1 Banach Spaces
1 Banach Spaces
1 Banach Spaces
J Muscat 2005-12-23
(A revised and expanded version of these notes are now published by
Springer.)
Banach Spaces
1.0.1
Easy Consequences
kx yk > kxk kyk,
k xk = kxk,
Examples
1. The set of real numbers with the norm taken to be the absolute value.
P
2 1/2
2. RN or CN with the norm defined by
kxk
=
(
. There are
2
i |xi | )
P
other
however, kxk
= i |xi | or kxk = max
|. Thus
possibilities
1
i |xi
3
3
3
k
k = 3 + 4 = 7, k
k = 9 + 16 = 5, k
k =
4 1
4 2
4
max(3, 4) = 4.
3. Sequences: sequences can be added and multiplied by scalars, and form
a vector space. But there are different ways of taking the length of a
sequence:
P
1
The
space
=
{
(a
)
:
n
n |an | 6 } with norm defined by k(an )k1 =
P
n |an |.
1
2 = { (an ) :
pP
|an |2 .
4. Functions: functions also form a vector space, and different norms can
be defined for them as with sequences
R
The space LR1 = { f : A R : A |f (x)| dx < }, with norm defined
by kf kL1 = A |f (x)|.
R
The space L2 = { f : A R : A |f (x)|2 dx < }, with norm defined
qR
by kf kL2 =
|f (x)|2 dx.
A
The space L = { f : A R : f is measurable, and |f (x)| 6 C a.e. },
with norm defined by kf kL = supx a.e. |f (x)| (i.e. the smallest c such
that |f (x)| 6 c a.e.
The space C = { f : [a, b] R : f is continuous } with kf kC =
kf kL = maxx[a,b] |f (x)|.
Proposition 1.2
Br (x) = rB1 (x/r) = x + Br (0) = x + rB1 (0)
Br (x) = { y : d(x, y) 6 r }
Proof: The first statement is the set equivalent of
d(x, y) < r d(x/r, y/r) < 1 d(0, y x) < r d(0, (y x)/r) < 1
Let a be a limit point of Br (x), so that we can find y Br (x) such that
ky ak < , which implies that ka xk 6 ka yk + ky xk < + r. Hence
a { y : d(x, y) 6 r } as required.
Conversely, suppose d(x, y) 6 r; let a = x + (y x) with 1 /r <
|lambda| < 1. Then ka xk = ||ky xk < r, and ka yk = |1
|kx yk < .
1.0.3
Note
Normed vector spaces are therefore metric spaces, as well as vector spaces.
So we can apply ideas related to both, in particular open/closed sets, limit
points, convergence of sequences, completeness, continuity, compactness, as
well as linear subspaces, linear independence and spanning sets, linear transformations, kernels etc.
Since, at the end of the day, we are interested in issues like convergence
and so on, we say that two norms are equivalent when they induce the same
open sets.
For example, the norms k.k1 , k.k2 and k.k are all equivalent on RN . (But
note that they are not equivalent for sequences or functions! In particular, a
sequence of functions may converge in L1 but not in L or vice-versa.)
1.0.4
Banach Spaces
When the induced metric is complete, the normed vector space is called a
Banach space.
So, a closed linear subspace of a Banach space is itself a Banach space.
1.0.5
Example
Not every norm is complete of course. For example, suppose we take the
vector space of continuous functions f : [0, 1] R with the norm kf k =
R1
|f (x)|. This is indeed a norm but it is not complete, for consider the
0
sequence of continuous functions fn (x) = n(x 21 )[ 1 , 1 +1/n] + ( 1 +1/n,1] ; it is
2 2
2
R1
1
Cauchy since kfn fm k = 0 |fn fm | = 2 |1/n 1/m| 0 as n, m ,
but it does not converge in C[0,R1], because suppose it does i.e. kfn f k 0
1
as n . This means that 0 |fn (x) f (x)| dx 0, which implies that
R1
R1
|f (x)| dx 0, and 1 +1/n |1 f (x)| dx 0, so that f (x) = 0 on [0, 21 )
0
2
1.1
lim xn = lim xn .
