A Primer on Functional Analysis
[132/99%]Show that if is a norm on the scalar field , then there exists a positive number such that , where is the absolute value of .
Given a normed linear space , prove the following facts.
Every convergent sequence in is Cauchy, and the limit of a convergent sequence is unique.
Every Cauchy sequence in is bounded.
Reverse Triangle Inequality: for all .
Continuity of the norm: .
Continuity of vector addition:
Continuity of scalar multiplication:
Convexity of open balls: If then
Assuming that the functions on given in equation (1.1) are norms on , show that any two of these norms are equivalent.
Assuming that is complete with respect to absolute value, show that is complete with respect to any one of the norms .
Let be a finite-dimensional vector space. Prove that the function on defined in Example 1.6 is a norm, and that is complete with respect to this norm.
Show that if vectors in a normed space satisfy for every , then is a Cauchy sequence in .
Let be a sequence in a normed space , and let be fixed. Suppose that every subsequence of has a subsequence of such that . Show that .
Let be a complex Banach space. Let as a set, but consider as a vector space over the real field. That is, vector addition in is defined just as in , but scalar multiplication in is restricted to multiplication by real scalars. Let , and show that is a real Banach space.
We say that a set (not necessarily a vector space) is a metric space if for each there exists a real number such that for all , we have: i. i. , ii. if and only if , iii. , and iv. the Triangle Inequality: .
In this case we call d a metric on , and we refer to as the distance between and .
Show that if is a normed space, then is a metric on .
Make a definition of convergent and Cauchy sequences in a metric space, and show that every convergent sequence is Cauchy.
Define a metric space to be complete if every Cauchy sequence in converges to an element of . Let and set , the ordinary absolute value of the difference of and . Show that d is a metric on , but is incomplete with respect to this metric.
Fix , and define by equation (1.2) and by equation (1.3).
Show that fails the Triangle Inequality and hence is not a norm on .
Show that , and use this to show that is a vector space and is a metric on .
Let be the "open unit ball" with respect to the metric d, and show that is not convex. Use this to show that there is no norm on such that .
Show that if , then for , with equality if and only if .
Suppose that and . Apply part (a) with and to show that , with equality if and only if .
Show that equality holds in Hölder's Inequality for sequences (part (a) of Theorem 1.12) if and only if there exist scalars , not both zero, such that for each .
Show that if , then and for all .
Let be measurable with . Show that if , then and for all .
Show that if for some finite , then as , but this can fail if for any finite .
Given an arbitrary index set , define to be the space of all bounded sequences indexed by , with . For let consist of all sequences with at most countably many nonzero components such that . Show that each of these spaces is a Banach space with respect to . What is if ?
Let be normed linear spaces. Given , and , define and .
Prove that is a norm on the Cartesian product , and and are equivalent norms on for any .
Show that if and are Banach spaces, then is a Banach space with respect to .
Prove Lemma 1.16: Let be a subset of a metric space .
is closed if and only if contains all of its limit points.
. Consequently, is closed if and only if .
is dense in if and only if every is a limit point of .
Prove Lemma 1.17.
Lemma 1.17: Let be a subspace of a Banach space . Then is a Banach space with respect to the norm on if and only if is a closed subset of .
Show that if , then , and consequently .
Show that and are closed subspaces of .
Show that is a proper, dense subspace of , and hence is not closed with respect to the norm .
Let denote the sequence of standard basis vectors (see Example 1.30). Given , show that , where the series converges with respect to the norm . Show further that the scalars in this representation are unique.
Show that is a Banach space with respect to the uniform norm .
Show that is a closed subspace of .
Show that is a proper, dense subspace of , and hence is not closed with respect to .
Let be the set of all continuous functions that are 1 -periodic, i.e., for every . Show that is a closed subspace of .
Let be the space of all -times differentiable functions on each of whose derivatives is bounded and continuous, i.e.,
Show that is a Banach space with respect to the norm
and
is a subspace of that is also a Banach space with respect to the same norm.
Now we change the norm on . Show that is a normed space, but is not complete.
