泛函分析1-线性空间

Preface

参考摘录于FUNCTIONAL ANALYSIS NOTES——Mr. Andrew Pinchuck

1 Linear Spaces

1.1 linear space

A linear space over a field $\mathbb{F}$ is a nonempty set $X$ with two operations,$\mathbb{F}$ denote either $\mathbb{R}$ or $\mathbb{C}$
$+:X\times X\to X($ called addition $),$ and

$\cdot$   $:\mathbb{F}\times X\to X$ (called multiplication)
satisfying the following properties:

$[1]x+y\in X$ whenever $x,y\in X$
[2] $x+y=y+x$ for all $x,y\in X$
[3] There exists a unique element in $X,$ denoted by 0 , such that $x+0=0+x=x$ for all $x\in X$;
[4] Associated with each $x\in X$ is a unique element in $X,$ denoted by $-x,$ such that $x+(-x)=$ $-x+x=0$
[5] $(x+y)+z=x+(y+z)$ for all $x,y,z\in X$

[6] $\alpha \cdot x\in X$ for all $x\in X$ and for all $\alpha \in \mathbb{F}$
$[7]\alpha \cdot (x+y)=\alpha \cdot x+\alpha \cdot y$ for all $x,y\in X$ and all $\alpha \in \mathbb{F}$
$[8](\alpha +\beta )\cdot x=\alpha \cdot x+\beta \cdot x$ for all $x\in X$ and all $\alpha ,\beta \in \mathbb{F}$
$[9](\alpha \beta )\cdot x=\alpha \cdot (\beta \cdot x)$ for all $x\in X$ and all $\alpha ,\beta \in \mathbb{F}$
$[10]1\cdot x=x$ for all $x\in X$
representation:$(X,\mathbb{F},+,\cdot )$

then a linear space is also called a vector space and its elements are called vectors

Examples

[1] Let X = C [ a , b ] = { x : [ a , b ] → F ∣ x X=\mathcal{C}[a, b]=\{x:[a, b] \rightarrow \mathbb{F} \mid x X=C[a,b]={x:[a,b]→F∣x is continuous }. Define the operations of addition and scalar multiplication pointwise: For all $x,y\in X$ and all $\alpha \in \mathbb{R},$ define
$$\begin{array}{ll}(x+y)(t)& =x(t)+y(t)\text{ and }\\ (\alpha \cdot x)(t)& =\alpha x(t)\end{array}\}\text{ for all }t\in [a,b]$$
Then $\mathcal{C}[a,b]$ is a real vector space.

Sequence: Informally, a sequence in $X$ is a list of numbers indexed by $\mathbb{N}.$ Equivalently, a sequence in $X$ is a function $x:\mathbb{N}\to X$ given by $n\mapsto x(n)=x_n.$ We shall denote a sequence $x_1,x_2,\dots$ by
$$x=\left(x_1,x_2,\dots \right)={\left(x_n\right)}_1^{\infty }$$
[2] The sequence space s. Let s denote the set of all sequences $x={\left(x_n\right)}_1^{\infty }$ of real or complex numbers. Define the operations of addition and scalar multiplication pointwise: For all $x=$ $\left(x_1,x_2,\dots \right),y=\left(y_1,y_2,\dots \right)\in \mathbf{s}$ and all $\alpha \in \mathbb{F},$ define
$$\begin{array}{rl}x+y& =\left(x_1+y_1,x_2+y_2,\dots \right)\\ \alpha \cdot x& =\left(\alpha x_1,\alpha x_2,\dots \right)\end{array}$$
Then $\mathbf{s}$ is a linear space over $\mathbb{F}$.

[3] The sequence space ${\ell }_{\infty }.$ Let ${\ell }_{\infty }={\ell }_{\infty }(\mathbb{N})$ denote the set of all bounded sequences of real or complex numbers. That is, all sequences $x={\left(x_n\right)}_1^{\infty }$ such that
$$\underset{i\in \mathbb{N}}{\sup }\left|x_i\right|<\infty$$
Define the operations of addition and scalar multiplication pointwise as in [2]. Then ${\ell }_{\infty }$ is a linear space over $\mathbb{F}$.

