Section 3.2

Sets in Hilbert spaces

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Problem 3.21

Let MM be an arbitrary set in a Hilbert space. Prove that M⊥M^{\perp } is a closed linear subspace.

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Problem 3.22

Let H0H_{0} be a proper closed subspace of a Hilbert space HH. Prove that a vector xx belongs to H0⊥H_{0}^{\perp } if and only if for every y∈H0y \in H_{0} the inequality ∥x−y∥⩾∥x∥\left\| x-y\right\| \geqslant \left\| x\right\| holds.

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Problem 3.23

Let H0H_{0} be a proper closed subspace of a Hilbert space HH, and x∈Hx \in H. Prove that y∈H0y \in H_{0} is the orthogonal projection of the vector xx if and only if yy is the element of best approximation for the vector xx in the subspace H0H_{0}.

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Problem 3.24

Prove that in a Hilbert space any closed subspace is a subspace of existence (see Definition 2.17).

Definition 2.17: Let XX be a normed space and YY a linear subspace of it. The subspace YY is called a subspace of existence if for every element x∈Xx \in X there exists in YY an element of best approximation, i.e., a vector y0∈Yy_{0} \in Y with dist⁡(x,Y)=∥x−y0∥\operatorname {dist}(x, Y) = \left\| x-y_{0}\right\|.

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Problem 3.25

Let H=H0⊕⊥H1H = H_{0} \oplus_{\perp } H_{1}, where H0H_{0} and H1H_{1} are closed subspaces, x∈Hx \in H. Denote by yy the element of best approximation for xx in the subspace H0H_{0}, and by zz the element of best approximation for xx in the subspace H1H_{1}. Prove that x=y+zx = y+z and, correspondingly, dist⁡(x,H0)=∥z∥\operatorname {dist}\left(x, H_{0}\right) = \left\| z\right\|, dist⁡(x,H1)=∥y∥,dist⁡2(x,H0)+dist⁡2(x,H1)=∥x∥2\operatorname {dist}\left(x, H_{1}\right) = \left\| y\right\| , \operatorname {dist}^{2}\left(x, H_{0}\right) + \operatorname {dist}^{2}\left(x, H_{1}\right) = \left\| x\right\|^{2}.

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Problem 3.26

Let H0H_{0} be a closed subspace of a Hilbert space HH. Prove that H=H0⊕1H0⊥H = H_{0} \oplus_{1} H_{0}^{\perp }. Is this true in a pre-Hilbert space HH?

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Problem 3.27

Let HH be a Hilbert space, H0H_{0} a proper closed subspace, H/H0H / H_{0} the quotient space. Prove that the mapping J:H0⊥→H/H0,Jx=[x]J: H_{0}^{\perp } \rightarrow H / H_{0}, J x = [x] is an isometric isomorphism (here [x][x] is the quotient class from H/H0H / H_{0} containing the vector xx).

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Problem 3.28

Prove that a linear subspace MM in a Hilbert space HH is everywhere dense in HH if and only if M⊥={0}M^{\perp } = \left\{ 0\right\}.

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Problem 3.29

Prove that in a Hilbert space, for any set MM, the equality (M⊥)⊥=Lin⁡(M)‾\left(M^{\perp }\right)^{\perp } = \overline{\operatorname {Lin}(M)} (the closure of the linear span of the set MM) holds.

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Problem 3.30

Let HH be a Hilbert space, and let MM and NN be two mutually orthogonal linear subspaces of it. Prove that their orthogonal direct sum is a topological direct sum. Prove that if they are both closed, then M⊕⊥NM \oplus_{\perp } N is a closed subspace in HH.

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Problem 3.31

In a Hilbert space HH give examples of closed subspaces MM and NN such that H=M⊕NH = M \oplus N, but this topological direct sum is not an orthogonal direct sum.

