WEBVTT

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[SQUEAKING]
[RUSTLING] [CLICKING]

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PROFESSOR: All right, so
let's continue our discussion

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of Banach spaces.

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So let V be a norm space,
meaning a vector space

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with a norm on it.

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And last time, a
Banach space was

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defined to be a norm space
such that the metric induced

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by this norm is complete--

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all Cauchy sequences converge.

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So if you want to check that a
norm space is a Banach space,

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you have to take
a Cauchy sequence

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and show that it converges
in the space, which

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we did last time for the space
of bounded continuous functions

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on a metric space.

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Now, there's an
alternative, useful way

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of checking to see if a space
is a Banach space, which

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we'll use in a minute.

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But to state it, I
need to introduce

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a definition real quick.

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So let vn be a sequence in V.
And I'm going to abuse notation

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and write subset of V, even
though that's a sequence.

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I'm using this notation, though.

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So this means let vn
an a sequence in V.

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The series, which is just
right now an expression,

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just chalk on a board right
now, it's just a symbol--

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we say this series is
summable if the sequence

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of partial sums, which are now
elements in the norm space--

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so if this sequence of
partial sums converges.

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We say that the series
vn is absolutely summable

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if the series of involving
now these non-negative numbers

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converges.

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OK, so this is just like the
definition of the convergence

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of a series of
real numbers, which

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you dealt with in
earlier analysis

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and absolute convergence,
only here I'm

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using the terminology
absolutely summable

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because this is the terminology
Richard Melrose used,

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so I want to stick
to what he's using.

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He's Australian,
so I think maybe

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that has something
to do with it.

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So that's one of the
unfortunate things about this,

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is I can't tell if
you're laughing,

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but I'm going to
assume you're laughing.

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OK, so absolutely
sum of all means

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the sum of the absolute--
of the norms converges.

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And you have this theorem,
just like from real analysis,

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which you saw at one
point, that if vn--

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so if this series is summable--

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is-- I'm missing
an adjective there.

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If I have an absolutely
summable series, then

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the sequence of partial sums--

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this is a Cauchy sequence in
the space V. So again, we're

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working through in
a normal space V.

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All right, and the proof is
the same as in the real numbers

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case.

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So proof I'll leave to you.

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This is just a simple exercise.

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And it's the same
as for V equals R.

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Now, notice I said
something which is strictly

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weaker than what you encounter
in either case V equals R.

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In the case V equals
R, you have the theorem

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that if I have an
absolutely summable series,

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then it's summable.

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Every absolutely convergent
series is convergent.

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But I didn't say that here.

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I just said that the
sequence of partial sums

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is Cauchy, not
necessarily convergent.

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So when is the sequence of
partial series convergent?

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When can I say that an
absolutely summable series

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in this norm space is summable?

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And I can say that precisely
when it's a Banach space.

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So the theorem that
we're going to prove

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is that V is a Banach space if
and only if every absolutely

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summable series is summable.

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OK, so this characterizes
Banach spaces

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as those spaces for
which this theorem

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you have from real analysis,
that every absolutely

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convergent series converges,
is precisely that.

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Every absolutely summable
series is summable.

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And sometimes, that
is an easier property

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to verify than going through
the whole Cauchy business.

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And sometimes, it's exactly
the same amount of work.

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We'll use this later when
we deal with integration

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and measure theory to
prove that the big Lp

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spaces are Banach spaces.

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All right, so we have
two directions to prove--

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that if V is a
Banach space, then

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we get every absolutely
summable series is summable.

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And this is pretty
straightforward.

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So one direction-- if V--

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suppose V is a Banach space.

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Then if vn, if this
series, is absolutely

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summable by the
previous theorem, which

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I didn't prove, but
is very easy to prove,

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I get that the sequence
of partial sums--

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this is a Cauchy sequence
in V. And because V

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is a Banach space, every
Cauchy sequence converges.

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And therefore, it
converges in V.

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And therefore, the
series is summable.

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So that direction simple enough.

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Let's go the opposite
direction and show that every--

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that the condition that every
absolutely summable series is

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summable implies that
V is a Banach space.

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So every absolutely
summable series is summable.

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Now, we want to show that every
Cauchy sequence converges in V.

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So let vn be a Cauchy in V.
So what we're going to do

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is we're, in fact, going
to show that there's

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a subsequence of the
sequence that converges.

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So what we're going to show--

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so that this sequence has
a convergent subsequence.

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And once we've done that, we're
done because remember back

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to your real analysis days.

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If a Cauchy sequence has
a convergent subsequence,

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then the entire
sequence converges.

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And vn converges by metric
space theory, all right?

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So real analysis stuff.

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OK, so let's find
this subsequence.

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And basically, we're going
to build this subsequence up

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by speeding up the convergence
of vn or, if you like,

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speeding up the
Cauchiness of vn.

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So the fact that the
sequence is Cauchy

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implies that for
all natural numbers,

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there exists a natural number
k, also a natural number,

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such that for all nm bigger than
or equal to N sub k, we have

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that the norm of v sub n
minus the norm of v sub m

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is less than 2 to the minus k.

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All right, why did I
choose to the minus k?

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Because that's
summable, all right?

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And you'll see.

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And so what we're going to
do is build up essentially

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a telescoping sum from these--

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from Well-chosen guys.

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So define n sub k.

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What is this going to be?

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This is going to be equal to
N sub 1 plus plus N sub k.

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So n sub 1 is less than n
sub 2 is less than n sub 3

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because at each stage, I'm
adding a natural number.

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So n sub 1 is equal
to capital N sub

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1. n sub 2 is equal to a
capital N sub 1 plus n sub 2.

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These are natural numbers.

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So I'm always getting
bigger at each stage.

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So this is an increasing
sequence of integers.

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And for all k, n
sub k is less than

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or equal to N sub
k, capital N sub k

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because little n sub
k is equal to sum

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integers plus capital N sub k.

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And so the v sub n
sub k's are going

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to be essentially the
guys which converge.

00:13:47.225 --> 00:13:51.580 align:middle line:90%


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Thus, for all k
natural numbers, I

00:13:56.200 --> 00:14:01.720 align:middle line:84%
get that v sub n sub k plus
1 minus v sub n sub k--

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if I take the norm of that,
so n sub k is bigger than

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or equal to capital N sub k.

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n sub k plus 1 is bigger
than or equal to n sub

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k, which is bigger than or
equal to capital N sub k.

00:14:11.320 --> 00:14:13.780 align:middle line:84%
And therefore, by
this condition--

00:14:13.780 --> 00:14:17.431 align:middle line:90%
how n sub k's are chosen--

00:14:17.431 --> 00:14:20.380 align:middle line:90%


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so this, this, this, and
what's in blue tells me

00:14:24.800 --> 00:14:27.890 align:middle line:84%
that this is going to be
less than 2 to the minus k.

00:14:27.890 --> 00:14:36.000 align:middle line:90%


00:14:36.000 --> 00:14:43.520 align:middle line:84%
And therefore,
thus, the sum v sub

00:14:43.520 --> 00:14:48.230 align:middle line:84%
n sub k plus 1 minus
v sub n sub k--

00:14:48.230 --> 00:14:50.540 align:middle line:84%
this is absolutely
summable, right?

00:14:50.540 --> 00:14:52.850 align:middle line:84%
Because the norm of this
is less than 2 to the minus

00:14:52.850 --> 00:14:55.265 align:middle line:90%
k, which you can sum.

00:14:55.265 --> 00:14:59.620 align:middle line:90%


00:14:59.620 --> 00:15:02.890 align:middle line:84%
And by our assumption, that
every absolutely summable

00:15:02.890 --> 00:15:05.890 align:middle line:84%
series is summable,
this implies that--

00:15:05.890 --> 00:15:09.580 align:middle line:90%


00:15:09.580 --> 00:15:11.530 align:middle line:84%
I didn't even say
anything after that--

00:15:11.530 --> 00:15:15.870 align:middle line:90%


00:15:15.870 --> 00:15:33.600 align:middle line:84%
is absolutely summable, which
implies that this is summable,

00:15:33.600 --> 00:15:39.290 align:middle line:90%
which implies the limit as m--

00:15:39.290 --> 00:15:43.105 align:middle line:84%
or let me instead just
finish with that--

00:15:43.105 --> 00:15:49.980 align:middle line:90%


00:15:49.980 --> 00:15:51.900 align:middle line:90%
i.e.

00:15:51.900 --> 00:15:57.120 align:middle line:84%
the sequence of partial sums
k equals 1 to m v sub n sub k

00:15:57.120 --> 00:15:59.760 align:middle line:90%
plus 1 minus v sub n sub k--

00:15:59.760 --> 00:16:04.740 align:middle line:90%


00:16:04.740 --> 00:16:13.898 align:middle line:84%
this sequence of partial
sums converges in V.

00:16:13.898 --> 00:16:17.650 align:middle line:84%
OK, so to recap
again, we started off

00:16:17.650 --> 00:16:19.240 align:middle line:90%
with a Cauchy sequence.

00:16:19.240 --> 00:16:23.620 align:middle line:84%
We go out in the Cauchy
sequence far enough

00:16:23.620 --> 00:16:25.720 align:middle line:84%
and pick certain
guys so that they're

00:16:25.720 --> 00:16:26.920 align:middle line:90%
pretty close to each other.

00:16:26.920 --> 00:16:27.970 align:middle line:90%
And how close?

00:16:27.970 --> 00:16:33.670 align:middle line:84%
So close that the sum of
their norms is finite,

00:16:33.670 --> 00:16:35.230 align:middle line:84%
so that it's
absolutely summable.

00:16:35.230 --> 00:16:42.030 align:middle line:84%
And therefore, the series is
summable by our assumption.

00:16:42.030 --> 00:16:45.930 align:middle line:84%
But this is essentially
a telescoping sum.

00:16:45.930 --> 00:16:51.400 align:middle line:90%


00:16:51.400 --> 00:16:59.610 align:middle line:84%
Thus, the series v sub
n sub m, which equals--

00:16:59.610 --> 00:17:04.619 align:middle line:84%
so the sequence v sub n sub
m, which is the sum from n

00:17:04.619 --> 00:17:11.130 align:middle line:84%
equals 1 to m of v
sub n sub k plus 1--

00:17:11.130 --> 00:17:13.660 align:middle line:84%
let's see, let me
put a minus 1 here,

00:17:13.660 --> 00:17:21.930 align:middle line:84%
minus v sub n sub k
plus v sub n sub, m

00:17:21.930 --> 00:17:33.840 align:middle line:84%
equals 1 to infinity
converges in V. And I'm done.

00:17:33.840 --> 00:17:41.220 align:middle line:84%
So v sub n sub m is equal to
this telescoping sum plus--

00:17:41.220 --> 00:17:44.310 align:middle line:84%
so when I add this
up, terms cancel.

00:17:44.310 --> 00:17:46.230 align:middle line:84%
And I just pick up
the last one, which

00:17:46.230 --> 00:17:51.630 align:middle line:84%
is when I pick up m sub 1 here
minus the first one, which

00:17:51.630 --> 00:17:53.110 align:middle line:90%
is v sub n sub 1 here.

00:17:53.110 --> 00:17:57.345 align:middle line:84%
So if I add on v sub n sub 1,
I just pick up v sub n sub m.

00:17:57.345 --> 00:18:02.100 align:middle line:84%
Now, as m goes to infinity,
this converges to something

00:18:02.100 --> 00:18:04.560 align:middle line:90%
because this sequence converges.

00:18:04.560 --> 00:18:08.340 align:middle line:90%
And this is just fixed in m.

00:18:08.340 --> 00:18:10.230 align:middle line:90%
So this sum converges.

00:18:10.230 --> 00:18:13.350 align:middle line:84%
And therefore, v sub
n sub m converges.

