How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
R^n as a Normed Space; Vector-Valued Functions
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Binary Operations, Monoids, Groups and Subgroups
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Countability and Uncountability
- Filters and Ultrafilters
- Foundations of the Real Numbers for Analysis
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Order, Zorn's Lemma, and the Axiom of Choice
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Series: Convergence and the Nonnegative Tests
- Suprema and Infima
- The Derivative and the Mean Value Theorems
- The Riemann Integral: Definition and Integrability
- The ZFC Axioms and the Basic Set Constructions
- Topology of ℝ
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
A note on the notation . A natural number here is a von Neumann natural, that is a set, so it is not an element of . The canonical natural is the real number that names (The canonical natural of a field, Canonical naturals are positive and strictly increasing), so is what an informal text writes as and is what it writes as inside an inequality between reals.
Objective. The published metric-spaces material already gives a metric, and the published real-analysis track already gives its calculus. This page puts the two together by adding the missing ingredient, the linear structure: a norm, the Euclidean inner product, and the observation that in finite dimensions the choice of norm never matters. It then carries limits, continuity, the derivative, the integral and series across from to , one coordinate at a time, and ends with what can honestly be said about rearranging a series of vectors.
Norms, and the seam with the published metrics. A norm on a real vector space, the induced metric, and the dictionary with the metric axioms fixes the three axioms (N1), (N2), (N3), derives nonnegativity rather than assuming it — exactly as Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric and Nonnegativity of a metric is a consequence of the other axioms, not an axiom do for metrics — and proves that is a metric which is in addition translation invariant and absolutely homogeneous. Not every metric on a vector space arises this way, and and are metrics uniformly equivalent to , so every metric space carries a bounded metric with the same topology is the published witness. The Euclidean inner product on defines and proves its algebra from the finite-sum laws; Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation restates the published The Cauchy-Schwarz inequality for finite sums in vector notation, rather than reproving it, and adds that is a norm, the parallelogram law and polarisation. The -norms for rational , and introduces for rational and for .
The seam is closed by Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page: for the metrics induced by , and are the published , and of as the set of functions , and , , are metrics on it, not merely metrics equivalent to them. Without that item the library would hold two unrelated metric structures on one set.
Equivalence of norms. Equivalent norms, and the dictionary with equivalent metrics defines equivalence and proves the dictionary: equivalent norms give Lipschitz equivalent metrics, the strongest of the three tiers of Topologically, uniformly and Lipschitz equivalent metrics on a set and Lipschitz equivalence implies uniform equivalence implies topological equivalence, hence the same open sets, convergent sequences, Cauchy sequences and uniformly continuous maps. The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for does the half that costs no compactness: the finite and reverse triangle inequalities for any norm, the bound from the standard basis, the comparison chain , and Lipschitz continuity of for . For all norms on are equivalent supplies the other half by compactness of the Euclidean unit sphere, through Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line and A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value; the hypothesis is used twice there and both uses are marked.
Sequences. For a sequence in converges iff each coordinate sequence converges, is Cauchy iff each coordinate sequence is Cauchy, and is complete in every norm proves that convergence and Cauchyness in are componentwise, and obtains completeness in every norm by citing the published and for with the Euclidean metric are complete, componentwise from the Cauchy criterion in and transporting it along norm equivalence. For every bounded sequence in has a convergent subsequence assembles Bolzano-Weierstrass in from Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line and the ZF implication In any metric space compactness implies countable compactness and limit point compactness, and each of countable compactness and limit point compactness implies sequential compactness; every implication here is proved without a choice principle; it is not proved again by bisection, that work being published at order 120, and it costs no choice principle.
Vector-valued functions. Vector-valued functions , their limits and continuity, with the dictionary to the metric notions defines limits and continuity for and proves that they are the metric notions of Continuity of a map between metric spaces, at a point and globally, in the - form and nothing new, in the spirit of Dictionary: for with the metric , continuity and uniform continuity of agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of is compact in the open-cover sense of exactly when it is a compact metric subspace. A vector-valued function has a limit, or is continuous, if and only if each of its components does; with the algebra of continuous vector-valued functions proves that both are componentwise and, because the domain here is a metric space rather than a subset of , proves the algebra of sums, scalar multiples, inner products and norms directly instead of quoting Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function. The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral gives the derivative intrinsically, as a limit of difference quotients in , with the componentwise formula as a consequence, and defines the integral coordinatewise with the orientation convention of The integral with oriented limits: and .
Three theorems about vector-valued calculus. For and integrable when , ; for , is integrable proves that is integrable when and that for , by the inner-product argument, with the case treated separately because the usual division is illegitimate there. The mean value inequality: if is continuous and differentiable on with , then proves from the scalar mean value theorem applied to , with no integrability hypothesis; the equality form is false for and the companion page carries the witness. If is differentiable with integrable then ; and a bounded derivative makes Lipschitz gives the componentwise fundamental theorem and the Lipschitz bound, and says why the mean value inequality is proved the other way round.
Series of vectors, and how far the rearrangement question can be taken. Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums fixes partial sums, convergence, absolute convergence, rearrangement and the set of rearrangement sums, with an explicit agreement clause against Series, partial sums, convergence and the sum, divergence, and the tail series and Rearrangement of a series along a bijection of , and unconditional convergence at . An absolutely convergent series in converges, and every rearrangement converges to the same sum proves that absolute convergence gives convergence, by a Cauchy estimate together with completeness, and that is then a single point, by reduction to Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum coordinatewise. The subspace of directions along which a series converges absolutely, and its orthogonal complement introduces and , proves both are linear subspaces, and proves exactly when the series converges absolutely; it is phrased with the inner product and not with linear functionals, because dual spaces belong to a page earlier in the plan order that is not yet built.
Steinitz's polygonal confinement theorem: finitely many vectors of norm at most summing to can be ordered so that every partial sum has norm at most proves Steinitz's polygonal confinement lemma in full: finitely many vectors of norm at most summing to can be ordered so that every partial sum has norm at most . The proof is constructive, and it includes the support bound together with the reason equality is impossible, which is the step most write-ups omit. The set of rearrangement sums of a convergent series in is a nonempty subset of the affine subspace proves that is nonempty and contained in the affine subspace .
What this page does not settle, stated plainly. Whether is all of when is not settled here, and no item on this page asserts anything about it in either direction. The obstruction is machinery: every route known to this page's author needs the orthogonal decomposition of a finite-dimensional inner product space, which belongs to a page earlier in the plan order that is not yet built, and a convex-separation argument that no planned page owns. No recorded-not-proved item has been created for it. The published The same question in : what the set of rearrangement sums looks like, and why that answer is not reachable at this point in the reading order raised the question and declined to state the literature's answer; this page answers the part it can and continues to decline the rest. A reader is protected from the wrong guess in the meantime: the companion page refutes the naive analogue of The Riemann series theorem: a conditionally convergent real series has, for every , a rearrangement with sum , and rearrangements diverging to , to , and oscillating with any prescribed in outright, using the containment half and nothing more.
Conventions. Conventions of this page, the standing hypothesis, and what is taken up elsewhere in the reading order is the page ledger. It records
where the standing hypothesis comes from and which items carry it and
which do not, that the exponent of a -norm is rational because real exponents
do not exist at this point in the reading order
(Why real exponents are deferred on the rational-powers page), that is a function space so
that is not literally , what is taken up elsewhere in
the reading order, and which Steinitz result the confinement theorem is — it is
not the Steinitz exchange lemma of linear algebra, which is published under a
different id and carries the alias lem-steinitz.
3 · Logical flowchart
4 · Definitions, theorems and proofs
A norm on a real vector space, the induced metric, and the dictionary with the metric axioms
Definition
Throughout this page is the complete ordered field (Complete ordered field (least-upper-bound property)) constructed in this library, in particular a field, so that "vector space" below always means vector space over (Vector space over a field).
Let be a vector space over , with zero vector . A norm on is a function such that for all and all :
- (N1) Separation. if and only if .
- (N2) Absolute homogeneity. , the absolute value being that of Absolute value in an ordered field.
- (N3) Triangle inequality. .
A normed space is a pair consisting of a vector space over and a norm on it. When only one norm is in play we write for ; when several are, the norm is always named.
The values of a norm are real numbers. The codomain is , so is an honest element of the complete ordered field and no infinite value is permitted. This is the same convention Which metric axiom list this library uses, the live naming fork between semimetric and pseudometric, and why extended metrics are not treated here records for metrics.
Nonnegativity is a theorem, not an axiom
Many texts add a fourth condition . It is redundant. Applying (N2) with gives (Basic properties of the absolute value, In any vector space , , , , and forces or for ), and then (N3) with and gives
where is (N1). So , and if then by addition of inequalities, which trichotomy forbids (Complete ordered field (least-upper-bound property)). Hence for every .
Consequently the verification of a candidate norm has three things to check and not four, exactly as the verification of a candidate metric has three and not four (Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric, Nonnegativity of a metric is a consequence of the other axioms, not an axiom). No item in this library assumes nonnegativity of a norm before the argument above.
The induced metric
Let be a norm on and define
where (Vector space over a field). Then is a metric on (Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric), and the three axioms are the three conditions above, in order:
- (M1) means , which by (N1) says , that is ; and conversely .
- (M2) , by (N2), Basic properties of the absolute value and (In any vector space , , , , and forces or ).
- (M3) , by (N3).
A normed space is therefore a metric space, and every notion defined for metric spaces — open set (The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement), convergence, Cauchyness, continuity, compactness — is available in it with no further definition. This library never introduces a second notion of any of them for normed spaces.
Two properties an arbitrary metric need not have
The metric satisfies, for all and :
- translation invariance, ;
- absolute homogeneity, , by (N2).
Not every metric on a vector space arises from a norm, and homogeneity is what fails. The published bounded remetrisation and are metrics uniformly equivalent to , so every metric space carries a bounded metric with the same topology replaces a metric by , a metric with the same topology whose values never exceed ; on a vector space containing a vector with this cannot be for any norm , since absolute homogeneity would force , which is unbounded in , while is bounded by . So the passage from norms to metrics is not reversible, and a statement about a metric on a vector space is strictly weaker than the corresponding statement about a norm.
Remarks
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Why (N1) is stated as an equivalence. The direction is forced by (N2) with , since (In any vector space , , , , and forces or ) gives . Only the direction " implies " is a genuine assumption, and dropping it gives what is usually called a seminorm, a notion this library does not use. The situation is exactly the one Which metric axiom list this library uses, the live naming fork between semimetric and pseudometric, and why extended metrics are not treated here describes for (M1) and the pseudometric.
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The zero space carries exactly one norm. If then the only function satisfying (N1) is the one with value , and it satisfies (N2) and (N3) trivially. In particular , the function space on the empty index set (The vector space of all functions with pointwise operations, and as the case ), is a normed space, although the metrics of the published metric theory on are defined only for .
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What is not defined here. This item does not define linear maps; their published definition is Linear map between vector spaces over the same field. It also does not define operator norms, dual spaces, or abstract inner product spaces. Conventions of this page, the standing hypothesis, and what is taken up elsewhere in the reading order records the remaining scope boundaries and what each later development would license.
The Euclidean inner product on
Definition
Let . A natural number is a von Neumann natural, that is a set, and (The natural numbers (von Neumann), On the order is membership: ), so
is the function space of The vector space of all functions with pointwise operations, and as the case at and , a vector space over under the pointwise operations (Vector space over a field). We write for , and two elements of are equal exactly when they agree at every . This is the same set that as the set of functions , and , , are metrics on it calls .
The Euclidean inner product of is the real number
the finite sum of Finite sums and finite products, by recursion applied to the list (extended by beyond , as every finite list in this library is). The Euclidean norm of is
which is defined because (a sum of nonnegative terms, Laws of finite sums and finite products clause 4 and Squares of nonzero elements are positive, the case giving by Integer powers ) and every nonnegative real has a unique nonnegative square root (Square roots exist: a unique with ; the positives are ).
Both are defined for every , including
At the set has exactly one element, the empty function, and it is the zero vector space (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension clause 5); the sum above is the empty sum, so and . This is the first place on this page where the two index regimes diverge, and the divergence is deliberate. The published metrics , , of as the set of functions , and , , are metrics on it are defined only for , because would otherwise be a maximum over the empty index set; the algebra above needs no such restriction. The boundary in this page runs between the algebra and the metric, not where a reader would guess, and Conventions of this page, the standing hypothesis, and what is taken up elsewhere in the reading order lists exactly which items inherit .
The algebra of the inner product
For all and :
- Symmetry. , since termwise.
- Additivity in the first argument. : the list is the termwise sum of and , so Laws of finite sums and finite products clause 1 applies.
- Homogeneity in the first argument. , by Laws of finite sums and finite products clause 2.
- Bilinearity. Clauses 2 and 3 together with symmetry give the same two laws in the second argument.
- Positive definiteness. , and if and only if . Indeed a vanishing sum of nonnegative terms has every term (Laws of finite sums and finite products clause 4), so for every , and a nonzero real has a positive square (Squares of nonzero elements are positive), whence for every and .
- Agreement with the published Euclidean metric. For and , , the two sides being the same expression ( as the set of functions , and , , are metrics on it). In particular .
