FUNCTIONAL ANALYSIS Second Edition Balmohan V. Limaye Professor of Mathematics’ Indian Institute of Technology Bombay PUBLISHING FOR ONE WORLO NEW AGE INTERNATIONAL (P) LIMITED, PUBLISHERS New Delhi + Bangalore + Chennai * Cochin * Guwahati + Hyderabad Jalandhar * Kolkata « Lucknow * Mumbai * Ranchi Visit us at www.newagepublishers.comCopyright © 1996, New Age International (P) Ltd., Publishers Published by New Age International (P) Ltd., Publishers Second Edition : 1996 Reprint : 2013 All rights reserved. No part of this book may be reproduced in any form, by photostat, microfilm, xerography, or any other means, or incorporated into any information retrieval system, electronic or mechanical, without the written permission of the copyright owner. E sap rcrra tine 2 Ht ESI ig ear Hanuman Temple), Azad Nagar, Chamaraj . Telefax. 26756820 © Bangalore 37/10. 8th Cross ( Bangalore-560 018, Tel.: (080) 26756823 E-mail: bangalore@newagepublishers.c: © Chennai 26, Damodaran Street, T. 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Joshi Marg, Lower Parel Mumbai- 400 013. Tel.: (022) 24927869, Telefax: 24915415 E-mail: mumbai@newagepublishers.com © New Delhi 22, Golden House, Daryaganj, New Delhi-110 002. Tel.: (011) 23262368 23262370, Telefax: 43551305, E-mail: sales@newagepublishers.com com ISBN (10) : 81-224-0849-4 ISBN (13) : 978-81-224-0849-2 © 299.00 C-13-02-6756 Printed in India at Mohanlal Printers, Delhi. PUBLISHING FOR ONE WORLD NEW AGE INTERNATIONAL (P) LIMITED, PUBLISHERS 7730 A, Darya Ganj, New Delhi-110002 Visit us at www.newagepublishers.comPreface This book is intended to serve as a text for a variety of introduc- tory courses in functional analysis, primarily at the Master's level in a mathematics programme. Functional analysis embodies the ab- stract approach to analysis. It brings out the essence of a problem by clearing out unnecessary details and thus gives a unified treatment of apparently unrelated topics. It highlights the interplay between algebraic structures and distance structures. Since functional analy- sis provides a major link between mathematics and its applications, scientists and enlightened engineers may also find this book useful. The book is based on lecture courses given by the author mainly at the Indian Institute of Technology Bombay. Prerequisites. The reader of this book is expected to know set the- oretic concepts, elements of linear algebra and rudiments of metric spaces. These topics are reviewed in the first three sections. The fourth section contains a brief treatment of the theory of Lebesgue measure on the real line. While this treatment is not indispensable for understanding the subject matter,of the book, it is useful in illus- trating various concepts. The book is elementary in the sense that neither general topological spaces-nor arbitrary measure spaces are discussed anywhere. Plan. The general plan of the book is to impose a distance structure on a linear space, exploit it to the fullest and introduce additional fea- tures only when one cannot get any further without them. Thus the basic structure of a normed space is introduced in Section 5, contin- uous linear maps on it are discussed in Section 6 and the important Hahn-Banach theorems are proved in Section 7. Complete normed spaces (that is, Banach spaces) are introduced in Section 8 and the completeness of a norm is exploited to obtain four major theorems, namely the uniform boundedness principle, the closed graph theorem,iv Preface the open mapping theorem and the bounded inverse theorem in Sec- tions 9; 10 and 11. The consideration of the spectrum of a bounded operator in Section 12 as well as the account of duals and transposes in Section 13 often refer to Banach spaces. While the basic theory of compact operators given in Section 17, 18 and 19 works well on any normed space, the discussion on approximate solutions in Section 20 does need the normed space to be complete. Finally, the geometri- cally significant structure of an inner product space is introduced in Section 21 and complete inner product spaces (that is, Hilbert spaces) are studied in Sections 22, 23 and 24. Bounded operators on Hilbert spaces are considered in Sections 25 to 28 with special reference to the adjoint operation Since some of the