Professional Documents
Culture Documents
1.1
Real numbers
see shortly, there are infinitely many irrational numbers. The set of
rationals together with set of irrationals form the set of real numbers
R. That is, R = Q Qc . We shall assume the standard arithmetic
operations and their properties with respect to the real numbers. We
shall also assume the ordering of real numbers (<, , > and ).
Definition 1.1.1. Let S be a nonempty subset of R.
1. A real number M is called an upper bound of S if x M for all
x S. In this case S is said to be bounded above.
2. A real number m is called a lower bound of S if m x for all
x S. In this case S is said to be bounded below.
3. The set S is said to be bounded if it is both bounded above and
bounded below. Thus S is bounded if there exist real numbers m
and M such that S [m, M ].
4. A set which is not bounded is called unbounded.
5. if M S we call M the maximal element of S. If m S we call
m the minimal element of S.
Definition 1.1.2. Let S be a nonempty bounded subset of R.
1. If S has a least upper bound, then we call it the supremum of S,
denoted by sup(S) (or sometimes lub(S)).
2. If S has a greatest lower bound, then we call it the infimum of S,
denoted by inf(S) (or sometimes glb(S)).1
The Completeness Axiom. Every nonempty subset S of R which
is bounded above has a least upper bound. That is, there exists a real
number, sup(S).
If S is a set of real numbers which is bouned below, then by considering the set S = {x : x S} we may state the completeness axiom
in the alternative form as:2 Every nonempty set of real numbers which
is bounded below has an infimum in R.
1
2
lub, means least upper bound and glb, means greatest lower bound.
Changing sign reverses the order in R.
1.1
Real numbers
n
/ Q.
2
positive integer such that k < n < k + 1. Then n = ab2 implies that
a2 kab = nb2 kab or ab = nbka
akb . Since nb ka < a and a kb < b. It
follows that (nb ka) + (a kb) < a + b which contadicts our hypothesis
1.1
Real numbers
Proof. Since b a > 0 and 2 > 0,by the Archimedean property, there
exist n Z+ such that n(b a) > 2. Therefore,
2
2
>a+
> a.
b>a+
n
2n
Since a + n2 a + 2n2 = n2
/ Q, it follows that at least one of
the numbers 1 = a +
2
n
or 2 = a +
2
2n
is irrational.
x2 .
1.1
Real numbers
7
EXERCISES
x+y+|yx|
,
2
min {x, y} =
|x|
|x+y|
x+y|yx|
.
2
|y|
|xy|
1.
+
.
1 + |x + y|
1 + |x| 1 + |y|
1.1.1
1.1
Real numbers
Example 1.1.15.
9
1. Let ak =
1
kp
1
kp
= 0.
1
k p < if and
1
( 1 ) p , we have
if and only if
log()
log |x| .
log()
log |x| .
10
|x|k
1
1
0.
k!
k!
k
a
For x > 1, we will argue using Theorem 1.1.20. Note that k+1
ak =
x
0
as
k
.
Therefore,
for
=
1,
we
can
find
N
such
that
k+1
ak+1 < ak for all k N . Hence, {ak } is (eventually) decreasing. Moreover, since 0 < ak < max {a1 , ..., aN }, the sequence is also bounded.
FUNCTIONS OF SEVERAL REAL VARIABLES
World Scientific Publishing Co. Pte. Ltd.
http://www.worldscibooks.com/mathematics/7672.html
1.1
Real numbers
11
xk
k!
argument |ak | =
|x|k
k!
12
1.1
Real numbers
13
4
Definition 1.1.29. A sequence {ak }
k=1 is called a Cauchy sequence if
|ak aj | 0 as k, j , that is, for every > 0 there exists positive
integer N such that |ak aj | < for all k, j N .
14
EXERCISES
1. Let {ak } be a sequence. Show that if ak a, then ak+m a for
any m Z+ .
2. Let {ak } be a sequence. Show that
if a2k a and a2k1 a, then ak a.
