Analysis III

M.
Sc (Mathematics) Second Year

Paper-VII Analysis - III
Welcome
Dear Students,
We welcome you as a student of the
Second year M.Sc degree course.
This paper deals with the subject
ANALYSIS III. The learning
material for this paper will be
supplemented by contact lectures.
In this book the first five units deal
with Real analysis and the last five
units deal with Measure Theory.
Learning through the Distance
Education mode, as you are all
aware, involves self learning and self

assessment and in this regard you
are expected to put in disciplined and
dedicated effort.
As our part, we assure of our
guidance and support.
With best wishes,

SYLLABUS
M.Sc., Second Year
Paper VII Analysis III
Unit 1: Definitions and existence of the
Integral, Properties of the Integral,
Integration and differentiation,
Integration of vector valued
functions, Rectifiable curves
(Chapter 6 : Sections 6,1 to 6.23)
Unit 2: Discussion of the main problem,
uniform convergence, Uniform
convergence and continuity,
uniform convergence and
integration, uniform convergence
and Differentiation, Equi continuous
families of functions, The Stone
Weierstrass Theorem (Chapter 7:
Sections 7.1 to 7.33)
Unit 3: Power series, The exponential and

Logarithmic functions, The
trigonometric Functions, The
algebraic completeness of the
Complex field, Fourier series, The
Gamma function (Chapter 8:
Sections 8.1 to 8.22)
Unit 4: Linear Transformations
Differentiation The contraction
principle - The inverse function
theorem (Chapter 9 relevant
sections)
Unit 5: The implicit function theorem The
rank theorem Determinants
Derivatives of higher order
Differentiation of integrals (Chapter
9 relevant sections)
Unit 6: Lebesgue outer measure
Measurable sets Regularity.
Unit 7: Measurable functions Borel and
Lebesgue measurability.
Unit 8: Integration of non-negative
functions The general integral
Integration of series
Unit 9: Riemann and Lebesgue integrals
The four derivatives Continuous
nondifferentiable functions.
Unit 10: Functions of bounded variations
Lebesgue differentiation theorem
Differentiation and integration
The Lebesgue set
Text Books:
1. Principles of Mathematical
Analysis by Walter Rudin , Third
Edition, McGraw Hill ,
International Student Edition,
1976 Chapters 6,7,8,9.

2. Measure Theory and Integration
by G. de Barra, Willey Eastern
Ltd 2 edition 1991
Chapters 2,3 and 4

SCHEME OF LESSONS
ANALYSIS III
S.
TITLE
No
Unit 1
1.1: Definitions and existence of the

1
Integral
2 1.2 : Properties of the Integral.
3 1.3 : Integration and differentiation
1.4 : Integration of vector valued

4
functions
5 1.5 : Rectifiable curves
Unit 2
6 2.1 : Discussion of the main problem
7 2.2: Uniform convergence

8 2.3: Uniform convergence and continuity
2.4: uniform convergence and

9
integration
2.5: uniform convergence and

10
Differentiation
11 2.6: Equi continuous families of functions
12 2.7: The Stone Weierstrass Theorem
Unit 3
13 3.1: Power series
3.2: The exponential and Logarithmic

14
functions
15 3.3: The trigonometric Functions
3.4: The algebraic completeness of the

16
Complex field
17 3.5: Fourier series

18 3.6: The Gamma function
Unit 4
19 4.1: Linear Transformations
20 4.2: Differentiation
21 4.3: The contraction principle.
22 4.4: The inverse function theorem
Unit 5
23 5.1: The implicit function theorem
24 5.2: The rank theorem
25 5.3: Determinants
26 5.4: Derivatives of Higher Order
27 5.5: Differentiation of integrals

UNIT-1
Unit Structure
Section 1.1 : Definitions and
existence of the Integral
Section 1.2: Properties of the
Integral.
Section 1.3 : Integration and
differentiation
Section 1.4: Integration of
vector valued functions
Section 1.5 : Rectifiable curves
Introduction
A satisfactory discussion of the main
concepts of analysis must be based
on an accurately defined number

concept. In this unit we discuss the
concept of Riemann-Stieltjes integral
and its properties, some theorems of
Integration of vector valued functions
and Rectifiable curves.
SECTION-1.1 DEFINITIONS &

EXISTENCE OF THE INTEGRAL
Definition:
Let [a,b] be a given interval, by a
partition P of [a,b] we mean a finite
set of points x 0 , x 1 , x 2 ,...,x n where
a=x 0 x 1 x 2 ...x n = b
We write x i = x i x i1 for i = 1,2,..
.,n.
Suppose f is a bounded real function
defined on [a,b] corresponding to
each partition P of [a,b] we put
Mi = supf(x), (xi-1 x xi), mi = inf f(x), (xi-1 x xi),

n n
U(P,f) = M x , L(P,f) = m x
i i i i
i=1 i=1
b
_
and finally put fdx = inf U(P, f) ------------------(1)

a
b
fdx = sup L(P,f) ------------------(2)

a
where the inf and sup are taken over
all partitions P of [a,b]. The left
members of (1) and (2) are called
Upper and Lower Riemann
integrals.If the upper and lower
integrals are equal, we say that f

is Riemann integrable on [a,b], we
write f and we denote the
common value of (1) & (2)

b b
fdx or f(x)dx .This is the Riemann

a a
integral of f over [a,b].
Since f is bounded, there exist m and
M such that m f(x) M (axb).
Hence, for every P, m(b a) L(P,f)
U(P,f) M(b a), so that the
numbers L(P,f) and U(P,f) form a
bounded set. That is, the upper and
lower integrals are defined for every
bounded function f.
Definition:
Riemann-Stielties integral
Let be monotonically increasing
function on [a,b]. Corresponding to
each partition P of [a,b] we write
i = (x i ) (x i1 ) for i = l,2,...,n.
Suppose f is a bounded real function
on [a,b] we put
n n
U(P,f,) = M , L(P,f,) = m and we define

i i i i
i=1 i=1
b
_
fd = inf U(P,f,) -------------------(3)

a
b
fd = sup L(P,f,) -------------------(4)

a
where inf and sup are taken over
all partitions P of [a,b]. The left
members of (3) and (4) are called the
upper and lower Riemann-Stieltjes

integral of f with respect to , over
[a,b] and we write f ().

If the left members of (3) and (4)
are equal we say that f is Riemann-
Stieltjes integrable with respect to ,
over [a,b].
Remark:
By taking (x) = x, the Riemann
integral becomes a special case of
Riemann-Stieltjes integral.
Definition:
We say that the partition P* is a
refinement of P if P* P.
Given two partitions P 1 and P 2 we say
that P* is there common refinement
if P* = P 1 P 2 .
Theorem 1.1.1:
If P* is a_refinement of P then
L(P,f,) L(P*,f,) and U(P*,f,)
U(P,f,).
Proof:
Let P = (a= x 0 , x 1 , x 2 ,..x n = b} be a
partition of [a,b].
Let P* be a refinement of P. Then
P*P.
Suppose first that P* contains just
one point more that P.
Let this extra point be x* and
x i1 x* x i where x i1 and x i are two
consecutive points of P.
Put w1 = inf(f(x)), xi-1 x x*
w2 = inf (f(x)), x* x xi
and mi = inf(f(x)), xi-1 x xi
Now L(P*,f,) L(P,f,)

[ ] [
=w1 (x*) (xi-1) + w2 (xi) (xi-1) ]
[ ] [
=w1 (x*) (xi-1) + w2 (xi) (x*) ]
[
-mi (xi) (xi-1) + (x*) (x*) ]
[ ] [
=(w1 mi) (x*) (xi-1) + (w2 mi) (xi) (x*) ]
0.
(i.e)L(P*,f,) L(P,f,) 0.
L(P*,f,) L(P,f,)
L(P*,f,) L(P,f,)
If P* contains k points more than P ,
we repeat this reasoning k times and
arrive at a result L(P*,f ) L(P,f,).
Similarly, we can prove that
U(P*,f,) U(P,f,).
Theorem 1.1.2:
b
b _
fd fd
a
a
Proof:
Let P* be the common refinement of

two partitions P 1 and P 2 .
Then L(P 1 ,f,) L(P*,f,)
U(P*,f,) U(P 2 ,f,).

Then L(P1,f,) L(P,f,) U(P*,f,) U(P2,f,)
Hence L(P1, f,) U(P2, f,) ------------(1)
If P 2 is fixed and supremum is taken
over all P 1 , (1) gives sup L(P 1 ,f,)
U(P 2 ,f,) .
sup L(P1, f,) U(P2, f,)

b
(i.e)fd U(P2, f,) -----------------(2)

a
By taking inf over all P 2 in (2), we get

b
fd infU(P , f,) 2
b b
fd fd

a a
Theorem 1.1.3:
( Necessary and Sufficient condition
for Riemann-Stieltjes integrability)

f () on [a,b] if and only if for
every > 0, there exist a partition P
such that U(P,f,) L(P,f,) < .
Proof:
Necessary Condition:
Let f ().
Then, by definition
b
b _
fd = fd ----------------(1)
a
a
Since fd is the supremum of

a
L(P,f,) over all partitions P , there
exist a partition P1 such that

b
fd < L(P1, f,) +

2
a
b
_
Also , since fd is the infimum of

a
U(P,f,) over all partitions P ,there
exist a partition P2 such that

b
_
U(P 2 ,f,) < fd +

2
a
If P = P 1 P 2 , then P is the common
refinement of P 1 and P 2
Then, by definition of refinement, we
have

fd < L(P,f,) + 2 ------------------(2)

a
b
_

and U(P,f,) < fd + 2 ------------ (3)
a
Adding (2) and (3), we get

b
b _
fd + U(P,f,) < L(P,f,) + fd +

a
a
By (1), we have
U(P,f,) < L(P,f,) +
(i.e)U(P,f,)-L(P,f,)<
Sufficient Condition
Let U(P,f,) L(P,f,) < .
For every partition P we have

b
b _
L(P,f,) fd fd U(P,f,)
a
a
b b
_ _
fd fd U(P,f,) L(P,f,) <

a a
b
b _
(i.e)fd fd <
a
a
This is true for > 0, we have
b
b _
fd = fd.
a
a
Hence f () on [a,b].
Theorem 1.1.4:
a. If U(P,f,) L(P,f,) < holds
for some P and some then the
inequality holds for every
refinement P.
b. If If U(P,f,) L(P,f,) < holds
for P = { x 0 , x 1 x 2 ,..., x n } and
if s i ,t i are arbitrary points in
[x i1 ,x i ] then
n
|f(s ) f(t )| <

i i i
i=1
c. If f () and t i [x i1 ,x i ] then
| |
n b
f(t ) fd
i i <
i=1 a
Proof:
a. Let U(P,f,) L(P,f,) < for
some partition P and some > 0.
Let P* be the refinement of P.
Then U(P*,f,) U(P,f,) and
L(P,f,) L(P*,f,) .
We have U(P*,f,) L(P*,f,)
U(P,f,) L(P,f,) < .
U(P*,f,) L(P*,f,) < .
Hence the result holds good for

every refinement of P.
b. Let s i ,t i he two arbitrary points
in [x i1 ,x i ].
|
Then f(si) f(ti) Mi mi |
n n
|f(s ) f(t )| (M m )
i i i i i i
i=1 i=1
n n
(M ) (m )
i i i i
i=1 i=1
U(P,f,) L(P,f,) <

n
(i.e) |f(si) f(ti)| i < .

i=1
Let ti [xi-1, xi], i=1,2,....,n
Then Mi f(ti) mi i=1,2,....,n

n n n
m f(t ) M
i i i i i i
i=1 i=1 i=1
n
L(P,f,) f(t ) U(P,f,)

i i ---------(1)
i=1
b
b _
c.
Also L(P,f,) fd fd U(P,f,).
a
a
b
L(P,f,) fd U(P,f,) ------------(2)

a
From (1) and (2), we get
| |
n b
f(ti)i fd U(P,f,) L(P,f,) <

i=1 a
Theorem 1.1.5:
If f is continuous on [a,b] then f
() on [a,b].
Proof:
Let > 0 be given.
Choose > 0 so that ((b) (a))
< .
Since f is continuous on [a,b] and
[a,b] is compact, f is uniformly
continuous.
There exists a > 0 such that x,t
[a,b] and
|x-t| < |f(x) f(t)| < -------(1)
If P is any partition of [a,b] such that
x i < , i, then (1) implies

Mi mi <
n n
U(P,f,) L(P,f,) = M m
i i i i
i=1 i=1
n
= (M -m )
i i i
i=1
< i
i=1
= (1 + 2 + ... + n)
(
= (x1) (x0) + (x2) (x1) + ... + (xn) (xn-1) )
(
= (xn) (x0) )
= ((b) (a))
<
U(P,f,) L(P,f,) <
By theorem 1.1.3, f () on [a,b].
Theorem 1.1.6:
If f is monotonic on [a,b] and if is
continuous on [a,b] then f ().
Proof:
Let > 0 be given.
Double click this page to view clearly

Since is continuous on [a,b], for
any positive integer n, choose a
partition such that

(b) (a)
i = n , i=1,2,....,n
By hypothesis f is monotonic on
[a,b].
Suppose f is monotonically increasing
(the proof is analogous in the other
case). Then Mi = f(x i ) and mi=
f(x i1 ).
n n
U(P,f,) L(P,f,) = M m
i i i i
i=1 i=1
n
= (M m ) i i i
i=1
n
(f(x ) f(x ))
(b) (a)
= i i-1 n
i=1
(b) (a)
= n f (xn) f(x0)
(b) (a)
= n f (b) f(a)
<, if n is taken large enough.
By theorem 1.1.3, f () on [a,b].
Theorem 1.1.7:
Suppose f is bounded on [a,b] , f

has only finitely many points of
discontinuity on [a,b], and is
continuous at every point at which f
is discontinuous. Then f () .
Proof:
Let > 0 be given.
Put M = sup|f(x)|, let E be the set

of points at which f is discontinuous.
Since E is finite and is continuous
at every point of E, we can cover
E by finitely many disjoint intervals
[u j ,v j ] [a,b] such that the sum of

the corresponding differences (v j )
(u j ) < .
Further more , we can place these
intervals in such a way that every
point of E (a,b) lies in the interior
of some [u j ,v j ].
Remove the segments (u j ,v j ) from
[a,b]. The remaining set K is

compact. Hence f is uniformly
continuous on K, and there exists >
0 such that |f(s) f(t)| < if sK,
tK, |s t| < .
Now form a partition P = {x 0 , x 1 ,
x 2 ,..x n } of [a,b] as follows. Each u j
occurs in P. Each v j occurs in P. No
point of any segment (u j v j ) occurs in
P. If x i1 is not one of the u j , then x i
< .
Note that M i m i 2M for every i,
and that M i m i < unless x i1 is one
of the u j .
Hence U(P,f,) L(P,f,) [(b)
(a)] + 2M.
Since > 0 is arbitrary, by theorem
1.1.6, f ().
Theorem 1.1.8:
Suppose f () on [a,b], m f
M, is continuous on [m, M] and
h(x) = f(x)) on [a,b]. Then he h
() on [a,b].
Proof:
Choose > 0.
Since is continuous on [m, M] and
[m, M] is compact, is uniformly
continuous on [m, M]
there exist > 0 such that <
and s,t [m, M] and
|s 1| < |(s) (t)| < .
Since f () on [a,b], there is a
partition P of [a,b] such that
2
U(P,f,) L(P,f,) < . ------------------(1)
Let Mi = sup f(x), ,xi-1 x xi,
mi = inf f(x), xi-1 x xi,

Mi * = sup f(x), xi-1 x xi,
mi * = inf h(x), xi-1 x xi,
Divide the number., 1,2....,n in two
classes A and B as follows,
i A if M i m i < and i B if M i
m i .
For i A our choice of shows that
M* i m i * < .
For i B, M i * m i * 2K, where K =
sup||(t)|, m t M.
We have (M m )
i i i i
iB iB
= M m
i i i i
iB iB
<U(P,f,) L(P,f,)
< .(by(1))
2
Hence < i ---------------------(2)

iB
U(P,f,) L(P,f,) = (M * m * ) + (M * m * )
i i i i i i
iA iB
< + 2K i i
iA iB
[
< (xn) (x0) + 2K(by(2)) ]
<[(b) (a)] + 2K
<[(b) (a) + 2K]
Since >0 is arbitary,we see that h () on [a,b]
CYP QUESTIONS:
1. Suppose increases on [a,b], a
x 0 b, is continuous at x 0 ,
f(x 0 ) = 1, and f(x) = 0 if x x 0 .
Prove that f () and that
fd = 0

2. If f(x) = 0 for all irrational x, f(x)
= 1 for all rational x, prove that
f ()on [a,b] for any a < b.
SECTION-1.2 PROPERTIES OF
THE INTEGRAL
Theorem 1.2.1:
a. f1 () and f2 () on [a,b], then f1 + f2 (), cf () for
b b b b
every constant c,and (f 1 + f2) d = f 1 d + cfd = cfd

a a a a
b b
b. If f1(x) f2(x)on [a,b],then f 1 d f d. 2

a a
c. If f () on [a,b] and if a<c<b,then f () on [a,c]

c b b
and on[c,b], and fd+fd=fd

a c a
d. If f () on [a,b] and if |f(x)| M on [a,b],then

b
| fd| M[(b) (a)].

a
e. If f (1) and f (2), then f (1+2) and

b b b
fd( + )=fd +fd :

1 2 1 2
a a a
If f () and c is a positive constant,then f (c) and

b b
fd(c) = c fd
a a

Proof:
If f = f 1 + f 2 and P is any partition of
[a,b], then we have
L(P,f1, ) + L(P,f2, ) L(P,f, ) U(P,f,) U(P,f1, ) + U(P,f2, ).! .................(1)
Let > 0 be given.
If f 1 (), then there exists a
partition P 1 such that
U(P1,f1,) L(P1,f1, ) < . ---------(2)
Also if f 2 (), then there exists a
partition P 2 such that
U(P2,f2,) L(P2,f2,) < . --------(3)

If P is the common refinement of P1 and P2,then (2) implies
U(P,f1,) L(P,f1,) < U(P1,f1,) L(P1,f1,) (by theorem 1.1.1) < -------------------(4)
and(3) implies
U(P,f2, ) L(P,f2,) < U(P2,f2,) L(P2,f2,)(by theorem 1.1.1) < ---------------------(5)
Adding (4) and (5), we get
U(P,f1,) + U(P,f2,) L(P,f1,) L(P,f2,) < 2 ----------(6)
Now U(P,f,) L(P,f,) U(P,f1,) + U(P,f2,) L(P,f1,) L(P,f2,)(by(1)) < 2(by(6))
(i.e)U(P,f,) L(P,f,) < 2

By theorem 1.1.3 f () on [a,b]

(i.e) f 1 +f 2 () on [a,b].
Now for partition P, we have

b
U(P,f1,) < f d +
1 ----------------(7)
a
b
U(P,f2,) < f d +
2 ----------------(8)
a
Adding(7) and (8), we get

b b
U(P,f1,) + U(P,f2,) < f d + +f d +

1 2
a a
b b
= f d + f d + 2
1 2
a a
b b
By (1) U(P,f,) U(P,f1,) + U(P,f2,) < f d + f d + 2

1 2
a a
b b
(i.e)U(P,f,) < f1d + f2d + 2

a a
b
But fd U(P,f,)
a
From the above two inequalities, we
get
b b b
fd < f d + f d + 2
1 2
a a a

Since >0 is arbitary,we conclude that
b b b
fd f d + f d
1 2 --------------------(10)
a a a
Replace by f1 and -f1 and f2 and -f2 in (10), we get

b b b
fd f d + f d
1 2 --------------------(11)
a a a
From (10) and(11), we get

b b b
fd f d + f d
1 2
a a a
b b b
(i.e)(f1 + f2)d = f1d + f2d

a a a
(b) Let f 1 (x) f 2 (x) on [a,b].
Then f 2 (x) f 1 (x) 0.
Since is monotonically increasing in
[a,b], (b) > (a).

b
Then we have (f (x) f (x))d 0

2 1
a

b b b
(i.e)(f2 f1)d 0 f2d f d 0

1
a a a

b b b b
f2d f d
1 f1d f d
2
a a a a
Similarly we can prove (c), (d) and
(e).
Theorem 1.2.2:
If f () and g () on [a,b]
then
i. fg () ;
b b
ii. |f| () and |fd| |f| d.

a a
Proof:
2
If we take (t) = t , then by theorem
1.1.8,
f ( ) f2 () -------------------(1)
f () and g () f+g (), f-g () (by theorem 1.2.1)

(f+g) 2 2
(), (f-g) () (by(1))

(f+g) 2 2
+ (f-g) () (by theorem 1.2.1)
4fg ()
1
4 (4fg) () on [a,b] (by therom 1.2.)
fg () on [a,b]
If we take (t) = | t |, then by
theorem 1.1.8,
f () | f | ().
b
Choose c=1,so that c fd 0.

a
b b b b
Then | fd| = cfd = cfd |f|d, since cf |f|.

a a a a
Definition:
The unit step function I is defined by
{
0 ( x0 )
I(x) =
1 (x>0)

Theorem 1.2.3:
If a < s < b, f is bounded on [a,b],
f is continuous at s,
b
and (x) = I(x-s), then fd = f(s).

a
Proof:
Consider partitions P = {x 0 ,x 1 ,x 2 ,x 3
}, where x 0 = a and x 1 = s < x 2 < x 3
=b.
Then U(P,g,)=M11+M22+M33
[ ] [ ] [
= M1 (x1) (x0) + M2 (x2) (x1) + M3 (x3) (x2) ]
[ ] [ ] [
= M1 I(x1 s) I(x0 s) + M2 I(x2 s) I(x1 s) + M3 I(x3 s) I(x2 s) ]
= M1[0 0] + M2[1 0] + M3[1 1]
(by the definition of unit step function)

=M2
ly
III L(P,f,) = m2.
Since f is continuous at s, we see that
M 2 and m 2 converges to f(s) as x 2 s.
(i.e.) U(P,f,) and L(P,f,) converges
to f(s) as x 2 s.

b
Therefore fd = f(s)
a
Theorem 1.2.4:
Suppose c n 0 for n = l,2,3,...,
c n converges, {s n } is a sequence of
distinct points in (a,b), and

(x) = c I(x-s )
n n be continuous on
n=1
b
[a,b]. Then fd = c f(s ) n n

a n=1
Proof:
Since c n converges, the series

c I(x-s )
n n is also converges for
n=1
every x. (by Comparison test).
Clearly (x) is monotonic. Also (a)
= 0 and (b) = c n (by the definition
of unit step function).

Let >0 be given.Choose N so that c n < . ---------(1)

n=N+1
Put 1(x) = c I(x-s ) and (x) = c I(x-s ).

n n 2 n n
n=1 n=N+1
By the properties of the integral and
by theorem 1.2.3,
b N
fd 1 = c f(s ) n n --------------------(2)
a n=1

Since 2(b) 2(a) = c I(b-s ) c I(a-s )

n n n n
n=N+1 n=N+1
| |
b
= cn 0 = cn < .(by (1)), we have fd2 M,-----------(3)

n=N+1 n=N+1 a
where M = sup|f(x)|. (by the
properties of integral)
Since = 1 + 2 , we have
| | | |
b N b N
fd cnf(sn) = fd(1+2) c f(s )n n

a n=1 a n=1
| | | |
b b N N b N
= fd1 + fd 2 c f(s ) n n = cnf(sn) + fd 2 c f(s ) (by (2))

n n
a a n=1 n=1 a n=1

| |
b
= fd2 M(by(3))
a
| |
b N
(i.e) fd c f(s )
n n M
a n=1
If we let N ,we get fd = c f(s )

n n
a n=1
Theorem 1.2.5:
Assume increase monotonically and
' () on [a,b]. Let f be a bounded
real function on [a,b]. Then f ()
if and only if f' (). In that case

b b
fd = f(x) '(x)dx
a a
Proof:
Let > 0 be given.
Since ' (), by theorem 1.1.3,
there exist a partition
P = {a = x 0 ,x 1 ,x 2 ,...,x n =b} such that
U(P,') L(P,') < . -----------(1)

By the mean value theorem,i = (xi) (xi-1) = (ti)xi, -------(2)
where ti [xi-1, xi] for i=1,2,.....n.

n
If si [xi-1, xi], then | (s ) (t )| x < .