We say that a function is Hölder continuous with exponent if there exists a constant such that
A function that is Hölder continuous with exponent is said to be Lipschitz.
Show that if is Hölder continuous for some , then is constant.
Show that if is differentiable on and is bounded, then is Lipschitz. Find a function that is Lipschitz but is not differentiable at every point.
Given , define
Show that is a Banach space with respect to the norm
Consider the two functions pictured in Figure 1.1. The function takes the constant value on the interval that is removed in the first stage of the construction of the classical Cantor middle-thirds set, and is linear on the remaining intervals. The function also takes the same constant on the interval but additionally is constant with values and on the two intervals and that are removed in the second stage of the construction of the Cantor set. Continue this process, defining , and prove the following facts.
Fig. 1.1. Top left: The function \varphi _{1}. Top right: The function \varphi _{2}. Bottom: The Devil’s staircase (Cantor-Lebesgue function).
Each is monotone increasing on , and for every .
converges uniformly on [ 0,1 ]. The limit function is called the Cantor-Lebesgue function or, more picturesquely, the Devil's staircase.
The Cantor-Lebesgue function is Hölder continuous on the interval precisely for exponents in the range . In particular, is continuous and monotone increasing on but it is not Lipschitz. Even so, is differentiable for a.e. , and a.e.
Let be a normed linear space that is not complete. Let be the set of all Cauchy sequences in , and define a relation on by declaring that if .
Show that is an equivalence relation on .
Let denote the equivalence class of under the relation . Let be the set of all equivalence classes . Define . Prove that is a well-defined norm on .
Given , let denote the equivalence class of the Cauchy sequence . Show that is an isometric map of into , where isometric means that for every (see Definition 1.60). Show also that is a dense subspace of (so, in the sense of identifying of with , we can consider to be a subspace of ).
Show that is a Banach space with respect to . We call the completion of .
Prove that is unique in the sense that if is a Banach space and is a linear isometry such that is dense in , then there exists a linear isometric bijection .
Suppose that and are convergent series in a normed space . Show that is convergent and equals .
Show that is separable.
Show that if is a normed linear space and there exists an uncountable set such that for every , then is not separable.
Let . Show that is uncountable and that if are two distinct vectors in , then . Conclude that is not separable.
Show that is not separable.
Let be a fixed sequence of real numbers. Show that if the series converges for some , then the series converges absolutely for all , and show that this function is infinitely differentiable for all with .
An matrix is said to be positive definite if for all (compare Definition 2.14).
Show that if is a positive definite matrix then equation (1.13) defines an inner product on .
Show that if is an inner product on then there exists some positive definite matrix such that equation (1.13) holds.
Prove that the inner products on defined by equation (1.13) are all equivalent.
Prove Lemma 1.36.
Polar Identity: .
Pythagorean Theorem: if then .
Parallelogram Law: .
Show that if then the norm on is not induced from any inner product on .
Show that equality holds in the Cauchy-Bunyakovski-Schwarz Inequality if and only if or for some scalar .
We say that is a semi-inner product on a vector space if properties (a), (c), and (d) of Definition 1.33 are satisfied. Prove that if is a semi-inner product then defines a seminorm on , and for all .
Given a closed subspace of a Hilbert space and given , prove that the point in closest to is unique.
Prove Lemma 1.42.
Lemma 1.42: If is a subset of a Hilbert space , then is a closed subspace of .
Prove Theorem 1.43.
Theorem 1.43: If is a closed subspace of a Hilbert space and , then the following statements are equivalent: (a) where is the orthogonal projection of onto ; (b) where and ; (c) where is the orthogonal projection of onto .
Prove Lemma 1.44.
If is a closed subspace of , then .
If is any subset of , then , and .
A sequence in is complete if and only if: and for every implies .
Prove Lemma 1.46.
is a closed subspace of .
.
Let be Hilbert spaces. Show that is a Hilbert space with respect to the inner product .
Prove that the completion (Exercise 1.25) of an inner product space is a Hilbert space with respect to an inner product that extends the inner product on .
