Tutorials › Real Analysis › Completeness of R^n

Multivariable Analysis · Tutorial 774 of 1000

Completeness of R^n

Learn how coordinatewise Cauchy behavior, closedness, and the choice of standard norm determine completeness in \(\mathbb{R}^n\).

Advanced 9 min read

What You'll Learn

  • Define Cauchy sequences in \(\mathbb{R}^n\) and characterize them coordinate by coordinate
  • Explain why finitely many coordinate estimates can be synchronized
  • Use the earlier Completeness of \(\mathbb{R}^n\) theorem without reproving it
  • Determine when a subset of Euclidean space is complete
  • Check completeness under the standard \(1\)-, \(2\)-, and infinity norms
  • Construct Cauchy sequences that demonstrate incompleteness

Completeness Through Cauchy Sequences

In “Coordinatewise Convergence,” convergence of a sequence in \(\mathbb{R}^n\) was reduced to convergence in each of its finitely many coordinates. A related question is whether a sequence is Cauchy: do its terms eventually become arbitrarily close to one another, even before a limit is specified? In this tutorial, we characterize that property coordinate by coordinate and use it to understand completeness. The earlier theorem “Completeness of \(\mathbb{R}^n\)” established that Euclidean \(\mathbb{R}^n\) is complete; here we use that result to study subsets and the standard norms without reproving it.

Definition: Let \((X,d)\) be a metric space. A sequence \((x^{(k)})\) in \(X\) is Cauchy if, for every \(\varepsilon>0\), there is a positive integer \(K\) such that \(d(x^{(k)},x^{(\ell)})<\varepsilon\) whenever \(k,\ell\geq K\). The space \(X\) is complete if every Cauchy sequence in \(X\) converges to a point of \(X\).

A Cauchy sequence is controlled by distances between pairs of sufficiently late terms. This differs from the definition of convergence, which compares each sufficiently late term with a proposed limit. Completeness asserts that the internal control expressed by the Cauchy condition is enough to guarantee a limit inside the space.

The Cauchy Criterion in Coordinates

For vectors, the Euclidean distance is determined by the coordinate differences. In one direction, each coordinate difference is bounded by the Euclidean distance. In the other, small differences in all finitely many coordinates make the Euclidean distance small. This yields a coordinatewise test for the Cauchy property.

Theorem (Coordinate Criterion for Cauchy Sequences): Let \(x^{(k)}=(x_1^{(k)},\ldots,x_n^{(k)})\) be a sequence in \(\mathbb{R}^n\). It is Cauchy in the Euclidean metric if and only if each real coordinate sequence \((x_i^{(k)})_{k\geq1}\) is Cauchy.

Proof. Suppose first that \((x^{(k)})\) is Cauchy in the Euclidean metric. For every coordinate \(i\) and every \(k,\ell\), we have \[ |x_i^{(k)}-x_i^{(\ell)}|\leq\|x^{(k)}-x^{(\ell)}\|_2, \] since the square of the Euclidean distance includes the square of this coordinate difference. Given \(\varepsilon>0\), choose \(K\) so that \(\|x^{(k)}-x^{(\ell)}\|_2<\varepsilon\) whenever \(k,\ell\geq K\). The displayed inequality shows that \(|x_i^{(k)}-x_i^{(\ell)}|<\varepsilon\) for every such pair. Thus every coordinate sequence is Cauchy.