That is a norm in the sense of A norm on a real vector space, the induced metric, and the dictionary with the metric axioms is proved in Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation, where the triangle inequality is obtained from the Cauchy-Schwarz inequality; it is not assumed here.
Remarks
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Scope: the concrete form only. What is defined above is the Euclidean inner product on and nothing more. The general theory of inner product spaces — abstract inner products, orthonormal bases, Gram-Schmidt, orthogonal projection and orthogonal complements of arbitrary subspaces — is planned for a page of this library that comes earlier in the plan order and is not yet built. No item on this page claims anything about abstract inner product spaces, and no item on this page introduces the general notion.
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The standard basis and coordinates. For the standard unit vector has and for (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ). Then : the list vanishes except at , where its value is , and a list vanishing off one index sums to its value there (Laws of finite sums and finite products clause 3, splitting the range at ). So the coordinates of are recovered by testing against the standard basis, which is the form used repeatedly below.
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Powers here are integer powers. means the integer power of Integer powers , and by Square roots exist: a unique with ; the positives are and Laws of integer exponents.
Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation
Statement
Let and let , with the Euclidean inner product and the Euclidean norm as in The Euclidean inner product on . Then:
- Cauchy-Schwarz. with equality if and only if there is a pair of reals with for every .
- is a norm on (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms), for every ; the metric it induces is of as the set of functions , and , , are metrics on it whenever .
- Parallelogram law.
- Polarisation. so the inner product is recovered from the norm it induces.
Clause 1 is a citation, not a new proof. The inequality and its equality case are the published The Cauchy-Schwarz inequality for finite sums, stated there for two lists of reals; all that happens below is that it is read in the vector notation of The Euclidean inner product on . Re-proving it here would put two proofs of one statement in the library.
Facts & Assumptions
Given: A natural number and vectors , so that and (The Euclidean inner product on , Finite sums and finite products, by recursion).
Cauchy-Schwarz for finite sums (The Cauchy-Schwarz inequality for finite sums): , with equality if and only if there is with for every ; and the root form .
The inner product is symmetric, bilinear and positive definite, , and exactly when (The Euclidean inner product on , Laws of finite sums and finite products).
Square roots (Square roots exist: a unique with ; the positives are ): every has a unique with , written ; hence and (Integer powers ).
Squaring is monotone on the nonnegatives: for , if and only if , and if and only if (Squaring is monotone on the nonnegatives).
Absolute value (Basic properties of the absolute value, Absolute value in an ordered field): , , and .
The norm axioms (N1), (N2), (N3) (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms), and the fact that for ( as the set of functions , and , , are metrics on it, The Euclidean inner product on clause 6).
Proof
Instantiating [L1] at and gives , with equality exactly when some has for every .
Both and are nonnegative, and their squares are and .
Expanding by bilinearity and symmetry, .
The same expansion at gives .
For a scalar , , so .
Axiom (N1) holds: if and only if , which by positive definiteness says .
Comparing the squares of step 1.2 through step 1.1 and using monotonicity of squaring on the nonnegatives yields , with equality exactly in the proportional case of step 1.1; this is clause 1.
Adding the identities of step 1.3 and step 1.4 gives , which is clause 3.
Subtracting the identity of step 1.4 from that of step 1.3 gives , which is clause 4 after dividing by .
Both and are nonnegative and by step 1.5 have equal squares, so , which is axiom (N2).
By step 2.1 the middle term of step 1.3 satisfies , so .
Both and are nonnegative, so step 3.1 and monotonicity of squaring give , which is axiom (N3).
Steps 2.4, 1.6 and 4.1 are exactly (N1), (N2) and (N3), so is a norm on for every , and for the metric it induces is ; this is clause 2, and with steps 2.1, 2.2 and 2.3 all four clauses are proved.
Remarks
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Which route to the triangle inequality was taken. The proof above obtains (N3) by expanding and applying Cauchy-Schwarz. The alternative is to quote Minkowski's inequality for finite sums (rational exponent) at the rational exponent , which states the same inequality directly; that route is equally legitimate and is the one Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page uses for a general exponent. Only one of the two is used here, so no statement is proved twice.
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Clause 1 holds at , where it reads , and the equality case is then satisfied by every pair , the condition quantifying over no indices. Clause 2 also holds at , the zero space carrying exactly one norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). What is not available at is the metric of as the set of functions , and , , are metrics on it, which is why the last sentence of clause 2 carries .
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Clauses 3 and 4 are what the companion page uses. The parallelogram law is an identity satisfied by every norm of the form , so a norm violating it is not of that form; that is how the companion page rules out on . Polarisation says the inner product carries no information the norm does not.
The -norms for rational , and
Definition
Let and let be the function space of The Euclidean inner product on , with for .
The -norm, for a rational exponent
Let with . For put
where is the absolute value (Absolute value in an ordered field), the sum is the finite sum of Finite sums and finite products, by recursion, and both powers are the rational powers of Rational powers of a positive base.
Every power written here is defined. Each base is a nonnegative real and , so is given by Rational powers of a positive base for and by its supplementary clause for ; the sum of these nonnegative terms is nonnegative (Laws of finite sums and finite products clause 4), and is a positive rational, so the outer power is defined for the same two reasons. The value does not depend on which representative of or of is used (Rational powers do not depend on the representative).
The exponent is a rational, and that is not a matter of taste. Rational powers of a positive base supplies for a nonnegative base and a rational exponent only; real exponents do not exist at this point in the reading order, and Why real exponents are deferred on the rational-powers page records exactly why. This is also why the published Minkowski inequality Minkowski's inequality for finite sums (rational exponent), which is what makes the triangle inequality work below, is itself stated for rational . No statement on this page is written for ranging over a real interval.
The maximum norm
For and put
the maximum of a nonempty finite set of reals, which exists and is one of its elements (Every nonempty finite set of reals has a maximum and a minimum, Maximum and minimum of a set).
The hypothesis is required and propagates. At the set is empty and has no maximum (Maximum and minimum of a set). This is the same restriction the published as the set of functions , and , , are metrics on it carries, for the same reason, and every statement on this page that mentions inherits it. The -norms for rational carry no such restriction: at each is the empty sum raised to a positive rational power, hence .
The three cases the rest of the page uses
- , since for (Laws of rational exponents, and by the supplementary clause).
- , which is exactly the Euclidean norm of The Euclidean inner product on : the exponent agrees with the integer power, so (Basic properties of the absolute value), and is the unique nonnegative square root of , which is (Rational powers of a positive base, Square roots exist: a unique with ; the positives are ). The two notations denote the same function and no second Euclidean norm is introduced.
- as above, for .
That each of these is a norm in the sense of A norm on a real vector space, the induced metric, and the dictionary with the metric axioms, and that the metrics they induce are exactly the published , and of as the set of functions , and , , are metrics on it, is Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page; it is proved there and is not assumed here.
Remarks
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Why . The triangle inequality for is Minkowski's inequality, and Minkowski's inequality for finite sums (rational exponent) is stated for rational . For the displayed expression is still defined but is not a norm on for ; nothing on this page asserts anything about that range, and the expression is never written with such an exponent.
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Monotonicity in the base is what makes the comparisons below work. For a fixed positive rational the map is strictly increasing on the positive reals (Monotonicity of and of clause 2), so an inequality between nonnegative sums passes through the outer power. That is the only property of rational powers used in the comparison chain of The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for .
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The subscript is a name, not a number. No arithmetic is performed with it, and is not for any exponent; it is a separately defined function that happens to sit at the end of the family. This is the same refusal to extend silently that Intervals of : the nine order-convex forms, nondegeneracy, and length records for the interval notation.
Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page
Statement
Let and let with , with the norms of The -norms for rational , and . Then:
- is a norm on (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).
- For , is a norm on .
- The dictionary. For and all , where , , are the metrics of the published as the set of functions , and , , are metrics on it. So the metric induced by each of these three norms (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms) is the correspondingly named published metric, not merely one equivalent to it.
Consequence, used repeatedly below and stated once here. By clause 3 at , the metric space of the published metric-spaces page and the metric space underlying the normed space of this page are the same object. Hence completeness ( and for with the Euclidean metric are complete, componentwise from the Cauchy criterion in clause 2), Heine-Borel (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line clause 2) and the compactness equivalences (For a metric space, compact, countably compact, limit point compact, sequentially compact, and complete together with totally bounded are all equivalent, given countable choice and dependent choice) are statements about this page's normed space, with their hypothesis inherited unchanged and not weakened. Nothing below cites any of those three theorems for .
Why this lemma exists. Without it the library would hold a norm-induced metric on and a separately published metric on the same set with no recorded relation, and every later citation would have to guess which was meant. The proof of clause 3 is a comparison of two written expressions; the value is that the comparison is made and recorded.
Facts & Assumptions
Given: A natural number , a rational , vectors and a real ; write , so that (The -norms for rational , and , Finite sums and finite products, by recursion).
For clauses 2 and 3, , so that is a nonempty finite set of reals (The -norms for rational , and , as the set of functions , and , , are metrics on it).
Rational powers (Rational powers of a positive base, Laws of rational exponents): for and rationals one has , , , and when ; and for , and .
Monotonicity in the base (Monotonicity of and of clause 2): for a rational and reals one has ; hence implies , the case being trivial, and only for .
Laws of finite sums (Laws of finite sums and finite products, Finite sums and finite products, by recursion): additivity, scaling, monotonicity; a sum of nonnegative terms is nonnegative, each single term is at most such a sum, and a sum of nonnegative terms that vanishes has every term .
Minkowski's inequality for finite sums at rational (Minkowski's inequality for finite sums (rational exponent)): .
Absolute value (Basic properties of the absolute value, Absolute value in an ordered field, The triangle inequality): ; exactly when ; ; ; and .
Maxima (Every nonempty finite set of reals has a maximum and a minimum, Maximum and minimum of a set): a nonempty finite set of reals has a maximum, the maximum belongs to the set and bounds it above, and a set with an upper bound belonging to it has that element as its maximum.
Order arithmetic: multiplying an inequality by a nonnegative real preserves it (Sign rules for products and monotonicity of multiplication in its strict form, together with the case of equality settled by totality), and is transitive (Ordered field).
The norm axioms (N1), (N2), (N3) (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms); agrees with the Euclidean norm of The Euclidean inner product on , and is a norm by Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation; square roots are the rational power at exponent (Square roots exist: a unique with ; the positives are , The -norms for rational , and ).
The published metrics on for are , and , and each is a metric ( as the set of functions , and , , are metrics on it, Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric, The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement).
Proof
Every term is nonnegative, so and is defined and nonnegative.
holds exactly when for every , a vanishing sum of nonnegative terms having every term ; and exactly when , that is exactly when .
For every , , so by scaling of finite sums.
Instantiating [L4] at and , and using , gives , which is axiom (N3) for .
Under [A1] the set is nonempty and finite, so exists, is one of the , and satisfies for every ; in particular .
Under [A1], by the case of the definition, and that is the written expression for .
Under [A1], , using and the identification of the exponent with the nonnegative square root, and that is the written expression for .
Under [A1], by definition, and that is the written expression for .
holds exactly when , since would give and .
Under [A1]: forces and for every , hence ; and . This is (N1) for .
Under [A1]: for every , , and choosing with gives ; so belongs to the set and bounds it above, whence . This is (N2) for .
Under [A1]: for every , ; choosing with gives , which is (N3) for .
By steps 2.1 and 1.2, exactly when for every , that is exactly when ; this is axiom (N1) for .
Steps 2.2, 2.3 and 2.4 are (N1), (N2) and (N3) for under [A1], so clause 2 holds.
If then and both sides of (N2) are by step 3.1; if then , and step 1.3 with the power laws gives ; this is axiom (N2).
Steps 3.1, 4.1 and 1.4 are (N1), (N2) and (N3) for , so clause 1 holds.
Steps 1.6, 1.7 and 1.8 give clause 3, and with steps 5.1 and 3.2 all three clauses are proved; in particular the metric induced by on for is the published , which is the consequence recorded in the Statement.
Remarks
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What the consequence does and does not license. Because the two metric spaces are literally the same, a published theorem about may be quoted here verbatim. It may not be quoted with a weaker hypothesis: and for with the Euclidean metric are complete, componentwise from the Cauchy criterion in , Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line and as the set of functions , and , , are metrics on it are all stated for only, because is a maximum over an empty index set at , and every item on this page that uses one of them carries in its own statement.
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Clause 1 holds at and clause 2 does not apply there. At every is the zero function on the one-element space , which is the unique norm on the zero space (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms); is not defined there at all.
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The route to (N3) differs between the two families, and that is not an accident. For the triangle inequality is Minkowski's inequality, a genuine theorem about rational powers; for it is the elementary argument of step 2.4, that a maximum of sums is at most the sum of the maxima. The second argument is the one that needs a nonempty index set.
Equivalent norms, and the dictionary with equivalent metrics
Definition
Let be a vector space over (Vector space over a field) and let and be norms on (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). and are equivalent when there are reals and with
The constants are not part of the data and are not unique: any smaller and any larger serve as well.
This is an equivalence relation on the norms on
- Reflexive: take .
- Symmetric: from and one gets , dividing by the positive constants (Inverses of positives are positive, and reciprocation reverses order).
