Suppose that {φn}n is an orthonormal system of continuous functions in L2([0,1]) and let S be the closure of the span of {φn}n. If supf∈S∖{0}∥f∥L2∥f∥L∞ is finite, prove that S is finite dimensional.
Solution.
Suppose {f1,…,fn} are linearly independent continuous functions in S. Via Gram-Schmidt, we may assume without loss of generality that this set is orthonormal with respect to the L2([0,1]) inner product.
Let C=supf∈S∖{0}∥f∥L2∥f∥L∞ so that ∥f∥L∞≤C∥f∥L2 For a1,…,an∈C, observe that for any x∈[0,1], we have
Integrating both sides and using the fact that the fi are orthonormal, we get n≤C2. Thus, the number of linearly independent elements in S is bounded by C2, which is finite, so S must be finite dimensional.