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

B. Trace Class Operators

We again assume HHilbert space\( H \) is a separable, infinite-dimensional Hilbert space.

Proposition III.19

For Aself-adjoint operatorgreater than or equal to0zero \( A\geq 0 \) in bounded linear operators(HHilbert space) \( \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) and orthonormal bases (sequenceeunit vectorninteger)sequenceninteger=1oneinfinity \( \mathopen{}\left({e}_{n}\right)\mathclose{}_{n=1}^{\infty} \) and (sequencefunit vectorninteger)sequenceninteger=1oneinfinity \( \mathopen{}\left({f}_{n}\right)\mathclose{}_{n=1}^{\infty} \), we have summationninteger=1oneinfinity Aself-adjoint operator(eunit vectorninteger), eunit vectorninteger =equalssummationninteger=1oneinfinity Aself-adjoint operator(funit vectorninteger), funit vectorninteger \( \sum_{n=1}^{\infty}{} \mathopen{}\left\langle{}A\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} = \sum_{n=1}^{\infty}{} \mathopen{}\left\langle{}A\mathopen{}\left( {f}_{n}\right)\mathclose{}, {f}_{n}\right\rangle\mathclose{} \).

Proof. Since we may interchange the order of summands in a double series with nonnegative terms, summationninteger Aself-adjoint operator(eunit vectorninteger), eunit vectorninteger =equalssummationninteger Aself-adjoint operator1one2two(eunit vectorninteger), Aself-adjoint operator1one2two(eunit vectorninteger) =equalssummationninteger Aself-adjoint operator1one2two(eunit vectorninteger) 2two =equalssummationninteger summationminteger |modulusAself-adjoint operator1one2two(eunit vectorninteger), funit vectorminteger|modulus 2two =equalssummationninteger summationminteger |modulusAself-adjoint operator1one2two(funit vectorminteger), eunit vectorninteger|modulus 2two =equalssummationminteger summationninteger |modulusAself-adjoint operator1one2two(funit vectorminteger), eunit vectorninteger|modulus 2two =equalssummationminteger Aself-adjoint operator(funit vectorminteger), funit vectorminteger . \[ \sum_{n}{} \mathopen{}\left\langle{}A\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} = \sum_{n}{} \mathopen{}\left\langle{}{A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}, {A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\right\rangle\mathclose{} = \sum_{n}{} {\mathopen{}\left\lVert{}{A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\right\rVert\mathclose{}}^{2} = \sum_{n}{} \sum_{m}{} {\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}, {f}_{m}\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2} = \sum_{n}{} \sum_{m}{} {\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{A}^{\frac{1}{2}}\mathopen{}\left( {f}_{m}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2} = \sum_{m}{} \sum_{n}{} {\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{A}^{\frac{1}{2}}\mathopen{}\left( {f}_{m}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2} = \sum_{m}{} \mathopen{}\left\langle{}A\mathopen{}\left( {f}_{m}\right)\mathclose{}, {f}_{m}\right\rangle\mathclose{} \text{.} \]

Notation III.20

Let bounded linear operators(HHilbert space)+positive elements=equals{setAself-adjoint operatorelement ofbounded linear operators(HHilbert space)|such that Aself-adjoint operatorgreater than or equal to0zero }set \( {\mathcal{L}\mathopen{}\left( H\right)\mathclose{}}^{+}= \mathopen{}\left\{\, A\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{}\,\middle\vert\, , A\geq 0, \,\right\}\mathclose{} \). Define Trtrace:maps bounded linear operators(HHilbert space)+positive elements to [interval0zero, +infinity]interval \( \operatorname{Tr} : {\mathcal{L}\mathopen{}\left( H\right)\mathclose{}}^{+} \to \mathopen{}\left[0, {+}\infty\right]\mathclose{} \) by Trtrace(Aself-adjoint operator)=equalssummationninteger=1oneinfinity Aself-adjoint operator(eunit vectorninteger), eunit vectorninteger \( \operatorname{Tr}\mathopen{}\left( A\right)\mathclose{}= \sum_{n=1}^{\infty}{} \mathopen{}\left\langle{}A\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} \).

Proposition III.21

For Aself-adjoint operatorelement ofbounded linear operators(HHilbert space)+positive elements \( A\in {\mathcal{L}\mathopen{}\left( H\right)\mathclose{}}^{+} \), Trtrace(Aself-adjoint operator)<less thaninfinity \( \operatorname{Tr}\mathopen{}\left( A\right)\mathclose{}\lt \infty \) if and only if Aself-adjoint operatorelement of𝒦compact linear operators(HHilbert space) \( A\in \mathcal{K}\mathopen{}\left( H\right)\mathclose{} \) and summationλnonnegative real numberninteger<less thaninfinity \( \sum{}{λ}_{n}\lt \infty \) where (sequenceλnonnegative real numberninteger)sequence \( \mathopen{}\left({λ}_{n}\right)\mathclose{} \) are the eigenvalues of Aself-adjoint operator\( A \). In this case, Trtrace(Aself-adjoint operator)=equalssummationλnonnegative real numberninteger \( \operatorname{Tr}\mathopen{}\left( A\right)\mathclose{}= \sum{}{λ}_{n} \) where the eigenvalues λnonnegative real numberninteger \( {λ}_{n} \) are counted according to multiplicity (that is, if the dimension of Kerkernel(λnonnegative real number-minusAself-adjoint operator) \( \operatorname{Ker}\mathopen{}\left( λ-A\right)\mathclose{} \) is dmetric\( d \), then λnonnegative real number\( λ \) appears dmetric\( d \) times in summationλnonnegative real numberninteger \( \sum{}{λ}_{n} \)).