'
i
'
i i ------------(3) (by (1) and theorem 1.1.4(b))
i=1
Put M=sup|f(x)|. -----------------------------(4)

n n
Since f(s ) = f(s ) '(t ) x (by(2)), we have

i i i i i
i=1 i=1
| | | |
n n n n
f(si) i f(s ) (s )x
i i i i = f(si) '(ti)xi f(s ) '(s )x
i i i
i=1 i=1 i=1 i=1
| |
n n
= (
f(si) '(ti) '(si) xi ) |f(s )| | '(s ) '(t )|x
i i i i
i=1 i=1
= M (by (3) and (4))
In particular
n
f(s ) U( P,f') + M,for all choices of s [x

i i i i-1, xi], so that
i=1
U(P,f,) U(P,f') + M --------------------(5)

Similarly we can show that U( P,f') U(P,f,) + M ------------(6)
Therefore |U(P,f,) U( P,f')| M ------------(7)
If P is replaced by any refinement,
then (1) is true and hence (7) is
also true. Therefore
| |
b
b _
fd-f(x)'(x)dx M.
a
a

b b
_ _
Since >0 is arbitary, fd = f(x)'(x)dx

a a
for any bounded f.
b b
Similarly fd = f(x)'(x)dx for any bounded f.

a a

b b
_ b _ b
f () fd = fd f(x)'(x)dx = f(x)'(x)dx
a a
a a

b b
f ' () and fd = f(x) '(x)dx

a a
Theorem 1.2.6:
(Change of Variables) Suppose
is a Strictly increasing continuous
function that maps an interval [A,B]
onto [a,b]. Suppose a is
monotonically increasing on [a,b]
and f () on [a,b]. Define and
g on [A,B] by (y) = ((y)), g(y) =

f((y)) . Then

b b
g () and gd = fd
a a
Proof:
To each partition P={x 0 , x 1 , x 2 ,...,
x n } of [a,b] corresponds a partition
Q={y 0 , y 1 , y 2 ,..., y n } of [A,B], so
that x i = (p(y i ). All partitions of
[A,B] are obtained in this way. Since
the values taken by f on [x i1 ,x i are
exactly the same as those taken by g
on [y i1 ,y i ], we see that U(Q,g, ) =
U(P,f,), L(Q,g, ) = L(P,f,).
(U(Q,g,) = Mi * i where Mi * = sup g(x), (xi-1 x xi)

i=1
= sup f((y)) = sup f(x) = Mi and i = (yi) (yi-1)
( ) ( )
= (yi) (yi-1) = (yi) (yi-1) = i
Therefore U(Q,g,) = U(P,f,))

Since f (), P can be chosen so
that both U(P,f,) and L(P,f,) are

b
close to fd Hence U(Q,g, ) and

a
L(Q,g, ) are also close and by
theorem 1.1.3, g ( ) and

b b
g () and gd = fd
a a
CYP QUESTIONS:
1. Prove theorem 1.2.1 (c) , (d) and
(e).
SECTION-1.3 INTEGRATION
AND DIFFERENTIATION
Theorem 1.3.1:
Let f () on [a,b]. For a x b,

b
put F(x) = f(t)dt

a
Then F is continuous on [a,b]. Also
if f is continuous at x 0 of [a,b], then
F is differentiable at x 0 and F(x 0 ) =
f(x 0 ).
Proof:
Since f () , f is bounded.
Then there exist a real number M
such that | f(t) | M for a x b.
| |
y x
If a x y b, then |F(y) F(x)| = f(t)dt- f(t)dt

a a
| |
a y
= f(t)dt+ f(t)dt
x a
| |
y y
= f(t)dt |f(t)|dt
x x
M(y-x).
Given >0 we have |y-x| <

M |F(y) F(x)| <

Therefore F is uniformly continuous
on [a,b].
F is continuous on [a,b].
Suppose f is continuous at a point x 0 .
Given > 0, choose > 0 such that
| f(t) F(x 0 ) | < if |t x 0 |< and
a t b.
Therefore, if x 0 < s < x 0 < t < x 0
+ and a s < t b
| |
t
| | (f(u) f(x ))du

F(t)-F(s)
f(x0) =
1
t-s t-s 0
s

1
t-s (f(u) f(x ))du
0
s
t
< t-s
1
du
s
<
Hence F'(x0) = f(x0).

Theorem 1.3.2:
(The Fundamental theorem of
Calculus)
If f () on [a,b] and if there is a
differentiable function F on [a,b]
such that F= f then

b
f(x) dx=F(b) F(a)

a
Proof:
Let > 0 be given.
Choose a partition P = {x 0 x 1
x 2 ....x n } of [a,b] so that
U(P,f) L(P,f) < .
By the Mean Value theorem, there
are points t i [x i1 ,x i such that

F(x i ) F(x i1 ) = f(t i )x i for i =
1,2,...., n.
n
Thus f(t ) x = F(b) F(a).

i i
i=1
It follows from theorem 1.1.4 (c) that
| |
n b
f(t )x fd
i i <
i=1 a
| |
b
(i.e) (F(b) F(a)) fd <

a
Since this is hold for every > 0, we
have
f(x)dx = F(b) F(a)

a
Theorem 1.3.3:
(Integration by Parts)
Suppose F and G are differentiable
function on [a,b], F= f and

b b
G'=g then F(x)g(x)dx=F(b)G(b) F(a)G(a) f(x)G(x)dx

a a
Proof:
Put H(x) = F(x)G(x), x [a,b].
Then H'(x) = F'(x)G(x) + F(x)G'(x)
= f(x)G(x) + F(x)g(x)
F= f and G= g H on
[a,b].
Let us apply the Fundamental
theorem of Calculus to the function
H and its derivative H, we get

b
H'(x)dx=H(b) H(a)
a

b
(f(x)G(x) + F(x)g(x))dx=F(b)G(b) F(a)G(a)

a
b b
f(x)G(x)dx+F(x)g(x)dx = F(b)G(b) F(a)G(a).

a a
b b
(i.e)F(x)g(x)dx=F(b)G(b) F(a)G(a) f(x)G(x) dx.

a a
Hence the theorem.
CYP QUESTIONS:
1. Suppose f 0, f is continuous on
b
[a,b], and f(x) dx=0 Prove that

a
f(x) =0 for all x [a,b].
Section 1.4 Integration of

vector valued functions
Definition:
Let f 1 ,f 2 ,...,f k be a real functions on
[a,b], and let

f = (f 1 ,f 2 ,...,f k ) be the corresponding
k
mapping of [a,b] into R . If
increases monotonically on [a,b], to
say that f () means that f j
() for j = 1,2,....,k. If this is the
case we define
( )
b b b
fd = f d, ...., f d
1 k
a a a
Theorem 1.4.1:
(Analogue of the Fundamental
theorem of Calculus for vector

valued functions)
k
If f and F map [a,b] into R , if f
on [a,b] and if F' = f then
f(t)dt =F(b) F(a)

a
Proof:
Let f = (f 1 ,f 2 ,... ,f k ) and F = (F 1
,F 2 ,... ,F k ).
F = f (F1, F2, ..., Fk) = (f1, f2, ..., fk).

Fj ' = fj, j = 1, 2, ...., k.
By the Fundamental theorem of
Calculus, for real valued function f j ,
we have f (t)dt = F (b) F (a)

j j j
a
( )
b b b
(i.e) f1(t)dt, f (t)dt, ....., f (t)dt

2 k
a a a
=(F1(b) F1(a), F2(b) F2(a), ...., Fk(b) Fk(a))

b
(i.e.)f(t)dt=F(b) F(a)
a
Theorem 1.4.2:
k
If f maps [a,b] into R and if f ()
for some monotonically increasing
function on [a,b] then | f | ()
and
| |
b b
fd |f|d
a a
Proof:
Let f = (f 1 ,f 2 ,...,f k ). Then | f | =

2 2 2
(f 1 +f 2 +.. .+f k )
f ( ) f1, f2, ...fk () on [a,b]

f12, f22, ...., fk2 () on [a,b]
f12+f22 + ... + fk2 () on [a,b]
(f12+f22 + .... + fk2)

1/2
() on [a,b]
|f| () on [a,b]

b
Put y=(y1, y2, ...yk), where yj = f d for j=1,2,....k.

j
a
b k k b
fd and |y| y .y = y f d
2
Then y= = j j j j
a j=1 j=1 a
b b
= y f d |y||f| d
j j
a a
b
=|y| |f| d.
a
If y = 0, the inequality is trivial.
If y 0, then divide by | y |, we get
| |
b b b
|y| |f|d. That is fd |f| d

a a a
CYP QUESTIONS:
b
1. Define fd if f:[a,b] Rk
a

Section 1.5 Rectifiable curves
Definition:
A continuous mapping of an interval

k k
[a,b] into R is called a curve in R .
If is 1 1 , then is called an arc.If
(a) = (b), is said to be a closed
curve.
We associate to each partition P =
{x 0 , x 1 , X 2 ,..x n }of [a,b] and to each
curve on [a,b], the number

n
(P,) = |(x ) (x )|
i i-1
i=1
Here (P, ) is the length of the
polygonal path with vertices at (x 0 ),

(x 1 ),...,(x n ). The length of is
defined as () = sup (P, ).
If () < , we say that is
rectifiable.
Theorem 1.5.1:
If is continuous on [a,b] , then is

b
rectifiable and () = |'(t)dt

a
Proof:
If a x i1 x i b, then |(x i ) (
x i1 )|
| |
xi xi
= '(t)dt |'(t)| dt
xi-1 xi-1
Hence (P,) |'(t)| dt for every

a
partition P of [a,b].
b
We have sup (P,) |'(t)| dt

a
(i.e.) () |'(t)| dt -----(1)

a
Now to prove the reverse inequality.
Let > 0 be given.
Since is continuous on [a,b], it is
uniformly continuous on [a,b].
> 0 such that | s t | < |
(s) (t)| < .
Let P = P = {x 0 , x 1 , x 2 ,...,x n } be a
partition of [a,b] with x i < , i
If x i1 t x i , it follows that | (t)
(x i )| < .
(i.e.) | (t)| | (x i )| < .
(i.e.) | (t)| | (x i )| +.
xi xi xi
Hence |'(t)|dt |'(x ) + | dt (|'(x )| + )dt

i i
xi-1 xi-1 xi-1
(|'(x )| + )(x x
i i i-1 )
(|'(x )| + )x
i i
|
'(xi) xi + xi |
|( |
xi
)
'(t) + '(xi) '(t) dt + xi
xi-1
| | |( ) |
xi xi
'(t)dt + '(xi) '(t) dt

xi-1 xi-1
| |
xi
| | (
(xi) (xi-1) +) '(xi) '(t) dt
xi-1
xi
|
(xi) (xi-1) + | dt + xi
xi-1
| |
(xi) (xi-1) + (xi + xi-1)xi
|
(xi) (xi-1) + 2xi |
If we add this inequality for i = 1,2,..
.,n,
n xi n n
we get |'(t)| dt |(x ) (x )|+2 x i i-1 i

i=1 xi-1 i=1 i=1
xn
(i.e.)|'(t)| dt (P,) + 2(xn x0)

x0

b
|'(t)| dt (P,) + 2(b-a)

a
Since > 0 is arbitrary,we have

b
|'(t)| dt (P,).
a
Hence |'(t)| dt (). --------------------(2)

a
b
From (1) and (2), we get () = |'(t)| dt

a
CYP QUESTIONS:
1. Suppose f is a bounded real

2
function on [a,b] , and f on
[a,b] , Does it follow that f
? Does the answer change if we

3
assume that f ?
2. Let P be the Cantor set. Let f be

a bounded real function on [0,1]
which is continuous at every

2
point outside P. Prove that f f
on [0,1].

UNIT-2
Unit Structure
Section 2.1: Discussion of the
main problem
Section 2.2: Uniform
convergence
Section 2.3: Uniform
convergence and continuity
Section 2.4: uniform
convergence and integration
Section 2.5: uniform
convergence and Differentiation
Section 2.6: Equi continuous
families of functions
Section 2.7: The Stone
Weierstrass Theorem
Introduction
In this unit we confine our attention
to complex valued functions,
although many of the theorems and
proofs which follow extend without
difficulty to vector-valued functions,
and to mappings into general metric
spaces. We discuss the concept of
uniform convergence and continuity,
differentiation and integration.
SECTION-2.1 DISCUSSION OF
THE MAIN PROBLEM
Definition:
Suppose {f n }, n = 1,2,..,, is a
sequence of functions defined on a

set E, and suppose that the sequence
of numbers {f n (x)} converges for
every x E. We can then define a
function f by
f(x) = lim fn(x)( xE ). -------------( 1 )

n
{f n } converges to f point wise on E if
(1) holds.
Similarly, if f n (x) converges for
every x E, and if we define

f(x) = f (x)( xE ) the function f is

n
n=1
called the sum of the series fn
To say that f is continuous at x
means lim f(t) = f(x) Hence to ask

t x
whether the limit of a sequence of

continuous functions is continuous is
the same as to ask whether
lim lim f(t) = lim lim f(t) (i.e.)

t x n n t x
whether the order in which limit
processes are carried out is
immaterial. On the LHS , we first let
n then tx; on the RHS tx first,
then n.
We shall now show by means of
several examples that limit processes
cannot in general be interchanged
without affecting the result.
Example 1:
For m = 1,2,...,n = 1,2,..., let

m
sm,n = m+n
Then , for every fixed n,
1
lim sm,n = lim 1 + n/m =1 so that
m m
lim lim sm,n = 1

n m
On the other hand, for every fixed

m
m, lim sm,n = n(m+1) = 0. so that
n
lim lim sm,n = 0.

n n
Example 2:
2
x
Let fn(x) = 2 n (x real; n=0,1,2,...),
( 1+x )

2
x
and consider fn(x) = fn(x) = 2 n
. -------------(1)
n=0 n=0 ( 1+x )
Since f n (0) = 0, we have f(0) = 0.
For x 0, the last series in (1) is
convergent with sum (?).

{
0 (x=0)
Hence f(x) = , so that
2
1+x ( x0 )
a convergent series of continuous
functions may have a discontinuous
sum.
Example 3:
2n
For m=1,2,...,put fm(x) = lim (cosm ! x)
m
When m!x is an integer , f m (x) = 1.
For all other values of x, f m (x) = 0.
Now let f(x) = lim fm(x)

m
For irrational x, f m (x) = 0 for every
m; hence f(x) = 0.
For rational x, say x = p/q, where p
and q are integers, we see that m!x

is an integer if m q, so that f(x) =
1.
{
2n
0 (x irrational)
Hence lim lim (cosm! x) =
m n 1 (x rational)
(i.e.) an everywhere discontinuous
limit function, which is not Riemann-
integrable.
Example 4:
sin nx
Let fn(x) = n (x real;n=1,2,3,...), and
f(x) = lim fn(x) = 0

n
Then f (x) = 0, and fn '(x) = n cos nx
, so that {f n } does not converge
to f . For instance
fn '(0) = n + as n , whereas
f(0) = 0.
Example 5:
2 n
2
(
Let fn(x) = n x 1 x ) (0 x 1,n=1,2,3....) --------(2)
For 0 x 1,we have lim fn(x) = 0
n
( )

n
Since,if p>0 and is real,then lim n =0
(1+p)
n
Since fn(0) = 0, we see that lim fn(x) = 0 (0 x 1). ------------(3)

n
Also ( x 1x
2 n
) dx= 2n+2
1
.
0

2
n
fn(x)dx= 2n+2 + as n
0
2
If we replace n by n in (2), (3) still
holds, but we have
[ ]
1 1
lim
n 0
f (x)dx= lim
n
n
n
2n+2
1
= 2 , whereas lim fn(x) dx=0.
n
0
The limit of the integral need not
be equal to the integral of the limit,
even if both are finite.
CYP QUESTIONS:
1. Give more examples for the limit
of the integral need not be equal
to the integral of the limit, even
if both are finite.
SECTION-2.2 UNIFORM
CONVERGENCE
Definition:
A sequence of functions {f n }, n =
1,2,3,...., is said to converge
uniformly on E to a function f if for
every > 0 there is an integer N such
that n N implies |f n (x) f(x)|
for all xE.---(1)

Note 1: Every uniformly convergent
sequence is point wise convergent.
Note 2: The difference between
uniform convergent and point wise
convergent is : If {f n }converges
point wise on E, then there exists
a function f such that, for every
> 0 and for every xE, there is an
integer N , depending on and on
x, such that (1) holds if n N. If
{f n } converges uniformly on E, it is
possible , for each > 0, to find one
integer N which will do for all xE.
Note 3: We say that the series f n
(x) converges uniformly on E if the
sequence {s n }of partial sums defined

n
by f (x) = s (x)
i n converges
i=1
uniformly on E.
Cauchy criterion for uniform
convergence:
Theorem2.2.1 :
The sequence of functions {f n },
defined on E, converges uniformly on
E if and only if for every > 0 there
is an integer N such that n N, m
N, xE implies |f n (x) f m (x)| .
Proof:
Suppose {f n } converges uniformly on
E.
Let f be the limit function and let >
0.
Then there is an integer N such that
n N, xE implies
|fn(x) fm(x)| 2

Therefore |fn(x) fm(x)| |fn(x) f(x)| + |f(x) fm(x)|

<2 + 2 = if n N,m N, x E
Conversely, suppose the Cauchy
condition holds.
(i.e.) for every > 0 there is an
integer N such that n N, m N,
xE implies
|fn(x) fm(x)| -----(1)
By a theorem, (f n (x)} converges, say
to f(x) for every x ( since R is
complete).
Thus the sequence {f n } converges on
E, to f.
We have to prove that the
convergence is uniformly.
Fix n, and let m in(1).
Since f m (x) f(x) as m , this
gives |f n (x) f(x)| for every n
N and every xE.
{f n } converges uniformly to f on E.
Theorem 2.2.2:
Suppose lim fn(x) = f(x) ( x E )

n
.
Put Mn = sup |fn(x) f(x)|
xE
Then f n f uniformly on E if and only
if
M n 0 as n .
Proof:
Suppose f n f uniformly on E.
By definition, for every > 0 there is

an integer N such that n N implies
|f n (x) f(x)| for all xE.
Therefore sup |fn(x) f(x)|

xE
(i.e.) M n if n N.
(i.e) M n 0 as n.
Conversely, suppose M n 0 as n
Then, given > 0 there is an integer
N such that n N M n .
(i.e.) n N
sup |fn(x) f(x)|
xE
|f (x) f(x)| for every x E.

n
Therefore fn f uniformly on E.
Weierstrass theorem on
uniform convergence.
Theorem 2.2.3:
Suppose {f n }is a sequence of
functions defined on E, and suppose
|f n (x)| M n (xE, n = 1,2,3,....).
Then f n convergence uniformly on E
if M n converges.
Proof:
Suppose M n converges.
Then, for arbitrary > 0,
| |
m m m
f (x)
i |f (x)| M
i i ( xE )
i=n i=n i=n
(xE) provided m and n are large
enough.
(i.e.) there is an integer N such that
n N, m N, xE implies
|f n (x) f m (x)| .
By theorem 2.2.1, f n convergence
uniformly on E.
CYP QUESTIONS:
1. Prove that every uniformly
convergent sequence of bounded
functions is uniformly bounded.
SECTION-2.3 UNIFORM
CONVERGENCE AND CONTINUITY
Theorem 2.3.1:
Suppose f n f uniformly on a set E in
a metric space.Let x be a limit point
of E, and suppose that lim fn(t) = An

t x
(n = 1,2,3,....) . Then
{A n }converges, and
lim fn(t) = lim An

t x n
In other words, the conclusion is that
lim lim fn(t) = lim lim fn(t)

t x n n t x
Proof:
Let > 0 be given.
Since {f n }converges uniformly on E,
there exists N such that n N,
m N,t E|fn(t) fm(t)| ---------------------(1)
By hypothesis,for n=1,2,3,......, lim fn(t) = An --------(2)

tx
Letting t x in (1) and using (2), we
get n, m N implies |A n A m |
Therefore {A n }is a Cauchy sequence
in the set of real numbers R.

Since R is complete, {A n } converges
to some point, say, A.
|f(t) A| |f(t) fn(t) + fn(t) An + An A|

|f(t) fn(t)| + |fn(t) An| + |An A| ----------------(3)
Since f n f uniformly on E, choose a
positive integer n such that
|f(t) fn(t)| 3 , for all t E

--------------------(4)
Since An A,we have m N implies |An A| 3 ---------(5)
Then, for this n, we choose a
neighborhood V of x such that
|f(t) An| 3

(
if t V E,t x. since lim
tx
fn(t) = An
) -----(6)
Using (4),(5) and (6) in (3),we get |f(t) A|

3 + 3 + 3 =
if t V E,t x
(i.e.) lim f(t) = A= lim An

t x n
(i.e) lim lim fn(t) = lim lim fn(t)

t x n n tx

Theorem 2.3.2:
(Corollary to theorem 2.3.1) If {f n }
is a sequence of continuous functions
on E, and if f n f uniformly on E,
then f is continuous on E.
Proof:
Since {f n } is a sequence of
continuous functions on E, for every
n, we have lim fn(t) = fn(x)

t x
By theorem 2.3.1, we have
lim lim fn(t) = lim lim fn(t)

t x n n t x
t x n
( )
(i.e.) lim fn(t) = lim fn(x) = f(x) since fnf uniformly on E .
(i.e) lim f(t) = f(x)

t x
By definition of continuous function, f
is continuous on E.

Note:The converse of the above
theorem is need not be true.
Example:
2 2 n
f n (x) = n x(1 x ) (0 x 1, n =
1,2,3,....)
Theorem 2.3.3:
Suppose K is compact, and
a. {f n } is a sequence of continuous
functions on K,
b. {f n }converges point wise to a
continuous function f on K,
c. f n (x) f n+1 (x) for all x K, n=
1,2,3,.....
Then f n f uniformly on K.
Proof:
Put g n = f n f.
Since f n and f are continuous, g n is
also continuous.
Since f n f point wise , g n 0 point
wise.
Also , since f n (x) f n+1 (x) for all
xK, f n (x) f(x) f n+1 (x) f(x), for
all xK g n (x) g n+1 (x) for all xK.

We have to prove that fn f
uniformly on K.
(i.e.) to prove that g n 0 uniformly
on K.
Let > 0 be given.
Let K n = {xK \ g n (x) .}
(i.e.) K n = {xK \ g n (x) [,)}.
1
(i.e.) K n = {xK \ xg n ([,))}.
1
(i.e.) K n = g n ([,)).
Since g n is continuous and [,) is
closed, K n is closed ,and hence K n
is compact (since closed subsets are
compact).
Let xK n+1 . Then g n+1 (x) .
Since g n (x) g n+1 (x) , x K n .
Then K n K n+1 n.
Fix xK. Since g n (x) 0 point wise,
we see that x K n if n is sufficiently
large. Thus x K n .
In other words, K n is empty.
K n is empty for some N. It follows
that 0g n (x)<,x K&n N.
Therefore | g n (x) 0| < for all x K
and for all n N.

(i.e.) g n 0 uniformly on K.
(i.e.) f n f uniformly on K.
Definition:
If X is a metric space, C(X) will
denote the set of all complex valued,
continuous, bounded functions with
domain X.
C(X) consists of all complex
continuous functions on X if X is
compact.
We associate with each f C(X) its
supremum norm ||f|| = sup |f(x)|.
xE
Since f is bounded, ||f|| < . Also
||f|| = 0 f(x) = 0 for every xX

(i.e.) ||f|| = 0 f=0.
If h = f + g, then |h(x)| =
|f(x)+g(x)| |f(x)|+|g(x)|
||f||+||g|| for all xX Hence ||f+g||
= ||h|| ||f||+||g||.
Also C(X) is a metric space with the
metric d(f,g) = ||f g||.
Theorem 2.3.4:
C(X) is a complete metric space.
Proof:
Let {f n }be a Cauchy sequence in C
(X).
to. each > 0, there exists a
positive integer N such that n, m N
implies ||f n f m || < .

