Bourbaki

§ 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 SfS_f of positive linear forms on E, each being an extension of f. If h∈Sfh \in S_f then the values h(a)h(a) for a∈Ea \in E lie in the interval [α′,α′′][\alpha', \alpha''], where

α′=sup⁡z∈V,z≤af(z),α′′=inf⁡y∈V,y≥af(y). \alpha' = \sup_{z \in V, z \leq a} f(z), \quad \alpha'' = \inf_{y \in V, y \geq a} f(y).

I. Special case.

Suppose firstly that E=V+RaE = V + \mathbf{R}a. Since the proposition is trivial if a∈Va \in V, we confine ourselves to the case a∉Va \notin V. The conditions on V imply that the set A′′A'' of y∈Vy \in V such that a≤ya \leq y is not empty; similarly the set A′A' of z∈Vz \in V such that −z≥−a-z \geq -a (\emph{i.e.} z≤az \leq a) is not empty. For y∈A′′y \in A'' and z∈A′z \in A', we have z≤a≤yz \leq a \leq y, and thus by hypothesis f(z)≤f(y)f(z) \leq f(y). Thus α′,α′′\alpha', \alpha'' are finite and α′≤α′′\alpha' \leq \alpha''. Any linear form f1f_1 on E that extends ff is completely determined by f1(a)f_1(a) and for all λ∈R\lambda \in \mathbf{R} and all x∈Vx \in V, we have

f1(x+λa)=f(x)+λf1(a). f_1(x + \lambda a) = f(x) + \lambda f_1(a).

Thus f1f_1 is positive if and only if the relations

x∈V,λ∈R,x+λa≥0 x \in V, \quad \lambda \in \mathbf{R}, \quad x + \lambda a \geq 0

imply

f(x)+λf1(a)≥0. f(x) + \lambda f_1(a) \geq 0.

As f(μx)=μf(x)f(\mu x) = \mu f(x) and the relations x≥0x \geq 0 and μx≥0\mu x \geq 0 are equivalent for μ>0\mu > 0, it is sufficient to show that (2) implies (3) in the particular cases λ=0,λ=1\lambda = 0, \lambda = 1 and λ=−1\lambda = -1. For λ=0\lambda = 0, the fact that (2) implies (3) follows from the hypothesis that ff is positive. For λ=1\lambda = 1, to say that (2) implies (3) means that for −x∈A′-x \in A', we have f1(a)≥f(−x)f_1(a) \geq f(-x), \emph{i.e.} f1(a)≥α′f_1(a) \geq \alpha'; for λ=−1\lambda = -1, (2) implies (3), means that for x∈A′′x \in A'', we have f(x)≥f1(a)f(x) \geq f_1(a), \emph{i.e.} f1(a)≤α′′f_1(a) \leq \alpha''. The proposition is therefore proved in this case.

II. General case.

Let F\mathfrak{F} be the set of pairs (W,g)(W, g) where WW is a vector subspace of EE containing VV and gg is a positive linear form on WW which is an extension of ff. We order F\mathfrak{F} putting (W,g)≤(W′,g′)(W, g) \leq (W', g') if W⊂W′W \subset W' and if g′g' is an extension of gg. Clearly F\mathfrak{F} is inductive and by th. 2 of S, III, § 2.4, there is a maximal element (W0,g0)(W_0, g_0). Suppose W0≠EW_0 \neq E. Then there exists a vector b∉W0b \notin W_0, and, if W1=W0+RbW_1 = W_0 + \mathbf{R}b, the special case above shows that there exists a positive linear form on W1W_1 which is an extension of g0g_0; this contradicts the hypothesis that (W0,g0)(W_0, g_0) is maximal. Thus W0=EW_0 = E, and the first part of the proposition is proved. When a∈Va \in V, the second assertion is obviously true with α′=α′′=f(a)\alpha' = \alpha'' = f(a); if, on the contrary, a∉Va \notin V and one puts V1=V+RaV_1 = V + \mathbf{R}a, the second assertion follows from the special case I of the proof.

Corollary

In a topological vector space EE with a compatible preorder structure, let PP be the set of elements ≥0\geq 0 in EE. Let VV be a vector subspace of EE containing at least one interior point x0x_0 of PP. Then every positive linear form on VV can be extended to a positive linear form on EE.