.
Proposition 1.4 If M is a linear subspace of X, then so is M
Proof: Let x, y be limit points of M. Then we can find a sequence xn x
. Similarly
and yn y; but xn + yn M, so x + y = limn (xn + yn ) M
x = limn (xn ) M .
For example, the set of polynomials forms a linear subspace of C[0, 1]; its
closure in this space is a closed linear subspace (and hence complete).
4
1.1.1
Series
P
A series is a sequence of vectors obtained by adding, i.e. N
n=0 xn . A series
PN
therefore converges when kP n=0 xn xk 0 as N . It is said to
converge absolutely when n kxn k converges in R.
Quotient Spaces
If M is a closed linear subspace, then we can factor it out and form the space
X/M with addition, scalar multiplication and norm defined by
(x + M) + (y + M) = (x + y) + M,
(x + M) = x + M,
kx + Mk = d(x, M) = inf vM kx vk.
That the addition and scalar multiplication satisfy the axioms of a vector
space is a triviality; let us show that we do indeed get a norm:
k(x + M) + (y + M)k = kx + y + Mk = inf vM kx + y vk
= inf v1 ,v2 M kx + y v1 v2 k
6 inf v1 M kx v1 k + inf v2 M ky v2 k
= kx + Mk + ky + Mk
k(x + M)k = kx + Mk
= inf vM kx vk
= inf uM kx uk
= inf uM ||kx uk
= ||kx + Mk
5
kx + Mk = inf kx vk > 0.
vM
= M x + M = 0 + M.
kx + Mk = 0 inf kx vk = 0 x M
vM
N
X
n=1
(xn + M) (x + M)k = k
1.1.3
N
X
n=1
xn x + Mk 6 k
N
X
n=1
(xn vn ) xk 0
Exercises
1. Show that the norms defined for RN and CN are indeed norms.
2. Show that the norms defined for 1 and are indeed norms.
1
3. Show that the norm
R defined for L is indeed a norm, except that it
may happen that A |f (x)| dx = 0 without f = 0; however from the
theory of Lebesgue integration, in this case we get f = 0a.e., so that
the failure of this axiom is not drastic. In fact we can identify those
functions that are equal almost everywhere into equivalence classes and
work with these, but the notation would be too pedantic to be useful.
4. Suppose that k.k1 and k.k2 are two norms on a vector space X, such
that there are positive constants c, d,
kxk1 6 ckxk2 ,
kxk2 6 dkxk1 .
Show that every ball of norm 1 has a smaller ball of norm 2 with the
same centre, and vice-versa. Deduce that the two norms have the same
open sets. Show that the converse is also true.
5. Show that in RN , the three norms k.k1 , k.k2 and k.k defined previously
are all equivalent. What do the unit balls in each norm look like?
6. Show that if n and xn x then n xn x. In Corollary 1.4,
strictly speaking, we can only immediately deduce that limn (xn +
y) = x + y; give a proper proof of the corollary.
6
P
7. Show that if a series n xn converges, then xn 0. (Hint: convergent
sequences are Cauchy)
8. * Let X be a normed vector space for which every absolutely convergent
series converges. Show that X is complete as follows: let xn be a
Cauchy sequence in X, and let yn := xn+1 xnP
; show that there is a
r
subsequence ynr such that kynr k 6 1/2 and so r kynr k 6 1. Deduce
P
that N
r=0 ynr converges, and hence xn .
T (x) = T x.
6p
|x1 | + . . . + |xN |
P
= q( i |xi |)2
P
=
ij |xi ||xj |
q P
6 12 ij |xi |2 + |xj |2
pP
2
= N
i |xi |
= Nkxk2
0 6 f S, so 0 is in the exterior of f S (since f S is closed), so it is contained
9
for any unit vector u. Hence in general, ckxk2 6 kT xk for any vector x. By
1
2n+1
r
2n
P
ky T (x1 + . . . + xn )k <
P
1
We conclude that x := n xn converges, with kxk 6 n=1 2n+1
= 12 , and
that y = T x. Thus x B1 (0) and y = T x T B1 (0), proving the claim.
