A real number is called an upper bound for if for all.
A real number is the least upper bound for if is an upper bound for and for every upper bound of.
The least-upper-bound property states that any non-empty set of real numbers that has an upper bound must have a least upper bound in real numbers.
Generalization to ordered sets
More generally, one may define upper bound and least upper bound for any subset of a partially ordered set, with “real number” replaced by “element of ”. In this case, we say that has the least-upper-bound property if every non-empty subset of with an upper bound has a least upper bound in . For example, the set of rational numbers does not have the least-upper-bound property under the usual order. For instance, the set has an upper bound in, but does not have a least upper bound in . The construction of the real numbers using Dedekind cuts takes advantage of this failure by defining the irrational numbers as the least upper bounds of certain subsets of the rationals.
Proof
Logical status
The least-upper-bound property is equivalent to other forms of the completeness axiom, such as the convergence of Cauchy sequences or the nested intervals theorem. The logical status of the property depends on the construction of the real numbers used: in the synthetic approach, the property is usually taken as an axiom for the real numbers ; in a constructive approach, the property must be proved as a theorem, either directly from the construction or as a consequence of some other form of completeness.
Proof using Cauchy sequences
It is possible to prove the least-upper-bound property using the assumption that every Cauchy sequence of real numbers converges. Let be a nonempty set of real numbers, and suppose that has an upper bound. Since is nonempty, there exists a real number that is not an upper bound for. Define sequences and recursively as follows:
Check whether is an upper bound for.
If it is, let and let.
Otherwise there must be an element in so that. Let and let.
Then and as. It follows that both sequences are Cauchy and have the same limit, which must be the least upper bound for.
Applications
The least-upper-bound property of can be used to prove many of the main foundational theorems in real analysis.
Let be a continuous function, and suppose that and. In this case, the intermediate value theorem states that must have a root in the interval. This theorem can be proved by considering the set That is, is the initial segment of that takes negative values under. Then is an upper bound for, and the least upper bound must be a root of.
Bolzano–Weierstrass theorem
The Bolzano–Weierstrass theorem for states that every sequence of real numbers in a closed interval must have a convergent subsequence. This theorem can be proved by considering the set Clearly is an upper bound for, so has a least upper bound. Then must be a limit point of the sequence, and it follows that has a subsequence that converges to.
Let be a continuous function and let, where if has no upper bound. The extreme value theorem states that is finite and for some. This can be proved by considering the set If is the least upper bound of this set, then it follows from continuity that.
Heine–Borel theorem
Let be a closed interval in, and let be a collection of open sets that covers. Then the Heine–Borel theorem states that some finite subcollection of covers as well. This statement can be proved by considering the set This set must have a least upper bound. But is itself an element of some open set, and it follows that can be covered by finitely many for some sufficiently small. This proves that, and it also yields a contradiction unless.
History
The importance of the least-upper-bound property was first recognized by Bernard Bolzano in his 1817 paper Rein analytischer Beweis des Lehrsatzes dass zwischen je zwey Werthen, die ein entgegengesetztes Resultat gewäahren, wenigstens eine reelle Wurzel der Gleichung liege.
