3-00

Introduction to

Hilbert Space
UNIVERSITY TEXTS IN THE MATHEMATICAL SCIENCES

Introduction to

Hilbert Space

STERLING K. BERBERIAN
State University of Iowa

[S3]

New York OXFORD UNIVERSITY PRESS 1961

 To Jean Arnold

Third Printing, 1969

Copyright © 1961 by Oxford University Press, Inc.

Library of Congress Catalogue Card
Number: 61-13562
Printed in the United States of America
Pref ace

This textbook has evolved from a set of lecture notes which I pre-
pared for a semester course in Hilbert space at the State University
of Iowa. In both the course and the book, I have in mind first- or
second-year graduate students in Mathematics and related fields such
as Physics.
It is necessary for the reader to have a foundation in advanced
calculus which includes familiarity with: least upper bound (LUB)
and greatest lower bound (GLB), the concept of function, e's and
their companion S's, and basic properties of sequences of real and
complex numbers (convergence, Cauchy's criterion, the Weierstrass-
Bolzano theorem). It is not presupposed that the reader is acquainted
with vector spaces (which are discussed in Chapter I), matrices
(which are mentioned only in a few exercises), or determinants (which
are mentioned nowhere else in the book). In keeping with these pre-
requisites, I have refrained from using set-theoretic notation in the
first two chapters; some of the notations and terminology of set theory

are gradually introduced thereafter. Occasionally I have inserted re-

marks and exercises, not essential to the exposition, which call for con-
siderably more background than the general level of the text. Such
statements can be recognized by the phrase "it can be shown"; they
are likely to be out of reach of the reader's technique, but not out of
reach of his curiosity.
There are over four hundred exercises, most of them easy. Some of
these describe generalizations of material in the text. Others provide
examples and counter-examples for the definitions and theorems of
the text. Any of them may be used for practice in the construction
of proofs. Hints for solution, and references to other sources, will be
found in the Appendix. Exercises in the "it can be shown" category
are marked with a *. The reader who prefers to vault over the exer-
cises may do so without breaking the continuity of the exposition.
vff
 viii Preface

The "spectral theorem" presented here is confined to completely

continuous normal operators, the most elementary infinite case. This
is not enough for many applications, but it is about as far as one can

get without sophisticated techniques. Many beautiful expositions of

advanced spectral theory are available to the interested and prepared
reader (a few of these are listed in the Appendix). Contents
It is my hope that this book, aside from being an exposition of
certain basic material on Hilbert space, may also serve as an intro-
duction to other areas of functional analysis. It seems to me that
Hilbert space, fortified with the experience and geometrical intuition Chapter I. VECTOR SPACES
developed in two- and three-dimensional cases, is an excellent vehicle § 1. Complex vector spaces 3
for introducing topics such as vector spaces, metric spaces, Banach First properties of vector spaces
§ 2. 6
spaces, Banach and so on. Such opportunities are exploited
algebras, § 3. Finite sums of vectors 7
frequently in the text and in the exercises. § 4. Linear combinations of vectors 11
The system of bookkeeping I have used is as follows. Each chapter § 5. Linear subspaces, linear dependence 13
is organized into sections (§). Within each §, Definitions, Examples, § 6. Linear independence 17
Theorems, and Exercises are numbered starting at 1. For example: § 7. Basis, dimension 21
Theorem VI.S.l is the first theorem in § 8 of Chapter VI; within a §8. Coda 24
chapter, Theorem 8.2 refers to the second theorem in § 3 of that chap-
ter; within a §, Theorem 3 refers to the third theorem in that §. The
Chapter II. HILBERT SPACES
end of a proof is indicated by the Halmos finality symbol | I have
also used this symbol in a few other places to indicate a pause before § 1. Pre-Hilbert spaces 25
a new train of ideas begins. | § 2. First properties of pre-Hilbert spaces 27
I am grateful to my colleagues Lloyd A. Knowler and William T. § 3. The norm of a vector 28
Reid, and to the staff of the Oxford University Press, for encouraging § 4. Metric spaces 33
me to bring forth this book. § 5. Metric notions in pre-Hilbert space; Hilbert spaces 39
§ 6. Orthogonal vectors, orthonormal vectors 43
S KR
September 1961 § 7. Infinite sums in Hilbert space 49
Iowa City § 8. Total separable Hilbert spaces, orthonormal bases
sets, 51
§ 9. Isomorphic Hilbert spaces; classical Hilbert space 55

Chapter III. CLOSED LINEAR SUBSPACES

§ 1. Some notations from set theory 57
§2. Annihilators 59
§ 3. Closed linear subspaces 62
§ 4. Complete linear subspaces 65
§ 5. Convex sets, minimizing vector 67
§ 6. Orthogonal complement 70
§ 7. Mappings 73
§8. Projection 74
ix
 Contents Contents xi

Chapter IV. CONTINUOUS UNEAR MAPPINGS Chapter VIII. COMPLETELY CONTINUOUS OPERATORS
§ 1. Linear mappings 77 172
§ 1. Completely continuous operators
§ 2. Isomorphic vector spaces 82 177
§ 2. An example
§ 3. The vector space £('U,'W) 84 178
§ 3. Proper values of CC-operators
§ 4. Composition of mappings 86 181
§ 4. Spectral theorem for a normal CC-operator
§ 5. The algebra £(V) 88
§ 6. Continuous mappings 91 Appendix 189
§ 7. Normed spaces, Banach spaces, continuous linear
Index
mappings 92
§ 8. The normed space £c (&,5) 100
§ 9. The normed algebra £ C (S), Banach algebras 103
j 10. The dual space S' 104

Chapter V. CONTINUOUS LINEAR FORMS IN HUBERT SPACE

§ 1. Riesz-Frechet theorem 109
§2. Completion 111
§3. Bilinear mappings 116
§ 4. Bounded mappings
bilinear 120
§ 5. Sesquilinear mappings 123
§ 6. Bounded sesquilinear mappings 128
§ 7. Bounded sesquilinear forms in Hilbert space 130
§8. Adjoints 131

Chapter VI. OPERATORS IN HILBERT SPACE

§ 1. Manifesto 139
§2. Preliminaries 140
§ 3. An example 141
§ 4. Isometric operators 143
§ 5. Unitary operators 145
§ 6. Self-adjoint operators 147
§ 7. Projection operators 151
§ 8. Normal operators 154
§ 9. Invariant and reducing subspaces 156

Chapter VII. PROPER VALUES

§ 1. Proper vectors, proper values 163
§ 2. Proper subspaces 166
§ 3. Approximate proper values 168
Introduction to

Hilbert Space
 Chapter

Vector Spaces

§ 1. Complex vector spaces

§ 2. First properties of vector spaces

§ 3. Finite sums of vectors

§ 4. linear combinations of vectors

§ 5. Linear svbspaces, linear

dependence

§ 6. Linear independence

§ 7. Basis, dimension

§8. Coda

§1. COMPLEX VECTOR SPACES

Underlying every Hilbert space, there is a vector space; the present

chapter contains preparatory material on vector spaces. The reader
who is already acquainted with the basic theory of vector spaces can
pass directly to Chapter II, for there is nothing in the present chap-
terwhich is particularly oriented toward Hilbert space.
In the sequel, complex numbers will also be referred to as scalar*.

Definition I. A vector space V is a set of objects x,y,z,- called vec-

tors. One vector is distinguished, called the zero vector, and denoted 0.

For each vector x, there is distinguished a vector —x, called the negative
of x. The following axioms are assumed to hold.

(A) For each pair of vectors x,y, there is determined a vector called
the sum of x and y, denoted x +
y (read "x plus y"). The "addi-
tion" of vectors is subject to these rules:

(Al) x +y =y+x (commutative law)

(A2) x + (y + z) = (x + y) + z (associative law)

(A3) x + 6 = x

(A4) x + (-x) = e.
 Introduction to Hilhert Space I §1 I §1 Vector Spaces

(M) For each scalar X, and each vector x, there is determined a vector One can obtain Example 1 as a special case: take for 3 the set of
called the multiple ofxby\ (or the product of X and x), denoted integers 1,- • -,n, and interpret x = (Xi,- • -,X,,) as the function on 3
Xx. The "multiplication" of vectors by scalars is subject to these such that x(k) = \k- If 3 is the set of all positive integers 1,2,3,- • -,
rides: then V can be interpreted as the set of all sequences x = (X&) with
scalar terms X* (fc = 1,2,3,- •); in this context, two sequences are
•

(Ml) X(x + y) = Xx + \y considered to be equal if they are equal term by term.

(distributive laws)
(M2) (X + m)z = Xx + nx
3. Let V be the set of all scalar-valued functions x defined, and con-
(MS) (\tix = \(nx) (associative law) tinuous, on the closed intervalWrite x = y in case x(l) = y(t)
[a,b].

(M4) lx = x.
for &\\ t, a <t < b. Define 6, —x,x y, and Xx as in Example 2; +
these functions are continuous by elementary calculus. This example
The reader will observe that in (M2), the symbol + is used in two will be referred to as the vector space of continuous functions on [a,b\.
senses: for the sum. of scalars, and the sum of vectors. In (M3), the
two meanings: the product 4. Let 1) be the set of all polynomial functions, with complex co-
juxtaposition of letters has of two scalars,
efficients, defined on the closed interval [a,b]. Equality, zero, nega-
or the product of a scalar and a vector.
tives,sums, and scalar multiples are defined as in Example 8. The
sum of two polynomial functions, and a scalar multiple of a poly-
Examples
nomial function, are themselves polynomial functions. This example
will be referred to as vector space of polynomial functions on [a,b]-
1. Given a fixed positive integer n. Let V be the set of all symbols tlie

x = (Xi,---,X„), called n-ples, where Xi,---,X„ are scalars. If x =

5. Given a fixed positive integer ?i. Let V be the set of all poly-
(Xi,---,X„) and y = (n,- • ,*«), write x =
y in case X* = nk for nomial functions, with complex coefficients, of degree <n, defined
k= 1, - • • ,n; X* is called the ft'th component of x. Define = (0, ,0), • • •
on the interval [a,b]. Sums and scalar multiples are defined as in
-x = (-Xj,---,-X„), x + y = (X, mi,- -An + m«), and Xa; = + •

Example 4-
(XXi,- -,XX„). The axioms (A) and (M) are verified by using the
•

given criterion for equality, and the analogous properties of sums and 6. Let "0 be the set of all sequences x = (X*) of scalars, all of whose
products of scalars. For instance, if x = (\ it -,X„) and y = - • terms, from some index onward, are (the particular index may vary
0*i,- • -.Mn), the relations X* + m* = fi k + X* (k = 1,- • -,n) yield from sequence to sequence). Write (X*) = (nk) m case X* = pk for
x + y = y + x. In the sequel, this example will be referred to as the all k = 1,2,3,- ••. Define = (0), -(X t ) = (-X*), (X*) (w) = +
vector space of n-ples. (Xfc + m*), and \(\k) = (XXt). See the discussion in Example 2. This

example will be referred to as the vector space of finitely non-zero se-

2. Let V be the set of all functions x defined on a set 3, having
quences.
scalar values. Write x = y in case x(t) = y(t) for all t in 3. Define the
functions 6, —x, x + y, and Xx by the formulas 7.Let V be the set of all scalar-valued functions x defined on a set
3, such that x(t) = except for at most a finite number of points t.
0(0 =
Define 0, —x,x y, and +
Xx as in Example 2. One obtains Example 6
(-x)(0 = -x«) by taking, in the place of 3, the set of all positive integers. If 3 con-
tains only finitely many them, one obtains Example 1
points, say n of
(x + y)(t) = x(t) + y(t) (see the discussion in Example 2). This example will be referred to

(Xx)(i) = Xx«). as the vector space of finitely non-zero functions on 3.

This example will be referred to as the vector space of scalar-valued 8. The set 6 of all complex numbers p is a vector space, with n +v
functions on 3. and \/i defined as usual. This is essentially Example 1 with n = 1.
6 Introduction to Hilbert Space I §2 I § 3 Vector Spaces 7

It follows that in axiom (A3), no other vector can play the role of
Exercises 0; that is, the distinguished vector is unique. Furthermore, given
any vector x, the equation x + y = has exactly one solution y,
1. Fill in the details in the above examples.
namely y = — x; thus, the only vector that can fulfill axiom (A4) is
2. Given a vector space W, let V be the set of all functions x de- —x. Briefly: the zero vector is unique, and each vector has a unique
fined on a set 3, taking values in *W. With suitable definitions, V is a negative.
vector space.
Definition 1. Given two vectors x and y, the vector x +(—y) is called
3. Same as Exercise 2, except that x has values 7*6 for at most the difference of x and y, and is denoted x — y (read "x minus y").
finitely many points t.

Thus, in part (1) of Theorem 1, the unique solution x of x -J- y = Z

is x = 2 — y.
§2. FIRST PROPERTIES OF VECTOR SPACES
Corollary. In any vector space,
Several immediate consequences of the axioms for a vector space
are developed in this section. (6) (-X)x = X(-x) = -(Xx)

Theorem 1. In any vector space:

(7) X(x - y) = Xx - \y
(1) The vector equation x +y = z has one and only one solution x, - = Xx -
(8) (X n)x /ix.
the vectors y and z being given in advance.

Proof.
(2) Ifz +z= z, necessarily z = 0.

(6): One has B = Ox = [X + (-X)]x = Xx + (-X)x, hence (-X)x

(3) X0 = 0, for every scalar X.
= — (Xx) by the uniqueness of negatives. Similarly, = X0 =
(4) Ox = 8, for every vector x. M* + (— x)] = Xx + X(— x), hence X(— x) = — (Xx). The reader can

= = = easily supply the proofs of (7) and (8). |

(5) IfXx 8, then either X or x 0.

Proof. In particular, ( — l)x = — x.

Given vectors y and z. Set x = z
(1): (— y); one has x y = + +
(z + + y = z [(-y) +y] = z + 6 = z. This proves that a
(-2/)] + Exercises
solution exists. Suppose x t and x2 are solutions: x x y = z = i2 + +
V- 1. In any vector space, — (— x) = x, —0 = 0, — (x +
Then, (Xl + y) +
(-y) = ( X2 + y) + (-y), x, [y (-»)] = + + x-y, x - (y 4- z) = (x - y) - z, -(x - y) = y - x.
y)

X2 +
[y + (-y)], xi + d = x 2 +
6, xi = x2 Thus, only one solution .

exists.

