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Multivariable Advanced Calculus

Kenneth Kuttler

February 7, 2016
2
Contents

1 Introduction 9

2 Some Fundamental Concepts 11


2.1 Set Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.1.1 Basic Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.1.2 The Schroder Bernstein Theorem . . . . . . . . . . . . . . . . . . 13
2.1.3 Equivalence Relations . . . . . . . . . . . . . . . . . . . . . . . . 16
2.2 lim sup And lim inf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.3 Double Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3 Basic Linear Algebra 25


3.1 Algebra in Fn , Vector Spaces . . . . . . . . . . . . . . . . . . . . . . . . 27
3.2 Subspaces Spans And Bases . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.3 Linear Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.4 Block Multiplication Of Matrices . . . . . . . . . . . . . . . . . . . . . . 38
3.5 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.5.1 The Determinant Of A Matrix . . . . . . . . . . . . . . . . . . . 39
3.5.2 The Determinant Of A Linear Transformation . . . . . . . . . . 50
3.6 Eigenvalues And Eigenvectors Of Linear Transformations . . . . . . . . 51
3.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3.8 Inner Product And Normed Linear Spaces . . . . . . . . . . . . . . . . . 54
3.8.1 The Inner Product In Fn . . . . . . . . . . . . . . . . . . . . . . 54
3.8.2 General Inner Product Spaces . . . . . . . . . . . . . . . . . . . . 55
3.8.3 Normed Vector Spaces . . . . . . . . . . . . . . . . . . . . . . . . 57
3.8.4 The p Norms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
3.8.5 Orthonormal Bases . . . . . . . . . . . . . . . . . . . . . . . . . . 60
3.8.6 The Adjoint Of A Linear Transformation . . . . . . . . . . . . . 61
3.8.7 Schur’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
3.9 Polar Decompositions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
3.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

4 Sequences 73
4.1 Vector Valued Sequences And Their Limits . . . . . . . . . . . . . . . . 73
4.2 Sequential Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.3 Closed And Open Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
4.4 Cauchy Sequences And Completeness . . . . . . . . . . . . . . . . . . . 81
4.5 Shrinking Diameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
4.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

3
4 CONTENTS

5 Continuous Functions 87
5.1 Continuity And The Limit Of A Sequence . . . . . . . . . . . . . . . . . 90
5.2 The Extreme Values Theorem . . . . . . . . . . . . . . . . . . . . . . . . 91
5.3 Connected Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
5.4 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
5.5 Sequences And Series Of Functions . . . . . . . . . . . . . . . . . . . . . 96
5.6 Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
5.7 Sequences Of Polynomials, Weierstrass Approximation . . . . . . . . . . 101
5.7.1 The Tietze Extension Theorem . . . . . . . . . . . . . . . . . . . 106
5.8 The Operator Norm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
5.9 Ascoli Arzela Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
5.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117

6 The Derivative 123


6.1 Limits Of A Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
6.2 Basic Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
6.3 The Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
6.4 The Matrix Of The Derivative . . . . . . . . . . . . . . . . . . . . . . . 128
6.5 A Mean Value Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . 130
6.6 Existence Of The Derivative, C 1 Functions . . . . . . . . . . . . . . . . 132
6.7 Higher Order Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 135
6.8 C k Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
6.8.1 Some Standard Notation . . . . . . . . . . . . . . . . . . . . . . . 137
6.9 The Derivative And The Cartesian Product . . . . . . . . . . . . . . . . 138
6.10 Mixed Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 141
6.11 Implicit Function Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 142
6.11.1 More Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
6.11.2 The Case Of Rn . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
6.12 Taylor’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
6.12.1 Second Derivative Test . . . . . . . . . . . . . . . . . . . . . . . . 150
6.13 The Method Of Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . 152
6.14 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153

7 Measures And Measurable Functions 159


7.1 Compact Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
7.2 An Outer Measure On P (R) . . . . . . . . . . . . . . . . . . . . . . . . 161
7.3 General Outer Measures And Measures . . . . . . . . . . . . . . . . . . 163
7.3.1 Measures And Measure Spaces . . . . . . . . . . . . . . . . . . . 163
7.4 The Borel Sets, Regular Measures . . . . . . . . . . . . . . . . . . . . . 164
7.4.1 Definition of Regular Measures . . . . . . . . . . . . . . . . . . . 164
7.4.2 The Borel Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
7.4.3 Borel Sets And Regularity . . . . . . . . . . . . . . . . . . . . . . 165
7.5 Measures And Outer Measures . . . . . . . . . . . . . . . . . . . . . . . 171
7.5.1 Measures From Outer Measures . . . . . . . . . . . . . . . . . . . 171
7.5.2 Completion Of Measure Spaces . . . . . . . . . . . . . . . . . . . 175
7.6 One Dimensional Lebesgue Stieltjes Measure . . . . . . . . . . . . . . . 178
7.7 Measurable Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
7.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
CONTENTS 5

8 The Abstract Lebesgue Integral 187


8.1 Definition For Nonnegative Measurable Functions . . . . . . . . . . . . . 187
8.1.1 Riemann Integrals For Decreasing Functions . . . . . . . . . . . . 187
8.1.2 The Lebesgue Integral For Nonnegative Functions . . . . . . . . 188
8.2 The Lebesgue Integral For Nonnegative Simple Functions . . . . . . . . 189
8.3 The Monotone Convergence Theorem . . . . . . . . . . . . . . . . . . . 190
8.4 Other Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
8.5 Fatou’s Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
8.6 The Righteous Algebraic Desires Of The Lebesgue Integral . . . . . . . 192
8.7 The Lebesgue Integral, L1 . . . . . . . . . . . . . . . . . . . . . . . . . . 193
8.8 Approximation With Simple Functions . . . . . . . . . . . . . . . . . . . 197
8.9 The Dominated Convergence Theorem . . . . . . . . . . . . . . . . . . . 199
8.10 Approximation With Cc (Y ) . . . . . . . . . . . . . . . . . . . . . . . . . 201
8.11 The One Dimensional Lebesgue Integral . . . . . . . . . . . . . . . . . . 203
8.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206

9 The Lebesgue Integral For Functions Of p Variables 213


9.1 π Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
9.2 p Dimensional Lebesgue Measure And Integrals . . . . . . . . . . . . . . 214
9.2.1 Iterated Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
9.2.2 p Dimensional Lebesgue Measure And Integrals . . . . . . . . . . 215
9.2.3 Fubini’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
9.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
9.4 Lebesgue Measure On Rp . . . . . . . . . . . . . . . . . . . . . . . . . . 222
9.5 Mollifiers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
9.6 The Vitali Covering Theorem . . . . . . . . . . . . . . . . . . . . . . . . 231
9.7 Vitali Coverings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
9.8 Change Of Variables For Linear Maps . . . . . . . . . . . . . . . . . . . 237
9.9 Change Of Variables For C 1 Functions . . . . . . . . . . . . . . . . . . . 242
9.10 Change Of Variables For Mappings Which Are Not One To One . . . . 248
9.11 Spherical Coordinates In p Dimensions . . . . . . . . . . . . . . . . . . . 249
9.12 Brouwer Fixed Point Theorem . . . . . . . . . . . . . . . . . . . . . . . 253
9.13 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256

10 Degree Theory, An Introduction 265


10.1 Preliminary Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266
10.2 Definitions And Elementary( Properties
) . . . . . . . . . . . . . . . . . . . 267
10.2.1 The Degree For C 2 Ω; Rn . . . . . . . . . . . . . . . . . . . . . 268
10.2.2 Definition Of The Degree For Continuous Functions . . . . . . . 274
10.3 Borsuk’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
10.4 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
10.5 The Product Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
10.6 Integration And The Degree . . . . . . . . . . . . . . . . . . . . . . . . . 293
10.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298

11 Integration Of Differential Forms 303


11.1 Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
11.2 Some Important Measure Theory . . . . . . . . . . . . . . . . . . . . . . 306
11.2.1 Eggoroff’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 306
11.2.2 The Vitali Convergence Theorem . . . . . . . . . . . . . . . . . . 308
11.3 The Binet Cauchy Formula . . . . . . . . . . . . . . . . . . . . . . . . . 310
11.4 The Area Measure On A Manifold . . . . . . . . . . . . . . . . . . . . . 311
11.5 Integration Of Differential Forms On Manifolds . . . . . . . . . . . . . . 314
6 CONTENTS

11.5.1 The Derivative Of A Differential Form . . . . . . . . . . . . . . . 317


11.6 Stoke’s Theorem And The Orientation Of ∂Ω . . . . . . . . . . . . . . . 317
11.7 Green’s Theorem, An Example . . . . . . . . . . . . . . . . . . . . . . . 321
11.7.1 An Oriented Manifold . . . . . . . . . . . . . . . . . . . . . . . . 321
11.7.2 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
11.8 The Divergence Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 325
11.9 Spherical Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328
11.10Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332

12 The Laplace And Poisson Equations 335


12.1 Balls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
12.2 Poisson’s Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 337
12.2.1 Poisson’s Problem For A Ball . . . . . . . . . . . . . . . . . . . . 341
12.2.2 Does It Work In Case f = 0? . . . . . . . . . . . . . . . . . . . . 343
12.2.3 The Case Where f ̸= 0, Poisson’s Equation . . . . . . . . . . . . 345
12.3 Properties Of Harmonic Functions . . . . . . . . . . . . . . . . . . . . . 348
12.4 Laplace’s Equation For General Sets . . . . . . . . . . . . . . . . . . . . 351
12.4.1 Properties Of Subharmonic Functions . . . . . . . . . . . . . . . 351
12.4.2 Poisson’s Problem Again . . . . . . . . . . . . . . . . . . . . . . . 356

13 The Jordan Curve Theorem 359

14 Line Integrals 371


14.1 Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
14.1.1 Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
14.1.2 Orientation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373
14.2 The Line Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 376
14.3 Simple Closed Rectifiable Curves . . . . . . . . . . . . . . . . . . . . . . 387
14.3.1 The Jordan Curve Theorem . . . . . . . . . . . . . . . . . . . . . 389
14.3.2 Orientation And Green’s Formula . . . . . . . . . . . . . . . . . 393
14.4 Stoke’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
14.5 Interpretation And Review . . . . . . . . . . . . . . . . . . . . . . . . . 402
14.5.1 The Geometric Description Of The Cross Product . . . . . . . . 402
14.5.2 The Box Product, Triple Product . . . . . . . . . . . . . . . . . . 404
14.5.3 A Proof Of The Distributive Law For The Cross Product . . . . 404
14.5.4 The Coordinate Description Of The Cross Product . . . . . . . . 405
14.5.5 The Integral Over A Two Dimensional Surface . . . . . . . . . . 405
14.6 Introduction To Complex Analysis . . . . . . . . . . . . . . . . . . . . . 407
14.6.1 Basic Theorems, The Cauchy Riemann Equations . . . . . . . . 407
14.6.2 Contour Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
14.6.3 The Cauchy Integral . . . . . . . . . . . . . . . . . . . . . . . . . 411
14.6.4 The Cauchy Goursat Theorem . . . . . . . . . . . . . . . . . . . 417
14.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419

15 Hausdorff Measures 429


15.1 Definition Of Hausdorff Measures . . . . . . . . . . . . . . . . . . . . . . 429
15.1.1 Properties Of Hausdorff Measure . . . . . . . . . . . . . . . . . . 430
15.1.2 Hn And mn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432
15.2 Technical Considerations∗ . . . . . . . . . . . . . . . . . . . . . . . . . . 435
15.2.1 Steiner Symmetrization∗ . . . . . . . . . . . . . . . . . . . . . . . 437
15.2.2 The Isodiametric Inequality∗ . . . . . . . . . . . . . . . . . . . . 439

