Lecture Notes in Functional Analysis

by William L. Paschke

edition 0.9

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Contents

Frontmatter

I. Hilbert Space

II. Bounded Operators

III. Compact Operators

IV. The Spectral Theorem

Index and References

III. Compact Operators

Definition III.1

A linear map Tlinear map:mapsXnormed linear spacetoYnormed linear space \( T : X \to Y \) between normed linear spaces is called compact if Tlinear map(Bnorm-bounded subset)¯ \( \overline{T\mathopen{}\left( B\right)\mathclose{}} \) is compact for every norm-bounded subset Bnorm-bounded subset\( B \) of Xnormed linear space\( X \).

Remark III.2

It is enough to check for BballXnormed linear space(1one)=equals{setxvectorelement ofXnormed linear space|such that xvectorless than or equal to1one }set \( \mathrm{B}_{X}\mathopen{}\left( 1\right)\mathclose{}= \mathopen{}\left\{\, x\in X\,\middle\vert\, , \mathopen{}\left\lVert{}x\right\rVert\mathclose{}\leq 1, \,\right\}\mathclose{} \) since each norm-bounded subset Bnorm-bounded subsetsubsetrreal numbertimesBballXnormed linear space(1one) \( B\subseteq r\mathrm{B}_{X}\mathopen{}\left( 1\right)\mathclose{} \) for some rreal number>greater than0zero \( r\gt 0 \).

Remark III.3

Compact operators are bounded operators because compact subsets of a metric space are bounded in the metric.

Remark III.4

For Tlinear mapelement ofbounded linear operators(Xnormed linear spaceYnormed linear space) \( T\in \mathcal{L}\mathopen{}\left( X, Y\right)\mathclose{} \), dimdimension(Tlinear map(Xnormed linear space))<less thaninfinity \( \operatorname{dim}\mathopen{}\left( T\mathopen{}\left( X\right)\mathclose{}\right)\mathclose{}\lt \infty \) implies that Tlinear map\( T \) is compact.

Remark III.5

If Xnormed linear space\( X \) is infinite dimensional, then BballXnormed linear space(1one) \( \mathrm{B}_{X}\mathopen{}\left( 1\right)\mathclose{} \) (which equals BballXnormed linear space(1one) ¯ \( \overline{ \mathrm{B}_{X}\mathopen{}\left( 1\right)\mathclose{} } \)) is non-compact, so IXnormed linear spaceidentity operator on Xnormed linear space\( \mathrm{I}_{X} \) is a bounded operator but not a compact operator on Xnormed linear space\( X \).

Recall a metric space is compact if and only if every sequence has a convergent subsequence.

Proposition III.6

An operator Tlinear mapelement ofbounded linear operators(Xnormed linear spaceYnormed linear space) \( T\in \mathcal{L}\mathopen{}\left( X, Y\right)\mathclose{} \) is compact if and only if for every bounded sequence (sequencexvectorninteger)sequence \( \mathopen{}\left({x}_{n}\right)\mathclose{} \) in Xnormed linear space\( X \), the sequence (sequenceTlinear map(xvectorninteger))sequence \( \mathopen{}\left(T\mathopen{}\left( {x}_{n}\right)\mathclose{}\right)\mathclose{} \) has a convergent subsequence.

Proof. (⇒) Tlinear map\( T \) compact, (sequencexvectorninteger)sequence \( \mathopen{}\left({x}_{n}\right)\mathclose{} \) bounded implies (sequenceTlinear map(xvectorninteger))sequence ¯ \( \overline{ \mathopen{}\left(T\mathopen{}\left( {x}_{n}\right)\mathclose{}\right)\mathclose{} } \) compact.

(⇐) Bnorm-bounded subset\( B \) bounded, (sequenceyvectorninteger)sequence \( \mathopen{}\left({y}_{n}\right)\mathclose{} \) a sequence in Tlinear map(Bnorm-bounded subset)¯ \( \overline{T\mathopen{}\left( B\right)\mathclose{}} \) then get (sequencexvectorninteger)sequence \( \mathopen{}\left({x}_{n}\right)\mathclose{} \) in Bnorm-bounded subset\( B \) such that Tlinear map(xvectorninteger)-minusyvectorninteger<less than1oneninteger \( \mathopen{}\left\lVert{}T\mathopen{}\left( {x}_{n}\right)\mathclose{}-{y}_{n}\right\rVert\mathclose{}\lt \frac{1}{n} \). Since then (sequenceTlinear map(xvectornintegerkinteger))sequence \( \mathopen{}\left(T\mathopen{}\left( {x}_{{n}_{k}}\right)\mathclose{}\right)\mathclose{} \) converges for subsequence (sequencexvectornintegerkinteger)sequence \( \mathopen{}\left({x}_{{n}_{k}}\right)\mathclose{} \), get (sequenceyvectornintegerkinteger)sequence \( \mathopen{}\left({y}_{{n}_{k}}\right)\mathclose{} \) to converge (to the same limit).

Example III.7

With φfunction1one\( {φ}_{1} \), \( \dotsc \), φfunctionninteger\( {φ}_{n} \) in Xnormed linear space*\( X^{*} \) and yvector1one\( {y}_{1} \), \( \dotsc \), yvectorninteger\( {y}_{n} \) in Xnormed linear space\( X \), Tlinear map(xvector)=equalssummationiinteger=1oneninteger φfunctionninteger(xvector)timesyvectoriinteger . \[ T\mathopen{}\left( x\right)\mathclose{}= \sum_{i=1}^{n}{} {φ}_{n}\mathopen{}\left( x\right)\mathclose{}{y}_{i} \text{.} \]