(2) : Suppose z +z = z. Since also 6 +z= z, z = 8 follows from

§3. FINITE SUMS OF VECTORS
the uniqueness of solutions. Throughout this section, all vectors are taken from an arbitrary
(3): X0 = + = \e + X0, hence X0 =
X(0 ff) by part (2).
vector space V.
If Xi,x 2 ,X3 are vectors, one has Xi + (x2 + x3 = fo + x 2 +- X3
) )
(4): Oz = (0 + 0)x = 0x + Ox, hence Ox = 6. by the associative law; one writes simply Xi + x 2 + X3. Strictly ac-
= cording to the axioms, vector sums are performed with two vectors
(5) : Suppose Xx 0, and X j* 0. If ji is the reciprocal of X, =
/i0 = m(Xx) = (/iX)x = lx = x. |
at a time; the symbol x t x2 + +
x3 is nevertheless unambiguous,
 8 Introduction to Hilbert Space | § 3 I § 3 Vector Spaces 9
since the result is the same whichever + sign is given priority. An- Theorem 1 . (Generalized associative law) Given vectors x\, ,x n . Sup-
other commonly used symbol for this vector is 2 xk . In general: pose = nQ <n <n2 1
<---< n r -i <n = r n. Define

Xk
Definition 1. // x u -
,x n are vectors (n > 1), the symbol 2["_ xk
!

denotes the vector defined inductively as follows: Eni

n,+l **

Z) A _1 X k = Xi + x2
Vi = Z Xk

£*-i »* = (S£~J **) + *** (n > 2).

O/Aer notations: x x + •
+ x„, £J afe £ fc
as*.

Then,
£l Vi = S" **•
More generally, if m < n, and vectors xmt -
-,x„ are given, £" ** Proof.
denotes the vector defined inductively by the formulas The proof by complete induction on n. If n = 2, either (i) r =
is 2,

in which case n x = 1 and n 2 = 2, or (ii) r = 1, in which case ttj = 2.

Vm+I X
2-, m k = X„ + i
X„ + i In case (i), 2/1 = *i and y 2 = x2 thus , X, Hi = 52 x x k In case
. (ii),

yl m xi + x 2 thus 52,
,
ft
= 52, xk -

xk -(zr*) + xn ,
(n> m+ 1).
Assume inductively that the conclusion holds whenever the number
of given vectors x k is <n. Suppose x u -,x n given, n > 3. Let us -

consider three cases.

It is also convenient to define X"z 4 = x„, and T,"m xk = 6 when
=
Casel. r 1
m> n. For example, £, xk = z3 and £* ** = 0-
,
= — = =
Necessarily n, n, thus X, Vi = ;
52, Vi 2/i 52, ' x k 52, **•
Given vectors x u x 2 ,x3 ,x4 consider the vector y = x, x2 x3 x4 + + + Assume, for the remainder of the proof, that r > 1. Then Jl ?/, =
t .

Officially this is [(a;, x2) x3 +

x4 the +
signs being given
] + , + 52j~ + = ~'
Xk +y by the inductive assumption.
priority from left to right. It follows from the associative law 2/i J/r 52, r,

that all
other ways of assigning priority produce the same vector —
y: Case 2. n T -\ = n 1

(zi + x2 + ) (x3 + x4 = ) [to + x 2 + x3 ]+x4 =

) y
Then, y r = 52" *» = ** thus 52^ 2/>" = 52"' '
x* + »r = 52?"' **

+ x„ = 52? 3fc-
[xi + (x2 + x3 )] + x4 = [(z, + x2 + x3 + x =
) y
n r _! < n —
] 4
Case S. 1

Xi + l(x 2 + x3 + x = ) 4] [ Xl + (x2 + x3 +x4 =)] y

In this case, the sum y, = E„
+J ^fc nas a * least two terms,
hence y T - E"7!+» Xfc + In Then ^-1 W = Xk + Vr =
Xi + [x2 + (a* + x4 )] = Xl + [(x2 + x3 + x ) 4]
= y.
' * -^i""'

This principle holds for a sum of n vectors:

 JO Introduction to Hilbert Space §3
I
I §4 Vector Spaces 11

the latter is equal, by the inductive assumption, to ( ^Z" xk ) + x„ Exercises

-c* i
1. Show directly that xi» + x2 + £3' = - £1 + £2 + £3 for every
The sum of n vectors is also independent of the order in which the rearrangement l',2',3' of 1,2,3. [There are six arrangements, also
terms are written. For example, x2 + x3 Xi = (x2 + x3 ) + x t = + called permutations.]

Xi fa + x3) = (xi
+ x2 ) + x3 = xi 2 +
x3 . In general: +x +
2. If Xk = for all k, then £" x* = 0.

Theorem 2. (Generalized commutative law) Given vectors Xi,---,x„.

Let 1',- • -,re' be any rearrangement of the indices 1,- •
-,n, and set yk = 3. - (e:**) = e; (-*>.
xk .(k = 1,- •
-,n). Then, £" y k = £" xk .

Proof. 4. E" ** + E" 2/fc = E" (** + J/*)-

For n = 1, the assertion is trivial. Assume the conclusion holds
when the number of given vectors is <n.
5. If Xk = x for all k, then E" £* = nx -

Case 1. If n' = n, then y„ = x„. Also, 1', • • •

,(n — 1)' is a rearrange-
_1 6. Given vectors as^jfj = 1,- -,m; = 1,- -,n). For each define
£" y k = £""'
• fc •
j,
ment of 1,- • -,n - 1. Then, Vk + yn = E" xk +
x„ by the inductive assumption.
y, = E* xj*> an ^ for each k, define z* = E,- *&»• Then E, Hi = E t
z *-

That is,

Case < n = m' some index m <n.

2. If n' n, then
the rearrangement l*,---,n* of l,---,n defined as follows:
for Consider
m* =
Hj\T, k ^) = E t (E^;fc)-

n', n* = w! = n, and k* = k' for all remaining k; in other words,

in the arrangement 1',- •
-,n', interchange m' and n'. Set z k = x*»
§4. LINEAR COMBINATIONS OF VECTORS
(k= 1,- • -,n); since n* = n, one has £"2* = E" 2* by case 1.

Using Theorem 1 and axiom (Al) at the appropriate steps, £" x k = In the vector space of n-ples (Example 1.1), consider a vector
£ = (Xi,-- -,X„). Let e* denote the vector whose fc'th component is 1, all

others 0. Then, x = (A,,0, • • •

,0) + (0,X 2 ,0, • • •
,0) + • • •
+ (0, • • •
,0,A„)
_1
E" 2* - (Zr ** + Z ") + (Z££ 2* + *n) = XjCi + X2e2 H h X„e„. This is an instance of the following:

Definition 1. In any vector space, a vector x is said to be a linear com-

-1 1 bination of the vectors X\,- •
•,£„, with scalar coefficients Xj,- -,X n , in
= (Zr 2* + 2") + (El* ,
2* + *m) case x = E" ^x k .

_1 For example, in the vector space of 2-ples, let x = (2,3), Xi =

= (Zr ** + *"') + (El*, **' + *»') (1,0),x 2 = (0,1), x 3 = (1,1). Then, x = 2x, 3x2 + 0x3 = Ox! + +
lx2 + 2x 3 = (— l)xi 0x 2 +
3x3 = lx! +
2x 2 + lx 3 etc. + , . . .

A number of useful facts about linear combinations are collected in

-
= (El" '
2/* + &») + \E>"m~+l Vk + M = E" »*• I
the following theorem. These are easily deduced from the results of
the preceding section; the proofs are left to the reader:
 :

12 Introduction to Hilbert Spaem I § 4 I §5 Vector Spaces 13

the problem of solving a certain system of m linear equations in n

Theorem 1 In any vector space:
x =
.
unknowns. This system is homogeneous if and only if 6.

(1) Z" *&k + £J HkXk = Z" (X* + Mt)xt

§5. LINEAR SUBSPACES, LINEAR DEPENDENCE

(2) x(z>*) = z;xxt Consider, in the vector space of n-ples, the totality of all vectors x
whose first component is 0, that is, x = (0,X 2 ,- -,X n ). If x and y are •

two such vectors, so are x + y and Xx. Evidently, this set of vectors is
(3) (z>i)^=E:x^ a vector space in its own right. This is a special case of the follow-
ing:

(4) (z:^(z>>)=zu(r„ ^) k t
Definition 1 . IM V be a vector space. A linear subspace of V is a set

31 of vectors belonging to V, such that: (i) 01 contains the vector 6, (ii) if x

and y are vectors in 31, the vector x + y is in 31, and (iii) if x is a vector
= e:. 1 (z^ x,4 1
in31, and X is any scalar, the vector Xx is in 31.

(5) is a linear combination of X\, • • ,x„. a linear subspace contains sums and scalar multiples of its
Briefly,
vectors. If 31 isa linear subspace of *U, and x is a vector in 31, the rela-
x is a linear combination of x.
l)x shows that — x is in 31; since the vectors in 31
(6)
tion —x = (—
(7) Given vectors x,xi, • •
,x„.If m
< n, and x is a linear combina- satisfy all the identities in the axioms for V, clearly 31 is itself a
tion ofxi,--- jXm, then x is also a linear combination of x t , • ,x„. vector space.
The purpose of condition (i) is to ensure that 31 is not the empty
(8) Suppose x is a linear combination of x tl -,x n - •
; if 1',- -,n' is
set of vectors, that is, contains at least one vector z; 31 will then
any rearrangement of 1,- ,n, and Jft = x*-, then x • • is a linear
contain 6 = Oz by condition (iii).
combination of y lt • •
-,y n -

(9) If x is a linear combination of yu - •

,y mi and each y, is a linear
Examples
combination of x x , •,x„, then x is a linear combination of
1. In any vector space, the set 31 containing just the vector 6 is a
linear subspace; this is shown by the relations 6 6 = 6 and X0 = 6. +
Exercises
2. 13 is itself a linear subspace of the vector space V.

1. In the space of 4-ples, express x = (Xi,X 2 ,X;),X4) as a linear com- 3. If V is a vector space, and 2 is a fixed vector in V, the set 31 of all
bination of x, = (1,0,0,0), x2 = (1,1,0,0), xz = (1,1,1,0), xA = scalar multiples \& of z is a linear subspace. This results from the rela-
(1,1,M). tions 6 = 0z, fiz + vz = (a» + v)z, and X(^) = (\n)z.

2. In the space of 3-ples, can x = (1,0,1) be expressed as a linear

4. Let 1) be the vector space of scalar-valued functions defined on a
combination of x, = (1,1,0), x2 = (0,1,1), x 3 = (1,2,1)?
set 3 (Example 1.2). If <o is a fixed point of 3, the set 31 of all functions

3. If x and y are linear combinations of Xi, • •&„, so are x + y and x such that x(<o) = is a linear subspace of V.
Xz.
5. Let V be the vector space of all scalar-valued functions x defined

4. In the space of wt-ples, given vectors x,x u - -,x n . The problem on the interval [0,6]. The following is a series of linear subspaces
of expressing a; as a linear combination of X\,- • -,x n is equivalent to (getting smaller)
 I §5 Vector Spaas IS
14 Introduction to Hilbtrt Space §5
Moreover, 91 is the smallest such linear subspace, in the following sense:
(i) 91] the set of functions x which are continuous at a fixed point
to of [a,b].
(3) if 911 is a linear subspace which contains every vector of S, neces-
(ii) fflz the set of functions x which are continuous at every point sarily 9E contains every vector of 91.
of [a,b] (this is Example 1.3).
(iii) 913 the set of all polynomial functions x with complex co- Proof.

efficients (this is Example 14). If S is the empty set of vectors (i.e. contains no vectors at all),
(1) :

(iv) 9l 4 the set of all polynomial functions, with complex co- that 91 consists of just the vector
the convention is 0.
efficients, of degree <n, where n is a fixed positive integer (this is
Otherwise, if the vector 2 belongs to S, 91 contains via the relation
Example 1.5).

Let 1) be the vector space of continuous functions x on [a,b]

6 = Oz. Suppose x and y are vectors in 91, say x = ^ X^r* and

y = 23, myj, where the Xk and y, are +y

6.
in S. Then, x is a linear
(Example 1.3). The set 91 of all x which are differentiable on [a,b] is a
combination of the vectors x tl - •
-,x n ,y\,- •
-,y m of S (see Theorem 3.1),
linear subspace.
hence x +y belongs to 91. Also, Xz = ?\ (XXt)xfc shows that Xx
7.Let "0 be the set of all twice-differentiable functions x defined on belongs to 91. Thus, 91 is a linear subspace.
[a,b], and 91 the set of those functions x which satisfy the differential

equation x" +
x = 0. Then, V is a vector space, and 91 is a linear (2) : If z is in S, 2 = I2 shows that z belongs to 91.

subspace of V.
(3) : Suppose 911 is a linear subspace which contains every vector of
Theorem 1 . If 3TC and 91 are linear subspaces of V, the set of all vectors S. Then, 911 contains every vector of 91 by the Lemma. |

of the form y + z, with y in 9TC and z in 91, is a linear subspace of V.

Definition 3. If § is a set of vectors in the space V, the linear subspace
Proof. described in Theorem 2 is denoted [S], and is called the linear subspace
= + 0, (yi + z,) + (2/2 + 22) = (2/1 + 2/2) + («i + 22), and generated by S.
X(y + z) = Xy + Xz. |
Evidently, [V] coincides with V. If V is the vector space of n-ples,
Definition 2. 77ie h'near subspace described in Theorem 1 is called the and S is the set of vectors e\, • described in § 4, then [S] coincides
,e„

sum of 9TC and 91, a7id is denoted 911 + 91. with V since every vector in V can be expressed as a linear combina-
tion of the Cfc. Thus, different sets of vectors may generate the same
Examples of such sums will be found in the exercises.
linear subspace.

Lemma. // 9TC is a linear subspace of V, and Xi,---,x„ are vectors in 9TC,

Definition 4. Let 91 be a linear subspace of V. A set S of vectors is called
then every linear combination of x.\,- • •,£„ belongs to 911.
a system of generators for 31 in case the linear subspace [S] coincides
Proof. with 91. Briefly, S generates 91.

J2" Xk^k is the same vector, whether formed in the vector space V Another way of expressing what is going on in Theorem 2 is as fol-
lows:
or in the vector space 9TC.

Theorem 2. Let S be any set of vectors in a space V, and let 91 be the set Definition 5. Let S be a set of vectors in a space V. A vector x is said to
of all vectors in V which can be expressed as a linear combination of be linearly dependent on S in case there exist vectors Xu m " x n <
lw § suc h
vectors in S. Then, Dial x is a linear combination of the Xk- Briefly: x depends on S.

(1) 31 is a linear subspace ofV; The convention is that only the vector depends on the empty set
of vectors. Comparing Definitions 3 and 5:
(2) every vector of S belongs to 91.
76 /nfrocfucfton to Hilbert Space I §5 I §6 Vector Spaces 17

Theorem 3. // S is of vectors in the space V, then the linear sub-

any set 7. Let 9TC, be linear subspaces of "0, and suppose is the only vec-
31

space [S| generated by S is precisely the set of all vectors which are linearly tor common 9TC and 31. Then, the representation of a vector x of
to

dependent on S.
311 + 31 in the form x = y +
z, where y is in 3TC and z is in 31, is uinque.

That is, if y t + z x = y2 + z2 , necessarily yx = y2 and zx = z2 .