Conversely, suppose each coordinate sequence is Cauchy, and fix \(\varepsilon>0\). For every \(i\in\{1,\ldots,n\}\), there is an index \(K_i\) such that \[ |x_i^{(k)}-x_i^{(\ell)}|<\frac{\varepsilon}{\sqrt{n}} \qquad\text{whenever }k,\ell\geq K_i. \] There are only finitely many coordinates, so \(K=\max\{K_1,\ldots,K_n\}\) is a positive integer. If \(k,\ell\geq K\), all the coordinate estimates hold at once. Therefore \[ \|x^{(k)}-x^{(\ell)}\|_2 =\left(\sum_{i=1}^{n}|x_i^{(k)}-x_i^{(\ell)}|^2\right)^{1/2} <\left(\sum_{i=1}^{n}\frac{\varepsilon^2}{n}\right)^{1/2} =\varepsilon. \] This is exactly the Euclidean Cauchy condition, proving the converse. \(\square\)

The common index \(K\) is essential: the coordinate sequences may become Cauchy at different rates, but finitely many coordinate-specific indices have a maximum. This is the same finite-dimensional synchronization principle used for coordinatewise convergence. The argument does not establish the corresponding claim for infinitely many coordinates.

Worked Example: A Vector Sequence That Is Cauchy

Consider \(x^{(k)}=(2+1/k,\,-3+4/k)\) in \(\mathbb{R}^2\). For any \(k,\ell\geq1\), \[ \left|\frac{1}{k}-\frac{1}{\ell}\right|\leq\frac{1}{k}+\frac{1}{\ell}, \qquad \left|\frac{4}{k}-\frac{4}{\ell}\right|\leq\frac{4}{k}+\frac{4}{\ell}. \] Given \(\varepsilon>0\), choose a positive integer \(K>10/\varepsilon\). If \(k,\ell\geq K\), then \[ \left|\frac{1}{k}-\frac{1}{\ell}\right|<\frac{2}{K}, \qquad \left|\frac{4}{k}-\frac{4}{\ell}\right|<\frac{8}{K}. \] Consequently, \[ \|x^{(k)}-x^{(\ell)}\|_2 <\left(\frac{4}{K^2}+\frac{64}{K^2}\right)^{1/2} =\frac{\sqrt{68}}{K} <\frac{10}{K} <\varepsilon. \] Thus the sequence is Euclidean Cauchy. Equivalently, its two coordinate sequences are Cauchy, as the coordinate criterion states.

Completeness of the Standard Norms

The coordinate criterion connects Cauchy behavior to the real numbers: each real Cauchy sequence converges by completeness of \(\mathbb{R}\). Together with the Coordinate Criterion for Convergence, this provides a coordinate-level way to understand the earlier result that Euclidean \(\mathbb{R}^n\) is complete. We will use that established result, rather than repeat its proof, to see that completeness does not depend on choosing only the Euclidean norm among the standard norms.

Theorem (Completeness Under the Standard Norms): For every positive integer \(n\), \(\mathbb{R}^n\) is complete under each of the metrics induced by \(\|\cdot\|_1\), \(\|\cdot\|_2\), and \(\|\cdot\|_\infty\).

Proof. The Euclidean case is the earlier theorem “Completeness of \(\mathbb{R}^n\).” For the other two norms, use the established comparison of the standard norms: \[ \|v\|_\infty\leq\|v\|_2\leq\sqrt{n}\,\|v\|_\infty, \qquad \|v\|_2\leq\|v\|_1\leq\sqrt{n}\,\|v\|_2. \] Suppose \((x^{(k)})\) is Cauchy in the \(1\)-norm. For every \(\varepsilon>0\), sufficiently late pairs satisfy \(\|x^{(k)}-x^{(\ell)}\|_1<\varepsilon\). Since \(\|v\|_2\leq\|v\|_1\), those pairs also satisfy \(\|x^{(k)}-x^{(\ell)}\|_2<\varepsilon\). Thus the sequence is Euclidean Cauchy. By Euclidean completeness, there is \(a\in\mathbb{R}^n\) such that \(x^{(k)}\to a\) in the Euclidean norm. The inequality \(\|v\|_1\leq\sqrt{n}\|v\|_2\) then gives \[ \|x^{(k)}-a\|_1\leq\sqrt{n}\,\|x^{(k)}-a\|_2\longrightarrow 0. \] So the sequence converges in the \(1\)-norm.

