Linear Al Alys Is 2022

MMAT 5010: LINEAR ANALYSIS (2022-23 1ST TERM)
CHI-WAI LEUNG
1. Lecture 1
Throughout this note, we always denote K by the real field R or the complex field C. Let N be
the set of all natural numbers. Also, we write a sequence of numbers as a function x : {1, 2, ...} → K
or xi := x(i) for i = 1, 2....
Definition 1.1. Let X be a vector space over the field K. A function ∥ · ∥ : X → R is called a
norm on X if it satisfies the following conditions.
(i) ∥x∥ ≥ 0 for all x ∈ X and ∥x∥ = 0 if and only if x = 0.
(ii) ∥αx∥ = |α|∥x∥ for all α ∈ K and x ∈ X.
(iii) ∥x + y∥ ≤ ∥x∥ + ∥y∥ for all x, y ∈ X.
In this case, the pair (X, ∥ · ∥) is called a normed space.
Remark 1.2. Recall that a metric space is a non-empty set Z together with a function, ( called a
metric), d : Z × Z → R that satisfies the following conditions:
(i) d(x, y) ≥ 0 for all x, y ∈ Z; and d(x, y) = 0 if and only if x = y.
(ii) d(x, y) = d(y, x) for all x, y ∈ Z.
(iii) d(x, y) ≤ d(x, z) + d(z, y) for all x, y and z in Z.
For a normed space (X, ∥ · ∥), if we define d(x, y) := ∥x − y∥ for x, y ∈ X, then X becomes a metric
space under the metric d.
The following examples are important classes in the study of functional analysis.
Example 1.3. Consider X = Kn . Put

n
X 1/p
∥x∥p := |xi |p and ∥x∥∞ := max |xi |
i=1,...,n
i=1
for 1 ≤ p < ∞ and x = (x1 , ..., xn ) ∈ Kn .
Then ∥ · ∥p (called the usual norm as p=2) and ∥ · ∥∞ (called the sup-norm) all are norms on Kn .
Example 1.4. Put
c0 := {(x(i)) : x(i) ∈ K, lim |x(i)| = 0}(called the null sequnce space)
and
ℓ∞ := {(x(i)) : x(i) ∈ K, sup |x(i)| < ∞}.
i
Then c0 is a subspace of ℓ∞ . The sup-norm ∥ · ∥∞ on ℓ∞ is defined by
∥x∥∞ := sup |x(i)|
i
Date: September 3, 2022.

1
2 CHI-WAI LEUNG
for x ∈ ℓ∞ . Let
c00 := {(x(i)) : there are only finitly many x(i)’s are non-zero}.
Also, c00 is endowed with the sup-norm defined above and is called the finite sequence space.
Example 1.5. For 1 ≤ p < ∞, put

∞
X
ℓp := {(x(i)) : x(i) ∈ K, |x(i)|p < ∞}.
i=1
Also, ℓp is equipped with the norm
∞
X 1
∥x∥p := ( |x(i)|p ) p
i=1
for x ∈ ℓp . Then ∥ · ∥p is a norm on ℓp (see [2, Section 9.1]).
Example 1.6. Let C b (R) be the space of all bounded continuous R-valued functions f on R.
Now C b (R) is endowed with the sup-norm, that is,
∥f ∥∞ = sup |f (x)|
x∈R
for every f ∈ C b (R).

Then ∥ · ∥∞ is a norm on C b (R).
Also, we consider the following
subspaces of C b (X).
Let C0 (R) resp. Cc (R) be the space of all continuous R-valued functions f on R which vanish
at infinity (resp. have compact supports), that is, for every ε > 0, there is a K > 0 such that
|f (x)| < ε (resp. f (x) ≡ 0) for all |x| > K.
It is clear that we have Cc (R) ⊆ C0 (R) ⊆ C b (R).
Now C0 (R) and Cc (R) are endowed with the sup-norm ∥ · ∥∞ .
From now on, we always let X be a normed sapce.
Definition 1.7. We say that a sequence (xn ) in X converges to an element a ∈ X if lim ∥xn −a∥ =
0, that is, for any ε > 0, there is N ∈ N such that ∥xn − a∥ < ε for all n ≥ N .
In this case, (xn ) is said to be convergent and a is called a limit of the sequence (xn ).
Remark 1.8.
(i) If (xn ) is a convergence sequence in X, then its limit is unique. In fact, if a and b both are the lim-
its of (xn ), then we have ∥a−b∥ ≤ ∥a−xn ∥+∥xn −b∥ → 0. So, ∥a−b∥ = 0 which implies that a = b.
We write lim xn for the limit of (xn ) provided the limit exists.
(ii) The definition of a convergent sequence (xn ) depends on the underling space where the sequence
(xn ) sits in. For example, for each n = 1, 2..., let xn (i) := 1/i as 1 ≤ i ≤ n and xn (i) = 0 as i > n.
Then (xn ) is a convergent sequence in ℓ∞ but it is not convergent in c00 .
The following is one of the basic properties of a normed space. The proof is directly shown by
the triangle inequality and a simple fact that every convergent sequence (xn ) must be bounded, i.e.,
there is a positive number M such that ∥xn ∥ ≤ M for all n = 1, 2, ....
Proposition 1.9. The addition + : (x, y) ∈ X × X 7→ x + y ∈ X and the scalar multiplication

• : (λ, x) ∈ K × X 7→ λx ∈ X both are continuous maps. More precisely, if the convergent sequences
3
xn → x and yn → y in X, then we have xn + yn → x + y. Similarly, if a sequence of numbers

λn → λ in K, then we also have λn xn → λx.
A sequence (xn ) in X is called a Cauchy sequence if for any ε > 0, there is N ∈ N such that
∥xm − xn ∥ < ε for all m, n ≥ N . We have the following simple observation.
Proposition 1.10. Every convergent sequence in X is a Cauchy sequence.

Proof. Let (xn ) be a convergent sequence with the limit a in X. Then for any ε > 0, there is
a positive integer N such that ∥xn − a∥ < ε for all n ≥ N . This implies that ∥xm − xn ∥ ≤
∥xn − a∥ + ∥a − xm ∥ < 2ε for all m, n ≥ N . Thus, (xn ) is a Cauchy sequence. □
Remark 1.11. The converse of Proposition 1.10 does not hold.

For example, let X be the finite sequence space (c00 , ∥ · ∥∞ ). If we consider the sequence xn :=
(1, 1/2, 1/3, ..., 1/n, 0, 0, ...) ∈ c00 , then (xn ) is a Cauchy sequence but it is not a convergent sequence
in c00 .
In fact, if we are given any element a ∈ c00 , then there exists a positive integer N such that a(i) = 0
for all i ≥ N . Thus we always have ∥xn − a∥∞ ≥ 1/N for all n ≥ N and thus, ∥xn − a∥∞ ↛ 0.
This implies that the sequence (xn ) does not converge to any element in c00 .
The following notation plays an important role in mathematics.
Definition 1.12. A normed space X is said to be a Banach space if every Cauchy sequence in X
must be convergent. The space X is also said to be complete in this case.
Example 1.13. With the notation as above, we have the following examples of Banach spaces.
(i) If Kn is equipped with the usual norm, then Kn is a Banach space.
(ii) ℓ∞ is a Banach space. In fact, if (xn ) is a Cauchy sequence in ℓ∞ , then for any ε > 0,
there is N ∈ N, we have
|xn (i) − xm (i)| ≤ ∥xn − xm ∥∞ < ε
for all m, n ≥ N and i = 1, 2..... Thus, if we fix i = 1, 2, .., then (xn (i))∞
n=1 is a Cauchy
sequence in K. Since K is complete, the limit limn xn (i) exists in K for all i = 1, 2.... Nor
for each i = 1, 2..., we put z(i) := limn xn (i) ∈ K. Then we have z ∈ ℓ∞ and ∥z −xn ∥∞ → 0.
So, limn xn = z ∈ ℓ∞ (Check !!!!). Thus ℓ∞ is a Banach space.
(iii) ℓp is a Banach space for 1 ≤ p < ∞. The proof is similar to the case of ℓ∞ .
(iv) C[a, b] is a Banach space.
(v) Let C0 (R) be the space of all continuous R-valued functions f on R which are vanish at
infinity, that is, for every ε > 0, there is a M > 0 such that |f (x)| < ε for all |x| > M .
Now C0 (R) is endowed with the sup-norm, that is,
∥f ∥∞ = sup |f (x)|
x∈R
for every f ∈ C0 (R). Then C0 (R) is a Banach space.
Notation 1.14. For r > 0 and x ∈ X, let

(i) B(x, r) := {y ∈ X : ∥x − y∥ < r} (called an open ball with the center at x of radius r) and
B ∗ (x, r) := {y ∈ X : 0 < ∥x − y∥ < r}
(ii) B(x, r) := {y ∈ X : ∥x − y∥ ≤ r} (called a closed ball with the center at x of radius r).
4 CHI-WAI LEUNG
Put BX := {x ∈ X : ∥x∥ ≤ 1} and SX := {x ∈ X : ∥x∥ = 1} the closed unit ball and the unit
sphere of X respectively.
Definition 1.15. Let A be a subset of X.
(i) A point a ∈ A is called an interior point of A if there is r > 0 such that B(a, r) ⊆ A. Write
int(A) for the set of all interior points of A.
(ii) A is called an open subset of X if int(A) = A.
Example 1.16. We keep the notation as above.

(i) Let Z and Q denote the set of all integers and rational numbers respectively If Z and Q both
are viewed as the subsets of R, then int(Z) and int(Q) both are empty.
(ii) The open interval (0, 1) is an open subset of R but it is not an open subset of R2 . In fact,
int(0, 1) = (0, 1) if (0, 1) is considered as a subset of R but int(0, 1) = ∅ while (0, 1) is
viewed as a subset of R2 .
(iii) Every open ball is an open subset of X (Check!!).
Definition 1.17. Let A be a subset of X.

(i) A point z ∈ X is called a limit point of A if for any ε > 0, there is an element a ∈ A such
that 0 < ∥z − a∥ < ε, that is, B ∗ (z, ε) ∩ A ̸= ∅ for all ε > 0.
Furthermore, if A contains the set of all its limit points, then A is said to be closed in X.
(ii) The closure of A, write A, is defined by
A := A ∪ {z ∈ X : z is a limit point of A}.
Remark 1.18. With the notation as above:

(i) A set A is closed if and only if the following condition holds:
if (xn ) is a sequence in A and is convergent in X, then lim xn ∈ A.
(ii) A point z ∈ A if and only if B(z, r) ∩ A ̸= ∅ for all r > 0. This is also equivalent to
saying that there is a sequence (xn ) in A such that xn → a. In fact, this can be shown by
considering r = n1 for n = 1, 2....
Proposition 1.19. With the notation as before, we have the following assertions.
(i) A is closed in X if and only if its complement X \ A is open in X.
(ii) The closure A is the smallest closed subset of X containing A. The ”smallest” in here
means that if F is a closed subset containing A, then A ⊆ F .
Consequently, A is closed if and only if A = A.
Proof. If A is empty, then the assertions (i) and (ii) both are obvious. Now assume that A ̸= ∅.
For part (i), let C = X \ A and b ∈ C. Suppose that A is closed in X. If there exists an element
b ∈ C \ int(C), then B(b, r) ⫅̸ C for all r > 0. This implies that B(b, r) ∩ A ̸= ∅ for all r > 0 and
hence, b is a limit point of A since b ∈ / A. It contradicts to the closeness of A. So, C = int(C) and
thus, C is open.
For the converse of (i), assume that C is open in X. Assume that A has a limit point z but z ∈ / A.
Since z ∈ / A, z ∈ C = int(C) because C is open. Hence, we can find r > 0 such that B(z, r) ⊆ C.
This gives B(z, r) ∩ A = ∅. This contradicts to the assumption of z being a limit point of A. So,
A must contain all of its limit points and hence, it is closed.
For part (ii), we first claim that A is closed. Let z be a limit point of A. Let r > 0. Then there
is w ∈ B ∗ (z, r) ∩ A. Choose 0 < r1 < r small enough such that B(w, r1 ) ⊆ B ∗ (z, r). Since w is a
limit point of A, we have ∅ = ̸ B ∗ (w, r1 ) ∩ A ⊆ B ∗ (z, r) ∩ A. So, z is a limit point of A. Thus, z ∈ A
as required. This implies that A is closed.
It is clear that A is the smallest closed set containing A.
5
The last assertion follows from the minimality of the closed sets containing A immediately.
The proof is finished. □
Example 1.20. Retains all notation as above. We have c00 = c0 ⊆ ℓ∞ .