Prove the remaining parts of Theorems 1.49 and 1.50.
Theorem 1.49: If is an orthonormal sequence in a Hilbert space , then the following statements hold.
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Bessel’s Inequality: for every .
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If converges, then .
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converges .
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.
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If , then is the orthogonal projection of onto . Theorem 1.50: If is an orthonormal sequence in a Hilbert space , then the following statements are equivalent.
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is complete in .
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is a basis for , i.e., for each there exists a unique sequence of scalars such that .
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for each .
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Plancherel’s Equality: for all .
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Parseval’s Equality: for all . The text proves part (a), the implication of part (c) and the implication of part (d) of Theorem 1.49, and the implications (a) (c) and (d) (c) of Theorem 1.50.
Let be a proper, closed subspace of a Hilbert space . Given , let be the orthogonal projection of onto , and show that the vector satisfies , and .
Show that if is an infinite-dimensional Hilbert space, then there exists an infinite orthonormal sequence in , and no subsequence is Cauchy. Contrast this with the Bolzano-Weierstrass Theorem, which states that every bounded sequence in has a convergent subsequence.
Remark In another language, this problem shows that the closed unit ball in is not compact when is infinite dimensional.
This exercise will extend Exercise 1.43 to an arbitrary normed linear space .
Prove F. Riesz's Lemma: If is a proper, closed subspace of and , then there exists with such that .
Prove that if is infinite dimensional then there exists a bounded sequence in that has no convergent subsequences (hence the closed unit ball is never compact in an infinite-dimensional Banach space).
Let be a finitely linearly independent sequence in a Hilbert space . Show that there exists an orthogonal sequence in such that for each (this is the GramSchmidt orthogonalization procedure).
We say that a sequence in a Banach space is -dependent if there exist scalars , not all zero, such that , where the series converges in the norm of . A sequence is -independent if it is not -dependent (we explore -independent sequences in more detail in Chapter 5).
Show that if is a basis for a Hilbert space then is independent.
Let be fixed nonzero scalars such that . Let be the standard basis for , and define and for . Prove that is complete and finitely independent in , but is not -independent and therefore is not a basis for .
Let be a sequence in a Hilbert space . Prove that the following two statements are equivalent.
For each we have (such a sequence is said to be minimal).
There exists a sequence in such that for all (we say that sequences and satisfying this condition are biorthogonal).
Show further that, in case these hold, the sequence is unique if and only if is complete.
Remark Lemma 5.4 will establish an analogous result for Banach spaces.
Let be the Haar wavelet. Compute the Fourier coefficients of and apply the Plancherel Equality to show that .
This exercise provides a real-valued analogue of the orthonormal basis for complex discussed in Example 1.52. Let real consist of all real-valued, 1 -periodic functions on that are square integrable on . Assuming the fact that is complete in complex , show that forms an orthonormal basis for real if we take , and forms an orthonormal basis for complex if we take .
Prove that the Haar system discussed in Remark 1.55(a) is an orthonormal basis for .
Prove that the Haar system given in Remark 1.55(b) is an orthonormal basis for .
Let be an orthonormal basis for a separable Hilbert space .
Show that if , then is complete in .
Show that this conclusion need not hold if .
Let be an orthonormal sequence in a Hilbert space . Given a vector , show that if and only if .
Let be a closed subspace of a Hilbert space . If is finite dimensional, let be the dimension of , otherwise set . Let be the orthogonal projection of onto . Show that if is any orthonormal basis for , then .
This result is due to Vitali. Let be an orthonormal sequence in . Show that is complete if and only if
Use the Vitali criterion (Exercise 1.54) to prove that the following two statements are equivalent.
The trigonometric system is complete in .
for .
Remark If we assume Euler's formula
then statement (b) reduces to
Conversely, equation (1.15) implies Euler's formula by taking . For a proof that equation (1.15) holds, see Exercise 13.25.
