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

F. Self-Adjoint Operators

Call an operator Aself-adjoint operatorelement ofbounded linear operators(HHilbert space) \( A\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) self-adjoint if Aself-adjoint operator=equalsAself-adjoint operator* \( A= A^{*} \). There are lots of self-adjoint operators, such as Tlinear map*timesTlinear map \( T^{*}T \), Tlinear map+plusTlinear map* \( T+ T^{*} \), and iimaginary unittimes(Tlinear map-minusTlinear map*) \( \mathrm{i}\mathopen{}\left(T- T^{*}\right)\mathclose{} \) for any Tlinear mapelement ofbounded linear operators(HHilbert space) \( T\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \). The main results in this section are that every self-adjoint operator has real spectrum, and that the polynomial calculus for a self-adjoint operator extends to a functional calculus for arbitrary complex continuous functions on the spectrum of the operator. For the real spectrum result, we will need the following lemma.

Lemma II.53

Let Tlinear mapelement ofbounded linear operators(HHilbert space) \( T\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \). If there exists rreal number>greater than0zero \( r\gt 0 \) such that |modulusTlinear map(xvector), xvector|modulusgreater than or equal torreal numbertimesxvector2two \( \mathopen{}\left\lvert{}\mathopen{}\left\langle{}T\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}\right\rvert\mathclose{}\geq r{\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2} \) for all xvectorelement ofHHilbert space \( x\in H \), then Tlinear map\( T \) is invertible.

Proof. By Cauchy-Schwartz, Tlinear map(xvector)timesxvectorgreater than or equal torreal numbertimesxvector2two \( \mathopen{}\left\lVert{}T\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}\mathopen{}\left\lVert{}x\right\rVert\mathclose{}\geq r{\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2} \) so Tlinear map(xvector)greater than or equal torreal numbertimesxvector \( \mathopen{}\left\lVert{}T\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}\geq r\mathopen{}\left\lVert{}x\right\rVert\mathclose{} \) for all xvector\( x \). It then follows that the range of Tlinear map\( T \) is closed: Tlinear map(xvectorninteger)converges toyvector \( T\mathopen{}\left( {x}_{n}\right)\mathclose{} \to y \) implies that (sequencexvectorninteger)sequence \( \mathopen{}\left({x}_{n}\right)\mathclose{} \) is Cauchy, as xvectorninteger-minusxvectormintegerless than or equal to1onerreal numbertimesTlinear map(xvectorninteger)-minusTlinear map(xvectorminteger) \( \mathopen{}\left\lVert{}{x}_{n}-{x}_{m}\right\rVert\mathclose{}\leq \frac{1}{r}\mathopen{}\left\lVert{}T\mathopen{}\left( {x}_{n}\right)\mathclose{}-T\mathopen{}\left( {x}_{m}\right)\mathclose{}\right\rVert\mathclose{} \), which implies xvectornintegerconverges toxvector \( {x}_{n} \to x \), which implies yvector=equalsTlinear map(xvector) \( y= T\mathopen{}\left( x\right)\mathclose{} \). The range of Tlinear map\( T \) is dense because if wvectorelement ofTlinear map(HHilbert space) \( w\in {T\mathopen{}\left( H\right)\mathclose{}}^{\perp} \), then wvector, Tlinear map(xvector)=equals0zero \( \mathopen{}\left\langle{}w, T\mathopen{}\left( x\right)\mathclose{}\right\rangle\mathclose{}= 0 \) for all xvector\( x \) implies Tlinear map*(wvector), xvector=equals0zero \( \mathopen{}\left\langle{} T^{*}\mathopen{}\left( w\right)\mathclose{}, x\right\rangle\mathclose{}= 0 \) so Tlinear map*(wvector)=equals0zero \( T^{*}\mathopen{}\left( w\right)\mathclose{}= 0 \), and rreal numbertimeswvector2twoless than or equal to|modulusTlinear map(wvector), wvector|modulus=equals|moduluswvector, Tlinear map*(wvector)|modulus=equals0zero \( r{\mathopen{}\left\lVert{}w\right\rVert\mathclose{}}^{2}\leq \mathopen{}\left\lvert{}\mathopen{}\left\langle{}T\mathopen{}\left( w\right)\mathclose{}, w\right\rangle\mathclose{}\right\rvert\mathclose{}= \mathopen{}\left\lvert{}\mathopen{}\left\langle{}w, T^{*}\mathopen{}\left( w\right)\mathclose{}\right\rangle\mathclose{}\right\rvert\mathclose{}= 0 \). It follows that Tlinear map(HHilbert space)=equalsHHilbert space \( T\mathopen{}\left( H\right)\mathclose{}= H \). Further, Tlinear map(xvector)=equals0zero \( T\mathopen{}\left( x\right)\mathclose{}= 0 \) implies rreal numbertimesxvector2two=equals0zero \( r{\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2}= 0 \) implies xvector=equals0zero \( x= 0 \). Tlinear map\( T \) is one-to-one, so it has an inverse map. Get the linear inverse Tlinear map1inverse:mapsHHilbert spacetoHHilbert space \( {T}^{-1} : H \to H \), which is bounded because rreal numbertimesTlinear map1inverse(xvector)less than or equal toTlinear map(Tlinear map1inverse(xvector))=equalsxvector \( r\mathopen{}\left\lVert{}{T}^{-1}\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}\leq \mathopen{}\left\lVert{}T\mathopen{}\left( {T}^{-1}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}\right\rVert\mathclose{}= \mathopen{}\left\lVert{}x\right\rVert\mathclose{} \). So Tlinear map1inverseelement ofbounded linear operators(HHilbert space) \( {T}^{-1}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) and Tlinear map1inverseless than or equal to1onerreal number \( \mathopen{}\left\lVert{}{T}^{-1}\right\rVert\mathclose{}\leq \frac{1}{r} \).