It follows that there is a function f
with domain X to which {f n }
converges uniformly, (by Cauchy
criterion for uniform convergence).
By theorem 2.3.2, f is continuous.
Since f n is bounded and there is an
n such that |f(x) f n (x)| <1 for all
xX, f is bounded.
Thus f C(X).
Since f n f uniformly on X, we have
||f f n || 0 as n .
CYP QUESTIONS
1. If {f n } and {g n } converge
uniformly on a set E, prove that
{f n + g n } converges uniformly on
E.
2. If {f n } and {g n } converge
uniformly on a set E and if {f n }
and {g n }are sequences of
bounded functions, prove that
{f n g n } converges uniformly on E.
SECTION-2.4 UNIFORM
CONVERGENCE AND INTEGRATION
Theorem 2.4.1:
Let be monotonically increasing on
[a,b]. Suppose f n ().on [a,b], for
n = 1,2,3,...., and suppose f n f
uniformly on [a,b].Then f,and

b b
fd = n
lim f d
a
n
a
Proof:
Put n = sup |f n (x) f(x)|, the
supremum being taken over a x
b.
(i.e) n f-fn n. -----------------(1)
(i.e.)fn n f fn + n
b b
b b _ _
(f n n) d fd fd (f n + n)d
a a
a a
b
b b _ b
(f n n) d fd fd (f n + n)d
a a a
a
b
_ b b b
0 fd fd (f n + n)d- (f - )d n n
a a a
a
b b
(f n + n fn + n)d = 2 d=2 [(b) (a)] -----(2)

n n
a a
By theorem 2.2.2,n
0 as n
( . fn f uniformly on [a,b])
b
_ b
From(1), 0 fd fd 0 as n
a
a
b
_ b
Therefore fd = fd -----------(3)
a
a
(i.e.) f().[a,b].
b b b b
Using(3) in (1), we get- d fd f d d

n n n
a a a a
b b
n[(b) (a)] fd f d [(b) (a)] n n

a a
| |
b b
(i.e) fd f d n n[(b) (a)] 0 as n

a a
b b
Therefore fd = n
lim
a
f d. n
a

CYP QUESTIONS
1. If fn ().on [a,b] and if

f(x) = f (x)(a x b),

n the
n=1
series converging uniformly on

b b
[a,b], then fd = f d n
a n=1 a
SECTION-2.5 UNIFORM
CONVERGENCE AND
DIFFERENTIATION
Theorem 2.5.1:
Suppose {f n } is a sequence of
functions, differentiable on [a,b] and
such that {f n (x 0 )} converges for
some point x 0 on [a,b]. If {f n '}
converges uniformly on [a,b], then
{f n } converges uniformly on [a,b],

to a function f, and
f '(x) = lim fn '(x)(a x b)

n
Proof:
Let > 0 be given.
Since {f n (x 0 )}converges for some
point x0 on [a,b], and every
convergent sequence is Cauchy ,
choose N such that n N,
|
m N,t E implies fn(x0) fm(x0) |
2 ------------------(1)
Also, since {f n '} converges uniformly
on [a,b], say to f, we have
|fn '(t) fm '(t)| < 2(b-a) (a t b)

------------------(2)
Apply Mean Value theorem to the
function f n f m , we get

|(fn fm)(x) (fn fm)(t)| = |fn(x) fn(t) + fm(t)|
|
= (fn(x) fn(t)) + (fm(x)-fm(t)) |
|x-t||fn '(t) fm '(t)| (by MVT)
<|x-t| 2(b-a) (by(2))

------------(3)

2 .for any x and t on[a,b], if n,m N -------------(4)
|
Also |fn(x) fm(x)| = fn(x) fm(x) fn(x0) + fm(x0) + fn(x0) fm(x0) |
| ||
fn(x) fm(x) fn(x0) + fm(x0) fn(x0) fm(x0) |
(by(1) and (4))

<2 + 2
=,for any x on [a,b],if n,m N
Therefore {fn} converges uniformly on [a,b]
Let f(x) = lim fn(x)(a x b)

n
Let us now fix a point x on [a,b] and

fn(t) fn(x)
define n(t) = t-x
f(t) f(x)
( t) = t-x for a t b,t x.
Allowing n
in n(t), we get lim n(t) = lim
n n
fn(t) fn(x)
t-x ,
lim fn(t) lim fn(x)

n n f(t) f(x)
t-x = t-x = (t). -----------(5)
fn(t) fn(x)
Also lim n(t) = lim t-x = fn '(x) -----------(6)
tx t-x
f(t) f(x)
and lim (t) = lim t-x = f '(x), for a t b,t x --------------(7)
tx t-x
The inequality (3)can be rewritten as
| |<
fn(x) fn(t) fm(x) + fm(t)
t-x 2(b-a)
| |<
fn(x) fn(t) fm(x) fm(t)
(i.e) t-x t-x 2(b-a)
(i.e.)|n(t) m(t)| <

2(b-a)
.

The above equation shows that { n }
converges uniformly to for t x.
Apply theorem 2.3.1 to { n }, we get
lim lim n(t) = lim lim n(t).

t-x n n t-x
(i.e) lim n(t) = lim fn '(x) (by(5) and (6)).

t-x n
f '(x) = lim fn '(x) (by(7)).

n
Theorem 2.5.2:
There exists a real continuous
function on the real line which is
nowhere differentiable.
Proof:
Define (x) = |x| ( 1 x 1) -------------(1)
Extend the definition of (x) to all
real x by requiring that
(x+2) = (x) -----------------------------(2)

| |
Then,for all s and t,we have (s) (t) = |s| |t| |s-t|. ------(3)
1
In particular, is continuous on R .
(?).
( ) (4 x)
n
3 n
Define f(x) =
4
n=0
| ( ) ( ) | | ( ) |

n n
3 3
Since 0 1,we have |f(x)| =
n
4 x
4 4
n=0 n=0
( )
n
3

4
n=0
( )
n
3
Since is a geometric series
4
n=0
3
with the common ratio 4 < 1 and

( )
n
3 1
hence converges in R .
4
n=0
By theorem 2.2.3, the series

( )
n
3
4
4 x ( ) n
converges uniformly
n=0
1
on R . By theorem 2.3.2, f is
1
continuous on R .

Fix a real number x and a positive
1 -m
integer/m.m = 2 .4 where the
sign is so chosen that no integer lies

m m
between 4 x and 4 (x + m ). This
m
can be done , since | 4 (x + m )
m
4 x |
| m
= 4 m = 4 | m
|m| = 4
m
| 12 4-m| = 4m4-m 12 = 12
(
4 (x+m) 4 x
n
) (n)
Define m = m
n
When n > m, 4 m = 4 m = 4 2 .4
n n
( 1 -m
) = 12 4n-m = 12 22(n-m) = 22(n-m) 1
= even integer.
n n
Therefore (4 (x + 5 m )) (4 x)
= 0. (i.e.) n = 0 when n > m.
| |
f(x+m) f(x)
We conclude that m
| |

| ( ) |
( ) ) ( ) (4 x)
n n
3 3
4 (
4 x+m
n
4
n

n
3
= = n
n=0 n=0
m 4
n=0
| ) |(since, = 0 when n > m)

m
(
n
3
= n n
4
n=0
m-1 m-1
( ) ( ) (by (5))
n n
3 m 3 3 m m 3
() 4 m
4
n () 4 4
4 n
n=0 n=0

m-1
3
m
3 n m
( 2
3 1 + 3 + 3 + .... + 3
m-1
)
n=0
m
( m
)
( ) ( )
m 3 1
m
m
m
3 1 2.3 3 1
3 3 12 3 2 2
( ).
m
3 +1
2
As m ,m 0
It follows that f is not differentiable
at x.
SECTION-2.6
EQUICONTINUOUS FAMILIES OF
FUNCTIONS
Definition:
Let {f n } be a sequence of functions
defined on a set E. We say that {f n }
is point wise bounded on E if the
sequence {f n (x)}is bounded for every
xE, that is, if there exists a finite-
valued function defined on E such

that |f n (x)| < (x) (xE, n =
1,2,3,....)
We say that {f n }is uniformly bounded
on E if there exists a number M such
that |f n (x)| < M (xE, n = 1,2,3,....)
Note: If {f n }is uniformly bounded
sequence of continuous functions on
a compact set E, there need not exist
a subsequence which converges point
wise on E.
Example:
Let f n (x) = sin nx (0 x 2, n =
1,2,3,....)
Suppose there exists a sequence
{n k }such that {sin n k x} converges,

for every x [0,27]. In that case,
we have
lim (sin nkx-sin nk+1x) = 0, (0 x 2) and hence

k
2
lim (sin nkx-sin nk+1x) = 0, (0 x 2)
k
By Lebesgue's theorem,
2
(sin n x-sin n
2
lim k k+1x ) dx=0 --------(1)
k 0
But
2
(sin n x-sin n
2
k k+1x ) dx = 2, which contradicts (1)
0
Note: Every convergent sequence
need not contains a uniformly
convergent subsequence.
For example
2
x
fn(x) = 2 2 (0 x 1,n=1,2,3,.....)
x + (1 nx)
Then | f n (x) | 1 so that {f n }is
uniformly bounded on [0,1].

Also lim fn(x) = 0, (0 x 1)
n
But f n (l/n) =1, (n = 1,2,3,....), so
that no subsequence can converge
uniformly on [0,1].
Definition:
A family of complex functions f
defined on a set E in a metric space
X is said to be equicontinuous on E if
for every > 0 there exists a > 0
such that |f(x) f(y)| < whenever
d(x,y) < , xE, yE, and f .Here
d denotes the metric of X.
Note: Every member of an
equicontinuous family is uniformly
continuous.
Theorem 2.6.1:
If {f n } is a point wise bounded
sequence of complex functions on a
countable set E, then {f n } has a
subsequence {f nk } such that {f nk
(x)} converges for every xE .
Proof:
Let {x i }, i = 1,2,3,..., be the points
of E, arranged in a sequence. Since
{f n (x 1 )}is bounded, there exists a
subsequence , which we shall denote
{f 1,k }, such that {f 1,k (x 1 )}
converges as k .
Let us now consider sequences S 1 ,
S 2 , S 3 ,.....,which we represent by the
array
S1: f1,1f1,2f1,3f1,4.... ....
S2: f2,1f2,2f2,3f2,4.... ....
S3:f3,1f3,2f3,3f3,4.... ....
.... ........ ........ ............
and which have the following
properties:
a.
S n is a subsequence of S n1 , for
n = 2,3,4,......
b. {f n,k (x n )} converges as k .
c. The order in which the functions

appear is the same in each
sequence; i.e., if one function
precedes another in S 1 , they are
in the same relation in every S n ,
until one or the other is deleted.
Hence, when going from one row
in the above array to the next
below, functions may move to
the left but never to the right.

We now go down the diagonal of
the arrays; i.e., we consider the
sequence S: f 1,1 f 2,2 f 3,3 f 4,4 .... ....
By (c), the sequence S (except
possibly its first n 1 terms) is a
subsequence of Sn, for n =
1,2,3,......Hence (b) implies that
{f n,n (x i )} converges as n , for
every x i E.
Theorem 2.6.2:
If K is a compact metric space, if
f n c(K) for n = 1,2,3,....,and if

{f n }converges uniformly on K, then
{f n } is , equicontinuous on K.
Proof:
Let > 0 be given.

Since {f n }converges uniformly, there
is an integer N such that n > N
implies ||f n f N || < . (refer
definition of ?(X) in sec 2.3).
Since continuous functions are
uniformly continuous on compact
sets, there is a > 0 such that |f i (x)
f i (y)| < if 1 i N and d(x,y) <
If n > N and d(x,y) < , it follows
that
|fn(x) fn(y)| |fn(x) fN(x) + fN(x) fN(y) + fN(y) fn(y)|

|fn(x) fN(x)| + |fN(x) fN(y)| + |fN(y) fn(y)|
fn fN + |fN(x) fN(y)| + fN fn
<++ = 3.
Therefore {f n } is equicontinuous on
K.
Theorem 2.6.3:
If K is a compact, if f n ?(K) for n
= 1,2,3,....,and if {f n } is point wise
bounded and equicontinuous on K,
then
a. {f n } is uniformly bounded on K,
b. {f n } contains a uniformly
Proof:
a. Let > 0 be given.
Since {f n } is equicontinuous on
K, there exists a > 0 such that
x,yK
d(x,y) < |f (x) f (y)| < ,for all n.
n n -------------(1)
Since K is compact, there are
finitely many points p 1 , p 2 ,.....,

p r in K such that to every xK
corresponds at least one p i with
d(x, p i ) < .
Since {f n } is point wise bounded,
there exist M i < such that

(6) and (7) implies that h(t) < f(t) + . ( tk )
(i.e.)f(t) < h(t) < f(t) + ( tK ).
(i.e.) <h(t) f(t) < ( tK )
(i.e)|h(t) f(t)| < ( tK )
|fn(pi)| < Mi for all n. -------------------(2)
|
If M=max(M1, M2, .....Mr), then|fn(x)| = fn(x) fn(pi) + fn(pi) |
| | |
fn(x) fn(pi) + fn(pi) |
<+Mi.(by(2) & (3))
+M
Therefore, {f n } is uniformly
bounded on K.
b. Let E be a countable dense
subset of K.
By theorem 2.6.1, {f n } has a
subsequence { f ni } such that {f ni
(x)} converges for every xE .

Put f ni = g i .
We shall prove that {g i }
converges uniformly on K.
Let > 0 be given.
Since {f n } is equicontinuous on
K, there exists a > 0 such that
d(x,y) < |f (x) f (y)| < , for all n.

n n ----------------(4)
{
Let V(x,) = y E/d(x,y) < . }
Since E is dense in K and K is
compact, there are finitely many
points x 1 , x 2 ,....., x m in E such
that K V(x 1 , )V(x 2 ,
)....V(x m , ).
Since {g i (x)} converges for
every xE, there is an integer N
such that

|gi(xs) gj(xs)| < whenever i N,j N,1 s m. ---------(5)
If xK V(x 1 , )V(x 2 ,
)....V(x m , ), then xV(x s ,
) for some s (i.e.) d(x, x s ) <
|gi(x s ) g j (x s )| < for every
i.
If i N, j N ,
|gi(x) gj(x)| = |gi(x) gj(xs) + gi(xs) gj(xs) + gj(xs) gj(x)|
| | | | |
gi(x) gi(xs) + gi(xs) gj(xs) + gj(xs) gj(x) |
<++ = 3
Therefore, {g i } converges
uniformly on K.
(i.e.) {g i } converges uniformly
on K
(i.e.) { f ni } converges uniformly
on K

(i.e.) {f n } contains a uniformly
CYP QUESTIONS:
1. Suppose {f n }, {g n } are defined
on E, and
a. f n has uniformly bounded
partial sums;
b. g n 0 uniformly on E;
c. g 1 (x) g 2 (x) g 3 (x)
.....for every xE.
Prove that f n g n converges uniformly
on E.
SECTION-2.7 THE STONE
WEIERSTRASS THEOREM
Theorem 2.7.1:
If f is a continuous complex function
on [a,b], there exists a sequence of
polynomials P n such that lim P n (x)

x
= f(x) uniformly on [a,b]. If f is real,
the P n may be taken real.
Proof:
We may assume, without loss of
generality, that [a,b] = [0,1]. We

may also assume that f(0) = f(1) =
0. For if the theorem is proved for
this case, consider g(x) = f(x) f(0)
x[f(1) f(0)] (0 x 1).

Here g(0) = g(1) = 0, and if g can be
obtained as the limit of a uniformly
convergent sequence of polynomials ,
it is clear that the same is true for f,
since f g is a polynomial.
Furthermore, we define f(x) = 0 for
x outside [0,1]. Then f is uniformly
continuous on the whole line.
2 n
(
We put Qn(x) = cn 1 x ) (n = 1,2,3,....), ------(1)
1
where cn is chosen so that Q (x) dx=1(n=1,2,3,...) --------(2)

n
1
1 1 1 / n
Now (1 x )2 n
dx=2 (1 x ) 2 n
dx 2 (1 x ) 2 n
dx
1 0 0
1 / n
2 (1 nx ) dx(by binomial theorem)

2 n
[ ]
3 1 / n
nx
2 x- 3
0
[ ]
3
n n(1)
=2
1
n
3 [1
0 = 2 n 3n
1
]

=2 [ 32 n ] = [ 34 n ] 1n

1 1
Equation (2) implies that c (1 x ) dx=1

n
2 n
cn(1 x ) dx=12 n
1 1
1>cn 1n cn < n -----------(3)
2 n
For any >0(1) and (3) implies that Qn(x) < n 1 ( )
where |x| 1 ------------------(4)
Qn(x) 0 uniformly in |x| 1.

1
Now set Pn(x) = f(x+t)Q (t)dt n ----------------(5)

1
x 1x 1
Pn(x) = f(x+t)Q (t)dt+f(x+t)Q (t)dt+f(x+t)Q (t)dt

n n n
1 x 1x
Put x + t = y. Then dx = dt & t =

1 y = x 1 , t = x y = 0,
t=1xy=1,t=1 y = x + 1.
0 1 x+1
Pn(x) = f(y) Q (y-x)dy+f(y) Q (y-x)dy+f(y) Q (y-x)dy

n n n
x-1 0 1
1
=0+ f(y) Q (y-x)dy+0( ? )

n
0
The RHS integral is clearly a
polynomial in x. Thus {P n } is a
sequence of polynomials which are
real if f is real.

Therefore, given > 0, we choose
> 0 such that |y x| < implies

|f(y) f(x)| < 2 .

-----------------(6)
Let M= sup |f(x)| (since f is bounded on[0, 1]) --------(7)

x [0.1]
If 0 x 1
| |
1 1
|Pn(x) f(x)| = f(x+t)Qn(t)dt-f(x) Q (t)dt (by(2) & (5))

n
1 1
| |
1
= (f(x+t) f(x))Qn(t)dt
1
|(f(x+t) f(x))Q (t)dt| n

1

|(f(x+t) f(x))Q (t)dt| + |(f(x+t) f(x))Q (t)dt|

n n
1
1
+ |(f(x+t) f(x))Q (t)dt| n

- -
(|f(x+t)| + |f(x)|) Q (t)dt+|(f(x+t) f(x))(M+M) Q (t)dt Q (t)dt

n n n
1 1
- 1
< (M+M) Q (t)dt+(M+M)Q (t)dt(by(7))

n n
1
- 1
2M (
n 1 dt+ 2
2
)
Qn(t)dt+2M n(1 )dt(by(4))
2
2 n 2 n
< 2Mn 1 ( )
+2 (1)+2Mn(1 ) (1 )(by(2))
2 n
< 4Mn 1 ( ) + 2.

< 2 + 2 , for large enough n
=
Therefore lim Pn(x) = f(x) uniformly on[a,b].
n

Cor: For every interval [a,a] there
is a sequence of real polynomials P n
such that P n (0) = 0 and such that
lim Pn(x) = |x| uniformly on [a,a]

n
Proof:
By the above theorem, there exists
a sequence {P n *} of real polynomials
which converges uniformly to |x| on
[a,a]. In particular, P n *(0) 0 as n
. The polynomials P n (x) = P n *(x)
P n *(0) for n = 1,2,3,..have the
desired properties.
Defintion:
A family a of complex functions
defined on a set E is said to be an
algebra if (i) f+g ? (ii)fg? (iii) cf

? for all f ?, g ? and for all
complex constants c, that is, if ? is
closed under addition, multiplication,
and scalar multiplication. For the
algebra of real functions , we have to
consider (iii) for all real c.
If ? has the property that f ?
whenever f n ? ( n = 1,2,3,....) and
f n f uniformly on E, then ? is said
to be uniformly closed.
Let be the set of all functions which
are limits of uniformly convergent
sequence of members of ? . Then is
called the uniform closure of ?.
Theorem 2.7.2: Let be the uniform
closure of an algebra ? of bounded

functions. Then is a uniformly
closed algebra.
Proof:
If f and g , there exist
uniformly convergent sequences
{f n },{g n }such that f n f , g n g
and f n ? ,g n ? . Since the functions
are bounded, we have f n + g n f +
g, f n g n fg, cf n cf, where c is any
constant, the convergence is uniform
in each case.
Hence f +g , fg and cf
Therefore is an algebra.
SinceB is the closure of ? , is closed
(uniformly).
Definition: Let ? be a family of
functions on a set E. Then ? is said
to separate points on E if to every
pair of distinct point x 1 ,x 2 E there
corresponds a function f ? , such
that f(x 1 ) f(x 2 ).
If to each xE there corresponds a
function g? , such that g(x) 0, we
say that ? Vanishes at no point of E.
Theorem 2.7.3:
Suppose ? , is an algebra of functions

on a set E, ? , separates points on
E, and ? ,vanishes at no point of E.
Suppose x 1 ,x 2 are distinct points of
E, and c 1 ,c 2 are constants (real if ?,
is a real algebra). Then ? , contains a

function f such that f(x 1 ) = c 1 , f(x 2 )
= c2.
Proof:
Since ? , separates points on E and ?
, vanishes at no point of E, we have
g(x 1 ) g(x 2 ), h(x 1 ) 0, k(x 2 ) 0,
where g,h,k ? ,.
Put u = gk g(x 1 )k, v = gh g(x 2 )h.
Since g,h,k ? , and ? ,is an algebra,
u,v ? , .
Also u(x 1 ) = g(x 1 )k g(x 1 )k = 0 and
v(x 2 )= g(x 2 )h g(x 2 )h = 0,
u(x 2 ) = g(x 2 )k g(x 1 )k 0 & v(x 1 )
= g(x 1 )h g(x 2 )h 0.
c1v c2u
Let f= + .
v(x1) u(x2)
c1v(x1) c2u(x1)
Then f(x1) = + = c1 + 0 = c1 and
v(x1) u(x2)
c1v(x2) c2u(x2)
f(x2) = + = 0 + c2 = c2
v(x1) u(x2)
STONE'S GENERALIZATION OF THE

WEIERSTRASS THEOREM
Theorem 2.7.4:
Let ? be an algebra of real continuous
functions on a compact set K. If ?
separates points on K and if ?
vanishes at no point of K, then the
uniform closure of ? consists of all
real continuous functions on K.
We shall divide the proof into four
steps.
STEP 1: If f then |f|

Proof
Let a=sup |f(x)|, ( xK ). ------------(1)
Let > 0 be given.
By the corollary to the Stone-

Weierstrass theorem, there exist real
numbers c 1 ,c 2 ,....,c n such that
| |
n
ciy |y| < ,

i y [-a,a]. -------(2)
i=1
Since is an algebra and f c i

i
f for i = 1,2,... ,n.
Hence the function g= cf i

i
is a
i=1
member of .
By (1) and (2), we have |g(x) -

|f(x)|| < (xK)
Since is uniformly closed and g(x)
, |f| .
STEP 2: If f and g , then
max(f,g) and min(f,g) .
By max(f,g) we mean the function h
defined by
{
f(x) if f(x) g(x),
h(x) =
g(x) if f(x)<g(x),
{
f(x) if f(x) < g(x),
and min(f,g) = .
g(x) if f(x) g(x),
Proof:
Consider the identities max

f+g |f-g|
max(f,g) = 2 + 2
f+g |f-g|
and min(f,g) = 2 2 .
Since is an algebra and f and
g , we have
f+g |f-g|
f+g,f-g B. Also 2 , 2 B
Therefore max(f,g) and min(f,g)
By iteration, the result can be
extended to any finite set of
functions, (i.e.) if f 1 ,f 2 ,.. .,f n
, then max(f 1 ,f 2 ,...,f n ) and
min(f 1 ,f 2 ,.. .,f n )
STEP 3: Given a real function f,
continuous on K, a point xK, and
> 0, there exists a function g x
such that g x (x) = f(x) and g x (t) > f(t)
. (tK)
Proof:
By hypothesis ? , and ? satisfies
the hypothesis of theorem 2.7.3,
also satisfies the hypothesis of
theorem 2.7.3.
Hence, for every yK, we can find a
function h y such that
h y (x)=f(x),h y =f(y) (refer theorem
2.7.3)-------(3)
By the continuity of h y there exists
an open set J y , containing y, such
that
( )
hy(t) > f(t) . t Jy -------------(4)
Since K is compact, there is finite set
of points y 1 ,y 2 ,...,y n such that

K Jy1 Jy2 ... Jyn. -------------(5)
Put g x = max(h y1 ,h y2 ,...,h yn ).
By step 2, g.
By (3), (4) and (5), we have g x (x) =
f(x) and g x (t) > f(t) .
STEP 4: Given a real function f,
continuous on K, and > 0, there
exists a function h such that |h(x)
f(x)| < . (xK)
Proof:
Let us consider the functions g x , for
eaph xK, constructed in Step 3.
By the continuity of g x , there exist
open sets V x containing x, such that

( )
gx(t) < f(t) + . t Vx . -----------(6)
Since K is compact, there exists a
finite set of points x 1 ,X 2 ,...,x m such
that
K Vx1 Vx2 ... Vxm. -----------(7)
By Step 2, h .
By Step 3, h(t) > f(t) . (tK).
(6) and (7) implies that h(t) < f(t) +

. (t K).
(i.e.) f(t) < h(t) < f(t) + (t K).
(i.e.) < h(t) f(t) < (t K).
(i.e.) |h(t) f(t)| < (t K).

