Wednesday, October 16, 2019

real analysis - Continuous and additive implies linear



The following problem is from Golan's linear algebra book. I have posted a solution in the comments.




Problem: Let f(x):RR be a continuous function satisfying f(x+y)=f(x)+f(y) for all x,yR. Show f is a linear transformation.


Answer



The only property of linear transformations that we still need to verify is that f(xt)=tf(x) for all x,yR. It is enough to establish this result just for rational numbers. If j is irrational and xR,, we can find a rational r with |jxrx|<δ for any positive real δ. By continuity, for every ϵ>0, we can choose δ so that |f(rx)f(jx)|<ϵ. This condition also gives |rj|<δ/|j|, and choosing δ to be even smaller if necessary gives |f(x)f(r)|<ϵ, too. Putting this all together gives



|jf(x)f(jx)|<|j|f(x)f(r)|+|f(jx)f(rx)|<(|j|+1)ϵ



and we can make this arbitrarily small, giving the desired result.



To verify the property for rationals, we first verify it for integers. If nN, then




nf(x)=f(x)+f(x)+...+f(x)=f(nx)



by hypothesis. Also,



f(x)=f(x/n)+f(x/n)+f(x/n)=nf(x/n)



so 1nf(x)=f(xn). Combining the above shows we have scalar multiplication for all positive rationals.



Noting that f(0)=f(0)+f(0) gives f(0)=0, and




f(0)=f(x)+f(x)f(x)=f(x). Using this allows us to extend scalar multiplication to negative rationals and completes the proof.


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