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The Riesz-Markov-Kakutani representation theorem identifies the dual of the complex space of continuous functions on a compact space $C(K)$ with finite regular complex Borel measures on $K$: each bounded linear functional has a unique representationHere $|\mu |$ is the variation measure; positive functionals correspond exactly to positive regular measures. This is the measure representation theorem, rather than the Hilbert-space representation of a functional by a vector.

For the spectral construction use the convention that the Hilbert inner product is linear in its first argument. A unital subalgebra of $\mathcal{B}(H)$ is understood to contain $I_H$: an algebra whose abstract identity is a smaller projection could not give a resolution normalized by $P(K)=I_H$. On a compact Hausdorff space, a resolution of the identity is understood to be a normalized regular projection-valued measure: its scalar measures are regular, its values are orthogonal projections, and it is countably additive in the strong operator topology. Regularity is part of the usual convention needed for the uniqueness assertion; the statement is interpreted in this sense.

The Commutative Gelfand--Naimark theorem makes the Gelfand transform an isometric unital star-isomorphism $A\to C(K)$, where $K={\Phi }_A$ is compact Hausdorff. Denote its inverse by $\pi :C(K)\to A\subset \mathcal{B}(H)$. For $x,y\in H$, the bounded linear functional $f\mapsto ⟨\pi (f)x,y⟩$ has norm at most $\Vert x\Vert \Vert y\Vert$. Riesz-Markov-Kakutani gives a regular complex measure ${\mu }_{x,y}$ such thatUniqueness makes these measures sesquilinear in $x,y$. For $f\ge 0$, the identity $\pi (f)=\pi (\sqrt{f})\pi (\sqrt{f}{)}^{\ast }$ shows positivity, so ${\mu }_{x,x}$ is positive with total mass $\Vert x{\Vert }^2$.

For every Borel set $B$, the bounded sesquilinear form $(x,y)\mapsto {\mu }_{x,y}(B)$ determines an operator $P(B)$ by Hilbert-space Riesz representation theorem, withIn particular $0\le P(B)\le I$ and $P(B)$ is self-adjoint. We now verify the projection identity rather than assume it.

For continuous $f$, uniqueness of the representing measure applied to continuous test functions givesThese identities imply $P(B)\pi (f)=\pi (f)P(B)$. Testing once more against a continuous $g$ givesThe restriction $1_B{\mu }_{x,y}$ of a finite regular Borel measure is still regular, so uniqueness in Riesz-Markov-Kakutani yields ${\mu }_{P(B)x,y}=1_B{\mu }_{x,y}$. Consequently, for any Borel $C$,Taking $C=B$ proves that $P(B)$ is an orthogonal projection. Also $P(K)=I$ and $P(\varnothing )=0$. For disjoint $B_j$, these projections are orthogonal, and scalar countable additivity gives weak countable additivity. If $B={\bigcup }_j{B}_j$, then $R_N=P(B)-{\sum }_{j\le N}P(B_j)$ is the projection of the remaining union andThus countable additivity holds in the strong operator topology. The scalar measures are the regular measures already constructed. This completes the scalar-measure construction of a projection-valued measure.

By the integral theorem permitted in the question, continuous $f$ satisfies $⟨(\int fdP)x,y⟩=\int fd{\mu }_{x,y}=⟨\pi (f)x,y⟩$, and hence $\int fdP=\pi (f)$. For $T\in A$, this proves the spectral theorem for a commutative operator algebra:Any other regular resolution giving these integrals has the same scalar integrals on all of $C(K)$; Riesz-Markov-Kakutani uniqueness forces the same scalar measures and therefore the same projections on every Borel set.

For nonempty open $U\subset K$, compact Hausdorff normality supplies a nonzero continuous function $f$ supported in $U$. If $P(U)=0$, the stated squared-norm identity for spectral integrals gives $\pi (f)=\int fdP=0$, contradicting the isometry of $\pi$. This proves the full support of a faithful spectral measure propertyFaithfulness of the representation is essential here.

The spectral theorem for normal operators says that a bounded normal operator $T$ on a nonzero complex Hilbert space has a unique regular projection-valued measure $E$ on $\sigma (T)$ such that $T=\int zdE(z)$. Its support is all of $\sigma (T)$, and bounded Borel functions have the associated Borel functional calculus for a normal operator.

