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. Orthogonal Projection

The key to many computations to follow in this chapter can be found in Exercise I.45.

Exercise I.45

Prove that in an inner product space, ‖xvector+plusyvector‖2two=equals‖xvector‖2two+plus2two⁢timesRereal part⁡(〈xvector, yvector〉)+plus ‖yvector‖2two \( {\mathopen{}\left\lVert{}x+y\right\rVert\mathclose{}}^{2}= {\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2}+2\Re\mathopen{}\left( \mathopen{}\left\langle{}x, y\right\rangle\mathclose{}\right)\mathclose{}+{\mathopen{}\left\lVert{}y\right\rVert\mathclose{}}^{2} \).

Theorem I.46 (Parallelogram Law)

For any xvector\( x \) and yvector\( y \) in a normed linear space Xnormed linear space\( X \), ‖xvector+plusyvector‖2two+plus‖xvector-minusyvector‖2two=equals2two⁢times(‖xvector‖2two+plus‖yvector‖2two)\( {\mathopen{}\left\lVert{}x+y\right\rVert\mathclose{}}^{2}+{\mathopen{}\left\lVert{}x-y\right\rVert\mathclose{}}^{2}= 2\mathopen{}\left({\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2}+{\mathopen{}\left\lVert{}y\right\rVert\mathclose{}}^{2}\right)\mathclose{} \).

Theorem I.47

For any xvector\( x \) and yvector\( y \) in a normed linear space Xnormed linear space\( X \), if 〈xvector, yvector〉=equals0zero\( \mathopen{}\left\langle{}x, y\right\rangle\mathclose{}= 0 \) then ‖xvector+plusyvector‖2two=equals‖xvector‖2two+plus‖yvector‖2two\( {\mathopen{}\left\lVert{}x+y\right\rVert\mathclose{}}^{2}= {\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2}+{\mathopen{}\left\lVert{}y\right\rVert\mathclose{}}^{2} \).

Definition I.48

For an element xvector\( x \) and a subset Ssubset\( S \) of a normed linear space Xnormed linear space\( X \), the distance from xvector\( x \) to Ssubset\( S \) in Xnormed linear space\( X \), written ddistance⁡(xvectorSsubset)\( \operatorname{d}\mathopen{}\left( x, S\right)\mathclose{} \), is infinfimumyvector∈element ofSsubsetd⁡(xvectoryvector)\( \inf_{y\in S}{}\operatorname{d}\mathopen{}\left( x, y\right)\mathclose{} \).

Theorem I.49

For a closed convex (non-empty) subset Econvex set\( E \) of a Hilbert space HHilbert space\( H \) and a vector xvector\( x \) in HHilbert space\( H \), there exists a vector yvector\( y \) in Econvex set\( E \) such that ‖xvector-minusyvector‖<less than‖xvector-minuswvector‖\( \mathopen{}\left\lVert{}x-y\right\rVert\mathclose{}\lt \mathopen{}\left\lVert{}x-w\right\rVert\mathclose{} \) for all wvector\( w \) in Econvex set\( E \) distinct from yvector\( y \). That is, there exists a unique point in Econvex set\( E \) nearest to xvector\( x \).

