2 Compact Metric Spaces
A metric is the least structure on which a limit can be defined: a rule giving the distance between two points, subject to four requirements. Everything in this section is an attempt to say which metric spaces behave like closed bounded intervals of \(\mathbb {R}\).
The section develops the vocabulary first — open and closed sets, limits and limit points, countability, order — and then the three descriptions of compactness: every open cover has a finite subcover, every sequence has a convergent subsequence, and totally bounded together with complete. In a metric space these three say the same thing, and the proof that they do is the centre of the section. The Heine–Borel theorem is the separate statement that in \(\mathbb {R}^n\), and only in spaces like it, compactness amounts to nothing more than being closed and bounded.
The pay-off is at the end. On a compact space a continuous function is automatically uniformly continuous and attains its bounds, which are exactly the facts that make the fixed point argument of Section 3 work.
Definition 2.1. Let \(X\) be a non-empty set, a mapping \(d:X\times X\rightarrow \mathbb {R}\) which satisfies the following for all \(x,y,z\in X\):
- i
- \(d(x,y)\geq 0\)
- ii
- \(d(x,y)=0\) if and only if \(x=y\)
- iii
- \(d(x,y)=d(y,x)\)
- iv
- \(d(x,z)\leq d(x,y)+d(y,z)\) (triangle inequality)
The pair \((X,d)\) is called a metric space.
Example 2.2. The function \(d(x,y)=|x-y|\) defines a metric on \(\mathbb {R}\). This is called the usual metric on \(\mathbb {R}\).
Proof. By definition, the absolute value on \(\mathbb {R}\) is non-negative. Therefore \(\hspace {0.3cm} d(x,y)=|x-y|\geq 0\).
Now, since \(|x-y|=0\) if and only if \(x=y\). It follows that \(d(x,y)=0\) if and only if \(x=y\).
To verify the third axiom, we have \(\hspace {0.3cm} d(x,y)=|x-y|=|-(y-x)|=|y-x|=d(y,x)\).
To verify the triangle inequality, suppose that \(x,y,z\in \mathbb {R}\) then \begin {align*} d(x,z) &=|x-z|=|x-y+y-z|\\ &\leq |x-y|+|y-z|\\ &=d(x,y)+d(y,z) \end {align*}
Hence \((\mathbb {R},d)\) is a metric space. □
Example 2.3. \(\mathbb {C}\), the set of complex numbers with the function \(d(u,v)=|u-v|\) for \(u,v\in \mathbb {C}\).
Proof.
- i
- \begin {align*} d(u,v) &=|(u_1+iu_2)-(v_1+iv_2)| =|(u_1-v_1)+i(u_2-v_2)|\\ &=\sqrt {(u_1-v_1)^2+(u_2-v_2)^2}\geq 0 \end {align*}
- ii
- \(\hspace {0.2cm} d(u,v)=|u-v|=0\iff u_1-v_1=0, u_2-v_2=0\implies u_1=v_1,u_2=v_2\implies u=v\)
- iii
- \begin {align*} d(u,v) &=|(u_1+iu_2)-(v_1+iv_2)| =|-((v_1+iv_2)-(u_1+iu_2))|\\ &=|(v_1+iv_2)-(u_1+iu_2)|\\ &=d(v,u) \end {align*}
- iv
- Let \(u,v,w\in \mathbb {C}\),then \begin {align*} d(u,w) &=|(u_1+iu_2)-(w_1+iw_2)|\\ &=|(u_1+iu_2)-(v_1+iv_2)+(v_1+iv_2)-(w_1+iw_2)|\\ &\leq |(u_1+iu_2)-(v_1+iv_2)|+|(v_1+iv_2)-(w_1+iw_2)|\\ &=d(u,v)+d(v,w) \end {align*}
Hence \((\mathbb {C},d)\) is a metric space. □
Example 2.4. If \(x=(x_1,x_2),y=(y_1,y_2)\) in \(\mathbb {R}^2\) we define \(d:\mathbb {R}^2\times \mathbb {R}^2\rightarrow \mathbb {R}\) by \[d(x,y)=\max \{|x_1-y_1|,|x_2-y_2|\}\]
Proof. If \(x=(x_1,x_2),y=(y_1,y_2)\in \mathbb {R}^2\), we see that \(|x_1-y_1|\geq 0\) and \(|x_2-y_2|\geq 0\) so that \[d(x,y)=\max \{|x_1-y_1|,|x_2-y_2|\}\geq 0.\] Also, \(\max \{|x_1-y_1|,|x_2-y_2|\}=0\) if and only if \(|x_1-y_1|=0\) and \(|x_2-y_2|=0\), which means that \(\max \{|x_1-y_1|,|x_2-y_2|\}=0\) if and only if \(x_1=y_1\) and \(x_2=y_2\). Thus \(d(x,y)=0\) if and only if \(x=y\).