Consequently, c0 is a closed subspace of ℓ∞ but c00 is not.
Proof. We first claim that c00 ⊆ c0 . Let z ∈ ℓ∞ . It suffices to show that if z ∈ c00 , then z ∈ c0 , that
is, lim z(i) = 0. Let ε > 0. Then there is x ∈ B(z, ε) ∩ c00 and hence, we have |x(i) − z(i)| < ε for
i→∞
all i = 1, 2..... Since x ∈ c00 , there is i0 ∈ N such that x(i) = 0 for all i ≥ i0 . Therefore, we have
|z(i)| = |z(i) − x(i)| < ε for all i ≥ i0 . So, z ∈ c0 as desired.
For the reverse inclusion, let w ∈ c0 . It needs to show that B(w, r) ∩ c00 ̸= ∅ for all r > 0. Let
r > 0. Since w ∈ c0 , there is i0 such that |w(i)| < r for all i ≥ i0 . If we let x(i) = w(i) for 1 ≤ i < i0
and x(i) = 0 for i ≥ i0 , then x ∈ c00 and ∥x − w∥∞ := sup |x(i) − w(i)| < r as required. □
i=1,2...
Proposition 1.21. Let Y be a subspace of a Banach space X. Then Y is a Banach space if and
only if Y is closed in X.
Proof. For the necessary condition, we assume that Y is a Banach space. Let z ∈ Y . Then there
is a convergent sequence (yn ) in Y such that yn → z. Since (yn ) is convergent, it is also a Cauchy
sequence in Y . Then (yn ) is also a convergent sequence in Y because Y is a Banach space. So,
z ∈ Y . This implies that Y = Y and hence, Y is closed.
For the converse statement, assume that Y is closed. Let (zn ) be a Cauchy sequence in Y . Then
it is also a Cauchy sequence in X. Since X is complete, z := lim zn exists in X. Note that z ∈ Y
because Y is closed. So, (zn ) is convergent in Y . Thus, Y is complete as desired. □
Corollary 1.22. c0 is a Banach space but the finite sequence c00 is not.
Proposition 1.23. Let (X, ∥ · ∥) be a normed space. Then there is a normed space (X0 , ∥ · ∥0 ),
together with a linear map i : X → X0 , satisfy the following condition.
(i) X0 is a Banach space.
(ii) The map i is an isometry, that is, ∥i(x)∥0 = ∥x∥ for all x ∈ X.
(iii) the image i(X) is dense in X0 , that is, i(X) = X0 .
Moreover, such pair (X0 , i) is unique up to isometric isomorphism in the following sense: if (W, ∥ ·
∥1 ) is a Banach space and an isometry j : X → W is an isometry such that j(X) = W , then there
is an isometric isomorphism ψ from X0 onto W such that
j = ψ ◦ i : X → X0 → W.
In this case, the pair (X0 , i) is called the completion of X.
Example 1.24. Proposition 1.23 cannot give an explicit form of the completion of a given normed
space. The following examples are basically due to the uniqueness of the completion.
(i) If X is a Banach space, then the completion of X is itself.
(ii) By Corollary 1.22, the completion of the finite sequence space c00 is the null sequence space
c0 .
(iii) The completion of Cc (R) is C0 (R).
6 CHI-WAI LEUNG
2. Lecture 2
Throughout this section, (X, d) always denotes a metric space. Let (xn ) be a sequence in X.
Recall that a subsequence (xnk )∞ ∞
k=1 of (xn ) means that (nk )k=1 is a sequence of positive integers
satisfying n1 < n2 < · · · < nk < nk+1 < · · · , that is, such sequence (nk ) can be viewed as a strictly
increasing function n : k ∈ {1, 2, ..} 7→ nk ∈ {1, 2, ...}.
In this case, note that for each positive integer N , there is K ∈ N such that nK ≥ N and thus we
have nk ≥ N for all k ≥ K.
Proposition 2.1. Let (xn ) be a sequence in X. Then the following statements are equivalent.
(i) (xn ) is convergent.
(ii) Any subsequence (xnk ) of (xn ) converges to the same limit.
(iii) Any subsequence (xnk ) of (xn ) is convergent.
Proof. Part (ii) ⇒(i) is clear because the sequence (xn ) is also a subsequence of itself.
For the Part (i) ⇒ (ii), assume that lim xn = a ∈ X exists. Let (xnk ) be a subsequence of (xn ).
We claim that lim xnk = a. Let ε > 0. In fact, since lim xn = a, there is a positive integer N such
that d(a, xn ) < ε for all n ≥ N . Notice that by the definition of a subsequence, there is a positive
integer K such that nk ≥ N for all k ≥ K. So, we see that d(a, xnk ) < ε for all k ≥ K. Thus we
have limk→∞ xnk = a.
Part (ii) ⇒ (iii) is clear.
It remains to show Part (iii) ⇒ (ii). Suppose that there are two subsequences (xni )∞ i=1 and
(xmi )∞
i=1 converge to distinct limits. Now put k1 := n 1 . Choose m i ′ such that n1 < mi′ and then
put k2 := mi′ . Then we choose ni such that k2 < ni and put k3 for such ni . To repeat the same
step, we can get a subsequence (xki )∞ i=1 of (xn ) such that xk2i = xni′ for some ni′ and xk2i−1 = xmj ′
for some mj ′ . Since by the assumption limi xni ̸= limi xmi , limi xki does not exist which leads to a
contradiction.
We now recall the following important theorem in R (see [1, Theorem 3.4.8]).
Theorem 2.2. Bolzano-Weierstrass Theorem Every bounded sequence in R has a convergent
subsequence.
Definition 2.3. X is said to be compact if for every sequence in X has a convergent subsequence.
In particular, a subset A of X is compact if every sequence in A has a convergent subsequence with
the limit in A.
Example 2.4. (i) Every closed and bounded interval is compact.
In fact, if (xn ) is any sequence in a closed and bounded interval [a, b], then (xn ) is bounded.
Then by Bolzano-Weierstrass Theorem (see [1, Theorem 3.4.8]), (xn ) has a convergent
subsequence (xnk ). Notice that since a ≤ xnk ≤ b for all k, then a ≤ limk xnk ≤ b, and thus
limk xnk ∈ [a, b]. Therefore A is sequentially compact.
(ii) (0, 1] is not sequentially compact. In fact, if we consider xn = 1/n, then (xn ) is a sequence
in (0, 1] but it has no convergent subsequence with the limit sitting in (0, 1].
Proposition 2.5. If A is a compact subset of X, then A must be a closed and bounded subset of
X.
Proof. We first claim that A is bounded. Suppose not. We suppose that A is unbounded. If we
fix an element x1 ∈ A, then there is x2 ∈ A such that d(x1 , x2 ) > 1. Using the unboundedness of
A, we can find an element x3 in A such that d(x3 , xk ) > 1 for k = 1, 2. To repeat the same step,
we can find a sequence (xn ) in A such that d(xn , xm ) > 1 for n ̸= m. Thus A has no convergent
subsequence. Thus A must be bounded
Finally, we show that A is closed in X. Let (xn ) be a sequence in A and it is convergent. It needs
7
to show that limn xn ∈ A. Note that since A is compact, (xn ) has a convergent subsequence (xnk )
such that limk xnk ∈ A. Then by Proposition 2.1, we see that limn xn = limk xnk ∈ A. The proof
is finished. □
Corollary 2.6. Let A be a subset of R. Then A is compact if and only if A is a closed and bounded
subset.
Proof. The necessary part follows from Proposition 2.5 at once.
Now suppose that A is closed and bounded. Let (xn ) be a sequence in A and thus (xn ) is a bounded
sequence in R. Then by the Bolzano-Weierstrass Theorem, (xn ) has a subsequence (xnk ) which is
convergent in R. Since A is closed, limk xnk ∈ A. Therefore, A is sequentially compact. □
Remark 2.7. From Corollary 2.6, we see that the converse of Proposition 2.5 holds when X = R,
but it does not hold in general. For example, if X = ℓ∞ (N) and A is the closed unit ball in ℓ∞ (N),
that is A := {x ∈ ℓ∞ (N) : ∥x∥∞ ≤ 1}, then A is closed and bounded subset of ℓ∞ (N) but it is not
sequentially compact. Indeed, if we put en := (en,i )∞ ∞
i=1 ∈ ℓ (N), where en,i = 1 as i = n; otherwise,
en,i = 0. Then (en ) is a sequence in A but it has no convergent subsequence because ∥en −em ∥∞ = 2
for n ̸= m.
3. Lecture 3
Definition 3.1. We say that two norms ∥ · ∥ and ∥ · ∥′ on a vector space X are equivalent, write
∥ · ∥ ∼ ∥ · ∥′ , if there are positive numbers c1 and c2 such that c1 ∥ · ∥ ≤ ∥ · ∥′ ≤ c2 ∥ · ∥ on X.
Example 3.2. Consider the norms ∥ · ∥1 and ∥ · ∥∞ on ℓ1 . We are going to show that ∥ · ∥1 and
∥ · ∥∞ are not equivalent. In fact, if we put xn (i) := (1, 1/2, ..., 1/n, 0, 0, ....) for n, i = 1, 2.... Then
xn ∈ ℓ1 for all n. Notice that (xn ) is a Cauchy sequence with respect to the norm ∥ · ∥∞ but it is
not a Cauchy sequence with respect to the norm ∥ · ∥1 . Hence ∥ · ∥1 ≁ ∥ · ∥∞ on ℓ1 .
Example 3.3. Recall that the space L∞ ([0, 1]) is the set of all essential bounded functions defined
on [0, 1], that is, the set of all R-valued functions f defined on [0, 1] such that there is M > 0
satisfying the condition: λ{x ∈ [0, 1] : |f (x)| > M } = 0, where λ denotes the Lebesgue measure on
[0, 1]. In this case,
∥f ∥∞ := inf{M : λ{x ∈ [0, 1] : |f (x)| > M } = 0}.
On the other hand, L1 [0, 1] denotes the space of all integrable functions on [0, 1], that is the set of
measurable R-valued functions on [0, 1] satisfying the condition:
Z 1
|f (x)|dλ(x) < ∞.
0
R1
Also, we define ∥f ∥1 := 0 |f (x)|dλ(x).
It is a known fact that (L∞ ([0, 1]), ∥ · ∥∞ ) and (L1 ([0, 1]), ∥ · ∥1 ) both are Banach spaces. (see [2,
Section 9.2]).
It is clear that L∞ [0, 1] ⊆ L1 [0, 1].
Claim: The norms ∥ · ∥∞ and ∥ · ∥1 are not equivalent on L∞ [0, 1].
For showing the Claim, it suffices to find a sequence (fn ) in L∞ [0, 1] that is convergent in L1 [0, 1]
but it is divergent in L∞ [0, 1].
1
Now for each positive integer i, we define a function ei (x) on [0, 1] by ei (x) ≡ 1 if x ∈ ( i+1 , 1i );
otherwise, set ei (x) ≡ 0. Define
∞
X √
f (x) := iei (x)
i=1
8 CHI-WAI LEUNG
for x ∈ [0, 1]. Notice that f ∈ L1 [0, 1] because we have

∞ ∞ ∞
Z 1 X √ 1 1 X √ 1 1 X 1
|f (x)|dλ(x) = iλ( , )= i| − |≤ 3/2
< ∞.
0 i + 1 i i i + 1 i
i=1 i=1 i=1
On the other hand, for each positive integer n, let
n
X √
fn (x) := iei (x)
i=1
for x ∈ [0, 1]. Then each fn ∈ L∞ [0, 1] and ∥fn − f ∥1 → 0 since we have
∞ ∞
X √ 1 1 X 1
∥f − fn ∥1 = i| − |≤ 3/2
→0 as n → ∞.
i i+1 i
i=n+1 i=n+1
However, we note that f ∈/ L∞ [0, 1], that is, for each M > 0, we have λ{x ∈√[0, 1] : |f (x)| > M } > 0.
Indeed, given any M > 0, we can find a positive integer i0 such that i0 > M . Then by the
construction of f , we have f (x) > M for all x ∈ ( i01+1 , i10 ). This implies that
1
λ{x ∈ [0, 1] : |f (x)| > M } > > 0.
i0 (i0 + 1)
Therefore, the sequence (fn ) must be divergent in L∞ [0, 1], otherwise, the limit of (fn ) must be f
/ L∞ [0, 1] above. So, the sequence (fn ) is as required.
that contradicts to f ∈
Proposition 3.4. All norms on a finite dimensional vector space are equivalent.
Proof. Let X be a finite dimensional vector space and let {e1 , ..., eN } be a vector base of X. For
each x = N
P Pn
i=1 αi ei for αi ∈ K, define ∥x∥0 = i=1 |αi |. Then ∥ · ∥0 is a norm X. The result is
obtained by showing that all norms ∥ · ∥ on X are equivalent to ∥ · ∥0 .
PN
Notice that for each x = i=1 αi ei ∈ X, we have ∥x∥ ≤ ( max ∥ei ∥)∥x∥0 . It remains to find
1≤i≤N
c > 0 such that c∥ · ∥0 ≤ ∥ · ∥. In fact, let KN be equipped with the sup-norm ∥ · ∥∞ , that is
∥(α1 , ..., αN )∥∞ = max1≤1≤N |αi |. Define a real-valued function f on the unit sphere SKN of KN
by
f : (α1 , ..., αN ) ∈ SKN 7→ ∥α1 e1 + · · · + αn eN ∥.
Notice that the map f is continuous and f > 0. It is clear that SKN is compact with respect to the
sup-norm ∥ · ∥∞ on KN . Hence, there is c > 0 such that f (α) ≥ c > 0 for all α ∈ SKN . This gives
∥x∥ ≥ c∥x∥0 for all x ∈ X as desired. The proof is finished. □
The following result is clear. The proof is omitted here.
Lemma 3.5. Let X be a normed space. Then the closed unit ball BX is compact if and only if
every bounded sequence in X has a convergent subsequence.
Proposition 3.6. We have the following assertions.

(i) All finite dimensional normed spaces are Banach spaces. Consequently, any finite dimen-
sional subspace of a normed space must be closed.
(ii) The closed unit ball of any finite dimensional normed space is compact.
Proof. Let (X, ∥ · ∥) be a finite dimensional normed space. With the notation as in the proof of
Proposition 3.4 above, we see that ∥ · ∥ must be equivalent to the norm ∥ · ∥0 . It is clear that X is
complete with respect to the norm ∥ · ∥0 and so is complete in the original norm ∥ · ∥. The Part (i)
follows.
For Part (ii), by using Lemma 3.5, we need to show that any bounded sequence has a convergent
9
subsequence. Let (xn ) be a bounded sequence in X. Since all norms on a finite dimensional normed
space are equivalent, it suffices to show that (xn ) has a convergent subsequence with respect to the
norm ∥ · ∥0 .
Using the notation as in Proposition 3.4, for each xn , put xn = N
P
k=1 αn,k ek , n = 1, 2.... Then
by the definition of the norm ∥ · ∥0 , we see that (αn,k )∞ n=1 is a bounded sequence in K for each
k = 1, 2..., N . Then by the Bolzano-Weierstrass Theorem, for each k = 1, ..., N , we can find a
convergent subsequence (αnj ,k )∞ ∞
j=1 of (αn,k )n=1 . Put γk := limj→∞ αnj ,k ∈ K, for k = 1, .., N . Put
PN
x := k=1 γk ek . Then by the definition of the norm ∥ · ∥0 , we see that ∥xnj − x∥0 → 0 as j → ∞.
Thus, (xn ) has a convergent subsequence as desired.
The proof is complete. □
In the rest of this section, we are going to show the converse of Proposition 3.6 (ii) also holds.
Before showing the main theorem in this section, we need the following useful result.
Lemma 3.7. Riesz’s Lemma: Let Y be a closed proper subspace of a normed space X. Then for
each θ ∈ (0, 1), there is an element x0 ∈ SX such that d(x0 , Y ) := inf{∥x0 − y∥ : y ∈ Y } ≥ θ.
Proof. Let u ∈ X − Y and d := inf{∥u − y∥ : y ∈ Y }. Notice that since Y is closed, d > 0
and hence, we have 0 < d < dθ because 0 < θ < 1. This implies that there is y0 ∈ Y such that
u−y0
0 < d ≤ ∥u − y0 ∥ < dθ . Now put x0 := ∥u−y 0∥
∈ SX . We are going to show that x0 is as desired.
Indeed, let y ∈ Y . Since y0 + ∥u − y0 ∥y ∈ Y , we have
1
∥x0 − y∥ = ∥u − (y0 + ∥u − y0 ∥y)∥ ≥ d/∥u − y0 ∥ > θ.
∥u − y0 ∥
So, d(x0 , Y ) ≥ θ. □
Remark 3.8. The Riesz’s lemma does not hold when θ = 1.
Theorem 3.9. Let X be a normed space. Then the following statements are equivalent.
(i) X is a finite dimensional normed space.
(ii) The closed unit ball BX of X is compact.
(iii) Every bounded sequence in X has convergent subsequence.
Proof. The implication (i) ⇒ (ii) follows from Proposition 3.6 (ii) at once.
Lemma 3.5 gives the implication (ii) ⇒ (iii).
Finally, for the implication (iii) ⇒ (i), assume that X is of infinite dimension. Fix an element
x1 ∈ SX . Let Y1 = Kx1 . Then Y1 is a proper closed subspace of X. The Riesz’s lemma gives an
element x2 ∈ SX such that ∥x1 − x2 ∥ ≥ 1/2. Now consider Y2 = span{x1 , x2 }. Then Y2 is a proper
closed subspace of X since dim X = ∞. To apply the Riesz’s Lemma again, there is x3 ∈ SX such
that ∥x3 − xk ∥ ≥ 1/2 for k = 1, 2. To repeat the same step, there is a sequence (xn ) ∈ SX such
that ∥xm − xn ∥ ≥ 1/2 for all n ̸= m. Thus, (xn ) is a bounded sequence but it has no convergent
subsequence by using the similar argument as in Proposition 12.2. So, the condition (iii) does not
hold if dim X = ∞. The proof is finished. □
4. Lecture 4
Definition 4.1. Let (X, d) and (Y, ρ) be metric spaces. Let f : X → Y be a function from X
into Y . We say that f is continuous at a point c ∈ X if for any ε > 0, there is δ > 0 such that
ρ(f (x), f (c)) < ε whenever x ∈ X with d(x, y) < δ.
Furthermore, f is said to be continuous on A if f is continuous at every point in X.
10 CHI-WAI LEUNG
Remark 4.2. It is clear that f is continuous at c ∈ X if and only if for any ε > 0, there is δ > 0
such that B(c, δ) ⊆ f −1 (B(f (c), ε)).
Proposition 4.3. With the notation as above, we have
(i) f is continuous at some c ∈ X if and only if for any sequence (xn ) ∈ X with lim xn = c
implies lim f (xn ) = f (c).
(ii) The following statements are equivalent.
(ii.a) f is continuous on X.
(ii.b) f −1 (W ) := {x ∈ X : f (x) ∈ W } is open in X for any open subset W of Y .
(ii.c) f −1 (F ) := {x ∈ X : f (x) ∈ F } is closed in X for any closed subset F of Y .
Proof. Part (i):
Suppose that f is continuous at c. Let (xn ) be a sequence in X with lim xn = c. We claim that
lim f (xn ) = f (c). In fact, let ε > 0, then there is δ > 0 such that ρ(f (x), f (c)) < ε whenever x ∈ X
with d(x, c) < δ. Since lim xn = c, there is a positive integer N such that d(xn , c) < δ for n ≥ N
and hence ρ(f (xn ), f (c)) < ε for all n ≥ N . Thus lim f (xn ) = f (c).
For the converse, suppose that f is not continuous at c. Then we can find ε > 0 such that for any
n, there is xn ∈ X with d(xn , c) < 1/n but ρ(f (xn ), f (c)) ≥ ε. So, if f is not continuous at c,
then there is a sequence (xn ) in X with lim xn = c but (f (xn )) does not converge to f (c). Part
(iia) ⇔ (iib):
Suppose that f is continuous on X. Let W be an open subset of Y and c ∈ f −1 (W ). Since W is
open in Y and f (c) ∈ W , there is ε > 0 such that B(f (c), ε) ⊆ W . Since f is continuous at c, there
is δ > 0 such that B(c, δ) ⊆ f −1 (B(f (c), ε)) ⊆ f −1 (W ). So f −1 (W ) is open in X.
It remains to show that the converse of Part (ii). Let c ∈ X. Let ε > 0. Put W := B(f (c), ε).
Then W is an open subset of Y and thus c ∈ f −1 (W ) and f −1 (W ) is open in X. Therefore, there
is δ > 0 such that B(c, δ) ⊆ f −1 (W ). So, f is continuous at c.
Finally, the last equivalent assertion (ii.b) ⇔ (ii.c) is clearly from the fact that a subset of a metric
space is closed if and only if its complement is open in the given metric space.
Proposition 4.4. Let T be a linear operator from a normed space X into a normed space Y . Then
the following statements are equivalent.
(i) T is continuous on X.
(ii) T is continuous at 0 ∈ X.
(iii) sup{∥T x∥ : x ∈ BX } < ∞.
In this case, let ∥T ∥ = sup{∥T x∥ : x ∈ BX } and T is said to be bounded.
Proof. (i) ⇒ (ii) is obvious.
For (ii) ⇒ (i), suppose that T is continuous at 0. Let x0 ∈ X. Let ε > 0. Then there is δ > 0 such
that ∥T w∥ < ε for all w ∈ X with ∥w∥ < δ. Therefore, we have ∥T x − T x0 ∥ = ∥T (x − x0 )∥ < ε for
any x ∈ X with ∥x − x0 ∥ < δ. So, (i) follows.
For (ii) ⇒ (iii), since T is continuous at 0, there is δ > 0 such that ∥T x∥ < 1 for any x ∈ X with
∥x∥ < δ. Now for any x ∈ BX with x ̸= 0, we have ∥ 2δ x∥ < δ. So, we see have ∥T ( 2δ x)∥ < 1 and
hence, we have ∥T x∥ < 2/δ. So, (iii) follows.
Finally, it remains to show (iii) ⇒ (ii). Notice that by the assumption of (iii), there is M > 0 such
that ∥T x∥ ≤ M for all x ∈ BX . So, for each x ∈ X, we have ∥T x∥ ≤ M ∥x∥. This implies that T
is continuous at 0. The proof is complete. □
Corollary 4.5. Let T : X → Y be a bounded linear map. Then we have

sup{∥T x∥ : x ∈ BX } = sup{∥T x∥ : x ∈ SX } = inf{M > 0 : ∥T x∥ ≤ M ∥x∥, ∀x ∈ X}.
11
Proof. Let a = sup{∥T x∥ : x ∈ BX }, b = sup{∥T x∥ : x ∈ SX } and c = inf{M > 0 : ∥T x∥ ≤

