Heine-Borel theorem ($K\subseteq {\mathbb{R}}^d:K\text{ compact}⟺K\text{ closed and bounded}$)

For every finite $d\ge 1$, a subset $K\subseteq {\mathbb{R}}^d$ of Euclidean space is compact if and only if it is a closed set and a bounded set. Here closed means closed in the ambient Euclidean space, not merely in $K$ itself, and the bounded set condition uses the Euclidean norm. The empty set is included: it is a closed set, a bounded set, and compact. ^[ref]

This makes an apparently infinite test practical. To verify compactness of a closed interval $[a,b]$ with finite endpoints, we need not examine every open cover: it is closed in the real line and a bounded set. By contrast, the open interval $(0,1)$ is a bounded set but is not closed in the real line, as the missing-endpoint figure in compact space illustrates. The whole real line is closed but is not a bounded set, so it too fails compactness. These examples show why both hypotheses are needed.

The same criterion holds in any real or complex finite-dimensional vector space equipped with a norm: all norms there are equivalent norms, so they give the same open sets, closed sets, and bounded sets. Since compactness depends only on the topology, choosing a different norm does not change the conclusion. Without an appropriate topology, a bare vector space alone has no notion of compactness.

The restriction to a finite-dimensional vector space is essential. In the l2 sequence space, an infinite-dimensional vector space that is also a Hilbert space, let $e_n$ be the vectors of its standard orthonormal basis. All lie in the closed unit ball $B=\{x:\Vert x\Vert \le 1\}$, which is a closed set and a bounded set in the norm topology. For distinct indices, their inner product is zero, givingThus distinct terms remain distance $\sqrt{2}$ apart. No subsequence is a Cauchy sequence, hence none is a convergent sequence. The equivalence of compactness and sequential compactness in a metric space proves that this closed unit ball is not compact. The conclusion concerns the norm topology.

A short proof outline in Euclidean space explains the role of a finite-dimensional vector space. For a sequence in a bounded set, apply the Bolzano-Weierstrass theorem to each of the Cartesian coordinates in turn, retaining a subsequence at each of the finitely many steps. The final subsequence is a convergent sequence in all Cartesian coordinates, and a closed set contains its limit of a sequence. This yields sequential compactness, hence compactness. Conversely, a compact subset of a metric space is a closed set and a bounded set. ^[ref]