This result is due to Dalzell. Let be an orthonormal sequence in . Show that is complete if and only if
This result is due to Boas and Pollard [BP48]. Suppose that is an orthonormal basis for . Show that there exists a function such that is complete in .
Let be a Hilbert space. Show that if contains an uncountable orthonormal subset, then is not separable.
Prove that the space defined in Example 1.57 is a Hilbert space. Given , define and for . Show that is a complete uncountable orthonormal system for , and conclude that is nonseparable.
For each , define a function by . Let , i.e., consists of all finite linear combinations of the functions . Show that
defines an inner product on , and is an uncountable orthonormal system in .
Remark The completion of is an important nonseparable Hilbert space. In particular, it contains the class of almost periodic functions [Kat04], and it plays an important role in Wiener's theory of generalized harmonic analysis [Wie33]. Since and is dense in is a complete orthonormal system in .
Prove Theorem 1.59.
Theorem 1.59: Let be normed spaces, and let be given. Then is continuous if and only if is open in for each open set .
Prove Theorem 1.61.
Theorem 1.61: Let be normed linear spaces, and let be a linear operator. (a) , and is injective if and only if ; in particular, if is an isometry then it is injective. (b) If is a bijection then the inverse map is also a linear bijection. (c) is bounded if and only if . (d) If is bounded then for , and is the smallest real number such that for all . (e) .
If are normed spaces and is continuous, show that is a closed subspace of .
Let be a normed space and suppose . Show that if is an eigenvalue of , then .
Define by . Prove that this left-shift operator is bounded, linear, surjective, not injective, is not an isometry, and satisfies . Find all of the eigenvalues and eigenvectors of .
Define by . Prove that this rightshift operator is bounded, linear, injective, not surjective, and is an isometry. Find all of the eigenvalues and eigenvectors of .
Compute and and show that . Contrast this with the fact that in finite dimensions, if are linear maps (hence correspond to multiplication by matrices), then if and only if .
Recall from Exercise 1.22 that is a Banach space with respect to the uniform norm , and is a Banach space with respect to the norm .
Define by , and show that is a bounded operator.
Let be the same operator as in part (a), but replace the norm on by the -norm. Show that is now an unbounded operator.
Let be an orthonormal basis for a separable Hilbert space , and fix a sequence of scalars . Define
and prove the following facts.
is a bounded mapping of into itself, and its operator norm is .
Each is an eigenvalue for with corresponding eigenvector .
is injective if and only if for every .
is surjective if and only if . Further, if but for every then is a dense but proper subspace of .
Let be Lebesgue measurable, and choose and . Define by , i.e., pointwise multiplication of by the function . Show that is bounded and .
Prove Theorem 1.66.
Theorem 1.66: If is a finite-dimensional vector space and is a normed linear space, then any linear operator is bounded.
Fill in the details and finish the proof of Theorem 1.67: let and be normed linear spaces.
is a normed linear space with respect to the operator norm.
If is a Banach space, then is a Banach space with respect to the operator norm.
The operator norm is submultiplicative, i.e., if and , then and .
Let be an matrix with entries in , which we view as a linear operator . The operator norm of depends on the choice of norm for and .
Show that if the norm on and is then
Show that if the norm on and is then
Show that if are separable Hilbert spaces, then and are isometrically isomorphic.
Let be a dense subspace of a normed space , and let be a Banach space. Given , show that there exists a unique operator whose restriction to is . Prove that .
Complete the proof of Theorem 1.73 for and .
Theorem 1.73 (Dual Space of ): Fix , and let be the dual index, . For each , let be given by , . Then the mapping given by is a linear isometry of into , and it is an isometric isomorphism if .
The text proves the case , and has already shown (by Holder's Inequality) that maps into with for each .
Let be a normed space. Given , show that if , then every can be written uniquely as where and .
Given , define by . Show that is an isometric isomorphism of onto . Thus .
Let be a normed space, and suppose that the series converges in . Show that if , then is a convergent series of scalars, and .
Prove Theorem 1.75: for , define by .
and for each .
For every , there exists such that .
Conclude that the mapping is an antilinear bijective isometry of onto .