[4] The sequence space ${\ell }_p={\ell }_p(\mathbb{N}),1\le p<\infty$. Let ${\ell }_p$ denote the set of all sequences $x={\left(x_n\right)}_1^{\infty }$ of real or complex numbers satisfying the condition
$$\sum _{i=1}^{\infty }{\left|x_i\right|}^p<\infty$$
Define the operations of addition and scalar multiplication pointwise: For all $x=\left(x_n\right),y=$ $\left(y_n\right)$ in ${\ell }_p$ and all $\alpha \in \mathbb{F},$ define
$$\begin{array}{rl}x+y& =\left(x_1+y_1,x_2+y_2,\dots \right)\\ \alpha \cdot x& =\left(\alpha x_1,\alpha x_2,\dots \right)\end{array}$$
[5] The sequence space $\mathbf{c}=\mathbf{c}(\mathbb{N})$. Let $\mathbf{c}$ denote the set of all convergent sequences $x={\left(x_n\right)}_1^{\infty }$ of real or complex numbers. That is, $\mathbf{c}$ is the set of all sequences $x={\left(x_n\right)}_1^{\infty }$ such that ${\lim }_{n\to \infty }{x}_n$ exists. Define the operations of addition and scalar multiplication pointwise as in [2]. Then $\mathbf{c}$ is a linear space over $\mathbb{F}$.

[6] The sequence space ${\mathbf{c}}_0={\mathbf{c}}_0(\mathbb{N}).$ Let ${\mathbf{c}}_0$ denote the set of all sequences $x={\left(x_n\right)}_1^{\infty }$ of real or complex numbers which converge to zero. That is, ${\mathbf{c}}_0$ is the space of all sequences $x={\left(x_n\right)}_1^{\infty }$ such that ${\lim }_{n\to \infty }{x}_n=0.$ Define the operations of addition and scalar multiplication pointwise as in example (3). Then ${\mathbf{c}}_0$ is a linear space over $\mathbb{F}$.

[7] The sequence space ${\ell }_0={\ell }_0(\mathbb{N}).$ Let ${\ell }_0$ denote the set of all sequences $x={\left(x_n\right)}_1^{\infty }$ of real or complex numbers such that $x_i=0$ for all but finitely many indices $i$. Define the operations of addition and scalar multiplication pointwise as in example (3). Then ${\ell }_0$ is a linear space over $\mathbb{F}$.

1.2 Subsets of a linear space

Notation

Let $X$ be a linear space over $\mathbb{F},x\in X$ and $A$ and $B$ subsets of $X$ and $\lambda \in \mathbb{F}$. We shall denote by
x + A : = { x + a : a ∈ A } A + B : = { a + b : a ∈ A , b ∈ B } λ A : = { λ a : a ∈ A } \begin{aligned} x+A &:=\{x+a: a \in A\} \\ A+B &:=\{a+b: a \in A, b \in B\} \\ \lambda A &:=\{\lambda a: a \in A\} \end{aligned} x+AA+BλA​:={x+a:a∈A}:={a+b:a∈A,b∈B}:={λa:a∈A}​

1.3 Subspaces and Convex Sets

Subspaces

A subset $M$ of a linear space $X$ is called a linear subspace of $X$ if
(a) $x+y\in M$ for all $x,y\in M,$ and
(b) $\lambda x\in M$ for all $x\in M$ and for all $\lambda \in \mathbb{F}$.
    Clearly, a subset $M$ of a linear space $X$ is a linear subspace if and only if $M+M\subset M$ and $\lambda M\subset M$ for all $\lambda \in \mathbb{F}$.

Then Every linear space $X$ has at least two distinguished subspaces: M = { 0 } M=\{0\} M={0} and $M=X$. These are called the improper subspaces of $X.$ All other subspaces of $X$ are called the proper subspaces.

linear hull

    Let $K$ be a subset of a linear space $X.$ The linear hull of $K,$ denoted by $\mathrm{lin}(K)$ or $\mathrm{span}(K),$ is the intersection of all linear subspaces of $X$ that contain $K$.
    The linear hull of $K$ is also called the linear subspace of $X$ spanned (or generated) by $K$.
    It is easy to check that the intersection of a collection of linear subspaces of $X$ is a linear subspace of$X.$ It therefore follows that the linear hull of a subset $K$ of a linear space $X$ is again a linear subspace of $X.$
     In fact, the linear hull of a subset $K$ of a linear space $X$ is the smallest linear subspace of $X$ which contains $K$
(实际上，X的子集K的线性包是线性空间X的包含K的最小线性子空间)

proposition

Let $K$ be a subset of a linear space $X.$ Then the linear hull of $K$ is the set of all finite linear combinations of elements of $K.$ That is,
$$\mathrm{lin}(K)=\left\{\sum _{j=1}^n{\lambda }_j{x}_j\mid x_1,x_2,\dots ,x_n\in K,{\lambda }_1,{\lambda }_2,\dots ,{\lambda }_n\in \mathbb{F},n\in \mathbb{N}\right\}$$

Other Definition

    [1]A subset $K$ of a linear space $X$ is said to be linearly independent if every finite subset { x 1 , x 2 , … , x n } \left\{x_{1}, x_{2}, \ldots, x_{n}\right\} {x1​,x2​,…,xn​} of $K$ is linearly independent.