readers may be interested only in the richest structure of a Hilbert space, the material in Sections 21 to 28 is kept independent of Sections 5 to 20. Courses. Depending on the number of hours available for instruction and on the maturity of the audience, several courses can be developed by choosing appropriate sections in the book. Some suggestions: (i) A course on Banach spaces and operators on them based on Sections 5 to 14 with additional material from Section 15 on weak and weak* convergence, Section 16 on reflexivity, Appendix A on fixed points, or Appendix B on extreme points. (ii) A course on Hilbert spaces and operators on them based on Sections 21, 22 and 24 to 28 with additional material from Section 23 on approximation and optimization, Appendix C on Sturm-Liouville problems, or Appendix D on unbounded operators and quantum me- chanics. (iii) A course on Banach and Hilbert spaces based on Sections 5 to 8 and 21 to 24 with additional macerial from Section 23 on approx- imation and optimization, Appendix A on fixed points, or Appendix B on extreme points. (iv) A course on bounded operators and compact operators onPreface v normed spaces based on Sections 5 to 13 and 17 to 20 (v) A comprehensive course on Banach and Hilbert spaces, and bounded and compact operators on them based on Sections 5 to 13, 17 to 19, 21, 22 and 24 to 28 with additional material from Sections 14, 15, 16, 20, 23 or Appendices A, B, C, D The essential interdependence of various sections and appendices is indicated in the following diagram. Sees.1 to 4 eee sr al Secs.5 to 8 See: 21 & 22 ep 1 Secs. to 12 Secs.13 & 14 | Sec.24 a = 7 | Secs.25, to 27, Secs.15 & 16 | | a | Secs.17 to 20 | i | Apps A&B App.C App.D Of course, not everything in a given section need be covered. Judi- cious choice of material (ike selecting only some of the corollaries and one or two applications of an important theorem) is very much called for. Here is how a course should not be developed: Include all major theorems in the book and exclude all examples and applications. Arrangement. The book contains seven chapters and four appen- dices. Each chapter begins with a brief introduction summarizing its contents, placing them in context and pointing out some novel features. There are four sections in euch chapter. A typical section dealing with a major result is organized as follows. It begins with a discussion of a basic feature of the main result. A technical re- sult follows in the form of a lemma. The proof of the main result is accomplished by using this lemma in conjunction with other facts al-vi Preface ready developed. Two types of examples follow next. One type shows that some of the hypotheses like completeness, finite dimensionality etc. cannot be dropped. The other type shows how in particular cases interestig consequences are obtained when the hypotheses are, in fact, satisfied. Both types of examples are an integral part of that section and sometimes involve numerical calculations. Occasionally, there is a subsection which forms a part of the section by itself and can be omitted if there is not enough time to cover it. The lemmas, theorems, corollaries and examples are numbered for the purpose of cross reference, but the definitions are not. An extensive index at the end of the book can be used to locate the definitions of new terms. A list of symbols which precedes the index may also be helpful. At the end of each section, a long list of problems, based sequentially on the topics covered in that section, is given. All problems are in the form of statements to be established, obviating the need for a separate list f answers. The problems range from the most easy to the very chal- lenging, for which hints are often provided. Results based on these problems are not used later in the text of the book. Thus the reader is not required to solve these problems, although he is strongly urged to attempt as many of them as he can in order to gain insight. ‘The four appendices at the end of the book are of a different nature as compared to the sections. They point to further areas where the beginnings made in the book can lead. In particular, not all results stated in these appendices are proved and no problems are listed. Approach. We have in general preferred