Theorem 2.7.5:
Suppose ? is a self-ad joint algebra
of complex continuous functions on
a compact set K, ? separates points
on K and ? vanishes at no point of
K. Then the uniform closure B of ?
consists of all complex continuous
functions on K. In other words ? is
dense in C(X).
Proof:
Let ? r be the set of all real functions
on K which belong to ? If f ? and f =

u + iv, with u,v real, then 2u = f + f ,
and since ? is a self-ad joint, we see
that u ? r .
If x 1 x 2 , there exists f ? such
that f(x 1 ) = 1, f(x 2 ) = 0.

Hence 0 = u(x 2 ) u(x 1 ) = 1.
Therefore ? r separates points on K.
If x K, then g(x) 0 for some g
? , and there is a complex number
such that g(x) > 0.
If f = g, f = u+iv, it follows that u(x)
> 0.
Hence ? R vanishes at no point of K.
Therefore ? R satisfies the hypothesis
of theorem 2.7.4.
It follows that every real continuous
function on K lies in the uniform
closure of ? R , and hence lies in . If
f is a complex continuous function on
K, f = u + iv, then u , v .
Hence f .
CYP QUESTIONS:
1. Prove that the set C (X) of all
complex valued, continuous,
bounded functions with domain
X, with d(f,g) = ||f g|| is a
metric space.
2. Distinguish between uniformly
convergent and point wise
convergent.
UNIT-3
Unit Structure
Section 3.1: Power series
Section 3.2: The exponential and
Logarithmic functions
Section 3.3: The trigonometric
Functions
Section 3.4: The algebraic
completeness of the Complex
Field
Section 3.5: Fourier series
Section 3.6: The Gamma
function
Introduction
In this unit we shall derive some
properties of functions which are
represented by power series. We also
discuss the concept of the
Exponential, Logarithmic,
Trigonometric functions , Gamma
function and Fourier series.
SECTION-3.1 POWER SERIES
We have already discussed about the
power series in Analysis I in the first
year. The form of the power series

is f(x) = cnx
n
or more generally
n=0

n
f(x) = cn(x-a)
n=0
These are called analytic functions.
We shall discuss the power series
only for real values of x. Instead of
circles of convergence we shall
encounter intervals of convergence.
The series f(x) = n

cnx converges
n=0
for all x in ( R ,R), for some R.

n
If the series f(x) = cn(x-a)
n=0
converges for |x a | < R, then f is
said to be expanded in a power series
about the point x = a.
Theorem 3.1.1:

Suppose the series cnx

n
n=0
converges for |x| < R, and define

f(x) = cnx
n
(|x| < R) . Then the
n=0

series cnx
n
converges uniformly
n=0
on [ R + ,R s], no matter which
> 0 is chosen. The function f is
continuous and differentiable in ( R
,R), and
f '(x) = n-1
ncnx (|x| < R)
n=0
Proof:
Let > 0 be given.
n
For |x| R , we have |c n x |
n
|c n (R ) |.

n
Since cn(R-) converges
n=0
absolutely ( every power series
converges absolutely in the interior
of its interval of convergence , by the
root test)
the series c x n
n
converges
n=0
uniformly on [ R + , R ].(by
theorem 2.2.3)
Since lim n = 1 we have

n

limsup n|cn| = limsup |cn|
n n
n n
Therefore the series f(x) = cnx

n
n=0

and the series f '(x) = ncnx

n-1
have
n=1
the same interval of convergence.
Since f '(x) = ncnx

n-1
is a power
n=1
series, it converges uniformly in [
R + ,R ], for every > 0 we
can apply theorem 2.5.1( for series
instead of sequence), (i.e.)

f '(x) = nc x n
n-1
holds for |x|<R
n=1
holds if |x| R .
But, given any x such that |x| < R,
we can find an > 0 such that |x|<R
This shows that f '(x) = nc x n

n-1
n=1
holds for |x| < R.
Cor: Under the hypothesis of the

above theorem, f has derivatives of
all orders in ( R ,R), which are given
by
f( )(x) =
k
n(n-1)....(n-k+1)cnx
n-k
n=k
(k)
In particular, f (0) = k!c k , (k =
0,1,2,....).
Proof:
By the above theorem from

f(x) = n
cnx we get
n=0
f '(x) = ncnx
n-1
n=1
Apply theorem 3.1.1, to f , we get
Successively apply theorem 3.1.1 to f

(3)
,f ,...., we get

(k)
(x) = n(n-1)....(n-k+1)cnx , -----------(1)
n-k
f
n=1
(k)
Putting x = 0 in (1), we get f (0)=
k!c k , (k = 0,1,2,....).
Abel's Theorem
Theorem 3.1,2:
Suppose c n converges. Put

f(k) = c x ( 1 < x<R)

n
n
n=1
Then lim f(x) =

x1
c n
n=1
Proof:
Let s n = c 0 + c 1 + ....+ c n , s 1 = 0.
m m
Then c x n
n
= (s n sn-1)x
n
n=0 n=0
= (s0 s 1)x + (s1 s0)x + (s2 s1)x + ... + (sm sm-1)x

0 1 2 m
1 1 2 2 m-1 m
= s01 + s1x s0x + s2x s1x ..... sm-1x + smx
1 2 m-1 m
= (1 x)s0 + (1 x)s1x + (1 x)s2x ....(1 x)sm-1x + smx
m-1
= (1-x) s x n
n
+ smx
m
n=0
For |x| < 1, let m ,we get c x n

n
= (1 x) s x n
n
n=0 n=0
(i.e.)f(x) = (1 x) snx
n
n=0
Since c n converges to s (say).
Then its partial sum sequence {s n }
converges to s.
(i.e.) lim sn = s.
n
Let > 0 be given.
Choose N so that n>N |s-sn| < 2 . ----------(1)
By the geometric series test,we have x n

= 1 if |x|<1.
n=0

(i.e)(1 x) x = 1 if |x| < 1. ------------(2).

n
n=0

Now to prove that

x1
lim f(x) = c n
=s
n=0
| || |

|f(x)-s| = (1-x) snx (1 x) snx s(1 x) snx (by(2))

n n n
s =
n=0 n=0 n=0
| |

= (1-x) (s -s)x n
n
n=0
(1 x) |s -s||x | ( |x+y| |x| + |y|)

n
n
n=0

|s -s||x| |s -s||x|
n n
(1 x) n + (1 x) n
n=0 n=N+1
n
|s -s||x| (1 x) |x| (by(1))

n n
(1 x) n + 2
n=0 n=N+1
N
|s -s||x|
n
< (1 x) n + 2. ---------------(3)
n=0
Choose > 0 such that 1-x <
Then (3) becomes
|f(x) s| < 2 + 2 =

(i.e.)|f(x) s| < if x>1-.

(i.e) lim f(x) = s = cn

x1
n=0

Note:If a n , b n , c n , converge
to A,B,C , and if c n = a 0 b n + a 1 b n1
+.... + a n b 0 , then C = AB.
Theorem 3.1.3:
Given a double sequence {a ij }, i =
1,2,3,..., j = 1,2,3,...,

suppose that |aij| = bi (i=1,2,3,....) and biconverges.Then aij = a . ij

j=1 i=1 j=1 j=1 i=1
Let E be a countable set, consisting
of the points x 0 ,x 1 ,x 2 ,...,x n , and
suppose x n x 0 as . Define
Proof:

Let |a | = b ij i (i=1,2,3,....) -----------------(1)

j=1

fi(x0) = a (i=1,2,3,...)
ij ----------(2)
j=1
n
fi(xn) = a (i,n=1,2,3,...)
ij ----------(3)
j=1

g(x) = a f (x)( xE )
ij i ----------(4)
i=1

Now, (2) and (3), together with (1),
we get
fi(n) = a ij aij = fi(x0) as n

j=1 j=1
(i.e.) x n x 0 f i (x n ) f i (x 0 ) as n
This shows that each f i is continuous
at x 0 .

Now |fi(x)| = |a | = b ij i for x E &i=1,2,3,....

j=1

g(x) = f (x) converges uniformly.

i
i=1
By theorem 2.3.1, g is continuous at
x0.

Therefore a ij = f (x ) (by(2))
i 0
i=1 j=1 i=1
=g(x0) (by(4))
= lim g(xn)
n

= lim
n i=1
f (x )(by(4))
i n
= lim
n
(a )(by(3))
i=1 j=1
ij
= lim
n
(a )(by(3))
j=1 i=1
ij
= lim
n
(a ) = a
j=1 i=1
ij ij
j=1 i=1

a ij = a ij
i=1 j=1 j=1 i=1
TAYLOR'S THEOREM
Theorem 3.1.4:

Suppose f(x) = cnx

n
, the series
n=0
converging in |x| < R. If R< a < R,
then f can be expanded in a power
series about the point x = a which

converges in | x a | < R |a|, and

f( )(a)
n

n
f(x) =
n!
( x-a) (|x-a| < R-|a|)
n=0
Proof:

We have f(x) = c x n
n
n=0

n
= cn(x-a+a)
n=0

n
= cn((x-a)+a)
n=0
( )
n
( )
n n-m m
= cn a (x-a)
m
n=0 m=0
Therefore f(x) can be extended in the
form of power series about the point
x = a.
|() n n-m
| |c |(|x-a| + |a|)
m n
But cn a (x-a) = n
m
n=0 m=0 n=0
which converges if |x a| + |a| < R.
(i.e.) if |x a| < R |a|

We know that, by corollary to the
theorem 3.1.1,
f( )(0) = k!ck.
k
(k=0,1,2,....).
f( )(0)
k
(i.e.)ck = k! (k=0,1,2,...)

f( )(a)
n

n
f(x) =
n!
( x-a) (|x-a| < R-|a|)
n=0
Theorem 3.1.5:
n n
Suppose the series a n x and b n x
converge in the segment S = (R,R).
Let E be the set of all xS at which
n
anx = n
bnx
n=0 n=0
If E has a limit point in S, then a n =
b n for n = 0,1,2,3, ....

Hence anx =
n
n
bnx holds for all
n=0 n=0
xS.
Proof:
Put cn = an bn and

f(x) = n
cnx ( xS )
n=0
= (a n bn)x = 0 for x S.(by hypothesis)

n
n=0
Let A be the set of all limit points of
E in S. Let B be the set of all other
points of S.
By the definition of limit point, B is
open.
Let x 0 A.
By the above theorem,

(|x-x0| < R-|x0|)

n
f(x) = dn(x-x0)
n=0
Now to prove that d n = 0 for all n.
Suppose there exist a smallest non-
negative integer k such that d k 0.
( )
k
f(x) = (x-x0) g(x) |x-x0| < R-|x0| ,

m
where g(x) = dn+k(x-x0)
m=0
Since g is continuous at x 0 , and g(x 0 )
= d k 0, there exists a > 0 such
that g(x 0 ) = d k 0 if |x x 0 | < .
k
Therefore f(x) = (x x 0 ) g(x) 0
if 0 < |x x 0 | < , which is a

contradiction to the fact that x 0 is a
limit point of E.
Therefore d n = 0 for all n.

n
So f(x) = dn(x-x0) = 0 if |x-x0| < R-|x0|
n=0
(i.e.) in a neighborhood of x 0 .
Therefore A is open.
(i.e.) A and B are disjoint open sets.
(i.e.) A and B are separated.
Since S = A B and S is connected,
one of A and B must be empty.

By hypothesis A is not empty.
Hence B is empty and A = S.
Since f is continuous in S, A E. Thus
E = S and
f( )(0)
n
cn = n! = 0 (n=0,1,2,....)
an = bn for n=0,1,2,3,....
anx =
n
n
bnx holds for all x S
n=0 n=0
CYP QUESTIONS:
{ e
1 / x2 ( x0 )
1. Define f(x) = .Prove that f has derivatives of all
0 (x=0)
(n)
orders at x = 0 and that f (0) =
0 for n = 1,2,3,...
SECTION-3.2 THE
EXPONENTIAL AND LOGARITHMIC
FUNCTIONS
Definition:

n
z
E (z ) = n!
n=0
Note 1: By the ratio test, E(z)
converges for every complex z.
Note 2: (Addition formula)

n m
z w
E (z )E (w ) = n! m!
n=0 m=0
n
k n-k
z w
= k!(n-k) !
n=0 k=0
n n
( )
1 n k n-k (z+w)
=
n! k
z w = n!
n=0 k=0 n=0
= E(z+w), where z and w are complex numbers.
Note 3: E(z)E(z) = E(z z) = E(0)
= 1, where,z is a complex number.
E(z) 0 for all z.
By the definition, E(x) > 0 if x > 0

and E(x) > 0 for all real x.
Again by the definition, E(x) + as
x + and E(x) 0 as x along
the real axis.

Also 0 < x < y implies E(x) < E(y)
and E(y) < E(x).
Hence E is strictly increasing on the
whole real axis.
E(z+h) E(z) E(h) 1

lim h = E(z)lim h = E(z).1 = E(z)
h=0 h=0
By iteration of the addition formula
gives
E(z 1 + z 2 + ...+ z n ) = E(z 1 )E(z 2 ). .
.E(z n ).
If z 1 = z 2 = ...= z n = 1,then E(n) =

n
e ,n= 1,2,3,...(E(1) = e)
If p = n/m, where n and m are
positive integers, then

m n
[E(p)] = E(mp) = E(n) = e , so that
p p
E(p) = e and E(p) = e (p>0, p
rational).
Theorem 3.2.1:
x
Let e be defined on

n
x
x
e = E(x) = n!
n=0
x
a. e is continuous and
differentiable for all x;
x x
b. (e ) = e ;
x
c. e is a strictly increasing function
x
of x, and e > 0;
x+y x y
d. (d) e = e e ;
x x
e. e + as x+ and e 0 as
x ;
n x
f. lim x e = 0 for every n.
x +
Proof:
For the proof of (a) to (e), refer Note
1,2,3.

n
x
(f)By definition e =
x
n!
n=0
2 n n+1
x! x x x
=1+ 1 ! + 2! + .... + n! + (n+1) ! + .....
n+1
x
> (n+1) ! for x>0
e (n+1)!
e (n+1) !
0 as x +;
n
x x x x -x n
(i.e.)e > (n+1) !
< n
x x
x < x
n -x
(i.e.) lim x e = 0 for every n.
x +
Note:Since E is strictly increasing

1
and differentiable on R , it has an
inverse function L, which is also
strictly increasing and differentiable

1
and whose domain is E(R ), that is,
the set of all positive numbers, L is
defined by E(L(y)) = y (y > 0) or
L(E(x)) = x (x real).
CYP QUESTIONS:
1. Find the following limits.

1/x
e-(1 + x)
i. lim x
x0
ii.
n
lim

n
log n [ 1/n
n ]
1
SECTION-3.3 THE
TRIGONOMETRIC FUNCTIONS
Let us define
[E(ix) + E(-ix)] and S(x) = 2i [E(ix) E(-ix)]

1 1
C(x) = 2
()

Since E z = E(z), C(x) and S(x) are
real for real x.
Also E(ix) = C(x) + iS(X) (i.e.) C(x)
and S(x) are real and imaginary parts
of E(ix),respectively, if x is real.
2
|E(ix)| = E(ix)E(ix) = E(ix)E(-ix) = 1, so that |E(ix)| = 1(x real)
, so that |E(ix)| = 1 (x real).
Also C(0) = 1 and S(0) = 0 , and
C'(x) = S(x), S'(x) = C(x).

Now to show that there exist a
positive real number x such that
C(x)=0. Suppose C(x) 0 for all x.
Since C(0) = 1, we have C(x) > 0 for
all x > 0.
Since S(0) = 0 and S'(x) = C(x), we
have S'(x) > 0 for all x > 0.
S(x) is strictly increasing function.
If 0 < x < y then S(x) < S(y).
y y
(i.e.)S(x)(y-x) < S(t)dt < C '(t)dt = -(C(t))x = [C(y) C(x)]

y
x x
= [C(x) C(y)]
2 2 2
Since 1 = |E(ix)| = C (x) + S (x),
2
C (x) 1.

C(x) and C(x) 1.
[C(x) C(y)] 2.
(i.e.)S(x) (y x) 2.
Since S(x) > 0 this inequality cannot
be true for large values of y , we get
a contradiction.
a positive number x such that
C(x) = 0.
Let x0 be the smallest positive
integer such that C(x 0 ) = 0.
Define the number by = 2x 0 .
Then C(/2) = C(x 0 ) = 0
Since E(ix) = C(x) + iS(X) & |E(ix)|

= 1, we have S(/2) = 1
Since C(x) > 0 in (0, /2), S is an
increasing function in (0, /2).
Therefore S(/2) = 1. Thus ( )=i

i
2
E(i)=E ( i2 + i2 )=E( i2 ).E( i2 )=i.i=-1

E(2i)=E(i+i)=E(i).E(i) = ( 1)( 1) = 1.
Also E(z+2i)=E(z).E(2i)=E(z)
Theorem 3.3.1:
a. The function E is periodic, with
period 2i,
b. The functions C and S are
periodic, with period 2,
c. If 0 < t < 2, then E(it) 1,
d. If z is a complex number with |z|
= 1, there is a unique t in [0, 2)
such that E(it) = z.

Proof:
a. Since E(z+2i) = E(z), E is
periodic, with period 2i.
b. C(x+2) =
1
2 [E(i(x+2)) + E(-i(x+2))]
= [E(ix+2i) + E(-ix-i2))]
1
2
= 2 [E(ix) + E(-ix)](Since E(2i) = 1)

1
=C(x)
Therefore C(x) is periodic with
period 2.
Similarly S(x) is periodic with
period 2.
c. Suppose 0 < t < /2 and E(it) =

x + iy, where x & y are real.
0 < x < 1 & 0 < y < 1.
2 2 2
1 = |E(it)| = x + y .
4 4 4
E(4it) = (E(it)) = (x + iy) = x
2 2 4 2 2
6 y + y + 4ixy(x y )
2 2
If E(4it) is real, then x y = 0
2 2
, that is x = y .
2 2 2 2
Since x + y = 1,2x = 1 x =
2
and y = .
2 2 2
E(4it) = (1/2) 6(l/2) (l/2)
2
+ (1/2) + 4ixy(0)
= 1/4 6/4 + 1/4 = 4/4 =
1.
E(it) 1.
d. Choose z so that |z| = 1.
Write z = x + iy, with x and y

real.
Suppose first that x 0 and y
0.
On [0,/2], C decreases from 1
to 0.
Hence C(t) = x for some t[0, /
2].
2 2
Since C + S = 1 and S 0 on
[0,/2], it follows that z = E(it).
If x < 0 and y 0, the preceding
conditions are satisfied by iz .
Hence iz = E(it) for some t[0,
/2], and since i = E(i/2), we
obtain z = E(i(t+/2)).
Finally if y < 0, the preceding
two cases show that z = E(it)
for some t(0, ). Hence z =
E(it) = E(i(t+)).
Suppose 0 t 1 < t 2 < 2,

1
E(it 2 )[E(it 1 ) = E(i(t 2 t 1 ))
1( by (c))
Therefore there is a unique t in
[0,2) such that E(it) = z.
CYP QUESTIONS:
2 sinx
1. If 0<x< 2 , prove that < x <1
SECTION-3.4 THE ALGEBRAIC
COMPLETENESS OF THE COMPLEX
FIELD
Theorem 3.4.1:
Suppose a 0 ,a 1 ,...,a n are complex

n
numbers, n 1, a n 0,P(z) = akz

k
. Then P(z) = 0 for some complex
number z.
Proof:
Without loss of generality we assume
that a n = 1.
Put = inf |P(z)| (z complex) .
If |z| = R, then |P(z)| = | a 0 + a 1 z +

n n
... + a n z | = | a 0 + a 1 z + ... + z |
n n1
|z | |a n 1 z | ..... |a 0 |
n n1
R |a n1 |R .... |a 0 |
n 1 n
= R [1 |a n1 |R ..... |a 0 |R ]
as R
Hence there exist R 0 such that |P(z)|
> if |z| > R 0 .
Since |P| is continuous on the closed
disc with centre at 0 and radius R 0 ,
|P(z 0 )| = for some z 0 .
Claim: = 0.
Suppose 0.
P(z+z0) P(z0)
Put Q(z) = .then Q(0) = = 1.
P(z0) P(z0)
| |
Since P(z0) = =inf |P(z)|, P(z+z0) P(z0)
P(z+z0)
1.(i.e) Q(z) 1 for all z.
p(z0)
there is a smallest integer k, 1 k
k
n, such that Q(z) = 1 + b k z + a 1 z
n
+.... + b n z , b k 0.
By theorem 3.3.1(d), there is a real

ik
such that e b k = |b k |.
k ik
If r > 0 and |b k | < 1, |1 + b k r e |
k
= 1 r |b k | so that
i k
|Q(re )| 1 r {|b k | r|b k+1 |
nk
.... r |b n |}
For sufficiently small r, the
expression in braces is positive.
Hence
i
|Q(re )| < 1, which is a contradiction
to Q(z) 1 for all z.

= 0, that is P(z 0 ) = 0.
SECTION-3.5 FOURIER SERIES
Definition:
A trigonometric polynomial is a finite
sum of the form

N
f(x) = a0 + (a cos nx+b

n n sin nx)(x real)
n=1
where a 0 ,a 1 ,.. .,a N ,b 0 ,b 1 ,.. .,b N are
complex numbers,Since
[E(ix) + E(-ix)] and S(x) = 2! [E(ix) E(-ix)], f(x)

1 1
C(x) = 2
can also be written in the form

N
f(x) = c e n
inx
(x real)
N
Note 1: Every trigonometric
polynomial is periodic with period
2.Note 2: If n is a nonzero integer,

inx inx
e is the derivative of e /in,
which is also has period 2. Hence
{

1 if n=0
1
2 e inx
dx =
0 if n=1,2,...
-
If we multiply f(x) = inx

cne by e
imx
,
-N
where m is an integer, if we integrate
the product, we get

cm= 2
1
f(x) e -imx
dx for |m| N.
-
If |m| > N, the above integral is zero.
Note 3: The trigonometric polynomial

N

f(x) = cne
inx
is real iff c-n = cn for n
N
= 0,1,...,N.
Note 4: We define a trigonometric
series to be a series of the form

inx
cne (x real) the nth partial sum

N
of this series is defined to be c e n

inx
Note 5: If f is an integrable function
on [,], the numbers c m for all
integers m are called the Fourier
coefficients of f, and the series

inx
cne formed with these

coefficients is called the Fourier
series of f.
Definition:
Let { n} (n = 1,2,3,...) be a
sequence of complex functions on
[a,b], such that

n(x)m(x) dx=0( nm ) (n m).

