Then, we can define an inner product over this space as: $\mathbf{x}\cdot \mathbf{y} := \sum x_iy_i$. (This is a finite sum.) Ok, let $X$ the set of vectors $e_i = (0,\ldots,1,0,\ldots,\ldots)$, where the unique entrace that differs from zero is the input $i.$
This is an example of set that is bounded, note that $X \subset B_{2\sqrt{2}}(e_1)$ the open ball centered in $e_1$ and of radius $2\sqrt{2}.$
It is not compact! once for each $i$, $B_{\frac{\sqrt{2}}{2}}(e_i)$ contains only $e_i,$ and that is an open conver that cannot be refined to a finite subcover.
But it is also closed! And tha is what I am not able to prove. Any hint, comment, answer will be very appreciate.
Thanks a lot.