By prop. 1 it is sufficient to show that for every x∈Ex \in E, there exists x′∈Vx' \in V such that x′−x∈Px' - x \in P. Now let UU be a neighbourhood of 00 in EE such that x0+U⊂Px_0 + U \subset P. Then x+x0+U⊂x+Px + x_0 + U \subset x + P, and, hence there exists ε\varepsilon such that 0<ε<10 < \varepsilon < 1 and the point y=x0+(1−ε)xy = x_0 + (1 - \varepsilon)x belongs to x+Px + P; then every point of the form x+λ(y−x)x + \lambda(y - x) belongs to x+Px + P for λ>0\lambda > 0. If we take λ=1/ε\lambda = 1/\varepsilon, then x+λ(y−x)=λx0∈Vx + \lambda(y - x) = \lambda x_0 \in V, from which the conclusion follows.

The conclusion of the corollary is not necessarily valid if one does not assume that VV contains an interior point of PP, even if EE is of finite dimension and if P∩VP \cap V contains points interior in VV (II, p. 91, exerc. 25, b)).

2. The Hahn-Banach theorem (analytic form)

Theorem 1 (Hahn-Banach)

Let pp be a sub-linear function on a vector space EE. Let VV be a vector subspace of EE and ff a linear form on VV such that, for all y∈Vy \in V, we have f(y)≤p(y)f(y) \leq p(y). Then there exists a linear form hh on EE that is an extension of ff and such that h(x)≤p(x)h(x) \leq p(x) for x∈Ex \in E.

The set of pairs (x,a)(x, a) such that p(x)≤ap(x) \leq a is a convex subset PP of the vector space E1=E×RE_1 = E \times \mathbf{R} (II, p. 17, prop. 19), and it is clearly a pointed cone. Let V1V_1 be the subspace V×RV \times \mathbf{R} of E1E_1 and g(y,a)=−f(y)+ag(y, a) = -f(y) + a for each point (y,a)∈V1(y, a) \in V_1. Then gg is a positive linear form for the preorder structure on V1V_1 defined by P∩V1P \cap V_1; for if (y,a)∈P∩V1(y, a) \in P \cap V_1, then a≥p(y)≥f(y)a \geq p(y) \geq f(y), therefore g(y,a)≥0g(y, a) \geq 0. Next let (x,a)∈E1(x, a) \in E_1; we show that (x,a)(x, a) is less than a point of V1V_1 for the preorder defined by PP. If (x′,a′)∈V1(x', a') \in V_1 then (x,a)≤(x′,a′)(x, a) \leq (x', a') if, and only if, p(x′−x)≤a′−ap(x' - x) \leq a' - a, taking a′≥p(−x)+aa' \geq p(-x) + a, we see that (0,a′)(0, a') of V1V_1 satisfies the requirements. Thus we can apply prop. I of II, p. 21; there is a linear form uu on E1E_1 extending gg and positive for the preorder defined by PP. Therefore u(0,1)=g(0,1)=1u(0, 1) = g(0, 1) = 1 and uu is of the form u(x,a)=−h(x)+au(x, a) = -h(x) + a, where hh is a linear form on EE that extends ff; further, for all x∈Ex \in E and all a≥p(x)a \geq p(x), we have h(x)≤ah(x) \leq a, therefore h(x)≤p(x)h(x) \leq p(x). Q.E.D.

Corollary 1

— Let pp be a semi-norm on the vector space EE. Let VV be a vector subspace of EE and ff a linear form on VV such that ∣f(y)∣≤p(y)|f(y)| \leq p(y) for all y∈Vy \in V. Then there exists a linear form hh defined on EE which is an extension of ff and is such that ∣h(x)∣≤p(x)|h(x)| \leq p(x) for x∈Ex \in E.

For a semi-norm qq and a linear form gg on EE, the relation g≤qg \leq q is the same as ∣g∣≤q|g| \leq q. The corollary follows from th. 1.

Corollary 2

— Let pp be a semi-norm on the vector space EE. Given a point x0∈Ex_0 \in E, there exists a linear form ff defined over EE, such that f(x0)=p(x0)f(x_0) = p(x_0) and that ∣f(x)∣≤p(x)|f(x)| \leq p(x) for all x∈Ex \in E.

Apply cor. 1 to the vector subspace, VV, generated by x0x_0 and to the linear form ξx0↦ξp(x0)\xi x_0 \mapsto \xi p(x_0) defined over VV.

Corollary 3

— Let VV be a vector subspace of the normed space EE and let ff be a continuous linear form over VV; then there exists a continuous linear form hh defined over EE which extends ff and is of the same norm (GT, X, § 3.2).

Apply cor. 1, taking p(x)=∥f∥⋅∥x∥p(x) = \|f\| \cdot \|x\|, which gives ∥h∥≤∥f∥\|h\| \leq \|f\|; but clearly ∥h∥≥∥f∥\|h\| \geq \|f\|, 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.

Transcribed from the printed volume. Not translated.