Proposition II.54

An operator Aself-adjoint operatorelement ofbounded linear operators(HHilbert space) \( A\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) is self-adjoint if and only if Aself-adjoint operator(xvector), xvector \( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{} \) is real for all xvectorelement ofHHilbert space \( x\in H \).

Proof.

  1. (⇒) Aself-adjoint operator(xvector), xvector=equalsxvector, Aself-adjoint operator(xvector) \( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}= \mathopen{}\left\langle{}x, A\mathopen{}\left( x\right)\mathclose{}\right\rangle\mathclose{} \) implies Aself-adjoint operator(xvector), xvector=equalsAself-adjoint operator(xvector), xvector¯complex conjugate \( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}= \overline{\mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}} \).
  2. (⇐) Aself-adjoint operator(xvector+plusyvector), xvector+plusyvector=equalsAself-adjoint operator(xvector), xvector+plusAself-adjoint operator(xvector), yvector+plusAself-adjoint operator(yvector), xvector+plusAself-adjoint operator(yvector), yvectorelement ofRreal numbers \( \mathopen{}\left\langle{}A\mathopen{}\left( x+y\right)\mathclose{}, x+y\right\rangle\mathclose{}= \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}+\mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{}+\mathopen{}\left\langle{}A\mathopen{}\left( y\right)\mathclose{}, x\right\rangle\mathclose{}+\mathopen{}\left\langle{}A\mathopen{}\left( y\right)\mathclose{}, y\right\rangle\mathclose{}\in \mathbb{R} \) by hypothesis. Then Aself-adjoint operator(xvector), yvector+plusAself-adjoint operator(yvector), xvectorelement ofRreal numbers \( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{}+\mathopen{}\left\langle{}A\mathopen{}\left( y\right)\mathclose{}, x\right\rangle\mathclose{}\in \mathbb{R} \) so Imimaginary part(Aself-adjoint operator(xvector), yvector)=equals Imimaginary part(Aself-adjoint operator(yvector), xvector) \( \Im\mathopen{}\left( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{}\right)\mathclose{}= {-} \Im\mathopen{}\left( \mathopen{}\left\langle{}A\mathopen{}\left( y\right)\mathclose{}, x\right\rangle\mathclose{}\right)\mathclose{} \). Replacing yvector\( y \) by iimaginary unittimesyvector \( \mathrm{i}y \) makes the element iimaginary unittimesAself-adjoint operator(xvector), yvector+plusiimaginary unittimesAself-adjoint operator(yvector), xvectorelement ofRreal numbers \( {-}\mathrm{i}\mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{}+\mathrm{i}\mathopen{}\left\langle{}A\mathopen{}\left( y\right)\mathclose{}, x\right\rangle\mathclose{}\in \mathbb{R} \), which implies Rereal part(Aself-adjoint operator(xvector), yvector)=equalsRereal part(Aself-adjoint operator(yvector), xvector) \( \Re\mathopen{}\left( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{}\right)\mathclose{}= \Re\mathopen{}\left( \mathopen{}\left\langle{}A\mathopen{}\left( y\right)\mathclose{}, x\right\rangle\mathclose{}\right)\mathclose{} \). Hence Aself-adjoint operator(yvector), xvector ¯complex conjugate=equalsAself-adjoint operator(xvector), yvector \( \overline{ \mathopen{}\left\langle{}A\mathopen{}\left( y\right)\mathclose{}, x\right\rangle\mathclose{} }= \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{} \) implies Aself-adjoint operator(xvector), yvector=equalsxvector, Aself-adjoint operator(yvector)=equalsAself-adjoint operator*(xvector), yvector \( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{}= \mathopen{}\left\langle{}x, A\mathopen{}\left( y\right)\mathclose{}\right\rangle\mathclose{}= \mathopen{}\left\langle{} A^{*}\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{} \) implies (Aself-adjoint operator-minusAself-adjoint operator*)(xvector), yvector=equals0zero \( \mathopen{}\left\langle{}\mathopen{}\left(A- A^{*}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{}= 0 \).