Fix , and let be a fixed sequence of scalars. Use Theorem 1.73 to show that there exists a constant such that for all finite sequences if and only if .
Let be a linear functional on a normed space . Prove that
Let be normed spaces. Then, by Exercise 1.16, the Cartesian product is a normed space with respect to the norm . Likewise, is normed with respect to . Show that, with respect to these choices of norms, is isometrically isomorphic to .
Let be a subspace of a Hilbert space and fix . Show directly that there exists some such that for all and .
Suppose that is a closed subspace of a Hilbert space , and . Show directly that there exists a such that for all , and .
Let be a normed space.
Show that if is separable then is separable.
Show that the converse can fail.
The Weierstrass Approximation Theorem implies that is complete in . Show that is also complete in .
Given a subset of a normed space , define its orthogonal complement by
Prove that is a closed subspace of , and explain how this relates to Corollary 2.5.
Let be a subspace of a normed space , and show that its closure is given by
Show that is reflexive for each .
Let be a Banach space. Show that if is separable but is not, then is not reflexive. Use this to show that is a proper subspace of .
Let be Banach spaces. Given , show that there is a unique operator that satisfies equation (2.4).
Let be a Banach space. Given , explicitly describe its adjoint .
Let be a closed subspace of a normed space , and fix . We say that is invariant under if . Show that if is invariant under , then is invariant under , where is the orthogonal complement defined in Exercise 2.5.
Suppose that is a closed subspace of a Banach space . Let be the embedding map, i.e., for . Show that is the restriction map, i.e., if , then .
Let be a linear operator, which we identify with its matrix representation. Show that the adjoint of in the Hilbert space sense (Definition 2.10) is the conjugate transpose matrix , while the adjoint of in the Banach space sense (Definition 2.8) is the transpose matrix .
Let be the left- and right-shift operators on defined in Exercise 1.64. Show that .
Fix , and let be the multiplication operator defined in Exercise 1.66. Find , and determine when is self-adjoint, positive, or positive definite.
Prove Theorem 2.13.
Theorem 2.13: Let be Hilbert spaces, and fix and . (a) . (b) . (c) . (d) . (e) is injective if and only if is dense in . (f) .
Let be a closed subspace of a Hilbert space , and let be given. Show that is the orthogonal projection of onto if and only if , and range .
Let be a Hilbert space and suppose that are self-adjoint.
Show that and are self-adjoint.
Show that is self-adjoint if and only if .
Exhibit self-adjoint operators that do not commute.
Let be a Hilbert space and let be fixed.
Show that if is self-adjoint then all eigenvalues of are real, and eigenvectors of corresponding to distinct eigenvalues are orthogonal.
Show that if is a positive operator then all eigenvalues of are real and nonnegative.
Show that if is a positive definite operator then all eigenvalues of are real and strictly positive.
Let be Hilbert spaces. Show that if , then and are positive operators.
Let be a Hilbert space. Given ,
show that .
show that .
Let be Hilbert spaces, and fix . Show that is unitary if and only if is a bijection and .
Fill in the details in the proof of Theorem 2.18.
Show that when is self-adjoint with .
Show that for , ; hence has a square root if and only if does.
Show by induction that is a polynomial in with all nonnegative coefficients.
Show that for every , so that is a bounded, increasing sequence.
Show that the limit operator (where ) is linear and bounded (hence positive).
Let be a positive operator on a Hilbert space .
Show that if and only if .
Show that the operator constructed in Theorem 2.18 is unique, i.e., there is only one positive operator satisfying .
Prove Lemma 2.20.
Lemma 2.20: Let be a nonempty subset of a Banach space . Then is nowhere dense if and only if contains no nonempty open subsets.
Show that is a meager subset of .
Suppose that is an infinitely differentiable function on such that for each there exists some integer so that . Prove that there exists some open interval and some polynomial such that for all .
Let be the subset of consisting of all functions that have a right-hand derivative at at least one point in . Show that is meager in , and conclude that there are functions in that are not differentiable at any point.