Proof. Let (sequenceyvectorninteger)sequenceninteger=1one∞infinity\( \mathopen{}\left({y}_{n}\right)\mathclose{}_{n=1}^{\infty} \) be a sequence of elements of Econvex set\( E \) such that (sequence‖xvector-minusyvectorninteger‖)sequenceninteger=1one∞infinity\( \mathopen{}\left(\mathopen{}\left\lVert{}x-{y}_{n}\right\rVert\mathclose{}\right)\mathclose{}_{n=1}^{\infty} \) converges to d⁡(xvectorEconvex set)\( \operatorname{d}\mathopen{}\left( x, E\right)\mathclose{} \). We claim that (sequenceyvectorninteger)sequenceninteger=1one∞infinity\( \mathopen{}\left({y}_{n}\right)\mathclose{}_{n=1}^{\infty} \) is Cauchy. Indeed, using Theorem I.46, 2two⁢times(‖xvector-minusyvectorninteger‖2two+plus‖xvector-minusyvectorminteger‖2two)=equals‖yvectorminteger-minusyvectorninteger‖2two+plus‖2two⁢times(xvector-minusyvectorminteger+plusyvectorninteger 2two)‖2two≥greater than or equal to‖yvectorminteger-minusyvectorninteger‖2two+plus4four⁢timesd⁡(xvectorEconvex set)2two . \[ 2\mathopen{}\left({\mathopen{}\left\lVert{}x-{y}_{n}\right\rVert\mathclose{}}^{2}+{\mathopen{}\left\lVert{}x-{y}_{m}\right\rVert\mathclose{}}^{2}\right)\mathclose{}= {\mathopen{}\left\lVert{}{y}_{m}-{y}_{n}\right\rVert\mathclose{}}^{2}+{\mathopen{}\left\lVert{}2\mathopen{}\left(x-\frac{{y}_{m}+{y}_{n}}{2}\right)\mathclose{}\right\rVert\mathclose{}}^{2}\geq {\mathopen{}\left\lVert{}{y}_{m}-{y}_{n}\right\rVert\mathclose{}}^{2}+4{\operatorname{d}\mathopen{}\left( x, E\right)\mathclose{}}^{2} \text{.} \] Note that yvectorminteger+plusyvectorninteger 2two\( \frac{{y}_{m}+{y}_{n}}{2} \) is in Econvex set\( E \) because Econvex set\( E \) is convex. So ‖yvectorminteger-minusyvectorninteger‖2two≤less than or equal to2two⁢times((‖xvector-minusyvectorninteger‖2two-minusd⁡(xvectorEconvex set)2two)+plus(‖xvector-minusyvectorminteger‖2two-minusd⁡(xvectorEconvex set)2two)) \[ {\mathopen{}\left\lVert{}{y}_{m}-{y}_{n}\right\rVert\mathclose{}}^{2}\leq 2\mathopen{}\left(\mathopen{}\left({\mathopen{}\left\lVert{}x-{y}_{n}\right\rVert\mathclose{}}^{2}-{\operatorname{d}\mathopen{}\left( x, E\right)\mathclose{}}^{2}\right)\mathclose{}+\mathopen{}\left({\mathopen{}\left\lVert{}x-{y}_{m}\right\rVert\mathclose{}}^{2}-{\operatorname{d}\mathopen{}\left( x, E\right)\mathclose{}}^{2}\right)\mathclose{}\right)\mathclose{} \] and it follows that (sequenceyvectorninteger)sequenceninteger=1one∞infinity\( \mathopen{}\left({y}_{n}\right)\mathclose{}_{n=1}^{\infty} \) is Cauchy.

As a Hilbert space, HHilbert space\( H \) is complete, so the sequence (sequenceyvectorninteger)sequenceninteger=1one∞infinity\( \mathopen{}\left({y}_{n}\right)\mathclose{}_{n=1}^{\infty} \) converges to some element yvector\( y \) of HHilbert space\( H \). Because Econvex set\( E \) is closed, yvector∈element ofEconvex set\( y\in E \). Thus ‖xvector-minusyvector‖=equalsd⁡(xvectorEconvex set)\( \mathopen{}\left\lVert{}x-y\right\rVert\mathclose{}= \operatorname{d}\mathopen{}\left( x, E\right)\mathclose{} \), and for any element wvector\( w \) of Econvex set\( E \) other than yvector\( y \), 2two⁢times(‖xvector-minusyvector‖2two+plus‖xvector-minuswvector‖2two)=equals‖wvector-minusyvector‖2two+plus4four⁢times ‖xvector-minuswvector+plusyvector2two‖ 2two>greater than4four⁢timesd⁡(xvectorEconvex set)2two . \[ 2\mathopen{}\left({\mathopen{}\left\lVert{}x-y\right\rVert\mathclose{}}^{2}+{\mathopen{}\left\lVert{}x-w\right\rVert\mathclose{}}^{2}\right)\mathclose{}= {\mathopen{}\left\lVert{}w-y\right\rVert\mathclose{}}^{2}+4{\mathopen{}\left\lVert{}x-\frac{w+y}{2}\right\rVert\mathclose{}}^{2}\gt 4{\operatorname{d}\mathopen{}\left( x, E\right)\mathclose{}}^{2} \text{.} \] So 2two⁢times‖xvector-minuswvector‖2two>greater than2two⁢timesd⁡(xvectorEconvex set)2two \( 2{\mathopen{}\left\lVert{}x-w\right\rVert\mathclose{}}^{2}\gt 2{\operatorname{d}\mathopen{}\left( x, E\right)\mathclose{}}^{2} \) and ‖xvector-minuswvector‖>greater thand⁡(xvectorEconvex set) \( \mathopen{}\left\lVert{}x-w\right\rVert\mathclose{}\gt \operatorname{d}\mathopen{}\left( x, E\right)\mathclose{} \).