a geometric approach to ar analytic one. It has dictated the kind of proofs given for some major theorems like the Hahn-Banach theorems of Section 7. A few schematic figures, drawn using GLE, are included to help a reader vi- sualize the relevant arguments. Also, the essentially applied approach uf constructing a solution, or at least an approximate one, is adopted rather than just proving the existence or the uniqueness of such a solution. For example, see 12.4, Section 20; 23.2, 27.5(b), 28.7.Preface vii Applications. Many results proved in the book are applied to di- verse areas of mathematics such as classical analysis (generalized lim- its in 7.12, Fourier series in 9.4, 11.2, 15.5 and 22.8(b), convergence of quadrature formulae in 9.5, summability methods in 9.7, the mo- ment problem of Hausdorff in 14.7, the Fourier-Plancherel transform in 26.6), differential and integral equations (the perturbation tech- nique in Section 10, Fredholm integral equations in 19.3, 19.4 and 28.8(b), Sturm-Liouville problems in Appendix C), probability theory (Helly’s selection principle in 15.7), approximation and optimization theory (best approximation in Section 23), fixed point theory (Ap- pendix A), convex programming (Appendix B), as well as to other branches of science such as optimal control theory (quadratic loss control for dynamical systems in 23.6), signal analysis (after 26.6) and quantum mechanics (Appendix D). Treatment. Several standard books on functional analysis have been consulted to treat specific topics covered in the bock. Also, recent research work is cited to indicate the present frontiers of the subject matter, especially of some long-standing open questions. In order to give a historical perspective, statements of most major results are preceded by the names of mathematicians who discovered them and the years of their discovery. Coverage. The book contains enough significant material for a first course in functional analysis. Any introductory book has to leave out some of the finest topics. The present book is no exception. For example, the distribution theory, the spectral theory of bounded self- adjoint operators or the theory of Banach algebras do not find a place here. These are all parts of what is known as linear functional analysis. The fast growing subject of nonlinear functional analysis (including calculus ini Banach spaces) is far beyond the scope of this book. Second edition. This edition differs to some extent from the first edition in style as well as in contents. Hopefully, it is more read-Viii Preface able than the first. It gives more motivation and less formulae. The sections in the first edition on the closed graph theorem, the open mapping theorem, the spectrum of a bounded operator, the Fredholm alternative and the integral equations are reorganized. While consid- ering the spectrum of a bounded operator or of a compact operator, the underlying normed space is not required to be complete. The following additions are made: construction of various quadrature for- mulae in Section 9, relations between the zero spaces and the range spaces of a bounded linear map and its transpose (13.7), the closed range theorem of Banach (13.10), an clementary proof of Eberlein’s theorem on reflexivity (16.5), equivalence of boundedness and weak boundedness of a sequence in a Hilbert space (24.8), a discussion of Hilbert-Schmidt operators (28.2) and an entire section on approxi- mate solutions (Section 20). Some results and examples from the first edition are relegated to the problems in the second edition. The lists of problems are now considerably longer. In order to keep the book size manageable, the chapter on the spectral analysis of self-adjoint operators is reluctantly dropped. Acknowledgments. The book was originally written in 1980 under a project sponsored by the University Grants Commission, New Delhi. During the past fifteen years, several students and teachers have sent me their reactions to the first edition. I am grateful to all of them. The second edition was supported by the Curriculum Development Programme of the Indian Institute of Technology Bombay. Some of my friends, especially M. Thamban Nair and P. Shunmugaraj, have taken great pains to read the new version and suggest