Proposition II.55

Aself-adjoint operator=equalsAself-adjoint operator*element ofbounded linear operators(HHilbert space) \( A= A^{*}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) implies σ(Aself-adjoint operator)subsetRreal numbers \( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\subseteq \mathbb{R} \).

Proof. Let λcomplex number=equalsαcomplex number+plusiimaginary unittimesβcomplex number \( λ= α+\mathrm{i}β \) for αcomplex number\( α \) and βcomplex number\( β \) in Rreal numbers\( \mathbb{R} \), with βcomplex numbernot equal to0zero \( β\neq 0 \). |modulus(λcomplex number-minusAself-adjoint operator)(xvector), xvector|modulus=equals|modulus(αcomplex number-minusAself-adjoint operator)(xvector), xvector+plusiimaginary unittimesβcomplex numbertimesxvector, xvector|modulusgreater than or equal to|modulusβcomplex number|modulustimesxvector, xvector=equals|modulusβcomplex number|modulustimesxvector2two \( \mathopen{}\left\lvert{}\mathopen{}\left\langle{}\mathopen{}\left(λ-A\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}\right\rvert\mathclose{}= \mathopen{}\left\lvert{}\mathopen{}\left\langle{}\mathopen{}\left(α-A\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}+\mathrm{i}β\mathopen{}\left\langle{}x, x\right\rangle\mathclose{}\right\rvert\mathclose{}\geq \mathopen{}\left\lvert{}β\right\rvert\mathclose{}\mathopen{}\left\langle{}x, x\right\rangle\mathclose{}= \mathopen{}\left\lvert{}β\right\rvert\mathclose{}{\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2} \) so λcomplex number-minusAself-adjoint operatorelement of bounded linear operators(Xnormed linear space) 1invertible elements \( λ-A\in { \mathcal{L}\mathopen{}\left( X\right)\mathclose{} }^{-1} \) by Lemma II.53.

Proposition II.56

Let Tlinear map\( T \) be a normal operator and let ppolynomial with complex coefficients\( p \) be a polynomial with complex coefficients. Then ppolynomial with complex coefficients(Tlinear map) \( p\mathopen{}\left( T\right)\mathclose{} \) is normal, and ppolynomial with complex coefficients(Tlinear map)=equalsmaxmaximumλcomplex numberelement ofσ(Tlinear map)|modulusppolynomial with complex coefficients(λcomplex number)|modulus \( \mathopen{}\left\lVert{}p\mathopen{}\left( T\right)\mathclose{}\right\rVert\mathclose{}= \max_{λ\in \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{}}{}\mathopen{}\left\lvert{}p\mathopen{}\left( λ\right)\mathclose{}\right\rvert\mathclose{} \).