Proof. (⇒) Pick an orthonormal basis (sequenceeunit vectorninteger)sequenceninteger=1oneinfinity \( \mathopen{}\left({e}_{n}\right)\mathclose{}_{n=1}^{\infty} \). Then Trtrace(Aself-adjoint operator)=equalssummation Aself-adjoint operator1one2two(eunit vectorninteger) 2two <less thaninfinity \( \operatorname{Tr}\mathopen{}\left( A\right)\mathclose{}= \sum{} {\mathopen{}\left\lVert{}{A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\right\rVert\mathclose{}}^{2} \lt \infty \). For xvectorelement ofHHilbert space \( x\in H \), Aself-adjoint operator(xvector)=equalsAself-adjoint operator1one2two(Aself-adjoint operator1one2two(xvector))=equalsAself-adjoint operator1one2twotimessummationninteger Aself-adjoint operator1one2two(xvector), eunit vectornintegertimeseunit vectorninteger =equalssummationninteger Aself-adjoint operator1one2two(xvector), eunit vectornintegertimesAself-adjoint operator1one2two(eunit vectorninteger) =equalssummationninteger (Aself-adjoint operator1one2two(eunit vectorninteger)Aself-adjoint operator1one2two(eunit vectorninteger))(xvector) . \[ A\mathopen{}\left( x\right)\mathclose{}= {A}^{\frac{1}{2}}\mathopen{}\left( {A}^{\frac{1}{2}}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}= {A}^{\frac{1}{2}}\sum_{n}{} \mathopen{}\left\langle{}{A}^{\frac{1}{2}}\mathopen{}\left( x\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{}{e}_{n} = \sum_{n}{} \mathopen{}\left\langle{}{A}^{\frac{1}{2}}\mathopen{}\left( x\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{}{A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{} = \sum_{n}{} \mathopen{}\left({A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\otimes {A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{} \text{.} \] Further, summationninteger Aself-adjoint operator1one2two(eunit vectorninteger)Aself-adjoint operator1one2two(eunit vectorninteger) =equalssummationninteger Aself-adjoint operator1one2two(eunit vectorninteger) 2two <less thaninfinity . \[ \sum_{n}{} \mathopen{}\left\lVert{}{A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\otimes {A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\right\rVert\mathclose{} = \sum_{n}{} {\mathopen{}\left\lVert{}{A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\right\rVert\mathclose{}}^{2} \lt \infty \text{.} \] The series summationninteger Aself-adjoint operator1one2two(eunit vectorninteger)Aself-adjoint operator1one2two(eunit vectorninteger) \( \sum_{n}{} {A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\otimes {A}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{} \) converges in norm with sum Aself-adjoint operator\( A \). This puts Aself-adjoint operatorelement offinite rank operators(HHilbert space)¯=equals𝒦compact linear operators(HHilbert space) \( A\in \overline{\mathcal{F}\mathopen{}\left( H\right)\mathclose{}}= \mathcal{K}\mathopen{}\left( H\right)\mathclose{} \). So there exists an orthonormal basis (sequencefunit vectorminteger)sequenceminteger=1oneinfinity \( \mathopen{}\left({f}_{m}\right)\mathclose{}_{m=1}^{\infty} \) and a sequence of nonnegative real numbers (sequenceλnonnegative real numberiinteger)sequenceiinteger=1oneinfinity \( \mathopen{}\left({λ}_{i}\right)\mathclose{}_{i=1}^{\infty} \) such that λnonnegative real numbermintegerconverges to0zero \( {λ}_{m} \to 0 \), Aself-adjoint operator=equalssummationminteger λnonnegative real numbermintegertimesfunit vectormintegerfunit vectorminteger \( A= \sum_{m}{} {λ}_{m}{f}_{m}\otimes {f}_{m} \). Furthermore, summationminteger Aself-adjoint operator(funit vectorminteger), funit vectorminteger =equalssummationminteger λnonnegative real numbermintegertimesfunit vectorminteger, funit vectorminteger =equalssummationmintegerλnonnegative real numberminteger . \[ \sum_{m}{} \mathopen{}\left\langle{}A\mathopen{}\left( {f}_{m}\right)\mathclose{}, {f}_{m}\right\rangle\mathclose{} = \sum_{m}{} {λ}_{m}\mathopen{}\left\langle{}{f}_{m}, {f}_{m}\right\rangle\mathclose{} = \sum_{m}{}{λ}_{m} \text{.} \]

