Exercise 1.7.

A linear transformation T : R
n
R
n
is norm preserving if [T(x)[ = [x[, and
inner product perserving if Tx, Ty = x, y.
(a) Prove that T is norm preserving i T is inner product preserving.
Abstract. Theorem 1-2 gives a way to relate norm to inner product, so well use that to
show the only if part. The if direction is just a special case.
Proof. ( = ) From Theorem 1-2(5) we have
Tx, Ty =
[Tx + Ty[
2
[Tx Ty[
2
4
=
[T(x + y)[
2
[T(x y)[
2
4
=
[x + y[
2
[x y[
2
4
= x, y.
( = ) [Tx[
2
= Tx, Tx = x, x = [x[
2
, so by positivity of [ [, we have [Tx[ = [x[.
Summary. Norm preserving, which appears to be a weaker assumption, is in fact equiv-
alent to inner product preserving.
(b) Prove that such a linear transformation T is 1-1 and T
1
is of the same sort.
Abstract. We use norm preserving to show that T acts the same on two vectors only if
they are equal. Then since R
n
is a vector space injectivity implies bijectivity. Then we
again use that T is norm preserving to get that T
1
is norm preserving.
Proof. Tx = Ty implies T(xy) = TxTy = 0, which implies [T(xy)[ = [xy[ = 0,
so x y = 0, and thus x = y, so T is 1-1. Then the Rank-Nullity theorem implies that
T is in fact a bijection, with inverse T
1
. Further, [T
1
(x)[ = [TT
1
(x)[ = [x[, so T
1
is norm-preserving.
Summary. Norm preserving is a strong assumption. It guarantees bijectivity and norm
preserving inverse. Norm preserving might conceivably now be a shortcut to proving to
proving bijectivity.
Exercise 1.10. If T : R
m
R
n
is a linear transformation, show that there is a number M
such that [Th[ M[h[ for h R
m
.
Abstract. We write x in terms of the standard basis, then we expand Tx using linearity,
properties of norms, and the triangle inequality. The sum of the magnitudes of the action of
T on the standard basis provides the upper bound M.
Proof. Let e
1
, . . . , e
m
be the standard basis for R
m
. Let x = (x
1
, . . . , x
m
) R
m
. Then
x =

m
i=1
x
i
e
i
, and
[Tx[ =

T
_
m

i=1
x
i
e
i
_

_
m

i=1
T(x
i
e
i
)
_

_
m

i=1
x
i
Te
i
_

i=1
[x
i
Te
i
[ =
m

i=1
[x
i
[[Te
i
[
m

i=1
[x[[Te
i
[ = [x[
m

i=1
[Te
i
[,
1
applying Theorem 1-1(3) at the fourth step, and using the fact that for all 1 i m,
[x
i
[ =
_
x
2
i

_

m
j=1
x
2
j
= [x[, in the sixth step. Then setting M =

m
i=1
[Te
i
[ gives the
desired result.
Summary. Every linear transformation R
m
R
n
is bounded (relative to input). This also
says that |T| = sup
hR
n |Th|/[h[ exists.
Exercise 1.22. If U R
n
is open and C U is compact, show that there is a compact set
D such that C int D and D U.
Abstract. We cover C with the interior of closed rectangles that lie in U. Compactness of C
gives a nite collection of these that covers C. Then we show in a Lemma that a nite union
of closed rectangles is closed and bounded, which implies compactness, so this nite union of
closed rectangles gives the desired D.
Proof. Let x = (x
1
, . . . , x
n
) C. There exists an open rectangle R
x
= (a
x
1
, b
x
1
) (a
x
n
, b
x
n
)
such that x R
x
U since U is open. Now dene
S
x
=
_
a
x
1
+ x
1
2
,
b
x
1
+ x
1
2
_

_
a
x
n
+ x
n
2
,
b
x
n
+ x
n
2
_
.
Now a
x
i
< x
i
< b
x
i
implies a
x
i
<
a
x
i
+x
i
2
< x
i
<
b
x
i
+x
i
2
< b
x
i
, for all 1 i n, so, letting
T
x
:= int S
x
, we have x T
x
S
x
R
x
. Now T
x

xC
is an open cover of C, so there exists
a nite subset Y C such that T
y

yY
covers C. Then C

yY
T
y


yY
S
y
=: D,
D U, and C int D.
Lemma 1.22.1. A nite union of closed rectangles is closed and bounded.
Proof. For 1 j m, let R
j
= [a
j
1
, b
j
1
] [a
j
n
, b
j
n
] R
n
. Dene R =

