots may have a different inner product, even though the same notation is used for the norm and inner product on all these Hilbert spaces.

Problem 8B.4

Suppose VV is a real Hilbert space. The complexification of VV is the complex vector space VCV_{\mathbb {C}} defined by VC=V×VV_{\mathbb {C}} = V \times V, but we write a typical element of VCV_{\mathbb {C}} as f+igf+i g instead of (f,g)(f, g). Addition and scalar multiplication are defined on VCV_{\mathbb {C}} by

(f1+ig1)+(f2+ig2)=(f1+f2)+i(g1+g2) \left(f_{1}+i g_{1}\right)+\left(f_{2}+i g_{2}\right) = \left(f_{1}+f_{2}\right)+i\left(g_{1}+g_{2}\right)

and

(α+iβ)(f+ig)=(αf−βg)+i(αg+βf) (\alpha +i \beta )(f+i g) = (\alpha f-\beta g)+i(\alpha g+\beta f)

for f1,f2,f,g1,g2,g∈Vf_{1}, f_{2}, f, g_{1}, g_{2}, g \in V and α,β∈R\alpha , \beta \in \mathbb {R}. Show that

⟨f1+ig1,f2+ig2⟩=⟨f1,f2⟩+⟨g1,g2⟩+i(⟨g1,f2⟩−⟨f1,g2⟩) \left\langle f_{1}+i g_{1}, f_{2}+i g_{2} \right\rangle = \left\langle f_{1}, f_{2} \right\rangle + \left\langle g_{1}, g_{2} \right\rangle +i\left( \left\langle g_{1}, f_{2} \right\rangle - \left\langle f_{1}, g_{2} \right\rangle \right)

defines an inner product on VCV_{\mathbb {C}} that makes VCV_{\mathbb {C}} into a complex Hilbert space.

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Problem 8B.5

Prove that if VV is a normed vector space, f∈Vf \in V, and r>0r > 0, then the open ball B(f,r)B(f, r) centered at ff with radius rr is convex.

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Problem 8B.6
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(a)

Suppose VV is an inner product space and BB is the open unit ball in VV (thus B={f∈V:∥f∥<1}B = \left\{ f \in V:\left\| f\right\| < 1\right\}). Prove that if UU is a subset of VV such that B⊆U⊆B‾B \subseteq U \subseteq \overline{B}, then UU is convex.

(b)

Give an example to show that the result in part (a) can fail if the phrase inner product space is replaced by Banach space.

Problem 8B.7

Suppose VV is a normed vector space and UU is a closed subset of VV. Prove that UU is convex if and only if

f+g2∈U for all f,g∈U \frac{f+g}{2} \in U \text{ for all } f, g \in U
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Problem 8B.8

Prove that if UU is a convex subset of a normed vector space, then U‾\overline{U} is also convex.

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Problem 8B.9

Prove that if UU is a convex subset of a normed vector space, then the interior of UU is also convex.

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Remark.
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The interior of UU is the set {f∈U:B(f,r)⊆U for some r>0}\left\{ f \in U: B(f, r) \subseteq U\text{ for some }r > 0\right\}.

Problem 8B.10

Suppose VV is a Hilbert space, UU is a nonempty closed convex subset of VV, and g∈Ug \in U is the unique element of UU with smallest norm (obtained by taking f=0f = 0 in 8.28). Prove that

Re⁡⟨g,h⟩≥∥g∥2 \operatorname {Re} \left\langle g, h \right\rangle \geq \left\| g\right\| ^{2}

for all h∈Uh \in U.

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Problem 8B.11

Suppose VV is a Hilbert space. A closed half-space of VV is a set of the form

{g∈V:Re⁡⟨g,h⟩≥c} \left\{ g \in V: \operatorname {Re} \left\langle g, h \right\rangle \geq c\right\}

for some h∈Vh \in V and some c∈Rc \in \mathbb {R}. Prove that every closed convex subset of VV is the intersection of all the closed half-spaces that contain it.

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Problem 8B.12

Give an example of a nonempty closed subset UU of the Hilbert space ℓ2\ell^{2} and a∈ℓ2a \in \ell^{2} such that there does not exist b∈Ub \in U with ∥a−b∥=distance⁡(a,U)\left\| a-b\right\| = \operatorname {distance}(a, U).

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Remark.
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By 8.28, U cannot be a convex subset of ℓ2\ell^{2}.

Problem 8B.13

In the real Banach space R2\mathbb {R}^{2} with norm defined by ∥(x,y)∥∞=max⁡{∣x∣,∣y∣}\left\| (x, y)\right\|_{\infty } = \max \left\{ \left|x\right|,\left|y\right|\right\}, give an example of a closed convex set U⊆R2U \subseteq \mathbb {R}^{2} and z∈R2z \in \mathbb {R}^{2} such that there exist infinitely many choices of w∈Uw \in U with ∥z−w∥∞=distance⁡(z,U)\left\| z-w\right\|_{\infty } = \operatorname {distance}(z, U).

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Problem 8B.14

Suppose ff and gg are elements of an inner product space. Prove that ⟨f,g⟩=0\left\langle f, g \right\rangle = 0 if and only if

∥f∥≤∥f+αg∥ \left\| f\right\| \leq \left\| f+\alpha g\right\|

for all α∈F\alpha \in \mathbf{F}.

