Closed Convex Subset

Math 642 Lecture #2: Elementary Hilbert Space Theory, Part II
Homework: 5, 11, 14, 15, 16

Inner Products and Linear Functionals (Continued)
Subspaces. A (linear) subspace M of a vector space V is a nonempty subset M of V
such that for all x, y ∈ M and α ∈ C there holds
x + y ∈ M, αx ∈ M.
A closed subspace M of a Hilbert space H is a subspace that is a closed set relative to

the topology induced by the metric on H.
Proposition. If M is a subspace of H, then so is its closure M .
Proof. Let x, y ∈ M , and α ∈ C.
There are sequences {xn }, {yn } in M such that xn → x and yn → y, i.e., d(xn , x) → 0
and d(yn , y) → 0.
By the triangle inequality,
d(xn + yn , x + y) = kxn + yn − x − yk
≤ kxn − xk + kyn − xk
= d(xn , x) + d(yn , y) → 0.
By properties of the inner product,
d(αxn , αx) = kαxn − αxk = kα(xn − x)k

q p
= α(xn − x), α(xn − x) = |α|2 (xn − x, xn − x)
= |α| kxn − xk = |α|d(xn , x) → 0.
Thus, M is a closed subspace. ////

Convex Sets. A nonempty subset E of a vector space V is called convex if for all
x, y ∈ E the points
zt = (1 − t)x + ty ∈ E for all t ∈ [0, 1].
Convexity requires that E contains the segments between any two points.
Obviously, any subspace M of V is convex.
Furthermore, if E is a convex set, then any of its translates
E + x = {y + x : y ∈ E}
is also convex.
Orthogonality. Two elements x, y ∈ H are said to be orthogonal if (x, y) = 0; this is
written
x ⊥ y.
Since (x, y) = 0 implies and is implied by (y, x) = 0, the relation ⊥ is symmetry.
For an element x of H, let x⊥ denote the set of points y ∈ H that are orthogonal to x:
x⊥ = {y ∈ H : x ⊥ y}.
The set x⊥ is a subspace of H since
x ⊥ y and x ⊥ y 0 ⇒ x ⊥ (y + y 0 ), and x ⊥ (αy) for all α ∈ C.
Moreover, x⊥ is precisely the set of points y where the (uniformly) continuous functional
y → (x, y) is zero, i.e., x⊥ is the preimage of 0 for the map y → (x, y).
This implies that x⊥ is a closed subspace of H.
For a subspace M of H, set
M ⊥ = {y ∈ H : x ⊥ y for all x ∈ M }.
Observe that \
M⊥ = x⊥ .
x∈M
⊥ ⊥
Since each x is a closed subspace, then M is the intersection of closed subspaces, and
hence is a closed subspace of H.
The Parallelogram Law. For all x, y ∈ H, there holds
kx + yk2 + kx − yk2 = 2kxk2 + 2kyk2 .
Proof. The Axioms of an inner product establish this identity.

Indeed,
kx + yk2 + kx − yk2 = (x + y, x + y) + (x − y, x − y)
= (x, x) + (x, y) + (y, x) + (y, y) + (x, x) − (x, y) − (y, x) + (y, y)
= 2kxk2 + 2kyk2 ,
which gives the desired equation. ////

Theorem. Every closed, convex set E in a Hilbert space H contains a unique element
of smallest norm, i.e., there is exactly one x0 ∈ E such that kx0 k ≤ kxk for all x ∈ E.
Proof. Let δ = inf{kxk : x ∈ E}.
For any x, y ∈ E, the parallelogram law applied to x/2 and y/2 gives
x + y 2

2 2 2
(1/4)kx − yk = (1/2)kxk + (1/2)kyk − .
2
Since E is convex, the linear combination (1/2)(x + y) belongs to E.
By the definition of δ, it follows that
kx − yk2 ≤ 2kxk2 + 2kyk2 − 4δ 2 .

From this follows the uniqueness: if kxk = kyk = δ, then
kx − yk2 ≤ 0 ⇒ x = y.
Now for the existence: from the definition of δ, there is a sequence {yn } in E such that
kyn k → δ as n → ∞.
Replace x and y by yn and ym in kx − yk2 ≤ 2kxk2 + 2kyk2 − 4δ 2 to get
kyn − ym k2 ≤ 2kyn k2 + 2kym k2 − 4δ 2 .
for all n and all m.

As the left-hand side of this inequality goes to 0 as n → ∞ and m → ∞, the sequence
{yn } is Cauchy.
Completeness of H implies there is x0 ∈ H such that yn → x0 , i.e., kyn − x0 k → 0 as
n → ∞.
Since yn ∈ E and E is closed, the limit x0 of {yn } also belongs to E.
Continuity of the norm function (as shown in Lecture #1) now implies that
kx0 k = lim kyn k = δ.

n→∞
Thus E has a unique element of smallest norm. ////

Corollary (Conway p. 8). If E is a closed, convex subset of H and y is an element
of H, then there exists a unique x0 ∈ E such that ky − x0 k = inf{ky − xk : x ∈ E}.
Remark. The quantity inf{ky − xk : x ∈ E} is called the distance between the element
y and the closed, convex subset E; this distance is denoted by d(y, E).
Proof. The translate E − y = {x − y : x ∈ E} is also a closed, convex subset of H.
By the Theorem, there is a unique element h0 in E − y of smallest norm: kh0 k ≤ khk for
all h ∈ E − y.
In general, for each h ∈ E − y there is an x ∈ E such that h = x − y.
By the definition of E − y and the uniqueness of h0 , there is a unique x0 ∈ E such that
h0 = x0 − y.
Thus kh0 k ≤ khk for all h ∈ E − y becomes
ky − x0 k ≤ ky − xk for all x ∈ E.
Taking the infimum of both sides and recognizing that ky − x0 k = ky − xk when x = x0

yields ky − x0 k = inf{ky − xk : x ∈ E}. ////

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Math 642 Lecture #2: Elementary Hilbert Space Theory, Part II

Homework: 5, 11, 14, 15, 16

A closed subspace M of a Hilbert space H is a subspace that is a closed set relative to

By properties of the inner product,

d(αxn , αx) = kαxn − αxk = kα(xn − x)k

Thus, M is a closed subspace. ////

The set x⊥ is a subspace of H since

x ⊥ y and x ⊥ y 0 ⇒ x ⊥ (y + y 0 ), and x ⊥ (αy) for all α ∈ C.

Proof. The Axioms of an inner product establish this identity.

which gives the desired equation. ////

kx − yk2 ≤ 2kxk2 + 2kyk2 − 4δ 2 .

kyn − ym k2 ≤ 2kyn k2 + 2kym k2 − 4δ 2 .

for all n and all m.

kx0 k = lim kyn k = δ.

Thus E has a unique element of smallest norm. ////

Taking the infimum of both sides and recognizing that ky − x0 k = ky − xk when x = x0

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