4

4.1

Compact operators
Characterisation of the set of compact operators

Definition 4.1. T B(H) is called compact, if T maps bounded sets into pre-compact
sets. Equivalently, T is compact if for every bounded sequence {xn } in H, the sequence
{T xn } has a convergent subsequence.
Example 4.2. It T is a finite rank operator, then T is compact. Indeed, let y1 , . . . , yN be
a basis in Ran T . Then every T x may be written uniquely as
Tx =

n yn

n=1

with some coecients n . It is easy to see that n are linear functionals of x; thus n (x) =
(x, zn ) for some elements zn . So we obtain that T has the form
Tx =

(x, zn )yn .

(4.1)

n=1

Now if x(k) is a bounded sequence, then each of the sequences (x(k) , z1 ), (x(k) , z2 ),. . . is
bounded, which allows to extract a convergent subsequence from T x(k) .
Theorem 4.3. An operator T B(H) is compact i it maps any weakly convergent sequence into a norm convergent sequence.
Proof. 1. Let T be compact and let xn x weakly; we need to prove that T xn T x in the operator
norm. It suces to consider the case x = 0; i.e. we assume xn 0 weakly and need to prove T xn 0.
We have T xn 0 weakly; also, by the uniform boundedness principle, supn xn < .
Suppose T xn 0 is false; then there is a subsequence {xn } such that infT xn > 0. By the
compactness of T , there exists a subsequence {xn } such that the norm limit z = lim T xn exists. Since
T xn 0 weakly, we must have z = 0. This contradicts infT xn > 0.

Remark. Here we have used a common trick: instead of proving that the sequence T xn converges, we
have proven that every subsequence has a convergent subsubsequence. Then necessarily the whole sequence
converges.
2. Suppose T maps weakly convergent sequences into a norm convergent sequences. Let {xn } be a
bounded sequence. Then (Exercise!) there exists a weakly convergent subsequence xn . Then T xn converges
in the norm. Hence, T is compact.

Theorem 4.4.

(i) A linear combination of compact operators is compact.

(ii) If A is compact and B is bounded, then both AB and BA are compact.

(iii) It Tn are compact and Tn T 0, then T is compact.
(iv) If T is compact, then T is compact.

30

Proof. (i), (ii) are straightforward consequences of the previous theorem. (iii) Let xk 0
weakly; we need to prove that T xk 0. Without loss of generality assume xk 1.
Fix > 0 and choose n suciently large so that Tn T /2. Since Tn is compact, we
have Tn xk 0 as k ; thus we can choose k0 such that Tn xk /2 for k k0 . So
we have
T xk T xk Tn xk + Tn xk /2 + /2 =

for k k0 .
(iv) see Exercises.

The class of compact operators is denoted by S (H) (alternative notations: C(H),

Comp(H)). The above theorem shows that S (H) is a closed two-sided ideal of the algebra
B(H).
Theorem 4.5. The set of finite rank operators is dense in S (H) in the operator norm.
Proof. Let T S (H) and let > 0 be given; we need to construct a finite rank operator
T0 with T T0 . The image T [B1 ] of the unit ball B1 pre-compact, hence totally
bounded. Let y1 , . . . , yN be an -net for T [B1 ]. Let M be the span of y1 , . . . , yN and let P
be the orthogonal projection onto M . Then rank P N , and therefore rank P T N ; we
will choose T0 = P T .
Recall that for any z H, the element P z M is the closest element of M to z:
z P z = inf z y,
yM

and therefore for any z T [B1 ] we have

z P z inf z yk .
k

Applying this to z = T x, we get T xP T x for any x B1 and therefore T P T .

Corollary 4.6. The set S (H) is the norm closure of the set of all finite rank operators
in H.

4.2

The Fredholm alternative

Let A be an N N matrix and let y CN . Consider the equation

Ax x = y

(4.2)

for x CN and the corresponding homogeneous equation

Ax = x.

