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    Graduate Texts in Mathematics 96

    Editorial Board

    F. W. Gehring

    P.

    R. Halmos (Managing Editor)

    C. C. Moore

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    Graduate Texts in Mathematics

    TAKE Un/ZARING. Introduction to Axiomatic Set Theory. 2nd ed.

    2 OXTOBY. Measure and Category. 2nd ed.

    3 SCHAEFFER. Topological Vector Spaces.

    4

    HILTON/STAMM BACH.

    A Course in Homological Algebra.

    5 MACLANE. Categories for the Working Mathematician.

    6 HUGHES/PIPER. Projective Planes.

    7

    SERRE. A Course in Arithmetic.

    8 TAKEcn/ZARING. Axiometic Set Theory.

    9 HUMPHREYS. Introduction to Lie Al) ebras and Representation Theory.

    10 COHEN. A Course in Simple Homotopy Theory.

    11

    CONWAY.

    Functions

    of

    One Complex Variable. 2nd ed.

    12

    BEALS.

    Advanced Mathematical Analysis.

    13

    ANDERSON/FuLI.ER. Rings and Categories of Modules.

    14 GOLUBITSKy/GuILLFMIN. Stable Mappings and Their Singularities.

    15 BERBERIAN.

    Lectures

    in

    Functional Analysis and Operator Theory.

    16

    WINTER.

    The Structure of Fields.

    17 ROSENBLATT.

    Random Processes. 2nd ed.

    18 HALMos. Measure Theory.

    19

    HALMos.

    A Hilbert Space Problem Book. 2nd ed., revised.

    20 HUSEMOLLER. Fibre Bundles. 2nd ed.

    21

    HUMPHREYS. Linear Algebraic Groups.

    22

    BARNES/MACK.

    An Algebraic Introduction to Mathematical Logic.

    23

    GREUB.

    Linear Algebra. 4th ed.

    24 HOLMES. Geometric Functional Analysis and its Applications.

    25 HEWITT/STROMBERG. Real and Abstract Analysis.

    26

    MANES.

    Algebraic Theories.

    27

    KELLEY.

    General Topology.

    28

    ZARISKI/SAMUEL.

    Commutative Algebra. Vol.

    l.

    29

    ZARISKUSAMUEL.

    Commutative Algebra. Vol. 11.

    30

    JACOBSON.

    Lectures

    in

    Abstract Algebra

    I:

    Basic Concepts.

    31 JACOBSON.

    Lectures in Abstract Algebra

    11:

    Linear Algebra.

    32

    JACOBSON.

    Lectures in Abstract Algebra Ill: Theory of Fields and Galois Theory.

    33 HIRSCH.

    Differential Topology.

    34 SPITZER. Principles of Random Walk. 2nd ed.

    35

    WERMER.

    Banach Algebras and Several Complex Variables. 2nd ed.

    36 KELLEy/NAMIOKA et al. Linear Topological Spaces.

    37

    MONK.

    Mathematical Logic.

    38

    GRAUERT/FRITZSCHE.

    Several Complex Variables.

    39

    ARYESON.

    An Invitation to C*-Algebras.

    40 KEMENy/SNELL/KNAPP. Denumerable Markov Chains. 2nd ed.

    41 APOSTOL.

    Modular Functions and Dirichlet Series in Number Theory.

    42 SERRE. Linear Representations of Finite Groups.

    43

    GILLMAN/JERISON.

    Rings

    of

    Continuous Functions.

    44 KENDIG. Elementary Algebraic Geometry.

    45

    LOEYE.

    Probability Theory I. 4th ed.

    46 LOEYE. Probability Theory 11. 4th ed.

    47

    MOISE.

    Geometric Topology in Dimensions 2 and 3.

    continued

    after Index

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    John

    B.

    Conway

    A Course

    in Functional Analysis

    Springer Science+Business Media, LLC

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    John B. Conway

    Department

    of Mathematics

    Indiana University

    Bloomington, IN 47405

    U.S.A.

    Editorial Board

    P.

    R. Halmos

    Managing Editor

    Department

    of

    Mathematics

    Indiana University

    Bloomington, IN 47405

    U.S.A

    F. W. Gehring

    Department of

    Mathematics

    University

    of

    Michigan

    Ann Arbor,

    MI

    48109

    U.S.A.

    AMS Classifications: 46-01, 45B05

    Library

    of

    Congress Cataloging in Publication

    Data

    Conway, John

    B.

    A course in functional analysis.

    (Graduate texts in mathematics: 96)

    Bibliography: p.

    Includes index.

    1. Functional analysis.

    I.

    Title.

    QA320.C658 1985 515.7

    With 1 illustration

    II. Series.

    84-10568

    1985 by Springer Science+Business

    Media

    New York

    Originally published

    by Springer-Verlag New York

    Inc. in

    1985

    Softcover reprint of

    the

    hardcover I

    st

    edition

    1985

    c. C. Moore

    Department of

    Mathematics

    University

    of

    California

    at Berkeley

    Berkeley, CA 94720

    U.S.A.

    All rights reserved. No part of this book may be translated or reproduced in any

    form without written permission from Springer Science+Business

    Media, LLC .

    Typeset by Science Typographers, Medford, New York.

    9 8 7 6 5 4 3 2 1

    ISBN 978-1-4757-3830-8 ISBN 978-1-4757-3828-5 (eBook)

    DOI 10.1007/978-1-4757-3828-5

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    For Ann (of course)

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    Preface

    Functional analysis has become a sufficiently large area of mathematics that

    it is possible to find two research mathematicians,

    both

    of whom call

    themselves functional analysts, who have great difficulty understanding the

    work of the other. The common thread is the existence of a linear space with

    a topology or two (or more). Here the paths diverge in the choice of how

    that topology is defined and in whether to study

    the

    geometry of the linear

    space, or the linear operators on the space, or both.

    In this book I have tried to follow the common thread rather than any

    special topic. I have included some topics that a few years ago might have

    been thought of as specialized but which impress me as interesting and

    basic. Near the end of this work I gave into my natural temptation and

    included some operator theory that, though basic for operator theory, might

    be

    considered specialized by some functional analysts.

    The word "course" in the title of this book has two meanings. The first is

    obvious. This book was meant as a text for a graduate course in functional

    analysis. The second meaning is that the book attempts to take an excursion

    through many of the territories that comprise functional analysis. For this

    purpose, a choice of several tours is offered the

    reader-whether

    he is a

    tourist or a student looking for a place of residence. The sections marked

    with an asterisk are not (strictly speaking) necessary for the rest of the book,

    but will offer the reader an opportunity to get more deeply involved in the

    subject at hand, or to see some applications to other parts of mathematics,

    or, perhaps,

    just

    to see some local color. Unlike many tours, it is possible to

    retrace your steps and cover a starred section after the chapter has been left.

    There are some parts of functional analysis that are not on the tour. Most

    authors have to make choices due to time and space limitations, to say

    nothing of the financial resources of our graduate students. Two areas that

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    Vlll

    Preface

    are only briefly touched here,

    but

    which constitute entire areas by them

    selves, are topological vector spaces and ordered linear spaces. Both are

    beautiful theories and both have books which do them justice.

    The

    prerequisites for this book are a thoroughly good course in measure

    and integration-together with some knowledge of point set topology. The

    appendices contain some of this material, including a discussion of nets in

    Appendix

    A. In

    addition, the reader should

    at

    least be taking a course in

    analytic function theory at the same time that he is reading this book. From

    the beginning, analytic functions are used to furnish some examples, but it

    is only in the last half of this text that analytic functions are used in the

    proofs of the results.

    It has been traditional that a mathematics book begin with the most

    general set

    of

    axioms and develop the theory, with additional axioms added

    as the exposition progresses. To a large extent I have abandoned tradition.

    Thus

    the first two chapters are

    on

    Hilbert space, the third is on Banach

    spaces, and the fourth is on locally convex spaces.

    To

    be sure, this causes

    some repetition (though not as much as I first thought it would) and the

    phrase" the proof is

    just

    like the proof

    of . . .

    " appears several times. But I

    firmly believe that this order

    of

    things develops a better intuition in the

    student. Historically, mathematics has gone from the particular to the

    general-not

    the reverse. There are many reasons for this, but certainly one

    reason is

    that

    the human mind resists abstraction unless it first sees the need

    to abstract.

    I have tried to include as many examples as possible, even if this means

    introducing without explanation some other branches of mathematics (like

    analytic functions, Fourier series, or topological groups). There are,

    at

    the

    end

    of

    every section, several exercises of varying degrees of difficulty with

    different purposes in mind. Some exercises just remind the reader that he is

    to supply a proof of a result in the text; others are routine, and seek to fix

    some

    of

    the ideas in the reader's mind; yet others develop more examples;

    and

    some extend the theory. Examples emphasize

    my

    idea about the nature

    of

    mathematics and exercises stress my belief that doing mathematics

    is

    the

    way to learn mathematics.

    Chapter

    I discusses the geometry of Hilbert spaces and Chapter II begins

    the theory of operators on a Hilbert space. In Sections 5-8 of Chapter II,

    the complete spectral theory of normal compact operators, together with a

    discussion

    of

    multiplicity, is worked out. This material is presented again in

    Chapter

    IX, when the Spectral Theorem for bounded normal operators is

    proved. The reason for this repetition is twofold. First, I wanted to design

    the book to be usable as a text for a one-semester course. Second, if the

    reader understands the Spectral Theorem for compact operators, there will

    be

    less difficulty in understanding the general case and, perhaps, this will

    lead to a greater appreciation of the complete theorem.

    Chapter I I I

    is

    on

    Banach spaces. I t has become standard to do some of

    this material in courses on Real Variables. In particular, the three basic

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    Preface

    ix

    principles,

    the

    Hahn-Banach Theorem, the Open Mapping Theorem, and

    the

    Principle

    of

    Uniform Boundedness, are proved.

    For

    this reason I

    contemplated

    not

    proving these results here, but in the end decided that

    they should

    be

    proved. I did bring myself to relegate to the appendices the

    proofs

    of

    the representation of the dual of

    LP

    (Appendix

    B)

    and the dual

    of

    C

    o

    (

    X)

    (Appendix C).

    Chapter

    IV hits the bare essentials

    of

    the theory of locally convex spaces

    -enough to rationally discuss weak topologies.

    I t

    is shown in Section 5 that

    the

    distributions are the dual

    of

    a locally convex space.

    Chapter

    V treats the weak and weak-star topologies. This is one of my

    favorite topics because of the numerous uses these ideas have.

    Chapter

    VI looks at bounded linear operators on a Banach space.

    Chapter

    VII introduces the reader to Banach algebras

    and

    spectral theory

    and

    applies this to the study

    of

    operators

    on

    a Banach space. It is

    in

    Chapter

    VII that the reader needs to know the elements of analytic function

    theory, including Liouville's Theorem and Runge's Theorem. (The latter is

    proved using the

    Hahn-Banach

    Theorem in Section IlLS.)

