According to many critics the novel is an exploration of a spiritual wasteland.
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Jake- Jake is able to love deeply was wounded during the war, and he's unable to 'fully' love the love of his life (Brett) in a physical way. I believe that part of the reason Brett becomes his 'perfect woman' is the fact that she's promiscuous. I think that Jake's tortured emotionally and her actions allow him the opportunity to be angry with her, and that she's also someone he knows will 'never' marry him or love him back in the way he desires. In other words, she's a safe 'love.'
Brett- In Brett, Hemingway has created the epitomy of an independent woman. I actually think he himself doesn't approve of this character. Brett, like Jake, is looking for love. She's love the love of her life to dysentery and she compensates for this loss by living a life od promiscuity, possibly hoping to find that love again.
Cohn's void is a bit different. He's the only one of the group that hasn't served in the war, and he's the only Jew among them. Cohn's approach to people is also completely different, he hasn't been jaded by the war and he holds onto values that are no longer embrace. Unfortunately, these things leave him open to mockery.......... he compensates with fighting.
The Sun Also Rises