m
j=1
R
j
. For
1 i n, dene A
i
:= min
1jm
a
j
i
and A
i
:= max
1jm
b
j
i
. Then for 1 j m,
R
j
[A
1
, B
1
] [A
n
, B
n
], so R is contained in this closed rectangle, and thus bounded.
Now let z = (z
1
, . . . , z
n
) R
n
R. For 1 j m, z / R
j
, so z
i
/ (a
j
i
, b
j
i
), for some i. Then
there exists an open interval J containing z
i
, with J (a
j
i
, b
j
i
) = . Then, dening
J
j
= (z
1
1, z
1
+ 1) J (z
n
1, z
n
+ 1),
with the J in the i-th spot, we have that J
j
is an open rectangle containing z, and moreover,
J
j
R
j
= , since for all z

J
j
, z

i
J implies z

i
/ (a
j
i
, b
j
i
). Nonempty intersections of open
rectangles are open rectangles, so

1jm
J
j
is an open rectangle containing z, disjoint from
R. Thus R is closed.
So by the lemma D is closed and bounded and thereby compact via Corollary 1.7.
Summary. This theorem says that a compact set C inside an open set has a buer zone
where we can properly contain C within the interior of another compact set inside the open
set.
Exercise 1.30. Let f : [a, b] R be an increasing function. If x
1
, . . . , x
n
[a, b] are distinct,
show that

n
i=1
o(f, x
i
) < f(b) f(a).
2
Abstract. We choose points y
i
in the interval that lie in between each x
i
, x
i+1
pair, then we
bound o(f, x
i
) using the values of f(y
i1
) and f(y
i
), since f is increasing. Then the sum of
these bounds gives a telescoping sum that provides the result.
Proof. Ill assume f is strictly increasing so that the result makes sense. Assume x
1
< . . . < x
n
.
Dene y
0
= a, y
n
= b, and y
i
=
1
2
(x
i
+x
i+1
) for 1 i n1. Then for 2 j n1, choose
small enough that U := (x
i
, x
i
+) (y
i1
, y
i
). Then, since f is (strictly) increasing, we
have f(y
i1
) < m(x
i
, f, ) < M(x
i
, f, ) < f(y
i
), for all x U. Thus o(x
i
, f) < f(y
i
)f(y
i1
).
For x
1
we take such that x
1
+ < y
1
, so f(y
0
) m(x
1
, f, ) < M(x
1
, f, ) < f(y
1
), giving
o(x
1
, f) < f(y
1
)f(y
0
). Similarly, we get o(x
n
, f) < f(y
n
)f(y
n1
). Putting this all together
we get
n

i=1
o(f, x
i
) <
n

i=1
[f(y
i
) f(y
i1
)] = f(y
n
) f(y
0
) = f(b) f(a),
the desired result.
Summary. The sum of oscillations of an increasing function at a nite number of points in an
interval are bounded by the dierence of the evaluation of the endpoints.
Exercise 2.4. Let g be a continuous real-valued function on the unit circle such that g(0, 1) =
g(1, 0) = 0 and g(x) = g(x). Dene
f(x) =
_
[x[ g
_
x
|x|
_
(x ,= 0)
0 (x = 0).
(a) If x R
2
and h : R R is dened by h(t) = f(tx), show that h is dierentiable.
Abstract. We break into cases, depending on ts and xs relation to zero, then use
the denition of derivative to show that in all cases h

(t) = f(x).
Proof. Assume x ,= 0 and t > 0. Then for [s[ suciently small, t + s > 0, and
h(t + s) h(t)
s
=
f[(t + s)x] f(tx)
s
=
[(t + s)x[g
_
(t+s)x
|(t+s)x|
_
[tx[g
_
tx
|tx|
_
s
=
[t + s[[x[g
_
x
|x|
_
[t[[x[g
_
x
|x|
_
s
=
(t + s t)f(x)
s
= f(x),
so h

(t) = lim
s0
h(t+s)h(t)
s
= f(x). Now, if t < 0 and [s[ suciently small, t + s < 0,
and
h(t + s) h(t)
s
=
f[(t + s)x] f(tx)
s
=
[(t + s)x[g
_
(t+s)x
|(t+s)x|
_
[tx[g
_
tx
|tx|
_
s
=
[t + s[[x[g
_
x
|x|
_
[t[[x[g
_
x
|x|
_
s
=
(t s + t)f(x)
s
= (f(x)) = f(x),
3
so again h

(t) = f(x). Now, if t = 0, s > 0, then

h(t + s) h(t)
s
=
f(sx) f(0)
s
=
[sx[g
_
sx
|sx|
_
s
= f(x)
and if s < 0 we have
h(t + s) h(t)
s
=
f(sx) f(0)
s
=
[sx[g
_
sx
|sx|
_
s
= [x[g
_
x
[x[
_
= f(x).
Then h

(0) = f(x). Finally, if x = 0, then h(t) = f(t 0) = f(0) = 0 for all t, so

h

(t) = 0 = f(x). Thus h is dierentiable everywhere.