We show that \(d(x,y)=d(y,x)\). Since \(\max \{|x_1-y_1|,|x_2-y_2|\}=\max \{|y_1-x_1|,|y_2-x_2|\}\), we have that \(d(x,y)=d(y,x)\).
To show the triangle inequality holds, let \(x=(x_1,x_2), y=(y_1,y_2), z=(z_1,z_2)\in \mathbb {R}^2\). Then \begin {align*} d(x,z) &=\max \{|x_1-z_1|,|x_2-z_2|\}\\ &=\max \{|x_1-y_1+y_1-z_1|,|x_2-y_2+y_2-z_2|\}\\ &\leq \max \{|x_1-y_1|+|y_1-z_1|,|x_2-y_2|+|y_2-z_2|\}\\ &\leq \max \{|x_1-y_1|,|x_2-y_2|\}+\max \{|y_1-z_1|,|y_2-z_2|\}\\ &=d(x,y)+d(y,z). \end {align*}
Hence \((\mathbb {R}^2,d)\) is a metric space. □
Example 2.5. Let \(x=(x_1,x_2)\), \(y=(y_1,y_2)\in \mathbb {R}^2\) and define \(d:\mathbb {R}^2\times \mathbb {R}^2\rightarrow \mathbb {R}\) by \[d(x,y)=|x_1-y_1|+|x_2-y_2| .\] Check whether \((\mathbb {R}^2,d)\) is a metric space.
Solution. All four axioms must be checked. Write \(z=(z_1,z_2)\) for a third point.
Non-negativity
Each term is an absolute value, so \(d(x,y)\geq 0\) always.
\(d(x,y)=0\) if and only if \(x=y\)
A sum of two non-negative numbers is zero only if both are, so \(d(x,y)=0\) forces \(|x_1-y_1|=0\) and \(|x_2-y_2|=0\), that is \(x_1=y_1\) and \(x_2=y_2\), which is \(x=y\). Conversely \(d(x,x)=0+0=0\).
Symmetry
\(|a-b|=|b-a|\) for real \(a,b\), so \[d(x,y)=|x_1-y_1|+|x_2-y_2|=|y_1-x_1|+|y_2-x_2|=d(y,x).\]
Triangle inequality
Apply the triangle inequality for real numbers to each coordinate: \[|x_i-z_i|\leq |x_i-y_i|+|y_i-z_i|,\qquad i=1,2 .\] Adding the two, \[d(x,z)=\sum _{i=1}^{2}|x_i-z_i| \leq \sum _{i=1}^{2}|x_i-y_i|+\sum _{i=1}^{2}|y_i-z_i|=d(x,y)+d(y,z).\]
All four hold, so \((\mathbb {R}^2,d)\) is a metric space. This \(d\) is the taxicab metric: it measures distance as a car would travel on a square grid, and it is genuinely different from the Euclidean metric — the points at distance \(1\) from the origin form a diamond, not a circle.
- 1.
