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PROFESSOR: OK, so
let's get started.

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This is the first
lecture for the course--

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Introduction to
Functional Analysis.

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OK, so let me give you a
brief preview or a few words

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about what functional analysis
is or initially aimed to do.

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So by this point, you've
taken-- or at least

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what the prerequisites
are supposed to be,

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you've taken linear algebra.

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You've taken calculus.

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And what these subjects
allow you to do

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is solve problems
where you have finitely

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many independent
variables, if you like.

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You're working in
finite dimensions.

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So you always have--

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for example, in
calculus, you're trying

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to find the min or max
of a function of 1, 2,

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3, or 4 variables, right?

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Or in linear algebra, you're
trying to solve a linear--

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set of linear equations,
but there's five equations

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and five unknowns.

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So there's always finitely
many independent variables.

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Now, that allows
you to solve a lot

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of fun problems of how fast
water is leaking from a cone.

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I think that's one of
the problems you solve

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or something of that sort.

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But then when you
move on in life,

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you come across ODEs
and PDEs and other types

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of minimization,
maximization problems where

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now, if you'd like, the set
of independent variables

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is no longer a finite
dimensional, OK?

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So let's think of
the number of--

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or your independent variable as
being a member of some vector

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space.

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So when we were talking about
calculus, functions of 1,

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2, or 3 variables, these
are functions of R, R2, R3,

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so and so on.

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But it turns out that
if you want to consider,

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for example, what's the shortest
curve between two points,

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this is a natural
functional, meaning--

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well, this is
terminology that means

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now the argument is a
function, that the points,

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your independent variables,
are curves, are functions.

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For a vector in R3, say,
it takes three numbers

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to specify a vector,
the three coordinates.

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How many numbers do you
need to specify, say,

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a continuous curve on
the interval, say, 0, 1?

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Well, you need
infinitely many numbers.

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You need to know the
graph of that curve.

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So functional
analysis, in short,

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was built to be able to
start solving problems

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where the vector spaces are not
necessarily finite dimensional.

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And as we'll see in the
problems that we work through

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and the situations
that pop up, this

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arises quite naturally
for very particular--

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I mean, not particular,
but for concrete problems.

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This is not just some
sort of academic exercise.

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This whole subject
grew out of trying

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to understand particular
concrete problems involving

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PDEs, and minimization,
and optimization

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of now functions of functions.

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That was the
original terminology,

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functions of functions,
where now the vector space

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is some space of
functions, not just spaces

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of, say,
three-dimensional vectors

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or two-dimensional vectors,
and thus the name functional.

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OK, so that's a few words
about how this subject grew,

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what's the point.

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So let's start getting
into specifics.

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So again, I'm going to be using
a lot of terminology that comes

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from linear algebra and the
Real Analysis course, 18.100B.

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But at the start,
I'll be reminding you

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of what some of these
terms that I'm using mean.

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But as the course goes on,
I will stop redefining terms

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that you should have seen in
Real Analysis or Linear Algebra

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and just use them.

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OK, so the first topic that
we're going to deal with--

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so our norm spaces, these
are the central objects

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and/or starting point in
functional analysis, which

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are the analog of our
R2, R3, and so on.

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So what's the setup?

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Let V be vector space
over R or even C.

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So it could be a
complex vector space.

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And either of these spaces we'll
usually denote by a boldface K.

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So what does this mean?

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So again, this is
one of those points

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where I'll just quickly remind
you what a vector space is.

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Then V comes with
two operations--

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plus and scalar multiplication.

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So plus, going from V cross
V into V, which we denote--

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if I have two vectors
in V, they get

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mapped to the new vector,
which I denote V1 plus V2.

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And then I have
scalar multiplication

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from the set of scalars cross
V into V. And this goes alpha--

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V gets mapped to alpha times V.

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All right, so you have
these two operations.

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And they satisfy certain
conditions, assumptions,

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relations between
them, which are

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part of the axioms of a vector
space, which you can read

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in the last section
of the notes,

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if you want to
refresh your memory.

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And so V as a vector space has
these two operations satisfying

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a certain set of axioms.

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And so for example--

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familiar old examples--

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R2, Rn, and then, of course,
C, the set of n tuples of R

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or C. But here's
another simple example--

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C 0, 1, which I'll remind
you this notation here means

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the set of functions
from 0, 1 into--

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let's say their complex value,
just to fix a field of scalars

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to work with, such
that f is continuous,

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meaning it's continuous
at every point.

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This is also a vector
field because the sum

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of two continuous
functions is continuous.

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And if I take a scalar multiple
of a continuous function,

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then that's also continuous.

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And then these operations
satisfy the axioms

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that you need for vector space.

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But there really is a big--

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pun intended-- difference
between these spaces here

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and these spaces here--

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or that space there.

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And what is the difference?

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The size, OK?

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Now, in analysis, size was--

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you had maybe one or two
different notions of size

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you were introduced
to, depending

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on how much analysis you've
seen, but one was cardinality.

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That's not what I'm talking
about when I mean size.

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What I mean is the following--

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I mean the dimension
of these spaces.

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So let me recall the
following definition,

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that we say a vector space
V is finite dimensional--

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and these were a lot of the
vector spaces you were first

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introduced to--

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if every linearly independent
set is, in fact, a finite set.

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And so let me again--

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since I'm using some of these
words to help you recall,

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what does this mean?

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In math, this means
for every set E

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that is linearly
independent, meaning

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which have the following
properties so that if I

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take any elements in E that--

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so E satisfies that if I take
any finitely many elements

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of E, the assumption
that there's

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a linear combination
of them giving 0

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implies that all of
these scalars must be 0.

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OK, so this here
is the definition

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of being linearly independent.

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For all E satisfying
this condition-- so

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this is poorly written,
but I hope you follow.

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This is the definition
of linearly independence.

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Then for every set that's
linearly independent,

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then the set E is finite in
the sense of cardinality,

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in the sense there's only
100 elements in there or not.

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So this is finite dimensional.

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And say V is
infinite dimensional

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if V is not finite dimensional.

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So some of you I saw have
taken a course from me before.

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I tend to use a lot of
abbreviations when I write.

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But typically,
these abbreviations

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are pretty clear what they
mean, if you just sound it out.

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So vector space V--

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and these infinite
dimensional guys,

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these are the guys we're
going to be dealing

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with a lot in this course.

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The finite dimensional ones you
dealt with in linear algebra.

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Maybe you used a few-- you
had a few infinite dimensional

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examples if you were looking
at examples of vector spaces.

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But these infinite
dimensional vector spaces,

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these are the type of guys
or the type of vector spaces

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we're now going to solve
linear equations on

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and, in some sense,
do calculus on.

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That's not quite
true, but we're going

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to use calculus and
some tools to be

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able to say some things
about linear equations

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on these infinite
dimensional spaces.

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But they won't just be any type
of infinite dimensional space.

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And I'll say what type we're
looking at in a minute.

00:13:24.075 --> 00:13:27.140 align:middle line:90%


00:13:27.140 --> 00:13:29.450 align:middle line:84%
OK, so finite dimensional,
infinite dimensional--

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so the first set of examples--

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R1, R2, Rn, Cn, and so on, those
are finite dimensional spaces.

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And the dimension is
n, if I had to define

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what the dimension is.

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What is an example of
infinite dimensional?

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Well, you can probably
guess since I led up

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to it with saying there's a
big difference between this one

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and--

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Rn and Cn.

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The space of continues
functions on the interval 0, 1,

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this is infinite dimensional.

00:14:04.270 --> 00:14:08.560 align:middle line:90%


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And why is that?

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This is because the set by
like E given by the functions

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fn of x equals x to the n--

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here, n is a natural
number or 0--

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this is a linearly
independent set.

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I'll let you think
about why that is.

00:14:29.865 --> 00:14:33.260 align:middle line:90%


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And you see that it's
not a finite set.

00:14:36.400 --> 00:14:40.040 align:middle line:84%
And it contains infinitely
many different functions.

00:14:40.040 --> 00:14:48.620 align:middle line:84%
So this is a linearly
independent set, OK?

00:14:48.620 --> 00:14:51.980 align:middle line:84%
So like I said, what we're
going to be dealing with

00:14:51.980 --> 00:14:57.160 align:middle line:84%
is how to handle solving
linear equations or questions

00:14:57.160 --> 00:15:00.190 align:middle line:84%
about analysis that
we'll need to solve

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other problems on these
infinite dimensional spaces,

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unlike in the past
where we did analysis

00:15:07.900 --> 00:15:10.120 align:middle line:90%
on finite dimensional spaces.

00:15:10.120 --> 00:15:10.990 align:middle line:90%
And the types of--

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00:15:14.120 --> 00:15:17.600 align:middle line:84%
the types of things you
proved in the analysis class

00:15:17.600 --> 00:15:22.370 align:middle line:84%
were something like
the Heine-Borel theorem

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that closed and
bounded subsets of Rn

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are compact, meaning
every bounded sequence has

00:15:32.580 --> 00:15:34.338 align:middle line:90%
a convergent subsequence.

00:15:34.338 --> 00:15:35.880 align:middle line:84%
This is, in fact,
something you prove

00:15:35.880 --> 00:15:38.670 align:middle line:84%
to show that every continuous
function on a closed--

00:15:38.670 --> 00:15:45.760 align:middle line:84%
on a closed and bounded set
has a min in a max in that set.

00:15:45.760 --> 00:15:47.560 align:middle line:84%
But that statement
that I just said

00:15:47.560 --> 00:15:50.890 align:middle line:84%
about the Heine-Borel theorem,
that is not true once we

00:15:50.890 --> 00:15:52.630 align:middle line:90%
get to infinite dimensions.

00:15:52.630 --> 00:15:54.520 align:middle line:90%
And so we have to--

00:15:54.520 --> 00:15:56.500 align:middle line:84%
if we want to be able
to solve problems,

00:15:56.500 --> 00:15:59.800 align:middle line:84%
we'll have to develop some
machinery to get around that.

00:15:59.800 --> 00:16:03.850 align:middle line:84%
It is one of the
main issues that

00:16:03.850 --> 00:16:08.770 align:middle line:84%
arise when you move from doing
analysis on finite dimensions

00:16:08.770 --> 00:16:10.780 align:middle line:90%
to infinite dimensions.

00:16:10.780 --> 00:16:14.860 align:middle line:84%
So OK, mathematically,
I haven't said much,

00:16:14.860 --> 00:16:18.920 align:middle line:84%
but I have been trying
to gin up the subject

00:16:18.920 --> 00:16:20.170 align:middle line:90%
to make sure you stay engaged.

00:16:20.170 --> 00:16:25.850 align:middle line:90%


00:16:25.850 --> 00:16:29.030 align:middle line:84%
All right, so we
have vector spaces.

00:16:29.030 --> 00:16:33.515 align:middle line:84%
But to do analysis, we need some
notion of how close things are.

00:16:33.515 --> 00:16:36.550 align:middle line:90%


00:16:36.550 --> 00:16:42.960 align:middle line:84%
And to do that, we introduced
the notion of a norm.

00:16:42.960 --> 00:16:48.210 align:middle line:90%
So a norm on a vector space V--

00:16:48.210 --> 00:16:53.980 align:middle line:84%
if I don't write vector space
V, you should say to yourself,

00:16:53.980 --> 00:16:55.890 align:middle line:84%
this capital V is
a vector space.