00:18:13.350 --> 00:18:16.230 align:middle line:84%
And thus, this subsequence of
our original Cauchy sequence

00:18:16.230 --> 00:18:19.560 align:middle line:84%
converges, proving that the
Cauchy sequence converges in V.

00:18:19.560 --> 00:18:20.280 align:middle line:90%
And we're done.

00:18:20.280 --> 00:18:27.340 align:middle line:90%


00:18:27.340 --> 00:18:38.120 align:middle line:84%
OK, so Banach spaces, these
are a nice generalization

00:18:38.120 --> 00:18:41.720 align:middle line:84%
of the spaces that you
worked with in real analysis

00:18:41.720 --> 00:18:42.950 align:middle line:90%
and linear algebra--

00:18:42.950 --> 00:18:45.440 align:middle line:90%
Rn, Cn, and so on.

00:18:45.440 --> 00:18:48.020 align:middle line:90%


00:18:48.020 --> 00:18:53.540 align:middle line:84%
So what are the
analogs of matrices,

00:18:53.540 --> 00:18:56.750 align:middle line:84%
which you had to use in
calculus and linear algebra?

00:18:56.750 --> 00:19:04.660 align:middle line:84%
This is going to lead
to our next topic, which

00:19:04.660 --> 00:19:07.630 align:middle line:90%
is operators and functionals--

00:19:07.630 --> 00:19:19.990 align:middle line:90%


00:19:19.990 --> 00:19:22.680 align:middle line:84%
so operators being
the analog of matrices

00:19:22.680 --> 00:19:27.090 align:middle line:84%
that take one vector
into another vector,

00:19:27.090 --> 00:19:33.900 align:middle line:84%
functionals are the
analog of taking a vector

00:19:33.900 --> 00:19:37.080 align:middle line:84%
and taking its dot product
with a fixed vector,

00:19:37.080 --> 00:19:39.370 align:middle line:90%
spitting out a real number.

00:19:39.370 --> 00:19:43.740 align:middle line:84%
So functionals will eat
vectors and spit out

00:19:43.740 --> 00:19:47.580 align:middle line:84%
real or complex numbers,
depending on the field

00:19:47.580 --> 00:19:50.410 align:middle line:90%
that you're working in.

00:19:50.410 --> 00:19:56.070 align:middle line:84%
So let me write
down just an example

00:19:56.070 --> 00:20:03.960 align:middle line:84%
to keep in mind, as
far as operators go.

00:20:03.960 --> 00:20:14.100 align:middle line:84%
So I want you to
keep this example

00:20:14.100 --> 00:20:19.220 align:middle line:84%
in mind, which was the whole
reason for really a lot

00:20:19.220 --> 00:20:21.050 align:middle line:90%
of building all this machinery.

00:20:21.050 --> 00:20:26.110 align:middle line:84%
I mean, this example came first,
and then the machinery came--

00:20:26.110 --> 00:20:29.210 align:middle line:84%
was built later to
be able to say all

00:20:29.210 --> 00:20:32.330 align:middle line:84%
we can about these
kind of operators--

00:20:32.330 --> 00:20:34.250 align:middle line:84%
or these kind of
transformations.

00:20:34.250 --> 00:20:36.890 align:middle line:90%


00:20:36.890 --> 00:20:41.800 align:middle line:84%
And depending on if
you're in my class or not,

00:20:41.800 --> 00:20:47.880 align:middle line:84%
maybe you saw a question
about such a creature

00:20:47.880 --> 00:20:50.770 align:middle line:84%
on an assignment or
maybe on an exam.

00:20:50.770 --> 00:20:59.230 align:middle line:84%
So let K be a function
on 0, 1 cross 0, 1,

00:20:59.230 --> 00:21:01.450 align:middle line:84%
let's say, into the
complex numbers.

00:21:01.450 --> 00:21:05.690 align:middle line:90%


00:21:05.690 --> 00:21:16.320 align:middle line:84%
And let's assume it's
continuous for f,

00:21:16.320 --> 00:21:18.270 align:middle line:90%
a continuous function on 0, 1.

00:21:18.270 --> 00:21:21.780 align:middle line:84%
We can define a new
function from f,

00:21:21.780 --> 00:21:28.740 align:middle line:84%
Tf of x, to be the integral
from 0 to 1 of K of xy times

00:21:28.740 --> 00:21:31.230 align:middle line:90%
f of y dy.

00:21:31.230 --> 00:21:36.350 align:middle line:90%


00:21:36.350 --> 00:21:37.760 align:middle line:90%
Now, these are things that--

00:21:37.760 --> 00:21:39.802 align:middle line:84%
I'm about to write a few
things that you can just

00:21:39.802 --> 00:21:40.610 align:middle line:90%
check by hand.

00:21:40.610 --> 00:21:50.435 align:middle line:84%
But you can then check then Tf
is also a continuous function.

00:21:50.435 --> 00:21:56.060 align:middle line:90%


00:21:56.060 --> 00:22:00.290 align:middle line:84%
And it's linear
in the argument f.

00:22:00.290 --> 00:22:08.390 align:middle line:84%
And for all lambda 1,
lambda 2 in C, f1, f2

00:22:08.390 --> 00:22:19.380 align:middle line:84%
in 0, 1, T lambda 1,
f1 plus lambda 2 f2

00:22:19.380 --> 00:22:25.216 align:middle line:84%
equals lambda 1 Tf1
plus lambda 2 Tf2.

00:22:25.216 --> 00:22:29.373 align:middle line:90%


00:22:29.373 --> 00:22:30.790 align:middle line:84%
And it has another
property, which

00:22:30.790 --> 00:22:32.560 align:middle line:84%
I'm going to say
in a minute, namely

00:22:32.560 --> 00:22:36.410 align:middle line:84%
that it's continuous on the
space of continuous functions.

00:22:36.410 --> 00:22:38.980 align:middle line:84%
So we've already
proven that this space

00:22:38.980 --> 00:22:43.300 align:middle line:84%
of continuous functions on 0, 1,
this is a Banach space, right?

00:22:43.300 --> 00:22:46.660 align:middle line:84%
This was a special
example of the space

00:22:46.660 --> 00:22:48.980 align:middle line:84%
of bounded continuous
functions on a metric space

00:22:48.980 --> 00:22:54.700 align:middle line:84%
we considered before because on
the closed and bounded interval

00:22:54.700 --> 00:22:56.960 align:middle line:84%
0, 1, every continuous
function is bounded.

00:22:56.960 --> 00:23:04.180 align:middle line:84%
So this is just equal to C
subscript infinity of 0, 1.

00:23:04.180 --> 00:23:08.760 align:middle line:84%
So we know this
is a Banach space.

00:23:08.760 --> 00:23:13.920 align:middle line:84%
And so this is an
example of what's

00:23:13.920 --> 00:23:16.930 align:middle line:90%
called a linear operator.

00:23:16.930 --> 00:23:30.690 align:middle line:84%
So definition-- let V
and W be vector spaces.

00:23:30.690 --> 00:23:32.690 align:middle line:84%
So you should have seen
a linear transformation.

00:23:32.690 --> 00:23:34.315 align:middle line:84%
I'm going to call it
a linear operator.

00:23:34.315 --> 00:23:37.190 align:middle line:84%
I'm just recalling what
it means to be linear.

00:23:37.190 --> 00:23:39.410 align:middle line:90%
Let V and W be vector spaces.

00:23:39.410 --> 00:23:43.240 align:middle line:90%


00:23:43.240 --> 00:23:49.755 align:middle line:84%
You say a map T from
V to W is linear--

00:23:49.755 --> 00:23:54.390 align:middle line:90%


00:23:54.390 --> 00:24:02.020 align:middle line:84%
so linear, if for all
lambda 1, lambda 2

00:24:02.020 --> 00:24:04.720 align:middle line:90%
in your field of scalars--

00:24:04.720 --> 00:24:05.950 align:middle line:90%
if they're either R or C--

00:24:05.950 --> 00:24:08.800 align:middle line:90%


00:24:08.800 --> 00:24:19.150 align:middle line:84%
and for all v1, v2 in V, T of
lambda 1 v1 plus lambda 2 v2

00:24:19.150 --> 00:24:24.204 align:middle line:84%
equals lambda 1 T v1
plus lambda 2 T v2.

00:24:24.204 --> 00:24:32.270 align:middle line:90%


00:24:32.270 --> 00:24:39.770 align:middle line:84%
So in a map from
one norm space--

00:24:39.770 --> 00:24:45.740 align:middle line:90%


00:24:45.740 --> 00:24:47.752 align:middle line:84%
so this is just a
note off to the side.

00:24:47.752 --> 00:24:49.460 align:middle line:84%
This is how I'm going
to be using-- well,

00:24:49.460 --> 00:24:50.960 align:middle line:84%
I'm not even going
to write it down.

00:24:50.960 --> 00:24:53.380 align:middle line:90%


00:24:53.380 --> 00:24:57.480 align:middle line:84%
So given two norm spaces,
a linear map between them

00:24:57.480 --> 00:25:02.010 align:middle line:84%
I will most often refer
to as a linear operator.

00:25:02.010 --> 00:25:04.955 align:middle line:84%
Rather than linear
transformation,

00:25:04.955 --> 00:25:07.080 align:middle line:84%
which is what you probably
heard in linear algebra,

00:25:07.080 --> 00:25:10.410 align:middle line:84%
I'll refer to
these as operators.

00:25:10.410 --> 00:25:12.660 align:middle line:84%
Something I meant
to say as well was

00:25:12.660 --> 00:25:15.720 align:middle line:84%
why do we care about such
a guy like this other

00:25:15.720 --> 00:25:17.850 align:middle line:90%
than it looks nice?

00:25:17.850 --> 00:25:27.730 align:middle line:84%
You care about guys like these
because operators of this form

00:25:27.730 --> 00:25:34.250 align:middle line:84%
are essentially the inverse
operators of differential

00:25:34.250 --> 00:25:35.750 align:middle line:90%
operators.

00:25:35.750 --> 00:25:38.270 align:middle line:84%
I mean, you know that from
the fundamental theorem

00:25:38.270 --> 00:25:39.500 align:middle line:90%
of calculus.

00:25:39.500 --> 00:25:44.450 align:middle line:84%
The inverse operation of
taking a derivative is taking

00:25:44.450 --> 00:25:46.910 align:middle line:90%
is integrating.

00:25:46.910 --> 00:25:54.110 align:middle line:84%
So it shouldn't be a surprise
that the inverse operator,

00:25:54.110 --> 00:25:58.160 align:middle line:84%
meaning if I take f as
my data to some ODE,

00:25:58.160 --> 00:26:04.040 align:middle line:84%
can be written as this, as
this kind of linear operator.

00:26:04.040 --> 00:26:06.270 align:middle line:84%
That shouldn't come as
too much of a surprise.

00:26:06.270 --> 00:26:08.180 align:middle line:84%
So that's why we
care about them,

00:26:08.180 --> 00:26:13.520 align:middle line:84%
is that operators
of this form arise

00:26:13.520 --> 00:26:17.300 align:middle line:84%
as the inverses of taking
differentiable operators.

00:26:17.300 --> 00:26:22.670 align:middle line:90%


00:26:22.670 --> 00:26:30.660 align:middle line:84%
OK, so now, in this
class at least,

00:26:30.660 --> 00:26:35.390 align:middle line:84%
we're not just interested
in any old linear operator.

00:26:35.390 --> 00:26:38.450 align:middle line:84%
We're going to be interested
in a certain class

00:26:38.450 --> 00:26:40.220 align:middle line:90%
of linear operators, those--

00:26:40.220 --> 00:26:43.710 align:middle line:90%
so those which are continuous.

00:26:43.710 --> 00:26:57.480 align:middle line:84%
So let me recall for you
an equivalent way of saying

00:26:57.480 --> 00:27:00.430 align:middle line:90%
that a map is continuous.