10
kT xkY
.
kxkX
|(x)|
.
kxk
Proof: That B(X, Y ) is a vector space is a triviality. The norm is welldefined in the sense that if T is an operator, then kT xk 6 ckxk and kT k 6 c.
Thus,
kT xk 6 kT kkxk.
kS + T k = supx6=0
kSx+T xk
kxk
kT k = supx6=0
6 supx6=0 kSxk
+ supx6=0
kxk
= kSk + kT k
kT xk
kxk
kT xk
kxk
= ||kT k
kT k = 0 kT xk = 0, x = 0,
T =0
11
continuous:
T (x + y) = limn Tn (x + y)
= limn (Tn (x) + Tn (y))
= T (x) + T (y)
T (x) = limn Tn (x)
= limn Tn (x)
= T (x)
kT (x)k 6 kTn (x)k + kT (x) Tn (x)k
6 kTn kkxk + kxk
6 ckxk
Examples
X
n=0
|xn | = kxk1
X
X
kT xk =
|n xn | 6 M
|xn | = Mkxk
n=0
n=0
12
e2inx f (x) dx
0
f () = F f () =
e2ix f (x) dx
R
and similarly for the second case. In fact, one can show further that F :
L1 [0, 1] c0 and F : L1 (R) C0 (R).
R
More generally, any transformation T f () = k(x, )f (x)dx where k(x, )
is a bounded function, is an operator.
2.1
= kk .
(y)
= (y), y Y and kk
X
Y
Proof: Let us try to extend from a functional on Y to a functional on
+ v) = (y) + c
Y + hvi for any vector v. The only possibility is to let (y
13
(where c would be equal to (v)).
Whatever c, this gives a linear map (easy
to check). For certain values of c, this is also continuous:
+ v)| = |(y) + c|
|(y
= |||(y/) + c|
We thus want |(y/) + c| 6 kkky/ + ck, which is equivalent to finding
a c such that
(y) kkky + vk 6 c 6 (y) + ky + vk,
y Y.
y1 , y2
Hence there must be a constant c separating the two sides of the inequality.
6 kk; in fact, equality holds because for y Y , the supremum of
Thus kk
14
Corollary
kxk = sup
6=0
|(x)|
kk
x ()
= kxk.
kk
Completion of X
Given any normed vector space X, the double dual X is a Banach space.
is a closed linear subspace of X , and so is itself
Hence the closure JX
complete i.e. a Banach space. It is called the completion of X, usually
denoted X.
15
2.1.4
Weak convergence
that kTn k = 1 6 0.
There is yet another type of convergence, called weak convergence,
defined as follows Tn T x X, X , Tn x 0 as n .
Pointwise convergence implies weak convergence because Tn x T x and is
continuous. However the converse is again false (see exercise in Chapter 3).
Proposition 2.9 In finite dimensions, all these convergence types are
equivalent.
Proof: Let An A where An , A are matrices. This means that y (An
A)x 0 as n . In particular if we let y = ei , x = ej be basis vectors
component
then An,ij = ei An ej ei Aej = Aij , so that each
of the matrices
An convergesq
to the corresponding component in A. This then implies that
P
2
kAn Ak 6
ij |An,ij Aij | 0.
2.2
The Adjoint T
Proposition 2.10
(S + T ) = S + T , (T ) = T , kT k = kT k.
Proof: (S + T ) (x) = (Sx + T x) = (Sx) + (T x) = S (x) + T (x);
since this is true for all x and all , the result follows.
Similarly, (T ) (x) = (T x) = (T x) = T (x).
kT k = sup
x6=0
= sup sup
6=0 x6=0
|(T x)|
kT xk
= sup sup
kxk
x6=0 6=0 kxkkk
|(T x)|
|T (x)|
kT k
= sup sup
= sup
= kT k
kxkkk
kkkxk
kk
6=0 x6=0
6=0
Proposition 2.11
ker T = (im T ) ,
im T (ker T ) .