M ∥x∥, ∀x ∈ X}.
It is clear that b ≤ a. Now for each x ∈ BX with x ̸= 0, then we have b ≥ ∥T (x/∥x∥)∥ =
(1/∥x∥)∥T x∥ ≥ ∥T x∥. So, we have b ≥ a and thus, a = b.
Now if M > 0 satisfies ∥T x∥ ≤ M ∥x∥, ∀x ∈ X, then we have ∥T w∥ ≤ M for all w ∈ SX . So, we
have b ≤ M for all such M . So, we have b ≤ c. Finally, it remains to show c ≤ b. Notice that by
the definition of b, we have ∥T x∥ ≤ b∥x∥ for all x ∈ X. So, c ≤ b. □
Proposition 4.6. Let X and Y be normed spaces. Let B(X, Y ) be the set of all bounded linear
maps from X into Y . For each element T ∈ B(X, Y ), let
∥T ∥ = sup{∥T x∥ : x ∈ BX }.
be defined as in Proposition 4.4.
Then (B(X, Y ), ∥ · ∥) becomes a normed space.
Furthermore, if Y is a Banach space, then so is B(X, Y ).
In particular, if Y = K, then B(X, K) is a Banach space. In this case, put X ∗ := B(X, K) and call
it the dual space of X.
Proof. One can directly check that B(X, Y ) is a normed space (Do It By Yourself !).
We are going to show that B(X, Y ) is complete if Y is a Banach space. Let (Tn ) be a Cauchy
sequence in B(X, Y ). Then for each x ∈ X, it is easy to see that (Tn x) is also a Cauchy sequence
in Y . So, lim Tn x exists in Y for each x ∈ X because Y is complete. Hence, one can define a map
T x := lim Tn x ∈ Y for each x ∈ X. It is clear that T is a linear map from X into Y .
It needs to show that T ∈ B(X, Y ) and ∥T − Tn ∥ → 0 as n → ∞. Let ε > 0. Since (Tn ) is a Cauchy
sequence in B(X, Y ), there is a positive integer N such that ∥Tm −Tn ∥ < ε for all m, n ≥ N . So, we
have ∥(Tm − Tn )(x)∥ < ε for all x ∈ BX and m, n ≥ N . Taking m → ∞, we have ∥T x − Tn x∥ ≤ ε
for all n ≥ N and x ∈ BX . Therefore, we have ∥T − Tn ∥ ≤ ε for all n ≥ N . From this, we see
that T − TN ∈ B(X, Y ) and thus, T = TN + (T − TN ) ∈ B(X, Y ) and ∥T − Tn ∥ → 0 as n → ∞.
Therefore, limn Tn = T exists in B(X, Y ). □
Proposition 4.7. Let X and Y be normed spaces. Suppose that X is of finite dimension n. Then
we have the following assertions.
(i) Any linear operator from X into Y must be bounded.
(ii) If Tk : X → Y is a sequence of linear operators such that Tk x → 0 for all x ∈ X, then
∥Tk ∥ → 0.
Proof. Using Proposition 3.4 and the notation as in the proof, then there is c > 0 such that
Xn n
X
|αi | ≤ c∥ αi e i ∥
i=1 i=1
for all scalars α1 , ..., αn . Therefore, for any linear map T from X to Y , we have

∥T x∥ ≤ max ∥T ei ∥ c∥x∥
1≤i≤n
for all x ∈ X. This gives the assertions (i) and (ii) immediately. □
Proposition 4.8. Let Y be a closed subspace of X and X/Y be the quotient space. For each
element x ∈ X, put x̄ := x + Y ∈ X/Y the corresponding element in X/Y . Define
(4.1) ∥x̄∥ = inf{∥x + y∥ : y ∈ Y }.
If we let π : X → X/Y be the natural projection, that is π(x) = x̄ for all x ∈ X, then (X/Y, ∥ · ∥)
is a normed space and π is bounded with ∥π∥ ≤ 1. In particular, ∥π∥ = 1 as Y is a proper closed
12 CHI-WAI LEUNG
subspace.
Furthermore, if X is a Banach space, then so is X/Y .
In this case, we call ∥ · ∥ in (4.1) the quotient norm on X/Y .
Proof. Notice that since Y is closed, one can directly check that ∥x̄∥ = 0 if and only is x ∈ Y , that
is, x̄ = 0̄ ∈ X/Y . It is easy to check the other conditions of the definition of a norm. So, X/Y is
a normed space. Also, it is clear that π is bounded with ∥π∥ ≤ 1 by the definition of the quotient
norm on X/Y .
Furthermore, if Y ⊊ X, then by using the Riesz’s Lemma 3.7, we see that ∥π∥ = 1 at once.
We are going to show the last assertion. Suppose that X is a Banach space. Let (x̄n ) be a Cauchy
sequence in X/Y . It suffices to show that (x̄n ) has a convergent subsequence in X/Y by using
Lemma ??.
Indeed, since (x̄n ) is a Cauchy sequence, we can find a subsequence (x̄nk ) of (x̄n ) such that
∥x̄nk+1 − x̄nk ∥ < 1/2k
for all k = 1, 2.... Then by the definition of quotient norm, there is an element y1 ∈ Y such that
∥xn2 − xn1 + y1 ∥ < 1/2. Notice that we have, xn1 − y1 = x̄n1 in X/Y . So, there is y2 ∈ Y such that
∥xn2 −y2 −(xn1 −y1 )∥ < 1/2 by the definition of quotient norm again. Also, we have xn2 − y2 = x̄n2 .
Then we also have an element y3 ∈ Y such that ∥xn3 − y3 − (xn2 − y2 )∥ < 1/22 . To repeat the same
step, we can obtain a sequence (yk ) in Y such that
∥xnk+1 − yk+1 − (xnk − yk )∥ < 1/2k
for all k = 1, 2.... Therefore, (xnk − yk ) is a Cauchy sequence in X and thus, limk (xnk − yk ) exists
in X while X is a Banach space. Set x = limk (xnk − yk ). On the other hand, notice that we have
π(xnk − yk ) = π(xnk ) for all k = 1, 2, , ,. This tells us that limk π(xnk ) = limk π(xnk − yk ) = π(x) ∈
X/Y since π is bounded. So, (x̄nk ) is a convergent subsequence of (x̄n ) in X/Y . The proof is
complete. □
Corollary 4.9. Let T : X → Y be a linear map. Suppose that Y is of finite dimension. Then T
is bounded if and only if ker T := {x ∈ X : T x = 0}, the kernel of T , is closed.
Proof. The necessary part is clear.
Now assume that ker T is closed. Then by Proposition 4.8, X/ ker T becomes a normed space.
Also, it is known that there is a linear injection Te : X/ ker T → Y such that T = Te ◦ π, where
π : X → X/ ker T is the natural projection. Since dim Y < ∞ and Te is injective, dim X/ ker T < ∞.
This implies that Te is bounded by Proposition 4.7. Hence T is bounded because T = Te ◦ π and π
is bounded. □
Remark 4.10. The conversePof Corollary 4.9 does not hold when Y is of infinite dimension. For
example, let X := {x ∈ ℓ2 : ∞ 2 2
n=1 n |x(n)| < ∞} (notice that X is a vector space Why?) and
Y = ℓ2 . Both X and Y are endowed with ∥ · ∥2 -norm.
Define T : X → Y by T x(n) = nx(n) for x ∈ X and n = 1, 2.... Then T is an unbounded
operator(Check !!). Notice that ker T = {0} and hence, ker T is closed. So, the closeness of ker T
does not imply the boundedness of T in general.
We say that two normed spaces X and Y are said to be isomorphic (resp. isometric isomorphic)
if there is a bi-continuous linear isomorphism (resp. isometric) between X and Y . We also write
X = Y if X and Y are isometric isomorphic.
Remark 4.11. Notice that the inverse of a bounded linear isomorphism may not be bounded.
13
Example 4.12. Let X : {f ∈ C ∞ (−1, 1) : f (n) ∈ C b (−1, 1) for all n = 0, 1, 2...} and Y := {f ∈
X : f (0) = 0}. Also, X and Y both are equipped with the sup-norm ∥ · ∥∞ . Define an operator
S : X → Y by Z x
Sf (x) := f (t)dt
0
for f ∈ X and x ∈ (−1, 1). Then S is a bounded linear isomorphism but its inverse S −1 is
unbounded. In fact, the inverse S −1 : Y → X is given by
S −1 g := g ′
for g ∈ Y .
5. Lecture 5
All spaces X, Y, Z... are normed spaces over the field K throughout this section. By Proposition
4.6, we have the following assertion at once.
Proposition 5.1. Let X be a normed space. Put X ∗ = B(X, K). Then X ∗ is a Banach space and
is called the dual space of X.
Example 5.2. Let X = KN . Consider the usual Euclidean norm on X, that is, ∥(x1 , ..., xN )∥ :=
|x1 |2 + · · · |xN |2 . Define θ : KN → (KN )∗ by θx(y) = x1 y1 + · · · + xN yN for x = (x1 , ..., xN )
p
and y = (y1 , ..., yN ) ∈ KN . Notice that θx(y) = ⟨x, y⟩, the usual inner product on KN . Then by
the Cauchy-Schwarz inequality, it is easy to see that θ is an isometric isomorphism. Therefore, we
have KN = (KN )∗ .
Example 5.3. Define a map T : ℓ1 → c∗0 by

∞
X
(T x)(η) = x(i)η(i)
i=1
for x ∈ ℓ1 and η ∈ c0 .
Then T is isometric isomorphism and hence, c∗0 = ℓ1 .
Proof. The proof is divided into the following steps.
Step 1. T x ∈ c∗0 for all x ∈ ℓ1 .
In fact, let η ∈ c0 . Then
∞
X ∞
X
|T x(η)| ≤ | x(i)η(i)| ≤ |x(i)||η(i)| ≤ ∥x∥1 ∥η∥∞ .
i=1 i=1
So, Step 1 follows.

Step 2. T is an isometry.
Notice that by Step 1, we have ∥T x∥ ≤ ∥x∥1 for all x ∈ ℓ1 . It needs to show that ∥T x∥ ≥ ∥x∥1 for
all x ∈ ℓ1 . Fix x ∈ ℓ1 . Now for each k = 1, 2.., consider the polar form x(k) = |x(k)|eiθk . Notice
that ηn := (e−iθ1 , ..., e−iθn , 0, 0, ....) ∈ c0 for all n = 1, 2.... Then we have
n
X n
X
|x(k)| = x(k)ηn (k) = T x(ηn ) = |T x(ηn )| ≤ ∥T x∥
k=1 k=1
for all n = 1, 2.... So, we have ∥x∥1 ≤ ∥T x∥.

Step 3. T is a surjection.
14 CHI-WAI LEUNG
Let ϕ ∈ c∗0 and let ek ∈ c0 be given by ek (j) = 1 if j = k, otherwise, is equal to 0. Put x(k) := ϕ(ek )
for k = 1, 2... and consider the polar form x(k) = |x(k)|eiθk as above. Then we have
n
X Xn n
X
−iθk
|x(k)| = ϕ( e ek ) ≤ ∥ϕ∥∥ e−iθk ek ∥∞ = ∥ϕ∥
k=1 k=1 k=1
for all n = 1, 2.... Therefore, x ∈ ℓ1 .

Finally, we need to show that T x = ϕ and thus, T is surjective. In fact, if η = ∞
P
k=1 η(k)ek ∈ c0 ,
then we have
∞
X ∞
X
ϕ(η) = η(k)ϕ(ek ) = η(k)xk = T x(η).
k=1 k=1
So, the proof is finished by the Steps 1-3 above. □
Example 5.4. We have the other important examples of the dual spaces.
(i) (ℓ1 )∗ = ℓ∞ .
(ii) For 1 < p < ∞, (ℓp )∗ = ℓq , where p1 + 1q = 1.
(iii) For a locally compact Hausdorff space X, C0 (X)∗ = M (X), where M (X) denotes the space
of all regular Borel measures on X.
Parts (i) and (ii) can be obtained by the similar argument as in Example 5.3 (see also in [3, Chapter
8]). Part (iii) is known as the Riesz representation Theorem which is referred to [3, Section 21.5]
for the details.
Example 5.5. Let C[a, b] be the space of all continuous R-valued functions defined on a closed
and bounded interval [a, b]. Also, the space C[a, b] is endowed with the sup-norm, that is, ∥f ∥∞ :=
sup{|f (x)| : x ∈ [a, b] for f ∈ C[a, b].
Recall that a function ρ : [a, b] → R is said to be a bounded variation if it satisfies the condition:
Xn
V (ρ) := sup{ |ρ(xk ) − ρ(xk−1 )| : a = x0 < x1 < · · · < xn = b} < ∞.
k=1
Let BV ([a, b]) denote the space of all bounded variations on [a, b] and let ∥ρ∥ := V (ρ) for ρ ∈
BV ([a, b]). Then BV ([a, b]) becomes a Banach space.
On the other hand, for f ∈ C[a, b], the Riemann-Stieltjes integral of f with respect to a bounded
variation ρ on [a, b] is defined by
Z b n
X
f (x)dρ(x) := lim f (ξk )(ρ(xk − xk−1 ),
a P
k=1
where P : a = x0 < x1 < · · · < xn = b and ξk ∈ [xk−1 , xk ] (Fact: the Riemann-Stieltjes
integral of a continuous function always exists).
Define a mapping T : BV ([a, b]) → C[a, b]∗ by
Z b
T (ρ)(f ) := f (x)dρ(x)
a
for ρ ∈ BV ([a, b]) and f ∈ C[a, b]. Then T is an isometric isomorphism, and hence, we have
C[a, b]∗ = BV ([a, b]).
In the rest of this section, we are going to show the Hahn-Banach Theorem which is a very
important Theorem in mathematics. Before showing this theorem, we need the following lemma
first.
15
Lemma 5.6. Let Y be a subspace of X and v ∈ X \ Y . Let Z = Y ⊕ Kv be the linear span of Y