15.2.3 The Proper Value Of β (n) . . . . . . . . . . . . . . . . . . . . . 439

15.2.4 A Formula For α (n) . . . . . . . . . . . . . . . . . . . . . . . . 440
CONTENTS 7

15.3 Hausdorff Measure And Linear Transformations . . . . . . . . . . . . . . 442


Copyright ⃝
c 2007,
8 CONTENTS
Chapter 1

Introduction

This book is directed to people who have a good understanding of the concepts of one
variable calculus including the notions of limit of a sequence and completeness of R. It
develops multivariable advanced calculus.
In order to do multivariable calculus correctly, you must first understand some linear
algebra. Therefore, a condensed course in linear algebra is presented first, emphasizing
those topics in linear algebra which are useful in analysis, not those topics which are
primarily dependent on row operations.
Many topics could be presented in greater generality than I have chosen to do. I have
also attempted to feature calculus, not topology although there are many interesting
topics from topology. This means I introduce the topology as it is needed rather than
using the possibly more efficient practice of placing it right at the beginning in more
generality than will be needed. I think it might make the topological concepts more
memorable by linking them in this way to other concepts.
After the chapter on the n dimensional Lebesgue integral, you can make a choice
between a very general treatment of integration of differential forms based on degree
theory in chapters 10 and 11 or you can follow an independent path through a proof
of a general version of Green’s theorem in the plane leading to a very good version of
Stoke’s theorem for a two dimensional surface by following Chapters 12 and 13. This
approach also leads naturally to contour integrals and complex analysis. I got this idea
from reading Apostol’s advanced calculus book. Finally, there is an introduction to
Hausdorff measures and the area formula in the last chapter.
I have avoided many advanced topics like the Radon Nikodym theorem, represen-
tation theorems, function spaces, and differentiation theory. It seems to me these are
topics for a more advanced course in real analysis. I chose to feature the Lebesgue
integral because I have gone through the theory of the Riemann integral for a function
of n variables and ended up thinking it was too fussy and that the extra abstraction of
the Lebesgue integral was worthwhile in order to avoid this fussiness. Also, it seemed
to me that this book should be in some sense “more advanced” than my calculus book
which does contain in an appendix all this fussy theory.

9
10 CHAPTER 1. INTRODUCTION
Chapter 2

Some Fundamental Concepts

2.1 Set Theory


2.1.1 Basic Definitions
A set is a collection of things called elements of the set. For example, the set of integers,
the collection of signed whole numbers such as 1,2,-4, etc. This set whose existence will
be assumed is denoted by Z. Other sets could be the set of people in a family or
the set of donuts in a display case at the store. Sometimes parentheses, { } specify
a set by listing the things which are in the set between the parentheses. For example
the set of integers between -1 and 2, including these numbers could be denoted as
{−1, 0, 1, 2}. The notation signifying x is an element of a set S, is written as x ∈ S.
Thus, 1 ∈ {−1, 0, 1, 2, 3}. Here are some axioms about sets. Axioms are statements
which are accepted, not proved.

1. Two sets are equal if and only if they have the same elements.

2. To every set, A, and to every condition S (x) there corresponds a set, B, whose
elements are exactly those elements x of A for which S (x) holds.

3. For every collection of sets there exists a set that contains all the elements that
belong to at least one set of the given collection.

4. The Cartesian product of a nonempty family of nonempty sets is nonempty.

5. If A is a set there exists a set, P (A) such that P (A) is the set of all subsets of A.
This is called the power set.

These axioms are referred to as the axiom of extension, axiom of specification, axiom
of unions, axiom of choice, and axiom of powers respectively.
It seems fairly clear you should want to believe in the axiom of extension. It is
merely saying, for example, that {1, 2, 3} = {2, 3, 1} since these two sets have the same
elements in them. Similarly, it would seem you should be able to specify a new set from
a given set using some “condition” which can be used as a test to determine whether
the element in question is in the set. For example, the set of all integers which are
multiples of 2. This set could be specified as follows.

{x ∈ Z : x = 2y for some y ∈ Z} .

In this notation, the colon is read as “such that” and in this case the condition is being
a multiple of 2.

11
12 CHAPTER 2. SOME FUNDAMENTAL CONCEPTS

Another example of political interest, could be the set of all judges who are not
judicial activists. I think you can see this last is not a very precise condition since
there is no way to determine to everyone’s satisfaction whether a given judge is an
activist. Also, just because something is grammatically correct does not mean
it makes any sense. For example consider the following nonsense.

S = {x ∈ set of dogs : it is colder in the mountains than in the winter} .

So what is a condition?
We will leave these sorts of considerations and assume our conditions make sense.
The axiom of unions states that for any collection of sets, there is a set consisting of all
the elements in each of the sets in the collection. Of course this is also open to further
consideration. What is a collection? Maybe it would be better to say “set of sets” or,
given a set whose elements are sets there exists a set whose elements consist of exactly
those things which are elements of at least one of these sets. If S is such a set whose
elements are sets,
∪ {A : A ∈ S} or ∪ S
signify this union.
Something is in the Cartesian product of a set or “family” of sets if it consists of
a single thing taken from each set in the family. Thus (1, 2, 3) ∈ {1, 4, .2} × {1, 2, 7} ×
{4, 3, 7, 9} because it consists of exactly one element from each of the sets which are
separated by ×. Also, this is the notation for the Cartesian product of finitely many
sets. If S is a set whose elements are sets,

A
A∈S

signifies the Cartesian product.


The Cartesian product is the set of choice functions, a choice function being a func-
tion which selects exactly one element of each set of S. You may think the axiom of
choice, stating that the Cartesian product of a nonempty family of nonempty sets is
nonempty, is innocuous but there was a time when many mathematicians were ready
to throw it out because it implies things which are very hard to believe, things which
never happen without the axiom of choice.
A is a subset of B, written A ⊆ B, if every element of A is also an element of B.
This can also be written as B ⊇ A. A is a proper subset of B, written A ⊂ B or B ⊃ A
if A is a subset of B but A is not equal to B, A ̸= B. A ∩ B denotes the intersection of
the two sets A and B and it means the set of elements of A which are also elements of
B. The axiom of specification shows this is a set. The empty set is the set which has
no elements in it, denoted as ∅. A ∪ B denotes the union of the two sets A and B and
it means the set of all elements which are in either of the sets. It is a set because of the
axiom of unions.
The complement of a set, (the set of things which are not in the given set ) must be
taken with respect to a given set called the universal set which is a set which contains
the one whose complement is being taken. Thus, the complement of A, denoted as AC
( or more precisely as X \ A) is a set obtained from using the axiom of specification to
write
AC ≡ {x ∈ X : x ∈ / A}
The symbol ∈ / means: “is not an element of”. Note the axiom of specification takes
place relative to a given set. Without this universal set it makes no sense to use the
axiom of specification to obtain the complement.
Words such as “all” or “there exists” are called quantifiers and they must be under-
stood relative to some given set. For example, the set of all integers larger than 3. Or
2.1. SET THEORY 13

there exists an integer larger than 7. Such statements have to do with a given set, in
this case the integers. Failure to have a reference set when quantifiers are used turns
out to be illogical even though such usage may be grammatically correct. Quantifiers
are used often enough that there are symbols for them. The symbol ∀ is read as “for
all” or “for every” and the symbol ∃ is read as “there exists”. Thus ∀∀∃∃ could mean
for every upside down A there exists a backwards E.
DeMorgan’s laws are very useful in mathematics. Let S be a set of sets each of
which is contained in some universal set, U . Then
{ } C
∪ AC : A ∈ S = (∩ {A : A ∈ S})

and
{ } C
∩ AC : A ∈ S = (∪ {A : A ∈ S}) .
These laws follow directly from the definitions. Also following directly from the defini-
tions are:
Let S be a set of sets then

B ∪ ∪ {A : A ∈ S} = ∪ {B ∪ A : A ∈ S} .

and: Let S be a set of sets show

B ∩ ∪ {A : A ∈ S} = ∪ {B ∩ A : A ∈ S} .

Unfortunately, there is no single universal set which can be used for all sets. Here is
why: Suppose there were. Call it S. Then you could consider A the set of all elements
of S which are not elements of themselves, this from the axiom of specification. If A
is an element of itself, then it fails to qualify for inclusion in A. Therefore, it must not
be an element of itself. However, if this is so, it qualifies for inclusion in A so it is an
element of itself and so this can’t be true either. Thus the most basic of conditions you
could imagine, that of being an element of, is meaningless and so allowing such a set
causes the whole theory to be meaningless. The solution is to not allow a universal set.
As mentioned by Halmos in Naive set theory, “Nothing contains everything”. Always
beware of statements involving quantifiers wherever they occur, even this one. This little
observation described above is due to Bertrand Russell and is called Russell’s paradox.

2.1.2 The Schroder Bernstein Theorem


It is very important to be able to compare the size of sets in a rational way. The most
useful theorem in this context is the Schroder Bernstein theorem which is the main
result to be presented in this section. The Cartesian product is discussed above. The
next definition reviews this and defines the concept of a function.

Definition 2.1.1 Let X and Y be sets.

X × Y ≡ {(x, y) : x ∈ X and y ∈ Y }

A relation is defined to be a subset of X × Y . A function, f, also called a mapping, is a


relation which has the property that if (x, y) and (x, y1 ) are both elements of the f , then
y = y1 . The domain of f is defined as

D (f ) ≡ {x : (x, y) ∈ f } ,

written as f : D (f ) → Y .
14 CHAPTER 2. SOME FUNDAMENTAL CONCEPTS

It is probably safe to say that most people do not think of functions as a type of
relation which is a subset of the Cartesian product of two sets. A function is like a
machine which takes inputs, x and makes them into a unique output, f (x). Of course,
that is what the above definition says with more precision. An ordered pair, (x, y)
which is an element of the function or mapping has an input, x and a unique output,
y,denoted as f (x) while the name of the function is f . “mapping” is often a noun
meaning function. However, it also is a verb as in “f is mapping A to B ”. That which
a function is thought of as doing is also referred to using the word “maps” as in: f maps
X to Y . However, a set of functions may be called a set of maps so this word might
also be used as the plural of a noun. There is no help for it. You just have to suffer
with this nonsense.
The following theorem which is interesting for its own sake will be used to prove the
Schroder Bernstein theorem.

Theorem 2.1.2 Let f : X → Y and g : Y → X be two functions. Then there


exist sets A, B, C, D, such that

A ∪ B = X, C ∪ D = Y, A ∩ B = ∅, C ∩ D = ∅,

f (A) = C, g (D) = B.

The following picture illustrates the conclusion of this theorem.

X Y
f
A - C = f (A)

g
B = g(D)  D

Proof: Consider the empty set, ∅ ⊆ X. If y ∈ Y \ f (∅), then g (y) ∈ / ∅ because ∅


has no elements. Also, if A, B, C, and D are as described above, A also would have this
same property that the empty set has. However, A is probably larger. Therefore, say
A0 ⊆ X satisfies P if whenever y ∈ Y \ f (A0 ) , g (y) ∈
/ A0 .

A ≡ {A0 ⊆ X : A0 satisfies P}.

Let A = ∪A. If y ∈ Y \ f (A), then for each A0 ∈ A, y ∈ Y \ f (A0 ) and so g (y) ∈


/ A0 .
Since g (y) ∈
/ A0 for all A0 ∈ A, it follows g (y) ∈
/ A. Hence A satisfies P and is the
largest subset of X which does so. Now define

C ≡ f (A) , D ≡ Y \ C, B ≡ X \ A.

