If dim Y< ∞ in Riesz's lemma, show that one can even choose
θ= 1.
Let be a normed space, its closed proper subspace of a finite dimension. As is proper, there is at least one , let us denote the subspace of generated by and . This is a finite dimensional normed space, as its dimension is and the norm is inherited from . Therefore we consider now the following problem : is a finite dimensional normed space and is its proper subspace. Therefore, the unit sphere in , i.e. , is compact. We define a function , it associates to a point on the sphere its distance to . This function is continuous and the sphere is compact, so the image is a compact interval of . In addition it contains the open interval by the original Riesz's lemma, and therefore we conclude that the image contains . By rewriting this we find the result :
Which is exactly the Riesz's lemma for .
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