Banach Spaces, Closed Graph Theorem

Closed Graph Theorem

Let f be a linear map from one banach space S into another banach space T.  Given any convergent sequence xn in S, with f(xn) a convergent sequence in T, assume f(x) = y, where x and y are the respective limits.  Then f is continuous.

Define a new norm r on S as r(x) = sqrt(|x|2 + |f(x)|2).  This is basically the euclidean formula for distance in two dimensions, so it satisfies the properties of a norm.

Start with a cauchy sequence under the norm r, and select ε and n so that terms beyond xn differ by no more than ε.  Since distance under |S| or |T| is never larger than distance under r(), the terms beyond xn differ by no more than ε under |S|, and their images differ by no more than ε under |T|.  Both xn and f(xn) are cauchy, and converge to x and y.  By assumption y = f(x), so x is the limit of the sequence under the metric r().  In other words, S is still a complete banach space.

Apply the identity map on S from |S| to r(S).  The former metric is always bounded by the latter, so by the previous theorem, the map is a homeomorphism, continuous in both directions, and there is a reverse bound b satisfying r(x) ≤ b×|x|.  Yet the metric in T is bounded by the metric in r, so distance in T is bounded by some constant times distance in S, and f is continuous.