Supremum & Completeness
Here is a puzzle that sounds like it should be trivial. Take the set of all numbers strictly
between 0 and 1. Which of them is the
biggest? Try 0.9 — but 0.99 is bigger.
Try 0.999 — beaten again. Whatever element you nominate, the number
halfway between it and 1 is still in the set and still larger. The
set has no biggest member. And yet it obviously has a perfect
ceiling: the number 1 sits exactly on top of it, so close
that the set touches its hair, even though 1 itself stays outside.
That ceiling deserves a name and a definition, because "the best possible bound" turns out to
be one of the most important numbers in analysis. It is the least upper bound,
or supremum — and the promise that it always exists is precisely what
separates \mathbb{R} from \mathbb{Q}. We
saw that
the rationals have gaps:
a bounded set of rationals can crowd up against a boundary that simply isn't there in
\mathbb{Q}. The completeness axiom is the precise
promise that \mathbb{R} never does this — every crowd has a
ceiling, and the ceiling is a real number.
First, the vocabulary. Fix a nonempty set S \subseteq \mathbb{R}.
A number u is an upper bound of
S if it is at least as large as every element:
u \text{ is an upper bound of } S \quad\Longleftrightarrow\quad x \le u \ \text{ for all } x \in S.
A set may have many upper bounds — if u works, so does anything
bigger, so the upper bounds form an infinite ray stretching right. The interesting question is
where that ray starts. The supremum
\sup S is the smallest of all upper bounds — the least
upper bound, the left edge of the ray, the ceiling lowered until it just touches. The mirror
notion, the greatest lower bound, is the infimum
\inf S: the largest of all lower bounds, the floor raised until it
just grazes the set from below.
The two-part test for a supremum
Saying "s is the least upper bound" packs two separate
demands: s must bound the set, and nothing smaller may. Unfolding
them gives the working characterisation every proof in analysis uses. We claim:
s = \sup S exactly when both
\textbf{(i)}\ \ x \le s \ \text{ for all } x \in S, \qquad\qquad \textbf{(ii)}\ \ \forall\, \varepsilon > 0\ \ \exists\, x \in S \ \text{ with } x > s - \varepsilon.
Condition (ii) is the useful, quantified way of saying "nothing smaller works": step even a
hair's breadth \varepsilon below s, and
some element of S pokes above you — so you are no longer an upper
bound. Let's see why the two conditions are exactly equivalent to being the supremum.
Step 1 — why (i): s must be an upper bound. The
supremum is by definition an upper bound (the least one), so it certainly bounds
S from above. That is exactly (i).
Step 2 — why (ii): nothing smaller can bound S.
Suppose, for some \varepsilon > 0, there were
no element of S exceeding
s - \varepsilon. Then every x \in S
satisfies x \le s - \varepsilon, making
s - \varepsilon an upper bound smaller than
s. That contradicts s being the
least upper bound. So such an \varepsilon cannot exist:
for every \varepsilon > 0 some
x \in S pokes above s - \varepsilon.
That is (ii).
Step 3 — the converse. Conversely, if
s satisfies (i) and (ii), then (i) makes it an upper bound, and
(ii) says no number below it is an upper bound (anything
s - \varepsilon < s is beaten by some element of
S). So s is the least upper bound —
s = \sup S. The two conditions together are equivalent to being the
supremum, and from now on "check (i) and (ii)" is how we prove a number is a sup.
Three worked examples
Example 1: \sup\,(0, 1) = 1 — and 1 is not in the set
Back to the opening puzzle: S = (0, 1) = \{x : 0 < x < 1\}.
We run the two-part test on the candidate s = 1.
Check (i): every x \in S satisfies
x < 1 \le 1, so 1 is an upper bound.
Immediate.
Check (ii): given \varepsilon > 0, we must find an
element of (0,1) exceeding 1 - \varepsilon.
If \varepsilon \ge 1, any element (say
\tfrac12) works, since 1 - \varepsilon \le 0.
If \varepsilon < 1, take the midpoint
x = 1 - \tfrac{\varepsilon}{2}: it lies in
(0,1), and x > 1 - \varepsilon. Done.
