MATHEMATICAL ANALYSISMATHEMATICAL ANALYSIS SECOND EDITION TOM M. APOSTOL California Institute of Technology ADDISON-WESLEY PUBLISHING COMPANY Reading, Massachusetts ‘Amsterdam + London + Manila + Singapore + Sydney + TokyoWORLD STUDENT SERIES EDITION FIFTH PRINTING 1981 ‘Acomplete and unabridged reprint of the original American textbook, ths Wold ‘Student Series edition may be sold only in those countries to which it is consigned by Addon Wedly or ts authorized trade datrbutor, I may not be re-exported from the country to which it has beon consigned, and jt may not be sold in the United States of America rts posessions Consulting Editor: Lyn Loomis Copyright © 1974 by Addison-Wesley Publishing Company, In. Philippines copy- tight 1974 by Addison-Wesley Publishing Company, Inc. ‘All sights reserved. No part of this publication may be reproduced, stored ina e- trieval system, or transmitted in any form or by any means, electronic, mechanical, ‘Photocopying, recording or otherwise, without the prior written permission of the ‘Original edition printed inthe United States of America. Published simul. {taneously in Canada. Library of Congress Catalog Card No. 72-1473. To my parentsPREFACE ‘A slance at the table of contents will reveal that this textbook treats topics in ‘analysis atthe “Advanced Calculus” level. The aim has been to provide a develop- ment of the subject which is hones, rigorous, up to date, and, at the same time, not too pedantic. The book provides a transition from elementary calculus to ‘advanced courses in real and complex function theory, and it introduces the reader to some of the abstract thinking that pervades modern analysis. “The second edition differs from the first in many respects. Point set topology is developed in the seting of general metric spaces as well asin Euclidean n-space, and two new chapters have been added on Lebesgue integration. The material on line integrals, vector analysis, an surface integrals bas been deleted. The order of some chapters has been rearranged, many sections have been completely rewritten, and several new exercises have been added. ‘The development of Lebesgue integration follows the Riess-Nagy approach which focuses directly on functions and their integrals and does not depend on measure theory. The treatment here is simplified, spread out, and somewhat rearranged for presentation at the undergraduate level. ‘The frst edition has been used in mathematics courses at a variety of levels, from first-year undergraduate to first-year graduate, both as text and as suppe= mentary tefereace. The second edition preserves this flexibility. For example, ‘Chapters | through 5,12, and 13 provide a course in differential calculus of func. tions of one or more variables. Chapters 6 through If, 14, and 15 provide a course integration theory. Many other combinations are possible; individual instractors ‘can choose topics to suit their needs by consulting the diagram on the next page, which displays the logical interdependence of the chapters. 1 would like to express my gratitude to the many people who have taken the trouble to write me about the first edition. Their comments and suggestions influenced the preparation of the second edition, Special thanks ate due Dr. Charalambos Aliprantis who carefully read the entire manuscript and made ‘numerous helpful suggestions. He also provided some of the new exercises. Finally, | would like to acknowledge my debt to the undergraduate students of Caltech whose enthusiasm for mathematics provided the original incentive for this work. Pasadena TMA. ‘September 1973"THE REAL AND COM. 2 AEA RSPR SoMe Basil, NoTIONS ‘OF Sor TaEORY CONTENTS ELEMENTS OF po Ser TOPOLOGY It (Chapter 1 The Real ad Complex Namie Sptes wrth ap 1.1 tntrootion 1 td 1.2 The field axioms 1 I 1.3. The onder axioms 2 H 14 Goometie representation of el numbers 3 penivirwves 15 Inerais 3 I 16 Ieper 4 f : 12 Tete erin rem fori 4 Foncroms fr soumseo 18 Rational numbers 6 AgIAtioN nN mae 19. tational aumbers © 7 ‘TviaBia: Conve 10 Upper bunds, makin cia, et opr Hot (spreoum secs 4 4 1.11 The completeness atiom | : Lilo yee, Senes aw acura oie. 1512 Some properties ofthe spremn 9 INET PRobuene PERENTSL CAUCUS 1513 Properties ofthe integer dese from the competenes axiom | 310 1514 The Archimedean property ofthe ea-nomter system fa) 1.15 Rational numbers with Bite decimal represetaton rn Sa isc Nc 1116 Finite dca approximation o real nambers : in sributvls INTOORAL AND TMU 1117 Infiie decinal represeatation of real nanbes fon | 18_Abpoote values andthe ingle newality 2 4 4 119 The Cauchy Scar inegalty 3 ; 7 1.20 Ph and mis infty and te extended rel number sysiemR* | 16 SRINSONS MOYNTEOIAS 121 Complex sambers 4 122 Grane repent of coms mane 123. Theimagiary ont uy 124 Abwolute vale of « comple aimer loa Tie Bsa 125 Ingmar oorne compres ze 126 Complex exponentials fills | 1.27 Ruther proper of complex exponcatiais Er a 128 Thearpunentofacompkx number = = ss 129 Integral powers and rots ofeomplex numbers 2S Lat POUnIEH UNcaeals, 1.30 Complex logarithms . . . 2 131 Complex powers 2 ia i 132 Complex snes and cies : i caucus titponest aD swormipas uenesaue 133 Infinity and the extended complex lane C>- » Sis HaSIOUE CALS | TWeHtats eee FyCoapter 2 2 23 24 28 26 a 28 29 210 2 22 2 24 2us Elements of Polat Set Topology Itroduction Euclidean space Rt ‘Open balls and open sts in RO ‘The structure of open sets in Rt Goved sts Adherent poists. Accumulation points - (Closed se aed adherent points ‘The Boteano-Weienras theorem ‘The Cantor inteneon theorem ‘The Lindslof covering theorem Be Heo Bol ovine eae Compactnes in : Metrc spaces. Point set topology in metic spaces Cone set omic ace Boundary of set Erercnes ‘mts and Continity Introduction oe ‘Convergent sequences in a mettle Space Cauchy sequences. ‘Complete metric spaces : Limit ofa funetion : Limits of complex-valued functions 47 48 49 Onaper 6 64 62 63. 4 65 Contents Limits of vectorvatued fonctions Continuous fusctions Continuity of composite functions Centos complsaued nd vetoed intone : [Examples of continuous functions. Continuity and inverse ages of ope of cloned et ‘Functions continuous on compact sets “Topolgial mains (homeomorphisms) olvano's theorem : Connectedness ‘Components of a metic space |. ‘Arciie connectedness : ‘Uniform cootinwty - ‘Usiform cootioity and compact sets Fined-point theorem for contractions Discontinuities of real-valued functions ‘Monotonie functions... F Exercises » a5 Dectatives Introduetion . Deinition of derivative - : Derivatives and continuity | |. ‘Alacra of derivatives ‘The chain rule One-sided derivatives and infinite derivatives Functions with nonzero derivative Zeco derivatives and Tocal extrema Roles theorem ‘The Meas. Value Theorem for derivatives Tntermediate-value theorem for derivatives Taylor's formula with remainder Derivatives of vector-valued functions Partial derivatives 7 Differentiation of functions ofa complex variable ‘The Cauchy-Riemann equations Exercises cae ‘Functions of Bounded Variation and Rectifable Curves Introduction - Properties of monotonic functions ‘Functions of bounded variation ‘Total variation, ‘Additive property of total variation x SESNeeesReeseesyas m ira] 128 1 13066 61 oa 69 610 sit 62 (Chapter 7 1" 22 33 14 13 16 7 7a 19 2.10 ™m m2 m3 74 ras 16 17 78 19 10 72 im 72 124 725 126 1m Chapter 8 a a2 rey a4 as Caen Total variation on fa, x}. a function of x. ry Function of founded varaton exesed at the sites of increasing functions. - . 132 ‘Continuous functions of bounded variauon | |) ) ) 132 ‘Curves and paths : do 13 Recifiabe paths and arcleagti || : be ‘Additive and continuity properties of ar length us Equivalence of paths. Chang: of parameter. | |. | 136 Exercises. Peco es 3 4 at ‘The Ricmano-Stieijes Integral Introdection . coo05 Notation “The definition of the Rion Sis ‘sega Linear properties Integration by parts ‘Change of variable in a Riemann-Stetjes integral [Reduction o a Riemasn integral . Step functions as integrators Reduction of a Riemann kes ine inte wm Euler's summation forma Monotonically increasing integrator. | Uppecandlowet integrals» Addiuive aol linesty proper. of upper and lower integra Riemano’s condition See Comparison theorems Integrators of bounded variation Sulficient conditions for existence of Riemans-Siieles integrals ‘Necessary conditions for existence of Riemann-Stielj integrals. Mean Valve Theorem f+ Riemann ina ‘The integral asa funetion ofthe interval. ‘Second fundamental theorem of integral calculus Change of variable ina Riemann integral. ‘Second Mean-Value Theorem for Riemann integrals Ricmann-Stilfjes integrals depending oa a parameter Differentiation under the integral sign Interchanging the order of integration 5 Lebesgue’ criterion for existence of Riemann integrals Compecnived Kievan Stes neers Exercises . Innit Series and Intinte Products troduction 5 183 Convergent and divergent sequences of complex numbers - 183 Limit superior and 184 Monotonic sequences of re] numbers 135 Init series . : 185 a6 a7 a8 39 10 Bil a2 a3 aid Bis ais 817 a8 B19 820 21 an an. 82 #25, 826 827 9.10 oun 912 913 94 sas 9116 97 918 919 924 Catone Tsering and removing parentheses ‘Alternating eeries “Absolute and conditional convergence Real and imaginary parss of a complex series “Tess for convergence of series with positive ters ‘The peomeric series ae ‘The integral test ‘The big oh and litle oh notation — ‘The ratio test and the root text Dirchle’s text and Abel's test. Pia sa of the ome ois Eon tit ie Rearrangements of series. igman's foram on conden convergent series Subseries ‘Double sequences : Double series Rearrangement theorem for double series Asufficient condition for equality of iterated series. ‘Muhipication of series. Cesiro summability : Infinite products. « [Euler's product for the Riemann zeta function Exerciser ‘Sequences of Functions Pointwise convergence of sequences of functions Examples of sequences of real-valued functions Definition of uniform convergence Uniform convergence and continuity |< “The Cauchy condition for uniform convergence Uniform convergence of infinite series of functions» A spacefiling curve ‘Uniform convergence and Rierann-Stieie interation Nonutifomlycomerget queen ht canbe intepratad term by ‘Uniform convergence and difeentiation ‘Salficient conditions for uniform convergence ofa sxics Reciprocal of a power series Real power series ‘The Taylor's series generated by a function ‘emstein’s theorem ‘The binomial series 28 219 at ma as 20 21 24 BB 2» cm 2om 923 Copter 10 101 102 103 104 105 106 107 103 109 1010 ion 1012 1013 1014 ous 1016 1017 1018 1019 1020 1021 102 1023 1024 3025 wn ‘Abel's iit theorem ‘Tanber's theorem ‘The Lebesgue Integral Introduction. - ot ee ‘The integral ofa step function Monotonic sequences of step functions Upper functions and their integrals. ‘Rieanann-integrable functions as examples of upper functions |. ‘The class of Lebeogue-integrable functions on a general interval ‘Basic properties of the Lebesgue integral... - Lebesgue integration and sets of measure zero. || ‘The Levi monotone convergence theorems. a “The Lebesgue dominated convergence theorem Applications of Lebesgue's dominated convergeace theorem ete negra on nbounded inal Ets of eg on Yvounded intervals... ae Improper Riemann integrals Meagurable functions. Continuity of functions defined by Lebesgue integrals Differentiation under the integral sign Tnterchanging the order of integration ‘Measurable sets on the real ine. ‘The Lebesque integral over arbitrary subsets of Lebesgue integrals of complex-valued functions . Inner products and nonns . ‘The set 4() of squareintegrable functions - ‘The set (0) as a semimettic space ‘A omerenge hese fo Sis of acon 13) ‘The Riest Fischer theorem. Brercias ao Fourier Series and Fourier Integrals Introduction... ‘Orthogonal systems of fnctions = “The theorem on best approximation ‘The Fou ses offen in on toner ont Properties ofthe Fourier coefficients “The Ricsz~Fischer theorem Tas cong ad epreenation poten or wignometic in ‘The Riemann-Lebesque lemma ‘The Dirichlet integrals. ‘a ner repent ft he patil of «Po ese ‘Riemann’ localization theorem SSE SSBRSRBREER BUSsBRsBEeR ESS SeSeseseses a2 a3 na mas 16 nu nas m9 120 m2 nz (Chapter 12 2 2 23 n4 25 126 128 129 210 Rn Ri 3 nia Chapter 13, Ba 42 na ba Bs G6 a7 Chapter 14 Mat 42 Content Sufficient conditions for convergence of Fourier sxis at a particular point Csiro suramability of Fourier series. Consequences of Fes theorem ‘The Weierstrass approximation theorem Other forms of Fourier series ‘The Fourier integral theorem < “The exponential form of the Fourier integral theorem Integral transforms Comvolutions The convolution theorem for Fourier transforms ‘The Poision summation formula Exercises Malivariable Diterntia Caleutus Introduction “The dicectional derivative Directional derivatives and continuity “The total derivative The total deri ‘An application to complex "The matrix of linear fonction ‘The Jacobian matrix “The chain rule Mate form of the chain rule ‘The Mean: Value Theorem for diferentiable functions A sufficient condition for diferentibility {A sulficent condition for equality of mixed partial derivatives “Taylors formula for functions from RY 10 RE Exercises plicit Fonetons and Extremum Problems Introduction Functions with nonzero Jacobian determinant - “The inverse function theorera ‘The implicit fonction theorem Extrema of real-valued functions of one variable Extrema of real-valued function of several variables _Extremum problems with side conditions Exercises Multiple Riemann Ttegrals Introduction ‘The measure of « bounded interval ia RY 36 38 32 33 35 a6 340 ae 388 3843 14a us 46 147 43 49 1410 Chapter 15 15a 152 133 154 153 156 130 138 159 1510 isa 1512 1513 Chapter 16 161 162 163 164 63 166 167 168 169 16.10 161 1612 1613 16.18 165 Coane ‘The Riemann integral of a bounded function defined on # compact interval in Se fear oa Tabeng cris fresno maine “Riemann integral 5 Evaluation ofa rmitipl integral by iterated integration Jordan-meagurale sets ia R" “Multiple integration over Jordan measurable sots Jordan content exprened as « Riemann integral ‘Additive property ofthe Riemann integral Mean-Value Theorem for multiple integrals Maltiple Lebesrwe Integrats Tntroduetion os fe ‘Step functions and ther Integrals - : : ‘Upper functions and Lebespue-intgrable functions : ‘Measurable functions and measurable sets ia R™ | ‘i bi reton tere forte double of se fncton ‘Some properties of sts of meature 220. Fubin's reduction theorem for double integrals “The Tonelli-Hotson test for integrability Coordinate wansformations ‘The transformation formula for multiple inuegrais Proof of the transformation formula for linear coordinate transforma: tions. Proof of tie transformation formula for the characteristic incon ofa compact cube. ample of roo of he tomato emule Gg Exercises : Cauchy's Theorem and the Reside Cabelas Analytic functions. fo Paths and curves in the complex plane Contour integrals. eine alon cca ath fn fhe adi CCanchy’s integral theorem for a circle a Homotopic curves - : Invariance of contour integrals under homotopy ‘General form of Cauchy's integral theorem . Cauchy's integral formal. ‘The winding number of a circuit with respect toa point ‘Pee abound of he et foi wit wind number ro . ‘Analytic functions defined by contour itegrals . : Power-series expansions for analytic functions - (Cauchy's inequalities. Liouvil's theorem Isolation of the zeros of an analytic function 16.16 1617 1618 1619 1620 1621 1622 1623, 1624 1625 1626 1627 Contents “The identity theorem for analytic functions The maximum and minim modulus of an analytic fonction ‘The open mapping theorem Laurent expansions for functions analytic in an annulus Isolated singularities. The residue ofa function at an isolated singular point | The Cauchy residue theorem. (Counting zr0s and poles ina region | Evaluation of real-valued integrals by means of residues Evaluation of Gauss’ sum by residue calculus ‘Application ofthe reside theorem tothe inversion formula for Laplace transforms Des : -- Conformal mappings Index of Special Symbots Index© CHAPTER THE REAL AND COMPLEX NUMBER SYSTEMS AL INTRODUCTION ‘Mathematical analysis studies concepts related in some way to real number, 90 ‘we begin our study of analysis with a discussion ofthe real-number system. Several methods are used to introduce real numbers. One method starts with the positive integers 1,2, 3,... a8 undefined concepts and uses them to build a larger system, the postive rational numbers (quotients of positive integers), their negatives, and zero. ‘The rational numbers, in tur, ee then used to construct the ‘irrational numbers, real numbers like V2 and nwhich are not rational. The rational and irrational aumbers together conatitte the real-number system. ‘Although these matters are an important part of the foundations of math- matics, they will not be described in detail here. AS a matter of fact, in mow phases ofanalyis its only the properties of real numbers that concern us, rather than the methods used to construct ther. Therefore, we Shall take the real numbers themselves as undefined objects satisfying certain axioms from which further properties willbe derived. Since the reader is probably familia with most of the ‘properties of real numbers discussed in the next few pages the presentation will ‘be rather brief. Its purpose is to review the important features and persuade the reader that, if t were necessary to do 60, all the properties could be traced back to the axioms. More detailed treatments can be found in the references atthe end ofthis chapter. For convenience we use some elementary set notation and terminology. Let ‘Sdenote a set (a collection of objets). The notation x € S smeans thatthe object x isin the set 5, and we write x S to indicate that x is notin S. A set Sis sui to bea subser of 7, end we write $ & T, if every object in Sis «also in 7. A set i called nonempty if t contains atleast one object. ‘We assume there exists a nonempty set R of objets, called real numbers, which satisfy the ten axioms listed below. The axioms fall ia a natural way into three groups which we refer to as the feld axioms, the order axioms, and the completeness axiom: (also called the least-upper bound axiom oc the axiom of contin). 