Infimum and supremum: Difference between revisions

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{{short description|Greatest lower bound and least upper bound}}
[[Image:Infimum illustration.svg|thumb|right|250pxupright=1.2|A set <math>P</math> of real numbers (hollow and filled circles), a subset <math>S</math> of <math>P</math> (filled circles), and the infimum of <math>S.</math> Note that for finite and[[Total order|totally ordered]] finite sets, the infimum and the [[Maximum_and_minimum#In_relation_to_sets|minimum]] are equal.]]
[[Image:Supremum illustration.svg|thumb|right|250pxupright=1.2|A set <math>A</math> of real numbers (blue circles), a set of upper bounds of <math>A</math> (red diamond and circles), and the smallest such upper bound, that is, the supremum of <math>A</math> (red diamond).]]
 
In [[mathematics]], the '''infimum''' (abbreviated '''inf'''; {{plural form}}: '''infima''') of a [[subset]] <math>S</math> of a [[partially ordered set]] <math>P</math> is athe [[greatest element]] in <math>P</math> that is less than or equal to each element of <math>S,</math> if such an element exists.<ref name="BabyRudin">{{cite book|first=Walter|last=Rudin|author-link=Walter Rudin|title=Principles of Mathematical Analysis|publisher=McGraw-Hill|edition=3rd|year=1976|isbn=0-07-054235-X|chapter="Chapter 1 The Real and Complex Number Systems"|format=print|page=[https://archive.org/details/principlesofmath00rudi/page/n15 4]|url=https://archive.org/details/principlesofmath00rudi|url-access=registration}}</ref> If the infimum of <math>S</math> exists, it is unique, and if ''b'' is a [[Upper and lower bounds|lower bound]] of <math>S</math>, then ''b'' is less than or equal to the infimum of <math>S</math>. Consequently, the term ''greatest lower bound'' (abbreviated as {{em|GLB}}) is also commonly used.<ref name="BabyRudin" /> The '''supremum''' (abbreviated '''sup'''; {{plural form}}: '''suprema''') of a subset <math>S</math> of a partially ordered set <math>P</math> is the [[least element]] in <math>P</math> that is greater than or equal to each element of <math>S,</math> if such an element exists.<ref name=BabyRudin /> If the supremum of <math>S</math> exists, it is unique, and if ''b'' is an [[Upper and lower bounds|upper bound]] of <math>S</math>, then the supremum of <math>S</math> is less than or equal to ''b''. Consequently, the supremum is also referred to as the ''least upper bound'' (or {{em|LUB}}).<ref name=BabyRudin />
 
The infimum is, in a precise sense, [[Duality (order theory)|dual]] to the concept of a supremum. Infima and suprema of [[real number]]s are common special cases that are important in [[Mathematical analysis|analysis]], and especially in [[Lebesgue integration]]. However, the general definitions remain valid in the more abstract setting of [[order theory]] where arbitrary partially ordered sets are considered.
The '''supremum''' (abbreviated '''sup'''; plural '''suprema''') of a subset <math>S</math> of a partially ordered set <math>P</math> is the [[least element]] in <math>P</math> that is greater than or equal to each element of <math>S,</math> if such an element exists.<ref name=BabyRudin /> Consequently, the supremum is also referred to as the ''least upper bound'' (or {{em|LUB}}).<ref name=BabyRudin />
 
The concepts of infimum and supremum are close to [[minimum]] and [[maximum]], but are more useful in analysis because they better characterize special sets which may have {{em|no minimum or maximum}}. For instance, the set of [[positive real numbers]] <math>\R^+</math> (not including <math>0</math>) does not have a minimum, because any given element of <math>\R^+</math> could simply be divided in half resulting in a smaller number that is still in <math>\R^+.</math> There is, however, exactly one infimum of the positive real numbers relative to the real numbers: <math>0,</math> which is smaller than all the positive real numbers and greater than any other real number which could be used as a lower bound. An infimum of a set is always and only defined relative to a superset of the set in question. For example, there is no infimum of the positive real numbers inside the positive real numbers (as their own superset), nor any infimum of the positive real numbers inside the complex numbers with positive real part.
The infimum is in a precise sense [[Duality (order theory)|dual]] to the concept of a supremum. Infima and suprema of [[real number]]s are common special cases that are important in [[Mathematical analysis|analysis]], and especially in [[Lebesgue integration]]. However, the general definitions remain valid in the more abstract setting of [[order theory]] where arbitrary partially ordered sets are considered.
 