(4.3)

It is a well-known fact studied in linear algebra that (4.2) has a solution for all y i (4.3)
has no non-trivial solutions. Thus, we have an alternative: either (4.3) has a non-trivial
solution or the matrix I A is invertible. The following deep statement says that the same
is true for a compact operator A in an infinite dimensional space.
31

Theorem 4.7 (The Fredholm alternative). Let A be a compact operator in H. Then either
Ax = x has a non-trivial solution, or the operator A I has a bounded inverse.
Proof. We need to prove that if Ker(I A) = {0}, then the inverse (I A)1 exists.
1. First consider the case when A has a finite rank. The question basically reduces
to linear
N algebra. Let e1 ,. . . ,eN be a basis in Ran A. Then for each x Ran A we have
x = i=1 xi ei and A acts on elements from Ran A according to
Ax =

(Ax)i ei ,

(Ax)i =

i=1

Aij xj

j=1

with some matrix Aij . Condition Ker(I A) = {0} means that det(I A) = 0. Now given
z H, let us construct a solution x to x Ax = z by setting
x=z+

i ei

i=1

with some coecients i to be determined below. Our equation reduces to

N

N
N

i ei Az
Aij j ei = 0.
i=1

Let Az =

i=1

j=1

i ei , then the above equation reduces to the linear system

i

Aij j = i ,

i = 1, . . . , N.

j=1

This system has a solution since det(I A) = 0.

2. Consider the general case. Write A = A0 +A1 , where A0 is finite rank and A1 < 1/2.
Then I A1 is invertible and we have
I A = I A0 A1 = (I A1 )(I (I A1 )1 A0 ) = (I A1 )(I A2 ),
where A2 = (IA1 )1 A0 has a finite rank. Since Ker(IA) = {0}, we also get Ker(IA2 ) =
{0} and so, by the first part of the proof, I A2 is invertible. It follows that I A is
invertible.
Corollary 4.8. Let A be a compact operator in H and = 0. Then either Ax = x has a
non-trivial solution, or (A I)1 exists.
Volterra operator shows that the Fredholm alternative is false for = 0.
Further, compactness is crucial for the Fredholm alternative. Consider, for example,
the operator A of multiplication by x in L2 (0, 1). Then, as we have already seen, A has no
eigenvalues, yet (A I) is not invertible if (A) = [0, 1].
32

4.3

The spectra of compact operators

Here our aim is to describe the spectrum of compact operators and to prove a spectral
theorem for compact self-adjoint operators.
Theorem 4.9. Let A be a compact operator. Then (A) \ {0} consists of eigenvalues of
finite multiplicities (i.e. dim Ker(A I) < ) that can accumulate only to 0.
Proof. 1. Let us prove that all non-zero eigenvalues of A have finite multiplicities. Suppose
to the contrary that the subspace Ker(A I) is infinite dimensional. Let us choose an
orthonormal system {xn }
n=1 in this subspace. Then (Exercise!) xn converges weakly to
zero. It follows (see Theorem 4.3) that Axn 0. But Axn = xn , so Axn = ||xn =
|| contradiction!
2. Fix > 0; let us prove that the number of eigenvalues of A with || > is finite.
For simplicity, here we will assume that A is normal; for the general case, see, for example,
Kreyszig, Theorem 8.3-1. Suppose, to get a contradiction, that there is an infinite sequence
of eigenvalues n of A with |n | > . Let xn be the corresponding sequence of normalised
eigenvectors. Then by Theorem 2.23, xn are mutually orthogonal (it is here that we use
that A is normal). It follows that {xn } is an orthonormal system. Then, as in part 1 of the
proof, we get that Axn 0, but on the other hand
Axn = |n |xn = |n | > ,
which is a contradiction.
3. Finally, if = 0 is not an eigenvalue of A, then by the Fredholm alternative, is not
in the spectrum of A. Thus, the non-zero spectrum of A consists of eigenvalues.
Theorem 4.10. Let A be compact. Then 0 (A).
Proof. Suppose to the contrary that 0 (A). Then, for some C > 0, we have

or, taking Ax = y, we get

A1 x Cx,

x H,

Ay C 1 y,

x H.

Now let {yn }

n=1 be a sequence such that yn = 1 and yn 0 weakly. Then by Theorem 4.3, we have Ayn 0. This contradicts to Ayn C 1 .
The dimension of Ker A may be zero, finite, or infinite.
The above analysis completes the description of the spectrum of an arbitrary compact
operator. In fact, it is straightforward to see any sequence {n }
n=1 (with prescribed finite
multiplicities) such that |n | 0 as n may be a spectrum of a compact operator:
Theorem 4.11. Let {n }N
n=1 , N , be a finite or infinite sequence of complex numbers;
if N = , assume that |n | 0 as n . Assume that for each n, a positive integer
33

(n ) is prescribed; let also (0) be a prescribed number, which may be zero, positive integer,
or infinity. Then there exists a Hilbert space H and a normal operator A in H such that
(A) = N
n=1 {n } {0},
dim Ker(A n I) = (n ) for all n, and dim Ker A = (0).
Proof. Let
k = (0 ) +

n=1

(n ) .

