Proposition 13.2.3. Let $(E, \normn{\cdot}_{E}, \le)$ be a Banach lattice and $(E^{*}, \normn{\cdot}_{E^*}, \le)$ be its dual, equipped with the canonical ordering, then $E^{*}$ is a Banach lattice.

Proof. Let $x, y \in E$ and $z \in [x, y]$, then

\[|z| = z \vee (-z) \le y \vee (-x)\]

so $[x, y]$ is bounded by $\norm{x}_{E} \vee \norm{y}_{E}$. Thus $E^{*} \subset E^{b}$.

Let $\phi \in E^{*}$, then by Proposition 13.1.14, $0 \vee \phi$ exists in $E^{b}$. For any $x \in E$ with $x \ge 0$,

\[(0 \vee \phi)(x) = \sup(\phi([0, x])) \le \norm{\phi}_{E^*}\cdot \norm{x}_{E}\]

so for arbitrary $x \in E$,

\begin{align*}(0 \vee \phi)(x)&= (0 \vee \phi)(x^{+}) - (0 \vee \phi)(x^{-}) \\&\le \norm{\phi}_{E^*}(\normn{x^+}_{E} \vee \normn{x^-}_{E}) \le \norm{\phi}_{E^*}\cdot \norm{x}_{E}\end{align*}

and $\norm{0 \vee \phi}_{E^*}\le \norm{\phi}_{E^*}$. Therefore $E^{*}$ is a vector lattice.

Now, let $x \in E$ with $\norm{x}_{E} = 1$, then

\begin{align*}\dpn{x, \phi}{E^*}&= \dpn{x, \phi^+}{E}+ \dpn{-x, \phi^-}{E}\\&\le \dpn{|x|, \phi^+}{E}+ \dpn{|x|, \phi^-}{E}\\&= \dpn{|x|, \phi^+ + \phi^-}{E}\le \norm{\ |\phi|\ }_{E^*}\end{align*}

On the other hand, by Proposition 13.1.14, for any $x \in E$ with $x \ge 0$ and $\norm{x}_{E} = 1$,

\[\dpn{x, |\phi|}{E^*}= \sup\bracsn{\dpn{y, \phi}{E}|y \in E, |y| \le x}\le \norm{\phi}_{E^*}\]

so $\norm{\ |\phi|\ }_{E^*}\le \norm{\phi}_{E^*}$. Therefore for any $\phi, \psi \in E$ with $|\phi| \le |\psi|$,

\begin{align*}\norm{\phi}_{E^*}&= \norm{\ |\phi|\ }_{E^*}= \sup\bracsn{\dpn{x, |\phi|}{E}|x \in E, x \ge 0, \norm{x}_E = 1}\\&\le \sup\bracsn{\dpn{x, |\psi|}{E}|x \in E, x \ge 0, \norm{x}_E = 1}\\&= \norm{\ |\psi|\ }_{E^*}\norm{\psi}_{E}\end{align*}
$\square$