If x depends on S,evidently x depends on any set of vectors which Apply this result to Exercise 6.
includes S. If 31 is a linear subspace, every vector dependent on 31
8. Let 3TC and 31 be linear subspaces of V, and let S be the set of all
actually belongs to 31.
vectors x which belong either to 3TC or to 31 (or to both). Then, [S] is

Exercises
the linear subspace 911 + 91.
9. Let V be the vector space of n-ples, S the set of vectors xx =
Let V be the vector space of n-ples, and let aj,- • -,«„ be fixed
1.
(l,0,---,0),x2 = (1,1,0, •••,()),•••, xn = (1,1,-- ,1). Describe [S].
scalars. The set 31 of all vectors x = (Xi, • • • ,Xn) such that £j a k \k =
10. Let V be the vector space of polynomial functions on [a,b]
is a linear subspace of V.
(Example 14), and let cS be the set of polynomials l,t,t2 ,- -,t n De- .

2. Let V be the vector space of n-ples, and let (a,-*) be a system of scribe [S].

fixed scalars = V**i»i fc = V •

'»») The Bet OT of &]i vectors
Let V be the vector space of twice-differentiable functions on
x = (Xi,---,X„) such that £*_i «>*** = ° for 3 = l >
•'•> m >
is a 11.
[a,b], and let S be the set consisting of the two functions sin I, cos t.
linear subspace of 1). [It is the set of all "solutions of a system of
Then [S] is the vector space of solutions of the differential equation
m homogeneous linear equations in n unknowns."] x" + x = 0.

3. Let V be the vector space of scalar-valued functions x defined

12. If 91 is a linear subspace of V, then [31] is precisely 31.
on a set 3 (Example 1.2). The following are linear subspaces of V:
(i) 31 the set of all finitely non-zero functions x, described in Ex- 13. S and 3 generate the same linear subspace 31 if and only if :
ample 1.7. every vector of S is a linear combination of vectors in 3, and vice
(ii) Fix a set S of points of 3, and let 31 be the set of all functions x versa.
which are at every point of S.
14. In the vector space V of n-ples, the following sets S are systems
4. If 311 and 31 are linearsubspaces of V, the set of vectors common of generators for "0:
to 3H and 31 is a linear subspace of V. [This subspace is called the (i) S consists of the n vectors e, = (1,0, • • •
,0), • • • , e„ = (0, • • •
,0,1).
intersection of 3H and 31.] (ii) cS consists of the n vectors i, = (1,0,- •
-,0), x2 = (1,1,0,- •
-,0),
••-,*„ = (1,1,---,1).
5. Let V be the vector space of 3-ples.
(iii) S consists of x u ---,xn , as in (ii), together with x =
(i) If 9TC is the set of all vectors y = (X,0,0), and 31 is the set of all
=
(1,2,3,0,- •
-,0) and y (-1,0,5,0,- •
-,0).
vectors z = (m,p,0), describe 311 + 31.
(ii) If 311 is the set of all vectors y = (a,0,O), and 31 is the set of all
vectors z = (0,X,m), describe 311 + 91. §6. LINEAR INDEPENDENCE

Let V be the vector space of scalar-valued functions x defined

6.
In the space of 3-ples, the vector e 3 = (0,0,1) cannot be expressed
on the symmetric interval [—a,a]. Call x even if x(— t) = x(t) for all
as a linear combination of the vectors ej = (1,0,0) and e2 = (0,1,0);

t, and odd if x(—t) = — x(l) for all t. The set 971 of all even functions
for,any linear combination X^ + X 2 e2 necessarily has for its third
component. One expresses this by saying that
is a linear subspace of V so is the set 31 of all odd functions. Describe
;
inexpressibility e3 is
linearly independent In general:
911 + 91. of e u e2 .
 :

78 Introduction to Hilbert Space §6 §6 Vector Spaces 79

Definition 1. Let S be a set of vectors in the space V. A vector x is said plies (d), and (d) implies (a). The assertion in (b) for k = 1 means
to be linearly independent of S if it cannot be expressed as a linear com- simply that x x ^ 8, in view of the conventions about the empty set
bination of vectors in S. Briefly: x is independent of S. of vectors.

Thus, x is independent of S precisely when it does not depend on S (a) implies (b) : This is clear from Definition 2.

in the sense of Definition 5.5. Clearly x is independent of S precisely =

(b) implies (c) : Assume to the contrary that a relation 52 1 x fc x *= "
when does not belong to the linear subspace [S] generated by S;
it
exists in which not all the X* are 0. If r is the largest subscript for
in particular, x p* 0. The convention is that every non-zero vector is
independent of the empty set of vectors. If x is independent of S, which X r ^ 0, then 52i **** = X)" **** = 0. Since x x ?* by the
it is also independent of every set of vectors which is included in S. hypothesis (b), necessarily r > 1 (see part (5) of Theorem 2.1). Then,
_1
If 31 isa linear subspace of V, the vectors independent of 31 are pre- Xr = 52i (-*'rlx *) x *; but this contradicts (b).
cisely those which are excluded by 31.
Consider, in the space of 3-ples, the vectors e1.e2.e3 discussed earlier. (c) implies (d) :
If 52" **** = X" W*i then S" ( x* " ^ Xk = e>

It was noted that e3 is independent of ei,e 2 It is equally clear that e 2 . hence X t - wt = for all k, by the hypothesis (c).

is independent of e\fiz, and ei is independent of e 2 fiz. Briefly, one says Assume to the contrary that for some index Xj
(d) implies (a) : j,
that are independent. In general
e\ ,e 2 ,e 3
can be expressed as a linear combination of the remaining Xk, say
Definition 2. A set S of vectors is said to be linearly independent in case: Xj = x *2*- Defining Xy = -1, one has 52" x *** = e Since also
52 Mi -

each vector in S is independent of the remaining vectors of S; that is, no = = for all k; this absurd
6 52" **> the hypothesis (d) yields X* is
vector of S can be expressed as a linear combination of other vectors of S.
forfc=j. |
Briefly: S is an independent set of vectors.

The convention is that the empty set of vectors is independent; Condition (d) can be interpreted as follows: when a vector is ex-
otherwise, independent sets contain only non-zero vectors. The set S pressible as a linear combination of independent vectors x lt --.Xn, -

consisting of a single non-zero vector x is independent. the coefficients are unique.

from Definition 2 that a set S is independent, if and only
It is clear Suppose now that 31 is the linear subspace generated by a set S
if every finite set of vectors x 1( ,x„ in S is independent. In practice,
• • • of vectors. This means that 91 is the set of all vectors which can be
it is useful to have several reformulations of the condition for the in- expressed as a linear combination of vectors in S. At times, unique
dependence of Xi, • •
,xn : expressibility may be desirable; this requires not merely a system of
generators for 91, but an independent system of generators. It can be
Theorem The following conditions on the set of vectors Xi , • ,x n imply
proved that every system of generators S includes an independent
1 . • •

one another:
system of generators 3; so to speak, one obtains 3 by suppressing cer-
(a) xi,---,x„ are independent. tain vectors of S, each suppressed vector being one which is still ex-
pressible as a linear combination of the vectors of S which remain.
xk is independent of x u - -,Xk-i, for k = 1,- -,n.
(b)
The translation of this idea into a formal proof requires some form of
•
•

= = Ofor "transfinite induction"; however, for our purposes, the following

(c) If 52" **** 0, necessarily X* all k.
special case will suffice:

(d) If 52" **** Si" ^Xk, necessarily X fc = (4 for all k. Suppose the linear subspace 31 of V is generated by a
Theorem 2.

sequence (finite or infinite) of vectors Xi,x 2l x3 ,-

. Then, there exists a
Proof.
of these four conditions will be established by prov- x
subsequence kl ,Xk„x k „ which (i) generates 91, and (ii) is linearly
The equivalence
ing the following propositions: (a) implies (b), (b) implies (c), (c) im- independent.
20 Introduction to Hilberf Space §6 Vector Spaces 21
I
§7
Proof, (after a fashion) every vector z can be expressed as a
(ii) If x,y are independent,
If all one takes the "empty subsequence" having no
the Xk are 6,
linear combination of x,y.
terms. Otherwise, let afc, be the first non-zero xi; then, for k < klt
(iii) It is not possible to have three independent vectors.
x k = e = 0xkl .

If all the xk for k > are scalar multiples of x „ the proof halts.
fcj fc
§7. BASIS, DIMENSION
Otherwise, let x*, be the Xk which is not a multiple of x*, ; then,
first
for k < k 2 x*
, is a multiple of a;*,. The problem of finding an independent generating system is easily
If all the Xk for A; >
k2 are expressible as linear combinations of solved for the following class of vector spaces:
Xk v Xk v the proof halts. Otherwise, let Xk, be the first Xk which is in-
dependent of x kl ,x kl ; then, for k < k3 x k is a linear combination of ,
Definition 1. A vector space V is said to be finitely generated if there
exists a finite set of vectors Xi,- -,x n which generate V in the sense of

The proof continues Definition 5.4.

(or halts) inductively. Since kx < k2 < k3 <
• • •
, the Xkj are a subsequence of the Xk- Given any vector x in 31, say Definition 2. A set 3 of vectors is said to be a basis for a vector space V
x = Z^j Xtxt. Since each of Xi,---,x n is a linear combination of in case (i) 3 generates V, and (ii) 3 is independent.
xkv provided ,Xk m ,
m
is taken large enough, x is itself a linear com-
Theorem 1 . Every finitely generated vector space has a basis.
bination of xkl ,Xk m ; thus, the subsequence Xk- generates 31. By
,

construction, each Xk n is independent of x kl , ,Xk n _v hence the sub- Proof.

sequence Xkj is independent by Theorem 1. | By assumption, V has a finite system of generators X\,- • -,x n ; sup-
pressing x's as necessary, we may suppose by Theorem 6.2 that the
Xk are also independent. Then, the Xk are a basis.
Exercises

1. In the vector space of n-ples, the following vectors are inde- Examples
pendent: x x = (1,0,- --,0), x2 = (1,1,0, •••,0),---, xn = (1,1,- --,1).
1. In the vector space of n-ples, the vectors e x = (1,0,- --,0),
In the vector space of finitely non-zero sequences (Example
2. C2 = (0,1,0, • • •
,0), • - • , en = (0, • • •
,0,1) are a basis. In the sequel, this
1.6), let Xk be the sequence whose first k terms are = 1, all other terms will be referred to as the canonical basis for the space of n-ples.
=0. Every vector is uniquely expressible as a linear combination of
2. In the vector space of finitely non-zero sequences (Example
the Xk.
1.6), the vectors e, = (1,0,- •), e 2 = (0,1,0,- •), e3 = (0,0,1,0,- • •), • •

3. In the vector space of continuous functions on [a,b], a < b:

•
are a basis, called the canonical basis. This vector space is not
•

(i) The functions sin t, coat are independent. finitely generated. For, if x It ,x n is any finite set of vectors, there is • • •

(ii) The functions sin t, sin cl are independent, provided c 2

;* 1. a fixed index N such that the fc'th component of any linear combina-
(iii) If x is any polynomial function, the functions x(t),e\ sin t are
tion of xi, • • • ,x„ is for all k > N.
independent. In the vector space of polynomial functions on [a,b] (Example
3.
2
In the vector space 14), where a < b, the functions l,t,* ,--- are a basis (see Exercise
4. of polynomial functions on [a,b], where
2 n 6.4). This space is not finitely generated, since the linear combina-
a < b, the functions l,t,t , ,t are independent.
tions of a fixed finite set of polynomials are of bounded degree. |
5. In the vector space of 2-ples:
If V is a finitely generated vector space, the number of vectors in
(i) Vectors x = (a,/S), y = (7, 6) are independent if and only if any basis is the same; this is a consequence of the following theorem,
ad - fiy ?* 0. known as Steiniiz's exchange theorem:
 x

22 Introduction to Hilbert Space I §7 I §7 Vector Spaces 23

Theorem 2. Suppose x it -,x„ is a system of generators for the vector
-
Definition 3. // 13 is a finitely generated vector space, the (unique) num-
space 13. Let yi,---,ym be linearly independent vectors, with n. m< ber of vectors in any basis is called the dimension of 13; in this case, 13
Then, there exists a rearrangement 1',- •
-,n' of 1,- • •
,n, such that the
is said to be finite-dimensional. If 13 is not finitely generated, it is said
vectors yi,---,ym, 8(m+iy,- ••,«*• generate 13. In other words, after a to be infinite-dimensional.
suitable rearrangement, the first m
x's may be replaced by the y's, in such
a way that the resulting set of vectors generates 13. As remarked in § 6, it can be shown that every vector space has a
basis (what is needed, of course, is a proof for the infinite-dimensional
Proof, (by induction on m)
case). For our purposes, the following aspect of infinite-dimensionality
If m= 1, one is simply assuming Suppose y = }£" ****
;/, ^ 0. x will suffice:
Since y x ^ 0, not every \ k can be 0. Rearranging the x's, let us sup-
Theorem 3. In any infinite-dimensional vector space 13, there exists an
pose X] ^ 0; then, one can solve for xi as a linear combination of
infinite sequence of linearly independent vectors x\,X2,Xa,
yu*2, ••, n , say
Proof.
(*) *i = Mi2/i + Xa W*" Let be any non-zero vector; let x 2 be any vector independent of
Xi
be shown that the vectors y lr x2l
It will - •
-,x„ generate 13. Let x be X\) let Xa be any vector independent of Xi,x 2 Inductively, let £ n +i -

any vector of 13, and suppose x = £" v k Xk- Replacing x x by the be any vector independent of x\,- ,x n ; such a vector must exist,• •

formula (*), x is expressed as a linear combination of yi,x -,xn -

otherwise xi,---,x n would generate 13. The x k are independent by
2) .

Assume the theorem true for m — 1, and let independent vectors criterion (b) in Theorem 6.1.
y\,---,y m be given. The vectors j/i,- -,2/m-i are also independent; •

rearranging the x's, we may suppose, by the inductive assumption, Exercises

that the vectors y u ,ym -. lt xm ,x n generate 13. In particular, m =
•
,
y
1. In the vector space of n-ples, the vectors Xi = (1,0, •••,0),
£i ^illj + 2„, VkXk, for suitable coefficients. Since ym is inde-
x2 = (1,1,0,- ••,()),•••, x.n = (1,1, •
-
-,1) are a basis.
pendent of j/i, -,2/m-i, "ot every /m* can be 0. Rearranging x m •••,!„,
• •
,

we may suppose fi m ^ 0. Then, x„ can be solved for as a linear com- 2. In the vector space of finitely non-zero sequences, the vectors
bination of yir--,ym-i,ym,Xm+u---,x„; the concluding details are Xi = (1,0,0,- •
), x 2 = (1,1,0,- • •), x3 = (1,1,1,0,- • •),-•• are a basis.
left to the reader.
3. Let
13 be a vector space of finite dimension n. Then:
Corollary 1 . // V is generated by x u ,xn , no independent set can con- (i)Every independent set of n vectors is generating,
lain more than n vectors. (ii) Every generating set of n vectors is independent.
(iii) If 31 is a linear subspace of 13, then 31 has finite dimension m,
Proof.
with m < n; any basis for 31 can be augmented to a basis of 13;
Assume to the contrary that yu ,y n ,y n +\ are independent vectors.
-

Applying Theorem 2 to x u ---,xn and yi,---,y n we conclude that

w = n if and only if 31 is all of 13.
,

2/i.---,?/n generate V. In particular, yn+1 depends on Let

be the vector space of finitely non-zero functions x defined
yu •••,?/„, a 4. 13
contradiction. on a (Example 1.7). For each point 8 of 3, let x, denote that func-
set 3
tion whose value at s is 1, and which vanishes at every other point of 3.
Corollary 2. // %,- -,x n and yu - •-,ym are bases for V, necessarily
Then, the vectors x, form a basis for 13.
tn = n.

