§ 3. The hahn-banach theorem (analytic form)
1. Extension of positive linear forms
Proposition 1
— Let E be a preordered vector space and V be a vector subspace of E such that every element of E is bounded above by an element of V. Given a linear form f on V that is positive for the preordered vector space structure of V (induced by that of E) there exists a non-empty set of positive linear forms on E, each being an extension of f. If then the values for lie in the interval , where
I. Special case.
Suppose firstly that . Since the proposition is trivial if , we confine ourselves to the case . The conditions on V imply that the set of such that is not empty; similarly the set of such that (\emph{i.e.} ) is not empty. For and , we have , and thus by hypothesis . Thus are finite and . Any linear form on E that extends is completely determined by and for all and all , we have
Thus is positive if and only if the relations
imply
As and the relations and are equivalent for , it is sufficient to show that (2) implies (3) in the particular cases and . For , the fact that (2) implies (3) follows from the hypothesis that is positive. For , to say that (2) implies (3) means that for , we have , \emph{i.e.} ; for , (2) implies (3), means that for , we have , \emph{i.e.} . The proposition is therefore proved in this case.
II. General case.
Let be the set of pairs where is a vector subspace of containing and is a positive linear form on which is an extension of . We order putting if and if is an extension of . Clearly is inductive and by th. 2 of S, III, § 2.4, there is a maximal element . Suppose . Then there exists a vector , and, if , the special case above shows that there exists a positive linear form on which is an extension of ; this contradicts the hypothesis that is maximal. Thus , and the first part of the proposition is proved. When , the second assertion is obviously true with ; if, on the contrary, and one puts , the second assertion follows from the special case I of the proof.
Corollary
In a topological vector space with a compatible preorder structure, let be the set of elements in . Let be a vector subspace of containing at least one interior point of . Then every positive linear form on can be extended to a positive linear form on .
By prop. 1 it is sufficient to show that for every , there exists such that . Now let be a neighbourhood of in such that . Then , and, hence there exists such that and the point belongs to ; then every point of the form belongs to for . If we take , then , from which the conclusion follows.
The conclusion of the corollary is not necessarily valid if one does not assume that contains an interior point of , even if is of finite dimension and if contains points interior in (II, p. 91, exerc. 25, b)).
2. The Hahn-Banach theorem (analytic form)
Theorem 1 (Hahn-Banach)
Let be a sub-linear function on a vector space . Let be a vector subspace of and a linear form on such that, for all , we have . Then there exists a linear form on that is an extension of and such that for .
The set of pairs such that is a convex subset of the vector space (II, p. 17, prop. 19), and it is clearly a pointed cone. Let be the subspace of and for each point . Then is a positive linear form for the preorder structure on defined by ; for if , then , therefore . Next let ; we show that is less than a point of for the preorder defined by . If then if, and only if, , taking , we see that of satisfies the requirements. Thus we can apply prop. I of II, p. 21; there is a linear form on extending and positive for the preorder defined by . Therefore and is of the form , where is a linear form on that extends ; further, for all and all , we have , therefore . Q.E.D.
Corollary 1
— Let be a semi-norm on the vector space . Let be a vector subspace of and a linear form on such that for all . Then there exists a linear form defined on which is an extension of and is such that for .
For a semi-norm and a linear form on , the relation is the same as . The corollary follows from th. 1.
Corollary 2
— Let be a semi-norm on the vector space . Given a point , there exists a linear form defined over , such that and that for all .
Apply cor. 1 to the vector subspace, , generated by and to the linear form defined over .
Corollary 3
— Let be a vector subspace of the normed space and let be a continuous linear form over ; then there exists a continuous linear form defined over which extends and is of the same norm (GT, X, § 3.2).
Apply cor. 1, taking , which gives ; but clearly , and the corollary follows.
The conclusion of cor. 3 is not necessarily valid for continuous linear mappings of a normed space into an arbitrary normed space (IV, p. 55, exerc. 16, c) and V, p. 65, exerc. 22).
Exercises
See the exercises for § 3.