00:27:00.430 --> 00:27:03.910 align:middle line:90%


00:27:03.910 --> 00:27:05.990 align:middle line:84%
So this is just any
map, any function,

00:27:05.990 --> 00:27:15.800 align:middle line:84%
not necessarily a linear
operator is continuous on V

00:27:15.800 --> 00:27:20.300 align:middle line:84%
if-- and there's two
ways to say this--

00:27:20.300 --> 00:27:30.530 align:middle line:84%
for every sequence
vn converging to V--

00:27:30.530 --> 00:27:31.940 align:middle line:90%
so let me write it this way.

00:27:31.940 --> 00:27:37.540 align:middle line:90%


00:27:37.540 --> 00:27:49.290 align:middle line:84%
For all v in E for all
sequences converging to V,

00:27:49.290 --> 00:27:55.740 align:middle line:84%
we obtain that T of v sub
n convergence to T of v.

00:27:55.740 --> 00:28:05.360 align:middle line:84%
And an equivalent
way of stating this

00:28:05.360 --> 00:28:13.210 align:middle line:84%
in terms of what one would
call a topological notions

00:28:13.210 --> 00:28:17.240 align:middle line:84%
is that the inverse image
of open sets are open.

00:28:17.240 --> 00:28:26.570 align:middle line:84%
So for all open u in
W, the inverse image

00:28:26.570 --> 00:28:30.920 align:middle line:84%
of u, which I will recall for
you is the set of v in capital

00:28:30.920 --> 00:28:36.450 align:middle line:90%
V such that T v is in u--

00:28:36.450 --> 00:28:38.083 align:middle line:84%
I'm not saying that
T is invertible.

00:28:38.083 --> 00:28:39.125 align:middle line:90%
That's the inverse image.

00:28:39.125 --> 00:28:43.130 align:middle line:90%


00:28:43.130 --> 00:28:52.060 align:middle line:84%
The set is open in V. Remember,
the notion of an open set

00:28:52.060 --> 00:28:55.360 align:middle line:84%
is that for every
point in that set,

00:28:55.360 --> 00:28:58.180 align:middle line:84%
there's a small ball
that's contained entirely

00:28:58.180 --> 00:29:00.400 align:middle line:84%
in the set centered
at that point.

00:29:00.400 --> 00:29:11.510 align:middle line:90%


00:29:11.510 --> 00:29:16.500 align:middle line:84%
OK, now, for linear
maps, there's

00:29:16.500 --> 00:29:18.930 align:middle line:84%
a very simple way
or equivalent way

00:29:18.930 --> 00:29:25.500 align:middle line:84%
of finding when it's
continuous on a norm space.

00:29:25.500 --> 00:29:27.510 align:middle line:84%
Now, on finite
dimensional spaces,

00:29:27.510 --> 00:29:30.840 align:middle line:84%
any linear transformation--
every linear transformation

00:29:30.840 --> 00:29:31.680 align:middle line:90%
is continuous.

00:29:31.680 --> 00:29:34.000 align:middle line:90%
I should say that.

00:29:34.000 --> 00:29:37.830 align:middle line:84%
So if you take any
linear operator from Rn

00:29:37.830 --> 00:29:43.380 align:middle line:84%
to Rm Cn to Cm or Rn to
Cm, anything between two

00:29:43.380 --> 00:29:47.130 align:middle line:84%
finite dimensional
spaces, it will always

00:29:47.130 --> 00:29:49.590 align:middle line:90%
be continuous if it's linear.

00:29:49.590 --> 00:29:53.610 align:middle line:84%
That is not always the case
between two Banach spaces.

00:29:53.610 --> 00:29:56.950 align:middle line:90%


00:29:56.950 --> 00:30:00.430 align:middle line:84%
Now, again, is there
a more efficient way

00:30:00.430 --> 00:30:02.500 align:middle line:84%
of checking when
something is continuous?

00:30:02.500 --> 00:30:06.340 align:middle line:84%
Or what's an equivalent
way of saying that?

00:30:06.340 --> 00:30:10.120 align:middle line:84%
Or a more useful way is the
following characterization

00:30:10.120 --> 00:30:11.110 align:middle line:90%
that we have.

00:30:11.110 --> 00:30:24.250 align:middle line:84%
So a linear operator T
between two norm spaces now--

00:30:24.250 --> 00:30:27.140 align:middle line:90%


00:30:27.140 --> 00:30:38.890 align:middle line:84%
so between two norm spaces
is continuous if there

00:30:38.890 --> 00:30:46.210 align:middle line:84%
exists a C positive such that
for all v in capital V, if I

00:30:46.210 --> 00:30:51.880 align:middle line:84%
take T of v and take it's
norm in W, this is less than

00:30:51.880 --> 00:31:19.000 align:middle line:84%
or equal to a constant times
the norm of v in capital V.

00:31:19.000 --> 00:31:25.730 align:middle line:90%
OK, now, in this case, we say--

00:31:25.730 --> 00:31:29.550 align:middle line:90%


00:31:29.550 --> 00:31:34.080 align:middle line:84%
instead of saying that T is
a continuous linear operator,

00:31:34.080 --> 00:31:46.350 align:middle line:84%
we say T is a bounded
linear operator.

00:31:46.350 --> 00:31:48.970 align:middle line:90%


00:31:48.970 --> 00:31:51.900 align:middle line:84%
So we don't really say
continuous linear operator.

00:31:51.900 --> 00:31:53.800 align:middle line:90%
We say bounded linear operator.

00:31:53.800 --> 00:31:56.910 align:middle line:84%
Now, this doesn't
mean the image of V

00:31:56.910 --> 00:32:00.120 align:middle line:84%
is a bounded set in W.
That's not what this means.

00:32:00.120 --> 00:32:03.180 align:middle line:84%
The only linear operator that
takes the bounded set-- that

00:32:03.180 --> 00:32:08.130 align:middle line:84%
takes a vector space
into a bounded set

00:32:08.130 --> 00:32:09.730 align:middle line:90%
is the zero operator.

00:32:09.730 --> 00:32:12.405 align:middle line:84%
So we're not saying that
it's taking all of V

00:32:12.405 --> 00:32:13.530 align:middle line:90%
to a bounded set.

00:32:13.530 --> 00:32:16.080 align:middle line:84%
But what this
inequality does say

00:32:16.080 --> 00:32:35.220 align:middle line:84%
is that it takes bounded subsets
of V to bounded subsets of W.

00:32:35.220 --> 00:32:39.130 align:middle line:84%
So let's prove-- let me put
a star by this condition,

00:32:39.130 --> 00:32:41.460 align:middle line:84%
so I don't have to
write it out so much.

00:32:41.460 --> 00:32:59.142 align:middle line:90%


00:32:59.142 --> 00:33:04.240 align:middle line:84%
OK, so let's go
in this direction.

00:33:04.240 --> 00:33:14.720 align:middle line:84%
So let's assume star and prove
that this linear operator

00:33:14.720 --> 00:33:16.670 align:middle line:90%
T is continuous.

00:33:16.670 --> 00:33:18.230 align:middle line:84%
And this is not too
difficult to do.

00:33:18.230 --> 00:33:20.645 align:middle line:90%
We'll use this first--

00:33:20.645 --> 00:33:25.660 align:middle line:90%


00:33:25.660 --> 00:33:29.080 align:middle line:84%
we'll use this first
characterization of continuity.

00:33:29.080 --> 00:33:34.184 align:middle line:90%


00:33:34.184 --> 00:33:43.160 align:middle line:84%
Let v be in V. And suppose v sub
n is a sequence in V converging

00:33:43.160 --> 00:33:55.380 align:middle line:84%
to v. Then by star, if I look
at T sub v sub n minus T sub v

00:33:55.380 --> 00:34:00.870 align:middle line:84%
norm in W, this is less than
or equal to a constant times

00:34:00.870 --> 00:34:02.730 align:middle line:90%
the norm of v sub n minus--

00:34:02.730 --> 00:34:04.290 align:middle line:84%
well, first off,
I'm kind of using--

00:34:04.290 --> 00:34:07.710 align:middle line:90%


00:34:07.710 --> 00:34:08.850 align:middle line:90%
let me add one little step.

00:34:08.850 --> 00:34:10.433 align:middle line:84%
I'm using that it's
a linear operator,

00:34:10.433 --> 00:34:14.100 align:middle line:84%
meaning I can write this
as T of v minus v sub n.

00:34:14.100 --> 00:34:18.670 align:middle line:90%


00:34:18.670 --> 00:34:22.550 align:middle line:84%
And therefore, this is less than
or equal to a constant times v

00:34:22.550 --> 00:34:28.250 align:middle line:84%
sub n minus v in
capital V. And so

00:34:28.250 --> 00:34:33.199 align:middle line:84%
the norm of T of v
sub n minus T of v

00:34:33.199 --> 00:34:36.800 align:middle line:84%
is less than or equal to some
fixed constant depending only

00:34:36.800 --> 00:34:39.469 align:middle line:84%
on T times v sub n
minus v. This goes

00:34:39.469 --> 00:34:41.420 align:middle line:90%
to 0 as n goes to infinity.

00:34:41.420 --> 00:34:45.040 align:middle line:90%


00:34:45.040 --> 00:34:48.360 align:middle line:84%
And therefore, by the squeeze
theorem, this thing on the left

00:34:48.360 --> 00:34:49.290 align:middle line:90%
must go to 0.

00:34:49.290 --> 00:34:51.810 align:middle line:84%
It's always
trivially bigger than

00:34:51.810 --> 00:35:04.060 align:middle line:84%
or equal to 0, by
the squeeze theorem.

00:35:04.060 --> 00:35:08.290 align:middle line:84%
And therefore, T of v sub
n converges to T of v.

00:35:08.290 --> 00:35:10.870 align:middle line:84%
So that takes care
of one direction.

00:35:10.870 --> 00:35:24.600 align:middle line:90%


00:35:24.600 --> 00:35:29.450 align:middle line:84%
OK, so we've shown that this
boundedness property of T

00:35:29.450 --> 00:35:33.470 align:middle line:84%
implies that T is continuous,
that the linear operator

00:35:33.470 --> 00:35:35.900 align:middle line:90%
T is continuous.

00:35:35.900 --> 00:35:38.450 align:middle line:84%
Now, let's show that
continuity implies

00:35:38.450 --> 00:35:39.575 align:middle line:90%
this boundedness property.

00:35:39.575 --> 00:35:50.670 align:middle line:90%


00:35:50.670 --> 00:35:53.470 align:middle line:90%
And so for the continuity guy--

00:35:53.470 --> 00:35:54.960 align:middle line:84%
so I'm assuming
T is continuous--

00:35:54.960 --> 00:35:58.345 align:middle line:84%
I'm going to use the second
characterization of continuity

00:35:58.345 --> 00:35:58.845 align:middle line:90%
here.

00:35:58.845 --> 00:36:05.730 align:middle line:90%


00:36:05.730 --> 00:36:15.440 align:middle line:84%
So then the inverse image
of every open set in W

00:36:15.440 --> 00:36:20.430 align:middle line:84%
is an open set in V.
So the inverse image

00:36:20.430 --> 00:36:31.040 align:middle line:84%
of the ball centered at the
zero vector in W of radius 1--

00:36:31.040 --> 00:36:39.360 align:middle line:84%
so let me just recall this
is a set of v in V such

00:36:39.360 --> 00:36:42.045 align:middle line:90%
that T v is in the ball.

00:36:42.045 --> 00:36:45.080 align:middle line:90%


00:36:45.080 --> 00:36:57.940 align:middle line:84%
This is an open set in V
because the ball of radius 1--

00:36:57.940 --> 00:37:04.210 align:middle line:84%
so this is the ball
of elements in W such

00:37:04.210 --> 00:37:06.430 align:middle line:84%
that their distance
to 0 is less than 1.