and v in X. If f ∈ Y ∗ , then there is an extension F ∈ Z ∗ of f such that ∥F ∥ = ∥f ∥.
Proof. We may assume that ∥f ∥ = 1 by considering the normalization f /∥f ∥ if f ̸= 0.
Case K = R:
We first note that since ∥f ∥ = 1, we have |f (x) − f (y)| ≤ ∥(x + v) − (y + v)∥ for all x, y ∈ Y . This
implies that −f (x) − ∥x + v∥ ≤ −f (y) + ∥y + v∥ for all x, y ∈ Y . Now let γ = sup{−f (x) − ∥x + v∥ :
x ∈ X}. This implies that γ exists and
(5.1) −f (y) − ∥y + v∥ ≤ γ ≤ −f (y) + ∥y + v∥
for all y ∈ Y . We define F : Z −→ R by F (y + αv) := f (y) + αγ. It is clear that F |Y = f . For
showing F ∈ Z ∗ with ∥F ∥ = 1, since F |Y = f on Y and ∥f ∥ = 1, it needs to show |F (y + αv)| ≤
∥y + αv∥ for all y ∈ Y and α ∈ R.
In fact, for y ∈ Y and α > 0, then by inequality 5.1, we have
(5.2) |F (y + αv)| = |f (y) + αγ| ≤ ∥y + αv∥.
Since y and α are arbitrary in inequality 5.2, we see that |F (y + αv)| ≤ ∥y + αv∥ for all y ∈ Y and
α ∈ R. Therefore the result holds when K = R.
Now for the complex case, let h = Ref and g = Imf . Then f = h + ig and f, g both are real linear
with ∥h∥ ≤ 1. Note that since f (iy) = if (y) for all y ∈ Y , we have g(y) = −h(iy) for all y ∈ Y .
This gives f (·) = h(·) − ih(i·) on Y . Then by the real case above, there is a real linear extension H
on Z := Y ⊕ Rv ⊕ iRv of h such that ∥H∥ = ∥h∥. Now define F : Z −→ C by F (·) := H(·) − iH(i·).
Then F ∈ Z ∗ and F |Y = f . Thus it remains to show that ∥F ∥ = ∥f ∥ = 1. It needs to show
that |F (z)| ≤ ∥z∥ for all z ∈ Z. Note for z ∈ Z, consider the polar form F (z) = reiθ . Then
F (e−iθ z) = r ∈ R and thus F (e−iθ z) = H(e−iθ z). This yields that
|F (z)| = r = |F (e−iθ z)| = |H(e−iθ z)| ≤ ∥H∥∥e−iθ z∥ ≤ ∥z∥.
Remark 5.7. Before completing the proof of the Hahn-Banach Theorem, Let us first recall one
of super important results in mathematics, called Zorn’s Lemma, a very humble name. Every
mathematics student should know it.
Zorn’s Lemma: Let X be a non-empty set with a partially order “ ≤ ”. Assume that every totally
order subset C of X has an upper bound, i.e. there is an element z ∈ X such that c ≤ z for all c ∈ C.
Then X must contain a maximal element m, that is, if m ≤ x for some x ∈ X, then m = x.
The following is the typical argument of applying the Zorn’s Lemma.
Theorem 5.8. Hahn-Banach Theorem : Let X be a normed space and let Y be a subspace of
X. If f ∈ Y ∗ , then there exists a linear extension F ∈ X ∗ of f such that ∥F ∥ = ∥f ∥.
Proof. Let X be the collection of the pairs (Y1 , f1 ), where Y ⊆ Y1 is a subspace of X and f1 ∈ Y1∗
such that f1 |Y = f and ∥f1 ∥Y1∗ = ∥f ∥Y ∗ . Define a partial order ≤ on X by (Y1 , f1 ) ≤ (Y2 , f2 ) if
Y1 ⊆ Y2 and f2 |Y1 = f1 . Then by the Zorn’s lemma, there is a maximal element (Ye , F ) in X. The
maximality of (Ye , F ) and Lemma 5.6 will give Ye = X. The proof is finished. □
Proposition 5.9. Let X be a normed space and x0 ∈ X. Then there is f ∈ X ∗ with ∥f ∥ = 1 such
that f (x0 ) = ∥x0 ∥. Consequently, we have
∥x0 ∥ = sup{|g(x)| : g ∈ BX ∗ }.
Also, if x, y ∈ X with x ̸= y, then there exists f ∈ X ∗ such that f (x) ̸= f (y).
16 CHI-WAI LEUNG
Proof. Let Y = Kx0 . Define f0 : Y → K by f0 (αx0 ) := α∥x0 ∥ for α ∈ K. Then f0 ∈ Y ∗ with

∥f0 ∥ = ∥x0 ∥. Thus, the result follows from the Hahn-Banach Theorem at once. □
Remark 5.10. Proposition 5.9 tells us that the dual space X ∗ of X must be non-zero. Indeed,
the dual space X ∗ is very “Large′′ so that it can separate any pair of distinct points in X.
Furthermore, for any normed space Y and any pair of points x1 , x2 ∈ X with x1 ̸= x2 , we can find
an element T ∈ B(X, Y ) such that T x1 ̸= T x2 . In fact, fix a non-zero element y ∈ Y . Then by
Proposition 5.9, there is f ∈ X ∗ such that f (x1 ) ̸= f (x2 ). Thus, if we define T x = f (x)y, then
T ∈ B(X, Y ) as desired.
Proposition 5.11. With the notation as above, if M is closed subspace and v ∈ X \ M , then there
is f ∈ X ∗ such that f (M ) ≡ 0 and f (v) ̸= 0.
Proof. Since M is a closed subspace of X, we can consider the quotient space X/M . Let π : X →
X/M be the natural projection. Notice that v̄ := π(v) ̸= 0 ∈ X/M because v̄ ∈ X \ M . Then
by Corollary 5.9, there is a non-zero element f¯ ∈ (X/M )∗ such that f¯(v̄) ̸= 0. Thus, the linear
functional f := f¯ ◦ π ∈ X ∗ is as desired. □
Proposition 5.12. Using the notation as above, if X ∗ is separable, then X is separable.

Proof. Let F := {f1 , f2 ....} be a dense subset of X ∗ . Then there is a sequence (xn ) in X with
∥xn ∥ = 1 and |fn (xn )| ≥ 1/2∥fn ∥ for all n. Now let M be the closed linear span of xn ’s. Then M
is a separable closed subspace of X. We are going to show that M = X.
Suppose not. Proposition 5.11 will give us a non-zero element f ∈ X ∗ such that f (M ) ≡ 0. From
this, we first see that f ̸= fm for all m = 1, 2... because f (xm ) = 0 and fm (xm ) ̸= 0 for all m = 1, 2...
Also, notice that B(f, r) ∩ F must be infinite for all r > 0. Thus, there is a subsequence (fnk ) such
that ∥fnk − f ∥ → 0. This gives
1
∥fnk ∥ ≤ |fnk (xnk )| = |fnk (xnk ) − f (xnk )| ≤ ∥fnk − f ∥ → 0
2
because f (M ) ≡ 0. So ∥fnk ∥ → 0 and hence f = 0. It leads to a contradiction again. Thus, we
can conclude that M = X as desired. □
Remark 5.13. The converse of Proposition 5.12 does not hold. For example, consider X = ℓ1 .
Then ℓ1 is separable but the dual space (ℓ1 )∗ = ℓ∞ is not.
Proposition 5.14. Let X and Y be normed spaces. For each element T ∈ B(X, Y ), define a linear
operator T ∗ : Y ∗ → X ∗ by
T ∗ y ∗ (x) := y ∗ (T x)
for y ∗ ∈ Y ∗ and x ∈ X. Then T ∗ ∈ B(Y ∗ , X ∗ ) and ∥T ∗ ∥ = ∥T ∥. In this case, T ∗ is called the
adjoint operator of T .
Proof. We first claim that ∥T ∗ ∥ ≤ ∥T ∥ and hence, ∥T ∗ ∥ is bounded.
In fact, for any y ∗ ∈ Y ∗ and x ∈ X, we have |T ∗ y ∗ (x)| = |y ∗ (T x)| ≤ ∥y ∗ ∥∥T ∥∥x∥. Thus, ∥T ∗ y ∗ ∥ ≤
∥T ∥∥y ∗ ∥ for all y ∗ ∈ Y ∗ . Thus, ∥T ∗ ∥ ≤ ∥T ∥.
It remains to show ∥T ∥ ≤ ∥T ∗ ∥. Let x ∈ BX . Then by Proposition 5.9, there is y ∗ ∈ SX ∗ such
that ∥T x∥ = |y ∗ (T x)| = |T ∗ y ∗ (x)| ≤ ∥T ∗ y ∗ ∥ ≤ ∥T ∗ ∥. This implies that ∥T ∥ ≤ ∥T ∗ ∥. □
Example 5.15. Let X and Y be the finite dimensional normed spaces. Let (ei )ni=1 and (fj )m j=1 be
the bases for X and Y respectively. Let θX : X → X ∗ and θY : X → Y ∗ be the identifications as
in Example 5.2. Let e∗i := θX ei ∈ X ∗ and fj∗ := θY fj ∈ Y ∗ . Then e∗i (el ) = δil and fj∗ (fl ) = δjl ,
17
where, δil = 1 if i = l; otherwise is 0.

Now if T ∈ B(X, Y ) and (aij )m×n is the representative matrix of T corresponding to the bases
(ei )ni=1 and (fj )m ∗ ∗ ∗ ′
j=1 respectively, then akl = fk (T el ) = T fk (el ). Therefore, if (alk )n×m is the
representative matrix of T ∗ corresponding to the bases (fj∗ ) and (e∗i ), then akl = a′lk . Hence the
transpose (akl )t is the the representative matrix of T ∗ .
Definition 5.16. Let X be a normed space. A sequence (xn ) is said to be weakly convergent if
there is x ∈ X such that f (xn ) → f (x) for all f ∈ X ∗ . In this case, x is called a weak limit of (xn ).
Proposition 5.17. A weak limit of a sequence is unique if it exists. In this case, if (xn ) weakly
w
converges to x, write x = w-lim xn or xn −
→ x.
n
Proof. The uniqueness follows from the Hahn-Banach Theorem immediately. □
w
Remark 5.18. It is clear that if a sequence (xn ) converges to x ∈ X in norm, then xn − → x.
However, the weakly convergence of a sequence does not imply the norm convergence.
For example, consider X = c0 and (en ). Then f (en ) → 0 for all f ∈ c∗0 = ℓ1 but (en ) is not
convergent in c0 .
6. Lecture 6
Throughout this section, let X and Y be normed spaces.
Recall that a subset V of X is said to be open if for each element x ∈ V , there is r > 0 such that
B(x, r) ⊆ V .
Definition 6.1. A linear map T : X → Y is called an open map if T (V ) is an open subset of Y

whenever V is an open subset of Y .
The following theorem is one of important theorems in Functional Analysis.
Theorem 6.2. Open Mapping Theorem Suppose that X and Y both are Banach spaces. If T
is a bounded linear surjection from X onto Y , then T is an open map.
Remark 6.3. Example 4.12 shows that the assumption of the completeness of X and Y in the
Open Mapping Theorem is essential.
Corollary 6.4. Let X and Y be Banach spaces. If T : X → Y is a bounded linear isomorphism,

then the inverse T −1 : Y → X is also bounded.
Proof. The assertion follows from the Open Mapping Theorem. □
Corollary 6.5. Let ∥ · ∥1 and ∥ · ∥2 be the complete norms on a vector space E. Suppose that there
is c > 0 such that ∥ · ∥2 ≤ c∥ · ∥1 on E. Then ∥ · ∥1 ∼ ∥ · ∥2 .
Proof. Notice that the identity map I : (E, ∥ · ∥1 ) → (E, ∥ · ∥2 ) is a bounded isomorphism by the
assumption. Then the result follows from Corollary 6.4 immediately. □
18 CHI-WAI LEUNG
7. Lecture 7
In this section, we are going to investigate the applications of Open Mapping Theorem. The
following result is one of the important theorems in functional analysis.
Let T : X → Y be a linear map from a normed space X into a normed space Y . The graph of T ,
write G(T ), is defined by the following
G(T ) := {(x, T x) : x ∈ X}(⊆ X × Y ).
Definition 7.1. With the notation as above, an operator T : X → Y is said to be closed if the
graph G(T ) of T is closed in the following sense:
if (xn ) is a convergent sequence in X with limn xn = x ∈ X such that lim T xn = y ∈ Y exists, then
T x = y.
The following result is clear.

Proposition 7.2. Every bounded linear operator must be closed.
Remark 7.3. The following example shows that the converse of 7.2 does not hold.
Example 7.4. Let X := {f : (−1, 1) → R : f (n) exists and bounded for all n = 0, 1, ..}. X is
equipped with the sup-norm ∥ · ∥∞ . Define T : X → X by T f = f ′ . Then T is closed but it is not
bounded.
Theorem 7.5. Closed Graph Theorem Let X and Y be Banach spaces. Let T : X → Y be a
linear operator. Then T is bounded if and only if T is closed.
Proof. The necessary condition is clear. For showing the sufficient condition, now we assume that
T is closed. We first define a norm ∥ · ∥0 on X by
∥x∥0 := ∥x∥ + ∥T x∥
for x ∈ X.
Claim 1: X is complete in the norm ∥ · ∥0 .
In fact, it is clear that if (xn ) is a Cauchy sequence in X with respect to the new norm ∥ · ∥0 , then
so are the sequences (xn ) and (T xn ) with respect to the original norm in X and Y respectively.
Since X and Y both are Banach spaces, we see that limn xn = x (in the original norm of ∥ · ∥ on
X) and lim T xn = y both exist in X and Y respectively. From this we see that T x = y by the
closeness of T . Thus, we have
∥xn − x∥0 = ∥xn − x∥ + ∥T xn − T x∥ = ∥xn − x∥ + ∥T xn − y∥ → 0 as n → ∞.
Therefore ∥ · ∥0 is a complete norm on X. The Claim 1 follows.
On the other hand, we have ∥ · ∥ ≤ ∥ · ∥0 on X. Then by Corollary 6.5 and Claim 1, we see that
∥ · ∥ ∼ ∥ · ∥0 on X and thus, there is c > 0 such that ∥ · ∥0 ≤ c∥ · ∥ on X. Therefore, we have
∥T x∥ ≤ ∥x∥0 ≤ c∥x∥ for all x ∈ X. Hence, T is bounded. □
Proposition 7.6. Let E and F be the closed subspaces of a Banach space X such that X = E ⊕ F .
Define an operator P : X → X by P x = u if x = u + v for u ∈ E and v ∈ F (in this case, P is
called the projection along the decomposition X = E ⊕ F ). Then P is bounded.
Proof. Suppose that (xn ) is a convergent sequence in X with the limit x ∈ X such that lim P xn =
y ∈ X. Put xn = un + vn and x = u + v for un , u ∈ E and vn , v ∈ F . Since un = P xn → y
and E is closed, we have y ∈ E. This implies that vn = xn − un → x − y. From this we have
x − y ∈ F because vn ∈ F and F is closed. This implies that P x = y. The Closed Graph Theorem
will implies that P is bounded as desired. □
19
Theorem 7.7. Uniform Boundedness Theorem : Let {Ti : X −→ Y : i ∈ I} be a family of

bounded linear operators from a Banach space X into a normed space Y . Suppose that for each
x ∈ X, we have sup ∥Ti (x)∥ < ∞. Then sup ∥Ti ∥ < ∞.
i∈I i∈I
Proof. For each x ∈ X, define
∥x∥0 := max(∥x∥, sup ∥Ti (x)∥).
i∈I
Then ∥ · ∥0 is a norm on X and ∥ · ∥ ≤ ∥ · ∥0 on X. If (X, ∥ · ∥0 ) is complete, then by the Open
Mapping Theorem. This implies that ∥ · ∥ is equivalent to ∥ · ∥0 and thus there is c > 0 such that
∥Tj (x)∥ ≤ sup ∥Ti (x)∥ ≤ ∥x∥0 ≤ c∥x∥
i∈I
for all x ∈ X and for all j ∈ I. So ∥Tj ∥ ≤ c for all j ∈ I is as desired.
Thus it remains to show that (X, ∥ · ∥0 ) is complete. In fact, if (xn ) is a Cauchy sequence in
(X, ∥ · ∥0 ), then it is also a Cauchy sequence with respect to the norm ∥ · ∥ on X. Write x := limn xn
with respect to the norm ∥ · ∥. Also for any ε > 0, there is N ∈ N such that ∥Ti (xn − xm )∥ < ε
for all m, n ≥ N and for all i ∈ I. Now fixing i ∈ I and n ≥ N and taking m → ∞, we have
∥Ti (xn − x)∥ ≤ ε and thus supi∈I ∥Ti (xn − x)∥ ≤ ε for all n ≥ N . So we have ∥xn − x∥0 → 0 and
hence (X, ∥ · ∥0 ) is complete. The proof is finished. □
Remark 7.8. Consider c00 := {x = (xn ) : ∃ N, ∀ n ≥ N ; xn ≡ 0} which is endowed with ∥ · ∥∞ .
Now for each k ∈ N, if we define Tk ∈ c∗00 by Tk ((xn )) := kxk , then supk |Tk (x)| < ∞ for each
x ∈ c00 but (∥Tk ∥) is not bounded, in fact, ∥Tk ∥ = k. Thus the assumption of the completeness of
X in Theorem 7.7 is essential.
Corollary 7.9. Let X and Y be as in Theorem 7.7. Let Tk : X −→ Y be a sequence of bounded
operators. Assume that limk Tk (x) exists in Y for all x ∈ X. Then there is T ∈ B(X, Y ) such that
limk ∥(T − Tk )x∥ = 0 for all x ∈ X. Moreover, we have ∥T ∥ ≤ lim inf ∥Tk ∥.
k
Proof. Notice that by the assumption, we can define a linear operator T from X to Y given by
T x := limk Tk x for x ∈ X. It needs to show that T is bounded. In fact, (∥Tk ∥) is bounded by the
Uniform Boundedness Theorem since limk Tk x exists for all x ∈ X. So for each x ∈ BX , there is a
positive integer K such that ∥T x∥ ≤ ∥TK x∥ + 1 ≤ (supk ∥Tk ∥) + 1. Thus, T is bounded.
Finally, it remains to show the last assertion. In fact, notice that for any x ∈ BX and ε > 0,
there is N (x) ∈ N such that ∥T x∥ < ∥Tk x∥ + ε < ∥Tk ∥ + ε for all k ≥ N (x). This gives ∥T x∥ ≤
inf k≥N (x) ∥Tk ∥ + ε for all k ≥ N (x) and hence, ∥T x∥ ≤ inf k≥N (x) ∥Tk ∥ + ε ≤ supn inf k≥n ∥Tk ∥ + ε
for all x ∈ BX and ε > 0. Thus, we have ∥T ∥ ≤ lim inf ∥Tk ∥ as desired. □
k
8. Lecture 8
From now on, all vectors spaces are over the complex field. Recall that an inner product on a
vector space V is a function (·, ·) : V × V → C which satisfies the following conditions.
(i) (x, x) ≥ 0 for all x ∈ V and (x, x) = 0 if and only if x = 0.