For the proof sketch, $A=C^{\ast }(I,T)$ is commutative because $T$ commutes with $T^{\ast }$; polynomials in these two operators commute, as do their norm limits. The map ${\Phi }_A\to \sigma (T)$, $\phi \mapsto \phi (T)$, is onto by the character of an algebra formula and spectral permanence for C-star algebras. It is one-to-one because a character of an algebra preserves the star operation and its values on $T,T^{\ast }$ determine it on their dense polynomial algebra. It is therefore a homeomorphism from compact ${\Phi }_A$ to the Hausdorff spectrum. Transport the resolution just constructed through this homeomorphism. It gives the formula for $T$ and full support; conversely a regular resolution for $T$ gives the same integrals for polynomials in $T,T^{\ast }$, hence by density the same continuous functional calculus and the same resolution. This argument works without separability of $H$.

Finally choose disjoint nonempty relatively open sets $U,V\subset \sigma (T)$ around two distinct spectral points, and put $Q=E(U)$. Full support gives $Q\ne 0$ and $E(V)\ne 0$, while $QE(V)=0$, so $Q\ne I$. The spectral integral, or multiplicativity of its Borel calculus with $1_U$, gives $QT=TQ$ and also $Q{T}^{\ast }=T^{\ast }Q$. Thus $Y=QH$ is closed, nonzero and proper, and $T(Qx)=Q(Tx)\in Y$. The spectral projection gives a reducing subspace conclusion isIn fact it is a reducing subspace, since it is also invariant under $T^{\ast }$.

The Lax-Milgram theorem assumes that $H$ is a real Hilbert space and $B:H\times H\to \mathbb{R}$ is a bounded bilinear form and a coercive bilinear form: there are $M,\alpha >0$ such thatThen for every continuous linear functional $\ell \in H^{\prime }$ there is a unique $u\in H$ satisfyingSymmetry of $B$ is not required.

For the proof, the Riesz representation theorem provides a bounded linear operator $T:H\to H$ and $g\in H$ with $B[u,v]=(Tu,v{)}_H$ and $\ell (v)=(g,v{)}_H$. Coercivity and the Cauchy-Schwarz inequality implyThus $T$ is injective and its range is closed: if $T{u}_j$ converges, the displayed inequality makes $u_j$ a Cauchy sequence; completeness gives $u_j\to u$ and $T{u}_j\to Tu$. If $w$ lies in the orthogonal complement of the range, then $B[v,w]=0$ for all $v$. Taking $v=w$ gives $\alpha \Vert w{\Vert }^2\le B[w,w]=0$, so $w=0$. A closed subspace with zero orthogonal complement is all of $H$, hence $T$ is surjective. The unique solution is $T^{-1}g$, and the same inequality gives the asserted norm bound.

Write ${\iota }_C$ for the indicator functional of a constraint set $C$ and $q(u)=\Vert u{\Vert }^2/2$. ThenBoth terms are convex, hence their infimal convolution is the convex squared distance to a convex set. The closest point theorem in a Hilbert space supplies the unique metric projection onto a closed convex set $P_{C}u$ and gives $d_C(u)=\Vert u-P_{C}u{\Vert }^2/2$.

Identify the Hilbert space with its dual space using the Riesz representation theorem. Completing the square yields $q^{\ast }(p)=\Vert p{\Vert }^2/2$, while ${\iota }_C^{\ast }(p)={\sup }_{v\in C}⟨p,v⟩={\sigma }_C(p)$ is the support function. The conjugate of the squared distance to a convex set is thereforeFor the closed unit ball, the metric projection onto a closed convex set is $P_{C}u=u$ if $\Vert u\Vert \le 1$, and $P_{C}u=u/\Vert u\Vert$ otherwise. ThereforeThe last equality uses the Cauchy-Schwarz inequality to compute the unit ball's support function, attained in the direction of $p$ when $p\ne 0$.

For $u\in U$, define $\varphi (u)\in U^{\ast }$ by $\varphi (u)(u^{\prime })=⟨u,u^{\prime }⟩$. If $\varphi (u)=0$, then in particularso $u=0$. Thus $\varphi$ is injective. Since a finite-dimensional vector space and its dual space have the same dimension, $\varphi$ is also surjective and hence an isomorphism. This is the finite-dimensional real case of the Riesz representation theorem.