(⇐) If you know Aself-adjoint operatorelement of𝒦compact linear operators(HHilbert space)+positive elements \( A\in {\mathcal{K}\mathopen{}\left( H\right)\mathclose{}}^{+} \), then Aself-adjoint operator=equalssummation λnonnegative real numbermintegertimesfunit vectormintegerfunit vectorminteger \( A= \sum{} {λ}_{m}{f}_{m}\otimes {f}_{m} \) as above, and Trtrace(Aself-adjoint operator)=equalssummation Aself-adjoint operator(funit vectorminteger), funit vectorminteger =equalssummation λnonnegative real numberminteger <less thaninfinity . \[ \operatorname{Tr}\mathopen{}\left( A\right)\mathclose{}= \sum{} \mathopen{}\left\langle{}A\mathopen{}\left( {f}_{m}\right)\mathclose{}, {f}_{m}\right\rangle\mathclose{} = \sum{} {λ}_{m} \lt \infty \text{.} \]

Proposition III.22

For Tlinear mapelement ofbounded linear operators(HHilbert space) \( T\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \), the following are equivalent:

(a)
There exist {setxvector1onexvector2two}set \( \mathopen{}\left\{\, {x}_{1}, {x}_{2}, \dotsc\,\right\}\mathclose{} \) and {setyvector1oneyvector2two}setelement ofHHilbert space \( \mathopen{}\left\{\, {y}_{1}, {y}_{2}, \dotsc\,\right\}\mathclose{}\in H \) such that summationjinteger xvectorjintegertimesyvectorjinteger <less thaninfinity \[ \sum_{j}{} \mathopen{}\left\lVert{}{x}_{j}\right\rVert\mathclose{}\mathopen{}\left\lVert{}{y}_{j}\right\rVert\mathclose{} \lt \infty \] and Tlinear map=equalssummationjinteger xvectorjintegeryvectorjinteger \( T= \sum_{j}{} {x}_{j}\otimes {y}_{j} \).
(b)
For all orthonormal sets {seteunit vectorninteger}set \( \mathopen{}\left\{\, {e}_{n}\,\right\}\mathclose{} \) and {setfunit vectorninteger}set \( \mathopen{}\left\{\, {f}_{n}\,\right\}\mathclose{} \) in HHilbert space\( H \), summationninteger |modulusTlinear map(eunit vectorninteger), funit vectorninteger|modulus <less thaninfinity \( \sum_{n}{} \mathopen{}\left\lvert{}\mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {f}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{} \lt \infty \).
(c)
Trtrace(|modulusTlinear map|modulus)<less thaninfinity \( \operatorname{Tr}\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{}\lt \infty \).

Proof. ((a)⇒(b)) Using the Cauchy-Schwarz inequality in l2 \( \mathrm{l}^{0} \) and Bessel's inequality, we have summationninteger |modulusTlinear map(eunit vectorninteger), funit vectorninteger|modulus =equalssummationninteger |modulussummationjinteger eunit vectorninteger, yvectorjintegertimesxvectorjinteger, funit vectorninteger |modulus less than or equal tosummationninteger summationjinteger |moduluseunit vectorninteger, yvectorjinteger|modulustimes|modulusxvectorjinteger, funit vectorninteger|modulus =equalssummationjinteger summationninteger |moduluseunit vectorninteger, yvectorjinteger|modulustimes|modulusxvectorjinteger, funit vectorninteger|modulus less than or equal tosummationjinteger (summationninteger |moduluseunit vectorninteger, yvectorjinteger|modulus 2two ) 1one2two times (summationninteger |modulusxvectorjinteger, funit vectorninteger|modulus 2two ) 1one2two less than or equal tosummationjinteger yvectorjintegertimesxvectorjinteger less than or equal toinfinity . \[ \sum_{n}{} \mathopen{}\left\lvert{}\mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {f}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{} = \sum_{n}{} \mathopen{}\left\lvert{}\sum_{j}{} \mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\mathopen{}\left\langle{}{x}_{j}, {f}_{n}\right\rangle\mathclose{} \right\rvert\mathclose{} \leq \sum_{n}{} \sum_{j}{} \mathopen{}\left\lvert{}\mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\right\rvert\mathclose{}\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{x}_{j}, {f}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{} = \sum_{j}{} \sum_{n}{} \mathopen{}\left\lvert{}\mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\right\rvert\mathclose{}\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{x}_{j}, {f}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{} \leq \sum_{j}{} {\mathopen{}\left(\sum_{n}{} {\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2} \right)\mathclose{}}^{\frac{1}{2}}{\mathopen{}\left(\sum_{n}{} {\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{x}_{j}, {f}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2} \right)\mathclose{}}^{\frac{1}{2}} \leq \sum_{j}{} \mathopen{}\left\lVert{}{y}_{j}\right\rVert\mathclose{}\mathopen{}\left\lVert{}{x}_{j}\right\rVert\mathclose{} \leq \infty \text{.} \]