If k = , take H = , and if k < , take H = Ck . The operator A is constructed as

an operator of multiplication by an appropriate sequence {tn }. This sequence consists of
eigenvalues {n }N
n=1 (each eigenvalue n is repeated (n ) times); also it contains a finite
or infinite number (0) of zeros.
2

Remark 4.12. Using the Volterra operator (see Section 2.5), in the case k < one can
also construct A as a (non-normal) operator in an infinite dimensional space.

4.4

The spectral decomposition for compact self-adjoint operators

Theorem 4.13 (The Hilbert-Schmidt theorem). Let A be a compact self-adjoint operator in

H. Then (A) \ {0} consists of real eigenvalues of finite multiplicities, that can accumulate
only to 0. There exists a complete orthonormal basis in H which consists of eigenvalues of
A.
First we need a lemma.
Lemma 4.14. Let A = A B(H). Then for the spectral radius of A we have r(A) = A.
Proof. For any operator T B(H) we have T T T 2 ; on the other hand,
T 2 = sup T x2 = sup (T T x, x) T T ,
x1

x1

and therefore T T = T 2 (weve already seen variants of this calculation). In particular,

for a self-adjoint operator A we have A2 = A2 . It follows that Ak = Ak for k = 2n
and so, taking the limit over a subsequence in the spectral radius formula, we get
n

r(A) = lim An 1/n = lim A2 1/2 = A.

n

Corollary 4.15. Let A be a bounded self-adjoint operator such that (A) = {0}; then
A = 0.
34

Proof of the Hilbert-Schmidt theorem. The description of the spectrum of A is a consequence of Theorem 4.9 and the elementary fact that all eigenvalues of self-adjoint operators
are real. Let us prove the existence of the basis of eigenvalues. For each non-zero eigenvalue
of A choose an orthonormal basis in Ker(A I). The collection of all elements of these
bases is an orthonormal set in H. Let M be the closed span of this orthonormal set. Then
M is invariant for A; since A is self-adjoint, it follows that M reduces A, i.e. M is also
invariant for A.
Consider the restriction A0 = A|M ; we would like to prove that A0 = 0. The operator
A0 is self-adjoint and compact in M (because A is self-adjoint and compact in M ). Suppose
A0 has a non-zero eigenvalue with a non-zero eigenvector x M ; then x is also an
eigenvector of A, so x M . This contradiction shows that A0 has no non-zero eigenvectors.
Then, by Corollary 4.15, we have A0 = 0.
Thus, appending the basis of eigenvectors of A in M by any orthonormal basis in M ,
we obtain an orthonormal eigenbasis of A in H.
Let A be a compact self-adjoint operator. Let n be the sequence of the non-zero
eigenvalues of A. It is convenient to enumerate these eigenvalues with multiplicities taken
into account, i.e. for example, if dim Ker(A 5I) = 17, then the number 5 is repeated
17 times in the list of eigenvalues of A. Then we can enumerate the eigenvalues and the
eigenvalues in a coordinated way, i.e. we have a list of real numbers 1 , 2 , . . . and a list of
elements x1 , x2 , . . . of H such that Axn = n xn for all n.
If Ker A is trivial, then the above list of eigenvectors is {xn } forms a complete set. If
Ker A is non-trivial, it is convenient to add to the list of eigenvalues a sequence of zeros
(finite or infinite, depending on whether dim Ker A is finite or infinite), and to add to the
list of eigenvectors a sequence which forms a basis in Ker A. The above theorem says that
if we form a list of eigenvectors in this way, then the orthonormal system {xn } is complete.
Clearly, the operator A in this case can be written as
A=

n (, xn )xn .

(4.4)

n=1

This is the spectral representation for a compact self-adjoint operator. Since xn are orthogonal, and n 0 as n , the above infinite sum converges in the operator norm
(Exercise 4.21). Of course, the terms with n = 0 can be omitted from the sum.
A similar representation is valid for any compact normal operator; the only dierence
is that n are in general complex numbers.
The spectral representation (4.4) allows one to easily compute functions of A. Indeed,
we have

m
A =
m
n (, xn )xn
n=1

for any integer m. This is easily extended to

p(A) =

p(n )(, xn )xn

n=1

35

for any polynomial p with p(0) = 0 (we need the last condition to ensure the norm convergence of the series). Further, if A 0 is a non-negative compact self-adjoint operator, we
can set

A=
n (, xn )xn ;
(4.5)
n=1

then it is straightforward to check that A agrees with the definition given earlier (see
Reed-Simon, Theorem VI.9). Other functions (exponential, resolvent etc) may be defined
in this way. You can read further on this functional calculus for self-adjoint operators in
Reed-Simon, Section VII.1 (this is optional).