- Transitive: if and then , and , , a product of positives being positive.
The dictionary with equivalent metrics
Let and be the induced metrics (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Substituting in the displayed condition gives
which is verbatim the Lipschitz equivalence of and in the sense of Topologically, uniformly and Lipschitz equivalent metrics on a set, with and . That is the strongest of the three tiers that item distinguishes: by Lipschitz equivalence implies uniform equivalence implies topological equivalence, Lipschitz equivalence implies uniform equivalence, which implies topological equivalence. So equivalent norms give
- the same open sets, hence the same closed sets, closures and interiors (The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement);
- the same uniformly continuous maps into and out of (Uniform continuity of a map of metric spaces: one serving every point);
- the same convergent sequences with the same limits, and the same Cauchy sequences (Convergence of a sequence in a metric space: iff in , Cauchy sequence in a metric space).
The last line deserves its two-line verification, since it is used constantly below and is not literally a clause of Lipschitz equivalence implies uniform equivalence implies topological equivalence. If then , so given a rational an index beyond which serves for ; the converse uses in the same way. The Cauchy statement is the same estimate applied to . In particular is complete if and only if is.
Naming. Many texts say strongly equivalent for what Topologically, uniformly and Lipschitz equivalent metrics on a set calls Lipschitz equivalent, and simply equivalent for what it calls topologically equivalent. As there, this library always writes the qualifier for metrics. For norms there is no fork to guard against: the condition displayed above is the only one anyone calls equivalence of norms, and it is always the Lipschitz-strength one.
Remarks
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The converse of the dictionary fails. A metric on that is equivalent to a norm metric need not itself come from a norm: and are metrics uniformly equivalent to , so every metric space carries a bounded metric with the same topology turns any metric into , uniformly equivalent to and bounded, and a bounded metric on a nonzero vector space is not induced by any norm, since absolute homogeneity would make unbounded in (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). So "equivalent to a norm metric" is strictly weaker than "induced by an equivalent norm".
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Equivalence is a statement about a fixed vector space. Two norms on different spaces are never compared. On with the norms , and of The -norms for rational , and are equivalent, with explicit constants proved in The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for ; that every pair of norms on is equivalent is For all norms on are equivalent. Neither statement survives to spaces that are not finite-dimensional, and the companion page carries the witness.
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Equivalence says nothing about the geometry. Equivalent norms have the same convergent sequences and the same open sets; they may still have quite different unit balls, and one of them may come from an inner product while the other does not. Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page records the metric identifications and nothing more.
The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for
Statement
Clause 1 is about an arbitrary norm; clauses 2 to 4 are about with .
- Finite and reverse triangle inequalities. Let be a vector space over and a norm on it (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). For every and every list (Linear combination of a finite list, and the span as the smallest linear subspace containing ), and for all ,
Now let with , let carry the norms of The -norms for rational , and and write for the canonical natural (The canonical natural of a field).
- Every norm is dominated by the -norm. Let be a norm on and put , a maximum over a nonempty finite set of reals (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension , Every nonempty finite set of reals has a maximum and a minimum). Then and
- The comparison chain. For every , In particular , and are pairwise equivalent norms on , with the constants displayed (Equivalent norms, and the dictionary with equivalent metrics).
- Every norm is Lipschitz for the Euclidean metric. With and as in clause 2, is Lipschitz with constant (Lipschitz map, -Hölder map for rational , and contraction, as the set of functions , and , , are metrics on it, The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded), hence uniformly continuous and continuous (Contraction implies Lipschitz implies uniformly continuous implies continuous; every Hölder map is uniformly continuous, and a Lipschitz map on a bounded space is Hölder for every exponent, Continuity of a map between metric spaces, at a point and globally, in the - form).
Where enters. Clauses 2 and 4 need the maximum defining to exist, and clause 3 mentions ; at each is a maximum over the empty index set and does not exist, exactly as in as the set of functions , and , , are metrics on it and The -norms for rational , and . Clause 1 carries no hypothesis on the dimension and no hypothesis on the space.
Facts & Assumptions
Given: A vector space over with a norm (Vector space over a field, A norm on a real vector space, the induced metric, and the dictionary with the metric axioms); and, for clauses 2 to 4, a natural , the space , a norm on it, and vectors .
The norm axioms: exactly when ; ; ; and (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).
Finite sums in a vector space: and (Linear combination of a finite list, and the span as the smallest linear subspace containing ); and (In any vector space , , , , and forces or ).
The induction principle (The principle of mathematical induction).
Laws of finite sums of reals (Laws of finite sums and finite products, Finite sums and finite products, by recursion): additivity, scaling, monotonicity, , a sum of nonnegative terms is nonnegative, and every single term is at most such a sum.
The standard basis: has and for , is an ordered basis of , and every satisfies with coordinate list (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension clauses 1 to 3, A finite list is an ordered basis if and only if every equals for exactly one ; those scalars are the coordinates of in that ordered basis).
Maxima (Every nonempty finite set of reals has a maximum and a minimum, Maximum and minimum of a set): a nonempty finite set of reals has a maximum, which belongs to the set and bounds it above.
The three norms (The -norms for rational , and , Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page): , , , and each induces the correspondingly named published metric.
Cauchy-Schwarz in root form (The Cauchy-Schwarz inequality for finite sums): .
Square roots and squaring (Square roots exist: a unique with ; the positives are , Squaring is monotone on the nonnegatives): every has a unique with ; for , exactly when .
Absolute value (Basic properties of the absolute value): , , , , and equals or .
The canonical natural: for (The canonical natural of a field, Canonical naturals are positive and strictly increasing).
Lipschitz maps and the regularity hierarchy (Lipschitz map, -Hölder map for rational , and contraction, Contraction implies Lipschitz implies uniformly continuous implies continuous; every Hölder map is uniformly continuous, and a Lipschitz map on a bounded space is Hölder for every exponent, Continuity of a map between metric spaces, at a point and globally, in the - form): a map with and is Lipschitz, hence uniformly continuous, hence continuous; (The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded).
Proof
The finite triangle inequality holds by induction on : at both sides are , since and and the empty real sum is ; and if , then .
For : , so ; and , so the same argument with and exchanged gives . Since is one of and , the reverse triangle inequality follows, completing clause 1.
For every : , since every single term of a sum of nonnegative terms is at most the sum; taking nonnegative square roots and using gives .
For every : , again because a single term is at most the sum.
, since for every and a constant list sums to times its value; so .
Instantiating [L8] at and gives .
The set is a nonempty finite set of reals because , so exists, belongs to the set, satisfies for every , and is since every value of is.
, the coordinate list of with respect to the ordered basis being .
is one of the numbers with , so step 1.3 gives .
, using step 1.4 termwise, monotonicity and scaling; taking nonnegative square roots gives .
Applying step 1.1 to the list and then (N2): , the last inequality by monotonicity from step 1.7. This is clause 2.
Steps 2.1, 2.2, 1.5 and 1.6 are the four inequalities of clause 3; since and , they exhibit positive constants in both directions for each of the three pairs, so the three norms are pairwise equivalent.
By step 1.2 applied on , then step 2.3, then step 1.6: .
Since and , step 3.2 says exactly that is Lipschitz with the nonnegative constant , hence uniformly continuous and continuous; this is clause 4, and with steps 1.2, 2.3 and 3.1 all four clauses are proved.
Remarks
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Clause 2 is the half of norm equivalence that costs no compactness. It gives an upper bound for an arbitrary norm in terms of , and hence in terms of by clause 3, by a computation with the standard basis alone. The matching lower bound is where compactness of the unit sphere enters, and that is For all norms on are equivalent.
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The constants of clause 3 are best possible, and the companion page shows it. Nothing here claims sharpness; the attaining vectors are exhibited on the companion page for .
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Clause 1 is stated for a general norm on purpose. It is used below for the Euclidean norm on inside Steinitz's polygonal confinement theorem: finitely many vectors of norm at most summing to can be ordered so that every partial sum has norm at most and for an arbitrary in clause 2, and it is the only statement on this page that needs no hypothesis on the dimension at all.
For all norms on are equivalent
Statement
Let with . Then any two norms on are equivalent (Equivalent norms, and the dictionary with equivalent metrics, A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).
More precisely, for every norm on there are reals and with
and the general statement follows because equivalence of norms is an equivalence relation.
Consequently all the metric notions on are norm independent for : any two norms give the same open sets, the same convergent sequences with the same limits, the same Cauchy sequences and the same uniformly continuous maps (Equivalent norms, and the dictionary with equivalent metrics).
The hypothesis is used twice in the proof and both uses are marked: once so that the constant of The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for exists, and once so that the Euclidean unit sphere is nonempty, which is what the extreme value theorem needs. At the conclusion is true but vacuous, the zero space carrying exactly one norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms), and it is not obtained from the argument below.
Facts & Assumptions
Given: A natural , the space with the norms of The -norms for rational , and and the published metric ( as the set of functions , and , , are metrics on it, Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page), and a norm on ; write .
For : exists with , , , and is continuous as a map (The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for clauses 2, 3, 4).
Equivalence of norms is an equivalence relation, and with is what it means (Equivalent norms, and the dictionary with equivalent metrics).
Heine-Borel in for : a subset of is compact if and only if it is closed and bounded (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line clause 2, Open cover, subcover, compact metric space, and compact subset of a metric space, The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement, Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space).
Extreme value theorem: a continuous real-valued function on a nonempty compact metric space attains a least value (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
Continuity characterisations: a map of metric spaces continuous at every point has closed preimages of closed sets (For a map of metric spaces the following agree: - continuity everywhere, preimages of open sets are open, preimages of closed sets are closed, sequential continuity, and , clause (c)).
Balls, openness and boundedness (Open ball, closed ball and sphere in a metric space, The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement, Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space): is open when every point of has a ball inside ; is bounded when or for some and real .
The norm axioms (N1) and (N2), and nonnegativity of a norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).
The standard basis vector exists for , with and for (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ); hence (The -norms for rational , and , Square roots exist: a unique with ; the positives are ).
Inverses: gives , and trichotomy of the order of (Inverses of positives are positive, and reciprocation reverses order, Complete ordered field (least-upper-bound property)).
Continuity at a point in the - form, and the metric subspace with the restriction of (Continuity of a map between metric spaces, at a point and globally, in the - form, Isometry, isometric embedding, and the subspace metric on a subset, Open cover, subcover, compact metric space, and compact subset of a metric space).
Proof
The singleton is closed: if then and the ball omits , so the complement of is open.
is itself a norm on , so by [L1] applied to it, is continuous.
, since gives ; so is bounded.
, because ; this is where is used, since for there is no index and no such vector. So .
For every and every real , a witnessing continuity of at as a map on also witnesses it for the restriction on the metric subspace , because is the restriction of and the condition is quantified over fewer points; so is continuous.
Put , a real . By [L1], , the last step because .
is the preimage of under the continuous , hence closed in .
is a compact subset of , being closed and bounded.
By the extreme value theorem applied to the nonempty compact metric space and the continuous , there is with for every ; put .
: from we get , so by (N1) for , so by (N1) for , and ; trichotomy leaves .
Let . Then by (N1) and nonnegativity, so and satisfies by (N2); hence and , that is .
For both and are by (N1), so holds for every .
Steps 5.1, 6.1 and 1.6 give with , so every norm on is equivalent to .
Given two norms and on , each is equivalent to by step 7.1, so is equivalent to by symmetry and transitivity of the relation.
Remarks
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What the proof spends, and where it stops. The only nonelementary ingredients are compactness of the Euclidean unit sphere, obtained from Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, and the extreme value theorem A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value. Heine-Borel in is proved by bisection and uses no choice principle, and the extreme value theorem is a theorem of ZF (What each implication between the compactness properties of a metric space costs: which are theorems of ZF, which use countable choice, and which use dependent choice), so this theorem costs no choice either.
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The sphere is where the argument is finite-dimensional. The step that fails outside is step 3.1: closed and bounded gives compact by Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, a theorem about for a natural and about nothing else. The companion page exhibits a real vector space carrying two inequivalent norms, and the same space with a closed bounded set that is not compact. This remark is a statement about this proof and those witnesses; it makes no broader classification claim about normed spaces.
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The constants are not canonical. Nothing in the statement fixes or , and the proof produces one admissible pair, not the best one. Sharp constants for the three named norms on are computed on the companion page.
For a sequence in converges iff each coordinate sequence converges, is Cauchy iff each coordinate sequence is Cauchy, and is complete in every norm
Statement
Let with , let carry the Euclidean metric of as the set of functions , and , , are metrics on it, and let be a sequence in (Convergence of a sequence in a metric space: iff in ). For write for the -th coordinate sequence, a sequence of reals (Sequences of reals: bounded, eventually, frequently, tails, subsequences). Then:
- Convergence is componentwise. For , in if and only if in for every (Limits and Cauchy sequences of reals).
- Cauchyness is componentwise. is Cauchy in (Cauchy sequence in a metric space) if and only if every coordinate sequence is Cauchy in .
- Completeness in every norm. For every norm on (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms) the metric space is complete (Complete metric space: every Cauchy sequence converges in the space).
