Contents
1. Normed vector spaces
1.1. Examples of normed vector spaces
1.2. Continuous linear operators
1.3. Equivalent norms
1.4. Matrix norms
1.5. Banach spaces
2
3
6
9
11
12
addition:
scalar multiplication: K X X, (, x) 7 x
which are required to satisfy certain axioms. The elements of X are called
points or vectors and the elements of K are called scalars.
Definition 1.1. A normed vector space is a pair (X, k.k) consisting of a
vector space X (over R or C) and a mapping
k.k : X R, x 7 kxk
such that
(i) kxk = 0 if and only if x = 0
(ii) k xk = || kxk for all scalars and all x X
(iii) kx + yk kxk + kyk for all x, y X
(Triangle inequality)
The mapping k.k is called a norm on X and kxk is called the norm of x.
The norm of a vector is non-negative and we can think of kxk as the length
of a vector x. The mapping d : X X R given by
d(x, y) = kx yk
for all x, y X
xx=
x21 + + x2n
where x = (x1 , . . . , xn ) Rn .
Example 1.3. Other norms on Rn .
(a) The 1-norm.
kxk1 = |x1 | + + |xn |
(b) The -norm.
kxk = max {|x1 |, . . . , |xn |}
where x = (x1 , . . . , xn ) Rn .
Example 1.4. The complex numbers. (C, |.|) is a normed vector space
where |.| is the modulus,
|z| =
p
x2 + y 2 ,
for all z = x + i y C
Example 1.5. Let C[0, 1] be the set of all continuous real-valued functions
f : [0, 1] R. Addition and scalar multiplication of functions can be
defined pointwise:
If f and g are real-valued functions on [0, 1] then
(f + g)(x) = f (x) + g(x)
If is a scalar then
( f )(x) = (f (x))
With these operations C[0, 1] is a vector space over R. The following define
two different norms on C[0, 1],
(a)
kf k1 =
|f (x)| dx
(b)
kf k = sup |f (x)|
x[0,1]
If x = (xj )
j=1 and y = (yj )j=1 then
x + y = (xj + yj )
j=1
If is a scalar then
x = ( xj )
j=1
With these operations c0 is a vector space over R. We can define a norm
on c0 by
kxk = sup |xj |
j
x2j <
j=1
Addition and scalar multiplication of sequences can be defined componentwise as in the previous example. With these operations `2 is a vector space
kxk2 =
X
j=1
2
for all points x = (xj )
j=1 in ` .
x2j
! 12
for all x X
for all x X
With these operations L(X, Y ) is a vector space (over the same field as X
and Y ).
for all x X.
sup kT (x)k
kxk1
= sup
x6=0
kT (x)k
kxk
sup kT (x)k
kxk=1
Note that
for all x X
(x1 , x2 , x3 , . . .) 7 (0, x1 , x2 , x3 , . . .)
df
dx
: [0, 1] R. Then
f 7
df
dx
|f (x)| dx
and
kf k = sup |f (x)|
x[0,1]
10
Theorem 1.17. Let (X, k.k) and (Y, k.k) be normed vector spaces and let
T : X Y be a linear operator. If X is finite dimensional then T is
continuous.
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1.4. Matrix norms. The collection Mm,n (R) of all (m n)-matrices with
entries in R is a vector space over R. There are many ways to put a norm on
Mm,n (R), here we consider some of the most frequently used matrix norms.
Example 1.18. The Frobenius norm. If we regard the entries of a matrix
A = (aij ) as coordinates for a point in Euclidean space Rmn then we arrive
at
n
m X
X
kAkF =
a2ij
! 12
i=1 j=1
trace(At A)
sup kA(x)k1
kxk1 =1
m
X
max
1jn
|aij |
i=1
sup kA(x)k
kxk =1
max
1im
n
X
|aij |
j=1
sup kA(x)k2
kxk2 =1
p
largest eigenvalue of At A
12
x 7
1
nx
x 7 0
13
Lemma 1.26. (Uniform Limit Theorem) Let (X, d) and (Y, d0 ) be metric
spaces. Let (fn )
n=1 be a sequence of continuous mappings fn : X Y . If
(fn )
n=1 converges uniformly to f : X Y then f is continuous.
Example 1.27. For each n N consider the continuous function
fn : [0, 1] R,
x 7 xn
0 0x<1
x 7
1 x=1
is a Banach space.
Lemma 1.29. Let (X, k.k) be a normed vector space over R (or C). Then
the following maps are continuous.
(a) Addition.
X X X, (x, y) 7 x + y
(b) Scalar multiplication.
R X X, (, x) 7 x
(c) The norm.
X R,
x 7 kxk
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Theorem 1.30. Let (X, k.k) and (Y, k.k) be normed vector spaces. If Y is
a Banach space then L(X, Y ) with the operator norm
kT k = sup kT (x)k
kxk1
is a Banach space.
The sequence space (`2 , k.k2 ) is another example of an infinite dimensional Banach space.
xk
k=1
sm =
xk
k=1
xk
k=1
If the series
kxk k
k=1
X
k=1
is absolutely convergent.
xk
15
Theorem 1.32. Let (X, k.k) be a Banach space. Then every absolutely
convergent series in X is convergent in X. Also,
k
xk k
k=1
kxk k
k=1
Example 1.33. Let (X, k.k) be a Banach space and let T L(X). Then
the series
X
1 k
T
k!
k=0
eT =
T I = I T = I,
(I T )
Tk
k=0
Corollary 1.35. Let (X, k.k) be a Banach space. The set of all invertible
elements in L(X) is an open set in (L(X), k.kop ).