3. Let ck ak bk for all k > N . Show that, if ck a and bk a,
then ak a. (This is known as the squeezing theorem).
4. Let {ak } be a sequence. Show that
if limk
5. Let ak =
6. Let ak =
k!
.
kk
ak+1
ak
1 k
)
k2
= 1.
1 k
11. Show that limk (1 + 2k
) = e.
12. Show that limk (1 + k2 )k = e2 .
k
13. Let ak = 1 + k+1
cos( k
2 ). Show that {ak } is bounded. However,
the sequence diverges. Hint. Use subsequences.
1
.
x1
1.2
Rn as a vector space
15
1
+
+ ... +
= 1.
k2 + 1
k2 + 2
k2 + k
1
1.2
Rn as a vector space
For n > 1, Rn will denote the set of all n-tuples (pairs, triples, quadruples,...) of real numbers, that is,
Rn = {x = (x1 , x2 , ..., xn ) : xi R, i = 1, 2, ..., n} .
Each element x Rn is called a vector and the numbers x1 , x2 , ..., xn
are called the first, second,..., n th component of x respectively. Any real
number will be called a scalar. In the important case (from a geometrical
point of view) when n = 2 or n = 3, we shall use the familiar notation
R2 = {(x, y) : x, y R} for the xy-plane and
R3 = {(x, y, z) : x, y, z R} for the xyz-space.
Just as the real numbers are represented by points on the number line,
similarly any x = (x1 , ..., xn ) Rn represents a point (or vector) in
Rn . For each i = 1, ..., n the real numbers xi are called the Cartesian5
coordinates of x. The point (0, ..., 0) corresponds to origin in Rn . If we
agree that all vectors have their initial point at the origin, then a point
in Rn determines a vector in Rn and vice versa. Thus we can identify
(and we do so) a point in Rn with the vector having initial point the
origin and terminal point the given point in Rn .
The set Rn has both an algebraic (vector space) structure and a
metric space structure. To give Rn its algebraic structure, we define
on Rn two operations, addition and scalar multiplication that make it
a vector space over the field of real numbers (or a real vector space).
Formally, let x, y Rn with x = (x1 , ..., xn ) and y = (y1 , ..., yn ). The
sum of x and y is defined by
5
16
v
u+v
u
1.2
Rn as a vector space
17
18
1.3
1.3
1.3.1
19
n
X
xi y i .
i=1
20
1.3
21
22
Theorem 1.3.7. Let V be a normed linear space with norm || .|| satisfying the parallelogram law. Then there is a unique inner product h , i
1
on V such that h ,i 2 coincides with the given norm on V .
Proof. For x, y V , define hx, yi = 41 ||x + y||2 ||x y||2 . Then
1
hx, xi = 14 ||2x||2 = ||x||2 . So hx, xi 2 = ||x||. To show that h , i is an
inner product on V , we need show that h , i satisfies the properties (1),
(2), (3), (4) of the Definition 1.3.1 Properties (1) and (2) are obvious.
To show (3) we have
hx, zi + hy, zi =
1
||x + z||2 + ||y + z||2 (||x z||2 + ||y z||2 ) .
4
1
||(u+z)+w||2 +||(u+z)w||2 (||(uz)+w||2 +||(uz)w||2 ) .
4
1
2||u + z||2 + 2||w||2 2||w z||2 2||w||2 =
||w + z||2 ||u z||2
2
= 2hu, zi = 2h
x+y
, zi = hx + y, zi.
2
1
1
||cx + y||2 ||cx y||2 = [4chx, yi] = chx, yi.
4
4
1.3
23
||x|| =
n
X
i=1
x2i n||x||2 .
EXERCISES
1. Let x, y R3 , where x = (1, 0, 2) and y = (3, 1, 1).
(a) Find x + y, x y, ||x||, ||y||, ||x + y||, ||x y||, hx, yi.
24
n||x|| n||x||1 .