So \sup\,(0,1) = 1. But — and this is the crucial observation —
1 \notin (0,1). The set has a supremum and no
maximum. A maximum is an element of the set that beats all the
others; it exists precisely when \sup S \in S, and then
\max S = \sup S. The supremum is the more robust notion: closed
interval [0,1] and open interval (0,1)
have the same supremum, but only the first has a maximum.
Example 2: \sup\{1 - \tfrac{1}{n}\} = 1 — the ε-argument in action
Let S = \{\, 1 - \tfrac1n : n = 1, 2, 3, \dots \,\} = \{0,\ \tfrac12,\ \tfrac23,\ \tfrac34,\ \dots\}.
The terms climb toward 1 without ever reaching it. We verify
\sup S = 1 against the test.
Check (i): for every n \ge 1 we have
\tfrac1n > 0, so
1 - \tfrac1n < 1. Thus 1 is an upper
bound.
Check (ii): given any \varepsilon > 0, we must
find n with 1 - \tfrac1n > 1 - \varepsilon,
i.e. \tfrac1n < \varepsilon. By the
Archimedean property (proved below — from completeness itself!) there is an
integer n > \tfrac1\varepsilon, and for that
n we get \tfrac1n < \varepsilon.
So some element of S lands within
\varepsilon of 1.
Both halves hold, so \sup S = 1. Note again
1 \notin S: a supremum need not be attained. (Here
\inf S = 0, and that one is attained, at
n = 1 — so S has a minimum but no
maximum.)
Example 3: \sup\{q \in \mathbb{Q} : q^2 < 2\} = \sqrt{2} — the poster child of completeness
Now the example the whole subject is built around. Let
S = \{q \in \mathbb{Q} : q^2 < 2\} — all rationals whose square
stays below 2. This set is nonempty
(1 \in S) and bounded above (by 2, say,
since q > 2 forces q^2 > 4). Working
inside \mathbb{R}, its supremum is
\sqrt{2}: every element satisfies
q < \sqrt2 (that's (i)), and because the rationals are dense,
every window (\sqrt2 - \varepsilon,\ \sqrt2) contains a rational,
whose square is then below 2 (that's (ii)).
Here is the punchline. S is a set of rationals, described
entirely in rational terms — yet its supremum, \sqrt2, is
irrational. Inside \mathbb{Q} this set has upper
bounds galore but no least one: for any rational upper bound you offer, a slightly
smaller rational still bounds S. The candidates for "least upper
bound" spiral down toward a point that \mathbb{Q} simply doesn't
contain. That failure is exactly the "gap" in the rationals — and the completeness axiom is the
declaration that \mathbb{R} has plugged every such gap.
Three classic traps, all variations on one confusion:
-
The supremum need not belong to the set.
\sup\,(0,1) = 1 \notin (0,1). Writing
"\max\,(0,1) = 1" is wrong — the maximum exists only
when the sup is attained, i.e. when \sup S \in S. Every
maximum is a supremum; not every supremum is a maximum.
-
An unbounded set has no supremum in \mathbb{R}.
\mathbb{N} has no upper bound at all, so it has no least one.
(Analysts sometimes write \sup \mathbb{N} = +\infty as
shorthand, but +\infty is not a real number — the axiom
genuinely requires "nonempty and bounded above".) Likewise
\sup \varnothing is undefined: every real bounds the
empty set, so there is no least upper bound to speak of (in the extended reals one sets
\sup \varnothing = -\infty).
-
The sup of a set of rationals can be irrational. That is not a defect —
it is the whole point. \sup\{q \in \mathbb{Q} : q^2 < 2\} = \sqrt2
shows suprema can escape the world their set lives in. Completeness says they never
escape \mathbb{R}.
The axiom — and what it buys you
Everything above defined the supremum and computed a few. The deep statement is that in
\mathbb{R} you never have to wonder whether one exists:
-
Completeness axiom. Every nonempty set
S \subseteq \mathbb{R} that is bounded above has a
least upper bound \sup S \in \mathbb{R}. This
is the defining property separating \mathbb{R} from
\mathbb{Q}.
-
Characterisation. s = \sup S iff (i)
x \le s for all x \in S, and (ii)
for every \varepsilon > 0 there is an
x \in S with x > s - \varepsilon.
-
Infimum, by symmetry. Every nonempty set bounded below has a greatest
lower bound \inf S = -\sup(-S), where
-S = \{-x : x \in S\}.