    When

    in

    Chapter VIII the notion

    of

    a C*-algebra is explored, the

    emphasis

    of

    the book becomes the theory

    of

    operators

    on

    a Hilbert space.

    Chapter

    IX

    presents the Spectral Theorem and its ramifications. This is

    done

    in

    the framework of a C*-algebra. Classically, the Spectral Theorem

    has been thought

    of

    as a theorem about a single normal operator. This it is,

    but it

    is more. This theorem really tells us about the functional calculus for

    a normal operator and, hence, about the weakly closed C*-algebra gener

    ated by

    the normal operator.

    In

    Section IX.S this approach culminates in

    the

    complete description

    of

    the functional calculus for a normal operator. In

    Section IX.lO the multiplicity theory

    (a

    complete set

    of

    unitary invariants)

    for normal operators is worked out. This topic is too often ignored in books

    on

    operator theory. The ultimate goal

    of

    any branch

    of

    mathematics is to

    classify and characterize, and multiplicity theory achieves this goal for

    normal operators.

    In Chapter

    X unbounded operators

    on

    Hilbert space are examined. The

    distinction between symmetric

    and

    self-adjoint operators is carefully delin

    eated

    and

    the Spectral Theorem for unbounded normal operators is ob

    tained as a consequence

    of

    the bounded case. Stone's Theorem

    on

    one

    parameter unitary groups is proved and the role

    of

    the Fourier transform in

    relating differentiation and multiplication is exhibited.

    Chapter

    XI, which does not depend on Chapter X, proves the basic

    properties of the Fredholm index. Though it is possible to do this in the

    context

    of

    unbounded operators between two Banach spaces, this material is

    presented for bounded operators

    on

    a Hilbert space.

    There are a few notational oddities. The empty set is denoted by D. A

    reference

    number

    such as (S.lO) means item number 10

    in

    Section S

    of

    the

    present chapter. The reference (IX.S.lO) is to (S.lO)

    in

    Chapter IX. The

    reference (A.1.l) is to the first item in the first section

    of

    Appendix A.

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    x

    Preface

    There are many people who deserve my gratitude in connection with

    writing this book. In three separate years I gave a course based on an

    evolving set of notes that eventually became transfigured into this book. The

    students in those courses were a big help. My colleague Grahame Bennett

    gave me several pointers in Banach spaces. My ex-student Marc Raphael

    read final versions of the manuscript, pointing out mistakes and making

    suggestions for improvement. Two current students, Alp Eden and Paul

    McGuire, read the galley proofs and were extremely helpful. Elena Fraboschi

    typed the final manuscript.

    John B. Conway

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    Contents

    Preface

    CHAPTER

    I

    Hilbert Spaces

    l. Elementary Properties and Examples

    2. Orthogonality

    3. The Riesz Representation Theorem

    4. Orthonormal Sets

    of

    Vectors and Bases

    5. Isomorphic Hilbert Spaces and the Fourier Transform

    for the Circle

    6. The Direct Sum of Hilbert Spaces

    CHAPTER II

    Operators on Hilbert Space

    l. Elementary Properties and Examples

    2. The Adjoint

    of

    an Operator

    3. Projections and Idempotents; Invariant and Reducing

    Subspaces

    4. Compact Operators

    5.* The Diagonalization of Compact Self-Adjoint Operators

    6.* An Application: Sturm-Liouville Systems

    7.* The Spectral Theorem and Functional Calculus for

    Compact Normal Operators

    8.* Unitary Equivalence for Compact Normal Operators

    CHAPTER III

    Banach Spaces

    l. Elementary Properties and Examples

    2. Linear Operators on Normed Spaces

    vii

    1

    7

    11

    14

    19

    24

    26

    31

    37

    41

    47

    50

    55

    61

    65

    70

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    xii

    3. Finite-Dimensional Normed Spaces

    4. Quotients and Products of Normed Spaces

    5. Linear Functionals

    6. The

    Hahn-

    Banach Theorem

    7.* An Application: Banach Limits

    8.* An

    Application: Runge's Theorem

    9.* An Application: Ordered Vector Spaces

    1O. The

    Dual

    of a Quotient Space and a Subspace

    11. Reflexive Spaces

    12. The Open Mapping and Closed Graph Theorems

    13. Complemented Subspaces of a Banach Space

    14. The Principle of Uniform Boundedness

    CHAPTER

    IV

    Locally Convex Spaces

    l. Elementary Properties and Examples

    2. Metrizable and Normable Locally Convex Spaces

    3. Some Geometric Consequences of the

    Hahn-Banach

    Theorem

    4.* Some Examples of the Dual Space of a Locally

    Convex Space

    5.

    *

    Inductive Limits and the Space of Distributions

    CHAPTER

    V

    Weak Topologies

    l. Duality

    2. The

    Dual

    of a Subspace and a Quotient Space

    3. Alaoglu's Theorem

    4. Reflexivity Revisited

    5. Separability and Metrizability

    6.

    *

    An Application: The Stone-Cech Compactification

    7. The

    Krein-Milman

    Theorem

    8.

    An

    Application: The Stone-Weierstrass Theorem

    9.* The Schauder Fixed-Point Theorem

    10.* The Ryll-Nardzewski Fixed-Point Theorem

    11.* An Application: Haar Measure on a Compact Group

    12.* The Krein-Smulian Theorem

    13.* Weak Compactness

    CHAPTER VI

    Linear Operators on a Banach Space

    l.

    The Adjoint of a Linear Operator

    2.* The Banach-Stone Theorem

    3. Compact Operators

    4. Invariant Subspaces

    5. Weakly Compact Operators

    Contents

    71

    73

    76

    80

    84

    86

    88

    91

    92

    93

    97

    98

    102

    108

    111

    117

    119

    127

    131

    134

    135

    138

    140

    145

    149

    153

    155

    158

    163

    167

    l70

    175

    l77

    182

    187

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    Contents

    CHAPTER VII

    Banach Algebras and Spectral Theory for

    Operators on a Banach Space

    1. Elementary Properties and Examples

    2. Ideals

    and

    Quotients

    3. The Spectrum

    4. The Riesz Functional Calculus

    5. Dependence

    of

    the Spectrum on the Algebra

    6. The Spectrum of a Linear Operator

    7. The Spectral Theory of a Compact Operator

    8. Abelian Banach Algebras

    9. * The Group Algebra of a Locally Compact Abelian Group

    CHAPTER VIII

    C*-Algebras

    1. Elementary Properties and Examples

    2. Abelian C*-Algebras

    and

    the Functional Calculus in

    C*-Algebras

    3. The Positive Elements in a C*-Algebra

    4. * Ideals and Quotients for C*-Algebras

    5. * Representations

    of

    C*-Algebras

    and

    the

    Gelfand-Naimark-Segal

    Construction

    CHAPTER IX

    Normal Operators on Hilbert Space

    1. Spectral Measures and Representations of Abelian

    C*-Algebras

    2. The Spectral Theorem

    3. Star-Cyclic Normal Operators

    4. Some Applications of the Spectral Theorem

    5. Topologies

    on

    J4(.YC')

    6. Commuting Operators

    7. Abelian von Neumann Algebras

    8. The Functional Calculus for Normal Operators:

    The Conclusion of the Saga

    9. Invariant Subspaces for Normal Operators

    1O.

    Multiplicity Theory for Normal Operators:

    A Complete Set of Unitary Invariants

    CHAPTER X

    Unbounded Operators

    1.

    Basic Properties and Examples

    2. Symmetric and Self-Adjoint Operators

    3. The Cayley Transform

    4. Unbounded Normal Operators

    and

    the Spectral Theorem

    XllJ

    191

    195

    199

    203

    210

    213

    219

    222

    228

    237

    242

    245

    250

    254

    261

    268

    275

    278

    281

    283

    288

    292

    297

    299

    310

    316

    323

    326

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    XIV

    5. Stone's Theorem

    6. The Fourier Transform and Differentiation

    7. Moments

    CHAPTER XI

    Fredholm Theory

    l. The Spectrum Revisited

    2. The Essential Spectrum and Semi-Fredholm Operators

    3. The Fredholm Index

    4. The Components of Yff

    5. A Finer Analysis of the Spectrum

    APPENDIX A

    Preliminaries

    l. Linear Algebra

    2. Topology

    APPENDIX

    B

    The Dual of LP(fL)

    APPENDIX

    C

    The Dual of Co(X)

    Bibliography

    List of Symbols

    Index

    Contents

    334

    341

    349

    353

    355

    361

    370

    372

    375

    377

    381

    384

    390

    395

    399

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    CHAPTER

    I

    Hilbert

    Spaces

    A Hilbert space is the abstraction of the finite-dimensional Euclidean spaces

    of

    geometry. Its properties are very regular and contain

    few

    surprises,

    though the presence of an infinity of dimensions guarantees a certain

    amount of surprise. Historically, it was the properties of Hilbert spaces that

    guided mathematicians when they began to generalize. Some of the proper

    ties and results seen in this chapter and the next will be encountered in more

    general settings later in this book, or we shall see results that come close to

    these but fail to achieve the full power possible in the setting of Hilbert

    space.

    1.

    Elementary Properties and Examples

    Throughout this book IF will denote either the real field,

    ~ ,

    or the complex

    field, c.

    1.1. Definition. I f ' is a vector space over IF, a

    semi-inner product

    on ' is

    a function u: ' X ' IF such that for all

    a,

    j3 in IF and x, y,

    z

    in ', the

    following are satisfied:

    (a)

    u(ax +

    j3y,

    z) = au(x, z) +

    j3u(y,

    z),

    (b)

    u(x,

    ay

    +

    j3z)

    = iiu(x, y) + jJu(x, z),

    (c)

    u(

    x,

    x)

    ~

    0-,,-;------;-

    (d)

    u(x, y)

    =

    u(y,

    x).

    Here, for

    a

    in IF, i i

    = a

    if

    IF = ~

    and i i

    is

    the complex conjugate of

    a

    if

    IF = c. I f

    a

    E C, the statement that

    a

    ~ 0 means that

    a

    E ~ and

    a

    is

    non-negative.

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    2

    1.

    Hilbert Spaces

    Note that if

    a =

    0,

    then property (a) implies that

    u(O, y)

    =

    u(a

    . 0,

    y)

    =

    au(O,

    y)

    =

    or all

    y in 'f.

    This

    and

    similar reasoning shows that for a

    semi-inner product u,

    (e) u(x,O) = u(O, y) =

    for all x, y

    in 'f.

    In particular,

    u(O,

    0) =

    0.

    An

    inner product on

    'f is a semi-inner product that also satisfies the

    following:

    (f) I f

    u(x,

    x) = 0, then x =

    0.