00:16:55.890 --> 00:17:00.750 align:middle line:84%
A norm on a vector space
V, this is a function.

00:17:00.750 --> 00:17:04.420 align:middle line:84%
This is going to be an object
that generalizes length.

00:17:04.420 --> 00:17:10.020 align:middle line:84%
So it's a function from V to
the set of non-negative numbers

00:17:10.020 --> 00:17:16.500 align:middle line:84%
with three properties that
we associate to length,

00:17:16.500 --> 00:17:21.550 align:middle line:84%
namely that the norm
of V is 0 implies--

00:17:21.550 --> 00:17:24.420 align:middle line:90%


00:17:24.420 --> 00:17:32.595 align:middle line:84%
well, I should say if
and only if V equals 0.

00:17:32.595 --> 00:17:37.890 align:middle line:90%


00:17:37.890 --> 00:17:43.950 align:middle line:84%
2, if I take V and I
multiply it by a scalar

00:17:43.950 --> 00:17:46.290 align:middle line:84%
and then I take its length,
I should get something

00:17:46.290 --> 00:17:50.790 align:middle line:84%
like that scalar times
the length of the vector.

00:17:50.790 --> 00:17:53.910 align:middle line:84%
If I take a vector,
multiply it by 2,

00:17:53.910 --> 00:17:56.200 align:middle line:84%
I should get twice times
the length of the vector.

00:17:56.200 --> 00:18:00.090 align:middle line:90%
So this is expressed by this.

00:18:00.090 --> 00:18:06.010 align:middle line:84%
And this is for all lambda
in my field of scalars

00:18:06.010 --> 00:18:10.510 align:middle line:90%
and for all V in V.

00:18:10.510 --> 00:18:16.350 align:middle line:84%
So this property here is
referred to as homogeneity.

00:18:16.350 --> 00:18:18.890 align:middle line:90%


00:18:18.890 --> 00:18:23.482 align:middle line:84%
This property here is
referred to as definiteness.

00:18:23.482 --> 00:18:27.820 align:middle line:84%
Definite-- I don't know if
I'm spelling that right,

00:18:27.820 --> 00:18:29.130 align:middle line:90%
but definiteness.

00:18:29.130 --> 00:18:33.630 align:middle line:90%


00:18:33.630 --> 00:18:38.940 align:middle line:84%
And then the third property is
that it satisfies the triangle

00:18:38.940 --> 00:18:40.480 align:middle line:90%
inequality.

00:18:40.480 --> 00:18:52.290 align:middle line:84%
This is that for all V1, V2
in V, the norm of V1 plus V2,

00:18:52.290 --> 00:18:58.890 align:middle line:84%
this is less than or equal
to the norm of V1 plus V2.

00:18:58.890 --> 00:19:01.260 align:middle line:84%
And any vector space
that has a norm on it

00:19:01.260 --> 00:19:02.385 align:middle line:90%
we call a norm space.

00:19:02.385 --> 00:19:11.640 align:middle line:90%


00:19:11.640 --> 00:19:15.950 align:middle line:84%
With norm is what we
call a norm space.

00:19:15.950 --> 00:19:20.280 align:middle line:90%


00:19:20.280 --> 00:19:23.520 align:middle line:90%
And this thing here, I usually--

00:19:23.520 --> 00:19:26.220 align:middle line:84%
so it's referred to as
a triangle inequality.

00:19:26.220 --> 00:19:29.310 align:middle line:84%
All right, so a vector
space with a function on it

00:19:29.310 --> 00:19:31.140 align:middle line:84%
that satisfies these
three properties

00:19:31.140 --> 00:19:33.255 align:middle line:90%
we call a norm space.

00:19:33.255 --> 00:19:37.810 align:middle line:90%


00:19:37.810 --> 00:19:41.110 align:middle line:84%
And then so like I said
in my past classes,

00:19:41.110 --> 00:19:44.290 align:middle line:84%
whenever I see a-- or whenever
you see a decent definition

00:19:44.290 --> 00:19:47.890 align:middle line:84%
or something with substance,
you should do examples.

00:19:47.890 --> 00:19:49.480 align:middle line:84%
We'll do that in
just a minute after I

00:19:49.480 --> 00:19:51.100 align:middle line:90%
give a few more definitions.

00:19:51.100 --> 00:19:54.100 align:middle line:90%


00:19:54.100 --> 00:19:57.500 align:middle line:90%
So let me just add to this one.

00:19:57.500 --> 00:20:00.440 align:middle line:84%
This was the
definition of a norm.

00:20:00.440 --> 00:20:08.880 align:middle line:84%
A semi-norm wants to be a
norm, but it's not quite.

00:20:08.880 --> 00:20:11.550 align:middle line:84%
This is a function,
which I'll also

00:20:11.550 --> 00:20:18.380 align:middle line:84%
denote with these two
parallel lines on each side.

00:20:18.380 --> 00:20:24.040 align:middle line:90%


00:20:24.040 --> 00:20:31.720 align:middle line:84%
It's a function satisfying
homogeneity and the triangle

00:20:31.720 --> 00:20:36.100 align:middle line:84%
inequality, but not necessarily
positive-- or definiteness--

00:20:36.100 --> 00:20:39.220 align:middle line:84%
or positive definiteness
is also what that goes by,

00:20:39.220 --> 00:20:44.625 align:middle line:84%
satisfying 2 and 3, but
maybe not necessarily 1.

00:20:44.625 --> 00:20:49.450 align:middle line:90%


00:20:49.450 --> 00:20:53.470 align:middle line:84%
Again, semi-norms pop
up in a natural way.

00:20:53.470 --> 00:20:57.100 align:middle line:84%
And I'll give you an
example in just a second.

00:20:57.100 --> 00:21:02.250 align:middle line:84%
So first off, we have
this notion of length

00:21:02.250 --> 00:21:06.300 align:middle line:84%
in a vector space,
which is a norm.

00:21:06.300 --> 00:21:09.740 align:middle line:84%
And if we're given a
norm on a vector space,

00:21:09.740 --> 00:21:11.330 align:middle line:90%
we can associate a metric.

00:21:11.330 --> 00:21:12.515 align:middle line:90%
So remember, a metric--

00:21:12.515 --> 00:21:15.130 align:middle line:90%


00:21:15.130 --> 00:21:17.140 align:middle line:84%
so from real analysis,
I want you to recall

00:21:17.140 --> 00:21:24.310 align:middle line:90%
that a function d on a set--

00:21:24.310 --> 00:21:32.080 align:middle line:90%


00:21:32.080 --> 00:21:39.580 align:middle line:84%
if x is a set, a function
d from x cross x into 0,

00:21:39.580 --> 00:21:52.980 align:middle line:84%
infinity is a metric if you have
three conditions satisfied--

00:21:52.980 --> 00:22:01.580 align:middle line:84%
a, so the distance between
a point in itself--

00:22:01.580 --> 00:22:04.580 align:middle line:84%
or let me write it this way,
the distance between two points

00:22:04.580 --> 00:22:10.980 align:middle line:90%
is 0 if and only if x equals y.

00:22:10.980 --> 00:22:20.880 align:middle line:84%
b, for all x, y in the
set X, dxy equals dyx--

00:22:20.880 --> 00:22:25.590 align:middle line:84%
this is symmetry
of the distance.

00:22:25.590 --> 00:22:27.240 align:middle line:84%
And you have the
triangle inequality

00:22:27.240 --> 00:22:32.650 align:middle line:84%
for the distance
for all xy in X, d.

00:22:32.650 --> 00:22:43.210 align:middle line:84%
Or for all x, y,
and z in x, dxy xy

00:22:43.210 --> 00:22:47.260 align:middle line:84%
is less than or equal to
the distance from x to z

00:22:47.260 --> 00:22:51.340 align:middle line:90%
plus the distance from z to y.

00:22:51.340 --> 00:22:54.550 align:middle line:90%


00:22:54.550 --> 00:22:57.980 align:middle line:84%
So if I have a vector space
and I have a norm on it,

00:22:57.980 --> 00:23:01.060 align:middle line:84%
I can turn that space
now into a metric space.

00:23:01.060 --> 00:23:04.330 align:middle line:84%
And this metric that
I'm about to write down

00:23:04.330 --> 00:23:07.780 align:middle line:84%
is usually referred to as the
metric induced by the norm.

00:23:07.780 --> 00:23:10.675 align:middle line:84%
So our first little kind
of mini-theorem here--

00:23:10.675 --> 00:23:15.590 align:middle line:90%


00:23:15.590 --> 00:23:31.188 align:middle line:84%
if I have a norm on a
vector space, then d of--

00:23:31.188 --> 00:23:33.640 align:middle line:90%
let me use the same--

00:23:33.640 --> 00:23:40.420 align:middle line:84%
if I define a function dvw
to be simply the length

00:23:40.420 --> 00:23:41.455 align:middle line:90%
of v minus w--

00:23:41.455 --> 00:23:44.030 align:middle line:90%


00:23:44.030 --> 00:23:53.230 align:middle line:84%
so for elements of v and
w in the vector space,

00:23:53.230 --> 00:24:02.480 align:middle line:84%
defines metric on
V. And this metric

00:24:02.480 --> 00:24:07.760 align:middle line:84%
we refer to as the metric
induced by the norm, all right?

00:24:07.760 --> 00:24:13.100 align:middle line:84%
And this is not
difficult to prove.

00:24:13.100 --> 00:24:20.240 align:middle line:84%
Basically, 1, 2, and 3 imply
respectively a, b, and c.

00:24:20.240 --> 00:24:24.335 align:middle line:84%
1, the first property
of a norm, implies a.

00:24:24.335 --> 00:24:25.295 align:middle line:90%
This is pretty clear.

00:24:25.295 --> 00:24:28.630 align:middle line:90%


00:24:28.630 --> 00:24:32.780 align:middle line:84%
The distance between
vw is 0 if and only

00:24:32.780 --> 00:24:36.290 align:middle line:84%
if v minus w equals 0, which
is if and only if v equals w.

00:24:36.290 --> 00:24:38.570 align:middle line:90%
That gives us part a.

00:24:38.570 --> 00:24:51.680 align:middle line:84%
b we get from 2,
since by 2 v minus w

00:24:51.680 --> 00:24:59.000 align:middle line:84%
is equal to minus 1
times w minus v equals--

00:24:59.000 --> 00:25:01.505 align:middle line:84%
now, we pull the scalar out
and take its absolute value.

00:25:01.505 --> 00:25:09.350 align:middle line:90%


00:25:09.350 --> 00:25:13.520 align:middle line:84%
So since by 2, we have
the length of v minus w

00:25:13.520 --> 00:25:18.000 align:middle line:84%
equals the length of w
minus w, this implies b.

00:25:18.000 --> 00:25:20.550 align:middle line:84%
And then c just follows
again immediately

00:25:20.550 --> 00:25:24.750 align:middle line:84%
from the triangle inequality 3
by just adding and subtracting

00:25:24.750 --> 00:25:26.880 align:middle line:90%
a third element.

00:25:26.880 --> 00:25:36.930 align:middle line:84%
So let me just write 3 implies
c essentially immediately,

00:25:36.930 --> 00:25:37.430 align:middle line:90%
all right?

00:25:37.430 --> 00:25:40.710 align:middle line:90%


00:25:40.710 --> 00:25:45.980 align:middle line:84%
OK, so when we have a
norm, we get a notion

00:25:45.980 --> 00:25:47.720 align:middle line:84%
of a metric, a
notion of distance

00:25:47.720 --> 00:25:50.450 align:middle line:84%
between two vectors
in our vector space

00:25:50.450 --> 00:25:52.980 align:middle line:84%
by just taking the length
of the difference of them.