If \((x^{(k)})\) is Cauchy in the infinity norm, then \(\|v\|_2\leq\sqrt{n}\|v\|_\infty\) shows that it is Euclidean Cauchy as well. It therefore converges to some \(a\in\mathbb{R}^n\) in the Euclidean norm. Finally, \(\|v\|_\infty\leq\|v\|_2\) implies \[ \|x^{(k)}-a\|_\infty\leq\|x^{(k)}-a\|_2\longrightarrow 0. \] Thus the sequence converges in the infinity norm. All three metrics are complete. \(\square\)

The proof uses both directions of the norm comparisons: one converts a Cauchy sequence for a given norm into a Euclidean Cauchy sequence, and the other converts Euclidean convergence back to convergence in that norm. A comparison in only one direction would not, by itself, justify both steps.

Worked Example: Checking a Cauchy Sequence in the Infinity Norm

Let \(y^{(k)}=(1+2/k,\,-4+1/k,\,5-3/k)\) in \(\mathbb{R}^3\). For \(k,\ell\geq K\), \[ \|y^{(k)}-y^{(\ell)}\|_\infty =\max\left\{ \left|\frac{2}{k}-\frac{2}{\ell}\right|, \left|\frac{1}{k}-\frac{1}{\ell}\right|, \left|\frac{3}{k}-\frac{3}{\ell}\right| \right\}. \] For each term in this maximum, the triangle inequality gives an upper bound of, respectively, \(4/K\), \(2/K\), and \(6/K\). Given \(\varepsilon>0\), choose an integer \(K>6/\varepsilon\). Then every term in the maximum is less than \(\varepsilon\), so \((y^{(k)})\) is Cauchy in the infinity norm. Its coordinate limits are \(1,-4,5\), and the completeness theorem shows it converges to \((1,-4,5)\) in that norm.

Complete Subsets of Euclidean Space

A subset \(A\) of a metric space inherits the metric by restricting distances to pairs of points in \(A\). A Cauchy sequence in \(A\) is therefore Cauchy in the ambient space, but its limit there need not belong to \(A\). In Euclidean space, closedness is precisely the condition that prevents this limit from escaping.

Theorem (Complete Subsets of \(\mathbb{R}^n\)): A subset \(A\subseteq\mathbb{R}^n\), with the restricted Euclidean metric, is complete if and only if it is closed in \(\mathbb{R}^n\).

Proof. First suppose \(A\) is closed. Let \((a^{(k)})\) be a Cauchy sequence in \(A\). It is also Cauchy in \(\mathbb{R}^n\), because the restricted metric uses the same Euclidean distances. By the earlier theorem “Completeness of \(\mathbb{R}^n\),” there is \(x\in\mathbb{R}^n\) such that \(a^{(k)}\to x\). Since \(A\) is closed and the sequence lies in \(A\), its limit \(x\) belongs to \(A\). Thus every Cauchy sequence in \(A\) converges in \(A\), proving that \(A\) is complete.

Conversely, suppose \(A\) is complete. Let \(x\in\overline{A}\), the closure of \(A\) in \(\mathbb{R}^n\). For every positive integer \(k\), the open ball \(B_{1/k}^{(2)}(x)\) meets \(A\), by the definition of closure. Choose \(a^{(k)}\in A\cap B_{1/k}^{(2)}(x)\). Then \(\|a^{(k)}-x\|_2<1/k\), so \(a^{(k)}\to x\) in \(\mathbb{R}^n\). Every convergent sequence is Cauchy, so \((a^{(k)})\) is Cauchy in \(A\). Completeness of \(A\) gives a point \(a\in A\) such that \(a^{(k)}\to a\) in the restricted metric, hence also in \(\mathbb{R}^n\). Limits in the Euclidean metric are unique, so \(a=x\). Therefore \(x\in A\). We have shown \(\overline{A}\subseteq A\), and consequently \(A\) is closed. \(\square\)

Worked Example: A Closed Plane Is Complete

In \(\mathbb{R}^3\), consider \[ P=\{(x,y,z)\in\mathbb{R}^3:z=2x-y+7\}. \] Define \(f:\mathbb{R}^3\to\mathbb{R}\) by \(f(x,y,z)=z-2x+y-7\). This function is continuous: it is a finite linear combination of coordinate functions, together with a constant. Since \[ P=f^{-1}(\{0\}) \] and \(\{0\}\) is closed in \(\mathbb{R}\), \(P\) is closed in \(\mathbb{R}^3\). The theorem therefore implies that \(P\), with its Euclidean subspace metric, is complete. In particular, a Cauchy sequence of points satisfying the plane equation converges to a point that still satisfies it.

