Let $r > 0$ be a positive number, and define $F = \{u \in \mathbb{R}^{n} \mid \|u\| \leq r\}$. Prove $F$ is closed in $\mathbb{R}^{n}$.
Proof:
We want to show that if a sequence $\{u_{k}\}$ lies in $F$ and $\lim_{k\to\infty} u_{k} = u$, then $u \in F$. Let $\{u_{k}\}$ be in arbitrary sequence in $F$. By the set definition of $F$, it follows that $\|u_{k}\| \leq r$ for each index $k$. Thus,
$$\lim_{k\to\infty} \|u_{k}\| \leq \lim_{k\to\infty} r = r.$$
From here, it suffices to show $\lim_{k\to\infty} \|u_{k}\| = \|u\|$.
The proof goes on and shows that $\lim_{k\to\infty} \|u_{k}\| = \|u\|$
My question:
I don't understand why it suffices to show that the sequence of norms converges to the norm of the limit point? After they prove this fact, they say that $\lim_{k\to\infty} \|u_{k}\| = \|u\| = r$, from which it follows that $u \in F$, hence $F$ is closed. But, I don't get why proving this shows that $u$ is contained in $F$.
I think you are a bit confused so I'll try to make up the argument with more details. First, showing that a set is closed is equivalent to showing that every converging sequence has a limit point IN the set. Here the set we are concerned with is $F=\{u\in \mathbb{R}^n : ||u||\leq r\}$. Thus, if we pick a sequence $(u_k)_k\subset F$ such that $u_k\to u$, it suffices to show that $u\in F$ to prove that $F$ is closed. What does it mean to be an element of $F$ ? It means simply that $||u||\leq r$ ! So we have to show that $||u||\leq r$ :) That's why it is sufficient to show that the norm of the $u_k$'s goes to the norm of $u$ because $||u_k||\leq r$ for all $k$ and by taking the limit inside the norm because the norm is continuous, we get $||u||\leq r$ which is the condition an element of $\mathbb{R}^n$ has to satisfy to be in $F$. If you want more details, let me know !