It only remains to verify that g (D) = B.


Suppose x ∈ B = X \ A. Then A ∪ {x} does not satisfy P and so there exists
y ∈ Y \ f (A ∪ {x}) ⊆ D such that g (y) ∈ A ∪ {x} . But y ∈ / f (A) and so since A
satisfies P, it follows g (y) ∈
/ A. Hence g (y) = x and so x ∈ g (D) and This proves the
theorem. 

Theorem 2.1.3 (Schroder Bernstein) If f : X → Y and g : Y → X are one to


one, then there exists h : X → Y which is one to one and onto.
2.1. SET THEORY 15

Proof: Let A, B, C, D be the sets of Theorem2.1.2 and define


{
f (x) if x ∈ A
h (x) ≡
g −1 (x) if x ∈ B

Then h is the desired one to one and onto mapping.


Recall that the Cartesian product may be considered as the collection of choice
functions.

Definition 2.1.4 Let I be a set and let Xi be a set for each i ∈ I. f is a choice
function written as ∏
f∈ Xi
i∈I

if f (i) ∈ Xi for each i ∈ I.

The axiom of choice says that if Xi ̸= ∅ for each i ∈ I, for I a set, then

Xi ̸= ∅.
i∈I

Sometimes the two functions, f and g are onto but not one to one. It turns out that
with the axiom of choice, a similar conclusion to the above may be obtained.

Corollary 2.1.5 If f : X → Y is onto and g : Y → X is onto, then there exists


h : X → Y which is one to one and onto.

Proof: For each y ∈ Y , f −1∏(y) ≡ {x ∈ X : f (x) = y} = ̸ ∅. Therefore, by the axiom


of choice, there exists f0−1 ∈ y∈Y f −1 (y) which is the same as saying that for each
y ∈ Y , f0−1 (y) ∈ f −1 (y). Similarly, there exists g0−1 (x) ∈ g −1 (x) for all x ∈ X. Then
f0−1 is one to one because if f0−1 (y1 ) = f0−1 (y2 ), then
( ) ( )
y1 = f f0−1 (y1 ) = f f0−1 (y2 ) = y2 .

Similarly g0−1 is one to one. Therefore, by the Schroder Bernstein theorem, there exists
h : X → Y which is one to one and onto.

Definition 2.1.6 A set S, is finite if there exists a natural number n and a


map θ which maps {1, · · · , n} one to one and onto S. S is infinite if it is not finite.
A set S, is called countable if there exists a map θ mapping N one to one and onto
S.(When θ maps a set A to a set B, this will be written as θ : A → B in the future.)
Here N ≡ {1, 2, · · · }, the natural numbers. S is at most countable if there exists a map
θ : N → S which is onto.

The property of being at most countable is often referred to as being countable


because the question of interest is normally whether one can list all elements of the set,
designating a first, second, third etc. in such a way as to give each element of the set a
natural number. The possibility that a single element of the set may be counted more
than once is often not important.

Theorem 2.1.7 If X and Y are both at most countable, then X × Y is also at


most countable. If either X or Y is countable, then X × Y is also countable.

Proof: It is given that there exists a mapping η : N → X which is onto. Define


η (i) ≡ xi and consider X as the set {x1 , x2 , x3 , · · · }. Similarly, consider Y as the set
16 CHAPTER 2. SOME FUNDAMENTAL CONCEPTS

{y1 , y2 , y3 , · · · }. It follows the elements of X×Y are included in the following rectangular
array.

(x1 , y1 ) (x1 , y2 ) (x1 , y3 ) ··· ← Those which have x1 in first slot.


(x2 , y1 ) (x2 , y2 ) (x2 , y3 ) ··· ← Those which have x2 in first slot.
(x3 , y1 ) (x3 , y2 ) (x3 , y3 ) ··· ← Those which have x3 in first slot. .
.. .. .. ..
. . . .

Follow a path through this array as follows.

(x1 , y1 ) → (x1 , y2 ) (x1 , y3 ) →


↙ ↗
(x2 , y1 ) (x2 , y2 )
↓ ↗
(x3 , y1 )

Thus the first element of X × Y is (x1 , y1 ), the second element of X × Y is (x1 , y2 ), the
third element of X × Y is (x2 , y1 ) etc. This assigns a number from N to each element
of X × Y. Thus X × Y is at most countable.
It remains to show the last claim. Suppose without loss of generality that X is
countable. Then there exists α : N → X which is one to one and onto. Let β : X×Y → N
be defined by β ((x, y)) ≡ α−1 (x). Thus β is onto N. By the first part there exists a
function from N onto X × Y . Therefore, by Corollary 2.1.5, there exists a one to one
and onto mapping from X × Y to N. This proves the theorem. 

Theorem 2.1.8 If X and Y are at most countable, then X ∪ Y is at most


countable. If either X or Y are countable, then X ∪ Y is countable.

Proof: As in the preceding theorem,

X = {x1 , x2 , x3 , · · · }

and
Y = {y1 , y2 , y3 , · · · } .
Consider the following array consisting of X ∪ Y and path through it.

x1 → x2 x3 →
↙ ↗
y1 → y2

Thus the first element of X ∪ Y is x1 , the second is x2 the third is y1 the fourth is y2
etc.
Consider the second claim. By the first part, there is a map from N onto X × Y .
Suppose without loss of generality that X is countable and α : N → X is one to one and
onto. Then define β (y) ≡ 1, for all y ∈ Y ,and β (x) ≡ α−1 (x). Thus, β maps X × Y
onto N and this shows there exist two onto maps, one mapping X ∪ Y onto N and the
other mapping N onto X ∪ Y . Then Corollary 2.1.5 yields the conclusion. This proves
the theorem. 

2.1.3 Equivalence Relations


There are many ways to compare elements of a set other than to say two elements are
equal or the same. For example, in the set of people let two people be equivalent if they
2.2. LIM SUP AND LIM INF 17

have the same weight. This would not be saying they were the same person, just that
they weighed the same. Often such relations involve considering one characteristic of
the elements of a set and then saying the two elements are equivalent if they are the
same as far as the given characteristic is concerned.

Definition 2.1.9 Let S be a set. ∼ is an equivalence relation on S if it satisfies


the following axioms.

1. x ∼ x for all x ∈ S. (Reflexive)

2. If x ∼ y then y ∼ x. (Symmetric)

3. If x ∼ y and y ∼ z, then x ∼ z. (Transitive)

Definition 2.1.10 [x] denotes the set of all elements of S which are equivalent
to x and [x] is called the equivalence class determined by x or just the equivalence class
of x.

With the above definition one can prove the following simple theorem.

Theorem 2.1.11 Let ∼ be an equivalence class defined on a set, S and let H


denote the set of equivalence classes. Then if [x] and [y] are two of these equivalence
classes, either x ∼ y and [x] = [y] or it is not true that x ∼ y and [x] ∩ [y] = ∅.

2.2 lim sup And lim inf


It is assumed in all that is done that R is complete. There are two ways to describe
completeness of R. One is to say that every bounded set has a least upper bound and a
greatest lower bound. The other is to say that every Cauchy sequence converges. These
two equivalent notions of completeness will be taken as given.
The symbol, F will mean either R or C. The symbol [−∞, ∞] will mean all real
numbers along with +∞ and −∞ which are points which we pretend are at the right
and left ends of the real line respectively. The inclusion of these make believe points
makes the statement of certain theorems less trouble.

Definition 2.2.1 For A ⊆ [−∞, ∞] , A ̸= ∅ sup A is defined as the least upper


bound in case A is bounded above by a real number and equals ∞ if A is not bounded
above. Similarly inf A is defined to equal the greatest lower bound in case A is bounded
below by a real number and equals −∞ in case A is not bounded below.

Lemma 2.2.2 If {An } is an increasing sequence in [−∞, ∞], then


sup {An } = lim An .
n→∞

Similarly, if {An } is decreasing, then

inf {An } = lim An .


n→∞

Proof: Let sup ({An : n ∈ N}) = r. In the first case, suppose r < ∞. Then letting
ε > 0 be given, there exists n such that An ∈ (r − ε, r]. Since {An } is increasing, it
follows if m > n, then r − ε < An ≤ Am ≤ r and so limn→∞ An = r as claimed. In
the case where r = ∞, then if a is a real number, there exists n such that An > a.
Since {Ak } is increasing, it follows that if m > n, Am > a. But this is what is meant
by limn→∞ An = ∞. The other case is that r = −∞. But in this case, An = −∞ for all
18 CHAPTER 2. SOME FUNDAMENTAL CONCEPTS

n and so limn→∞ An = −∞. The case where An is decreasing is entirely similar. This
proves the lemma. 
n
Sometimes the limit of a sequence does not exist. For example, if an = (−1) , then
limn→∞ an does not exist. This is because the terms of the sequence are a distance
of 1 apart. Therefore there can’t exist a single number such that all the terms of the
sequence are ultimately within 1/4 of that number. The nice thing about lim sup and
lim inf is that they always exist. First here is a simple lemma and definition.

Definition 2.2.3 Denote by [−∞, ∞] the real line along with symbols ∞ and
−∞. It is understood that ∞ is larger than every real number and −∞ is smaller
than every real number. Then if {An } is an increasing sequence of points of [−∞, ∞] ,
limn→∞ An equals ∞ if the only upper bound of the set {An } is ∞. If {An } is bounded
above by a real number, then limn→∞ An is defined in the usual way and equals the
least upper bound of {An }. If {An } is a decreasing sequence of points of [−∞, ∞] ,
limn→∞ An equals −∞ if the only lower bound of the sequence {An } is −∞. If {An } is
bounded below by a real number, then limn→∞ An is defined in the usual way and equals
the greatest lower bound of {An }. More simply, if {An } is increasing,

lim An = sup {An }


n→∞

and if {An } is decreasing then

lim An = inf {An } .


n→∞

Lemma 2.2.4 Let {an } be a sequence of real numbers and let Un ≡ sup {ak : k ≥ n} .
Then {Un } is a decreasing sequence. Also if Ln ≡ inf {ak : k ≥ n} , then {Ln } is an
increasing sequence. Therefore, limn→∞ Ln and limn→∞ Un both exist.

Proof: Let Wn be an upper bound for {ak : k ≥ n} . Then since these sets are
getting smaller, it follows that for m < n, Wm is an upper bound for {ak : k ≥ n} . In
particular if Wm = Um , then Um is an upper bound for {ak : k ≥ n} and so Um is at
least as large as Un , the least upper bound for {ak : k ≥ n} . The claim that {Ln } is
decreasing is similar. This proves the lemma. 
From the lemma, the following definition makes sense.

Definition 2.2.5 Let {an } be any sequence of points of [−∞, ∞]

lim sup an ≡ lim sup {ak : k ≥ n}


n→∞ n→∞

lim inf an ≡ lim inf {ak : k ≥ n} .


n→∞ n→∞

Theorem 2.2.6 Suppose {an } is a sequence of real numbers and that

lim sup an
n→∞

and
lim inf an
n→∞

are both real numbers. Then limn→∞ an exists if and only if

lim inf an = lim sup an


n→∞ n→∞

and in this case,


lim an = lim inf an = lim sup an .
n→∞ n→∞ n→∞
2.2. LIM SUP AND LIM INF 19

Proof: First note that

sup {ak : k ≥ n} ≥ inf {ak : k ≥ n}

and so from Theorem 4.1.7,

lim sup an ≡ lim sup {ak : k ≥ n}


n→∞ n→∞

≥ lim inf {ak : k ≥ n}


n→∞
≡ lim inf an .
n→∞

Suppose first that limn→∞ an exists and is a real number. Then by Theorem 4.4.3 {an }
is a Cauchy sequence. Therefore, if ε > 0 is given, there exists N such that if m, n ≥ N,
then
|an − am | < ε/3.
From the definition of sup {ak : k ≥ N } , there exists n1 ≥ N such that

sup {ak : k ≥ N } ≤ an1 + ε/3.