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Problem 3.32

Let HH be a Hilbert space, {xn}1∞\left\{ x_{n}\right\}_{1}^{\infty } a sequence of vectors from HH, and {λn}1∞\left\{ \lambda_{n}\right\}_{1}^{\infty } a sequence of complex numbers. Prove that the set M={x∈H:(x,xk)=λk,k∈N}M = \left\{ x \in H:\left(x, x_{k}\right) = \lambda_{k}, k \in \mathbb {N}\right\} is either empty or is a closed affine subspace in HH. 1

Footnotes

  1. An affine subspace in a linear space LL is a set Π={x0+y:y∈L}\Pi = \left\{ x_{0}+y: y \in L\right\}, where LL is a linear subspace, and x0x_{0} is a fixed vector. ↩

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Problem 3.33

Prove that any closed convex set in a Hilbert space is a Chebyshev set. 1

Footnotes

  1. The problem is still unsolved (as of 2016) (N. V. Efimov, S. B. Stechkin, V. Klee, 1950s): is every Chebyshev set in a Hilbert space convex? In a finite-dimensional Euclidean space a set is a Chebyshev set if and only if it is closed and convex (L. Bunt, 1934, T. Motzkin, 1935). ↩

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Problem 3.34

Give an example of a sequence of nonempty nested bounded closed sets in the space l2l_{2} having empty intersection.

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Problem 3.35

Prove that the angle x,M^\widehat{x, M} between a subspace MM and a vector xx in a real Hilbert space HH takes values in the interval [0,π2]\left[0, \frac{\pi }{2}\right].

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Problem 3.36

In the space L2[−1,1]L_{2}[-1,1], for the following sets find the convex hull, the closure, the linear span, the closure of the linear span, and the orthogonal complement: 1

Footnotes

  1. Recall that the elements of the space L2L_{2} are classes of equivalent functions. Here and everywhere below, speaking of a function x∈L2x \in L_{2}, we mean that x∈[x]x \in [x] is an arbitrary representative of the class [x]∈L2[x] \in L_{2}. Moreover, all relations for the function xx, required to hold for every tt, are assumed to hold for almost all tt. ↩

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(a)

M={x∈L2[−1,1]:x(t)=0 for all t<0}M = \left\{ x \in L_{2}[-1,1]: x(t) = 0 \text{ for all } t < 0\right\};

(b)

Ma={x∈L2[−1,1]:x is continuous at the point a and x(a)=0}M_{a} = \left\{ x \in L_{2}[-1,1]: x \text{ is continuous at the point } a \text{ and } x(a) = 0\right\};

(c)

M={x∈L2[−1,1]:x(t)=x(−t) for all t∈[−1,1]}M = \left\{ x \in L_{2}[-1,1]: x(t) = x(-t) \text{ for all } t \in [-1,1]\right\};

(d)

M={x∈L2[−1,1]:x(t)=x(−t) for all t∈[−1/2,1/2]}M = \left\{ x \in L_{2}[-1,1]: x(t) = x(-t) \text{ for all } t \in [-1 / 2,1 / 2]\right\};

(e)

M=C[−1,1]M = C[-1,1];

(f)

MM is the set of all polynomials;

(g)

MM is the set of all polynomials pp for which p(0)=0p(0) = 0;

(h)

MM is the set of all polynomials whose coefficients of odd powers are zero;

(i)

MM is the set of step functions (with a finite number of steps);

(j)

My={x∈L2[−1,1]:∥x−y∥L2[−1,1]⩽1}M_{y} = \left\{ x \in L_{2}[-1,1]:\left\| x-y\right\|_{L_{2}[-1,1]} \leqslant 1\right\} for some fixed function y∈L2[−1,1]y \in L_{2}[-1,1];

(k)

My={x∈L2[−1,1]:∥x−y∥L2[0,1]⩽1}M_{y} = \left\{ x \in L_{2}[-1,1]:\left\| x-y\right\|_{L_{2}[0,1]} \leqslant 1\right\} for some fixed function y∈L2[−1,1]y \in L_{2}[-1,1];

