Problem: Let $X$ and $Y$ be compact spaces. Prove that for any real-valued function $f$ on $X \times Y$ and any $\epsilon > 0$ we can find continuous real-valued functions $g_1,g_2,g_3,\dots,g_n$ on $X$ and $h_1,h_2,h_3,\dots,h_n$ on $Y$ such that
$$ \left|f(x,y)-\sum_{i=1}^n g_i(x)h_i(y)\right| < \epsilon \quad (x,y) \in X \times Y $$
From what I understand I need to define $\mathcal{A} = \left\{\sum_{i=1}^ng_1(x)h_i(y) : g_i \in C(X) \text{ and } h_i \in C(Y) \right\}$. Then I need to prove that
- $\mathcal{A}$ is an algebra
- $1 \in \mathcal{A}$
- $\mathcal{A}$ separates points.
Work so far:
- Let $p(x,y) = \sum_{i=1}^n a_i(x)b_i(y)$ and $q(x,y) = \sum_{i=1}^n c_i(x)d_i(y)$ then we need to show that $p+q \in \mathcal{A}$ and $pq \in \mathcal{A}$. For the product of $p$ and $q$ I have that \begin{align*} p(x,y)q(x,y) = \sum_{i=1}^n\sum_{j=1}^n a_i(x)b_i(y)c_j(x)d_j(y) \end{align*} For each $i$ define $m_i(x) = \left(a_i(x)\left[\sum_{j=1}^n c_j(x)\right]\right)$ and $n_i(y)= \left(b_i(y)\left[\sum_{j=1}^n d_j(y)\right]\right)$ then both $m_i$ and $n_i$ are continuous since they are the sum and products of continuous functions and we get \begin{align*} p(x,y)q(x,y) = \sum_{i=1}^n m_i(x)n_i(y) \in \mathcal{A} \end{align*} As for the sum I cannot find a way to add them both up and get a summation of the form required in the algebra.
- To show $1 \in \mathcal{A}$ we just need to let $g_i(x) = 1 \; \forall \; i$ and $h_i(y) = \frac{1}{n} \; \forall \; i$ and the sum equals to 1 so $1 \in \mathcal{A}$
- We need to show to there exists functions $g \in C(X)$ and $h \in C(Y)$ such that if $(x_1,y_1) \neq (x_2,y_2)$ then there exist a $z(x,y) \in \mathcal{A}$ such that $z(x_1,y_1) \neq z(x_2,y_2)$ where $z(x,y) = \sum_{i=1}^n g_i(x)h_i(y)$. Would it be allowed to have $g(x_1) = 1$ and $g(x_2) = 0$ and $h(y) = 1 \; \forall \; y$ then $g(x_1)h(y_1) \neq g(x_2)h(y_2)$?
Let me know if any additional information that might be needed to complete the problem. Thank you.
You have the correct idea, but you missed an essential point (see Lord Shark the Unknown's comment):
In your definition of $\mathcal A$ you have a fixed $n$, but you have to take all finite sums $\sum_{i=1}^n g_i h_i$ with arbitrary $n$.
You will see that your proof works smoothly, it even becomes simpler for 2. (take $n =1$). Concerning 3. note that not necessarily $x_1 \ne x_2$. We only know that $x_1 \ne x_2$ or $y_1 \ne y_2$. Both cases can be treated as you did.