This has absolutely nothing to do with linear algebra but is here to provide convenient results to be used later when linear algebra will occur as part of some topics in analysis.
Stated informally, connected sets are those which are in one piece. In order to define what is meant by this, I will first consider what it means for a set to not be in one piece. This is called separated. Connected sets are defined in terms of not being separated. This is why theorems about connected sets sometimes seem a little tricky.
Definition 11.2.1 A set, S in a metric space, is separated if there exist sets A,B such that

In this case, the sets A and B are said to separate S. A set is connected if it is not separated. Remember A denotes the closure of the set A.
Note that the concept of connected sets is defined in terms of what it is not. This makes it somewhat difficult to understand. One of the most important theorems about connected sets is the following.
Theorem 11.2.2 Suppose U is a set of connected sets and that there exists a point p which is in all of these connected sets. Then K ≡∪U is connected.
Proof: Suppose

where ∩ B = ∩ A = ∅,A≠∅,B≠∅. Let U ∈U. Then

and this would separate U if both sets in the union are nonempty since the limit points of U ∩ B are contained in the limit points of B. It follows that every set of U is contained in one of A or B. Suppose then that some U ⊆ A. Then all U ∈U must be contained in A because if one is contained in B, this would violate the assumption that they all have a point p in common. Thus K is connected after all because this requires B = ∅. Alternatively, p is in one of these sets. Say p ∈ A. Then by the above argument every U must be in A because if not, the above would be a separation of U. Thus B = ∅. ■
The intersection of connected sets is not necessarily connected as is shown by the following picture.
Theorem 11.2.3 Let f : X → Y be continuous where Y is a metric space and X is connected. Then f
Proof: To do this you show f
An arbitrary set can be written as a union of maximal connected sets called connected components. This is the concept of the next definition.
Definition 11.2.4 Let S be a set and let p ∈ S. Denote by C_{p} the union of all connected subsets of S which contain p. This is called the connected component determined by p.
Theorem 11.2.5 Let C_{p} be a connected component of a set S in a metric space. Then C_{p} is a connected set and if C_{p} ∩ C_{q}≠∅, then C_{p} = C_{q}.
Proof: Let C denote the connected subsets of S which contain p. By Theorem 11.2.2, ∪C = C_{p} is connected. If x ∈ C_{p} ∩C_{q}, then from Theorem 11.2.2, C_{p} ⊇ C_{p} ∪C_{q} and so C_{p} ⊇ C_{q}. The inclusion goes the other way by the same reason. ■
This shows the connected components of a set are equivalence classes and partition the set.
A set, I is an interval in ℝ if and only if whenever x,y ∈ I then
Proof: Let C be connected. If C consists of a single point, p, there is nothing to prove. The interval is just

let C ∩
Conversely, let I be an interval. Suppose I is separated by A and B. Pick x ∈ A and y ∈ B. Suppose without loss of generality that x < y. Now define the set,

and let l be the least upper bound of S. Then l ∈A so l

contradicting the definition of l as an upper bound for S. Therefore, l ∈B which implies l
This yields a generalization of the intermediate value theorem from one variable calculus.
Corollary 11.2.7 Let E be a connected set in a metric space and suppose f : E → ℝ and that y ∈
Proof: From Theorem 11.2.3, f
The following theorem is a very useful description of the open sets in ℝ.
Theorem 11.2.8 Let U be an open set in ℝ. Then there exist countably many disjoint open sets
Proof: Let p ∈ U and let z ∈ C_{p}, the connected component determined by p. Since U is open, there exists, δ > 0 such that

This shows C_{p} is open. By Theorem 11.2.6, this shows C_{p} is an open interval,
Definition 11.2.9 A set E in a metric space is arcwise connected if for any two points, p,q ∈ E, there exists a closed interval,
An example of an arcwise connected metric space would be any subset of ℝ^{n} which is the continuous image of an interval. Arcwise connected is not the same as connected. A well known example is the following.
 (11.2) 
You can verify that this set of points in the normed vector space ℝ^{2} is not arcwise connected but is connected.