Clause 3 is obtained by citation and is not reproved here. and for with the Euclidean metric are complete, componentwise from the Cauchy criterion in clause 2 states that is complete, for only, and this theorem carries that hypothesis forward without weakening it; what is added is the passage from to an arbitrary norm, through For all norms on are equivalent and the dictionary of Equivalent norms, and the dictionary with equivalent metrics.
Facts & Assumptions
Given: A natural ; the space with the norms of The -norms for rational , and and the metric ; a sequence in ; a point ; a norm on ; and a rational .
The comparison chain for (The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for clause 3): for every , where (The -norms for rational , and , Every nonempty finite set of reals has a maximum and a minimum, Maximum and minimum of a set).
Convergence and Cauchyness in a metric space, and their agreement on with the real notions (Convergence of a sequence in a metric space: iff in , Cauchy sequence in a metric space, Limits and Cauchy sequences of reals, The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded); rational and real may be used interchangeably in both.
All norms on are equivalent for (For all norms on are equivalent), and equivalent norms have the same convergent sequences with the same limits and the same Cauchy sequences (Equivalent norms, and the dictionary with equivalent metrics).
Limits in a metric space are unique, and every convergent sequence is Cauchy (A sequence in a metric space has at most one limit, Every convergent sequence in a metric space is Cauchy).
A nonempty finite set of naturals has a greatest element, and every nonempty set of naturals has a least element (Every nonempty finite set of reals has a maximum and a minimum, Maximum and minimum of a set, The well-ordering principle).
Proof
For every and every : , the first inequality because bounds the set it is the maximum of.
For every : , and for some .
Conversely suppose for every . Given a rational , the real is positive, so for each the set of indices such that for all is a nonempty set of naturals; let be its least element, a determination rather than a selection, and put , a maximum of a nonempty finite set of naturals.
is complete, by citation and for only.
Let be any norm on . By [L5], and are equivalent, so and have the same Cauchy sequences and the same convergent sequences with the same limits.
For all and : , by steps 1.1 and 1.2 applied to .
Hence a Cauchy sequence in is Cauchy in , converges there by step 1.4, and therefore converges in to the same point; so is complete, which is clause 3.
Suppose in and fix . Given a rational , take with for ; then for , so .
For and every we have ; the maximum of these numbers is one of them, so and hence by step 2.1. Therefore .
The same two estimates prove clause 2 with replaced by throughout: if for then for and every ; and conversely, choosing for each the least beyond which for and taking gives for .
Steps 3.1 and 3.2 are the two directions of clause 1.
Clauses 1, 2 and 3 are steps 4.1, 3.3 and 2.2.
Remarks
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No choice principle is used. The only place a family of indices is produced is steps 1.3 and 3.3, where finitely many indices are obtained, each as the least element of a nonempty set of naturals (The well-ordering principle). A least element is determined by the set, not selected from it.
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What happens at , stated separately because the theorem does not cover it. has exactly one element, the empty function, and is the zero vector space (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension clause 5); by A norm on a real vector space, the induced metric, and the dictionary with the metric axioms it carries exactly one norm, the zero function, whose induced metric is constantly . Every sequence in a one-point metric space is Cauchy and converges to that point, so is complete. That statement is proved here from scratch in this remark and is not obtained from and for with the Euclidean metric are complete, componentwise from the Cauchy criterion in , which is stated for only because is a maximum over an empty index set at . Clauses 1 and 2 are vacuous at , there being no index .
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Clause 1 is the reason the rest of this page can work coordinatewise. Every later item that reduces a statement about or to or statements about passes through it, and each such item therefore carries the hypothesis or in its own statement.
For every bounded sequence in has a convergent subsequence
Statement
Let with and let be a sequence in whose range is a bounded subset of (Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space, as the set of functions , and , , are metrics on it). Then there are a strictly increasing (Sequences of reals: bounded, eventually, frequently, tails, subsequences, A strictly increasing index map satisfies ) and a point with
(Convergence of a sequence in a metric space: iff in ). By For all norms on are equivalent the same statement holds with replaced by the metric of any norm on , boundedness and convergence both being unchanged by that replacement (Equivalent norms, and the dictionary with equivalent metrics).
This is assembled from published theorems and is not proved again by bisection. The bisection is in Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, published at order 120; what is added here is the passage from compactness to sequential compactness and the reading of the conclusion in .
Choice cost: none. Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line is proved by bisection and uses no choice principle, and "compact implies sequentially compact" is a theorem of ZF (In any metric space compactness implies countable compactness and limit point compactness, and each of countable compactness and limit point compactness implies sequential compactness; every implication here is proved without a choice principle). The five-way equivalence For a metric space, compact, countably compact, limit point compact, sequentially compact, and complete together with totally bounded are all equivalent, given countable choice and dependent choice is not used, precisely because it is stated under countable choice and dependent choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain) and would overcharge this corollary; the arrow-by-arrow account is What each implication between the compactness properties of a metric space costs: which are theorems of ZF, which use countable choice, and which use dependent choice.
Facts & Assumptions
Given: A natural ; a sequence in whose range is bounded in .
Boundedness: a nonempty is bounded when for some and real (Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space, Open ball, closed ball and sphere in a metric space).
, is a norm, and for every (Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page, The -norms for rational , and , A norm on a real vector space, the induced metric, and the dictionary with the metric axioms, The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for clause 3).
Closed boxes are compact: for reals the set is a compact subset of (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line clause 1, Open cover, subcover, compact metric space, and compact subset of a metric space).
In ZF, a compact metric space is countably compact and limit point compact, and each of those implies sequential compactness (In any metric space compactness implies countable compactness and limit point compactness, and each of countable compactness and limit point compactness implies sequential compactness; every implication here is proved without a choice principle, Countably compact, sequentially compact and limit point compact metric spaces): every sequence in it has a subsequence converging to a point of it.
A compact subset of is one for which the metric subspace is a compact metric space, being the restriction of (Open cover, subcover, compact metric space, and compact subset of a metric space, Isometry, isometric embedding, and the subspace metric on a subset).
Convergence in a metric space, and inheritance of limits by subsequences (Convergence of a sequence in a metric space: iff in , Subsequences inherit the limit, A strictly increasing index map satisfies ).
Proof
The range of the sequence is nonempty and bounded, so there are and a real with for every .
Put , a real with . By the triangle inequality for the norm, for every .
For every and every : , hence .
Let . Since , is a compact subset of , and by step 3.1 every term lies in .
By [L5] the metric subspace is a compact metric space, and by [L4] it is sequentially compact.
is a sequence in , so there are a strictly increasing and with in .
Since is the restriction of to , the reals and are equal for every , so in as well.
So the bounded sequence has a subsequence converging in , which is the claim.
Remarks
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The case and the published one-dimensional theorem. is the set of functions and is therefore not literally . The map sending to the function with value at is a bijection, and (Square roots exist: a unique with ; the positives are , Basic properties of the absolute value), so is an isometric bijection onto (Isometry, isometric embedding, and the subspace metric on a subset). Under that identification this corollary at and the published Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence are the same statement, and neither is used to prove the other: the published theorem is proved on the real line, and the corollary above is proved from Heine-Borel in .
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Boundedness of the sequence is boundedness of its range, a set, and not a condition on each coordinate separately. The two do agree here: step 3.1 gives one direction, while the reverse follows from in The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for clause 3 after taking the maximum of the finitely many coordinate bounds. What does not follow from bounded coordinates is convergence, and the companion page carries that false statement.
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What sequential compactness gives and what it does not. It produces a convergent subsequence and says nothing about the original sequence. A bounded sequence need not converge, and a sequence with a convergent subsequence need not be bounded; both remarks are already recorded for the real line in Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence.
Vector-valued functions , their limits and continuity, with the dictionary to the metric notions
Definition
Throughout, with , and carries the Euclidean norm of The Euclidean inner product on and The -norms for rational , and , whose induced metric is the published (Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page, as the set of functions , and , , are metrics on it). A function into is called vector-valued.
Continuity
Let be a metric space (Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric), let carry the restricted metric (Isometry, isometric embedding, and the subspace metric on a subset), let and let . Then is continuous at when
with ranging over the positive reals, and continuous on when it is continuous at every point of .
This is not a new notion, and that is the point of writing it down. Since and is the restriction of , the displayed condition is verbatim the condition of Continuity of a map between metric spaces, at a point and globally, in the - form for the map of metric spaces . So every theorem about continuous maps of metric spaces applies to vector-valued functions with no translation, and this library has exactly one notion of continuity here. The same move was made once before, between the -native and the metric notions, in Dictionary: for with the metric , continuity and uniform continuity of agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of is compact in the open-cover sense of exactly when it is a compact metric subspace; this item is that move one dimension up in the codomain.
The two cases used below are with (The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded) and with , for .
Limits, for a real domain
Let , let , let be a limit point of (Limit point, isolated point, adherent point, derived set, and dense subset of ) and let . We say tends to as tends to , and write , when
This is the condition of The - limit of at a limit point of with the absolute value in the codomain replaced by ; as there, the puncture is what makes a point the function need not be defined at, and the hypothesis that is a limit point of is what stops the condition from being satisfied vacuously.
The notation denotes: at most one satisfies the condition. Suppose and both do and . Then by (N1) for (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Take and for this and put . Since is a limit point of there is with (Limit point, isolated point, adherent point, derived set, and dense subset of ), and then
by (N3) and (N2), which trichotomy forbids. So .
Components
For define the -th coordinate projection by , and for the -th component , a real-valued function on .
Each is -Lipschitz (Lipschitz map, -Hölder map for rational , and contraction): for ,
the middle inequality being at (The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for clause 3, or directly because is one term of the sum ). Written in coordinates, is the vector whose -th coordinate is , and in the standard basis (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
Remarks
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The codomain is excluded by the standing hypothesis , and nothing is lost. has exactly one element, so every function into it is constant and every ball condition holds trivially; every such map is continuous and every limit is the unique point. That case is true, uninteresting, and not what this page is about. It is also outside the reach of as the set of functions , and , , are metrics on it, which defines the metrics only for .
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The domain may be any metric space, and this matters twice below. The derivative of The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral needs a real domain, so it uses the limit clause; the companion page's function of two real variables needs the domain , so it uses the continuity clause. Both are instances of the same definition, and neither introduces a second notion.
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When the codomain is , not . These are different sets, being a set of functions . The map sending to the function with value at is an isometric bijection for (Isometry, isometric embedding, and the subspace metric on a subset), and under it the notions above become those of Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point and The - limit of at a limit point of . Every comparison on this page between the vector-valued theory and the one-dimensional theory goes through that identification, stated explicitly each time.
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Convergence of sequences in is not redefined here. It is Convergence of a sequence in a metric space: iff in for , with balls as in Open ball, closed ball and sphere in a metric space, and its componentwise characterisation is For a sequence in converges iff each coordinate sequence converges, is Cauchy iff each coordinate sequence is Cauchy, and is complete in every norm.
A vector-valued function has a limit, or is continuous, if and only if each of its components does; with the algebra of continuous vector-valued functions
Statement
Let with , with vector-valued functions, their components , their limits and their continuity as in Vector-valued functions , their limits and continuity, with the dictionary to the metric notions.
- Continuity is componentwise. Let be a metric space, , and . Then is continuous at if and only if every component is continuous at .
- Limits are componentwise. Let , let be a limit point of (Limit point, isolated point, adherent point, derived set, and dense subset of ), let and let . Then if and only if for every (The - limit of at a limit point of ).
- Algebra. Let , , be as in clause 1, let be continuous at and let . Then and (defined pointwise) are continuous at ; the real-valued function is continuous at (The Euclidean inner product on ); and for every norm on the real-valued function is continuous at (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).
Where is spent. The "if" direction of clauses 1 and 2 divides by , which requires ; and clause 3's last part quotes a bound available only for . The "only if" directions hold for every but say nothing at , there being no index .
Facts & Assumptions
Given: A natural ; a metric space , a subset , a point and functions ; a real ; and a real .
Continuity and limits of vector-valued functions in the - form, the coordinate projections , and for (Vector-valued functions , their limits and continuity, with the dictionary to the metric notions, Continuity of a map between metric spaces, at a point and globally, in the - form, Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric, The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded).
The comparison , and with , together with , all for (The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for clauses 1, 2, 3, The -norms for rational , and , The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
Cauchy-Schwarz: , together with bilinearity and symmetry of the inner product (Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation, The Euclidean inner product on ).
Laws of finite sums (Laws of finite sums and finite products, Finite sums and finite products, by recursion): additivity, scaling, monotonicity, , a sum of nonnegative terms is nonnegative, and each single term is at most such a sum.
A nonempty finite set of reals has a minimum (Every nonempty finite set of reals has a maximum and a minimum, Maximum and minimum of a set); and a family of nonempty sets indexed by a natural number has a choice function, this being a theorem of ZF (Every natural-number-indexed list of nonempty sets has a choice function on its family of values), which is what licenses picking one for each .
Absolute value (Basic properties of the absolute value): , , and .
Proof
For every : for each , and .
If for every and , then : the list has positive terms, so its sum is at least its term at index , hence positive, and additivity gives the strict inequality.
For each the set of positive reals witnessing continuity of at for a given tolerance is nonempty whenever is continuous at , so a choice function on the family indexed by produces simultaneously, with no choice principle used.
For : given , pick for the tolerance at and at and put ; then for , .