    An inner product in this book will

    be

    denoted by

    (x, y)

    =

    u(x,

    y).

    There is

    no

    universally accepted notation for an inner product and the

    reader will often see

    (x, y)

    and

    (xly)

    used in the literature.

    1.2. Example. Let

    'f be

    the collection of all sequences {an: n

    ~

    I}

    of

    scalars an from IF such that an

    =

    or all

    but

    a finite number

    of

    values

    of

    n.

    I f addition

    and

    scalar multiplication are defined

    on 'f

    by

    {an} + { P

    n

    } == {an + P

    n

    },

    a

    {

    an} == {aa

    n

    },

    then 'f

    is a vector space over IF.

    I f u({an},{Pn})==L'::=la2n"P2n'

    then

    u

    is a semi-inner product that is

    not an inner product. On the other hand,

    00

    ( {an}, {P

    n

    }) = L an lin ,

    n=1

    00 1 _

    ({an}, {P

    n

    }) = L ;anPn,

    n=1

    00

    ({an}, {P

    n

    })

    =

    L

    n

    5

    a

    n

    li

    n

    ,

    n=1

    all define inner products

    on 'f.

    1.3. Example. Let (X, J,

    p.)

    be a measure space consisting of a set

    X,

    a

    a-algebra J of subsets of X, and a countably additive

    IR

    U {oo} valued

    measure p. defined

    on J.

    I f

    f

    and

    g E L

    2(p.)

    ==

    L

    2(

    X, J,

    p.),

    then Holder's

    inequality implies

    f t

    E L

    1

    (p.).

    I f

    ( j ,

    g)

    =

    jftdp.,

    then this defines

    an

    inner product

    on

    L 2(p.).

    Note that Holder's inequality also states that Ifftdp.1 s [flN dp.jl/2 .

    [flgl

    2

    dp.j1/2. This is, in fact, a consequence

    of

    the following result on

    semi-inner products.

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    1.1. Elementary Properties and Examples 3

    1.4. The Cauchy-Bunyakowsky-Schwarz Inequality. If

    ( .

    .) is

    a semi

    inner product

    on :Y, then

    I(x, y)1

    2

    (x, x)(y,

    y)

    for all x and y

    in

    :Y.

    PROOF. I f

    a E IF and x

    and

    y E

    :Y, then

    o (x

    -

    ay, x

    - ay)

    =

    (x,

    x)

    -

    a(y, x)

    - a(x, y)

    + laI

    2

    (y, y).

    Suppose

    (y, x)

    = be

    iO

    , b ~

    0,

    and let a = e-iOt, t in IR.

    The

    above

    inequality

    becomes

    o

    (x,

    x)

    -

    e-iOtbe

    iO

    -

    eiOtbe-

    iO

    +

    t2(y, y)

    =

    (x,

    x)

    -

    2bt

    + t \ y , y)

    = c - 2bt + at

    2

    == q( t),

    where c = (x, x) and a =

    (y,

    y). Thus q( t) is a quadratic polynomial in

    the real variable t and q(t) ~ 0 for all t. This implies that the equation

    q(t) = 0 has at

    most

    one real solution

    t.

    From the quadratic formula we

    find that the discriminant is not positive;

    that

    is, 0 ~ 4b

    2

    - 4ac. Hence

    o b

    2

    -

    ac

    =

    I(x, y)1

    2

    -

    (x,

    x)(y, y),

    proving

    the

    inequality.

    The inequality in (1.4) will

    be

    referred to as the CBS inequality.

    1.5. Corollary. If ( . , .) is a semi-inner product on :Y and

    Ilxll

    == (x,

    X

    )1/2

    for all x

    in :Y,

    then

    (a)

    Ilx

    + yll ~

    Ilxll

    +

    Ilyll for x, yin :Y,

    (b)

    Ilaxll = lalllxli

    for a

    in

    IF and x

    in

    :Y.

    If

    ( . ,

    .)

    is

    an

    inner product, then

    (c)

    Ilxll =

    0

    implies x =

    o.

    PROOF. The

    proofs

    of (b) and (c) are left as an exercise. To see (a), note that

    for x

    and

    y

    in :Y,

    Ilx

    +

    yll2

    = (x +

    y,

    x + y)

    =

    IIxl12 +

    (y,

    x) + (x,

    y)

    + IIyl12

    =

    IIxl12 + 2 Re(x,

    y)

    + Ily112.

    By

    the CBS

    inequality, Re(x, y)

    ~ I(x, y)1

    ~

    IIxIIIIYII.

    Hence,

    Ilx + yl12 ~ IIxl12 + 211xlillyll +

    IIyl12

    =

    (jlxll + Ilyilf.

    The inequality now

    follows

    by

    taking square roots.

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    4

    1. Hilhert Space,

    I f

    ( . , .)

    is a semi-inner product on :r and if x, y E:r, then as was

    shown in the preceding proof,

    Ilx

    +

    yl12

    =

    IIxl12

    +

    2Re(x ,y )

    +

    Ily112.

    This identity is often called the polar identity.

    The quantity

    Ilxll

    = (x, X

    /12

    for an inner product ( . , .) is called the

    norm of x. I f :r =

    IFd (IR

    d or C d) and ({ an), {,Bn}) == L ~ ~ l a ) 3 n ' then the

    corresponding norm is II {an}

    II

    = [ L ~ ~ d a n I 2 ] 1 / 2 .

    The virtue

    of

    the norm on a vector space :r is that d(x,

    y)

    = Ilx - yll

    defines a metric on :r [by (1.5)] so that :r becomes a metric space. In fact,

    d(x,

    y)

    = Ilx -

    yll

    = II(x - z) +

    (z -

    y)11 ::;; Ilx -

    zll

    +

    liz

    -

    yll

    =

    d(x, z)

    + d(z,

    y). The other properties of a metric follow similarly.

    I f

    (

    =

    IF

    d

    and

    the norm

    is

    defined as above, this distance function is the usual

    Euclidean metric.

    1.6. Definition.

    A

    Hilbert space

    is a vector space .Y1' over IF together with

    an inner product ( . , .) such that relative to the metric d(x,

    y)

    = Ilx -

    yll

    induced

    by

    the norm, .Y1' is a complete metric space.

    I f .Y1'= L 2(fL) and ( I , g) = fft dfL, then the associated norm is Illll =

    [flfl2dfLP

    /

    2.

    It

    is a standard result of measure theory that

    L2(fL)

    is a

    Hilbert space. I t is also easy to see that IF d is a Hilbert space.

    REMARK. The inner products defined on L 2(fL) and IF d are the" usual" ones.

    Whenever these spaces are discussed these are the inner products referred

    to. The same is true of the next space.

    1.7. Example. Let

    I

    be any set and let [2(1) denote the set of all functions

    x:

    I

    ~

    IF such that

    xU)

    = 0 for all but a countable number of

    i

    and

    L

    j

    E Tlx(i)1

    2

    f such that (a) 1(0) = 0; (b) for 1

    ~

    k

    ~

    n - 1,

    l(k)(t)

    exists for all t in [0,1] and I ( k ) is continuous on [0,1]; (c) I ( n

    - 1 )

    is absolutely

    continuous and I(n) E L2(0, 1). For I and

    g

    in

    Yi',

    define

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    I.2. Orthogonality

    7

    (b) Show that if

    (x + A"',y + A"') == u(x,y)

    for all

    x

    +

    A'"

    and

    y

    +

    A'"

    in

    the quotient space

    .?r/A"',

    then ( . ,

    .)

    is a

    well-defined inner product on

    .?r/

    A"'.

    7. Let Yt' be a Hilbert space over IR and show that there is a Hilbert space : over

    C and a map U: Y t ' ~ : such that (a) U is linear; (b) (Uhl'

    Uh

    2

    ) =

    (hi'

    h

    2

    )

    for all hi' h2 in Yt';

    (c)

    for any k in : there are unique hi'

    h2

    in Yt' such that

    k

    =

    Uh

    l

    +

    iUh

    2

    .

    (: is called the complexification of

    Yt'.)

    8. I f

    G = {z E C: 0 < Izl < I} show that every J in L ~ ( G ) has a removable

    singularity at z =

    O.

    9. Which functions are in L;(C)?

    10. Let G be an open subset of C and show that if a E G, then

    {IE

    L ~ ( G ) :

    J(a) =

    O} is closed in L ~ ( G ) .

    11. I f {h

    n

    } is a sequence in a Hilbert space Yt' such that Lnllhnll < 00, then show

    that L ' : ~ l h n converges in Yt'.

    2. Orthogonality

    The greatest advantage of a Hilbert space is its underlying concept of

    orthogonality.

    2.1. Definition. I f .Yt' is a Hilbert space and I, g E.Yt', then I and g are

    orthogonal if U, g)

    = O. In symbols,

    1.1

    g. I f

    A, B

    ~ . Y t ' , then

    A .1 B

    if

    1..1 g for every

    I

    in

    A

    and g in B.

    I f

    .Yt'=

    IR

    2, this is the correct concept. Two non-zero vectors in

    IR

    2 are

    orthogonal precisely when the angle between them is

    7T

    /2.

    2.2. The

    Pythagorean Theorem. II 11,/2"'" In

    are pairwise orthogonal

    vectors in

    .Yt',

    then

    Ilf1

    +

    12

    + ... + nl1

    2

    = 11/1112 +

    Ilf2112

    + ... + Il/nl1

    2

    .

    PROOF. I f 11 .1 12' then

    Ilf1

    +

    12112 = U1 + 12'/1

    + 12)

    =

    Ilfl112 +

    2 ReU1'/2)

    +

    11/2112

    by

    the

    polar

    identity. Since

    11

    .1

    12'

    this implies the result for

    n

    =

    2.

    The

    remainder of the proof proceeds by induction and is left to the reader.

    Note

    that if

    I

    .1 g, then

    I

    .1 - g, so Ilf - gl12

    =

    11.1112

    +

    Ilg112. The next

    result is an easy consequence of the Pythagorean Theorem if

    I

    and g are

    orthogonal,

    but

    this assumption is not needed for its conclusion.

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    8

    I. Hilbert Spaces

    2.3. Parallelogram Law. If.Yt' is

    a Hilbert space

    and

    f

    and g

    EO.Yt',

    then

    Ilf

    + gl12 +

    Ilf -

    gl12

    =

    2(llfl1

    2

    + IIgI12).

    PROOF.

    For

    any

    f

    and

    g in

    .Yt'

    the

    polar

    identity

    implies

    Now

    add. P:

    Ilf

    + gl12

    =

    Ilfll2

    +

    2 Re(j, g)

    +

    Ilg11

    2

    ,

    Ilf -

    gl12

    =

    Ilfll2

    - 2 Re(j, g)

    +

    Ilgll

    2

    .