Proof. Notice that ppolynomial with complex coefficients(Tlinear map)*=equalsppolynomial with complex coefficients¯complex conjugate(Tlinear map*) \( p\mathopen{}\left( T\right)\mathclose{}^{*}= \overline{p}\mathopen{}\left( T^{*}\right)\mathclose{} \), where ppolynomial with complex coefficients¯complex conjugate\( \overline{p} \) is the polynomial obtained from ppolynomial with complex coefficients\( p \) by conjugating its coefficients. Any polynomial in Tlinear map\( T \) commutes with any polynomial in Tlinear map* \( T^{*} \) because Tlinear mapjinteger \( {T}^{j} \) commutes with (Tlinear map*)kinteger \( {\mathopen{}\left( T^{*}\right)\mathclose{}}^{k} \) for all jinteger\( j \) and kinteger\( k \) greater than or equal to 0zero\( 0 \). Thus ppolynomial with complex coefficients(Tlinear map) \( p\mathopen{}\left( T\right)\mathclose{} \) is normal. The formula for ppolynomial with complex coefficients(Tlinear map) \( \mathopen{}\left\lVert{}p\mathopen{}\left( T\right)\mathclose{}\right\rVert\mathclose{} \) now follows from Proposition II.44 and Proposition II.52.

Now for the functional calculus for self-adjoint operators Aself-adjoint operator=equalsAself-adjoint operator*element ofbounded linear operators(HHilbert space) \( A= A^{*}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \). Let Ppolynomial subalgebra\( P \) be the subalgebra of Cspace of continuous functions(σ(Aself-adjoint operator)) \( \mathrm{C}\mathopen{}\left( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \) consisting of polynomials. Then Ppolynomial subalgebra\( P \) is point-separating and nowhere-vanishing on σ(Aself-adjoint operator) \( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{} \). It is furthermore self-adjoint as a subalgebra because σ(Aself-adjoint operator) \( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{} \) is real. By the Stone-Weierstrass Theorem, then, Ppolynomial subalgebra\( P \) is uniformly dense in Cspace of continuous functions(σ(Aself-adjoint operator)) \( \mathrm{C}\mathopen{}\left( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \). By Proposition II.56, the map ppolynomial with complex coefficientsis mapped toppolynomial with complex coefficients(Aself-adjoint operator) \( p\mapsto p\mathopen{}\left( A\right)\mathclose{} \) is a linear isometry from Ppolynomial subalgebra\( P \) (with the uniform norm) into bounded linear operators(HHilbert space) \( \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \). In fact, it's an isometric *-algebra homomorphism, i.e. ppolynomial with complex coefficients(Aself-adjoint operator)*=equalsppolynomial with complex coefficients¯complex conjugate(Aself-adjoint operator) \( p\mathopen{}\left( A\right)\mathclose{}^{*}= \overline{p}\mathopen{}\left( A\right)\mathclose{} \) and (ppolynomial with complex coefficientstimesqpolynomial with complex coefficients)(Aself-adjoint operator)=equalsppolynomial with complex coefficients(Aself-adjoint operator)timesqpolynomial with complex coefficients(Aself-adjoint operator) \( \mathopen{}\left(pq\right)\mathclose{}\mathopen{}\left( A\right)\mathclose{}= p\mathopen{}\left( A\right)\mathclose{}q\mathopen{}\left( A\right)\mathclose{} \). Thus we have the following:

Theorem II.57

Let Aself-adjoint operator=equalsAself-adjoint operator* \( A= A^{*} \). There is an isometric *-isomorphism Φisometric *-isomorphism:mapsCspace of continuous functions(σ(Aself-adjoint operator))tobounded linear operators(HHilbert space) \( Φ : \mathrm{C}\mathopen{}\left( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \to \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) such that Φisometric *-isomorphism(ppolynomial with complex coefficients)=equalsppolynomial with complex coefficients(Aself-adjoint operator) \( Φ\mathopen{}\left( p\right)\mathclose{}= p\mathopen{}\left( A\right)\mathclose{} \) for all ppolynomial with complex coefficientselement ofP \( p\in P \).