The adjoint operator of $\alpha :V\to W$ is the unique linear map ${\alpha }^{\ast }:W\to V$ satisfyingfor every $v\in V$ and $w\in W$. In the stated orthonormal bases, if $v$ and $w$ denote coordinate columns, thenTherefore the matrix of ${\alpha }^{\ast }$ is the matrix transpose $A^T$.

For $w\in W$,Hence $\ker {\alpha }^{\ast }=(\mathrm{im}\alpha {)}^{\perp }$. Taking orthogonal complements in the finite-dimensional space $W$ proves the image-kernel orthogonality for an adjoint

Put $r=\alpha (v_0)-w_0$. For any $h\in V$,This is minimized at $h=0$ exactly when $r\perp \mathrm{im}\alpha$, equivalently when ${\alpha }^{\ast }r=0$. Thus the normal equation for a linear inverse problem is

For the given linear least-squares problem,The normal equations $2x+y=3$ and $x+2y=5$ have the unique solution

Consider a bounded Lipschitz domain $\Omega$ and homogeneous Dirichlet boundary conditions forAssume $A$ is a bounded real symmetric matrix field with ${\xi }^{T}A(x)\xi \ge a_0|\xi {|}^2$ uniformly, $c\ge 0$ is bounded, and $f$ defines a bounded linear functional on $V=H_0^1(\Omega )$, the zero-boundary Sobolev space. The weak formulation isThe Cauchy-Schwarz inequality gives continuity $|a(u,v)|\le M\Vert u{\Vert }_V\Vert v{\Vert }_V$. Uniform ellipticity and the Poincare inequality give a coercive bilinear form, $a(v,v)\ge \alpha \Vert v{\Vert }_V^2$. The Lax-Milgram theorem therefore supplies a unique weak solution, with $\Vert u{\Vert }_V\le \Vert \ell {\Vert }_{V^{\prime }}/\alpha$. Its proof represents $a$ by a bounded linear operator $T$ using the Riesz representation theorem; coercivity gives an injective operator with closed image, and a zero orthogonal complement makes that image all of $V$. This yields existence, uniqueness and the displayed estimate.

For a conforming finite element space $V_h\subseteq V$, the Galerkin method finds $u_h\in V_h$ such that $a(u_h,v_h)=\ell (v_h)$ for every $v_h\in V_h$. With a basis ${\varphi }_1,\dots ,{\varphi }_N$, this is the linear system $KU=F$, where the stiffness matrix is $K_{ij}=a({\varphi }_j,{\varphi }_i)$ and $F_i=\ell ({\varphi }_i)$. Its positive-definite matrix property proves unique discrete solvability. Local support gives a sparse matrix through elementwise assembly.

For the symmetric problem, the Ritz method minimizes $J(v)=a(v,v)/2-\ell (v)$ over $V_h$. Differentiating in every direction $v_h$ gives precisely the Galerkin method equations. Conversely, if $u_h$ solves them, $J(u_h+w_h)-J(u_h)=a(w_h,w_h)/2$, proving it is the unique minimum. The same argument over $V$ gives $J(v)-J(u)=\Vert v-u{\Vert }_a^2/2$, where $\Vert v{\Vert }_a=\sqrt{a(v,v)}$ is the energy norm. Thus the Ritz method chooses the best trial function in that norm.

Subtracting the continuous and discrete equations gives Galerkin orthogonality, $a(u-u_h,v_h)=0$. For arbitrary $v_h\in V_h$ and $e=u-u_h$, it follows that $a(e,e)=a(e,u-v_h)$. Coercivity and continuity prove the Céa lemma:In the symmetric energy norm, the Cauchy-Schwarz inequality improves the constant to one. Equivalently, Galerkin orthogonality gives the Pythagorean identity $\Vert u-v_h{\Vert }_a^2=\Vert u-u_h{\Vert }_a^2+\Vert u_h-v_h{\Vert }_a^2$. These estimates establish stability and show that approximation properties of the trial space determine convergence.

