Hahn–Banach theorem

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In mathematics, the Hahn–Banach theorem is a central tool in functional analysis. It allows the extension of bounded linear functionals defined on a subspace of some vector space to the whole space, and it also shows that there are "enough" continuous linear functionals defined on every normed vector space to make the study of the dual space "interesting". Another version of the Hahn–Banach theorem is known as the Hahn–Banach separation theorem or the hyperplane separation theorem, and has numerous uses in convex geometry.

The theorem is named for the mathematicians Hans Hahn and Stefan Banach, who proved it independently in the late 1920s. The special case of the theorem for the space of continuous functions on an interval was proved earlier (in 1912) by Eduard Helly,[1] and a more general extension theorem, the M. Riesz extension theorem, from which the Hahn–Banach theorem can be derived, was proved in 1923 by Marcel Riesz.[2]


The most general formulation of the theorem needs some preparation. Given a real vector space V, a function f : VR is called sublinear if

Every seminorm on V (in particular, every norm on V) is sublinear. Other sublinear functions can be useful as well, especially Minkowski functionals of convex sets.

Hahn–Banach theorem (Rudin 1991, Th. 3.2). If p : VR is a sublinear function, and φ : UR is a linear functional on a linear subspace UV which is dominated by p on U, i.e.

then there exists a linear extension ψ : VR of φ to the whole space V, i.e., there exists a linear functional ψ such that

Hahn–Banach theorem (alternative version). Set K = R or C and let V be a K-vector space with a seminorm p : VR. If φ : UK is a K-linear functional on a K-linear subspace U of V which is dominated by p on U in absolute value,

then there exists a linear extension ψ : VK of φ to the whole space V, i.e., there exists a K-linear functional ψ such that

In the complex case of the alternate version, the C-linearity assumptions demand, in addition to the assumptions for the real case, that for every vector xU, we have ixU and φ(ix) = iφ(x).

The extension ψ is in general not uniquely specified by φ and the proof gives no explicit method as to how to find ψ. The usual proof for the case of an infinite dimensional space V uses Zorn's lemma or, equivalently, the axiom of choice. It is now known (see below) that the ultrafilter lemma, which is slightly weaker than the axiom of choice, is actually strong enough.

It is possible to relax slightly the subadditivity condition on p, requiring only that (Reed and Simon, 1980):

It is further possible to relax the positive homogeneity and the subadditivity conditions on p, requiring only that p is convex (Schechter, 1996).

This reveals the intimate connection between the Hahn–Banach theorem and convexity.

The Mizar project has completely formalized and automatically checked the proof of the Hahn–Banach theorem in the HAHNBAN file.[3]

Important consequences[edit]

The theorem has several important consequences, some of which are also sometimes called "Hahn–Banach theorem":

  • If V is a normed vector space with linear subspace U (not necessarily closed) and if φ : UK is continuous and linear, then there exists an extension ψ : VK of φ which is also continuous and linear and which has the same operator norm as φ (see Banach space for a discussion of the norm of a linear map). In other words, in the category of normed vector spaces, the space K is an injective object.
  • If V is a normed vector space with linear subspace U (not necessarily closed) and if z is an element of V not in the closure of U, then there exists a continuous linear map ψ : VK with ψ(x) = 0 for all x in U, ψ(z) = 1, and ||ψ|| = dist(z, U)−1.
  • In particular, if V is a normed vector space and z is an element of V, then there exists a continuous linear map ψ : VK such that ψ(z) = ||z|| and ||ψ|| ≤ 1. This implies that the natural injection J from a normed space V into its double dual V′′ is isometric.

Hahn–Banach separation theorem[edit]

Another version of Hahn–Banach theorem is known as the Hahn–Banach separation theorem.[4] It has numerous uses in convex geometry,[5] optimization theory, and economics. The separation theorem is derived from the original form of the theorem.

Theorem. Set K = R or C and let V be a topological vector space over K. If A, B are convex, non-empty disjoint subsets of V, then:

  • If A is open, then there exists a continuous linear map λ : VK and tR such that Re(λ(a)) < t ≤ Re(λ(b)) for all aA, bB.
  • If V is locally convex, A is compact, and B closed, then there exists a continuous linear map λ : VK and s, tR such that Re(λ(a)) < t < s < Re(λ(b)) for all aA, bB.

Geometric Hahn–Banach theorem[edit]

One form of Hahn–Banach theorem is known as the Geometric Hahn–Banach theorem, or Mazur's theorem.[6]

Theorem. Let K be a convex set having a nonempty interior in a real normed linear vector space X. Suppose V is a linear variety in X containing no interior points of K. Then there is a closed hyperplane in X containing V but containing no interior points of K; i.e., there is an element x* ∈ X* and a constant c such that for all vV and for all kint(K).

This can be generalized to an arbitrary topological vector space, which need not be locally convex or even Hausdorff, as:[7]

Theorem. Let M be a vector subspace of the topological vector space X. Suppose K is a non-empty convex open subset of X with KM = ∅. Then there is a closed hyperplane N in X containing M with KN = ∅.