Then { n } is said to be an
orthogonal system of functions on

b
| |
2
[a,b]. If, in addition n(x) dx = 1,
a
, for all n, { n } is said to be
orthonormal.
Example:
1
inx
The functions (2) 2
e form an
orthonormal system on [,].
Note: If { n } is orthonormal on
[a,b] and if
b

cn = f(t)n(t) dt (n=1,2,...) we call c n
a
the nth Fourier coefficients of f
relative to { n }.
We write f(x) c (x) and call this

n n
1
series the Fourier series of f.
Theorem3.5.1:
Let{ n } be orthonormal on [a,b].
Let sn(x) = c mm (x) be the nth

m=1
partial sum of the Fourier series of

n
f, and suppose tn(x) = mm (x)

m=1
b b

2 2
.Then |f-sn| dx |f-tn| dx and
a a
equality holds iff m =c m ,(m =
1,2,...,n).
Proof:
Let denote the integral over [a,b],
the sum from 1 to n.
Then

ftn =
f

mm=

m

fm =

mcm
(by the definition of cm).

n n n n
|t |

2
Now n = tntn = mm mm = mm mm
m=1 m=1 m=1 m=1
| | (since { } is orthonormal)
2
= m n
b b b
|f-t | dx =(f-t )( ) (f f ft )
2
n n f -tn dx= n tn f + tntn dx
a a a
b b b b

= f f dx- ftndx- tn f dx+ t t dx n n
a a a a
b b b b

|f| dx- |t | dx
2 2
= ftndx- tn f dx+ n
a a a a
b
= |f| dx- c
a
2
mm
c
m m m m
|f| dx- |cm|

2 2 2
= + |m cm| ----------(1)
a

which is evidently minimized iff
m cm
b b
|f-sn| |f-tn|
2 2
dx dx
a a
b b
|f-t | dx=|f| dx- |c

2 2 2
Put in m = cm(1), we get n |
m
a a
b b
|f-tn| |f| dx- |cm| 0

2 2 2
Since dx 0,
a a
b
|f| dx |c
2 2
m |
a
n b
|s (x)| dx = |c |f(x)| dx
2 2 2
n m |
m=1 a
Theorem3.5.2:
(Bessel's inequality) If { n } is
orthonormal on
[a,b] and if f(x) cnn(x), then |cn| |f(x)| dx

2 2
n=1 n=1 a
.In particular lim cn = 0.

n

Proof:
From the above theorem, we have
n b
|sn(x)| |c |f(x)| dx.

2 2 2
dx = m|
m=1 a
|cn| |f(x)|
2 2
Letting n ,we get dx
n=1 a
Also lim cn = 0.( ? )

n
Trigonometric series: We shall
consider functions f that have period
2 and that are Riemann-integrable

on [ ,]. The Fourier series of f
is given by

f(x) = c e n
inx
where cn =
1
2 f(x)e -inx
dx
-
, the Nth partial sum of the Fourier
series of f is given by

N
SN(x) = SN(f;x) = c e n
inx
-N
|SN(x)| |cn| |f(x)|

1 2 2 1 2
2 dx = 2 dx
- n=-N -
The Dirichlet kernel DN(x) is defined by
e inx sin(N + 1/2)x

DN(X) = = sin(x / 2)
n = N
N N
1
Since cn =
1
2 f(x)e -inx
dx,SN(f;x) = c e n
inx
= f(t)e
2
-int inx
dte
- N -N -
N N
1
= f(t)e 2
-in(x-t) 1
dt= 2 f(t) e -in(x-t) 1
dt= 2 f(t)D (x-t)dt N
N - - -N -

= 2
1
f(x-t)D (t)dt N
-
Theorem 3.5.3:
If, for some x, there are constants
> 0 and M < such that

|f(x+t) f(x)| M|t| for all t (-,), then lim SN(f;x) = f(x)
N

Proof:
f(x-t) f(x)
Define g(t) = sin(t/2)
for 0<|t| < , and put g(0) = 0
N
1
Now
1
2 DN(x)dx=
2 e inx
dx
- - n=-N
(by the definition of Dirichlet kernel)

N N
=
1
2 e inx
dx= e inx
dx
n=-N - n=-N
( { )

1 if n=0
=1
1
2 e inx
dx=
0 n=1, 2, ...
-
SN(f;x) f(x) =
1
2 f(x-t)D (t)dt-f(x) = f(x-t)D (t)dt-f(x).1
N
1
2 N
- -

=
1
2 f(x-t)D (t)dt-f(x) D (t)dt
N
1
. 2 N
-

1
=
1
2 (f(x-t)-f(x))DN(t)dt= 2 g(t)sin(t/2)D (t)dt N
- -

g(t) sin(t/2) g(t) sin(N+1/2)dt

1 sin(N+1/2)t 1
= 2 sin(t/2)
dt= 2
- -

1
= 2 g(t) [sin Nt cos t/2+cos Nt sin t/2]dt
-

1
= 2 [g(t)cos t/2]sin Nt 1
dt+ 2 [g(t)sin t/2]cos Nt dt
- -
By |f(x+t) f(x)| M|t| for all
t(,) and the definition of g(t),
g(t)cos(t/2) and g(t)sin(t/2) are
bounded.

The last two integrals tend to 0 as N
(by theorem 3.5.2)
lim SN(f;x) = f(x)

N
Theorem 3.5.4:
If f is continuous (with period 2) and
if > 0, then there is a trigonometric
polynomial P such that |P(x) f(x)|
< for all real x.
Proof:
If we identify x and x + 2, we may
regard the 2-periodic functions on

1
R as functions on the unit circle T,
ix
by means of the mapping x e . The
trigonometric polynomials , i.e., the

N
functions of the form f(x) = cne

inx
,
-N
form a self-adjoint algebra ? , which
separates point on T, and which
vanishes at no point of T. Since T is
compact, ? is dense in ?(T).
Theorem 3.5.5:
(Parseval's theorem) Suppose f
and g are Riemann-integrable
functions with period 2, and

f(x) c e n
inx
, g(x) e n
inx

|f(x)-S (f;x)| c ,
1 2 1
Then lim 2 N dx=0, 2 f(x) g(x) dx= n n
N - -

|f(x)| dx= |c |
1 2 2
2 n
-
Proof:
Let us use the notation
{ }
1
2

2
|h(x)| dx
2 1
h = 2
-

Let > 0 be given.
Since f and f() = f(), there
exists a continuous 2-periodic
function h with ||f h|| 2 < .
By the above theorem, there is a
trigonometric polynomial P such that
|h(x) P(x)| < for all x.
{ } { } { }
1 1 1
2 2 2
|h(x)-P(x)| dx dx dx
2 2
1 1 2
h-P 2 = 2 < 2 = 2
- - -
{ }
2
2
= 2 2 =
If P has degree N 0 , theorem 3.5.1
shows that ||h S n (h)|| 2 < ||h
P|| 2 <, for all N N 0 .

SN(h) SN(f) 2 = SN(h-f)2 2 h-f 2 < .(by theorem 3.5.1)
Now f-SN(f) 2 = f-h+h-SN(h) + SN(h) SN(f) 2
f-h 2 + h-SN(h) 2 + SN(h) SN(f) 2
<++ = 3.
lim f-SN(f) 2 = 0
N
{ }
1
2
2
|f(x)-SN(f;x)|
1
(i.e) lim 2 dx =0
N -
{ }

2
|f(x)-SN(f;x)|
1
(i.e) lim 2 dx = 0
N -
N
inx inx
Next, 2
1
1
SN(f)gdx= 2 cne g(x)dx= cn 2
1
e g(x) dx
- - -N -
N

= c n n ---------------(1)
n=-N
By Schwarz inequality,we have
| | { | |}
1
||
2
2 2
fg SN(f)g |f-SN(f)| g |f-SN(f)| g 0 as N
(i.e.)
|
fg

SN(f)g
| 0 as N

lim
N -

SN(f)g =

fg

(i.e.) lim
N
1
2 SN(f)g =
1
2 fg
- -

N

By(1), lim
N n=-N
c n n =
1
2 fg
-

(i.e.) 2 fg = cnn
1
- n=-

(i.e.) 2
1
f(x)g(x) dx = cnn
- -
Put f = g in the above equation, we
get

| |
2 2
|cn|
1
2 f(x) dx =
- n=-
CYP QUESTIONS:
1. Suppose 0 < < , f(x) = 1 if |x|

, f(x) = 0 if < |x| , and
f(x+2) = f(x) for all x.
a. Compute the Fourier
coefficients of f.
2
sin (n) -
b. Conclude that n
= 2


SECTION 3.6 THE GAMMA
FUNCTION
Definition

For 0<x<,(x) t
x-1 -t
e dt
0
The integral converges for x (0, )
Theorem 3.6.1:
a. The functional equation (x+1) =
x(x) holds if 0 < x <
b. (n+1) = n! for n = 1,2,....
c. log is convex on (0, ).
Proof:
a. Let 0 < x < .

(x) = t x-1 -t
e dt
0

(x+1) = t x+1-1 -t
e dt= t e x -t
dt= t d(e )
x -t
0 0 0

= ( t e )0 + xt
x -t x-1 -t
e dt=0+x t x-1 -t
e dt=x(x)
0 0

By (a)(n+1) = n(n) = n(n-1)(n-1)
=n(n-1)(n-2)....(1)(1)

b.
(1) = t 1-1 -t
e dt= t e 0 -t
dt= e -t
dt=1
0 0 0
(n+1) = n(n+1)(n-2).....1 = n!
1 1
Let 1<p< and p + q = 1.

( )= t( p q ) e dt = t( ) ( 1p + 1q )e t( 1p + 1q )dt
x y x y
x y + 1 -t +
Now p + q
p q
0 0

t( ) ( qy + 1q )e pt qt dt=
t( )e pt t( y-1q )e qt dt
x 1 x-1

= p p p
0 0
{ } { }
1/p 1/q

t x-1 -t
e dt . t y-1 -t
e dt (by Holder's inequality)
0 0
c. 1/p 1/q
= {(x)} {(x)}
Taking log on both sides,we get
( px + qy ) log[{(x)} {(y)} ] = log{(x)}

1/p 1/q 1/p 1/q
log + log{(x)}
1 1
= p log(x) + q log(y)
1 1 1
Put = p .Then 1-=1- p = q
log(x+(1 )y) log (x) + (1 )log (y)
log is convex on(0, )
Theorem 3.6.2:
If f is a positive function on (0, )
such that

a. f(x+1) = xf(x)
b. f(1)= 1
c. log f is convex,
then f(x) = (x).
Proof:
Since satisfies (a), (b) and (c) , it is
enough to prove that f(x) is uniquely
determined by (a), (b) and (c), for all
x > 0.
By (a), it is enough to do this for x

(0,1).
Put =logf. Then f(x+1) = xf(x)
log f(x+1) = log x + log f(x)
(x+1) = log x+(x). ----------(1)
Since f(1) = 1, (1) = log f(1) = 0.
By (c) , is convex .
Suppose 0 < x < 1, and n is a
positive integer.
Then f(n+1) = nf(n) = n(n 1 )f(n
1) = n!
(n+1) = log f(n+1) = logn! -----(2)
Consider the difference quotients of
on the intervals
[n,n+1],[n+1,n+1+x], [n+1, n+2].
(n+1) (n) (n+1+x) (n+1) (n+2) (n+1)

n+1-n n+1+x-n-1 n+2-n-1
(n+1+x) (n+1)
log n n+1+x-n-1 log(n+1)(by(1)) ----------(3)
From(1), we have (n+x+1) = log(n+x) + (n+x)

=log(n+x) + log(n+x-1) + (n+x-1)
=log(n+x) + (n+x-1) + (n+x-1)
=....=(x) + log[x(x+1)...(x+n)]
(3) logn
(x) + log[x(x+1)...(x+n)] log n!
x log(n+1)(by(2))
x log n (x) + log[x(x+1)...(x+n)] log n! x log(n+1)

Subtract xlog n,we get
0 (x) + log[x(x+1)...(x+n)] log n!-x log n x log(n+1) x log n
0 (x) + log[x(x+1)...(x+n)] log n!-x log n x (log(n+1) x log n)

x
[ ] ( n+1
n )
x
n!n
0 (x) log x(x+1)...(x+n) x log
=x log 1 + ( 1
n ) 0 as n

[ ]
x
n!n
(i.e.) (x) log x(x+1)...(x+n)
0 as n
[ ]
x
n!n
(i.e.) (x) = lim log x(x+1)...(x+n)
n
(i.e.) (x) is determined uniquely
(i.e.) log f(x) is determined uniquely
f(x) is detennined uniquely
f(x) = (x).
Theorem 3.6.3:
If x > 0 and y > 0, then

1
(x)(y)
x-1 y-1
t ( 1 t) dt=
(x+y)
0
(This integral is so called beta
function B(x,y))
Proof:
By the definition of gamma function,
we have

t x-1 y-1
(x) = (1-t) dt
0
1
t x1 y-1
Now B(x, y) = (1-t) dt
0
1 1
( )
y 1
t (1-t) dt=(1-t)
11 y-1 y1 (1-t) 1
Therefore B(1,y) = dt= y = y
0
0 0
Let p,q be real numbers such that

1 1
p + q =1
1
( p + q) 1
( )
x x
x x y-1
B(x,y) = B p + q, y = t ( ) dt
1-t
0
1
( p + q) (p + q)
y( p + q ) ( p + q )

x x 1 1 1 1 1 1
= t ( )
1-t dt
0
1
( p + q) (p + q)
(1-t) ( p q ) ( p q )dt
x x 1 1 1 1 1 1
y + +
= t
0
1
( p p) (q + q)
(1-t)( p p )(1 t)( q p )dt
x 1 x 1 y 1 y 1

= t
0
1
( p ) ( q )
(1-t)( p )(1 t)( q )dt
x-1 x-1 y-1 y-1
= t t
0

{( } {( }
1 1/p 1 1/q
) )
p q
t( )(1 t)( ) t( )(1 t)( )
x-1 y-1 x-1 y-1
p p
dt p p
dt
0 0
(by Holder's inequality)
{ }{ }
1 1/p 1 1/q
t t
x-1 y-1 x-1 y-1 1/p 1/q
= (1 t) dt (1 t) dt = B(x,y) , B(x,y)
0 0
(i.e.)B( p + q , y) B(x,y)
x x 1/p 1/q
.B(x,y)
Taking log on both sides , we get
log B ( px + qx , y) 1p log B(x,y) + 1q log B(x,y)

1 1
t (1-t) dt = t (1-t) dt
x+1-1 y-1 x y-1
Now B(x+1,y) =
0 0
1 1
( )
x x
t t
(1 t)x (1-t) (1 t) dt= 1 t (1-t)
x y-1 x+y-1
= dt
0 0
( )dt and
x x-1
Let u= ( 1 t t ) , then du=x( 1 t t ) 1
(1 t )
2
1 x+y
(1 t)
(1 t)
x+y-1
dv= dt,v=-
x+y
0
1 x+y
( ) ( )
x (1-t)x+y 1 (1 t) t
x-1
1
B(x+1,y) = ( t
1t x+y ) 0
+ x+y
x
1-t (1 t )
2 dt
0
1 1
(1-t) ( ) t x-1 1
(1-t)
x x+y x x+y-x+1-2 x-1
=0+ x+y 1-t 2 dt= x+y t dt
(1-t)
0 0
1
(1-t)
x y-1 x-1 x
= x+y t dt = x+y B (x,y)
0
x
(i.e.)B(x+1,y) = x+y B (x,y). ------------(1)
(x+y)
Let f(x) = (y)
.B(x,y).

(x+1+y)
Then f(x+1) = (y)
.B(x+1,y)
(x+1+y)
. x+y B(x,y). (by(1))
x
= (y)
(x+y)(x+y) x x(x+y)
= (y)
. x+y B( x,y) = (y)
.B(x,y) = xf(x)
(y+1) (1+y) 1 y(y) 1
f(1) = (y)
.B(1,y). = (y) y
= (y) y =1
log f(x) = log(x+y) + log B(x,y) log(y)
(x+1+y)
Then f(x+1) = (y)
.B(x+1,y)
(x+1+y)
. x+y B(x,y). (by(1))
x
= (y)
(x+y)(x+y) x x(x+y)
= (y)
. x+y B( x,y) = (y)
.B(x,y) = xf(x)
(y+1) (1+y) 1 y(y) 1
f(1) = (y)
.B(1,y). = (y) y
= (y) y =1
log f(x) = log(x+y) + log B(x,y) log(y)
log f(x) = log (x+y) + log B(x,y)
log (y).
Since log and log B are convex, log
f is also convex.

By the above theorem f(x) = (x).
(x+y)
(i.e.) (y)
.B(x,y) = (x).
(x)(y)
B(x,y) = (x+y)
(i.e.) t (1 t) dt= (x+y)

x-1 ( ) ( ) y-1 x y
Some Consequences The

2
substitution t = sin in the above
equation turns into

/2
(
x-1 y-1
) ( )
2 2 (x)(y)
2 sin 1 sin sin cos d= (x+y)
0
/2
(i.e.)2(sin )
x-1 y-1
( )
2 2 (x)(y)
1 sin sin cos d= (x+y)
0
/2
(1 / 2)(1 / 2)
(sin ) (
2 1 / 2) 1
(cos ) ( ) d
2 1/2 1
(1/2+1/2)
=2
0
/2
( )
2
(1 / 2)
(i.e.) (1)
=2 d=2(/2)=
0
( )
2
Since (1) = 1, we have (1 / 2) =
Therefore (1 / 2) = .

2
Put t=s in (x) = t x-1 -t
e dt,we get
0

2 2
2x-2 s 2x-1 s
(x) = s e 2sds =2 s e ds
0 0
Put x = , we get

= ( 1/2 ) = s e
2 2
2( 1/2 ) 1 s s
e ds = ds.
0 0
( 12 ) ( x +2 1 ) (Verify).
x1
2
Also (x) =
CYP QUESTIONS:
1. Prove the Stirling's formula

(x + 1)
lim x = 1.
( x/e ) 2x
x
( 21 ) ( x +2 1 )
x1
2
2. Prove that (x) =
3. If f(x) = 0 for all x in some
segment J, then prove that lim
S N (f:x) = 0 for every x
J.(Localization theorem)

4. Prove that lim x log x = 0 for
x +
every >0.

UNIT-4
Unit Structure
Section 4.1: Linear
Transformations
Section 4.2: Differentiation
Section 4.3: The contraction
principle.
Section 4.4: The inverse function
Theorem
Introduction
In this unit we shall discuss about
the set of vectors in Euclidean n-

n
space R , linear transformation,
differentiation and the contraction

principle and finally the inverse
function theorem.
SECTION-4.1 LINEAR
TRANSFORMATIONS
Definition:
n
A non-empty set X R is a vector
space if x + y X and cx X, for
every x,y X and for all scalar c.
Definition:
n
If x 1 ,x 2 ,...,x k R and c 1 ,c 2 ,...,c k are
scalars then x 1 c 1 + x 2 c 2 +... + x k c k
is called a linear combination of x 1
,x 2 ,... ,x k .
Definition:
n
Let S R .Then the set of all linear
combination of elements of S is called
a linear span of S and it is denoted
by L(S).
Note:
L(S) is a vector space.
Definition:
Linear independent:
A set consist of vectors x 1 ,x 2 ,.. .,x k is
said to be linearly independent if x 1 c 1
+ x 2 c 2 +... + x k c k = 0 c 1 = c 2 = ....
c k = 0 .Otherwise {x 1 ,x 2 ,...,x k } are
dependent.
Definition:
If a vector space X contains an
independent set of r vectors but
contains no independent set of r+1
vectors , then X has dimension r and
we write dim X = r.
Definition:
An independent subset of a vector
space X which spans the space X is
called a basis of X.
Note(i):
n
Let R be the set of all ordered n-
tuples x = (x 1 ,x 2 ,...,x n ) where
x 1 ,x 2 ,...,x n are real numbers and the

n
element of R called points or vectors
. Define x + y = (x 1 +y 1 ,x 2 +y 2 ,...
,x n +y n ) where y = (y 1 ,y 2 ,...,y n ) and
x = (x 1 ,x 2 ,..., x n ). Then x + y,
n
x R .
n
(ie) R is closed under addition and
scalar multiplication.
n
R is a vector space over the field
R.
Note(ii):
Let e1 = (1,0,0,...,0), e2 =
(0,1,0,...,0), .... e n = (0,0,0,...,1).
n
If x R , x = (x 1 ,x 2 ,...,x n ) , then x =
x j e j . We shall call {e 1 ,e 2 ,...,e n } the

n
standard basis of R .
Note(iii):
If a subset S = {v 1 ,v 2 ,...,v k } of X
contains the zero vector , then the
set S is linear dependent.
In particular if v1 = 0, then 1
v 1 +0v 2 +.. .+0v k = 0 1 0.
The set S is linearly dependent set.
Note(iv):
Let S = {v 1 ,v 2 ,...,v k } be linearly
dependent iff there exist a vector in
S which is a linear combination of
remaining vectors in S.
Note(v):
The set {v} consist of single vectors
is linearly independent iff the vector
v 0.
Note(vi):
If the set S is linearly independent
then any non-empty subset of S is
also linearly independent.
Definition:
If V is a vector space over a field F
and if W V then W is a subspace of
V if W itself is a vector space over F.
Theorem 4.1.1:
Let r be a positive integer. If a vector
space X is spanned by a set of r
vectors, then dim X r.

Proof:
Suppose dim X > r.
Let dim X = r + 1.
Therefore there is a vector space X
which contains an independent set
Q = {y 1 ,y 2 ,...,y r+1 } and which is
spanned by a set S 0 consisting r
vectors {x 1 ,x 2 ,...,x r }.
Suppose 0 i < r and suppose a set
S i has been constructed which spans
X and which consist of all y j with 1
j i plus a certain collection of r
i members of S 0 say {x 1 ,x 2 ,...,x ri }
(In other words, S i is obtained from
S 0 by replacing i of its elements by
members of Q, without altering the

span.) Since S i spans X, y i+1 is in
the span of S i and hence there are
scalars a 1 ,a 2 ,...,a i+1 ,b 1 ,b 2 ,...,b ri
with a i+1 = 1, such that
i+1 ri
a y +b x
j j k k = 0.
j=1 k=1
If all bks were 0, the independence
of Q would force all a j s to be zero,
which is a contradiction.
It follows that some x k S i is a linear
combination of the other members of
S i {y i+1 }.
Let T i = S i {y i+1 }.
Remove this x k from T i and call the
remaining set S i+1 .Then S i+1 spans

the same set as T i , namely X, (ie)
L(S i+1 ) = X, and S i has the properties
postulated for S i with i + 1 in place of
i.
Starting with S i , we have constructed
sets S 1 ,S 2 ,...,S r and Sr consist of
y 1 ,y 2 ,...,y r and L(S r ) = X. But Q is
linearly independent and hence y r+1
L(S r ), which is a contradiction to dim
X > r.
dim X r.
n
Cor: dim R = n.
Proof:
n
Since {e 1 ,e 2 ,.. .,e n } spans R , the
n
above theorem shows that dim R
n. Since {e 1 ,e 2 ,.. .,e n } is
n
independent, dim R n.
n
Therefore dim R = n.
Theorem 4.1.2:
Suppose X is a vector space and dim
X = n.
a. A set E of n vectors in X spans X
iff E is independent.
b. X has a basis, and every basis
consist of n vectors
c. If 1 r n and {y 1 ,y 2 ,...,y r }
is an independent set in X, then
X has a basis containing
{y 1 ,y 2 ,...,y r }.
Proof:
a. Suppose E = {x 1 ,x 2 ,...,x n }.
If E is independent then to prove
that L(E) = X.
Let yX.
Then A = {x 1 ,x 2 ,...,x n ,y} is
dependent. ( dim X = n )
a vector in A which is a
linear combination of remaining
vectors. Since E is independent,
no vector in E is a linear
combination of preceding
vectors.
y is a linear combination of
{x 1 ,x 2 ,...,x n }.
y L(E).
X L(E).
But L(E) X. Therefore X = L(E).
Conversely, let X = L(E).