The concepts of infimum and supremum are close to [[minimum]] and [[maximum]], but are more useful in analysis because they better characterize special sets which may have {{em|no minimum or maximum}}. For instance, the set of [[positive real numbers]] <math>\R^+</math> (not including <math>0</math>) does not have a minimum, because any given element of <math>\R^+</math> could simply be divided in half resulting in a smaller number that is still in <math>\R^+.</math> There is, however, exactly one infimum of the positive real numbers: <math>0,</math> which is smaller than all the positive real numbers and greater than any other real number which could be used as a lower bound.
 
== Formal definition ==
 
[[File:Illustration of supremum.svg|thumb|upright=1.2|supremum = least upper bound]]
A {{em|lower bound}} of a subset <math>S</math> of a [[partially ordered set]] <math>(P, \leq)</math> is an element <math>ay</math> of <math>P</math> such that
* <math>ay \leq x</math> for all <math>x \in S.</math>
A lower bound <math>a</math> of <math>S</math> is called an {{em|infimum}} (or {{em|greatest lower bound}}, or [[Join and meet|{{em|meet}}]]) of <math>S</math> if
* for all lower bounds <math>y</math> of <math>S</math> in <math>P,</math> <math>y \leq a</math> (<math>a</math> is larger than or equal to any other lower bound).
 
Similarly, an {{em|upper bound}} of a subset <math>S</math> of a partially ordered set <math>(P, \leq)</math> is an element <math>bz</math> of <math>P</math> such that
* <math>bz \geq x</math> for all <math>x \in S.</math>
An upper bound <math>b</math> of <math>S</math> is called a {{em|supremum}} (or {{em|least upper bound}}, or [[Join and meet|{{em|join}}]]) of <math>S</math> if
* for all upper bounds <math>z</math> of <math>S</math> in <math>P,</math> <math>z \geq b</math> (<math>b</math> is less than or equal to any other upper bound).
 
== Existence and uniqueness ==
 
Infima and suprema do not necessarily exist. Existence of an infimum of a subset <math>S</math> of <math>P</math> can fail if <math>S</math> has no lower bound at all, or if the set of lower bounds does not contain a greatest element. However,(An ifexample anof infimumthis oris supremumthe doessubset exist<math>\{ x \in \mathbb{Q} : x^2 < 2 \}</math> of <math>\mathbb{Q}</math>. It has upper bounds, itsuch isas 1.5, but no supremum in unique<math>\mathbb{Q}</math>.)
 
Consequently, partially ordered sets for which certain infima are known to exist become especially interesting. For instance, a [[Lattice (order)|lattice]] is a partially ordered set in which all {{em|nonempty finite}} subsets have both a supremum and an infimum, and a [[complete lattice]] is a partially ordered set in which {{em|all}} subsets have both a supremum and an infimum. More information on the various classes of partially ordered sets that arise from such considerations are found in the article on [[Completeness (order theory)|completeness properties]].
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The [[completeness of the real numbers]] implies (and is equivalent to) that any bounded nonempty subset <math>S</math> of the real numbers has an infimum and a supremum. If <math>S</math> is not bounded below, one often formally writes <math>\inf_{} S = -\infty.</math> If <math>S</math> is [[Empty set|empty]], one writes <math>\inf_{} S = +\infty.</math>
 
=== Properties ===
 
If <math>A</math> is any set of real numbers then <math>A \neq \varnothing</math> if and only if <math>\sup A \geq \inf A,</math> and otherwise <math>-\infty = \sup \varnothing < \inf \varnothing = \infty.</math>{{sfn|Rockafellar|Wets|2009|pp=1-2}}
The following formulas depend on a notation that conveniently generalizes arithmetic operations on sets: Let the sets <math>A, B \subseteq \R,</math> and scalar <math>r \in \R.</math> Define
 