- The set \(\mathbb {R}^2\) of ordered pairs \((x_1,x_2)\in \mathbb {R}^2\). The metric defined by \[d(x,y)=\sqrt {(x_1-y_1)^2+(x_2-y_2)^2}\] Where \(x=(x_1,x_2), y=(y_1,y_2)\in \mathbb {R}^2\). Check if \((\mathbb {R}^2,d)\) is a metric space.
- 2.
- If \(x=(x_1,x_2,\dots ,x_n)\), \(y=(y_1,y_2,\dots ,y_n)\) are two points in \(\mathbb {R}^n\) define a metric as follows \(d:\mathbb {R}^n\times \mathbb {R}^n\rightarrow \mathbb {R}\) as \[d(x,y)=\sqrt {(x_1-y_1)^2+(x_2-y_2)^2+\cdots +(x_n-y_n)^2}=\Bigg [\sum ^n_{i=1}(x_i-y_i)^2\Bigg ]^{\frac {1}{2}}\] The space \((\mathbb {R}^n,d)\) is a metric space.
- 3.
- If \(p\geq 1\) and \(x=(x_1,x_2,\dots ,x_n)\) and \(y=(y_1,y_2,\dots ,y_n)\) be any two elements of the space \(l_p^n\), define the metric \(d:l_p^n\times l_p^n\rightarrow \mathbb {R}\) as follows
\[d(x,y)=\Bigg [\sum ^n_{i=1}|x_i-y_i|^p\Bigg ]^{\frac {1}{p}}\]
Prove that \(l^n_p\) with this metric is a metric space.
Solution. In each case the first three axioms are immediate and the triangle inequality is the one that needs an argument.
1. The Euclidean metric on \(\mathbb {R}^2\)
Non-negativity holds because a square root of a sum of squares is non-negative, and \(d(x,y)=0\) forces \((x_1-y_1)^2+(x_2-y_2)^2=0\), hence \(x_1=y_1\) and \(x_2=y_2\). Symmetry holds because \((x_i-y_i)^2=(y_i-x_i)^2\). For the triangle inequality put \(u=x-y\) and \(v=y-z\); then \(x-z=u+v\) and the claim is \(||u+v||\leq ||u||+||v||\), which follows from the Cauchy–Schwarz inequality: \[||u+v||^2=||u||^2+2u\cdot v+||v||^2\leq ||u||^2+2||u||\,||v||+||v||^2 =\big (||u||+||v||\big )^2 .\] So \((\mathbb {R}^2,d)\) is a metric space.
2. The Euclidean metric on \(\mathbb {R}^n\)
Every step above is written without reference to the number of coordinates, so the same argument applies verbatim with sums running to \(n\).
3. The space \(l_p^n\)
Here the triangle inequality \[\left [\sum _{i=1}^{n}|x_i-z_i|^p\right ]^{\frac 1p}\leq \left [\sum _{i=1}^{n}|x_i-y_i|^p\right ]^{\frac 1p}+ \left [\sum _{i=1}^{n}|y_i-z_i|^p\right ]^{\frac 1p}\] is exactly Minkowski’s inequality, proved in Section 1, applied to the \(n\)-tuples \(x-y\) and \(y-z\). The other three axioms are as before. Note that \(p\geq 1\) is needed: for \(p<1\) Minkowski’s inequality reverses, and the \(l_{1/2}\) counterexample of Section 1 shows the triangle inequality genuinely fails.
Case 2 is the special case \(p=2\) of case 3, so the three examples are one theorem seen at three levels of generality.
2.2 Bounded Sets
2.3 Limit and Continuity of a Function in \((X,d)\)
2.4 Countable Sets
2.5 The Cantor Set
2.6 Partially Ordered Sets
2.7 Totally Bounded Sets
2.8 Compact Sets in a Metric Space
2.9 Sequential Compactness
2.10 Compactness and Continuity
2.11 Practice Problems
Questions on this section
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