Similarly, there exists n2 ≥ N such that

inf {ak : k ≥ N } ≥ an2 − ε/3.

It follows that

sup {ak : k ≥ N } − inf {ak : k ≥ N } ≤ |an1 − an2 | + < ε.
3
∞ ∞
Since the sequence, {sup {ak : k ≥ N }}N =1 is decreasing and {inf {ak : k ≥ N }}N =1 is
increasing, it follows from Theorem 4.1.7

0 ≤ lim sup {ak : k ≥ N } − lim inf {ak : k ≥ N } ≤ ε


N →∞ N →∞

Since ε is arbitrary, this shows

lim sup {ak : k ≥ N } = lim inf {ak : k ≥ N } (2.1)


N →∞ N →∞

Next suppose 2.1. Then

lim (sup {ak : k ≥ N } − inf {ak : k ≥ N }) = 0


N →∞

Since sup {ak : k ≥ N } ≥ inf {ak : k ≥ N } it follows that for every ε > 0, there exists
N such that
sup {ak : k ≥ N } − inf {ak : k ≥ N } < ε
Thus if m, n > N, then
|am − an | < ε
which means {an } is a Cauchy sequence. Since R is complete, it follows that limn→∞ an ≡
a exists. By the squeezing theorem, it follows

a = lim inf an = lim sup an


n→∞ n→∞

and This proves the theorem. 


With the above theorem, here is how to define the limit of a sequence of points in
[−∞, ∞].
20 CHAPTER 2. SOME FUNDAMENTAL CONCEPTS

Definition 2.2.7 Let {an } be a sequence of points of [−∞, ∞] . Then limn→∞ an


exists exactly when
lim inf an = lim sup an
n→∞ n→∞

and in this case


lim an ≡ lim inf an = lim sup an .
n→∞ n→∞ n→∞

The significance of lim sup and lim inf, in addition to what was just discussed, is
contained in the following theorem which follows quickly from the definition.

Theorem 2.2.8 Suppose {an } is a sequence of points of [−∞, ∞] . Let

λ = lim sup an .
n→∞

Then if b > λ, it follows there exists N such that whenever n ≥ N,

an ≤ b.

If c < λ, then an > c for infinitely many values of n. Let

γ = lim inf an .
n→∞

Then if d < γ, it follows there exists N such that whenever n ≥ N,

an ≥ d.

If e > γ, it follows an < e for infinitely many values of n.

The proof of this theorem is left as an exercise for you. It follows directly from the
definition and it is the sort of thing you must do yourself. Here is one other simple
proposition.

Proposition 2.2.9 Let limn→∞ an = a > 0. Then


lim sup an bn = a lim sup bn .
n→∞ n→∞

Proof: This follows from the definition. Let λn = sup {ak bk : k ≥ n} . For all n
large enough, an > a − ε where ε is small enough that a − ε > 0. Therefore,

λn ≥ sup {bk : k ≥ n} (a − ε)

for all n large enough. Then

lim sup an bn = lim λn ≡ lim sup an bn


n→∞ n→∞ n→∞
≥ lim (sup {bk : k ≥ n} (a − ε))
n→∞
= (a − ε) lim sup bn
n→∞

Similar reasoning shows

lim sup an bn ≤ (a + ε) lim sup bn


n→∞ n→∞

Now since ε > 0 is arbitrary, the conclusion follows.


2.3. DOUBLE SERIES 21

2.3 Double Series

Sometimes it is required to consider double series which are of the form

 
∞ ∑
∑ ∞ ∞
∑ ∞

ajk ≡  ajk  .
k=m j=m k=m j=m

In other words, first sum on j yielding something which depends on k and then sum
these. The major consideration for these double series is the question of when

∞ ∑
∑ ∞ ∞ ∑
∑ ∞
ajk = ajk .
k=m j=m j=m k=m

In other words, when does it make no difference which subscript is summed over first?
In the case of finite sums there is no issue here. You can always write


M ∑
N ∑
N ∑
M
ajk = ajk
k=m j=m j=m k=m

because addition is commutative. However, there are limits involved with infinite sums
and the interchange in order of summation involves taking limits in a different order.
Therefore, it is not always true that it is permissible to interchange the two sums. A
general rule of thumb is this: If something involves changing the order in which two
limits are taken, you may not do it without agonizing over the question. In general,
limits foul up algebra and also introduce things which are counter intuitive. Here is an
example. This example is a little technical. It is placed here just to prove conclusively
there is a question which needs to be considered.

Example 2.3.1 Consider the following picture which depicts some of the ordered pairs
(m, n) where m, n are positive integers.
22 CHAPTER 2. SOME FUNDAMENTAL CONCEPTS

0 0 0 0 0 c 0 -c

0 0 0 0 c 0 -c 0

0 0 0 c 0 -c 0 0

0 0 c 0 -c 0 0 0

0 c 0 -c 0 0 0 0

b 0 -c 0 0 0 0 0

0 a 0 0 0 0 0 0

The numbers next to the point are the values of amn . You see ann = 0 for all n,
a21 = a, a12 = b, amn = c for (m, n) on the line y = 1 + x whenever m > 1, and
amn = −c for all (m, n) on the line y = x − 1 whenever m > 2.
∑∞ ∑∞ ∑∞
Then m=1 amn = a if n = 1, m=1 amn = b−c if n = 2 and if n > 2, m=1 amn =
0. Therefore,
∑∞ ∑ ∞
amn = a + b − c.
n=1 m=1
∑∞ ∑∞ ∑∞
Next observe that n=1 amn = b if m = 1, n=1 amn = a+c if m = 2, and n=1 amn =
0 if m > 2. Therefore,
∑∞ ∑ ∞
amn = b + a + c
m=1 n=1

and so the two sums are different. Moreover, you can see that by assigning different
values of a, b, and c, you can get an example for any two different numbers desired.
It turns out that if aij ≥ 0 for all i, j, then you can always interchange the order
of summation. This is shown next and is based on the following lemma. First, some
notation should be discussed.

Definition 2.3.2 Let f (a, b) ∈ [−∞, ∞] for a ∈ A and b ∈ B where A, B


are sets which means that f (a, b) is either a number, ∞, or −∞. The symbol, +∞
is interpreted as a point out at the end of the number line which is larger than every
real number. Of course there is no such number. That is why it is called ∞. The
symbol, −∞ is interpreted similarly. Then supa∈A f (a, b) means sup (Sb ) where Sb ≡
{f (a, b) : a ∈ A} .

Unlike limits, you can take the sup in different orders.


2.3. DOUBLE SERIES 23

Lemma 2.3.3 Let f (a, b) ∈ [−∞, ∞] for a ∈ A and b ∈ B where A, B are sets.
Then
sup sup f (a, b) = sup sup f (a, b) .
a∈A b∈B b∈B a∈A

Proof: Note that for all a, b, f (a, b) ≤ supb∈B supa∈A f (a, b) and therefore, for all
a, supb∈B f (a, b) ≤ supb∈B supa∈A f (a, b). Therefore,

sup sup f (a, b) ≤ sup sup f (a, b) .


a∈A b∈B b∈B a∈A

Repeat the same argument interchanging a and b, to get the conclusion of the lemma.

Theorem 2.3.4 Let aij ≥ 0. Then


∞ ∑
∑ ∞ ∞ ∑
∑ ∞
aij = aij .
i=1 j=1 j=1 i=1

Proof: First note there is no trouble in defining these sums because the aij are all
nonnegative. If a sum diverges, it only diverges to ∞ and so ∞ is the value of the sum.
Next note that
∑∞ ∑ ∞ ∑∞ ∑n
aij ≥ sup aij
n
j=r i=r j=r i=r

because for all j,



∑ ∑
n
aij ≥ aij .
i=r i=r

Therefore,
∞ ∑
∑ ∞ ∞ ∑
∑ n ∑
m ∑
n
aij ≥ sup aij = sup lim aij
n n m→∞
j=r i=r j=r i=r j=r i=r


n ∑
m ∑
n ∑
m
= sup lim aij = sup lim aij
n m→∞ n m→∞
i=r j=r i=r j=r
∑ ∞
n ∑ ∑ ∞
n ∑ ∞ ∑
∑ ∞
= sup aij = lim aij = aij
n n→∞
i=r j=r i=r j=r i=r j=r

Interchanging the i and j in the above argument proves the theorem.


24 CHAPTER 2. SOME FUNDAMENTAL CONCEPTS
Chapter 3

Basic Linear Algebra

All the topics for calculus of one variable generalize to calculus of any number of variables
in which the functions can have values in m dimensional space and there is more than
one variable.
The notation, Cn refers to the collection of ordered lists of n complex numbers. Since
every real number is also a complex number, this simply generalizes the usual notion
of Rn , the collection of all ordered lists of n real numbers. In order to avoid worrying
about whether it is real or complex numbers which are being referred to, the symbol F
will be used. If it is not clear, always pick C.

Definition 3.0.5 Define

Fn ≡ {(x1 , · · · , xn ) : xj ∈ F for j = 1, · · · , n} .

(x1 , · · · , xn ) = (y1 , · · · , yn ) if and only if for all j = 1, · · · , n, xj = yj . When

(x1 , · · · , xn ) ∈ Fn ,

it is conventional to denote (x1 , · · · , xn ) by the single bold face letter, x. The numbers,
xj are called the coordinates. The set

{(0, · · · , 0, t, 0, · · · , 0) : t ∈ F}

for t in the ith slot is called the ith coordinate axis. The point 0 ≡ (0, · · · , 0) is called
the origin.

Thus (1, 2, 4i) ∈ F3 and (2, 1, 4i) ∈ F3 but (1, 2, 4i) ̸= (2, 1, 4i) because, even though
the same numbers are involved, they don’t match up. In particular, the first entries are
not equal.
The geometric significance of Rn for n ≤ 3 has been encountered already in calculus
or in precalculus. Here is a short review. First consider the case when n = 1. Then
from the definition, R1 = R. Recall that R is identified with the points of a line. Look
at the number line again. Observe that this amounts to identifying a point on this line
with a real number. In other words a real number determines where you are on this line.
Now suppose n = 2 and consider two lines which intersect each other at right angles as
shown in the following picture.