Proof. 5. If 13 is generated by a sequence of vectors a;i,x2 ,a;3, • • • , show that

"U has a basis.
Since x u -,x n generate 13, and y u
-
-,y m are independent, -
m<n
by Corollary 1; reversing the role of x's and y's, n m. | < *6. Every vector space has a basis.
24 Introduction to Hilbert Space I §8

§8. CODA Chapter

On looking over the foregoing definitions and theorems, it will be
apparent to the reader that no use has been made of any particularly
characteristic property of the system of complex scalars (such as the Hilbert Spaces
"fundamental theorem of algebra," real and imaginary
complex
parts,
conjugation). The definitions and theorems make sense, and are
valid, for other systems of scalars; for example, real scalars, or rational
§ 1. Pre-Hilberl spaces
scalars, or Gaussian-rational scalars (complex numbers of the form
a + iff, where a and ff are rational). More generally, the scalars may § 2. First properties of pre-Hilbert spaces

be drawn from an algebraic system known as a field (see any book on § 3. The norm of o vector
abstract algebra). Thus, one speaks of complex vector spaces, real spaces
§ 4. Metric
vector spaces, and so on, in conformity with the system of scalars which
§ 5. Metric notions in pre-Hilbert space; Hilbert spaces
is employed.
§ 6. Orthogonal vectors, orthonormal vectors
In the sequel, only complex vector spaces will be considered, and the
terms vector space and complex vector space will be used inter- § 7. Infinite sums in Hilbert space

changeably. § 8. Total sets, separable Hilbert spaces, orthonormal bases

§ 9. Isomorphic Hilbert spaces; classical Hilbert space

Exercises

1. (i) Every complex vector space can be regarded also as a real

vector space. SPACES
§1. PRE-HILBERT
(ii) The complex numbers form a one-dimensional complex vector
space (Example 1.8), and a two-dimensional real vector space. The conjugate of a complex number X will be denoted X*. Thus, if
(iii) If 1) is an n-dimensional complex vector space, it is a 2?i-di- X a + iff, where a and ff are real numbers, then X* = a — iff.
=
mensional real vector space. The familiar properties of conjugation arc as follows: (X*)* = X,
(X + m)* = X* + m*. (Xm)* = XV, |X| = VX*X, and X* = X if and
*2. View the realnumbers as a rational vector space in the obvious
only if X is real.
way. Then I, y/2 are independent. So are 1, t. So are 1, y/2, r.
What is the dimension? Definition 1 . A pre-Hilbert space is a complex vector space (P. For each
pair of vectors x,y of (P, there is determined a complex number called the
scalar product of x and y, denoted (x\y). Scalar products are assumed
to obey these rules:

(PI) (y\x) = (x\y)*

(P2) (x + y\z) = (x\z) + (y\z)

(P3) (\x\y) = \(x\y)

(Pi) (x\x)>0 when x ^ 0.

A convenient verbalization of (x]y) is "x scalar y." The reason

for the term pre-Hilbert space is that one can pass, by the procedure
25
 26 Introduction to Hilbert Space H §1 H § 2 Hilbert Spaces 27
of "completion," from a pre-Hilbert space to a Hilbert space (see 3. Let (P be the vector space of finitely non-zero functions defined
Theorem V.2.1). on a set 3 (Example 1.1.7). Define

Examples
(x\y) = Z t
x(t)y(t)*,

the sum being extended over all I in 3. Then, (P is a pre-Hilbert space.

1. Let <P be the vector space of n-ples {Example 1. 1.1). If x =
= Let be any vector space of
(W •
-,K) and y ( Ml)
- •
,£„), define
4. <P finite dimension n, and x u - •
,x n
any basis of (P. If x = £" X k x k and y = £" n kx k , define (x\y) =
(3 1 2/) = Z£ta<ft* X), XfcMfc*. Then, (P is a pre-Hilbert space.

The axioms (P1)-(P4) are easily verified. This example is known as §2. FIRST PROPERTIES OF PRE-HILBERT SPACES
n-dimensional unitary space, and will be denoted C.
Axioms (P2) and (P3) for a pre-Hilbert space can be expressed as
2.Let (P be the vector space of continuous functions on [a,b]
follows: the scalar product (x\y) is "additive" and "homogeneous"
(Example 1. 1.3), where a < b. Define
in the first factor. The
two statements of Theorem 1 assert that
first

(x\y) is "additive" and "conjugate-homogeneous" in the second fac-

(x\y) = x(l)y(t)* dt.
f tor:

Theorem 1 . In any pre-Hilbert space:

This example will be referred to as the pre-Hilbert space of continuous
functions on [a,b]. (1) (x\y + z) = (x\y) + (x\z)

3. Let (P be the vector space of finitely non-zero sequences

(Ex- (2) (x\\y) = \*(x\y)
ample 1.1.6). If x = (\k) and y = &**), define
(3) (6\y) = (x\0) =0
(4) (x - y\z) = (x\z) - (y\z)

(x\y-z) = (x\y) - (x\z)

Since this is essentially a finite sum, convergence not an issue here.
is
(5) If (x\z) = (y\z) for all z, necessarily x = y.
This example will be referred to as the pre-Hilbert space of finitely non-
zero sequences. Proof.

4. If (P is any pre-Hilbert space, and 91 is a linear subspace of (P,

(1): Using axioms (PI) and (P2), (x\y + z) = (y + z\x)* =
obviously 31 is itself a pre-Hilbert space. l(y\x) + (z\x)]* = (y\x)* + (z\x)* = (x\y) + (x\z).

(2): Using axioms (Pi) and (P3), (x\\y) = (\y\x)* = [\(y\x)]* =

Exercises X*Q/|x)* = \*(x\y).

1. Fill in the details in the above examples (especially Example 2, (3): (6\y) = (6 + 0\y) = (e\y) + (6\y), hence (6\y) = 0. Simi-
for which the verification of (P4) is non-trivial). larly, (x\B) = 0.
2. The vector space e of complex numbers (Example
1.1.8) is a (4): (x - y\z) = (x + (-y)\z) = (x\z) + (-y\z) = (x\z) +
pre-Hilbert space, via (X| M) = XM *. [This is essentially the unitary ((-l)tf|*) = (x\z) + (-l)(y\z) = (x\z) - (y\z). Similarly for the
space e 1 of Example 1.] second relation.
 .

28 Introduction to Hilbert Space H §3 II §3 Hilbert Spaces 29

(5): Suppose (x|z) = (y\z) for all z. Then, (x — y\z) = (x|z) — 2. In the pre-IIilbert space of continuous functions on [a,b] (Ex-
(y\z) = for alls; in particular, (x — y\x — y) = 0, hence a; — y = ample 1.2),
by axiom (P4).
2
Exercises H»ll = (/ l*(OI *) •

1. In any pre-Hilbert space,

3. In the pre-Hilbert space of finitely non-zero sequences (Example
1.3), ii x = (\k),
(JLl^kXk\y) = £"x fc (a;t|j/)
j

luii = (e>*i 2 .
I
)

(L" x^fc I
Zr m,%) = Z 4>}
- \w»/*(a% y,) I
The additivity of the scalar product yields an identity expressible
simply in terms of norms:

§3. THE NORM OF A VECTOR Theorem 2. (Parallelogram law) In a pre-Hilbert space,

Definition ^. In a pre-Hilbert space, the norm (or "length") of a vector II

x +y ||
2
+ || x -y ||
2
= 2 || x ||
2
+2 || y ||
2
.

x, denoted \\x\\, is the non-negative real number defined by tlie formula

Proof.
x = V(^R. 2
|| ||

One has ||+y x ||

=
2
(x + y\x + y) = (x|x) + (x\y) + (y\x) +
Suggested verbalization of ||
x ||
: "norm x." (y\y) = II *f + II y II
+ (*\y) + (»!*)• Replacing y by -y,
- f= - -
2

Theorem 1. In a pre-IIilbert space:

x y + 11 2/ II
(*!?/) (y\x). |

(1) Xx|| = |X| ||x ||.

The norm by definition, in terms of the
of a vector is expressed,
||

scalar product.There is a useful formula which expresses the scalar

(2) || x || > when x ^ d;\\ x\\ = Oif and only if x = 8. product in terms of norms:

Proof.
Theorem 3. (Polarization identity) In a pre-Hilbert space, (x\y) =
(1): ||
Xx ||
2
= (Xx|Xx) = XA*(z|x) = |X|
2
|| x ||
2
.
ll\\x + y\\ 2 -\\x-y\\ 2 + i\\x + iy \\
2
-i\\x-iyV-}.

(2): This is immediate from axiom (P4), and the relation (0|0) = Proof.
0. I In the identity

In particular, —x = x and ix = x If x ^ 0, the

-1
|| || || || || || || ||.
(a) ||x + 2/||
2
= ||x||
2
+ || 2/ ||
2
+ (x|^) + ( 2/|x),
vector || x || x has norm 1

replace y by —y, iy, and —iy:

Examples
*- 2
= *ll
2
+11 2/
2
-(*l2/) -(</!*)
1. In the unitary space C (Example 1.1), if x = (Xt),
II 2/ II II II

x + iy ii
2 — x II
2
+ || 2/ 1|
2
- i(x\y) + i(y\x)
x ll
= (z>l ). 2

x - iy
2
= x 2
+ 2
+ i(x\y) - i(y\x).
II II || || y ||
 I :

30 Introduction to Hilbert Space il §3 II §3 HUbert Spaces 3J

It follows that Proof.

- - 2
= 2 2 Denote by p{X| the real part of the complex number X; obviously
(b) ||
x y || *ll - II v II + (a y) + (v *) I

|p{X||<|X|. Applying the Cauchy-Schwarz inequality at the ap-

'"
2 —
(c) i || x + iy ||
2
= i ||
x ||
2
+ i\\y 2
||
+ (x\y) - (y\x) propriate step, x y *ll
2
\\y\\
2
|| (x\y) +(x\y)* = II
+ + +
2
-i x - iy
2
= -i X 2
- i
2
+ (*|») - II
x || + || y | \
2
+ 2 P {(x\y)) <\\x +2 II y II' + 2\(x\y)\ < ||
x
(d) y
|| || || || || || (2/|
+ lly|| 2 + 2 II
* II II V II
= (II
x\\ + \\y . I
Adding (a)-(d), the right hand side reduces to 4(z| y).
Consider, for example, the unitary space C A vector x = (ai,a2 2
.
)
From the definition of norm, (x\x) = ||
x || ||
a; ||. In general, with real components may be interpreted, in the Cartesian plane, as
|
(a; | J/) |
is dominated by the product of ||
x ||
and || 2/ || the "arrow" from the origin (0,0) to the point (ai,a2 ). Then, x is || ||

the familiar formula for the distance from (0,0) to (ai,a2 ). If also y =
Theorem 4. (Cauchy-Schwarz inequality) In a pre-Hilbert space,
(z < a:
(ft A), with real components, x y represents the resolvent of the +
2/)
I 1 I II II II 2/ II-
arrows x and y:
Proof.
If x = 6 or ?/ = 0, then (x|2/) = 0, and the conclusion is clear.

Suppose, for instance, that y ^ 0. Dividing through the desired

inequality by \\y\\, the problem is to show that |
(x\z) |
< || x ||
when
||
z ||
= 1. For every complex number X,

||
x - Xz ||
2 - || x ||
2 - X*(z|z) - X(z|a;) + XX* || z ||
2

= ||
x ||
2
- (z|z)X* - X(*|*)* + XX* <«i+0i,a 2 +/J 2 )
= ||x||
2
- (x\z)(x\z)* (-fis ,-py
+ (x\z)(x\z)* - (x|z)X* - X(a:!z)* + XX*
a 1 ,a 2 )
- ||
x ||
2 - |
(x\z) |
2
+ [(x\z) - X][(x|z) - X]*

= \\x - |(x|z)|
2
+|(x|z)-X|
In particular, for X = (as |
z), < ||
x - X z ||
2
= || x ||
2
- |
(x z)|
|
2
. |

Applying Theorem 4 in the unitary space 6" (see Example 1), <- a \-P\,ot 2 -p 2 )

Corollary. If \\, • •
,X„ and m, • •
,ix„ are complex numbers, The triangle inequality and parallelogram law can now be given
the
obvious geometrical interpretations from which their name is drawn.

£;w|<(e>i ) (z>i ) 2 2
•
It is customary to carry over this geometrical language to pre-
Hilbert spaces of arbitrary dimension:

The Cauchy-Schwarz inequality leads to an inequality involving Definition 2. In a pre-Hilbert space, x - is called the distance
|| y ||

only norms: from xtoy.

Theorem 5. (Triangle inequality) In a pre-Hilbert space, one has

Certain properties of the norm have natural formulations in terms
||
x +y < || ||
x || + || y ||. of distance:
32 Introduction to Hilbert Space II § 3 II §4 Hilbert Spaces 33

Theorem 6. In a pre-Hilberl space, 7. In view of Exercises 4 and 5, one has \\x + y\\= \\x\\+\\y\\
if and only if y || x - ||
= ||
x ||
- y ||
This . is also an immediate
(1) x — y > 0; x — y = if and only if x = y.
|

|| || || ||
consequence of the parallelogram law.
(2) || x - y ||
= || y - x \\ Deduce another proof of the Cauchy-Schwarz inequality, using
8.

the polarization identity and the parallelogram law.

(3) \\x-z\\<\\x-y\\ + \\y-z\\.