1.2 THE FIELD AXIOMS ‘Along with the set R of real numbers we assume the existence of two operations, called addition and matiplcation, such that for every pair of real numbers x and y2 Real and Complex Number Systems Aut the sum x + y and the product xy are real numbers uniquely determined by x and y satisfying the following axioms. (In the axioms that appear below, x, y, 2 represent arbitrary real numbers unless something is said to the contrary.) Axiom}. x+y = yx = Oe (commutative laws. (84+ aG2) = (ye (ossoriaive laws). Axiom 3. xy + 2) = ay 4x2 (distributive tax, Axiom 4. Given any two real mumbers x and y, there exits real number 2 such that x + z= y. This zis denoted by y —'x; the number x — x is denoted by 0, (It ‘can be proved that O is independent of x.) We write ~ x for 0 ~ x and call —x the negative of x Axiom 5. There exists at least one real number x #0. If x and y are two real Imumbere with x # 0, then there exists @ real mumber 2 such that xz = y. This 2 ts denoted by yx; the number x{x is denoted by | and can he shown to be independent of x. We write x" for Vix if x O-and call x°* the reciprocal of x. From these axioms all the usual laws of arithmetic can be derived; for example, =x) = x) = x ay a yet (Op) ete. (For ‘a more detailed explanation, see Reference |.1,) Axiom 2. x + (9 + 2) 1.3 THE ORDER AXIOMS We also assume the existence ofa relation < which establishes an oxderin the real numbers and which satisfies the following axioms: Axiom 6, Exactly one of the relations x = y,x < yx > y holds Non x > y means the same as y Oand y > 0, then xy > 0. Asiom 9. If > y and y > 2, then 8 > 2, Note. A real number x i called postive if x > 0, and negative if x <0. We denote by R* the set ofall positive eal nmbers, and by R= the et of all negative real numbers. From these axioms we can derive the usual rules for operating with inequalities. For example, if we have x < 3, then x7 < 32 ifs postive, whereas xz > if is negative Alto, fx > y and 7 > w where both y and w are positive, then x2 > yw. (For a complete diseussion ofthese rules see Reference 1!) Nove. The symbolism x < y is used as an abbreviation for the statement “rey or xy" mu eters 3 Thus we have 2 < 3 since 2 < 3; and 2 <2 since 2= 2. The symbol > is similaly used. A real number xis called nomegarve ix 2 0. A pai of imul- taneous inequalities such as x < y, y 0. o imple consequence of the foregoing axioms, Then a ah, [a ta) = brie 2a) isix 1 and ifthe only postive divisors of mare 1 and n. I'm > 1 and n {snot prime, then is called composite. The integer lisnether prime or composite. “This section derives some elementary results om factorization of inlegers, culminating inthe unique fctrization theorem, alo calle the fundamental theorem of arithmetic. ‘The fundamental cbeorem sates that (1) every integer m > 1 can be represented 45a product of prime factors, and () this factorization can be done in only one way, epact from the order ofthe factors. Ii easy to prove pact (1). Theorem 1S. Every integer n> |i either a prime or a product of primes. Proof. We vse induction on n. The theorem hokis trivially for n = 2. Assume itis true for every integer & with 1 < K 0, 6 2 0 und use induction on n= a +6. If n= Othen a= b = 0, and we can take d = O with x = y = 0. Assume, then, that the theorem has been proved for 0, 1, 2,...,n — 1. By symmetry, we can. asume a>}. Ifb = Otaked = a,x— 1, y—0. If} > 1 we can apply the induction hypothesis to a — 6 and b, since their sum is a=" —- 5 \ can be repre sented a5 a product of prime factors in only one way, apart from the order of the factors, Proof. We use induction on n. ‘The theorem is true for m = 2. Assume, then, that itis true forall integers greater than 1 and less than n. IC mis prime there is nothing more to prove. Therefore assume that 1 is composite and that m has two factorization into prime factors, say m= PPS Pe 992 2 ‘We wish 1 show that s = 1 and that each p equals some g. Since py divides the product 442 °°" du it divides at least one factor. Relabel the q's if necessary so that 7,l¢;. Then p; = 9, since both p, and 4, are primes. In (2) we cancel p, ‘om both sides to obtain m Since is composite, 1 < njp, I. We assume that Vn is rational and obtain a contradiction. Let vin = a/b, where a and 6 are integers having no factor in common. Then 2b? = a? and, since the left side of thisequation isa multiple of n, so to0 isa. However, ia isa multiple ofn, a ivelf must be a iultiple of, since m has no square factors >. (This is easily seen by examining the factorization of into its prime factors.) This means that a = en, where cis some integer. Then the equation nb? = a? becomes ni? = cn, or BF = nc The seme argument shows that & must also be a multiple of n. Thos a and b are both multiples ofr, which contradicts the fact that they have no factor in common This completes the proof im has to square ctor > 1 rm has a aquare factor, we can write n = mk, where K > Vand i hae no square factor >. Then Yn = mv/k; and it Vn were cational, the number vk would also be rational, contradicting that which was just proved A different type of argument is needed to prove that the number ei irrational (We assume familiarity with the exponential e* from elementary celeulus and its representation as an infinite series.) Theorem 1.11, If e* number eis irratlonal Proof. We shal prove that e~! is rational. The series fore“! i an akernating series with terms which decrease steadily in absolute value. In such an alternating series the error made by stopping atthe mth term has the algebraic sign ofthe Fst neglected term and is less in absotate value than the fist neglected term. Hence, ifs, = Boao (~ DIVE, we have the inequality FERRE OBER btn boo, them the O a for at least one x in S. ‘Theorem 1.18 (Additive property). Given nonempty subsets A and B of R, let C denote the set Cater yixed, yea). Uf each of A and B has a supremum, then C has a supremum and sup C = sup 4 + sup 8. Proof. Let a= sup A, b = sup B. If eC then z= x+y, where xe 4, yeBwor=x+ysa tb. Hewea + bisan upper bound for C, oC hasa supremum, say ¢ = sup C, and ¢ 0. By Theorem 1,14 there is an x in A and a y in B such that a-e 00, by Theorem L.1,a 4b < « “The proof of the next theorem is laft ae an enorioe forthe reader. ‘Theorem 1.16 (Comparison property). Given nonemply subsets $ and T of R such that $ <1 for every six Sand tin T. If T has a suprohum then S has @ supremum and sup S < sup T. 1.13. PROPERTIES OF THE INTEGERS DEDUCED FROM THE ‘COMPLETENESS AXIOM Theorem 117. The set Z* of positive integers t,2, 3... is unbounded above. Proof, If Z* were bounded above then Z* would have a supremum, say = sup Z*. By Theorem 1.14 we would have a — 1 < n for some nin Z*, Then n+ 1 > aforthism. Sincen + 1€ Z" this contradicts the fact that a = sup Z* Theorem 1.18, For every real x there is a positive integer n such that n > &. Proof. If this were not true, some x would be an upper bound for Z*, contra isting Theorem 1.17 1.14 THE ARCHIMEDEAN PROPERTY OF THE REAL NUMBER SYSTEM ‘The next theorem describes the Archimedean property of the real number system. Geometrically, it tells us that any line segment, no matter how long, can be m120 Fite Desi Approsimatons a covered by a finite number of line segments of a given positive length, no matter how small. Theorem 1.19. If x > 0 and if y is an arbitrary real mumber, there ls a positive integer m such that nx > y. Proof. Apply Theorem 1.18 wit x replaced by y/x. 415 RATIONAL NUMBERS WITH FINITE DECIMAL REPRESENTATION Avec suber of tbe font aot A aM, 10 * 10 w where ay isa nonnegative integer and a, is usually written more briefly a follows: re integers satistyingO < a, < 9, 103° ‘This is said to be a finite decimal representation of. For exaznple, 1s 12 Fe 2 270 sp IMO ET FG Real numbers lke thee are necessarily rational and in fact, they all have the form 1 = afiO, where ais an integer. However, not ali rational numbers can be ex: pressed with init decimal representations. For example, i} could be to expressed, then we would have $ = aj10* oF 3a = 10 for some integer c. But this is im possible sine 3 does not divide any power of 10. 5 = 725, oF 146 FINITE DECIMAL APPROXIMATIONS TO REAL. NUMBERS. This section uses the completeness axiom to show that real mumbers can be approximated to any desired degree of accuracy by rational numbers with finite decimal representations, Theorem 1.20, Assume x > 0. Then for every integer n > 1 there it a finite decimal r, = 0.240," 6, such that 1 nSrsnte Proof. Let S be the set of all nonnegative integers 4. Therefore we can write # = 0.125000 - If we interchange the inequality signs < and < in (6), we obtain a slightly different definition of decimal expansions. The finite decimals 7, satisly r, 0, we have |x| = x < a, whereas if x < 0, we have Ix] = —x 0, putx = —B/A to obtain B* — AC < 0, which is the desired inequ I-A = 0, the proof is teivial where 4 ee (arby < fa fbi, he m= fy seb (yoo) ar two meinen etor, wb Sake is their dot product, and fal = (ava)? isthe length of a 129 PLUS AND MINUS INFINITY AND THE EXTENDED REAL NUMBER SYSTEM R* [Next we extend the real number system by adjoining two “ideal points” denoted by the symbols +00 and —co (“plus iniity” and “minus infinity”). Defition 1.26. By the extended real number system R* we shall mean the st of eal numbers R together wih wo symbols +20 and ~ 20 which satisfy the allowing properties: 2) IER, then we have s+ Ga)= +0, x (-@) =~, x— (42) = 0, 5 = (20) = +0, 31420) m (00) = 0. Del 126 Complex Nembere s bb) Uf x > 0, then we have x00) = $0, af—c) = = ©) If x < 0, then we have 2(4+00) =, x(= 0) = te 4) 40) + (hoo) = (4. 0)(+00) = (=m) + (-@) = (+00)(— ©) If-xe R, then we have ~20 OF #0. i) byl = He I Web = bhi #0 #9) 16%, 09 = bel Proof. Statements (i)and (iv) areimmediate, To prove (i), we writex = x, + ix, Y= +My $0 that xy = xy, — x72 + Ae + %¥,). Statement (i) follows from the relation lay? = xii + xed + aby] + dt = GT + xDOT + 9D = bale. ‘Equation (ii) can be derived from (i) by writing it fa the form tx} = [xf xsl. Geometrically, |x} represents the length of the segment joining the origin to the point x. More generally, [x — pis the distance between the points x and y. Using this geometric interpretation, the following theorem sates that one side of 4 triangle leas than the sum ofthe other two side, Det 140 Complex Expoomatials » Theorem 1.39. If x and y are complex numbers, then we have be + ys b+ Lyi riangle inequality). ‘The proof is eft as an exercise for the reader. 125 IMPOSSIBILITY OF ORDERING THE COMPLEX NUMBERS ‘As yet we have not defined a relation of the form x < y if x and y are arbitrary ‘complex numbers, forthe reason tha it is impossible to give a definition of < for ‘complex aumbers which will have all the properties in Axioms 6 through 8. To illustrate, suppose we were able to define an order relation < satisfying Axioms 6,7, and 8. Then, since i ¥ 0, we must have either # > 0 or i < 0, by Axiom 6, Let us assume / > 0. Then taking, x = y= fin Axiom 8, we get i? > 0, oF =I > 0. Adding 1 to both sides (Axiom 7), we get 0 > 1. On the other hand, applying Axiom 8 to —1 > 0 we find 1 >'0. Thus we have both 0 > I and 1'> 0, which, by Axiom 6, is impossible. Hence the assumption / > 0 leads us toacontradiction. [Why was the inequality —1 > Onot already a contradiction?) ‘A similar argument shows that we cannot have < 0. Hence the complex numbers cannot be ordered in such a way that Axioms 6, 7, and 8 will be satisfied. 1.26 COMPLEX. EXPONENTIALS “The exponential e* (x rel) was mentioned earlier, We now wish to define &* when 2 is a complex number in such a way that the principal properties of the real exponential function will be preserved. The main properties of e* for x real are the law of exponents, ee" = e*1"%, and the equation e® = 1. We shall give a 0 Theorem 144. ef = if, and only if, zis an integral multiple of 2. Proof. Wz = 2nin, where m isan integer, then © = 00 an) + isin en) = Conversely, suppose that & = 1, This means that e* cos y = 1 and e* sin Since e* # 0, we must have siny = 0, y= kx, where k is am integer. But cos (kn) = (—1) Hence e* = (=I) since e* cos (kx) = 1. Since e* > 0, ‘k must be even. Therefore e* = 1 and hence x = 0. This proves the theorem. Theorem 148. €*1 = & if, and only if, 2, — 23 = Pnin (where n isan integer). Proof. & if, and only ie = 1 1.28 THE ARGUMENT OF A COMPLEX. NUMBER We the point z = (x, ») = x + iy is represented by polar coordinates r and 8, we ‘can write x= ros and y = sind, so that z= cos + irsin® = re™ naan, calm leti, ANeNtae, e De 108 negra! Power nd Rats 2m ‘The two numbers ¢ and 0 uniquely determine z. Conversely the positive number + is uniquely determined by =; in fact,r = |z|. However, z determines the angle 0 ‘only up to multiples of 2x. There are infinitely many values of @ which satisfy the equations x = |2| cos 8, y = [z| sin @ but, of course, any two of them differ by some multiple of 2x. Each such 9 is called an argument of z but one of these values is singled out and is called the principal argument of z. Definition 146. Let z= x + iy be a nonzero complex number. The unique real mumber 0 which satisfies the conditions x= bleos8, y= flsin®, -n 0. ‘Theorem 1.50, which states thatthe usual laws of exponents hold, can be proved ‘by mathematical induction. ‘The proof i left as an exercise2 Real and Complex Number Sytem m0 ‘Theorem 1.50. Given two integers m and n, we have, for z # 0, we wt and (2,23) = ahh, Theorem 151. If z 4 0, and if m is a positive integer, then there are exactly n 0, Log) = lon since sh = xandarg (a) = 0. 5, Since |1 + 1] = V2 and arg (1 + f) = w/4, Log (1 + i) = log V2 + ja. Theorem 134. If 225 % 0, then Log (eis) = Log 2, + Log ty + nny, 3) where me, 12) 8 the integer defined in Theorem 1.48 Proof. Log (2,22) = log fe22| + f arg (#122) = og ts + ow el + Lang Gx) + ang (es) + 2a, 2) 131 COMPLEX POWERS Using complex logarithms, we can now give @ definition of complex powers of complex numbers. Definition 15. 1f 2 # © and fw is any complex mumber, we define vee,u Real and Couples Naber Sites mise Examples Ln et Qty got, 2 (CDP e ett i et, ‘3 Mnisan integer, then 2°" = @* Dt eAtangtens w 3%, 40 Defiton 1.55 does ‘not confit with Definition 1.49. ‘The next two theorems give rules for calculating with complex powers: Theorem 156. 2721 a if A 0, Proof. 20° = d= Theorem 157. Ifzi22 # 0, then Gan)” = afeyereeenn, where nz, 23) 18 the integer defined in Theorem 1.48. Proof, (eyt,)" = e*tn ve) gets tnset Beat Dine gribenrgratens prize 12 COMPLEX SINES AND COSINES. Definition 1.58. Given a complex number 2, we define feet e 0s = 2 2 Nove. When zis real, these equations agree with Definition 1.40, Theorem 159, If = x + ly. then we have con z = cos x cosh y ~ isin x sinh y, sin z = sin x cosh y + (cos x sinh y. Proof. 2eosz =e + ene = €%e08 x + isin x) + eleos x — isin x) = cos fe + 07) ~ Hsin xe — 7) = 2 cos x cosh y ~ 2i sin x inh » “The proof for sin >i similar Further properties of sines and cosines are given in the exercises. 159 INFINITY AND THE EXTENDED COMPLEX PLANE C* [Next we extend the complex number sstem by adjoining an del point denoted by the symbol Defaition 1.60. By the extended complex mumber system C* we shall mean the complex plane C alongwith «symbol co which sarigis the following properties: 8) If 2€C, then we have 2 + 00 = zc = co, 2/00 = 0, Det 16 eerie 3 ¥) If © C, but z # 0, them 2() = co and 210 2 + @ = (Xen) = 2. Definition 1.61. Every set in C of the form (2: \z\ > r > O} 18 called a neighbor- hood of co, of a ball with center ato, The reader may wonder why (wo symbols, +20 and —oo, are adjoined to R ‘but onty one symbol, 20, is adjoined to C. The answer lies in the fact that there is fan otdering relation <' among the real numbers, but no such relation occurs among the complex numbers, In order that certain properties of real numbers involving the relation < hold without exception, we need two symbols, +00 and = 2, as defined above. We have already mentioned that in R* every nonempty set has a sup, for example. In C it turns out to be more convenient to have just one ideal point. By way of illustration, let us recall the stereographic projection which establishes a one- to-one correspondence between the points of the complex plane and those points fom the surface of the sphere distinct from the North Pole. The apparent exception at the North Pole can be removed by regarding it as the geometric representative of the ideal point co. We then get a one-to-one correspondence between the extended complex plane C* and the total surface of the sphere. Itis geometrically evident that if the South Pole is placed on the origin of the complex plane, the ‘exterior ofa “large” circle inthe plane will eorreepond, by etareographic projection, to a “small” spherical cap about the North Pole. This illustrates vividly why we have defined a neighborhood of eo by an inequality ofthe form |z| > r. EXERCISES Tategers 11 Prove that there is no largest prime. (A proof was known to Euclid) 1.2 Af mis a positive integer, prove the algebraic identity abe oR ae 1.3 12" ~ 1 prime, prove that mis prime. prio ofthe form 2° — 1, whee p is rime is called a Merseane prime. 14 102+ 1a prime, prove that min a power of 2A prime ofthe form 25° + 1 calles Fermat prime. Hin. Use Ener 12 15 The Fiona numbers 1 1, 2,3, 5,8, 13,» af define by the recursion formula dapi natg tH tncsy with ty = ay 01, Prove thal (xy tqy9) = Cand that y= (Gone —"by ere wand bare the rots of the quadratic equation * — x — 1 =. 1.6 Prove that every nonempty set of postive teers contains smallest rember. “Tis eal the wellondring princi.% ‘ea nd Complex Number Systems ‘Rational and irrational mumbers 1L7 Find the rational number whose docimal expansion is 03344444 1.8 Prove that the decimal expansion of « wil end in zeros (or in nines) if, and only if, xis. a rational number whose denomioator is ofthe form 2%, where m und m are non. ‘egative integer. 19 Prove that V2 + V3 is irrational, 1.10 16a, 6,¢, are rational and if xis irrational, prove that (ax + b)ex +d) i wally irrational, "When do exceptions occur? 1. Given any real x > 0, prove that there san irrational nusaber between 0 and x. 12 If alb < cid with 6 > 0, d > 0, prove that (a + ehh + d) lies between afb and id 13 Let a and bbe postive integers. Prove that V2 always ies between the two fractions afb and (@ + 2by(a + BL. Which fraction i close to V2? 1.414 Prove that Vn 1 + vn + 1 is irational for every integer n = 1. LAS Giveo a real x and an integer N > 1, prove that there exist integers hand k with O< k= N such that [kx ~ fj < LIN. Hin. Consider the N+ 1 numbers tx — (tx) fort = 0,1,2,...4.¥ and show that some pair difers by al most 1/8. 4.16 If is irrational prove that there are infinitely many rational numbers Aik with > O such that [x — kik] < 192. Hin. Assume there are only a finite number Ilky--shdky and oblain a contradiction by applying Exercise 115 with N > 1/8, where 3 isthe smallest ofthe nanibes [x= i 1.7 Let x be @ postive rational number of the form x=D8, where each a, i a nonnegative integer with 4, < k—~ I fork = 2and.a, > 0. Let [x] denote the greatest integer sn-x. Prove that ay = (x. thatay — [A!x] —k(Gk — 9! x] for k = 2,--.,, and that isthe smallest ioteger such that n! x isan intges. Con- versely, show that every positive rational number x can be expresied in this form in one And only one wa. ppes bounds 1.18 Show thatthe sup and inf ofa stare uniquay determined whenever they exis 1.19 Find the sup and inf of each of the following sts of real numbers: 4) All nurabers ofthe form 2-7 + 378 + S-*, whete p,q and rake on all positive integer values. b) Sm fes3e — Oe +3 < 0} ©) S = fase ~ ake ~ We ~ Ae ~ d) <0}, wherea O and an inleger k > 2, Let ay denote the largest integer 0, by anece) = en (2 tm ix Oares) = — Fite = Oy < 0, xen » 1.36 Define the following “peeudo-ordering” of the complex numbers: we say 2, < £5 if we have ether D fed < fee] ora is = lea and ang (2) < are G3) Which of Axioms 6, 7, 8, 9 are stisied by this relation? 