Example III.8

The Volterra operator Tlinear map:maps L2Lebesgue space([interval0zero, 1one]interval) to L2Lebesgue space([interval0zero, 1one]interval) , \[ T : \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \to \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \text{,} \] defined by (Tlinear map(ffunction))(xvector)=equalsffunction, χ[interval0zero, xvector]interval , \[ \mathopen{}\left(T\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= \mathopen{}\left\langle{}f, {χ}_{\mathopen{}\left[0, x\right]\mathclose{}}\right\rangle\mathclose{} \text{,} \] is compact. To see why, first notice |modulusTlinear map(ffunction(xvector))|modulusless than or equal toffunction2twotimesχ[interval0zero, xvector]interval2two=equalsffunction2twotimesxvectorless than or equal toffunction2two \( \mathopen{}\left\lvert{}T\mathopen{}\left( f\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}\right\rvert\mathclose{}\leq \mathopen{}\left\lVert{}f\right\rVert\mathclose{}_{2}\mathopen{}\left\lVert{}{χ}_{\mathopen{}\left[0, x\right]\mathclose{}}\right\rVert\mathclose{}_{2}= \mathopen{}\left\lVert{}f\right\rVert\mathclose{}_{2}\sqrt{x}\leq \mathopen{}\left\lVert{}f\right\rVert\mathclose{}_{2} \) and also |modulusTlinear map(ffunction(xvector1one))-minusTlinear map(ffunction(xvector2two))|modulusless than or equal toffunction2twotimes|modulusxvector1one-minusxvector2two|modulus \( \mathopen{}\left\lvert{}T\mathopen{}\left( f\mathopen{}\left( {x}_{1}\right)\mathclose{}\right)\mathclose{}-T\mathopen{}\left( f\mathopen{}\left( {x}_{2}\right)\mathclose{}\right)\mathclose{}\right\rvert\mathclose{}\leq \mathopen{}\left\lVert{}f\right\rVert\mathclose{}_{2}\sqrt{\mathopen{}\left\lvert{}{x}_{1}-{x}_{2}\right\rvert\mathclose{}} \) because χ[interval0zero, xvector1one]interval-minusχ[interval0zero, xvector2two]interval=equals|modulusxvector1one-minusxvector2two|modulus \( \mathopen{}\left\lVert{}{χ}_{\mathopen{}\left[0, {x}_{1}\right]\mathclose{}}-{χ}_{\mathopen{}\left[0, {x}_{2}\right]\mathclose{}}\right\rVert\mathclose{}= \sqrt{\mathopen{}\left\lvert{}{x}_{1}-{x}_{2}\right\rvert\mathclose{}} \) (so in particular, Ranrange(Tlinear map)subsetCspace of continuous functions([interval0zero, 1one]interval) \( \operatorname{Ran}\mathopen{}\left( T\right)\mathclose{}\subseteq \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \)). Let (sequenceffunctionninteger)sequence \( \mathopen{}\left({f}_{n}\right)\mathclose{} \) be a bounded sequence in L2Lebesgue space([interval0zero, 1one]interval) \( \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \), say ffunctionninteger2twoless than or equal toMmatrix \( \mathopen{}\left\lVert{}{f}_{n}\right\rVert\mathclose{}_{2}\leq M \) for all ninteger\( n \). Then Tlinear map(ffunctionninteger)infinityless than or equal toMmatrix \( \mathopen{}\left\lVert{}T\mathopen{}\left( {f}_{n}\right)\mathclose{}\right\rVert\mathclose{}_{\infty}\leq M \) and |modulusTlinear map(ffunctionninteger(xvector1one))-minusTlinear map(ffunctionninteger(xvector2two))|modulusless than or equal toMmatrixtimes|modulusxvector1one-minusxvector2two|modulus \( \mathopen{}\left\lvert{}T\mathopen{}\left( {f}_{n}\mathopen{}\left( {x}_{1}\right)\mathclose{}\right)\mathclose{}-T\mathopen{}\left( {f}_{n}\mathopen{}\left( {x}_{2}\right)\mathclose{}\right)\mathclose{}\right\rvert\mathclose{}\leq M\sqrt{\mathopen{}\left\lvert{}{x}_{1}-{x}_{2}\right\rvert\mathclose{}} \). That is to say, you can make this small for all ninteger\( n \) simultaneously by making |modulusxvector1one-minusxvector2two|modulus \( \mathopen{}\left\lvert{}{x}_{1}-{x}_{2}\right\rvert\mathclose{} \) sufficiently small, and (sequenceTlinear map(ffunctionninteger))sequence \( \mathopen{}\left(T\mathopen{}\left( {f}_{n}\right)\mathclose{}\right)\mathclose{} \) is pointwise (here in fact uniformly) bounded, and equicontinuous. Then Arzela's Theorem says there exists a uniformly convergent subsequence of (sequenceTlinear map(ffunctionninteger))sequence \( \mathopen{}\left(T\mathopen{}\left( {f}_{n}\right)\mathclose{}\right)\mathclose{} \), say (sequence Tlinear map(ffunctionnintegerkinteger) )sequence \( \mathopen{}\left( T\mathopen{}\left( {f}_{{n}_{k}}\right)\mathclose{} \right)\mathclose{} \), with Tlinear map(ffunctionnintegerkinteger)-minusggroup elementinfinityconverges to0zero \( \mathopen{}\left\lVert{}T\mathopen{}\left( {f}_{{n}_{k}}\right)\mathclose{}-g\right\rVert\mathclose{}_{\infty} \to 0 \) for some ggroup elementelement ofCspace of continuous functions([interval0zero, 1one]interval) \( g\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \). So, (Tlinear map(ffunctionnintegerkinteger)-minusggroup element2two) 2two =equalsintegral0zero1one |modulusTlinear map(ffunctionnintegerkinteger)-minusggroup element|modulus 2two less than or equal to (Tlinear map(ffunctionnintegerkinteger)-minusggroup elementinfinity) 2two \( {\mathopen{}\left(\mathopen{}\left\lVert{}T\mathopen{}\left( {f}_{{n}_{k}}\right)\mathclose{}-g\right\rVert\mathclose{}_{2}\right)\mathclose{}}^{2}= \int _{0}^{1}{} {\mathopen{}\left\lvert{}T\mathopen{}\left( {f}_{{n}_{k}}\right)\mathclose{}-g\right\rvert\mathclose{}}^{2} \leq {\mathopen{}\left(\mathopen{}\left\lVert{}T\mathopen{}\left( {f}_{{n}_{k}}\right)\mathclose{}-g\right\rVert\mathclose{}_{\infty}\right)\mathclose{}}^{2} \), which makes Tlinear map(ffunctionnintegerkinteger)converges toggroup element \( T\mathopen{}\left( {f}_{{n}_{k}}\right)\mathclose{} \to g \) in L2Lebesgue space \( \mathrm{L}^{\mathrm{2}} \).