Proof: T = 0 x, T (x) = 0 x, (T x) = 0 im T = 0
(im T ) .
Let im T , ie = T . Then for any x ker T , we get that
(x) = T (x) = (T x) = 0.
Proposition 2.12 T has a continuous inverse T and T are onto.
2.2.1
Exercises
= kk.
is well-defined, linear and continuous with kk
R
7. Show that integration, f 7 f , is a functional in L1 by showing that
it is bounded.
1
8. Define the
R functional on the vector space of step functions in L , by
(f ) = f . Use the Hahn-Banach theorem to show that this extends
to a linear and continuous functional on L1 .
qP
2
9. * Show that, for X and Y finite dimensional, then kT k =
ij |Tij | .
18
Sequence Spaces
3.1
The space 1
=
|
i=1
n=N +1 xni |
But
K
X
i=1
as N .
y 1 since
M
X
n=N +1
xni | 6
M
K
X
X
i=1 n=N +1
|xni | 6
n=N +1
kxn k1 0
K
N
K X
N
N
X
X
X
X
|
xni | 6
|xni | 6
kxn k1 6 s
i=1
n=1
i=1 n=1
n=1
Proposition 3.2 Every functional on 1 is of the type (xn ) 7
where (yn ) ,
: 1 C defined by
Proof: Let y ; then the map y
X
(x) =
y
yn xn
n
is well-defined since
|
y (x)| 6
X
n
19
yn xn
(x) =
y
yn (xn ) =
yn xn =
y (x),
|
y (x)| 6 kyk kxk1
3.2
The space
20
is a complete subspace.
Proof: c since xn x implies that (xn ) is bounded. Moreover it is
easily shown to be linear.
c is closed in since let y: let y be a limit point of c ie we can find xn c
such that xn y. Now consider the limits of each of these sequences xn =
limi xn,i . These form a Cauchy sequence since |xn xm | = limi |xn,i
xm,i | 6 kxn xm k 0. So xn y for some y C.
Finally, we can show that limi yi = y since
|yi y| 6 |yi xn,i | + |xn,i xn | + |xn y|
6 3
for large enough n and i. Thus y c, and c is a closed set in .
is a complete subspace.
Proof: It is obvious that c0 c.
c0 is closed in c since if xn y with xn c0 , then by the above proof,
limi yi = 0.
Hence c0 is closed and so complete.
Note that is a complicated space not isomorphic to 1 .
Proposition 3.5
c0 1
P
Proof: (i) Every functional on c0 is of the type (xn ) 7 n yn xn with
(yn ) 1 . First, given (yn ) 1 , this is well-defined because |sumn yn xn | 6
kxk kyk1 ; secondly, this map is a functional because it is linear (as shown in
the previous proposition) and continuous (by the above inequality). Moreover
21
|yn | =
N
X
n=1
(en ) = (
N
X
xn en ) =
en ) 6 kkk(1)k = kk
n=1
hence y 1 .
P
(ii)Let J : 1 c0 be defined by Jy(x) = n yn xn . Then J is linear
as in the previous proof, and itPis isometric since kJyk 6 kyk1 has already
been shown, and |Jy(ei )| = i |yi | (where yi = |yi |, so
X
kJyk >
|yi | = kyk
i
3.3
The space 2
xn yn | 6
X
n
|xn
|2
X
n
|yn |2
pP
Proof: (i) It is easy to show that |ab| 6 (a2 + b2 )/2 for any real numbers
a, b. Hence,
X
X
X
X
X X
(
an bn )2 =
ai bi aj bj 6
(a2i b2j + a2j b2i )/2 =
a2i b2j =
a2i
b2j
n
i,j
i,j
i,j
(ii)
X
n
|xn +yn |2 =
X
n
|xn |2 +|yn |2 +(
xn yn +xn yn ) 6 kxk2 +kyk2 +2kxkkyk = (kxk+kyk)2
22
kxk2 converges.