(ii) (x, y) = (y, x) for all x, y ∈ V .
(iii) (αx + βy, z) = α(x, z) + β(y, z) for all x, y, z ∈ V and α, β ∈ C.
Consequently, for each x ∈ V , the map y ∈ V 7→ (x, y) ∈ C is conjugate linear by the conditions
(ii) and (iii), that is (x, αy + βz) = ᾱ(x, y) + β̄(x, z) for all y, z ∈ V and α, β ∈ C.
Also, the inner product (·, ·) will give a norm on V which is defined by
p
∥x∥ := (x, x)
for x ∈ V .
20 CHI-WAI LEUNG
We first recall the following useful properties of an inner product space which can be found in the
standard text books of linear algebras.
Proposition 8.1. Let V be an inner product space. For all x, y ∈ V , we always have:
(i): (Cauchy-Schwarz inequality): |(x, y)| ≤ ∥x∥∥y∥ Consequently, the inner product on
V × V is jointly continuous.
(ii): (Parallelogram law): ∥x + y∥2 + ∥x − y∥2 = 2∥x∥2 + 2∥y∥2
Furthermore, a norm ∥ · ∥ on a vector space X is induced by an inner product if and only if it
satisfies the Parallelogram law. In this case such inner product is given by the following:
1 1
Re(x, y) = (∥x + y∥2 − ∥x − y∥2 ) and Im(x, y) = (∥x + iy∥2 − ∥x − iy∥2 )
4 4
for all x, y ∈ X.
(x,y)
Proof. [(i)]: Let x, y ∈ V with y ̸= 0 and λ ∈ C. We first notice that if λ = (y,y) , then (x−λy, y) = 0.
In this case, we see that
|(x, y)|2
∥x∥2 = ∥x − λy∥2 + ∥λy∥2 ≥ |λ|2 ∥y∥2 = .
∥y∥2
Part (i) follows. □
Proposition 8.2. Let V be an inner product space. Then the inner product (·, ·) : V × V → C is
jointly continuous, that is, (xn , yn ) → (x, y) whenever (xn ) and (yn ) both are convergent sequences
in V with the limits x and y respectively.
Proof. We first note that (xn ) is bounded because (xn ) is convergent. Then by using Cauchy-
Schwarz inequality, we have
|(xn , yn ) − (x, y)| ≤ |(xn , yn ) − (xn , y)| + |(xn , y) − (x, y)| ≤ ∥xn ∥∥yn − y∥ + ∥y∥∥xn − x∥
for all n. This gives the result immediately. □
Example 8.3. It follows from Proposition 14.1 immediately that ℓ2 is an inner product space and
ℓp is not for all p ∈ [1, ∞] \ {2}.
From now on, all vector spaces are assumed to be a complex inner product spaces. Recall that
two vectors x and y in an inner product space V are said to be orthogonal if (x, y) = 0.
Also, a set of elements {vi }i∈I in V is said to be orthonormal if (xi , xi ) = 1 and (xi , xj ) = 0 for
i, j ∈ I with i ̸= j. The following is known in a standard course of linear algebra.
Proposition 8.4. Gram-Schmidt process Let {x1 , x2 , ...} be a sequence of linearly independent
vectors in an inner product space V . Put e1 := x1 /∥x1 ∥. Define en inductively on n by
xn − nk=1 (x, ek )ek
P
en+1 := .
∥xn − nk=1 (x, ek )ek ∥
P
Then {en : n = 1, 2, ..} forms an orthonormal system in V Moreover, the linear span of x1 , ..., xn
is equal to the linear span of e1 , ..., en for all n = 1, 2....
Proposition 8.5. (Bessel′ s inequality) : Let {e1 , ..., eN } be an orthonormal set in an inner
product space V , that is (ei , ej ) = 1 if i = j, otherwise is equal to 0. Then for any x ∈ V , we have
N
X
|(x, ei )|2 ≤ ∥x∥2 .
i=1
21
Proof. It can be obtained by the following equality immediately

N
X N
X
∥x − (x, ei )ei ∥2 = ∥x∥2 − |(x, ei )|2 .
i=1 i=1
□
Corollary 8.6. Let (ei )i∈I be an orthonormal set in an inner product space V . Then for any
element x ∈ V , the set
{i ∈ I : (ei , x) ̸= 0}
is countable.
Proof. Note that for each x ∈ V , we have
∞
[
{i ∈ I : (ei , x) ̸= 0} = {i ∈ I : |(ei , x)| ≥ 1/n}.
n=1
Then the Bessel’s inequality implies that the set {i ∈ I : |(ei , x)| ≥ 1/n} must be finite for each
n ≥ 1. So the result follows. □
The following is one of the most important classes in mathematics.
Definition 8.7. A Hilbert space is a Banach space whose norm is given by an inner product.
In the rest of this section, X always denotes a complex Hilbert space with an inner product (·, ·).
Proposition 8.8. LetP(en ) be a sequence of orthonormal vectors in a Hilbert space X. Then for
any x ∈ V , the series ∞ n=1 (x, en )en is convergent.
Moreover, if (eσ(n) ) is a rearrangement of (en ), that is, σ : {1, 2...} −→ {1, 2, ..} is a bijection.
Then we have
X∞ ∞
X
(x, en )en = (x, eσ(n) )eσ(n) .
n=1 n=1
Proof. Since X is a Hilbert space, the convergencePof the series ∞

P
n=1 (x, en )en follows from the
p
Bessel’s inequality at once. In fact, if we put sp := n=1 (x, en )en , then we have
X
∥sp+k − sp ∥2 = |(x, en )|2 .
p+1≤n≤p+k
P∞ P∞
Now put y = n=1 (x, en )en and z = n=1 (x, eσ(n) )eσ(n) . Notice that we have
N
X N
X
(y, y − z) = lim( (x, en )en , (x, en )en − z)
N
n=1 n=1
N
X N
X ∞
X
= lim |(x, en )|2 − lim (x, en ) (x, eσ(j) )(en , eσ(j) )
N N
n=1 n=1 j=1
∞
X N
X
= |(x, en )|2 − lim (x, en )(x, en ) (N.B: for each n, there is a unique j such that n = σ(j))
N
n=1 n=1
= 0.
Similarly, we have (z, y − z) = 0. The result follows. □
22 CHI-WAI LEUNG
A family of an orthonormal vectors, say B, in X is said to be complete if it is maximal with

respect to the set inclusion order,that is, if C is another family of orthonormal vectors with B ⊆ C,
then B = C.
A complete orthonormal subset of X is also called an orthonormal base of X.
Proposition 8.9. Let {ei }i∈I be a family of orthonormal vectors in X. Then the followings are
equivalent:
(i): {ei }i∈I is complete;
(ii): if (x, ei ) = 0 for all i ∈ I, then
P x = 0;
(iii): for any x ∈ X, we have x = i∈I (x, ei )ei ;
(iv): for any x ∈ X, we have ∥x∥2 = i∈I |(x, ei )|2 .
P
In this case, the expression of each element x ∈ X in Part (iii) is unique.
Note : there are only countable many (x, ei ) ̸= 0 by Corollary 14.5, so the sums in (iii) and (iv)
are convergent by Proposition 14.7.
Proposition 8.10. Let X be a Hilbert space. Then

(i) : X processes an orthonormal base.
(ii) : If {ei }i∈I and {fj }j∈J both are the orthonormal bases for X, then I and J have the same
cardinality, that is, there is a bijection from I onto J. In this case, the cardinality |I| of I
is called the orthonormal dimension of X.
Proof. Part (i) follows from Zorn’s Lemma at once.
For part (ii), if the cardinality |I| is finite, then the assertion is clear since |I| = dim X (vector
space dimension) in this case.
Now assume that |I| is infinite, for each ei , put Jei := {j ∈ J : (ei , fj ) ̸= 0}. Note that since {ei }i∈I
is maximal, Proposition 14.8 implies that we have
[
{fj }j∈J ⊆ Jei .
i∈I
Notice that Jei is countable for each ei by using Proposition 14.5. On the other hand, we have
|N| ≤ |I| because |I| is infinite and thus |N × I| = |I|. Then we have
X X
|J| ≤ |Jei | = |N| = |N × I| = |I|.
i∈I i∈I
From symmetry argument, we also have |I| ≤ |J|. □
Remark 8.11. Recall that a vector space dimension of X is defined by the cardinality of a maximal
linearly independent set in X.
Notice that if X is finite dimensional, then the orthonormal dimension is the same as the vector
space dimension.
Also, the vector space dimension is larger than the orthornormal dimension in general since every
orthogonal set must be linearly independent.
Example 8.12. The followings are important classes of Hilbert spaces.

(i) C n
Pn is a n-dimensional Hilbert space. In this case , nthe inner product is given by (z, w) :=
k=1 zk w k for z = (z1 , ..., zn ) and (w1 , ..., wn ) in C .
The natural basis {e1 , ..., en } forms an orthonormal basis for Cn .
23
(ii) ℓ2 is a separable Hilbert space of infinite dimension whose inner product is given by (x, y) :=
P∞ 2
n=1 x(n)y(n) for x, y ∈ ℓ .
If we put en (n) = 1 and en (k) = 0 for k ̸= n, then {en } is an orthonormal basis for ℓ2 .
(iii) Let T := {z ∈ C : |z| = 1}. For each f ∈ C(T) (the space of all complex-valued continuous
functions defined on T), the integral of f is defined by
Z Z 2π Z 2π Z 2π
1 1 i
f (z)dz := f (eit )dt = Ref (eit )dt + Imf (eit )dt.
T 2π 0 2π 0 2π 0
An inner product on C(T) is given by
Z
(f, g) := f (z)g(z)dz
T
for each f, g ∈ C(T). We write ∥ · ∥2 for the norm induced by this inner product.
The Hilbert space L2 (T) is defined by the completion of C(T) under the norm ∥ · ∥2 .
Now for each n ∈ Z, put fn (z) = z n . We claim that {fn : n = 0, ±1, ±2, ....} is an
orthonormal basis for L2 (T).
In fact, by using the Euler Formula: eiθ = cos θ + i sin θ for θ ∈ R, we see that the family
{fn : n ∈ Z} is orthonormal.
It remains to show that the family {fn } is maximal. By Proposition 14.9, it needs to show
that if (g, fn ) = 0 for all n ∈ Z, then g = 0 in L2 (T). for showing this, we have to make
use the known fact that every element in L2 (T) can be approximated by the polynomial
functions on Z in ∥ · ∥2 -norm due to the the Stone-Weierstrass Theorem. Thus, we can find
a sequence of polynomials (pn ) such that ∥g − pn ∥2 → 0 as n → 0. Since (g, fn ) = 0 for all
n, we see that (g, pn ) = 0 for all n. Therefore, we have
∥g∥22 = lim(g, pn ) = 0.
n
The proof is finished.
We say that two Hilbert spaces X and Y are said to be isomorphic if there is linear isomorphism
U from X onto Y such that (U x, U x′ ) = (x, x′ ) for all x, x′ ∈ X. In this case U is called a unitary
operator.
Theorem 8.13. Two Hilbert spaces are isomorphic if and only if they have the same orthonornmal
dimension.
Proof. The converse part (⇐) is clear.
Now for the (⇒) part, let X and Y be isomorphic Hilbert spaces. Let U : X −→ Y be a unitary.
Note that if {ei }i∈I is an orthonormal base of X, then {U ei }i∈I is also an orthonormal base of Y .
Thus the necessary part follows from Proposition 14.9 at once. □
Corollary 8.14. The Hilbert spaces L2 (T) and ℓ2 are isomorphic.

Proof. In Examples 14.11 (ii) and (iii), we have shown that the Hilbert spaces L2 (T) and ℓ2 have
the same orthonormal dimension. Then by Theorem 14.14 above, we see that L2 (T) and ℓ2 are
isomorphic. □
Corollary 8.15. Every separable Hilbert space is isomorphic to ℓ2 or Cn for some n.

Proof. Let X be a separable Hilbert space.
If dim X < ∞, then it is clear that X is isomorphic to Cn for n = dim X.
Now suppose that dim X = ∞ and its orthonormal dimension is larger √ than |N|, that is X has an
orthonormal base {fi }i∈I with |I| > |N|. Note that since ∥fi − fj ∥ = 2 for all i, j ∈ I with i ̸= j.
24 CHI-WAI LEUNG
This implies that B(ei , 1/4) ∩ B(ej , 1/4) = ∅ for i ̸= j.

On the other hand, if we let D be a countable dense subset of X, then B(fi , 1/4) ∩ D ̸= ∅ for all
i ∈ I. So for each i ∈ I, we can pick up an element xi ∈ D ∩ B(fi , 1/4). Therefore, one can define
an injection from I into D. It is absurd to the countability of D. □
9. Lecture 11: Geometry of Hilbert Space II

In this section, let X always denote a complex Hilbert space. Recall that a subset D of X is
said to be convex if it satisfies the condition: tx + (1 − t)y ∈ D whenever x, y ∈ D and t ∈ [0, 1].
In particular, every subspace or ball in X is convex.
Proposition 9.1. If D is a closed convex subset of X, then there is a unique element z ∈ D such
that
∥z∥ = inf{∥x∥ : x ∈ D}.
Consequently, for any element u ∈ X, there is a unique element w ∈ D such that
∥u − w∥ = d(u, D) := inf{∥u − x∥ : x ∈ D}.
Proof. We first claim the existence of such z.
Let d := inf{∥x∥ : x ∈ D}. Then there is a sequence (xn ) in D such that ∥xn ∥ → d. Notice that
(xn ) is a Cauchy sequence. In fact, the Parallelogram Law implies that
xm − xn 2 1 1 xm + xn 2 1 1
∥ ∥ = ∥xm ∥2 + ∥xn ∥2 − ∥ ∥ ≤ ∥xm ∥2 + ∥xn ∥2 − d2 −→ 0
2 2 2 2 2 2
as m, n → ∞, where the last inequality holds because D is convex and hence 12 (xm + xn ) ∈ D. Let
z := limn xn . Then ∥z∥ = d and z ∈ D because D is closed.
For the uniqueness, let z, z ′ ∈ D such that ∥z∥ = ∥z ′ ∥ = d. Thanks to the Parallelogram Law
again, we have
z − z′ 2 1 1 z + z′ 2 1 1
∥ ∥ = ∥z∥2 + ∥z ′ ∥2 − ∥ ∥ ≤ ∥z∥2 + ∥z ′ ∥2 − d2 = 0.
2 2 2 2 2 2
Therefore z = z ′ .
The last assertion follows by considering the closed convex set u−D := {u−x : x ∈ D} immediately.
□
Proposition 9.2. Suppose that M is a closed subspace. Let u ∈ X and w ∈ M . Then the followings
are equivalent:
(i): ∥u − w∥ = d(u, M );
(ii): u − w ⊥ M , that is (u − w, x) = 0 for all x ∈ M .
Consequently, for each element u ∈ X, there is a unique element w ∈ M such that u − w ⊥ M .
Proof. Let d := d(u, M ).
For proving (i) ⇒ (ii), fix an element x ∈ M . Then for any t > 0, note that since w + tx ∈ M , we
have
d2 ≤ ∥u − w − tx∥2 = ∥u − w∥2 + ∥tx∥2 − 2Re(u − w, tx) = d2 + ∥tx∥2 − 2Re(u − w, tx).
This implies that
(9.1) 2Re(u − w, x) ≤ t∥x∥2
for all t > 0 and for all x ∈ M . So by considering −x in Eq.9.1, we obtain
2|Re(u − w, x)| ≤ t∥x∥2 .
for all t > 0. This implies that Re(u − w, x) = 0 for all x ∈ M . Similarly, putting ±ix into Eq.9.1,
we have Im(u − w, x) = 0. So (ii) follows.
25
For (ii) ⇒ (i), we need to show that ∥u − w∥2 ≤ ∥u − x∥2 for all x ∈ M . Note that since u − w ⊥ M
and w ∈ M , we have u − w ⊥ w − x for all x ∈ M . This gives
∥u − x∥2 = ∥(u − w) + (w − x)∥2 = ∥u − w∥2 + ∥w − x∥2 ≥ ∥u − w∥2 .
Part (i) follows.
The last statement is obtained by Proposition 9.1 immediately. □
Now for each subspace M of X, the orthogonal set of M , write M ⊥ is defined by

M ⊥ := {x ∈ X : x ⊥ M }.
It is clear that M ⊥ is a closed subspace of X. Moreover, we have the following important property
of a Hilbert space.
Theorem 9.3. Let M be a closed subspace. Then we have X = M ⊕ M ⊥ .

In this case, M ⊥ is called the orthogonal complement of M .
Proof. It is clear that M ∩ M ⊥ = (0). It remains to show X = M + M ⊥ .
Let u ∈ X. Then by Proposition 9.2, we can find an element w ∈ M such that u − w ⊥ M . Thus
u − w ∈ M ⊥ and u = w + (u − w). The proof is finished. □
Corollary 9.4. With the notation as above, an element x0 ∈

/ M if and only if there is an element
m ∈ M such that x0 − m ⊥ M .
Proof. It is clear from Theorem 9.3. □
Corollary 9.5. If M is a closed subspace of X, then M ⊥⊥ = M .

