Dual spaces

Definition 1. A linear functional on a vector space 𝒱 is a scalar-valued function y defined for every vector x , with the property that (identically in the vectors x 1 and x 2 and the scalars α 1 and α 2 ) y ( α 1 x 1 + α 2 x 2 ) = α 1 y ( x 1 ) + α 2 y ( x 2 )  

Let us look at some examples of linear functionals.

Example 1. For x = ( ξ 1 , , ξ n ) in n , write y ( x ) = ξ 1 . More generally, let α 1 , , α n be any n scalars and write y ( x ) = α 1 ξ 1 + + α n ξ n .  

We observe that for any linear functional y on any vector space y ( 0 ) = y ( 0 0 ) = 0 y ( 0 ) = 0 ; for this reason a linear functional, as we defined it, is sometimes called homogeneous . In particular in n , if y is defined by y ( x ) = α 1 ξ 1 + + α n ξ n + β then y is not a linear functional unless β = 0 .

Example 2. For any polynomial x in 𝒫 , write y ( x ) = x ( 0 ) . More generally, let α 1 , , α n be any n scalars, let t 1 , , t n be any n real numbers, and write y ( x ) = α 1 x ( t 1 ) + + α n x ( t n ) .  

Another example, in a sense a limiting case of the one just given, is obtained as follows. Let ( a , b ) be any finite interval on the real t -axis, and let α be any complex-valued integrable function defined on ( a , b ) ; define y by y ( x ) = a b α ( t ) x ( t ) d t  

Example 3. On an arbitrary vector space 𝒱 , define y by writing y ( x ) = 0 for every x in 𝒱 .

The last example is the first hint of a general situation. Let 𝒱 be any vector space and let \mathcal{V}^{\prime} be the collection of all linear functionals on 𝒱 . Let us denote by 0 the linear functional defined in (3) (compare the comment at the end of Section: Comments ). If y 1 and y 2 are linear functionals on 𝒱 and if α 1 and α 2 are scalars, let us write y for the function defined by

y ( x ) = α 1 y 1 ( x ) + α 2 y 2 ( x ) .  

It is easy to see that y is a linear functional; we denote it by α 1 y 1 + α 2 y 2 . With these definitions of the linear concepts (zero, addition, scalar multiplication), the set \mathcal{V}^{\prime} forms a vector space, the dual space of 𝒱 .