Now to prove that E is
independent.
Suppose E is dependent. Then
one of the elements, say, {x k } is
a linear combination of preceding
vectors.
(i.e.) we can eliminate x k without
changing the span of E.
Hence E cannot span X, which is
a contradiction to L(E) = X.
Therefore E is independent.
b. Since dim X = n, X contains an
independent set of n vectors.
(i.e.) E = {x 1 ,x 2 ,...,x n } is
independent set in X.
By (a), L(E) = X.
X has a basis consists of n
vectors.
c. Let {x 1 ,x 2 ,...,x n } be a basis of X.
By hypothesis, {y 1 ,y 2 ,...,y r } is
an independent set in X.
the set
{y 1 ,y 2 ,...,y r ,x 1 ,x 2 ,...,x n } spans
X and is dependent, since it
contains more than n vectors.
one of the X i s is a linear
combination of the other
members of S.
If we remove this x i from S, the
remaining set still spans X. This
can be repeated r times and
leads to the basis of X which
contains {y 1 ,y 2 ,...,y r }.
Definition:
A mapping A of a vector space X
into a vector space Y is said to be
linear transformation if A(x 1 +x 2 )
= Ax 1 +Ax 2 ,
A(cx) = cA(x), for all x 1 ,x 2 ,xX and
all scalars c.
Definition:
Linear transformations of X into X is
called linear operators on X. If A is a
linear operator on X which
i. is one-to-one and
ii. maps X onto X, we say that A is
invertible.
1 1
We define A on X that, A (Ax) =
1
x or A(A x) = x.
Note:
i. If A is linear then A.0 = 0.
ii. If the set of n vectors say
{x 1 ,x 2 ,...,x n } is a basis of X then
any
element xX has a unique
representation of the function

n
x= cx i i and the linearity of A

i=1
allows us to compute Ax from the
vectors Ax 1 ,Ax 2 , ...,Ax n and the
coordinates c 1 ,c 2 ,... ,c n by the
formula
n
Ax = c Ax i i
i=1
Theorem 4.1.3:
A linear operator A on a finite-
dimensional vector space X is one-to-
one iff the range of A is all of X.
Proof:
Let {x 1 ,x 2 ,. . .,x n } be a basis of X.
Let (A) = {Ax/xX} =
{ }
n
c Ax / x X
i i i =L({Ax1, Ax2, ....Axn})
i=1
Now (A) = L(Q) where Q =
{Ax 1 ,Ax 2 ,...,Ax n }.
Now to prove that A is one-to-one iff

(A) = X.
(i.e.) to prove that A is one-to-one iff
L(Q) = X.
By theorem 4.1.2.(a), it is enough to
prove that A is one-to-one iff Q is
independent.
Suppose A is one-to-one .
( )
n n
Let c Ax = 0 i i A cx i i =0
i=1 i=1
( )
n n
A cx i i = A. 0 cx =0 i i
i=1 i=1
( )
c1 = c2 = .... cn = 0 since {x1, x2, ...., xn} is independent
Q is independent.
Conversely, let Q be independent and
( )
n
A cx i i =0
i=1
Then c Ax = 0
i i c1 = c2 = ....cn = 0 (Q is independent)
i=1
Therefore Ax = 0 only if x = 0.
Now, Ax = Ay A(x y) = 0 x y
= 0x = y.
Therefore A is one-to-one.
Definition:
Let L(X,Y) be the set of all linear
transformations of the vector space X

into the vector space Y. If Y = X ,
then we write L(X,Y) = L(X).
Definition:
If A 1 ,A 2 L(X,Y) and if c 1 ,c 2 are
scalars, define c 1 A 1 +c 2 A 2 by
(c 1 A 1 +c 2 A 2 )x = c 1 A 1 x+c 2 A 2 x (xX).
It is clear that c 1 A 1 +c 2 A 2 L(X,Y).
Definition:
If X,Y,Z are vector spaces and if
A,BL(X,Y) we denote their product
BA to be the composition of A and B :
(BA)x = B(Ax) (xX).
Then BA L(X,Z).
Note that BA need not be the same as
AB, even if X = Y = Z
Definition:
n m
For AL(R ,R ), define ||A|| = sup
n
{|Ax|/xR with |x|1} and the
inequality |Ax| ||A|| |x| holds for

n
all xR . Also if is such that |Ax|
n
|x| for all xR then ||A|| .
Theorem 4.1.4:
n m
a. If AL(R ,R ), then ||A|| <
and A is a uniformly continuous

n m
mapping of R into R .
n m
b. If A,BL(R ,R ) and c is a scalar
, then ||A+B|| ||A|| + ||B||,
||cA|| = |c| ||A||. With the

distance between A and B
n m
defined as ||A B||, L(R ,R ) is
a metric space.
n m n m
c. If AL(R ,R ) and BL(R ,R ),
then ||BA|| ||B|| ||A||.
Proof:
a. Let {e 1 ,e 2 ,...,e n } be the

n
standard basis in R and suppose
x = c i e i , |x| 1, so that |c i |
1 for i = 1,2,...,n. Then
|Ax| = |A( c i e i )|=| c i Ae i | |
Ci || Ae i | | Ae i | (since |c i |
1).
|Ax| | Ae i |< .
Therefore Sup|Ax| < .
(i.e.) ||A|| < .

Since |Ax Ay| = |A(x y)|
n
||A|| |x y| where x,yR .
Let > 0 be given.

Choose = > 0.
||A||
Now | x y | < | Ax Ay | ||A|| | x y | < ||A|| ||A|| =

Therefore A is uniformly
continuous.
n
b. ||A + B|| = sup{|(A+B)x|/xR
with |x|1}
n
= sup{|(Ax+Bx)|/xR with
|x|1}
n
sup {|Ax|+|Bx|/x R with
|x|1}
n
= sup{|Ax|/xR with |x|1} +
n
sup{|Ax|/xR with |x|1}

= ||A|| + ||B||.
Hence ||A + B|| ||A|| + ||B||.
If c is a scalar, then ||cA|| =

n
sup{|(cA)x|/xR with |x|1}
n
= sup{|c|| Ax|/x R with
|x|1}
n
= |c| sup{|Ax|/xR with
|x|1}
= |c| ||A||
n m
Now to prove that L(R ,R ) is a
metric space.
Define d(A,B) = ||A B||, then
d(A,B) 0
d(A,B) = 0 ||A B|| = 0 A
= B.
Also d(A,B) = ||A B|| = ||B
A|| = d(B,A).
d(A,C) = ||A C|| where C
n m
L(R ,R )
= ||A B + B C||
|| A B|| + ||B C||
= d(A,B) + d(B,C)
n m
Therefore L(R ,R ) is a metric
space.
n m
c. Let A,B L(R ,R ).
Now ||BA|| = sup{|(BA)x|/x

n
R with |x|1}
n
= sup{|B(Ax)|/x R with
|x| 1}
n
sup{||B|| |Ax|/xR
with |x| 1}
n
= ||B|| sup{|Ax|/xR
with |x| 1}
= ||B|| ||A||.
Theorem 4.1.5:
Let be the set of all invertible linear

n
operator on R .
n
a. If A, BL(R ), and ||B
1
A||.||A || < 1, then B.
n
b. is an open subset of L(R ),
1
and the mapping A A is
continuous on .
Proof:
1
a. Put ||A || = 1/ and ||B A||
= .
1
Then ||B A||.||A || < l /
< 1 < .
Therefore > 0,
1
Now |x| = | A A(x)| = |
1 1
A (Ax)| ||A || |A(x)|
1
= |Ax| ( ||A || = 1/)
= |Ax Bx + Bx| |Ax
Bx| + |Bx| = |(AB)x| + |Bx|
||AB|| |x| + |Bx| = ||B
A|||x| + |Bx|
= |x| + |Bx|( ||B A||
= .)
|x| |x| |Bx| (
)|x| |Bx|
|Bx| ( )|x| > 0 (
> 0)
Bx 0.
Now Bx By Bx By 0
B(xy) 0 x y 0 x y.
B is one-to-one.
By theorem 4.1.3, B. This
holds for all B with ||B A|| <

n
and . is open subset of L(R ).
1
b. Replace x by B y in ( )|x|
|Bx|, we get
1 1
( )| B y | |BB y |
n
= |y| (yR )
1 1
| B y | |y|( ) .
1 1 n
|| B || =sup{| B y | / yR
1
} ( ) .
1 1 1 1 1
Now B A = B A A B
1 1 1
B A = B (A B)A .
1 1 1 1
||B A || = ||B (A B)A
1 1
|| || B || ||A B|| ||A ||
1
..
As B A, 0.
1 1
||B A || as 0.
1
A A is continuous on .
Definition: Matrices
Suppose {x 1 ,x 2 ,...,x n } and
{y 1 ,y 2 ,...,y m } are bases of vector
spaces X and Y respectively. Then
every AL(X,Y) determines a set of
numbers a ij such that

m
Axj = a y ij i (1 j n)
i=1
It is convenient to visualize these
numbers in a rectangular array of m
rows and n columns, called an m by
n matrix:
[ ]
a11 a12 a1n
a21 a22 a2n

[A] =

am1 am2 amn
Observe that the coordinates a ij of
the vector Ax j appear in the jth
column of [A]. The vectors Ax j are
called the column vectors of [A]. The
range of A is spanned by the column
vectors of [A].
( )
n n n n m
If x = c x then Ax = A c x
j j j j = c Ax = c a y
j j j ij j
j=1 j=1 j=1 j=1 i=1
[ ]
m n
= a c ij j yi.
i=1 j=1
{ a }
1/2
Next to prove that ||A|| ij2

Suppose {x 1 ,x 2 ,...,x n } and
{y 1 ,y 2 ,...,y m } are the standard bases

n m
of R and R respectively. By
definition Ax = a c
i [ ] j
ij j yi
= [a i1c1 + ai2c2 + .... + a1ncn ] yi

i
= [a11c1 + a12c2 + .... + a1ncn]y1 + [a21c1 + a22c2+ .... + a2ncn] + y1....
+ [am1c1 + am2c2 + ... + amncn] yn.
( ) ( ) ( )
n n n
= a1jcj y1 + a2jcj y2 + .... + anjcj yn.

j=1 j=1 j=1
[ ] [ ]
2
m n m n n
|Ax| = a c
2
aijcj ij2 j2 (by Schwarz inequality)
i=1 j=1 i=1 j=1 j=1

2
= aij2 |x|
i, j
{ a }
1/2
Thus ||A|| ij2

CYP QUESTIONS:
1. If S is a non-empty subset of a
vector space X, prove that the
span of S is a vector space.
2. Prove that BA is linear if A and B
are linear transformations. Prove

1
also that A is linear and
invertible.
3. Assume AL(X,Y) and Ax = 0
only when x = 0. Prvoe that A is
1 1.
SECTION-4.2
DIFFERENTIATION
If f is a real valued function with

1
domain (a,b) R and if x(a,b),
then f'(x) is usually defined to be the
real number
f(x + h) f(x)
lim h provided that this
h0
limit exists.
f(x + h) f(x)
(i. e.) f'(x) = lim h
h0
f(x+h) f(x) = f(x)h + r(h), where
the remainder r(h) is
small in the sense that

r(h)
lim h = 0.
h0
Definition:
1 m
If f is a map from (a,b) R to R is
differentiable mapping and x (a,b)
then f'(x) is the linear transformation
of
1 m
R to R that satisfies
f(x + h) f(x) f'(x)h
lim h =0
h0
Definition:
n
Suppose E is an open set in R and
m
f maps E into R and xE if there
n
exist a linear transformation A of R
m
into R such that
|f(x + h) f(x) Ah|
lim |h|
= 0, .....(1)
h 0
then f is differentiable at x and we
write f'(x) = A. If f is differentiable
at every xE, we say that f is
differentiable in E.
Theorem 4.2.1:
Suppose E and f are as in the above
definition , xE, and (1) holds with A
= A 1 and with A = A 2 . Then A 1 = A 2 .
Proof:
Let B = A 1 A 2 .
Now Bh = (A 1 A 2 )h = A 1 h A 2 h
= f(x+h) f(x) f(x+h) +
f(x) + A 1 h A 2 h
= [f(x+h) f(x) A 2 h]
[f(x+h) f(x) A 2 h]
|Bh| |f(x+h) f(x) A 1 h| +
|f(x+h) f(x) A 2 h|
|B(h)|
|h|

|f(x + h) f(x) A1h|
|h|
+
|f(x + h) f(x) A2h|
|h| 0
as h 0
|B(h)|
|h| 0 as h 0
For fixed h 0, it follows that
|B(th)|
|th| 0 as t 0 .....(2)
The linearity of B shows that the left
side of (2) is independent of t.
n
Thus Bh = 0 for every h R . Hence
B = 0.
Therefore A 1 = A 2 .
(Chain rule)
Theorem 4.2.2:
n
Suppose E is an open set in R , f
m
maps E into R , f is differentiable at
x 0 E, g maps an open set containing

k
f(E) into R , and g is differentiable
at f(x 0 ). Then the mapping F of E

k
into R defined by F(x) = g(f(x)) is
differentiable at x 0 , and F'(x 0 ) =
g'(f(x 0 ))f(x 0 ).
Proof:
Put y 0 = f(x 0 ), A = f(x 0 ), B = g'(y 0 ),
and define .
u(h) = f(x 0 +h) f(x 0 ) Ah,
v(k) = g(y 0 +k) g(y 0 ) Bk, for all

n m
h R and k R for which f(x 0 +h)
and g(y 0 +k) are defined.
Since f is differentiable at x 0 , we
|f(x0 + h) f(x0) Ah|
have lim |h|
=0
h0
|u(h)| |u(h)|
(i. e.) lim |h|
= 0. (i. e.) lim (h) = 0 where (h) = |h|
h0 h0
(h) 0 as h 0.
|||ly g is differentiable at x 0 , we have

|g(y0 + k) g(y0) Bk|
lim |k|
=0
k0

|v(k)| |v(k)|
(i. e.) lim |k|
= 0. (i. e.) lim (k) = 0 where (k) = |k|
h0 h0
(k) 0 as k 0.
Given h, put k = f(x 0 +h) f(x 0 ).
Then |k| = |f(x 0 +h) f(x 0 )|
= |Ah + u(h)| |Ah| + |u(h)|
||A|| |h| + (h)|h|
(i.e.) |k| [||A|| + (h)] |h|.
Now F(x 0 +h) F(x 0 ) BAh
= g(y 0 +k) g(y 0 ) Bah
= Bk + v(k) BAh = B(k Ah) +
v(k) =
B(u(h)) + v(k).
|F(x 0 +h) F(x 0 ) Bah| = |B(u(h))
+ v(k)| |B(u(h))| + |v(k)|

|F(x0 + h) F(x0) BAh|
|h|
||B|| (h)|h| + (k)| [||A|| + (h)] |h|.
Since (h) 0 as h 0 and (k) 0
as k 0, the RHS tends to
Zero
|F(x0 + h) F(x0) BAh|
(i. e.) lim |h|
=0
h0
F is differentiable at x 0 and F'(x 0 )
= BA.
(i.e.) F'(x 0 ) = g'(y 0 )f'(x 0 )
F'(x 0 ) = g'(f(x 0 )).f(x 0 ).
Definition:
Consider a function f that maps an

n m
open set E R into R Let
{e 1 ,e 2 ,...,e n } and {u 1 ,u 2 ,...,u m } be

n m
the standard bases of R and R
respectively. The components of f are
real functions f 1 ,f 2 ,...,f m defined by

m
f(x) = f (x)ui i (x E) or,

i=1
equivalently, by f i (x) = f(x).u i , 1i
m.
For x E, 1 i m, 1 j n, we
define
fi(x + tej) fi(x)

(Djfi(x)) = lim t provided
t0
the limit exists, where D j f i is the
derivative of f i with respect to X j ,
keeping the other variables fixed, we

fi
denote xj in place of D j f i , and D j f i is
called the partial derivative.

Theorem 4.2.3:
Suppose f maps an open set E

n m
R into R ,and f is differentiable
at a point x E. Then the partial
derivatives (D j f i )(x)
exist, and
m
f'(x)ej = (D f )(x)u j i i (1 j n)
i=1
Proof:
Fix j. Since f is differentiable at x,
f(x + te j ) f(x) = f'(x)(te j ) + r(te j )
where |r(te j )|/t 0 as t 0.
The linearity of f(x) shows that

f(x + tej) f(x)
lim t = f'(x)ej. .....(1)
t0
If we represent f interms of its
components, then (1) becomes
m
fi(x + tej) fi(x)
t0
lim t
ui = f'(x)ej.
i=1
m
fi(x + tej) fi(x)
(i. e.) lim t
ui = f'(x)ej.
t 0
i=1
(D f )(x)u = f'(x)e
j i i j
i=1
Therefore the partial derivatives of
(D j f i )(x) exist, and
f'(x)ej = (D f )(x)u (1 j n).

j i i
i=1
Note : By the above theorem,

m
f'(x)ej = (D f )(x)u j i i (1 j n).

i=1
m m
f'(x)e1 = (D f )(x)u , f'(x)e = (D f )(x)u , ....,

1 i i 2 2 i i
i=1 i=1
f'(x)ej = (D f )(x)u .
j i i
i=1
Let [f(x)] be the matrix that
represent f(x) with respect to the
standard bases. Then
[ ]
(D1f1)(x) (Dnf1)(x)
(D1f2)(x) (Dnf2)(x)
[f'(x)] =

(D1fm)(x) (Dnfm)(x)
Theorem 4.2.4:
Suppose f maps a convex open set

n m
E R into R , f is differentiable in
E, and there is a real number M such
that ||f'(x)|| M for every x E.
Then |f(b) f(a)| M|b a| for all a
E, bE.
Proof:
Fix aE and bE.
Define (t) = (1 t)a + tb, for every

1
t R such that (t) E.
Since E is convex, 0 t 1 implies
(t)E.
Put g(t) = f((t)).
g'(t) = f'((t)). '(t) = f'((t)) (b
a).
|g'(t)| = | f((t)) (b a) | ||
f((t))|| |b a| M |b a|.
When t = 0, g(0) = f((0)) = f(a).
When t = 1, g(1) = f((1)) = f(b).
By mean value theorem for vector-
valued functions, we have
|g(1) g(0)|(10)g'(t)
(i.e.) | f(b) f(a) | M (b a)
Cor: If, in addition, f(x) = 0 then f is
constant.
Proof:
To prove this, note that the
hypothesis of the theorem holds with
M = 0.
A differentiable mapping f of an open
n m
set E R into R is said to be
continuously differentiable in E, if fis
a continuous mapping of E into

n m
L(R ,R ).
(i.e.) for every xE and to every >
0, corresponds a > 0 such that
|| f(y) f(x)|| < if yE and |x
y| < .
If this so, we also say that f is a ? -
mapping , or that f ? (E).
Theorem 4.2.5:
n
Suppose f maps an open set ER
m
into R . Then f ? (E) iff the partial
derivatives Djfi exist and are

continuous on E for 1 i m, 1 j
n.
Proof:
Assume frist that f ? (E).
By theorem 4.2.3, we have f(x)e j .u i
= (D j f i )(x)for all i and j and for all
xE.
Now (D j f i (y) (D j f i (x) = f(y)e j .u i
f(x)e j .u i
= (f'(y)
f(x))e j .u i .
Since {e 1 ,e 2 .....e n } and
{u 1 ,u 2 ,...,u m } are the standard

n
bases of R and
m
R respectively, | u i | = | e j | = 1.
| (D j f i (y) (D j f i )(x)| = |(f'(y)
f'(x))e j .u i |
= |(f'(y)
f(x))e j | ||f(y) f(x)|| |e j |
= ||f(y)
f(x)||
D j f i is continuous.
Conversely let D j f i be continuous.
Consider the case m = 1. (i.e.) f = f 1 .
Fix xE and > 0.
Since E is an open set, there is an
open ball SE with center at x and
radius r.
Since D j f i is continuous, r can be so
chosen that
|(Djfi)(y) (Djfi)(x)| < n .....(1) (y S, )

1 j n
Suppose
n
h= h e with |h| < r, put v

j j 0 = 0, and
j=1
v k = h 1 e 1 +h 2 e 2 + .... +
h k e k for 1 k n.
Then f(x+h) f(x) = f(x + v n ) f(x
+ v0)
= f(x + v 1 ) f(x + v 0 ) + f(x + v 2 )
f(x + v 1 ) + f(x + v 3 ) f(x + v 2 )
+......+ f(x + v n ) f(x + v n1 )

n
= [f(x + v ) f(x + v
j j1 )] .....(2)
j=1
Since | v k | < r for 1 k n and
since S is convex, the segments with
end points f(x + v j1 ) and f(x + v j )
lie in S.
Since v j = h 1 e 1 +h 2 e 2 + .... + h j e j and
v j1 = h 1 e 1 +h 2 e 2 + .... + h j1 e j1 we
have v j v j1 = h j e j v j = v j1 +
hjej,
Apply Mean value theorem to the jth
summand in (2),
f(x + v j ) - f(x + v j1 ) = [(x + v j ) (x
+ v j1 )] (f(x + v j1 + j h j e j ))
where 0 < j < 1 and this differs from

h j D j f(x) by less than |h| n , using (1)
f(x + v j ) f(x + v j-1 ) = [v j v j1 ]
D j f(x + v j1 + j h j e j )
= h j D j f(x +
v j1 + j h j e j )
Substitute in (2), we get
f(x + h) f(x) = h D [f(x + v

j j j1 + jhjej) ]
j=1
f(x + h) f(x) h (D f)(x) j j

j=1
n n
= h D [f(x + v
j j j1 + jhjej) ] h (D f)(x)
j j
j=1 j=1
| |
n
f(x + h) f(x) h (D f)(x) j j

j=1

| |
n n
= h D [f(x + v
j j j1 + jhjej) ] h (D f)(x)
j j
j=1 j=1
| |
n
= [h [D [f(x + v
j j j1 ]
+ jhjej) Dj[f(x)] ]]
j=1
|h | |D [f(x + v
j j j1 ]
+ jhjej) Dj[f(x)] |
j=1
n

< |hj| n (by (1))
j=1
|h|
|
n
f(x + h) f(x) h (D f)(x)

j j
j=1
|h|
<
f is differentiable at x.
f'(x)ej = (D f )(x)u j i i , which is

i=1
nothing but jth column vector

[ ]
(D1f1)(x) (Dnf1)(x)
(D1f2)(x) (Dnf2)(x)
on [f'(x)], where [f'(x)] =

(D1fm)(x) (Dnfm)(x)
n n n
If h = h e then f'(x)h = f'(x) h e = f '(x)h e

j j j j j j
j=1 j=1 j=1
n m
= h (D f )(x)u
j j i i
j=1 i=1
Since m = 1, f'(x)h = h (D f)(x)

j j
j=1
The matrix [f(x)] consists of the row
(D 1 f)(x).....(D n f)(x); and since
D 1 f,....., (D n f) are continuous
functions on E,f ? (E).
CYP QUESTIONS:
1. If f(0,0) = 0 and
xy
f(x, y) = 2 2 if f(x, y) (0, 0)
x +y

Prove that (D 1 f)(x,y) and
(D 2 f)(x,y) exist at every point of

2
R , although f is not continuous
at (0,0).
2. Suppose that f is a real-valued
function defined in an open set

n
E R , and that the partial
derivatives are bounded in E.
Prove that f is continuous in E.
SECTION-4.3 THE
CONTRACTION PRINCIPLE.
Definiton:
Let X be a metric space, with metric
d. If maps X into X and if there is a
real number c < 1 such that d((x),
(y)) cd(x,y) for all x,y X, then
is said to be a contraction of X into
X.
Theorem 4.3.1: (Contraction
mapping theorem)
If X is a complete metric space, and
if is a contraction of X into X, then
there exists one and only one x X
such that (x) = x.