Proof. It is clear that M ⊆ M ⊥⊥ by the definition of M ⊥⊥ . Now if there is x ∈ M ⊥⊥ \ M , then
by the decomposition X = M ⊕ M ⊥ obtained in Theorem9.3, we have x = y + z for some y ∈ M
and z ∈ M ⊥ . This implies that z = x − y ∈ M ⊥ ∩ M ⊥⊥ = (0). This gives x = y ∈ M . It leads to
a contradiction. □
Remark 9.6. It is worthwhile pointing out that for a general Banach space X and a closed subspace
M of X, it May Not have a complementary Closed subspace N of M , that is X = M ⊕ N . If
M has a complementary closed subspace X, we say that M is complemented in X.
Example 9.7. Let L2 (T) be the Hilbert space defined as in Hilbert 14.11. Define a linear functional
φ : L2 (T) → C by Z
φ(f ) := f (z)dz
T
for f ∈ L2 (T). Put M = ker Rφ. Notice that φ is bounded and thus, M is a closed subspace. Also,
note that M = {f ∈ L2 (T) : T f (z)dz = 0}.
Let g ∈ L2 (T). Then by Proposition 9.2, there is a unique element h ∈ M such that
∥g − h∥ = d(g, M ).
Next, we are going to find the element h ∈ M .
In fact, by using Proposition 9.2 again, we have g −h⊥M and thus, g −h ∈ M ⊥ . On the other hand,
we see that M = (C1)⊥ where 1(z) ≡ 1 for all z ∈ T. From this, we see that M ⊥ = (C1)⊥⊥ = C1
by Corollary 9.5. Therefore, we have g − h = λ1 for some λ ∈ C. It remains to determine such λ.
Since h ∈ M , we see that
Z Z Z
g(z)dz = (g − h)(z)dz = λ 1(z)dz = λ.
T T T
26 CHI-WAI LEUNG
We can now conclude that if g ∈ L2 (T), then the element

Z

h := g − g(z)dz 1 ∈ M
T
satisfies ∥g − h∥ = d(g, M ) as desired.
Theorem 9.8. Riesz Representation Theorem : For each f ∈ X ∗ , then there is a unique
element vf ∈ X such that
f (x) = (x, vf )
for all x ∈ X and we have ∥f ∥ = ∥vf ∥.
P
Furthermore, if (ei )i∈I is an orthonormal base of X, then vf = i f (ei )ei .
Proof. We first prove the uniqueness of vf . If z ∈ X also satisfies the condition: f (x) = (x, z) for
all x ∈ X. This implies that (x, z − vf ) = 0 for all x ∈ X. So z − vf = 0.
Now for proving the existence of vf , it suffices to show the case ∥f ∥ = 1. Then ker f is a closed
proper subspace. Then by the orthogonal decomposition again, we have
X = ker f ⊕ (ker f )⊥ .
Since f ̸= 0, we have (ker f )⊥ is linear isomorphic to C. Also note that the restriction of f
on (ker f )⊥ is of norm one. Hence there is an element vf ∈ (ker f )⊥ with ∥vf ∥ = 1 such that
f (vf ) = ∥f |(ker f )⊥ ∥ = 1 and (ker f )⊥ = Cvf . So for each element x ∈ X, we have x = z + αvf for
some z ∈ ker f and α ∈ C. Then f (x) = αf (vf ) = α =X (x, vf ) for all x ∈ X.
Concerning about the last assertion, if we put vf = αi ei , then f (ej ) = (ej , vf ) = αj for all
i∈I
j ∈ I. The proof is finished. □
Corollary 9.9. With the notation as in Theorem 9.8, Define the map
(9.2) Φ : f ∈ X ∗ 7→ vf ∈ X, i.e., f (y) = (x, Φ(f ))
for all y ∈ X and f ∈ X ∗ .
And if we define (f, g)X ∗ := (vg , vf )X for f, g ∈ X ∗ . Then (X ∗ , (·, ·)X ∗ ) becomes a Hilbert space.
Moreover, Φ is an anti-unitary operator from X ∗ onto X, that is Φ satisfies the conditions:
Φ(αf + βg) = αΦ(f ) + βΦ(g) and (Φf, Φg)X = (g, f )X ∗
for all f, g ∈X∗ and α, β ∈ C.
Furthermore, if we define J : x ∈ X 7→ fx ∈ X ∗ , where fx (y) := (y, x), then J is the inverse of Φ,
and hence, J is an isometric conjugate linear isomorphism.
Proof. The result follows immediately from the observation that vf +g = vf + vg and vαf = αvf for
all f ∈ X ∗ and α ∈ C.
The last assertion is clearly obtained by the Eq.9.2 above. □
10. Operators on a Hilbert space

Throughout this section, all spaces are complex Hilbert spaces. Let B(X, Y ) denote the space of
all bounded linear operators from X into Y . If X = Y , write B(X) for B(X, X).
Let T ∈ B(X, Y ). We will make use the following simple observation:
(10.1) (T x, y) = 0 for all x ∈ X; y ∈ Y if and only if T = 0.

Therefore, the elements in B(X, Y ) are uniquely determined by the Eq.10.1, that is, T = S in
B(X, Y ) if and only if (T x, y) = (Sx, y) for all x ∈ X and y ∈ Y .
27
Remark 10.1. For Hilbert spaces H1 and H2 , we consider their direct sum H := H1 ⊕ H2 . If we
define the inner product on H by
(x1 ⊕ x2 , y1 ⊕ y2 ) := (x1 , y1 )H1 + (x2 , y2 )H2
for x1 ⊕ x2 and y1 ⊕ y2 in H, then H becomes a Hilbert space. Now for each T ∈ B(H1 , H2 ), we
can define an element T̃ ∈ B(H) by T̃ (x1 ⊕ x2 ) := 0 ⊕ T x1 . Thus, the space B(H1 , H2 ) can be
viewed as a closed subspace of B(H). Thus, we can consider the case of H1 = H2 for studying the
space B(H1 , H2 ).
Proposition 10.2. Let T ∈ B(X). Then we have

(i): T = 0 if and only if (T x, x) = 0 for all x ∈ X. Consequently, for T, S ∈ B(X), T = S if
and only if (T x, x) = (Sx, x) for all x ∈ X.
(ii): ∥T ∥ = sup{|(T x, y)| : x, y ∈ X with ∥x∥ = ∥y∥ = 1}.
Proof. It is clear that the necessary part in Part (i). Now we are going to the sufficient part in
Part (i), that is we assume that (T x, x) = 0 for all x ∈ X. This implies that we have
0 = (T (x + iy), x + iy) = (T x, x) + i(T y, x) − i(T x, y) + (T iy, iy) = i(T y, x) − i(T x, y).
So we have (T y, x)−(T x, y) = 0 for all x, y ∈ X. In particular, if we replace y by iy in the equation,
then we get i(T y, x) − i(T x, y) = 0 and hence we have (T y, x) + (T x, y) = 0. Therefore we have
(T x, y) = 0.
For part (ii) : Let α = sup{|(T x, y)| : x, y ∈ X with ∥x∥ = ∥y∥ = 1}. It is clear that we have
∥T ∥ ≥ α. It needs to show ∥T ∥ ≤ α.
In fact, for each x ∈ X with ∥x∥ = 1, then by the Hahn-Banach Theorem, there is f ∈ X ∗ with
∥f ∥ = 1 such that f (T x) = ∥T x∥. The Riesz Representation Theorem, we can find an element
yf ∈ X with ∥yf ∥ = ∥f ∥ = 1 so that we have ∥T x∥ = f (T x) = (x, yf ) ≤ α for all x ∈ X with
∥x∥ = 1. This implies that ∥T ∥ ≤ α. The proof is finished. □
Proposition 10.3. Let T ∈ B(X). Then there is a unique element T ∗ in B(X) such that
(10.2) (T x, y) = (x, T ∗ y)
In this case, T ∗ is called the adjoint operator of T .
Proof. We first show the uniqueness. Suppose that there are S1 , S2 in B(X) which satisfy the
Eq.10.2. Then (x, S1 y) = (x, S2 y) for all x, y ∈ X. Eq.10.1 implies that S1 = S2 .
Finally, we prove the existence. Note that if we fix an element y ∈ X, define the map fy (x) :=
(T x, y) for all x ∈ X. Then fy ∈ X ∗ . The Riesz Representation Theorem implies that there is a
unique element y ∗ ∈ X such that (T x, y) = (x, y ∗ ) for all x ∈ X and ∥fy ∥ = ∥y ∗ ∥. On the other
hand, we have
|fy (x)| = |(T x, y)| ≤ ∥T ∥∥x∥∥y∥
for all x, y ∈ X and thus ∥fy ∥ ≤ ∥T ∥∥y∥. If we put T ∗ (y) := y ∗ , then T ∗ satisfies the Eq.10.2.
Also, we have ∥T ∗ y∥ = ∥y ∗ ∥ = ∥fy ∥ ≤ ∥T ∥∥y∥ for all y ∈ X. So T ∗ ∈ B(X) with ∥T ∗ ∥ ≤ ∥T ∥
indeed. Hence T ∗ is as desired. □
Remark 10.4. Let S, T : X → X be linear operators (without assuming to be bounded). If they

satisfy the Eq.10.2 above, i.e.,
(T x, y) = (x, Sy)
for all x, y ∈ X. Using the Closed Graph Theorem, one can show that S and T both are automat-
ically bounded.
In fact, let (xn ) be a sequence in X such that lim xn = x and lim Sxn = y for some x, y ∈ X. Now
for any z ∈ X, we have
(z, Sx) = (T z, x) = lim(T z, xn ) = lim(z, Sxn ) = (z, y).
28 CHI-WAI LEUNG
Thus Sx = y and hence S is bounded by the Closed Graph Theorem.

Similarly, we can also see that T is bounded.
Remark 10.5. Let T ∈ B(X). Let T t : X ∗ → X ∗ be the transpose of T which is defined by

T t (f ) := f ◦ T ∈ X ∗ for f ∈ X ∗ (see Proposition 5.14). Then we have the following commutative
diagram (Check!)
T∗
X −−−−→ X
 

JX y
J
y X
Tt
X ∗ −−−−→ X ∗
where JX : X → X ∗ is the anti-unitary given by the Riesz Representation Theorem (see Corollary
9.9).
Proposition 10.6. Let T, S ∈ B(X). Then we have

(i): T ∗ ∈ B(X) and ∥T ∗ ∥ = ∥T ∥.
(ii): The map T ∈ B(X) 7→ T ∗ ∈ B(X) is an isometric conjugate anti-isomorphism, that is,
(αT + βS)∗ = αT ∗ + βS ∗ for all α, β ∈ C; and (T S)∗ = S ∗ T ∗ .

(iii): ∥T ∗ T ∥ = ∥T ∥2 .
Proof. For Part (i), in the proof of Proposition 10.3, we have shown that ∥T ∗ ∥ ≤ ∥T ∥. And the
reverse inequality clearly follows from T ∗∗ = T .
The Part (ii) follows from the adjoint operators are uniquely determined by the Eq.10.2 above.
For Part (iii), we always have ∥T ∗ T ∥ ≤ ∥T ∗ ∥∥T ∥ = ∥T ∥2 . For the reverse inequality, let x ∈ BX .
Then
∥T x∥2 = (T x, T x) = (T ∗ T x, x) ≤ ∥T ∗ T x∥∥x∥ ≤ ∥T ∗ T ∥.
Therefore, we have ∥T ∥2 ≤ ∥T ∗ T ∥. □
Example 10.7. If X = Cn and D = (aij )n×n an n × n matrix, then D∗ = (aji )n×n . In fact, notice
that
aji = (Dei , ej ) = (ei , D∗ ej ) = (D∗ ej , ei ).
So if we put D∗ = (dij )n×n , then dij = (D∗ ej , ei ) = aji .
∞
P∞ X
Example 10.8. Let ℓ2 (N) := {x : N → C : i=0 |x(i)|2 < ∞}. And put (x, y) := x(i)y(i).
i=0
Define the operator D ∈ B(ℓ2 (N)) (called the unilateral shift) by
Dx(i) = x(i − 1)
for i ∈ N and where we set x(−1) := 0, that is D(x(0), x(1), ...) = (0, x(0), x(1), ....).
Then D is an isometry and the adjoint operator D∗ is given by
D∗ x(i) := x(i + 1)
for i = 0, 1, .., that is D∗ (x(0), x(1), ...) = (x(1), x(2), ....).
Indeed one can directly check that
X∞ X∞
(Dx, y) = x(i − 1)y(i) = x(j)y(j + 1) = (x, D∗ y).
i=0 j=0
Note that D∗ is NOT an isometry.

29
Example 10.9. Let ℓ∞ (N) = {x : N → C : supi≥0 |x(i)| < ∞} and ∥x∥∞ := supi≥0 |x(i)|. For
each x ∈ ℓ∞ , define Mx ∈ B(ℓ2 (N)) by
Mx (ξ) := x · ξ
for ξ ∈ ℓ2 (N), where (x · ξ)(i) := x(i)ξ(i); i ∈ N.
Then ∥Mx ∥ = ∥x∥∞ and Mx∗ = Mx , where x(i) := x(i).
Definition 10.10. Let T ∈ B(X) and let I be the identity operator on X. T is said to be
(i) : selfadjoint if T ∗ = T ;
(ii) : normal if T ∗ T = T T ∗ ;
(iii) : unitary if T ∗ T = T T ∗ = I.
Proposition 10.11. We have

(i) : Let T : X −→ X be a linear operator. T is selfadjoint if and only if
(10.3) (T x, y) = (x, T y) for all x, y ∈ X.
(ii) : T is normal if and only if ∥T x∥ = ∥T ∗ x∥ for all x ∈ X.
Proof. The necessary part of Part (i) is clear.
Now suppose that the Eq.10.3 holds, it needs to show that T is bounded. Indeed, it follows from
Remark10.4 at once.
For Part (ii), note that by Proposition 10.2, T is normal if and only if (T ∗ T x, x) = (T T ∗ x, x).
Thus, Part (ii) follows from that
∥T x∥2 = (T x, T x) = (T ∗ T x, x) = (T T ∗ x, x) = (T ∗ x, T ∗ x) = ∥T ∗ x∥2
for all x ∈ X. □
Proposition 10.12. Let T ∈ B(H). We have the following assertions.

(i) : T is selfadjoint if and only if (T x, x) ∈ R for all x ∈ H.
(ii) : If T is selfadjoint, then ∥T ∥ = sup{|(T x, x)| : x ∈ H with ∥x∥ = 1}.
Proof. Part (i) is clearly follows from Proposition10.2.
For Part (ii), if we let a = sup{|(T x, x)| : x ∈ H with ∥x∥ = 1}, then it is clear that a ≤ ∥T ∥. We
are now going to show the reverse inequality. Since T is selfadjoint, one can directly check that
(T (x + y), x + y) − (T (x − y), x − y) = 4Re(T x, y)
for all x, y ∈ H. Thus if x, y ∈ H with ∥x∥ = ∥y∥ = 1 and (T x, y) ∈ R, then by using the
Parallelogram Law, we have
a a
(10.4) |(T x, y)| ≤ (∥x + y∥2 + ∥x − y∥2 ) = (∥x∥2 + ∥y∥2 ) = a.
4 2
Now for x, y ∈ H with ∥x∥ = ∥y∥ = 1, by considering the polar form of (T x, y) = reiθ , the Eq.10.4
gives
|(T x, y)| = |(T x, eiθ y)| ≤ a.
Since ∥T ∥ = sup |(T x, y)|, we have ∥T ∥ ≤ a as desired. The proof is finished. □
∥x∥=∥y∥=1
Proposition 10.13. Let T ∈ B(X). Then we have

ker T = (imT ∗ )⊥ and (ker T )⊥ = imT ∗
where imT denotes the image of T .
30 CHI-WAI LEUNG
Proof. The first equality is clearly follows from x ∈ ker T if and only if 0 = (T x, z) = (x, T ∗ z) for
all z ∈ X.
⊥
On the other hand, it is clear that we have M ⊥ = M for any subspace M of X. This together
with the first equality and Corollary9.5 will yield the second equality at once. □
Proposition 10.14. Let (E, ∥ · ∥) be a Banach space. Let M and N be the closed subspaces of E
such that
E =M ⊕N . . . . . . . . . . . . (∗)
Define an operator Q : E −→ E by Q(y + z) = y for y ∈ M and z ∈ N . Then Q is bounded. In
this case, Q is called the projection with respect to the decomposition (∗).
Furthermore, if E is a Hilbert space, then N = M ⊥ (and hence (∗) is the orthogonal decomposition
of E with respect to M ) if and only if Q satisfies the conditions: Q2 = Q and Q∗ = Q. And Q is
called the orthogonal projection (or projection for simply) with respect to M .
Proof. For showing the boundedness of Q, by using the Closed Graph Theorem, we need to show
that if (xn ) is a sequence in E such that lim xn = x and lim Qxn = u for some x, u ∈ E, then
Qx = u.
Indeed, if we let xn = yn ⊕ zn and u = v ⊕ w, where yn , v ∈ M and zn , w ∈ N , then Qxn = yn .
Notice that (zn ) is a convergent sequence in E because zn = xn − yn and (xn ) and (yn ) both are
convergent. Let w = lim zn . This implies that
x = lim xn = lim(yn ⊕ zn ) = u ⊕ w.
Since M and N are closed, we have u ∈ M and z ∈ N . Therefore, we have Qx = u as desired.
For the last assertion, we further assume that E is a Hilbert space.