2
(c) Let
v R2 : ||v|| = 1 ,
v =2 (x, y) R . Sketch the sets
v R : ||v|| = 1 and v R2 : ||v||1 = 1 in R2 and extend to Rn .
5. Let V be a vector space. Show that any intersection of linear subspaces is again a linear subspace. Is the union of linear subspaces
a subspace?
6. Let S V . Show that span(S) is the smallest linear subspace
containing the set S.
1.3.2
Orthogonality
=
cos
||y||
||x|| ||y|| , [0, ].
Hence the following definition is a natural consequence.
1.3
25
26
iff hx, yi = 0.
By induction we get,
Corollary 1.3.15. If {v1 , ..., vk } is an orthogonal set of vectors of V ,
then
k
k
X
X
2
||
vj || =
||vj ||2 .
j=1
j=1
j=1
Since ||vi ||2 > 0 for all i, it follows that ci = 0 for all i = 1, ...k.
Corollary 1.3.17. An orthonormal set of vectors B = {v1 , ..., vn } of V
which spans V is a basis.
8
1.3
27
Observe that the standard basis B = {e1 , ..., en } of Rn is an orthonormal basis of Rn with the usual inner product.
We now introduce the Gram-Schmidt orthogonalization process 9
which assures us that any subspace of V has an orthonormal basis,
in fact many.
Theorem 1.3.18. (Gram-Schmidt) Let {v1 , ..., vm } be a linearly independent set in V . Then there is an orthonormal set {w1 , ..., wm } such
that
span {v1 , v2 , ..., vj } = span {w1 , w2 , ..., wj }, for each j = 1, ..., m.
Proof. The proof is by direct construction of the vectors wi and the procedure is useful enough to have a name: The Gram-Schmidt process. To
begin the construction, we observe that v1 6= 0 (since the vi are linearly
independent) and we define w1 = ||vv11 || . Clearly span {w1 } = span {v1 }.
The other vectors are then given inductively as follows: Suppose
w1 , w2 , ..., wk have been constructed so that they form an orthonormal
set and for 1 j k, span {w1 , ..., wj } = span {v1 , ..., vj }. To construct
the next vector wk+1 , let
uk+1 = vk+1
k
X
hvk+1 , wj iwj .
j=1
Then uk+1 6= 0, for otherwise vk+1 span {w1 , ..., wk } = span {v1 , ..., vk }
which contradicts the linear independence of {v1 , ..., vk+1 }. At the same
time, for 1 i k we have
k
X
huk+1 , wi i = hvk+1 , wi i hvk+1 , wj ihwj , wi i = hvk+1 , wj ihvk+1 , wj i = 0.
j=1
28
Pk
To see this, set zk+1 =
j=1 hvk+1 , wj iwj span {w1 , ..., wk },
so that vk+1 = uk+1 + zk+1 span {w1 , ..., wk , uk+1 }.
But
also zk+1 span {v1 , ..., vk }.
Hence uk+1 = vk+1 zk+1
uk+1
span {v1 , ..., vk+1 } . Finally, choose wk+1 = ||uk+1
|| . Then ||wk+1 || = 1
and span {w1 , ..., wk , uk+1 } = span {w1 , ..., wk , wk+1 }.
This completes the induction and the proof.
Since every subspace of Rn has a basis we see that,
Corollary 1.3.19. Any subspace of Rn has an orthonormal basis.
Orthonormal sets have substantial computational advantages. For
if {v1 , ..., vn } is a basis for V , then any vector v V is a unique linear
combination of the vectors v1 , ..., vm . But actually finding this linear
combination can be laborius since it involves solving simultaneous linear
equations i.e., a linear system. Working with an orthonormal basis
makes the task much easier. Some of these advantages are illustrated
in the next theorem.
Theorem 1.3.20. Let B = {v1 , v2 , ..., vn } be an orthonormal set in V .
The following are equivalent.