25
26 CHAPTER 3. BASIC LINEAR ALGEBRA

6 · (2, 6)

(−8, 3) · 3
2

−8

Notice how you can identify a point shown in the plane with the ordered pair, (2, 6) .
You go to the right a distance of 2 and then up a distance of 6. Similarly, you can identify
another point in the plane with the ordered pair (−8, 3) . Go to the left a distance of 8
and then up a distance of 3. The reason you go to the left is that there is a − sign on the
eight. From this reasoning, every ordered pair determines a unique point in the plane.
Conversely, taking a point in the plane, you could draw two lines through the point,
one vertical and the other horizontal and determine unique points, x1 on the horizontal
line in the above picture and x2 on the vertical line in the above picture, such that
the point of interest is identified with the ordered pair, (x1 , x2 ) . In short, points in the
plane can be identified with ordered pairs similar to the way that points on the real
line are identified with real numbers. Now suppose n = 3. As just explained, the first
two coordinates determine a point in a plane. Letting the third component determine
how far up or down you go, depending on whether this number is positive or negative,
this determines a point in space. Thus, (1, 4, −5) would mean to determine the point
in the plane that goes with (1, 4) and then to go below this plane a distance of 5 to
obtain a unique point in space. You see that the ordered triples correspond to points in
space just as the ordered pairs correspond to points in a plane and single real numbers
correspond to points on a line.
You can’t stop here and say that you are only interested in n ≤ 3. What if you were
interested in the motion of two objects? You would need three coordinates to describe
where the first object is and you would need another three coordinates to describe
where the other object is located. Therefore, you would need to be considering R6 . If
the two objects moved around, you would need a time coordinate as well. As another
example, consider a hot object which is cooling and suppose you want the temperature
of this object. How many coordinates would be needed? You would need one for the
temperature, three for the position of the point in the object and one more for the
time. Thus you would need to be considering R5 . Many other examples can be given.
Sometimes n is very large. This is often the case in applications to business when they
are trying to maximize profit subject to constraints. It also occurs in numerical analysis
when people try to solve hard problems on a computer.
There are other ways to identify points in space with three numbers but the one
presented is the most basic. In this case, the coordinates are known as Cartesian
coordinates after Descartes1 who invented this idea in the first half of the seventeenth
century. I will often not bother to draw a distinction between the point in n dimensional
space and its Cartesian coordinates.
The geometric significance of Cn for n > 1 is not available because each copy of C
corresponds to the plane or R2 .

1 René Descartes 1596-1650 is often credited with inventing analytic geometry although it seems

the ideas were actually known much earlier. He was interested in many different subjects, physiology,
chemistry, and physics being some of them. He also wrote a large book in which he tried to explain
the book of Genesis scientifically. Descartes ended up dying in Sweden.
3.1. ALGEBRA IN FN , VECTOR SPACES 27

3.1 Algebra in Fn , Vector Spaces


There are two algebraic operations done with elements of Fn . One is addition and the
other is multiplication by numbers, called scalars. In the case of Cn the scalars are
complex numbers while in the case of Rn the only allowed scalars are real numbers.
Thus, the scalars always come from F in either case.

Definition 3.1.1 If x ∈ Fn and a ∈ F, also called a scalar, then ax ∈ Fn is


defined by
ax = a (x1 , · · · , xn ) ≡ (ax1 , · · · , axn ) . (3.1)
This is known as scalar multiplication. If x, y ∈ F then x + y ∈ F and is defined by
n n

x + y = (x1 , · · · , xn ) + (y1 , · · · , yn )
≡ (x1 + y1 , · · · , xn + yn ) (3.2)

the points in Fn are also referred to as vectors.

With this definition, the algebraic properties satisfy the conclusions of the following
theorem. These conclusions are called the vector space axioms. Any time you have a
set and a field of scalars satisfying the axioms of the following theorem, it is called a
vector space.

Theorem 3.1.2 For v, w ∈ Fn and α, β scalars, (real numbers), the following


hold.
v + w = w + v, (3.3)
the commutative law of addition,

(v + w) + z = v+ (w + z) , (3.4)

the associative law for addition,


v + 0 = v, (3.5)
the existence of an additive identity,

v+ (−v) = 0, (3.6)

the existence of an additive inverse, Also

α (v + w) = αv+αw, (3.7)

(α + β) v =αv+βv, (3.8)
α (βv) = αβ (v) , (3.9)
1v = v. (3.10)
In the above 0 = (0, · · · , 0).

You should verify these properties all hold. For example, consider 3.7

α (v + w) = α (v1 + w1 , · · · , vn + wn )
= (α (v1 + w1 ) , · · · , α (vn + wn ))
= (αv1 + αw1 , · · · , αvn + αwn )
= (αv1 , · · · , αvn ) + (αw1 , · · · , αwn )
= αv + αw.

As usual subtraction is defined as x − y ≡ x+ (−y) .


28 CHAPTER 3. BASIC LINEAR ALGEBRA

3.2 Subspaces Spans And Bases


The concept of linear combination is fundamental in all of linear algebra.

Definition 3.2.1 Let {x1 , · · · , xp } be vectors in a vector space, Y having the


field of scalars F. A linear combination is any expression of the form

p
ci xi
i=1

where the ci are scalars. The set of all linear combinations of these vectors is called
span (x1 , · · · , xn ) . If V ⊆ Y, then V is called a subspace if whenever α, β are scalars
and u and v are vectors of V, it follows αu + βv ∈ V . That is, it is “closed under
the algebraic operations of vector addition and scalar multiplication” and is therefore, a
vector space. A linear combination of vectors is said to be trivial if all the scalars in
the linear combination equal zero. A set of vectors is said to be linearly independent if
the only linear combination of these vectors which equals the zero vector is the trivial
linear combination. Thus {x1 , · · · , xn } is called linearly independent if whenever

p
ck xk = 0
k=1

it follows that all the scalars, ck equal zero. A set of vectors, {x1 , · · · , xp } , is called
linearly dependent if it is not linearly independent. Thus the set of vectors ∑p is linearly
dependent if there exist scalars, ci , i = 1, · · · , n, not all zero such that k=1 ck xk = 0.

Lemma 3.2.2 A set of vectors {x1 , · · · , xp } is linearly independent if and only if


none of the vectors can be obtained as a linear combination of the others.

Proof: Suppose first that {x1 , · · · , xp } is linearly independent. If



xk = cj xj ,
j̸=k

then ∑
0 = 1xk + (−cj ) xj ,
j̸=k

a nontrivial linear combination, contrary to assumption. This shows that if the set is
linearly independent, then none of the vectors is a linear combination of the others.
Now suppose no vector is a linear combination of the others. Is {x1 , · · · , xp } linearly
independent? If it is not, there exist scalars, ci , not all zero such that

p
ci xi = 0.
i=1

Say ck ̸= 0. Then you can solve for xk as



xk = (−cj ) /ck xj
j̸=k

contrary to assumption. This proves the lemma. 


The following is called the exchange theorem.

Theorem 3.2.3 Let {x1 , · · · , xr } be a linearly independent set of vectors such


that each xi is in the span {y1 , · · · , ys } . Then r ≤ s.
3.2. SUBSPACES SPANS AND BASES 29

Proof: Define span {y1 , · · · , ys } ≡ V, it follows there exist scalars, c1 , · · · , cs such


that
∑s
x1 = ci yi . (3.11)
i=1

Not all of these scalars can equal zero because if this were the case, it would follow
that x1∑= 0 and so {x1 , · · · , xr } would not be linearly independent. Indeed, if x1 = 0,
r
1x1 + i=2 0xi = x1 = 0 and so there would exist a nontrivial linear combination of
the vectors {x1 , · · · , xr } which equals zero.
Say ck ̸= 0. Then solve (3.11) for yk and obtain
 
s-1 vectors here
z }| {
yk ∈ span x1 , y1 , · · · , yk−1 , yk+1 , · · · , ys  .

Define {z1 , · · · , zs−1 } by

{z1 , · · · , zs−1 } ≡ {y1 , · · · , yk−1 , yk+1 , · · · , ys }

Therefore, span {x1 , z1 , · · · , zs−1 } = V because if v ∈ V, there exist constants c1 , · · · , cs


such that

s−1
v= ci zi + cs yk .
i=1

Now replace the yk in the above with a linear combination of the vectors, {x1 , z1 , · · · , zs−1 }
to obtain v ∈ span {x1 , z1 , · · · , zs−1 } . The vector yk , in the list {y1 , · · · , ys } , has now
been replaced with the vector x1 and the resulting modified list of vectors has the same
span as the original list of vectors, {y1 , · · · , ys } .
Now suppose that r > s and that span {x1 , · · · , xl , z1 , · · · , zp } = V where the
vectors, z1 , · · · , zp are each taken from the set, {y1 , · · · , ys } and l + p = s. This
has now been done for l = 1 above. Then since r > s, it follows that l ≤ s < r
and so l + 1 ≤ r. Therefore, xl+1 is a vector not in the list, {x1 , · · · , xl } and since
span {x1 , · · · , xl , z1 , · · · , zp } = V there exist scalars, ci and dj such that


l ∑
p
xl+1 = ci xi + dj zj . (3.12)
i=1 j=1

Now not all the dj can equal zero because if this were so, it would follow that {x1 , · · · , xr }
would be a linearly dependent set because one of the vectors would equal a linear com-
bination of the others. Therefore, (3.12) can be solved for one of the zi , say zk , in terms
of xl+1 and the other zi and just as in the above argument, replace that zi with xl+1
to obtain  
p-1 vectors here
z }| {
span x1 , · · · xl , xl+1 , z1 , · · · zk−1 , zk+1 , · · · , zp  = V.

Continue this way, eventually obtaining

span (x1 , · · · , xs ) = V.