00:25:52.980 --> 00:25:56.947 align:middle line:90%
So again, this should sort of--

00:25:56.947 --> 00:26:06.695 align:middle line:84%
this is supposed to be an analog
of what we see in R and Rn

00:26:06.695 --> 00:26:07.195 align:middle line:90%
in general.

00:26:07.195 --> 00:26:10.750 align:middle line:90%


00:26:10.750 --> 00:26:14.435 align:middle line:84%
So for example, let
me just recall this.

00:26:14.435 --> 00:26:17.728 align:middle line:90%


00:26:17.728 --> 00:26:19.145 align:middle line:84%
So now, let's look
at a few norms.

00:26:19.145 --> 00:26:22.460 align:middle line:90%


00:26:22.460 --> 00:26:27.230 align:middle line:84%
Instead of n tuples
of Rn or Cn where

00:26:27.230 --> 00:26:28.580 align:middle line:90%
we have the Euclidean norm--

00:26:28.580 --> 00:26:39.210 align:middle line:90%


00:26:39.210 --> 00:26:46.620 align:middle line:84%
Euclidean norm, here, if I
have an n-tuple given by x--

00:26:46.620 --> 00:26:48.960 align:middle line:84%
so let me put a 2 here
to denote this norm--

00:26:48.960 --> 00:26:54.040 align:middle line:84%
then the Euclidean
norm of this vector--

00:26:54.040 --> 00:27:00.300 align:middle line:90%
so this guy is in Rn or Cn--

00:27:00.300 --> 00:27:06.480 align:middle line:84%
then its Euclidean norm is
given by the sum i equals 1

00:27:06.480 --> 00:27:12.630 align:middle line:90%
to n xi length squared 1/2.

00:27:12.630 --> 00:27:19.160 align:middle line:84%
And that gives you the standard
notion of length and distance

00:27:19.160 --> 00:27:24.140 align:middle line:84%
between points that you've
dealt with in Euclidean space.

00:27:24.140 --> 00:27:25.820 align:middle line:84%
But that's not the
only norm you could

00:27:25.820 --> 00:27:31.580 align:middle line:84%
have on these spaces that
you've dealt with before.

00:27:31.580 --> 00:27:38.210 align:middle line:84%
Another one-- put
an infinity here.

00:27:38.210 --> 00:27:48.800 align:middle line:84%
This norm is the max
between 1 and n of xi.

00:27:48.800 --> 00:27:52.190 align:middle line:84%
So to measure the
length of a vector,

00:27:52.190 --> 00:27:58.080 align:middle line:84%
I take this to be the
magnitude of the largest

00:27:58.080 --> 00:28:00.025 align:middle line:90%
entry in that vector, OK?

00:28:00.025 --> 00:28:06.960 align:middle line:90%


00:28:06.960 --> 00:28:12.180 align:middle line:84%
And in general,
there's a whole family

00:28:12.180 --> 00:28:14.310 align:middle line:84%
of norms I could
put on Rn or Cn.

00:28:14.310 --> 00:28:20.850 align:middle line:90%


00:28:20.850 --> 00:28:22.440 align:middle line:90%
Let me put a p here.

00:28:22.440 --> 00:28:31.370 align:middle line:84%
This is norm, the lp
norm, little lp norm,

00:28:31.370 --> 00:28:37.040 align:middle line:84%
is the sum of the p-th power
of the xi's raised to the 1

00:28:37.040 --> 00:28:37.580 align:middle line:90%
over p.

00:28:37.580 --> 00:28:40.220 align:middle line:84%
Of course, you need this
1 over p for homogeneity

00:28:40.220 --> 00:28:43.070 align:middle line:84%
to work out and also
the triangle inequality.

00:28:43.070 --> 00:28:49.077 align:middle line:84%
And this is for 1 less than or
equal to p less than infinity.

00:28:49.077 --> 00:28:51.160 align:middle line:84%
I didn't write Infinity
there because that doesn't

00:28:51.160 --> 00:28:52.840 align:middle line:84%
make sense, although
you can actually

00:28:52.840 --> 00:28:55.300 align:middle line:84%
prove that if I
take a fixed vector

00:28:55.300 --> 00:28:59.170 align:middle line:84%
and I let p go to infinity,
then this quantity here

00:28:59.170 --> 00:29:01.470 align:middle line:90%
converges to this quantity.

00:29:01.470 --> 00:29:02.470 align:middle line:90%
That's not hard to show.

00:29:02.470 --> 00:29:06.250 align:middle line:90%


00:29:06.250 --> 00:29:11.370 align:middle line:84%
So let me quickly draw
you a quick picture

00:29:11.370 --> 00:29:14.370 align:middle line:84%
of what the unit
balls look like--

00:29:14.370 --> 00:29:18.700 align:middle line:90%


00:29:18.700 --> 00:29:23.000 align:middle line:84%
R2, say, with the
different norms.

00:29:23.000 --> 00:29:30.730 align:middle line:84%
So let me recall that if I have,
in a metric space, a metric,

00:29:30.730 --> 00:29:34.450 align:middle line:84%
then B x, r this is
a set of all y in x

00:29:34.450 --> 00:29:42.665 align:middle line:84%
so that the distance from x to
y is less than or equal to r.

00:29:42.665 --> 00:29:45.710 align:middle line:90%


00:29:45.710 --> 00:29:48.230 align:middle line:84%
Now, you know what
the ball looks

00:29:48.230 --> 00:29:49.730 align:middle line:90%
like for the Euclidean norm.

00:29:49.730 --> 00:29:59.430 align:middle line:84%
This is just a circle
and filled in, of course.

00:29:59.430 --> 00:30:00.680 align:middle line:90%
I'm not going to fill this in.

00:30:00.680 --> 00:30:02.380 align:middle line:90%
So now, what I'm looking at is--

00:30:02.380 --> 00:30:05.350 align:middle line:90%
and I'll put a 2.

00:30:05.350 --> 00:30:10.260 align:middle line:84%
This is the ball centered
at 0 of radius 1,

00:30:10.260 --> 00:30:12.300 align:middle line:90%
so everything inside.

00:30:12.300 --> 00:30:19.490 align:middle line:84%
What about for
the infinity norm?

00:30:19.490 --> 00:30:26.170 align:middle line:84%
Let's say I want to look at
what does this look like.

00:30:26.170 --> 00:30:33.730 align:middle line:90%
This, in fact, is square.

00:30:33.730 --> 00:30:38.540 align:middle line:90%


00:30:38.540 --> 00:30:45.900 align:middle line:84%
And what about-- let's do one
more about the little l1 norm,

00:30:45.900 --> 00:30:50.240 align:middle line:84%
which is just the
length of the magnitude

00:30:50.240 --> 00:30:52.760 align:middle line:84%
of the entries, the length
of the absolute value

00:30:52.760 --> 00:30:54.740 align:middle line:90%
of the entries.

00:30:54.740 --> 00:31:02.120 align:middle line:84%
So all these go through these
points here on the axis.

00:31:02.120 --> 00:31:06.680 align:middle line:84%
This ball-- so first off,
everything inside the blue

00:31:06.680 --> 00:31:08.420 align:middle line:90%
is the l infinity ball.

00:31:08.420 --> 00:31:11.210 align:middle line:84%
Everything inside the white
is that little l2 ball.

00:31:11.210 --> 00:31:13.700 align:middle line:84%
The little l1 ball
is everything inside

00:31:13.700 --> 00:31:17.515 align:middle line:84%
of this square,
which is now tilted.

00:31:17.515 --> 00:31:21.070 align:middle line:90%


00:31:21.070 --> 00:31:27.190 align:middle line:84%
And every other little lp
ball is in between the yellow

00:31:27.190 --> 00:31:28.060 align:middle line:90%
and the blue.

00:31:28.060 --> 00:31:30.160 align:middle line:84%
And if you take p
goes to infinity,

00:31:30.160 --> 00:31:32.800 align:middle line:84%
then that ball converges,
in a certain sense,

00:31:32.800 --> 00:31:35.380 align:middle line:84%
to this l infinity
ball, which is in blue.

00:31:35.380 --> 00:31:38.580 align:middle line:90%


00:31:38.580 --> 00:31:41.610 align:middle line:84%
So you see, changing
the norm, even

00:31:41.610 --> 00:31:43.650 align:middle line:84%
on these finite
dimensional spaces,

00:31:43.650 --> 00:31:49.860 align:middle line:84%
changes the geometry of the
balls, if you like, all right?

00:31:49.860 --> 00:31:52.930 align:middle line:90%


00:31:52.930 --> 00:31:56.560 align:middle line:84%
But not in two drastic
of a way, meaning

00:31:56.560 --> 00:31:59.290 align:middle line:90%
if I take a large enough B--

00:31:59.290 --> 00:32:01.930 align:middle line:84%
if I take a large
enough l1 ball,

00:32:01.930 --> 00:32:06.190 align:middle line:84%
that will swallow up
an l infinity ball.

00:32:06.190 --> 00:32:10.920 align:middle line:84%
And therefore, the two
balls are kind of an--

00:32:10.920 --> 00:32:20.500 align:middle line:84%
I can take the size of that
ball to be maybe of size 3.

00:32:20.500 --> 00:32:23.620 align:middle line:84%
And so the balls are
kind of the same.

00:32:23.620 --> 00:32:25.520 align:middle line:84%
One can always be
sandwiching the other.

00:32:25.520 --> 00:32:27.820 align:middle line:84%
I'll talk a little
more about that

00:32:27.820 --> 00:32:31.420 align:middle line:84%
when we talk about
equivalent norms, at least

00:32:31.420 --> 00:32:32.900 align:middle line:90%
in the problem sets.

00:32:32.900 --> 00:32:37.000 align:middle line:84%
So OK, so that's
an example of norms

00:32:37.000 --> 00:32:42.330 align:middle line:84%
on a finite dimensional
vector space.

00:32:42.330 --> 00:32:44.000 align:middle line:90%
Let's look at another norm.

00:32:44.000 --> 00:32:52.890 align:middle line:90%


00:32:52.890 --> 00:32:56.670 align:middle line:84%
Let's take a metric space
so I remember we have a--

00:32:56.670 --> 00:32:58.320 align:middle line:84%
so this is just any
old metric space.

00:32:58.320 --> 00:33:04.410 align:middle line:90%


00:33:04.410 --> 00:33:10.440 align:middle line:84%
And now, I'm going to define a
vector space, C lower infinity

00:33:10.440 --> 00:33:11.070 align:middle line:90%
x.

00:33:11.070 --> 00:33:20.170 align:middle line:84%
This is defined to be the set
of all continuous functions

00:33:20.170 --> 00:33:21.860 align:middle line:90%
on this metric space--

00:33:21.860 --> 00:33:23.360 align:middle line:84%
remember, if we
have a metric space,

00:33:23.360 --> 00:33:26.830 align:middle line:84%
we have a notion of
continuous functions on it--

00:33:26.830 --> 00:33:28.630 align:middle line:90%
such that-- what?

00:33:28.630 --> 00:33:32.440 align:middle line:84%
So these are-- so
again, to fix this,

00:33:32.440 --> 00:33:36.670 align:middle line:84%
let me just clarify
where it's going.

