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Vector space/K/Finite-dimensional/Norms equivalent/Fact/Proof

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Proof

We use fact. The norm and the topology depend only on the underlying real vector space; therefore, we may assume

𝕂=ℝ,

For a basis v1,…,vn∈V, there exists an isomorphism

Ο†:ℝn⟢V

with ei↦vi. Under an isomorphism Ο†, by setting

β€–uβ€–:=β€–Ο†(u)β€–

we get a norm on ℝn. Hence, we may directly consider the case V=ℝn. We compare now an arbitrary norm on ℝn with the maximum norm and with the Euclidean norm; we know by example that these two norms are equivalent to each other. Let v=βˆ‘i=1naiei. Because of

β€–vβ€–=β€–βˆ‘i=1naieiβ€–β‰€βˆ‘i=1nβ€–aieiβ€–=βˆ‘i=1n|ai|β‹…β€–ei‖≀nβ‹…max(β€–eiβ€–,i=1,…,n)β€–vβ€–max,

sufficiently small β€–βˆ’β€–max-open balls are contained in β€–βˆ’β€–-open balls. Therefore, the topology of the maximum norm is as fine as the topology of any other norm. To prove the converse, we consider the identity

ℝnβŸΆβ„n,

where the topology on the left-hand side is given by the Euclidean norm (or maximum norm), and on the right-hand side by the norm. The reasoning so far shows that this mapping is continuous. The Euclidean 1-sphere S on the left is compact due to the theorem of Heine-Borel

and, according to fact, S is also compact with respect to the norm β€–βˆ’β€–. We denote this set by S. Since ℝn is a Hausdorff-space with every norm, it follows by exercise that S is closed. Since the origin does not belong to S, there exists a

Ξ΄>0

such that

U(0,Ξ΄)∩S=βˆ…

(the open ball with respect to β€–βˆ’β€–). For vβ‰ 0 we obtain, because of vβ€–vβ€–Euc∈S=S, the estimate

β€–vβ€–vβ€–Eucβ€–β‰₯Ξ΄.

Therefore,

β€–vβ€–Euc≀1Ξ΄β€–vβ€–.