Bidual, double dual, and second dual all mean the same thing.
The above theorem holds only when X is finite-dimensional. If it is not finite-dimensional, it generally does not hold, and if it does, X is called a reflexive space.
An important point in the theorem is that the isomorphism ψ:X→X∗∗ can be derived very naturally. For an arbitrary x∈X, let’s define x^:X∗→R as follows.
x^(f)=f(x)∀f∈X∗
Then, x^ becomes a linear functional on X∗. Now let’s define ψ:X→X∗∗ as follows.
ψ(x)=x^∀x∈X
Then the theorem is described as follows.
Let us consider X as a finite-dimensional vector space. Define ψ:X→X∗∗ as ψ(x)=x^. Then, ψ is an isomorphism.
Let X be a finite-dimensional vector space, and x∈X. If for all f∈X∗, x^(f)=0 holds, then x=0 holds.
Proof
The proof is by contraposition. Assume x=0. Then it is sufficient to show that there exists f such that x^(f)=0. Choose any ordered basis β={x1=x,x2,…,xn}. Then, for the dual basis β∗={f1,…,fn}, f1(x1)=1=0 holds.
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Let’s say for some x∈X the functional ψ(x) on X∗ is ψ(x)=0. Then for all f∈X∗, ψ(x)(f)=x^(f)=0 holds. Therefore, by the auxiliary theorem, x=0 holds. Since N(ψ)={0}, ψ is injective.