00:33:36.670 --> 00:33:49.840 align:middle line:84%
f goes from x to, let's say,
C such that f is continuous

00:33:49.840 --> 00:34:00.400 align:middle line:84%
and f is bounded, meaning
the image of x under f

00:34:00.400 --> 00:34:02.980 align:middle line:84%
is a bounded subset
of C, all right?

00:34:02.980 --> 00:34:10.850 align:middle line:90%


00:34:10.850 --> 00:34:14.000 align:middle line:84%
Just so you can connect
this with something I just

00:34:14.000 --> 00:34:16.670 align:middle line:84%
wrote down a minute ago, the
set of all bounded functions,

00:34:16.670 --> 00:34:18.920 align:middle line:84%
continuous functions
on 0, 1, this

00:34:18.920 --> 00:34:20.929 align:middle line:84%
is just a set of
continuous functions on 0,

00:34:20.929 --> 00:34:23.960 align:middle line:84%
1 because we know
continuous functions

00:34:23.960 --> 00:34:28.820 align:middle line:84%
on a closed and bounded
interval are bounded.

00:34:28.820 --> 00:34:34.110 align:middle line:84%
So I don't have to say
bounded whenever I write this.

00:34:34.110 --> 00:34:36.550 align:middle line:84%
OK, so I have this space
of continuous functions

00:34:36.550 --> 00:34:39.940 align:middle line:84%
on a metric space,
which are bounded.

00:34:39.940 --> 00:34:42.590 align:middle line:84%
And I'm going to
define a norm on this.

00:34:42.590 --> 00:34:43.855 align:middle line:90%
So this is a vector space.

00:34:43.855 --> 00:34:51.250 align:middle line:90%


00:34:51.250 --> 00:34:54.489 align:middle line:84%
Because any sum of two
continuous functions

00:34:54.489 --> 00:34:57.940 align:middle line:84%
is continuous, a scalar multiple
times a continuous function

00:34:57.940 --> 00:34:59.170 align:middle line:90%
is continuous.

00:34:59.170 --> 00:35:02.110 align:middle line:84%
And again, those two
operations satisfy

00:35:02.110 --> 00:35:05.870 align:middle line:90%
the axioms of a vector space.

00:35:05.870 --> 00:35:08.435 align:middle line:84%
And I can define a
norm on this space.

00:35:08.435 --> 00:35:12.020 align:middle line:90%


00:35:12.020 --> 00:35:15.020 align:middle line:90%
Then I claim that--

00:35:15.020 --> 00:35:17.990 align:middle line:90%
what do I use here?

00:35:17.990 --> 00:35:22.788 align:middle line:84%
Then if I define an
infinity norm again,

00:35:22.788 --> 00:35:24.830 align:middle line:84%
which will look similar
to what I wrote up there,

00:35:24.830 --> 00:35:35.510 align:middle line:84%
as this is the sup of all
x in capital X of u of x,

00:35:35.510 --> 00:35:42.880 align:middle line:84%
then this is a
norm on this space

00:35:42.880 --> 00:35:45.280 align:middle line:84%
of continuous-- bounded
continuous functions.

00:35:45.280 --> 00:35:49.640 align:middle line:90%


00:35:49.640 --> 00:35:56.370 align:middle line:84%
So 1 and 2 are pretty easy
to see from the definition.

00:35:56.370 --> 00:36:05.770 align:middle line:84%
So properties 1 and
2 are easy to see.

00:36:05.770 --> 00:36:07.870 align:middle line:84%
For the triangle
inequality, well, that

00:36:07.870 --> 00:36:11.230 align:middle line:84%
follows essentially from the
triangle inequality for C.

00:36:11.230 --> 00:36:15.510 align:middle line:84%
These are C-valued,
complex valued functions.

00:36:15.510 --> 00:36:20.585 align:middle line:84%
If you like, replace it
with real valued functions

00:36:20.585 --> 00:36:22.710 align:middle line:84%
if that makes you feel
better in the first lecture,

00:36:22.710 --> 00:36:26.660 align:middle line:84%
although we'll need
complex numbers eventually.

00:36:26.660 --> 00:36:31.070 align:middle line:84%
So let's check that this
function satisfies the triangle

00:36:31.070 --> 00:36:32.585 align:middle line:84%
inequality and
therefore is a norm.

00:36:32.585 --> 00:36:35.450 align:middle line:90%


00:36:35.450 --> 00:36:43.730 align:middle line:84%
If u and v are two bounded
continuous functions on x, then

00:36:43.730 --> 00:36:50.150 align:middle line:84%
for all x in X, if
I take ux plus vx,

00:36:50.150 --> 00:36:55.400 align:middle line:84%
this is less than or equal
to, by the triangle inequality

00:36:55.400 --> 00:37:02.050 align:middle line:84%
for C, the absolute value
of u of x plus v of x.

00:37:02.050 --> 00:37:04.240 align:middle line:84%
Again, u of x is a
complex number and so

00:37:04.240 --> 00:37:07.390 align:middle line:84%
is v of x So this is
by triangle inequality.

00:37:07.390 --> 00:37:14.370 align:middle line:90%


00:37:14.370 --> 00:37:18.290 align:middle line:84%
But now, this, for
any old x, is always

00:37:18.290 --> 00:37:24.600 align:middle line:84%
bounded by the supremum
of that over all values.

00:37:24.600 --> 00:37:25.640 align:middle line:90%
So let me write--

00:37:25.640 --> 00:37:31.610 align:middle line:90%


00:37:31.610 --> 00:37:32.300 align:middle line:90%
OK?

00:37:32.300 --> 00:37:34.490 align:middle line:84%
So u of x for any
fixed value of x

00:37:34.490 --> 00:37:37.280 align:middle line:84%
is always bounded by
the supremum over all

00:37:37.280 --> 00:37:40.400 align:middle line:84%
x's is in the capital X,
which is the norm of u.

00:37:40.400 --> 00:37:44.660 align:middle line:84%
So what I've shown is that
for all x in capital X,

00:37:44.660 --> 00:37:46.970 align:middle line:84%
the absolute value
of u of x plus v

00:37:46.970 --> 00:37:50.690 align:middle line:90%
of x is bounded by this number.

00:37:50.690 --> 00:37:53.120 align:middle line:84%
And therefore, this
number is an upper bound

00:37:53.120 --> 00:37:58.280 align:middle line:84%
for the set of absolute values
of these guys and therefore

00:37:58.280 --> 00:38:01.490 align:middle line:84%
the supremum, which
implies that--

00:38:01.490 --> 00:38:12.530 align:middle line:90%


00:38:12.530 --> 00:38:14.860 align:middle line:84%
which is the least upper
bound of all these quantities

00:38:14.860 --> 00:38:19.825 align:middle line:84%
as x ranges over x is less than
or equal to this number here.

00:38:19.825 --> 00:38:24.270 align:middle line:90%


00:38:24.270 --> 00:38:26.610 align:middle line:84%
And therefore, we have
the triangle inequality

00:38:26.610 --> 00:38:27.630 align:middle line:90%
for this function.

00:38:27.630 --> 00:38:29.890 align:middle line:84%
And therefore, this
defines a norm,

00:38:29.890 --> 00:38:35.040 align:middle line:84%
which I'll often refer to as the
uniform norm or l infinity norm

00:38:35.040 --> 00:38:36.480 align:middle line:84%
just because
there's an infinity.

00:38:36.480 --> 00:38:45.140 align:middle line:84%
But the content should be clear
on what I'm talking about.

00:38:45.140 --> 00:38:47.240 align:middle line:84%
I mean, this is not
inconsistent with what

00:38:47.240 --> 00:38:51.335 align:middle line:84%
I wrote down because Rn,
that's just a set of--

00:38:51.335 --> 00:38:55.550 align:middle line:90%


00:38:55.550 --> 00:38:59.190 align:middle line:84%
well, OK, never
mind, let me stop

00:38:59.190 --> 00:39:02.830 align:middle line:84%
talking before I get
myself twisted in a knot.

00:39:02.830 --> 00:39:06.240 align:middle line:84%
So what does convergence
mean in this norm here?

00:39:06.240 --> 00:39:09.690 align:middle line:84%
We know what convergence
means in the Euclidean or any

00:39:09.690 --> 00:39:10.380 align:middle line:90%
of these norms.

00:39:10.380 --> 00:39:12.300 align:middle line:84%
It means the points
are getting together.

00:39:12.300 --> 00:39:14.040 align:middle line:84%
The fixed points
in the plane are

00:39:14.040 --> 00:39:16.210 align:middle line:84%
starting to get closer
and closer together,

00:39:16.210 --> 00:39:18.030 align:middle line:90%
at least in R2 or C2.

00:39:18.030 --> 00:39:18.885 align:middle line:90%
What about here?

00:39:18.885 --> 00:39:23.790 align:middle line:90%


00:39:23.790 --> 00:39:28.500 align:middle line:90%
So let me just note that--

00:39:28.500 --> 00:39:33.980 align:middle line:84%
so remember, un converges
to u in this space

00:39:33.980 --> 00:39:35.390 align:middle line:90%
of bounded continuous functions.

00:39:35.390 --> 00:39:36.223 align:middle line:90%
What does this mean.

00:39:36.223 --> 00:39:38.300 align:middle line:84%
This means the distance
between un and u

00:39:38.300 --> 00:39:40.610 align:middle line:90%
goes to 0 as n goes to infinity.

00:39:40.610 --> 00:39:43.410 align:middle line:90%


00:39:43.410 --> 00:39:45.740 align:middle line:84%
So here, I'm talking
about what does

00:39:45.740 --> 00:39:52.680 align:middle line:84%
convergence of a sequence of
elements of this space mean.

00:39:52.680 --> 00:39:58.780 align:middle line:84%
So that means that the
distance between un and u

00:39:58.780 --> 00:40:02.700 align:middle line:90%
goes to 0 as n goes to infinity.

00:40:02.700 --> 00:40:05.200 align:middle line:84%
And the distance, remember, is
defined in terms of the norm.

00:40:05.200 --> 00:40:11.780 align:middle line:90%


00:40:11.780 --> 00:40:16.910 align:middle line:84%
So convergence in the space of
bounded continuous functions

00:40:16.910 --> 00:40:19.340 align:middle line:90%
just means this.

00:40:19.340 --> 00:40:23.990 align:middle line:84%
But in terms of something
covered in past analysis class,

00:40:23.990 --> 00:40:29.870 align:middle line:90%
what is that equivalent to?

00:40:29.870 --> 00:40:31.010 align:middle line:90%
I'll write it out.

00:40:31.010 --> 00:40:33.570 align:middle line:84%
This means for all
epsilon positive,

00:40:33.570 --> 00:40:39.530 align:middle line:84%
there exists a natural
number n such that--

00:40:39.530 --> 00:40:43.310 align:middle line:84%
now, this is the sup
of u of x for all--

00:40:43.310 --> 00:40:46.610 align:middle line:84%
or sup un of x minus
u of x for all x in X

00:40:46.610 --> 00:40:52.310 align:middle line:84%
So I can write such that for
all n bigger than or equal to n

00:40:52.310 --> 00:41:02.040 align:middle line:84%
for all x in X, un of x minus
u of x is less than epsilon.

00:41:02.040 --> 00:41:13.030 align:middle line:84%
But that's just the definition
of uniform convergence

00:41:13.030 --> 00:41:18.680 align:middle line:90%
uniformly on x.