Prove Theorem 2.23.
Theorem 2.23 (Banach--Steinhaus Theorem): Let and be Banach spaces. If for and exists for each , then and .
Let be an orthonormal basis for a Hilbert space , and let be the orthogonal projection of onto . Show that for every , but as .
Let be Banach spaces. Suppose for and exists for each in a dense subspace of .
Show that if then extends to a bounded map on , and for all .
Give an example that shows that the hypothesis in part (a) is necessary.
Prove Theorem 2.24 for the cases and .
Theorem 2.24: Fix and any sequence of scalars . Then converges for all if and only if . Furthermore, in this case defines a bounded linear map of into , and
Here is the dual index, .
Let be a Banach space. Show that is bounded if and only if for each .
Let be a normed linear space. Show that is bounded if and only if for each .
Fix . Let be an infinite matrix and set for each . Suppose that
converges for each and , and
for each .
Identifying the matrix with the map , prove that .
Let and be Banach spaces. Show that is surjective if and only if is not meager in .
Show that if is a topological isomorphism of a normed space onto a normed space , then a sequence is complete in if and only if is complete in .
Let and be normed linear spaces. Show that if is a topological isomorphism, then for all .
Let be a Banach space and a normed linear space. Suppose that is bounded and linear. Prove that the following two statements are equivalent.
There exists such that for all .
is injective and is closed.
Show further that, in case these hold, is a topological isomorphism.
Given a sequence of scalars , define a mapping on sequences by . Prove the following statements.
is a bounded map of into itself if and only if .
is a topological isomorphism of onto itself if and only if .
is an isometric isomorphism of onto itself if and only if for every .
Let be a Banach space. Given , define . Show that if , then is a topological isomorphism of onto itself and , where the series converges in operator norm (this is called a Neumann series for ).
Show that if is a Banach space, is a normed linear space, and is a topological isomorphism, then is a Banach space.
Prove Theorem 2.31.
If is a topological isomorphism, then its adjoint is a topological isomorphism.
If is an isometric isomorphism, then so is .
Show that the operator defined in Theorem 2.33 satisfies statements (a)-(c) of that theorem.
Theorem 2.33: Let and be Hilbert spaces. Assume that has closed range, and let be the orthogonal projection of onto . Then the mapping defined by for is a topological isomorphism, and satisfies the following:
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for every ,
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is the orthogonal projection of onto , and
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is the orthogonal projection of onto .
Assume that has closed range, and let be its pseudoinverse. Prove the following statements.
.
.
for all .
is the unique operator in that satisfies statements (a)-(c) above.
Let be a Hilbert space. Given a positive definite operator , prove the following statements.
is injective and has dense range.
is a topological isomorphism of onto itself if and only if it is surjective. Show by example that a positive definite operator need not be a topological isomorphism.
If is a surjective positive definite operator, then defines an inner product that is equivalent to the original inner product on .
Prove the claim in Theorem 2.35 that is a norm on and is complete with respect to this norm.
Theorem 2.35 (Closed Graph Theorem): Let and be Banach spaces. If is linear, then the following statements are equivalent.
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is continuous.
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If in and in , then . In the proof of (b) (a) one assumes that statement (b) holds and defines , .
Use the Closed Graph Theorem to give another proof of Theorem 2.24.
Use the Closed Graph Theorem to give another proof of Exercise 2.34.
Using Theorem 2.24, show that for each .
Using the Closed Graph Theorem, show that is a bounded map of into .
Let and be as in Exercise 1.22, and assume that the norm on both of these spaces is the uniform norm. In this case is complete, but is not. Show that the differentiation operator given by is unbounded, but has a closed graph, i.e., if uniformly and uniformly then .
Prove part (b) of Theorem 2.38.
In this exercise we will denote the components of by .
Given and , show that in if and only if and converges componentwise to , i.e., for each . Does either implication remain valid if ?
Given and , show that in if and only if converges componentwise to and (recall that and for .
Show that if is an orthonormal sequence in a Hilbert space , then .