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Use the intended space of Hilbert-Schmidt operators, with the given Hilbert-Schmidt inner product linear in its first argument. It remains to prove completeness in its Hilbert-Schmidt norm. Let $(T_n)$ be a Cauchy sequence in that norm. The bound $\Vert T_n-T_m\Vert \le \Vert T_n-T_m{\Vert }_2$ makes it a Cauchy sequence in operator norm. The space $\mathcal{B}(X)$ is a Banach space, so $T_n\to T$ in operator norm for some bounded linear operator $T$.

For completeness, that last standard fact follows by taking $Tx={\lim }_n{T}_{n}x$ for each $x$: the Cauchy sequence $(T_n)$ is uniformly bounded in operator norm, so its limit is linear and bounded, and the uniform Cauchy estimate on the unit ball gives operator norm convergence.

Given $\epsilon >0$, choose $N$ so that $\Vert T_n-T_m{\Vert }_2<\epsilon$ for $n,m\ge N$. Fix $n\ge N$ and any positive integer $K$. Since $T_m{e}_k\to T{e}_k$ for each $k$, passage to the limit in a finite sum givesTaking the supremum over $K$ gives ${\sum }_k\Vert (T_n-T)e_k{\Vert }^2\le {\epsilon }^2$. Also,Thus $T\in S_2(X)$, and $\Vert T_n-T{\Vert }_2\le \epsilon$ for $n\ge N$. This proves Hilbert-Schmidt operators form a Hilbert space:Under the literal unrestricted “linear mappings” definition, the nonzero $R$ from part (i) satisfies $⟨R,R{⟩}_{S_2(X)}=0$. The form would fail positive definiteness and would not be an inner product; the boundedness correction is needed here too.