For continuous piecewise-linear elements on a shape-regular mesh in dimensions at most three, a finite element interpolation estimate gives $\Vert u-I_{h}u{\Vert }_{H^1}\le Ch\Vert u{\Vert }_{H^2}$ when $u\in H^2(\Omega )$. Combining it with the Céa lemma yields $O(h)$ energy norm error. More generally, degree-$p$ elements give $O(h^p)$ error in $H^1$ under the corresponding regularity and approximation assumptions. Mere mesh refinement cannot supply an order whose required solution regularity is absent.

An additional order in the L2 norm follows under a dual elliptic regularity assumption. Solve $a(v,z)=(e,v{)}_{L^2}$ and assume $\Vert z{\Vert }_{H^2}\le C\Vert e{\Vert }_{L^2}$. The Aubin–Nitsche duality argument uses Galerkin orthogonality to obtainTherefore $\Vert e{\Vert }_{L^2}\le Ch\Vert e{\Vert }_{H^1}$, giving $O(h^2)$ for the piecewise-linear case with $u\in H^2$. This improvement explicitly requires regularity of the dual problem.

As a concrete example, solve $-u^{\prime \prime }=1$ on $(0,1)$ with zero endpoint values. On a uniform mesh of spacing $h$, the piecewise-linear hat functions give $K_{jj}=2/h$, $K_{j,j\pm 1}=-1/h$ and $F_j=h$. The discrete equations are $2U_j-U_{j-1}-U_{j+1}=h^2$, whose solution is $U_j=x_j(1-x_j)/2$. The exact solution is $u(x)=x(1-x)/2$, so $u_h$ is its piecewise-linear nodal interpolant. On each interval $[x_j,x_{j+1}]$,Integrating the squared error and squared derivative error gives the explicit rateswhere the $H_0^1$ norm here is $\Vert v^{\prime }{\Vert }_{L^2}$.

For nonsymmetric coercive problems, the Galerkin method, Galerkin orthogonality and the Céa lemma still apply, but the symmetric quadratic minimization interpretation of the Ritz method generally does not. Nonconforming trial spaces, inexact integration and noncoercive equations need additional arguments beyond the conforming coercive theory proved here.

The real Riesz representation theorem states that for every bounded linear functional $f:H\to \mathbb{R}$ on a real Hilbert space there is a unique $y\in H$ such thatand $\Vert f\Vert =\Vert y\Vert$.

If $f=0$, take $y=0$. Otherwise $Y=\ker f$ is a closed proper subspace, so the supplied orthogonal decomposition by a closed subspace gives a nonzero $z\in Y^{\perp }$. Since $f(z)\ne 0$, for every $x\in H$,Taking its inner product with $z$ yieldsand thereforeThus $y=f(z)z/\Vert z{\Vert }^2$ represents $f$. If both $y$ and $y^{\prime }$ represent it, then $⟨x,y-y^{\prime }⟩=0$ for every $x$; taking $x=y-y^{\prime }$ proves uniqueness. Finally, Cauchy-Schwarz inequality gives $\Vert f\Vert \le \Vert y\Vert$, while evaluating at $x=y/\Vert y\Vert$ when $y\ne 0$ gives the reverse inequality. Hence

By part (a), $B$ is a bounded bilinear form: $|B(u,v)|\le M\Vert u\Vert \Vert v\Vert$. For each fixed $v$, the map $u\mapsto B(u,v)$ is consequently a bounded linear functional. The Riesz representation theorem supplies a unique vector $Lv$ such thatUniqueness of the representing vector makes $L$ linear, and $\Vert Lv\Vert \le M\Vert v\Vert$ makes it a bounded linear operator.

The coercivity assumption implieshence $\Vert Lv\Vert \ge C\Vert v\Vert$. Moreover, using the adjoint operator,so the same argument gives $\Vert L^{\ast }v\Vert \ge C\Vert v\Vert$. The invertibility from lower bounds on an operator and its adjoint therefore shows that $L$ is invertible and $L^{-1}$ is bounded.

Set $v_f=L^{-1}f$. Then $B(u,v_f)=⟨u,L{v}_f⟩=⟨u,f⟩$ for every $u$. If another $v$ has this property, then $L(v-v_f)=0$, and the injectivity of $L$ gives $v=v_f$. Thus the unique vector is $v_f=L^{-1}f$.

