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author | Justin Gassner <justin.gassner@mailbox.org> | 2023-09-12 07:36:33 +0200 |
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committer | Justin Gassner <justin.gassner@mailbox.org> | 2024-01-13 20:41:27 +0100 |
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diff --git a/pages/functional-analysis-basics/the-fundamental-four/hahn-banach-theorem.md b/pages/functional-analysis-basics/the-fundamental-four/hahn-banach-theorem.md new file mode 100644 index 0000000..9d21d41 --- /dev/null +++ b/pages/functional-analysis-basics/the-fundamental-four/hahn-banach-theorem.md @@ -0,0 +1,147 @@ +--- +title: Hahn–Banach Theorem +parent: The Fundamental Four +grand_parent: Functional Analysis Basics +nav_order: 1 +--- + +# {{ page.title }} + +In fact, there are multiple theorems and corollaries +which bear the name Hahn–Banach. +All have in common that +they guarantee the existence of linear functionals +with various additional properties. + +{: .definition-title } +> Definition (Sublinear Functional) +> +> A functional $p$ on a real vector space $X$ +> is called *sublinear* if it is +> {: .mb-0 } +> +> {: .mt-0 .mb-0 } +> - *positive-homogenous*, that is +> {: .mt-0 .mb-0 } +> +> $$ +> p(\alpha x) = \alpha \, p(x) \qquad \forall \alpha \ge 0, \ \forall x \in X, +> $$ +> +> - and satisfies the *triangle inequality* +> {: .mt-0 .mb-0 } +> +> $$ +> p(x+y) \le p(x) + p(y) \qquad \forall x,y \in X. +> $$ +> {: .katex-display .mb-0 } + +If $p$ is a sublinear functional, +then $p(0)=0$ and $p(-x) \ge -p(x)$ for all $x$. + +Every norm on a real vector space is a sublinear functional. + +{: .theorem-title } +> {{ page.title }} (Basic Version) +> +> Let $p$ be a sublinear functional on a real vector space $X$. +> Then there exists a linear functional $f$ on $X$ satisfying +> $f(x) \le p(x)$ for all $x \in X$. + +## Extension Theorems + +{: .theorem-title } +> {{ page.title }} (Extension, Real Vector Spaces) +> +> Let $p$ be a sublinear functional on a real vector space $X$. +> Let $f$ be a linear functional +> which is defined on a linear subspace $Z$ of $X$ +> and satisfies +> +> $$ +> f(x) \le p(x) \qquad \forall x \in Z. +> $$ +> +> Then $f$ has a linear extension $\tilde{f}$ to $X$ such that +> +> $$ +> \tilde{f}(x) \le p(x) \qquad \forall x \in X. +> $$ + +{% proof %} +{% endproof %} + +{: .definition-title } +> Definition (Semi-Norm) +> +> We call a real-valued functional $p$ on a real or complex vector space $X$ +> a *semi-norm* if it is +> {: .mb-0 } +> +> {: .mt-0 .mb-0 } +> - *absolutely homogenous*, that is +> {: .mt-0 .mb-0 } +> +> $$ +> p(\alpha x) = \abs{\alpha} \, p(x) \qquad \forall \alpha \in \KK \ \forall x \in X, +> $$ +> - and satisfies the *triangle inequality* +> {: .mt-0 .mb-0 } +> +> $$ +> p(x+y) \le p(x) + p(y) \qquad \forall x,y \in X. +> $$ +> {: .katex-display .mb-0 } + +{: .theorem-title } +> {{ page.title }} (Extension, Real and Complex Vector Spaces) +> +> Let $p$ be a semi-norm on a real or complex vector space $X$. +> Let $f$ be a linear functional +> which is defined on a linear subspace $Z$ of $X$ +> and satisfies +> +> $$ +> \abs{f(x)} \le p(x) \qquad \forall x \in Z. +> $$ +> +> Then $f$ has a linear extension $\tilde{f}$ to $X$ such that +> +> $$ +> \abs{\tilde{f}(x)} \le p(x) \qquad \forall x \in X. +> $$ + +{: .theorem-title } +> {{ page.title }} (Extension, Normed Spaces) +> +> Let $X$ be a real or complex normed space +> and let $f$ be a bounded linear functional +> defined on a linear subspace $Z$ of $X$. +> Then $f$ has a bounded linear extension $\tilde{f}$ to $X$ such that $\norm{\tilde{f}} = \norm{f}$. + +{% proof %} +We apply the preceding theorem with $p(x) = \norm{f} \norm{x}$ +and obtain a linear extension $\tilde{f}$ of $f$ to $X$ +satisfying $\abs{\tilde{f}(x)} \le \norm{f} \norm{x}$ for all $x \in X$. +This implies that $\tilde{f}$ is bounded and $\norm{\tilde{f}} \le \norm{f}$. +We have $\norm{\tilde{f}} \ge \norm{f}$, because $\tilde{f}$ extends $f$. +{% endproof %} + +Corollaries + +Important consequence: canonical embedding into bidual + +## Separation Theorems + +{: .theorem-title } +> {{ page.title }} (Separation, Point and Closed Subspace) +> +> Suppose $Z$ is a closed subspace +> of a normed space $X$ and $x$ lies in $X \setminus Z$. +> Then there exists a bounded linear functional on $X$ +> which vanishes on $Z$ but has a nonzero value at $x$. + +{: .theorem-title } +> {{ page.title }} (Separation, Convex Sets) +> +> TODO |