1.37 Which of Axioms 6, 7,8, 9 are satisfied if the pseudo-ordering is defined as follows?” We say (xy. 91) < (73) if we have elther Dy O'such that cos | < AM for all complex 2. 1a Ihw = w + ioe ea, show that P= ial -reee Rote 148) Prove that Log (2™) = w Log z + 2nin, where nis an integer. 1) Prove that (2° = 2", where isan integer LAS i) 160 and a ae real numbers, ~ <0 5 +x, prove that (606 6 + isin OF = cox (08) + isin (at. 4i) Show that, in general, the restriction —x < 0 +f mecessary in G)by taking Oo nan k ity 180i an integer, show thatthe formula in () holds without any restriction on 8, In this case it # known 28 DeMoivee’s theorem. 11.45 Use DeMoivre’s theorem (Exercise 1.4) to derive the trigmometi identities sin 30 = 3 cos? sin 8 ~ sin? 2, 008 30 = cost 0 — 3.08 0 sin 0, ‘valid for real @, Are these valid when 0 is complen? 1146 Dele tan z = (sin 2)(cos 2) and show that for 2 = x + iy, we have sin2x + sinh 2y con 2x + cosh 2y © 1147 Let w bea given complex number. Ifw #41, show that there exist two valves of 2 = x + iy saitying the conditions cos 2 = w and’— , a, since o question of order is involved. However, it is also necessary to consider sets of two elements in which order és important. For example, in analytic geometry ofthe plan, the coordinates (x, y) ofa point represent an ordered pair of numbers. The point, 4) {edliferent from the point (4, 7), whereas the ar (9, 4) ie the same an the set (6, 3). ‘When we wish to considera st of two elements a and b as being ordered, we sall enclose the elements in parentheses: (a, 8). Then ais called the fist element and. ‘the second. It is possible to give a purely set-theoretic definition ofthe concept ‘of an ordered peir of objects (a, 8). One such definition i the following: Definition 2.1. (a, 6) = {fa}, (0, 5}}. ‘This definition states that (a, 6) is a set containing two elements, {a} and {0,5}. Using this definition, we can prove the following theorem: Theorem 2.2. (a, 8) ~ (¢, d) if, and only if, a = ¢ and b = d. ‘This theorem shows that Definition 2.1 is a “reasonable” definition of an ordered pair, inthe sense that the object a has been distinguished from the object ', ‘The proof of Theorem 2.2 will be an instructive exercise for the reader. (See Exercise 2.1) 24 CARTESIAN PRODUCT OF TWO SETS Definition 2.3. Given two sets A and B, the set of all ordered pairs (2, 8) such that 26 A and € Bis called the cartesian product of A and B, and is denoted by A x B. Example. IR denotes the set of all eal numbers, then R.% isthe set ofall complex ‘numbers.Po ‘Some Basie Notiows of Set Theory Det. 24 25 RELATIONS AND FUNCTIONS Let x and y denote real numbers, 3 that the ordered pair (x, y) can be thought of as representing the rectangular coordinates of a point in the xy-plane (or a com plex number). We frequently encounter such expressions as yeh tye xeysh eee. Oo) Each of these expressions defines a certain set of ordered pairs (x, ») of real ‘numbers, namely, the set of all pars (x, ») for which the expression is satisfied. Such a set of ordered pairs is called a plane relation. The corresponding set of ‘points plotted in the xy-plane is called the graph of the relation, “The graph of the relations described in (a) are shown in Fig. 2.1. oer Ptyel Bist igure 24 ‘The concept of relation can be formulated quite generally so that the objects and y in the pairs (x, ) need not be numbers but may be objects of any kind, Definition 24. Any set of ordered pais is called a relation. If Sis a relation, the set of all elements x that occur as frst members of pairs (x, 3) in Sis called the domain of S, denoted by 9(S). The set of second members is called the range of 5, denoted by %(S). pa example sown in Fg, 21 apc kindof ation known a Definition 2.5. A function F is a set of ordered pairs (x, y), na two of which have ‘he same first member. That is, if (x, »)€ F and (x, 2) € then yo 2. ‘The definition of function requires that for every x in the domain of F there is ‘exactly one y such that (x, ») € F. Iti customary to call » the value of F at x and to write ym Fx instead of (x, 9) € F to indicate that the pair (x, ») is in the set F. ‘Asan alternative to describing » function F by specifying the pairs it contains, it is usually preferable 10 describe the domain of F, and then, for each x in the domain, to describe how the function value F(x) is Obtained. In this eonnection, we have the following theorem whose proof is left as an exercise for the reader. i wi i t m6 Forte ermolos s Theorem 2. Two fanctons F and G are equal if and onty if 8) QF) = 9G) (Fand G hace the sume domain), and by Fix) = Gx) for every x in HP), 26 FURTHER TERMINOLOGY CONCERNING FUNCTIONS When the domain 2(F) is a subset of R, then F is called 2 fimetion of one real variable, If 9(F) is a subset of C, the complex number system, then Fis called & function of a complex variable. If 9(F) is & subset of a cartesian product x B, then F is called a function of two variabies. In this case we denote the function values by Fla, 6) instead of F(a, 6) A function of two real variabies is one whose domain is a subset of RER IF S is a subset of 9(F), we say that F is defined om S. In this ease, the set of Fix) such that x © Sis called the image of S under F and is denoted by FS). IF Tis any set which contains F(S) then F is also called a mapping from S to T. ‘This is often denoted by writing F:soT, If F(S) = T, the mapping is sid to be onto T. A mapping of S into itself is some- tioves called transformation. Consider, for example, the function of a complex variable defined by the equa- tion F(z) = z*. This function maps every sector $ of the form 0 < arg (2) < aS 5/2 of the complex plane onto a sector FS) described by the inequalities 0s amg [Flz)] < 2%. (See Fig. 22) | ro) Figure 22 Iwo fonctions Fand G satsy the inclusion relation @'= Fe sy that @ isa restriction of For tat Fis an extension of G. In parcuay if Sis a subset of 23(F) andi Gi defined by the equation Gu) = Fe) then we call G the restriction of F to S. The funtion G consis of those pairs {ay Fin such that we SIs domain Sand ts ange i FS) for all xin S, | |% Some Bane Notions of Set Theory Det.27 2.7 ONE-TO-ONE FUNCTIONS AND INVERSES Defwition 2.7. Let F be a function defined on S. We say F is one-to-one on S if and only for every x and y in S, Fix) = FO) implies x = y. ‘This isthe same as saying that a function which is one-to-one on S assigns distinct function values to distinct members of S. Such functions are alo called injective. ‘They are important because, as we shall presently see, they possess inverscs. However, before stating the defnition ofthe inverse of a function, itis convenient to introduce a more general notion, that of the cancerse of w relation. Deftion 28. Given a relation, the new relation & defined by 52 (@d:6,de5) 4s called the conoerse of S. ‘Thus an ordered pai (a, 6) belongs to 3 if, and only if, the pair (b, a), with lements interchanged, belongs to S. When 5 is'a plane relation, this simply means that the graph of $ isthe reflection of the graph of S with respect to the line 1 = x. Inthe relation defined by x < y, the converse relation is deBined by ) < x. Definition 29. Suppose thot the relation F is function. Consider the converse ‘elation F, which may ot may not be a function, Uf Fis also a function, then F ts called the Inverse of F and is denoted by F? Figore 2.3() illustrates an example of a function F for which Fis not function. In Fig. 2b) both F and its converse are fonctions ‘The next theorem tells ws that a function which is one-to-one on its domain always hasan inverse o Det 203 Seqmnces a Theorem 2.10. Ifthe fncton Fis one-to-one on it domain, then Fis loa fenton. Proof. To show that Fis. a fonction, we must show that if (x, y) ¢ Fand (x, z) € F, then y = 2. But (x, y) ¢ F means that (y, x) ¢ F; that is, x = Fly). Similarly, (, 2) € F means that x = F(z). Thus F(y) = F(z) and, since we are assuming that F is one-to-one, this implies y = z. Hence, # is a function. Nore. The same argument shows that if F is one-to-one on a subset S of 9(F), then the restriction of F to $ has an inverse. 28 COMPOSITE FUNCTIONS Definition 2.11. Given two functions F and G such that AF) (G), we cam form @ new function, the composite G» F of G and F, defined as follows: for every x in the domain of F, (G » Fx) = GLFU)|. Since RF) & 9G), the element F(x) is in the domain of G, and therefore it makes sense to consider G[F(x)]. In genera, it is not true that Go F = F. Sn fact, F» G may be meaningless unless the range of Gis contained of F, However, the associative law, WeGo) = (HOF, always holds whenever each side of the equation has a meaning. (Verification will bean interesting exercise for the reader, See Exercise 24.) 29. SEQUENCES Among the important examples of functions are those defined on subsets of the imegers. Definition 2.12. By a fnite sequence of m terms we shall understand a function F whose damain isthe set of mumbers (1,2...) ‘The range of F is the set {F(0}, Fi2),FQ),..., Fln)), customarily written {F, Fay Foy Fy). ‘The elements of the range are called terms of the sequence and, of course, they may be arbitrary objects of any kind Definition 2.13. By an infinite sequence we shall mean a function F whose domain 1s the se {1,2, 3...) of all positive integers. The range of F, that is, the set (FC), FE), FQ)..--3y 18 aloo writen (Fis Fy, Fyy..-}s and the faction value F, in called the rth term of the sequence. For brevity, we shall occasionally use the notation {F;} to denote the infinite sequence whose nth term is ‘Let § = {5 be an infinite sequence, and let k bea function whose domain is the set of postive integers and whose range is a subsctof the positive integers.= Some Basie Notions of Set Theory Det 24 Assume that k is “order-preserving,” that i, assume that Km) < kG), ifm 1, and for every ‘such 7 we have (56 8¥) = Sa ‘Such a composite function is said to be a subsequence of s. Again, for brevity, we often use the notation {si} or {i} to denote the subsequence of {s,} whose ‘th erm is 0 Example. Lets ~ (I/n} and let & be defined by Kin) = 28, Then s+ = (1/2). 2.10 SIMILAR (EQUINUMEROUS) SETS Definition 2.14. Two sets A and B are called similar, or equinumerous, and we write A-~ B, if and only if there exists a one-to-one function F whose domain Is the set A and whose range isthe set B. We also say that F establishes a one-to-one correspondence between the sets A and A. Cleacly, every set A iesimile to itelF (ake F tobe the “identity” function for which Ro) = forall xin 4). Furthermore if ~ B then B ~ 4, because 11 one-to-one function which makes A similar to B, then F~! will make B Suro Aisa Band B= G. theo A= 6. (ihe poo nh oo the reader.) 2.11 FINITE AND INFINITE SETS A set Sis called finite and is said to contain n clements if Sm UZ ah ‘The integer m is called the cardinal number of S. It is an easy exercise to prove that if (1,2,-..4n) ~ (1,2...) then m= n. Therefore, the cardinal rhumber of a finite set is well defined. The empty st is also considered finite. Its cardinal number is defined to be 0. ‘Sets which are not finite are called infinite sets. The chief difference between the two is that an infinite set must be similar to some proper subset of itself, ‘whereas a finite set cannot be similar to any proper subset of itself. (See Exercise 2.13,) Forexample, the set Z* ofall positive integers is similar tothe proper subset (2, 4,8, 16, ..} consisting of powers of 2. The one-to-one function # which ‘makes them similar is defined by Flx) = 2* for each x in Z* man ‘Uncountabity f the Real Nomber Sytem » 2.2 COUNTABLE AND UNCOUNTABLE SETS A set S is said to be countably infinite if itis equinumerous with the set of all positive integers; that is, if S~ 023,004 In this case there is a function f which establishes a one-to-one correspondence between the positive integers and the elements of S; hence the set S can be di played as follows: = £0f2), 4B) ---} ‘Often we use subscripts and denote /(k) by a, (or by a similar notation) and we write $= {a,, dy dye...) The important thing bere is that the correspondence enables us to use the positive integers as “labels” forthe elements of S. A count- ably infinite set is said to have cardinal number Ny (ead: aleph nought). Definition 2.15. A set S x called countable fit etter finite or countably infinite. A set which isnot countable i called wicounable. ‘The words denumerable and nondenumerable are sometimes used in place of countable and uncountable. ‘Theorem 2.16, Ecery subset of a countable set is countable. Proof. Let S be the given countable set and ascume A & S. If ie finite, there nothing to prove, so we can assume that 4 is infinite (which means S is also in- finite). Let » = {5,) be an infinite sequence of distinet terms such that S= by} Define a function on the postive imegers as follows: Let k(1) be the smallest positive integer m such that 5 ¢ A. Assuming that KQ),..., k(n ~ 1) have been defined, Tet k(n) be the smallest positive integer m > K(n — 1) svch that 4,€4. Then k is order-preserving: m > implies K(m} > h(a). Form the composite function s© k. The domain of x6 is the set of postive integers and the range of ¢« k is A. Furthermore, s°k is one~ to-one, since s{itn)] = sf tony). implies which implies k(a) = K(m), and this implies n = m. This proves the theorem. 2.43 UNCOUNTABILITY OF THE REAL NUMBER SYSTEM ‘The next theorem shows that there are infinite sets which are not countable. ‘Theorem 2.17, The set of all real mumbers is uncountable.« Some Basle Neti of St Thay mo Proof. It sufices to show that the set of x satisfying 0 < x <1 is uncountable. If the real numbers in this interval were countable, there would be a sequence = (5,} whose terms would constitute the whole interval. We shal show that this is impossible by constructing, in the interval, a real number which is not a term Of this sequence. Write each s, a8 an infinite decimal: By Ot ta 4180, 1,...40F9. Consider the real number y which hss the decimal Y= 00,0505. af tee anf ifte = 1 ‘Then no term of the sequence {s,} can be equal toy, since y differs from s, in the first decimal place, difers from 5, in the second decimal place, ..., from s, in the mth decimal place. (A situation like 5, = 0.1999... and y = 0.2000... ‘cannot occur here because of the way the », are chosen.) Since 0 < y <1, the theorem is proved. ‘Theorem 2.18, Let Z.* denote the set ofall postive integers. Then the cartesian product £4 2? ts countable. Proof. Define a function fon Z* x Z.* as follows: Som, n) = 2°, if (mmeZ* x Zt. ‘Then fis one-to-one on Z* x Z* and the range of fia a subset of Z* 2.14 SET ALGERRA Given tivo sets A, and Az, we define a new set, called the union of Ay and Ay denoted by A, U 4;, a8 follows: Definition 2.19. The union A, Az is the set of those elements which belong sither to A, oF 1 A, oF to bot This isthe same assaying that 4, LA, consists of those elements which belong to at least one of the sets Ay, Az. Since there is no question of order involved in this definition, the union 4, U A; isthe sume as A; U A,; that is, et addition is ‘commutative. The definition is also phrased in such a way that set addition is associative: Ay OAV AS) = (ALU ADU As Det222 Set Algeben a ‘The definition of union can be extended to any finite or infinite collection of sets: Definition 2.20. If F isan arbitrary collection of sets, then the union of all the sets ‘in FIs defined to be the set of those elements which belong to at least one of the sets in F, and is denoted by Ua ICP is a finite collection of sets, F = (Ay,...5 Agh we write Yr Qanwavae 1 he IC Fis a countable collection, F'= (4), Ayy---}. we write Ya- 04-40 4,0~ Definition 221, If Fis an arbitrary collection of sets, the intersection of all ets in F is defined tobe these of those elements which belong to every one ofthe sets in F, and is denoted by Qe "The interscotion of two sets 4, ond dz is denoted by Ay m vty and consist. of those elements common to both sets. If 4, and A, have no elements in common, then A, 7; is the emply set and A, and Az are said to be disjoint. If Fis a finite collection (as above), we write Q4- A A= A Ag Ae and if Fis countable collection, we write ge-fe nant If the sets in the collection have no elements in common, thei intersection is the ‘empty set. Our definitions of union and intersection apply, of course, even when Fis not countable. Because of the way we have defined unions and intersections, ‘the commutative and associative laws are automaticaly satisfied. Definition 2.22, The complement of A relative 10 B, denoted by B— A, is defined 10 be the set B~ Am (x: x6 B, but x4 A) Note that B— (B— A) = A whenever A's B, Also note that 8 — 4 = B if Bo Aisemply. ‘The notions of union, intersection, and complement are illustrated in Fig. 2.4Theorem 2.23. Let F be a collection of sets. Then for any set B, we have B-YA=w-A), . ye B~ A= Yea Progf. Let S= User Ar T= ut (B~ 4). I xe B~ S, then x6 2, but XS. Hence, itis not true that ¥ belongs to at least one A in F; therefore x belongs to no A in F. Hence, for every 4 in F, xe B — 4. But this implies x eT, so that B ~ S&T. Reversing the steps, we obtain T © B— Sand this Proves that 2 ~ S = 7. To prove the second statement, use a similar argument 21S COUNTABLE COLLECTIONS OF COUNTABLE SETS Definition 2.24. If F is a collection of seis such that every two distinct sets in F are disjoint, then F is said 10 be a collection of disiint sets. Theorem 225. If Fisa countable collection of disjoint sts, ay F = {Aye Az --.)y such that each set A, is countable, then the union JP. , Ay is also countable. Proof. Let Ay = {ign 0a Msgs Je WW 2 oo and let S = Ulead ‘Then every clement x of Sis ina least one of the wet in Fand hence x = dy for some pair of integers (m,n). The pair (m, ) i uniquely determined by x, since F isa collection of dsioint sets. Hence the function f defined by tx) = (ms »)if X= dy X € S, has domain S. The range f(S) is a subset of Z~ x Z* (where Z* isthe st of postive incegers)and hence is countable. But fis one-to-one and there- fore $ ~ JS), which means that $ is also countable Theorem 2.26, If F= (Ay, Ayy...