Proof. §4. METRIC SPACES

(1) and (2) are clear from Theorem 1, and the relation y —x=
-(x- y). At the close of the preceding section, a notion of distance between
(3) results from the relation x —z= (x — y) + (y — z), and vectors in a pre-Hilbert space was introduced. The role of this concept
Theorem 5. | is clarified by abstracting certain essentials:

Definition 1. A metric space is a set JC, composed of objects called the

Exercises points of the space. It is assumed thai K is non-empty (that is, contains
at least one point). For each pair of points x and y of the space, there is
1. If a; and y are continuous complex-valued functions on [a,b],
determined a non-negative real number d(x,y), called the distance from
then
xtoy, subject to the following axioms:
2 2
1^(02/(0**1
<f
\x(0\ dl-f \y(t)\ dt, (Ml) d(x,y) > when x ?* y;

and = x =
d(x,y) if and only if y
H (M2) d(x,y) = d(y,x)
2 2
(j^
!*(0 + 2/(0i <a)
<(f l*(0l <a) + (/ |j/(0l
2
*)
a (M3) d(x,z) < d(x,y) + d(y,z).
2. Let x and »/ be vectors in a pre-Hilbert space. If x = or y = 0, In words, distance is strictly positive, symmetric, and satisfies the
the Cauchy-Schwarz inequality reduces to = 0. Assuming x ^ triangle inequality.
and y ^ 0, show that |
(x\y) |
= || x || || y ||
if and only iix&ndy are
"proportional" (i.e. y = Xx for suitable X).
Examples
3. In a pre-Hilbert space, \x — |Z/IM<II*-Z/I|. =
1. Every pre-Hilbert space IP is a metric space, with d(x,y)

4. Let x and y be non-2ero vectors in a pre-Hilbert space. The rela- || x — y ||

(see Theorem 3.6).

tion x
|| +
y = x || || || +
y holds if and only if y = ax for some || ||
2. A non-empty set EC of complex numbers is a metric space, with
real number a > 0.
dfr.n) = |X — j»|.
Let x,y,z be vectors in a pre-Hilbert space. The relation x — z
5. || 3. Let a: be any non-empty set. Define d(x,y) = 1 when x ?* y, and
= * — y
II y — 2 holds if and only if there exists a real num-
|| + || ||
\\

d(x,x) = for all x. It is easy to see that £C is a metric space; such

ber a, < a < 1, such that y = ax (1 — a)z. + metric spaces are called discrete.

6. Let x and y be non-zero vectors in a pre-Hilbert space. The rela- 4. If EC is a metric space, and S is a non-empty set of points of EC,
tion x - y =
||
x - y || holds if and only if y = ax for
| || || || || |
then S is itself a metric space (distances in S being measured as they
some real number a > 0. already are in 9C).
 : ,: 1

34 Introduction to Hilbert Space II §4 II §4 Hilbert Spaces 35

5. Let SC be the vector space of continuous functions defined on [a,b] spaces which do not possess it; two examples of such spaces, both
(Example 1.1.8), where a < b. Define d(x,y) = LUB { \x(t) - y(t) | pre-ITilbert spaces, will now be given.
a < t < b that is, d(x,y) is the least upper bound of the numbers
)
;

Example 7. Let (P be the pre-Hilbert space of finitely non-zero se-

\x(t) — y(t) as t varies over the interval [a,b]. Then, EC is a metric
|
,

space. [Note a continuous function on a closed interval is bounded.]

:
quences (Example 1.8), with d(x,y) = x y \\. It will be shown that ||
—
(P is an incomplete metric space, by exhibiting a Cauchy sequence that
Certain standard notions from the calculus of real numbers have has no limit in (P. The proposed sequence x n is
natural generalizations to metric spaces:
zi = (1,0,0,- •")
A sequence of points x„ in a metric space is said to converge to the
1.
=
x2 (1,1/2,0, •••)
point x in case d(x„,x) — as n — =o. This means: given any number
> >

e > 0, there is an index N such that d(x„,x) < t whenever n > N. x3 = (1,1/2,1/3,0, •••)
The point x is then unique; for, if also d(x n ,y) — > 0, then x y re-=
sults from < d(x,y) < d(x,x n ) + d(x n ,y)
-> + 0. The point x xn = (1,1/2,1/3,- ...l/nA---).
is called the limit of the sequence xn Notations: xn —»
. x, or xn —
> x
as n —» co, or x = lim x n etc. For alln.p = 1,2,3, •,

11——
, . . .

2
2. A
sequence x n is said to be convergent if there exists a point x
such that x n -* x. Otherwise, the sequence is said to be divergent. II
X n+p - Xn ||
2
=
11/
(0,-
||\
-A—
n+
— 1
•

n -f- 2
• • • -,—-—
n +p
1
0,- •
Ml
)
/\\

3. A sequence x„ is said to be Caiichy in case d(xm ,x n ) —> as

m,n —
» «?. This means: given any number e > 0, there is an index N
such that d(xm ,x„) < e whenever m,n > N. Every convergent se-
quence is Cauchy; for, if x n —» x, then d(x m ,x n ). < d(x m ,x) d(x,xn ) + since the series 2i 1A
2
' s convergent, d(x n +p,x n ) = ||
x n+p — xn
— » + as m,n —* oo. Not every Cauchy sequence is convergent, — » as n — » co. a Cauchy sequence of vectors.
It follows that x„ is
||

as is shown in the following example (more sophisticated examples Suppose (to the contrary) that (P contained a vector x = (Xi,X 2 ,X3,
are given in Examples 7 and 8) • • •
,X,v,0,0, ) such that x„ —* x. If n > N,
• • •

Example 6. Let 9C be the open interval (0,1) with d(a,8) =\a — B\.
Let a„ = 1/n (n = 1,2,3,- •). Then, a„ is Cauchy (since it is con-
•

vergent in the metric space of all real numbers), but the only pos-
sible limit (namely 0) lies outside of SC.
Xn — X
s T~ Xk
[2

\
+^r+ii x *

In the metric space of numbers, with d(a,B) = a — 8

all real \
-5 n

k
1
+ 0;
\

every Cauchy sequence is convergent (this is the well-known Cauchy 1

criterion for convergence). This is an example of an important type lettbg n —» oo,
J^" »-* = 0, hence \k = 1/k for all k. This
of metric space:
contradicts the assumption that x is finitely non-zero.
Definition 2. A metric space SC is said to be complete in case every Example 8. Let (P be the pre-Hilbert space of continuous functions on
Cauchy sequence is convergent. Otherwise, EC is said to be incomplete. a closed interval, say [—1,1] for simplicity. Distances are defined as

Examples complete metric spaces are given in the exercises, and

of
in Example 1:

elsewhere in the sequel. The property of completeness owes its im-

d(x,y) = x - y = \x(l) - 7/(0
2
dt)
(J
|| || .

portance, to a certain extent, to the existence of prominent metric

 : 1 1

36 Introduction to Hilbert Space II §4 II §4 Hilbert Spaces 37

It will be an incomplete metric space. The proposed

shown that (P is since £„(<) = on [ — 1,0], this reduces to

Cauchy sequence without a limit is the sequence whose n'th term x n .0

2
has the following graph dt -» 0,
I-l \x(t)\

in other words,
o
2
=
£' \x(t)\ dt 0.

Since x is continuous, it follows that x(t) = on [—1,0].

Suppose < e < 1. One has
.i

I MO
2
-x(t)\ dt -* 0.

But, x n (t) = 1 on [e.l], provided n > 1/t, hence

That is, f \x n (l) - x{t) |

2
d« = f 1 1 - x(fl
2
dt
[0 for -1<<<0
x n (J) = nt for <t< l/n for n > 1/e; letting n — > », it follows that

1 for l/n <t< 1.

|i-x(0! 2 di = o,

By elementary calculus, ||
xm - xn ||
-> as m,n -> »; specifically, J
if to > n, hence x(i) = 1 on [e,l]. Since t > is arbitrary, x(l) = 1 on the semi-
(to - n)
2
open interval Thus,
(0,1].
. Zmrn
[0 for -1 < f <
Assume to the contrary that <P contains a (continuous) function x ll for < t < 1.

such that x„ —* x, that is,

This contradicts the assumption that x is continuous. |

£w« - i(0 2
dJ -» 0. Returning to general metric spaces,

Theorem 1 . In any metric space:

Since the integrands are >0,
(1) \d(x,z)-d(y,z)\<d(x,y)

j \x n (t)-x(t)\
2
dt<j \x n (t)-x(t)\ dt
(2) Ifx„-*x and y n -* y, then d(x n ,y n ) -> d(x,y).

— 1,1], (3) 7/ x„ and y n are Cauchy sequences, then d(x„,y„) is a convergent

for any sub-interval [a,b] of [ hence
sequence of real numbers.
2
f |x„(i) -x(<)| di -> 0. Proof.
Jo
In particular, (1): By the triangle inequality, d(x,z) < d(x,y) d(y,z); transpos- +
ing, d(x,z) —d(y,z) < d{x,y). Interchanging the role of x and y,
j \x n (t)-x{t)\
2
dt^0; d(y,z) - d(x,z) < d(y,x), that is, -d(x,y) < d(x,z) - d(y,z).
38 Introduction to Hilbert Space II §4 || § 5 HWbert Spaces 39

In the metric space 6 (see Example 1), x n — x if and only if:

m
(2): Using part (1), and the triangle inequality for real numbers, 3.

\d(x,y) - d(x n ,y n )\<\d(x,y) - d(x n ,y)\ + \d(x„,y) - d(x n ,y n )\< for each k = 1, -,m, the k'th component of x„ converges to the fc'th
• •

d(x,x„) + d(y,yn ) -0 + 0asn-»«>. component of x.

m
a sequence x n is Cauchy if and only if:
Similarly, \d(x m ,y m ) - d(xm ,x„)
d(x„,y n ) <
d(ym ,y n ) -» + In the metric space e
4. ,
(3) : \

—» for each k = \,---,m, the sequence of k'th components is a Cauchy

+ as m,n °°. Since the real numbers are complete, the Cauchy
complex numbers. Deduce m
that e is complete.
sequence of
sequence d(x n ,y„) converges. |

numbers can be generalized 5. Every discrete metric space is complete.

The concept of a bounded set of real
as follows: a set S of points in a metric space is said to be bounded in 6. The metric space EC of Example 5 is complete.
case the distances d(x,y) remain bounded as x and y vary over S; that
a non-empty set of points in a metric space the follow-
is, there is a constant M
> such that d(x,y) < whenever x and M 7. If S is EC,

ing conditions on S are equivalent:

y are points of S.
(a) S is bounded;
(b) given any point x of EC, there is a ball centered at x (i.e. there
Examples exists a suitable radius e > 0) which includes all the points of S;
(c) there exists a ball containing all the points of S.
9.Let x be a fixed point of the metric space EC, and let t be a fixed
real set S, of all points x in EC such that d(x,Xo) < «,
number >0. The 8. In a metric space, the following statements are equivalent:
is bounded; for, if x and y are two such points, d(x,y) < d(x,x ) + (a) xn -> x;
d(x ,y) < 2«. S is called the open ball with center x and radius e. In (b) each ball centered at x contains all but finitely many of the
particular, when EC is the metric space of real numbers, S is the open terms !„;
interval (x — t,x + e). (c) each open ball containing x contains all but finitely many of
the terms x„.
10. Similarly, the set 3 of all points x such that d(x,x ) < « is
In part (c), can one replace "open ball" by "closed ball"?
bounded; it is called the closed ball with center x and radius «. In
particular, when EC is the metric space of real numbers, 3 is the closed
interval [x — e,Xo + «]• § 5. METRIC NOTIONS IN PRE-HILBERT SPACE; HILBERT SPACES

11. Suppose x is a fixed point of the metric space EC, and S is a Let us translate the general metric space concepts of the preceding
set of points of Then, S is bounded if and only if the numbers
EC. section into pre-Hilbert space terms; the dictionary is Example 4.1:
d(x,x ) are bounded as x varies over S. For, suppose d(x,x ) < K for
1. A sequence of vectors xn converges to the limit vector x in case
all x in S; if x and y are points of S, d(x,y) < d(x,x ) + d(,x ,y) < 2K, —1 —
xn » as n —» 00; that given any t > 0, there is an
thus S is bounded. Conversely, suppose S is bounded, say d(x,y) < M ||

index
1|

N such that x„ — x ||
< t
is,

whenever n > JV. The vector x is

for all x and y in S; fix any point y of S; then d(x,Xo) < d(x,y ) +
||

then uniquely determined by the sequence x n . Notations: xn —* x,

d(yo,xo) < M + d(y ,xo) for all x in S.
or x„ — * x as n -» 00, or x = lim x n , etc. . . .

2. A sequence of vectors x n is convergent if there exists a vector x

Exercises
such that x„ —» x. Otherwise, the sequence is divergent.

In a discrete metric space (Example 8), x n — x

1. if and only if
3. A sequence of vectors x n is Cauchy in case x m — x„
||
—* as ||

there is an index N such that x„ = x for all n > N. tn,n —» 00; that is, given any « > 0, there is an index iV such that
2. In the metric space EC of Example 5, x n x means that x„(i) Xn — x n < « whenever m,n
II ||
Every convergent sequence > N. is

Cauchy; the converse fails (see Examples 4.7 and 4.8).

x(t) uniformly for / in [a,b].
40 Introduction to Hilbert Space II §5 II §5 Hilbert Spaces 41

4. A set S of vectors is bounded if there is a constant > such M It is easy to see that 3C is a vector space, with respect to the opera-
that ||
a; ||
< M for all x in S (see Example 4-11).In particular, a se- tions x + y and Xa;. Incidentally, iV(Xx) = |X|iV(a;), and the proof of
quence of vectors x n is bounded if there is a constant > such M Lemma 1 shows that N(x + y) + N(x - y) = 2N(x) + 2N{y)
2 2 2 2
.

that ||
xn ||
< M for
a fixed vector, and * > 0, the set
all n. If x is

of all vectors x such that x — xa < e is the open bofi with center Xo Lemma 2. If x = (X*) and y = (/it) belong to 3C, the series 2^ X^xt*
|| ||

and radius e; the dosed ooiZ, with center x and radius e, is the set of converges absolutely.
all vectors x such that x — xo < e; the set of all vectors x such ||
||
Proof:
that x — xo ||
= e is called the sphere with center Xo and radius «.
||
If a and b are real numbers, (a — 6)
2
> leads to ab < \{a2 + b2 )
In particular, the open unit ball, closed unit ball, and unit sphere are
in particular, A t /** < \ ( X*
\ kuk * = 2
+ uk
2
), thus 2^° Xw***
defined, respectively, by the conditions x < 1, x < 1, and || || || ||
converges by the comparison test.
| | | 1 1 | I
|
1
\ I I

11*11 = 1.