    The

    next

    property of a Hilbert space is truly pivotal. But first we need a

    geometric

    concept

    valid for any vector space over IF.

    2.4.

    Definition. I f r

    is

    any

    vector space over

    IF

    and

    A

    s:;;

    r, then

    A

    is a

    convex set

    if

    for any

    x

    and

    y

    in

    A

    and

    $

    t

    :$

    1,

    tx

    +

    (1 - t)y EO

    A.

    Note

    that {tx + (1 - t)

    y:

    $

    t :$

    I} is the straight-line segment joining

    x and

    y. So

    a convex set is a set A such that

    if

    x

    and

    y

    EO A, the entire line

    segment joining x and

    y is

    contained

    in

    A.

    I f r is a vector space, then any linear subspace in r is a convex set. A

    singleton set is convex.

    The

    intersection of any collection of convex sets is

    convex. I f .Yt' is a Hilbert space, then every

    open

    ball B(f;

    r)

    = {g EO .Yt':

    Ilf - gil

    h

    o

    .

    By assumption, L(h

    o

    )

    = lim[L(h

    n

    - h + h

    o

    )] =

    lim[L(h

    n

    ) - L(h) + L(h

    o

    )] = lim L(h

    n

    )

    - L(h) + L(h

    o

    ).

    Hence

    L(h) =

    limL(h

    n

    ) .

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    12

    1. Hilbert Spaces

    (b)

    =

    (d): The definition of continuity at 0 implies that L - I ({a ElF:

    lal

    0 such that

    B(O; 8) ~ L -I({a ElF: lal 0: IL(h)1 s cllhll,h

    in

    X} .

    Also, IL(h)1 s IILllllhll for

    every

    h in X .

    PROOF.

    Let a

    =

    inf{ c >

    0:

    IIL(h)1I s cllhll, h in

    X}.

    It will be shown that

    IILII

    =

    a;

    the remaining equalities are left as an exercise.

    I f

    f

    >

    0,

    then the

    definition of IILII shows that ILlIhll + f)-lh)1 s

    IILII.

    Hence IL(h)1 s

    IILII(lIhll + f). Letting f

    ~

    0 shows that IL(h)1 s IILllllhll for all h. So the

    definition of a shows that a s IILII. On the other hand, if IL( h)1 s cllh II

    for all

    h,

    then

    IILII

    s c. Hence

    IILII

    s a.

    Fix an ho in X and define L:

    X ~ IF

    by

    L(h) = (h, h

    o

    >.

    It is

    easy to

    see that L is linear. Also, the CBS inequality gives that IL(h)1

    = I(h,

    ho>1

    s IIhllllholi. So L is bounded and IILII s

    IIholl.

    In fact, L(ho/liholl)

    =

    (ho/liholl,

    ho>

    =

    IIholl,

    so that

    IILII

    =

    IIholi.

    The main result of this section

    provides a converse to these observations.

    3.4. The Riesz Representation Theorem. I f

    L:

    X ~ IF is a

    bounded

    linear

    functional, then

    there

    is a

    unique

    vector ho

    in

    X such that L(h) = (h, h

    o

    >

    for

    every h in X. Moreover,

    IILII

    =

    IIhali.

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    I.3. The Riesz Representation Theorem

    13

    PROOF. Let ,A = ker L. Because

    L

    is continuous, ,A is a closed linear

    subspace of

    .:It'.

    Since we may assume that ,A

    * :It',

    ,A

    1. *

    (0). Hence there

    is a vector fo in ,A

    1.

    such that

    L(fo)

    = 1. Now if h E.:It' and a = L( h),

    then

    L(h

    -

    afo)

    =

    L(h)

    -

    a

    =

    0;

    so

    h

    -

    L(h)fo

    E , A .

    Thus

    0= (h -

    L{h)fo,Jo>

    =

    (h,Jo> -

    L{h)llfoIl

    2

    .

    So if ho =

    Ilfoll-%,

    L(h) = (h, h

    o

    > for all h in

    .:It'.

    I f ~ E.:It' such that (h, h

    o

    > = (h, h

    o

    > for all h, then ho - h ~

    ..l.:lt'.

    In

    particular,

    ho -

    h ~

    ..1

    ho

    -

    h ~ and so ho

    =

    h

    o

    . The fact that

    IILII =

    IIh

    o

    l

    was shown in the discussion preceding the theorem.

    3.5. Corollary.

    I f

    (X,

    D,

    p.)

    is a measure space

    and F:

    L2(p.)

    -> IF

    is a

    bounded

    linear functional, then there is a unique h

    0

    in L

    \ p.)

    such that

    for every h in L 2(p.).

    Of course the preceding corollary

    is

    a special case of the theorem on

    representing bounded linear functionals on

    LP(p.),

    1

    :::;

    p

    for

    every

    h in .Jf'. (c) What is the norm

    of

    the linear functional L defined in (b)?

    4.

    With the notation as in Exercise 3, define L: .Jf'-'> C by L({ a,,}) =

    L ~ ~ l n a " A n - l ,

    where IAI < l.

    Find

    a vector ho in .Jf' such that

    L(h)

    =

    (h,h

    o

    >

    for every h

    in .Jf'.

    5.

    Let .Jf' be the Hilbert space described in Example l.8. I f 0 < t

    s

    1, define L:

    .Jf'-'>

    IF

    by L(h) = h(t). Show that L is a bounded linear functional, find liLli,

    and

    find the vector ho in .Jf' such that L( h) = (h, ho

    >

    or all h in .Jf'.

    6. Let .Jf'= L2(0, 1) and let e(l) be the set of all continuous functions on [0,1] that

    have a continuous derivative. Let t E [0,1] and define L: e(l)

    -'>

    IF by L(h) =

    h'(t). Show that there

    is

    no bounded linear functional

    on

    .Jf' that agrees with

    L

    on eel).

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    14

    1. Hilbert Spaces

    4. Orthonormal Sets of Vectors and Bases

    I t will be shown in this section that, as in Euclidean space, each Hilbert

    space can be coordinatized. The vehicle for introducing the coordinates is

    an orthonormal basis. The corresponding vectors in IF d are the vectors

    {el,eZ, . . . ,e

    d

    } , where

    e

    k

    is the d-tuple having a 1 in the kth place and

    zeros elsewhere.

    4.1. Definition. An

    orthonormal

    subset of a Hilbert space X is a subset

    Iff

    having the properties: (a) for

    e

    in Iff, Ilell = 1; (b) if

    e

    l

    ,

    e

    2

    E Iff and

    e

    1

    =1= e

    2

    ,

    then e

    l

    ..1

    e

    2

    A

    basis

    for X is a maximal orthonormal set.

    Every vector space has a Hamel basis (a maximal linearly independent

    set).

    The

    term

    "basis"

    for a Hilbert space

    is

    defined as above and it relates

    to the inner product on

    X . For

    an infinite-dimensional Hilbert space, a

    basis is never a Hamel basis. This is not obvious, but the reader will be able

    to see this after understanding several facts about bases.

    4.2. Proposition. I f

    Iff is an orthonormal set in X , then there is a basis for

    X

    that contains

    Iff.

    The

    proof

    of

    this proposition is a straightforward application of Zorn's

    Lemma and is left to the reader.

    4.3. Example. Let

    X =

    L ~ [0,2'17] and for

    n

    in

    71..

    define

    en

    in X by

    en(t) =

    (2'17)-I/Zexp(int). Then

    {en: n E

    7I..} is an orthonormal set in

    X .

    (Here L ~

    [0, 2'17]

    is the space of complex-valued square integrable functions.)

    It is also true that the set in (4.3) is a basis, but this is best proved after a

    bit

    of

    theory.

    4.4. Example.

    I f

    X = IFd and for 1 ~ k ~ d, e

    k

    = the d-tuple with 1 in the

    kth place and zeros elsewhere, then

    {e

    l

    ,

    ...

    ,

    e

    d

    }

    is a basis for

    X .

    4.5. Example. Let

    X =

    12(1) as in Example 1.7.

    For

    each i in I define e

    i

    in X by ei(i) = 1 and ei(J) = or j

    =1=

    i. Then {e

    i

    : i

    E I } is a basis.

    The proof of the next result is left as an exercise (see Exercise

    5).

    It is very

    useful

    but

    the proof is not difficult.

    4.6. The Gram-Schmidt Orthogonalization Process. If X

    is a Hilbert

    space and

    {h

    n

    :

    n

    E N}

    is a linearly independent subset

    of X ,

    then there

    is

    an orthonormal set {en: n

    EN}

    such that for every n, the linear span

    of

    {e

    l

    , . ,

    en} equals the linear span

    of

    {hi" '" h

    n

    }

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    IA.

    Orthonormal

    Sets of

    Vectors

    and Bases 15

    Remember that VA is the closed linear span of

    A

    (Exercise 2.4).

    4.7. Proposition.

    Let {e1, . . . ,e

    n

    } be an orthonormal set in

    and

    let

    A

    =

    V{

    e

    l' ...

    en}.

    I f

    P is the orthogonal projection

    of

    onto

    A ,

    then

    for all

    h in

    .

    n

    Ph = ~

    (h,ek)e

    k

    k ~ l

    PROOF.

    Let Qh = r,Z=l(h, ek)e

    k

    . I f

    1:s;

    j :s; n, then (Qh, e

    j

    ) =

    r ,Z=/h,ek)(ek ,e)

    =

    (h ,e ) since ek.L

    e

    j

    for k =F j. Thus (h - Qh,e)

    =

    0 for 1 :s;

    j

    :s;

    n.

    That is,

    h

    -

    Qh

    .L A for every

    h

    in . Since

    Qh

    is

    clearly a vector in A , Qh is the unique vector h 0 in A such that

    h

    - ho . LA

    (2.6). Hence Qh

    =

    Ph for every h in .

    4.8. Bessel's Inequality.

    I f

    {en:

    n

    EN}

    is an orthonormal set

    and

    h E

    ,

    then

    00

    ~ I(h, e

    n

    )12 :s;

    IIhll

    2

    .

    n=l

    PROOF. Let

    h

    n

    =

    h

    - r,Z=l(h,ek)e

    k

    .

    Then hn.L

    e

    k

    for 1 :s; k:s;

    n

    (Why?).

    By the Pythagorean Theorem,

    IIhll

    2

    =

    IIh n

    ll

    2

    + ~ l

    (h, en)ekr

    n

    n

    ;::::

    ~ I(h, e

    k

    )1

    2

    k=l

    Since n was arbitrary, the result is proved.

    4.9. Corollary.

    I f

    C

    is an orthonormal set in

    and

    hE

    ,

    then

    (h,

    e)

    =F 0

    for

    at

    most

    a countable number

    of

    vectors e in

    C.

    PROOF.