((b)⇒(c)) Recall the polar decomposition (Proposition II.68): |modulusTlinear map|modulus=equals (Tlinear map*timesTlinear map) 1one2two \( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}= {\mathopen{}\left( T^{*}T\right)\mathclose{}}^{\frac{1}{2}} \) and Tlinear map=equalsVpartial isometrytimes|modulusTlinear map|modulus \( T= V\mathopen{}\left\lvert{}T\right\rvert\mathclose{} \) where Vpartial isometry*timesVpartial isometry \( V^{*}V \) is the projection on |modulusTlinear map|modulus(HHilbert space)¯=equalsTlinear map*(HHilbert space)¯ \( \overline{\mathopen{}\left\lvert{}T\right\rvert\mathclose{}\mathopen{}\left( H\right)\mathclose{}}= \overline{ T^{*}\mathopen{}\left( H\right)\mathclose{}} \). Let {setunit vectornintegerunit vectorninteger}set \( \mathopen{}\left\{\, {ẽ}_{n}, {ẽ}_{n}, \dotsc\,\right\}\mathclose{} \) be an orthonormal basis for Kerkernel(Tlinear map)=equalsKerkernel(|modulusTlinear map|modulus) \( \operatorname{Ker}\mathopen{}\left( T\right)\mathclose{}= \operatorname{Ker}\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{} \), and let {seteunit vector1oneeunit vector2two}set \( \mathopen{}\left\{\, {e}_{1}, {e}_{2}, \dotsc\,\right\}\mathclose{} \) be an orthonormal basis for |modulusTlinear map|modulus(HHilbert space)¯=equals (Kerkernel(Tlinear map)) \( \overline{\mathopen{}\left\lvert{}T\right\rvert\mathclose{}\mathopen{}\left( H\right)\mathclose{}}= { \mathopen{}\left(\operatorname{Ker}\mathopen{}\left( T\right)\mathclose{}\right)\mathclose{} }^{\perp} \). Then Trtrace(|modulusTlinear map|modulus)=equalssummationninteger |modulusTlinear map|modulus(eunit vectorninteger), eunit vectorninteger +plussummationninteger |modulusTlinear map|modulus(unit vectorninteger), unit vectorninteger =equalssummationninteger |modulusTlinear map|modulus(eunit vectorninteger), Vpartial isometry*timesVpartial isometry(eunit vectorninteger) =equalssummationninteger Vpartial isometrytimes|modulusTlinear map|modulus(eunit vectorninteger), Vpartial isometry(eunit vectorninteger) =equalssummationninteger Tlinear map(eunit vectorninteger), Vpartial isometry(eunit vectorninteger) less than or equal tosummationninteger |modulusTlinear map(eunit vectorninteger), funit vectorninteger|modulus , \[ \operatorname{Tr}\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{}= \sum_{n}{} \mathopen{}\left\langle{}\mathopen{}\left\lvert{}T\right\rvert\mathclose{}\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} +\sum_{n}{} \mathopen{}\left\langle{}\mathopen{}\left\lvert{}T\right\rvert\mathclose{}\mathopen{}\left( {ẽ}_{n}\right)\mathclose{}, {ẽ}_{n}\right\rangle\mathclose{} = \sum_{n}{} \mathopen{}\left\langle{}\mathopen{}\left\lvert{}T\right\rvert\mathclose{}\mathopen{}\left( {e}_{n}\right)\mathclose{}, V^{*}V\mathopen{}\left( {e}_{n}\right)\mathclose{}\right\rangle\mathclose{} = \sum_{n}{} \mathopen{}\left\langle{}V\mathopen{}\left\lvert{}T\right\rvert\mathclose{}\mathopen{}\left( {e}_{n}\right)\mathclose{}, V\mathopen{}\left( {e}_{n}\right)\mathclose{}\right\rangle\mathclose{} = \sum_{n}{} \mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, V\mathopen{}\left( {e}_{n}\right)\mathclose{}\right\rangle\mathclose{} \leq \sum_{n}{} \mathopen{}\left\lvert{}\mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {f}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{} \text{,} \] where funit vectorninteger=equalsVpartial isometry(eunit vectorninteger) \( {f}_{n}= V\mathopen{}\left( {e}_{n}\right)\mathclose{} \). Notice funit vectorninteger, funit vectorjinteger=equalsVpartial isometry(eunit vectorninteger), Vpartial isometry(eunit vectorjinteger)=equalsVpartial isometry*timesVpartial isometry(eunit vectorninteger), eunit vectorjinteger=equalseunit vectorninteger, eunit vectorjinteger \( \mathopen{}\left\langle{}{f}_{n}, {f}_{j}\right\rangle\mathclose{}= \mathopen{}\left\langle{}V\mathopen{}\left( {e}_{n}\right)\mathclose{}, V\mathopen{}\left( {e}_{j}\right)\mathclose{}\right\rangle\mathclose{}= \mathopen{}\left\langle{} V^{*}V\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{j}\right\rangle\mathclose{}= \mathopen{}\left\langle{}{e}_{n}, {e}_{j}\right\rangle\mathclose{} \), so the (sequencefunit vectorninteger)sequence \( \mathopen{}\left({f}_{n}\right)\mathclose{} \) are orthonormal. By (b), Trtrace(|modulusTlinear map|modulus)<less thaninfinity \( \operatorname{Tr}\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{}\lt \infty \).

