Existence of Support Functional

Theorem
Let $\mathbb F \in \set {\R, \C}$.

Let $\struct {X, \norm \cdot_X}$ be a normed vector space over $\mathbb F$.

Let $\struct {X^\ast, \norm \cdot_{X^\ast} }$ be the normed dual space of $X$.

Let $x \in X$.

Then there exists $f \in X^\ast$ such that:


 * $(1): \quad$ $\norm f_{X^\ast} = 1$
 * $(2): \quad$ $\map f x = \norm x_X$.

That is:


 * there exists a support functional at $x$.

Proof
Let:


 * $U = \span {\set x}$

Then $U$ consists precisely of the $u \in X$ of the form:


 * $u = \alpha x$

for $\alpha \in \mathbb F$.

From Linear Span is Linear Subspace, we have:


 * $U$ is a linear subspace of $X$.

Let $\struct {U^\ast, \norm \cdot_{U^\ast} }$ be the normed dual space of $U$.

Define $f_0 : U \to \R$ by:


 * $\map {f_0} {\alpha x} = \alpha \norm x_X$

for each $\alpha \in \mathbb F$.

In particular, we have:


 * $\map {f_0} x = \norm x$

We show that this is a linear functional.

Let $u, v \in U$ and $k, l \in \mathbb F$.

Then there exists $\alpha, \beta \in \mathbb F$ such that:


 * $u = \alpha x$

and:


 * $v = \beta x$

Then:

so $f_0$ is a linear functional.

Now we show that $f_0 \in X^\ast$ and:


 * $\norm {f_0}_{U^\ast} = 1$

Let $u \in U$ and write:


 * $u = \alpha x$

for $\alpha \in \mathbb F$.

We then have:

so we have $f_0 \in U^\ast$.

We then have:


 * $\ds \sup_{\norm u_X = 1} \size {\map {f_0} u} = 1$

That is, from the definition of dual norm, we have:


 * $\norm {f_0}_{U^\ast} = 1$

Then, from Hahn-Banach Theorem: Real Vector Space: Corollary 2, there exists $f \in X^\ast$ such that:


 * $f$ extends $f_0$ to $X$

and:


 * $\ds \norm f_{X^\ast} = \norm {f_0}_{U^\ast} = 1$

Since $f$ extends $f_0$, we have:


 * $\map f x = \map {f_0} x = \norm f$

So $f$ is the required linear functional.