Notation III.9

For normed linear spaces Xnormed linear space\( X \) and Ynormed linear space\( Y \), let 𝒦compact linear operators(Xnormed linear spaceYnormed linear space) \( \mathcal{K}\mathopen{}\left( X, Y\right)\mathclose{} \) be the set of compact operators: Tlinear mapelement ofbounded linear operators(Xnormed linear spaceYnormed linear space)\( T\in \mathcal{L}\mathopen{}\left( X, Y\right)\mathclose{} \) such that Tlinear map\( T \) is compact.

Proposition III.10

If YBanach space\( Y \) is a Banach space, then 𝒦compact linear operators(Xnormed linear spaceYBanach space) \( \mathcal{K}\mathopen{}\left( X, Y\right)\mathclose{} \) is a closed subspace of bounded linear operators(Xnormed linear spaceYBanach space) \( \mathcal{L}\mathopen{}\left( X, Y\right)\mathclose{} \).

Proof. If Scompact operator\( S \) and Tcompact operator\( T \) are in 𝒦compact linear operators(Xnormed linear spaceYBanach space) \( \mathcal{K}\mathopen{}\left( X, Y\right)\mathclose{} \) and (sequencexvectorninteger)sequence \( \mathopen{}\left({x}_{n}\right)\mathclose{} \) is bounded in Xnormed linear space\( X \), then there exists (sequencexvectorninteger)sequence \( \mathopen{}\left( {x}_{n}'\right)\mathclose{} \) such that (sequenceTcompact operator(xvectorninteger))sequence \( \mathopen{}\left(T\mathopen{}\left( {x}_{n}'\right)\mathclose{}\right)\mathclose{} \) converges, and there is also a further subsequence (sequencexvectorninteger)sequence \( \mathopen{}\left( {x}_{n}''\right)\mathclose{} \) such that (sequenceScompact operator(xvectorninteger))sequence \( \mathopen{}\left(S\mathopen{}\left( {x}_{n}''\right)\mathclose{}\right)\mathclose{} \) converges. Then we have that (sequence (Scompact operator+plusTcompact operator)((sequence xvectorninteger )sequence) )sequence \( \mathopen{}\left( \mathopen{}\left(S+T\right)\mathclose{}\mathopen{}\left( \mathopen{}\left( {x}_{n}'' \right)\mathclose{}\right)\mathclose{} \right)\mathclose{} \) is convergent, which shows Scompact operator+plusTcompact operatorelement of𝒦compact linear operators(Xnormed linear spaceYBanach space) \( S+T\in \mathcal{K}\mathopen{}\left( X, Y\right)\mathclose{} \).

