"Let $\{x_n\}\subset U$ be a Cauchy sequence. Give a direct proof that if a subsequence $\{x_{nk}\}\subset S$ has a limit $L$, then the Cauchy sequence $\{x_n\}\subset U$ has $L$ as a limit. Do not assume that general Cauchy sequences are convergent."
Ok I know a lot of people hate helping others with homework when they feel that the person asking the question hasn't worked on the problem. I have spent about 30 minutes going through all my theorems from my textbook on Cauchy sequences and I don't know where to start. Please help me
The actual theorem states that a Cauchy sequence is convergent iff it has a convergent subsequence, and your question only asks us to prove the if part. It follows rather immediately from the triangle inequality. Pick $n_k$ such that $|x_{n_k}-L|\leq\dfrac{\epsilon}{2}$, and $n,m$ such that $|x_n-x_m|\leq \dfrac{\epsilon}{2}$. You should be able to see why these exist for integers sufficiently large. Then
$$|x_n-L|\leq|x_n-x_m|+|x_{n_k}-L|$$.