For : if then is constant and every serves; otherwise , and a for the tolerance at gives .
For : by [L2], ; so a for the tolerance at serves for .
For : first take with for , so that there.
Suppose is continuous at and fix . Given , take from the definition; for with , step 1.1 gives . So is continuous at .
Conversely suppose every is continuous at . Given , the real is positive; by step 1.3 choose for each with whenever and , and put .
By bilinearity, , so Cauchy-Schwarz and step 1.7 give for every with .
For with : each , so by steps 1.1 and 1.2, . Hence is continuous at , and clause 1 is proved.
Clause 2 is the same two estimates with replaced by , by , and the condition by : step 1.1 gives for the forward direction, and steps 1.1, 1.2 give for the converse, with the minimum of radii obtained as in step 2.2.
Put and take positive with both and for ; then step 2.3 bounds the difference by , so is continuous at .
Steps 1.4, 1.5, 1.6 and 3.3 are clause 3, and with steps 3.1 and 3.2 all three clauses are proved.
Remarks
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Why the algebra is proved here rather than quoted. The published Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function and Sums, scalar multiples, products and quotients of function limits, the quotient under the hypothesis that the denominator limit is nonzero are stated for real-valued functions on a subset of , and the domain in clause 3 is a subset of an arbitrary metric space; quoting them for a metric domain would be a citation to an item for a claim it does not make. The estimates in steps 1.4 to 3.3 are the same ones, written out. When the domain is a subset of , clause 1 and Dictionary: for with the metric , continuity and uniform continuity of agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of is compact in the open-cover sense of exactly when it is a compact metric subspace identify the two readings, and the published theorems may then be used on the components.
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Clause 3 is what makes the mean value inequality work. The auxiliary function of The mean value inequality: if is continuous and differentiable on with , then is continuous exactly by the inner-product part of clause 3, applied with the constant function .
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Nothing here is a sequential argument, so no choice principle is used beyond the finitely many simultaneous selections of steps 1.3, 2.2 and 3.3, which are covered by Every natural-number-indexed list of nonempty sets has a choice function on its family of values, a theorem of ZF.
The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral
Definition
Throughout, with , and vector-valued functions, their components and their limits are as in Vector-valued functions , their limits and continuity, with the dictionary to the metric notions.
The derivative
Let , let and let be a limit point of (Limit point, isolated point, adherent point, derived set, and dense subset of ). The difference quotient of at is the vector-valued function
the scalar multiple being that of the vector space (The vector space of all functions with pointwise operations, and as the case ); the division is legitimate because gives . As in The derivative of at a point that is a limit point of , and differentiability on a set, is a limit point of as well, since a punctured neighbourhood of omits .
is differentiable at when exists in , and then the derivative is
The notation denotes a single vector. At most one satisfies the limit condition, as proved in Vector-valued functions , their limits and continuity, with the dictionary to the metric notions; this is the vector-valued form of the obligation At a limit point of the domain a function has at most one limit discharges for real-valued functions and A sequence in a metric space has at most one limit for sequences.
The intrinsic form is the definition; the componentwise form is a theorem. For the -th component of is , which is the real difference quotient of at (The derivative of at a point that is a limit point of , and differentiability on a set). So by A vector-valued function has a limit, or is continuous, if and only if each of its components does; with the algebra of continuous vector-valued functions clause 2:
is differentiable at if and only if every is differentiable at , and then for every .
Nothing below reverses this order of presentation: the intrinsic limit is what is defined, and the coordinates are read off it.
Algebra of derivatives. If are differentiable at and , then and are differentiable at with and : read componentwise through the displayed equivalence, these are clauses 1 and 2 of the published Sums, scalar multiples, products and quotients: , , , and when .
The integral
Let with and let (Intervals of : the nine order-convex forms, nondegeneracy, and length). is integrable on when every component is bounded (Lower bound, bounded below, bounded set) and Darboux integrable in the sense of The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation , and then
That really is an element of . In this library is the set of functions (The vector space of all functions with pointwise operations, and as the case ), not a set of tuples, so the displayed assignment is literally an element of it; each value is a single real by The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation . In the standard basis (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ) the same object is .
Oriented limits. Following The integral with oriented limits: and componentwise, set
so that for all in an interval on which is integrable. The clauses do not overlap with the case , so nothing has to be checked for consistency, exactly as in The integral with oriented limits: and .
Linearity. If are integrable and then is integrable with
since each side has -th coordinate and respectively, and those agree by Integrable functions on form a set closed under sums and scalar multiples, and .
Restriction and splitting. If is integrable on then it is integrable on every nondegenerate closed subinterval with , and for , ; both are the componentwise readings of A function integrable on is integrable on every closed subinterval and For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , applied to each and reassembled coordinate by coordinate.
Remarks
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The two halves are independent. The derivative clause needs no integral and the integral clause needs no derivative; they are collected in one item because they are the two constructions of the one-dimensional theory that transfer to by the same move, and because If is differentiable with integrable then ; and a bounded derivative makes Lipschitz is what joins them.
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Why the intrinsic derivative is stated first. The componentwise formula is the one used in computations, but it is tied to the standard basis, whereas the limit of the difference quotient is not. The intrinsic form is the one that survives when the domain is enlarged from an interval to a subset of , which is a later page of this track.
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No norm appears in either definition. The derivative is a limit in , and by For all norms on are equivalent the same limits are obtained from any other norm, so the notion does not depend on the choice (The -norms for rational , and , The Euclidean inner product on ). The integral is defined coordinatewise and mentions no metric at all.
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Integrability of is a separate matter and is not part of this definition: it is proved, together with the inequality it belongs to, in For and integrable when , ; for , is integrable.
For and integrable when , ; for , is integrable
Statement
Let with , let with and let . If , assume that is integrable (The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral). Then:
- if , the real-valued function is integrable on (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation , The -norms for rational , and );
The hypothesis is not decoration. With the orientation convention of The integral with oriented limits: and and The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, interchanging the limits changes the sign of the right-hand side but not of the left, so for the correct statement is ; the displayed inequality as written is false in that case. This is the same trap the scalar inequality of If are integrable on then so are , , , and , and carries.
Clause 1 is a genuine obligation and is discharged before the estimate. That each is integrable does not by itself say that is; the square root has to be brought in through If is integrable on with values in and is continuous on , then is integrable.
Facts & Assumptions
Given: A natural , reals , a function that is integrable when , with components , and the vector ; write , so that (The Euclidean inner product on , The -norms for rational , and ).
The vector-valued integral is componentwise: when , is integrable exactly when every is bounded and Darboux integrable, and then ; (The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation , The integral with oriented limits: and , Lower bound, bounded below, bounded set).
Linearity of the integral: integrable functions on are closed under sums and scalar multiples, and (Integrable functions on form a set closed under sums and scalar multiples, and ).
Monotonicity of the integral: for and integrable on , ; and an integrable has (If on and both are integrable then ; and ).
Products and squares: if are integrable on then so are , and (If are integrable on then so are , , , and , and ).
Composition: if is integrable on with values in and is continuous on , then is integrable on (If is integrable on with values in and is continuous on , then is integrable, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
Square roots (Square roots exist: a unique with ; the positives are , Squaring is monotone on the nonnegatives): every has a unique with , and is strictly increasing on the nonnegatives, hence injective there.
Continuous inverse theorem: a continuous injective function on an order-convex subset of is a bijection onto its order-convex image, whose inverse is continuous (Continuous inverse theorem: a continuous injective on an interval is a bijection onto the order-convex set , and the inverse is continuous and strictly monotone in the same sense as , Intervals of : the nine order-convex forms, nondegeneracy, and length); and is continuous (Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function).
Cauchy-Schwarz and the inner product: is bilinear and symmetric, , , and (The Euclidean inner product on , Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation, A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).
Laws of finite sums and induction (Laws of finite sums and finite products, Finite sums and finite products, by recursion, The principle of mathematical induction).
Order arithmetic: gives , a product of nonnegatives is nonnegative, and (Inverses of positives are positive, and reciprocation reverses order, Basic properties of the absolute value).
Proof
If then and by the oriented convention, so clause 2 reads and holds, while clause 1 says nothing in that case; assume from here on.
Each component is bounded and integrable on , so each is integrable.
Pointwise, by Cauchy-Schwarz.
By induction on , every finite sum is integrable, the empty sum being the constant and each successor step adding one integrable function. Hence is integrable.
The real-valued function is integrable, being a finite sum of scalar multiples of the integrable , and by linearity applied times .
for every , being a finite sum of squares, and is bounded above: each is bounded by some , so . Thus takes its values in .
The map is continuous and injective on the order-convex set , with image ; by the continuous inverse theorem its inverse , , is continuous on .
for every , so is integrable on ; this is clause 1.
Both sides of step 1.3 are integrable on , so monotonicity and linearity give .
If then , while because pointwise and ; so clause 2 holds in this case.
If then , so multiplying the inequality of step 6.1 by the positive gives , which is clause 2 in this case.
The two cases of steps 6.2 and 7.1 exhaust the possibilities for , so clause 2 holds; with step 5.1 both clauses are proved.
Remarks
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The case split at is mandatory. Step 6.1 delivers only , and dividing by is illegitimate when that number is . Many textbook presentations divide without comment; the missing case is genuinely separate, and it is the one where the right-hand side has to be shown nonnegative on its own.
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Why the inner-product route rather than a componentwise estimate. Bounding each coordinate of separately and reassembling gives a constant depending on ; the argument above gives the sharp inequality with no constant, and it uses only bilinearity, Cauchy-Schwarz and monotonicity of the integral. The companion page checks the inequality numerically on an explicit curve and shows it is strict there.
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Clause 1 is where the hypotheses of If is integrable on with values in and is continuous on , then is integrable are checked, one by one: is integrable, its values lie in a closed bounded interval, and the outer function is continuous on that interval. The order of that theorem's hypotheses matters — continuous after integrable — and it is respected here.
The mean value inequality: if is continuous and differentiable on with , then
Statement
Let with , let with , and let be continuous on and differentiable at every point of as a function on (Vector-valued functions , their limits and continuity, with the dictionary to the metric notions, The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, Intervals of : the nine order-convex forms, nondegeneracy, and length). Let with satisfy
Then
No integrability of is assumed, so the theorem applies to every differentiable ; that is why it is proved from the scalar mean value theorem rather than from For and integrable when , ; for , is integrable. If is differentiable with integrable then ; and a bounded derivative makes Lipschitz records the comparison between the two routes.
The equality form is not asserted, and for it is false. There need be no with ; the companion page carries a differentiable witness on . The produced in the proof below depends on the fixed vector and is a mean value point of the real function , not of .
Facts & Assumptions
Given: A natural , reals , a function continuous on and differentiable on , a real bounding on , the vector , and the real-valued function , .
The inner product is bilinear and symmetric, , and (The Euclidean inner product on , The -norms for rational , and ).
Componentwise continuity and differentiability: is continuous at a point exactly when every is, and differentiable at a point exactly when every is, with (A vector-valued function has a limit, or is continuous, if and only if each of its components does; with the algebra of continuous vector-valued functions clause 1, The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, The derivative of at a point that is a limit point of , and differentiability on a set, Limit point, isolated point, adherent point, derived set, and dense subset of ).
For a real domain, the metric notion of continuity and the notion of Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point agree (Dictionary: for with the metric , continuity and uniform continuity of agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of is compact in the open-cover sense of exactly when it is a compact metric subspace clause 1).
Algebra of continuous real functions: sums and scalar multiples of functions continuous at a point are continuous there (Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function clause 1).
Algebra of derivatives: sums and scalar multiples of functions differentiable at a point are differentiable there, with and (Sums, scalar multiples, products and quotients: , , , and when clauses 1 and 2); and a differentiable function is continuous (A function differentiable at is continuous at ).
The mean value theorem: for continuous on with and differentiable on there is with (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
Laws of finite sums and induction (Laws of finite sums and finite products, Finite sums and finite products, by recursion, The principle of mathematical induction).
Order arithmetic: ; a product of nonnegatives is nonnegative; and gives , so an inequality may be multiplied by a positive real (Inverses of positives are positive, and reciprocation reverses order).
Proof
Every component is continuous on in the sense of Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point and differentiable at every point of , with .
by the coordinate formula for the inner product.
, by bilinearity.
By Cauchy-Schwarz and the bound on , .
If then while , so the conclusion holds.
By induction on , each partial sum is continuous on and differentiable on with derivative : the empty sum is the constant , and each successor step adds one scalar multiple of a function that is continuous and differentiable by step 1.1.
Hence is continuous on , differentiable at every point of , and for .
By the mean value theorem applied to there is with .
Combining steps 1.3 and 4.1, .
Since , multiplying the inequality of step 1.4 by and using step 5.1 gives .
If then , and multiplying step 6.1 by the positive real gives .
The two cases of steps 1.5 and 7.1 exhaust the possibilities for , so .
Remarks
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What the auxiliary function buys. The scalar mean value theorem produces a point at which one real function has its average slope. Applying it to for the particular turns that into a statement about , at the cost of the equality becoming an inequality. The loss is not an artefact of the proof: the equality form is genuinely false for , and the companion page's curve on is a differentiable witness.
