Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 5 / 1 / f / Solution

The Riesz representation theorem states that every bounded linear functional $L$ on a real or complex Hilbert space $H$ is represented by a unique $h\in H$:For the complex case take the inner product to be linear in its first argument.

If $L=0$, choose $h=0$. Otherwise its kernel $K$ is a closed linear subspace. Choose $x$ with $L(x)\ne 0$ and let $z=x-P_{K}x$, using the orthogonal projection. Then $z\ne 0$, $z\perp K$, and $L(z)=L(x)\ne 0$. For every $v$,Therefore take $h=L(z)z/\Vert z{\Vert }^2$ in the real case, and $h=\overline{L(z)}z/\Vert z{\Vert }^2$ in the complex case. The conjugate in the latter formula compensates for conjugate linearity in the second argument.

The Cauchy-Schwarz inequality gives $|L(v)|\le \Vert v\Vert \Vert h\Vert$, and evaluation at $v=h/\Vert h\Vert$ when $h\ne 0$ gives equality of the norms. If two vectors represent $L$, their difference is orthogonal to every vector, including itself, hence zero. This proves all assertions of the Riesz representation theorem.