Let u∈L2(E;F). Then
∥u∥1= supv∈L2(E;F)∣⟨v∣u⟩∣,
∥v∥⩽1
the least upper bound being taken in R+∪{+∞}.
Let B=(ei)i∈I be an orthonormal basis of the initial space Ker(u)∘ of u,C=(fi)i∈I an orthonormal family in F and (αi)i∈I a family in (R+∗)I such that u(ei)=αifi for every i∈I (Cor. 2 of IV, p. 150). The family (αi)i∈I is square-summable since u belongs to L2(E;F) (Cor. 4 of IV, p. 165). Let (ej)j∈J be an orthonormal basis of E extending (ei)i∈I.
Let L be a finite subset of I. Let vL be the continuous finite-rank linear mapping of E into F defined by
vL(x)=i∈L∑⟨ei∣x⟩fi
for every x in E. We have ∥vL∥⩽1 and vL∈L2(E;F). Moreover, for every j∈J, we have vL(ej)=0 if j∈/L and vL(ej)=fj if j∈L. Thus
∣⟨vL∣u⟩∣=∣Tr(vL∗u)∣=∣∑j∈J⟨vL(ej)∣u(ej)⟩∣=∑j∈Lαj.
From loc. cit. we deduce that
(10) ∥u∥1= supL∑j∈Lαj⩽ supv∈∥Lv2∥(E;F)⩽1∣⟨v∣u⟩∣
in R+∪{+∞}.
This implies the equality of the proposition when ∥u∥1=+∞.
Suppose that ∥u∥1 is finite. For every i∈I, let pi be the linear mapping of E into F such that pi(ei)=fi and pi(x)=0 for every x∈ei∘. For all j and k in I, one has
⟨pj∣pk⟩= Tr(pj∗pk) =∑i∈J⟨pj(ei)∣pk(ei)⟩,
which is zero unless j=k, in which case this quantity is ∥fk∥2=1. The family (pi)i∈I is therefore orthonormal in L2(E;F). Consequently, the family (αipi)i∈I is summable in L2(E;F); its sum is equal to u since these two continuous linear mappings coincide on the elements ei for every i∈J.
Let v∈L2(E;F). For every i∈I, one has
⟨v∣pi⟩= Tr(v∗pi) =∑j∈J⟨v(ej)∣pi(ej)⟩=⟨v(ei)∣fi⟩.
If ∥v∥⩽1, one then obtains the estimate
∣⟨v∣u⟩∣=∣⟨v∣i∈I∑αipi⟩∣⩽i∈I∑αi∣⟨v∣pi⟩∣
=∑i∈Iαi∣⟨v(ei)∣fi⟩∣⩽∑i∈Iαi= Tr(∣u∣),
whence the inequality
supv∈∥Lv2∥(E;F)⩽1∣⟨v∣u⟩∣⩽∥u∥1,
which, combined with formula (10), completes the proof of the proposition.
It follows from this proposition that the set L1(E;F) of continuous linear mappings u of E into F such that ∥u∥1 is finite is a vector subspace of L2(E;F) and that the mapping u↦∥u∥1 is a semi-norm on L1(E;F); inequality (9) shows that it is a norm.
Bourbaki sets the proof directly after the statement, and the corpus does not separate them, so what is above is the statement and its proof together.
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