Put $H=H_0^1(\Omega )$ with its usual Hilbert space inner product, and defineThe Cauchy-Schwarz inequality shows that this is a bounded bilinear form. For $u\in H$, Young inequality givesand thereforeBecause $|A{|}_2<2$, this is a coercive bilinear form.

The map $u\mapsto {\int }_{\Omega }uf$ is a bounded linear functional on $H$. By the Riesz representation theorem, it equals $⟨u,F{⟩}_H$ for some $F\in H$. Applying part (b) produces one and only one $v\in H$ such thatThis is precisely the weak formulation of the stated Dirichlet problem, obtained by integration by parts in the Laplace operator term. Thus $v$ is its unique weak solution; this is the constant-drift massive-Laplacian Dirichlet problem.

Assume $x_n\rightharpoonup x_{\infty }$. For each $n$, define the bounded functionalWeak convergence makes $(T_n(h){)}_n$ convergent, hence bounded, for every $h\in H$. The Uniform boundedness principle givesBy the Riesz representation theorem, $\Vert T_n\Vert =\Vert x_n\Vert$, so $(x_n)$ is bounded.

Taking $h=e_i$ in the definition of weak convergence in a Hilbert space givesfor every $i$. Thus (i) implies (ii).

For fixed $y$, the map $x\mapsto ⟨Tx,y⟩$ is a bounded functional. The Riesz representation theorem gives a unique vector $T^{\ast }y$ representing it. Linearity, uniqueness, and $\Vert T^{\ast }y\Vert \le \Vert T\Vert \Vert y\Vert$ make $T^{\ast }$ the unique bounded adjoint operator.

Let $B$ and $F$ satisfy the hypotheses of the Lax-Milgram theorem. By the Riesz representation theorem, there are a bounded linear operator $T:H\to H$ and $z\in H$ such thatCoercivity and the Cauchy-Schwarz inequality implyso $\Vert Tu{\Vert }_H\ge \alpha \Vert u{\Vert }_H$. Thus $T$ is injective and its range is closed. If $y$ is orthogonal to its range, then $B(x,y)=0$ for every $x$; taking $x=y$ and using coercivity gives $y=0$. The range is therefore dense as well as closed, hence all of $H$. There is a unique $u=T^{-1}z$, and it satisfies $B(u,v)=F(v)$ for all $v$. The lower bound also gives $\Vert u{\Vert }_H\le \Vert F\Vert /\alpha$.

For fixed $f\in L^2$, the functionalis bounded on $\Sigma$ by the continuous embedding from part 2:The Riesz representation theorem gives a unique $T(f)\in \Sigma$ such that $⟨v,T(f){⟩}_{\Sigma }={\ell }_f(v)$ for every $v\in \Sigma$. It also givesso the linear operator $T:L^2\to \Sigma$ is bounded.

The functionalis bounded on $H_0^1(\Omega )$ by the Cauchy-Schwarz inequality and the Poincare inequality:The Riesz representation theorem therefore supplies a unique $u\in H_0^1(\Omega )$ satisfyingfor every test function. This is exactly the weak identity from part (a). Uniqueness also follows by testing the homogeneous difference with itself.

For each $n$, define the bounded linear functionalThe hypothesis is precisely that $x_n$ converges weakly to $x$. In particular, for each fixed $y\in H$, the scalar sequence $T_n(y)$ converges and is therefore bounded. Thus the family $\{T_n\}$ is pointwise bounded.

The Uniform boundedness principle givesBy the Riesz representation theorem, $\Vert T_n\Vert =\Vert x_n{\Vert }_H$. Henceso the sequence is bounded.

Put $z_n=x_n-x$, so $z_n\rightharpoonup 0$. We show that the norm closure of the convex hull of every tailcontains zero. If it did not, the Hahn-Banach separation theorem would give a bounded linear functional $\varphi$, a real number $c>0$, and, after multiplying $\varphi$ by a complex scalar if necessary,for every $z$ in that closed convex hull. In particular $\mathrm{Re}\varphi (z_n)\ge c$ for all $n\ge k$. By the Riesz representation theorem, $\varphi (z)=⟨z,y⟩$ for some $y\in H$, contradicting $z_n\rightharpoonup 0$.