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Problem 8B.15

Suppose UU is a closed subspace of a Hilbert space VV and f∈Vf \in V. Prove that ∥PUf∥≤∥f∥\left\| P_{U} f\right\| \leq \left\| f\right\|, with equality if and only if f∈Uf \in U.

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Remark.
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This exercise asks you to prove 8.37(d)8.37(d).

Problem 8B.16

Suppose VV is a Hilbert space and P:V→VP: V \rightarrow V is a linear map such that P2=PP^{2} = P and ∥Pf∥≤∥f∥\left\| P f\right\| \leq \left\| f\right\| for every f∈Vf \in V. Prove that there exists a closed subspace UU of VV such that P=PUP = P_{U}.

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Problem 8B.17

Suppose UU is a subspace of a Hilbert space VV. Suppose also that WW is a Banach space and S:U→WS: U \rightarrow W is a bounded linear map. Prove that there exists a bounded linear map T:V→WT: V \rightarrow W such that T∣U=S\left.T\right|_{U} = S and ∥T∥=∥S∥\left\| T\right\| = \left\| S\right\|.

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Remark.
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If W=FW = \mathbf{F}, then this result is just the Hahn-Banach Theorem (6.69) for Hilbert spaces. The result here is stronger because it allows WW to be an arbitrary Banach space instead of requiring WW to be F\mathbf{F}. Also, the proof in this Hilbert space context does not require use of Zorn's Lemma or the Axiom of Choice.

Problem 8B.18

Suppose UU and WW are subspaces of a Hilbert space VV. Prove that U‾=W‾\overline{U} = \overline{W} if and only if U⊥=W⊥U^{\perp } = W^{\perp }.

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Problem 8B.19

Suppose UU and WW are closed subspaces of a Hilbert space. Prove that PUPW=0P_{U} P_{W} = 0 if and only if ⟨f,g⟩=0\left\langle f, g \right\rangle = 0 for all f∈Uf \in U and all g∈Wg \in W.

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Problem 8B.20

Verify the assertions in Example 8.46.

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Remark.
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Example 8.46: suppose UU is the closed subspace of L2(R)L^{2}(\mathbb {R}) defined by U={f∈L2(R):f(x)=0 for almost every x<0}U = \left\{ f \in L^{2}(\mathbb {R}) : f(x) = 0 \text{ for almost every } x < 0\right\}. Then U⊥={g∈L2(R):g(x)=0 for almost every x≥0}U^{\perp } = \left\{ g \in L^{2}(\mathbb {R}) : g(x) = 0 \text{ for almost every } x \geq 0\right\}. Furthermore, if h∈L2(R)h \in L^{2}(\mathbb {R}), then PUh=hχ[0,∞)P_{U} h = h \chi_{[0,\infty )} and PU⊥h=hχ(−∞,0)P_{U^{\perp }} h = h \chi_{(-\infty ,0)}.

Problem 8B.21

Show that every inner product space is a subspace of some Hilbert space.

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Problem 8B.22

Prove that if VV is a Hilbert space and T:V→VT: V \rightarrow V is a bounded linear map such that the dimension of range TT is 11, then there exist g,h∈Vg, h \in V such that

Tf=⟨f,g⟩h T f = \left\langle f, g \right\rangle h

for all f∈Vf \in V.

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Problem 8B.23
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(a)

Give an example of a Banach space VV and a bounded linear functional φ\varphi on VV such that ∣φ(f)∣<∥φ∥∥f∥\left|\varphi (f)\right| < \left\| \varphi \right\| \left\| f\right\| for all f∈V\{0}f \in V \backslash \left\{ 0\right\}.

(b)

Show there does not exist an example in part (a) where VV is a Hilbert space.

Problem 8B.24
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(a)

Suppose φ\varphi and ψ\psi are bounded linear functionals on a Hilbert space VV such that ∥φ+ψ∥=∥φ∥+∥ψ∥\left\| \varphi +\psi \right\| = \left\| \varphi \right\| +\left\| \psi \right\|. Prove that one of φ,ψ\varphi , \psi is a scalar multiple of the other.

(b)

Give an example to show that part (a) can fail if the hypothesis that VV is a Hilbert space is replaced by the hypothesis that VV is a Banach space.

Problem 8B.25
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(a)

Suppose that μ\mu is a finite measure, 1≤p≤21 \leq p \leq 2, and φ\varphi is a bounded linear functional on Lp(μ)L^{p}(\mu ). Prove that there exists h∈Lp′(μ)h \in L^{p^{\prime }}(\mu ) such that φ(f)=∫fhdμ\varphi (f) = \int f h d \mu for every f∈Lp(μ)f \in L^{p}(\mu ).

(b)

Same as part (a), but with the hypothesis that μ\mu is a finite measure replaced by the hypothesis that μ\mu is a measure, and assume that 1<p≤21 < p \leq 2.

Remark.
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See 7.25, which along with this exercise shows that we can identify the dual of Lp(μ)L^{p}(\mu ) with Lp′(μ)L^{p^{\prime }}(\mu ) for 1<p≤21 < p \leq 2. See 9.42 for an extension to all p∈(1,∞)p \in (1, \infty ).

Problem 8B.26

Prove that if VV is an infinite-dimensional Hilbert space, then the Banach space B(V,V)\mathcal{B}(V, V) is nonseparable.

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