((c)⇒(a)) For an orthonormal basis (sequenceeunit vectorninteger)sequenceninteger=1oneinfinity \( \mathopen{}\left({e}_{n}\right)\mathclose{}_{n=1}^{\infty} \), Trtrace(|modulusTlinear map|modulus)=equalssummation |modulusTlinear map|modulus 1one2two (eunit vectorninteger) 2two <less thaninfinity \( \operatorname{Tr}\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{}= \sum{} {\mathopen{}\left\lVert{}{\mathopen{}\left\lvert{}T\right\rvert\mathclose{}}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\right\rVert\mathclose{}}^{2} \lt \infty \). So, |modulusTlinear map|modulus=equalssummation |modulusTlinear map|modulus 1one2two (eunit vectorninteger) |modulusTlinear map|modulus 1one2two (eunit vectorninteger) \[ \mathopen{}\left\lvert{}T\right\rvert\mathclose{}= \sum{} {\mathopen{}\left\lvert{}T\right\rvert\mathclose{}}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\otimes {\mathopen{}\left\lvert{}T\right\rvert\mathclose{}}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{} \] (as in the proof of Proposition III.21) and Tlinear map=equalsVpartial isometry(|modulusTlinear map|modulus)=equalssummation Vpartial isometrytimes |modulusTlinear map|modulus 1one2two (eunit vectorninteger) |modulusTlinear map|modulus 1one2two (eunit vectorninteger) . \[ T= V\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{}= \sum{} V{\mathopen{}\left\lvert{}T\right\rvert\mathclose{}}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{}\otimes {\mathopen{}\left\lvert{}T\right\rvert\mathclose{}}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{} \text{.} \] Since Vpartial isometry=equals1one \( \mathopen{}\left\lVert{}V\right\rVert\mathclose{}= 1 \) we can take xvectorninteger=equalsVpartial isometrytimes |modulusTlinear map|modulus 1one2two (eunit vectorninteger) \( {x}_{n}= V{\mathopen{}\left\lvert{}T\right\rvert\mathclose{}}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{} \) and yvectorninteger=equals |modulusTlinear map|modulus 1one2two (eunit vectorninteger) \( {y}_{n}= {\mathopen{}\left\lvert{}T\right\rvert\mathclose{}}^{\frac{1}{2}}\mathopen{}\left( {e}_{n}\right)\mathclose{} \) to get (a).

Definition III.23

Call Tlinear mapelement ofbounded linear operators(HHilbert space) \( T\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) a trace-class operator if Trtrace(|modulusTlinear map|modulus)<less thaninfinity \( \operatorname{Tr}\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{}\lt \infty \). Write 𝒯trace-class operators(HHilbert space) \( \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \) for the set of all trace-class operators.

Proposition III.24

𝒯trace-class operators(HHilbert space) \( \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \) is an ideal of bounded linear operators(HHilbert space) \( \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) with finite rank operators(HHilbert space)subset𝒯trace-class operators(HHilbert space)subset𝒦compact linear operators(HHilbert space) , \( \mathcal{F}\mathopen{}\left( H\right)\mathclose{}\subseteq \mathcal{T}\mathopen{}\left( H\right)\mathclose{}\subseteq \mathcal{K}\mathopen{}\left( H\right)\mathclose{} \text{,} \) and Ttrace-class operatorelement of𝒯trace-class operators(HHilbert space) \( T\in \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \) implies Ttrace-class operator*element of𝒯trace-class operators(HHilbert space) \( T^{*}\in \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \).

Proof. By Proposition III.22, the generic trace-class operator is Ttrace-class operator=equalssummation xvectorjintegeryvectorjinteger \( T= \sum{} {x}_{j}\otimes {y}_{j} \), where summation xvectorjintegertimesyvectorjinteger <less thaninfinity \( \sum{} \mathopen{}\left\lVert{}{x}_{j}\right\rVert\mathclose{}\mathopen{}\left\lVert{}{y}_{j}\right\rVert\mathclose{} \lt \infty \). The partial sums are in finite rank operators(HHilbert space) \( \mathcal{F}\mathopen{}\left( H\right)\mathclose{} \) and converge in norm to Ttrace-class operator\( T \), so Ttrace-class operatorelement of𝒦compact linear operators(HHilbert space) \( T\in \mathcal{K}\mathopen{}\left( H\right)\mathclose{} \). The sum of two such operators is another operator of the same type, and for Sbounded linear operatorelement ofbounded linear operators(HHilbert space) \( S\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) we have Sbounded linear operator(Ttrace-class operator)=equalssummation Sbounded linear operator(xvectorjinteger)yvectorjinteger \( S\mathopen{}\left( T\right)\mathclose{}= \sum{} S\mathopen{}\left( {x}_{j}\right)\mathclose{}\otimes {y}_{j} \) and Ttrace-class operator(Sbounded linear operator)=equalssummation xvectorjintegerSbounded linear operator*(yvectorjinteger) \( T\mathopen{}\left( S\right)\mathclose{}= \sum{} {x}_{j}\otimes S^{*}\mathopen{}\left( {y}_{j}\right)\mathclose{} \). Finally, Ttrace-class operator*=equalssummation yvectorjintegerxvectorjinteger \( T^{*}= \sum{} {y}_{j}\otimes {x}_{j} \).