1. Let x V . If xvj for all j = 1, ..., n, then x = 0.
2. B = {v1 , v2 , ..., vn } is an orthonormal basis of V .
P
3. Each x V can be written as x = nj=1 cj vj , where cj = hx, vj i.
The numbers cj = hx, vj i are called the Fourier10 coefficients of x
with respect to the orthonormal basis B
P
4. For all x, y V , hx, yi = nj=1 hx, vj ihy, vj i.
Pn
Pn
2
2
5. For x V , ||x||2 =
j=1 |hx, vj i| =
j=1 |cj | (Parsevals
11
identity)
Proof. We will show that (1) (2) (3) (4) (5) (1).
(1) (2): If B = {v1 , ..., vn } were not an orthonormal basis, then
there is an orthonormal set A containing B. Let x A B c . Then
10
1.3
29
j=1
n
X
j=1
dj vj i =
n
X
j=1
Pn
j=1 dj vj ,
dj hx, vj i =
n
X
j=1
where dj = hy, vj i.
hy, vj ihx, vj i.
||x|| = hx, xi =
n
X
j=1
(hx, vj i) =
n
X
c2j .
j=1
(5) (1): Clearly, if xvj , that is, if hx, vj i = 0 for all j = 1, ..., n,
then ||x||2 = 0 and so x = 0.
Remark 1.3.21. Note that Parsevals identity in the form
||
k
X
j=1
cj vj ||2 =
k
X
c2j
j=1
30
j=1
j=k+1
with y W and
Pn z W . If x W , then hx, wj i = 0 for all j = 1, ..., k,
and so x = j=k+1 hx, wj iwj . Hence {wk+1 , ..., wn } is an orthonormal
basis of W and dim(W ) + dim(W ) = dim(V ).
To show that this decomposition is unique, suppose x = y1 +z1 , with
y1 W and z1 W . Then yy1 W and zz1 W . It follows that
z1 z = xy1 (xy) = yy1 , that is, yy1 = zz1 W W = {0}.
Therefore, y = y1 and z = z1 .
Finally we show that W = W . We know that W W . To get
the reverse inclusion, let x W . Then x = y + z with y W W
and z W . So z = x y W W = {0}. Hence, z = 0 and so
x = y W.
1.3
31
Clearly,
R3 = R2 R.
and the corresponding projections are P (x, y, z) = (x, y, 0), P (x, y, z) =
(0, 0, z). More generally for k < n
Rn = Rk Rnk .
Note that the proof of the Projection theorem tells us a way to
compute the projection P = PW . In fact, when
P {w1 , w2 , ..., wk } is an
orthonormal basis for W , then P (v) = w = kj=1 hv, wj iwj . Note also
that for any v V , we have P 2 (v) = P (P (v)) = P (w) = w = P (v).
That is, P 2 = P .
Example 1.3.26. Let V = R3 and W = span{v1 = (1, 1, 0),
v2 = (0, 1, 1)}. Find W , the projections PW onto W and the projection PW onto W .
Solution. Note that W is the plane generated
by the vectors v1 , v 2 .
By the linearity of the inner product W = u R3 : uv1 and uv2 .
Let u = (x, y, z). We have, uv1 if and only if hu, v1 i = 0, that is,
x y = 0. Similarly, uv2 , implies y + z = 0. Solving the system of
these two equations we get u = t(1, 1, 1) where, t R. Thus,
W = span {u1 = (1, 1, 1)}
which is a line through the origin. To apply the Projection theorem and
find the projection PW , we need to construct an orthonormal basis for
W . Note that {v1 , v2 } is a linear independent set, and so a basis for
W . Let us apply Gram-Schmidt orthogonalization process to obtainan
orthonormal basis {w1 , w2 } of W . Take w1 = ||vv1i || , where ||v1 || = 2.
That is, w1 = ( 12 , 12 , 0). To construct the next vector, let
1
1 1
u2 = v2 hv2 , w1 iw1 = v2 w1 = ( , , 0).