Lemma 2 justifies the definition

5. A pre-IIilbert space is complete in case every Cauchy sequence
converges. That is, if xm — xn —» there exists a vector x such =
that || xn — x —* || 0.
[| || 0, (x\y) zr x *«*-
The axioms for a pre-IIilbert space are easily verified. Incidentally,
Definition 1. A complete pre-Hilbert space is called a Hilbert space.
=
II
x ||
N(x).
In the sequel, the letters 3C and X will invariably denote Hilbert To show
that 3C is a Hilbert space, it remains only to prove com-
spaces. The most important example is the following: Suppose x',x 2 ,x 3 ,-
pleteness. is a Cauchy sequence in 3C, that is,• •

Example 1. The Hilbert spaceDenote by X. the set of all sequencesI

2
.
xm -x n -> Oasm.n
|| \\
co. Say x
n = -
(X£). For each A;, |X? - X?|
2

* = (X*) of complex numbers which are absolutely square-summable, < EJL , X" - X," 2 = x m - x n 2 shows that the sequence x£,Xf,Xi
I I II ||
• •

that 2
< (equivalcntly, the finite sums ^3"lM 2 have a of k'ih components is Cauchy. Since the complex numbers are com-
is, S™|Afc| °°
plete, A* —* Xfc as n —* «=, for suitable X*. It will be shown that
bound independent of «). For such an x, define N(x) = f 2^~ X& |
|
2
) . ^™|Xfc| < co, and that x n converges to x = (\ k
2
).

x = = = = Given e > 0. Let p be an index such that xm — xn 2

< e when-
If (\ k ) and y (m*), write x y in case X* y. k for all k. || ||

ever m,n > p. Fix any positive integer r; one has

Lemma 1. If x = (X*) and y = (/**) are sequences belonging to JC,

£;ix A -xz| 2 <||xm -x»|| 2 <6,

m
then so is the sequence (X* + nk ), which is denoted x + y.
Proof: provided m,n > p; letting m — * »,
By the parallelogram law for complex numbers, |X* + uk \
2
+
|X* - uk \
2
= 2|A k |
2
-f 2 M *
2
, hence

provided n > p; since r is arbitrary,

L>* + ^l <2E> + 2ZriM,l 2
ft |
2 2

(*)
237 |Xfc — X£|
2
< e, whenever n > p.

for all n. Clearly £" \k + nk \

2
< °°, by the "comparison test." |
In particular,
237 x * — X *P — *> hence the sequence (X* — Xj) be-
If x = (X*) belongs to 3C, and X is a complex number, 23" | XXjt j
2
*r
longs to 3C; adding to it the sequence (X?) of X, one obtains (Xfc),
| X |
2
2^, | Xfc |
2
shows that the sequence (XA*) is absolutely square-sum- thus x = (\A ) belongs to 3C. It follows from (*) that x - x" 2 < e || ||

mable; it is denoted Xa;. whenever n > p. Thus, x" — » x.

42 Introduction to Hilbert Space II §5 II § 6 Hilbert Spaces 43
The Hilbert space 3C of absolutely square-summable sequences is
3. In a metric space, every Cauchy sequence is bounded.
2
denoted I .
|
4. If x„ — » and y„ is bounded, then (x„\yn) —» 0.
We
resume the discussion of general pre-Hilbert spaces by noting
5. Another proof of the Corollary to Theorem 1 results from the
some properties of Cauchy and convergent sequences of vectors:
inequality x - y |
||
< x - y \\.
|| || || | ||

Lemma. Every Cauchy sequence is bounded.

6. If || x„ ||
-> || x ||, and (x n |x) -» (x|x), then x n -* x.
Proof.
7. The argument in Example 4.7 can be concluded as follows.
Given a Cauchy sequence x„, let AT be an index such that x„ — x», || ||
Assume to the contrary that there is a vector x = (Xj) such that
< 1 whenever m,n > N. If n > N, x„ = (x„ — xjv) x# < || || ||
+ ||
-
x. Let e, = (1,0,0,- -),e2 = (0,1,0,- -),e 3 - (0,0,1,0,- •),-•.
x„
||x n — x n + xn < 1 ||
xn ||. Thus, if
||
is the largest of
|| + ||
M For each A:, (xn |et) —> (x|e ) = X 4 But (x„|et ) = 1/fcforn > k.
• • •

xn <
.

the numbers 1 +
\\x N \\,\\ ii ||,|| x2 \\,- -,|| iat-i ||, one has •
|| ||
ft

M for a# n. |
§6. ORTHOGONAL VECTORS, ORTHONORMAL VECTORS
Theorem 1 . /n aray pre-Hilbert space:
Definition 1 . // x and y are vectors in a pre-Hilbert space, one says that

(1) Ifx n -*x and y„ -+ y, tfw?n (x„|i/ n ) -» (x|y).

x is orthogonal (or "perpendicular") to y in case (x\y) = 0. Notation:
(2) If x n and y n are Cauchy sequences of vectors, then (x„ | yn ) is a x ±y.
Cauchy (hence convergent) sequence of scalars.
Suggested verbalization of x y "x perp y." The relation of ortho-
_L :

Proof. gonality is symmetric: _L y, then

if y _L x; this results from (y \x) =
x
(x\y)*. If x ± x, necessarily x = 0. Every vector x is orthogonal to 0.
(1): For all n, (x„\y„) - (x\y) = (i* - x\y„ - y) + (x\y n - y)
+ (x„ — x\y). Using the triangle inequality for complex numbers, Theorem I. If x is orthogonal to each of y\,- -,y n , then x is orthogonal

and the Cauchy-Schwarz inequality, one has |

(x„ \y„) — (x y) |
|
< to every linear combination of the y*.

\\x n - x \\\] Vn~ y\\ + \\x \\\\ y a -y\\ + \\xn-x || || y || ; clearly Proof.
the right hand side — as n —» oo.
*
Ifx i. yk for all k, and y = Z"Xtyt, then (x\y) = £"X**(x|t/ 4) =
(2) : Similarly, (x„\y m ) < i n - x m
|
(x„ \y„) -
yn - ym + | || || || ||
E>*0 = 0. |
*m
II II II y» - !/m xm
II ym for all m and n; since x m
+ ||
ar n - || || || || ||

and || ym I!
are bounded by the Lemma, the right side —» as Definition 2. A set S of vectors is said to be orthogonal in case x _|_
y
m,n — oo. | whenever x and y are distinct vectors in S. A sequence (finite or infinite)
of vectors x„ is called an orthogonal sequence if Xj _L x* whenever
Corollary- In any pre-Hilbert space: j^k.
(1) // x„ -> x, then || x« ||
-» || * ||.

Examples
(2) // x„ is Cauchy, then || x„ ||
converges.

1. Let Xi,X 2 ,X 3 ,- • •
be any sequence of scalars. In the pre-Hilbert
Exercises space of finitely non-zero sequences, define Xi = (Xi,0,0,- •), x 2 = •

(0,X 2 ,0,---), x3 = (0,0,X 3 ,0,- ••),-•-. Then, x„ is an orthogonal se-

1. Fill in the details in Example 1.
quence of vectors.

2. If 91 is a linear subspace of a pre-Hilbert space (P, and 91 con- 2. In the unitary space C 3 the vectors Xj ,
= (1,2,2), x2 = (2,1,-2),
tains a ball or a sphere, then 91 contains every vector of (P. *3 = (2,-2,1) are orthogonal. Incidentally, x* = 3 for all k.
|| ||
 ' )

44 Introduction to Hilbert Space II §6 H §6 Hilbert Spaces 45

In the pre-Hilbert space of continuous functions on [— ir,ir], let

3. of Exercise 1.7.4, %>(t) — &>t- A set S of vectors is orthonormal if and
the sequence of functions x n be defined by the formulas x„(t) = sin (nt) only if (x\y) = S xv for all x and y in S.

(n = 1,2,3,- • •)• Tne sequence x„ is orthogonal, that is,

Examples
sin (ml) sin (nt) dl = 0, when m ^ n.
4. If j/n is any orthogonal sequence of non-zero vectors, the se-
quence x„ = y n \\~
x
yn is orthonormal. For example:
Similarly the sequence y n (t) = cos (nt) (n = 0,1,2,3,- • •) is orthogo-
||

nal. Moreover, x„ ±y„ for all m and n. 5. In the theunitary space

vectors (1/3,2/3,2/3), e3 ,

(2/3,1/3,-2/3), (2/3,-2/3,1/3) are orthonormal (see Example 2).

Theorem 2. (Pythagorean relation) If x Ly, then

6. Notation as in Example S. One has || y ||

2
= 2jt, and || x„ ||
2

= II J/n II
2
= x for n = 1,2,3,- • -. Define
More generally, ifx u -- -,x„ are orthogonal,

B
u„(t) = — 7= sin (nt) (n = 1,2,3, • • •

i£?»f -x;i*i'. V7T

Proof.
2
+ =
= + + + (y\y) - x
2 Vo(D
Ifx ± y, || x +y ||
(x\x) (x\y) (y\x) || ||
V2i
+ + y
2
. This is the case n = 2. Assume inductively that
|| ||
_I _1
1 2 and V = x «> one
II ij" % II
2
= E" II
z* II -
se ttin 8* = E" **
v n (t) = 77= cos (nt) (n = 1,2,3, •
• •).

has * _L y by Theorem 1; then, ||

£" ** 2 = II II
x +V II* = II * II
2
+
2
</ = e; ii** ii +ii». i Then, the vectors Um,v„ are orthonormal.

Corollary. 7/ Si,x2 ,X3,- • • is an orthogonal sequence (finite or infinite) 7. In the pre-Hilbcrt space of finitely non-zero sequences, let e\

of non-zero vectors, the x k are linearly independent. = (1,0,0,- • •), e2 = (0,1,0, •

•
•), e3 = (0,0,1,0,- • •),-••. The sequence
of vectors e„ is orthonormal.
Proof.
Suppose £" Aits* = 6. The vectors XiXi,- • •, \„x n are clearly or- 2
8. In the Hilbert space I (Example 5.1), let e n be the orthonormal

thogonal. By Theorem 2, - ||
6 ||
2
= £ " II
**** II* - £? I ** I* H ** II*
'• sequence described in Example 7. If x = (A*), evidently (x\e k ) = X*.
2
since || xk ||
> for all k, necessarily X* = for all fc. |
In particular, for every vector x, ]^"| (x|efc) |
< co; this result holds
for any orthonormal sequence, as a consequence of "Bessel's inequal-
Definition 3. A vectors in a pre-Hilbert space is said to be ortho-
set S of ity":
normal in case S is orthogonal in the sense of Definition 2, and
(i)

(ii) ||
X I!
= 1 for every vector x in S. A sequence (finite or infinite) of Theorem 3. (Bessel's equality and inequality) Let X\,- •
,x n be ortho-
vectors xn is called an orthonormal sequence if (i) x,- _L x k whenever nortnal vectors in a pre-Hilbert space. For every vector x,
j y* k, and (ii) || x* ||
= 1 for all k.
2 2
condition for the orthonormality of a sequence can be ex-
The
(i)
i • - 2S (*i**>*» ii
= ii * ii
2
- Si <*i**) i .

pressed as follows: (xj\xk ) = Sjk In general, the "Kronecker delta" .

hence

symbol S can be defined for s and I varying over a set 3; it has the
tt

and when = For example, in the notation

(2) E>|x*)| a <||x|| 2 .

value when s j* t, 1 s t.
 i

6 II §6 Hilberi Spaces 47
46 Introduction to Hilbert Space II §

3. Bessel's inequality for n = 1 is essentially the Cauchy-Schwarz

Proof.
inequality see the proof of Theorem 34-
If \u --,\„ are arbitrary complex numbers, ||
2J X*xt ||
= ;

2
= 2*1 X* 2
by T/ieorem 2; calculating as in the proof of 4. If j/* — 0, then (x y k ) — (i 0) = for each vector x, by Theorem
Z" 1! *kXk II I

5.1. The converse

| 1

of this proposition fails; for, with notation as in the

Theorem 84,
above Corollary, (x\x k ) —* for each x, although || xk ||
= 1 precludes

II
*-£>** II
2
= II
* II
2
-(L>s* 1*) xk -+0.

2 Example 9. Notation as in Example 6. The scalars X* = (x\ut)

-(xiz>**) + x;>*i 1 (k = 1,2,3,- • •) and n k = (a;|ti*) (k = 0,1,2,3,- •
) are called the Four-
ier coefficients of the function x. By the above Corollary,
= IMI 2 -E>(*I**)*

-E* (*!»*>*** + E"fc*»*

£>I 2
+ E>| <£ 2
x(t)\
2
dt.

2 [It can be shown that the sum is actually equal to the integral.]
= ii
x p- E*K*i**) i
2
+ Si w**> - **i -
]
|

Every orthonormal sequence of vectors is linearly independent, by

In particular, setting X* = (x|x t ), this reduces to the relation (1); the
the Corollary of Theorem 2. On the other hand, there is a systematic
inequality (2) follows at once. | procedure for "orthonormalizing" any linearly independent sequence:

Corollary. // Xi,x2 ,x3 ,--- « an orthonormal sequence, then for any

Theorem 4. (Gram-Schmidt orthonormalization procedure) // ffijfa
vector x, y3, is a sequence of linearly independent vectors in a pre-IIilberl
an orthonormal sequence
e:k*i**)i <
2 space, there exists Xi ,X2,x3 , • • such that
[xi ,
• • • ,x„] = [y ,
• • •
,y n for all n (that is, Z\
) ,
• • • ,x n generate the same
In particular, (x\x k ) —» as k a>. linear subspace asyi,--- ,y„).

Proof. Proof.
Bessel's inequality holds for each n. | The vectors x„ will be defined inductively. Let X\ = y Il-U 'y t || x \\ .

Assume inductively that orthonormal vectors x x -,x„_i are already ,

Remarks ,x k = [y lt ,n — 1.
defined, in such a way that [xi ,yk for k = 1,
• • • • • • •
, ] ]

1. From the proof of Theorem 3, it is clear that the choice X* The desired vector x n must be a linear combination of y tl -,y n or -
,

n
= (x\x k ) minimizes \\x- X) Xtx*||, and thus provides a "best equivalently of x u ,x„^,y„; moreover, it must be orthogonal to - •

each of Xi,- -.Xn— i Guided by Remark 2 following Theorem 3, set

• •

approximation" of x by a linear combination of x lt -,x„. Moreover, - •

2 = - 2"" (2/n|x*)x t then, z orthogonal to x u

only one set of coefficients gives best approximation, namely Xt
-
2/n ; is ,x n _i.
-1
= (x|x*). Note that if n > m, then in the best approximation by Define x„ = \\z ||
z; this is permissible, since z = would imply
xu -
-,x„, the first m coefficients are precisely those required for best that y n is a linear combination of x lt - -jXn—u hence of y\,- -,y n — 1>

approximation by X\,- -,x m .

contrary to the independence of the i/'s. The reader can easily verify
that every linear combination of x : ,
• •
,x„ is also a linear combination
2. Notation as in Theorem 8. Let y = £" (x\x k )x k and z = x - y. °f 2/i, • • •
,y n ,
and vice versa. |

Clearly (z\xk ) = hence

for all k, iz\y) = 0. Thus, one has a decom-
,x„, and
The Gram-Schmidt procedure applies equally well to a finite
position x = y + z, where y is a linear combination of x u
sequence y it -
-,;/„ of independent vectors, and leads to orthonormal
2 JL x k for all k. Such a decomposition is easily seen to be unique.
 :

48 Introduction to Hilbert Space II §6 H §7 Hilbert Spaces 49

vectors x ir -,x„ such that [x 1( - • -,xk ] = [y it - -,yk ] for A: = 1,- -,n.