It is clear from the definition of Q that Q(y) = y and Q(z) = 0 for all y ∈ M and z ∈ N . Thus we
have Q2 = Q.
Now if N = M ⊥ , then for y, y ′ ∈ M and z, z ′ ∈ N , we have
(Q(y + z), y ′ + z ′ ) = (y, y ′ ) = (y + z, Q(y ′ + z ′ )).
So Q∗ = Q.
The converse of the last statement follows from Proposition 10.13 at once because ker Q = N and
imQ = M .
Proposition 10.15. When X is a Hilbert space, we put M the set of all closed subspaces of X and
P the set of all orthogonal projections on X. Now for each M ∈ M, let PM be the corresponding
projection with respect to the orthogonal decomposition X = M ⊕ M ⊥ . Then there is an one-one
correspondence between M and P which is defined by
M ∈ M 7→ PM ∈ P.
Furthermore, if M, N ∈ M, then we have
(i) : M ⊆ N if and only if PM PN = PN PM = PM .
(ii) : M ⊥N if and only if PM PN = PN PM = 0.
Proof. It first follows from Proposition 10.14 that PM ∈ P.
Indeed the inverse of the correspondence is given by the following. If we let Q ∈ P and M =
Q(X), then M is closed because M = ker(I − Q) and I − Q is bounded. Also it is clear that
X = Q(X) ⊕ (I − Q)X with ker Q = M ⊥ . Hence M is the corresponding closed subspace of X,
that is M ∈ M and PM = Q as desired.
For the final assertion, Part (i) and (ii) follow immediately from the orthogonal decompositions
X = M ⊕M ⊥ = N ⊕N ⊥ and together with the clear facts that M ⊆ N if and only if N ⊥ ⊆ M ⊥ . □
31
11. Compact operators on a Hilbert space

Throughout this section, let H be a complex Hilbert space.
Definition 11.1. A linear operator T : H → H is said to be compact if for every bounded sequence
(xn ) in H, (T (xn )) has a norm convergent subsequence.
Write K(H) for the set of all compact operators on H and K(H)sa for the set of all compact
selfadjoint operators.
Remark 11.2. Let U be the closed unit ball of H. It is clear that T is compact if and only if the
norm closure T (U ) is a compact subset of H. Thus if T is compact, then T is bounded automatically
because every compact set is bounded.
Also it is clear that if T has finite rank, that is dim imT < ∞, then T must be compact because
every closed and bounded subset of a finite dimensional normed space is equivalent to it is compact.
Example 11.3. The identity operator I : H → H is compact if and only if dim H < ∞.
Example 11.4. Let H = ℓ2 ({1, 2...}). Define T x(k) := x(k)k for k = 1, 2.... Then T is compact.
In fact, if we let (xn ) be a bounded sequence in ℓ2 , then by the diagonal argument, we can find
a subsequence ym := T xm of T xn such that lim ym (k) = y(k) exists for all k = 1, 2... Let
m→∞
L := supn ∥xn ∥22 . Since |ym (k)|2 ≤ kL2 for all m, k, we have y ∈ ℓ2 . Now let ε > 0. Then one can
find a positive integer N such that k≥N 4L/k 2 < ε. So we have
P
X X 4L
|ym (k) − y(k)|2 < <ε
k2
k≥N k≥N
for all m. On the other hand, since lim ym (k) = y(k) for all k, we can choose a positive integer
m→∞
M such that
N
X −1
|ym (k) − y(k)|2 < ε
k=1
for all m ≥ M . Finally, we have ∥ym − y∥22 < 2ε for all m ≥ M .
Proposition 11.5. Let S, T ∈ K(H). Then we have

(i) : αS + βT ∈ K(H) for all α, β ∈ C;
(ii) : T Q and QT ∈ K(H) for all Q in B(H);
(iii) : T ∗ ∈ K(H).
Moreover K(H) is normed closed in B(H).
Hence K(H) is a closed ∗-ideal of B(H).
Proof. (i) and (ii) are clear.
For property (iii), let (xn ) be a bounded sequence. Then (T ∗ xn ) is also bounded. So T T ∗ xn has a
convergent subsequence T T ∗ xnk by the compactness of T . Notice that we have
∥T ∗ xnk − T ∗ xnl ∥2 = (T T ∗ (xnk − xnl ), xnk − xnl )
for all nk , nl . This implies that (T ∗ xnk ) is a Cauchy sequence and thus is convergent since (xnk ) is
bounded.
Finally we are going to show K(H) is closed. Let (Tm ) be a sequence in K(H) such that Tm → T in
norm. Let (xn ) be a bounded sequence in H. Then by the diagonal argument there is a subsequence
(xnk ) of (xn ) such that lim Tm xnk exists for all m. Now let ε > 0. Since limm Tm = T , there is a
k
32 CHI-WAI LEUNG
positive integer N such that ∥T − TN ∥ < ε. On the other hand, there is a positive integer K such
that ∥TN xnk − TN xnk′ ∥ < ε for all k, k ′ ≥ K. So we can now have
∥T xnk − T xnk′ ∥ ≤ ∥T xnk − TN xnk ∥ + ∥TN xnk − TN xnk′ ∥ + ∥TN xnk′ − T xnk′ ∥ ≤ (2L + 1)ε
for all k, k ′ ≥ K where L := supn ∥xn ∥. Thus limk T xnk exists. It can now be concluded that
T ∈ K(H). The proof is finished. □
Theorem 11.6. Fredholm Alternative Theorem : Let T ∈ K(H)sa and let 0 ̸= λ ∈ C. Then
T − λ is injective if and only if T − λ is surjective.
Theorem 11.7. T ∈ K(H) if only if T can be approximated by finite rank operators.
33
12. Lecture 4: Compact sets and finite dimensional normed spaces

Throughout this section, let (xn ) be a sequence in a normed space X. Recall that a subsequence
(xnk )∞ ∞
k=1 of (xn ) means that (nk )k=1 is a sequence of positive integers satisfying n1 < n2 < · · · <
nk < nk+1 < · · · , that is, such sequence (nk ) can be viewed as a strictly increasing function
n : k ∈ {1, 2, ..} 7→ nk ∈ {1, 2, ...}.
In this case, note that for each positive integer N , there is K ∈ N such that nK ≥ N and thus we
have nk ≥ N for all k ≥ K.
Definition 12.1. A subset A of a normed space X is said to be compact (more precise, sequentially
compact) if every sequence in A has a convergent subsequence with the limit in A.
Recall that a subset A is closed in X if and only if every convergent sequence (xn ) in A implies
that lim xn ∈ A.
Proposition 12.2. If A is a compact subset of X, then A is closed and bounded.

Proof. It is clear that the result follows if A = ∅. Thus, we assume that A is non-empty.
Assume that A is compact.
We first claim that A is closed. Let (xn ) be a sequence in A. Then by the compactness of A, there
is a convergent subsequence (xnk ) of (xn ) with limk xnk ∈ A. Thus, if (xn ) is convergent, then
limn xn = limk xnk ∈ A. Therefore, A is closed.
Next, we are going to show the boundedness of A. Suppose that A is not bounded. Fix an element
x1 ∈ A. Since A is not bounded, we can find an element x2 ∈ A such that ∥x2 − x1 ∥ > 1. Similarly,
there is an element x3 ∈ A such that ∥x3 − xk ∥ > 1 for k = 1, 2. To repeat the same step, we can
obtain a sequence (xn ) in A such that ∥xn −xm ∥ > 1 for m ̸= n. From this, we see that the sequence
(xn ) does not have a convergent subsequence. In fact, if (xn ) has a convergent subsequence (xnk ).
Therefore, (xnk )∞k=1 is a Cauchy sequence in X. Then we can find a pair of sufficient large positive
integers p and q with p ̸= q such that ∥xnp − xnq ∥ < 1/2. It leads to a contradiction because
∥xnp − xnq ∥ > 1 by the choice of the sequence (xn ). Thus, A is bounded. □
The following is an important characterization of a compact set in the the case X = R. Warning:
this result is not true for a general normed space X.
Let us first recall the following important theorem in real line.
Theorem 12.3. (Bolzano-Weierstrass Theorem) Every bounded sequence in R has a conver-

gent subsequence.
Proof. See [1, Theorem 3.4.8]. □
Theorem 12.4. Let A be a closed subset of R. Then the following statements are equivalent.
(i) A is compact.
(ii) A is closed and bounded.
Proof. Part (i) ⇒ (ii) follows from Proposition 12.2 immediately.
It remains to show (ii) ⇒ (i). Suppose that A is closed and bounded.
Let (xn ) be a sequence in A. Thus, (xn ). Then the Bolzano-Weierstrass Theorem assures that
there is a convergent subsequence (xnk ). Then by the closeness of A, limk xnk ∈ A. Thus A is
compact.
34 CHI-WAI LEUNG
13. Lecture 7: Dual Spaces II

All notation are as in Section 5
Proposition 13.1. For a normed space X, let Q : X −→ X ∗∗ be the canonical map, that is,
Qx(x∗ ) := x∗ (x) for x∗ ∈ X ∗ and x ∈ X. Then Q is an isometry.
Proof. Note that for x ∈ X and x∗ ∈ BX ∗ , we have |Q(x)(x∗ )| = |x∗ (x)| ≤ ∥x∥. Then ∥Q(x)∥ ≤
∥x∥.
It remains to show that ∥x∥ ≤ ∥Q(x)∥ for all x ∈ X. In fact, for x ∈ X, there is x∗ ∈ X ∗ with
∥x∗ ∥ = 1 such that ∥x∥ = |x∗ (x)| = |Q(x)(x∗ )| by Proposition 5.9. Thus we have ∥x∥ ≤ ∥Q(x)∥.
Remark 13.2. Let T : X → Y be a bounded linear operator and T ∗∗ : X ∗∗ → Y ∗∗ the second

dual operator induced by the adjoint operator of T . With notation as in Proposition 13.1 above,
the following diagram always commutes.
T
X −−−−→ Y
 

QX y
Q
y Y
T ∗∗
X ∗∗ −−−−→ Y ∗∗
Definition 13.3. A normed space X is said to be reflexive if the canonical map Q : X −→ X ∗∗ is
surjective. (Notice that every reflexive space must be a Banach space.)
Example 13.4. We have the following examples.

(i) : Every finite dimensional normed space X is reflexive.
(ii) : ℓp is reflexive for 1 < p < ∞.
(iii) : c0 and ℓ1 are not reflexive.
Proof. For Part (i), if dim X < ∞, then dim X = dim X ∗∗ . Hence, the canonical map Q : X → X ∗∗
must be surjective.
Part (ii) follows from (ℓp )∗ = ℓq for 1 < p < ∞, p1 + 1q = 1.
For Part (iii), notice that c∗∗ 1 ∗ ∗∗
0 = (ℓ ) = ℓ . Since ℓ
∞ is non-separable but c is separable. Thus,
0
∗∗ ∞
the canonical map Q from c0 to c0 = ℓ must not be surjective.
For the case of ℓ1 , we have (ℓ1 )∗∗ = (ℓ∞ )∗ . Since ℓ∞ is non-separable, the dual space (ℓ∞ )∗ is
non-separable by Proposition 5.12. Thus, ℓ1 ̸= (ℓ1 )∗∗ . □
Proposition 13.5. Every closed subspace of a reflexive space is reflexive.

Proof. Let Y be a closed subspace of a reflexive space X. Let QY : Y → Y ∗∗ and QX : X → X ∗∗ be
the canonical maps as before. Let y0∗∗ ∈ Y ∗∗ . We define an element ϕ ∈ X ∗∗ by ϕ(x∗ ) := y0∗∗ (x∗ |Y )
for x∗ ∈ X ∗ . Since X is reflexive, there is x0 ∈ X such that QX x0 = ϕ. Suppose x0 ∈ / Y . Then
by Proposition 5.11, there is x∗0 ∈ X ∗ such that x∗0 (x0 ) ̸= 0 but x∗0 (Y ) ≡ 0. Note that we have
x∗0 (x0 ) = QX x0 (x∗0 ) = ϕ(x∗0 ) = y0∗∗ (x∗0 |Y ) = 0. It leads to a contradiction. Thus, x0 ∈ Y . The proof
is finished if we have QY (x0 ) = y0∗∗ .
In fact, for each y ∗ ∈ Y ∗ , then by the Hahn-Banach Theorem, y ∗ has a continuous extension x∗ in
X ∗ . Then we have
QY (x0 )(y ∗ ) = y ∗ (x0 ) = x∗ (x0 ) = QX (x0 )(x∗ ) = ϕ(x∗ ) = y0∗∗ (x∗ |Y ) = y0∗∗ (y ∗ ).
□
Example 13.6. By using Proposition 13.5, we immediately see that the space ℓ∞ is not reflexive
because it contains a non-reflexive closed subspace c0 .
35
14. Lecture 10: Geometry of Hilbert Space I

From now on, all vectors spaces are over the complex field. Recall that an inner product on a
vector space V is a function (·, ·) : V × V → C which satisfies the following conditions.
(i) (x, x) ≥ 0 for all x ∈ V and (x, x) = 0 if and only if x = 0.

(ii) (x, y) = (y, x) for all x, y ∈ V .
(iii) (αx + βy, z) = α(x, z) + β(y, z) for all x, y, z ∈ V and α, β ∈ C.
Consequently, for each x ∈ V , the map y ∈ V 7→ (x, y) ∈ C is conjugate linear by the conditions
(ii) and (iii), that is (x, αy + βz) = ᾱ(x, y) + β̄(x, z) for all y, z ∈ V and α, β ∈ C.
Also, the inner product (·, ·) will give a norm on V which is defined by
p
∥x∥ := (x, x)
for x ∈ V .
We first recall the following useful properties of an inner product space which can be found in the
standard text books of linear algebras.
Proposition 14.1. Let V be an inner product space. For all x, y ∈ V , we always have:
(i): (Cauchy-Schwarz inequality): |(x, y)| ≤ ∥x∥∥y∥ Consequently, the inner product on
V × V is jointly continuous.
(ii): (Parallelogram law): ∥x + y∥2 + ∥x − y∥2 = 2∥x∥2 + 2∥y∥2
Furthermore, a norm ∥ · ∥ on a vector space X is induced by an inner product if and only if it
satisfies the Parallelogram law. In this case such inner product is given by the following:
1 1
Re(x, y) = (∥x + y∥2 − ∥x − y∥2 ) and Im(x, y) = (∥x + iy∥2 − ∥x − iy∥2 )
4 4
for all x, y ∈ X.
Example 14.2. It follows from Proposition 14.1 immediately that ℓ2 is an inner product space and
ℓp is not for all p ∈ [1, ∞] \ {2}.
From now on, all vector spaces are assumed to be a complex inner product spaces. Recall that
two vectors x and y in an inner product space V are said to be orthogonal if (x, y) = 0.
Also, a set of elements {vi }i∈I in V is said to be orthonormal if (xi , xi ) = 1 and (xi , xj ) = 0 for
i, j ∈ I with i ̸= j. The following is known in a standard course of linear algebra.
Proposition 14.3. Gram-Schmidt process Let {x1 , x2 , ...} be a sequence of linearly independent
vectors in an inner product space V . Put e1 := x1 /∥x1 ∥. Define en inductively on n by
xn − nk=1 (x, ek )ek
P
en+1 := .
∥xn − nk=1 (x, ek )ek ∥
P
Then {en : n = 1, 2, ..} forms an orthonormal system in V Moreover, the linear span of x1 , ..., xn
is equal to the linear span of e1 , ..., en for all n = 1, 2....
Proposition 14.4. (Bessel′ s inequality) : Let {e1 , ..., eN } be an orthonormal set in an inner
product space V , that is (ei , ej ) = 1 if i = j, otherwise is equal to 0. Then for any x ∈ V , we have
N
X
|(x, ei )|2 ≤ ∥x∥2 .
i=1
36 CHI-WAI LEUNG
Proof. It can be obtained by the following equality immediately