00:37:06.430 --> 00:37:09.160 align:middle line:84%
This must this is
an open set in W.

00:37:09.160 --> 00:37:13.270 align:middle line:84%
And therefore, its inverse
image must be an open set and V.

00:37:13.270 --> 00:37:23.860 align:middle line:84%
So we have here 0,
1, everything inside.

00:37:23.860 --> 00:37:27.240 align:middle line:90%
Don't include the boundary.

00:37:27.240 --> 00:37:42.510 align:middle line:84%
This must be an open set in V.
And T takes one to the other.

00:37:42.510 --> 00:37:48.392 align:middle line:90%
Now, what do I know?

00:37:48.392 --> 00:37:49.840 align:middle line:90%
0 is in here.

00:37:49.840 --> 00:37:54.530 align:middle line:84%
And every linear
transformation takes 0 to 0.

00:37:54.530 --> 00:37:59.500 align:middle line:84%
So 0 has to be in
the inverse image

00:37:59.500 --> 00:38:04.790 align:middle line:84%
because any linear
map takes 0 to 0.

00:38:04.790 --> 00:38:12.310 align:middle line:84%
So 0 has to be in
the inverse image.

00:38:12.310 --> 00:38:17.185 align:middle line:84%
And therefore, since
this set is open--

00:38:17.185 --> 00:38:19.750 align:middle line:90%


00:38:19.750 --> 00:38:21.460 align:middle line:90%
so this is 0.

00:38:21.460 --> 00:38:26.410 align:middle line:84%
Since the set is open,
I can find a small ball

00:38:26.410 --> 00:38:33.040 align:middle line:84%
of radius r centered at 0,
which remains inside the set V.

00:38:33.040 --> 00:38:40.740 align:middle line:84%
And therefore, it gets sent
to some other set, which

00:38:40.740 --> 00:38:44.850 align:middle line:84%
is a subset of W. So
this is the picture.

00:38:44.850 --> 00:38:47.250 align:middle line:84%
Let me write down the
math that goes with it.

00:38:47.250 --> 00:38:50.350 align:middle line:90%


00:38:50.350 --> 00:38:55.555 align:middle line:84%
Since T of 0 equals 0, that
implies 0 is in T inverse of--

00:38:55.555 --> 00:38:58.380 align:middle line:90%


00:38:58.380 --> 00:39:04.040 align:middle line:84%
which implies
since this is open,

00:39:04.040 --> 00:39:08.240 align:middle line:84%
there exists an r positive
such that the ball

00:39:08.240 --> 00:39:19.550 align:middle line:84%
in V centered at 0 of radius r
is contained in T inverse of--

00:39:19.550 --> 00:39:26.960 align:middle line:84%
the inverse image of the ball
of radius 1 centered at 0 in W.

00:39:26.960 --> 00:39:28.910 align:middle line:90%
Just look at the picture here.

00:39:28.910 --> 00:39:38.635 align:middle line:90%


00:39:38.635 --> 00:39:44.770 align:middle line:84%
Let v be in V. And
let's not look at 0

00:39:44.770 --> 00:39:49.270 align:middle line:84%
because v equals 0 will satisfy
this inequality no matter

00:39:49.270 --> 00:39:50.020 align:middle line:90%
what C you have.

00:39:50.020 --> 00:39:53.620 align:middle line:84%
So we just need to look
at v not equal to 0.

00:39:53.620 --> 00:39:58.690 align:middle line:84%
I claim that I can take the
constant to be 2 over R,

00:39:58.690 --> 00:39:59.290 align:middle line:90%
all right?

00:39:59.290 --> 00:40:06.490 align:middle line:90%


00:40:06.490 --> 00:40:13.530 align:middle line:84%
OK, then if I take
v and I rescale it--

00:40:13.530 --> 00:40:19.820 align:middle line:90%


00:40:19.820 --> 00:40:21.770 align:middle line:84%
well, let me not
write it as dividing

00:40:21.770 --> 00:40:28.250 align:middle line:84%
v. Let me write it this way, r
over 2 length v v v times v. So

00:40:28.250 --> 00:40:32.510 align:middle line:84%
this is a vector in capital
V. What is its length?

00:40:32.510 --> 00:40:33.650 align:middle line:90%
Its length is r/2.

00:40:33.650 --> 00:40:37.200 align:middle line:90%


00:40:37.200 --> 00:40:39.420 align:middle line:84%
So if I take it's
length in v, this

00:40:39.420 --> 00:40:43.680 align:middle line:84%
is equal to r/2 is
less than r, which

00:40:43.680 --> 00:40:52.650 align:middle line:84%
implies that r over 2 over v
v is in the ball of radius r

00:40:52.650 --> 00:40:55.130 align:middle line:90%
in V centered at 0.

00:40:55.130 --> 00:41:00.980 align:middle line:84%
And therefore, so it has
to be in this blue disk.

00:41:00.980 --> 00:41:04.220 align:middle line:84%
And therefore, it gets mapped
to something in this blue guy

00:41:04.220 --> 00:41:14.160 align:middle line:84%
here, which is contained
inside-- remember,

00:41:14.160 --> 00:41:18.720 align:middle line:84%
this big yellow thing was
the ball of radius 1 centered

00:41:18.720 --> 00:41:19.260 align:middle line:90%
at 0--

00:41:19.260 --> 00:41:25.280 align:middle line:90%


00:41:25.280 --> 00:41:29.240 align:middle line:90%
of radius 1 in W.

00:41:29.240 --> 00:41:38.790 align:middle line:84%
And therefore, the length
of T r over 2 v v v W

00:41:38.790 --> 00:41:41.950 align:middle line:90%
must be less than 1.

00:41:41.950 --> 00:41:48.900 align:middle line:84%
And now, scalars pull out
of linear transformation.

00:41:48.900 --> 00:41:50.030 align:middle line:90%
So this comes out.

00:41:50.030 --> 00:41:52.130 align:middle line:84%
And then it comes
out of the norm

00:41:52.130 --> 00:41:54.690 align:middle line:90%
by the homogeneity of the norm.

00:41:54.690 --> 00:41:57.410 align:middle line:90%
And so I can divide through by--

00:41:57.410 --> 00:42:01.310 align:middle line:84%
multiply through
by 2 norm v over r.

00:42:01.310 --> 00:42:18.190 align:middle line:84%
And I get that T of v norm W
is less than 2 over r norm V.

00:42:18.190 --> 00:42:26.300 align:middle line:84%
And therefore, star holds
with C given by 2 over r.

00:42:26.300 --> 00:42:31.290 align:middle line:90%


00:42:31.290 --> 00:42:39.610 align:middle line:84%
OK, so continuous linear
operators between norm spaces,

00:42:39.610 --> 00:42:41.380 align:middle line:84%
we call them bounded
linear operators

00:42:41.380 --> 00:42:44.350 align:middle line:84%
because they satisfy this
boundedness property,

00:42:44.350 --> 00:42:47.725 align:middle line:84%
namely that they take
bounded sets to bounded sets.

00:42:47.725 --> 00:42:50.760 align:middle line:90%


00:42:50.760 --> 00:42:55.740 align:middle line:84%
Now, it's going to become
quite tedious for me

00:42:55.740 --> 00:43:00.730 align:middle line:84%
to keep writing norm sub
W, norm sub V, and so on.

00:43:00.730 --> 00:43:04.050 align:middle line:84%
So I'm going to stop
using the subscripts.

00:43:04.050 --> 00:43:10.610 align:middle line:84%
But it should be pretty
clear from the context

00:43:10.610 --> 00:43:11.450 align:middle line:90%
where the norm is.

00:43:11.450 --> 00:43:15.860 align:middle line:84%
If I have a linear operator
T from V to W, T of V--

00:43:15.860 --> 00:43:33.420 align:middle line:90%


00:43:33.420 --> 00:43:38.070 align:middle line:84%
so if I have a bounded linear
operator or linear operator

00:43:38.070 --> 00:43:43.020 align:middle line:84%
from V to W and you see
me write norm of T v,

00:43:43.020 --> 00:43:49.170 align:middle line:84%
you should equate this
to the norm of T v in W.

00:43:49.170 --> 00:43:53.130 align:middle line:84%
Or if you see v, you
should equate this-- and v

00:43:53.130 --> 00:43:57.210 align:middle line:84%
as an element of capital V,
then you should interpret

00:43:57.210 --> 00:44:01.310 align:middle line:84%
this as the norm
of v in capital V.

00:44:01.310 --> 00:44:03.890 align:middle line:84%
So I'm dropping
subscripts just to save

00:44:03.890 --> 00:44:06.780 align:middle line:90%
having to write too much.

00:44:06.780 --> 00:44:09.750 align:middle line:90%
And then it'll soon get tedious.

00:44:09.750 --> 00:44:14.760 align:middle line:90%
OK, so the definition--

00:44:14.760 --> 00:44:19.170 align:middle line:90%


00:44:19.170 --> 00:44:23.220 align:middle line:84%
in fact, before I
do that, let's take

00:44:23.220 --> 00:44:29.800 align:middle line:84%
a look at this linear operator
I wrote up there a minute ago.

00:44:29.800 --> 00:44:35.810 align:middle line:84%
Can we see that that's a bounded
linear operator on the space

00:44:35.810 --> 00:44:37.800 align:middle line:90%
of continuous functions?

00:44:37.800 --> 00:45:05.040 align:middle line:84%
So given by-- where k is
a continuous function--

00:45:05.040 --> 00:45:13.040 align:middle line:90%


00:45:13.040 --> 00:45:20.400 align:middle line:84%
this is a bounded
linear operator.

00:45:20.400 --> 00:45:24.120 align:middle line:84%
So it's clear--
pretty clear to see

00:45:24.120 --> 00:45:29.160 align:middle line:90%
that it's linear in f, right?

00:45:29.160 --> 00:45:32.260 align:middle line:90%
Scalars pull out and so on.

00:45:32.260 --> 00:45:33.700 align:middle line:90%
Let's check that it's bounded.

00:45:33.700 --> 00:45:40.995 align:middle line:84%
So recall that the norm on
C 0, 1 is the infinity norm.

00:45:40.995 --> 00:45:45.882 align:middle line:90%


00:45:45.882 --> 00:45:48.485 align:middle line:84%
So let f be a
continuous function.

00:45:48.485 --> 00:45:54.540 align:middle line:90%


00:45:54.540 --> 00:45:57.350 align:middle line:84%
Recall the norm on this
space is the infinity norm

00:45:57.350 --> 00:46:07.480 align:middle line:84%
given by sup of x
in 0, 1, f of x,

00:46:07.480 --> 00:46:08.910 align:middle line:90%
which is, in fact, a maximum.

00:46:08.910 --> 00:46:10.487 align:middle line:84%
It's attained at
a certain value.

00:46:10.487 --> 00:46:11.820 align:middle line:90%
But I'll just write sup anyways.

00:46:11.820 --> 00:46:14.380 align:middle line:90%


00:46:14.380 --> 00:46:18.270 align:middle line:84%
And so now, we want to
estimate the norm of T of f

00:46:18.270 --> 00:46:21.465 align:middle line:90%
of x in terms of the norm of f.

00:46:21.465 --> 00:46:23.460 align:middle line:84%
That's what this
boundedness property is.

00:46:23.460 --> 00:46:28.280 align:middle line:90%


00:46:28.280 --> 00:46:42.590 align:middle line:84%
Then for all x in 0, 1, this is
equal to the integral of k xy

00:46:42.590 --> 00:46:46.600 align:middle line:90%
f of y dy.

00:46:46.600 --> 00:46:50.140 align:middle line:84%
Now, the absolute
value of the integral

00:46:50.140 --> 00:46:53.630 align:middle line:84%
is less than or equal to the
integral of the absolute value.

00:46:53.630 --> 00:47:03.990 align:middle line:84%
So this is times the absolute
value of k xy times f of y dy.