So as M, N we get
X
X
X
|
xni |2 6 (
kxn k)2
i=1
n=A
n=A
Proposition 3.8
xn y
2 2
Proof: Exercise.
3.4
Function Spaces
23
3.5
Exercises
1. Show that x =
and .
n
5. Let R be the right-shift operator on 1 . What is RP
x? Show that
n
n
R x 6 0, but that R 0. (Recall that (x) =
i yi xi for some
sequence (yi ) )
24
Banach Algebras
Definition A Banach algebra is a Banach space X, over C, with an associative multiplication of vectors with unity such that
(S + T )U = SU + T U,
S(T + U) = ST + SU,
k1k = 1.
4.0.1
Examples
4.1
Definition A function f between Banach algebras is said to be differentiable at T when there is a continuous linear map f (T ) such that for H in
a neighborhood of T ,
f (T + H) = f (T ) + f (T )(H) + o(H)
i.e. ko(H)k/kHk 0 as H 0.
A function is holomorphic when it is differentiable in the sense above
with H = z C, i.e.
f (T + z) = f (T ) + f (T )z + o(z)
We
R shall assumeR the followingRfacts about Rintegration 1. it is linear, with
T F (z)dz = T F (z)dz, 2. k F (z)dzk 6 kF (z)kds.
H(z)
= F (z) + F (z)h + o(h)dh
H
so that k F (w)dwk 6 P erimeter() 6 6 2 .
Now any triangle can be partitioned into a number of triangles each
smaller than . Since the triangle is totally bounded, a single canH be found
that suffices for the whole triangle (using a Lebesgue net). Thus F (w)dw
over the whole triangle is the sum of integrals over the -triangles. The
number of these does not exceed (L/2)2 where L is the largest side of the
triangle, so that
I
k
F (w)dwk 6 6 2 (L/2)2 = c,
27
Proof: enclose the non-holomorphic areas by curves, to form one holomorphic region.
CorollaryR If F is holomorphic in a path-connected region, then
z
the integral a F (w)dw is well-defined, and is holomorphic.
4.2
Power Series
P
n
has a radius of convergence given by R =
Any power series
n=0 an z
1/n
lim inf n |an |
.
Lemma For any T , the sequence kT n k1/n converges to a number denoted
by r(T ).
Proof: It is clear that 0 6 kT n k1/n 6 kT k. Let r(T ) be the infimum
1/N
value of kT n k1/n . We can find an N such that r(T ) 6 kT N k
< r(T ) + .
Although it is not true that the sequence of numbers is decreasing, notice
1/qN
1/N
that kT qN k
6 kT N k . More generally, for any n, let n = qN + r with
0 6 r < N (by the remainder theorem), then we get 0 6 r/n < N/n 0 as
n so that
r(T ) 6 kT n k1/n 6 kT N k
q/n
1
6 kT N k N
kT kr/n
r
(1 n
)
1
N
kT kr/n
6 (kT N k + )(1 + )
6 r(T ) + (kT k + 3)
n
n
Proof:
when kT k <
P kTn k 6 kT k and the right-hand termsPare summable
n
1, so n kT k 6 1/(1 kT k). This implies that n T also converges (since
29
4.3
The invertible elements form a group, which contains 1 and the surrounding
unit ball of elements, extended to the interior of the double cone { T :
6= 0, kT 1k < 1 }, as well as all the operators eT .
Proposition 4.8 The group of invertible elements is an open set, and
the map T 7 T 1 is continuous.
1
so that
(T z + h)1 (T z)1
= (T z)2
h0
h
lim
4.3.1
Exercises
kT k2
1kT k
8. Show that the iteration xn+1 = a+T xn , starting from any x0 , converges
to the fixed point z = a + T z. (Hint: prove first that kxn+1 xn k 6
kT kkxn xn1 k, and then that (xn ) is a Cauchy sequence)
32
4.4
Spectrum of T
Definition
as the set
33
34
Exercises
4.5
Holomorphic Functions f (T )
35
1
an (T z0 ) =
2i
n=
In both cases, an =
1
2i
f (w)(w T )1 dw.
