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有界線性算子與算子範數

巴拿赫空間之間的映射是線性且連續的。我們證明對線性映射而言連續性等同於有界性,建構算子範數,並看到算子空間本身又是巴拿赫空間。

連續即有界

設 X 與 Y 為賦範空間。線性映射 T: X -> Y 稱為有界線性算子,若存在常數 C,使對一切 x 有 ||Tx|| ≤ C ||x||。這裡「有界」不是指值域是有界集——而是指 T 把長度的拉伸不超過一個固定倍數。關鍵定理是:對線性映射而言,有界與連續等價條件。

Theorem. For a linear map T: X -> Y between normed spaces,
the following are equivalent:
   (a) T is continuous at every point;
   (b) T is continuous at 0;
   (c) T is bounded: ∃ C with ||Tx|| ≤ C ||x|| for all x.

(a) ⇒ (b): trivial, 0 is a point.

(b) ⇒ (c): Continuity at 0 with ε = 1 gives δ > 0 such that
    ||u|| ≤ δ  ⇒  ||Tu|| ≤ 1.
Take any x ≠ 0 and set u = δ x / ||x||, so ||u|| = δ. Then
    ||T u|| = (δ / ||x||) ||T x|| ≤ 1
  ⇒  ||T x|| ≤ (1/δ) ||x||.
So C = 1/δ works (x = 0 is trivial).

(c) ⇒ (a): For any x, a, linearity gives
    ||T x - T a|| = ||T(x - a)|| ≤ C ||x - a||.
Given ε > 0, choose δ = ε / C; then ||x - a|| < δ forces
    ||T x - T a|| < ε.
So T is (in fact Lipschitz, hence uniformly) continuous.  ∎
齊次性技巧 u = δx/||x|| 把原點處一個 ε 轉化為全局界——這正是為什麼一點連續就足夠。

算子範數

最小的有效常數 C 就是算子範數:||T|| = sup{ ||Tx|| : ||x|| ≤ 1 }。等價地 ||T|| = sup_{x ≠ 0} ||Tx|| / ||x||。由建構對每個 x 有 ||Tx|| ≤ ||T|| ||x||,且 ||T|| 是最佳的這種常數。算子範數是有界算子集合 B(X, Y) 上真正的範數,且在複合下次可乘:||ST|| ≤ ||S|| ||T||。

Worked value. Let X = C[0,1] with sup norm, and define the
integration functional  T f = ∫_0^1 f(t) dt.

Upper bound:  |T f| = |∫_0^1 f| ≤ ∫_0^1 |f(t)| dt
                    ≤ ∫_0^1 ||f||_∞ dt = ||f||_∞.
So ||T|| ≤ 1.

Attained:  take f ≡ 1, then ||f||_∞ = 1 and T f = 1.
So ||T|| ≥ |T f| / ||f||_∞ = 1.

Therefore  ||T|| = 1.

Submultiplicativity, sanity check. If S, T are bounded and
   ||T x|| ≤ ||T|| ||x||,  ||S y|| ≤ ||S|| ||y||,  then
   ||S T x|| ≤ ||S|| ||T x|| ≤ ||S|| ||T|| ||x||,
so ||S T|| ≤ ||S|| ||T||.
確定算子範數要做兩件事:對一切 x 給出上界,再舉出一個幾乎達到該界的 x。

一個加冕的事實:若目標 Y 是巴拿赫空間,則帶算子範數的 B(X, Y) 本身也完備。特別地,對偶空間 X* = B(X, 純量) 永遠是巴拿赫空間,即使 X 不是。我們將在第 4 篇回到這個對偶。