2 2
2
32
PW (x, y, z) = ( , , 0) +
( , , )
2
2
2
6
6
6 6
1
= (2x y z, x + 2y z, x y + 2z),
3
and PW (x, y, z) = 31 (x+y +z, x+y +z, x+y +z), since PW +PW = I.
1.3.3
i j k
a b = det a1 a2 a3 = (a2 b3 a3 b2 )i + (a3 b1 a1 b3 )j + (a1 b2 a2 b1 )k.
b1 b2 b3
Note that
i j = k, j k = i, k i = j and
j i = k, k j = i, i k = j.
The following proposition gives the basic properties of the cross product.
1.3
33
ab
34
i j k
a b = det 2 1 3 = 4i 2j + 2k.
4 3 5
1.3
35
The area of the triangle is clearly half of the erea of the parallelogram
with adjacent sides the vectors a and b. Hence the area of the triangle
is 12 ||a b||. We compute
i j k
a b = det 1 3 1 = 8i j 5k.
1 2 2
a1 a2 a3
= det b1 b2 b3 .
c1 c2 c3
FUNCTIONS OF SEVERAL REAL VARIABLES
World Scientific Publishing Co. Pte. Ltd.
http://www.worldscibooks.com/mathematics/7672.html
36
|ha,(bc)i|
||bc|| .
From elementary geometry the volume of the parallelepiped is the product of the area of the base times the height. Hence, V = |ha, (bc)i|.
EXERCISES
1. Let a = 3i j + 2k and b = i + j + 4k. Find a b, ||a b||, ha, bi
and verify properties (5) and (6).
2. Find the equation of the plane generated by the vectors a =
(3, 1, 1) and b = (1, 2, 1).
3. Find the equation of the plane determined by the points a =
(2, 0, 1), b = (1, 1, 3) and c = (4, 7, 2).
4. Find a unit vector in the plane generated by the vectors a = i + 2j
and b = j + 2k, perpendicular to the vector v = 2i + j + 2k
5. Find the equation the line passing through (1, 1, 1) and perpendicular to the plane 3x y + 2z 5 = 0.
6. Find the equation of the plane passing through (3, 2, 1) and
(1, 1, 2) and parallel to the line l(t) = (1, 1, 0) + t(3, 2, 2).
7. Find the equation of the plane passing through (3, 4, 1) parallel
to the vectors a = i 3k and b = 2i + j + k.
FUNCTIONS OF SEVERAL REAL VARIABLES
World Scientific Publishing Co. Pte. Ltd.
http://www.worldscibooks.com/mathematics/7672.html
1.3
37
11. Let a, b, c R3 . Show that the area of the triangle with vertices
a, b and c is given by 21 ||(a c) (b c)||. Find the area of the
triangle with vertices the points a, b and c of Exercise 3.
12. Let a, b, c R3 . Show that a(bc) = (ha, ci)b(ha, bi)c. Deduce
that
a (b c) + b (c a) + c (a b) = 0
(the Jacobi identity).
13. Let a, b R3 be nonzero vectors. Show that the vector v =
||a||b + ||b||a bisects the angle between a and b.
14. Let S = {x = (1, 0, 2), y = (3, 1, 1)}
(a) Find the angle between the vectors x and y.
(b) Find an orthonormal basis for W = span(S).
(c) Find the orthogonal complement, W of W .
(d) Find the projections PW and PW .
Answers to selected Exercises
38
1.4
Rn as a metric space
1.4
Rn as a metric space
39
= (x1 , .., xn ) Rn : (a1 x1 )2 + ... + (an xn )2 = r 2 .
FUNCTIONS OF SEVERAL REAL VARIABLES
World Scientific Publishing Co. Pte. Ltd.
http://www.worldscibooks.com/mathematics/7672.html
40
1.4
Rn as a metric space
41
Example 1.4.13.
1. Consider the set Z R. We have Z = and
Z = Z = Z. So Z is closed.