*If <math>A \neqsubseteq \varnothingB</math> ifare andsets of real onlynumbers ifthen <math>\supinf A \geq \inf A,B</math> and otherwise(unless <math>-\inftyA = \supvarnothing \varnothingneq B</math>) \infand <math>\varnothingsup =A \inftyleq \sup B.</math>{{sfn|Rockafellar|Wets|2009|pp=1-2}}
* <math>r A = \{ r \cdot a : a \in A \}</math>; the scalar product of a set is just the scalar multiplied by every element in the set.
* <math>A + B = \{ a + b : a \in A, b \in B \}</math>; called the [[Minkowski sum]], it is the arithmetic sum of two sets is the sum of all possible pairs of numbers, one from each set.
* <math>A \cdot B = \{ a \cdot b : a \in A, b \in B \}</math>; the arithmetic product of two sets is all products of pairs of elements, one from each set.
* If <math>\varnothing \neq S \subseteq \R</math> then there exists a sequence <math>s_{\bull} = \left(s_n\right)_{n=1}^{\infty}</math> in <math>S</math> such that <math>\lim_{n \to \infty} s_n = \sup S.</math> Similarly, there will exist a (possibly different) sequence <math>s_{\bull}</math> in <math>S</math> such that <math>\lim_{n \to \infty} s_n = \inf S.</math> Consequently, if the limit <math>\lim_{n \to \infty} s_n = \sup S</math> is a real number and if <math>f : \R \to X</math> is a continuous function, then <math>f\left(\sup S\right)</math> is necessarily an [[adherent point]] of <math>f(S).</math>
 
'''Identifying infima and suprema'''
In those cases where the infima and suprema of the sets <math>A</math> and <math>B</math> exist, the following identities hold:
* <math>p = \inf A</math> if and only <math>p</math> is a lower bound and for every <math>\epsilon > 0</math> there is an <math>a_\epsilon \in A</math> with <math>a_\epsilon < p + \epsilon.</math>
* <math>p = \sup A</math> if and only <math>p</math> is an upper bound and if for every <math>\epsilon > 0</math> there is an <math>a_\epsilon \in A</math> with <math>a_\epsilon > p - \epsilon</math>
* If <math>A \subseteq B</math> and then <math>\inf A \geq \inf B</math> and <math>\sup A \leq \sup B.</math>
 
* If the infimum of <math>r > 0A</math> thenexists (that is, <math>\inf (rA</math> \cdotis Aa real number) =and rif <math>p</math> is any real number then <math>p = \left(\inf A\right)</math> if and only if <math>\supp</math> (ris a lower bound and for every <math>\cdotepsilon A)> =0</math> rthere is an <math>a_\left(epsilon \supin A</math> with <math>a_\right)epsilon < p + \epsilon.</math>
*Similarly, Ifif <math>r \leqsup 0A</math> thenis a real number and if <math>\infp</math> (ris \cdotany A)real =number rthen <math>p = \left(\sup A\right)</math> if and only if <math>\supp</math> (ris an upper bound and if for every <math>\cdotepsilon A)> =0</math> rthere is an <math>a_\left(epsilon \infin A</math> with <math>a_\epsilon > p - \right)epsilon.</math>
 
* <math>\inf (A + B) = \left(\inf A\right) + \left(\inf B\right)</math> and <math>\sup (A + B) = \left(\sup A\right) + \left(\sup B\right).</math>
'''Relation to limits of sequences'''
* If <math>A</math> and <math>B</math> are nonempty sets of positive real numbers then <math>\inf (A \cdot B) = \left(\inf A\right) \cdot \left(\inf B\right)</math> and similarly for suprema <math>\sup (A \cdot B) = \left(\sup A\right) \cdot \left(\sup B\right).</math><ref name="zakon">{{cite book|title=Mathematical Analysis I|first=Elias|last=Zakon|pages=39–42|publisher=Trillia Group|date=2004|url=http://www.trillia.com/zakon-analysisI.html}}</ref>
 