Definition I.50

Let Wclosed subspace\( W \) be a closed subspace of a Hilbert space HHilbert space\( H \). The orthogonal projection of an element xvector∈element ofHHilbert space\( x\in H \) on Wclosed subspace\( W \) is the point in Wclosed subspace\( W \) nearest to xvector\( x \). The operator that maps each element of HHilbert space\( H \) to its orthogonal projection on Wclosed subspace\( W \) is called the projection of HHilbert space\( H \) on Wclosed subspace\( W \).

Exercise I.51

Show that the projection of a Hilbert space onto a closed subspace is a linear operator.

Definition I.52

For an inner product space Vvector space\( V \), elements xvector\( x \) and yvector\( y \) are orthogonal, denoted xvector⊥orthogonalyvector\( x\perp y \), if 〈xvector, yvector〉=equals0zero\( \mathopen{}\left\langle{}x, y\right\rangle\mathclose{}= 0 \). .

Definition I.53

Let Ssubset \( S \) be a subset of an inner product space Vinner product space\( V \). The orthogonal complement of Ssubset\( S \) in Vinner product space\( V \), written Ssubset⊥orthogonal complement\( {S}^{\perp} \), is the set of all vectors xvector\( x \) in Vinner product space\( V \) such that xvector⊥yvector\( x\perp y \) for all vectors yvector\( y \) in Ssubset \( S \).

Exercise I.54

Prove that for any subset Ssubset \( S \) of an inner product space Vinner product space\( V \), Ssubset⊥\( {S}^{\perp} \) is a subspace of Vinner product space\( V \).

Exercise I.55

Prove that for any subset Ssubset \( S \) of an inner product space Vinner product space\( V \), Ssubset⊆subset(Ssubset⊥)⊥\( S\subseteq {\mathopen{}\left( {S}^{\perp}\right)\mathclose{}}^{\perp} \).

Exercise I.56

Prove that for any subspace Wsubspace \( W \) of an inner product space Vinner product space\( V \), Wsubspace∩intersectionWsubspace⊥=equals{set0zero}set\( W\cap {W}^{\perp}= \mathopen{}\left\{\, 0\,\right\}\mathclose{} \).

Proposition I.57

For any subset Ssubset \( S \) of an inner product space Vinner product space\( V \), Ssubset⊥\( {S}^{\perp} \) is a closed subspace of Vinner product space\( V \).

Proof. The subset Ssubset⊥\( {S}^{\perp} \) is a subspace by Exercise I.54. To show that it is closed, consider a sequence (sequencexvectorninteger)sequenceninteger=1one∞infinity\( \mathopen{}\left({x}_{n}\right)\mathclose{}_{n=1}^{\infty} \) of elements of Ssubset⊥\( {S}^{\perp} \) that converges in Vinner product space\( V \) to a vector xvector\( x \). Then using Proposition I.3, |modulus〈xvector, yvector〉|modulus=equals|modulus〈xvector-minusxvectorninteger, yvector〉|modulus≤less than or equal to‖yvector‖⁢times‖xvector-minusxvectorninteger‖ \[ \mathopen{}\left\lvert{}\mathopen{}\left\langle{}x, y\right\rangle\mathclose{}\right\rvert\mathclose{}= \mathopen{}\left\lvert{}\mathopen{}\left\langle{}x-{x}_{n}, y\right\rangle\mathclose{}\right\rvert\mathclose{}\leq \mathopen{}\left\lVert{}y\right\rVert\mathclose{}\mathopen{}\left\lVert{}x-{x}_{n}\right\rVert\mathclose{} \] for all yvector\( y \) in Ssubset\( S \). Taking limits on each side completes the proof.

Definition I.58

A vector space Vvector space\( V \) is the direct sum of two subspaces Usubspace\( U \) and Wsubspace\( W \), which we write as Vvector space=equalsUsubspace⊕direct sumWsubspace\( V= U\oplus W \), if each vector vcomplex number\( v \) in Vvector space\( V \) can be written uniquely as the sum of a vector xvector\( x \) in Usubspace\( U \) and a vector yvector\( y \) in Wsubspace\( W \).

Theorem I.59

For any closed subspace Wclosed subspace\( W \) of a Hilbert space HHilbert space\( H \), we have HHilbert space=equalsWclosed subspace⊕Wclosed subspace⊥\( H= W\oplus {W}^{\perp} \).