§7. INFINITE SUMS IN HILBERT SPACE
In particular:
2
Corollary. If IP is a pre-Hilbert space of finite dimension n, (P has a In the Hilbert space I , consider the orthonormal sequence e„

basis Xi,- • ,x n of orlhonormal vectors.

described in Example 6.8. If = (\ u -,X m ,0,-
x - • • •) is a finitely non-

is complete, hence
zero sequence, clearly x =
2J ^e k one could ; formally write x =
Theorem 5. Every finite-dimensional pre-Hilbert space
is a Hilbert space. 2i *, *e *> with the understanding that Xt = for all k > m.
Consider now an arbitrary vector x = (X*) in I
2
. What sense can be
Proof. =
made of the expression x 23" ^*e*? It is natural to define 23" \kek
By the above Corollary, there is a basis x ,x n of orthonormal vec- x ,

2 2 to be the limit of the sequence of "partial sums" y„ = X k ek this

tors. Ifi=2" X***, then * = E"l**l by Theorem 2; com- 23 1 ;

II II

limit exists, in fact yn —» x, since x — yn 2

= (0,- •fl.K+u
pleteness can now be proved using a simplification of the argument || || ||

2
Example Xm-2,***) II
2
= Zr+il x *l 2 -» Oasn -> oo.
given for I (see 5.1). |
These considerations will now be generalized for arbitrary ortho-
normal sequences in Hilbert space.
Exercises
Lemma. Let Xi,X2,xz, * * * be an orlhonormal sequence of vectors in a pre-
1. The relation || * + y \\
2
x 2 = y
2
\\ \\
+
is equivalent to (x\y)
|| ||
Hilbert space, and Xi,X 2 ,X 3 ,- • • a sequence of scalars such that 23ri^J:|
2
+ (y\x) = 0; denote this relation by x P y. Then a; J. y if and only if
x P \y for all complex X. < co. Define y n = 2_ x * x*- Then, the sequence y n is Cauchy.

2. be the pre-Hilbert space of finitely non-zero functions on

Let (P
Proof.

a set 3 (Exercise 1.S). For each point s of 3, let x. be defined as in 2

Exercise 1.74. Then, the x, are an orthonormal set of vectors. That
2/n.H, - v. ii = ii e;;>* ii
2
= e:::
n+1 h **• i

is, (x,\x,) = 8, t for all s and t in 3.

as n
In the pre-Hilbert space of continuous functions on a symmetric
I
3.

interval [-a,a], every odd function i is orthogonal to every even

function y (see Exercise 1.5.6).
Throwing in completeness, we have

xx = (1,2,2,4) in the unitary space C4 Theorem \.Ifx„isan orlhonormal sequence of vectors in a Hilbert space,
4. Starting with the vector ,

construct an orthogonal set of vectors Xi,a*2,X3,a*4 such that ||

xk ||
= 5 and \ n isa sequence of scalars such that 23" ^* I I
2
< °°» then the sequence
for all /* (integer components, preferably). = = 237 ^tx k
J/n 2^. \ k x k converges to a limit x, denoted x .

5. In the pre-Hilbert space of finitely non-zero sequences, ortho- More generally

normalizc the sequence of vectors y\ = (1,0,0,- •)> 2/2 = (MA* ), • *

Definition \.Ifz ,x2 jca ,- is a sequence of vectors in a pre-Hilbert space,

t, 3 = (1,1,1,0,- •
•),••*• l

such that the sequence y n = 23 a* converges to a limit x, one writes

In the pre-Hilbert space of continuous functions on [0,1], ortho-
6.
i

n ~l
normalize the first three terms of the sequence y„(t) = t
(ti= 1,2,3,---).
Thus, — 23" ** —* by The basic prop-
Ii 5^r ** || 0, definition.
erties of the infinite sums described in Theorem 1 are as follows:
50 Introduction to Hilbert Space II § 7 II §8 Hilbert Spaces 57

Theorem 2. Let x„ be an orlhonormal sequence of vectors in a Hilbert 7. Suppose x„ is an orthonormal sequence in a pre-Hilbert space,
space. Suppose x = 52" X*xt and y = 52T M*x*, in the sense of The- and x is a vector such that ||x||
2
= 527l(x|xt )|
2
. Then x
orem 1. Then: £*(x|x k )x*.
(1) (x\y) = 2jj X«i**, ft« series converging absolutely. 8. If j/i, J/2,2/3,
• • • is a sequence of vectors in a Hilbert space 3C, such
- that every vector x is a linear combination of finitely many yt, then
(2) (a: | a;*) X*
3C is necessarily finite-dimensional.
(3) i*i*-ay-siwp.
Proof. §8. TOTAL SEPARABLE HILBERT SPACES,
SETS,

(1) : Let s„ = 52? **** an d t„ = £, wife. By definition, s n -* x ORTHONORMAL BASES

and <„ — » y, hence (s„|t„) — (x\y) by Theorem 5.1. Since (s„|f n ) =
Suppose x„ is an orthonormal sequence of vectors in a Hilbert space.
2^j_,VM**(^la*) = £"*«»**, one has (x\y) = 527 x *'t **- Re" Given any vector x, the scalars Xk = (x|xt) satisfy
2
< °°»
527 ^* 1
I

placing (Xi) by (|Xt|), and (/**) by (1^*1), it is clear that the conver-
by the Corollary of Theorem 6.3. According to Theorem 7.1, one can
gence is absolute (see also Example 5.1).
form the vector y = £"X t xA and by Theorem 7.2, (y\x-k) = Xk =
(2) : This is a special case of (1), with nk = 1 and n} = -
for all j t^ k.
I (x\xk) for all k. When
,

can one conclude that y = x? In any case,

(3):Takej/ = xin(l). | (y — x\xk) = (y\xk) — (x|xfc) = for all k. Thus, one could conclude
y = x if the vectors xt had the following property: the only vector z
Exercise*
which is orthogonal to every Xk is the vector z = 0. This leads to the
following definitions:
1. If x„ is an orthogonal sequence of vectors in a pre-Hilbert space,
2
— 52
Definition 1. A set $ of vectors in a pre-Hilbert space <P is said to be
such that 527 || Xk ||
< », then the sequence y n Xk is Cauchy.
x total in case the only vector z of which is orthogonal to every vector of
6>

What if
27 II *» II < °° ?
S is the vector z = 0. A sequence (finite or infinite) of vectors x n is called
a total sequence in case: if z _L Xkfor all k, necessarily z = 6.
Let x n be a sequence of (not necessarily orthogonal) vectors
2.

in a pre-Hilbert space, such that 52^ x* < «. Then the sequence || ||

y„ = JV x* is Cauchy. Hence, in Hilbert space, 2, x* exists. Examples

an orthonormal sequence, and the sense In any pre-Hilbert space a total set of vectors. For,
3. If x„ is J~ X*xjt exists in 1. <P, (P is itself

2
<
if 2 ± x for every vector x, in particular z _L z.
of Definition 1, necessarily 5^ l^*| °°-

4. Give an example of a sequence x„ such that

= 5^
^ ||
x* ||
2
< oo f
2. If S is
Hilbert space
any system
<P,
of generators (Definition 1.6.4) for the pre-
if z is orthogonal to every vector in S,
S is total. For,
but for which the sequence y n ** ' s not Cauchy. it is orthogonal to every linear combination of vectors in S; in partic-
r,zxz.
ular. 2 _]_ z.
5. If y — 2i 2/*> anc* * J- 2/* f° r a11 fc > then x ± y.
2
3
3. In the Hilbert space I (or in the pre-Hilbert space of finitely
6. (Generalized Pythagorean relation) Let x„ be an orthogonal se-
2
in-zero sequences), the sequence of vectors ei = (1,0,0,- •), e2 =
non- •

quence in Hilbert space, such that 52^ || Xk |! < «=, and form the = =
(0,'>1,0,- •
•), e3 (0,0,1,0,- • •)', • • •
is total. So is the sequence x t
vector x = }£" x* according to Exercise 1. Then ||
x ||
2
= ^ II
xk II
2
- (1 A0,- •
), x2 = (1,1,0,- • •), *3 = (1,1,1,0,- •),••••
52 Introduction to Hilbert Space II §8 II § 8 Hilbert Spaces S3
*4. In the pre-Hilbert space of continuous functions on [—*,*], it Proof.
can be shown that the functions l,t,1?, • form a total sequence. So do • •

(a) implies (c) by Theorem 1.

the functions Ui,u2 ,u 3 ,-- -flofliMtiBz," • described in Example 6.6.
(c) implies (b) by Theorem 7.2.
Definition 2. sequence (finite or infinite) of vectors x„ is called an
A
orthonormal basis for a Hilbert space 3C, if it is (i) orthonormal, and (b) implies (a) : For, if (x\x k ) - for all k, clearly x = B by (b). |
(ii) total.
The obvious finite-dimensional analogs of Theorems 1 and 2 are
Not every Hilbert space possesses such a sequence; those which do true; the proofs are elementary.
are characterized in Theorem 8 below. Which Hilbert spaces possess an orthonormal basis? Such a space
Example 5. The sequence e„ described in Example 3 is an orthonormal necessarily contains a total sequence; it will be shown in Theorem 8

basis for the Hilbert space P. This will be referred to as the canonical that this condition is also sufficient for the existence of an orthonormal
2 basis.
orthonormal basis of I .
|

If a Hilbert space 3C has an orthonormal basis x n consisting of Definition 3. A Hilbert space is said to be separable if it possesses a
infinitely many vectors, X
is an infinite-dimensional vector space, by total sequence (finite or infinite).
the Corollary of Theorem 6.2. It follows that the x n cannot form a
basis, in the sense of Definition 1.7.2, for the vector space 3C; that is, Examples
not every vector x can be expressed as a linear combination of the xk
(see Exercise 7.8). 6. If 3C is a finite-dimensional Hilbert space, every basis y u - -,yn

On the other hand, suppose <P is a pre-Hilbert space possessing a is total, hence 3C is separable.
finite sequence x u - -,x„ which is orthonormal and total. If j is any 2
7. The Hilbert space I is separable (see Example 5).
vector in (P, the vector * - £" (x\x k )x k is orthogonal to every a;*,
Theorem 3. The following conditions on a Hilbert space 3C are equivalent:
hence is 0. Thus, x = £" (x\xk)x k (P , is finite-dimensional, and
(a) 3C is separable;
xi, -,xn is a basis for <P in the sense of Definition 1.7.2. Clearly, in a
finite-dimensional space, the concepts "orthonormal basis" and "basis (b) 3C has an orthonormal basis xa .

consisting of orthonormal vectors" coincide.

Proof.
By the remarks at the beginning of the section,
(b) implies (a) : This is clear from Definitions 2 and 3.
Theorem 1. If x n is an orthonormal basis for the infinite-dimensional

Hilbert space 3C, tlienfor each vector x one has x = £" (* I

**)**•
(a) implies (b) : z\ ,20,23, • • • is a total sequence in 3C. By
Suppose
Theorem a linearly independent subsequence (fotfoffe,
1.6.2, there is • • •

Alternative descriptions of an orthonormal basis are contained in of the zk generating the same linear subspace as the zk The k are also
, y -

the following: total; for, if a vector 2 is orthogonal to every k it is orthogonal to

y ,

a Hilbert space every linear combination of the y k , hence to every z k (hence z = 6).
Theorem 2. // x„ is an orthonormal infinite sequence in
By Theorem 6.4, there is an orthonormal sequence Xi,x 2 ,x3 ,- gen-
3C, the following conditions are equivalent:
erating the same linear subspace as the y k The x k are total, by the .

(a) The x„ are an orthonormal basis. above reasoning; thus, the xk are an orthonormal basis.
2 = x 2 Incidentally, if X is finite-dimensional, the independent sequence
(°) sr i (^ x *) i ii n » f° r each vector x -

Vk must be finite, say y it •

,y„ ; then x lt•
,x n is an orthonormal basis.

= Both the yk and the x k are bases in the sense of Chapter I (see the
(c) 2? (x\x k )x k x, for each vector x.
remarks preceding Theorem 1). |
54 Introduction to Hilbert Space II §8 II §9 Hilbert Spaces 55

There is another frequently used definition of "separable" Hilbert

space, equivalent to the one given in Definition 3; this material is
§9. ISOMORPHIC HILBERT SPACES; CLASSICAL
sketched in Exercises 3-5. HILBERT SPACE

Definition 1 . A Hilbert space X is said to be isomorphic with a Hilbert

Exercises space 3C if there exists a function T which assigns, to each vector x in 3C,
one and only one vector Tx in 3C, in sueh a way that the following con-
1. In the pre-Hilbert space of finitely non-zero sequences x = (Xi),
ditions hold:
let S be the set of all vectors x such that £? (1/*)** = 0- Then S is
(i) // x and y are vectors of 3C such that x ?± y, then Tx s* Ty.
a total set (actually a linear subspace).

2. If a pre-Hilbert space (P possesses a finite total set X\,- • •,£„,,

(ii) If z is any vector in X, there is a vector xinX such thai Tx = z.

then (P is finite-dimensional (hence is a Hilbert space). An independ- (iii) T(x + y) = Tx+ Ty, for all x and y in X.
ent set 2/1, • ,y n is a basis if and only if it is total.
• •

(iv) T(\x) = HTx), for all x in X, and all scalars X.

3. A metric space is said to be separable if it contains a sequence x„
with the following property: given any point x in the space, there is a (v) (Tx Ty) |
- (x y), for all
|
x and y in X.
subsequence x„ k converging to x. Such a sequence x n is called a dense Such a function T is called a Hilbert space isomorphism of X onto X.
sequence. Show that if x„ is a dense sequence in a Hilbert space X,
then x n is a total sequence, hence X
is a separable Hilbert space in the Isomorphic Hilbert spaces are in a sense "equal," for an isomor-
sense of Definition S. phism T distinguishes between distinct points, and "preserves" sums,
scalar multiples, and scalar products. One can think of 3C as being
*4. If 3C is a Hilbert space of finite dimension n, and X\, •,x„ is
essentially the space X with a "tag" T attached to each vector x.
an orthonormal basis, then the vectors of the form x = 2J ikXk, Two types of separable Hilbert spaces were noted in Examples 8.6
where the yi are Gaussian-rational (see Chapter I, §8), can be and 8.7: (1) for each n, the unitary space Q" is a separable Hilbert
enumerated in a sequence, and this sequence is dense. Thus, X is a
2
space, and (2) the Hilbert space I is separable. Up to isomorphism,
separable metric space in the sense of Exercise 3. [The sophisticated these are the only separable Hilbert spaces:
point is the enumeration.]
Theorem 1 . Let X be a separable Hilbert space:
*5. Suppose X is an infinite-dimensional Hilbert space, separable in
X lias finite dimension n, it is isomorphic with en
(1) // .

the sense of Definition 3. Then 3C is a separable metric space in the

2
sense of Exercise 3. (2) If X is infinite-dimensional, it is isomorphic with I .

*6. Verify Example 4- Proof.

*7. Itcan be shown that every Hilbert space contains a total ortho-
Let us show (2); the proof of (1) is much simpler, and is left to the
reader.
normal set 3; such a set is called an orthonormal basis for the space.
[However, it may not be possible to enumerate 3 in a sequence.]
Suppose 3C is infinite-dimensional and separable. An isomorphism T
of 3C onto I? will be constructed. By Tlieorem 8.3, X has an orthonormal
basis x„.
2
Given any vector a: in X; the problem is to define Tx in By theI .

