Byron and Fuller
Here is their discussion - I hope I haven't made any typos!
Definition 5.6 Let g(x) be any function in Hilbert space and let
{f_i(x)} be an orthonormal set of functions in Hilbert space. If there
exist constant coefficients {a_i} such that the sequence of partial sums
g_n(x) ~ SUM (i=1 to n) a_i f_i(x) converges in the mean to g(x), then
the set of functions {f_i} is a complete orthonormal set. Equivalently,
if the mean square error can be made arbitrarily small then the set
{f_i} is a complete orthonormal set of functions.
Definition 5.7. A set of orthonormal functions is said to be closed if
no nonzero function is orthogonal to every function in the set.
Theorem 5.2. A set of orthonormal functions in Hilbert space is complete
if and only if it is closed.
Proof. We first prove that completeness of the set implies that the set
is closed. Assume that there is a nonzero function f(x) (and let it be
normalised), such that
(f_i, f) ~ c_i = INT (a to b) f_i(x)* f(x) dx = 0 for all i.
Then
Lim(n goes to infinity) INT (b to a) | f - SUM(i = 1 to n) c_i f_i |^2
dx =
INT (b to a) | f |^2 = 1 =/= 0,
(since f is normalised), so the set {f_i) is not complete. Thus
completeness of an orthonormal set of functions implies that there are
no functions that are orthonormal to every member of the set.
We now prove the converse: if the orthonormal set is closed, it is
complete.
If it is not complete, then the completeness relation:
(f, f) = SUM (i = 1 to infinity) | c_i |^2 = SUM (i = 1 to infinity) |
(f_i, f) |^2
is not satisfied.
Thus there exists some function f(x) such that
|| f ||^2 > SUM (n = 1 to infinity) | c_n |^2,
where c_n = (f_n, f). But since the above infinite series is convergent,
the sequence {g_m (x), where g_m (x) = SUM (n = 1 to m) c_n f_n (x) is a
Cauchy sequence in Hilbert space, and therefore, because of the
completeness of the SPACE, the g_m (x) must converge in the mean to a
limit in the space, call it g(x), such that c_n = (f_n, g). Therefore,
(f_n, g) - (f_n, f) so (f_n, f - g) = 0. Thus f(x) - g(x) is orthogonal
to f_n (x) for all n. We now show that the norm of f(x) - g(x) is not
equal to zero, so {f_n (x)} is not closed, contrary to our assumption.
It will then follow by contradiction that the set {f_n (x)} is complete
and the proof will be finished. Using the inequality
|| x - y || >= | || x || - || y || | we have
|| f - g || = || f - g_m - (g - g_m) || >= | || f - g_m || - || g - g_m
|| | for all m.
Now, as m goes to infinity, we know that || g - g_m || goes to zero,
whereas,
|| f - g_m ||^2 = || f - SUM (n =1 to m) c_n f_n ||^2 = || f || - SUM (n
= 1 to m) | c_n |^2 > 0 for all m by assumption.
Thus || f - g || > 0 and the proof is finished.
Note the crucial use that is made of the completeness of the Hilbert
space in proving it.
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