Proof. Take an element xvector\( x \) in the Hilbert space HHilbert space\( H \). By Theorem I.49 there exists a point yvector\( y \) in Wclosed subspace\( W \) nearest to xvector\( x \). In particular, ‖xvector-minusyvector‖=equalsminminimumwvector∈element ofWclosed subspace‖xvector-minuswvector‖\( \mathopen{}\left\lVert{}x-y\right\rVert\mathclose{}= \min_{w\in W}{}\mathopen{}\left\lVert{}x-w\right\rVert\mathclose{} \). We claim the orthogonal decomposition we seek is xvector=equalsyvector+plus(xvector-minusyvector)\( x= y+\mathopen{}\left(x-y\right)\mathclose{} \).

We must first show that xvector-minusyvector\( x-y \) is in Wclosed subspace⊥\( {W}^{\perp} \). Indeed, for wvector∈element ofWclosed subspace\( w\in W \) and εpositive real number>greater than0zero\( ε\gt 0 \), ‖xvector-minusyvector+plusεpositive real number⁢timeswvector‖2two=equals‖xvector-minusyvector‖2two+plus2two⁢timesεpositive real number⁢timesRereal part⁡(〈xvector-minusyvector, wvector〉)+plusεpositive real number2two⁢times‖wvector‖2two≥greater than or equal to‖xvector-minusyvector‖2two \[ {\mathopen{}\left\lVert{}x-y+εw\right\rVert\mathclose{}}^{2}= {\mathopen{}\left\lVert{}x-y\right\rVert\mathclose{}}^{2}+2ε\Re\mathopen{}\left( \mathopen{}\left\langle{}x-y, w\right\rangle\mathclose{}\right)\mathclose{}+{ε}^{2}{\mathopen{}\left\lVert{}w\right\rVert\mathclose{}}^{2}\geq {\mathopen{}\left\lVert{}x-y\right\rVert\mathclose{}}^{2} \] since yvector-minusεpositive real number⁢timeswvector\( y-εw \) is in Wclosed subspace\( W \). So, for εpositive real number>greater than0zero\( ε\gt 0 \), 2two⁢timesεpositive real number⁢timesRereal part⁡(〈xvector-minusyvector, wvector〉)+plusεpositive real number2two⁢times‖wvector‖2two≥greater than or equal to0zero \( 2ε\Re\mathopen{}\left( \mathopen{}\left\langle{}x-y, w\right\rangle\mathclose{}\right)\mathclose{}+{ε}^{2}{\mathopen{}\left\lVert{}w\right\rVert\mathclose{}}^{2}\geq 0 \). Dividing by εpositive real number\( ε \) gives 2two⁢timesRereal part⁡(〈xvector-minusyvector, wvector〉)+plusεpositive real number⁢times‖wvector‖2two≥greater than or equal to0zero \( 2\Re\mathopen{}\left( \mathopen{}\left\langle{}x-y, w\right\rangle\mathclose{}\right)\mathclose{}+ε{\mathopen{}\left\lVert{}w\right\rVert\mathclose{}}^{2}\geq 0 \). Thus Rereal part⁡(〈xvector-minusyvector, wvector〉)≥greater than or equal to0zero \( \Re\mathopen{}\left( \mathopen{}\left\langle{}x-y, w\right\rangle\mathclose{}\right)\mathclose{}\geq 0 \) for all wvector∈element ofWclosed subspace\( w\in W \). Repeating the same argument with −⁢wvector\( {-}w \) in place of wvector\( w \) leads to the conclusion Rereal part⁡(〈xvector-minusyvector, wvector〉)≤less than or equal to0zero \( \Re\mathopen{}\left( \mathopen{}\left\langle{}x-y, w\right\rangle\mathclose{}\right)\mathclose{}\leq 0 \) for all wvector∈element ofWclosed subspace\( w\in W \), meaning, in fact, Rereal part⁡(〈xvector-minusyvector, wvector〉)=equals0zero \( \Re\mathopen{}\left( \mathopen{}\left\langle{}x-y, w\right\rangle\mathclose{}\right)\mathclose{}= 0 \) for all wvector∈element ofWclosed subspace\( w\in W \). Repeating the above with iimaginary unit⁢timeswvector\( \mathrm{i}w \) and −⁢iimaginary unit⁢timeswvector\( {-}\mathrm{i}w \) shows that 〈xvector-minusyvector, wvector〉=equals0zero \( \mathopen{}\left\langle{}x-y, w\right\rangle\mathclose{}= 0 \) for all wvector∈element ofWclosed subspace\( w\in W \). Thus, xvector-minusyvector\( x-y \) is in Wclosed subspace⊥\( {W}^{\perp} \).