Scalar multiplication is clearly ok. For closed, suppose (sequenceTcompact operatorninteger)sequence \( \mathopen{}\left({T}_{n}\right)\mathclose{} \) is a sequence of compact operators converging in norm to Tcompact operatorelement ofbounded linear operators(Xnormed linear spaceYBanach space) \( T\in \mathcal{L}\mathopen{}\left( X, Y\right)\mathclose{} \) ( Tcompact operatorninteger-minusTcompact operatorconverges to0zero \( \mathopen{}\left\lVert{}{T}_{n}-T\right\rVert\mathclose{} \to 0 \)). Take (sequencexvectorninteger)sequence \( \mathopen{}\left({x}_{n}\right)\mathclose{} \) in Xnormed linear space\( X \) with xvectornintegerless than or equal toMmatrix \( \mathopen{}\left\lVert{}{x}_{n}\right\rVert\mathclose{}\leq M \) for all ninteger\( n \). Using compactness of Tcompact operator1one\( {T}_{1} \), Tcompact operator2two\( {T}_{2} \), …, get successive subsequences (sequencexvectorninteger)sequence \( \mathopen{}\left( {x}_{n}'\right)\mathclose{} \), (sequencexvectorninteger)sequence \( \mathopen{}\left( {x}_{n}''\right)\mathclose{} \), … such that (sequence Tcompact operator1one(xvectorninteger) )sequence \( \mathopen{}\left( {T}_{1}\mathopen{}\left( {x}_{n}'\right)\mathclose{} \right)\mathclose{} \) converges, (sequence Tcompact operatorjinteger(xvectorninteger) )sequence \( \mathopen{}\left( {T}_{j}\mathopen{}\left( {x}_{n}''\right)\mathclose{} \right)\mathclose{} \) converges for jinteger\( j \) in {set1one2two}set \( \mathopen{}\left\{\, 1, 2\,\right\}\mathclose{} \), (sequence Tcompact operatorjinteger(xvectorninteger) )sequence \( \mathopen{}\left( {T}_{j}\mathopen{}\left( {x}_{n}'''\right)\mathclose{} \right)\mathclose{} \) converges for jinteger\( j \) in {set1one2two3three}set \( \mathopen{}\left\{\, 1, 2, 3\,\right\}\mathclose{} \), etc. Let (sequencexvectormintegerkinteger)sequence \( \mathopen{}\left({x}_{{m}_{k}}\right)\mathclose{} \) be the kinteger\( k \)th item in the minteger\( m \)th sequence. This makes (sequencexvectormintegerkinteger)sequencekinteger=1oneinfinity \( \mathopen{}\left({x}_{{m}_{k}}\right)\mathclose{}_{k=1}^{\infty} \) eventually a subsequence of (sequencexvectorninteger)sequence \( \mathopen{}\left( {x}_{n}'\right)\mathclose{} \), (sequencexvectorninteger)sequence \( \mathopen{}\left( {x}_{n}''\right)\mathclose{} \), …. It follows that (sequence Tcompact operatorninteger(xvectormintegerkinteger) )sequencekinteger=1oneinfinity \( \mathopen{}\left( {T}_{n}\mathopen{}\left( {x}_{{m}_{k}}\right)\mathclose{} \right)\mathclose{}_{k=1}^{\infty} \) converges for every ninteger\( n \). Now Tcompact operator(xvectormintegeriinteger)-minusTcompact operator(xvectormintegerkinteger)less than or equal to(Tcompact operator-minusTcompact operatorninteger)(xvectormintegeriinteger)+plusTcompact operatorninteger(xvectormintegeriinteger-minusxvectormintegerkinteger)+plus(Tcompact operatorninteger-minusTcompact operator)(xvectormintegerkinteger)less than or equal to2twotimesMmatrixtimesTcompact operator-minusTcompact operatorninteger+plusTcompact operatorninteger(xvectormintegeriinteger-minusxvectormintegerkinteger). \[ \mathopen{}\left\lVert{}T\mathopen{}\left( {x}_{{m}_{i}}\right)\mathclose{}-T\mathopen{}\left( {x}_{{m}_{k}}\right)\mathclose{}\right\rVert\mathclose{}\leq \mathopen{}\left\lVert{}\mathopen{}\left(T-{T}_{n}\right)\mathclose{}\mathopen{}\left( {x}_{{m}_{i}}\right)\mathclose{}\right\rVert\mathclose{}+\mathopen{}\left\lVert{}{T}_{n}\mathopen{}\left( {x}_{{m}_{i}}-{x}_{{m}_{k}}\right)\mathclose{}\right\rVert\mathclose{}+\mathopen{}\left\lVert{}\mathopen{}\left({T}_{n}-T\right)\mathclose{}\mathopen{}\left( {x}_{{m}_{k}}\right)\mathclose{}\right\rVert\mathclose{}\leq 2M\mathopen{}\left\lVert{}T-{T}_{n}\right\rVert\mathclose{}+\mathopen{}\left\lVert{}{T}_{n}\mathopen{}\left( {x}_{{m}_{i}}-{x}_{{m}_{k}}\right)\mathclose{}\right\rVert\mathclose{}\text{.} \] Given εpositive real number>greater than0zero \( ε\gt 0 \), there exists ninteger\( n \) such that Tcompact operator(xvectormintegeriinteger)-minusTcompact operator(xvectormintegerkinteger)<less thanεpositive real number2two+plusTcompact operatorninteger(xvectormintegeriinteger-minusxvectormintegerkinteger) \( \mathopen{}\left\lVert{}T\mathopen{}\left( {x}_{{m}_{i}}\right)\mathclose{}-T\mathopen{}\left( {x}_{{m}_{k}}\right)\mathclose{}\right\rVert\mathclose{}\lt \frac{ε}{2}+\mathopen{}\left\lVert{}{T}_{n}\mathopen{}\left( {x}_{{m}_{i}}-{x}_{{m}_{k}}\right)\mathclose{}\right\rVert\mathclose{} \) and this is less than εpositive real number2two+plusεpositive real number2two=equalsεpositive real number \( \frac{ε}{2}+\frac{ε}{2}= ε \) for sufficiently large iinteger\( i \) and kinteger\( k \). So the sequence is Cauchy, and we're done since YBanach space\( Y \) is complete.

The spectral theory of compact operators has the following special features.

Theorem III.11

Let Tcompact operator\( T \) be a compact operator on a Banach space Xnormed linear space\( X \). Then

  1. (λcomplex number-minusTcompact operator)(Xnormed linear space) \( \mathopen{}\left(λ-T\right)\mathclose{}\mathopen{}\left( X\right)\mathclose{} \) is closed for every λcomplex numberelement ofCcomplex numbersset difference{set0zero}set \( λ\in \mathbb{C}\setminus \mathopen{}\left\{\, 0\,\right\}\mathclose{} \).
  2. σ(Tcompact operator)set difference{set0zero}set \( \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{}\setminus \mathopen{}\left\{\, 0\,\right\}\mathclose{} \) consists of eigenvalues of Tcompact operator\( T \); and
  3. {setλcomplex numberelement ofσ(Tcompact operator)|such that |modulusλcomplex number|modulusgreater than or equal toδpositive real number }set \( \mathopen{}\left\{\, λ\in \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{}\,\middle\vert\, , \mathopen{}\left\lvert{}λ\right\rvert\mathclose{}\geq δ, \,\right\}\mathclose{} \) is finite for every δpositive real number>greater than0zero \( δ\gt 0 \).