2. Consider the set Q R. Theorems 1.1.7, 1.1.9 tell us that Q =
and Q = R = Q. Notice that Q is neither open nor closed and
thus, Qc is also neither open nor closed (why?).
Exactly as in R, replacing | | by || ||, we have
Definition 1.4.14. Let Rn and a Rn (not necessarily in ).
We call a an accumulation point or limit point of if every open ball
around a contains at least one point x distinct from a, that is, for
every r > 0 we have (Br (a) {a}) 6= .
A point a which is not an accumulation point of is called an
isolated point of . Hence, a is an isolated point of if there is an open
ball Br0 (a) such that Br0 (a) = {a}, for some r0 > 0. We remark
that as in R, any finite set = {v1 , ..., vm } in Rn has no limit points.
In fact, each point of is an isolated point. Note also that () =
and so any finite set is closed.
The next proposition provides a useful characterization of closedness.
42
1.5
Convergence of sequences in Rn
43
(a) (S ) S.
(b) (S) S.
12. Let S = Rn (such a set is called dense in Rn ). Show that if is
open, then S = . Is this true if is not open?
1
m
,
sin
)
:
m
N
13. Find the
limit points of the sets: A = (1
+
m
2
1
and B = ([1 + m
] cos(m), 21m ) : m N
14. Prove that the set of all limit points of any set is always closed.
1.5
Convergence of sequences in Rn
||xk x|| =
2
2
k
1
1
1
1
3
3 +
0 =
+
0.
k
2
k+1
(k + 1)
2
44
2. ||xk || ||x||
3. hxk , yk i hx, yi
4. xk x if and only if xki xi for each i = 1, ...n
Proof.
1.5
Convergence of sequences in Rn
45
4. Suppose xk x. Then
|xki xi | =
v
u n
uX
2
(xki xi ) t (xki xi )2 = ||xk x|| 0.
i=1
Conversely, if xki xi for all i = 1, ..., n, then for every > 0 there
are positive integers Ni such that |xki xi | < n for all k Ni .
Letting N = max {Ni : i = 1, 2, ..., n}, we have |xki xi | < n for
all k N . Now,
v
v
u n
u n
uX
uX 2
2
t
||xk x|| =
(xki xi ) < t
= .
n
i=1
i=1
46
1.5
Convergence of sequences in Rn
47
48
1.6
Compactness
mk
1
mk
1.6
Compactness
49
50
m
[
Br (xj )
j=1
For suppose not; let r > 0 and fix some x1 S. Then choose
x2 (S Br (x1 )). Continuing this way, using induction, choose xk+1
(S\kj=1 Br (xj )). Then, k xk xm k r for k 6= m. This implies that the
sequence {xk } of points in S can not have any convergent subsequence.
Since S is bounded, {xk } is also bounded and the Bolzano-Weierstrass
theorem implies that {xk } has a convergent subsequence. This contradiction proves our claim. Now, by Lemma 1.6.2, let > 0 be a Lebesgue
number of S
S for the open cover {Vi }iI and choose x1 , ..., xm S such
that S m
j=1 B (xj ). For each
Sm some ij I such
Smj = 1, ..., m pick
that B (xj ) Vij . Then S j=1 Br (xj ) j=1 Vij . Hence, S is
compact.
Note that every finite subset of Rn is obviously bounded and being
closed it is therefore compact. As the following exercise shows, both
the boundedness and the closedness of the subset S in Rn are needed
to guarantee the compactness of S.
Exercise 1.6.6.
1. Let S = (0, 1] in R. Note that S is bounded but
not closed. Take Vk = ( k1 , 2). Show that {Vk }kZ+ is an open
cover of S but contains no finite subcover of S.
1.6
Compactness
51
52
1.7
1.7
53
n
X
i=1
|ai |.
15
i=1
In the language of topology this means the norms give rise to the same topology.
54
n
X
i=1
bi vi || = c||x||.