    For each n;:::: 1 let C

    n

    = {e E

    C: I(h,

    e)1 ;::::

    l in} . By

    Bessel's

    Inequality,

    C

    n

    is finite. But U::'=lC

    n

    = {e E C: (h,e

    n

    )

    =F O}.

    4.10. Corollary. I f C is an orthonormal set and h E , then

    ~ l(h,e)1

    2

    :s; IIhll

    2

    .

    ef", f

    This last corollary is just Bessel's Inequality together with the fact (4.9)

    that

    at

    most a countable number of the terms in the sum differ from zero.

    Actually, the sum that appears in (4.10) can be given a better interpreta

    t ion-a

    mathematically precise one that will be useful later. The question is,

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    16

    I.

    Hilbert Spaces

    what

    is meant

    by

    I:{ hi:

    i

    E I } if hi E.Yf' and I is an infinite, possibly

    uncountable, set? Let

    :7 be the collection of all finite subsets of

    I and

    order

    :7

    by inclusion, so :7 becomes a directed set.

    For

    each F in :7, define

    hF= L { h

    i

    :

    i E F}.

    Since this is a finite sum, hF is a well-defined element of

    .Yf'.

    Now {h F:

    FE:7} is a net in .Yf'.

    4.11. Definition. With the notation above, the sum I:{ hi: i

    E

    I} converges

    if the net {h

    F: F E

    :7} converges; the value of the sum is the limit of the

    net.

    I f

    .Yf'=

    IF,

    the definition above gives meaning to an uncountable sum of

    scalars. Now Corollary 4.10 can be given its precise meaning; namely,

    I:{I(h,e)1

    2

    : e E

    6"} converges and the value::; IIhl1

    2

    (Exercise 9).

    I f the set

    I

    in Definition

    4.11

    is countable, then this definition of

    convergent

    sum

    is

    not

    the usual one. That is, if {h

    n}

    is a sequence in .Yf',

    then the convergence of I:{ h n:

    n EN}

    is not equivalent to the convergence

    of

    : r : ~ l h

    n

    The former concept of convergence is that defined in (4.11) while

    the latter means that the sequence { I : k ~ l h d r : ~ l converges. Even if .Yf'= IF,

    these concepts do not coincide (see Exercise 12).

    If,

    however, I:{ h

    n:

    n

    EN}

    converges,

    then

    I : r : ~ l h n converges (Exercise 10). Also see Exercise 11.

    4.12. Lemma. I f C is an orthonormal set and h E.Yf', then

    L{(h ,e )e :

    e E C }

    converges in

    .Yf'.

    PROOF. By (4.9), there are vectors

    e

    1

    ,

    e

    2

    ,

    . . . in C such that {e E

    C:

    (h,e) *" O} = {e

    1

    ,e

    2

    , . . .

    }.

    W e a l s o k n o w t h a t I : r : ~ 1 1 ( h , e n ) 1 2 : : ; IIhl1

    2

    0, there is

    an

    N such that I : r : ~ N I ( h , e n ) 1 2 < ,,2. Let

    Fa =

    {e

    1

    ,

    ...

    , eN-d

    and

    let :7= all the finite subsets of C. For F in

    :7

    define

    h

    F

    ==

    L{

    (h, e)e:

    e

    E F}. I f

    F

    and

    G

    E:7

    and both

    contain

    Fa,

    then

    IIh

    F

    - hGII2 = L{I(h,e)1

    2

    :

    e

    E (F\G)

    U(G\F)}

    00

    < e

    2

    .

    So {h

    F: F E :7} is

    a Cauchy net in

    .Yf'.

    Because .Yf' is complete, this net

    converges. In fact, it converges to

    I : r : ~ l ( h , en)e

    n

    4.13. Theorem.

    I f

    C

    is an orthonormal set in

    .Yf',

    then the following

    statements

    are equivalent.

    (a) C is a basis for .Yf'.

    (b)

    I f

    h E.Yf' and h

    .1

    C, then h =

    0.

    (c) V C= .Yf'.

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    1.4. Orthonormal Sets of Vectors and Bases

    (d) I f

    h

    E.Yl',

    then h

    =

    L{

    (h, e)e:

    e

    E O"}.

    (e) I f g and h E.Yl', then

    (g,h)

    =

    L{(g ,e ) (e ,h) :

    eEO"}.

    17

    (f) I f h E.Yl', then IIhl1

    2

    = L{I(h, e)12: e E O"} (Parseval's Identity).

    PROOF.

    (a) =* (b): Suppose h .1. 0" and h =f- 0; then

    O"U{

    h/llhll} IS an

    orthonormal set that properly contains 0", contradicting maximality.

    (b)

    =

    (c): By Corollary 2.11,

    VO"=.Yl'

    if and only if

    0".1

    = (0).

    (b)

    =*

    (d):

    I f h

    E.Yl', then

    f= h

    - L{(h,e)e:

    e

    E

    O"}

    is a well-defined

    vector by Lemma 4.12. I f e

    1

    E

    0",

    then

    (I ,

    e

    1

    ) =

    (h,

    e

    1

    ) - E{ (h,

    e)(

    e, e

    1

    ) :

    e EO"} = (h, e

    1

    )

    -

    (h, e

    1

    ) = O. That is, f

    EO".1

    . Hence f = O. (Is every

    thing legitimate in that string of equalities? We don't want any illegitimate

    equalities.)

    (d) =* (e): This is left as an exercise for the reader.

    (e) =*

    (f):

    Since

    IIhl1

    2

    =

    (h,

    h), this is immediate.

    (f) =* (a): I f 0" is not a basis, then there is a unit vector eo (Ileoll =

    1)

    in

    .Yl' such that eo.l.. 0". Hence, 0 = E{I(e

    o

    ,e)1

    2

    : e E O"}, contradicting (f) .

    Just as in finite-dimensional spaces, a basis in Hilbert space can be used

    to define a concept of dimension.

    For

    this purpose the next result is pivotal.

    4.14. Proposition. If .Yf' is a Hilbert space, any two bases have the same

    cardinality.

    PROOF. Let 0" and

    .f7

    be two bases for

    .Yf'

    and put e = the cardinality of

    0",

    TJ = the cardinality of .f7. I f e or TJ is finite, then e =

    TJ

    (Exercise 15).

    Suppose both e and

    TJ

    are infinite.

    For

    e in

    0",

    let

    ~ ={ f

    E.f7: (e, f )

    =f

    O}; so ~ is countable. By (4.13b), each f in .f7 belongs to at least one set

    ~ , e

    in

    0".

    That

    is, .f7=

    U { ~ :

    e

    E

    O"}.

    Hence

    TJ

    ~

    e .

    ~ o

    =

    e.

    Similarly,

    e

    ~

    TJ.

    4.15. Definition.

    The

    dimension

    of a Hilbert space is the cardinality of a

    basis and is denoted by dim.Yf'.

    I f (X,

    d) is a metric space that is separable and

    {B;

    =

    B(x

    i

    ; e;):

    i

    E I} is

    a collection

    of

    pairwise disjoint open balls in X, then

    I

    must be countable.

    Indeed, if D is a countable dense subset of

    X,

    Bi () D =f- 0 for each i in I.

    Thus there is a point Xi in Bi ()

    D.

    So {Xi: i E I} is a subset of

    D

    having

    the cardinality of

    I;

    thus

    I

    must be countable.

    4.16. Proposition.

    If.Yf'

    is an infinite-dimensional Hilbert space, then .Yl' is

    separable if

    and

    only if dim.Yf'= ~ o'

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    18 I. Hilbert Spaces

    PROOF. Let g be a basis for

    .Yf'. I f e

    l

    ,

    e

    2

    E g, then lie

    l

    - e211

    2

    =

    IIedl

    2

    +

    IIe

    2

    2

    = 2. Hence

    {B(e;

    1/v1): e

    E g}

    is a collection of pairwise disjoint

    open balls in .Yf'. From the discussion preceding this proposition, the

    assumption that

    .Yf'

    is

    separable implies g is countable. The converse is an

    exercise.

    EXERCISES

    1.

    Verify the statements in Example

    4.3.

    2. Verify the statements in Example 4.4.

    3. Verify the statements in Example 4.5.

    4.

    Find an

    infinite orthonormal set in the Hilbert space of Example 1.8.

    5. Using the notation of the Gram-Schmidt Orthogonalization Process, show that

    up

    to scalar multiple e

    l

    =

    hl/llhdl

    and for n

    ~ 2, en

    =

    Ilh

    n

    -

    Inll-l(h

    n

    - /,,),

    where

    In

    is the vector defined formally by

    -1 l

    h l ~ h l )

    In

    = de t

    det[

    (hi '

    ) r j ~ l (hI' h

    n

    -

    l

    )

    hI

    In

    the next three exercises, the reader is asked to apply the Gram-Schmidt

    Orthogonalization Process to a given sequence in a Hilbert space. A reference for

    this material is pp.

    82-96

    of Courant and Hilbert

    [1953].

    6. I f

    the sequence

    1, x, X 2, .

    . . is orthogonalized in L

    2

    ( - 1, 1),

    the sequence

    en(x) = [t(2n + 1)]1/2P

    n

    (x)

    is

    obtained, where

    Px) =

    _ l _ ( ~ ) n

    (x

    2

    -

    1)"

    n 2nn dx .

    The functions P

    n

    (x)

    are called Legendre polynomials.

    7.

    I f

    the sequence

    e-

    x

    '

    /2, xe-

    x

    2

    /2,

    x

    2

    e-

    x2

    /2, ...

    is orthogonalized in

    L2(

    -

    00,

    (0),

    the sequence en (x) = [2n

    n y';

    ]-1/2

    H"

    (x )e-

    X2

    /2

    is

    obtained,

    where

    Hn(x) = (-1)" ex2( ~ ) ne-x2.

    The functions Hn are Hermite polynomials and satisfy

    H;(x) =

    2nH,,_

    1(x).

    8.

    I f the sequence e-

    x

    /

    2

    , xe-

    x

    /

    2

    , x

    2

    e-

    x

    /

    2

    , . . . is orthogonalized in L

    2

    (O, (0), the

    sequence en(x) =

    e-

    x

    /

    2

    L

    n

    (x)/n

    is

    obtained, where

    Ln(x)

    =

    e

    x

    ( ~ r

    (xne

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    1.5.

    Isomorphic Hilbert Spaces and the Fourier Transform for the Circle

    19

    11. I f

    {h

    n

    }

    is a sequence in a Hilbert space and

    L ~ ~ J i l h n l l

    < 00, show that

    L{ h

    n

    :

    n

    EN}

    converges in the sense of Definition 4.11.

    12. Let {an} be a sequence in

    f

    and prove that the following statements are

    equivalent: (a) L{ an: n

    E

    N} converges in the sense of Definition 4.11. (b) I f 'IT

    is any permutation of N, then L ~ ~ l a , , ( n ) converges (unconditional convergence).