} 18 a countable collection of seis, tet G = (By, Bay... J, where By = A, and, forn > 1, B= Ay U de Then G isa collection of disjoint sets, and we have Ua- Oa man ercacs s Proof. Each set B, is constructed so that it has no elements in common with the caulier sets By, Ba,..., By-s. Hence G is a collection of disjoint sets. Let A= Uses Ay and B = Ue, By We shall show that A = B. First of all if x€A, then 4 4, for some k. If m is the smallest such k, then xe 4, but x€ UI} Au which means that_xe 8, and therefore xe B. Hence 4 © B. Conversely ix © 8, then x ¢ B, for sorte, and therefore x © 44 for this same Thus x A and this proves that BS A Using Theorems 2.25 and 2.26, we immediately obtain Theorem 2.27. If F is a countable collection of countable sets, shen the wnion of all, seis in F is also a countable set Example 1. The Q of al rational number i countable ot Prof. Let, denote the set of all posite rational sumbers having denominator ‘The st of al posite ronal mumburs equal fo (Jf. From this i lls that Q's countbl nce each 4, is untae. Example 2. The et Sof ners with rational endoins is acount Proof Let (yn) denote the st of rational numbers and It, be he sto st intervals whos lel endpoint 40d whe ight endpoint is rational. Then 4 8 countable and $= Jf, A eset EXERCISES 21 Prove Theorem 22. Hint. (a, 8} = te, ) means {(a), (a, 61} = (fe), fed) [Now appeal io the definition of set eavality 22 Let S bea relation and let (5) be its domain. The relation i said to be 1) reflexive i ae 91S) implies (0,0) # S, 4) symmetric if a, 8) € $ implies (, @) € 5, 1) transite if (o, 6) € S and (b, eS implies (a,c) €S. A relation which is symmetric, reflexive, and transitive called an equealence relation Determine hich of these properties i possess by 5, if Sis the set of all pairs Of real numbers (x, suet that arsy, baxcn ox ih Otero otto, Nace ey. 123 The following functions F and G ate defined for all eal x by the equations given In each case where the composite function G= F can be Tormed, give the domain of G« Fand a formula (or formulas) for (> FH, D Fa) =1-% Gis) = 4? + 26 b Fidaa es, Gta) = hs ix #0, 60) = 0. rma Pe WOsxet. ya fh Hees an iy otherwise, G8) = No, otherwise,“ ‘Some Basie Notions 0 Set Teaey Find F(x) if Geo and GLC] ae given as follows: 8G) = x, GIR] = 8 ae 2G) = 3424 x, GIF) = 8 3 4 5 2A Given three functions F; G, 7, what restrictions must be placed on their domains 20 that the following four composite functions can be defined? Ge oO HGR, Heer. ‘Assuuning that H » (GF) and (M » G)» Fan be defined, prove the asociative law: He GoF) = (HOF. 25 Prove the following selstheoretic ilies for union and intersection DAVBUC)=AUBUC ANNO = AN BAG b) Aa BUC) = AN BUN). PUL OULO) = AVENE, M) AL BABLOACUA = (AN BUANCOUBNE. PANE C= (4NB)~ (AO). DA ~ 008-0 =n BC (A ~ BYU B= Ail, and only if, BE A 26 Let f:5-+ Thea function. If 4 and B are arbitrary subsets of S, prove that FAB) JAAD) and fh OB) 2 Ho FD. Generalize to arbitrary unions and intersections 27 Let {25 -+ Tex function. IFY © 7, we denote by f°) the largest subset of $ which f maps into ¥. That is, S10) © (ere Sand fe Y), The set f—1(1) is called the imerse image oF Y under f. Prove the following for arbitrary subsets ¥ of Sand ¥ of 7. a xs s*1/9) »surtone ¥, OFS Bl BLOF) «POOF. ONT N= s— py £) Generalize (e) and (d} to arbitrary unions and intersections. 28 Reler to Exercise 27. Prove that f{f-1(Y)] = Y for every subset ¥ of Tif, and only if, T= AS). 29 Let /:5 + Tbe a function. Prove thatthe following sttements are equivalent 8) fis oneto-one on S. BJA 9B) = fA ALB) for all subset 4, Bo! S. OFLA] = A. For every subset A of 5 4) For all disjoint subsets and B ofS, the images f(A) and /(B) are disjoint ©) For all subsets 4 and B of $ wi fA ~ B) = fa) ~ fa, 240 Prove that if. ~ Band B ~ C,then A ~ C. BAL IEC, 2.05.4) ~ (1,24... nh prove that m = 1, 2.12 16 an infinite set, prove that contains a countably infinite subset. Hint. Choose fan element a, in $ and consider $ — (0). 213 Prove that every infinite set S contains a proper subset similar to 5. 2.14 IT isa countable sot and Ban uncountable set, prove that B — A i similar to B. 215 A real number is called algebraic if ti a oot of an algebraic equation x) = 0, where (2) = ao + ax + ---+ apc is a polywomial with integer coefficients, Prove that the set of all polynomials with integer coefficients is countable and deduce that the set of algebraic numbers is also countable 2.16 Let S bea finite set consisting of w elements and let 7 be the collection of all subsets Of S. Show that Tis finite set and find the mumber of elements in 7. 27 Let R denote the set of real nurbers and let $ denote the set of all real-valued func- tions whose domain is R. Show that Sand Rare not equinumerous. Hint. Assume ‘5 ~ R and let/be « one-to-one function such that /OR) = $. Ware R, let gy ~ fla) be the reabvalued function in S which corresponds to the real number a. Now define h by the equation He) = 1+ gg(s) ie R, and show that h¢ 5. 2B Let S be the collestion ofall sequences whose terms are the integers Oand 1. Show that 5 i uncountable. 2.19 Show thatthe folowing set are countable: 42) the st of circles in the complen plane having rational coordinates, 1) any collection of disjoint intervals of postive length. 2.20 Let / be a real-valued function defined for every x in the interval O 0 be am integer. An ordered set of n real mumbers (xj X3,--- 5%) I8 called am nedimensional point oF 0 vector with m components Points or vectors will usually be denoted by single boldface leters: for example, Re Oi Met) OF Orne The mamber x is called the kth coordinate of the potnt x or the kth component of the vectar x, The set ofall n-dimensional points is called n-dimensional Euclidean space or simply n-space, and is denoted by R°. The reader may wonder whether there is any advantage in discussing spaces of dimension greater than three. Actually, the language of space makes many complicated situations much easier to comprehend. The reader fs probably familiar enough with three-dimensional vector analysis to realize the advantage of writing the equations of motion of a system having three degrees of freedom as a single vector equation rather than as three scalar equations, There isa similar advantage if the system has m degrees of freedom.« lement of Polat Set Tepe Del. 32 Another advantage in studying m-space for a general n is that we are able to deal in one stroke with many properties common to I-space, 2-space, 3-space, ‘tc, that is, properties independent of the dimensionality of the space, Higher-dimensional spaces arise quite naturally in such fields as relativity, and statistical and quantum mechanics. In fact, even infinite-dimensional spaces aze {quite common in quantum mechanics. ‘Algebraic operations on -dimensionat points are defined as follows Definition 3.2. Let x = (xp). 59) ond y = (Ye. .64 9d) Be tn RY, We defines 8) Equality: XY and only Yo, = Yar hy Ye b) Sum: REV R OH ta (©) Multiplication by real numbers (scalars): ox = (@,,...,0%) (areal). ©) Difference: xn y=x4(-dy. ©) Zero vector or origin: 0 = ,...40), 1) Inner product or dot product: rye dn Bah = (ex)! = (& x) . The ooem Px ~ yi called the dtance between x andy. Nore. nthe terminology of linear algebra, R* i an example of a finear space. 8) Norm or length Theorem 3.3. Let x and y denote points in R". Then we have > 9) lx > 0, and xt = 0 i, and only if, x 1) haat = lob Bal Jor every rea ©) ix ~ yh = by = xf. d) fxeyl s dx Bvt ©) Ie + yh and some w in Theorem 3.24 (Bolzano-Weierstras). If a bounded set S in RY contains infinitely ‘many points, then there is atleast one point in R* which [san accumulation point of S. Proof, To telp fx the ideas we give the proof frst for R!. Since $ is bounded, ities in some interval (—a, a]. At least one of the subintervals [~a, 0} or (0. a contains an infinite subset of S. Calf one such subinterval [2 b,]. Biset [a,, bg] and obtain a subinterval [2,6] containing an infinite subset of S, and continue this process. In this way a countable collection of intervals is obtained, the mth interval [2,6] being of length b, ~ 0, = a/2*~*, Clearly, the sup of the left endpoints g, and the inf ofthe right endpoints By must be equal, sy to x. [Why are they equal] The point x will be an accumulation point of S because, ifr is any positive number, the interval [4, by] willbe contained in B(x; r) as soon as n is large enough so that b, ~ a, < 1/2. ‘The interval B(x; r) contains a point of S distinct from x and hence is un accumulation point of S. This proves the theorem for R?, (Observe that the accumulation point x may or may not belong to S:) Next we givea proof for Rt, > {by anextension ofthe ideas used in treating RE. (The reader may find it helpful to visualize the proof in R? by referring to Fig. 3.1) Since $ is bounded, $ lies in some a-ball B(; 0). a > 0, and therefore within the a-imensional interval J, defined by the inequalities Suse G= 820m. Here J, denotes the cartesian product Fy TP HP ee HM: that is, the set of points (x,,..., 3), where x, €J{? and where each J{"? is a one-dimensional interval a 0,7 > 0}. ‘The collection F ofall circular disks with centers at (x, 3) and with radian 2, where x > 0, is covering of S. This covering is not Countable. However, it contains a countable covering ofS, namely, all those disks in which x is rational, (See Exercise 3.18) in RY “The Lindel6f covering theorem states that every open covering of a set S contains a countable subeollection which also covers S. The proof makes use of the following preliminary result: Theorem 327 Let G = (Ay, Azy---} denote the countable collection of all n- balls having rational radii and centers at points with rational coordinates. Assume xe Rt and let S be an open set im RY which contains x. Then at least one of the rebails in G contains x and 1s contained in S. That is, we have xeA SS forsome Ain. eof. The coletion Gs counabe bau of Theorem 227. IR adit tu open conning then thew ean nal Br?) We sal od goin in Sth aoa coordina ht “nar” sing his po Enc il then fn aibertood in © wich ea whine) 08 which cnsin's, Wee = Otc teh land let yy be a rational umber such that [yx ~ | < rin) for cach wa 12 .0.5m Then Wy xh iy alto tial <5. Next, Jet q be a rational number such that r/4 1, the finite union ‘This is open, since it i the union of open sets. We shall show that for some value ‘of m the union S,, covers A. For this purpose we consider the complement R* — S,, which is closed, Define a countable collection of sets (Q1, Qa,..-} a6 follows: Q, = A, and for m>i = dom Sy, ‘Thats, Qa consists of those points of 4 which ic outside of Sq. Ifwe can show that for some Yalu of the set Q is empty, then we will ave shown that for this te point of lies outside in oter words, we wil hve shown that some Sy Observe the following properties of the sets Q4: Each set Q, is close, since its the intersection ofthe closed set 4 and the closed set R" — 5. The stis Oy sate decteasin, since the Sy are increasing: that is, Qn; © Qn” The sts Qyr being subsets of 4, are all bounded. Therefore, i no set 0, is empty, we can apply the Cantor intersection theorem to cogclude that the intersection (2, Q, is also not empty. This means that chee i some point in A which i in all the Sts Qq» or, what isthe same thing, outside all theses S,. But this is impossible, since A'S Ufua Si. Therefore some 0, must be empty, and this completes the proof, mast Compacoen in Re *” 312 COMPACTNESS IN R* We have just seen that if a sct S in R¢ is closed and bounded, then any open covering of S cam be reduced toa finite covering. TL is natural to inquire whether there might be sets other than closed and bounded sets which also have this ‘property. Such sets will be called compact 5.30 Definition of « compact set. A set S in RY is said to be compact If, and only if, ‘every open covering of S contains a finite subeover, that is, a finite subcollection which also covers S. “The Heine-Borel theorem states that every closed and bounded set in R* is ‘compact. Now we prove the converse resul Theorem 331. Let § be a subset of R°. Then the following three stasements are equivalent: 8) Sis compact. b) Sis closed and bounded. .¢) very infinite subset of S has an accumutation point in S. Proof. As noted above, (b) implies (a). If we prove that (a) implies (b), that (b) implies (¢) and that (c) implies (b), this will establish the equivalence of all cree statements. ‘Assume (a) holds. We shall prove fist thar SIs bounded. Chowse 2 point p in S. The collection of m-balls B(9; 4), k = 1,2, -.-. isan open covering of By compactness a finite subcolection also covers Sand hence Sis bounded, [Next we prove that S is closed. Suppose is not closed. Then there is an accumulation point y of S such that y ¢ S. Ix ¢ S,letr, = [x ~ yhj2. Each ry is postive since y # S and the collection {B(x; r,):* € S} is an open covering of ‘S. By compactness, a finite number of these neighborhoods cover S, sty se Let r denote the smallest ofthe radii Fae... Then itis easy to prove that the ball B(y; r) has no points in common with any of the balls B(x; 10). In fact, if x€ B57), then x= yl] < rs ry and by the triangle inequality we have ly — 4h Sly — xb + bx ~ ml 80 [x= al 2 ly - x 9h = 4 = Ix vl > Hence x ¢ Bla; 4). Therefore Bly: r) 0 Sis emply, contradicting the fact that isan accumulation point ofS. This contradiction shows that Sis closed and hence ‘) implies () ‘Assume (b) holds. In this case the proof of (c) is immediate, because if T is ‘an infinite subset of S then T is bounded (since S is bounded), snd hence by the olzano-Weierstrass theorem has an accuraulation point x, say. Now x is also Box ndo ements of Pott Set Topology et 332 12 xeumolion point ofS and bene x S, nce Sis coed, Therefore () implies (€). Assume (@) holds. We shall prove (b). If S is unbounded, then for every 'm > Othere exists. a point x, in Swith [xql| > m. The collection T ~ (x3, X35...) ‘an infinite subset of S and hence, by (c), T has an accumulation point y in S, But for m > 1 + [yl we have Dy — yl Bx — ty > m= yt > ing the fact that y is am accumulation point of T. This proves that Sis cont bounded, To complete the proof we must show that Sis closed. Let x be an accurmulation point of S. Since every neighborhood of x contains infinitely many points of S, we can consider the neighborhoods B(x; 1/k), where k = 1, 2,...,and obtain a ‘countable set of distinct points, say T = {x,, x3... Js Contained in S, such that 2, B(x; 1/h). The point x is also an accumulation point of T. Since 7 is an infinite subset of S, part (c) of the theorem tells us that T must have an accumula- tion point in S. The theorem will then be proved if we show that x is the only accumulation point of 7. ‘To do this, suppose that y # x. Then by the triangle inequality we have Wy xt sly ml + by xl Oi x # y. 3. dex, ») = dy, 2). 4. dls, y) & dbx, 2) + diz, The nonnegative number d(x, y) is to be thought of as the distance From x 10 _y. In these terms the intuitive meaning of properties | through 4is clear. Property 4s called the triangle inequality. Polat Set Topology a Metre Spaces a ‘We sometimes denote « metric space by (M, d) to emphasize that both the set -M and the metric d play a role in the definition of a metric space. Examples 1. M = RYsd(x,y) = |x ~ yf. Thisizcalled the Euclidean metric. Whenever we refer te Baclidean space R*, it will be understood thatthe metric is the Euclidean metric unless another metric is specifically mentioned. 2 M = C, the complex plane; dlzy, 22) = \ty ~ 2]. AS. metric space, Cis indstin- ‘uishabie from Euclidean space R* because it has tbe same points and the same metric. 3. Many nonempty set; d(x. y) = OiCx = y, dx, ») = LiEx # y. This called the ‘discrete meri, and (M,d) is called a discrete metric space. ‘4 If (44 d) isa metic space and if Sis any nonempty subset of then (S,d) is also & retric space with the same metric or. more precsly, with the restriction of d to ‘Sx San metre. This is sometimes called the relauce metic indoced by don S, and ‘Sis called a metric subspace of M. For example, the rational numbers Q with the sets d(x, ») = Je — y1 form a metic subspace of R. SM = RE, dtu, 9) = VE, = 7) + Mey = 7a), where x= Gey) andy» (G92. "The metric space (Md) is not « metric subspace of Euclidean space RP ‘because the metric is diferent 6 Mm (xyx)ia} + do 1), the unit cide in RA: dO smaller arc joining the two points x and y on the nit circle. the length of the TM = (xy, Say 9) 294 +d + 99 ~ 1, the it aphere fa RO: dx») — the length ‘ofthe smaller are along the great crcl joining the two points x andy. BM = Ri dex) = bey — yl Hoot bo 9. M = RE; dex, YY = max fin, — Yulee se b= 34 POINT SET TOPOLOGY IN METRIC SPA‘ ‘The basic notions of point set topology can be extended to an arbitrary metric space (M. d). Tae M, the ball Bla; r) with center a and radius r > 0 is defined to be the set ofall xin M such that dix, a) 0. Hence By(x: r) = Blt: S'S AS =X ws open in S. ‘Conversely, assume X is open in S. We will show that X = 4 n S for some ‘open set A in Bf. For every x in X there isa ball Bg(x: r,) contained in X. Now Bax; 7.) = Bulors 1.) 7S, $0 if we let A= U Bass rs then is open in Mf and itis easy to verify that Am S = X, Theorem 34. Let (S, d) be a metric subspace of (M, d) and let ¥ be a subset of 'S. Then ¥ is closed in Sif, and only if, ¥ — BS for some set B whichis closed in M. Proof. IY = BS, where Bis closed in M, then B = M — A where 4 is open in Ms0 Y= Sm B= Sc(M ~ A) = S~ A; hence ¥ is closed in S. Conversely, if Yis closed in S, let X = 8 — ¥. Then ¥ is open in S so X = AS, where 4 is open in Af and S-(UoS)=S— A= SOM A=SH8, where B = M — 4 is closed in M. This completes the proof. If = M, x poi x in M is called an adherent point of Sif every ball By(x: r) contains at least one point of S. If x adheres to S— {x} then x is called an accumulation point of S. ‘The closure § of $ isthe set of all adherent points of S, ‘and the derived se¢ 5" is the st ofall accumulation points of S. Thus, S = Su 5" Yes-Xx m3 (Compact Sant of « Mette Space « ‘The following theorems are valid in every metric space (M, d) and are proved exactly as they were for Euclidean space R*. Tn the proofs, the Euclidean distance ix — yl need only be replaced by the metric d(x, ») ‘Theorem 3.35. 3) The union of any collection of open sets is open, and the inter- section ofa finite collection of open sets is open. ) The union of a finite collection of closed sets is closed, andthe intersection of any collection of closed sets is closed. Theorem 3.36. If A is open and B is closed, then A ~ Bis open and B— Ais closed. ‘Theorem 337. For any subset $ of M the following statements are equivalent a) Ss closed in M. 1) S contains all its adherent points ©) S contains all ts aceurmulation points. Qs=5. Example, Let M = Q, the set of rational numbers, with the Euclidean metric of R Let $ consist ofall rational numbers i whe open interval (a, 6}, where both a and b ate inrationsl. Then 5's a closed subset of Q. Our proofs of the Bolzano-Weierstrass theorem, the Cantor intersection theorem, and the covering theorems of Lindel6f and Heine-Bore! used not only the metric properties of Euclidean space I" but also special proper ies of R not gen- erally valid in an arbitrary metric space (M, d). Further restrictions on Mf are required to extend these theorems to metric spaces. Ove of these extensions is ‘outlined in Exercise 3.34 “The next section describes compactness in an arbitrary metric space. 