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 operator∈element ofℒbounded 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 unit⁢times(Tlinear map-minusTlinear map*) \( \mathrm{i}\mathopen{}\left(T- T^{*}\right)\mathclose{} \) for any Tlinear map∈element ofℒbounded 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 map∈element ofℒbounded 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 |modulus〈Tlinear map⁡(xvector), xvector〉|modulus≥greater than or equal torreal number⁢times‖xvector‖2two \( \mathopen{}\left\lvert{}\mathopen{}\left\langle{}T\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}\right\rvert\mathclose{}\geq r{\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2} \) for all xvector∈element ofHHilbert space \( x\in H \), then Tlinear map\( T \) is invertible.

Proof. By Cauchy-Schwartz, ‖Tlinear map⁡(xvector)‖⁢times‖xvector‖≥greater than or equal torreal number⁢times‖xvector‖2two \( \mathopen{}\left\lVert{}T\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}\mathopen{}\left\lVert{}x\right\rVert\mathclose{}\geq r{\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2} \) so ‖Tlinear map⁡(xvector)‖≥greater than or equal torreal number⁢times‖xvector‖ \( \mathopen{}\left\lVert{}T\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}\geq r\mathopen{}\left\lVert{}x\right\rVert\mathclose{} \) 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-minusxvectorminteger‖≤less than or equal to1onerreal number⁢times‖Tlinear 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 xvectorninteger→converges 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 wvector∈element 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 number⁢times‖wvector‖2two≤less than or equal to|modulus〈Tlinear map⁡(wvector), wvector〉|modulus=equals|modulus〈wvector, 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 number⁢times‖xvector‖2two=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 map−⁢1inverse:mapsHHilbert space→toHHilbert space \( {T}^{-1} : H \to H \), which is bounded because rreal number⁢times‖Tlinear map−⁢1inverse⁡(xvector)‖≤less than or equal to‖Tlinear map⁡(Tlinear map−⁢1inverse⁡(xvector))‖=equals‖xvector‖ \( r\mathopen{}\left\lVert{}{T}^{-1}\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}\leq \mathopen{}\left\lVert{}T\mathopen{}\left( {T}^{-1}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}\right\rVert\mathclose{}= \mathopen{}\left\lVert{}x\right\rVert\mathclose{} \). So Tlinear map−⁢1inverse∈element ofℒbounded linear operators⁡(HHilbert space) \( {T}^{-1}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) and ‖Tlinear map−⁢1inverse‖≤less than or equal to1onerreal number \( \mathopen{}\left\lVert{}{T}^{-1}\right\rVert\mathclose{}\leq \frac{1}{r} \).

Proposition II.54

An operator Aself-adjoint operator∈element ofℒbounded 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 xvector∈element ofHHilbert space \( x\in H \).

Proof.

  1. (⇒) 〈Aself-adjoint operator⁡(xvector), xvector〉=equals〈xvector, 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〉=equals〈Aself-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〉=equals〈Aself-adjoint operator⁡(xvector), xvector〉+plus〈Aself-adjoint operator⁡(xvector), yvector〉+plus〈Aself-adjoint operator⁡(yvector), xvector〉+plus〈Aself-adjoint operator⁡(yvector), yvector〉∈element 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〉+plus〈Aself-adjoint operator⁡(yvector), xvector〉∈element 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 unit⁢timesyvector \( \mathrm{i}y \) makes the element −⁢iimaginary unit⁢times〈Aself-adjoint operator⁡(xvector), yvector〉+plusiimaginary unit⁢times〈Aself-adjoint operator⁡(yvector), xvector〉∈element 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=equals〈Aself-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〉=equals〈xvector, Aself-adjoint operator⁡(yvector)〉=equals〈Aself-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 ofℒbounded 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 unit⁢timesβcomplex number \( λ= α+\mathrm{i}β \) for αcomplex number\( α \) and βcomplex number\( β \) in Rreal numbers\( \mathbb{R} \), with βcomplex number≠not equal to0zero \( β\neq 0 \). |modulus〈(λcomplex number-minusAself-adjoint operator)⁡(xvector), xvector〉|modulus=equals|modulus〈(αcomplex number-minusAself-adjoint operator)⁡(xvector), xvector〉+plusiimaginary unit⁢timesβcomplex number⁢times〈xvector, xvector〉|modulus≥greater than or equal to|modulusβcomplex number|modulus⁢times〈xvector, xvector〉=equals|modulusβcomplex number|modulus⁢times‖xvector‖2two \( \mathopen{}\left\lvert{}\mathopen{}\left\langle{}\mathopen{}\left(λ-A\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}\right\rvert\mathclose{}= \mathopen{}\left\lvert{}\mathopen{}\left\langle{}\mathopen{}\left(α-A\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}+\mathrm{i}β\mathopen{}\left\langle{}x, x\right\rangle\mathclose{}\right\rvert\mathclose{}\geq \mathopen{}\left\lvert{}β\right\rvert\mathclose{}\mathopen{}\left\langle{}x, x\right\rangle\mathclose{}= \mathopen{}\left\lvert{}β\right\rvert\mathclose{}{\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2} \) so λcomplex number-minusAself-adjoint operator∈element of ℒbounded 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 number∈element 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 ofℒbounded 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 coefficients↦is 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 ℒbounded 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 coefficients⁢timesqpolynomial 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))→toℒbounded 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 coefficients∈element 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 ffunction∈element 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 ofℒbounded linear operators⁡(HHilbert space) \( A= A^{*}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \), λcomplex number1one≠not equal toλcomplex number2two∈element 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 numberiinteger⁢timesxvectoriinteger \( A\mathopen{}\left( {x}_{i}\right)\mathclose{}= {λ}_{i}{x}_{i} \) means λcomplex number1one⁢times〈xvector1one, xvector2two〉=equals〈Aself-adjoint operator⁡(xvector1one), xvector2two〉=equals〈xvector1one, Aself-adjoint operator⁡(xvector2two)〉=equalsλcomplex number2two⁢times〈xvector1one, 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 ofℒbounded 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〉=equals〈xvector, 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. xvector∈element ofMclosed invariant subspace⊥ \( x\in {M}^{\perp} \), yvector∈element ofMclosed invariant subspace \( y\in M \) implies 〈Aself-adjoint operator⁡(xvector), yvector〉=equals〈xvector, 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 yvector∈element 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 number∈element 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 subspace⊥≠not equal to0zero \( {M}^{\perp}\neq 0 \). Then Aself-adjoint operator|restricted toMclosed subspace⊥≠not equal to0zero \( A|{M}^{\perp}\neq 0 \) (else Mclosed subspace⊥⊆subsetKerkernel⁡(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 subspace⊥≠not 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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