I see $C[0,1]$, the set of continuous functions $f : [0,1] \to \mathbb{R}$ used a lot as an example of an infinite-dimensional vector space. There are other examples, too. But I notice that I've never seen the set $S$ of all functions $f : [0,1] \to \mathbb{R}$ or the like used; there's always some kind of continuity/differentiability requirement given along with it. So is $S$ a vector space?
- $f + g$ and $cf$ are in $S$ for $f,g \in S$
- There is an additive identity $f=0$, and additive inverse $-f$, and function addition is commutative and associative
- The rest of the axioms are just as easy to verify: $1f=f$, $a(bf)=(ab)f$, $(a+b)f=af+bf$, and $a(f+g)=af+ag$
So I conclude that $S$ is a vector space. But why do we not see it mentioned? Is it because you can't in general integrate an element of $S$, or because there are other important structures that $S$ is not but $C[0,1]$ is? Have I made a mistake somewhere and $S$ is not actually a vector space? Are we biased towards continuity and $S$ isn't as useful or interesting? Am I just not looking hard enough?