improvements. I am indeed indebted to them. I thank C. L. Anthony for processing the manuscript using IATgX. Sabbatical leave granted by the I. I. T. Bombay and encouragement given by my wife Nirmala were crucial for the completion of this edition August 8, 1995 Balmohan V. LimayeContents Chapter I Preliminaries 1 Relations on a Set 1 Linear Spaces and Linear Maps 5 Metric Spaces and Continuous Functions 19 mone Lebesgue Measure and Integration 42 Chapter IT Fundamentals of Normed Spaces 62 Normed Spaces 62 Continuity of Linear Maps 83 Hahn-Banach Theorems 104 Banach Spaces 124 war aa Chapter III Bounded Linear Maps on Banach Spaces 138 9 Uniform Boundedness Principle 138 10 Closed Graph and Open Mapping Theorems 166 11 Bounded Inverse Theorem 182 12 Spectrum of a Bounded Operator 192 ChapterIV Spaces of Bounded Linear Functionals 216 13 Duals and Transposes 216 14 Duals of L?({a,b]) and C((a, 6]) 235 15 Weak and Weak* Convergence 260 16 Reflexivity 280Chapter V Chapter VI Chapter VII Appendix Appendix Appendix Appendix Bibliography Contents Compact Operators on Normed Spaces 302 17 Compact Linear Maps 302 18 Spectrum of a Compact Operator 317 19 Fredholm Alternative 333 20 Approximate Solutions 346 Geometry of Hilbert Spaces 367 21 Inner Product Spaces 367 22 Orthonormal Sets 381 23 Approximation and Optimization 402 24 Projection and Riesz Representation Theorems 420 Bounded Operators on Hilbert Spaces 441 25 Bounded Operators and Adjoints 442 : 26 Normal, Unitary and Self-Adjoint Operators 460 27 Spectrum and Numerical Range 483 28 Compact Self-Adjoint Operators 504 A. Fixed Points 528 B Extreme Points 541 C. Sturm-Liouville Problems 553 D_ Unbounded Operators and Quantum Mechanics 571 591 List of Symbols 597 Index 601Chapter I Preliminaries This chapter prepares the reader for undertaking a study of functional analysis. Basic notions of set theory are given in Section 1. Linear spaces and metric spaces are introduced in Section 2 and 3, respe-- tively. Korovkin’s theorem for positive linear maps is employed to obtain some important approximation results. A review of the theory of Lebesgue measure on the real line is given in Section 4. A brief discussion of Fourier series and integrals concludes this section, which will provide numerous examples of subsequent results. 1 Relations on a Set As a deductive science, mathematics rests on the theory of sets as its foundation. A ‘set? is supposed to be made up of its ‘elements’. In other words, certain elements ‘belong to’ a set while certain others do not. The notation ¢ and ¢ are used to denote ‘belongs to’ and ‘does not belong to’. It was realized at the turn of this century that not every collec- tion of elements can be allowed to constitute a set without leading to paradoxes. One such famous paradox is due to Russell (1901). Suppose we allow as sets, things T where T could ‘belong to’ itself. Let S be the set of all things 7 such that T ¢ T. Then it is easily seen that $ € § if and only if S ¢ S, which is clearly paradoxical. To understand this phenomenon better, consider the following real life example. In a town lives a barber who shaves exactly all those who do not shave themselves. The question is whether the barber shaves himself, Answer: The barber shaves himself if and only if he2 Chapter I Preliminaries does not shave himself! Here the set 5 of all those who do not shave themselves is represented by the barber and the question reduces to Russell's paradox. In order to avoid such paradoxes, some restrictions have to be put on what one should call sets. These are formulated in various axiom systems for the theory of sets. The one that we shall tacitly follow is due to Zermelo and Frankel (1908). (See, for example, [12]). We do not wish to develop such a set theory here. The preceding remarks are made only to put things in a proper perspective. We shall assume familiarity with the elementary notions in set theory such as a subset (C), union (U), intersection (N), complemen- tation (E*), and also with finite and infinite sets. A set is called denumerable if it is in one to one correspondence with the set of all natural numbers and it is called countable if it is either finite or denumerable. We shall denote the empty set by 0. A relation on a set X is a subset of