Proof:
Let x 0 X. Define {x n }by setting
(x n ) = x n+1 .
First to prove that {x n } is a Cauchy
sequence in X.
Since is a contraction, there exists

a number c such that 0 < c <1 such
that d((x), (y)) < cd(x,y) for all
x,y X
For n 1, we have d(x n+1 , x n ) =
d((x n ), ( x n1 )) c d(x n , x n1 )
cd((x n1 ), ( x n2 )) =
c.c
2
d(x n1 ,x n2 ) = c d(x n1 ,x n2 ) =....
n
d(x n+1 , x n ) c d(x 1 ,x 0 ) .
if n < m, then it follows that
d(x n , x m ) d(x n , x n+1 ) + d(x n+l ,
x n+2 ) +.....+ d(x m1 , x m )
n n+
c d(x 1 ,x 0 ) + c 1d(x 1 ,x 0 )
m1
+.....+ c d(x 1 ,x 0 ).
n 2 mn1
c d[1 + c + c +....+ c ]
d(x 1 ,x 0 )
n 2
< c d[1 + c + c +....] d(x 1 ,x 0 )
n
d(x1, x0)
c
< 1c
n
Since c < 1, (c ) 0 as n
Therefore, given > 0, there exists a
positive integer n such that
n
d(x1, x0) <
c
1c
d(x n , X m ) <
{x n } is a Cauchy sequence in X.
Since X is complete metric space,
{x n } x.
Since is contraction, is
continuous.
(x n ) (x).
(i. e.) (x) = lim (xn) = lim xn + 1 = x

n n
x is a fixed point of X.
Now to prove the uniqueness:

Suppose y X such that y x and
(y) = y.
Now d(x,y) = d((x), (y)) cd(x,y)
(i. e.) ( 1 c )d(x, y) 0 .....(1)
Since c < 1, we have 1 c > 0 and
since d(x,y) 0,
(1 c)d(x,y) 0, which is a
contradiction to (1).
x is a unique fixed point of X,

SECTION-4.4 THE INVERSE
FUNCTION THEOREM
THE INVERSE FUNCTION THEOREM
Theorem 4.4.1:
Suppose f is a ? mapping of an open

n
set E R into
n
R , f(a) is invertible for some aE
and b = f(a) then
a. there exist open sets U and V in

n
R such that aU, bV, f is one-
to-one on U, and f(U) = V;
b. if g is the inverse of f [which
exists, by (a)], defined in V by
g(f(x)) = x, xU, then g C (V)
Proof:
a. Put f(a) = A.
Given that f(a) is invertible.
1
A is invertible (i.e.) A exists.
1
Choose so that = .
2 || A | |
1
Since f is continuous at a , there
exists an open ball UE with
center at a such that ||f(x)
f(a)|| <
(i. e.) ||f'(x) A|| < . .....(*)

Define a function by, (x) = x
1
+ A (y f(x)) where xE and
n
y R .
Note that f(x) = y iff x is a fixed
point of .
Let f(x) = y. Then (x) = x +

1 1
A (y y) = x + A (0) = x.
x is a fixed point of .
Conversely, let (x) = x.
1
Then x = x + A (y f(x))
1
A (y f(x)) = 0 yf(x) = 0
y = f(x).
1
Now '(x) = I + A (0 f'(x)) =
1 1 1
A A A f(x) = A (A f(x))
||'(x)|| = ||A (A f'(x))|| ||A || |A f'(x)| <

1 1 1 1
2 . = 2 . .....(1)
By Mean value theorem for single
variable,
| (x 1 ) (x 2 )| = |x 1 x 2 |
||'(x)||, x(x 2 , x 1 )
|(x1) (x2)| < 12 |x1 x2| where x1, x2 U .....(2)
is a contraction.
By using fixed point theorem(
theorem 4.3.1) , the function
has atmost one fixed point in U

so that f(x) = y for at most one
xU.
By theorem 4.1.3, f is one-to-
one in U.
Put V = f(U).
Let y 0 V. Then y 0 = f(x 0 ) for
some x 0 U.
Let B be an open ball with center
at x 0 and radius r > 0, so small

that its closure B lies in U.
Now to prove that V is open.
(i.e.) to prove that |y y 0 | < r
yV.
1
Since (x 0 ) = x 0 + A (y
f(x 0 )),
1
(x 0 ) x 0 = A (y f(x 0 ))
|(x0) x0| = |A 1 (y f(x0))| ||A 1 || |y f(x0)| 1
2 |y y0|
1 r
< 2 r = 2 ......(3)

If x B , then |(x) x 0 | = |(x)
(x 0 ) + (x 0 ) x 0 |
|(x)
(x 0 )| + |(x 0 ) - x 0 |
1 r
<
2 | x x0| +
2
r r
< + =r
2 2
|(x) x 0 | < r.
(x)B(x 0 ,r).

|
Also if x1, x2 B, then (x1) (x2) < | 1
2 |x1 x2| (by (2))

is a contraction of B into B .
n
Since R is complete and B is

closed, B is complete.( since any
closed subset of a complete
metric space is complete).

By the above theorem, has a

fixed point, x B

y = f(x) f(B) f(U) = V
yV.
(i.e.) y is an interior point of V.
y is open set.
b. Now to prove that g? (V).
Fix yV and y + k V. Then there
exist xU, x + hU so that
y = f(x); y + k = f(x + h)
Now, (x + h) (x) = x + h +
1 1
A (y f(x + h)) x A (y
f(x))
1
= h + A (y f(x
+ h) y + f(x))
(f(x + h) f(x)) = h
1
=h + A
A 1
k .....(4)
Now |(x + h) (x)|
1
2 |h| |h A 1
|
k
1
2 |h|
1
2 |h| |h A k| |h| |A k|
1 1
|A 1
k | 1
2 |h| 2 |A 1
|
k |h|
|h| 2 |A k| 2 |A | |k|
1 1
| | 1
|k|. .....(5)
By (*), ||f'(x) A|| < . ||f'(x) A|| < || 2 A

1
1
||
|| A
1
|| ||f'(x) A|| < 21 < 1.
By theorem 4.1.5, f(x) is invertible
linear operator.
(i.e.) f(x) has an inverse, say T.
1
(i. e.) T = f'(x) .
Now g(y+k) g(y) Tk = g(f(x+h))
g(f(x)) T
= x+h x

Tk = h Tk
= T[k h/
T] = T[f(x+h) f(x) hf(x)]
|g(y + k) |
g(y) T(k)| = T[f(x + h) f(x) hf'(x)] |
||T|| |f(x + h) f(x) hf'(x)|
|g(y + k) g(y) Tk| |f(x + h) f(x) hf'(x)|

|k|
||T || |k|
|f(x + h) f(x) hf'(x)|

||T || (h) (by (5))
Since f is differentiable, the RHS of
the inequality tends to zero.
Clearly, g is differentiable and g'(y)
= t.
But T was chosen to be the inverse of
f (x) = f(g(y)),

[ ]
1 1
g'(y) = [f'(x)] = f'(g(y)) . .....(6)
Since g is a continuous mapping of V
onto U and f is a continuous mapping
of U into the set of all invertible

n
elements of L(R ), and that inversion
is a continuous mapping of onto
(by theorem 4.1.3) By (6) g ? (V)
Theorem 4.4.2: If f is a ? mapping

n n
of an set B R into R and if f(x) is
invertible for every xE, then f(W) is
n
an open subset of R for every open
set WE.
Proof:
Let y f(W). Then there exist an
element xW such that f(x)= y Since
W E, xE.
By hypothesis, f(x) is invertible.
By the inversion function theorem,
there exists an open set U and V in
n
R such that xU and yV, f is one-
to-one and f(U) = V.
Since W is open and x W, U can be
selected so that U W.
Therefore f(U) f(W).
(i.e,) V f(W).
But f(x) V
(i.e,) yV and V is open, there exists
a neighborhood Nr(y)V,
But V f(W). Ttherefore Nr(y)
f(W).
n
Therefore f(W) is an open in R ,
CYP QUESTIONS:
1. Suppose that f is a differentiable
real function in an open set E

n
R , and that f has a local
maximum at a point xE. Prove
that f(x) = 0
2. If f is a differentiable mapping of
n
a connected open set E R into
m
R , and if f'(x) = 0. for every
xE, prove that f is constant in
E.
UNIT-5
Unit Structure
Section 5.1: The implicit function
theorem
Section 5.2: The rank theorem
Section 5.3: Determinants.
Section 5.4: Derivatives of
higher order
Section 5.5: Differentiation of
integrals
Introduction
In this unit we shall discuss about the
implicit function theorem, the rank
theorem, determinants, derivatives

of higher order and differentiation of
integrals.
SECTION-5.1 THE IMPLICIT

FUNCTION
THEOREM
If f is a continuously differentiable
real function in the plane, then the
equation f(x,y) = 0 can be solved for
y interms of x in a neighborhood of
any point (a,b) for which f(a,b) =

f
0 and y 0 . The preceding very
informal statement is the simplest
case of the so-called implicit
function theorem.
n
Notation: If x = (x 1 ,x 2 ,...,x n )R
m
and y = (y 1 ,y 2 ,...,y m )R , let us
write (x,y) for the point (or vector)

(x 1 ,x 2 ,...,x n ,
n+m
y 1 ,y 2 ,...,y m )R .
Every linear transformation

n+m n
AL(R , R ) can be split into two
linear transformations A x and A y ,
defined by A x h = A(h,0), A y k =
n m
A(0,k) for any hR , kR . Now to
n n+m n
show that A x L(R ), A y L(R , R )
and A(h,k) = A x h + A y k.
proof:
n
i. If h 1 ,h 2 R then Ax(h 1 + h 2 ) =
A(h 1 + h 2 ,0) = A[(h 1 ,0), (h 2 ,0)]
= A[(h 1 ,0)] +
A[(h 2 ,0)]
=A x h 1 + A y k 2 .
ii. A x (ch) = A(ch,0) = A[c(h,0)] =
cA(h,0) = c A x h where c is a
scalar.
A x is a linear.
|||ly A y is a linear.
iii. A x h + A y k = A(h,0) + A(0,k) =
A[(h,0) + (0,k)] = A(h,k)
n+m n
Theorem 5.5.1: If A L(R , R )
and if A x is invertible, then there

m
corresponds to every kR a unique
n
hR such that A(h,k) = 0. This h can
be computed form k by the formula h

1
= (A x ) A y k.
Proof:
Given that A(h,k) = 0.

Since A(h,k) =A x h + A y k, A x h + A y k
= 0. A x h = A y k.
-1
Since A x is invertible, A x exists.
1 1 1
(i.e.) A x A x = Ax AX= I Ax Ax
1
h = (A x ) Ayk
1
h = (A x ) A y k.
Now to prove the uniquness.
n
Suppose h 1 ,h 2 R such that h 1 =
1 1
(A x ) A y k 1 ., h 2 = (A x ) Ayk2
then h 1 h 2 = 0. Therefore h is
unique.
(Implicit Function Theorem)
Theorem 5.5.2:
Let f be a ? -mapping of an open set

n+m n
E R into R ,such that f(a,b)
= 0 for some point (a,b)E. Put A
= f(a,b) and assume that A x is
invertible. Then there exist open sets

n+m m
U R and W R , with (a,b)U
and bW, having the property:
To every y W corresponds a unique
x such that (x,y) U and f(x,y) = 0.
If this x is defined to be g(y), then g

n
is a ? mapping of W into R , g(b) =
a, f(g(Y),y) = 0 (yW), and g'(b) =

1
(A x ) Ay.
[This g is called implicit function].

Proof:
n+m
Define F: E R by F(x,y) =
(f(x,y),y) for every (x,y) E
Then F is a ? -mapping of E into

n+m
R .
Now to prove that F is differentiable
at (x,y) E. and F is continuous map

n+m
of E into R .
n m
Let (x,y) E and let h R , k R
such that (x+h,y+k)E,
F(x+h,y+k) F(x,y) =
(f(x+h,y+k),y+k) (f(x,y),y)
= (f(x+h,y+k) f(x,y), k)
= (f'(x,y)(h,k) + r(h,k), k+0),

where lim
|r(h, k)| = 0
(h, k) 0
(h, k)
F(x+h,y+k) F(x,y) = (f(x,y)(h,k)
,k) + (r(h,k), 0).
Therefore F is differentiable at (x,y)
E.
Let > 0 be given.
Since fis continuous on E, there
exists a > 0 such that
|| f(x,y) f(u,v) || < whenever
|(x,y) (u,v)| < .
Now F'(x,y)(h,k) F'(u,v)(h,k) =
(f(x,y)(h,k) ,k) (f(u,v)(h,k),k)

= ((f(x,y)
f(u,v))(h,k),0)
|| F'(x,y)(h,k) F'(u,v)(h,k) || ||
f(x,y) f(u,v)|| |h,k| < if |h,k|1.
| F'(x,y)(h,k) F'(u,v)(h,k) || < .
F is a ? -mapping of an open set E

n+m
into R .
Next to prove that F'(a,b) is an

n+m
invertible element of L(R ).
Since f(a,b) = 0, we have f(a+h,b+k)
f(a,b) = f(a,b)(h,k)+r(h,K),
|r(h, k)|
where lim =0
|(h, k)|
(h, k) 0
f(a+h,b+k) = A(h,k) + r(h,k)
(since f(a,b) = 0)
Since F(a+h,b+k) F(a,b) =
(f(a+h,b+k),b+k) (f(a,b),b)
(f(a+h,b+k),k)
(A(h,k)+r(h,k),k)
(A(h,k),k) + (r(h,k),0)
n+m
Fis the linear operator on R
that maps (h,k) to (A(h,k),k).
(i-e. ) F'(a,b)(h,k) = (A(h,k),k).

Suppose F'(a,b)(h,k) = 0 then
(A(h,k),k) = 0 A(h,k) = 0 and k =0
(i.e.) A(h,0) = 0 A x h = 0.
1
Since A x is invertible, A x exists .
1 1
Ax (A x h) = 0 (A x A x )h = Ih
= 0 h = 0.
F'(a,b)(h,k) = 0 (h,k) = (0,0).
n+m
F'(a,b) is a one-to-one on L(R ).
n+m
Since R is a finite dimensional
vector space and by theorem 4.1.3,
F'(a,b) is onto, we have F'(a,b) is
invertible.
Now apply the inverse function
theorem to F.
It shows that there exist open sets U

n+m
and V in R , with (a,b)U and
F(a,b) V such that F is a 1 1
mapping of U onto V.
Now F(a,b) = (f(a,b),b) = (0,b)V .
m
Let W = {y R /(0,y) V}.
Since (0,b) V, bW.
If yW then (0,y) V = F(U).
(0,y) = F(x,y), x,y U
(0,y) = (f(x,y),y)
f(x,y) = 0.
Now to prove the uniqueness.
Suppose, with the same y, that
(x,y)U and f(x,y) = 0.
F(x,y) = (f(x,y),y) = (0,y) =
(f(x,y),y) = F(x,y)
Since F is 1 1,F(x,y) = F(x,y)
(x,y) = (x,y) x= x.
Next to prove the second part.
Define g(y) = x, for y W such that
(g(y),y)U and f(g(y),y) = 0.
( )
Consider F(g(y), y) = f(g(y), y), y = (0, y) .....(1)
Since F is 1 1 on U and F(U) = V, G

1
= F exists.
By inverse function theorem, G ?
(V).
(1) gives G(F(g(y),y)) = G(0,y)
(g(y),y) = G(0,y) ? (V)
g ? (W) (or) g? .
1
Next to prove g'(b) = (Ax) Ay.
Put (y) = (g(y),y).
m
Let k R such that y+k W.
Now (y+k) (y) = (g(y+k),y+k)

(g(y),y)
= (g(y+k)
g(y),k)
= (g'(y)k +
r(k),k).
= (g'(y)k,k) +
(r(k),0)
is differentiable and '(y)k = (g'(y)

k, k) .....(2)
Since (y) = (g(y),y), f((y)) =
f(g(y),y) = 0 in w.
The chain rule therefore shows that
f((y)) '(y) = 0
When y = b,f'((b)) '(b) = 0.
Therefore (y) = (g(y),y) = (a,b)
and f'((y)) = A.
Thus f'(a, b)'(b) = 0. (i. e.) A'(b) = 0.

.....(3)
Consider A x g'(b)k+ A y k = A(g'(b)k,k)
= A'(b)k (by (2))
A x g'(b)k+A y k = 0 (by (3))
A x g'(b) +A y = 0 Axg'(b) = - A y .
-1
Since A x is invertible, A x exists.
-I
A x A x g'(b) = - (A x -1)Ay.
1
g'(b) = (Ax )A y .
Example:
Take n =2 , m =3 and consider the

5 2
mapping f = (f 1 ,f 2 ) of R into R
given by
x1
f 1 (x 1 ,x 2 ,y 1 ,y 2 ,y 3 ) = 2e + x 2 y 1 4y 2
+ 3
f 2 (x 1 ,x 2 ,y 1 ,y 2 ,y 3 ) = x 2 cos x 1 6x 1 +
2y 1 y 3 .
If a = (0,1) and b = (3,2,7), then
f(a,b) = 0.
The matrix of the transformation A =
f'(a,b) is given by
[ ]
D1f1 D2f1 D3f1 D4f1 D5f1
[A] =
D1f2 D2f2 D3f2 D4f2 D5f2
[ ]
2 3 1 4 0
=
6 1 2 0 1
[ ] [ ]
2 3 1 4 0
Hence [Ax] = and [Ay] = .
6 1 2 0 1
We see that the column vectors of
[A x ] are independent, A x is invertible
and the implicit function theorem

asserts the existence of a mapping
g , defined in a neighborhood of
(3,2,7), such that g(3,2,7) = (0,1)
and f(g(y),y) = 0.
[ ]
1 3
[( A ) ] = [ A ]
1 1 1 1
Since x x = Adj A =
|Ax| 20
6 2
[ ][ ]
1 1 1 3 1 4 0
g'(3, 2, 7) = Ax Ay = 20
6 2 2 0 1
[ ]
1 1 6 4 3
= 20
6 + 4 24 2
[ ][ ]
1 5 4 3 1/4 1/5 3 / 20
= 20 =
10 24 2 1/2 6/5 1 / 10
Interms of partial derivatives, the
conclusion is that
1 1 3
D1g1 = 4 D2g1 = 5 D3g1 = 20
1 6 1
D1g2 = 2 D2g2 = 5 D3g2 = 10 at the point (3, 2, 7)

CYP QUESTIONS:
1. Take n = m =1 in the implicit
function theorem , and interpret
the theorem graphically.
SECTION-5.2 THE RANK

THEOREM
Definition:
Suppose X and Y are vector spaces,
and AL(X,Y). The null space of A, ?
(A) , is the set of all xX at which Ax
= 0.
(i.e.) ? (A) = { xX/Ax = 0}.
? (A) is a vector space in X.
The range of A, (A) = {Ax/xX}.
Result 1: ? (A) is a vector space in
X.
Let x 1 ,x 2 ? (A). Then Ax 1 = 0, Ax 2
= 0.
Now A(x 1 +x 2 ) = Ax 1 + Ax 2 = 0 + 0 =
0.
X 1 + X 2 ? (A).
Also A(cx) = cAx = c0 = 0, where c is
a scalar.
cx ? (A).
? (A) is a vector space in X.
Result 2 : (A) is a vector space in
X.
Let y 1 ,y 2 (A). Then there exist
x 1 ,x 2 X such that
y 1 = Ax 1, y 2 = Ax 2 .
Now A(x 1 +x 2 ) = Ax 1 + Ax 2 = y 1 +y 2 .
x 1 + x 2 (A).
If y . (A), then there exists xX
such that y = Ax
cy = cAx = Acx (A)
(A) is a vector space in X.
Definition:
The rank of A is defined to be the
dimension of (A).
(i.e.) r(A) = dim (A).
Result 3:
Show that all invertible elements in

n
L(R ) have rank n and conversely.
n
Suppose A L(R ) is invertible.
n n
(i.e.) A: R R is 1 1 and onto.
n
Since A is onto, (A) = R .
n
Therefore r(A) = dim (A) = dim R
= n.
n
Conversely,let the rank of A L(R )
be n.
(i.e.) r(A) = n.
n
(i.e.) dim (A) = dim R
n
Therefore = R .
(i.e.) A is onto.
n
Since R is a finite dimensional vector
space , by theorem 4.1.3,

A is 1 1
Therefore A is invertible.
Projections:
Let X be a vector space. An operator
PL(X) is said to be a projection in X

2
if P = P.
Example: Define P by P(x) = x , xX.
Let x 1 ,x 2 X. Then P(x 1 ) = x 1 , P(x 2 )
= x2.
Now P(x 1 + x 2 ) = P(x 1 )+P(x 2 ) = x 1 +
x 2 and P(cx) = cP(x) = cx.
Therefore P is a linear
transformation.
2
Now P (x) = P(P(x)) = P(x).
Therefore P is a projection.
Result 4:
If P is a projection in X then every
xX has a unique representation of
the form x = x 1 + x 2 where x 1 (P),
x 2 ? (A).
Since x 1 (P) , x 2 ? (A), we have
x 1 = P(x 1 ) and Px 2 = 0.
x 2 = x x 1 P(x 2 ) = P(x) P(x 1 )
0 = x 1 x 1, by putting P(x) = x 1 .
Suppose x = x 3 + x 4 where x 3 (P)
, x 4 ? (A)..
Then x 1 = Px = Px 3 + Px 4 = x 3 + 0 =
x 3 and x 4 = x - x 3 = x - x 1 = x 2
Therefore the expression is unique.
Result 5:
If X is a finite dimensional vector
space and if X 1 is a vector space in X,
then there is a polynomial P in X with
(P) = X 1 .
Since X is finite dimensional and
X 1 X, dim X 1 is finite.
If X 1 contains only 0, this is trivial,
put Px = 0 for all x X 1 .
(P(x 1 +x 2 ) = 0 P(x 1 )+ P(x 2 ) = 0+0
=0 and P(cx) = cP(x) = c0 = 0,
2
P (x) = P(P(x)) = P(0) = 0 = P(x).)
Therefore (P) = X 1 .
Assume dim X 1 = k > 0.
Then it has a basis {u 1 ,u 2 ,...,u k } for
X 1 and {u 1 ,u 2 ,.. .,u n ) for X.
Define P by P(c 1 u 1 +c 2 u 2 +... .+c n u n )
= c 1 u 1 +c 2 u 2 +.. .+c k u k .
Let x X1. Then x =
c 1 u 1 +c 2 u 2 +...+c k u k .
Px = P[c l u 1 +c 2 u 2 +.. .+c k u k ] =
P[c l u l +c 2 u 2 +.. .+c k u k +0.u k+l + ..
.+0.u n ]
=
= c l u l +c 2 u 2 +...+c k u k x.
(i.e.) Px = x , for every x X 1.
Therefore x (P). (i.e.) X 1 (P).
But (P)X 1 .
(P) = X 1 .
(The Rank Theorem)
Theorem 5.2.1:
Suppose m,n,r are non-negative
integers with m r, n r. F is a ?
n
-mapping of an open set E R into
m
R and the derivative F'(x) has rank r
for every xE. Fix aE , put A = F'(a)
, let Y 1 be the range of A, and let

m
P be a projection in R whose range
is Y 1 .Let Y 2 be the null space of P.
Then there are open sets U and V in

n
R ,with aU, U E, and there is a 1
1 ? -mapping H of V onto U (whose
inverse is also of class ? ) such that
F(H(x)) = Ax + (Ax) (xV)
where is a ? -mapping of the open
set A(V) Y 1 into Y 2 .

Proof:
Case (i): Let r = 0. Then rank F(x) =
0 for every xE.
By definition dim {range of F'(x)} =
0.
Range of F'(x) = {0}.
Therefore F'(x) = 0. ||F'(x)|| = 0.
By Mean Value theorem ||F(b)
F(a)|| |b a| ||F'(x)|| = 0
||F(b) F(a)||) = 0.
F(b) = F(a). F(x) is constant.
Let V = U. Define H(x) = x, for every
xV and (0) = F(a).