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The bound is sharp. No constant smaller than works in general; the companion page exhibits a curve for which the inequality is an equality.
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The case split at is where the statement would otherwise be incomplete, exactly as in For and integrable when , ; for , is integrable. When the left-hand side is and nothing is divided.
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is a hypothesis, not a deduction. It follows from at any single , and is nonempty here because ; it is stated anyway so that the conclusion reads as a genuine bound, in the style of If is continuous on an interval and at every interior point, then for all , so is Lipschitz with constant and uniformly continuous on .
If is differentiable with integrable then ; and a bounded derivative makes Lipschitz
Statement
Let with and let with .
- Fundamental theorem, second part, in . Let be differentiable at every point of as a function on (The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral), and suppose is integrable. Then
- A bounded derivative gives a Lipschitz function. Let be continuous on and differentiable at every point of , and let satisfy for every . Then that is, is Lipschitz with constant as a map (Lipschitz map, -Hölder map for rational , and contraction, The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded, as the set of functions , and , , are metrics on it).
Facts & Assumptions
Given: A natural , reals , and a function with the hypotheses of the clause under discussion; points .
The vector-valued derivative and integral are componentwise: , and is integrable exactly when every is, with ; equality of two elements of is equality of all their coordinates (The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, A vector-valued function has a limit, or is continuous, if and only if each of its components does; with the algebra of continuous vector-valued functions).
The second fundamental theorem: if is differentiable on with and is integrable on , then (The second fundamental theorem: if is differentiable on with and is integrable, then , The derivative of at a point that is a limit point of , and differentiability on a set).
The mean value inequality on a subinterval (The mean value inequality: if is continuous and differentiable on with , then ): for , continuous on and differentiable on with there, .
Restricting the domain of a function preserves a limit and its value, the - condition then quantifying over fewer points; in particular if is differentiable at as a function on and is a limit point of , then the restriction of to is differentiable at with the same derivative (The - limit of at a limit point of , Vector-valued functions , their limits and continuity, with the dictionary to the metric notions, Limit point, isolated point, adherent point, derived set, and dense subset of , Intervals of : the nine order-convex forms, nondegeneracy, and length).
Norms and the induced metric: , , and (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms, The -norms for rational , and , Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page); and (The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded, Basic properties of the absolute value).
Lipschitz maps: is Lipschitz with constant when for all (Lipschitz map, -Hölder map for rational , and contraction).
Proof
Under the hypotheses of clause 1, each component is differentiable at every point of with derivative , and each is integrable on .
Under the hypotheses of clause 2, if in then restricted to is continuous on and differentiable at every point of with the same derivative, since and every point of is a limit point of .
Applying [L2] to and gives for every .
Under the hypotheses of clause 2, for in the mean value inequality applies on and gives .
The -th coordinate of is and the -th coordinate of is ; by step 2.1 these agree for every , so the two vectors are equal, which is clause 1.
If then ; and if then step 2.2 applied with the roles exchanged gives , and while .
Steps 2.2 and 3.2 cover all pairs , so always; since and , this is exactly the Lipschitz condition with constant , which is clause 2.
Remarks
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Two routes to the mean value inequality, and why the other one was taken. When happens to be integrable, clause 1 together with For and integrable when , ; for , is integrable gives the last step by monotonicity of the integral. That is a second proof of The mean value inequality: if is continuous and differentiable on with , then under an extra hypothesis. The theorem is proved the other way, from the scalar mean value theorem, precisely because it then needs no integrability at all: it applies to every differentiable . The point is not academic — the companion page's witness for the failure of the equality form is differentiable and is nowhere assumed integrable.
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When is integrable? Continuity of suffices, each component being then continuous and hence integrable, which is the classical form of clause 1 and is what Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive supplies for the scalar case. Clause 1 as stated is stronger: it asks only for integrability, exactly as The second fundamental theorem: if is differentiable on with and is integrable, then does.
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The scalar case of clause 2 is already published as If is continuous on an interval and at every interior point, then for all , so is Lipschitz with constant and uniformly continuous on , for a function on an order-convex subset of . Clause 2 is its analogue on a closed bounded interval, and it is proved from the vector mean value inequality rather than by applying the scalar statement coordinatewise, which would give the worse constant .
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Additivity is not needed above but is available, so that clause 1 may be applied on any subinterval and the pieces reassembled (For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , The integral with oriented limits: and ).
Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums
Definition
Let with , so that carries the Euclidean metric ( as the set of functions , and , , are metrics on it, Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page). A sequence of vectors is a function , written with ; as everywhere in this library contains and a sequence is indexed from (Sequences of reals: bounded, eventually, frequently, tails, subsequences, Convergence of a sequence in a metric space: iff in ).
Partial sums and convergence
The partial sums of are
the finite sum of the vector space (Linear combination of a finite list, and the span as the smallest linear subspace containing ), so and . No third notion of finite sum is introduced: by The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension clause 1 the vector sum is computed pointwise, for , the right-hand side being the real finite sum of Finite sums and finite products, by recursion.
The series converges to when in (Convergence of a sequence in a metric space: iff in ), and then is the sum, written . The symbol denotes a single vector, because a sequence in a metric space has at most one limit (A sequence in a metric space has at most one limit). The series diverges when does not converge.
Absolute convergence
converges absolutely when the real series converges (Series, partial sums, convergence and the sum, divergence, and the tail series); since (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms), this is a statement about a series of nonnegative terms, exactly as in Absolutely convergent and conditionally convergent series, and the general starting index.
The choice of norm is immaterial. If is any norm on then for fixed (For all norms on are equivalent, Equivalent norms, and the dictionary with equivalent metrics), so converges exactly when does, both being series of nonnegative terms. The notion defined above therefore depends on and not on the norm chosen to test it.
Rearrangement and the set of rearrangement sums
Let be a bijection (Injection, surjection, bijection). The rearrangement of along is the series of the sequence , verbatim as in Rearrangement of a series along a bijection of , and unconditional convergence one dimension down. The set of rearrangement sums of is
Taking to be the identity shows that a convergent has its own sum in , so for a convergent series.
Agreement with the one-dimensional theory
is the set of functions and is not literally . The map sending to the function with value at is a bijection; it preserves addition and scalar multiplication, since both are computed pointwise (Vector space over a field, The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ), and , so it is an isometric bijection (Isometry, isometric embedding, and the subspace metric on a subset). Under that identification, and for :
- the partial sums above are the partial sums of Series, partial sums, convergence and the sum, divergence, and the tail series;
- convergence and the sum are those of Series, partial sums, convergence and the sum, divergence, and the tail series;
- absolute convergence is that of Absolutely convergent and conditionally convergent series, and the general starting index, since ;
- rearrangement is that of Rearrangement of a series along a bijection of , and unconditional convergence;
- is the image under of the set of rearrangement sums that the published remark The same question in : what the set of rearrangement sums looks like, and why that answer is not reachable at this point in the reading order writes .
Every comparison on this page between and the published one-dimensional theory goes through this identification, and it is stated each time.
Remarks
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Where comes from. Convergence is tested with , and as the set of functions , and , , are metrics on it defines the metrics on only for . The algebra above — partial sums, rearrangement, the set as a set of vectors — makes sense at as well, but nothing on this page is asserted there.
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Convergence is componentwise. By For a sequence in converges iff each coordinate sequence converges, is Cauchy iff each coordinate sequence is Cauchy, and is complete in every norm clause 1 and the pointwise formula for partial sums, converges to if and only if the real series converge, with sums . That is the form every proof below uses, and it is what reduces the vector theory to the published scalar theory rather than duplicating it.
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Unconditional convergence is not defined here. The one-dimensional notion is Rearrangement of a series along a bijection of , and unconditional convergence, and over it coincides with absolute convergence (For a series of real numbers, unconditional convergence and absolute convergence are the same property). Whether that coincidence survives to for is not settled anywhere on this page, and nothing here asserts it in either direction. What is proved is that absolute convergence implies convergence of every rearrangement to the same sum (An absolutely convergent series in converges, and every rearrangement converges to the same sum).
An absolutely convergent series in converges, and every rearrangement converges to the same sum
Statement
Let with and let be a sequence in whose series converges absolutely (Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums). Then:
- converges; write .
- For every bijection (Injection, surjection, bijection) the rearranged series converges absolutely, with .
- Consequently : the set of rearrangement sums is a single point.
This is the analogue of the published one-dimensional statements, not a generalisation of their proofs. If converges then converges and Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum are proved on the real line; everything below reduces to them coordinatewise, or to completeness of .
Facts & Assumptions
Given: A natural ; a sequence in with convergent; the vector partial sums and the real partial sums ; a bijection of ; a rational .
Series of vectors, absolute convergence, rearrangement and (Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums); partial sums are computed pointwise, (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension clause 1, Finite sums and finite products, by recursion).
The finite triangle inequality for a norm, , and the coordinate bound for (The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for clauses 1 and 3, A norm on a real vector space, the induced metric, and the dictionary with the metric axioms, The -norms for rational , and ).
Splitting of finite sums: for , , and the same identity in read pointwise (Laws of finite sums and finite products clause 3, Finite sums and finite products, by recursion, The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension clause 1).
is complete for , , and a sequence converging in a metric space is Cauchy (For a sequence in converges iff each coordinate sequence converges, is Cauchy iff each coordinate sequence is Cauchy, and is complete in every norm clause 3, Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page, as the set of functions , and , , are metrics on it, Complete metric space: every Cauchy sequence converges in the space, Cauchy sequence in a metric space, Every convergent sequence in a metric space is Cauchy, The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded).
The direct comparison test: if from some index on and converges, then converges (If eventually, convergence of gives convergence of , and divergence of gives divergence of , Series, partial sums, convergence and the sum, divergence, and the tail series).
Dirichlet's rearrangement theorem: if converges absolutely then for every bijection of the series converges with the same sum as , and converges with the same sum as (Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum, Absolutely convergent and conditionally convergent series, and the general starting index).
Absolute convergence implies convergence for real series, and a convergent series of nonnegative terms is absolutely convergent, its terms being their own absolute values (If converges then converges, Absolutely convergent and conditionally convergent series, and the general starting index).
Proof
For : and , both by splitting, the vector identity being the pointwise reading of the real one.
The real sequence converges by hypothesis, hence is Cauchy in : for every rational there is with for all .
For every and every : .
Likewise is the rearrangement along of , a convergent series of nonnegative terms and therefore absolutely convergent, so converges; that is, converges absolutely.
Hence by the finite triangle inequality.
By step 1.3 and the comparison test, the real series converges for every ; so each coordinate series converges absolutely.
By steps 2.1 and 1.2, for we get , and the same bound with and exchanged; so is Cauchy in .
Fix a bijection . For every the sequence is the rearrangement along of the sequence ; by step 2.2 the latter series converges absolutely, so Dirichlet's theorem gives that converges with the same sum as .
Since is complete, the Cauchy sequence converges; that is, converges, which is clause 1. Write for its sum.
By clause 1 applied to the sequence , which converges absolutely by step 1.4, the series converges; and by step 3.2 each coordinate of its sum equals the corresponding coordinate of , so its sum is . This is clause 2.
By clause 2 every rearrangement of converges to , and the identity bijection shows ; so , which is clause 3.
Remarks
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Two independent routes to clause 1 are available and only one is used. The proof above uses completeness of together with the finite triangle inequality. The alternative is to run step 2.2 first and reassemble by For a sequence in converges iff each coordinate sequence converges, is Cauchy iff each coordinate sequence is Cauchy, and is complete in every norm clause 1, using If converges then converges on each coordinate. The two give the same theorem; mixing them would prove clause 1 twice.
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The published Cauchy criterion for series (A series converges iff for every there is with for all ) is the standard packaging of step 1.2 and would serve in its place; the proof uses the plainer statement that a convergent real sequence is Cauchy, so that the index bookkeeping stays visible.
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Clause 3 is the half of the rearrangement question this theorem settles. For an absolutely convergent series the set of rearrangement sums is as small as it can be. What looks like when the series converges without converging absolutely is taken up in The set of rearrangement sums of a convergent series in is a nonempty subset of the affine subspace , which proves a containment and no more; see Conventions of this page, the standing hypothesis, and what is taken up elsewhere in the reading order for exactly what this page does and does not settle.
The subspace of directions along which a series converges absolutely, and its orthogonal complement
Definition
Let with and let be a sequence in (Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums). Define
the inner product being the Euclidean one (The Euclidean inner product on ) and the series that of Series, partial sums, convergence and the sum, divergence, and the tail series. Elements of are the summing directions of : those for which the real series of the projections converges absolutely (Absolutely convergent and conditionally convergent series, and the general starting index). Both sets depend on the sequence ; when several are in play the notation is and .
Phrased with the inner product, deliberately. Abstract linear maps are already defined in Linear map between vector spaces over the same field, so a linear functional can be read as a linear map into . This library does not yet define the dual space or prove that every such functional on is represented by an inner product with a vector. Writing with Euclidean directions avoids presupposing that agreement, and nothing on this page depends on it.