00:47:03.990 --> 00:47:07.890 align:middle line:84%
Now, f of y for all y
in 0, 1 is less than

00:47:07.890 --> 00:47:12.270 align:middle line:84%
or equal to the
infinity norm of f.

00:47:12.270 --> 00:47:15.225 align:middle line:84%
So that only makes
the integral bigger.

00:47:15.225 --> 00:47:24.670 align:middle line:90%


00:47:24.670 --> 00:47:29.600 align:middle line:90%
And the same thing for k, right?

00:47:29.600 --> 00:47:32.420 align:middle line:84%
k is a continuous function
on 0, 1 cross 0, 1.

00:47:32.420 --> 00:47:36.131 align:middle line:84%
And therefore, it's
bounded by its--

00:47:36.131 --> 00:47:43.690 align:middle line:84%
it attains a max on this set,
being a continuous function.

00:47:43.690 --> 00:47:48.600 align:middle line:84%
So I can also replace
it by its infinity norm.

00:47:48.600 --> 00:47:50.880 align:middle line:84%
And here, you should
interpret this

00:47:50.880 --> 00:47:56.330 align:middle line:84%
as being the infinity norm
on continuous functions

00:47:56.330 --> 00:47:57.990 align:middle line:90%
on this set.

00:47:57.990 --> 00:48:03.650 align:middle line:84%
So this infinity norm is the sup
of k of xy for x and y in 0, 1

00:48:03.650 --> 00:48:04.505 align:middle line:90%
cross 0, 1.

00:48:04.505 --> 00:48:22.500 align:middle line:90%


00:48:22.500 --> 00:48:25.170 align:middle line:90%
And therefore, this equals--

00:48:25.170 --> 00:48:26.340 align:middle line:90%
these are just two numbers.

00:48:26.340 --> 00:48:31.180 align:middle line:90%


00:48:31.180 --> 00:48:36.600 align:middle line:90%
And this held-- holds for all x.

00:48:36.600 --> 00:48:39.870 align:middle line:84%
And therefore, its supremum
is bounded by this number

00:48:39.870 --> 00:48:41.490 align:middle line:90%
as well, so Tf--

00:48:41.490 --> 00:48:49.400 align:middle line:90%


00:48:49.400 --> 00:48:55.040 align:middle line:84%
so this is a bounded linear
operator with constant given

00:48:55.040 --> 00:48:57.530 align:middle line:90%
by the infinity norm of k.

00:48:57.530 --> 00:48:59.850 align:middle line:84%
This k is usually
referred to as a kernel.

00:48:59.850 --> 00:49:01.970 align:middle line:84%
So if I've said that before
and haven't explained

00:49:01.970 --> 00:49:05.180 align:middle line:84%
where that comes from
or why I use that word,

00:49:05.180 --> 00:49:07.220 align:middle line:84%
this is usually referred
to as the kernel

00:49:07.220 --> 00:49:11.390 align:middle line:90%
of this linear operator.

00:49:11.390 --> 00:49:14.890 align:middle line:90%


00:49:14.890 --> 00:49:19.010 align:middle line:90%
So there's an example for you.

00:49:19.010 --> 00:49:20.480 align:middle line:84%
I've already used
up both boards?

00:49:20.480 --> 00:49:24.500 align:middle line:84%
Yeah, I missed the big room
that had three of these.

00:49:24.500 --> 00:49:30.190 align:middle line:90%


00:49:30.190 --> 00:49:38.760 align:middle line:84%
Now, given two norm
spaces, V and W,

00:49:38.760 --> 00:49:44.460 align:middle line:84%
we can consider the set of
all bounded linear operators

00:49:44.460 --> 00:49:49.740 align:middle line:84%
from V to W, which
we denote by B V, W--

00:49:49.740 --> 00:50:01.290 align:middle line:84%
scripty looking B-- set of T.
T is a bounded linear operator.

00:50:01.290 --> 00:50:05.490 align:middle line:90%


00:50:05.490 --> 00:50:10.190 align:middle line:84%
So it's not difficult
to see, again, that--

00:50:10.190 --> 00:50:13.385 align:middle line:84%
or to see that this
is a vector space.

00:50:13.385 --> 00:50:22.920 align:middle line:90%


00:50:22.920 --> 00:50:26.370 align:middle line:84%
So let me put this in a
remark, that it's clear

00:50:26.370 --> 00:50:28.530 align:middle line:90%
that this is a vector space.

00:50:28.530 --> 00:50:30.630 align:middle line:84%
The sum of two linear
transformations

00:50:30.630 --> 00:50:33.735 align:middle line:84%
is a linear transformation--
or linear operator.

00:50:33.735 --> 00:50:37.050 align:middle line:84%
The scalar multiple of a linear
operator is a linear operator.

00:50:37.050 --> 00:50:42.580 align:middle line:84%
And then those two operations
preserve continuity.

00:50:42.580 --> 00:50:44.655 align:middle line:84%
So this is clearly
a vector space.

00:50:44.655 --> 00:50:49.040 align:middle line:90%


00:50:49.040 --> 00:50:52.915 align:middle line:84%
Now, we can put a
norm on this space.

00:50:52.915 --> 00:50:59.190 align:middle line:90%


00:50:59.190 --> 00:51:14.050 align:middle line:84%
We define the operator
norm of an element in here.

00:51:14.050 --> 00:51:19.550 align:middle line:90%


00:51:19.550 --> 00:51:26.210 align:middle line:84%
This is defined to be the
supremum over all unit length

00:51:26.210 --> 00:51:32.600 align:middle line:84%
vectors v of T of v. So I want
to recall that this norm is

00:51:32.600 --> 00:51:34.820 align:middle line:84%
being taken in W
because T of v is

00:51:34.820 --> 00:51:38.060 align:middle line:84%
an element in W.
This norm here is

00:51:38.060 --> 00:51:50.710 align:middle line:84%
being taken in V because
little v is an element in V.

00:51:50.710 --> 00:51:57.530 align:middle line:84%
So maybe it's not
clear at first.

00:51:57.530 --> 00:52:07.400 align:middle line:84%
But let's go ahead and prove
it that, in fact, the operator

00:52:07.400 --> 00:52:20.940 align:middle line:84%
norm is, in fact,
an actual norm so

00:52:20.940 --> 00:52:23.145 align:middle line:90%
that this becomes a norm space.

00:52:23.145 --> 00:52:25.680 align:middle line:90%


00:52:25.680 --> 00:52:27.970 align:middle line:84%
So the operator norm
is an actual norm.

00:52:27.970 --> 00:52:32.820 align:middle line:84%
It's not just a norm
because I said it is.

00:52:32.820 --> 00:52:34.350 align:middle line:90%
So let's prove this.

00:52:34.350 --> 00:52:43.720 align:middle line:90%


00:52:43.720 --> 00:52:51.390 align:middle line:84%
It's not-- again, so it's
not too difficult to see.

00:52:51.390 --> 00:52:55.190 align:middle line:84%
So let's prove definiteness,
namely the norm of T

00:52:55.190 --> 00:52:58.430 align:middle line:90%
is 0 if and only if T is 0.

00:52:58.430 --> 00:53:04.350 align:middle line:84%
So if T is a zero operator,
then clearly its norm is 0.

00:53:04.350 --> 00:53:08.280 align:middle line:90%
Suppose T of v equals 0.

00:53:08.280 --> 00:53:12.720 align:middle line:84%
So this sup is 0 if and only if
T of v is 0 for all unit length

00:53:12.720 --> 00:53:15.190 align:middle line:90%
v. So suppose T is an operator.

00:53:15.190 --> 00:53:20.310 align:middle line:84%
So that T of v equals 0 for
all unit length v. Then that

00:53:20.310 --> 00:53:23.670 align:middle line:90%
implies that T of--

00:53:23.670 --> 00:53:29.250 align:middle line:90%


00:53:29.250 --> 00:53:40.720 align:middle line:90%
that 0 equals T of v equals T.

00:53:40.720 --> 00:53:43.445 align:middle line:84%
All I'm saying is
you rescale now, OK?

00:53:43.445 --> 00:53:43.945 align:middle line:90%
0.

00:53:43.945 --> 00:53:47.650 align:middle line:90%


00:53:47.650 --> 00:54:03.530 align:middle line:84%
So it implies for all v in V
take away 0 that 0 equals T.

00:54:03.530 --> 00:54:10.940 align:middle line:84%
So t is the zero operator
if its norm is 0.

00:54:10.940 --> 00:54:11.480 align:middle line:90%
2.

00:54:11.480 --> 00:54:18.180 align:middle line:84%
Homogeneity follows from
the homogeneity of the norm

00:54:18.180 --> 00:54:26.420 align:middle line:84%
on W. So lambda T,
this is equal to--

00:54:26.420 --> 00:54:32.930 align:middle line:84%
so the norm of lambda times T,
this is equal to the sup of v

00:54:32.930 --> 00:54:41.430 align:middle line:84%
equals 1 of lambda T v.
And this is equal to sup

00:54:41.430 --> 00:54:45.240 align:middle line:90%
equals 1 times lambda times Tv.

00:54:45.240 --> 00:54:49.030 align:middle line:84%
And if I take a set and multiply
it by a non-negative number,

00:54:49.030 --> 00:54:51.510 align:middle line:84%
then that non-negative
number comes out of the sup.

00:54:51.510 --> 00:54:57.370 align:middle line:90%


00:54:57.370 --> 00:54:59.800 align:middle line:84%
Hopefully, it was one
of the first exercises

00:54:59.800 --> 00:55:02.113 align:middle line:90%
you were ever given on supes.

00:55:02.113 --> 00:55:03.280 align:middle line:90%
And therefore, this equals--

00:55:03.280 --> 00:55:06.610 align:middle line:90%


00:55:06.610 --> 00:55:12.020 align:middle line:84%
and now, so that proves
homogeneity of the norm.

00:55:12.020 --> 00:55:14.780 align:middle line:84%
And now, the triangle
inequality follows

00:55:14.780 --> 00:55:19.760 align:middle line:84%
from the triangle inequality
for the norm on W again.

00:55:19.760 --> 00:55:32.300 align:middle line:84%
So I take two operators and
two bounded linear operators.

00:55:32.300 --> 00:55:43.920 align:middle line:84%
And I take an element of
V with norm equal to 1.

00:55:43.920 --> 00:55:54.210 align:middle line:84%
Then S plus T applied to v norm,
this is equal to Sv plus Tv.

00:55:54.210 --> 00:55:57.060 align:middle line:84%
And by the triangle
inequality for the norm on W,

00:55:57.060 --> 00:56:03.270 align:middle line:84%
this is less than or equal
to S times v plus T times v.

00:56:03.270 --> 00:56:09.470 align:middle line:84%
And now, S times v-- so again,
v's a unit length vector--

00:56:09.470 --> 00:56:12.680 align:middle line:84%
is less than or equal to the
sup over all those norms, which

00:56:12.680 --> 00:56:15.500 align:middle line:84%
is, again, just the
operator norm of S

00:56:15.500 --> 00:56:19.820 align:middle line:84%
and then the operator
norm of T. So I've

00:56:19.820 --> 00:56:24.380 align:middle line:84%
proven that for all unit
length v, S plus T applied

00:56:24.380 --> 00:56:28.910 align:middle line:84%
to v in norm is less than or
equal to this number here.

00:56:28.910 --> 00:56:32.930 align:middle line:84%
And therefore, the supremum
over all such numbers

00:56:32.930 --> 00:56:36.050 align:middle line:84%
as v ranges overall unit
length vectors, which

00:56:36.050 --> 00:56:39.680 align:middle line:84%
is the least upper bound
of that set, must be--

00:56:39.680 --> 00:56:45.375 align:middle line:84%
sit below this number
here, which implies that--

00:56:45.375 --> 00:56:54.640 align:middle line:90%


00:56:54.640 --> 00:56:55.140 align:middle line:90%
OK?