(l)

M={x∈L2[−1,1]:x(t)⩾0 for all t∈[−1,1]}M = \left\{ x \in L_{2}[-1,1]: x(t) \geqslant 0 \text{ for all } t \in [-1,1]\right\} (here the space over the field R\mathbb {R} is considered);

(m)

M={x∈L2[−1,1]:∣x(t)∣⩽1 for all t∈[−1,1]}M = \left\{ x \in L_{2}[-1,1]:\left|x(t)\right| \leqslant 1 \text{ for all } t \in [-1,1]\right\};

(n)

M={x∈L2[−1,1]:x(a)⩾x(b) for any a>b}M = \left\{ x \in L_{2}[-1,1]: x(a) \geqslant x(b) \text{ for any } a > b\right\} (here the space over the field R\mathbb {R} is considered);

(o)

Mα,β={x∈L2[−1,1]:x(t)=0 for all t∈(α,β)}M_{\alpha , \beta } = \left\{ x \in L_{2}[-1,1]: x(t) = 0 \text{ for all } t \in (\alpha , \beta )\right\}, where the numbers −1⩽α<β⩽1-1 \leqslant \alpha < \beta \leqslant 1 are fixed;

(p)

M={x∈L2[−1,1]:∫−11x(t)dt=0}M = \left\{ x \in L_{2}[-1,1]: \int_{-1}^{1} x(t) d t = 0\right\}.

Problem 3.37

In the space W21[−1,1]W_{2}^{1}[-1,1], for the following sets find the convex hull, the closure, the linear span, the closure of the linear span, and the orthogonal complement:

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(a)

M={x∈W21[−1,1]:x(t)=0 for all t<0}M = \left\{ x \in W_{2}^{1}[-1,1]: x(t) = 0 \text{ for all } t < 0\right\};

(b)

M={x∈W21[−1,1]:x(t)=x(−t) for all t∈[−1,1]}M = \left\{ x \in W_{2}^{1}[-1,1]: x(t) = x(-t) \text{ for all } t \in [-1,1]\right\};

(c)

M={x∈W21[−1,1]:x(t)=x(−t) for all t∈[−1/2,1/2]}M = \left\{ x \in W_{2}^{1}[-1,1]: x(t) = x(-t) \text{ for all } t \in [-1 / 2,1 / 2]\right\};

(d)

M=C1[−1,1]M = C^{1}[-1,1];

(e)

MM is the set of all polynomials;

(f)

MM is the set of all polynomials whose coefficients of even powers are zero;

(g)

MM is the set of continuous piecewise-linear functions (with a finite number of break points);

(h)

M={x∈W21[−1,1]:∣x(t)∣<1 for all t∈[−1,1]}M = \left\{ x \in W_{2}^{1}[-1,1]:\left|x(t)\right| < 1 \text{ for all } t \in [-1,1]\right\};

(i)

M={x∈W21[−1,1]:x(a)>x(b) for any a>b}M = \left\{ x \in W_{2}^{1}[-1,1]: x(a) > x(b) \text{ for any } a > b\right\}.

Problem 3.38

Let Hn,n∈N∪{∞}H_{n}, n \in \mathbb {N} \cup \left\{ \infty \right\}, be the set of vectors x=(x1,x2,…)x = \left(x_{1}, x_{2}, \ldots \right) of the space l2l_{2} for which ∑k=1nxn=0\sum_{k = 1}^{n} x_{n} = 0. Find Hn⊥H_{n}^{\perp } and prove that all Hn,n≠∞H_{n}, n \neq \infty, are closed subspaces, while H∞H_{\infty } is a non-closed subspace, everywhere dense in l2l_{2}.

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Problem 3.39

In the real spaces L2[0,1]L_{2}[0,1] and W2n[0,1],n∈NW_{2}^{n}[0,1], n \in \mathbb {N}, find the angle between the vectors x(t)=1x(t) = 1 and y(t)=ty(t) = t.