31S COMPACT SUBSETS OF A METRIC SPACE. Let (M, d) be a metric space and let S be a subset of M. A collection F of open subsets of Mis said 10 be an open covering of Sif $< User 4 'A subset S of Af is called compact if every open covering of $ contains finite subeover, Sis called bounded if $ = B(a; r) for some r > 0 and some ain M. Theorem 3.38. Let S be a compact subset of a metric space M. Then 4) S is elosed and bounded. ii) Every infinite subset of S has an accumulation point in S. ‘Proof. To prove (i) we refer to the proof of Theorem 3.31 and use that part ofthe ‘argument which showed that (a) implies (b). The only change is that the Euclidean distance Ix — yl is to be replaced throughout by the metric d(x, 1).‘assume that no point of Sis an eccumulation point of 7, ‘Then for each point x in ‘S there isa ball B(x) which contains no point of T (if x ¢ T) or exactly one point of T(x uself, if x€ 7). As x runs through S, the union of these balls B(x) is an ‘open covering of S. Since Sis compact, a finite subcollection covers $ and henee also covers 7. But this is 2 contradiction because T'is an infinite set and each ball Contains at most one point of 7: Nore. In Euclidean space R*, each of properties () and (i) is equivalent to com- paciness (Theorem 3.31). In'a general metric space, property (i) is equivalent to ‘compactness (for a proof see Reference 3.4), but property (i) is not. Exercise 3.42 -zives an example of a metric space M in which certain closed and bounded subsets are not compact. Theorem 339. Let X bea closed subse of @ compact metre space M. Then X is compact Proof. Let F be an open covering of X, say XS User A. We wil show that a finite number ofthe sets A cover X. Since Xis closed its complement M— X is ‘open, so Fu {(M — X)} isan open covering of M. But M is compact, 30 this covering contains afte subcover which we can assume includes MX. There: fore ME ALU Ud, ~ XD This subcover also covers X and, since M — X contains no points of X, we can delete the set Mt — X from the subcover and sill cover X. Thus XA, U"" UA, 0 X is compact. 346 BOUNDARY OF A SET Definition 340. Let S be a subset of a metric space M.A point xin M is called a boundary point of S if every bell By(x; r) contains at least one point of S and at least one point of M ~ S. The set ofall boundary points of Sis called the boundary (of S and is denoted by a5. ‘The reader can easily verify that a= SaM—s. ‘This formula shows that 25 is closed in Example In R’ the boundary of a ball Ba; r) ste set of points x such hat fx — a Tn RY, the boundary of the set of rational numbers i all of R? Further properties of metric spaces are developed in the Exercises and also in Chapter 4 EXERCISES: ‘Open and clase sets in W* and? 3.1 Prove that an open interval in R* isan open set and that a clowed interval is a closed ‘32 Determine all the secumulation points ofthe following ses in R? and decide whether the sets are open or closed (or neithet). 2) All integers 1) The interval (a, 5 ©) Alloumbers ofthe form In, = 123.00 © Al rational oumbers, ©) All numbers ofthe form 2-* + 5", (mn= 1.0). 1) Allmumbers ofthe form (—1)" + (im, m= 1,2,...) 1) All numbers ofthe form (1/) + fm), (mae Q.d 1) All numbers of the form (— Y/N + Gi}, = 3,2,. 33 The same as Exercise 3.2 forthe following sets in R? 4) All complex such that [2] > 1 ') All complex z such that | 2 ©) Allcomplex numbers ofthe form (it) + Gm. (mn = 1.2. 4) All poins (x,y) such that a? ~ y? <1 ©) All points (x, ») such that x > 0. 1) All points (x, ») such that x = 0. 3.4 Prove that every nonempty open set $ a RY contains both rational and irrational numbers. ‘3.5 Prove that the ony sets in R* which are both open and closed are the empty set and 1B! itself Tea similar statement true for 2? ‘24 Prove that every closed st in Ris the intersection of« countable collection of open sets 3.7 Prove that « nonempty, bounded closed set Sin R! is elther a closed inerva, or that ‘Scan be obtained from a ciosed interval by removing a countable disjoint collection of ‘open intervals whose endpoints belong to S. ‘Open and closed sts In R* ‘3.8 Prove that open m-balls and m-imensional open intervals are open ets in RY 3.9 Prove that the interior of a set in R* is open in R". 340 IFS & RY, prove that int Sis the union ofall open subsets oft which are contained in S. This is described by saying that int S's the largest open subset ofS. AL IFS and Tare subsets of R, prove that (int 5) (int T) ~ int (SF), and int $)U Gat TY int (SUT).“ lement of Piet Set Tepoiogy 3.2 Let 5" denote the derived et and 5 the closure ofa set Sin R', Prove that 2) Sis closed in RY; that, (SY SS" DISS Tithe ss 7 Qu sur, o® ©) Sis closed in RY, 1) Sis the intersection ofall closed subsets of R* containing S. That is, Sis the smallest closed set containing S. 3.13 Lat Sand Thesubsets of RY, Prove that SAT 5 SF andinat SOT ¢ SAT If Sis open, NOTE. The statements in Exercises 39 through 3.13 are true in any metic space. 3.14 A stt Sin RY is called conve if for every pac of points x and yin Sand every real B satistying 0 < 0 < 1, wehave Ox + (I ~ Oly S. Interpret this statement grometric- ally Gn and 2) and prove that: 9) very bull in RY is conver. ) Every maimensional open interval is conven ©) The interior of a convex seis convex 4) The closure of a convex set is convex, AS Let F be a colletion of ses in RY, and Set $= User A and T= (\ser A. For fich of the following statements, either give a proof or exhibit a counterexample 8) Ifx isan accumulation point of 7, then x is an accumulation point of each set ') fxs an accumulation point ofS, then x i an accumulation point of at least one set Ain F. 346 Prove that the et $ of rational numbers inthe interval (, 1) cannot be expressed 2s the imersection of a countable collection of open set. Hint. Write S = (ry, %3)--- ‘assume = (EL, 5,, where each 5; is open, and construct a sequence {Q,) of closed {intervals such that Q,,, © Q, © Sy and such that s3¢ Q_ Then use the Cantor iner- section theorem to obiin a contradiction. ‘Covering theorems fo R* 37 IFS © R®, prove thatthe collection of isolated points ofS is countable, 3.18 Prove that the set of open disks in the sonplane with center at (x, 2) and radius x > 0, x rational, isa countable covering of the set, 9): > Oy > 0). 3.49 The collection Fof open intervals of the form (I/n, 2m), where # = 2, 3,..., isan ‘open covering of the open interval (0, 1). Prove (without using Theorem 3.31) tat no Finite subcollection of Feovers (0,1) 3.20 Give an example of a set S which is closed but not bounded and exhibit a countable ‘open covering F such that no finite subset of F covers S. 3.21 Given a set Sin RY withthe property tht for every x in there isan a-ball x) such that B(x) © Sis countable. Prove that $s countable, 1322 Prove that a collection of disjoint open sets in Rts neSessirily countable, Give an ‘example ofa collection of disjoint closed ses which i not countable, a o 3.23 Assume that $ & RY, A point xin RY is sad tobe a condensation pot of if every ‘ball BG) has the property that B(x) 7 Sie not countable, Prove that if Sis net count- Able, then there exists & point x én S such that x is a condensation point ofS. ‘324 Assume that § & R and assume that $ fs not countable. Let T denote the sot of ‘condensation points of S. Prove that ‘i 8) S ~ Tis countable, ) $0 Tie not countable, © Tis a closed set, 4) T contains no isolated points. Note that Exercise 3.23 isa special case of () 3.5 A sat in Ris called perfec if S = S, that ii Sis closed set which contains a0 ‘isolated points Prove that every uncountable closed set Fin RY can be expressed in the form F = AB, where A is perfect and 2 is countable (Canor-Bendxon theorem). Hint, Use Exercise 324. Metric wpaces| ‘3.26 In any metric space (Md), prove thatthe empty set and the whole space Mf are ‘ort open and closed ‘327 Consider the following two mets in Rt: ee) = ae tes nh lad = $v — a In each of the following metric spaces prove that the ball B(a; r) has the geometric appearance indicated: 9) Ind), 'b) In (RY, dy) square with diagooals parallel to the axes ©) A cube in (R*, di). 6) Am octahedron in (, d). ‘328 Let d; and dj be the metris of Exercise 3.27 and let [x — y] denote the usual Euclidean metric. Prove the following inequalities for all x and y in Rt square with sides paral! to the coordinate axes. x,y) < Ix = yhSdsy) and — sx. y) < Vax ~ yh < nda, 3.29 1F(M, d) isa metric space, define dex») To dee) rove that dis also a metic for M. Note that © = dx, y) < I forall x, yin ME. 3.30 Prove that every finite subset of a metric space is closed. 331 In metric space (M, d) the claed Ball of radius ¢ > 0 about a point 2 in M isthe set Bla; r) = tex, @) Se). 8) Prove that Ai; 7) sa closed set ) Give an example ofa metric space in which Ba: ‘all Ba) fen ig not the elosure ofthe open« ‘ements of Pott Set Toplogy 3.32 Ina metric space M, if subsets saify AS Ss , where Zi the closure of 4, then ‘A staid to be dense in. For example, the set Q of rational numbers i dense in R. It 1 is dense in $ and if $ is dense in T, prove that 4 it dense ia. 3.39 Refer to Exercise 1.32. A meitic space M issahd to be separable if there isa countable subset 4 whichis dense in M. For example, R i separable because the set Q of rational ‘number is countable dense subset, Prove that every Euclidean space RFs separable. 3.34 Refer to Exercise 3.33, Prove that the Lindel covering theorem (Theotem 3.28) is valid in any separable metric pace. 3.35 Refer to Exercise 3.32. IF Ais dense in Sandit Bis openin S,provethat 8 § 7AB. Hint, Exercise 3.13. 13.36 Refer to Exercise 332. each of 4 and Bis dense in $ and if Bis open in S, prove that 47 Bis dense in S, 3.37 Giveo two metric spaces (S,, dj) and (S., dz), a metric p forthe Cartesian product ‘5, » S,can be constructed from dy and din many ways. For example, ix = (ry, 22) ‘and y = (re, 7) ar in Sy % Sy. pls9) = duty. 9x) + data Ja) Prove that is a metric for 5, S, and construct further examples. (Compact subsets of a metric space Prove each ofthe following statements concerning an arbitrary metric space (M, d) and subsets, T of M. 338 Assume $s T's M, Then Sis compact ia (M. dif, and only if, Sa compact in the metic subspace (Fd). 3.99 IC Sis closed and T's compact, then 7) Tis compact. 340 The intersection of an arbitrary collection of compact subsets of M it compact. 3.41 The union of file number of compact subsets of M is compact, 342 Consider the metric space Q of rational numbers with the Boctidean metric of. Let $ consist ofall rational numbers in the open interval (a, 6). where a and 6 are ira- tional. Thea 5 isa closed and bounded subset of Q which i not compact. Minceincus properties ofthe ner td the hry 16 and dee abicary sabes of rs spce M, prov that: 20 int = MHA. 4 in (= A) = ME 2345 int Gin = int 6 5) int (Ys Ad ~ (Yea Gt 4), wher ach Ay SM 8) it (aar 4) Place Git A) if Fis a iit colton of ube of ME ©) Give an example wher: equality does not hold in (b). SAT 9) User Gat 4) 5 it User 1) Gie a example of finite coliction Fin which equality doesnot holdin (a SAN) int 2A) = 864i open oi A ie ove in 1) Give an exp in wich it (24) M. 3.49 IF int A = int B= B and i Ais closed in M, then int (4 UB) = @ 3.50 Give an example in which int A = int B = @ but int (4 U B) = M. 35184 = OM =A and 24 = AM 4, 382 UAE = 9, thea XA vB) = 24a SUGGESTED REFERENCES FOR FURTHER STUDY 34 Boas, RP, A Primer of Real Funesions. Carus Monograph No. 13. Wiley, New York, 1960. 3.2 Gleason, A., Findamental of Abstract Analysts. Addison-Wesley, Reading, 1966. 33 Kaplansky, 1, Set Theory and Metric Spaces. Allyn and Bacon, Boston, 1972 3.4 Simmoas, G. F.,Inredcton o Topology ond Modern Analysis. McGraw ‘York, 1963. NewCHAPTER 4 LIMITS AND CONTINUITY 41 INTRODUCTION “The reader i already familiar with the limit concept as introduced im clementary ‘aleulus whee, a fect, several kinds of mats are usually presented. For example, the limit of a sequence of real numbers {x,}. denoted symbolically by writing lim x, = A, means that for every number ¢ > 0 there is an integer N sul that my Al N. ‘This limit process conveys the intuitive idea that x, can be made arbitrarily close to A provided that m is sufficiently large. There is also the limit of a function, indicated by notation such as lim f(a) = A, ‘hick means that for every # > 0 there is another number § > O such that @) — Al 0 there is an integer N such that ley p) N. 7 ne (Caorreet Seqpences a Mitre Sc n We also say that {3,) converges 10 p and we write x,» p as n—» 00, oF simply ep. If there is no such pn S, the sequence (x, 1 said 10 diverge. Note, The definition of convergence implies that Xa 7p ifand only if d(x p) + 0. ‘The convergence of the sequence (dbx 9} 00 takes place in the Evelidean metric space R!. Examples 1, In Euclidean space R, a sequence (x) is called increasing if x, < xyes forall n. IF an increasing sequence is bounded above (that is, i x, < Af for wome M > O and all), then (,} converges tothe supremum ofits range, sup {xy ay... Similarly, {ra} is called decreasing if 4 for all x. Every decreasing sequence whichis ‘bounded below converges tothe infcnum ofits range. For example, {1/a} converses 100. 2. If ay) and (6, are real sequences converging 00, then (a, + b,) also converges to 0. If 0 = c= a forall m and if (a,) converges to 0, then {e,) also converges t0 0. ‘These elementary properties of sequences in R! can be used (0 simplify some of the ‘roots concerning limits in a general metric space. 3. In the complex plane C, let 2g = 1+ 7? + (2 ~ IVa. Then (2,) convernes 10 1+ 2 because Hig 1 + 27 = bg — C14 20? = Ze 50 dla 1 + 21) -+ 0, 0am = Theorem 4.2. A sequence (x,} ina metric space (S, d) can converge 10 at most one ot in S. Proof. Assume that x, p and x, +4. We will prove that p= q. By the triangle inequality we have 0 < dlp, g) < dp, x) + ty Q)- Since d(p, x,) + 0-and d(ey a) -+ 0 this implies that d(p, 9) = 0,50 p = 4. If. sequeace (3,} converges, the unigue point wo which it converges i called the limit of the sequence and is denoted by lim x, or by lim... Xy- Example. to Fuctidean space Rt we have fim, In = 0. The same sequence in the rmetisubepace T = (, 1] doesnot converge Bocse the ony candidate forthe ini is Oand0¢ 7. Thisexampie sows tha! the convergence or dverzaee of sequen depends ‘on the undetying space as well as onthe metre ‘Theorem 4.3. In a metric space (S, d), assume x, - p and let T = {x,, x3,--.} be the range of {x,). Then: 2) T is Bounded. 1) pis an adherent point of T.n ts nn Continty maa Prof. 2) Lt 1 be he near cormapndig 10 # = 1a the on of com vere, Then every wit» 2 fin te bal ps0 ey pein a ‘ies im the ball B(p; r), where ae 1+ max (de, x, 4p, Xn-))- ‘Therefore T is bounded. by Sinoe every ball B(p; «) contains a point of 7, pis an adherent point of 7. Nore. If Tis infnie, every ball B(p; ¢) contains infinitely many points of 7, 80 Pia an accumlation point of 7: ‘The next theorem provides a converse to part (b)- ‘Theorem 4.4. Given a metric space (S, d) and a subset T <= S. If a point pin S ir an adherent point of T, then there isa sequence {x,} of points in T which converges wp. Proof. For every integer m 2 1 there is a point x, in T with ap, x,) < ifn. Hence d(p, x3) + 0, 30.5, +p. ‘ Theorem 45. Ina metre space (S, 4) o oqunce {x} camerges 1 pf, and every subsequence (uy) converges 1p. Phodeny Proof. Assume + p and consider any subsequence {syq3). For every € > 0 ‘there is an W such that m > implies d(x, p) < ¢. Since (24) it a subsequence, there is an integer M such that k(a) 2 N for n= M. Hence m > M implies 8, which proves that xj -» p. The converse statement holds trivially since (,} i itself a subsequence, 43 CAUCHY SEQUENCES fa sequence {x,} converges to a limit p, its terms must ultimately become close to 1 and hence close to each other. This property is stated more formally inthe next Theorem 4. Assume that {x,} converges in # metric space (S, d). Then for every > O there is an integer N such that Mey) <6 whenever n> Nand m > N. Proof. Let p = lim xy Given ¢ > 0, let N be much that dix p) < 2/2 whenever mz. Then din) O there ison integer N such that dey xq) N. ‘Theorem 4.6 states that every convergent sequence is a Cauchy sequence. The converse is not true in a general metric space. For example, the sequence {In} is 1 Cavehy sequence in the Euctdean subspace T = (0, 1] of R*, but this sequence does not converge in T. However, the converse of Theorem 4.6 is true in every Euclidean space Rt Theorem 4.8. In Euclidean space R every Cauchy sequence is convergent. Proof. Let (xq) bea Cauchy sequence in RY and let T = (x, a...) be the range of the sequence. If Tis finite, then all except a finite number of the terms {x,) are ‘qual and hence {x,} converges 10 this common value. [Now suppose Tis infinite. We use the Bolzano-Weicrstrass theorem to show that T bas an accumulation point p, and thea we show that {x,} converges top. First we need to know that T's bounded. This follows from the Cauchy condition. In fact, when 2 = 1 there isan N such that n 2 N implies Ix, — xf <1. This ‘means that all pons x, with w 2 1 le inside a ball of radius Yabuul xy us vente, 0 T lies inside a ball of radius | + M about @, where M is the largest of the numbers [xy[,.+-, D&yl-. Therefore, since T is a bounded infinite set it hus an accumulation point p in RE (by the Bolzano-Weierstrass theorem). We show next that {x,} converges (0 P. Given ¢ > 0 there is an N such that x, ~ Xqll <¢/2 whenever m= N and ‘m= N. The ball B(y; #/2) contains a point x, with m > N. Hence ifn > N we have x ll < Ii — H+ kav < 5+ = 40 lim x, ~ p. "This completes the proof. amples 1. Theorem 48 often used for proviog the convergence of a sequence when he Hint {not Known in advance. Por example, consider the equece in B! dened by™ ‘Limits an Cotiaity Det 49 50 tm ~ se! < €usSoona5 N > Ie, Therefore {3} iba Cauchy sequence und hence ‘i converges 10 sore limit. ean be shown (see Exercise 8.18) that this limit slog, 2 fact which is not immediately obvious. Given a real sequence {a4} such that ldys2 — dyes) 5 Hogg ~ ay fOr all n @ 1 We can prove that (ay) converges without knowing it mit. Let by = lay: ~ a ‘Then bess & By/280, by induction, d,s 6/2". Hence, ~+ 8, Also ifm > n wehave Een vi lena Bed (te bens ence <2. ¥ ‘This implies that (a) Cauchy sequence, so a,} converses. 