  1. We may assume λcomplex number=equals1one \( λ= 1 \). Suppose xvectorninteger-minusTcompact operator(xvectorninteger)converges towvector \( {x}_{n}-T\mathopen{}\left( {x}_{n}\right)\mathclose{} \to w \). Let dreal numberninteger=equalsd(xvectornintegerKerkernel(1one-minusTcompact operator))=equalsinfinfimumTcompact operator(yvector)=equalsyvectorxvectorninteger-minusyvector \( {d}_{n}= \operatorname{d}\mathopen{}\left( {x}_{n}, \operatorname{Ker}\mathopen{}\left( 1-T\right)\mathclose{}\right)\mathclose{}= \inf_{T\mathopen{}\left( y\right)\mathclose{}= y}{}\mathopen{}\left\lVert{}{x}_{n}-y\right\rVert\mathclose{} \). Harmlessly perturb each xvectorninteger \( {x}_{n} \) by a vector in Kerkernel(1one-minusTcompact operator) \( \operatorname{Ker}\mathopen{}\left( 1-T\right)\mathclose{} \) to make xvectorninteger<less thandreal numberninteger+plus1one \( \mathopen{}\left\lVert{}{x}_{n}\right\rVert\mathclose{}\lt {d}_{n}+1 \). We claim that supsupremumnintegerdreal numberninteger<less thaninfinity \( \sup_{n}{}{d}_{n}\lt \infty \). Otherwise, pass to a subsequence and assume dreal numbernintegerconverges toinfinity \( {d}_{n} \to \infty \). Let zninteger=equals xvectorninteger dreal numberninteger+plus1one \( {z}_{n}= \frac{{x}_{n}}{{d}_{n}+1} \), so zninteger<less than1one \( \mathopen{}\left\lVert{}{z}_{n}\right\rVert\mathclose{}\lt 1 \). Again passing to a subsequence, we may assume Tcompact operator(zninteger)converges toyvector \( T\mathopen{}\left( {z}_{n}\right)\mathclose{} \to y \), because Tcompact operator\( T \) is compact. Also zninteger-minusTcompact operator(zninteger)=equals xvectorninteger-minusTcompact operator(xvectorninteger) dreal numberninteger+plus1one converges to0zero \( {z}_{n}-T\mathopen{}\left( {z}_{n}\right)\mathclose{}= \frac{{x}_{n}-T\mathopen{}\left( {x}_{n}\right)\mathclose{}}{{d}_{n}+1} \to 0 \). It follows that znintegerconverges toyvector \( {z}_{n} \to y \) and that Tcompact operator(yvector)=equalsyvector \( T\mathopen{}\left( y\right)\mathclose{}= y \). Thus dreal numberninteger dreal numberninteger+plus1one less than or equal to xvectorninteger-minus(dreal numberninteger+plus1one)timesyvector dreal numberninteger+plus1one =equalszninteger-minusyvectorconverges to0zero , \[ \frac{{d}_{n}}{{d}_{n}+1}\leq \frac{\mathopen{}\left\lVert{}{x}_{n}-\mathopen{}\left({d}_{n}+1\right)\mathclose{}y\right\rVert\mathclose{}}{{d}_{n}+1}= \mathopen{}\left\lVert{}{z}_{n}-y\right\rVert\mathclose{} \to 0 \text{,} \] a contradiction. With the claim established, we know that (sequencexvectorninteger)sequence \( \mathopen{}\left({x}_{n}\right)\mathclose{} \) is bounded, so after passing to a subsequence we get that Tcompact operator(xvectorninteger)converges toyvector \( T\mathopen{}\left( {x}_{n}\right)\mathclose{} \to y \), so xvectornintegerconverges towvector+plusyvector \( {x}_{n} \to w+y \), and thus wvector=equalslimlimitninteger (1one-minusTcompact operator)timesxvectorninteger =equals(1one-minusTcompact operator)times(wvector+plusyvector) \( w= \lim_{n}{} \mathopen{}\left(1-T\right)\mathclose{}{x}_{n} = \mathopen{}\left(1-T\right)\mathclose{}\mathopen{}\left(w+y\right)\mathclose{} \).
  2. Suppose contrariwise that λcomplex numberelement ofσ(Tcompact operator)set difference{set0zero}set \( λ\in \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{}\setminus \mathopen{}\left\{\, 0\,\right\}\mathclose{} \) but Kerkernel(λcomplex number-minusTcompact operator)=equals{set0zero}set \( \operatorname{Ker}\mathopen{}\left( λ-T\right)\mathclose{}= \mathopen{}\left\{\, 0\,\right\}\mathclose{} \). As usual, we may assume λcomplex number=equals1one \( λ= 1 \). The range of 1one-minusTcompact operator \( 1-T \) cannot be all of Xnormed linear space\( X \), since if it were, the injective operator 1one-minusTcompact operator \( 1-T \) would be invertible by the open mapping theorem. Thus (1one-minusTcompact operator)(Xnormed linear space) \( \mathopen{}\left(1-T\right)\mathclose{}\mathopen{}\left( X\right)\mathclose{} \) is a closed proper subspace of Xnormed linear space\( X \), and 1one-minusTcompact operator \( 1-T \) is a linear homeomorphism of Xnormed linear space\( X \) with (1one-minusTcompact operator)(Xnormed linear space) \( \mathopen{}\left(1-T\right)\mathclose{}\mathopen{}\left( X\right)\mathclose{} \). It follows that the subspaces (1one-minusTcompact operator) ninteger (Xnormed linear space) \( {\mathopen{}\left(1-T\right)\mathclose{}}^{n}\mathopen{}\left( X\right)\mathclose{} \) ( nintegerelement of{set0zero1one2two}set \( n\in \mathopen{}\left\{\, 0, 1, 2, \dotsc\,\right\}\mathclose{} \)) are all closed, with (1one-minusTcompact operator) ninteger+plus1one (Xnormed linear space)proper subset (1one-minusTcompact operator) ninteger (Xnormed linear space) \( {\mathopen{}\left(1-T\right)\mathclose{}}^{n+1}\mathopen{}\left( X\right)\mathclose{}\subsetneq {\mathopen{}\left(1-T\right)\mathclose{}}^{n}\mathopen{}\left( X\right)\mathclose{} \) for each ninteger\( n \), Lemma I.65 yields a sequence (sequencexvectorninteger)sequence \( \mathopen{}\left({x}_{n}\right)\mathclose{} \) with xvectorninteger=equals1one , \[ \mathopen{}\left\lVert{}{x}_{n}\right\rVert\mathclose{}= 1 \text{,} \] xvectornintegerelement of (1one-minusTcompact operator) ninteger (Xnormed linear space) , \[ {x}_{n}\in {\mathopen{}\left(1-T\right)\mathclose{}}^{n}\mathopen{}\left( X\right)\mathclose{} \text{,} \] d(xvectorninteger (1one-minusTcompact operator) ninteger+plus1one (Xnormed linear space))>greater than1one2two \[ \operatorname{d}\mathopen{}\left( {x}_{n}, {\mathopen{}\left(1-T\right)\mathclose{}}^{n+1}\mathopen{}\left( X\right)\mathclose{}\right)\mathclose{}\gt \frac{1}{2} \] for every ninteger\( n \). Take minteger>greater thanninteger \( m\gt n \) and write yvector=equals(Tcompact operator-minus1one)(xvectorninteger)+plus(1one-minusTcompact operator)(xvectorminteger)-minusxvectorminteger \( y= \mathopen{}\left(T-1\right)\mathclose{}\mathopen{}\left( {x}_{n}\right)\mathclose{}+\mathopen{}\left(1-T\right)\mathclose{}\mathopen{}\left( {x}_{m}\right)\mathclose{}-{x}_{m} \). Then yvectorelement of (Tcompact operator-minus1one) ninteger+plus1one (Xnormed linear space) \( y\in {\mathopen{}\left(T-1\right)\mathclose{}}^{n+1}\mathopen{}\left( X\right)\mathclose{} \). Since Tcompact operator(xvectorninteger)-minusTcompact operator(xvectorminteger)=equalsxvectorninteger+plusyvector \( T\mathopen{}\left( {x}_{n}\right)\mathclose{}-T\mathopen{}\left( {x}_{m}\right)\mathclose{}= {x}_{n}+y \), we conclude that Tcompact operator(xvectorninteger)-minusTcompact operator(xvectorminteger)>greater than1one2two \( \mathopen{}\left\lVert{}T\mathopen{}\left( {x}_{n}\right)\mathclose{}-T\mathopen{}\left( {x}_{m}\right)\mathclose{}\right\rVert\mathclose{}\gt \frac{1}{2} \) for all mintegernot equal toninteger \( m\neq n \), which contradicts Tcompact operatorelement of𝒦compact linear operators(Xnormed linear space) \( T\in \mathcal{K}\mathopen{}\left( X\right)\mathclose{} \).