    (c)

    L ~ ~ l l a n l

    Yf'.

    Similar such arguments show that the concept

    of

    "isomorphic" is

    an equivalence relation

    on

    Hilbert spaces.

    I t

    is also certain that this is the

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    20

    1.

    Hilbert Spaces

    correct equivalence relation since an inner product is the essential ingredient

    for a Hilbert space and isomorphic Hilbert spaces have the

    "same"

    inner

    product.

    One

    might object that completeness is another essential ingredient

    in

    the definition of a Hilbert space.

    So

    it

    is

    However, this too is preserved

    by

    an isomorphism. An

    isometry

    between metric spaces

    is

    a map that

    preserves distance.

    5.2. Proposition. I f V: ~ X

    is

    a linear map between Hilbert spaces, then

    V is an isometry

    if

    and only if

    (Vh,

    Vg)

    = (h,

    g) for all h,

    g in .

    PROOF. Assume (Vh, Vg) =

    (h,

    g) for all h, g in . Then II Vhl1

    2

    =

    (Vh, Vh) = (h, h) =

    IIhl1

    2

    and V is an isometry.

    Now

    assume that

    V

    is an isometry.

    I f

    h,

    g

    E

    and

    ;\.

    E

    IF,

    then

    Ilh + ;\.g112 = II Vh +

    ;\.VgI1

    2

    . Using the polar identity on both sides of this

    equation gives

    IIhl1

    2

    + 2ReX(h,g) + 1;\.1

    2

    11g11

    2

    = IIVhl1

    2

    + 2ReX(Vh,Vg) + 1;\.1

    2

    1IVgI1

    2

    .

    But

    II

    Vhll =

    Ilhll and II Vgll

    =

    Ilgll, so this equation becomes

    ReX(h, g)

    =

    ReX(Vh, Vg)

    for any ;\. in IF.

    I f

    IF = IR, take ;\. = 1. I f IF = C, first take ;\. = 1 and then

    take ;\. = i to find that (h, g) and (Vh, Vg) have the same real and

    imaginary parts.

    Note

    that an isometry between metric spaces maps Cauchy sequences into

    Cauchy sequences. Thus an isomorphism also preserves completeness.

    That

    is, if an inner product space is isomorphic to a Hilbert space, then it must be

    complete.

    5.3. Example. Define S: 12 ~ 12 by

    S(

    0'1,0'2' . . . ) = (0,0'1,0'2' ... ). Then

    S is an isometry that is not surjective.

    The

    preceding example shows that isometries need not be isomorphisms.

    A word about terminology. Many call what

    we

    call an isomorphism a

    unitary operator.

    We shall define a unitary operator as a linear transforma

    tion U: Y l ' ~ Yl' that is a surjective isometry. That is, a unitary operator is

    an isomorphism whose range coincides with its domain. This may seem to

    be a minor distinction, and in many ways it is. But experience has taught me

    that there is some benefit in making such a distinction, or at least in being

    aware of it.

    5.4. Theorem. Two Hilbert spaces are isomorphic

    if

    and only

    if

    they have the

    same dimension.

    PROOF. I f

    U:

    Y l ' ~

    X is

    an isomorphism and I

    is

    a basis for

    ,

    then it

    is

    easy to see that UI == {Ue:

    eEl }

    is a basis for X . Hence, dim

    =

    dim X .

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    I.5. Isomorphic Hilbert Spaces and the Fourier Transform for the Circle

    21

    Let Yt' be a Hilbert space and let

    g

    be a basis for Yt'. Consider the

    Hilbert space

    l2(g).

    I f h

    EYt',

    define h:

    g ~ IF

    by h(e) =

    (h,e). By

    Parseval's Identity h E 12(

    g)

    and

    Ilhll

    =

    IIhll.

    Define

    U: Y t ' ~ 12(

    g) by

    Uh

    =

    h.

    Thus

    U

    is linear and an isometry.

    It

    is easy to see that

    ranU

    contains all the functions f in

    l2(

    g) such that f( e) =

    or all but a finite

    number of e; that is, ranU is dense. But

    U,

    being an isometry, must have

    closed range. Hence

    U: Y t ' ~ 12( g)

    is an isomorphism.

    I f f is a Hilbert space with a basis %, f is isomorphic to 12(%).

    I f

    dim Yt'= dim

    f, g

    and

    %

    have the same cardinality; it is easy to see that

    12( g) and 12( % ) must be isomorphic. Therefore Yt' and f are isomorphic

    5.5.

    Corollary.

    All

    separable infinite dimensional Hilbert spaces are isomor

    phic.

    This section concludes with a rather important example of an isomor

    phism, the Fourier transform on the circle.

    The

    proof of the next result can be found as an Exercise on p.

    263

    of

    Conway [1978]. Another proof will be given later in this book after the

    Stone-Weierstrass Theorem is proved.

    So

    the reader can choose to assume

    this for the moment. Let U} = {z

    E

    C:

    Izi

    < I}.

    5.6. Theorem. I f f:

    aU} ~

    C

    is

    a continuous function, then there

    is

    a

    sequence {Pn(z,

    i )} of

    polynomials

    in

    z and

    z such

    that Pn(z,

    z) ~ fez)

    uniformly

    on aU}.

    Note that if

    z

    E aU},

    z

    = z-l. Thus a polynomial in

    z

    and

    z

    on

    aU}

    becomes a function of the form

    I f

    we put

    z

    =

    e

    iO

    ,

    this becomes a function of the form

    Such functions are called trigonometric polynomials.

    We can now show that the orthonormal set in Example 4.3 is a basis for

    L ~ [ O ,

    27T]. This is a rather important result.

    5.7. Theorem.

    If

    for each n

    in

    71..,

    en(t)

    ==

    (27T)-1/2

    exp(int), then {en:

    nElL} is

    a basis for

    L ~ [ O , 27T].

    PROOF. Let .07= O : : : Z ~ - n < X k e k :

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    22

    I. Hilbert Spaces

    is

    '??= {IE

    Cdo,

    277"): f(O) = f(277")}.

    To do this, let

    fE Cf/

    and define

    F:

    o[)) ~ C by F(e

    it

    )

    = f(t).

    F is continuous. (Why?) By (5.6) there is a

    sequence

    of

    polynomials in z and z, {Pn(z, Z)}, such that Pn(z, z) ~ F(z)

    uniformly

    on

    O[)).

    Thus Pn(eil,e-

    it

    )

    -->

    f(t)

    uniformly on

    [0,2'1T].

    But

    Pn(

    e

    it

    , e-

    it

    ) E:Y.

    Now

    the closure of Cf/ in L ~ [0,277") is all of L ~ [0,277") (Exercise 6). Hence

    V{e

    n

    : n E

    Z}

    = L ~ [ 0 , 2 7 7 " )

    and

    {en}

    is thus a basis (4.13).

    Actually, it is usually preferred to normalize the measure on [0,277"). That

    is, replace

    dt

    by (277")

    -1 dt, so

    that the total measure of

    [0,277") is 1.

    Now

    define

    en(t)

    = exp(int). Hence {en:

    n E Z}

    is a basis for .Yl'=

    L ~ ( [ 0 , 2 7 7 " ) , ( 2 7 7 " ) - l d t ) . I f

    fE.Yl', then

    5.S

    is called the nth Fourier coefficient of f, n in Z. By (5.7) and (4.13d),

    00

    5.9

    n= - 00

    where this infinite series converges to f in the metric defined by the norm of

    .Yl'. This is called the Fourier series

    of

    f.

    This terminology is classical and

    has been adopted for a general Hilbert space.

    I f .Yl'

    is any Hilbert space and

    iff is

    a basis, the scalars

    {< h, e); e

    E

    iff}

    are called the Fourier coefficients of h (relative to iff) and the series in

    (4.13d) is called the Fourier expansion

    of

    h (relative to iff).

    Note

    that

    Parseval's Identity applied to (5.9) gives that L : ; ' ~

    _ool/(n)1

    2

    L2(X, a, ""1) EB

    L

    2

    (

    X, a, lL2) defined by VI

    =

    11

    EB

    12' where

    fj

    is the equivalence class of

    L

    2

    (X,

    a,,.,,)

    corresponding to

    I,

    is well defined, linear, and injective. Show that

    U

    is an isomorphism iff

    ""1

    and ""2 are mutually singular.

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    CHAPTER

    II

    Operators on Hilbert Space

    A large area

    of

    current research interest is centered around the theory

    of

    operators on Hilbert space. Several other chapters in this book will be

    devoted to this topic.

    There

    is a marked contrast here between Hilbert spaces and the Banach

    spaces that are studied in the next chapter. Essentially all of the information

    about the geometry of Hilbert space is contained in the preceding chapter.

    The geometry of Banach space lies in darkness

    and

    has attracted the

    attention

    of

    many

    talented research mathematicians. However, the theory of

    linear operators (linear transformations) on a Banach space has very few

    general results, whereas Hilbert space operators have an elegant and well

    developed general theory. Indeed, the reason for this dichotomy is related to

    the opposite status of the geometric considerations. Questions concerning

    operators on Hilbert space

    don't

    necessitate

    or

    imply any geometric difficul

    ties.

    In addition to the fundamentals of operators, this chapter will also

    present an interesting application to differential equations in Section

    6.

    1. Elementary Properties and Examples

    The

    proof of

    the next proposition is similar to that of Proposition 1.3.1 and

    is left

    to

    the reader.

    1.1. Proposition. Let yt> and f be Hilbert spaces and A: yt> f a linear

    transformation. The following statements are equivalent.

    (a) A is continuous.

    (b) A is continuous at O.

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    ILL

    Elementary Properties and Examples

    27

    (c)

    A is continuous at some point.

    (d) There is a constant

    c

    >

    0

    such that

    IIAhl1 ~ cllhll

    for all h

    in .Yf'.

    As

    in

    (1.3.3),

    if

    IIA

    II = sup{IIAhll: h E

    .Yf',

    Ilhll

    ~ I},

    then

    IIAII = sup{IIAhll:

    IIhll

    = I}

    = sup{IIAhll/llhll:

    h

    *

    O}

    = inf{ c

    > 0: IIAhl1 ~

    cllhll, h in

    .Yf'}.

    Also,

    IIAhl1

    ~

    IIAllllhll.

    IIAII

    is called the

    norm

    of

    A

    and

    a linear transfor

    mation with

    finite norm is called

    bounded. Let

    Jj(.Yf', g) be

    the

    set of

    bounded linear transformations from .Yf' into g. For.Yf'=

    g, Jj(.Yf',.Yf')

    == Jj(.Yf'). Note that Jj(.Yf',

    0=)

    = all the bounded linear functionals on .Yf'.