Consequently, for every $k$ there is a finite convex combinationwith $\Vert w_k{\Vert }_H<1/k$. DefineThen every ${\tilde{x}}_k$ is a convex combination of terms of the original sequence andThis is Mazur lemma in the present Hilbert-space setting.

Fix $y\in V$. The map $x\mapsto \theta (x,y)$ is a linear functional, so the finite-dimensional Riesz representation theorem gives a unique vector $\beta (y)$ such thatFor scalars $\lambda ,\mu$,Uniqueness givesso $\beta$ is linear.

For $\alpha \in \mathrm{End}(V)$, apply this result toIt produces a unique linear map ${\alpha }^{\ast }$ satisfyingwhich proves existence and uniqueness of the adjoint.

A symmetric function $k:\mathcal{X}\times \mathcal{X}\to \mathbb{R}$ is a positive-semidefinite kernel when, for every $m$, every $x_1,\dots ,x_m\in \mathcal{X}$, and every $c\in {\mathbb{R}}^m$,Equivalently, every associated kernel matrix is a positive semidefinite matrix.

A Reproducing-kernel Hilbert space $\mathcal{H}$ on $\mathcal{X}$ is a Hilbert space of real-valued functions such that every point-evaluation map $f\mapsto f(x)$ is continuous. The Riesz representation theorem then gives a function $k(x,\cdot )\in \mathcal{H}$ satisfying the reproducing propertyIts reproducing kernel is $k(x,y)=⟨k(x,\cdot ),k(y,\cdot ){⟩}_{\mathcal{H}}$.

Part b(vi) and part c show that $\Vert T{\Vert }_1\le 1$ impliesConversely, choose a unit vector $x$ with $\Vert Sx\Vert$ arbitrarily close to $\Vert S\Vert$, put $y=Sx/\Vert Sx\Vert$, and take $T=x\otimes y$. Part c gives $\Vert T{\Vert }_1=1$ andTaking the supremum provesThus $S\mapsto [T\mapsto \mathrm{tr}(ST)]$ is an isometric embedding ${\mathcal{S}}_{\infty }\to {\mathcal{S}}_1^{\ast }$.

Suppose finite-rank operators are dense in ${\mathcal{S}}_1$ and let $L\in {\mathcal{S}}_1^{\ast }$. The sesquilinear formsatisfies $|b(x,y)|\le \Vert L\Vert \Vert x\Vert \Vert y\Vert$. The Riesz representation theorem gives $S\in {\mathcal{S}}_{\infty }$ with $b(x,y)=⟨Sx,y⟩$. Hence $L(x\otimes y)=\mathrm{tr}(S(x\otimes y))$, and linearity gives equality on every finite-rank operator. Density and continuity extend it to every $T\in {\mathcal{S}}_1$, proving surjectivity.

Conversely, if finite-rank operators were not dense, the Hahn-Banach theorem would give a nonzero $L\in {\mathcal{S}}_1^{\ast }$ vanishing on their closure. Surjectivity would represent it by some $S$, but thenfor all $x,y$, forcing $S=0$ and $L=0$, a contradiction. This proves the stated trace duality criterion.

The Riesz representation theorem says that for every bounded linear functional $f$ on a Hilbert space $H$, there is a unique $z\in H$ such thatand $\Vert f\Vert =\Vert z\Vert$.

For $T\in L(H)$ and fixed $y\in H$, the mapis a bounded linear functional, withRiesz therefore gives a unique vector, denoted $T^{\ast }y$, such thatfor every $x$. Uniqueness in the representation theorem shows that $y\mapsto T^{\ast }y$ is linear. Moreover,so the adjoint operator belongs to $L(H)$ and $\Vert T^{\ast }\Vert \le \Vert T\Vert$.

If $(e_j)$ is an orthonormal basis and $A=(a_{ij})$ is the matrix of $T$, then the matrix of $T^{\ast }$ isits entries are $\overline{a_{ji}}$.

The Riesz representation theorem says every bounded linear functional $f$ on a Hilbert space has a unique $z$ with $f(x)=⟨x,z⟩$ and $\Vert f\Vert =\Vert z\Vert$. For $f\ne 0$, decompose relative to $\ker f$; its one-dimensional orthogonal complement supplies $z$, and Cauchy-Schwarz proves the norm statement and uniqueness.