the cartesian product XxX = {(e,y) : 2,y € X}. We consider three important types of relations on a set. These will be extensively used in the sequel. A relation R on a set X is called a function if (z,y),(2,z) € R implies that y = z. The set {2 € X : (z,y) € R for some y € X} is called the domain of the function and the set {y € X : (2,y) € R for some z € X} is called the range of the function. Thus a function associates to every element in its domain a unique element in its range. Let now X, and X be two sets and X = X,UXy. If Fisa function on X such that the domain of F is X; and the range of F is contained in Xz, we shall adopt the usual notation F : X — Xp with F(21) = 22 if and only if (21,22) € F. IY C Xj, then Fly will denote the restriction of F to Y, obtained by restricting 1 to belong to Y. Also, if ¥ C X; then F~(Y) will denote the inverse image {z, © X : F(a:) € Y} of Y under F. If F(z:) = F(y:) implies that 2; = y1, then F is said to be injective or one-to-one. If for every z_ € X; there is some 2; € X; with F(z:) = a2, then F is said to be1 Relations on a Set 3 surjective or F is said to map X, onto Xz. A function F is said to be bijective if it is injective as well as surjective. If F is a bijective and F(2;) = 22, then F~1(z,) = 2; defines the inverse F~! of F. If F: X, + X; and @: X; > Xs, then the composition of F and G is the function GoF' : X, -» Xs given by (GoF)(z1) = G(F(21)) for a €X. - A relation R on a set X is called an equivalence relation if (i) B is reflexive, that is, (2,2) € R for every 2 € X, (ii) R is symmetric, that is, (z,y) € R implies that (y,z) € R and (iii) R is transitive, that is, (z,y),(y,z) € R implies that (2,z) € R. An equivalence relation R on X partitions the set X into a collection of subsets, each of which is called an equivalence class. Two elements 2 and y are in the same equivalence class if and only if (x,y) € R. We shall write 2 ~ y if (x,y) € R. The equivalence classes are mutually disjoint and their union is X. For example, the set of all straight lines in the plane can be partitioned into equivalence classes so that two straight lines are equivalent if and only if they are parallel. A relation R on a set X is called a partial order if R is (i) reflex- ive, (ii) antisymmetric, that is, (z,y),(y,z) € R implies that 2 = y and (iii) transitive. A partial order R thus differs from an equivalence relation only in symmetry. We shall write 2 < y if (2,y) € R.A partially ordered set is a set X together with a partial order on it. For Y C X and 2 € X, ify < 2 for every y € Y, then z is said to be an upper bound for Y in X. If 2 < y implies that 2 = y for every y € X, then a is said to be maximal in X. It should be noted that maximal elements may not exist at all or may exist in plenty. Natural numbers with the usual order contain no maximal element. On the other hand, let us consider the set of all branches of a given tree at a given time, and put a partial order on it by letting b, < by if the branch b; has grown out of the branch b,. Then all the most newly formed branches are maximal. The tree in Figure 1 has ten maximal4 Chapter ] Preliminaries branches. Finally, we define a totally ordered set to be a partially ordered set X in which ,y € X implies that 2 < y or y < @, that is, any two elements of X are comparable. The natural numbers are totally ordered, but the branches of a tree are not. Figure 1 We now state an additional axiom of set theory. Zorn’s lemma Let X be a nonempty partially ordered set such that every totally ordered subset of X has an upper bound in X. Then X contains a maximal element. Several remarks are in order. First of all, although this statement is called a lemma, it is an axiom of set theory. In fact, it can be shown to be equivalent to the following. Axiom of choice If I is a nonempty set and X; is a nonempty set for every i € J, then there exists a function F : I > U{X;:i € I} such that F(i) € X, for every i € I. While the selection procedure in the axiom of choice seems to be readily acceptable, it has seen proved to be independent of the2 Linear Spaces and Linear Maps 5, Zermelo-Frankel axiom system. It was shown by Gédel (1940) and+ Cohen (1963) that if the Zermelo-Frankel axiom system is consistent, then it remains consistent together with the axiom of choice and also together with the negation of the axiom of choice. We shall find life much easier if we assume that the axiom of choice holds. We shall do so by assuming Zorn’s lemma to be valid. Of course, it must be pointed out that Zorn’s lemma is an existential statement. It asserts the existence of a maximal element in a set under certain conditions, but gives no clue for finding such an element. We are thus at a disadvantage from the point of view of constriction procedures. A good account of the constructive methods in analysis (which does not assume Zorn’s lemma) can be found in [4]. 