Worked Example: An Open Half-Space Is Not Complete

Let \(H=\{(x,y)\in\mathbb{R}^2:x>0\}\). For each positive integer \(k\), set \(h^{(k)}=(1/k,0)\). If \(k,\ell\geq K\), then \[ \|h^{(k)}-h^{(\ell)}\|_2 =\left|\frac{1}{k}-\frac{1}{\ell}\right| \leq\frac{1}{k}+\frac{1}{\ell} \leq\frac{2}{K}. \] Given \(\varepsilon>0\), choose \(K>2/\varepsilon\); the sequence is then Cauchy in \(H\). In the ambient space, \(h^{(k)}\to(0,0)\), but \((0,0)\notin H\). It cannot converge to a different point of \(H\), because limits in \(\mathbb{R}^2\) are unique. Thus this Cauchy sequence has no limit in \(H\), and \(H\) is incomplete. This also follows from the theorem: \(H\) is not closed.

Worked Example: A Closed Ball Is Complete

Fix \(c\in\mathbb{R}^n\) and \(r\geq0\), and let \[ C=\{x\in\mathbb{R}^n:\|x-c\|_2\leq r\}. \] The function \(g(x)=\|x-c\|_2\) is continuous, since the reverse triangle inequality gives \[ |g(x)-g(y)|\leq\|x-y\|_2. \] Hence \(C=g^{-1}((-\infty,r])\) is closed, as \((-\infty,r]\) is closed in \(\mathbb{R}\). The complete-subset theorem shows that \(C\) is complete. This includes the case \(r=0\), when \(C=\{c\}\). By contrast, the corresponding open ball need not be complete: a sequence inside it can approach a point on its boundary.

What Completeness Does and Does Not Say

Completeness concerns limits of Cauchy sequences, not whether a set is bounded or whether every sequence in it has a convergent subsequence. For example, \(\mathbb{R}^n\) is complete but is unbounded. The criterion for subsets gives a useful practical test in Euclidean space: a subset is complete exactly when it contains all of its ambient limit points.

A common error is to observe that a Cauchy sequence in a subset converges in \(\mathbb{R}^n\) and conclude immediately that the subset is complete. The ambient limit might lie outside the subset, as the open-half-space example demonstrates. One must verify that the limit belongs to the space in which convergence is being claimed. Closedness supplies exactly that guarantee for subsets of \(\mathbb{R}^n\).

The coordinate criterion gives another practical route: a vector sequence is Euclidean Cauchy precisely when each of its finitely many coordinate sequences is Cauchy. The real coordinates then have limits, and the earlier completeness theorem for \(\mathbb{R}^n\) ensures the resulting vector is an ambient limit. The subset criterion adds the final question: does that limit remain in the subset?

Check Your Understanding

Use the definitions and results in this tutorial to answer each question.

  1. What does it mean for a sequence in a metric space to be Cauchy?
  2. Why can coordinate-specific Cauchy estimates be combined into one Euclidean estimate in \(\mathbb{R}^n\)?
  3. Which norm comparisons let the proof transfer completeness between the Euclidean norm and the infinity norm?
  4. Why does a closed subset of \(\mathbb{R}^n\) inherit completeness from the ambient space?
  5. How does a point in the closure of a complete subset lead to a Cauchy sequence in that subset?
  6. Why does the sequence \((1/k,0)\) show that the open half-space \(x>0\) is incomplete?