Now F(H(x)) = F(x) = F(a) = (0) =
0x + (0x).
F(H(x)) = Ax + (Ax) where A = F'(a)
= 0, since F(a) is constant.
Case (ii): Let r > 0. Then rank F'(x)
= r, for every xE.
rank F'(a) = r, for every aE.
rank A = r, since A = F'(a).
dim {range of A} = r.
dim Y 1 = r.
Y 1 has a basis containing r elements,
say {y 1 ,y 2 ,... ,y r }.
n
Choose Z i R so that AZ i = Y i , 1 i
r.
n
Define S: Y1 R by
S(c 1 y 1 +c 2 y 2 +...+c r y r ) =
c 1 z 1 +c 2 z 2 +...+c r z r ,
where c 1 ,c 2 ,...,c r are scalars.
Clearly S is linear.
ASy i = Az i ASy i = y i , 1 i r.
ASy = y, if y Y 1 . (or) AS = I.
n n
Define G: E R R by G(x) = x +
SP[F(x) Ax].
Then G(x+h) G(x) = x +h+
SP[F(x+h) A(x+h)] x SP[F(x)
Ax]
= h+ SP[F(x+h)
F(x) Ax Ah + Ax]
= h+ SP[F(x+h)
F(x) Ah]
G(x+h) G(x) Dh = h+ SP[F(x+h)
F(x) Ah] h[I +SP[F'(x)A],
where
D = I +SP[F'(x)A
SP[F(x+h) F(x) F'(x)+h]
G(x + h) G(x) Dh SP[F(x + h) F(x) F'(x) + h]

h = h
|G(x + h) G(x) Dh| |F(x + h) F(x) F'(x) + h|

|h|
||SP|| |h|
When h 0, the RHS of the
inequality tends to zero.
Therefore LHS tends to zero.

G'(x) = D, for every xE.
(i.e.) G'(x) = = I +SP[F'(x)A].
G'(a) = I +SP[F'(a)A] = I +SP[AA]
( since F'(a) = A)
= I.
n
G'(a) is an identity operator on R .
Clearly G is a ? -mapping on E.
Apply the inverse function theorem to

n
G, there are open sets U and V in R
,with aU,U E.
G(a) V, G is 1 1 and G(U) = V.
G has an inverse H: V U which is
also bijection and H ? (V).

Next to prove that ASPA = A.
n
Let x R . Then ASPA(x) ASP[A(x)]
= ASPy, where y = Ax,
= ASy = Iy = y = Ax.
Therefore ASPA = A.
Since AS = I, PA = A.
Since G(x) = x + SP[F(x) Ax],
AG(x) = Ax + ASP[F(x) Ax] = Ax +
ASPF(x) ASPAx
= Ax + ASPF(x) Ax =
ASPF(x) = PF(x) ( since AS = I)
Therefore AG(x) = PF(x), for every
xE.
In particular, AG(x) = PF(x) holds for
xU. (since U E)
If we replace x by H(x), AG(H(x)) =
PF(H(x)), for every xU=V.
Ax = PF(H(x))
Define (x) = F(H(x)) Ax , for
every x V.
P (x) = PF(H(x)) PAx = Ax Ax =
0.
(x) ? (P) = Y 2 .
Clearly is a ? -mapping of V into
Y2.
To complete the proof, we have to
show that there is a ? -mapping of

A(V) into Y 2 satisfies (Ax) (x), for
every x V.
Put (x) = F(H(x)), for every xV.
'(x) = F'(H(x))H'(x)
Rank of '(x) =
Rank[F'(H(x))H'(x)] = r dim(range of
'(x)) = r.
dim M = r, where M = range of '(x).
Since Y 1 = (A), dim Y 1 = dim
(A)= rank A = r.
Also PF(H(x)) = Ax.
Put (x) Ax P'(x) = A
P maps M into (A) = Y 1 .

P is 1 1 and onto, since M and Y 1
have same dimensions
Suppose Ah = 0, where h = x 2 x 1
P'(x)h = 0 = P.0 '(x)h = 0 .
Again (x) = F(H(x)) Ax, x V
'(x) = F'(H(x))H'(x) A.
'(x) = F'(H(x))H'(x) A = '(x)h
Ah = 0,
Define g(t) = (x 1 +th) where
t[0,1].
g'(t) = '(x 1 +th)h = 0.
Therefore g(t) is constant.

g(0) = g(1).
But g(0) = (x 1 ) and g(1) = (x 2 ).
(x 1 ) = (x 2 ).
Define on A(V) Y 1 such that
(Ax) = (x).
Next to prove that ? (A(V)) ,
Let y 0 be a point in A(V). Then there
exists x 0 V such that y 0 =Ax 0 .
Since V is open and y0 has a
neighborhood W in Y 1 such that
X = X 0 + S(y y 0 ) lies in V,
Ax = Ax 0 + AS(y y 0 ) = y 0 + y y 0
(since AS = I)
= y
(y) = (Ax) = (x) = (x 0 + S(y
y 0 ))
'(y) = (x 0 + S(y y 0 )) S.
? (A(V)).
CYP QUESTIONS:
2 2
x y
1. For (x,y) (0,0), define f= (f1,f2) by f1(x, y) = 2 2
x +y
xy
f2(x, y) = 2 2 compute the rank
x +y
of f(x,y) and find the range of f.
n m
2. Suppose A L(R ,R ), let r be
the rank of A.
a. Define S as in the proof of
theorem 5.2.1. Show that R
(S).
n
is a projection in R whose
null space between and
whose range is (S).
b. Use (a) to show that dim N
(A) + dim R (A)= n.
SECTION-5.3
DETERMINANTS.
Definition:
If (j 1 ,j 2 ,...,j n ) is an ordered n-tuples
of integers.
Define s(j1, j2, ...., jn) = sgn (jq jp)

p<q
where sgn x = 1 if x > 0, sgn x =
1 if x < 0, sgn x = 0 if x = 0. Then
s(j 1 ,j 2 ,..., j n ) = 1, 1 , 0, and it

changes sign if any two of the j's are
interchanged.
Definition:
Let [A] be the matrix of the linear

n
operator A in R with standard basis
{e 1 ,e 2 ,...,en }. Let a(i,j) be the entry
in the ith row and jth column of [A].
We define
det [A] =
s(j 1 ,j 2 ,...,j n )a(1,j 1 )a(2,j 2 )....a(n,j n ) .
the sum extends over all ordered n-
tuples of integers (j 1 ,j 2 ,...,j n ) with
1 jn.
Example:
[ ]
2 4
If [A] = , then det[A] = s(j1, j2)a(1, j1)a(2, j2)
5 3
=
s(1,2)a(1,1)a(2,2) +
s(2,1)a(1,2)a(2,1)
= 1.2.3 +
(1)4.5 = 6 20 = 14
Note : Let [A] be the matrix.
[ ]
a11 a12 a1j a1n
a21 a22 a2j a2n

[A] =

an1 an2 anj ann

n n
The jth column vector xj = a1je1 + a2je1 + .... + anjen = aijei = a(i, j)e i
j=1 i=1
Therefore det[A] = det (x 1 ,x 2 ,..
.,x n ).
Theorem 5.3.1:
n
a. If I is the identity operator on R
then det[A] = det (x 1 ,x 2 ,.. .,x n )
= 1.
b. det is a linear function of each
of the column vectors x, if the
others are held fixed.
c. If [A] 1 is obtained from [A] by
interchanging two columns, then
det[A] 1 = det[A].
d. If [A] has two equal columns,
then det[A] = 0.

Proof:
a. If the matrix [A] = [I] then a(i,j)
{
1 if i = j
a(i, j) =
0 if i i
det[I] = s(j 1 , j 2 ,... j n )a(1,
j 1 )a(2,j 2 )....a(n,j n )
= s( 1,2,... ,n)a( 1,1
)a(2,2).. ..a(n,n)
= s(1,2,...,n).1
= sgn(2 1)sgn(3
2).....sgn(n (n 1))
= 1.
b. Since s(j 1 ,j 2 ,...,j n ) =
sgn (jq jp) where sgn(j q

p<q
j p ), where sgn x = 1 if x > 0,
sgn x = 1 if x < 0, sgn x =

=
0 if x = 0, s(j 1 ,j 2 ,.. .,j n ) 0 if
any two of the j's are equal. Each
of the remaining n! products in
det [A] =
s(j 1 ,j 2 ,...j n )a(1,j 1 )a(2,j 2 )....a(n,j n )
contains exactly one factor from
each column. Therefore det is a
linear function of each of the
column vectors x, if the others
are held fixed.
c. In s(j 1 ,j 2 ,...,j n ) if two entries are
interchanged, it effects the
change of sign. Therefore

det[A] 1 = det[A].
d. Suppose two columns of [A] are
equal, then interchange the two
columns, we get det[A] 1 =
det[A].
But [A] = [A] 1 .
Therefore det[A] = det[A].
(i.e.) 2det[A] = 0. (i.e.) det[A] = 0.
Theorem 5.3.2:
If [A] and [B] are n by n matrices
then
det([B][A]) = det[B]det[A].
Proof:
Let x 1 ,x 2 ,.. .,x n be the columns of
[A].
Define B(x1, x2, ....,xn) = B[A] = det([B][A]) ......(1)
(i.e.) Bx 1 ,Bx 2 ,...,Bx n are the column
vector of [B][A].
(i. e.) B(x1, x2, ...., xn) = det (Bx1, Bx2, ....., Bxn). .....(2)
By (2) and theorem 5.3.1, b also
has the properties (b) to (d).
[ ]
n n
Since xj = a(i, j)e , [A] = a(i, j)e , x , ..., x

i B B i 2 n
i=1 i=1
= a(i, 1) [e , x , ..., x ].
B i 2 n
i=1
Repeating this process with x 2 ,... ,x n
we obtain
B[A] = a(i , 1)a(i , 2)..........a(i , n) (e , e , .....e )

1 2 n B i1 i2 in
where the sum being extended over
all ordered n-tuples (i 1 ,i 2 , .... i n ) with
the condition 1 i r n .
Now B [e i ,x 2 ,...,x n ] = t(i 1 ,i 2 ,.... i n ).
B (e 1 ,e 2 ,...,e n )

Since [B][I] = [B], det([B][I]) =
det[B].
B (e 1 ,e 2 ,...,e n ) = B [I] =
det([B][I])
b [A] =
a(i 1 ,1)a(i 2 ,2)....a(i n ,n)t(i 1 ,i 2 ,....
i n ). B (e 1 ,e 2 ,...,e n ) det([B][A]) =
B [A] = a(i 1 ,1)a(i 2 ,2)....a(i n ,n)
t(i 1 ,i 2 ,.... i n ).det[B]- (1)
Take [B] = [I], we get
det[A] = a(i 1 ,1)a(i 2 ,2)....a(i n ,n)
t(i 1 ,i 2 ,.... i n ).det[I]
= a(i 1 , 1 )a(i 2 ,2)....a(i n ,n)
t(i 1 ,i 2 ,.... i n ) ( since det[I] = 1)
Substitute in (1), we get

det([B][A]) =
det[B]det[A].
Theorem 5.3.3:
A linear operator A on is invertible iff
det[A] 0.
Proof:
Suppose A is invertible.
1
Then [A][A ] = I.
1
By theorem 5.3.2, det[A]det[A ] =
1
det([A][A ]) = det[I] = 1.
Therefore det[A] 0.
Conversely, let det[A] 0.
Now to prove that A is invertible.

Suppose A is not invertible.
Then the column vectors x 1 ,x 2 ,... .,x n
of [A] are dependent.
Therefore there exists a vector x k
such that xk + c x =0 j j for some

jk
scalars c j . If we replace x k by x k
+ c j x j , then the determinant of the
matrix is unchanged. The same result
is true if we replace x k by
xk + c x j j (i.e. zero). But the

jk
determinant of a matrix contains a
column of zeros is zero.
(
det[A] = det x1, x2, ....., xk + c x , ....x
jk
j j
)
n = det(x1, x2, ...., 0, ...., xn)

ZKLFK LV D FRQWUDGLFWLRQ
WRRXUDVVXPSWLRQ
L$LVLQYHUWLEOH
)+7*1)6;
Q P
,I I PDSV DQ RSHQ VHW (O 5 LQWR 5
DQG LI I LV GLIIHUHQWLDEOH DW D SRLQW [
F ( WKH GHWHUPLQDQW RI WKH OLQHDU
RSHUDWRU I
[ LV FDOOHG WKH -DFRELDQ
RI I DW [ ,Q V\PEROV - I [ GHW I[
\ \Q
:H DOVR XVH WKH QRWDWLRQ IRU
[ [Q
- I [LI\ \ \ Q I[ [ [ Q

:
" "
-.161<176
6XSSRVH I LV D UHDO IXQFWLRQ GHILQHG
Q
LQ DQ RSHQ VHW (O 5 ZLWK SDUWLDO
derivatives D 1 f, D 2 f,..., D n f . If the
function Djf are themselves
differentiable, then the second order
partial derivative of f are defined by
D ij f= D i D j f where i = l,2,...,n, j =
l,2,...,n. If all these functions D ij f are
continuous in E then we say that f is
of class ? in E (or) f ? (E)
Note: If the derivatives are

continuous then D ij f = D ji f.
Theorem 5.4.1:
Suppose f is defined- in an open set

2
E R , and D i f, D 21 f are exist at
every point of E. Suppose Q E is a
closed rectangle with sides parallel to

the coordinate axes, having (a,b) and
(a+h,b+k) as opposite vertices (h
0, k 0). Put
(f,Q) = f(a+h,b+k) f(a+h,b)
f(a,b+k) + f(a,b).
Then there is a point (x,y) in the
interior of Q such that
(f,Q) = hk(D 21 f)(x,y).
Proof:
Let u(t) = f(t, b + k) f(t, b). .....(1)
Given (f,Q) = f(a+h,b+k)
f(a+h,b) f(a,b+k) + f(a,b).
= u(a+h) u(a) = h
u'(x) where x is a point lies between
a and a+h.
Differentiate (1) with respect to t, we
get
u'(t) = D 1 f(t,b+k) D 1 f(t,b)
u'(x) = D 1 f(x,b+k) D 1 f(x,b)
(f,Q) = h u'(x) = h[D 1 f(x,b+k)
D 1 f(x,b)]
= hk(D 21 f)(x,y) where b <
y < b+k.
Theorem 5.4.2:
Suppose f is defined in an open set

2
E R , and suppose D 1 f, D 21 f and
D 2 f are exist at every point of E and
D 21 f. is continuous at some point
(a,b) E. Then D 21 f exists at (a,b)
and
(D 12 f)(a,b) = (D 21 f)(a,b).
Proof:
Suppose A = (D 21 f)(a,b).
Given that (D 21 f.) is continuous at
(a,b) E.
Let > 0 be given.
If Q is a rectangle contained in E such
that |(D 21 f)(x,y) (D 21 f)(a,b)|<
(i.e.) |(D 21 f)(x,y) A | < .
By theorem 5.4.1, (f,Q) =
hk(D 21 f)(x,y).
(f, Q)
hk = (D21f)(x, y).
| |
(f, Q)
hk A <
(f, Q)
lim hk = A .....(1)
h 0, k 0
Since (f, Q) = f(a + h, b + k) f(a + h, b) f(a, b + k) + f(a, b),
(f, Q) f(a + h, b + k) f(a + h, b) f(a, b + k) + f(a, b)

hk = hk
=
1
hk [f(a + h, b + k) f(a + h, b) (f(a, b + k) f(a, b))]
[( ]
1 f a + h, b + k) f(a + h, b) f(a, b + k) f(a, b)
= h k k
Keeping h fixed and allowing k 0,
(f, Q)
lim hk
k0
=
1
h
{[ lim
k0
f(a + h, b + k) f(a + h, b)
k
] [

k0
lim
f(a, b + k) f(a, b)
k
]}
=
1
h [(D2f)(a + h, b) (D2f)(a, b)]
[(D2f)(a + h, b) (D2f)(a, b)] = D12f(a, b)
(f, Q) 1
lim hk = lim h
h 0, k 0 h0
From A = D 12 f(a,b)
Therefore (D 21 f)(a,b) = (D 12 f)(a,b).
CYP QUESTIONS:
1. Show that the existence of D 12 f
does not imply the existence of
D 21 f. For example, let f(x,y) =
g(x), where g is nowhere
differentiable.

SECTION-5.5
DIFFERENTIATION OF INTEGRALS
Theorem 5.5.1: Suppose

a. (x,t) is defined for a x b, c
t d;
b. is an increasing function
on[a,b];
c. 'R () for every t [c,d];
d. c < s < d, and to every > 0

corresponds a > 0 such that
|(D 2 (x,t) (D 2 )(x,s)| < for
all x [a,b] and for all t (s ,
s +).
Define f(t) = (x, t) d(x) ( c t d)

a
s
Then (D 2 ) (),f'(s) exists,
b
and f' (s) = (D )(x, s) d(x)

2
a
Proof:
Consider the difference quotients
(x, t) (x, s)
(x, t) = ts for 0 < | t s | < .
By Mean vale theorem,
(x,t) (x,s) = (t s) D 2 (x,u),
where t < u < s.
(x, t) (x, s)
ts = D2(x, u).
(i.e.) (x,t) = D 2 (x,u).
By (d), |(D 2 (x,t) (D 2 (x,s)| <
for all x [a,b] and for all t (s ,
s +).
(i. e.) |(x, t) D2(x, s)| < .....(1)

b
Define f(t) = (x, t) d (x).

a
Then f(s) = (x, s) d (x).

a
b
(x, t) (x, s)

f(t) f(s)
= d (x)
ts ts
a
= (x, t) d(x)
a
From (1), (x,t) converges to
D 2 (x,s),
t s
Therefore (x) (D 2 ) uniformly
on [a,b].
By theorem 2.4.1, is monotonically
increasing on [a,b] and

f n ().on [a,b], for n = 1,2,3,....,
and suppose f n f uniformly on
[a,b]. Then f ()on [a,b], and

b b
f d = n
lim
a
f n d
a
s t
we have (D 2 ) () (since
())
(x, t) d (x),
f(t) f(s)
Since ts =
a
b b
(x, t) d(x) =
f(t) f(s)
lim ts = lim lim (x, t) d (x)
ts ts ts
a a
= (D )(x, s) d(x) (by (1))

2
a
herefore f'(s) = (D )(x, s) d (x)

2
a

Example:
Compute the integrals

e
2
x
f(t) = cos(xt) dx cos(xt)dx

and

2
x
g ( t) = xe sin (xt) dx, where < t < .

We claim that f is differentiable and
f(t) = g(t).
cos( + ) cos
If > 0, then + sin
sin sin + cos ( +) cos
= + sin
sin sin + cos( + ) cos + sin

=
( + ) sin + cos( + ) ( sin + cos )

=
=
1
( sin sin t ) dt

| |
+
| | ( sin sin t ) dt
cos( + ) cos 1
+ sin =


+
||
1
| sin sin t | dt

+
||
1
| t | |dt|

(by Mean value theorem)
[ ]
+
[ ]
2
1 ( t ) 1 2
|| 2 || ( + ) 0

| 2| =
1 2 1 ||
|| = || 2
| |
cos( + ) cos ||
(i. e.) + sin 2 .....(1)

2
x
Given that f(t) = e cos(xt) dx

e e
2 2
cos(x(t + h)) dx
x x
f(t + h) f(t) = cos(xt) dx

e [cos(xt + xh)) cos (xt)] dx

f(t + h) f(t) 1 x
2
h = h

Let = xt, = xh.

f(t + h) f(t)
h g ( t)

[ ] xe
2 2
cos(xt + xh)) cos(xt) dx +
1 x x
= h e sin(xt) dx

e [cos(xt + xh)) cos(xt) + xh sin(xt)] dx

2
1 x
= h

e
2
[cos( + ) cos + sin ] dx

1 x
= h

| | e
f(t + h) f(t) 2
|cos( + ) cos + sin | dx

1 x
h g(t) |h|

| | ||
cos( + ) cos + sin
From (1) 2
2
|| 2
(i. e.) |cos( + ) cos + sin | 2 < | | .

| | e
f(t + h) f(t) 1
2
x 2
h g(t) < |h| || dx

e |x| |h| dx = e |x| dx = e

2 2 2
1 x 2 2 x 2 x 2
< |h|
x dx

When h 0, f is differentiable at t
and f(t) = g(t).
Next to find f(t):

2
x
f(t) = e cos(xt)dx.

2
x
Let u = e , dv = cos(xt) dx.
2
v = sin(xt) / t
du x
Then dx = 2xe

[ ]
2
x
sin xt

e sin(xt) x
2
f ( t) = +2 xe dx
t

t

2
2 x 2
=0+ t xe sin xtdx = t g(t)

(i. e.) tf(t) = 2g(t)
Since f(t) = g(t), f satisfies the
differential equation 2f(t) + tf(t) = 0

I. F = e t
2
dt
=e
2
t
4

2
t
Therefore e 4 f(t) = 0 + c= c.
e e
2 2
x x
Initially, when t = 0, f(0) = dx + 2 dx
0
2 dz
Let z = x . Then dx = 2x.
dz dz
(i. e.) dx = 2x = d(z)

1

1 1
z z 1 z
f(0) = 2 e dz = z 2
e dz = z2 e dz =
2z
0 0 0
c = .
2
t
The required solution is e f(t) = . 4
2
t

f(t) = e 4
.
CYP QUESTIONS:
1. For t 0, put
{
x ( 0 x t)
(x, t) = x + 2t (t x 2t)
0 otherwise
and put (x,t) = (x,|t|) if t <
0.

2
Show that is continuous on R ,
and (D 2 )(x,0) = 0 for all x.

1
Define f(t) = (x, t) dx

1
1
Show that f(t) = t if |t| < 4 Hence
1
f'(0) (D )(x, 0) dx
2
1

Analysis III

Transféré par

Informations du document

Copyright

Formats disponibles

Partager ce document

Partager ou intégrer le document

Options de partage

Avez-vous trouvé ce document utile ?

Ce contenu est-il inapproprié ?

Droits d'auteur :

Formats disponibles

Analysis III

Transféré par

Droits d'auteur :

Formats disponibles

M.

Sc (Mathematics) Second Year

We welcome you as a student of the

Second year M.Sc degree course.

This paper deals with the subject

ANALYSIS III. The learning

material for this paper will be

supplemented by contact lectures.

In this book the first five units deal

with Real analysis and the last five

units deal with Measure Theory.

Learning through the Distance

Education mode, as you are all

aware, involves self learning and self

are expected to put in disciplined and

As our part, we assure of our

guidance and support.

With best wishes,

M.Sc., Second Year

Paper VII Analysis III

Unit 1: Definitions and existence of the

Integral, Properties of the Integral,

Integration and differentiation,

Integration of vector valued

functions, Rectifiable curves

(Chapter 6 : Sections 6,1 to 6.23)

Unit 2: Discussion of the main problem,

uniform convergence, Uniform

convergence and continuity,

uniform convergence and

integration, uniform convergence

and Differentiation, Equi continuous

families of functions, The Stone

Weierstrass Theorem (Chapter 7:

Sections 7.1 to 7.33)

Unit 3: Power series, The exponential and

algebraic completeness of the

Complex field, Fourier series, The

Gamma function (Chapter 8:

Sections 8.1 to 8.22)

Unit 4: Linear Transformations

Differentiation The contraction

principle - The inverse function

theorem (Chapter 9 relevant

Unit 5: The implicit function theorem The

rank theorem Determinants

Derivatives of higher order

Differentiation of integrals (Chapter

Unit 6: Lebesgue outer measure

Measurable sets Regularity.

Unit 7: Measurable functions Borel and

functions The general integral

Unit 9: Riemann and Lebesgue integrals

The four derivatives Continuous

Unit 10: Functions of bounded variations

Lebesgue differentiation theorem

Differentiation and integration

The Lebesgue set

Analysis by Walter Rudin , Third

Edition, McGraw Hill ,

International Student Edition,

1976 Chapters 6,7,8,9.

by G. de Barra, Willey Eastern

Ltd 2 edition 1991