MTL 411: Functional Analysis
Lecture B: Hahn-Banach theorem and its consequences
In this lecture, we discuss the Hahn-Banach theorem which is one of the major theorems
in the functional analysis. The theorem guarantees that every continuous linear functional
on a subspace can be extended to the whole space with norm conservation.
1 Hahn-Banach theorems
Theorem 1.1. Let M be a proper subspace of a real normed linear space X and
f : M → R be a continuous linear functional. Then there exists a continuous linear functional
fe : X → R such that
(i) the restricted functional fe|M = f , i.e., fe(x) = f (x), for all x ∈ M ;
(ii) ||fe|| = ||f ||.
Proof. The idea of the proof is to expand the space M step-by-step, and correspondingly
construct a continuous linear extension, then use the Zorn’s Lemma to complete the argument.
Without loss of generality, we assume that |f (x)| ≤ ||x|| for all x ∈ M and ||f || = 1 (why?).
Let z ∈ X \ M. For x, y ∈ M , consider
f (x − y) ≤ ||x − y|| ≤ ||x + z|| + || − y − z||
−||y + z|| − f (y) ≤ ||x + z|| − f (x).
Notice that in the above inequality, LHS is indepedent of x and RHS is indepedent of y.
Therefore, we get finite numbers s and t such that
s = sup (−||y + z|| − f (y)) ≤ ||x + z|| − f (x), for each x ∈ M
y∈M
s ≤ inf (||x + z|| − f (x)) = t. (1.1)
x∈M
Choose any number r satisfying s ≤ r ≤ t. Now consider the space
Mz = {x + αz : x ∈ M, α ∈ R}.
By the choice of z, every element in Mz has a unique representation of the form x + αz.
Define
h(x + αz) = f (x) + αr for x + αz ∈ Mz .
It is easy to see that h is linear and h|M = f. Further, it is to verify that
|h(w)| ≤ ||w||, ∀w ∈ Mz .
Indeed, for α > 0, we have from (1.1)
x x
r ≤ + z − f( ) (∀x ∈ M )
α α
=⇒ f (x) + αr ≤ ||x + αz||
=⇒ h(x + αz) ≤ ||x + αz|| (∀x ∈ M ).
1
For other values of α, use the lower inequality of (1.1) and verify that
|h(x + αz)| ≤ ||x + αz||, ∀x + αz ∈ Mz .
Therefore, h is continuous linear on Mz . Since ||h|| ≤ 1 and h|M = f, we get ||h|| = ||f || = 1.
If Mz = X, then we are done. If not we repeat the above procedure with the subspace
Mz , then we get a subspace Mz0 and a continuous linear functional h0 such that Mz ⊂ Mz0 ,
h0 |Mz = h and ||h0 || = ||h||. In this manner, we can repeat the procedure but there is no
clue when/how to stop. So we apply the Zorn’s lemma carefully to guarantee a existence of
desired continuous linear functional on X.
Define
P = {(M̃ , h̃) : M ⊂ M̃ , h̃ is a continuous linear extension of f on M̃ , ||h̃|| = ||f ||}.
Observe that P is non-empty. Define a relation 6 on P:
we say (M 0 , h0 ) 6 (M 00 , h00 ) if M 0 ⊂ M 00 and h00 |M 0 = h0 .
It is easy to show that (P, 6) is a partial ordered set (POSET), i.e., the relation 6 is reflexive,
antisymmetric, and transitive.
Let {(Mλ , hλ ) : λ ∈ Λ} be a totally ordered set, where Λ is a indexing set. Then the pair
(M , b
c h) defined by
c = ∪λ∈Λ Mλ and b
M h(x) = hλ (x), x ∈ Mλ , λ ∈ Λ
is an upper bound for {(Mλ , hλ ) : λ ∈ Λ}. (why? Is (M h) in P? ).
c, b
Since every totally ordered set has an upper bound in P, the POSET (P, 6) has a maximal
f, fe) in P by the Zorn’s lemma.
element (M
Claim. Mf = X.
Suppose M f 6= X, then M f is a proper subspace of X. Then we can repeat the above
procedure and construct a pair (M f0 , fe0 ) ∈ P such that (M f0 , fe0 ). This contradicts
f, fe)) 6 (M
to the fact that (M
f, fe) is a maximal element.
The theorem is also true for complex normed linear spaces. Suppose X is a complex
normed linear space and f : X → C be (complex) continuous linear functional on X. Then
f (x) = u(x) + iv(x)
where u is real part of f and v is imaginary part of f . It is easy to show that
f (x) = u(x) − iu(ix)
and u : X → R is (real) continuous linear functional. (Recall, if X is vector space over C,
then X is also vector space over R). Moreover, we can state a general lemma.
Lemma 1.2. Let X be a complex normed linear space. Then f is a (complex) continuous
linear functional on X if and only if there exists a unique real continuous linear functional u
on X such that f (x) = u(x) − iu(ix) and ||f || = ||u||.
Proof. Observe that for x ∈ X, choose α ∈ C with |α| = 1 such that
|f (x)| = αf (x) = f (αx) = u(αx).
The remaining details are exercise.
From Theorem 1.1 and Lemma 1.2, we can conclude the following theorem.