Both are linear subspaces
is a linear subspace of (Linear subspace of a vector space). It is nonempty: for every by bilinearity, and the series with all terms converges. For and , bilinearity and the absolute value laws give
(Basic properties of the absolute value), and the series of the right-hand side converges by Convergent series add and scale termwise clauses 1 and 2, so the left-hand series converges by the comparison test (If eventually, convergence of gives convergence of , and divergence of gives divergence of , the terms being nonnegative). By the one-step subspace test (One-step subspace test: a nonempty is a linear subspace if and only if for all and ), is a linear subspace.
is a linear subspace of . It contains , and for , and , bilinearity gives ; again One-step subspace test: a nonempty is a linear subspace if and only if for all and applies. Equivalently is the intersection of the linear subspaces over , a nonempty family since , and The intersection of a nonempty family of linear subspaces of is a linear subspace of gives the same conclusion.
is everything exactly when the series converges absolutely
If converges absolutely then . For any , Cauchy-Schwarz gives (Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation), and converges by Convergent series add and scale termwise clause 2; the comparison test gives .
Conversely, if then converges absolutely. Each standard basis vector lies in , and (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension , The Euclidean inner product on ), so each real series converges. A finite sum of convergent series converges, by Convergent series add and scale termwise clause 1 and induction on the number of summands (The principle of mathematical induction, Laws of finite sums and finite products, Finite sums and finite products, by recursion), so converges; and (The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for clause 3, The -norms for rational , and ), so converges by the comparison test.
That equivalence is what makes the containment theorem below contain An absolutely convergent series in converges, and every rearrangement converges to the same sum as a special case: absolute convergence gives , hence (any satisfies and so by positive definiteness), and the affine subspace below collapses to a point.
Affine subspaces
At this point in the reading order the general definition is not yet available, so the Euclidean instance is fixed here; the later Affine subspaces as translates of linear subspaces supplies the general definition. For a linear subspace and , the affine subspace through with direction is the coset
A coset is determined by together with any one of its points. If , say with , then : every lies in because is closed under addition, and every lies in because is closed under addition and under multiplication by (Linear subspace of a vector space, Vector space over a field). In particular if and only if .
Remarks
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always, so is never empty and is never larger than by accident. At the other extreme, if then , the condition on being vacuous apart from .
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The definition does not presuppose convergence of , and neither nor mentions the sum. Convergence is a hypothesis of the theorems that use them, not of the definition.
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No orthogonal decomposition is claimed. Nothing here asserts that is the direct sum of and , or that . Those are statements of the theory of inner product spaces and orthogonality, which is planned for a page earlier in the plan order that is not yet built, and no item on this page uses them. What is used is only that is a linear subspace and that for , .
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The name. is the set of directions in which the series is absolutely summable; along a direction outside the projected real series converges conditionally at best, and it is exactly there that rearrangement can move the sum.
Steinitz's polygonal confinement theorem: finitely many vectors of norm at most summing to can be ordered so that every partial sum has norm at most
Statement
Let with , let and let be a finite list of vectors with
Then there is a bijection (Injection, surjection, bijection) such that
where is the canonical natural of (The canonical natural of a field) and the sums are the finite sums of the vector space (Linear combination of a finite list, and the span as the smallest linear subspace containing ).
The bound depends only on the dimension, not on . That is the whole content: the triangle inequality alone gives only , which grows with the number of vectors used.
Which Steinitz result this is. This is Steinitz's polygonal confinement
lemma, the rearrangement lemma of his 1913 paper on conditionally convergent
series. It is not the Steinitz exchange lemma of linear algebra, which is
published in this library as thm-steinitz-exchange and carries the alias
lem-steinitz. The two are unrelated results by the same author, and no item on
this page uses the bare alias.
Facts & Assumptions
Given: Naturals and ; a list with for and . Every finite list below is extended by beyond its range, so that the finite sums of Finite sums and finite products, by recursion apply verbatim; a list into is summed in the vector space (Linear combination of a finite list, and the span as the smallest linear subspace containing ).
Norm facts: is a norm on , , , and the finite triangle inequality (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms, The -norms for rational , and , Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page, Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation, The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for clause 1).
Laws of finite sums of reals (Laws of finite sums and finite products, Finite sums and finite products, by recursion): additivity, scaling, splitting for with , monotonicity, , and the fact that a single term of a sum of nonnegative terms is at most the sum.
Finite sums in are computed pointwise: for (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension clause 1), so every identity between real finite sums yields the corresponding identity between -valued ones; and two elements of are equal exactly when all their coordinates are (The vector space of all functions with pointwise operations, and as the case , Vector space over a field, In any vector space , , , , and forces or ).
The induction principle (The principle of mathematical induction) and the well-ordering principle: every nonempty subset of has a least element (The well-ordering principle).
A nonempty finite set of reals has a maximum and a minimum, each an element of the set (Every nonempty finite set of reals has a maximum and a minimum, Maximum and minimum of a set, The nonempty finite subsets of are exactly the listable ones).
Dimension count: has a basis with elements (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension clauses 2 and 4, Finite-dimensional vector space, and its dimension ; infinite-dimensional means having no finite basis), so every linearly independent subset of is finite with at most elements (If has a spanning set with elements, then every linearly independent subset of is finite with at most elements; in particular has no linearly independent subset equinumerous with , Linear independence: a finite list is independent when forces every , and a subset is independent when every injective finite list into is independent, Finite, countably infinite, countable, uncountable, Equinumerous sets, and , The pigeonhole principle on ).
The canonical natural (The canonical natural of a field, Canonical naturals are positive and strictly increasing): by the recursion clause, for by claim 3 there and trivially when or , is strictly increasing, and for .
Order arithmetic: gives ; an inequality may be multiplied by a nonnegative real; and trichotomy (Inverses of positives are positive, and reciprocation reverses order).
Proof
Deleting one entry from a finite sum. Let , let , let , and let be the list with for and for . Then : splitting the left side at and again at gives , and splitting the right side at gives , and the two agree.
The easy case . Take to be the identity of , a bijection. For the finite triangle inequality and give , since and is increasing. So the theorem holds in this case, and we assume from here on.
Stage data. For call a pair admissible at when is injective, vanishes at every , satisfies for , and satisfies and .
Stage is admissible. Take the identity of and for , for ; here because , and gives . Then and .
The estimate for , for an arbitrary ordering. For every bijection and every , the finite triangle inequality gives .
The reindexing identity. For every , every , every injective and every vanishing at every outside the image of , one has . This is proved by induction on , with , and universally quantified. At the only injective has and both sums are empty. At , write : if is not in the image of then and maps into , so the inductive hypothesis applies directly; and if for the unique such , then and the list of step 1.1 is an injective map off whose image vanishes on , so the inductive hypothesis gives , while step 1.1 applied to gives ; adding to the first identity yields the claim.
The feasible set at is nonempty. Let be admissible at with , and let be the set of all vanishing at every , with for , and . The scalar is defined and lies in , since and ; and lies in .
Both identities hold verbatim for lists with values in , since a vector identity is the conjunction of its coordinate identities and the coordinates of a vector finite sum are the real finite sums of the coordinates.
The minimal number of fractional coordinates. Call -simple when there is an injective with for every outside the image of . The set contains , taking to be the identity of , so is a nonempty set of naturals and has a least element ; fix and an injective witnessing it.
Two consequences used repeatedly. Taking and a bijection of in step 2.1 gives for every ; and taking to vanish off the image of an injective gives , both in and in .
Every marked coordinate is strictly fractional. For every one has : otherwise , and then , an injective map off whose image takes values in , would witness that is -simple, contradicting minimality of .
Suppose , towards a contradiction. Define by for and .
The list is linearly dependent: there is , not identically , with . If is not injective, say with , take , and otherwise; the list then vanishes off and sums to by step 4.1. If is injective, its image is a subset of equinumerous with , hence not linearly independent by [L6]; so some injective list is linearly dependent, giving not identically with , and setting when and otherwise turns that into by step 4.1, the list vanishing off the image of the injective map the unique with .
The step length. Let be the least with , which exists because is not identically . Define by if , by if , and by if ; every is a positive real by step 4.2. Put , a minimum over a nonempty finite set of reals, so and for some ; choosing that if and otherwise, there is with and .
Reading the coordinates of step 5.1. The coordinate gives , and the coordinates give in .
The moved point. Define by if for the unique with that property, and otherwise. Then for every : outside the image of nothing changes; at with one has ; with one has ; and with the value is unchanged.
The moved point is feasible. The list vanishes at every off the image of and takes the value at , so step 4.1 gives ; likewise the -valued list vanishes off that image and takes the value at , so . Hence and , so .
The contradiction. By step 5.2, . So , an injective map , witnesses that is -simple: off the image of the value lies in , and at it lies in as just shown. This contradicts the minimality of , so the supposition of step 4.3 is untenable and .
The support bound. There is with . Suppose instead that for every ; then off the image of the value lies in and is positive, hence equals . Put for and for , so vanishes at every off the image of and satisfies for by step 4.2, while by [L7].
By step 4.1, . If this is the empty sum , contradicting . If then every term of is positive, so that sum is at least its term at index and hence positive, whence using step 8.1. Either way or , both impossible; so some is .
Descending one stage. With as in step 9.1, put and , extended by beyond . Then is injective with image , for , and by step 1.1 in both its real and its vector form, and . So is admissible at .
Iterating. Starting from the admissible pair of step 1.4 at and applying step 11.1 once for each from down to , one obtains admissible pairs for every with , with and a single element. This is a recursion of length , each stage determined by the previous one together with finitely many determinations (a least natural, a minimum of a finite set of reals), so no choice principle is involved.
The ordering. Define by for and, for each with , the unique element of . The images increase from , of size , to , gaining exactly one element at each stage, so is injective with image , that is a bijection, and for every with the set is exactly .
Both enumerations give the same partial sum. Fix with and let be for and otherwise. Then vanishes at every off the image of the injective list on , and also off the image of , so step 4.1 applied twice gives .
The estimate for . Since , additivity gives ; each coefficient is nonnegative, so the finite triangle inequality and give .
By steps 14.1 and 15.1 the bound holds for , and by step 1.5 it holds for ; together with the case of step 1.2, the required bijection has been exhibited in every case.
Remarks
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The support bound of steps 9.1 and 10.1 is the step most write-ups omit. From one gets only that the support of has at most elements, which is no information at all. What rules out equality is that the quantities would then be strictly positive at each of at most marked indices while summing to ; that is exactly the computation in steps 9.1 and 10.1, and without a coordinate the descending construction does not start.
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Where the dimension enters, and only there. The single place the number is used is step 5.1, where vectors in are linearly dependent. The extra coordinate constantly is what converts the constraint into a linear condition, so that one dependence delivers both identities of step 6.1 at once.
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No choice principle is used. The construction is a recursion of length ; at each stage the objects produced are a least natural number (The well-ordering principle) and a minimum of a nonempty finite set of reals (Every nonempty finite set of reals has a maximum and a minimum), both determined rather than selected, and the pair of step 3.2 is a single selection from a nonempty set at each of finitely many stages.
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The reindexing identity of step 2.1 is proved here rather than cited. Laws of finite sums and finite products is stated for sums over an initial segment of and carries no invariance clause, and no lemma available to this page gives the form step 2.1 needs — an injective with the summand vanishing at every off its image. That form is therefore proved here. Step 2.1 contains permutation invariance as the special case with a bijection.
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The constant is not claimed to be optimal. What is proved is that some ordering keeps every partial sum inside the ball of radius ; on an explicit list of six unit vectors in the companion page exhibits one ordering that meets the bound — with room to spare, so the bound is not attained there — and another that violates it, so the theorem is seen to say something.
The set of rearrangement sums of a convergent series in is a nonempty subset of the affine subspace
Statement
Let with , let be a sequence in whose series converges (Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums) and write . Let and be as in The subspace of directions along which a series converges absolutely, and its orthogonal complement . Then:
- Nonemptiness. , so .
- Containment. the affine subspace through with direction (The subspace of directions along which a series converges absolutely, and its orthogonal complement ). Equivalently, for every rearrangement sum .
- The absolutely convergent case. If converges absolutely then , , the affine subspace is the single point , and .
- The one-dimensional conditionally convergent case. Let and identify with as in Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums. If converges conditionally (Absolutely convergent and conditionally convergent series, and the general starting index) then , , and the containment of clause 2 is an equality, , by the published The Riemann series theorem: a conditionally convergent real series has, for every , a rearrangement with sum , and rearrangements diverging to , to , and oscillating with any prescribed in .
What this theorem does not say, stated here and repeated in the Remarks. It proves a containment and nothing more. Whether is all of when is not settled anywhere on this page, and no item on this page asserts anything about it in either direction. Clause 4 is the case , where the answer is supplied by a published theorem about the real line; it is not evidence for any statement in higher dimensions.
Facts & Assumptions
Given: A natural ; a sequence in with convergent of sum ; a bijection of ; a vector ; the partial sums and .
Series of vectors, absolute convergence, rearrangement, , and the identification of with (Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums, Rearrangement of a series along a bijection of , and unconditional convergence, Injection, surjection, bijection, Isometry, isometric embedding, and the subspace metric on a subset).
and are linear subspaces; means converges; exactly when converges absolutely; and denotes the coset of a linear subspace (The subspace of directions along which a series converges absolutely, and its orthogonal complement , Linear subspace of a vector space).