00:41:18.680 --> 00:41:23.840 align:middle line:84%
So the point of this little
note is that convergence

00:41:23.840 --> 00:41:26.420 align:middle line:90%
in this norm or in this metric--

00:41:26.420 --> 00:41:29.570 align:middle line:84%
I'm going to use norm and
metric interchangeably

00:41:29.570 --> 00:41:32.270 align:middle line:84%
because this metric is
induced by this norm.

00:41:32.270 --> 00:41:34.730 align:middle line:84%
So convergence in
norm in this space

00:41:34.730 --> 00:41:38.060 align:middle line:84%
of bounded continuous
functions is the same

00:41:38.060 --> 00:41:41.270 align:middle line:84%
as saying that this
sequence of functions

00:41:41.270 --> 00:41:45.700 align:middle line:84%
converges to this
function uniformly on x

00:41:45.700 --> 00:41:47.695 align:middle line:90%
So I hope that's clear.

00:41:47.695 --> 00:41:50.590 align:middle line:90%


00:41:50.590 --> 00:41:52.450 align:middle line:84%
So maybe I should
say this now instead

00:41:52.450 --> 00:41:55.330 align:middle line:90%
of in the eighth lecture.

00:41:55.330 --> 00:41:57.130 align:middle line:84%
But really, take the
time to actually watch

00:41:57.130 --> 00:41:59.960 align:middle line:90%
these lectures for two reasons.

00:41:59.960 --> 00:42:03.940 align:middle line:84%
One, I'm actually
here recording them.

00:42:03.940 --> 00:42:08.700 align:middle line:84%
So instead of just saying
read this and ask me

00:42:08.700 --> 00:42:11.790 align:middle line:84%
if you have any questions, I'm
giving you some more insight

00:42:11.790 --> 00:42:14.040 align:middle line:90%
than just what's in the notes.

00:42:14.040 --> 00:42:17.010 align:middle line:84%
And two, it keeps
you engaged, OK?

00:42:17.010 --> 00:42:21.330 align:middle line:84%
So you should treat these as
you actually being there--

00:42:21.330 --> 00:42:25.440 align:middle line:84%
have your notebook,
take notes as I lecture.

00:42:25.440 --> 00:42:30.360 align:middle line:84%
The great thing is that
you can pause and rewind.

00:42:30.360 --> 00:42:32.280 align:middle line:84%
This space of
continuous functions--

00:42:32.280 --> 00:42:36.930 align:middle line:90%


00:42:36.930 --> 00:42:37.755 align:middle line:90%
we have that norm.

00:42:37.755 --> 00:42:42.140 align:middle line:90%


00:42:42.140 --> 00:42:49.850 align:middle line:84%
OK, so some more examples
of norm spaces is--

00:42:49.850 --> 00:42:54.780 align:middle line:84%
so I was calling
that little lp norm.

00:42:54.780 --> 00:42:57.170 align:middle line:84%
But the little is not
necessarily little.

00:42:57.170 --> 00:43:04.030 align:middle line:84%
So the actual little lp
space that I will typically

00:43:04.030 --> 00:43:05.290 align:middle line:90%
refer to--

00:43:05.290 --> 00:43:08.230 align:middle line:84%
this is going to be
the space of all--

00:43:08.230 --> 00:43:12.640 align:middle line:90%


00:43:12.640 --> 00:43:18.340 align:middle line:84%
this is the space of
all sequences now.

00:43:18.340 --> 00:43:23.880 align:middle line:84%
So the vectors in this
space are sequences.

00:43:23.880 --> 00:43:26.940 align:middle line:84%
The points in this space
are sequences, such that--

00:43:26.940 --> 00:43:30.500 align:middle line:90%


00:43:30.500 --> 00:43:33.920 align:middle line:90%
so call this thing element a.

00:43:33.920 --> 00:43:35.555 align:middle line:90%
So a is a sequence.

00:43:35.555 --> 00:43:39.730 align:middle line:90%


00:43:39.730 --> 00:43:41.490 align:middle line:84%
So this is the set
of all sequences that

00:43:41.490 --> 00:43:44.220 align:middle line:90%
have lp norm that's finite.

00:43:44.220 --> 00:43:46.950 align:middle line:84%
And what is the lp
norm in this case?

00:43:46.950 --> 00:43:48.750 align:middle line:84%
Well, it's the
natural generalization

00:43:48.750 --> 00:43:56.445 align:middle line:84%
of that guy, where the lp
norm is equal to the sum

00:43:56.445 --> 00:44:03.985 align:middle line:90%
j equals 1 to infinity for 1--

00:44:03.985 --> 00:44:06.775 align:middle line:90%


00:44:06.775 --> 00:44:08.650 align:middle line:90%
p between 1 and infinity.

00:44:08.650 --> 00:44:17.350 align:middle line:84%
And then the l infinity
norm is just the sup over .

00:44:17.350 --> 00:44:32.580 align:middle line:90%
J

00:44:32.580 --> 00:44:36.930 align:middle line:84%
So little lp stands for
the space of sequences

00:44:36.930 --> 00:44:39.000 align:middle line:90%
with finite lp norm.

00:44:39.000 --> 00:44:41.700 align:middle line:84%
Or you could say
their lp is summable.

00:44:41.700 --> 00:44:44.640 align:middle line:90%
Their p-th power is summable.

00:44:44.640 --> 00:44:52.390 align:middle line:84%
So let me just state
a silly example.

00:44:52.390 --> 00:44:56.730 align:middle line:84%
The sequence 1
over j, j equals 1

00:44:56.730 --> 00:45:01.620 align:middle line:84%
to infinity, this is in little
lp for all p bigger than 1,

00:45:01.620 --> 00:45:03.600 align:middle line:84%
but not for p equals
1 because then we

00:45:03.600 --> 00:45:04.950 align:middle line:90%
get the harmonic series.

00:45:04.950 --> 00:45:12.250 align:middle line:90%


00:45:12.250 --> 00:45:14.290 align:middle line:90%
Now, why?

00:45:14.290 --> 00:45:16.980 align:middle line:90%


00:45:16.980 --> 00:45:20.930 align:middle line:84%
First off, why the triangle
inequality holds even

00:45:20.930 --> 00:45:26.090 align:middle line:84%
in the finitely many, in
the finite dimensional case

00:45:26.090 --> 00:45:30.830 align:middle line:84%
and why this is a natural
vector space is non-trivial.

00:45:30.830 --> 00:45:32.540 align:middle line:84%
So you shouldn't
be able to actually

00:45:32.540 --> 00:45:33.950 align:middle line:90%
say, oh OK, that makes sense.

00:45:33.950 --> 00:45:35.510 align:middle line:84%
It satisfies the
triangle inequality.

00:45:35.510 --> 00:45:36.920 align:middle line:90%
It's not clear.

00:45:36.920 --> 00:45:40.640 align:middle line:84%
It's non-trivial that
this is, in fact, a norm.

00:45:40.640 --> 00:45:42.470 align:middle line:90%
This one's easier to see.

00:45:42.470 --> 00:45:46.250 align:middle line:84%
But it's not clear
for p bigger than 1

00:45:46.250 --> 00:45:52.340 align:middle line:84%
that this is a norm and
that therefore little lp,

00:45:52.340 --> 00:45:55.070 align:middle line:84%
and that the sum of
two guys in little lp

00:45:55.070 --> 00:45:57.695 align:middle line:84%
are in lp so that this is
an actual vector space,

00:45:57.695 --> 00:45:59.570 align:middle line:84%
and then we have the
triangle inequalities so

00:45:59.570 --> 00:46:00.770 align:middle line:90%
that this is a norm--

00:46:00.770 --> 00:46:02.900 align:middle line:90%
that will be in the exercises.

00:46:02.900 --> 00:46:04.400 align:middle line:90%
But just take it as--

00:46:04.400 --> 00:46:09.500 align:middle line:84%
take me at my word that this
is indeed a vector space.

00:46:09.500 --> 00:46:13.610 align:middle line:84%
If I take two sequences
that are in little lp,

00:46:13.610 --> 00:46:18.020 align:middle line:84%
meaning their p-th
power is summable, then

00:46:18.020 --> 00:46:23.240 align:middle line:84%
their sum, entry by entry, is
also in little lp and so on,

00:46:23.240 --> 00:46:26.750 align:middle line:84%
and that this
function here defines

00:46:26.750 --> 00:46:29.510 align:middle line:90%
a norm on this space little lp.

00:46:29.510 --> 00:46:31.430 align:middle line:90%
So just accept that.

00:46:31.430 --> 00:46:38.360 align:middle line:90%


00:46:38.360 --> 00:46:42.800 align:middle line:84%
And so now, we're
not interested--

00:46:42.800 --> 00:46:46.390 align:middle line:90%
so we've gone a little bit--

00:46:46.390 --> 00:46:49.750 align:middle line:84%
narrowed down our
spaces we're interested

00:46:49.750 --> 00:46:50.810 align:middle line:90%
in a little bit more.

00:46:50.810 --> 00:46:54.790 align:middle line:84%
So we've gone from general
infinite dimensional vector

00:46:54.790 --> 00:46:57.970 align:middle line:84%
spaces now to norm spaces
being our interest,

00:46:57.970 --> 00:46:59.110 align:middle line:90%
what we're interested in.

00:46:59.110 --> 00:47:05.224 align:middle line:84%
But we're not exactly interested
in just any norm vector space.

00:47:05.224 --> 00:47:09.980 align:middle line:84%
The central objects
and functional analysis

00:47:09.980 --> 00:47:18.400 align:middle line:84%
that we're interested in
are the analogs of Rn.

00:47:18.400 --> 00:47:20.740 align:middle line:84%
Now, what property
that are in and Cn

00:47:20.740 --> 00:47:23.800 align:middle line:90%
have is that their metric--

00:47:23.800 --> 00:47:30.100 align:middle line:84%
this metric that you have
on these sets is complete.

00:47:30.100 --> 00:47:32.330 align:middle line:84%
The Cauchy sequences
always converge.

00:47:32.330 --> 00:47:36.040 align:middle line:84%
And this is our next
narrowing down of the spaces

00:47:36.040 --> 00:47:37.160 align:middle line:90%
we're interested in.

00:47:37.160 --> 00:47:44.960 align:middle line:84%
And these have a special name,
so so-called Banach spaces

00:47:44.960 --> 00:47:46.100 align:middle line:90%
after Stefan Banach.

00:47:46.100 --> 00:47:50.320 align:middle line:90%


00:47:50.320 --> 00:47:58.490 align:middle line:84%
So norm space, so a
vector space with a norm,

00:47:58.490 --> 00:48:16.430 align:middle line:84%
is a Banach space if is
complete with respect

00:48:16.430 --> 00:48:24.980 align:middle line:84%
to the metric
induced by the norm.

00:48:24.980 --> 00:48:32.080 align:middle line:90%


00:48:32.080 --> 00:48:36.370 align:middle line:84%
So if we have a norm
space, we have a metric

00:48:36.370 --> 00:48:39.160 align:middle line:84%
that's associated
to that by defining

00:48:39.160 --> 00:48:47.000 align:middle line:84%
the distance between two guys
by that equation up there.

00:48:47.000 --> 00:48:49.240 align:middle line:84%
And so we say it's
a Banach space

00:48:49.240 --> 00:48:55.570 align:middle line:84%
if that metric is complete,
meaning Cauchy sequences

00:48:55.570 --> 00:49:00.190 align:middle line:84%
in that space with respect
to this metric converge

00:49:00.190 --> 00:49:00.880 align:middle line:90%
in the space.