* If <math>S \subseteq (0, \infty)</math> is non-empty and if <math>\frac{1}{S} := \left\{ \frac{1}{s} : s \in S \right\},</math> then <math>\frac{1}{\sup_{} S} = \inf_{} \frac{1}{S}</math> where this equation also holds when <math>\sup_{} S = \infty</math> if the definition <math>\frac{1}{\infty} := 0</math> is used.<ref group="note" name="DivisionByInfinityOr0">The definition <math>\frac{1}{\infty} := 0</math> is commonly used with the [[extended real number]]s; in fact, with this definition the equality <math>\frac{1}{\sup_{} S} = \inf_{} \frac{1}{S}</math> will also hold for any non-empty subset <math>S \subseteq (0, \infty].</math> However, the notation <math>\frac{1}{0}</math> is usually left undefined, which is why the equality <math>\frac{1}{\inf_{} S} = \sup_{} \frac{1}{S}</math> is given only for when <math>\inf_{} S > 0.</math></ref> This equality may alternatively be written as <math>\frac{1}{\displaystyle\sup_{s \in S} s} = \inf_{s \in S} \frac{1}{s}.</math> Moreover, <math>\inf_{} S = 0</math> if and only if <math>\sup_{} \frac{1}{S} = \infty,</math> where if<ref group=note name="DivisionByInfinityOr0" /> <math>\inf_{} S > 0,</math> then <math>\frac{1}{\inf_{} S} = \sup_{} \frac{1}{S}.</math>
* If <math>\varnothingS \neq S \subseteq \Rvarnothing</math> is any non-empty set of real numbers then there always exists a non-decreasing sequence <math>s_{s_1 \bull}leq =s_2 \left(s_nleq \right)_{n=1}^{\infty}cdots</math> in <math>S</math> such that <math>\lim_{n \to \infty} s_n = \sup S.</math> Similarly, there will exist a (possibly different) non-increasing sequence <math>s_{s_1 \bull}geq s_2 \geq \cdots</math> in <math>S</math> such that <math>\lim_{n \to \infty} s_n = \inf S.</math> Consequently, if the limit <math>\lim_{n \to \infty} s_n = \sup S</math> is a real number and if <math>f : \R \to X</math> is a continuous function, then <math>f\left(\sup S\right)</math> is necessarily an [[adherent point]] of <math>f(S).</math>
 
Expressing the infimum and supremum as a limit of a such a sequence allows theorems from various branches of mathematics to be applied. Consider for example the well-known fact from [[topology]] that if <math>f</math> is a [[Continuous function (topology)|continuous function]] and <math>s_1, s_2, \ldots</math> is a sequence of points in its domain that converges to a point <math>p,</math> then <math>f\left(s_1\right), f\left(s_2\right), \ldots</math> necessarily converges to <math>f(p).</math>
It implies that if <math>\lim_{n \to \infty} s_n = \sup S</math> is a real number (where all <math>s_1, s_2, \ldots</math> are in <math>S</math>) and if <math>f</math> is a continuous function whose domain contains <math>S</math> and <math>\sup S,</math> then
<math display=block>f(\sup S) = f\left(\lim_{n \to \infty} s_n\right) = \lim_{n \to \infty} f\left(s_n\right),</math>
which (for instance) guarantees<ref group=note>Since <math>f\left(s_1\right), f\left(s_2\right), \ldots</math> is a sequence in <math>f(S)</math> that converges to <math>f(\sup S),</math> this guarantees that <math>f(\sup S)</math> belongs to the [[Closure (topology)|closure]] of <math>f(S).</math></ref> that <math>f(\sup S)</math> is an [[adherent point]] of the set <math>f(S) \,\stackrel{\scriptscriptstyle\text{def}}{=}\, \{f(s) : s \in S\}.</math>
If in addition to what has been assumed, the continuous function <math>f</math> is also an increasing or [[non-decreasing function]], then it is even possible to conclude that <math>\sup f(S) = f(\sup S).</math>
This may be applied, for instance, to conclude that whenever <math>g</math> is a real (or [[Complex number|complex]]) valued function with domain <math>\Omega \neq \varnothing</math> whose [[sup norm]] <math>\|g\|_\infty \,\stackrel{\scriptscriptstyle\text{def}}{=}\, \sup_{x \in \Omega} |g(x)|</math> is finite, then for every non-negative real number <math>q,</math>
<math display=block>\|g\|_\infty^q ~\stackrel{\scriptscriptstyle\text{def}}{=}~ \left(\sup_{x \in \Omega} |g(x)|\right)^q = \sup_{x \in \Omega} \left(|g(x)|^q\right)</math>
since the map <math>f : [0, \infty) \to \R</math> defined by <math>f(x) = x^q</math> is a continuous non-decreasing function whose domain <math>[0, \infty)</math> always contains <math>S := \{|g(x)| : x \in \Omega\}</math> and <math>\sup S \,\stackrel{\scriptscriptstyle\text{def}}{=}\, \|g\|_\infty.</math>
 