44 COMPLETE METRIC SPACES Definion 4.9. A metric space (S, a) is called complete if every Couchy sequence in S converges In S. A subset TofS sealed complete f the metric subspace (T. 4) 15 complet. Example 1. Every Euclidean space R* is complete Theorem 4). tn particular, Ris ‘compete, bot the subspace 7 = (0. 1 snot complete Example 2 The space R withthe met 0x) sax cian ‘The next theorem relates completeness with compactness 17s complete. Theorem 4.10. In any metric space (S, d) every compact subset T is complete. Proof. Let (x,} bea Cauchy sequence in Tand let A = (xy,.X3..-.} denote the range of (x). If is finite, then {x,} converges to one ofthe elements of 4, hence {x4} converges in T. If is infinite, Theorem 3.38 tells us that A has an accumulation point p in T since Tis compact. We show next that xy -+ p. Given ¢ > 0, choose N so that > Nand mz N implies d(x, x4) < o/2. The ball B(p; 6/2) contains a point 2_ With m & N. Therefore ifm > [NV the triangle inequality gives us Ain 2S dln Aad + dite <5 + Fm 6 s0.x, + p. Therefore every Cauchy sequence in T'has.a limit in 7, s0 Tis complete. 45 LIMIT OF A FUNCTION In this section we consider two metric spaces (S, d:) and (T, dy), where dy and dy denote the respective metrics. Let 4 be a subset of $ and let fi» T be a function from 4 to T ino RR RR a a man Lint ofa Function 1s Definition 4.11. If p isan accumulation point of A and if 5 © T, the notation lim fix) = 5, o is defined to mean the following: For every e > O there isa > 0 such that dy(fis),B) <2 whenever xe A, x # p, and de(x,p) < 3, ‘The symbol in (1) is read “the Timit of /(), as x tends top, i &.” oF “f(X) approaches bas x approaches p.” We sometimes indicate this by writing /(x) + & ax “The definition conveys the intuitive idea that f(x) can be made arbitrarily close to b by taking x suficiently close to p. (See Fig. 4.1.) We require that p be fn accumulation point of 4 to make certain that there will be points x in A suficiently close 10 p, with x # p. However, p need not be in the domain off, fand b need not be in the ange off Figare 4.1 Note, The definition can also be formulated in terms of balls. Thus (1) holds if and only if, for every ball B,(6), there isa ball Bs(p) such that By(p) oA is not ‘empty and such that fis) @ Brld) whenever x € Bp) 0 A, x = p. ‘When formulated this way, the definition is meaningful when p or 6 (or both) are in the extended real number system R¢ or in the extended complex number system (C*_ However, in what follows, it isto be understood that p and b are finite unless it is explicitly stated that they can be infinite “The next theorem relates limits of functions to lis Theorem 4.12. Assume p i an accumulation point of A and assume be T- Then lim fx) = 6, o ts of convergent sequences.% te nd Contioty nan Vand only ¥, lim f(x) = b, o for every sequence {x4} of points in A — {p} which converges 10 p. Proof. UC(2) holds, then for every e > 0 there is a 8 > 0 such that 4d J), 6) N implies d(x, p) < 6. Therefore (4) implies de(fcx), B) <0 for m> N, and hence {f(x} converges to b. Therefore @2) implies (3). ‘To prove the converse we assume that (3) holds and that (2) is false and arrive ‘ata contradiction. 1f (2) is false, then for some e > O and every 5 > 0 there is & xin A (where x may depend on 4) such that O< dix <6 but dr(f, 8) Be. ° Taking 6 = im, n = 1, 2,..., this means there is a corresponding sequence of points {x,} in A’— {p} such that 0 < dylty p) < Hn but dfx), Be ‘Cleary, this sequence {x} converges top but the sequence {Lx} does not con- verge 10 b contradicting (3). NoTE. Theorems 4.12 and 42 together show that a function cannot have two ifferent limits as x + p. 46 LIMITS OF COMPLEX-VALUED FUNCTIONS Let (S, d) be a metric space, let A be a subset of S, and consider two complex- ‘valued functions f and g defined on A, FAs gAse. ‘The sum f + g is defined to be the function whose value at each point x of A is ‘the complex number fx) + g(x). The diference f — 9, the product f-q, and the ‘quotient fig are similarly defined. 1t is understood that the quotient is defined only at those points x for which g(x) 0. ‘The usual cules for calculating with limits are given in the next theorem, Theorem 4.13. Let {and g be complex-calued functions defined on a subset A of @ ‘metric space (S, d). Let p be an accumulation point of A, and assume that Jim fx) = a, litt ax) = b. mae ‘Lr of Veco aloe Poneto n Then we also have: 2) Him, [/@) £ ao] = @ 2 4, ») limp /Uaot2) = ab, ©) limp FOa(2) = afb Yb # 0. Proof. We prove (b), leaving the other parts as exercises. Given with < ¢ < 1, ete’ be a second number satisfying 0 < e” < 1, which will be made to depend on tina way to be described later. There sad > Osuch that ix @ 4 and atx, p) < 8, then (fa) al 2), but we can define the sum f + g, the product if (if 4 is real) and the inner product {-g by the respec- tive formulas (6+ BE) = 1G) +269, AL) = Af), (EG) = fla)-Ht2) for each x in A. We then have the following roles for calculating with limits of vector-valued functions. Theorem 4.14. Let p be an accumulation point of A and assume that fim g(x) = b. lim fa) = a, Then we also have: 3) Tim, (x) + aia] = a+b, 1) lim, fx) = a for 2» sealar 2, ©) tim, 2) R(3) = ab, 4) Time. MDL = Hal.” Limits and Cony Deas Proof. We prove only parts (e) and (d). To prove (6) we write fix)-gix) — a°b = [fls) a}-{ata) — b) + aa) ~ ¥] + befits ~ a} ‘The triangle inequality and the Cauehy-Schware inequality give us 0 iRay-ats) ~ 9b) 5 HMC) ~ al nC) — bi + Fal fet) ~ Bl + BH EMG - at Each term on the right tends to 0 as x ~+ p, so flx)*g(x) -+ arb. This proves (©. To prove (A) note that jf(x)| ~ Hadj < Hx) — al NOTE. Let fi... fg be m real-valued functions defined on 4, and let f: 4+ RY ‘be the vector-valued function defined by the equation £2) (OAD), A) ifxe A. ‘Then fi... fy ate called the components of f, and we also write f = (fi...) (o denote this Felationship. Ifa = (a,,...,a), then for each r = 1,2,...,a we have (Wed ~ ail < Bla) — all s Do ifta) - a, ‘These inequalities show that lim, fix) = a if, and only if, lim,., f(s) = a, for each r. 48 CONTINUOUS PUNCTIONS ‘The definition of continuity presented in elementary calculus can be extended to functions from one metric space to another, Definition 4.15. Let (S. ds) and (T, d;) be metric spaces and let f:S-+T be a Suction fram $ to T. The function f 1s said 10 be comtinious at & point pin Sif for every t > O there is a> 0 such that 4(F).AP) < IFL8 continuous at every polnt of a subset A of S, we say fls continuous on A whenever dx, p) < 6, This definition reflects the intuitive idea that points close to p are mapped by {into points close to fip). It can also be stated jn terms of balls: A function fis continuous at p if and only if, for every # > 0, there is a3 > O such that MB4p:5) © BAAD: 9. Here Bs(p3.5) is a ball in S; its image under f must be contained in the ball By(s(p)i 8) in T. (See Fig. 4.2.) 1 p isan accumulation point ofS, the definition of continuity implies that lim 00) = f¢9). penetra eA m7 Contiity of Composite Fanci » Band) Beso Tage of Bai. 3) ie Figure 42 fp isan isolated point of S (a point of S which is not an accumulation point of '), then every f defined at p will be continuous at p because for sufficiently small 5 there is only one x satisfying d(x, p) < 8, namely x = p, and dy(7{p), f(2)) = 0. Theorem 4.16, Let f:S + Te a function from one metric space (S, ds) to another GF, dp), and assume p € S. Then is continuous at pif, and ony if for every sequence {54} th S convergent top, the sequence (f(x,)} nT converges to ftp); in symbols, Bn so) = Ji) ‘The proof of this theorem is similar to that of Theorem 412 and is left as an cnercte forthe reacer. (The result can also be deduced fom 4.12 but ther is & ‘minor complication in the argument du tothe act tha some terms ofthe seauence {a4} could be equal tof.) “The theorem is often described by seying that for continuous functions the limit symbol canbe interchanged with the fenction symbol. Some cae is needed in interchanging these symbols because sometimes {f(49) converges when (x) siveres Baample x, — and yy in metic space (5.4), then dls) + dz, 9) (Exercite 4.7). "The reader can verily that discontinuous on the metric space (SS, 9). where p is the metric of Exercise 3.37 with 5, = 5; = S. Nore, Continuity ofa function fata point pis called a focal property of f because it depends onthe behavior of fonly inthe immediate vicinity ofp. A property of {ohich conceras the whole domain offs called agloal property. Thus, continvity Off on ts domain is a global property. 49 CONTINUITY OF COMPOSITE FUNCTIONS Theorem 4.17. Let (S, ds), (T, dy), and (U, d,) be metric spaces. Let f:S + T and 9 =f(S) + U be factions, and let h be the compasite function defined on S by the equation mx) = affix) for xin. IF is continuous at p and if g is continuous at fip), then his continuous at p.» ‘Limits and Cotimaity mais Proof. Letb = fiz). Given & > 0, there is a5 > Osuch that Alats,9() < whenever dy(y, B) < 6. For this 5 there is a 6° such that (fC), 9) < 8 whenever dels, p) < 5 Combining these two statements and taking » = f(x), we find that a.lha), Mp) < © whenever delx, p) < 8, $0 His continuous at p. 410 CONTINOUS COMPLEX-VALUED AND VECTOR-VALUED FUNCTIONS Theorem 4.18. Let f and g be complex-valued factions continuous at a point p i 4a meri space (Sd). Then f ¥ 9, f ~ a. and f-g are each cominuous at p. ‘The ‘quotient fg is abo continuous at p if gp) + 0. Proof, The result i trivial if pis an isolated point of S. If p isan accumulation point of S, we obtain the result from Theorem 4.13, ‘There is, of course, a corresponding theorem for vector-valued functions, which is proved in the same way, using Theorem 4.14, Theorem 419. Let $ and be functions continuous at a point p in a metric space (5, d), and assume that { and g have values in RY. Thon each of the following is continuous at p: the sum £ + g, the product if for every real i, the inner product fog, and the norm (fh Theorem 4.20. Let f,,..., f, be n reabealued functions defined om a subset A of @ meric space (S, ds), ad let f = (f,,.... Jy). Then £ is continuous at a point p of A if ond only if each of the functions f,,., f,i8 continuous at p. Proof. If pis an isolated point of 4 there is nothing to prove. Ip is an accumula on point, we note that fx) Hn) asx = pif amd only is) - foreach 4.11 EXAMPLES OF CONTINUOUS FUNCTIONS. Let S = C, the complex plane. Its a trivial exercise to show that the following complex-valued functions are continuous on C: 8) constant functions, defined by f(z) = for every z in C; ») the identity function defined by f(z) = = for every z in C. Repeated application of Theorem 4.18 establishes the continuity of every poly nomial: Fie) = ay + aye boast Hoot a, the o, being compe numbers. man Cootiny and Inverse Tages of Open oe less Sts If $ is a subset on C on which the polynomial f does not vanish, then Iif is ‘continuous on $. Therefore a rational function gif, where g and fare polynomials, is continuous at those points of C at which the denominator does not vanish ‘The famiiar al-valued functions of elementary calculus, such as the ex: ‘ponential, trigonon etric, and logarithmic functions, are all continuous wherever they are defined. The continuity ofthese elementary functions justifies the common practice of evaluating certain limits by substituting the limiting value of the “independent variable”; for example, lim et =o = 1. ‘The continuity of the complex exponential and trigonometric functions is @ ‘consequence of the continuity of the corresponding real-valued functions and Theorem 4.20. 4.12 CONTINUITY AND INVERSE IMAGES OF OPEN OR CLOSED SETS ‘The concept of inverse image can be used to give two important global descriptions of continuous functions. 421 Definition of inverse image. Let f ST be a function from a set S10 a Set T. IP Y is a subset of T, the inverse image of ¥ under f, denoted by f-*(Y), és defined to Be the largest subset of S wick f maps into Y: that is, PMY) = ferxeS and fire Y). ove, Hffhas an inverse function /~*, the inverse image of ¥ under fis the same the image of ¥ under f~1, and in this case there is no ambiguity in the notation FHL), Note also that 4) = f-B)iPA S BST. Theorem 4.22. Let f: 8+ T be a fiewtion from Sto T. If XG Sand YET, then we have: 8) X= F741) implies OX) = ¥. b) ¥ = f(X) implies X = f~Y). ‘The proof of Theorem 4.22 is a direct translation of the definition ofthe sym- bole f-1(Y) and (UX), and is let to the reader, It should be observed that: in general, we cannot conclude that ¥ = UX) implies ¥ = /~¥(Y), (See the example in Fig. 43.)2 ‘Li and Continty man [Note that the statements in Theorem 4,22 can also be expressed as follows: SUH XS SLU). [Note also that {4A v B) = f-*(4) Uf-4(B) forall subsets A and 2 of 7. Theorem 4.23. Let f 1S» T bea function from one metric space (S, ds) to another (Z, d)). Then fis continuous on 5 if, and only if, for every open set Y in T, the inoerse image J-"(Y) s open in S. Proof. Let {be continuous on $, let ¥ be open in 7, and let p be any point of £-4(D). We will prove that p isan interior point of f""(¥). Let y = f(g). Since Yis open we have By(y; 6) © ¥for some e > 0. Since f is continuous at p, there is a8 > Osuch that (Bx(9; 8)) & By(¥: 6). Hence, BAP: ESM BAP: HN} SSBC; 9} =F", 40 p isan interioe point of 401), Conversely, assume that /~1(Y) is open in $ for every open subset Y in 7. ‘Choose pin S and let y = fp). We will prove that fis continuous at p. For every > 0, the ball By(y; 6) is open in T, 50 f7"(B(y; 0) is open im S. Now, Pef~1(By(y 8) s0 there is a8 > O-such that By(p: 5) < f~"(Byly 6). There- fore, (Bx(p; 8) = By( ye) 50,/s continuous a p. ‘Theorem 4.24, Let f:S + T be a function from one metre space (S, d;) 1 another (1, dy). Then § i continuous on S if, and only if, for every closed set Y in T, the inverse image f"(¥) is closed in S, Proof. If Y is closed in T, then T — Y'is open in Tand SAT N= s- FM, Now apply Theorem 423. ‘Examples. The image of an open set under 2 continuous mapping is not necessarily open. A simple counterexample is a constant function which maps al of $ onto a single point in R?. Similarly, he image ofa closed st under a continuous mapping need not be closed. Foc example the eatnived function () = aan maps R onto the Open Iva 413 FUNCTIONS CONTINUOUS ON COMPACT SETS ‘The next theorem shows that the continuous image of a compact set is compact. ‘This is another global property of continuous functions. Theorem 425. Let: T be a function from one metric space (S, ds) 10 another (7, dy). If Fis continuous on a compact subset X of S, then the image f(X) is a compact subset of T; in particular, (X) is coed and bounded in T. nao ‘Fectiat Coatiwoat on Compact Sets s Proof. Let Fbe an open covering of f(X), $0 that f(X) S User 4. We will show that finite number of the sts 4 cover OX). Since fis continuous om the metric subspace (X, de) we can apply Theorem 4.23 to conclude that each set £~1(4) is copen in (X, dy). The sets f*(4) form an open covering of X and, since X is compact, a finite number of them cover X, say XE f-WA) v=" U SHA, Hence FO) SIU MAYO MAN) = SUF MAN) 9 STF *ADY Sau so f(X)is compact. Asa corollary of Theorem 3.38, we sce that /(X) is closed and bounded. Definition 4.26, A function £: S—+ R* is called bounded on S if there is @ positive umber M such that f(x) 0. For every ¢ > Othere is a.5 > Ouch that IQ = 6 < fla) < fl) +e whenever xe BE; 8) 0S. ‘Take the 8 corresponding to ¢ = f{C)/2 (this e is positive). Then we have A) < J) < fle) whenever xe Ble; 8) > S, 10 f{) has the same sign as f(6) in Ble; 8) - S. ‘The proof is similar if f(e) < 0, except that we take ¢ = 4/6). Theorem 4.52 Bolzano). Let f be real-valued and continuous on a compact intereal [a, 6] in R, and suppose that f(0) and f(b) have opposite signs; that is, assume Hf) <0. Then there is atleast one point cin the open interval (a,b) such that Fo = 0. Proof. For definiteness, assume f(a) > 0 and f(b) < 0, Let A= (e:xe[e0} and fa) 20). “Then A i nonempty since @ ¢ 4, and A ix hounded above hy b. Let 6 = sup A. ‘Then a < ¢ 0, there are points x > ¢ at which flx) > 0, contradicting the definition of e. Ifflc) < 0, then ¢ ~ 4/2 8 an upper bound for A, again contradicting the definition of ¢. Therefore we must have fle) = 0. From Bolzano’s theorem we can easily deduce the intermediate value theorem for continuous functions. Theorem 433. Assume f is real-valued and continuous on a compact interoal S in R. Suppose there are two points a < Bin S suck that fla) (B). Then f takes ccery abe between fe) and f(B) inthe interoal (2, 6). Proof. Let k be a number between fiz) and /(8) and apply Bolzano's theorem to the function g defined on (3, 6] by the equation gtx) = fx) ~ k. “The intermediate value theorem, together with Theorem 4.28, implies that the continuous image of a compact interval S under a real-valued function is another ‘compact interval, namely, Link 18), sup f(5)). fis constant on S, this will be a degenerate interval) The next section extends this property to the more general setting of metric spaces.“ ‘Ln tot Continaty D4 436 CONNECTEDNESS ‘This section describes the concept of connectedness and its relation to continuity. Definition 434. A metric space S is called disconnected if S$ = A B, where A and B are disjoint nonempty open sets in S. We call S connected if itis not die Nome A subset X of a metric space S is called connected if, when regarded as & ‘metric subspace of S, itis a connected mettic space. Fxamgles “The metric space S = R ~ {0} with the vsual Euclidean metrics disconnected, since its the union of two disjoint nonempty open set, the positive real numbers and the negative eal numbers, 2 very open interval in Ris connected. This was proved in Section 34 as a conse- quence of Theorem 3.11, 3. The st Q of rational numbers, regarded as a metric subspace of Euclidean space R, is disconnected, In fact, Q ~ AUB, wheee A consists ofall rational numbers < Vand Bof al rational numbers > V2. Similarly, every ballin Q is disconnected, ‘4 Every metric space $ contains nonempty connected subsets. In fact, for each pin S the set (p} i connected. Zo relate connectedness with continuity we introder the concept of» two-valued function. Definition 435. 