00:49:00.880 --> 00:49:07.990 align:middle line:84%
Now, in first year
analysis, you learn

00:49:07.990 --> 00:49:10.775 align:middle line:84%
that instead of rational
numbers, they are not complete.

00:49:10.775 --> 00:49:12.400 align:middle line:84%
There are Cauchy
sequences which do not

00:49:12.400 --> 00:49:15.650 align:middle line:90%
converge to a rational number.

00:49:15.650 --> 00:49:18.730 align:middle line:84%
Every real number you
can write as a limit

00:49:18.730 --> 00:49:22.000 align:middle line:90%
as finitely many decimals.

00:49:22.000 --> 00:49:27.010 align:middle line:84%
So square root of
2 will be a number

00:49:27.010 --> 00:49:29.890 align:middle line:84%
where you can form a Cauchy
sequence of rational numbers

00:49:29.890 --> 00:49:31.070 align:middle line:90%
converging to it.

00:49:31.070 --> 00:49:35.110 align:middle line:84%
But it's not a rational
number, so the rational numbers

00:49:35.110 --> 00:49:36.640 align:middle line:90%
are not complete.

00:49:36.640 --> 00:49:39.720 align:middle line:90%
But R is complete.

00:49:39.720 --> 00:49:42.570 align:middle line:84%
And in general, we give a name
to those norm linear spaces--

00:49:42.570 --> 00:49:48.810 align:middle line:84%
those norm spaces such that
this metric is complete.

00:49:48.810 --> 00:49:50.205 align:middle line:90%
We call those Banach spaces.

00:49:50.205 --> 00:49:57.710 align:middle line:90%


00:49:57.710 --> 00:50:01.910 align:middle line:84%
So examples which you saw, at
least for the Euclidean norm

00:50:01.910 --> 00:50:06.150 align:middle line:84%
and should be able
to prove on your own,

00:50:06.150 --> 00:50:11.820 align:middle line:84%
assuming the triangle inequality
for the little lp norms,

00:50:11.820 --> 00:50:28.425 align:middle line:84%
these are complete with respect
to any of the little lp norms.

00:50:28.425 --> 00:50:38.600 align:middle line:90%


00:50:38.600 --> 00:50:43.380 align:middle line:84%
All right, now, let's
do a non-trivial one.

00:50:43.380 --> 00:50:50.360 align:middle line:84%
Let's show that the space of
bounded continuous functions

00:50:50.360 --> 00:50:53.345 align:middle line:90%
on a metric space is complete.

00:50:53.345 --> 00:51:09.190 align:middle line:90%


00:51:09.190 --> 00:51:11.470 align:middle line:90%
So let's make this a theorem.

00:51:11.470 --> 00:51:19.370 align:middle line:90%


00:51:19.370 --> 00:51:48.120 align:middle line:84%
If x is a complete
geometric space,

00:51:48.120 --> 00:51:56.770 align:middle line:90%
then it is a Banach space.

00:51:56.770 --> 00:51:59.530 align:middle line:84%
BSP, that's my abbreviation
for Banach space.

00:51:59.530 --> 00:52:06.340 align:middle line:90%


00:52:06.340 --> 00:52:10.700 align:middle line:84%
All right, so for a
complete metric space,

00:52:10.700 --> 00:52:13.820 align:middle line:84%
the space of bounded
continuous functions on x

00:52:13.820 --> 00:52:15.920 align:middle line:90%
is a Banach space.

00:52:15.920 --> 00:52:18.710 align:middle line:84%
We've already shown that
that function over there

00:52:18.710 --> 00:52:19.760 align:middle line:90%
defines a norm on it.

00:52:19.760 --> 00:52:23.600 align:middle line:84%
So I'm saying it's complete
with respect to that norm.

00:52:23.600 --> 00:52:28.620 align:middle line:84%
Cauchy sequences always
converge in this space.

00:52:28.620 --> 00:52:29.870 align:middle line:90%
So let me just write this out.

00:52:29.870 --> 00:52:50.360 align:middle line:84%
We want to show that every
Cauchy sequence un in the space

00:52:50.360 --> 00:52:54.740 align:middle line:84%
C bounded continuous
functions has

00:52:54.740 --> 00:53:04.080 align:middle line:84%
a limit in the space of
bounded continuous functions.

00:53:04.080 --> 00:53:07.600 align:middle line:90%


00:53:07.600 --> 00:53:11.300 align:middle line:84%
All right, so let's
take a Cauchy sequence.

00:53:11.300 --> 00:53:14.570 align:middle line:84%
And the way this
proof is going to work

00:53:14.570 --> 00:53:18.530 align:middle line:84%
is the way essentially really
all of the proofs of showing

00:53:18.530 --> 00:53:22.430 align:middle line:84%
something is a
Banach space works,

00:53:22.430 --> 00:53:25.740 align:middle line:90%
is you take a Cauchy sequence.

00:53:25.740 --> 00:53:29.730 align:middle line:84%
Then you'll be able to come up
with a candidate for the limit.

00:53:29.730 --> 00:53:32.160 align:middle line:84%
And then your job is
to show two things--

00:53:32.160 --> 00:53:36.800 align:middle line:84%
that that candidate is
in the space itself,

00:53:36.800 --> 00:53:40.670 align:middle line:84%
and then that the
convergence happens.

00:53:40.670 --> 00:53:42.980 align:middle line:84%
And sometimes, those
two come together

00:53:42.980 --> 00:53:44.455 align:middle line:90%
or can be done at the same time.

00:53:44.455 --> 00:53:48.955 align:middle line:90%


00:53:48.955 --> 00:53:50.080 align:middle line:90%
And you'll see what I mean.

00:53:50.080 --> 00:54:01.520 align:middle line:84%
Let un be a Cauchy
sequence in C infinity,

00:54:01.520 --> 00:54:05.090 align:middle line:84%
in the space of bounded
continuous functions.

00:54:05.090 --> 00:54:08.720 align:middle line:84%
First off, I claim that this
forms a bounded sequence

00:54:08.720 --> 00:54:11.190 align:middle line:90%
in this space.

00:54:11.190 --> 00:54:15.743 align:middle line:84%
This is a fact from
metric space theory,

00:54:15.743 --> 00:54:16.910 align:middle line:90%
but I'll write it out again.

00:54:16.910 --> 00:54:20.360 align:middle line:90%


00:54:20.360 --> 00:54:27.740 align:middle line:84%
Then there exists
natural number N0

00:54:27.740 --> 00:54:30.980 align:middle line:84%
such that for all n
bigger than or equal to

00:54:30.980 --> 00:54:38.470 align:middle line:84%
N0, the difference
between u N0 and u--

00:54:38.470 --> 00:54:47.360 align:middle line:84%
so let me say for all nm
bigger than or equal to N0, un

00:54:47.360 --> 00:54:51.995 align:middle line:84%
minus um in the infinity
norm is less than 1.

00:54:51.995 --> 00:54:55.310 align:middle line:90%


00:54:55.310 --> 00:54:56.940 align:middle line:90%
So what I'm first going to do--

00:54:56.940 --> 00:54:59.900 align:middle line:84%
I'm first going to show that
this sequence of functions

00:54:59.900 --> 00:55:02.840 align:middle line:90%
are bounded in this space.

00:55:02.840 --> 00:55:05.000 align:middle line:84%
Each of them are,
of course, bounded.

00:55:05.000 --> 00:55:07.925 align:middle line:84%
But I'm saying that they form a
bounded sequence in the space.

00:55:07.925 --> 00:55:14.100 align:middle line:90%


00:55:14.100 --> 00:55:19.860 align:middle line:90%
Then let's see, rewrite this.

00:55:19.860 --> 00:55:23.660 align:middle line:90%


00:55:23.660 --> 00:55:28.280 align:middle line:84%
For all n bigger than or
equal to N0, un, the norm,

00:55:28.280 --> 00:55:36.260 align:middle line:84%
this is less than or equal
to un minus u N0 plus u N0.

00:55:36.260 --> 00:55:43.330 align:middle line:84%
And this is less
than 1 plus u N0.

00:55:43.330 --> 00:55:47.320 align:middle line:84%
So for all n bigger than or
equal to this fixed number N0,

00:55:47.320 --> 00:55:53.370 align:middle line:84%
un and l infinity
norm are bounded

00:55:53.370 --> 00:55:57.330 align:middle line:84%
by 1 plus the norm
of this fixed guy.

00:55:57.330 --> 00:56:04.850 align:middle line:84%
Then for all n,
a natural number,

00:56:04.850 --> 00:56:09.440 align:middle line:84%
the norm of un is less than
or equal to-- if I put u1--

00:56:09.440 --> 00:56:21.330 align:middle line:90%


00:56:21.330 --> 00:56:24.000 align:middle line:84%
now, if n is bigger
than or equal to N0,

00:56:24.000 --> 00:56:26.340 align:middle line:84%
then this is less than
or equal to this guy.

00:56:26.340 --> 00:56:27.840 align:middle line:84%
So it's certainly
less than or equal

00:56:27.840 --> 00:56:31.680 align:middle line:84%
to some non-negative
things plus this guy.

00:56:31.680 --> 00:56:35.670 align:middle line:84%
Meanwhile, if n is less
than N0, than the norm of it

00:56:35.670 --> 00:56:38.590 align:middle line:84%
is less than or equal to one of
these norms that appear here,

00:56:38.590 --> 00:56:41.430 align:middle line:84%
which is also, again, less than
or equal to this entire number

00:56:41.430 --> 00:56:43.650 align:middle line:90%
that I wrote down here.

00:56:43.650 --> 00:56:47.340 align:middle line:84%
And let me define that
to be this number B.

00:56:47.340 --> 00:56:53.330 align:middle line:84%
So I've shown for all natural
numbers n, the norm of un

00:56:53.330 --> 00:56:57.560 align:middle line:84%
is bounded by B. So this
forms a bounded sequence

00:56:57.560 --> 00:57:01.340 align:middle line:84%
in the space of bounded
continuous functions.

00:57:01.340 --> 00:57:06.240 align:middle line:84%
You have to keep track
of where this bounded--

00:57:06.240 --> 00:57:08.880 align:middle line:84%
where I'm saying this
bounded is taking place.

00:57:08.880 --> 00:57:14.160 align:middle line:84%
Each of these functions is
bounded, is a bounded function.

00:57:14.160 --> 00:57:17.580 align:middle line:84%
What I'm saying here is that
they form a bounded sequence

00:57:17.580 --> 00:57:18.645 align:middle line:90%
in this space.

00:57:18.645 --> 00:57:27.210 align:middle line:90%


00:57:27.210 --> 00:57:36.046 align:middle line:84%
OK, so let me make
a note of this.

00:57:36.046 --> 00:57:37.620 align:middle line:90%
This is bounded by this.

00:57:37.620 --> 00:57:41.990 align:middle line:90%


00:57:41.990 --> 00:57:51.780 align:middle line:90%
All right, now, what do we know?

00:57:51.780 --> 00:57:54.330 align:middle line:84%
And let me-- in fact, I
should have written this out

00:57:54.330 --> 00:57:56.742 align:middle line:84%
over here, but let me
write it out again.

