[Math] Continuous linear image of closed, bounded, and convex set of a Hilbert Space is compact

convex-analysisfunctional-analysishilbert-spacesproof-verification

Is my proof of this proposition correct ?
And is this proposition well known?

Proposition: Let $C$ be a closed, bounded, and convex set in a separable Hilbert space $H$.
Let $L : H \to \mathbb{R}^n$ be a continuous linear transformation.
Then $L(C)$ is compact in $\mathbb{R}^n$.

Proof:
Since $H$ is a Banach space, and $C$ is closed and convex, $C$ is weakly closed (Mazur's Theorem in Lang's Real Analysis). Since $H$ is a reflexive Banach space, closed balls are weakly compact (Kakutani's Theorem). Since $C$ is bounded it is contained in a weakly compact ball, and since $C$ is weakly closed, $C$ is weakly compact.

Since $L$ is continuous in the strong topologies, it is continuous in the weak topologies (this fact seems to be well known). So $L(C)$ is weakly compact in $\mathbb{R}^n$,
and since the weak and strong topologies on $\mathbb{R}^n$ are the same, $L(C)$ is compact in $\mathbb{R}^n$. $\square$

Convexity is essential. Otherwise I have a counterexample.

This is not a homework problem. The motivation comes from the physics of color. In my case $H$ is $L^2([380,780])$ where 380 and 780 are wavelengths of light in nanometers. $C$ is the subset of functions that take values in $[0,1]$ and each such function represents the spectral reflectance (or spectral transmittance) of a material over this interval of wavelengths. $\mathbb{R}^n$ is the 3D space of CIEXYZ tristimulus coordinates. $L$ is the linear mapping from the reflectance of the material to CIEXYZ, for a fixed spectral illuminant. $L(C)$ is the set of all possible material colors for the given illuminant.

Thank you.

Best Answer

Yes, correct and also true in reflexive Banach spaces. Kakutani's theorem (at least the direction you use in the proof) is also a special case of Banach-Alaoglu theorem. In History of Banach Spaces and Linear Operators, Albrecht Pietsch remarks

... the weak* compactness theorem is an elementary corollary of Tychonoff's theorem. Therefore priority discussions are rather superfluous. Nevertheless, here is a chronology: [...] To be historically complete, one should speak of

the Ascoli-Hilbert-Fréchet-Riez-Helly-Banach-Tychonoff-Alaoglu-Cartan-Bourbaki-Shmulyan-Kakutani theorem

More to the point, here is another presentation of essentially the same proof. Take any sequence in $L(C)$ and write it as $(L(x_n))$. Using the aforementioned weak* compactness (and reflexivity), choose a weakly convergent subsequence of $(x_n)$, denoted $(x_{n_k})$. The weak convergence implies convergence of $L(x_{n_k})$, since $L$ is just a finite number of linear functionals.

Also, the weak limit of $x_{n_k}$ lies in $C$, for otherwise we'd be able to separate it from $C$ by a hyperplane, contradicting weak convergence. Hence, the limit of $L(x_{n_k})$ lies in $L(C)$, proving compactness.

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