I'm a mathematics undergrad student who finished his first university year succesfully. I got courses of calculus, but these weren't very rigorous. I did learn about stuff like epsilon and delta proofs but we never made exercises on those things. The theory I saw contained proofs but the main goal of the course was to succesfully learn to solve integrals (line integrals, surface integrals, double integrals, volume integrals, ...), solve differential equations, etc.
I already took proof based courses like linear algebra and group theory, so I think I am ready to start to learn rigorous real analysis, so I'm looking for a book that suits me.
I want the book to contain the following topics:
The usual analysis stuff:
- a construction of $\mathbb{R}$ or a system that takes $\mathbb{R}$ axiomatically for granted
- rigorous treatment of limits, sequences, derivatives, series, integrals
- the book can be about single variable analysis, but this is no requirement
- exercises to practice (I want certainly be able to prove things using epsilon and delta definitions after reading and working through the book)
Other requirements:
- The book must be suited for self study (I have 3 months until the next school year starts, and I want to be able to prepare for the analysis courses).
I have heard about the books 'Real numbers and real analysis' by Ethan D. Block and 'Principles of mathematical analysis' by Walter Rudin, and those seem to be good books.
Can someone hint me towards a good book? If you want me to add information, feel free to leave a comment.
Spivak's Calculus is still the best book for a rigorous foundation of Calculus and introduction to Mathematical Analysis. It includes, in its last chapter, very interesting topics, such as construction of transcendental number and the proof that e is transcendental, and the proof that $\pi$ is irrational. It also includes, in the Appendix, a rigorous construction of the set of real numbers by Dedekind cuts.
It is, in my opinion, by far the best Calculus book, if one wants to understand well the $\delta-\varepsilon$ definitions, and be able to solve challenging problems, which require these definitions. One of my favourite Spivak problems of this kind is the following:
Let $f:\mathbb R\to\mathbb R$ be a function $($not necessarily continuous$)$, which has a real limit at every point. Set $$ g(x)=\lim_{y\to x}f(y),\quad x\in\mathbb R. $$
Show that $g$ is continuous.
However, Spivak's book treats only one-dimensional Calculus.
Second reading, right after Spivak: Principles of Mathematical Analysis, by W. Rudin. Apart from a good introduction of the Metric Space Theory (to learn what is open, closed, compact, perfect and connected set), there is a number of results on convergence of sequences of functions, multivariate calculus, introduction of $k-$forms and introduction to Lebesgue measure.
As a sequel, one should consider the great little classic, Spivak's Calculus on Manifolds, which provides an elegant and concise introduction of $k-$forms and proof of Stokes Theorem in Euclidean spaces and manifolds.