00:56:55.140 --> 00:56:58.020 align:middle line:90%


00:56:58.020 --> 00:57:03.170 align:middle line:84%
And therefore, the
operator norm is a norm

00:57:03.170 --> 00:57:11.220 align:middle line:90%
both in name and in actuality.

00:57:11.220 --> 00:57:21.640 align:middle line:90%


00:57:21.640 --> 00:57:24.910 align:middle line:84%
So if you like, what we
did a minute ago here

00:57:24.910 --> 00:57:28.180 align:middle line:90%
is we showed that--

00:57:28.180 --> 00:57:32.620 align:middle line:84%
so coming back to over here for
this bounded linear operator

00:57:32.620 --> 00:57:34.870 align:middle line:84%
from continuous functions
to continuous functions,

00:57:34.870 --> 00:57:40.210 align:middle line:90%
what this tells you--

00:57:40.210 --> 00:57:45.570 align:middle line:84%
so first off, if
f has unit length,

00:57:45.570 --> 00:57:48.480 align:middle line:84%
then I've shown that Tf in
L infinity form is less than

00:57:48.480 --> 00:57:51.030 align:middle line:84%
or equal to the L
infinity norm of K.

00:57:51.030 --> 00:57:56.580 align:middle line:84%
And therefore, I've shown that
the operator norm of T, where

00:57:56.580 --> 00:58:04.120 align:middle line:84%
T is defined over there, is less
than or equal to the operator

00:58:04.120 --> 00:58:08.860 align:middle line:84%
norm for K. We're actually
a little wasteful there.

00:58:08.860 --> 00:58:13.170 align:middle line:90%
This is not equality, actually.

00:58:13.170 --> 00:58:15.630 align:middle line:84%
But I'll let you think about
that when you have free time.

00:58:15.630 --> 00:58:19.150 align:middle line:90%


00:58:19.150 --> 00:58:24.910 align:middle line:84%
OK, so we've talked about
bounded linear operators

00:58:24.910 --> 00:58:28.300 align:middle line:90%
from one norm space to another.

00:58:28.300 --> 00:58:32.290 align:middle line:84%
What more can we say
about this new space

00:58:32.290 --> 00:58:38.560 align:middle line:90%
we formed from two norm spaces?

00:58:38.560 --> 00:58:41.330 align:middle line:84%
When is this space
complete, for example?

00:58:41.330 --> 00:58:42.980 align:middle line:90%
What are sufficient conditions?

00:58:42.980 --> 00:58:56.150 align:middle line:84%
And so theorem-- if
W is a Banach space--

00:58:56.150 --> 00:58:59.550 align:middle line:90%


00:58:59.550 --> 00:59:02.640 align:middle line:90%
again, V and W are norm spaces.

00:59:02.640 --> 00:59:08.220 align:middle line:84%
If I assume W is a Banach
space, then the space

00:59:08.220 --> 00:59:10.800 align:middle line:84%
of bounded linear
operators from V to W

00:59:10.800 --> 00:59:19.380 align:middle line:84%
is a Banach space no matter
if v is a Banach space or not.

00:59:19.380 --> 00:59:26.410 align:middle line:90%


00:59:26.410 --> 00:59:31.620 align:middle line:84%
OK, so what we're
going to do is we're

00:59:31.620 --> 00:59:37.050 align:middle line:84%
going to use that
characterization we had earlier

00:59:37.050 --> 00:59:42.090 align:middle line:84%
of when a norm space is
a Banach space in terms

00:59:42.090 --> 00:59:45.630 align:middle line:84%
of summability
absolute summability.

00:59:45.630 --> 00:59:57.690 align:middle line:84%
So suppose Tn is a
sequence of elements

00:59:57.690 --> 01:00:08.400 align:middle line:84%
of bounded linear operators
such that this constant C,

01:00:08.400 --> 01:00:14.550 align:middle line:84%
which is the sum of these
norms, exists as a real number.

01:00:14.550 --> 01:00:19.440 align:middle line:84%
So let's suppose that we have
an absolutely summable series

01:00:19.440 --> 01:00:21.240 align:middle line:90%
of linear operators.

01:00:21.240 --> 01:00:24.255 align:middle line:84%
And to show that this is a
Banach space, we want to show--

01:00:24.255 --> 01:00:38.180 align:middle line:90%


01:00:38.180 --> 01:00:42.570 align:middle line:84%
we want to show that
this series is summable.

01:00:42.570 --> 01:00:45.510 align:middle line:84%
Then by that theorem
we have earlier,

01:00:45.510 --> 01:00:48.690 align:middle line:84%
that if you have a norm space
such that every absolutely

01:00:48.690 --> 01:00:51.750 align:middle line:84%
summable series is summable,
then it's a Banach space.

01:00:51.750 --> 01:00:55.560 align:middle line:84%
We conclude the
proof of the theorem.

01:00:55.560 --> 01:00:58.870 align:middle line:84%
And how we're going to show
this is summable is, again,

01:00:58.870 --> 01:01:01.050 align:middle line:84%
kind of the same
strategy we used

01:01:01.050 --> 01:01:04.890 align:middle line:84%
to prove that the space of
bounded continuous functions

01:01:04.890 --> 01:01:08.430 align:middle line:84%
on a metric space
is a Banach space.

01:01:08.430 --> 01:01:11.520 align:middle line:84%
We're going to come up with
a candidate for this, show

01:01:11.520 --> 01:01:13.610 align:middle line:84%
that it's actually a
bounded linear operator,

01:01:13.610 --> 01:01:15.360 align:middle line:84%
and then that the
convergence is uniform--

01:01:15.360 --> 01:01:19.150 align:middle line:90%


01:01:19.150 --> 01:01:21.460 align:middle line:84%
or not uniform,
but the convergence

01:01:21.460 --> 01:01:24.520 align:middle line:84%
is in the space in
the operator norm.

01:01:24.520 --> 01:01:34.390 align:middle line:90%


01:01:34.390 --> 01:01:40.270 align:middle line:90%
OK, so let me just make a--

01:01:40.270 --> 01:01:47.850 align:middle line:90%


01:01:47.850 --> 01:01:50.820 align:middle line:84%
let me just make a note of
something real quick, which

01:01:50.820 --> 01:01:51.690 align:middle line:90%
I meant to write.

01:01:51.690 --> 01:01:53.360 align:middle line:90%
You know what?

01:01:53.360 --> 01:01:58.460 align:middle line:84%
Let's write it up there because
that's where it belongs.

01:01:58.460 --> 01:02:00.260 align:middle line:90%
But I didn't write it down.

01:02:00.260 --> 01:02:02.780 align:middle line:84%
So let me just
make a remark here.

01:02:02.780 --> 01:02:05.900 align:middle line:90%


01:02:05.900 --> 01:02:09.590 align:middle line:84%
The operator norm is defined
for all unit length v.

01:02:09.590 --> 01:02:11.300 align:middle line:84%
But it automatically
gives us a bound.

01:02:11.300 --> 01:02:18.250 align:middle line:90%


01:02:18.250 --> 01:02:23.130 align:middle line:84%
And I'm moving a little
quickly because--

01:02:23.130 --> 01:02:29.710 align:middle line:90%


01:02:29.710 --> 01:02:31.405 align:middle line:84%
maybe quicker than
I should have, but--

01:02:31.405 --> 01:02:37.070 align:middle line:90%


01:02:37.070 --> 01:02:43.140 align:middle line:90%
OK, what was I going to say?

01:02:43.140 --> 01:02:46.320 align:middle line:84%
First off, one thing
I should have said

01:02:46.320 --> 01:02:49.260 align:middle line:84%
is that this is an
actual finite number

01:02:49.260 --> 01:02:55.370 align:middle line:84%
if I have a bounded linear
operator because, remember,

01:02:55.370 --> 01:03:00.020 align:middle line:84%
T, a bounded linear
operator, implies

01:03:00.020 --> 01:03:07.780 align:middle line:84%
there exists a constant
such that for all v in V,

01:03:07.780 --> 01:03:11.890 align:middle line:84%
the norm of Tv is less than
or equal to a constant times

01:03:11.890 --> 01:03:15.910 align:middle line:84%
the norm of V. So when
v has unit length,

01:03:15.910 --> 01:03:18.070 align:middle line:90%
this constant bounds--

01:03:18.070 --> 01:03:22.810 align:middle line:84%
that satisfies this inequality
bounds these numbers

01:03:22.810 --> 01:03:24.250 align:middle line:90%
for all v with unit length.

01:03:24.250 --> 01:03:27.700 align:middle line:84%
And in fact, this supremum
is the smallest such C

01:03:27.700 --> 01:03:29.940 align:middle line:90%
that I can put here.

01:03:29.940 --> 01:03:31.690 align:middle line:84%
So that's the one
comment I wanted to say,

01:03:31.690 --> 01:03:35.030 align:middle line:84%
that this is an actual,
well-defined thing.

01:03:35.030 --> 01:03:38.620 align:middle line:90%
OK, so I wanted to say that.

01:03:38.620 --> 01:03:42.660 align:middle line:84%
And then also, now
from rescaling,

01:03:42.660 --> 01:03:47.460 align:middle line:84%
we get a bound for all v in
terms of the operator norm.

01:03:47.460 --> 01:03:54.560 align:middle line:90%


01:03:54.560 --> 01:04:02.480 align:middle line:84%
Then if I take v over its
length and take its operator--

01:04:02.480 --> 01:04:04.410 align:middle line:90%
or I take its norm--

01:04:04.410 --> 01:04:09.420 align:middle line:84%
so this is a unit length
vector in V. I applied T to it.

01:04:09.420 --> 01:04:11.540 align:middle line:84%
So that's always less
than or equal to the sup

01:04:11.540 --> 01:04:16.610 align:middle line:84%
over all norm of
T times something,

01:04:16.610 --> 01:04:18.720 align:middle line:84%
where that something
has unit length.

01:04:18.720 --> 01:04:22.140 align:middle line:84%
But this is a linear
operator so that this scalar

01:04:22.140 --> 01:04:24.750 align:middle line:84%
comes out here, and then
comes out of the norm

01:04:24.750 --> 01:04:28.010 align:middle line:90%
again by homogeneity.

01:04:28.010 --> 01:04:36.330 align:middle line:84%
And therefore, I
get that Tv is that.

01:04:36.330 --> 01:04:41.120 align:middle line:84%
So in short, the point of
this remark was to say that--

01:04:41.120 --> 01:04:43.700 align:middle line:90%


01:04:43.700 --> 01:04:46.040 align:middle line:84%
this is not really maybe
the best way to say it.

01:04:46.040 --> 01:04:49.820 align:middle line:84%
But if I think of T acting on
v as the product of T and v,

01:04:49.820 --> 01:04:53.060 align:middle line:84%
then this says the norm
of the product of T and v

01:04:53.060 --> 01:04:56.990 align:middle line:84%
is less than or equal to the
product of the norms of T

01:04:56.990 --> 01:05:11.148 align:middle line:90%
and v.

01:05:11.148 --> 01:05:12.690 align:middle line:84%
Sorry if I went a
little quick there.

01:05:12.690 --> 01:05:14.232 align:middle line:84%
Maybe you stopped
and were wondering,

01:05:14.232 --> 01:05:15.840 align:middle line:90%
why is that even a real--

01:05:15.840 --> 01:05:17.160 align:middle line:90%
why is that even a real thing?

01:05:17.160 --> 01:05:19.860 align:middle line:90%
Why is that an actual number?

01:05:19.860 --> 01:05:21.390 align:middle line:90%
What am I going on about?

01:05:21.390 --> 01:05:22.920 align:middle line:84%
Maybe I'm just a
little overexcited

01:05:22.920 --> 01:05:25.500 align:middle line:84%
about teaching functional
analysis because this

01:05:25.500 --> 01:05:40.060 align:middle line:84%
is kind of your first adult
analysis class, I will say.