  3. Suppose contrariwise that for some δpositive real number>greater than0zero \( δ\gt 0 \) there are distinct λcomplex number1one \( {λ}_{1} \), λcomplex number2two \( {λ}_{2} \), … and non-zero vectors xvector1one \( {x}_{1} \), xvector2two \( {x}_{2} \), … with Tcompact operator(xvectorjinteger)=equalsλcomplex numberjintegertimesxvectorjinteger \( T\mathopen{}\left( {x}_{j}\right)\mathclose{}= {λ}_{j}{x}_{j} \) and |modulusλcomplex numberjinteger|modulusgreater than or equal toδpositive real number \( \mathopen{}\left\lvert{}{λ}_{j}\right\rvert\mathclose{}\geq δ \) for all jinteger\( j \). Let Ynormed linear spaceninteger \( {Y}_{n} \) be the linear span of xvector1one \( {x}_{1} \), xvector2two \( {x}_{2} \), …, xvectorninteger \( {x}_{n} \). As in elementary linear algebra, the xvectorjinteger \( {x}_{j} \)'s are linearly independent, so each Ynormed linear spaceninteger \( {Y}_{n} \) is properly contained in Ynormed linear spaceninteger+plus1one \( {Y}_{n+1} \). By Lemma I.65, we can find unit vectors yvectorninteger \( {y}_{n} \) with yvectornintegerelement ofYnormed linear spaceninteger \( {y}_{n}\in {Y}_{n} \) and d(yvectorninteger+plus1oneYnormed linear spaceninteger)>greater than1one2two \( \operatorname{d}\mathopen{}\left( {y}_{n+1}, {Y}_{n}\right)\mathclose{}\gt \frac{1}{2} \). Notice that Tcompact operator(Ynormed linear spaceninteger)subsetYnormed linear spaceninteger \( T\mathopen{}\left( {Y}_{n}\right)\mathclose{}\subseteq {Y}_{n} \). Take minteger>greater thanninteger \( m\gt n \). Write yvectorminteger=equalsαcomplex numbertimesxvectorminteger+plusyvector \( {y}_{m}= α{x}_{m}+ y' \), where yvectorelement ofYnormed linear spaceminteger-minus1one \( y'\in {Y}_{m-1} \). We have Tcompact operator(yvectorminteger)-minusTcompact operator(yvectorninteger)=equalsλcomplex numbermintegertimesαcomplex numbertimesxvectorminteger+plusTcompact operator(yvector)-minusTcompact operator(yvectorninteger)-minusλcomplex numbermintegertimesyvectorminteger+plusλcomplex numbermintegertimesyvectorminteger=equalsλcomplex numbermintegertimesyvectorminteger-minusλcomplex numbermintegertimesyvector+plusTcompact operator(yvector)-minusTcompact operator(yvectorninteger)element ofλcomplex numbermintegertimesyvectorminteger+plusYnormed linear spaceminteger-minus1one . \[ T\mathopen{}\left( {y}_{m}\right)\mathclose{}-T\mathopen{}\left( {y}_{n}\right)\mathclose{}= {λ}_{m}α{x}_{m}+T\mathopen{}\left( y'\right)\mathclose{}-T\mathopen{}\left( {y}_{n}\right)\mathclose{}-{λ}_{m}{y}_{m}+{λ}_{m}{y}_{m}= {λ}_{m}{y}_{m}-{λ}_{m} y'+T\mathopen{}\left( y'\right)\mathclose{}-T\mathopen{}\left( {y}_{n}\right)\mathclose{}\in {λ}_{m}{y}_{m}+{Y}_{m-1} \text{.} \] We conclude that Tcompact operator(yvectorninteger), Tcompact operator(yvectorminteger)>greater thanδpositive real number2two \( \mathopen{}\left\lVert{}T\mathopen{}\left( {y}_{n}\right)\mathclose{}, T\mathopen{}\left( {y}_{m}\right)\mathclose{}\right\rVert\mathclose{}\gt \frac{δ}{2} \) for all mintegernot equal toninteger \( m\neq n \), which contradicts Tcompact operatorelement of𝒦compact linear operators(Xnormed linear space) \( T\in \mathcal{K}\mathopen{}\left( X\right)\mathclose{} \).
Remark III.12

