If V is a vector space, there is a least topology tauV on V which makes all linear maps from V to any other vector space continuous (consider the initial topology from the collection of all linear maps from V to all vector spaces which are quotients of V---this is a set of maps, which is nice, but it is not really needed) This topology is locally convex: it is the largest locally convex topology, in fact.
If you endow L(V,W), the space of continuous linear maps between two lcvts V and W, with the topology tauL(V,W), then you get a functor.
(You can play this game in many ways: pick a set mathcalF of your favorite locally convex topological vector spaces — for example, let mathcalF=L2/3(mathbbR),mathcalE′, — and endow L(V,W), for all lctvs V and W, with the least topology taumathcalF for which all linear maps from L(V,W) to an element of mathcalF are continuous. This gives again a functor.) (Moreover, one can do the same with final topologies, of course)
Remark that these topologies are probably useless :)
Later: There is another source of examples, generalizing the uniform topologies.
Suppose you have an assignment to each lctvs V of a set C(V)subseteqmathcalP(V) of subsets of V which is functorial, in the sense that whenever f:VtoW is a continuous linear map of lctvs then f(A):AinC(V)subseteqC(W). Then there is functorial topology on L(V,W) given by uniform convergence on sets of C(V).
If you take C(V) to be the set of bounded subsets of V, of compact subsets of V, of relatively compact subsets of V, of finite subsets of V, then you get your examples 1 to 4. But there are other choices for C(V): the set of star shaped subsets of V (ie, subsets SsubseteqV such that there is a point xinS such that for all yinS the segment [x,y] is contained in S; this over mathbbR---over mathbbC there is a corresponding notion whose name escapes me now), say. There are others.
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