Note what the axiom does not say. It does not tell you what
\sup S equals, and it does not put it inside
S. It is a pure existence statement — and that is
precisely its power. Analysis is full of numbers you can describe but not compute
("the largest value f attains", "the first time the curve crosses
zero"). Completeness is the licence to say let s be that
number and get on with the proof.
The axiom at work: monotone sequences converge
Here is a first taste of the licence in use. Let
(a_n) be an increasing sequence that is
bounded above — say
a_1 \le a_2 \le a_3 \le \cdots \le M. Intuitively it must "pile up"
against something. Completeness makes the something a number.
Sketch. The set of terms \{a_n : n \ge 1\} is
nonempty and bounded above, so by the axiom it has a supremum
s = \sup_n a_n. Given \varepsilon > 0,
condition (ii) hands us some term a_N > s - \varepsilon. But the
sequence is increasing, so every later term satisfies
s - \varepsilon < a_N \le a_n \le s for all
n \ge N. That is exactly the definition of
a_n \to s: the sequence converges, and it converges to the
supremum of its terms. One application of the axiom, one use of the two-part test — and
out falls the monotone convergence theorem, the workhorse behind infinite series, decimal
expansions, and Newton's method alike.
Open any analysis course and look at the headline theorems. The intermediate value
theorem: a continuous function that starts negative and ends positive must cross
zero. Its proof? Consider c = \sup\{x : f(x) < 0\} and show
f(c) = 0 — completeness conjures the crossing point. The
extreme value theorem: a continuous function on
[a,b] attains a maximum. Its proof considers
\sup f([a,b]) — completeness guarantees there is a candidate to
attain. The mean value theorem rides on the extreme value theorem, so it too
cashes out this axiom. So do the convergence of bounded monotone sequences (above), the
Bolzano–Weierstrass theorem, the convergence of Cauchy sequences, and the fact that
0.999\ldots = 1.
Drop completeness — work over \mathbb{Q} — and every one of
these fails. Over the rationals, f(x) = x^2 - 2 is
continuous, negative at 1, positive at
2… and never zero, because the crossing point would have to be
\sqrt2. Calculus doesn't run on
\mathbb{Q}. In a very real sense, the entire subject of analysis
is one axiom, amortised over a thousand theorems.
See the least upper bound
Below, the dotted points form a set S living on the number line,
crowding rightward toward 4. Every point from
\sup S rightward is an upper bound (the solid bar); the supremum is
the left edge of that bar — the smallest number still bounding
S, the place where the ray of upper bounds begins.
Now drag the \varepsilon slider and watch the window
(\sup S - \varepsilon,\ \sup S]. However thin you make it, it
always catches part of S — the set refuses to leave a gap
below its supremum. That is condition (ii) made visible: step any distance
\varepsilon below the sup and you land strictly inside the crowd,
no longer above it. Compare with a point like 5: it bounds
S too, but the window (5-\varepsilon, 5]
would be empty for small \varepsilon — an upper bound with daylight
beneath it is not the least one.
The Archimedean property says: for every real
x there is a natural number
n > x — no real is "infinitely large", and
\tfrac1n can be made as small as you like. It looks obvious, but
it is a consequence of completeness.
Proof. Suppose not: suppose \mathbb{N} were
bounded above. Being nonempty and bounded above, by completeness it would have a supremum
s = \sup \mathbb{N}. By condition (ii) with
\varepsilon = 1, some n \in \mathbb{N}
satisfies n > s - 1. But then
n + 1 > s, and n + 1 is also a natural
number — contradicting that s bounds
\mathbb{N}. So \mathbb{N} is
not bounded above, which is exactly the Archimedean property.
Archimedes assumed it; here it is
earned.
We stated completeness for sets bounded above. The dual — every nonempty set
bounded below has a greatest lower bound — needs no new axiom; reflect through
0. If S is bounded below by
\ell, then -S = \{-x : x \in S\} is
bounded above by -\ell, so
\sup(-S) exists, and
\inf S = -\sup(-S).
Reflecting the line swaps "below" with "above" and least with greatest, so one axiom
delivers both bounds. This symmetry recurs throughout analysis — prove a fact for
suprema, then read off its mirror for infima for free.