Suppose that such a c > 0 doesnt exist. Then for all c > 0 we have 1 >
obtain a sequence
c||x|| orP||x|| < 1c . In particular, for c = k = 1, 2, ... weP
{xk = ni=1 bki vi } of vectors in V satisfying ||xk ||1 = ni=1 |bki | = 1 and
||xk || < k1 0. Then the sequence {[yk ] = (bk1 , ..., bkn )} of the coordinate vectors of the sequence {xk } relative to the basis B is bounded
(with bound 1) in Rn . Therefore from the Bolzano-Weierstass theorem,
the sequence {(bk1 , ..., bkn )} in Rn contains a convergent subsequence,
say, {dk = (dk1 , ..., dkn )} converging to d = (d1 , ..., dn ).
Pn
Pn
Pn
PnNow, let x = i=1 di vi . Then 1 = i=1 |dki | i=1 |di |, that is
i=1 |di | = 1, while
||xk || = ||
n
X
i=1
dki vi || ||
n
X
i=1
di vi ||.
P
P
Since ||xk || 0, it follows that || ni=1 di vi || = 0 and so ni=1 di vi = 0
which is impossible since {v1 , ..., vn } are linearly independent.
1.8
1.8
55
x
y
||x + y|| ||x|| + ||y|| 2
+
||x|| ||y||
min(||x||, ||y||).
Solution.
To see this note that without loss of generality we may assume that ||x|| =
min(||x||, ||y||). Then by the triangle inequality,
||x||
||x||
||x||
||x + y|| =
x+
y + 1
y
||x||
||y||
||y||
x
y
+ ||y|| ||x||
+
||x||
||x|| ||y||
x
y
= ||y|| +
+
1 ||x||
||x|| ||y||
x
y
= ||x|| + ||y|| +
2 ||x||.
+
||x|| ||y||
x
y
||x + y|| ||x|| + ||y|| 2
+
||x|| ||y||
max(||x||, ||y||)
Pk
Pk
j=1
56
Solution.
= ||x||2 2
k
X
j=1
k
X
j=1
aj vj ||2 = hx
aj hx, vj i +
k
X
j=1
= ||x||2 +
k
X
aj vj , x
j=1
j=1
a2j = ||x||2 2
k
X
j=1
k
X
k
X
aj vj i
aj cj +
j=1
(aj cj )2
k
X
k
X
a2j
j=1
c2j .
j=1
The choice aj = cj for all j = 1, ..., k, minimizes the quantity ||x z||.
Therefore, the best approximation to x by elements of span {v1 , ..., vk }
Pk
is y = j=1 hx, vj ivj .
k
X
j=1
k
X
j=1
hx, vj i2 .
Hence,
k
X
j=1
k
X
j=1
cj vj , vi i = hx, vi i
k
X
j=1
cj hvj , vi i = ci ci = 0.
1.8
57
iI
58
F. Riesz (1880-1956). He did some of the fundamental work in developing functional analysis.
1.8
59
v1 w0
.
||v1 w0 ||
Miscellaneous Exercises
Exercise 1.8.9. Let S be a bounded set in R. Prove that
sup(S) inf(S) = sup {|x y| : x, y S} .
Exercise 1.8.10. Show that the set S =
R, that is, show that S = R.
m
10n
: m Z, n Z+
is dense in
Exercise 1.8.11. Show that the set S = n + m 2 : n, m Z is dense in
R.
Exercise 1.8.12. Let {ak } be a bounded sequence in R such that 2ak
ak1 + ak+1 . Show that
lim (ak+1 ak ) = 0.
2
ak )
2.
for k = 1, 2, ....
60
1
k
+ 1j .
|xi |
+
|yi |
.
i=1
i=1
i=1
H. Minkowski (1864-1909). He used geometrical methods to solve difficult problems in number theory, mathematical physics and the theorey of relativity. He held
positions at G
ottingen and Zurich and was the thesis advisor of C. Caratheodory.