By Exercise I.56, the decomposition xvector=equalsyvector+plus(xvector-minusyvector)\( x= y+\mathopen{}\left(x-y\right)\mathclose{} \) is unique (since two different decompositions would give you something non-zero in Wclosed subspace∩intersectionWclosed subspace⊥\( W\cap {W}^{\perp} \)). Thus HHilbert space=equalsWclosed subspace⊕Wclosed subspace⊥\( H= W\oplus {W}^{\perp} \).

Exercise I.60

For Ssubset\( S \) a subset of an inner product space Vinner product space\( V \), Ssubset⊥=equalsspanspan⁡(Ssubset)⊥=equalsspanspan⁡(Ssubset)¯⊥\( {S}^{\perp}= {\operatorname{span}\mathopen{}\left( S\right)\mathclose{}}^{\perp}= {\overline{\operatorname{span}\mathopen{}\left( S\right)\mathclose{}}}^{\perp} \).

Proposition I.61

For a subset Ssubset \( S \) of a Hilbert space HHilbert space\( H \), (Ssubset⊥)⊥=equalsspanspan⁡(Ssubset)¯ \( {\mathopen{}\left( {S}^{\perp}\right)\mathclose{}}^{\perp}= \overline{\operatorname{span}\mathopen{}\left( S\right)\mathclose{}} \).

Proof. Let Wclosed subspace=equalsspanspan⁡(Ssubset)¯\( W= \overline{\operatorname{span}\mathopen{}\left( S\right)\mathclose{}} \) so that Wclosed subspace\( W \) is a closed subspace of HHilbert space\( H \). We claim that Wclosed subspace=equals(Wclosed subspace⊥)⊥\( W= {\mathopen{}\left( {W}^{\perp}\right)\mathclose{}}^{\perp} \). Indeed, Wclosed subspace⊆subset(Wclosed subspace⊥)⊥\( W\subseteq {\mathopen{}\left( {W}^{\perp}\right)\mathclose{}}^{\perp} \) by Exercise I.55. Using Theorem I.59, for xvector∈element of(Wclosed subspace⊥)⊥\( x\in {\mathopen{}\left( {W}^{\perp}\right)\mathclose{}}^{\perp} \), write xvector=equalsyvector+pluswvector\( x= y+w \) where wvector∈element ofWclosed subspace\( w\in W \) and yvector∈element ofWclosed subspace⊥\( y\in {W}^{\perp} \). Then 〈xvector, yvector〉=equals0zero\( \mathopen{}\left\langle{}x, y\right\rangle\mathclose{}= 0 \), and so 〈xvector, yvector〉=equals〈wvector+plusyvector, yvector〉=equals〈wvector, yvector〉+plus〈yvector, yvector〉=equals0zero+plus〈yvector, yvector〉 . \[ \mathopen{}\left\langle{}x, y\right\rangle\mathclose{}= \mathopen{}\left\langle{}w+y, y\right\rangle\mathclose{}= \mathopen{}\left\langle{}w, y\right\rangle\mathclose{}+\mathopen{}\left\langle{}y, y\right\rangle\mathclose{}= 0+\mathopen{}\left\langle{}y, y\right\rangle\mathclose{} \text{.} \] So 〈yvector, yvector〉=equals0zero\( \mathopen{}\left\langle{}y, y\right\rangle\mathclose{}= 0 \) and thus yvector=equals0zero\( y= 0 \). Hence xvector=equalswvector\( x= w \), so xvector∈element ofWclosed subspace\( x\in W \), and thus Wclosed subspace=equals(Wclosed subspace⊥)⊥\( W= {\mathopen{}\left( {W}^{\perp}\right)\mathclose{}}^{\perp} \). Finally, since Wclosed subspace⊥=equalsSsubset⊥\( {W}^{\perp}= {S}^{\perp} \) by Exercise I.60, we have (Ssubset⊥)⊥=equalsspanspan⁡(Ssubset)¯ \( {\mathopen{}\left( {S}^{\perp}\right)\mathclose{}}^{\perp}= \overline{\operatorname{span}\mathopen{}\left( S\right)\mathclose{}} \).


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