Summary. h

= f(x).
(b) Show that f is not dierentiable at (0, 0) unless g = 0.
Abstract. We assume a derivative exists, then use the denition to show that the deriva-
tive evaluates as zero on the standard basis. Then by linearity the derivative is zero.
Then we use the denition again to show that for every u in the unit circle, the directional
derivative being zero there implies that g is zero at u.
Proof. Assume f is dierentiable at (0,0). Then since f(e
1
) = [e
1
[g(1, 0) = 0, we must
have
0 = lim
t0
[f(e
1
) f(0) Df(0)e
1
[
[te
1
[
= lim
t0
[Df(0)e
1
[
[t[
,
which implies that Df(0)e
1
= 0. Since g(0, 1) = 0 as well, a similar argument shows
that Df(0)e
2
= 0. Now let u = u
1
e
1
+ u
2
e
2
, [u[ = 1. Then
0 = lim
t0
[f(tu) f(0) Df(0)(tu)[
[tu[
= lim
t0
[t[g(u) [u
1
Df(0)(e
1
) + u
2
Df(0)e
2
]
[t[
= lim
t0
g(u) = g(u).
Thus g(u) = 0 for all u in the unit circle.
Summary. We have a function f whose value on all of R
2
is merely a weighted (based
on vector magnitude) copy of a function g dened on the unit circle. Then g being zero
in the standard basis implies that f can only be dierentiable if g = 0.
Exercise 2.5. Let f : R
2
R
2
be dened by
f(x, y) =
_
_
_
x|y|

x
2
+y
2
(x, y) ,= 0
0 (x, y) = 0.
Show that f is a function of the kind considered in Problem 2.4, so that f is not dierentiable
at (0, 0).
4
Abstract. We provide a continuous g dened on the unit circle, and show that f can then be
dened in terms of this g exactly as in 2.4 above. Then, since all the assumptions of 2.4 are
satised, 2.4(b) shows that g cannot be dierentiable as g ,= 0.
Proof. For z = (z
1
, z
2
) in the unit circle C, dene g : C R by g(z) = z
1
[z
2
[. Then we have
g(0, 1) = g(1, 0) = 0, and g(z) = z
1
[ z
2
[ = z
1
[z
2
[ = g(z). g is continuous since it is a
quotient of continuous functions, the denominator never zero on the unit circle. Moreover, if
(x, y) ,= 0, then
f(x, y) =
x[y[
_
x
2
+ y
2
=
_
x
2
+ y
2

x
_
x
2
+ y
2

[y[
_
x
2
+ y
2
= [(x, y)[
x
[(x, y)[

[y[
[(x, y)[
= [(x, y)[g
_
x
[(x, y)[
,
y
[(x, y)[
_
= [(x, y)[g
_
(x, y)
[(x, y)[
_
.
And since f(0, 0) = 0, we have that f, g satisfy all the assumptions of Problem 2.4, so by (b)
f is only dierentiable at (0,0) if g = 0. But, for instance, g
_
1

2
,
1

2
_
=
1
2
,= 0, so f is not
dierentiable at (0, 0).
Summary. We used the general case proved in 2.4 to show that this particular function is not
dierentiable at the origin.
Exercise 2.7. Let f : R
n
R be a function such that [f(x)[ [x[
2
. Show that f is dieren-
tiable at 0.
Abstract. We claim that the derivative at the origin is zero, and show that the limit that
denes the derivative is bounded above and below by zero, so the claim is proven.
Proof. We have [f(0)[ [0[
2
= 0, so f(0) = 0. For h ,= 0, we have
0
[f(h) f(0) 0(h)[
[h[
=
[f(h) 0 0[
[h[
=
[f(h)[
[h[

[h[
2
[h[
= [h[.
Thus, since lim
h0
[h[ = 0, we get
lim
h0
[f(h) f(0) 0(h)[
[h[
= 0,
so Df(0) = 0, and f is dierentiable.
Summary. We proved directly, using the bound, that the derivative at the origin must be
zero.
5