Proof. As with any isometry mapping a dense subset of a metric space into a complete metric space, we obtain Φisometric *-isomorphism\( Φ \) unambiguously by defining Φisometric *-isomorphism(ffunction)=equalslimlimitnintegerppolynomial with complex coefficientsninteger(Aself-adjoint operator) \( Φ\mathopen{}\left( f\right)\mathclose{}= \lim_{n}{}{p}_{n}\mathopen{}\left( A\right)\mathclose{} \) for any sequence (sequenceppolynomial with complex coefficientsninteger)sequence \( \mathopen{}\left({p}_{n}\right)\mathclose{} \) converging uniformly to ffunction\( f \) on σ(Aself-adjoint operator) \( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{} \). That Φisometric *-isomorphism\( Φ \) is linear and multiplicative follows from taking limits along sequences of polynomials. Likewise Φisometric *-isomorphism(ffunction)*=equalsΦisometric *-isomorphism(ffunction¯complex conjugate) \( Φ\mathopen{}\left( f\right)\mathclose{}^{*}= Φ\mathopen{}\left( \overline{f}\right)\mathclose{} \) for ffunction\( f \) in Cspace of continuous functions(σ(Aself-adjoint operator)) \( \mathrm{C}\mathopen{}\left( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \) because Aself-adjoint operator=equalsAself-adjoint operator* \( A= A^{*} \) and therefore ppolynomial with complex coefficients(Aself-adjoint operator)*=equalsppolynomial with complex coefficients¯complex conjugate(Aself-adjoint operator) \( p\mathopen{}\left( A\right)\mathclose{}^{*}= \overline{p}\mathopen{}\left( A\right)\mathclose{} \) for every polynomial ppolynomial with complex coefficients\( p \).

Better notation: Write ffunction(Aself-adjoint operator)=equalsΦfunction(ffunction) \( f\mathopen{}\left( A\right)\mathclose{}= Φ\mathopen{}\left( f\right)\mathclose{} \) for ffunctionelement ofCspace of continuous functions(σ(Aself-adjoint operator)) \( f\in \mathrm{C}\mathopen{}\left( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \).

Lemma II.58

For Aself-adjoint operator=equalsAself-adjoint operator*element ofbounded linear operators(HHilbert space) \( A= A^{*}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \), λcomplex number1onenot equal toλcomplex number2twoelement ofRreal numbers \( {λ}_{1}\neq {λ}_{2}\in \mathbb{R} \), Kerkernel(λcomplex number1one-minusAself-adjoint operator)Kerkernel(λcomplex number2two-minusAself-adjoint operator) \( \operatorname{Ker}\mathopen{}\left( {λ}_{1}-A\right)\mathclose{}\perp \operatorname{Ker}\mathopen{}\left( {λ}_{2}-A\right)\mathclose{} \).

Proof. Aself-adjoint operator(xvectoriinteger)=equalsλcomplex numberiintegertimesxvectoriinteger \( A\mathopen{}\left( {x}_{i}\right)\mathclose{}= {λ}_{i}{x}_{i} \) means λcomplex number1onetimesxvector1one, xvector2two=equalsAself-adjoint operator(xvector1one), xvector2two=equalsxvector1one, Aself-adjoint operator(xvector2two)=equalsλcomplex number2twotimesxvector1one, xvector2two \[ {λ}_{1}\mathopen{}\left\langle{}{x}_{1}, {x}_{2}\right\rangle\mathclose{}= \mathopen{}\left\langle{}A\mathopen{}\left( {x}_{1}\right)\mathclose{}, {x}_{2}\right\rangle\mathclose{}= \mathopen{}\left\langle{}{x}_{1}, A\mathopen{}\left( {x}_{2}\right)\mathclose{}\right\rangle\mathclose{}= {λ}_{2}\mathopen{}\left\langle{}{x}_{1}, {x}_{2}\right\rangle\mathclose{} \] so that xvector1one, xvector2two=equals0zero \( \mathopen{}\left\langle{}{x}_{1}, {x}_{2}\right\rangle\mathclose{}= 0 \).

Lemma II.59

Let Mclosed invariant subspace\( M \) be a closed invariant subspace for Aself-adjoint operator=equalsAself-adjoint operator*element ofbounded linear operators(HHilbert space) \( A= A^{*}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \). Then

  1. (Aself-adjoint operator|restricted toMclosed invariant subspace)*=equalsAself-adjoint operator|restricted toMclosed invariant subspace \( \mathopen{}\left(A|M\right)\mathclose{}^{*}= A|M \).
  2. Aself-adjoint operator(Mclosed invariant subspace)subsetMclosed invariant subspace \( A\mathopen{}\left( {M}^{\perp}\right)\mathclose{}\subseteq {M}^{\perp} \).
  3. (Aself-adjoint operator|restricted toMclosed invariant subspace) *=equalsAself-adjoint operator|restricted toMclosed invariant subspace \( \mathopen{}\left(A|{M}^{\perp}\right)\mathclose{} ^{*}= A|{M}^{\perp} \).

