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Needs:
Dual Spaces
Complete Real Inner Product Spaces
Needed by:
Linear Optimization Problems
Reproducing Kernels
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Inner Product Linear Functional Representations

Why

We can identify any linear functional $F: \R ^n \to \R $ with a vector $y \in \R ^n$ so that $F(x) = \ip{x,y}$. We generalize this result to complete inner product spaces.

Motivating result

The following is known as the Riesz representation theorem (or Riesz-Fréchet representation theorem, or Riesz theorem, or Riesz-Fréchet theorem).

Let $((V, k), \ip{\cdot ,\cdot })$ be a complete inner product space and let $F: V \to k$ be a continuous linear functional on $V$. There exists a unique $y \in V$ so that

\[ F(x) = \ip{x, y} \]

for all $x \in V$. Moreover $\norm{y} = \dnorm{F}$.

Clearly $\R ^n$ is a complete inner product space, and so this this theorem says the expected. We can identify linear functionals on $\R ^n$ with elements (vectors) in $\R ^n$.1


  1. Future editions will expand further. ↩︎
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