Example III.25

The Volterra operator TVolterra operator\( T \) is not trace-class. Look at efunctionninteger(treal number)=equals2twotimescoscosine(nintegertimesπtimestreal number) \( {e}_{n}\mathopen{}\left( t\right)\mathclose{}= \sqrt{2}\cos\mathopen{}\left( nπt\right)\mathclose{} \). Then TVolterra operator(efunctionninteger(treal number))=equals 2two nintegertimesπ timessinsine(nintegertimesπtimestreal number)=equals ffunctionninteger(treal number) nintegertimesπ , \[ T\mathopen{}\left( {e}_{n}\mathopen{}\left( t\right)\mathclose{}\right)\mathclose{}= \frac{\sqrt{2}}{nπ}\sin\mathopen{}\left( nπt\right)\mathclose{}= \frac{{f}_{n}\mathopen{}\left( t\right)\mathclose{}}{nπ} \text{,} \] where ffunctionninteger(treal number)=equals2twotimessinsine(nintegertimesπtimestreal number) \( {f}_{n}\mathopen{}\left( t\right)\mathclose{}= \sqrt{2}\sin\mathopen{}\left( nπt\right)\mathclose{} \). TVolterra operator(efunctionninteger), ffunctionninteger=equals 1one nintegertimesπ \( \mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {f}_{n}\right\rangle\mathclose{}= \frac{1}{nπ} \), so TVolterra operatornot an element of𝒯trace-class operators(HHilbert space) \( T\notin \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \) by Proposition III.22. On the other hand, TVolterra operator2two \( {T}^{2} \) is trace-class because, as we have seen above, TVolterra operator2two=equalsξfunction1one(ξfunction0zero-minusξfunction1one)-minus1oneπ2twotimessummationninteger=1oneinfinity 1oneninteger2twotimesefunctionnintegerefunctionninteger , \[ {T}^{2}= {ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}-\frac{1}{{π}^{2}}\sum_{n=1}^{\infty}{} \frac{1}{{n}^{2}}{e}_{n}\otimes {e}_{n} \text{,} \] where ξfunctionjinteger(treal number)=equalstreal numberjinteger \( {ξ}_{j}\mathopen{}\left( t\right)\mathclose{}= {t}^{j} \) and efunctionninteger(treal number)=equals2twotimessinsine(nintegertimesπtimestreal number) \( {e}_{n}\mathopen{}\left( t\right)\mathclose{}= \sqrt{2}\sin\mathopen{}\left( nπt\right)\mathclose{} \).

Proposition III.26

For Ttrace-class operatorelement of𝒯trace-class operators(HHilbert space) \( T\in \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \), written Ttrace-class operator=equalssummationjinteger xvectorjintegeryvectorjinteger \( T= \sum_{j}{} {x}_{j}\otimes {y}_{j} \) with summationjinteger xvectorjintegertimesyvectorjinteger <less thaninfinity \( \sum_{j}{} \mathopen{}\left\lVert{}{x}_{j}\right\rVert\mathclose{}\mathopen{}\left\lVert{}{y}_{j}\right\rVert\mathclose{} \lt \infty \), we have

  1. summationjinteger xvectorjinteger, yvectorjinteger \( \sum_{j}{} \mathopen{}\left\langle{}{x}_{j}, {y}_{j}\right\rangle\mathclose{} \) converges;
  2. summationninteger Ttrace-class operator(eunit vectorninteger), eunit vectorninteger \( \sum_{n}{} \mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} \) converges for any orthonormal basis (sequenceeunit vectorninteger)sequenceninteger=1oneinfinity \( \mathopen{}\left({e}_{n}\right)\mathclose{}_{n=1}^{\infty} \), and summationninteger Ttrace-class operator(eunit vectorninteger), eunit vectorninteger =equalssummationjinteger xvectorjinteger, yvectorjinteger . \[ \sum_{n}{} \mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} = \sum_{j}{} \mathopen{}\left\langle{}{x}_{j}, {y}_{j}\right\rangle\mathclose{} \text{.} \]

Proof.