01:05:40.060 --> 01:05:43.110 align:middle line:84%
OK, so back to
the proof at hand,

01:05:43.110 --> 01:05:46.820 align:middle line:84%
we have this series
of absolutely summable

01:05:46.820 --> 01:05:48.920 align:middle line:90%
bounded linear operators.

01:05:48.920 --> 01:05:52.550 align:middle line:84%
So the sum of the
norms is convergent,

01:05:52.550 --> 01:05:56.240 align:middle line:84%
meaning this series
sum is finite.

01:05:56.240 --> 01:05:59.660 align:middle line:84%
And we want to show that
this series of the T

01:05:59.660 --> 01:06:02.720 align:middle line:84%
sub n's is summable
so that this has

01:06:02.720 --> 01:06:06.050 align:middle line:84%
a limit in the space of
bounded linear operators.

01:06:06.050 --> 01:06:09.840 align:middle line:90%


01:06:09.840 --> 01:06:14.488 align:middle line:84%
So we're going to come
up with a candidate.

01:06:14.488 --> 01:06:26.090 align:middle line:84%
Let v be in V. If
I look at the sum

01:06:26.090 --> 01:06:29.405 align:middle line:90%
of the norms of T sub n of v--

01:06:29.405 --> 01:06:36.475 align:middle line:84%
so T sub n applied to
v, this is bounded by--

01:06:36.475 --> 01:06:37.850 align:middle line:84%
I mean, I'm writing
it like this.

01:06:37.850 --> 01:06:41.410 align:middle line:84%
But let me be a
little more careful.

01:06:41.410 --> 01:06:47.020 align:middle line:90%


01:06:47.020 --> 01:06:49.960 align:middle line:90%
Let m be a natural number.

01:06:49.960 --> 01:06:59.340 align:middle line:84%
Then sum from n equals 1
to m of T sub n of v norm,

01:06:59.340 --> 01:07:04.950 align:middle line:84%
this is less than or equal to
the sum from n equals 1 to m

01:07:04.950 --> 01:07:13.400 align:middle line:84%
of T sub n times the norm of v.
And so v, that's just a number.

01:07:13.400 --> 01:07:14.800 align:middle line:90%
It comes outside the sum.

01:07:14.800 --> 01:07:19.180 align:middle line:84%
And the sum from n equals 1 to
m is bounded by the sum from n

01:07:19.180 --> 01:07:22.130 align:middle line:84%
equals 1 to infinity of
these non-negative numbers.

01:07:22.130 --> 01:07:29.860 align:middle line:84%
So this is less than or equal
to the norm of v times T sub n

01:07:29.860 --> 01:07:30.595 align:middle line:90%
equals Cv.

01:07:30.595 --> 01:07:33.290 align:middle line:90%


01:07:33.290 --> 01:07:38.570 align:middle line:84%
So for all m, I've shown
that this thing is bounded

01:07:38.570 --> 01:07:47.300 align:middle line:84%
by C times the norm of v. And
therefore, the partial sums

01:07:47.300 --> 01:07:50.870 align:middle line:84%
corresponding to this series
of non-negative real numbers

01:07:50.870 --> 01:07:51.740 align:middle line:90%
are bounded.

01:07:51.740 --> 01:07:54.040 align:middle line:84%
And therefore, that
series converges.

01:07:54.040 --> 01:07:58.640 align:middle line:90%


01:07:58.640 --> 01:08:06.660 align:middle line:84%
So this sequence of partial sums
of non-negative real numbers

01:08:06.660 --> 01:08:19.730 align:middle line:84%
is bounded, which implies
that it converges,

01:08:19.730 --> 01:08:30.979 align:middle line:90%
which I'll write Tn v converges.

01:08:30.979 --> 01:08:34.370 align:middle line:90%
Now, think of T sub n of v as--

01:08:34.370 --> 01:08:38.810 align:middle line:84%
so T sub n of v, this is
an element in W for each n.

01:08:38.810 --> 01:08:51.660 align:middle line:84%
So I've shown that the
series T sub n of v,

01:08:51.660 --> 01:09:01.460 align:middle line:84%
this is absolutely summable
in W. These are elements of W.

01:09:01.460 --> 01:09:05.382 align:middle line:84%
And their norms is an
absolutely convergent series

01:09:05.382 --> 01:09:06.049 align:middle line:90%
of real numbers.

01:09:06.049 --> 01:09:08.859 align:middle line:90%


01:09:08.859 --> 01:09:13.910 align:middle line:84%
Now, since W is a Banach space,
every absolutely summable

01:09:13.910 --> 01:09:24.739 align:middle line:84%
series is summable,
therefore summable.

01:09:24.739 --> 01:09:27.260 align:middle line:90%


01:09:27.260 --> 01:09:41.050 align:middle line:84%
We therefore define a map
from V to W via T sub v--

01:09:41.050 --> 01:09:44.750 align:middle line:84%
or T of v is defined
to be the limit

01:09:44.750 --> 01:09:49.340 align:middle line:84%
as m goes to infinity
sum from n equals 1 to m

01:09:49.340 --> 01:09:53.760 align:middle line:84%
of T sub n applied
to V, which we've

01:09:53.760 --> 01:10:00.640 align:middle line:84%
shown for every v is a
convergent series in W. That

01:10:00.640 --> 01:10:02.560 align:middle line:84%
was the point of everything
that came before.

01:10:02.560 --> 01:10:08.910 align:middle line:84%
For each v, this is
a summable series.

01:10:08.910 --> 01:10:11.190 align:middle line:84%
And we define its
limit, which depends

01:10:11.190 --> 01:10:21.760 align:middle line:84%
on v, as this map T
going from V to W.

01:10:21.760 --> 01:10:23.510 align:middle line:84%
So this is our candidate,
which we'll show

01:10:23.510 --> 01:10:25.520 align:middle line:90%
is a bounded linear operator.

01:10:25.520 --> 01:10:33.100 align:middle line:90%


01:10:33.100 --> 01:10:34.330 align:middle line:90%
So let's show it's linear.

01:10:34.330 --> 01:10:40.130 align:middle line:90%


01:10:40.130 --> 01:10:41.480 align:middle line:90%
So T is linear.

01:10:41.480 --> 01:10:42.710 align:middle line:90%
Why?

01:10:42.710 --> 01:10:50.690 align:middle line:84%
For all lambda 1, lambda 2 in
the space of scalars, RC, v1,

01:10:50.690 --> 01:10:59.550 align:middle line:84%
v2, in V, we have that T of
lambda 1 v1 plus lambda 2 v2--

01:10:59.550 --> 01:11:03.450 align:middle line:84%
this is, by definition,
equal to limit as m

01:11:03.450 --> 01:11:10.100 align:middle line:84%
goes to infinity of
the sum T sub n lambda

01:11:10.100 --> 01:11:13.760 align:middle line:90%
1 v1 plus lambda 2 v2.

01:11:13.760 --> 01:11:17.070 align:middle line:84%
And now, each T sub n
is a linear operator.

01:11:17.070 --> 01:11:21.900 align:middle line:84%
So I can write
this as limit as m

01:11:21.900 --> 01:11:38.585 align:middle line:84%
goes to infinity of lambda 1 Tv
sub 1 plus lambda 2 Tv sub 2.

01:11:38.585 --> 01:11:44.170 align:middle line:90%


01:11:44.170 --> 01:11:49.330 align:middle line:84%
And now, this thing
here converges to T of v

01:11:49.330 --> 01:11:50.930 align:middle line:90%
as m goes to infinity.

01:11:50.930 --> 01:11:55.850 align:middle line:84%
This thing here converges to
T of v2 as m goes to infinity.

01:11:55.850 --> 01:12:00.625 align:middle line:84%
And therefore, the limit of the
sum is the sum of the limits.

01:12:00.625 --> 01:12:17.010 align:middle line:90%


01:12:17.010 --> 01:12:21.090 align:middle line:84%
So technically, I did not
prove that in a norm space

01:12:21.090 --> 01:12:24.930 align:middle line:84%
if I have two sequences
converging to v1 and v2,

01:12:24.930 --> 01:12:30.420 align:middle line:84%
then the sum of that sequence
converges to v1 plus v2.

01:12:30.420 --> 01:12:33.240 align:middle line:84%
But it's the exact same
proof as in R, all right?

01:12:33.240 --> 01:12:36.045 align:middle line:84%
Just replace the absolute
values with norms.

01:12:36.045 --> 01:12:39.190 align:middle line:90%


01:12:39.190 --> 01:12:42.240 align:middle line:90%
So this should be believable.

01:12:42.240 --> 01:12:49.730 align:middle line:84%
And therefore, T is
a linear operator.

01:12:49.730 --> 01:12:52.270 align:middle line:90%


01:12:52.270 --> 01:12:58.105 align:middle line:84%
Now, let's prove that it's
a bounded linear operator.

01:12:58.105 --> 01:13:02.350 align:middle line:84%
OK, so now, we'll show that T
is a bounded linear operator.

01:13:02.350 --> 01:13:11.530 align:middle line:90%


01:13:11.530 --> 01:13:17.520 align:middle line:90%
Let v be in V norm equal to 1.

01:13:17.520 --> 01:13:24.760 align:middle line:84%
Then Tv, This is equal
to the norm of the limit

01:13:24.760 --> 01:13:37.380 align:middle line:84%
as m goes to infinity
of n equals 1 to m T

01:13:37.380 --> 01:13:39.810 align:middle line:90%
sub n of v norm.

01:13:39.810 --> 01:13:45.460 align:middle line:84%
And norms of limits
equal to limit of norms,

01:13:45.460 --> 01:13:52.210 align:middle line:84%
just like in the case of R,
so this is equal to limit as m

01:13:52.210 --> 01:13:53.485 align:middle line:90%
goes to infinity of--

01:13:53.485 --> 01:13:59.970 align:middle line:90%


01:13:59.970 --> 01:14:00.810 align:middle line:90%
OK?

01:14:00.810 --> 01:14:02.640 align:middle line:84%
Now, this is less
than or equal to--

01:14:02.640 --> 01:14:10.450 align:middle line:90%


01:14:10.450 --> 01:14:13.570 align:middle line:84%
by the triangle inequality--
the triangle inequality for two

01:14:13.570 --> 01:14:17.980 align:middle line:84%
things, this implies a triangle
inequality for m things

01:14:17.980 --> 01:14:37.270 align:middle line:84%
by induction, which is less than
or equal to the norm of T sub n

01:14:37.270 --> 01:14:38.080 align:middle line:90%
times--

01:14:38.080 --> 01:14:39.910 align:middle line:84%
I shouldn't even say
v. It's just less

01:14:39.910 --> 01:14:43.890 align:middle line:84%
than or equal to
the norm of T sub n.

01:14:43.890 --> 01:14:50.100 align:middle line:84%
And this is precisely
equal to the sum

01:14:50.100 --> 01:14:55.310 align:middle line:84%
of the norms, which I called
C, this constant C, which

01:14:55.310 --> 01:14:56.600 align:middle line:90%
we know is finite--

01:14:56.600 --> 01:14:58.880 align:middle line:84%
which we assumed
is finite, right?

01:14:58.880 --> 01:15:01.940 align:middle line:84%
So we assumed it was an
absolutely summable series

01:15:01.940 --> 01:15:05.240 align:middle line:90%
of bounded linear operators.

01:15:05.240 --> 01:15:10.250 align:middle line:84%
So therefore, I've
got that Tv is

01:15:10.250 --> 01:15:14.930 align:middle line:84%
less than or equal to C for all
unit length v. And therefore--

01:15:14.930 --> 01:15:21.300 align:middle line:90%


01:15:21.300 --> 01:15:27.130 align:middle line:84%
which again, by
scaling arguments,

01:15:27.130 --> 01:15:32.420 align:middle line:84%
this was for all v equals
1, which implies by scaling

01:15:32.420 --> 01:15:44.300 align:middle line:90%
arguments T for all v.