But then xr ∈ span {x1 , · · · , xs } contrary to the assumption that {x1 , · · · , xr } is linearly
independent. Therefore, r ≤ s as claimed.
Here is another proof in case you didn’t like the above proof.
Another Random Scribd Document
with Unrelated Content
“Eh!” said the worthy man; “no—eh—no—oh, dinna, dinna ask me;
no, I canna!”
After waiting another quarter of an hour, during which the elder was
in a state of great nervous excitement, the father again came to him,
but the elder beckoned him to come out of the room. When both
were outside, the father said:
“Eh, Mr. Sommerville, the wife, puir bodie, canna bear to let her wee
Tammie be ‘liftit’ without a bit word o’ prayer; an’ she hasna gotten to
the kirk since Tammie turned badly, an’ she’ll be the better, an we’ll a’
be the better, o’ a bit prayer. It’s awfu’ heathen-like to tak’ awa’ the
bit bairn for gude an’ a’ out o’ it’s mother’s house without a word o’
comfort; dinna refuse us—we’re a’ kent [known] folk here.”
Mr. Sommerville, who was twitching his fingers until the father had
finished, said: “Oh! for ony favour dinna ask me,—I positeevely
cannot do’t in company;” then taking the father’s hand he pulled him
near him, and said with great earnestness: “I wad rather gi’e the
coffin for naething. Oh! ask the new schoolmaster.”
This was a young teacher who had lately come to Blinkbonny, and
although he was taken aback, he engaged shortly in prayer. All
present were much pleased, said that he was an uncommonly nice
lad, very obliging, and that anybody could see by his prayer that “the
root o’ the matter was in him.”
It may seem strange to add that Mr. Sommerville was
a first-rate elder; he was charitable, considerate, MODEST
upright, and helpful to many. His advices were short, WORTH.
but very “pat:” to the rash, it was, “Leisure a wee;” to
the foolish, “Mend your ways;” to the intemperate, “Do thyself no
harm;” to his apprentices or workmen when they committed
mistakes, his reproofs were not rebukes, far less reproaches, but,
“It’s a pity,” “Ye’ve gane wrang,” “That’s no’ wiselike;” the most
severe was, “That’s very stupid-like.”
Mr. Tait, the young schoolmaster above referred to, had succeeded
the good old man who had been parish teacher for nearly half a
century. He was selected from a list of applicants owing to the
excellent testimonials he presented, and had been asked to meet
with the examination committee in Mr. Walker’s house before the
appointment was finally made. He had acted for some time as
assistant in a parish school adjoining Middlemoor, and was well
known to Mr. Walker. Report said he was “after” a niece of Mr.
Walker’s.
Mr. Tait on the day of meeting was shown into the parlour beside
Mrs. Walker, the committee being in the study. He told Mrs. Walker
how nervous he was, and he looked it. She told him not to be afraid
—she would help him through. There was a roast of beef at the
kitchen fire, which she made the servant carry through the lobby, and
slowly past the door of the study; when the fragrant steam got
diffused, she opened the study door, and said, “Mr. Tait’s here.”
The other business that had occupied the committee
was very quickly despatched. Mr. Tait was called in, THE CIVIL
and Mr. Walker was telling the committee what he SERVICE
knew of Mr. Tait’s abilities and scholarship, when Mrs. EXAMINATI
Walker, after the servant had again carried the hissing ON.
roast through the lobby, half opened the study door, and gave a nod
to Mr. Walker. This, along with the appeal to the lower nature through
the sense of smell, proved irresistible. The gentleman who had been
deputed to examine the applicant did so with such haste, and put
such childish questions, that everybody saw it was a joke, for he
rattled off questions and answers as quickly as he could. Mr. Tait
never needed to utter a word.
Arithmetic,—said he. Ques. How many are six and four?—Ans. Ten,
to be sure; that will do for that.
History.—Ques. Who gave the king the most practical lessons?—
Ans. George Buchanan; right again.
Geography.—Ques. What is the largest town in the world? Ans. Why,
Biggar of course—London’s a big town, but Biggar’s Biggar.
Mathematics.—Ques. What is a simple equation? Ans. Six and half-
a-dozen.
Latin.—Ques. What is the Latin for Fish? Ans. Aqua vitæ, or
“Glenlivat.” Ques. Translate Ex nihilo nihil fit? Ans. It’s time we had
something.
General Knowledge.—Ques. What’s the best change for a wearied
teacher? Ans. Hill air, for it always makes him hilarious.
Literature.—Ques. What did John Gilpin’s wife say to him, and what
did he reply?
Ans. “The dinner waits, and we are tired;”
Says Gilpin, “So am I.”
The examination was declared satisfactory. Mr. Tait was appointed
schoolmaster of Blinkbonny. The merry company sought the dining-
room, did ample justice to Mrs. Walker’s hospitality, and drank Mr.
Tait’s good health and great success to him after that toast had been
proposed by Mr. Walker, who, in doing so, spoke a good deal of Mr.
Tait’s uncle, David Tait of Blackbrae in this parish, who will reappear
more prominently amongst the future “Bits.”
My brother-in-law, the Rev. John Macnab, had come out with the
Free Church, and was assisting Mr. Barrie at a communion season.
The sermon he preached in the evening was a most carefully
prepared one; his subject was “Heaven;” and as I do not wish to give
an opinion of my relative’s abilities, I may say that three of the elders
said it was “most beautiful,—it was like a series of dissolving views.”
It was a long sermon, and the descriptive part of it took up so much
time that there was no “application” part in it.
Old George Brown was, as he had often been on similar occasions,
my guest for the “preachin’s,” as the services at communion seasons
were called; and in these days they were abundant in number, being
two sermons on Thursday, one on Saturday, and at least one on
Monday, besides from about eleven to four and an evening service
on Sabbath.
When we got home, George astonished Mr. Macnab by the amount
of the day’s services he could repeat; and when he had given his
résumé of the evening sermon, he finished up with:
“It was really a grand sermon as far as it went. I never enjoyed a
description of heaven better. Ye told us a’thing aboot heaven except
hoo to get there; and, Maister Macnab, you’ll excuse me, my young
friend, for sayin’ that that shouldna hae been left out, for ye’ll admit
yersel’ if that’s awantin’ a’s awantin’. Ye’ll mind o’ the king’s son’s
feast? The servants didna only tell that a’thing was ready, but they
compelled them to come in.”
Mr. Macnab said to me that night as we sat together
after every other body had retired: “I’ve been criticized “THERE.”
by learned professors and doctors of divinity, by
ministers of experience and ability, by fellow-students and relatives,
but that good old man has given me more insight into what
preaching should be than all the others put together; and I hope that
as long as I live I will never, never, when delivering God’s message
to my fellow-men, forget to tell them ‘how to get there.’”
George “got there” before another communion season came round,
and with him were buried many sayings that were “like apples of gold
in pictures of silver.” Those I have tried to reproduce will remind
many men who are now far on in the journey of life of the frequent
use of Scripture language and metaphor by the men of two or three
generations ago. A tall man was a “Saul among the people;” news
were carried “from Dan to Beersheba;” a disagreeable man was “a
Mordecai at the gate;” and language which was in any way
approaching profanity,—and the standard was a rigorous one,—was
styled “part in the speech of Ashdod, and part in the Jews’
language.” Single names were also used, and to many they were
most expressive, such as an “Achan,” a “Jezebel,” a “Nathaniel,” a
“Goshen,” an “Ishmael.”
I have heard a keen politician, during the course of the election of a
member of Parliament (in the days of open voting, before the “ballot”
was introduced, when the hourly returns of the voting at the various
polling stations were made, and transmitted by swift riders from one
to another), as the numbers were summed up, ask, in order to know
the state of the poll, “Is the young man Absalom safe?” I have also
heard a very worthy elder say in the presence of a very worthy
minister, “Mary, bring out Jeroboam.” Mary produced the whisky
bottle. My teetotal friends will doubtless think this a most appropriate
name.

Mrs. Barrie had been so pleased with Dan’s attention to Nellie’s


grave, that she laid aside the first suit of clothes Mr. Barrie cast off (I
may as well tell that Bell and she between them had “turned” them),
and she was debating with herself whether to go to his house with
them, or send for him, when she met him at the manse gate. With
considerable difficulty she prevailed on him to come up to the house,
but could not induce him to come on to the front approach, much
less in by the front door.
“I’ll stand here, if you please, mem,” said Dan.
“But I wish to speak with you in the house, Mr. Corbett,
if you please,” said Mrs. Barrie. Dan grinned from ear THE
to ear at “Mr.” Corbett; he did not remember of ever WEIGHT
having been called that before, and he kept repeating, OF
HONOURS.
“Maister,—Maister, if you please—Eh, Dan, ye’ll dae
now,” laughing heartily either to or at himself. Dan seldom laughed—
it was almost a new sensation to him; but the “Maister, if you please,”
tickled him immensely, and by the time Bell had got the kitchen door
open, for she saw him halt before the window, and slap his leg, and
laugh until even the blind eye opened and yielded copious tears (so
she said), he was in a social, happy glow.
“What’s ta’en ye the day, Dan? what grand news hae ye gotten?
have ye seen the Cornel?”
Dan could not reply, but brushed past Bell, and said when he settled
a little:
“It’s naething at a’, Bell—it’s fair silliness o’ me; but Mrs. Barrie met
me at the road end and said,” here he fell a-laughing again,
—“‘Maister Corbett, if you please.’ I’m no’ used wi’ such genty
manners, an’ like mony anither fule I was laughin’ at mysel’.”
Mrs. Barrie came into the kitchen, and he laughed when she again
called him “Mr. Corbett,” and said: “Ca’ me Dan, if you please, mem;
naebody ever ca’d me Maister a’ my days afore, and it sounds very
droll—Maisterin’ me.”
“Well, Daniel, then!” said Mrs. Barrie.
“Dan, if you please, mem—just plain Dan.”
“Well, Dan!”
“Ay, that’s liker the thing,” said he.
And Mrs. Barrie spoke very nicely to him; her silver tones touched
his ear like music, and her words reached his heart as she thanked
him for what he had so beautifully done at wee Nellie’s grave; and
she prevailed on him to come into the dining-room to see a miniature
of her Nellie that a friend had painted from memory, and presented
to her. There were other pictures on the walls, mostly engravings,
which Mrs. Barrie explained so neatly, and with so much animation
and clearness, that Dan forgot himself in listening to her, and when
she had gone round the room he asked:
“What did ye say about this ane, if you please, mem? I think ye
called it the Angel’s Whisper?”
When she re-described it, he asked about another and
another. All the engravings were on suggestive “MINISTER
subjects, and Mrs. Barrie made them doubly ING
interesting by her explanations; and almost ANGELS.”
unconsciously to herself, she kept dropping into his
weary heart simple loving words of truth and peace as poor Dan
turned from one picture to another, and Mrs. Barrie followed up her
description with increasing interest to herself as well as to Dan. She
also gave him the clothes, and very sweetly counselled him to go to
the church, any church he liked, and he would hear some fine
pictures.
“There’s nane in the Blinkbonny kirks that I ever heard o’, unless it
be yon marble image on young Captain McLellan’s headstane at the
side o’ the auld kirk pulpit; an’ I aye said to Guy’s gude-faither, auld
Ritchie, that it was daftlike to hae guns and bayonets an’ swords
stuck up like stooky [stucco] images in a kirk. But I dinna ken what to
do wi’ thae fine claes [clothes]; they’re no’ the least like me.”
Dan, however, accepted them at length with a very proper bow, if
lowness is any criterion, took another look of Nellie’s miniature, and
made several bows to Mrs. Barrie as he left the dining-room.
His description of the pictures gave Bell great delight, and she
dropped in a useful word or hint now and again as he went on. Dan
ended with:
“Bell, yon picture o’ wee Nellie let’s me ken her noo, an’ I will keep
her grave snod; an’ there’s yon ane about the angel’s whisper, an’
anither ane I maun ask ye to let me see again some day. D’ye ken if
Mrs. Barrie wad haud [hold] the kirk in the dinin’-room, an’ gang o’er
yon pictures, she wad beat a’ the ministers ever I heard” (“No very
mony, after a’,” thought Dan to himself, “mair’s the pity”). “What for
do they no’ hae pictures in the kirk, an’ tell ye’ about them, like Mrs.
Barrie? I think they wad soon fill their kirks if they did that.”
Dan tried on the clothes as soon as he got home, and he scarcely
knew himself. His first remark was, “Guy, mind yersel’, or I’ll rin ye
hard for the beadleship!” His next, looking at his hands, “They’s no
like thae claes.” He then took down his fishing-rod, took his towel
with him (it was a ragged old potato bag), bought a bit of soap as he
passed through the village, sought out a quiet pool, and made
himself as clean as soap, water, and a rough towel could make him.
After this was over, “Ah, but I’m the better o’ that; I’ll do’t oftener,”
said he, and put up his fishing-rod. The best of the fish he caught
were put under Knowe Park “bass” as formerly, long after night had
fairly settled down. Dan started next day to clean his house. Some
corners needed it very badly. He did the cleaning very well
considering.
He had a strange dream the night after he had seen the pictures,
and after thinking over it and wondering about it for nearly a week,
he was driven to tell it to Bell for peace’ sake, as follows:
“I thocht I was in heaven, an’ about the first body I met
was wee Nellie. I didna ken her at first, but she kent THE
me, an’ she was that glad to see me; an’ somehow I GATES
wasna the least feared. An’ she asked me if I would AJAR.
come an’ see her mansion, an’ she took me into a
beautiful room, an’—but I couldna lay’d off till ye, so I’ll no try’t—an’ I
asked her wha gied her’t, an’ I never saw onything as bonnie as her
face, or heard onything as sweet as her voice, as she said, ‘Jesus! O
Dan, come away an’ see Him!’ ‘No,’ said I, ‘Nellie; He’s no’ for the
like o’ me.’ If ye had seen her face when she said, ‘But He is, Dan,
He is; He likes you better than a’ the gold in a’ the world.’ Then she
said, ‘I’ll let ye see mamma’s mansion.’ It was as bonnie as Nellie’s,
but it was a’ hung round wi’ pictures, an’ Mrs. Barrie was in them a’,
an’ aye some ither wi’ her—whiles ane, Nellie, or maybe Mr. Barrie,
an’ whiles folk I ken, besides folk I dinna ken; but she was aye in the
middle o’ the picture. An’ there was ane wi’ mysel’ an’ her in’t, an’ it
was something like the ‘Angel’s Whisper,’—but the angels were
awfu’ like her tae.
“An’ Nellie showed me your mansion, Bell, an’ it was braw, an’ fu’ o’
bonnie pictures just like Mrs. Barrie’s; an’ I was in some o’ them tae.
An’ I noticed that ye had on your everyday working claes—your very
commonest, and hardly ever on your Sabbath claes at a’.
“Weel, Nellie said to me, ‘Come an’ see your mansion, Dan.’ I was
kind o’ terrified, but she could mak’ me do anything she likit. Weel,
we went to what she ca’d my mansion, an’ the pictures round it were
fearsome to look at, an’ I was in the middle o’ every ane; an’ there
was ane where there were angels very like Mrs. Barrie, an’ Mr.
Barrie, an’ you, speaking to me, an’ lookin’ at me, an’ pointin’ up,—
an’ I lookit up.
“I was sae much ta’en up wi’ the pictures, I didna notice that Nellie
had gaen out; but when I saw Mrs. Barrie an’ you pointin’ up in the
picture, I lookit up, an’ in a moment Nellie comes in an’ says, ‘Here’s
Jesus;’ an’ all at once the pictures vanished, an’ the walls were as
clean an’ white as the driven snaw, an’ there was only one picture
left, an’ that was Jesus. An’ somehow He didna fear me till He cam’
out o’ the picture an’ showed me His hands, an’ there were marks in
the very middle o’ them, like as if nails had once been driven through
them; an’ he was gaun to lay His hands on me when I wakened;—
and it’s been in my head ever since, but I didna like to tell aboot it.
D’ye think it means that I shouldna wear yon fine claes? or what d’ye
think?”
Need I say that Bell was greatly struck with the dream, and did what
she could to press home the lesson it so clearly taught? But Dan
said, “Oh, but, Bell, mind He didna lay hands on me; but that was
maybe my blame, for I started back. But I’m glad I’ve tell’t you, an’ ye
can tell Mrs. Barrie if you like.”
Bell did so. And although Dan was not much changed
outwardly, he liked to speak to Bell about good things, NEVER
and gave over sundry bad habits, and went to Mr. TOO LATE
Walker’s kirk; although, poor man, he knew so little TO MEND.
about the service, that when Mr. Walker said at the
end of his sermon, “I will conclude by,” Dan set off, supposing that all
would follow very soon, and he was astonished to find that the folk
took so long to come home from the church that day. Generally his
wonder had been, “Are they oot a’ready?” as Sunday forenoon had
been a great day for Watty and his cronies meeting in Dan’s house
and garden for a crack on bull-dogs, game-cocks, and sporting
matters. But they paid this respect to religion, that they did not start
for Dan’s until the church was “in,” and left so as to be home before
the church was out.
Dan gave up keeping game fowls, but stuck to his other favourites,
and became a quieter man; but I will not enter further into his state of
mind than say that, I believe he attended the parish church, and I
was told that some time after the dream, but I cannot say as to the
precise date, he tried to put himself in the way of Mr. Scott of
Babbie’s Mill.
Mr. Scott stared to see Dan, and spoke rudely to him. Dan waited till
he was done, and then said, “Mr. Scott, there’s a slap in your hedge,
an’ the sheep’s among the corn. I’ve driven them out, and stappit
[pushed] in a bush, but if ye’ve ony stabs or palings I’ll mend it for ye
in a crack.”
“I want nane o’ yer mendings.”
“Aweel,” said Dan, “I see ye’re angry; and I can only say, Mr. Scott, if
ye’ll no’ be friends, dinna blame me. I own I spoke sair till ye, but
was you no’ first in the fault? I’m no’ seeking onything frae ye, but as
I’m an auld man I want to die in peace wi’ my neibours, so I ax yer
pardon, and gude day.”
“Die in peace!—ye’ll die in a jail, or no’ unlikely on a gallows!” said
the miller.
“Maybe,” said Dan, “but Mr. Walker was tellin’ us on Sabbath about a
deein’ thief, an’ he was made a’ richt as he was deein’; an’ maybe
Him that helpit him will help me.”
“Dan,” said the miller in astonishment, “are you gaun to the kirk
noo?”
“Ay,” said Dan,—“whiles.”
“Weel, Dan, ye seem to make a better use o’ the kirk than I dae; and
as ye was saying, we’ll let byganes be byganes. And thank ye about
the sheep.”
“Aweel,” replied Dan, “Mr. Walker whiles speaks
THE PIPE about lost sheep, and I thocht as I saw yours amang
OF PEACE. the corn, that the sooner our slaps [gaps] are filled
up the better for ourselves and for the sheep, for
some o’ them seemed swalled [swollen].”
The miller and Dan started with the requisites, mended the slap,
looked at the sheep, smoked a quiet pipe, and parted.
“That cowes [beats] a’,” said the miller.
“The canny way’s the best way, after a’,” said Dan.