Although this discussion focused on <math>\sup,</math> similar conclusions can be reached for <math>\inf</math> with appropriate changes (such as requiring that <math>f</math> be non-increasing rather than non-decreasing). Other [[Norm (mathematics)|norms]] defined in terms of <math>\sup</math> or <math>\inf</math> include the [[weak Lp space|weak <math>L^{p,w}</math> space]] norms (for <math>1 \leq p < \infty</math>), the norm on [[Lp space|Lebesgue space]] <math>L^\infty(\Omega, \mu),</math> and [[operator norm]]s. Monotone sequences in <math>S</math> that converge to <math>\sup S</math> (or to <math>\inf S</math>) can also be used to help prove many of the formula given below, since addition and multiplication of real numbers are continuous operations.
 
===Arithmetic operations on sets===
 
The following formulas depend on a notation that conveniently generalizes arithmetic operations on sets: Let the sets <math>A, B \subseteq \R,</math> and scalar <math>r \in \R.</math> Define
Throughout, <math>A, B \subseteq \R</math> are sets of real numbers.
 
'''Sum of sets'''
 
The [[Minkowski sum]] of two sets <math>A</math> and <math>B</math> of real numbers is the set
<math display=block>A + B ~:=~ \{a + b : a \in A, b \in B\}</math>
consisting of all possible arithmetic sums of pairs of numbers, one from each set. The infimum and supremum of the Minkowski sum satisfies
<math display=block>\inf (A + B) = (\inf A) + (\inf B)</math>
and
<math display=block>\sup (A + B) = (\sup A) + (\sup B).</math>
 
'''Product of sets'''
 
The multiplication of two sets <math>A</math> and <math>B</math> of real numbers is defined similarly to their Minkowski sum:
<math display=block>A \cdot B ~:=~ \{a \cdot b : a \in A, b \in B\}.</math>
 
* If <math>A</math> and <math>B</math> are nonempty sets of positive real numbers then <math>\inf (A \cdot B) = \left(\inf A\right) \cdot \left(\inf B\right)</math> and similarly for suprema <math>\sup (A \cdot B) = \left(\sup A\right) \cdot \left(\sup B\right).</math><ref name="zakon">{{cite book|title=Mathematical Analysis I|first=Elias|last=Zakon|pages=39–42|publisher=Trillia Group|date=2004|url=http://www.trillia.com/zakon-analysisI.html}}</ref>
 
'''Scalar product of a set'''
 
The product of a real number <math>r</math> and a set <math>B</math> of real numbers is the set
<math display=block>r B ~:=~ \{r \cdot b : b \in B\}.</math>
 
If <math>r \geq 0</math> then
<math display=block>\inf (r \cdot A) = r (\inf A) \quad \text{ and } \quad \sup (r \cdot A) = r (\sup A),</math>
while if <math>r \leq 0</math> then
<math display=block>\inf (r \cdot A) = r (\sup A) \quad \text{ and } \quad \sup (r \cdot A) = r (\inf A).</math>
Using <math>r = -1</math> and the notation <math display=inline>-A := (-1) A = \{- a : a \in A\},</math> it follows that
<math display=block>\inf (- A) = - \sup A \quad \text{ and } \quad \sup (- A) = - \inf A.</math>
 