    1.2. Proposition.

    (a) If A and

    B E

    Jj(.Yf',

    g) ,

    then A + B

    E

    Jj(.Yf',

    g) ,

    and

    IIA + BII ~ IIAII + IIBII

    (b)

    I f

    a

    E

    0= and A

    E Jj(.Yf',

    g ) , then aA

    E Jj(.Yf',

    g) and IlaA11

    =

    lalllAII

    (c)

    I f A

    E

    Jj(.Yf',

    g)

    and

    B E

    Jj(g,

    l ') ,

    then

    BA

    E

    Jj(.Yf', l')

    and

    IIBAII

    ~

    IIBIIIIAII

    PROOF. Only (c) will be proved; the rest of the proof is left

    to

    the reader.

    I f

    kEf, then IIBkl1 ~ IIBllllkll. Hence, if h E.Yf', k = Ah E f and so

    IIBAhl1

    ~ IIBllllAhl1 ~ IIBIIIIAllllhll

    By

    virtue

    of the preceding proposition,

    dCA,

    B) = IIA -

    BII

    defines a

    metric on Jj(.Yf',

    g) .

    So it makes sense to consider Jj(.Yf',

    g)

    as a metric

    space. This will

    not

    be examined closely until

    later

    in

    the

    book, but

    later

    in

    this

    chapter the idea

    of

    the

    convergence

    of

    a sequence

    of

    operators

    will

    be

    used.

    1.3. Example.Ifdim.Yf'=n< o o a n d d i m g = m < oo,let{el, . . . ,en}be

    an

    orthonormal

    basis for .Yf' and let {f

    l

    , . . . , f

    m

    } be an

    orthonormal

    basis

    for f .

    It

    can

    be shown

    that

    every linear

    transformation

    from

    .Yf'

    into g is

    bounded

    (Exercise 3).

    I f

    1

    ~ j

    ~ n , 1 ~

    i

    ~

    m ,

    let aij =

    (Ae

    i

    , f

    i

    ).

    Then

    the

    m X n

    matrix (a

    i

    ) represents

    A

    and every such matrix represents an

    element

    of Jj(.Yf',

    g) .

    1.4. Example.

    Let

    [2 ==

    [2(1\1)

    and

    let

    e

    l

    , e

    2

    , ...

    be its usual basis.

    I f

    A

    E Jj(l2),

    form

    aij =

    (Ae

    j

    , e

    i

    ) .

    The

    infinite

    matrix ( a

    i

    )

    represents

    A

    as

    finite

    matrices

    represent

    operators on

    finite dimensional spaces. However,

    this representation has limited value unless the matrix has a special form.

    One difficulty is

    that

    it is

    unknown how to

    find the

    norm

    of

    A

    in terms of

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    28

    II. Operators

    on

    Hilbert Space

    the entries in the matrix. In fact, if 2 < n < 00, there is no known formula

    for the norm of a matrix in terms of its entries. A sufficient condition that is

    useful is known, however (see Exercise 11).

    1.5. Theorem. Let (X,

    D, JL)

    be a a-finite measure space and put

    :if '=

    L 2( X, D, JL) == L 2(JL). I f

    0, the a-finiteness of the measure space implies that there is a

    set .::1 in

    D,

    0

    f

    is a linear

    transformation such that L:IIAenll < 00. Show that A is bounded.

    4. Proposition 1.2 says that d(A,B) = IIA

    - BII

    is a metric on ?I(Ji ', f). Show

    that ?I(Ji',

    f)

    s complete relative to this metric.

    S.

    Show that a multiplication operator

    M.p

    (1.S) satisfies

    M;

    =

    M.p

    if and only if

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    II.2. The Adjoint of an Operator 31

    2. The Adjoint of an Operator

    2.1. Definition. If X and :f are Hilbert spaces, a function

    u: Xx:f IF

    is a

    sesquilinear form

    if for

    h,

    g in X , k,

    f

    in : f , and

    a,

    f3 in IF,

    (a)

    u(ah +

    f3g, k)

    =

    au(h,

    k) + f3u(g, k);

    (b)

    u(h,ak + f3f)

    =

    au(h, k) + 13u(h,f).

    The prefix "sesqui" is used because the function is linear in one variable

    but

    (for IF = C) only conjugate linear in the other. ("Sesqui" means

    " one-and-a-half.")

    A sesquilinear form is bounded if there is a constant M such that

    lu(h,

    k)1

    .::;;

    Mllhllllkil

    for all

    h

    in X and

    k

    in

    : f .

    The constant

    M

    is

    called a bound for

    u.

    Sesquilinear forms are used to study operators. I f A

    E

    l(

    X ,

    X"), then

    u(h, k) == (Ah,

    k)

    is a bounded sesquilinear form. Also, if

    B E

    leX", X),

    u( h, k) ==

    (h, Bk)

    is a bounded sesquilinear form. Are there any more? Are

    these two forms related?

    2.2. Theorem. I f u:

    Xx:f

    IF is

    a bounded sesquilinear form with bound

    M,

    then there are unique operators A in l(

    X ,

    X") and B

    in

    l( X",

    X )

    such

    that

    2.3

    u(h,k) = (Ah,k) = (h,Bk)

    for all h in

    X and

    k

    in

    :f and IIA

    II, IIBII .::;;

    M.

    PROOF.

    Only the existence of

    A

    will be shown.

    For

    each

    h

    in

    X ,

    define

    L

    h

    :

    % ~ IF by Lh(k) = u(h,

    k).

    Then Lh is linear and ILh(k)1 .::;; Mllhllllkil.

    By

    the Riesz Representation Theorem there is a unique vector f in X" such

    that

    (k , j )

    =

    Lh(k)

    = u(h,k) and 11Il1.::;; Mllhll. Let Ah =f .

    It

    is left as

    an exercise to show that

    A

    is

    linear (use the uniqueness part of the Riesz

    Theorem). Also, (Ah, k) = (k, Ah) = (k, f) =

    u(h, k).

    I f Al

    E

    leX,

    % ) and u(h, k) =

    (AIh,

    k), then

    (Ah

    - AIh, k) = 0 for

    all k; thus Ah - AIh = 0 for all h. Thus, A is unique.

    2.4. Definition. If

    A

    E

    l(

    X ,

    X"),

    then the unique operator

    B

    in

    leX",

    X )

    satisfying (2.3) is called the adjoint of A and is denoted by

    B

    = A*.

    The adjoint of an operator will usually be used for operators in l( X),

    rather than

    l(

    X ,

    X"). There is one notable exception.

    2.5. Proposition. I f U E l( X ,

    : f ) ,

    then U is an isomorphism if and only

    if

    U is invertible and U-

    I

    = U

    *.

    PROOF. Exercise.

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    32

    II. Operators on Hilbert Space

    From now

    on

    we will examine and prove results for the adjoint

    of

    operators in d( ").

    Often, as

    in

    the next proposition, there are analogous

    results for the adjoint

    of

    operators

    in

    d( ", .Jf"). This simplification is

    justified, however, by the cleaner statements

    that

    result. Also, the interested

    reader will have no trouble formulating the more general statement when it

    is needed.

    2.6. Proposition.

    If A, B E d(") and a E

    IF,

    then:

    (a) (aA + B)*

    = aA*

    + B*.

    (b)

    (AB)* = B*A*.

    (c) A** == (A*)*

    =

    A.

    (d)

    I f

    A is invertible in

    d(")

    and

    A

    -1

    is its inverse, then

    A*

    is invertible

    and

    (A*)

    -1 = (A -1)*.

    The proof of

    the preceding proposition is left as

    an

    exercise,

    but

    a word

    about part

    (d) might

    be

    helpful. The hypothesis that

    A

    is invertible

    in

    d( ") means that there is an operator A -1 in d( ") such that

    AA -1 =

    A -lA = I. I t is a remarkable fact that if A is only assumed to

    be

    bijective,

    then A

    is invertible

    in

    d(

    ").

    This is a consequence

    of

    the Open Mapping

    Theorem, which will be proved later.

    2.7. Proposition.

    If A

    E

    d("), IIAII

    =

    IIA*II

    =

    IIA*Alll/2.

    PROOF. For h

    in ",

    Ilhll:s;; 1, IIAhl1

    2

    = (Ah, Ah) = (A*Ah, h) :s;;

    IIA*Ahllllhll :s;; IIA*AII :s;; IIA*llllAII Hence

    IIAI12:s;;

    IIA*AII :s;;

    IIA*IIIIAII

    Using the two ends of this string of inequalities gives IIAII :s;; IIA*II when

    IIAII is cancelled. But A

    =

    A** and so if

    A*

    is substituted for

    A,

    we get

    IIA*II

    :s;;

    IIA**II =

    IIAII Hence

    IIAII = IIA*II. Thus

    the string

    of

    inequalities

    becomes a string

    of

    equalities

    and

    the

    proof

    is complete.

    2.8. Example. Let

    (X,

    g,

    Jl)

    be a a-finite measure space

    and

    let

    M

    be

    the

    multiplication operator with

    ~ m b o l

    cp (1.5).

    Then M*

    is M;p, the multipli

    cation operator

    with symbol

    cpo

    I f an

    operator

    on

    IF d is represented by a matrix, then its adjoint IS

    represented by the conjugate transpose of the matrix.

    2.9. Example. I f

    K

    is the integral operator with kernel

    k

    as in (1.6), then

    K * is the integral operator with kernel k *(x, y) == k (y, x).

    2.10. Proposition.

    I f

    S: /2 ---> /2

    is

    defined by S(a

    1

    , a

    2

    ,

    ) =

    (0,a

    1

    ,a

    2

    , ), then S

    is

    an isometry and S*(a

    1

    ,a

    2

    , )

    =

    (a

    2

    ,a

    3

    , .. . ) .

    PROOF.

    It has

    already been mentioned that S is an isometry (1.5.3).

    For (a,,)

    and (/3

    n

    ) in /2, (S*(a

    n

    ),(/3n

    =

    a

    n

    ,S(/3n =

    a

    1

    ,a

    2

    , ... ),(0,/31,/32'

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    II.2. The Adjoint of an Operator

    33

    ...

    = a

    2

    P

    l

    + a

    3

    P2 +

    ...

    = a

    2

    ,a

    3

    ,

    ),(f3l,/3

    2

    ,

    . Since this holds

    for every (f3

    n

    ), the result is proved.

    The

    operator S in (2.10) is called the

    unilateral shift

    and the operator S

    *

    is called the backward shift.

    The operation of taking the adjoint of an operator is, as the reader may

    have seen from the examples above, analogous to taking the conjugate of a

    complex number. I t

    is

    good to keep the analogy in mind, but do

    not

    become

    too religious about it.

    2.11. Definition. I f A

    E

    JB( .Yt'), then: (a) A is hermitian or self-adjoint if

    A* = A; (b) A is normal if AA* = A*A.

    In the analogy between the adjoint and the complex conjugate, hermitian

    operators become the analogues of real numbers and, by (2.5), unitaries are

    the analogues of complex numbers of modulus

    1.