Colonel Gordon was spending part of the summer with Mr. Kirkwood,
and they called at Knowe Park. The Colonel’s relationship to Mrs.
Barrie was clearly established; and a piano, and some other marks
of kindness on the Colonel’s part, were sent from Edinburgh shortly
thereafter. But unfortunately Bell was not in when the gentlemen
called, greatly to Mr. Kirkwood’s regret, and their visit had been a
short one.
Colonel Gordon was in indifferent health, and Mr. Kirkwood would
not allow him to exert or excite himself in any way, so that Bell’s
“castle in the air” was as hazy as ever; and as neither Mr. nor Mrs.
Barrie had thought much on the matter, the presents were taken as
tokens of goodwill, and politely acknowledged as such, but they
formed no ground in their minds of any, far less of such great
expectations as they did in Bell’s.
The social element in religion was greatly promoted by the soirees
and meetings of that nature held in connection with the Free Church.
Mr. Barrie used to tell of Mr. Taylor’s usual welcome when he
dropped in of an evening: “Come away, Mr. Barrie, ye’ll spend an
hour wi’ us. There’s a great deal o’ religion in sociality, an’ there’s far
ower little sociality in our religion—for that’s what I think is the
‘communion of saints,’ it’s just sociality—gude neibourship, as far as
our firesides are concerned.”
At one of our soirees—I think it was in 1850—Sir John McLelland
suddenly appeared in the Free Church lobby. Dr. Guthrie was one of
the speakers, and the church was crammed. Some young men acted
as ticket-collectors and stewards at the door, and they had been so
anxious to lose nothing of the speeches, that they did not even look
round in reply to Sir John’s question, “Could you find room for me?”
“Have you a ticket?” was the reply.
“A ticket! What sort of ticket? I’ve no ticket,” said Sir John.
“Weel, there are no bags left, and there’s no room in the church, so
you cannot get in.”
This was said without the speaker’s even turning
LOOK round to see to whom he was speaking. Luckily one
BEFORE of the deacons observed Sir John, who said to him,
YOU LEAP. “Can I not get in? This young man here spoke to me
about some bag and ticket, and said I could not get in.”
“Stupid fellow!—beg pardon!—please come this way,” was the reply.
When the poor steward looked round he was so utterly ashamed of
himself that he stood speechless. He “catch’t it” from the other
stewards, and his evening’s enjoyment was spoiled.
Sir John was shown into the vestry, and when the speaker for the
time had concluded, he came to the platform.
The surprise at his appearance added to the warmness of his
reception. It seemed as if the audience could not cease their
expressions of delight. When silence was restored, Mr. Barrie
announced Dr. Guthrie as the next speaker.
Sir John instantly rose and asked to be allowed to say a few words.
He first told the story of the children and Dr. Guthrie at the post-
office, which made Kennedy the tailor spring first on to the seat, then
stand astride on two seats, and wave his Turkey-red and white
spotted cotton handkerchief so excitedly, and cheer so loudly, that he
had to be taken down almost by force.
After Kennedy was quiet, Sir John said, “I spoke to Mr. Barrie and
several of this audience at the time of the Disruption in a way that I
now regret. My language was unguarded and unwise. I do not state
my present opinions; but I then made publicly some very strong
statements which I now wish as publicly to withdraw. Mr. Barrie, and
hundreds of ministers besides him, acted like truly Christian heroes,
and carried out their conscientious convictions in most difficult and
trying circumstances. I honour them for it. But,” turning to the
audience, “I honour you, and those who form the membership of the
Free Church of Scotland, for the noble, and liberal, and high-toned
manner in which you have recognised this heroism, and carried
forward so triumphantly the cause for which they contended. The
Free Church is in my opinion, in Scotland, the event of the century,
and I can hardly conceive that a more noble testimony to principle
could have been possible in any other country in the world.”
Then turning to Dr. Guthrie, he asked to be excused for almost
interrupting him; and to the audience for trespassing on their
patience when such a speaker as Dr. Guthrie was to follow him.
Dr. Guthrie shook hands long and warmly with Sir John, and they
had plenty of time; and when Dr. Guthrie did speak, it was with a
“forty parson” power. He excelled himself, enchained his audience,
and that soiree is a “red-letter” day in Blinkbonny Free Church
annals.
Bell said it was “awfu’ splendid,”—“just magnificent,”—“it beat
everything,”—“she just couldna say what it wasna,—it was ‘maist
awfu’, awfu’ splendid!”

THE ANGEL’S WHISPER.


By Samuel Lover.
A superstition of great beauty prevails in Ireland, that when a child smiles in its
sleep it is “talking with angels.”

A baby was sleeping, its mother was weeping,


For her husband was far on the wild raging sea,
And the tempest was swelling round the fisherman’s dwelling,
And she cried, “Dermot, darling, oh, come back to me!”

Her beads while she number’d, the baby still slumber’d,


And smiled in her face as she bended her knee;
“Oh! blest be that warning, my child, thy sleep adorning,
For I know that the angels are whispering with thee.

“And while they are keeping bright watch o’er thy sleeping,
Oh! pray to them softly, my baby, with me,
And say thou wouldst rather they’d watch o’er thy father;
For I know that the angels are whispering with thee.”

The dawn of the morning saw Dermot returning,


And the wife wept with joy her babe’s father to see;
And closely caressing her child, with a blessing,
Said, “I knew that the angels were whispering with thee.”
CHAPTER XI.
CHANGES AT KNOWE PARK.

“But mony are the ups an’ the douns o’ life,


When the dice-box o’ fate turns tapsalteerie.”

Old Song, “Kate Dalrymple.”

T HE Blinkbonny Free Church congregation was now


a strong one,—so strong that a Dorcas Society IS
was added to its other schemes, and proved of GOLDEN.
SILENCE

great service to the members as well as to the poor.