00:57:56.742 --> 00:57:58.200 align:middle line:84%
What does it mean
for this sequence

00:57:58.200 --> 00:58:00.150 align:middle line:90%
to be Cauchy in this space?

00:58:00.150 --> 00:58:03.550 align:middle line:84%
This means for all
epsilon positive,

00:58:03.550 --> 00:58:07.650 align:middle line:84%
there exist a
natural number n such

00:58:07.650 --> 00:58:13.980 align:middle line:84%
that for all nm bigger
than or equal to N un

00:58:13.980 --> 00:58:19.815 align:middle line:84%
minus um in this uniform
norm is less than epsilon.

00:58:19.815 --> 00:58:27.860 align:middle line:90%


00:58:27.860 --> 00:58:37.810 align:middle line:84%
Now, since for all x
I have that un of x

00:58:37.810 --> 00:58:41.260 align:middle line:84%
minus um of x in
absolute value is

00:58:41.260 --> 00:58:44.890 align:middle line:84%
less than or equal to the sup
over all x's in capital X,

00:58:44.890 --> 00:58:54.920 align:middle line:84%
which is just the uniform
norm, the l infinity

00:58:54.920 --> 00:59:01.220 align:middle line:84%
norm on this space, and I
am assuming it's Cauchy,

00:59:01.220 --> 00:59:05.240 align:middle line:84%
so it satisfies
this property, I get

00:59:05.240 --> 00:59:13.250 align:middle line:84%
that for all x in X, the
sequence now of complex numbers

00:59:13.250 --> 00:59:14.300 align:middle line:90%
un of x--

00:59:14.300 --> 00:59:18.890 align:middle line:90%


00:59:18.890 --> 00:59:21.080 align:middle line:84%
so this is now just a
sequence of complex numbers.

00:59:21.080 --> 00:59:22.310 align:middle line:90%
It's the value.

00:59:22.310 --> 00:59:23.090 align:middle line:90%
I take x.

00:59:23.090 --> 00:59:26.070 align:middle line:90%
I stick it into u sub n.

00:59:26.070 --> 00:59:27.870 align:middle line:84%
I have now a sequence
of complex numbers.

00:59:27.870 --> 00:59:36.040 align:middle line:90%
This is the Cauchy sequence.

00:59:36.040 --> 00:59:39.950 align:middle line:84%
All of this may seem a
little bit weird at first.

00:59:39.950 --> 00:59:45.050 align:middle line:84%
But after I finish this proof,
do it again now for little l

00:59:45.050 --> 00:59:47.235 align:middle line:90%
infinity.

00:59:47.235 --> 00:59:48.610 align:middle line:84%
And you'll start
getting the hang

00:59:48.610 --> 00:59:50.740 align:middle line:90%
and seeing how the arguments go.

00:59:50.740 --> 00:59:53.470 align:middle line:90%


00:59:53.470 --> 01:00:05.750 align:middle line:84%
All right, so for every
x in capital X, un of x--

01:00:05.750 --> 01:00:08.980 align:middle line:90%


01:00:08.980 --> 01:00:11.830 align:middle line:84%
so that's now a sequence
of complex numbers.

01:00:11.830 --> 01:00:15.770 align:middle line:90%


01:00:15.770 --> 01:00:19.020 align:middle line:84%
And yeah, I thought I didn't
need it to be complete.

01:00:19.020 --> 01:00:21.630 align:middle line:84%
I don't know why
I wrote it down.

01:00:21.630 --> 01:00:25.090 align:middle line:84%
Any metric space, if x is
a metric space then, OK?

01:00:25.090 --> 01:00:36.880 align:middle line:90%


01:00:36.880 --> 01:00:40.510 align:middle line:84%
All right, so for each
x in the metric space,

01:00:40.510 --> 01:00:44.980 align:middle line:84%
un of x, which is now forming
a sequence of complex numbers,

01:00:44.980 --> 01:00:47.140 align:middle line:90%
this is a Cauchy sequence.

01:00:47.140 --> 01:00:49.090 align:middle line:84%
But the space of
complex numbers, this

01:00:49.090 --> 01:00:53.830 align:middle line:90%
is a complete metric space.

01:00:53.830 --> 01:00:58.510 align:middle line:84%
And therefore, for each x,
this sequence has a limit.

01:00:58.510 --> 01:01:03.150 align:middle line:90%


01:01:03.150 --> 01:01:15.900 align:middle line:84%
So by completeness
of C for all x

01:01:15.900 --> 01:01:32.100 align:middle line:84%
in capital X, this sequence,
un of x, has a limit in C.

01:01:32.100 --> 01:01:40.020 align:middle line:84%
And now, I define what will
be my candidate function,

01:01:40.020 --> 01:01:48.190 align:middle line:84%
u of x, to be this
pointwise limit,

01:01:48.190 --> 01:01:51.250 align:middle line:84%
limit as n goes to
infinity of u sub n of x.

01:01:51.250 --> 01:01:54.530 align:middle line:90%


01:01:54.530 --> 01:01:57.750 align:middle line:84%
So in fact, in a
few words, if you

01:01:57.750 --> 01:01:59.940 align:middle line:84%
remember what these words
mean, what we've shown

01:01:59.940 --> 01:02:02.490 align:middle line:84%
is that every Cauchy
sequence in the space

01:02:02.490 --> 01:02:04.980 align:middle line:84%
of bounded continuous functions
has a pointwise limit.

01:02:04.980 --> 01:02:16.120 align:middle line:90%


01:02:16.120 --> 01:02:19.000 align:middle line:84%
OK, then now what
we're going to show

01:02:19.000 --> 01:02:22.060 align:middle line:84%
is that this guy is,
in fact, in the space

01:02:22.060 --> 01:02:25.450 align:middle line:84%
of bounded continuous functions
and that we have convergence

01:02:25.450 --> 01:02:31.960 align:middle line:84%
of this sequence of functions
to u in the space C infinity x,

01:02:31.960 --> 01:02:34.030 align:middle line:84%
in the space of bounded
continuous functions.

01:02:34.030 --> 01:02:38.065 align:middle line:84%
We've only defined this guy
as the pointwise limit--

01:02:38.065 --> 01:02:40.730 align:middle line:90%


01:02:40.730 --> 01:02:46.678 align:middle line:84%
so as the point wise
limit of these guys, OK?

01:02:46.678 --> 01:02:53.510 align:middle line:90%


01:02:53.510 --> 01:02:57.740 align:middle line:84%
Then for all x in capital X,
the absolute value of u of x

01:02:57.740 --> 01:03:00.932 align:middle line:84%
is equal to the limit
as n goes to infinity,

01:03:00.932 --> 01:03:02.390 align:middle line:84%
so the absolute
value of the limit.

01:03:02.390 --> 01:03:03.765 align:middle line:84%
But since this
converges, this is

01:03:03.765 --> 01:03:06.800 align:middle line:84%
equal to the limit of
the absolute values.

01:03:06.800 --> 01:03:10.370 align:middle line:84%
And each of these
guys are bounded

01:03:10.370 --> 01:03:17.640 align:middle line:84%
by B. They're bounded by
the infinity norm, which

01:03:17.640 --> 01:03:23.940 align:middle line:84%
is bounded by B. So this
is less than or equal to B.

01:03:23.940 --> 01:03:34.070 align:middle line:84%
And thus, so this is a
bounded function at least

01:03:34.070 --> 01:03:35.480 align:middle line:90%
on this metric space.

01:03:35.480 --> 01:03:40.980 align:middle line:90%


01:03:40.980 --> 01:03:44.460 align:middle line:84%
So now, we're going to
achieve two things at once.

01:03:44.460 --> 01:03:46.260 align:middle line:84%
We're going to show
that it's continuous

01:03:46.260 --> 01:03:51.240 align:middle line:84%
and that we have convergence in
this space by showing it is--

01:03:51.240 --> 01:03:55.930 align:middle line:90%


01:03:55.930 --> 01:03:59.560 align:middle line:84%
by showing this l infinity
norm of the difference

01:03:59.560 --> 01:04:02.050 align:middle line:90%
goes to 0 of u minus un.

01:04:02.050 --> 01:04:19.290 align:middle line:90%


01:04:19.290 --> 01:04:29.980 align:middle line:84%
OK, so first, we're
going to show that--

01:04:29.980 --> 01:04:34.840 align:middle line:84%
so think of this just
now as a function,

01:04:34.840 --> 01:04:37.910 align:middle line:90%
not necessarily a norm.

01:04:37.910 --> 01:04:39.698 align:middle line:90%
OK, maybe I'm being too careful.

01:04:39.698 --> 01:04:41.240 align:middle line:84%
I'm just going to
say now we're going

01:04:41.240 --> 01:04:43.010 align:middle line:84%
to show that this
quantity here goes

01:04:43.010 --> 01:04:52.070 align:middle line:90%
to 0 as n goes to infinity.

01:04:52.070 --> 01:04:53.030 align:middle line:90%
And how do we do this?

01:04:53.030 --> 01:05:00.170 align:middle line:84%
Well, since we're
just going to do this

01:05:00.170 --> 01:05:04.910 align:middle line:84%
the old fashioned way of let
epsilon be positive and show

01:05:04.910 --> 01:05:07.820 align:middle line:84%
that we can choose an n
such that this is less than

01:05:07.820 --> 01:05:10.190 align:middle line:84%
or equal to epsilon, I
know in the definition

01:05:10.190 --> 01:05:11.940 align:middle line:84%
you're supposed to
have less than epsilon.

01:05:11.940 --> 01:05:15.050 align:middle line:84%
But less than or equal
to is good enough.

01:05:15.050 --> 01:05:20.470 align:middle line:90%
OK, so let epsilon be positive.

01:05:20.470 --> 01:05:28.860 align:middle line:84%
Since the sequence is
Cauchy in this space,

01:05:28.860 --> 01:05:35.820 align:middle line:84%
this implies there exists a
natural number N such that

01:05:35.820 --> 01:05:39.120 align:middle line:84%
for all nm bigger
than or equal to N,

01:05:39.120 --> 01:05:44.818 align:middle line:84%
I have that un minus um
l infinity is less than--

01:05:44.818 --> 01:05:46.485 align:middle line:84%
all right, let's make
it epsilon over 2.

01:05:46.485 --> 01:05:54.200 align:middle line:90%


01:05:54.200 --> 01:05:58.580 align:middle line:84%
Then for all nm bigger
than or equal to N,

01:05:58.580 --> 01:06:00.150 align:middle line:90%
This means un of x--

01:06:00.150 --> 01:06:03.490 align:middle line:90%


01:06:03.490 --> 01:06:10.760 align:middle line:90%
so let x be in capital X.

01:06:10.760 --> 01:06:12.950 align:middle line:84%
We now want to show that
for all little n bigger

01:06:12.950 --> 01:06:18.800 align:middle line:84%
than or equal to capital N, in
fact, un minus u in this norm

01:06:18.800 --> 01:06:20.780 align:middle line:84%
is less than or equal
to epsilon over 2.

01:06:20.780 --> 01:06:24.380 align:middle line:90%


01:06:24.380 --> 01:06:28.130 align:middle line:84%
For all nm bigger
than or equal to N,

01:06:28.130 --> 01:06:38.166 align:middle line:84%
I have that u, which is less
than or equal to un minus um--

01:06:38.166 --> 01:06:41.638 align:middle line:90%


01:06:41.638 --> 01:06:47.570 align:middle line:84%
and therefore, if I take the
limit as m goes to infinity,

01:06:47.570 --> 01:06:50.030 align:middle line:84%
remember, u of x is
the pointwise limit.