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Problem 3.40

In the space L2[0,1]L_{2}[0,1] consider the continuous curve γ:[0,1]→L2[0,1],γ(τ)=χτ\gamma :[0,1] \rightarrow L_{2}[0,1], \gamma (\tau ) = \chi_{\tau }, where χa\chi_{a} is the characteristic function of the segment [0,a][0, a]. Let x=γ(τ2)−γ(τ1),y=γ(τ3)−γ(τ2)x = \gamma \left(\tau_{2}\right)-\gamma \left(\tau_{1}\right), y = \gamma \left(\tau_{3}\right)-\gamma \left(\tau_{2}\right), 0⩽τ1<τ2<τ3⩽10 \leqslant \tau_{1} < \tau_{2} < \tau_{3} \leqslant 1, — two chords of the curve γ\gamma with a common endpoint. Prove that xx and yy are orthogonal. Does such a curve exist in a finite-dimensional Euclidean space?

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Problem 3.41

In the space L2[0,1]L_{2}[0,1] find the distance from the vector x(t)=tn,n∈Nx(t) = t^{n}, n \in \mathbb {N}, to the subspace H0={x∈L2[0,1]:∫01x(t)dt=0}H_{0} = \left\{ x \in L_{2}[0,1]: \int_{0}^{1} x(t) d t = 0\right\}.

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Problem 3.42

Let H0H_{0} be a finite-dimensional subspace of a Hilbert space HH, and let {hk}1n\left\{ h_{k}\right\}_{1}^{n} be a linear basis (not necessarily orthogonal) in H0H_{0}. Prove that for any x∈Hx \in H the element of best approximation in H0H_{0} has the form

y=∑k=1nakhk, where ak=Γ(h1,…,hk−1,x,hk+1,…,hn)Γ(h1,…,hn) y = \sum _{k = 1}^{n} a_{k} h_{k}, \quad \text{ where } a_{k} = \frac{\Gamma \left(h_{1}, \ldots , h_{k-1}, x, h_{k+1}, \ldots , h_{n}\right)}{\Gamma \left(h_{1}, \ldots , h_{n}\right)}

and the distance from xx to H0H_{0} is given by the equality

dist⁡2(x,H0)=Γ(x,h1,…,hn)Γ(h1,…,hn). \operatorname {dist}^{2}\left(x, H_{0}\right) = \frac{\Gamma \left(x, h_{1}, \ldots , h_{n}\right)}{\Gamma \left(h_{1}, \ldots , h_{n}\right)}.

In particular, if {hk}1n\left\{ h_{k}\right\}_{1}^{n} is an orthonormal basis in H0H_{0}, then the element of best approximation is y=∑k=1n(x,hk)hky = \sum_{k = 1}^{n}\left(x, h_{k}\right) h_{k}, and

dist⁡2(x,H0)=∥x∥2−∑k=1n∣(x,hk)∣2 \operatorname {dist}^{2}\left(x, H_{0}\right) = \left\| x\right\| ^{2}-\sum _{k = 1}^{n}\left|\left(x, h_{k}\right)\right|^{2}
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Problem 3.43

In the space l2l_{2} find dist⁡(e1,Hn)\operatorname {dist}\left(e_{1}, H_{n}\right), where e1=(1,0,0,…)e_{1} = (1,0,0, \ldots ), Hn={x∈l2:∑k=1nxk=0},n∈NH_{n} = \left\{ x \in l_{2}: \sum_{k = 1}^{n} x_{k} = 0\right\} , n \in \mathbb {N}.

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Problem 3.44

In the space L2[0,1]L_{2}[0,1] find the distance from the vector x(t)=t2x(t) = t^{2} to the subspace P1\mathcal{P}_{1} of all linear functions. Find the element of best approximation for xx in P1\mathcal{P}_{1} (compare with problem 2.73).

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