4 real-oalued function {whi said to be two-valued on S if f(S) = (0, 1). In other words, a two-valued function is a continous function whose only possible values are Qand 1. ‘This can be regarded as a continuous function from S to the metric space T = {0, 1}, where T has the discrete metric. We recall that every subset of a discrete metric space Tis both open and closed im T. is continuous on a metric space Sis Theorem 436 A meric space S i comected If, and oly I, cery twos function on $ is constant. ae Proof. Assume $ is connected and let fbe a two-valued function on S. We must show that f is constant. Let A = f-1({0}) and B = f~¥((1}) be the inverse images of the subsets {0} and (1). “Since {0} and (1) are open subsets of the discrete metric space {0, 1}, both A and B are open in S. Hence, $= AU B, where A and B are disjoint open sets. But since Sis connected, either 4 isempty and B = S, or ese Bis empty and A = S. In either case, fis constant on S. Conversely, assume that S is discoanected, so that § = 4 u B, where A and Bare disjoin! nonempty open subsets of S. We will exhibit a two-valued function ‘on S which is not constant. Let nf fred, mont toes nas Compras os Metre Space " Since 4 and B are nonempty, f takes both values 0 and 1, s0 fi not constant. ‘Also, fit continuous on S because the inverse image of every open subsct of (0,1) is openin 5, “Next we show thatthe continuous image of connected st i connected. Theorem 437. Let {15 -» M be a function from a metric space $ to another metric space M. Let X be a connected subset of S. If 8 continucus om X, then GO) 18.0 comected subset of M. Proof, Let g bea twowalved function on /(X). We will show that gis constant. ‘Consider the composite function h defined on X by the equation h(x) = of). Then his continuous on X and can only take the values 0 and 1, so his two-valued com, Since ¥ is connected, hs constant on X and this implies that g is constant on fUX). Therefore (2) is connected, Example. Since an iterval X in Ris connected, every continous image ected, 1 has ral valu, the image /(X) is aotber interval. Iffbas vals in RY, the Image LX) felled a care in RTs, every curve in Ris connected. ‘Asa corollary of Theorem 4.37 we have the following extension of Bolrano's theorem. Theorem 438 (Intermedite-vale theorem for real contiawous functions). Let f be real-valued and continuous on a connected subset Sof R*. Iff takes on two diferent aus nS, say o-and b, then foreach real e between a and b there exsse pont x in S such that f) = €. Proof. The image /(5) is a connected subset of R!, Hence, /(S) is an interval containing «and b sce Exercise 438). If some value c between a and 6 were not in f(S), thes f(S) would be disconnected. 417 COMPONENTS OF A METRIC SPACE “Tis section shows that every metric space Scan be expressed in a unique way as 4 union of connected “pieces” called components. Fist we prove the following: Theorem 439. Let F be a collection of connected subsets of @ metre space S such ‘thatthe intersection T= (Yau 18 mot empty. Then the union U = ay A is connected Proof, Since T# 0, here is some tin T. Let f be a two-valued function on U. ‘We will show that fis constant on U by showing that tx) ~ /() for all x in U. It xe U, then xe 4 for some A in F. Siace A is connected, fis constant on A and, since £6 4, (2) = f(0). [Every point x in a metric space S belongs to atleast one connected subset of ‘5, namely’ (x). By Theorem 439, the union of all the connected subsets which ‘contain xis also connected. We call this union a component of S, and we denote it by UG). Thus, U(2) ithe maximal connected subset of S which contains x.a ‘Lint a Continty mae Pm yr of ai ac mig er Component ofS. nor word the components ofS forma election of do sets whose union is S. . = ” ‘Prof Two dint component canot contin pint there (oy Theorem ‘Spyies woud be rps conarted we conaiing 438 ARCWISE CONNECTEDNESS “This section describes 8 special property, called arewise comectedness, which is possessed by some Gat not al) connected sets in Euclidean space R= Definition 441: A set Sin RY ix called arcwie connected if for any oo points & adbinS theresa comin faclon te Sache et 1-2 ond Kad rors, Such a funtion is called path from a to b. 1° (0) # {(), the image of [0,1] under ¥ is called an orc joining a and b. Ts, 3% acwise counected i every par of distinct point in can be joined by an are lying in S.Arcwise connected sets are alo called potwise comecied. FM) = tb + (1 ~ 1a for O's Fs 1, the carve joining and bs called line segment emis 1. Eyer comes set in in arciconneicd, sae tein semen nog two point cofsuch act hein the st Tn parr, every al breve comes. 2. the seta Fi. 44 (anion of to tangent com dss) arise connected Figure 44 3. The st in Fig. 45 consists of those points on the curve described by y = sin (I/n), 0 < 1 1, along with the points onthe horizontal segment ~1 = <0. This ct is connected but not urewise connected (Exercise 446) 7 Figure 45 ef. 40s Arenae Comectdness » ‘The next theorem relates arcwise connectedness with connectedness. Theorem 4.42, Every arcise connected set § in R° is connected. Proof. Let g be two-valued on S, We will prove that g is constant on S, Choose a point «in S. Ifxe S, join ato x by an arc lying in S. Since T is connected, is constant on so g(x) = 9(4). But since xis an arbitrary point ofS, this shows that g is constant on S, 50 Sis connected. We have already noted that there are connected sets which are not arcwise ‘connected. However, the coucepts are equivalent for open sets. Theorem 4.43. Every open connected set in R* is arewise connected. Proof. Let S be an open connected set in R" and assume x ¢ S. We will show that x can be joined to every point y in Sby an arc lying in S. Let A denote that subset Of S which can be so joined to x, and let B= S~ 4. Then S = AU 8, where “A and 8 are disjoint, We will show that A and B are both open in R°. “Assume that a 4 and join a to x by an arc, say [lying in S. Since ae ‘and Sis open, there is an n-ball Bla) & S. Every y in Bia) can be joined to a by f line segment (in S) and thence to x by T. Thus ye if ye Bia). That is, Bla) & A, and hence A is open. "To see that Bis also open, assume that be B. Then thereis an n-ball BY) © S, since Sis open. But if @ pointy in B(b) could be joined wo x by an arc, say I", Sying in S, the point b itself could also be so joined by frst joining B to y (by a Sine segment in B(W)) and then using’. But since b ¢ A, no point of B(b) can be in A. That is, B(b) © B, so Bis open. ‘Therefore we have a decomposition S= AU B, where A and if are disjoint ‘open sets in RY. Moreover, A is not empty since x ¢ A. Since S is connected, it follows that B must be emply, so S= A. Now 4 is clearly arcwise connected, because any two ofits points can be suitably joined by first joining each of them {0 1X. Therefore, S is arcwise connected and the proof is complete ove. A path f:[0, 1] + $ is said to be polygonal ifthe image of (0, 1 under £ is the union ofa finite number of Fine segments. The same argument used to prove ‘Theorem 4.43 also shows that every open connected set in R° is polyyonally con- nected. "That is, every pait of points in the set can be joined by a polygonal arc tying im the set. Theorem 444. Every open set S in R* can be expressed in one and only one way as a ‘countable disjoint union of open connected sets. Proof. By Theorem 440, the components of S form a collection of disjoint sets ‘whose union is S, Each component T of S is open, because if x € T then there is ‘an m-ball B(x) contained in S. Since B(x) is connected, B(x) © T, so T is open, By the Lindelof theorem (Theorem 3.28), the components of S form a countable collection, and by Theorem 4.40 the decomposition into components is unique. Definition 448, A set in R* is called region if tts the union of an open connected tet with some, none, o alts Boundary points. If nome of the boundary points are* {nits and Cootaiey Det 46 ‘included, the region is called an open region, If all the boundary points are included, the region is called a closed region, Note. Some authors use the term domain instead of open region, especialy in the complex plane. UNIFORM CONTINUTTY Suppose fis defined on metric space (S, d), with values.in another metric space (7, dy), and assume that fis continuous on a subset 4 of S. Then, given any point Pin A and any £ > 0, there is a 6 > 0 (depending on p and on ¢) such that, if xe A, then AA), (D)) < whenever delx, 9) < 5, In gencral we cannot expect that fora fixed ¢ the same value of 8 will serve equally well for every point p in A. “This might happen, however. When it does, the function is called uniformly continuous on A. Definition 4.46. Leif: S -» Tbe a function from one metric space (S, ds) to another (Fg) Thon sao be nfo conta nt mbes of 5 oon condition holds: aad —— and p A then : 4F0),AP)) <¢ whenever dlp) < 6. o To emphasize the dterence between continuity on 4 aud uniform continuity ‘we consider the folowing esaunpes of reab-valued functions. Examples 1. Let (0) = Ips for x > @ and take = (, 1]. This function is continuous on A tut not uniform continuous on A. To prove this, lt « = 10, and suppose we could find a,0 < 5 < 1, to satisfy thecoodition ofthe definition, Takingx = 8, p = 3]t1, ‘we obtain [x ~ pl '< 3 and _0 $876 enc, for thse two points we would always have (72) ~ fp) > 10, contradicting the deition of norm sontcay. YO 10) 2 Let fle) = 2° ifxeR! and take A = (0,1] 25 above. This function is uniformly continuows on 4. To prove ti, oberve that Fes) S19) = bet = w= Me ~ kx + DL < Bx ~ a It fx ~ pl < 8, then L7cx) ~ f(p)] < 26, Hence, i i given, we need only take 4 = «(2 to guarantee that [/(2) ~ flp)| < « for every pai x, p with Ir — pl < d. ‘This shows that fis uniformly continuous on (Fo) ~ 09) > 10. man Uniform Contimity and Compact Sts ” ‘An instructive exercise isto show that the function in Example 2 is not uni {ormly continuous on R 420 UNIFORM CONTINUITY AND COMPACT SETS Uniform continuity on a set A implies continuity on A. (The reader should verily this) The converse is also true if 4 is compact. Theorem 4.47 (Heine). Let f :S + T be a function from one metric space (S, ds) to another (T,d;). Let A be a compact subset of S and assume that fés continuous on A. Then is uniformly continuous on A. Proof. Let 6 > be given. Then each point a in A has associated with ita ball ‘Ba; r), with» depending on a, such that Aff), flO) < a whenever x € Ba; 7) 0 A. ‘Consider the collection of balls By(a; 1/2) each with radius 1/2. These cover 4 and, since 4 is compact, a finite number of them also cover A, sty ac aa: ) In any ball of twice the radius, B(a we have 4f00.sl00) < whenever Bian) 9 Let 8 be the smallest ofthe numbers 1/2, .-.4fa/2. We shall show that this 5 works in the definition of uniform continuity. or this purpose, consider two points of A, say x and p with dy, p) <6. By the above diseusion there is some ball Bay; r/2) containing x, so 49.09) <5 [By the triangle inequality we have 49.0) 5 4.9) + dfssa) S, 80 we also have dr{/(p), f(a) < 2/2. Using the triangle inequality once more we find 40). AD) 5 dy(F0), flap) + deffo). JCP) < F + 5 = 6 ‘This completes the proof.a ‘Limits a Cootinty mas 421 FIXED-POINT THEOREM FOR CONTRACTIONS, Let f:.8 — 5 be a function from a metric space (S, d) into itself, A point p in ‘Sis called a fixed poinr of fif f\p) = p. ‘The function fis called a contraction of ‘Sif there is & positive number a < 1 (called « contraction constant), such that A{ft2), f)) < dex, ») for all x yin, o Clearly, « contraction of any mettc space is uniformly continuous on S. Theorem 4.48 (Ficed-point theorem). A contraction f of @ complete metric space S has a unique fixed point p. Proof. It p and p’ are two fixed points, (7) implies d(p, p') < dip, p'), $0 s0 dip, ') ~ Oand p = p’. Hence f has at most one fixed point : To prove it has one, take any point x in and consider the sequence of iteraten: % fe Meo). ‘That is, define a sequence (p,} inductively as follows Po Pest SP, 9 = O12 ‘We will prove that {pz} converges 10a fixed point of First we show that (p,} is 4 Cauchy sequence. From (7) we have - Ares s5 Pd) = MEDIA Py) & AA Pm Path 0, by induction, we find Pass PS AD, Po) = Oo, where ¢ = d¢p, po). Using the triangle inequality we find, for m > 1, dw 2) Ee Ayu nd se See = LEE ctw, Since «* ~ as n -+ co, this inequality shows that (p,} is a Cauchy sequence, But ‘Sis complete so there isa point p in S such that p, —» p. By continuity off, Ao) = (im) = fn Sr 50 p isa fined point off. This completes the proof. Many important existence theorems in analysis are easy analysis ‘consequences of the fixed point theorem. Examples are given in Exercises 7.36 and 7.37. Reference 44 gives applications to numerical analysis. 422 DISCONTINUITIES OF REAL-VALUED FUNCTIONS ‘The rest of this chapter is devoted to special properties of real-valued functions defined on subintervals of R, Det 408 scott of Res Valued Functions 33 Let f be defined on an interval (a, 6). Assume ce (a, 6). IF f(x) -+ A as 2x +e through values greater than ¢, we say that 4 isthe righthand limit of f at € ‘and we indicate this by writ im foe) “The righthand limit 4 ial denoted by /(e+). tn thee, 5 terminology this means that for every € > O there is a 3 > Osuch that Ve) — fet O there is a 5 > 0 such that eb ¥. The only alternative is and this means that f“* i titty increasing. “Theorem 4.52, together with ‘Theorem 4.29, now gives us Theorem 4.53. Let f be siridly increasing and continuous on a compact interval [a,b Then fis continuous and strictly increasing on the intereal {fd f0)) NOTE Theorem 4.53 tells us that a continuous, strictly increasing function is a ‘topological mapping. Conversely, every topological mapping of an interval [2,6] ‘onto an interval [c, d] must be a strictly monotonic function. ‘The verification of this fact wil be an instructive exercise for the seader (Exercise 4.62).Limits of sequences 4.1 Prove each of the following statements about sequences in C. a 60 fle] < 15 (2) diverges if [zl > 1 ) IF z, + Oand if {c,} is bounded, then {e243 +0, (€) s4{n! + 0_ for every complex z. ) Ia, = Vi? +2 ~ nm, then a, +0, Az econ Cas + anf For alin & Lshow that ay + 2038. Mit tun 2 ~ tans Hay ~ a4 43 10 < xy <1 and if tye, = 1 — V7 — x for all m = 1, prove that (x) is a decreasing sequence with limit 0, Prove also that X,44/x,~+ 4 4.4 Two sequences of positive integers {2,) and (b,) are defined recursively by taking 4 = by = Land equating rational and irrational pacts in the equation y+ V2 = ogay + bye 2F form 2 2, Prove that a3 — 23. = 1 for n > 2. Deduce that a4, + V2 through values > V2, that 25,Ja, ~+ 2 through values < V2. 45 A reat sequence () satisfies 7xy4) = x2 + Gform > 1. If-xy = 4, prove that the seaence inerenrer and find ie limit, "What happens if; = } or ify ~ 4? 46 lagi <2 and \dny2 ~ Ones! * Slade ~ a for all n> 1, prove that fo,) ‘converges. 4.7 In a metric space (S, 4), assume that x, > x and yy» y. Prove that dry 33) de 9. 43 Prove that in a compact metric space (S, 2), every sequence in S has a subsequence which converges in S. This property also implies thal S is compact but you aresnot re- quired to prove this. (For a proof see either Reference 4.2 or 4.3.) 49 Let d bea subset ofa metric space $. If Ais complete, prove that A is closed, Prove thatthe converse also holds if is complete Limits of fnetons Nore, In Exercises 4.10 through 4.28, all functions are real-valued. 4.10 Let /be defined on an open interval (a) and assume x € (2,8). Consider the wo statements 2) im fe + 8) = Sea) = 05 by im [fur + A foe ~ = 0. Prove that (a) always implies (band give an example in which (b) holds but (a) des not. 411 Let fbe defined on R.A and ifthe one-dimensional limits ny f(x 9) and lin fx, 9) both exist, prove that im lim ts. 9M = Le Ain i Fes, 9} xerces ” [Now consider the functions f defined 00 R? 25 follows: ofan =, if Ge, 7) # (0,0), (0,0) = 0 ay wr? ofan if # 0,03,/00,00= FEM aes aE ©) fx, ») = Lin ory) Mx # 0,40, 9) = ¥. x + Yosin sin Up) iE # Oand y #0, ofan= lo itr towyee fin x ~ sin y tans 4 tan, orn zai om ittan = tan y. In each of the preceding exumples, determine whether the following limits exist and fe thowe lis that do exist im LiF 99} 5 in i x, 15 FD 4.12 If 6 [0,1] prove that the Following limit exists, ln (li cs?" (mt x2) and that its valve is 0 or 3, according to whether x 8 trational or rattonal Continuity of rea-valoed functions 443 Let f be continuous on fa, 6] and let f(x) = 0 when x is rational. Prove that Hla) = O for every xin f, 6) ‘414 Let f be continuous at the point a = (ayy a3... .204) ia RE Keep ty yo. dy Fixed and define a new function g of one rel variable by the equation 0) = $05, 35-004 09. Prove that ¢ is continuous at the point x ~ a. (This is sometimes stated as follows: ‘A continuous function of sariabes is continuous tn each variable separately.) ‘AIS Show by an example that the converse ofthe statement in Exereise 4.14 isnot true in general 436 bath df be defined on [0,1] 2 follows: “7be) = obs) Hx) = 0, whenever is irational; JG) = Land g(x) = x, whenever i rational; 1x) = Un if isthe rational number mya (in lowest terms); HO) = Prove that fis not continuous anywhere in [0,1] that gis continuous only at x = 0, aed ‘that fs continuows only atthe ieational points in. (, 1} “x7 For cach x i [0, 1} let f(x) = x if x @ rational, and let f(x) = 4 — x if x is inrational. Prove that 2) fUfte) = x forall xia [0,12 0) 00) + £0 ~ a) = 1 forall xin [0,1]es Limit ad Contaicy ©) is continuous only atthe point x = 4, 1) Fsssumes every value between 0 and 1 Mle + 9) ~ F0) ~ FY rational for al x and y in [0,11 4.18 Let /be defined on R and assure tha there exist atleast one point in at which ‘Fiscontinuous. Suppose also that, for every x snd y tn R, satiahes the equation Sle + 9 = S00 fOr Prove that there exists a constant a such that f(s) = ax for all. 4.19 Let /be continuous on fa, bJand define gas follows: gf) ~ fla)and, fora < x 0. Prove tha there isan mball Ap r) such that Cz) > O for every x inthe ball, 422 Let /be defined and continuous ona closed set Sin R, Let A= (rxeS and fia) = 0), Prove that i a closed subset of R 423 Given a function f:R ~ R, define two sets A and Bin R? as follows: A= ny < fon, (univ > fo rove that ff continuows on Rit, and only f, both 4 and Bate open subsets of R2 4424 Let /te defined and bounded on a compact interwal Sin R. If T= 5, the number 247) = 0 Vo) — fo): xe Hy eT) {is called the ascilarion (or span) of fon T. If + € , he oxilation of fat + is defined to be the number ods) 8m 21BEiN 4 8). Prove that this limit always exists and that a2) = Of and only if, fis continuous at x ‘425 Let f be comiinvous on u compact interval [2,6]. Suppose that fhas a local max: imum atx, and a local maximum atx Show that there aust be a thitd point between x, and.cs where fhas a local minimath, ware, ‘To say that fas # local maximum at x, means that there isa {all B¢x,) such that fx) fs) forall xin Bx,) [a,b]. Local minimum is simulaly defined. 426 Let fea real-valued function, continuous on {0.1}, with the following property For every realy, either there is no x in [0,1] for which f(x) = y or there Is exactly one such +. Prove that fs strictly monotonic on (0,1). 