    [2]If { x 1 , x 2 , … , x n } \left\{x_{1}, x_{2}, \ldots, x_{n}\right\} {x1​,x2​,…,xn​} is a linearly independent subset of $X$ and X = lin ⁡ { x 1 , x 2 , … , x n } , \bold {X=\operatorname{lin}\left\{x_{1}, x_{2}, \ldots, x_{n}\right\},} X=lin{x1​,x2​,…,xn​}, then $X$ is said to have dimension $n.$ In this case we say that { x 1 , x 2 , … , x n } \left\{x_{1}, x_{2}, \ldots, x_{n}\right\} {x1​,x2​,…,xn​} is a basis for the linear space $X.$ If a linear space $X$ does not have a finite basis, we say that it is infinitedimensional.

Convex Sets

Let $K$ be a subset of a linear space $X.$ We say that
(a) $K$ is convex if $\lambda x+(1-\lambda )y\in K$ whenever $x,y\in K$ and $\lambda \in [0,1]$
(b) $K$ is balanced if $\lambda x\in K$ whenever $x\in K$ and $|\lambda |\le 1$;
(c）$K$ is absolutely convex if $K$ is convex and balanced.

Convex hull

Let $S$ be a subset of the linear space $X.$ The convex hull of $S,$ denoted $\mathrm{co}(S),$ is the intersection of all convex sets in $X$ which contain $S$.

Since the intersection of convex sets is convex, it follows that $\mathrm{co}(S)$ is the smallest convex set which contains $S$.
（实际上，X子集S的凸包是X中包含S最小的凸包）

proposition

Let $S$ be a nonempty subset of a linear space $X.$ Then $\mathrm{co}(S)$ is the set of all convex combinations of elements of $S.$ That is,
$$\mathrm{co}(S)=\left\{\sum _{j=1}^n{\lambda }_j{x}_j\mid x_1,x_2,\dots ,x_n\in S,{\lambda }_j\ge 0\forall j=1,2,\dots ,n,\sum _{j=1}^n{\lambda }_j=1,n\in \mathbb{N}\right\}$$

Remark

[1] $K$ is absolutely convex if and only if $\lambda x+\mu y\in K$ whenever $x,y\in K$ and $|\lambda |+|\mu |\le 1$
[2] Every linear subspace is absolutely convex.
(每个线性子空间都是绝对凸的)

1.4 Quotient Space

equivalence relation

1. A relation $\mathcal{R}$ on a set $X$ is any subset $\mathcal{R}$ of the product $X\times X,$ i.e., $\mathcal{R}$ consists of specific ordered pairs $(x,y),$ with $x\in X$ and $y\in X$

2. An equivalence relation on $X$ is a relation $\mathcal{R}$ that satisfies the following properties, where the notation $x\sim y$ means that $(x,y)\in \mathcal{R}$ :
   reflexivity : $x\sim x$ for all $x\in X$

   symmetry : $x\sim y$ implies $y\sim x$

   transitivity : $x\sim y$ and $y\sim z$ implies $x\sim z$
   Equivalently, $(x,x)\in \mathcal{R}$ for all $x\in X;$ if $(x,y)\in \mathcal{R},$ then $(y,x)\in \mathcal{R};$ if $(x,y)\in \mathcal{R}$ and $(y,z)\in \mathcal{R},$ then $(x,z)\in \mathcal{R}$
   （等价关系就是满足上面三个状态的有序状态对（x，y））

Definition

    Let $M$ be a linear subspace of a linear space $X$ over $\mathbb{F}$. For all $x,y\in X,$ define
$$x\equiv y(\mathrm{m}\mathrm{o}\mathrm{d}M)⟺x-y\in M$$
$\equiv$ defines an equivalence relation on $X$
    then For $x\in X,$ denote by
[ x ] : = { y ∈ X : x ≡ y (   m o d   M ) } = { y ∈ X : x − y ∈ M } = x + M [x]:=\{y \in X: x \equiv y(\bmod M)\}=\{y \in X: x-y \in M\}=x+M [x]:={y∈X:x≡y(modM)}={y∈X:x−y∈M}=x+M
the coset of $x$ with respect to $M$.
    [商空间定义在介里]The quotient space $X/M$ consists of all the equivalence classes $[x]$, $x\in X.$ The quotient space is also called a factor space. moreover，quotient space is also a linear space.
（商空间包含了所有的等价类[x],[x]其实是满足mod规则的一个集合，集合元素属于X。而且mod运算是X作用于它的一个线性空间上的）详情点击介里~