  1. Follows from |modulusxvectorjinteger, yvectorjinteger|modulusless than or equal toxvectorjintegertimesyvectorjinteger \( \mathopen{}\left\lvert{}\mathopen{}\left\langle{}{x}_{j}, {y}_{j}\right\rangle\mathclose{}\right\rvert\mathclose{}\leq \mathopen{}\left\lVert{}{x}_{j}\right\rVert\mathclose{}\mathopen{}\left\lVert{}{y}_{j}\right\rVert\mathclose{} \) and absolute convergence implies convergence.
  2. summationjinteger summationninteger |moduluseunit vectorninteger, yvectorjinteger|modulustimes|modulusxvectorjinteger, eunit vectorninteger|modulus less than or equal tosummationjinteger (summationninteger |moduluseunit vectorninteger, yvectorjinteger|modulus 2two ) 1one2two times (summationninteger |modulusxvectorjinteger, eunit vectorninteger|modulus 2two ) 1one2two =equalssummationjinteger ( yvectoriinteger 2two ) 1one2two times ( xvectorjinteger 2two ) 1one2two less than or equal toinfinity . \[ \sum_{j}{} \sum_{n}{} \mathopen{}\left\lvert{}\mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\right\rvert\mathclose{}\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{x}_{j}, {e}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{} \leq \sum_{j}{} {\mathopen{}\left(\sum_{n}{} {\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2} \right)\mathclose{}}^{\frac{1}{2}}{\mathopen{}\left(\sum_{n}{} {\mathopen{}\left\lvert{}\mathopen{}\left\langle{}{x}_{j}, {e}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{}}^{2} \right)\mathclose{}}^{\frac{1}{2}} = \sum_{j}{} {\mathopen{}\left({\mathopen{}\left\lVert{}{y}_{i}\right\rVert\mathclose{}}^{2}\right)\mathclose{}}^{\frac{1}{2}}{\mathopen{}\left({\mathopen{}\left\lVert{}{x}_{j}\right\rVert\mathclose{}}^{2}\right)\mathclose{}}^{\frac{1}{2}} \leq \infty \text{.} \] So, both double series summationjinteger summationninteger eunit vectorninteger, yvectorjintegertimesxvectorjinteger, eunit vectorninteger =equalssummationninteger summationjinteger eunit vectorninteger, yvectorjintegertimesxvectorjinteger, eunit vectorninteger \[ \sum_{j}{} \sum_{n}{} \mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\mathopen{}\left\langle{}{x}_{j}, {e}_{n}\right\rangle\mathclose{} = \sum_{n}{} \sum_{j}{} \mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\mathopen{}\left\langle{}{x}_{j}, {e}_{n}\right\rangle\mathclose{} \] converge. Then summationjinteger summationninteger eunit vectorninteger, yvectorjintegertimesxvectorjinteger, eunit vectorninteger =equalssummationjinteger xvectorjinteger, yvectorjinteger \[ \sum_{j}{} \sum_{n}{} \mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\mathopen{}\left\langle{}{x}_{j}, {e}_{n}\right\rangle\mathclose{} = \sum_{j}{} \mathopen{}\left\langle{}{x}_{j}, {y}_{j}\right\rangle\mathclose{} \] and summationninteger summationjinteger eunit vectorninteger, yvectorjintegertimesxvectorjinteger, eunit vectorninteger =equalssummationninteger summationjinteger eunit vectorninteger, yvectorjintegertimesxvectorjinteger, eunit vectorninteger =equalssummationninteger (summationjinteger xvectorjintegeryvectorjinteger )timeseunit vectorninteger, eunit vectorninteger =equalssummationninteger Ttrace-class operator(eunit vectorninteger), eunit vectorninteger . \[ \sum_{n}{} \sum_{j}{} \mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}\mathopen{}\left\langle{}{x}_{j}, {e}_{n}\right\rangle\mathclose{} = \sum_{n}{} \sum_{j}{} \mathopen{}\left\langle{}\mathopen{}\left\langle{}{e}_{n}, {y}_{j}\right\rangle\mathclose{}{x}_{j}, {e}_{n}\right\rangle\mathclose{} = \sum_{n}{} \mathopen{}\left\langle{}\mathopen{}\left(\sum_{j}{} {x}_{j}\otimes {y}_{j} \right)\mathclose{}{e}_{n}, {e}_{n}\right\rangle\mathclose{} = \sum_{n}{} \mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} \text{.} \]

Definition III.27

Let {seteunit vectorninteger}set \( \mathopen{}\left\{\, {e}_{n}\,\right\}\mathclose{} \) be an orthonormal basis of HHilbert space\( H \). For Ttrace-class operatorelement of𝒯trace-class operators(HHilbert space) \( T\in \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \), we define Trtrace(Ttrace-class operator)=equalssummation Ttrace-class operator(eunit vectorninteger), eunit vectorninteger \( \operatorname{Tr}\mathopen{}\left( T\right)\mathclose{}= \sum{} \mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} \).

Remark III.28

  1. It doesn't matter which orthonormal basis you use.
  2. If summation xvectorjintegertimesyvectorjinteger <less thaninfinity \( \sum{} \mathopen{}\left\lVert{}{x}_{j}\right\rVert\mathclose{}\mathopen{}\left\lVert{}{y}_{j}\right\rVert\mathclose{} \lt \infty \), Trtrace(summation xvectorjintegeryvectorjinteger )=equalssummation xvectorjinteger, yvectorjinteger \( \operatorname{Tr}\mathopen{}\left( \sum{} {x}_{j}\otimes {y}_{j} \right)\mathclose{}= \sum{} \mathopen{}\left\langle{}{x}_{j}, {y}_{j}\right\rangle\mathclose{} \).
  3. Trtrace:maps𝒯trace-class operators(HHilbert space)toCcomplex numbers \( \operatorname{Tr} : \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \to \mathbb{C} \) is linear.

Proposition III.29

For Sbounded linear operatorelement ofbounded linear operators(HHilbert space) \( S\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) and Ttrace-class operatorelement of𝒯trace-class operators(HHilbert space) \( T\in \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \),

  1. Trtrace(Sbounded linear operatortimesTtrace-class operator)=equalsTrtrace(Ttrace-class operatortimesSbounded linear operator) \( \operatorname{Tr}\mathopen{}\left( ST\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( TS\right)\mathclose{} \).
  2. |modulusTrtrace(Sbounded linear operatortimesTtrace-class operator)|modulusless than or equal toSbounded linear operatortimesTrtrace(|modulusTtrace-class operator|modulus) \( \mathopen{}\left\lvert{}\operatorname{Tr}\mathopen{}\left( ST\right)\mathclose{}\right\rvert\mathclose{}\leq \mathopen{}\left\lVert{}S\right\rVert\mathclose{}\operatorname{Tr}\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{} \).

Proof.