01:15:44.300 --> 01:15:46.910 align:middle line:84%
I guess I didn't have
to start with norm of v

01:15:46.910 --> 01:15:50.570 align:middle line:84%
equals 1 if that would have
brought a norm of v here.

01:15:50.570 --> 01:15:53.150 align:middle line:84%
And then that would just be
C times the norm of v instead

01:15:53.150 --> 01:15:56.030 align:middle line:90%
of doing this separate part.

01:15:56.030 --> 01:15:57.920 align:middle line:90%
So change that in your notes.

01:15:57.920 --> 01:16:00.573 align:middle line:90%


01:16:00.573 --> 01:16:01.990 align:middle line:84%
But I'm up against
the clock here,

01:16:01.990 --> 01:16:04.750 align:middle line:84%
so I'm not going to
do this on the board.

01:16:04.750 --> 01:16:07.870 align:middle line:84%
OK, so T is an actual
bounded linear operator.

01:16:07.870 --> 01:16:14.760 align:middle line:90%


01:16:14.760 --> 01:16:20.060 align:middle line:84%
Now, let's show that the
sum of these operators

01:16:20.060 --> 01:16:24.530 align:middle line:84%
converges to T in
the operator norm.

01:16:24.530 --> 01:16:29.885 align:middle line:90%
So now, we claim that T equals--

01:16:29.885 --> 01:16:39.630 align:middle line:90%


01:16:39.630 --> 01:16:41.105 align:middle line:90%
oh, that's awful.

01:16:41.105 --> 01:16:48.920 align:middle line:90%


01:16:48.920 --> 01:16:55.400 align:middle line:84%
Tn converges to T as
m goes to infinity

01:16:55.400 --> 01:17:00.470 align:middle line:84%
in the space of bounded
linear operators,

01:17:00.470 --> 01:17:06.830 align:middle line:84%
meaning in the operator norm
So I think, for this, this

01:17:06.830 --> 01:17:09.390 align:middle line:84%
is the reason why I
maybe accidentally wrote

01:17:09.390 --> 01:17:10.740 align:middle line:90%
the norm of v equals 1 there.

01:17:10.740 --> 01:17:18.100 align:middle line:84%
So let v be in V with
norm of v equals 1.

01:17:18.100 --> 01:17:36.300 align:middle line:84%
Then T of v minus T sum
from n equals 1 to m

01:17:36.300 --> 01:17:39.900 align:middle line:90%
of T sub n of v in norm.

01:17:39.900 --> 01:17:50.790 align:middle line:84%
Now, T is equal to the whole
sum n equals 1 to infinity.

01:17:50.790 --> 01:17:56.630 align:middle line:84%
So I'll write this as
maybe limit m-prime

01:17:56.630 --> 01:18:01.100 align:middle line:84%
goes to infinity of
sum from n equals 1

01:18:01.100 --> 01:18:07.970 align:middle line:84%
to m-prime Tn V minus
sum from n equals

01:18:07.970 --> 01:18:18.000 align:middle line:84%
1 to m Tn v. And this equals
the limit m-prime goes

01:18:18.000 --> 01:18:27.190 align:middle line:84%
to infinity of sum from n equals
m plus 1 m-prime T sub n v

01:18:27.190 --> 01:18:27.690 align:middle line:90%
norm.

01:18:27.690 --> 01:18:31.010 align:middle line:90%


01:18:31.010 --> 01:18:35.480 align:middle line:84%
And now, this is less than or
equal to the limit as m-prime

01:18:35.480 --> 01:18:37.160 align:middle line:90%
goes to infinity of--

01:18:37.160 --> 01:18:42.480 align:middle line:84%
so the norm-- so this
is, in fact, equal

01:18:42.480 --> 01:18:44.250 align:middle line:90%
to the limit of the norm.

01:18:44.250 --> 01:18:45.840 align:middle line:84%
And then I use the
triangle inequality

01:18:45.840 --> 01:18:47.730 align:middle line:90%
to bring the norm inside.

01:18:47.730 --> 01:18:53.040 align:middle line:84%
This is less than or equal to
sum equals m plus 1 m-prime T

01:18:53.040 --> 01:18:59.980 align:middle line:84%
sub n of v. And now, this is
less than or equal to limit

01:18:59.980 --> 01:19:05.660 align:middle line:84%
m-prime goes to infinity
of n equals m plus 1

01:19:05.660 --> 01:19:10.670 align:middle line:84%
to m-prime T sub n norm
because v has unit length.

01:19:10.670 --> 01:19:16.700 align:middle line:84%
So T sub n applied to v in
norm is bounded by the operator

01:19:16.700 --> 01:19:17.900 align:middle line:90%
norm of T sub n.

01:19:17.900 --> 01:19:20.690 align:middle line:90%


01:19:20.690 --> 01:19:26.240 align:middle line:84%
And this equals the sum
from n equals m plus 1

01:19:26.240 --> 01:19:29.420 align:middle line:90%
to infinity of T sub n.

01:19:29.420 --> 01:19:33.890 align:middle line:84%
Now, what we know-- so
this is just a series

01:19:33.890 --> 01:19:35.760 align:middle line:90%
involving real numbers.

01:19:35.760 --> 01:19:37.920 align:middle line:84%
And we know if the
series converges,

01:19:37.920 --> 01:19:39.590 align:middle line:90%
then the tails have to go to 0.

01:19:39.590 --> 01:19:45.100 align:middle line:84%
So this goes to 0 as m
goes to infinity, right?

01:19:45.100 --> 01:19:49.100 align:middle line:84%
Or I shouldn't do
that step just yet.

01:19:49.100 --> 01:19:50.290 align:middle line:90%
Sorry, I'm making mistakes.

01:19:50.290 --> 01:19:52.290 align:middle line:84%
I'm up against the clock
that I see in the back.

01:19:52.290 --> 01:19:54.770 align:middle line:84%
So I started off
with this quantity

01:19:54.770 --> 01:19:59.510 align:middle line:84%
here and ended up bounding it
by this thing uniformly in V. So

01:19:59.510 --> 01:20:04.880 align:middle line:84%
that implies that the operator
norm of T minus sum from n

01:20:04.880 --> 01:20:07.970 align:middle line:84%
equals 1 to m of T
sub n is less than

01:20:07.970 --> 01:20:13.360 align:middle line:84%
or equal to the
sum from n equals

01:20:13.360 --> 01:20:17.470 align:middle line:84%
m plus 1 operator
norm of T sub n.

01:20:17.470 --> 01:20:21.730 align:middle line:84%
And this last thing
goes to 0 as m

01:20:21.730 --> 01:20:27.340 align:middle line:84%
goes to infinity because it's
the tail of a convergent series

01:20:27.340 --> 01:20:29.560 align:middle line:90%
of non-negative terms.

01:20:29.560 --> 01:20:35.590 align:middle line:84%
And therefore, the operator
norm of T minus this partial sum

01:20:35.590 --> 01:20:50.310 align:middle line:84%
goes to 0 as m goes to infinity,
and therefore converges to T.

01:20:50.310 --> 01:20:53.280 align:middle line:84%
So you see, I mean, it
had the same basic format

01:20:53.280 --> 01:20:55.155 align:middle line:90%
that the last argument did.

01:20:55.155 --> 01:21:00.635 align:middle line:90%


01:21:00.635 --> 01:21:02.510 align:middle line:90%
You found a candidate.

01:21:02.510 --> 01:21:04.250 align:middle line:90%
You showed it's in the space.

01:21:04.250 --> 01:21:08.160 align:middle line:84%
And then you showed
convergence of the space.

01:21:08.160 --> 01:21:10.190 align:middle line:84%
So let me finish
with a definition.

01:21:10.190 --> 01:21:13.690 align:middle line:90%


01:21:13.690 --> 01:21:21.480 align:middle line:84%
If V is a norm
space, then we denote

01:21:21.480 --> 01:21:27.420 align:middle line:84%
v-prime as the space of
bounded linear operators from V

01:21:27.420 --> 01:21:30.910 align:middle line:90%
to the space of scalars.

01:21:30.910 --> 01:21:41.440 align:middle line:84%
This is referred to as
the dual space of V.

01:21:41.440 --> 01:21:45.460 align:middle line:84%
And since the space of scholars
is always R or C, both of which

01:21:45.460 --> 01:21:46.592 align:middle line:90%
are complete--

01:21:46.592 --> 01:21:48.925 align:middle line:84%
I mean, they're the simplest
examples of Banach spaces--

01:21:48.925 --> 01:21:56.300 align:middle line:90%


01:21:56.300 --> 01:21:59.840 align:middle line:84%
by the theorem we just proved,
since the field of scalars

01:21:59.840 --> 01:22:07.020 align:middle line:84%
is always complete, the dual
space is always a Banach space.

01:22:07.020 --> 01:22:10.760 align:middle line:90%


01:22:10.760 --> 01:22:12.720 align:middle line:84%
And let me just write
here a simple example,

01:22:12.720 --> 01:22:18.360 align:middle line:84%
which will be in the
exercises, that, in a sense,

01:22:18.360 --> 01:22:24.590 align:middle line:84%
for all p between 1 and
strictly less than infinity,

01:22:24.590 --> 01:22:31.630 align:middle line:84%
I can identify the dual space
of little lp as little lp-prime,

01:22:31.630 --> 01:22:32.830 align:middle line:90%
where p-prime--

01:22:32.830 --> 01:22:39.910 align:middle line:84%
this is now just a
number bigger than 1,

01:22:39.910 --> 01:22:47.300 align:middle line:84%
where p-prime and p
satisfy this relation.

01:22:47.300 --> 01:22:57.310 align:middle line:84%
So in particular, the
dual of l1 is l infinity.

01:22:57.310 --> 01:23:00.790 align:middle line:90%
The dual of l2 is l2.

01:23:00.790 --> 01:23:02.080 align:middle line:90%
This is very special about l2.

01:23:02.080 --> 01:23:05.270 align:middle line:90%


01:23:05.270 --> 01:23:11.710 align:middle line:84%
But if I take the dual of l
infinity, p equals infinity.

01:23:11.710 --> 01:23:13.390 align:middle line:90%
I would get p-prime equals 1.

01:23:13.390 --> 01:23:15.910 align:middle line:84%
This, in fact, does
not equal little l1.

01:23:15.910 --> 01:23:19.780 align:middle line:84%
This is something of a
headache that manifests itself

01:23:19.780 --> 01:23:23.620 align:middle line:90%
for the big Lp spaces as well.

01:23:23.620 --> 01:23:27.850 align:middle line:84%
And life would be a
lot easier if this

01:23:27.850 --> 01:23:33.880 align:middle line:84%
were the case, that the
dual of l infinity was l1.

01:23:33.880 --> 01:23:35.380 align:middle line:90%
But unfortunately, it's not.

01:23:35.380 --> 01:23:38.700 align:middle line:90%
And that causes a headache.

01:23:38.700 --> 01:23:41.900 align:middle line:84%
And l2, little l2,
this is the only lp

01:23:41.900 --> 01:23:48.520 align:middle line:84%
that has this property, that
its dual is given by little l2.

01:23:48.520 --> 01:23:51.730 align:middle line:84%
All right, and in
the exercises, I'll

01:23:51.730 --> 01:23:54.400 align:middle line:84%
discuss precisely
in what way you

01:23:54.400 --> 01:24:01.030 align:middle line:84%
can identify the duel with this
little lp-prime in this way.

01:24:01.030 --> 01:24:03.330 align:middle line:90%
All right, we'll stop there.

01:24:03.330 --> 01:24:11.000 align:middle line:90%