strangerep said:
...an infinite sum over the basis vectors. Surely such a sum
qualifies as a linear combination?
The theorem I mentioned is valid for arbitrary vector spaces. (I'm including the proof below). It implies that if we define "linear combination" your way, the following statement is false:
The subspace generated (=spanned) by S is equal to the set of linear combinations of members of S.
So let's think about what you said in the text I quoted. The definition of "subspace generated by" and the theorem imply that a vector expressed as
x=\sum_{n=1}^\infty \langle e_n,x\rangle e_n
with infinitely many non-zero terms does
not belong to the subspace generated by the orthonormal basis.

That's odd. I didn't expect that.
I think the explanation is that terms like "linear combination" and "subspace generated by" were invented to be useful when we're dealing with arbitrary vector spaces, where infinite sums may not even be defined. And then we stick to the same terminology when we're dealing with Hilbert spaces.
I haven't tried to prove it, but I'm guessing that the subspace spanned by an orthonormal basis is dense in the Hilbert space, and also that it isn't complete. But vectors like the x mentioned above can be reached (I assume) as a limit of a sequence of members of the subspace generated by the basis. (A convergent sum of the kind that appears on the right above is of course a special case of that).
strangerep said:
One can also find inf-dim subspaces in general, in which case those arguments about
finite sums don't apply.
The theorem holds for infinite-dimensional vector spaces too. The proof is very easy. Let V be an arbitrary vector space, and let S be an arbitrary subset. Define \bigvee S to be the intersection of all subspaces W_\alpha such that S\subset W_\alpha. I'll write this intersection as
\bigvee S=\bigcap_\alpha W_\alpha
Define W to be the set of all linear combinations of members of S. (Both here and below, when I say "linear combination", I mean something with a finite number of terms).
W=\Big\{\sum_{i=1}^n a_i s_i|a_i\in\mathbb F, s_i\in S, n\in\mathbb N\Big\}
I want to show that W=\bigvee S. First we prove that W\subset\bigvee S.
Let x be an arbitrary member of W. x is a linear combination of members of S, but S is a subset of every W_\alpha. So x is a linear combination of members of W_\alpha for every \alpha. The W_\alpha are subspaces, so that implies that x is a member of every W_\alpha. Therefore x\in\bigvee S[/tex], and that implies W\subset\bigvee S.<br />
<br />
Then we prove that \bigvee S\subset W. It's obvious from the definition of W that it's closed under linear combinations. That means that it's a subspace. So it's one of the terms on the right in<br />
<br />
\bigvee S=\bigcap_\alpha W_\alpha<br />
<br />
That implies that \bigvee S\subset W.