ProofComplete

Hahn-Banach and Dual Spaces - Key Proof

We present a complete proof of the Hahn-Banach Extension Theorem, one of the most fundamental results in functional analysis.

TheoremHahn-Banach Extension Theorem (Real Version)

Let XX be a real vector space, p:X→Rp : X \to \mathbb{R} a sublinear functional, and M⊂XM \subset X a subspace. If f:M→Rf : M \to \mathbb{R} is linear with f(x)≤p(x)f(x) \leq p(x) for all x∈Mx \in M, then there exists a linear extension F:X→RF : X \to \mathbb{R} with F(x)≤p(x)F(x) \leq p(x) for all x∈Xx \in X.

Proof

Step 1: One-Dimensional Extension

First, we show how to extend ff from MM to a subspace M1=M+span{x1}M_1 = M + \text{span}\{x_1\} where x1∈X∖Mx_1 \in X \setminus M.

For any α∈R\alpha \in \mathbb{R}, define F:M1→RF : M_1 \to \mathbb{R} by F(x+λx1)=f(x)+λαF(x + \lambda x_1) = f(x) + \lambda \alpha for x∈Mx \in M, λ∈R\lambda \in \mathbb{R}. We need F(x+λx1)≤p(x+λx1)F(x + \lambda x_1) \leq p(x + \lambda x_1) for all x∈Mx \in M, λ∈R\lambda \in \mathbb{R}.

For λ>0\lambda > 0: f(x)+λα≤p(x+λx1)f(x) + \lambda \alpha \leq p(x + \lambda x_1) implies α≤p(x+λx1)−f(x)λ\alpha \leq \frac{p(x + \lambda x_1) - f(x)}{\lambda}

For λ<0\lambda < 0: Setting y=−x/λy = -x/\lambda and μ=−1/λ>0\mu = -1/\lambda > 0, we get α≥f(y)−p(y−μx1)μ\alpha \geq \frac{f(y) - p(y - \mu x_1)}{\mu}

So we need: sup⁡y∈Mf(y)−p(y−x1)1≤α≤inf⁡x∈Mp(x+x1)−f(x)1\sup_{y \in M} \frac{f(y) - p(y - x_1)}{1} \leq \alpha \leq \inf_{x \in M} \frac{p(x + x_1) - f(x)}{1}

Claim: Such an α\alpha exists. For any x,y∈Mx, y \in M: f(y)−f(x)=f(y−x)≤p(y−x)=p((y−x1)+(x1+x)−x)f(y) - f(x) = f(y - x) \leq p(y - x) = p((y - x_1) + (x_1 + x) - x) ≤p(y−x1)+p(x+x1)\leq p(y - x_1) + p(x + x_1)

Therefore f(y)−p(y−x1)≤f(x)+p(x+x1)f(y) - p(y - x_1) \leq f(x) + p(x + x_1), which gives sup⁡y∈M[f(y)−p(y−x1)]≤inf⁡x∈M[p(x+x1)−f(x)]\sup_{y \in M} [f(y) - p(y - x_1)] \leq \inf_{x \in M} [p(x + x_1) - f(x)]

Choose any α\alpha between these bounds.

Step 2: Zorn's Lemma

Let F\mathcal{F} be the set of all pairs (M′,f′)(M', f') where M′⊃MM' \supset M is a subspace and f′:M′→Rf' : M' \to \mathbb{R} is a linear extension of ff satisfying f′(x)≤p(x)f'(x) \leq p(x) for all x∈M′x \in M'.

Order F\mathcal{F} by (M1,f1)≤(M2,f2)(M_1, f_1) \leq (M_2, f_2) if M1⊂M2M_1 \subset M_2 and f2∣M1=f1f_2|_{M_1} = f_1.

Any chain in F\mathcal{F} has an upper bound (take the union of the subspaces and the common extension of the functionals). By Zorn's Lemma, F\mathcal{F} has a maximal element (Mmax⁡,fmax⁡)(M_{\max}, f_{\max}).

Step 3: Maximality Implies Full Extension

If Mmax⁡≠XM_{\max} \neq X, choose x1∈X∖Mmax⁡x_1 \in X \setminus M_{\max}. By Step 1, we can extend fmax⁡f_{\max} to Mmax⁡+span{x1}M_{\max} + \text{span}\{x_1\}, contradicting maximality. Therefore Mmax⁡=XM_{\max} = X and F=fmax⁡F = f_{\max} is the desired extension.

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Remark

The use of Zorn's Lemma (equivalent to the Axiom of Choice) is essential. The Hahn-Banach Theorem cannot be proven in ZF set theory without some form of choice. This makes it a non-constructive existence theorem—we know extensions exist but typically cannot write them down explicitly.

Complex Version: For complex vector spaces, apply the real version to the real part and define the imaginary part using F(ix)=iF(x)F(ix) = iF(x).