N
X N
X
∥x − (x, ei )ei ∥2 = ∥x∥2 − |(x, ei )|2 .
i=1 i=1
□
Corollary 14.5. Let (ei )i∈I be an orthonormal set in an inner product space V . Then for any
element x ∈ V , the set
{i ∈ I : (ei , x) ̸= 0}
is countable.
Proof. Note that for each x ∈ V , we have
∞
[
{i ∈ I : (ei , x) ̸= 0} = {i ∈ I : |(ei , x)| ≥ 1/n}.
n=1
Then the Bessel’s inequality implies that the set {i ∈ I : |(ei , x)| ≥ 1/n} must be finite for each
n ≥ 1. So the result follows. □
The following is one of the most important classes in mathematics.
Definition 14.6. A Hilbert space is a Banach space whose norm is given by an inner product.
In the rest of this section, X always denotes a complex Hilbert space with an inner product (·, ·).
Proposition 14.7. Let P (en ) be a sequence of orthonormal vectors in a Hilbert space X. Then for
any x ∈ V , the series ∞ n=1 (x, en )en is convergent.
Moreover, if (eσ(n) ) is a rearrangement of (en ), that is, σ : {1, 2...} −→ {1, 2, ..} is a bijection.
Then we have
X∞ ∞
X
(x, en )en = (x, eσ(n) )eσ(n) .
n=1 n=1
Proof. Since X is a Hilbert space, the convergencePof the series ∞

P
n=1 (x, en )en follows from the
p
Bessel’s inequality at once. In fact, if we put sp := n=1 (x, en )en , then we have
X
∥sp+k − sp ∥2 = |(x, en )|2 .
p+1≤n≤p+k
P∞ P∞
Now put y = n=1 (x, en )en and z = n=1 (x, eσ(n) )eσ(n) . Notice that we have
N
X N
X
(y, y − z) = lim( (x, en )en , (x, en )en − z)
N
n=1 n=1
N
X N
X ∞
X
= lim |(x, en )|2 − lim (x, en ) (x, eσ(j) )(en , eσ(j) )
N N
n=1 n=1 j=1
∞
X N
X
= |(x, en )|2 − lim (x, en )(x, en ) (N.B: for each n, there is a unique j such that n = σ(j))
N
n=1 n=1
= 0.
Similarly, we have (z, y − z) = 0. The result follows. □
37
A family of an orthonormal vectors, say B, in X is said to be complete if it is maximal with

respect to the set inclusion order,that is, if C is another family of orthonormal vectors with B ⊆ C,
then B = C.
A complete orthonormal subset of X is also called an orthonormal base of X.
Proposition 14.8. Let {ei }i∈I be a family of orthonormal vectors in X. Then the followings are
equivalent:
(i): {ei }i∈I is complete;
(ii): if (x, ei ) = 0 for all i ∈ I, then
P x = 0;
(iii): for any x ∈ X, we have x = i∈I (x, ei )ei ;
(iv): for any x ∈ X, we have ∥x∥2 = i∈I |(x, ei )|2 .
P
In this case, the expression of each element x ∈ X in Part (iii) is unique.
Note : there are only countable many (x, ei ) ̸= 0 by Corollary 14.5, so the sums in (iii) and (iv)
are convergent by Proposition 14.7.
Proposition 14.9. Let X be a Hilbert space. Then

(i) : X processes an orthonormal base.
(ii) : If {ei }i∈I and {fj }j∈J both are the orthonormal bases for X, then I and J have the same
cardinality, that is, there is a bijection from I onto J. In this case, the cardinality |I| of I
is called the orthonormal dimension of X.
Proof. Part (i) follows from Zorn’s Lemma at once.
For part (ii), if the cardinality |I| is finite, then the assertion is clear since |I| = dim X (vector
space dimension) in this case.
Now assume that |I| is infinite, for each ei , put Jei := {j ∈ J : (ei , fj ) ̸= 0}. Note that since {ei }i∈I
is maximal, Proposition 14.8 implies that we have
[
{fj }j∈J ⊆ Jei .
i∈I
Notice that Jei is countable for each ei by using Proposition 14.5. On the other hand, we have
|N| ≤ |I| because |I| is infinite and thus |N × I| = |I|. Then we have
X X
|J| ≤ |Jei | = |N| = |N × I| = |I|.
i∈I i∈I
From symmetry argument, we also have |I| ≤ |J|. □
Remark 14.10. Recall that a vector space dimension of X is defined by the cardinality of a maximal
linearly independent set in X.
Notice that if X is finite dimensional, then the orthonormal dimension is the same as the vector
space dimension.
Also, the vector space dimension is larger than the orthornormal dimension in general since every
orthogonal set must be linearly independent.
Example 14.11. The followings are important classes of Hilbert spaces.

(i) C n
Pn is a n-dimensional Hilbert space. In this case , nthe inner product is given by (z, w) :=
k=1 zk w k for z = (z1 , ..., zn ) and (w1 , ..., wn ) in C .
The natural basis {e1 , ..., en } forms an orthonormal basis for Cn .
38 CHI-WAI LEUNG
(ii) ℓ2 is a separable Hilbert space of infinite dimension whose inner product is given by (x, y) :=
P∞ 2
n=1 x(n)y(n) for x, y ∈ ℓ .
If we put en (n) = 1 and en (k) = 0 for k ̸= n, then {en } is an orthonormal basis for ℓ2 .
(iii) Let T := {z ∈ C : |z| = 1}. For each f ∈ C(T) (the space of all complex-valued continuous
functions defined on T), the integral of f is defined by
Z Z 2π Z 2π Z 2π
1 1 i
f (z)dz := f (eit )dt = Ref (eit )dt + Imf (eit )dt.
T 2π 0 2π 0 2π 0
An inner product on C(T) is given by
Z
(f, g) := f (z)g(z)dz
T
for each f, g ∈ C(T). We write ∥ · ∥2 for the norm induced by this inner product.
The Hilbert space L2 (T) is defined by the completion of C(T) under the norm ∥ · ∥2 .
Now for each n ∈ Z, put fn (z) = z n . We claim that {fn : n = 0, ±1, ±2, ....} is an
orthonormal basis for L2 (T).
In fact, by using the Euler Formula: eiθ = cos θ + i sin θ for θ ∈ R, we see that the family
{fn : n ∈ Z} is orthonormal.
It remains to show that the family {fn } is maximal. By Proposition 14.9, it needs to show
that if (g, fn ) = 0 for all n ∈ Z, then g = 0 in L2 (T). for showing this, we have to make
use the known fact that every element in L2 (T) can be approximated by the polynomial
functions on Z in ∥ · ∥2 -norm due to the the Stone-Weierstrass Theorem. Thus, we can find
a sequence of polynomials (pn ) such that ∥g − pn ∥2 → 0 as n → 0. Since (g, fn ) = 0 for all
n, we see that (g, pn ) = 0 for all n. Therefore, we have
∥g∥22 = lim(g, pn ) = 0.
n
The proof is finished.
We say that two Hilbert spaces X and Y are said to be isomorphic if there is linear isomorphism
U from X onto Y such that (U x, U x′ ) = (x, x′ ) for all x, x′ ∈ X. In this case U is called a unitary
operator.
Theorem 14.12. Two Hilbert spaces are isomorphic if and only if they have the same orthonornmal
dimension.
Proof. The converse part (⇐) is clear.
Now for the (⇒) part, let X and Y be isomorphic Hilbert spaces. Let U : X −→ Y be a unitary.
Note that if {ei }i∈I is an orthonormal base of X, then {U ei }i∈I is also an orthonormal base of Y .
Thus the necessary part follows from Proposition 14.9 at once. □
Corollary 14.13. The Hilbert spaces L2 (T) and ℓ2 are isomorphic.

Proof. In Examples 14.11 (ii) and (iii), we have shown that the Hilbert spaces L2 (T) and ℓ2 have
the same orthonormal dimension. Then by Theorem 14.14 above, we see that L2 (T) and ℓ2 are
isomorphic. □
Corollary 14.14. Every separable Hilbert space is isomorphic to ℓ2 or Cn for some n.

Proof. Let X be a separable Hilbert space.
If dim X < ∞, then it is clear that X is isomorphic to Cn for n = dim X.
Now suppose that dim X = ∞ and its orthonormal dimension is larger √ than |N|, that is X has an
orthonormal base {fi }i∈I with |I| > |N|. Note that since ∥fi − fj ∥ = 2 for all i, j ∈ I with i ̸= j.
39
This implies that B(ei , 1/4) ∩ B(ej , 1/4) = ∅ for i ̸= j.

On the other hand, if we let D be a countable dense subset of X, then B(fi , 1/4) ∩ D ̸= ∅ for all
i ∈ I. So for each i ∈ I, we can pick up an element xi ∈ D ∩ B(fi , 1/4). Therefore, one can define
an injection from I into D. It is absurd to the countability of D. □
References
[1] R.G. Bartle and I.D. Sherbert, Introduction to Real Analysis, (4th ed), Wiley, (2011).
[2] J. Muscat, Functional Analysis, Springer, (2014).
[3] H. Royden and P. Fitzpatrick, Real analysis, fourth edition, Pearson, (2010).
[4] W. Rudin. Functional analysis, second edition, McGraw-Hill Inc, (1991).
40 CHI-WAI LEUNG
Example 14.15. If M is a finite dimensional subspace of a normed space X, then M is comple-

mented in X.
In fact, if M is spanned by {ei : i = 1, 2.., m}, then M is closed and by the Hahn-Banach Theorem,
for each
Tmi = 1, ..., m, there is e∗i ∈ X ∗ such that e∗i (ej ) = 1 if i = j, otherwise, it is equal to 0. Put
N := i=1 ker e∗i . Then X = M ⊕ N .
Example 14.16. (Very Not Obvious !!!) c0 is not complemented in ℓ∞ .
Corollary 14.17. Every Hilbert space is reflexive.

Proof. Using the notation as in the Riesz Representation Theorem 9.8, let X be a Hilbert space.
and Q : X → X ∗∗ the canonical isometry. Let ψ ∈ X ∗∗ . To apply the Riesz Theorem on the dual
space X ∗ , there exists an element x∗0 ∈ X ∗ such that
ψ(f ) = (f, x∗0 )X ∗
for all f ∈ X ∗ . By using Corollary 9.9, there is an element x0 ∈ X such that x0 = vx∗0 and thus,
we have
ψ(f ) = (f, x∗0 )X ∗ = (x0 , vf )X = f (x0 )
for all f ∈ X ∗ . Therefore, ψ = Q(x0 ) and so, X is reflexive.
Theorem 14.18. Every bounded sequence in a Hilbert space has a weakly convergent subsequence.
Proof. Let (xn ) be a bounded sequence in a Hilbert space X and M be the closed subspace of X
spanned by {xm : m = 1, 2...}. Then M is a separable Hilbert space.
Method I : Define a map by jM : x ∈ M 7→ jM (x) := (·, x) ∈ M ∗ . Then (jM (xn )) is a bounded
sequence in M ∗ . By Banach’s result, Proposition ??, (jM (xn )) has a w∗ -convergent subsequence
w∗
(jM (xnk )). Put jM (xnk ) −−→ f ∈ M ∗ , that is jM (xnk )(z) → f (z) for all z ∈ M . The Riesz
Representation will assure that there is a unique element m ∈ M such that jM (m) = f . So we
have (z, xnk ) → (z, m) for all z ∈ M . In particular, if we consider the orthogonal decomposition
X = M ⊕ M ⊥ , then (x, xnk ) → (x, m) for all x ∈ X and thus (xnk , x) → (m, x) for all x ∈ X. Then
xnk → m weakly in X by using the Riesz Representation Theorem again.
Method II : We first note that since M is a separable Hilbert space, the second dual M ∗∗ is also
separable by the reflexivity of M . So the dual space M ∗ is also separable (see Proposition5.12). Let
Q : M −→ M ∗∗ be the natural canonical mapping. To apply the Banach’s result Proposition ??
for X ∗ , then Q(xn ) has a w∗ -convergent subsequence, says Q(xnk ). This gives an element m ∈ M
such that Q(m) = w∗ -limk Q(xnk ) because M is reflexive. So we have f (xnk ) = Q(xnk )(f ) →
Q(m)(f ) = f (m) for all f ∈ M ∗ . Using the same argument as in Method I again, xnk weakly
converges to m as desired. □
Remark 14.19. It is well known that we have the following Theorem due to R. C. James (the
proof is highly non-trivial):
A normed space X is reflexive if and only if every bounded sequence in X has a weakly convergent
subsequence.
Theorem 14.18 can be obtained by the James’s Theorem directly. However, Theorem 14.18 gives a
simple proof in the Hilbert spaces case.
41
References
[1] J.B. Conway. A course in functional analysis, second edition, Springer-Verlag, (1990).
[2] J. Diestel, Sequences and series in Banach spaces, Springer-Verlag, (1984).
[3] H. Royden and P. Fitzpatrick, Real analysis, fourth edition, Pearson, (2010).
[4] W. Rudin. Functional analysis, second edition, McGraw-Hill Inc, (1991).
(Chi-Wai Leung) Department of Mathematics, The Chinese University of Hong Kong, Shatin, Hong
Kong
Email address: cwleung@math.cuhk.edu.hk

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MMAT 5010: LINEAR ANALYSIS (2022-23 1ST TERM)

Example 1.3. Consider X = Kn . Put

Date: September 3, 2022.

Example 1.5. For 1 ≤ p < ∞, put

for every f ∈ C b (R).

From now on, we always let X be a normed sapce.

Proposition 1.9. The addition + : (x, y) ∈ X × X 7→ x + y ∈ X and the scalar multiplication

xn → x and yn → y in X, then we have xn + yn → x + y. Similarly, if a sequence of numbers

Proposition 1.10. Every convergent sequence in X is a Cauchy sequence.

Remark 1.11. The converse of Proposition 1.10 does not hold.

The following notation plays an important role in mathematics.

for every f ∈ C0 (R). Then C0 (R) is a Banach space.

Notation 1.14. For r > 0 and x ∈ X, let

Example 1.16. We keep the notation as above.

Definition 1.17. Let A be a subset of X.

Remark 1.18. With the notation as above:

Example 1.20. Retains all notation as above. We have c00 = c0 ⊆ ℓ∞ .

In this case, the pair (X0 , i) is called the completion of X.

for x ∈ [0, 1]. Notice that f ∈ L1 [0, 1] because we have

The following result is clear. The proof is omitted here.

Proposition 3.6. We have the following assertions.

Remark 3.8. The Riesz’s lemma does not hold when θ = 1.

Corollary 4.5. Let T : X → Y be a bounded linear map. Then we have

Proof. Let a = sup{∥T x∥ : x ∈ BX }, b = sup{∥T x∥ : x ∈ SX } and c = inf{M > 0 : ∥T x∥ ≤

Example 5.3. Define a map T : ℓ1 → c∗0 by

So, Step 1 follows.

for all n = 1, 2.... So, we have ∥x∥1 ≤ ∥T x∥.

for all n = 1, 2.... Therefore, x ∈ ℓ1 .

Lemma 5.6. Let Y be a subspace of X and v ∈ X \ Y . Let Z = Y ⊕ Kv be the linear span of Y

Proof. Let Y = Kx0 . Define f0 : Y → K by f0 (αx0 ) := α∥x0 ∥ for α ∈ K. Then f0 ∈ Y ∗ with

Proposition 5.12. Using the notation as above, if X ∗ is separable, then X is separable.

where, δil = 1 if i = l; otherwise is 0.

Proof. The uniqueness follows from the Hahn-Banach Theorem immediately. □

Definition 6.1. A linear map T : X → Y is called an open map if T (V ) is an open subset of Y

The following theorem is one of important theorems in Functional Analysis.

Corollary 6.4. Let X and Y be Banach spaces. If T : X → Y is a bounded linear isomorphism,

Proof. The assertion follows from the Open Mapping Theorem. □

The following result is clear.

Theorem 7.7. Uniform Boundedness Theorem : Let {Ti : X −→ Y : i ∈ I} be a family of

(i) (x, x) ≥ 0 for all x ∈ V and (x, x) = 0 if and only if x = 0.

Proof. It can be obtained by the following equality immediately

The following is one of the most important classes in mathematics.

Proof. Since X is a Hilbert space, the convergencePof the series ∞

A family of an orthonormal vectors, say B, in X is said to be complete if it is maximal with

In this case, the expression of each element x ∈ X in Part (iii) is unique.

Proposition 8.10. Let X be a Hilbert space. Then

From symmetry argument, we also have |I| ≤ |J|. □

Example 8.12. The followings are important classes of Hilbert spaces.

Corollary 8.14. The Hilbert spaces L2 (T) and ℓ2 are isomorphic.

Corollary 8.15. Every separable Hilbert space is isomorphic to ℓ2 or Cn for some n.

This implies that B(ei , 1/4) ∩ B(ej , 1/4) = ∅ for i ̸= j.

9. Lecture 11: Geometry of Hilbert Space II

Now for each subspace M of X, the orthogonal set of M , write M ⊥ is defined by

Theorem 9.3. Let M be a closed subspace. Then we have X = M ⊕ M ⊥ .

Corollary 9.4. With the notation as above, an element x0 ∈

Corollary 9.5. If M is a closed subspace of X, then M ⊥⊥ = M .

We can now conclude that if g ∈ L2 (T), then the element

10. Operators on a Hilbert space

(10.1) (T x, y) = 0 for all x ∈ X; y ∈ Y if and only if T = 0.

Proposition 10.2. Let T ∈ B(X). Then we have

Remark 10.4. Let S, T : X → X be linear operators (without assuming to be bounded). If they

Thus Sx = y and hence S is bounded by the Closed Graph Theorem.