Relation to axiom of choice[edit]

As mentioned earlier, the axiom of choice implies the Hahn–Banach theorem. The converse is not true. One way to see that is by noting that the ultrafilter lemma (or equivalently, the Boolean prime ideal theorem), which is strictly weaker than the axiom of choice, can be used to show the Hahn–Banach theorem, although the converse is not the case.

The Hahn–Banach theorem is equivalent to the following:[8]

(∗): On every Boolean algebra B there exists a "probability charge", that is: a nonconstant finitely additive map from B into [0, 1].

(The Boolean prime ideal theorem is easily seen to be equivalent to the statement that there are always nonconstant probability charges which take only the values 0 and 1.)

In Zermelo–Fraenkel set theory, one can show that the Hahn–Banach theorem is enough to derive the existence of a non-Lebesgue measurable set.[9] Moreover, the Hahn–Banach theorem implies the Banach–Tarski paradox.[10]

For separable Banach spaces, D. K. Brown and S. G. Simpson proved that the Hahn–Banach theorem follows from WKL0, a weak subsystem of second-order arithmetic that takes a form of Kőnig's lemma restricted to binary trees as an axiom. In fact, they prove that under a weak set of assumptions, the two are equivalent, an example of reverse mathematics.[11][12]


Topological vector spaces[edit]

If X is a topological vector space, not necessarily Hausdorff or locally convex, then there exists a non-zero continuous linear form if and only if X contains a nonempty, proper, convex, open set U.[13] So if the continuous dual space of X, X*, is non-trivial then by considering X with the weak topology induced by X*, X becomes a locally convex topological vector space with a non-trivial topology that is weaker than original topology on X. If in addition, X* separates points on X (which means that for each xX there is a linear functional in X* that's non-zero on x) then X with this weak topology becomes Hausdorff. This sometimes allows some results from locally convex topological vector spaces to be applied to non-Hausdorff and non-locally convex spaces.

The dual space C[a, b]*[edit]

We have the following consequence of the Hahn–Banach theorem.

Proposition. Let −∞ < a < b < ∞. Then, FC[a, b]* if and only if there exists a (complex) measure ρ : [a, b] → R of bounded variation such that

for all uC[a, b]. In addition, |F| = V(ρ), where V(ρ) denotes the total variation of ρ.

Partial differential equations[edit]

The Hahn–Banach theorem is often useful when one wishes to apply the method of a priori estimates. Suppose that we wish to solve the linear differential equation for u, with f given in some Banach space X. If we have control on the size of u in terms of and we can think of u as a bounded linear functional on some suitable space of test functions g, then we can view f as a linear functional by adjunction: . At first, this functional is only defined on the image of P, but using the Hahn–Banach theorem, we can try to extend it to the entire codomain X. We can then reasonably view this functional as a weak solution to the equation.

See also[edit]


  1. ^ O'Connor, John J.; Robertson, Edmund F., "Hahn–Banach theorem", MacTutor History of Mathematics archive, University of St Andrews.
  2. ^ See M. Riesz extension theorem. According to Gȧrding, L. (1970). "Marcel Riesz in memoriam". Acta Math. 124 (1): I–XI. doi:10.1007/bf02394565. MR 0256837., the argument was known to Riesz already in 1918.
  3. ^ HAHNBAN file
  4. ^ Gabriel Nagy, Real Analysis lecture notes
  5. ^ Harvey, R.; Lawson, H. B. (1983). "An intrinsic characterisation of Kähler manifolds". Invent. Math. 74 (2): 169–198. doi:10.1007/BF01394312.
  6. ^ Luenberger, David G. (1969). Optimization by Vector Space Methods. New York: John Wiley & Sons. pp. 131–134. ISBN 978-0-471-18117-0.
  7. ^ Treves, p. 184
  8. ^ Schechter, Eric. Handbook of Analysis and its Foundations. p. 620.
  9. ^ Foreman, M.; Wehrung, F. (1991). "The Hahn–Banach theorem implies the existence of a non-Lebesgue measurable set" (PDF). Fundamenta Mathematicae. 138: 13–19.
  10. ^ Pawlikowski, Janusz (1991). "The Hahn-Banach theorem implies the Banach-Tarski paradox". Fundamenta Mathematicae. 138: 21–22.
  11. ^ Brown, D. K.; Simpson, S. G. (1986). "Which set existence axioms are needed to prove the separable Hahn–Banach theorem?". Annals of Pure and Applied Logic. 31: 123–144. doi:10.1016/0168-0072(86)90066-7. Source of citation.
  12. ^ Simpson, Stephen G. (2009), Subsystems of second order arithmetic, Perspectives in Logic (2nd ed.), Cambridge University Press, ISBN 978-0-521-88439-6, MR2517689
  13. ^ Schaefer 1999, p. 47