The choice of Mrs. Clark as convener was a happy one. She
became the mainspring of the concern; and faithfully did she inquire
into all needful cases, and considerately did she administer the
funds,—in some instances so quietly, that several compared the help
they received to “Peter’s sheet that was let down from heaven;” and
in not a few cases the assistance was all the more welcome
because, although it was greatly needed, it would only have been
asked as a last resort.
The collectors had some difficulty in getting the Dorcas Society
started. One of them—a Miss Roxburgh—asked a subscription for
this purpose from Mr. Skinner, a well-to-do and successful man.
“A what kind of society do you call it,—a Dorcas Society? What in all
the world’s that?” said he.
“It’s to provide clothing and coals for the poor.”
“Then why do you not call it something else than that foreign name
Dorcas? Is it Latin, or French, or what is it?”
“Oh,” said Miss Roxburgh, “it’s called after Dorcas, the woman that
made garments for the poor. You’ll remember of her,—Tabitha or
Dorcas?”
“Not I. I never even heard of her name before,—Tabby or Dorcas, or
whatever you call her. Where did you fall in with her? I am certain it
was not in the Bible,” said Mr. Skinner firmly.
“Hoots, ye’re forgetting,” said Miss Roxburgh. “It’s in the Acts of the
Apostles. We read that she died, and they sent for Peter; and when
the poor widows showed him the clothes she had made for them, he
prayed, and she was brought to life again.”
“I read the Bible as well as you,” replied Mr. Skinner, “and I never
either heard or read of any such woman. It’s not in the Acts, I’m
certain. However, as the object is a good one, there’s a pound to
you; but for any favour give your society a decent name, for nobody
will understand what Dorcas means. Dorcas! there is not such a
person in all the Bible.”
After the first year the society ceased to be a Free Church scheme
and became a village one; but Mrs. Clark was continued at the head
of it. She made it a matter of conscience,—stuck to the principle of
helping nobody that had others—especially a “man”—that could
work for them. The distribution of coals was to her a matter of first
concern in the early winter; and, like Job, she could say, “The cause
which I knew not I searched out,” until the receivers came to speak
of them as “Mrs. Clark’s coals.” I commend this “bit” to what an old
elder used to call “my female brethren,” and am convinced if they go
and do likewise they will in no wise lose their reward.

“’Twas to share wi’ the needfu’ our blessin’s were gi’en,


And the friend o’ the puir never wanted a frien’.”

Mr. Barrie had some trouble over what was known as the
“Morisonian” controversy. I will not enter on the question itself. It
turned on the decrees of election, predestination, and what are
known as the Calvinistic doctrines.
George Hunter, a weaver, who had imbibed the
“FOOLS Morisonian ideas, had a considerable power of
RUSH IN.” putting the knotty points in a light which made the
Calvinistic theory appear very monstrous, and he
thought he could easily corner Mr. Barrie. George at length got what
he had anxiously longed for, viz. a chance to fire off the cleverly
worded sentences he had elaborated on the subject. Mr. Barrie, in
reply, quietly stated the doctrine as given in the Confession of Faith,
and quoted the Apostle Paul as his authority.
“But that’s where me an’ Paul differs,” said George.
“What!” said Mr. Barrie, “that’s where Paul and you differ? Do you not
consider the Apostle Paul as an absolute and indisputable
authority?”
“Weel,” said George, “hardly; for I believe that Paul was wrang when
he said that.”
“Paul wrong!” said Mr. Barrie. “Your faith in yourself is certainly great,
but you will excuse me for preferring Paul’s authority not only before
yours, but to the exclusion of all others,” and thus closed the
interview.
In the early summer of 1851, Colonel Gordon again came to reside
with Mr. Kirkwood, near Blinkbonny; and although still an invalid, he
was stronger and more cheerful. He had brought with him an
invalid’s chair, on which he could be wheeled about, and Dan was
employed to push it. When Colonel Gordon first saw Dan he took a
long, inquiring look at him, as if the face was not altogether an
unknown one; but he said nothing, as he thought it likely that he
must have seen him when in Blinkbonny last year. Knowe Park
became the Colonel’s favourite destination in his airings. This may
have been at first brought about by a little management on Dan’s
part; but the old soldier soon grew so fond of the children, that every
day when the weather admitted of his getting out, he landed there.
Bell liked the Colonel for his own sake. He was a fine type of the old
Indian military man,—courteous, interesting, and still handsome
despite his advanced years. Generally she had some tasty soup or
other slight refreshment ready for him, which he thoroughly enjoyed;
and he told Mrs. Barrie that her cook did more to make him well than
the doctor.
Mr. Kirkwood often referred to Bell’s potato-soup in terms which the
Colonel thought absurdly high. On one of his visits, little Gordie
asked him if he would like to see the new chickens. The boy’s
beaming face interested him, and he said,
“Certainly; will you take me to see them?”
Gordie, trained as he had been by Bell not to disturb her feathered
friends, said timidly, “I think Bell would let you see them, but she’ll
not let me touch them.”
Bell was only too glad. Dan wheeled the Colonel to
KIND the spot near the outhouses where the “birdies”
ECHOES. were. It was some time before he could so far relax
his old Indian notions about servants as to speak to
Bell; but she was so attentive and so respectful that he gradually got
into familiar conversation with her, and even referred to Mr.
Kirkwood’s constant praise of her potato-soup.
Bell, whilst keeping her proper distance, so thoroughly won his
respect that he thanked her for the kind way in which she had
studied to have something tasty for him, and complimented her on
her cookery.
“I’m glad to do all in my power for Mrs. Barrie’s friend,” said Bell, “for
she’s been a kind mistress to me; an’ although no’ rich in one
respec’, she has the best o’ a’ kind o’ riches, for she has a’ Martha’s
briskness an’ a’ Mary’s meekness. As to the pitattie-soup, it was just
what was gaun that day; but if Maister Kirkwood wad—as he’s sae
fond o’ Scotch dishes—come here till his dinner some day, Mr. and
Mrs. Barrie wad be glad to see him wi’ you, sir,—but dinna say I said
it,—and I wad try to let him taste some o’ the things he spoke o’ the
first day he was here.”
“Mr. Kirkwood would be delighted, I know: he often speaks about
these things,—offener than I care about, for when he begins there’s
no stopping of him,” said the Colonel.
“Well, sir, beggin’ your pardon for bein’ sae presumin’,” said Bell, “if
ye’ll tell me what he likes best, if it’s a plain auld Scotch dish, I’ll try
to mak’ it sae that it’ll at least bring Mr. Kirkwood in mind, as he says,
o’ auld langsyne; for a’ our denners here are auld-fashioned hamely
fare.”
“Really I could not choose for him. What do you think would be
suitable yourself? For I begin to relish the idea of seeing him sit
down to a really Scotch dinner,—he so often speaks of it. It would be
quite a treat to me.”
“Oh,” said Bell thoughtfully, “let me see,—he’s tried our potato-soup,
but there’s ‘cockie-leekie,’ an’ green pea soup, an’ ‘hotch-potch;’ and
for after that a haggis an’ collops, or a singed sheep’s head; an’ after
that pancakes, an’ rhubarb wi’ some o’ Daisy’s cream.”
Here Bell was interrupted and almost startled by Mr. Kirkwood’s
appearance and voice. He had come to call, but seeing the gathering
at the outhouses, he walked very quietly forward and had overheard
Bell’s last sentence.
“Cockie-leekie!” said he; “splendid! Sheep’s head
THE broth!—glorious! I had forgotten it. Haggis and
COMMISS pancakes!—magnificent! Collops, and what more did
ARIAT. you say?” Then turning to Colonel Gordon, “You
laughed at me for praising the potato-soup, and here
you are getting a whole catalogue of dishes. I can only say that
you’re vastly better lately if you are the length of dining on such fare.”
“It was for you, Mr. Kirkwood, that I was catering, not for myself,”
replied the Colonel; “and we must see Mrs. Barrie about the matter
first.”
Mr. Kirkwood found occasion, on their way to the house, twice or
thrice to turn round and speak to Bell (who followed at a respectful
distance) about some old-fashioned dishes, until Colonel Gordon
said:
“Really, Kirkwood, don’t bother my good friend with such questions.
You speak as if your fortune depended on them. Don’t make so
much of your lower nature.”
“It’s not that so much as old associations,” said Mr. Kirkwood; “but if
you had come into a house on a cold day and got the potato-soup
that I”—
“Stop, Kirkwood, please! Do stop,—I’ve heard it fifty times,” replied
the Colonel.
When the gentlemen got into the dining-room, they felt at a loss how
to invite themselves; but Gordie, on whose shoulder Colonel Gordon
steadied himself when entering the house, did it for them by saying:
“Mamma, Mr. Kirkwood’s coming here to dinner some day, and Bell
is going to make pancakes and nice, nice things for us all.”
“We’ll be delighted to see you, gentlemen,” said Mrs. Barrie, with a
very slight bow to each, “any day that will be most convenient.”
Tuesday week was fixed.
Mr. Kirkwood brought with him some champagne of a special
vintage, it being the only stimulant Colonel Gordon was allowed to
take, and sent it quietly by Dan to Bell. She, busy with her own
special work, looked at the bottles, and as she had not had
champagne in hand before, she said to Dan:
“Take that gold off the cork an’ that string, an’ I’ll draw’t, an’ pit it into
a crystal bottle to be ready.”
Alas! the cork flew into Bell’s face, half the wine was spilt, and she
said sharply:
“Let them draw the next that likes, I’ll no’ fash wi’t.” Thereafter Mr.
Kirkwood became his own butler for the day.
He was carried away by the cockie-leekie to which, at his own
request, he was helped three times. Everything else, especially the
pancakes, increased his delight. The others around the table
enjoyed his immense satisfaction as much as they did the dinner,
which, at least in Gordie’s case, is saying a very great deal.
Mr. Kirkwood walked alongside of Colonel Gordon’s
THE chair as they went homewards,—Dan, of course,
CORRIDOR acting as propeller. When they had reached a high
S OF TIME. part of the road, they halted to enjoy the scene and
the cool evening air. Colonel Gordon looked at Dan,
who was wiping his brow, and observing a scar on his temples, he
said:
“I’ve surely seen you long ago; it’s like a dream to me, but was it not
you that brought me a letter from my brother, many, many years
since, when I was sailing for India? You had a patch over your brow,
and you told me you had had your eye hurt.”
Dan started and said: “Please, sir, are you a brother of the Duke o’
Gordon’s,—toots, I beg your pardon,—Kenneth Gordon’s?”
“I am,” said the Colonel. “I see now it was you that brought the letter.
I was sure I knew you. Poor Kenneth, he was a daring fellow. Did
you know him well?”
“I was one o’ his oarsmen,” said Dan, “but I haena seen him since
the day he gied me the letter to gi’e to you—that was the day after
he hid the brandy an’ the tobacco in Mr. Gordon o’ the Granaries’
cellar, thinkin’ he could get it out next nicht; but the gaugers got
scent o’t, and it took us a’ oor time to get off frae Dumbarton. It was
then that I lost my e’e.”
“Brandy!—tobacco!—excisemen after him!” said Colonel Gordon,
evidently under great excitement “Gordon of the Granaries’ cellar!—
are you in earnest? I’m perfectly stunned. On your life, tell me
everything you know about this matter.”
Dan did so, and pulling from the inside of his vest an old pocket-
book, he showed a bit of dingy paper with some hieroglyphics on it
that none but the initiated could decipher.
“Ye understand, sir, the smugglers that I rowed the boat for had lots
o’ hidin’-places for their stuff, an’ this was one o’ the books they
keepit. There, now,—that anchor wi’ the five twists o’ rope round it,
means five kegs o’ brandy; that R K inside o’ the rope, means
Roseneath kirkyard; that’s your brither’s mark, B Y D and a drawing
o’ a ‘boyn’ or tub,—it was something about the Duke o’ Gordon in the
north country.”
“Yes,” said the Colonel quickly, “Bydand is part of the Gordon crest,
and Aboyne their castle;—but go on.”
“Weel, here’s for Gordon o’ the Granaries;—a castle,
“STRANGE that’s Dumbarton;—a granary wi’ a G, that’s
R THAN Gordon’s place; an’ there’s the anchor wi’ five twists,
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