Let $H$ be a Hilbert space infinite dimensional over the complex numbers $\mathbb C$.
Let $S$ be a compact subset of $H$.
Let $V=\overline{\operatorname{span}(S)}$ be the closure of linear span of $S$.
Let $g:S \to \mathbb C$ be a continuous function or rather for each sequence $s_n$ of $S$ such that $s_n \to s_0$ ($H$ metric) then $g(s_n) \to g(s_0)$.
My question is:
Is it always possible to extend the $g$ function to a 'continue' linear functional on $V$?
Thanks.
Let $H=\ell^2(\mathbb N)$, $S=\{e_1,e_1+\frac1{n^2}e_n\mid n\in\mathbb N,n>1\}$, $g(e_1+\frac1{n^2}e_n)=1+1/n$, $g(e_1)=1$.
You have:
However any linear extension $g'$ must have: $$g'(e_n)=g'\left(n^2(e_1+\frac{1}{n^2}e_n-e_1)\right)=n^2\left(g'(e_1+\frac1{n^2}e_n)-g'(e_1)\right)=n^2+n-n^2=n$$ In other words $\sup_{x\in H,\|x\|≤1}|g'(x)|$ is infinite. This is equivalent to $g'$ not being continuous.