4.5

The canonical form of a compact operator

One can write a certain series representation even for non-normal operators. It is less
ecient than in the normal case but still is very useful.
Theorem 4.16 (Canonical form of a compact operator). Let A be a compact operator in
N
H. Then there exists (not necessarily complete) orthonormal sets {xn }N
n=1 and {yn }n=1 ,
N
N , and positive real numbers {sn }n=1 with sn 0 so that
A=

sn (, xn )yn ,

(4.6)

n=1

where the sum is norm convergent.

Proof. (this is Theorem VI.17 from Reed-Simon). Since A is compact, so is A A. Thus A A
is compact and self-adjoint. By the Hilbert-Schmidt theorem, there exists an orthonormal

set {xn }N
n=1 so that A Axn = n xn with n = 0 and so that A A is the zero operator on
the subspace orthogonal to {xn }N
n=1 . Then we can write

A A=

n (, xn )xn ,

n=1

and so
|A| =

A A

n (, xn )xn .

(4.7)

n=1

Now recall that A = U |A|, where U is a partial isometry with the initial subspace Ran|A|

and the
final subspace Ran A; we have U U x = x for all x in the initial subspace. Set
sn = n and yn = U xn . For every n we have xn Ran|A| and so U U xn = xn . Thus, we
have
(yn , ym ) = (U xn , U xm ) = (U U xn , xm ) = (xn , xm ) = nm ,
i.e. {yn } is an orthonormal set. Applying U to (4.7), we obtain the required decomposition
of A. Convergence is discussed in Exercise 4.21.
36

Exercises
Exercise 4.17. Let {xn } be an orthonormal sequence in H. Prove that xn 0 weakly in
H.
Exercise 4.18. Prove that the identity operator in an infinite dimensional space is not
compact.
Exercise 4.19. Let A be a compact operator in H and let p be a polynomial. Prove that
p(A) is compact i p(0) = 0.
Exercise 4.20. Prove that the operator of multiplication by x in L2 (0, 1) is not compact.
Exercise 4.21. Consider a finite sum
M

S=
am (, xm )ym ,
m=1

where

{xm }M
m=1

and

{ym }M
m=1

are orthonormal sets. Prove that S = max |am |. Use this

m=1...M

to prove that the sequence of partial sums

AN =

sn (, xn )yn

n=1

of the series (4.6) is a Cauchy sequence in B(H). Conclude that the series (4.6) converges
in the operator norm. Note that the series may not be absolutely convergent in B(H)!

Exercise 4.22. By using (4.5), prove that if A 0 is compact, then A is compact.

Exercise 4.23. Let T be a finite rank one operator on H. Using the representation (4.1),
prove that T is also a finite rank operator.
Exercise 4.24. Let T B(H) be compact. Prove that T is also compact. Hint: use the
previous exercise and Theorems 4.4, 4.5.
Exercise 4.25. (An alternative way of proving that T is compact i T is compact). Let
T B(H).
(i) Using Theorem 4.3(ii), prove that if T is compact, then T T is compact.

(ii) Using Theorem 4.3, prove that if T T is compact, then T is compact.

(iii) Conclude that T is compact i T is compact.
Exercise 4.26. Let {xn }
n=1 be a bounded sequence in a separable Hilbert space H. Prove
that there exists a weakly convergent subsequence of {xn }. Proceed as follows. Let {yk }
k=1
be a dense set in H. Consider the sequence {(xn , y1 )}
n=1 . Prove that one can select a
convergent subsequence of this sequence. Next, consider {(xn , y2 )} over this subsequence.
Select a convergent subsequence of this, etc. By using a diagonal subsequence, construct

a subsequence {xn } such that {(xn , yk )}

n=1 converges for all k. Prove that xn converges
weakly in H.
Exercise 4.27. Let An be a sequence of bounded operators which converges to zero
strongly, and let K be a compact operator. Prove that An K 0 as n . Hint:
consider the case of a finite rank K first. Then use Theorem 4.5 and Exercise 1.40.
37