    [商空间的维度定义在介里]The codimension of $M$ in $X$ is defined as the dimension of the quotient space $X/M.$ It is denoted by $\mathrm{codim}(M)=\dim (X/M)$.
Clearly, if $X=M,$ then X / M = { 0 } X / M=\{0\} X/M={0} and so $\mathrm{codim}(X)=0$

Proposition

Let $M$ be a linear subspace of a linear space $X$ over $\mathbb{F}.$ For $x,y\in X$ and $\lambda \in \mathbb{F},$ define the operations
$$[x]+[y]=[x+y]\text{ and }\lambda \cdot [x]=[\lambda \cdot x]$$
Then $X/M$ is a linear space with respect to these operations.

Remark

zero element in the quotient space is the M.

1.5 Direct Sums and Projections

Direct Sums

Let $M$ and $N$ be linear subspaces of a linear space $X$ over $\mathbb{F}$. We say that $X$ is a direct sum of $M$ and $N$ if
X = M + N  and  M ∩ N = { 0 } X=M+N \text { and } M \cap N=\{0\} X=M+N and M∩N={0}
If $X$ is a direct sum of $M$ and $N,$ we write $X=M\oplus N.$ In this case, we say that $M$ (resp. $N$ ) is an algebraic complement of $N$ (resp. $M$ ). moreover，for each x,the representation is unique.

projection

    Let $M$ and $N$ be linear subspaces of a linear space $X$ over $\mathbb{F}$ such that $X=M\oplus N.$ Define $P:X\to X$ by $P(x)=m,$ where $x=m+n,$ with $m\in M$ and $n\in N.$ Then $P$ is an algebraic projection of $X$ onto $M$ along $N.$ Moreover $M=P(X)$ and $N=(I-P)(X)=\ker (P)$

Linearity of $\mathbf{P}$ : Let $x=m_1+n_1$ and $y=m_2+n_2,$ where $m_1,m_2\in M$ and $n_1,n_2\in N.$ For $\alpha \in \mathbb{F}$
$$P(\alpha x+y)=P\left(\left(\alpha m_1+m_2\right)+\left(\alpha n_1+n_2\right)\right)=\alpha m_1+m_2=\alpha Px+Py$$
Idempotency of $\mathbf{P}:$ Since $m=m+0,$ with $m\in M$ and $0\in N,$ we have that $Pm=m$ and hence $\overline{P^{2}x=Pm=m}=Px.$ That is, $P^2=P$
Finally, $n=x-m=(I-P)x.$ Hence $N=(I-P)(X).$ Also, $Px=0$ if and only if $x\in N,$ i.e., $\ker (P)=N$

1.6 The Holder and Minkowski Inequalities

conjugate exponents and some Inequalities

    Let $p$ and $q$ be positive real numbers. If $1<p<\infty$ and $\frac{1}{p}+\frac{1}{q}=1,$ or if $p=1$ and $q=\infty ,$ or if $p=\infty$ and $q=1,$ then we say that $p$ and $q$ are conjugate exponents.

Lemma (Young’s Inequality). Let $p$ and $q$ be conjugate exponents, with $1<p,q<\infty$ and $\alpha ,\beta \ge 0.$ Then
$$\alpha \beta \le \frac{{\alpha }^p}{p}+\frac{{\beta }^q}{q}$$

Holder Inequalities

(Hölder’s Inequality for sequences). Let $\left(x_n\right)\in {\ell }_p$ and $\left(y_n\right)\in {\ell }_q,$ where $p>1$ and $1/p+1/q=1$. Then
$$\sum _{k=1}^{\infty }\left|x_k{y}_k\right|\le {\left(\sum _{k=1}^{\infty }{\left|x_k\right|}^p\right)}^{\frac{1}{p}}{\left(\sum _{k=1}^{\infty }{\left|y_k\right|}^q\right)}^{\frac{1}{q}}$$

Minkowski Inequalities

Theorem (Minkowski’s Inequality for sequences). Let $p>1$ and $\left(x_n\right)$ and $\left(y_n\right)$ sequences in ${\ell }_p$. Then
$${\left(\sum _{k=1}^{\infty }{\left|x_k+y_k\right|}^p\right)}^{\frac{1}{p}}\le {\left(\sum _{k=1}^{\infty }{\left|x_k\right|}^p\right)}^{\frac{1}{p}}+{\left(\sum _{k=1}^{\infty }{\left|y_k\right|}^p\right)}^{\frac{1}{p}}$$