'''Multiplicative inverse of a set'''
 
For any set <math>S</math> that does not contain <math>0,</math> let
<math display=block>\frac{1}{S} ~:=\; \left\{\tfrac{1}{s} : s \in S\right\}.</math>
 
If <math>S \subseteq (0, \infty)</math> is non-empty then
<math display=block>\frac{1}{\sup_{} S} ~=~ \inf_{} \frac{1}{S}</math>
* If <math>S \subseteq (0, \infty)</math> is non-empty and if <math>\frac{1}{S} := \left\{ \frac{1}{s} : s \in S \right\},</math> then <math>\frac{1}{\sup_{} S} = \inf_{} \frac{1}{S}</math> where this equation also holds when <math>\sup_{} S = \infty</math> if the definition <math>\frac{1}{\infty} := 0</math> is used.<ref group="note" name="DivisionByInfinityOr0">The definition <math>\fractfrac{1}{\infty} := 0</math> is commonly used with the [[extended real number]]s; in fact, with this definition the equality <math>\fractfrac{1}{\sup_{} S} = \inf_{} \fractfrac{1}{S}</math> will also hold for any non-empty subset <math>S \subseteq (0, \infty].</math> However, the notation <math>\fractfrac{1}{0}</math> is usually left undefined, which is why the equality <math>\fractfrac{1}{\inf_{} S} = \sup_{} \fractfrac{1}{S}</math> is given only for when <math>\inf_{} S > 0.</math></ref> This equality may alternatively be written as <math>\frac{1}{\displaystyle\sup_{s \in S} s} = \inf_{s \in S} \frac{1}{s}.</math> Moreover, <math>\inf_{} S = 0</math> if and only if <math>\sup_{} \frac{1}{S} = \infty,</math> where if<ref group=note name="DivisionByInfinityOr0" /> <math>\inf_{} S > 0,</math> then <math>\frac{1}{\inf_{} S} = \sup_{} \frac{1}{S}.</math>
This equality may alternatively be written as
<math>\frac{1}{\displaystyle\sup_{s \in S} s} = \inf_{s \in S} \tfrac{1}{s}.</math>
Moreover, <math>\inf_{} S = 0</math> if and only if <math>\sup_{} \tfrac{1}{S} = \infty,</math> where if<ref group=note name="DivisionByInfinityOr0" /> <math>\inf_{} S > 0,</math> then <math>\tfrac{1}{\inf_{} S} = \sup_{} \tfrac{1}{S}.</math>
 
== Duality ==
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The supremum of a subset <math>S</math> of <math>(\N, \mid\,)</math> where <math>\,\mid\,</math> denotes "[[Divisor|divides]]", is the [[lowest common multiple]] of the elements of <math>S.</math>
 
The supremum of a subsetset <math>S</math> containing subsets of <math>(P,some \subseteq),</math> whereset <math>PX</math> is the [[powerUnion (set theory)|union]] of somethe set,subsets iswhen considering the supremumpartially withordered respect toset <math>\(P(X), \subseteq\,</math> (subset) of a subset <math>S</math>, ofwhere <math>P</math> is the [[Unionpower (set theory)|union]] of the<math>X</math> elements ofand <math>S.\,\subseteq\,</math> is [[subset]].
 
== See also ==
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* {{Rockafellar Wets Variational Analysis 2009 Springer}} <!-- {{sfn|Rockafellar|Wets|2009|p=}} -->
 
== External links ==
 
* {{springer|title=Upper and lower bounds|id=p/u095810}}
* {{MathWorld|Supremum|author=Breitenbach, Jerome R.|author2=Weisstein, Eric W.|name-list-style=amp}}
 
{{Lp spaces}}
 
[[Category:Order theory]]
[[Category:Superlatives]]