T z0 1
Proof: (i) (w T )1 = (w z0 + z0 T )1 = (w z0 )1 (1 wz
) =
0
1n
n
(T z0 ) since r(T z0 ) < R = |w z0 | by the spectral
n (w z0 )
mapping theorem.
H
H
P
1
1
n 1
Thus,
f
(w)(w
T
)
dw
=
(T
z
)
f (w)(w T )1n dw =
0
n
2i
2i
H
P
1
n
1n
f (w)(w T )
dw.
n an (T z0 ) , with an = 2i
By Cauchys theorem, we can take any curve surrounding the spectrum
of T .
(ii) Continuing the analysis of (i), we also get that on a small circle
around z0 , (wP
T )1 = (w z0 + z0 T )1 = (T z0 )1 (1 (w z0 )(T
1 1
z0 ) ) = n (w z0 )nH(T z0 )n1 . Thus taking
in a clockP the integraln1
1
1
wise direction,
we
get
f
(w)(w
T
)
dw
=
a
(T
z
)
where
0
n n
2i
H
1
n
an = 2i f (w)(w z0 ) dw.
1
kf kL (Br (z0 )) r n1 2r
2
36
= M/r n .
)
(w
T
)
dw
for
6
(T
).
2i
H
1
1
The integral 2i f (w)(w T ) dw exists for any T for which f is holomorphic in a neighborhood of (T ) (since k(w T )1 k Ris continuous in w and
1
bounded since the path is compact; hence kf (T )k 6 2
|f (w)|k(w T )1 kds 6
M.
Definition For any function f : C C that is holomorphic in a
neighborhood of (T ),
I
1
f (T ) :=
f (w)(w T )1 dw
2i
37
(f (T )) = f ((T ))
Proof: Let 6 f ((T )), so (f (z) )1 is holomorphic on the open set
U { z : f (z) = }, which contains (T ). Thus (f (T ) )1 exists, and
6 (f (T )).
()
Conversely, let (T ), and let F (z) := f (z)f
which is holomorphic
z
on (T ) and at . So since (z )F (z) = f (z) f () we get (T )F (T ) =
f (T ) f (). But T is not invertible, and so neither is f (T ) f () i.e.
f () (f (T )).
Examples: We can define log T whenever 0 6 (T ) and one can draw a
contour from 0 to outside kT k (so that one can enclose (T ) by a simple
closed path in which log(z) is holomorphic), but this definition is not unique.
Note that elog T = T .
Furthermore, can define T 1/n (again not unique) with (T 1/n )n = T .
4.5.1
Exercises
4.6
B(X)
N
X
i=1
i (T N )vi =
X
i
i (i N )vi =
N
1
X
i=1
i (i N )vi =
N
X
i vi
i=1
4.6.1
Example
39
Proof: let 6 (T ), then one can easily check that T has the inverse
(T )1 , showing that 6 (T ).
Conversely, let 6 (T ), then by the previous proof 6 (T ). But
X is embedded in X , so that T equals T when restricted to X. However,
we need to show that its inverse can also be restricted to X. We can deduce
that T is 1-1, and we now show it is also onto. Suppose otherwise, so
we can find a non-zero functional in im(T ) = ker(T lambda); hence
T is not 1-1 contrary to our assumption that 6 (T ). Thus T
is 1-1 and onto, and hence its inverse equals the restriction of the inverse of
(T ) . Thus 6 (T ).
4.6.2
Exercises
C -Algebras
40
5.1
Definition
An element T is called normal when T T = T T , selfadjoint when T = T , and unitary when T = T 1 .
Every element can be written as T = A + iB with A and B self-adjoint.
5.1.1
Exercises
41