The inner product is bilinear and symmetric, , positive definiteness gives only for , and Cauchy-Schwarz gives (The Euclidean inner product on , Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation, The -norms for rational , and , A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).
Laws of finite sums and the induction principle (Laws of finite sums and finite products, Finite sums and finite products, by recursion, The principle of mathematical induction); finite sums in are pointwise (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension clause 1).
Dirichlet's rearrangement theorem: an absolutely convergent real series has, for every bijection of , a rearrangement converging to the same sum (Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum, Absolutely convergent and conditionally convergent series, and the general starting index).
The Riemann series theorem: a conditionally convergent real series has, for every , a rearrangement converging to (The Riemann series theorem: a conditionally convergent real series has, for every , a rearrangement with sum , and rearrangements diverging to , to , and oscillating with any prescribed in clause 1); and over a convergent series is absolutely convergent or conditionally convergent and not both (For a series of real numbers, unconditional convergence and absolute convergence are the same property, Absolutely convergent and conditionally convergent series, and the general starting index).
Convergence in and in , uniqueness of limits, and the componentwise criterion (Convergence of a sequence in a metric space: iff in , Limits and Cauchy sequences of reals, A sequence in a metric space has at most one limit, For a sequence in converges iff each coordinate sequence converges, is Cauchy iff each coordinate sequence is Cauchy, and is complete in every norm).
An absolutely convergent series in converges, every rearrangement converges to the same sum, and is then a single point (An absolutely convergent series in converges, and every rearrangement converges to the same sum).
Absolute value and order arithmetic: , , and gives (Basic properties of the absolute value, Inverses of positives are positive, and reciprocation reverses order).
Proof
The identity map of is a bijection and the rearrangement along it is the original series, so and clause 1 holds.
For every and every finite list , : at both sides are , and the successor step is additivity of the inner product in its second argument.
If in then in , since , so a tolerance on the right serves for on the left.
Now let and suppose converges conditionally, so the real series converges and diverges. For , and ; if then convergence of would give convergence of after multiplying by the positive , which is false, so forces ; and does lie in . Hence .
Let , say for a bijection , and let . By steps 1.2 and 1.3, , so the real series converges with sum .
In the same way , so converges with sum .
With the condition defining is , which holds for every , so and .
The real sequence is the rearrangement along of the sequence , and the latter series converges absolutely because ; so by Dirichlet's theorem the two series have the same sum.
By the Riemann series theorem applied to the conditionally convergent real series , every real is the sum of some rearrangement of it; transporting along the identification of with , every element of lies in . So , which with steps 1.4 and 2.3 is clause 4.
Combining steps 2.1, 2.2 and 3.1 gives , hence by bilinearity.
Since was arbitrary, , that is ; as was arbitrary, clause 2 holds.
Suppose converges absolutely. Then , so any satisfies and hence ; thus and . Moreover by [L8], so clause 3 holds and the containment of clause 2 is an equality in this case.
Clauses 1, 2, 3 and 4 are steps 1.1, 5.1, 6.1 and 3.2.
Remarks
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This theorem proves containment only, and the reverse inclusion is not proved, assumed, or asserted anywhere on this page. For the question whether every point of is a rearrangement sum is open as far as this library is concerned. It is not open in the mathematical literature, and this page deliberately states nothing about what the literature says, exactly as the published The same question in : what the set of rearrangement sums looks like, and why that answer is not reachable at this point in the reading order declines to. What is missing here is machinery, not effort: every route known to the author of this page passes through the orthogonal decomposition of a finite-dimensional inner product space and through a separation argument for convex sets, and neither exists in this library — the first belongs to a page earlier in the plan order that is not yet built, and the second to no planned page at all. See Conventions of this page, the standing hypothesis, and what is taken up elsewhere in the reading order.
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The title claims exactly clause 2 and clause 1, and no more. A title asserting that is the affine subspace would assert the reverse inclusion, which is not proved here.
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Clause 4 is the published one-dimensional dichotomy seen from this page. Over a convergent series is either absolutely convergent, and then is everything and is a point (clause 3), or conditionally convergent, and then is and is the whole line (clause 4). Both extremes are consistent with clause 2, and both are equalities; that is a fact about dimension , where a linear subspace of is or everything and there is no room in between.
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What the containment already rules out. Even without the reverse inclusion, clause 2 forbids a rearrangement sum from leaving the affine subspace. That is enough to refute the naive analogue of the Riemann series theorem, and the companion page does so with an elementary witness, using clause 2 and nothing further.
Conventions of this page, the standing hypothesis, and what is taken up elsewhere in the reading order
1. The standing hypothesis $n \ge 1$, and exactly where it comes from
The published as the set of functions , and , , are metrics on it defines together with the metrics , , only for , and says why: at the value would be a maximum over the empty index set, which does not exist. Everything downstream of that item inherits the hypothesis, and this page inherits it too. In particular and for with the Euclidean metric are complete, componentwise from the Cauchy criterion in and Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line are stated for and are never cited here for all .
The boundary runs between the algebra and the metric, not where a reader would guess. The following items of this page carry no hypothesis on the dimension:
- A norm on a real vector space, the induced metric, and the dictionary with the metric axioms — including the observation that the zero space carries exactly one norm;
- The Euclidean inner product on , whose sum is the empty sum at ;
- Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation, all four of whose clauses hold for every , apart from the closing sentence of clause 2 identifying the induced metric with ;
- Equivalent norms, and the dictionary with equivalent metrics, which is about an arbitrary real vector space;
- clause 1 of Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page, that each with rational is a norm;
- clause 1 of The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for , the finite and reverse triangle inequalities for a norm on any real vector space.
The remaining items all carry (or for the codomain of a vector-valued function), and each states it in its own Statement: The -norms for rational , and for ; clauses 2 and 3 of Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page; clauses 2, 3, 4 of The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for ; For all norms on are equivalent; For a sequence in converges iff each coordinate sequence converges, is Cauchy iff each coordinate sequence is Cauchy, and is complete in every norm; For every bounded sequence in has a convergent subsequence; Vector-valued functions , their limits and continuity, with the dictionary to the metric notions; A vector-valued function has a limit, or is continuous, if and only if each of its components does; with the algebra of continuous vector-valued functions; The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral; For and integrable when , ; for , is integrable; The mean value inequality: if is continuous and differentiable on with , then ; If is differentiable with integrable then ; and a bounded derivative makes Lipschitz; Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums; An absolutely convergent series in converges, and every rearrangement converges to the same sum; The subspace of directions along which a series converges absolutely, and its orthogonal complement ; Steinitz's polygonal confinement theorem: finitely many vectors of norm at most summing to can be ordered so that every partial sum has norm at most ; and The set of rearrangement sums of a convergent series in is a nonempty subset of the affine subspace .
Where a statement about is nevertheless true, it is proved here from scratch rather than imported: see the second remark of For a sequence in converges iff each coordinate sequence converges, is Cauchy iff each coordinate sequence is Cauchy, and is complete in every norm for completeness of .
2. The exponent of a $p$-norm is rational
Rational powers of a positive base supplies for a positive base and any rational exponent, together with for rational ; real exponents do not exist at this point in the reading order; Why real exponents are deferred on the rational-powers page records why. Consequently The -norms for rational , and defines for rational only, and the published Minkowski inequality it rests on is itself stated for rational . No statement on this page is written with ranging over a real interval, and the phrase "for " appears nowhere.
3. $\mathbb{R}^{n}$ is a function space
is the set of functions (The vector space of all functions with pointwise operations, and as the case , as the set of functions , and , , are metrics on it), so is not literally : its elements are functions on the one-element set . Every comparison on this page between the theory in and the published one-dimensional theory therefore goes through the isometric bijection sending to the function with value at , and each item that makes such a comparison states the identification explicitly: For every bounded sequence in has a convergent subsequence, Vector-valued functions , their limits and continuity, with the dictionary to the metric notions, Series of vectors in , absolute convergence, rearrangement, and the set of rearrangement sums and The set of rearrangement sums of a convergent series in is a nonempty subset of the affine subspace . Coordinates are indexed from throughout, as The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension fixes.
4. What is taken up elsewhere in the reading order
Each item below is a statement about where material sits in this library's reading order, and none of them is a claim about mathematics that this library denies.
- Linear maps, the operator norm, and "a linear map between finite-dimensional normed spaces is Lipschitz". Abstract linear maps are defined on the earlier linear-algebra page in Linear map between vector spaces over the same field. This page neither defines an operator norm nor proves that every linear map between finite-dimensional normed spaces is Lipschitz. The later total-derivative treatment uses a concrete Euclidean formulation; identifying that formulation with the abstract definition requires an explicit agreement argument rather than a second silent meaning of "linear map".
- Inner product spaces and orthogonality. The Euclidean inner product on defines the concrete Euclidean form on and claims nothing about abstract inner product spaces: orthonormal bases, Gram-Schmidt, orthogonal projection, orthogonal complements of arbitrary subspaces and the decomposition all belong to a page earlier in the plan order that is not yet built. In particular nothing on this page asserts that is the direct sum of and (The subspace of directions along which a series converges absolutely, and its orthogonal complement ).
- Uniform convergence, the total derivative, and integration over subsets of all come later in this track.
- The classical mean value witness. The crispest counterexample to the equality form of the mean value theorem for vector-valued functions is on . The trigonometric functions are introduced later in the reading order than this page, so the companion page uses the polynomial curve on instead. The substitution is recorded in the companion item that carries the witness, not here, so that a reader meeting the polynomial curve is told at once why the classical one is absent. The witness refutes the vector-valued equality generalisation of The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ; the inequality that survives is The mean value inequality: if is continuous and differentiable on with , then .
5. The open half of the rearrangement question
The set of rearrangement sums of a convergent series in is a nonempty subset of the affine subspace proves that the set of rearrangement sums of a convergent series in is nonempty and contained in the affine subspace , and Steinitz's polygonal confinement theorem: finitely many vectors of norm at most summing to can be ordered so that every partial sum has norm at most proves Steinitz's polygonal confinement lemma in full. The reverse inclusion is not proved on this page, and this page asserts nothing about it in either direction, for any . No recorded-not-proved item has been created for it either.
The obstruction is machinery and not effort. Every route to the reverse inclusion known to the author of this page reduces first to the case by an orthogonal projection, which needs the orthogonal decomposition named in §4, and then runs a separation argument for convex sets in , which exists nowhere in this library and is owned by no planned page. When both exist, the discharge is an addition to this page, not a new page.
The published The same question in : what the set of rearrangement sums looks like, and why that answer is not reachable at this point in the reading order raised this question on the series page and declined to state what the literature answers; this page answers the part it can and continues to decline the rest. What a reader is protected from meanwhile is the wrong guess: the companion page refutes outright the naive analogue of the Riemann series theorem, using the containment half and nothing more.
6. A naming collision worth stating once
Steinitz's polygonal confinement theorem: finitely many vectors of norm at most summing to can be ordered so that every partial sum has norm at most is Steinitz's polygonal confinement lemma
from his 1913 paper on conditionally convergent series. It is not the
Steinitz exchange lemma of linear algebra, which is published in this library
under the id thm-steinitz-exchange and additionally carries the alias
lem-steinitz. The two are different theorems by the same author; the ids do not
collide, and no item on this page uses the bare alias.
5 · Examples, counterexamples and false statements
None yet.
Sources
Standard references
Recommended treatments; not extraction sources.
- Norm (mathematics) (Wikipedia)
- Normed vector space (Wikipedia)
- J. Demmel, MA221 Lecture 3: Vector Norms
- G. Zitelli, Math 641 Functional Analysis, Part I
- Dot product (Wikipedia)
- Euclidean space (Wikipedia)
- Cauchy-Schwarz inequality (Wikipedia)
- Parallelogram law (Wikipedia)
- Polarization identity (Wikipedia)
- Lp space (Wikipedia)
- Minkowski inequality (Wikipedia)
- Equivalence of metrics (Wikipedia)
- Lipschitz continuity (Wikipedia)
- Heine-Borel theorem (Wikipedia)
- Complete metric space (Wikipedia)
- Bolzano-Weierstrass theorem (Wikipedia)
- Vector-valued function (Wikipedia)
- Continuous function (Wikipedia)
- J. Lebl, Basic Analysis I, Section 8.4
- MAT237 Multivariable Calculus, Section 1.2: Limits and continuity
- APEX Calculus, Section 12.2: Calculus and Vector-Valued Functions
- Riemann integral (Wikipedia)
- Stephen Semmes, Some Basic Topics in Analysis, Sections 8.1.2–8.1.3
- Robert Gressman, Advanced Analysis, Integrating Vector-Valued Functions; Jensen's Inequality
- Mean value theorem (Wikipedia)
- Fundamental theorem of calculus (Wikipedia)
- Series (mathematics) (Wikipedia)
- Absolute convergence (Wikipedia)
- T. Banakh, A Simple Inductive Proof of the Levy-Steinitz Theorem
- Riemann series theorem (Wikipedia)
- Levy-Steinitz theorem (Wikipedia)
- Linear subspace (Wikipedia)
- Ernst Steinitz (Wikipedia), for the 1913 paper in which the rearrangement lemma appears
- T. Oertel, J. Paat and R. Weismantel, A Colorful Steinitz Lemma with Applications to Block Integer Programs