    Normal operators, as we

    shall see, are the true analogues of complex numbers. Notice that hermitian

    and unitary operators are normal.

    In light of (2.8), every multiplication operator M is normal; M is

    hermitian if and only if cf> is real-valued;

    M

    is unitary if and only if

    1cf>1

    ==

    1 a.e. [ILl. By (2.9), an integral operator K with kernel k is hermitian

    if

    and

    only if

    k(x,

    y)

    =

    key,

    x)

    a.e.

    [IL

    X

    ILl.

    The unilateral shift is not

    normal (Exercise

    6).

    2.12. Proposition.

    I f

    .Yt' is a C-Hilbert space and A

    E

    JB(.Yt'), then A is

    hermitian

    if

    and only if

    (Ah, h)

    E

    R

    for all h in

    .Yt'.

    PROOF. I f A = A*,

    then

    (Ah, h) = (h,

    Ah)

    =

    (Ah, h); hence

    (Ah, h) E

    R.

    For

    the converse, assume

    (Ah, h) is

    real for every h in .Yt'. I f a E C and

    h, g E.Yt', then

    (A(h +

    ag), h

    +

    ag)

    = (Ah, h) +

    ii(Ah,

    g) + a(Ag, h)

    +

    laI

    2

    (Ag,

    g)

    E

    R. So this expression equals its complex conjugate. Using

    the fact that

    (Ah, h)

    and (Ag,

    g) E

    R yields

    a(Ag, h)

    +

    ii(Ah,

    g) = ii(h, Ag)

    +

    a(g, Ah)

    = ii(A*h, g)

    + a(A*g,

    h).

    By first taking

    a

    = 1 and then

    a

    = i, we obtain the two equations

    (Ag, h)

    +

    (Ah, g) = (A*h, g)

    +

    (A*g, h),

    i(Ag, h)

    -

    i(Ah, g) =

    -i(A*h, g)

    + i(A*g, h).

    A little arithmetic implies

    (Ag,

    h) = (A*g, h), so A = A*.

    The

    preceding proposition

    is

    false if it is only assumed that .Yt' is an

    R-Hilbert space. For example, if A = [ _ on R 2, then (Ah, h) = 0

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    34

    II. Operators on Hilbert Space

    for all h in 1R2. However,

    A*

    is the transpose of A

    and

    so

    A* =1=

    A. Indeed,

    for

    any operator

    A on an IR-Hilbert space,

    (Ah, g)

    E

    IR.

    2.13. Proposition.

    If

    A

    =

    A*, then

    IIAII

    = sup{I(Ah, h)l: Ilhll = I}.

    PROOF. Put

    M

    =

    sup{I(Ah,

    h)l: Ilhll = I}.

    I f

    Ilhll =

    1,

    then I(Ah,

    h)1 ::::;

    IIAII; hence

    M::::; IIAII. On

    the

    other

    hand, if

    Ilhll

    = Ilgll = 1, then

    ( A

    (h

    g),

    h g) =

    (Ah,

    h)

    (Ah,

    g)

    (Ag,

    h) + (Ag, g)

    = (Ah,

    h)

    (Ah,

    g) (g, A*h) +

    (Ag, g).

    Since A = A*, this implies

    (A{h g),h g) =

    (Ah,h)

    2Re(Ah,g) + (Ag,g).

    Subtracting

    one

    of these two equations from the other gives

    4Re(Ah, g) =

    (A{h

    + g), h + g) - (A(h - g), h - g).

    Now

    it is easy

    to

    verify that

    I(Af,f)1 ::::; MIlf112

    for

    any

    f in . Hence

    using the parallelogram law we get

    4Re(Ah, g)

    ::::; M(llh +

    gl12

    + Ilh _

    g112)

    = 2M(llh112 + Ilg11

    2

    )

    =4M

    since h a n d g are unit vectors.

    Now

    suppose

    (Ah, g)

    = eiol(Ah, g)l.

    Replacing

    h in the inequality above with e-ioh gives

    I(Ah,

    g)1 ::::; M if

    Ilhll

    = Ilgll = 1.

    Taking the

    supremum

    over all g gives IIAhl1

    ::::;

    M when

    Ilhll

    = 1.

    Thus IIAII ::::; M.

    2.14. Corollary. If A

    =

    A* and (Ah, h)

    =

    0 for all h, then A

    = o.

    The preceding

    corollary is

    not

    true unless A = A *, as

    the

    example given

    after Proposition

    2.12 shows. However, if a complex Hilbert space is

    present, this hypothesis

    can

    be deleted.

    2.15.

    Proposition. If is

    a C-Hilbert space and A

    E .'14()

    such that

    (Ah, h)

    =

    0

    for all h

    in

    , then A

    =

    o.

    The

    proof of

    (2.15) is left to

    the

    reader.

    I f

    is a

    C-Hilbert

    space

    and

    A

    E

    ~ ( ) ,

    then B =

    (A + A*)j2 and

    C

    = (A -

    A*)j2i are self-adjoint

    and

    A

    =

    B

    +

    iC.

    The operators Band

    C are called, respectively, the real and imaginary parts of A.

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    n.2.

    The Adjoint of an Operator

    35

    2.16. Proposition. I f A E 88() , the following statements are equivalent.

    (a)

    A is normal.

    (b) JJAhJJ

    =

    IIA*hll

    for all h.

    I f

    is a C-Hilbert space, then these statements are also equivalent to:

    (c) The real and imaginary parts

    of

    A commute.

    PROOF. I f h

    E

    , then JJAhJJ2 - JJA*hJJ2 = (Ah, Ah) -

    (A*h,

    A*h) =

    A*A -

    AA*)h, h).

    Since

    A*A

    -

    AA*

    is hermitian, the equivalence of (a)

    and (b) follows from Corollary 2.14.

    I f

    B,

    C are the real and imaginary parts of A, then a calculation yields

    A*A

    =

    B2

    -

    iCB

    + iBC +

    C

    2

    ,

    AA*

    =

    B2

    +

    iCB

    -

    iBC

    +

    C

    2

    .

    Hence

    A*A =

    AA* if and only if

    CB

    =

    BC,

    and so (a) and (c) are

    equivalent.

    2.17. Proposition. I f A

    E

    88(

    ) ,

    the following statements are equivalent.

    (a) A is an isometry.

    (b) A*A = I.

    (c)

    (Ah, Ag)

    =

    (h, g)

    for all h,

    gin .

    PROOF. The proof that (a) and (c) are equivalent was seen in Proposition

    1.5.2. Note that if

    h,

    g

    E

    , then

    (A*Ah, g)

    = (Ah,

    Ag).

    Hence (b) and

    ( c) are easily seen to be equivalent.

    2.1S. Proposition.

    If

    A

    E

    88(), then the following statements are equiv

    alent.

    (a) A is unitary.

    (b)

    A is a surjective isometry.

    (c)

    A is a normal isometry.

    PROOF. (a) = (b): Proposition 1.5.2.

    (b) = (c):

    By

    (2.17),

    A*A

    =

    I.

    But it is easy to see that the fact that

    A

    is

    a surjective isometry implies that

    A -1

    is also. Hence by (2.17) 1=

    (A -l)*A -1 = (A*)-lA -1 = (AA*)-\ this implies that A*A = AA* = I.

    (c) = (a): By (2.17), A*A = I. Since A is also normal, AA* = A*A = I

    and

    so

    A

    is surjective.

    We conclude with a very important, though easily proved, result.

    2.19. Theorem. I f A E 88(), then kerA = (ranA*)-L.

    PROOF.

    I f

    h

    E kerA and g E , then

    (h, A*g) = (Ah, g) = 0,

    so kerA

    c:::;;

    (ran

    A*)

    -L .

    On

    the other hand, if

    h ..1

    ran

    A*

    and g

    E

    , then

    (Ah, g)

    =

    (h,

    A*g) = 0; so (ran

    A*) -L

    c:::;; ker A.

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    36

    II. Operators on Hilbert Space

    Two facts should be noted. Since A* * = A, it also holds that ker A* =

    (ran A) 1- Second, it is not true that (ker

    A)

    1- = ran A* since ran A* may

    not

    be

    closed. All that can be said is that (kerA)1-= cl(ranA*) and

    (ker

    A*)

    1-

    = cl(ran

    A).

    EXERCISES

    1.

    Prove Proposition 2.5.

    2.

    Prove Proposition

    2.6.

    3. Verify the statement in Example 2.8.

    4. Verify the statement in Example 2.9.

    5.

    Find the adjoint of a diagonal operator (Exercise 1.8).

    6. Let S be the unilateral shift and compute

    SS*

    and S*S. Also compute S"S*"

    and S*"S".

    7.

    Compute the adjoint of the Volterra operator V (1.7) and V + V*. What is

    ran(V

    +

    V*)?

    8.

    Where was the hypothesis that '

    is

    a Hilbert space over C used in the proof of

    Proposition 2.12?

    9.

    Suppose

    A = B

    +

    iC,

    where

    B

    and C are hermitian and prove that

    B = (A

    +

    A*)/2,

    C

    = (A - A*)/2i.

    10. Prove Proposition 2.15.

    11.

    I f

    A and B are self-adjoint, show that A B IS self-adjoint if and only if

    AB = BA.

    12. Let L ~ ~ o a " z " be a power series with radius of convergence

    R,

    0 < R :0:; 00. I f

    A

    E

    8l(

    ' )

    and

    IIA

    II

    0 as

    n

    ---> 00. I f

    BA

    = AB, show that BT =

    TB.

    14. I f fez) =

    expz

    =

    L ~ ~ o z " / n

    and A

    is

    hermitian, show that f(iA) is unitary.

    15. I f A is a normal operator on

    ' ,

    show that A is injective if and only if A has

    dense range. Give an example of an operator

    B

    such that ker

    B = (0) but

    ran

    B

    is

    not dense. Give an example of an operator C such that C

    is

    sUIjective but

    kerC * (0).

    16. Let Mq, be a multiplication operator (1.5) and show that kerMq,

    =

    (0) if and

    only if /L({x: CP(x)

    =

    OJ)

    =

    O. Give necessary and sufficient conditions on cp

    that ran Mq, is closed.

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    11.3. Projections and Idempotents; Invariant and Reducing Subspaces

    3. Projections and Idempotents; Invariant and

    Reducing Subspaces

    37

    3.1. Definition. An idempotent on is a bounded linear operator E on

    such that

    E2

    = E. A projection is an idempotent P such that ker P

    =

    (ran P) -L

    I f .A :s; , then PJ I is a projection (Theorem 1.2.7).

    It

    is not difficult to

    construct an idempotent that

    is not

    a projection (Exercise 1).

    Let E be any idempotent and set .A = ran E and JV= ker E. Since E is

    continuous, JV is a closed subspace of

    .