  1. Write Ttrace-class operator=equalssummation xvectorjintegeryvectorjinteger \( T= \sum{} {x}_{j}\otimes {y}_{j} \) with summation xvectorjintegertimesyvectorjinteger <less thaninfinity \( \sum{} \mathopen{}\left\lVert{}{x}_{j}\right\rVert\mathclose{}\mathopen{}\left\lVert{}{y}_{j}\right\rVert\mathclose{} \lt \infty \). Then Trtrace(Sbounded linear operatortimesTtrace-class operator)=equalsTrtrace(summation Sbounded linear operator(xvectorjinteger)yvectorjinteger )=equalssummationjinteger Sbounded linear operator(xvectorjinteger), yvectorjinteger =equalssummationjinteger xvectorjinteger, Sbounded linear operator*(yvectorjinteger) =equalsTrtrace(summation xvectorjintegerSbounded linear operator*(yvectorjinteger) )=equalsTrtrace(Ttrace-class operatortimesSbounded linear operator) . \[ \operatorname{Tr}\mathopen{}\left( ST\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( \sum{} S\mathopen{}\left( {x}_{j}\right)\mathclose{}\otimes {y}_{j} \right)\mathclose{}= \sum_{j}{} \mathopen{}\left\langle{}S\mathopen{}\left( {x}_{j}\right)\mathclose{}, {y}_{j}\right\rangle\mathclose{} = \sum_{j}{} \mathopen{}\left\langle{}{x}_{j}, S^{*}\mathopen{}\left( {y}_{j}\right)\mathclose{}\right\rangle\mathclose{} = \operatorname{Tr}\mathopen{}\left( \sum{} {x}_{j}\otimes S^{*}\mathopen{}\left( {y}_{j}\right)\mathclose{} \right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( TS\right)\mathclose{} \text{.} \]
  2. By the spectral theorem, get an orthonormal basis (sequenceeunit vectorninteger)sequence \( \mathopen{}\left({e}_{n}\right)\mathclose{} \) for HHilbert space\( H \) and (non-negative) λnonnegative real number1one \( {λ}_{1} \), λnonnegative real number2two \( {λ}_{2} \), … such that |modulusTtrace-class operator|modulus=equalssummation λnonnegative real numbernintegertimes(eunit vectornintegereunit vectorninteger) \( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}= \sum{} {λ}_{n}\mathopen{}\left({e}_{n}\otimes {e}_{n}\right)\mathclose{} \). Use the polar decomposition Ttrace-class operator=equalsVpartial isometrytimes|modulusTtrace-class operator|modulus \( T= V\mathopen{}\left\lvert{}T\right\rvert\mathclose{} \). Then |modulusTrtrace(Sbounded linear operator(Ttrace-class operator))|modulus=equals|modulusTrtrace(Sbounded linear operatortimesVpartial isometrytimes|modulusTtrace-class operator|modulus)|modulus=equals|modulussummation Sbounded linear operator(Vpartial isometry(|modulusTtrace-class operator|modulus(eunit vectorninteger))), eunit vectorninteger |modulus=equals|modulussummation λnonnegative real numbernintegertimesSbounded linear operator(Vpartial isometry(eunit vectorninteger)), eunit vectorninteger |modulusless than or equal tosummation λnonnegative real numbernintegertimes|modulusSbounded linear operator(Vpartial isometry(eunit vectorninteger)), eunit vectorninteger|modulus less than or equal toSbounded linear operatortimesVpartial isometrytimessummation λnonnegative real numberninteger less than or equal toSbounded linear operatortimesTrtrace(|modulusTtrace-class operator|modulus) \[ \mathopen{}\left\lvert{}\operatorname{Tr}\mathopen{}\left( S\mathopen{}\left( T\right)\mathclose{}\right)\mathclose{}\right\rvert\mathclose{}= \mathopen{}\left\lvert{}\operatorname{Tr}\mathopen{}\left( SV\mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{}\right\rvert\mathclose{}= \mathopen{}\left\lvert{}\sum{} \mathopen{}\left\langle{}S\mathopen{}\left( V\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\mathopen{}\left( {e}_{n}\right)\mathclose{}\right)\mathclose{}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} \right\rvert\mathclose{}= \mathopen{}\left\lvert{}\sum{} {λ}_{n}\mathopen{}\left\langle{}S\mathopen{}\left( V\mathopen{}\left( {e}_{n}\right)\mathclose{}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} \right\rvert\mathclose{}\leq \sum{} {λ}_{n}\mathopen{}\left\lvert{}\mathopen{}\left\langle{}S\mathopen{}\left( V\mathopen{}\left( {e}_{n}\right)\mathclose{}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{}\right\rvert\mathclose{} \leq \mathopen{}\left\lVert{}SV\right\rVert\mathclose{}\sum{} {λ}_{n} \leq \mathopen{}\left\lVert{}S\right\rVert\mathclose{}\operatorname{Tr}\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{} \] since Vpartial isometryless than or equal to1one \( \mathopen{}\left\lVert{}V\right\rVert\mathclose{}\leq 1 \) and summation λnonnegative real numberninteger =equalsTrtrace(|modulusTtrace-class operator|modulus) \( \sum{} {λ}_{n} = \operatorname{Tr}\mathopen{}\left( \mathopen{}\left\lvert{}T\right\rvert\mathclose{}\right)\mathclose{} \).


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