Proof.

  1. Aself-adjoint operator(xvector), yvector=equalsxvector, Aself-adjoint operator(yvector) \( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{}= \mathopen{}\left\langle{}x, A\mathopen{}\left( y\right)\mathclose{}\right\rangle\mathclose{} \) for all xvector\( x \) and yvector\( y \) in Mclosed invariant subspace\( M \).
  2. xvectorelement ofMclosed invariant subspace \( x\in {M}^{\perp} \), yvectorelement ofMclosed invariant subspace \( y\in M \) implies Aself-adjoint operator(xvector), yvector=equalsxvector, Aself-adjoint operator(yvector)=equals0zero \( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, y\right\rangle\mathclose{}= \mathopen{}\left\langle{}x, A\mathopen{}\left( y\right)\mathclose{}\right\rangle\mathclose{}= 0 \) (since Mclosed invariant subspace\( M \) invariant means that yvectorelement ofMclosed invariant subspace \( y\in M \), Aself-adjoint operator(yvector)element ofMclosed invariant subspace \( A\mathopen{}\left( y\right)\mathclose{}\in M \)).
  3. Follows from the two items above.

Theorem II.60

Let Aself-adjoint operator=equalsAself-adjoint operator*element of𝒦compact linear operators(HHilbert space) \( A= A^{*}\in \mathcal{K}\mathopen{}\left( H\right)\mathclose{} \). Then HHilbert space\( H \) has an orthonormal basis consisting of eigenvectors for Aself-adjoint operator\( A \).

Proof. Let Mclosed subspace\( M \) be the closed span of Kerkernel(Aself-adjoint operator) \( \operatorname{Ker}\mathopen{}\left( A\right)\mathclose{} \) and union λcomplex numberelement ofσ(Aself-adjoint operator)set difference{set0zero}set Kerkernel(λcomplex number-minusAself-adjoint operator) \( \bigcup_{ λ\in \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\setminus \mathopen{}\left\{\, 0\,\right\}\mathclose{} }{} \operatorname{Ker}\mathopen{}\left( λ-A\right)\mathclose{} \), which by Lemma II.58 plainly does have an orthonormal basis of Aself-adjoint operator\( A \)-eigenvectors. Notice Aself-adjoint operator(Mclosed subspace)subsetMclosed subspace \( A\mathopen{}\left( M\right)\mathclose{}\subseteq M \). It follows from Lemma II.59 that Aself-adjoint operator|restricted toMclosed subspace \( A|{M}^{\perp} \) is a self-adjoint compact operator on Mclosed subspace \( {M}^{\perp} \). Suppose that Mclosed subspacenot equal to0zero \( {M}^{\perp}\neq 0 \). Then Aself-adjoint operator|restricted toMclosed subspacenot equal to0zero \( A|{M}^{\perp}\neq 0 \) (else Mclosed subspacesubsetKerkernel(Aself-adjoint operator)subsetMclosed subspace \( {M}^{\perp}\subseteq \operatorname{Ker}\mathopen{}\left( A\right)\mathclose{}\subseteq M \)). Now Aself-adjoint operator|restricted toMclosed subspace=equalsρEuclidean norm(Aself-adjoint operator|restricted toMclosed subspace) \( \mathopen{}\left\lVert{}A|{M}^{\perp}\right\rVert\mathclose{}= ρ\mathopen{}\left( A|{M}^{\perp}\right)\mathclose{} \), so Aself-adjoint operator|restricted toMclosed subspacenot equal to0zero \( A|{M}^{\perp}\neq 0 \) implies Aself-adjoint operator|restricted toMclosed subspace \( A|{M}^{\perp} \) has a nonzero eigenvalue μmeasure\( μ \). But Kerkernel(μmeasure-minusAself-adjoint operator)subsetMclosed subspace \( \operatorname{Ker}\mathopen{}\left( μ-A\right)\mathclose{}\subseteq M \), so Kerkernel(μmeasure-minusAself-adjoint operator)intersectionMclosed subspace=equals{set0zero}set \( \operatorname{Ker}\mathopen{}\left( μ-A\right)\mathclose{}\cap {M}^{\perp}= \mathopen{}\left\{\, 0\,\right\}\mathclose{} \), which gives a contradiction. We conclude that Mclosed subspace=equalsHHilbert space \( M= H \).


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