We now have a complete picture of the spectrum of Tlinear mapelement of𝒦compact linear operators(Xnormed linear space) \( T\in \mathcal{K}\mathopen{}\left( X\right)\mathclose{} \). If Xnormed linear space\( X \) is finite-dimensional, then of course σ(Tlinear map) \( \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{} \) can be any subset of Ccomplex numbers\( \mathbb{C} \) of cardinality not exceeding dimdimension(Xnormed linear space) \( \operatorname{dim}\mathopen{}\left( X\right)\mathclose{} \). If Xnormed linear space\( X \) is infinite-dimensional, then 0zero\( 0 \) must belong to σ(Tlinear map) \( \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{} \) because the unit ball of Xnormed linear space\( X \) is not compact. The rest of σ(Tlinear map) \( \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{} \) consists of either a finite set of non-zero eigenvalues, or a sequence of non-zero eigenvalues converging to 0zero\( 0 \). For every non-zero λcomplex number\( λ \), (eigenvalue or not) the subspace Kerkernel(λcomplex number-minusTlinear map) \( \operatorname{Ker}\mathopen{}\left( λ-T\right)\mathclose{} \) is finite-dimensional.

Remark III.13

Composition of a compact operator with a bounded operator (in either order) gives a compact operator. Thus 𝒦compact linear operators(Xnormed linear space) \( \mathcal{K}\mathopen{}\left( X\right)\mathclose{} \) is a two-sided ideal in bounded linear operators(Xnormed linear space) \( \mathcal{L}\mathopen{}\left( X\right)\mathclose{} \) which is closed if Xnormed linear space\( X \) is a Banach space. bounded linear operators(Xnormed linear space)/𝒦compact linear operators(Xnormed linear space) \( \mathcal{L}\mathopen{}\left( X\right)\mathclose{}/\mathcal{K}\mathopen{}\left( X\right)\mathclose{} \) is called the Calkin algebra of Xnormed linear space\( X \).

Notation III.14

Call Tlinear mapelement ofbounded linear operators(Xnormed linear space)\( T\in \mathcal{L}\mathopen{}\left( X\right)\mathclose{} \) finite rank if dimdimension(Tlinear map(Xnormed linear space))<less thaninfinity \( \operatorname{dim}\mathopen{}\left( T\mathopen{}\left( X\right)\mathclose{}\right)\mathclose{}\lt \infty \). Let finite rank operators(Xnormed linear space)\( \mathcal{F}\mathopen{}\left( X\right)\mathclose{} \) be the set of finite rank operators in bounded linear operators(Xnormed linear space)\( \mathcal{L}\mathopen{}\left( X\right)\mathclose{} \).

Remark III.15

finite rank operators(Xnormed linear space) \( \mathcal{F}\mathopen{}\left( X\right)\mathclose{} \) is also an ideal in bounded linear operators(Xnormed linear space) \( \mathcal{L}\mathopen{}\left( X\right)\mathclose{} \). We have finite rank operators(Xnormed linear space)¯subset𝒦compact linear operators(Xnormed linear space) \( \overline{\mathcal{F}\mathopen{}\left( X\right)\mathclose{}}\subseteq \mathcal{K}\mathopen{}\left( X\right)\mathclose{} \) if Xnormed linear space\( X \) is complete. Often, perhaps universally, finite rank operators(Xnormed linear space)¯=equals𝒦compact linear operators(Xnormed linear space) \( \overline{\mathcal{F}\mathopen{}\left( X\right)\mathclose{}}= \mathcal{K}\mathopen{}\left( X\right)\mathclose{} \) when Xnormed linear space\( X \) is a Banach space.

Now, specialize to a Hilbert space HHilbert space\( H \).

Proposition III.16

Let Tcompact operatorelement of𝒦compact linear operators(HHilbert space) \( T\in \mathcal{K}\mathopen{}\left( H\right)\mathclose{} \). Then

  1. Tcompact operator(HHilbert space)¯ \( \overline{T\mathopen{}\left( H\right)\mathclose{}} \) is separable.
  2. Assuming Tcompact operatornot an element offinite rank operators(HHilbert space) \( T\notin \mathcal{F}\mathopen{}\left( H\right)\mathclose{} \), let {seteunit vector1oneeunit vector2two}set \( \mathopen{}\left\{\, {e}_{1}, {e}_{2}, \dotsc\,\right\}\mathclose{} \) be an orthonormal basis for Tcompact operator(HHilbert space)¯ \( \overline{T\mathopen{}\left( H\right)\mathclose{}} \) and let Pninteger \( {P}_{n} \) be the orthogonal projection of HHilbert space\( H \) on spanspan(eunit vector1oneeunit vectorninteger) \( \operatorname{span}\mathopen{}\left( {e}_{1}, \dotsc, {e}_{n}\right)\mathclose{} \). Then Pninteger(Tcompact operator)-minusTcompact operatorconverges to0zero \( \mathopen{}\left\lVert{}{P}_{n}\mathopen{}\left( T\right)\mathclose{}-T\right\rVert\mathclose{} \to 0 \).

Proof.