427 Let /be a function defined on (0, 1] with the following property: For every reat number» ether there is no x in 0, 1] for which f(x) = yor there are exactly wo values of xin (0, 1] for which fx) = y. eas » 4) Prove that feannot be continaous on (0, 1) 1) Construct a function f which hus the abowe property ‘6, rove that any function with this property has infiaitely many discontinuities on fo} 428 In each cate, give an example of a function 41S) = T, oF else explain why there can be no such, continuous on S and such that )S= 00, Tr DS= OD, Tr OS= RY r OS Wi B3, 7 OSH O1}x Ih 7 HS |B} x 1, T= Ox OD. DSH=ONXGD, THR. ‘Coctimaty in etre spaces In Exercises 4.29 through 4.33, we assume that f: S'-+ Tis a function from one metric space (S,d) 10 another (T, dy). 429 Prove that fs continuous on $ if, and only i, F-Mint B) Sim 74D) for every miter B of 7. 430 Prove thats continuous on Sif, and only if, Ay STA) for every subset A of S. 4s continuous on $ if, and only if, Fs continuous on every compact Subset of S. Bint. Hhxg + pin S, the set {p, x1, Xp...) iscompact. ia closed in 7 432 A function f: § + Tia called a closed mapping on Sif the image /(4) is closed Tor every closed subset A of §. Prove that fis cootiquous and closed on $f, and only i, A) = F(A for every subset A of S. 433 Give an example of 2 continuous fand a Cauchy sequence (4, in some metic space S for which {f(r} is not a Cauchy sequence in 7: 434 Prove that the interval (—1, 1) ia Ris homeomorphic 10 R'. This shows that neither boundedness noc completeness sa topological property, 4.35 Section 9.7 contains an example of a fonction f, continuous on {0.1} with JK, 1) = {0.1} * [B, 1]. Prove that no such fan be one-to-one on [0, 1} Comectoaness 436 Prove that a metric space Sis disconnected if, and ony if, there fs nonempty subset (4of S, A # S which is both open and closed in S. {437 Prove that « metric space Sis connected if, and only if, the only subsets of S which ‘are both open und closed in $are tbe empty set and S itself. 4.38 Prove thatthe anly connected subsets of Rare (a) the empty et, () sets consisting ‘of a single point, and (2) intervals (open, closed, hal-open, oF infinite),100 ‘Lint a Comtity 429 Let X be a connected subset of a metric space S. Let Y be a subuet of $ such that XS YS X.where isthe closure of X. Prove that ¥ is ako connected. In particular, this shows that is connected. 4.40 If is « point in a metric space S, let U(x) be the component of S containing x Prove that U(x) is closed in. 441 LetS be an open subset of R. By Theorem 3.11, Sis the union ofa countable dis. jin collection of open intervals in R. Prove tha each of these open interval isa com nent of the meric subspace S. Explain why this does not contradict Exercise 4.40. 442 Given a compact set in R™ withthe following property: For every par of points 1 and b in $ and for every # > 0 there exists © fnte set of poinis (p.Xi,---s it With p = @and x, = b such that In - Prove or disprove: Sis connected. 4463 Prove that a metric space S is connected if, and only if, every nonempty proper subset of Shas « nonempty boundary. 4.44 Prove tha every convex subset of RY is connected, 445 Given a function f: RS +R which is one-to-one and continuous on B®, If ‘pen and disconnected in R*, prove that f(4) is open and dlscenneted in £087). 4M Ltd = (Ox :0 << 1, y=sintix), Be Gx,):y=0, -1 sx <0), and lt S'= 41 Prove that Sie connasted but not arcvise counested. (See Fs 4h Section 4.18) 407 Let F = (Fi, Fa... } be a countable collection of connected compact seis in R° such that Fas SF; (or each & 1. Prove thatthe intention (i. is connected and closed. ‘448 Let 5 be an open connected set in RY. Let Tbe a component of Rt — 5. Prove that RY — Tis connected, 449 Let (S, d) be connected mesic space which is not bounded. Prove that for every in Sand every ¢ > 0, the set (x: d(x, ) ~ 1) is nonempty Pee fork = tem Uniform cootnaity 450 Prove tha a function which is uniformly continuous on $ is aso continuous on S. 451 IF/(0) = 2 for x im R, prove that fis vot uniformly continuous on BR. 4.52 Assume that fs uniformly continuous on a bounded set Sin RY. Prove be bounded on S, . 453 Let be a function defined on a set Sin RY and assume that {(5) SR Let g be defined on £5) with value in RS, and lt b denote the compenite function defined by ‘nex) = a{f(2)]ifx« S. If Fisunifoemly cominuous on S and fis uniformly continuous (on £(5), show that b i uniformly continuous on 5. 454 Assume f: $+ Tis uniformly continuous on S, where S and T are metric spaces. 1 x) is any Canchy sequence nS, prove that (f(4,)} Cauchy sequence in. (Com: pare with Exercise 4.33) frst Kerio. 0 5+ Tbe « function fom a mete ace 50 another netic ace T ‘sone (sania onion ter Ao Sanda T compte. Prove Dat thre ungue encnon oF /10 4 whi som conics on 456 Inn ei spe (Sd), let A be a none wb! of $. Defies fneson fa S > R by the equation 14a) = 8 Hs 276A) foreach nS. The numer (2 eal the san fom «A {Prova j,i wsifermy continous 00S ©) Prow that = (ese ant 146) ~ Ob = ona ee 457 Ina merc apce (St A a Be int closed sess ofS, Proves Sin dijout open ats Vand ¥ of Seah at a'© U and Bs PH Lat If) ~ fs, he ootation of Exeee 436 and coer gM 0) and 90, +00). Discontosites 4.58 Locate and classify the discontinuities of the functions f defined on R! bythe follow. ing eavations: 2) fl) = (in ax ite # 0,f0) = 0. b fa = ix ¥0,f0 ~ 0. Df) =e + sin in) if #0 AO) ~ 0. Ofoy= 1K KOFO=0 4.59 Locate the points in R? at which each ofthe functions in Exercise 4.1 is not con Male tne 40 Lt be didn he open intel 1) and asa tha for enh ior on ott nse sea BO) ch / 8 nering Prove ha sa eI incon roughest 8) . conincu n compact inal 648 sine ta domo ae ical imum ors lal inna at any intro piace The ove folowing rece 425) Deve tat mt be monotone on b {4611/1 one-one an continuo bl, prove tha mat be sialy monte Safi) Tht wove ht eer opll apeng tf ot an eral fe 4] sma be say monotone 1A Let foe an retingfcton defined on (ob nd ey. Be oi Teimcrornchdate Coy Sarees fee 2) show hat Fh Vee) = fl 9) 570-9 ~ fe) 3) Dodie tom prt tha th of dacs of oonta, ©) Prove that f has points of continuity in every open subinterval of [a, 6) 1464 Give an example ofa function f, defined and strictly increasing on ase Sin R, such that J~" isnot continuous on f(S),102 Limits and Cotizaty 4.65 Let fbe strictly increasing on a subset $ of R. Assume that the image /(S) has one fine ftowing reer: (0S) open; ()/(S) isonet (3) /) lee Prove that f must be continuous on S. Metric spaces and fixed pints 4.66 Let B(S) denote the set ofall real-valued functions which are defined and bounded ‘on a nonempty set 5. Ife BOS), let EL = sup en. The number 1/| is called the “sup norm” off 8) Prove thatthe formula 4,0) = f° ~ a defines u metic d on B(S). ) Prove that the metric space (AS). d) is complete. Hint. If (/;} is a Cauchy Sequence in B(S), show that (62) isa Cauchy sequence of real numbers for each x in S. 4.67 Refer to Exercise 4.66 and let C(S) denote the subset of B(S) consisting of all func tions continous and bounded on 5, where now S's 2 metric space 8) Prove that C(S) isa closed subset of B(S). ') Prove that the metric subspace C(S) i complete ‘4.68 Refer tothe proof of the fixed point theorem (Theorem 4.48) for notation. 8) Prove that dip.) = a(x, Feo)ePIU ~ a). ‘This inequality, which ie weil in numerical work, provides on com p, to the fied point p. An example is given in (). ) Take f(x) = 4(x + 2/2), $ = [1, +20). Prove that /is a contraction of S with contraction constant « = j and fixed point p = V2. Form the sequence (p,) starting with x = pp = Vand show that |p, ~ 2} < 2- 469 Show by counterexamples that the fixed-point theorem for contractions need not hold if either (a) the underlying metric space is not complete, ot (b) the contraction ‘constant « 2 1. 470 Let: 5 ~ be a function from a complete metric space (S,d) ito itself, Assume ‘there isa real sequence (ay) which converges to 0 such that d/*x), *)) << eylts, 9) forall = 1 and al x iS, where "is the mth iterate off that is, PG) =F), FG) = LD) orn = 1. Prove that has a unique fixed point. iat. Apply the fixed-point theorem to f™ for a sate m. AN La f:5~ Stew imate for the distance notion from a metric space (S,d) into itself such that APSO) < Aly) whenever + # y. 2) Prove that Fhus at most one fixed point, and give an example of uch an fwith no fixed point, by IF S is compact, prove that f has exactly one fined point. Hint. Show that ‘) ~ d(x.) attains its minimum on 5: {Give am example with $ compact in which fs not a contraction, Rerecse 103 472 Assume that f satsies the condition in Exercise 471. I xe S, ket po = x, Pert ® Pd, 208 €y = Ay Pros) fOr n = 0. 1) Prove that {c} isa decreasing sequence, and let ¢ = lim cy by Assume there is x subsequence (pus) which converges 10 8 point @ in S. Prove “ € = dla, = d(fa) FF). Dedvce that gis. xd point of fand that 7,» SUGGESTED REFERENCES FOR FURTHER STUDY 4.1 Boas, R. Pa A Primer of Real Functions. Carus Monograph No, 13. Wiley, New York, 1960. 42 Gleason, A., Fundamentals of Abstract Analysis, Addison-Wesley, Reading, 1966. 43 Simmons, G. F Iniroduction 10 Topology and Modern Anaiysis. MeGiraw-Hil, ‘New York, 1963, 4A Todd, J, Seroey of Numerical Analyst. McGraw-Hill, New York, 1962CHAPTER 5 DERIVATIVES 54 INTRODUCTION ‘This chapter treats the derivative, the central concept of differential calculus. Two fiffcrent types of probiem—the physical problem of finding the instantaneous velocity of a moving particle, and the geometrical problem of finding the tangent line to a curve at a given point—both lead quite naturally to the notion of deriva- tive, Here, we shall not be concerned with applications to mechanics and geometry, ‘but instead will confine our study to general properties of derivatives. ‘This chapter deais primarity with derivatives of functions of one real variable, specifically, real-valued functions defined on intervals in R. It also discusses briefly derivatives of vector-valued functions of one real variable, and partial derivatives, since these topics involve no new ideas. Much of this material should ‘be familiar to the reader from elementary calculus, A more detailed treatment of erivative theory for functions of several variables involves significant changes and is dealt with in Chapter 12. ‘The last part of the chapter discusses derivatives of complex-valued functions ‘of a complex variable. 52 DEFINITION OF DERIVATIVE If fis defined on an open interval (a, 5), then for two distinet points x and ¢ in (4, 6) we can form the difference quotient Sos) ~ Heo) We keep c fixed and study the behavior of this quotient a -+«. Definition 5.1. Let f be defined on an open interval (a, b) and assume that ¢ € (a,b) Then fs said tobe differentiable at © whenever the limit fx) = fo) cexlsts, The limit, denoted by Jc) is called the derisaive of fa ‘This limit process defines a new function f°, whose domain consists of those points in (a, 6) at which /'is differentiable. "The Function f” is called the first 108 masa Derivative od Contnaity es derivative of f. Similarly, the nih derivative off, denoted by #™, is defined to be the first derivative of f°, for m= 2,3,.... (By our definition, we do not ‘consider #© unless °° is defined on an open interval) Other notations with ‘which the reader may be familiar are ly where y = fC), Zl, Umneey = Jo so = ofa = 4 (= or similar notations. The function f itself is sometimes written /*". The process ‘which produces /" from fis called differentiation. 3. DERIVATIVES AND CONTINUITY “The next theorem makes it possible to reduce some of the theorems on derivatives 10 theorems on continuity. Theorem 5.2. If f is defined on (a,b) and differentiable at a point ¢ in (a,b), then there isa function f* (depending on f and on ¢) which is continuous at ¢ and which satisfies the equation a Sea) = fle) = be — AF", o for alt x in (a, b), with f*(c) = fc). Conversely, if there is a function f*, con ima hich sts) ten Ps iene ond) = Proof. WF (6 exists, letf* be defined on (a, #) a follows: Py FOAM tree, Mo=Ke. ‘Then f* is continuous at ¢ and (1) holds forall x in (a,b). Conversely, if (1) holds for some /* contiquous atc, then by dividing by x ~ and letling x —> ¢ we ste that fe) exists and equals /*(c). ‘As an immediate consequence of (1) we obtain: Theorem 5,3. If fis differentiable atc, then fis continuous at c. Proof. Let x + ein (N), wore. Equation (1) fas a geometric interpretation which helps us gai insight ots meaning, Since /¥ continuous at f°) i nearly equal 0 /*(e) = f°) wis mere. Replacing /*() by JC it (L) we obain the equation Pe = KO) + PKe ~ — cis smal. In other words, if fis “which should be approximately correct when x — cis small. In other words, ifferentiable atc, then fis approximately a linear funetion near ¢. (See Fig. 5.1) Differential calculus continually exploits this geometric property of functions.106 Desiratver ms4 Ke Figure 5.1 54 ALGEBRA OF DERIVATIVES ‘The next theorem describes the usual formulas for diferentiating the sum, differ- ence, product and quotient of two functions. Theorem 5.4, Assume {and g are defined on (a, 8) and diferentiable at c. Then L+ wf ~ guandf gare also diferentable atc. Thistealzo true of flaif ae) # 0 The derieatves atc are gicen by the following formulas: FE NO =SO+ 90. b) Ueto) = fate) + HOM, 9) Ure ~ ¥LO= LW, ave) aa Proof. We shall prove (b). Using Theorem 5.2 we write provided g(e) 0. M02) = flO) + — AFM, glx) = Me) + (% — C94). Thus, Aedgtx) ~ Kegte) = 0 — OLearta) + FACaWIe)] + Ce — 0) F*CWW"OD. Dividing by x — cand letting x + ¢ we obtain (b), Proofs of the other statements, are similar From the definition we see at once that if is constant on (a,b) then f° = 0 on (@, ). Also, if f(s) = x, then f"x) = | for all x, Repeated application of Theorem 5.4 tells us that if f(x) = x* (n a positive integer) then J"(x) = mz? forall x. Applying Theorem 5.4 again, we sce that every polynomial has a deciva- tive everywhere in R and every rational function has a derivative wherever it is defined, 5.8 THE CHAIN RULE ‘A.much deeper resuit is the socalled chain rule for differentiating composite fnc- et 56 (One Sided Dertvatvs und Infite Dehatves wr Theorem 5.5 (Chain rule). Let {be defined on an open itereal S, let g be defined on AAS), and consider the composite function g »f defined on S by the equation (ofa) = aL]. Assurme there is @ point © in S such that fle) is an interior point of f{S). iff is aifferentiable at ¢ and if 9 is differentiable at fc) then g of is differentiable at & ‘and we have WMO = MOY Proof. Using Thoorem 5.2 we can write Sea) = flo) = (= Of*a) for all xin S, where f* is continuous at cand f*(0) = f(0 Similarly, a) ~ of] = Ly ~ Fels". forall yin some open subinterval T of fS) containing fle). Heve g* is continuous at fic) and g*[fO)] = 9 LO) Choosing x in S'so that y = f(x) € 7, we then have ALF) ~ 9M) = Lf) ~ Fos" F029] = & - OF*CO9*L/@)}. 2) By the continuity theorem For composite Functions, SU) = Fe) = eT we. “Therefore, if we divide by x — c in (2) and let x ~ «, we obtain tin TO - MO. gyoyyrror, as required. ~ oan ‘56 ONESIDED DERIVATIVES AND INFINITE DERIVATIVES Up to this point, the statement that fhas a derivative at ¢ has meant that ¢ was interior to an interval in which f was defined and that the limit defining '(c) was Jnite. It's convenient to extend the scope of our ideas somewhat in order to discuss derivatives at endpoints of intervals. Mis also desirable to introduce infinite derivatives, So thatthe usual geometric interpretation of a derivative asthe slope ‘of a tangent fine will still be valid in case the tangent line happens to be vertical, In such a case we cannot prove that fis continuous atc. Therefore, we explicitly requie it to be so. Definition 5.6. Let fbe defined on a closed interval S and assume that fis continuous ‘at the point cin S. Then fis said to have a righthand dericative at ¢ ifthe righthand limit tim £2) — SO)108 Detter ns exists asa finite value, or if the limit is +00 or ~ <0. This limit willbe denoted by FiO. Lefthand derivatives, denoted by f-(c), are similarly defined. In addition, ‘fc is an interior point of S, then we sap that {has the derivative f'(e) = -+c0 if ‘both the right- and lefthand derivatives at © are’ +-co. (The derivative f'(@) = —c0 is similarly defined) Jt is clear that /has a desivatve (nite of infinite) at an interior point c if, and only if, F4(€) = f"(0), in which case f(e) © f"40) =f"). mn Figure 52 Figwe 2 estas sone of hes compl. lth point, weave i) = ses At ihe lftand deratie 8 O and ihe eben erat sc hs S09) = 0, F204) = =1, fy) = +1, fie) = +00, and fi x,) 2, Tae imo athe oneal ore yas ns S17 FUNCTIONS WITH NONZERO DERIVATIVE Theorem 5.7. Let f be defined on an open interval (a,b) and assume that for some € (a,b) we have Fe) > Dor 6) = +0, Then there a I-bal Be) = (8) FO)> fl) Px> 6 and fa 0. By the sign preserving ro ‘of continuous functions there is a 1-ball B(c) & (a, b) in which f(x) bas the aad San as (0s his cans that fi) — le) hs the sme sign a = = 6 mss ‘Zoco Destatves sad Loca Entre 10 IEf'(O) = +00, there is a ball BCE) in wich $0) = JO, whenever x # ¢. ‘In this ball the quotient is again positive and the conclusion follows as before. ‘A result similar to Theorem 5.7 holds, of course, if/"(@) < Dor iff"(@) = —20 at some interior point of (, 8). 58 ZERO DERIVATIVES AND LOCAL EXTREMA Definition $8, Let f be a real-valued function defined on a subset S of @ metric space M, and assume a @ S. Then f said to have a local maximum at a if there is ball B(a) suck thar fis) 5 fla) forall xin Bia) 0S. Uf fs) = fla) for all x in Bla) > S, then fis said to have a local minimum at a. Nore, A local maximum at ais the absolute maximum of fon the subset Ba) > S. If fhas an absolute maximum at a, then a is also & local maximum. However, f can have local maxima at several points in S without having an absolute maximum fon the whole set S. ‘The nest theorem shows a connection between zero derivatives and local ‘extrema (maxima or minima) at interior points Theorem 5.9. Let f be defined on an open interval (a,b) and assume that f has a local maximum ora tocal minimum at an interior point ofa, 8). Iff has a derivative (mite or infinite atc, then fe) must be 0. Proof. We fc) is positive or +0, then f cannot have a local extremum at ¢ because of Theorem $.7. Similarly, f"(c) cannot be negative or —a. However, because there isa derivative at c, the only other possibility isf"(c) ~ 0. “The converse of Theorem 5,9 is not true. In general, knowing that f(c) = 0 is not enough to determine whether fhas an extremum at c. In fac, it may have neither, as can be verified by the example f(x) = x? and ¢ = 0. In this case, £0) = 0 bot fis increasing in every neighborhood of 0. Furthermore, it should be emphasized that f can have a local extremum at ¢ ‘without "(2 being zero. ‘The example f(x) = [x{ has a minimum at x = 0 but, ‘of course, there is no derivative at 0, ‘Theorem 5.9 assumes that fhas a derivative Unite oF infinite) at ¢. The theorem also assumes that ¢ is an interior point of (@, 2). In the example f(x) ~ x, where a < x

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