01:06:50.030 --> 01:06:55.190 align:middle line:90%
I fixed x in capital X.

01:06:55.190 --> 01:07:00.970 align:middle line:84%
I get that for all n
bigger than or equal to m,

01:07:00.970 --> 01:07:07.120 align:middle line:84%
un of x minus u of x
is less than or equal

01:07:07.120 --> 01:07:09.920 align:middle line:90%
to epsilon over 2.

01:07:09.920 --> 01:07:10.955 align:middle line:90%
So what have I shown?

01:07:10.955 --> 01:07:15.610 align:middle line:84%
I've shown for all n bigger
than or equal to capital

01:07:15.610 --> 01:07:18.520 align:middle line:84%
N-- and this capital N came from
this condition, not anything

01:07:18.520 --> 01:07:19.840 align:middle line:90%
having to do with x.

01:07:19.840 --> 01:07:21.430 align:middle line:90%
It came from this condition--

01:07:21.430 --> 01:07:24.050 align:middle line:90%


01:07:24.050 --> 01:07:27.230 align:middle line:84%
I have un of x minus
u of x is less than

01:07:27.230 --> 01:07:29.240 align:middle line:90%
or equal to epsilon over 2.

01:07:29.240 --> 01:07:32.750 align:middle line:84%
And therefore, the sup over
all x's is less than or equal

01:07:32.750 --> 01:07:40.040 align:middle line:84%
to epsilon over 2, which
is less than epsilon.

01:07:40.040 --> 01:07:42.770 align:middle line:90%


01:07:42.770 --> 01:07:46.640 align:middle line:84%
Thus, un converges
to u-- or I should

01:07:46.640 --> 01:07:57.430 align:middle line:90%
say as n goes to infinity.

01:07:57.430 --> 01:07:59.580 align:middle line:90%
Now, what's the last step?

01:07:59.580 --> 01:08:02.370 align:middle line:84%
I have this candidate,
u. un's converged

01:08:02.370 --> 01:08:08.140 align:middle line:90%
to u with respect to this sense.

01:08:08.140 --> 01:08:11.830 align:middle line:84%
I need to conclude
also that u is

01:08:11.830 --> 01:08:15.760 align:middle line:84%
an element of the space of
bounded continuous functions.

01:08:15.760 --> 01:08:17.020 align:middle line:90%
I know it's bounded.

01:08:17.020 --> 01:08:18.790 align:middle line:90%
Why is it continuous?

01:08:18.790 --> 01:08:34.979 align:middle line:84%
Well, since un minus u goes
to 0, this implies that un--

01:08:34.979 --> 01:08:37.694 align:middle line:84%
by what we remarked
a little bit earlier,

01:08:37.694 --> 01:08:45.700 align:middle line:84%
it means un converges
to u uniformly on x.

01:08:45.700 --> 01:08:48.770 align:middle line:90%


01:08:48.770 --> 01:08:53.359 align:middle line:84%
And since u is the uniform
limit of a sequence

01:08:53.359 --> 01:09:03.770 align:middle line:84%
of continuous functions, that
implies that u is continuous.

01:09:03.770 --> 01:09:06.859 align:middle line:90%


01:09:06.859 --> 01:09:12.970 align:middle line:84%
So let me just reiterate
what we've done.

01:09:12.970 --> 01:09:18.529 align:middle line:84%
In sequence, we've shown
that ux is bounded.

01:09:18.529 --> 01:09:26.120 align:middle line:84%
We've then shown that
the sup over all x in X--

01:09:26.120 --> 01:09:30.109 align:middle line:84%
so I should have
put that in yellow.

01:09:30.109 --> 01:09:34.899 align:middle line:90%


01:09:34.899 --> 01:09:39.710 align:middle line:84%
We've shown convergence to
u with respect to this norm.

01:09:39.710 --> 01:09:43.240 align:middle line:84%
And we've shown u is,
in fact, in the space.

01:09:43.240 --> 01:09:48.110 align:middle line:90%
So therefore, u is in--

01:09:48.110 --> 01:10:06.660 align:middle line:90%


01:10:06.660 --> 01:10:16.205 align:middle line:84%
i.e., the space is complete,
and therefore a Banach space.

01:10:16.205 --> 01:10:29.140 align:middle line:90%


01:10:29.140 --> 01:10:32.380 align:middle line:84%
So the first time
you see that proof--

01:10:32.380 --> 01:10:36.430 align:middle line:84%
and again, this is kind of how
all the proofs of something

01:10:36.430 --> 01:10:39.640 align:middle line:90%
being a Banach space goes.

01:10:39.640 --> 01:10:42.685 align:middle line:84%
When you see that for the first
time, it's a little weird.

01:10:42.685 --> 01:10:47.530 align:middle line:90%


01:10:47.530 --> 01:10:49.510 align:middle line:84%
And this will be
in the exercise so

01:10:49.510 --> 01:10:51.010 align:middle line:84%
that you can get a
jumpstart on that

01:10:51.010 --> 01:10:52.990 align:middle line:84%
by looking at maybe
the simplest one.

01:10:52.990 --> 01:10:56.840 align:middle line:90%


01:10:56.840 --> 01:10:58.400 align:middle line:84%
Well, I still have
space over here.

01:10:58.400 --> 01:11:06.820 align:middle line:90%


01:11:06.820 --> 01:11:18.530 align:middle line:84%
So little lp, this
is a Banach space

01:11:18.530 --> 01:11:25.880 align:middle line:84%
for all p between
1 and infinity.

01:11:25.880 --> 01:11:29.050 align:middle line:90%
Another space, which--

01:11:29.050 --> 01:11:33.465 align:middle line:84%
OK, maybe try your
hand at this one

01:11:33.465 --> 01:11:35.840 align:middle line:84%
instead of little l infinity
because at least something's

01:11:35.840 --> 01:11:38.550 align:middle line:90%
a little different.

01:11:38.550 --> 01:11:44.730 align:middle line:84%
Little c0, which is the set
of sequences in little l

01:11:44.730 --> 01:11:47.730 align:middle line:84%
infinity-- so each
element of c0 is

01:11:47.730 --> 01:11:57.910 align:middle line:84%
a sequence, a bounded sequence
such that limit j goes

01:11:57.910 --> 01:12:00.430 align:middle line:90%
to infinity of aj equals 0.

01:12:00.430 --> 01:12:03.290 align:middle line:90%


01:12:03.290 --> 01:12:04.855 align:middle line:90%
This is also a Banach space.

01:12:04.855 --> 01:12:08.300 align:middle line:90%


01:12:08.300 --> 01:12:15.210 align:middle line:84%
So I encourage you to take this
example of bounded sequences

01:12:15.210 --> 01:12:16.950 align:middle line:90%
that converge to 0.

01:12:16.950 --> 01:12:22.500 align:middle line:84%
First off, it's pretty
clear it's a vector space.

01:12:22.500 --> 01:12:24.030 align:middle line:84%
It's actually a
subspace-- and I'll

01:12:24.030 --> 01:12:28.515 align:middle line:84%
get to subspaces of Banach
spaces next lecture.

01:12:28.515 --> 01:12:31.850 align:middle line:90%


01:12:31.850 --> 01:12:37.330 align:middle line:84%
So it's a Banach space
with the l infinity norm.

01:12:37.330 --> 01:12:52.790 align:middle line:90%


01:12:52.790 --> 01:12:57.260 align:middle line:84%
So again, how would you prove
that this is a Banach space?

01:12:57.260 --> 01:12:59.360 align:middle line:90%
You would take a Cauchy.

01:12:59.360 --> 01:13:00.815 align:middle line:84%
So you have to
start thinking of--

01:13:00.815 --> 01:13:07.160 align:middle line:90%


01:13:07.160 --> 01:13:12.430 align:middle line:84%
again, these Banach spaces,
these spaces you're looking at

01:13:12.430 --> 01:13:16.930 align:middle line:84%
can be made up of
complicated things.

01:13:16.930 --> 01:13:19.300 align:middle line:84%
Little lp, this is a
space of sequences.

01:13:19.300 --> 01:13:23.155 align:middle line:84%
So each point in the
space is a sequence.

01:13:23.155 --> 01:13:24.280 align:middle line:90%
It's a sequence of numbers.

01:13:24.280 --> 01:13:27.800 align:middle line:90%


01:13:27.800 --> 01:13:32.120 align:middle line:84%
And here, so your
sequence of points

01:13:32.120 --> 01:13:37.310 align:middle line:84%
is a sequence of sequences,
just like in the example

01:13:37.310 --> 01:13:39.530 align:middle line:84%
we did here, your
sequence of points

01:13:39.530 --> 01:13:42.350 align:middle line:84%
in your space of bounded
continuous functions

01:13:42.350 --> 01:13:43.790 align:middle line:90%
is a sequence of functions.

01:13:43.790 --> 01:13:46.100 align:middle line:84%
Here, we have a
sequence of sequences,

01:13:46.100 --> 01:13:48.360 align:middle line:84%
which again a sequence
is just a function,

01:13:48.360 --> 01:13:49.760 align:middle line:90%
so you shouldn't be too scared.

01:13:49.760 --> 01:13:53.870 align:middle line:84%
But try your hand at showing
that this is a bonus space

01:13:53.870 --> 01:13:59.930 align:middle line:84%
just from what we've
done so far, following

01:13:59.930 --> 01:14:01.430 align:middle line:90%
this kind of blueprint.

01:14:01.430 --> 01:14:03.725 align:middle line:84%
And again, it'll be
kind of the same.

01:14:03.725 --> 01:14:07.665 align:middle line:84%
You first show that a Cauchy
sequence in here is, in fact,

01:14:07.665 --> 01:14:08.165 align:middle line:90%
bounded.

01:14:08.165 --> 01:14:11.610 align:middle line:90%


01:14:11.610 --> 01:14:18.100 align:middle line:84%
Then show that
pointwise each of the--

01:14:18.100 --> 01:14:21.760 align:middle line:84%
and here, pointwise should
mean each of the entries

01:14:21.760 --> 01:14:24.270 align:middle line:90%
of your sequence of sequences--

01:14:24.270 --> 01:14:27.190 align:middle line:90%


01:14:27.190 --> 01:14:29.620 align:middle line:90%
forms a Cauchy sequence.

01:14:29.620 --> 01:14:32.170 align:middle line:84%
Then that allows you
to obtain a candidate

01:14:32.170 --> 01:14:35.770 align:middle line:84%
sequence as the limit of
your sequence of sequences,

01:14:35.770 --> 01:14:36.950 align:middle line:90%
all right?

01:14:36.950 --> 01:14:40.070 align:middle line:84%
And then you have to show,
again through this argument,

01:14:40.070 --> 01:14:48.636 align:middle line:84%
that you do have convergence
with respect to this norm,

01:14:48.636 --> 01:14:53.770 align:middle line:84%
that that sequence is
bound it, and, in fact,

01:14:53.770 --> 01:14:56.800 align:middle line:84%
that sequence satisfies
this condition in order

01:14:56.800 --> 01:14:57.655 align:middle line:90%
to be in this space.

01:14:57.655 --> 01:15:08.900 align:middle line:90%


01:15:08.900 --> 01:15:11.950 align:middle line:90%
OK, so I think I'll stop there.

01:15:11.950 --> 01:15:19.000 align:middle line:90%