  1. Since Tcompact operator(BballHHilbert space(1one)) ¯ \( \overline{ T\mathopen{}\left( \mathrm{B}_{H}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} } \) is compact, it is separable and there exists a countable subset SsetsubsetBballHHilbert space(1one) \( S\subseteq \mathrm{B}_{H}\mathopen{}\left( 1\right)\mathclose{} \) such that Tcompact operator(Sset)¯=equals Tcompact operator(BballHHilbert space(1one)) ¯ \( \overline{T\mathopen{}\left( S\right)\mathclose{}}= \overline{ T\mathopen{}\left( \mathrm{B}_{H}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} } \). So, Tcompact operator(unionninteger=1oneinfinitynintegertimesSset) \( T\mathopen{}\left( \bigcup_{n=1}^{\infty}{}nS\right)\mathclose{} \) is a countable dense subset of Tcompact operator(HHilbert space)¯ \( \overline{T\mathopen{}\left( H\right)\mathclose{}} \).
  2. Notice Pninteger(yvector)-minusyvectorconverges to0zero \( \mathopen{}\left\lVert{}{P}_{n}\mathopen{}\left( y\right)\mathclose{}-y\right\rVert\mathclose{} \to 0 \) for all yvectorelement ofTcompact operator(HHilbert space)¯ \( y\in \overline{T\mathopen{}\left( H\right)\mathclose{}} \) (since we have Pninteger(yvector)-minusyvector 2two =equalssummationjinteger=ninteger+plus1oneinfinity |modulusyvector, eunit vectorjinteger|modulus 2two \( {\mathopen{}\left\lVert{}{P}_{n}\mathopen{}\left( y\right)\mathclose{}-y\right\rVert\mathclose{}}^{2}= \sum_{j=n+1}^{\infty}{}{\mathopen{}\left\lvert{}\mathopen{}\left\langle{}y, {e}_{j}\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2} \)). Pninteger+plus1one(Tcompact operator(xvector))-minusTcompact operator(xvector)less than or equal toPninteger(Tcompact operator(xvector))-minusTcompact operator(xvector) \( \mathopen{}\left\lVert{}{P}_{n+1}\mathopen{}\left( T\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}-T\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}\leq \mathopen{}\left\lVert{}{P}_{n}\mathopen{}\left( T\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}-T\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{} \) for all xvector\( x \). So, Pninteger+plus1one(Tcompact operator)-minusTcompact operatorless than or equal toPninteger(Tcompact operator)-minusTcompact operator \( \mathopen{}\left\lVert{}{P}_{n+1}\mathopen{}\left( T\right)\mathclose{}-T\right\rVert\mathclose{}\leq \mathopen{}\left\lVert{}{P}_{n}\mathopen{}\left( T\right)\mathclose{}-T\right\rVert\mathclose{} \). Let δpositive real number=equalsinfinfimumnintegerPninteger(Tcompact operator)-minusTcompact operator \( δ= \inf_{n}{}\mathopen{}\left\lVert{}{P}_{n}\mathopen{}\left( T\right)\mathclose{}-T\right\rVert\mathclose{} \). If δpositive real number>greater than0zero \( δ\gt 0 \), then we get xvectornintegerelement ofHHilbert space \( {x}_{n}\in H \) with xvectorninteger=equals1one \( \mathopen{}\left\lVert{}{x}_{n}\right\rVert\mathclose{}= 1 \) such that Pninteger(Tcompact operator(xvectorninteger))-minusTcompact operator(xvectorninteger)greater than or equal toδpositive real number2two \( \mathopen{}\left\lVert{}{P}_{n}\mathopen{}\left( T\mathopen{}\left( {x}_{n}\right)\mathclose{}\right)\mathclose{}-T\mathopen{}\left( {x}_{n}\right)\mathclose{}\right\rVert\mathclose{}\geq \frac{δ}{2} \). Compactness of Tcompact operator\( T \) gives Tcompact operator(xvectornintegerkinteger)converges toyvector \( T\mathopen{}\left( {x}_{{n}_{k}}\right)\mathclose{} \to y \) (in Tcompact operator(HHilbert space)¯ \( \overline{T\mathopen{}\left( H\right)\mathclose{}} \)). So δpositive real number2twoless than or equal toPnintegerkintegertimesTcompact operator(xvectornintegerkinteger)-minusTcompact operator(xvectornintegerkinteger)less than or equal toPnintegerkintegertimesTcompact operator(xvectornintegerkinteger)-minusyvector+plusPnintegerkinteger(yvector)-minusyvector+plusyvector-minusTcompact operator(xvectornintegerkinteger)less than or equal to2twotimesTcompact operator(xvectornintegerkinteger)-minusyvector+plusPnintegerkinteger(yvector)-minusyvectorconverges to0zero , \[ \frac{δ}{2}\leq \mathopen{}\left\lVert{}{P}_{{n}_{k}}T\mathopen{}\left( {x}_{{n}_{k}}\right)\mathclose{}-T\mathopen{}\left( {x}_{{n}_{k}}\right)\mathclose{}\right\rVert\mathclose{}\leq \mathopen{}\left\lVert{}{P}_{{n}_{k}}T\mathopen{}\left( {x}_{{n}_{k}}\right)\mathclose{}-y\right\rVert\mathclose{}+\mathopen{}\left\lVert{}{P}_{{n}_{k}}\mathopen{}\left( y\right)\mathclose{}-y\right\rVert\mathclose{}+\mathopen{}\left\lVert{}y-T\mathopen{}\left( {x}_{{n}_{k}}\right)\mathclose{}\right\rVert\mathclose{}\leq 2\mathopen{}\left\lVert{}T\mathopen{}\left( {x}_{{n}_{k}}\right)\mathclose{}-y\right\rVert\mathclose{}+\mathopen{}\left\lVert{}{P}_{{n}_{k}}\mathopen{}\left( y\right)\mathclose{}-y\right\rVert\mathclose{} \to 0 \text{,} \] and δpositive real number2two=equals0zero \( \frac{δ}{2}= 0 \).

Theorem III.17

finite rank operators(HHilbert space)¯=equals𝒦compact linear operators(HHilbert space)=equals𝒦compact linear operators(HHilbert space)* \( \overline{\mathcal{F}\mathopen{}\left( H\right)\mathclose{}}= \mathcal{K}\mathopen{}\left( H\right)\mathclose{}= \mathcal{K}\mathopen{}\left( H\right)\mathclose{}^{*} \).

Proof. PnintegertimesTlinear map \( {P}_{n}T \) and Tlinear map*timesPninteger \( T^{*}{P}_{n} \) are in finite rank operators(HHilbert space) \( \mathcal{F}\mathopen{}\left( H\right)\mathclose{} \).


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