2 Linear Spaces and Linear Maps We introduce an algebraic structure on a set X and study functions on X which are well-behaved with respect to this structure. From now onwards, K will denote either R, the set of all real numbers or C, the set of all complex numbers. For k € C, Rek and Im k will denote the real part and the imaginary part of k. A linear space (or a vector space) over K is a nonempty set X along with a function + : XxX — X, called addition, and a function -: Kx X —» X, called scalar multiplication, such that for all z,y,z € X and k,l € K, we have ety=ytz, et+(y+2)=(e£+y)+z, there exists 0 € X such that 2 +0 = 2, there exists —2 € X such that «+ (—z)6 Chapter I’ Preliminaries ke(2xty)=k-atk-y, a —- (kl) 2 =k-(l-2), 1c We shall write kz in place of k-z. We shall also adopt the following notations. For z,y € X,k € K and subsets E, F of X, e+F={e+y:ye€F}, E+ F={e+y:26€ Eye E}, kE = {kes 2 € E}. Let X be a linear space (over K). A subset E of X is said to be convex if rz +(1—r)y € B whenever 2,y € Eand0 For 2 €.X with 2 = aaj +--+ + an_, we have re)-$ (ors) i=118 Chapter I Preliminaries where m = max{my,...,m,} and k,; = 0 if mj m and all J Ljee.jm. Hence bass = baz = ++ = 0, so that F(z) € X. It is easy to check that Fis a linear map from X to X If we fix to € K and let f(x) = e(to) for e € X, then f is a linear functional on X. For example, if to = 1, then fore = ayz1-+)-:-+anen, we have fle) =a, +--+ aq. (c) Consider the set X of all functions from the interval (0,1] to K. Let X, = {2 € X : @ is Riemann integrable}, ¥, = {2 € X : vis continuous} and X; = {x € X : 2 is differentiable}. Let F, : X; + Y, and Fy: X, > X be defined by F(2)(.) = f z(t)dt and R(z#)(s)=2(s) for0 0 and d(z,y) =O if and only if 2 dy,2) = d(z,y), d(z,y) S d(x,z) +d(z,y). IV The last condition is known as the triangle inequality. A metric space is a nonempty set X along with a metric on it As a trivial example of a metric on a nonempty set X, let for rye X, : : 0, ifz=y dz,y)=4° , (2,0) { 1, ifedy. This metric is known as the discrete metric on X. Next, let X = K", where n = 1,2,.... For ¢ = (2(1),...,2(n)) and y = (y(1),...,4(n)) in K®, let (2,9) = Solel) —v)]_ and dao(2,¥) = goax lai) — vla)h j=l ws Since |x(j) — y(7)| < |e(9) — 2(9)| + |2(3) — y(9)| for all 2() € K, it is easy to see that d, and d,, are metrics on K”. Also, for 1 < p < oo and 2, y € K™, let : ap ,(2,¥) = (% ial) -wr) To show that dp is a metric on K”, we prove the following inequalities.20 Chapter I Preliminaries 3.1 Lemma Let a;,5; €K,j =1,..... For 1

0 and b > 0, we show that If b= 0, then this inequality is obvious. Let then b > 0. Consider the function a(t) == tt 0 7 Then 2'(t) = (1— injes for all t > 0. Since 2'(t) < 0 for all t <1 and 2'(t) > 0 for all t > 1, we obtain 2(t) > 2(1) = 0, that is, peels th po, q P Letting t = a/b%, we obtain the desired result. 1a fp ) and B= Dy Ha=0 or B = 0, then both sides of Hélder’s inequality are equal to zero So assume a > 0 and f > 0. Letting a = |a,|/o and b = {b;|/@ for j=1,...,n in the auxiliary result proved above, we have Now consider a = (= la. 1b, |93 Metric Spaces and Continuous Functious 21 Hence We remark that if p = 2, then Hilder’s inequality can be easily proved as follows: = Silas? +297 a,b,a,b,! yu feat Be Vitasbj? + 1a4/?) ney (b) If p = 1, then the result is obvious since fa; + bj) < juy! + 1)! for j =1,...,m. Assume now that 1 < p < 00. Then by (a) above, + STYyllay) #8 jt Di(lay! + 1st)? jal } 4 3 Fl fin : 2 wt) | ele ‘ oy jaa since (p — 1)q = p. Again, since 1 1/q = 1/p, we have lp n Ap r) + (Si) As |a, +b,| < Ja;| + {b,| for all j = 1,...1, the desired result follows. . Lp [Se _ wir s =