Corollary of Tlieorem 6.3, £* |

(x x k )|
\
2
< °°, hence we may define
Tx = ((x\xic)); that is, Tx is the sequence whose fc'th term is (x\xk).
 x

56 Introduction to Hubert Space II §9

Incidentally, x = £^° (x x k )x k
| , by Theorem 8.1. Let us verify the
properties (i)-(v) of Definition 1:
Chapter
(i) x j± y, then x — y ?£
: If 6; since the x k are total, (x — y x3 )
|
?*
for some index j, thus (x|xy ) ^ (y|«j). It follows that Tx ^ Tty, by
2
the definition of equality in I (see Exam-pie 5.1).
Closed Linear Subspaces
(ii) : Given any vector (X fc ) in I
2
. Define x = £* XiX fc as in Tlie-
orem 7.1. Since (x|x t) = \ k by Theorem 7.2, one has Tar = (X t ).

(iii) :x and y are vectors in

If + y A) =
3C, (x | (x\xk) + (y\x k ) for § 1. Some notations from set theory

all k; this shows that T(x + y) = Tx + Ty. § 2. Annihilators

(iv): Similarly, T(\x) = \(Tx) results from (\x\xk ) = § 3. Closed linear subspaces
\(x\x k ).
§ 4. Complete linear subspaces
(v): If x and y are vectors in 3C, then x = £" (x|x t )x fc
and ?/ =
§ 5. Convex sets, minimizing vector

ZT &l**)»fe hence (x\y) = 22" (* **) fo **) *

I I
by 77ieorem 7.*. In § 6. Orthogonal complement
other words, (x\y) = (rx[ Ty). |
§ 7. Mappings
Thus, up to isomorphism, there is just one infinite-dimensional § 8. Projection

separable Hilbert space:

Definition 2. Any infinite-dimensional separable Hilbert space mil be

referred to as classical Hilbert space.
§1. SOME NOTATIONS FROM SET THEORY

A set 9C is composed of objects x,y, called the elements or members

Exercises of the set 9C. As in the first two chapters, I assume that these terms
are meaningful to the reader, without further elaboration.
If 3C and OC are classical Hilbert spaces, there exists an isomor-
1.
The statement "x is a member of the set 9C" is symbolized "x G 9C,"
phism of 3C onto JC.
which may
be read "x belongs to 9C." For example: if "U is a vector
2. If T is an isomorphism of a classical Hilbert space 3C onto a space, the symbol x £
V means that x is a vector in the space V ; if
Hilbert space 3C, then 3C is also classical. EC is a metric space, x C
9C means that x is a point of the space 9C;

X
X C 6 means a complex number.
that X is
3. If is isomorphic with X, then X is isomorphic with 3C. If x C
SC and y EC, the statement "x = y" means that x and y are
G
symbols representing the same element of EC. One assumes the follow-
ing properties of equality: (1) x = x for every x EC; (2) if x = y, C
then y = x; and (3) if x = y and y = z, then x = z. These are known
as the reflexive, symmetric, and transitive properties of equality.
In addition, the following set-theoretic concepts and notations will
be employed in the sequel:

1. Let EC and 'y be sets. If every element of EC is also an element of

"y (that is, if x G EC implies x G *y), one says that EC is a subset of "y.
Other terms for this : EC is contained in y, EC is included in % *y includes
57
 §1
Ill §2 Closed Linear Subspaces 59
58 Introduction to Hilbert Space III

EC, *y contains EC, *y is a superset of EC. Notations: JC C% or yD X.

3. If EC and *y are both empty sets, then EC = % Thus one can
speak of the empty set.
For example, if 01 is the set of all real numbers, and S is the set of real
numbers in the interval [a,b], then SC(R.
§2. ANNIHILATORS
2. both EC c <y and *y c EC, the sets EC and "y are said to be equal.
If
This means: x G
EC if and only if x Notation: EC = For ex- G% % Definition 1. Let S be a subset of a pre-Hilbert space (P. A vector x <P G
ample, if EC is the set of all real numbers >0, and *y is the set of all is said to be orthogonal to S in case x A. s for all s S; notation: G
real numbers which can be expressed as the square of a real number, x _L S. Tlie set of all siich vectors x is called the annihilator of S, and is
x
then EC = % denoted S . Thus:

Let EC be a set, and suppose that for each x

3. EC there is given G x = =
S {xG<P:(x|s) foraU sGS|.
a statement involving x (denoted, say, by s(x)), which may or may
not be true. The symbol
Examples
{xGEC:s(x)}
Recall that the set whose only element
stands for the set of all x G EC for which s(x) is true. For example, if 1.
X
[0] is is the vector
x
0.

(R is the set of all real numbers, and S is the interval [a,b], then Then, <P = [0). In fact, a subset S is total if and only if S = \0).

x =
S = |i£l»:o<i<ii|. 2. Clearly {0) (P.

4. A empty if it has no members (that is,

set EC is the relation 3.The convention is that 1 = <P, where is the empty subset of
x G EC does not hold for any x). Otherwise, EC is said to be non-empty. (P. The rationalization for this is as follows: given any vector x G <P,
The symbol denotes an empty set. For example, one has (x\s) =0 whenever s G (which is never).

{x G <R: x > 2 and x < = 0,

a pre-Hilbert space (P, then S x is a
1 1
Theorem I. // S is any subset of
\xC<R:x 2 <0| = 0. x
linear sul>space of (P. Moreover, if x„ G S for all n, x G <P, and Xn—*x,

5. The set whose only element is x is denoted {x(. The set whose then x G Sx .

only elements are Xi,---,x„ (not necessarily distinct) is denoted

Proof.
{x,,- -.Xn). Thus, x G(x,,- •,*„) and only if x = xfc for some k. x x
• • if
Clearly S G
and S is a linear subspace by Theorem II.6.1.
,

Suppose x„ J_ S for all n, and x„ —> x. For any s£S, (x|s) = lim
Exercises (x n \s) by Theorem II. 6.1; since (x„ \s) = for all n, (x|s) = 0. |

1. If EC, % Z are sets, Definition 2. Let S be a subset of a metric space EC. A point x G EC is
(i) EC C EC; said to be adherent to S in case tliere exists a sequence sn G S such that
s n -* x.
(ii) if EC cy and *y C Z, then EC c Z;
(iii) EC = *y if and only if both EC C <y and *y C 9C.
In particular, if S is a subset of a pre-Hilbert space <P, a vector x <P G
is adherent to S if and only if there is a sequence s„ G S such that
2. If EC, "y, Z are sets, II
s« — x ||
—» as n — ><x>.

= EC;
(i) EC
Definition 3. Let X be a metric space, S C EC. S is said to be a closed
(ii) if EC = % then -y = EC; subset of EC if it contains every point adherent to it. That is, the relations

(iii) if EC = 'y and "y = Z, then EC = Z.

sn G S, x G EC, sn -» x, imply x G S.
60 Introduction fo Hilbert Space III §2 Ill §2 Closed Linear Subspacot 61

Examples Proof.

x x
4. According to Theorem 1, if S is any subset of a pre-Hilbert space (1) : Let x
x x Thus, x
G
S. For any ?/ S one has y
xx
G , J. x, hence a: 1 S , that

(P, S
x is a closed linear subspace of (P. is, x G (S ) . S implies x S G G .

5. be the metric space of all real numbers (Example 1 1 4.2),

Let <R (2) : Suppose S
x
C 3. If x _L 3, then all the more x J_ S; thus, x G 3X
S the "closed interval" [a,b], where o < b. Then S is a closed subset
of implies x G S -

(R. For, suppose a < s„ < b, and s„ — x, that is, \s„ — x\ -» 0. The x xx = xx x
(3): Clearly (S (S since in each case one starts with
assertion is that a < x < b. Assume to the contrary, say, that x > b.
) ) ,

Then e = x — b > 0, hence for sufficiently large n, x — s„ < x — s„

S and perps three times. Applying part (2) to the relation S C Sx x ,
| |

one has S
x
3 (S
xx x Also, S
x
C (S
x xx by part The two
< t = x - b, -s„ < — b, s n > b, a contradiction. A contradiction ) .
) (1). last
inclusions combine to give the desired equality (3). |
is reached similarly if x < a.

EC, « > 0, and S = {a; G 9C: d(x,2/) C Definition 4. // S and 3 are subsets of a pre-Hilbert space (P, one says
Let a: be a metric space, y
6.
< e). Then, S is a closed set. For, suppose xn S and x„ -» x. By G that S is orthogonal to 3 in case x ±y whenever x GS and y G 3-
Theorem II 4.1, d(xn ,y) -* d(x,y); since < d(xn ,y) < t for all n, Notation: S13.
one has < d(x,y) < e by Example 5.
Evidently S _L S
x
, and {6} i. S, for every subset S. The convention
7. The convention is that the empty subset of any metric space is is that ± S, for every subset S.

closed. For, if x is adherent to (which is never, since a sequence

Theorem 3. // 9K and 31 are linear subspaces of a pre-Hilbert space (?,
cannot be extracted from 0), then x G 0- such that Dll J_ 91, then every vector x G 9TC +
91 has a unique repre-
8. Every sphere \x: d(x,y) = e) is a closed subset. sentation x = y + z with y G 9TC and z G 31.
9. In a pre-Hilbert space, every closed ball \x:\\ x - y\\ < e], and
Proof.
every sphere {x: \\
x —y = ||
t\, is a closed subset. In particular, the See Definition 1.5.2 for the notation. Suppose x = r/i «i + = 2/2 +
x < and the unit sphere \x: x = 1 ) are
closed unit ball |x: || || 1 1
, || || ,
22,where yk G 9TC and z* 91- The problem is to show that G 2/1 = y%
closed subsets. and Zj = Z2. Define w = 2/1 — j/ 2 = z 2 — Z\. Clearly w G 911 and
In a metric space 9C, 9C itself is a closed subset. w 91; since 911 i. 91, one has w J_ w, hence w = 0.
G
10.

11. Every finitesubset S = (j/i,- • -,2/J of a metric space 9C is Definition 5. Notation as in Theorem S. One wntes 9TC©91 for the
closed. For, suppose x n S and x n -> x; for some yj £S,i, = y,
G linear subspace 3TI -f- 31. Thus, the use of the symbol ® entails ortho-
for infinitely many n, hence x = yj G S. In particular, every one-point gonality of the summands.
subset \y\ is closed.

for the
xx Exercises
a subset of the pre-Hilbert space <P, one writes S
If S is
x
annihilator of S ; thus, 8
iX - (S- ")-1 It is not necessary to define 1
.

1. Let S be a non-empty subset of a metric space 3C, and x G 9C.

further "higher order perps," in view of part (3) of the following Then, x is adherent to S if and only if: given any e > 0, there is at
Theorem 2. // S and 3 are subsets of a pre-Hilbert space 6>, least one point s S such that d(s,x) < «.
G
(1) SCS U ; 2. If e is the metric space of all complex numbers (Example II 4.2),

X 1 and the set of all real numbers, then (R is a closed subset of e.

(2) SC3 implies 3 C S ;
(R is
Also, the set S of all complex numbers X such that X > t is a closed | |

J"L X x
(3) (S )
= S . subset of e.
 - - —

62 Introduction to Hilbert Space III §3 III § 3 Closed Linear Subspaces 63

classical Hilbert space (Definition II. 9.2), and x n an adherent to S in the sense of Definition 2.2; it is denoted S. Thus,
3. Let 3C be
ortho-normal basis for 3C. Let 91 be the linear subspace generated by
that the set of all finite linear combinations of the xt- Then:
S = \x £ EC: x is adherent to S}.
the Xk, is,

If S = EC, S is called a dense subset of EC.

(i) Every vector x £ 3C is adherent to 91.

Remarks
(ii) 91 is not a closed subset of 3C.
1.x S £ if and only if there exists a sequence s„ £S such that
4. If S and 3 are subsets of a pre-Hilbert space <P, the following -* x.
s„
statements are equivalent:
2. The convention is that = 0. For, there are no points x ad-
(a) 813 herent to 0.
(b) 8C3 1 3. S is a closed subset of EC if and only if S CS (see Definition 2.S).

3 C S
x
(c) .
4. S c S, for every subset S. That is, every point s £ S is adherent
to S (take s n = s for all n).
5. If S is an orthogonal set (Definition II. 6.2) of non-zero vectors,

and Si, S 2 are subsets of S, then Si _L S 2 if and only if Si and S 2 have 5. S = S if and only if S is closed.
no vectors in common.
6. If S C 3, then SC3. For, suppose x £ S. Say s„ x, where
6. If 911 and 91 are linear subspaccs of a pre-Hilbert space (P, then s„ £ S. Since also s„ £ 3, x is adherent to 3.
3R 1_ 91 if and only if x + y ||
2
= H x 2 + y ||* whenever x £ 9TC
|| || ||

and y £X 7. 9C is a dense subset of EC. If S is a dense subset of EC, and 3 Z> S,

then 3 is also a dense subset of EC.
7. If 9H and 91 are linear subspaces of a pre-Hilbert space (P, such
1 = x = L L
91 = <P, then 9R
© = 911 and Theorem a a metric space
-

that 911 91, 9l 911, hence 911 1. Let S be subset of EC. Then:
LJ- =
91 91. In particular, 9H and 91 are closed linear subspaces.
(1) S is a closed subset of SC.
8. In the pre-Hilbert space 0° of continuous functions on [ a,a], let (2) SCS.
9R be the subspace of even functions, and 91 the subspace of odd
functions (see Exercise 1.5.6). Then, (P = 911 91. © (3) // 3 ts a closed subset of EC such that 3 3 S, necessarily 3 3 S.
In other words, S it the smallest closed subset of EC which contains S.

§3. CLOSED LINEAR SUBSPACES Proof.

A linear subspace 91 of a pre-Hilbert space <P can be enlarged to a (1) Suppose y is adherent to S. It must be shown that y S. £
by forming 91 x± (see Theorems 2.1, 2.2).
:

linear subspace
closed Choose any sequence x„ £
S such that xn —* y. For each n, choose a
Another procedure for enlarging a linear subspace to a closed linear point 8n £
S such that d(s„,x„) < l/n. Then, d(s„,y) < d(s„,x„) +
subspace is given in Theorem 2 below. It will be shown in § G that these d (xn,y) < l/n d(x n ,y) -+ +
0. Thus, s„ -» y, y S. + £
two procedures yield the same closed linear subspace when (P is a
Hilbert space. (2) : See Remark 4 above.

Definition 1. If Sis a subset of a metric space EC, the closure (or "ad- (3) : If S C 3, and 3 is closed, then I C 3 = 3 results from Remarks
6 and 5.
herence") of S in 9C is defined to be the set of all -points x £ 9C which are |
64 Introduction to Hilbert Space III § 3 Ill §4 Closed Linear Subspaces 65
Lemma. In a pre-Hilbert space: rational coefficients. Then, S is not a linear subspace, but it is a dense
subset of 3C.
(1) If x„ -> x and y n -* y, then xn + yn -> x + y.
5. Let S and 3 be subsets of a metric space X. H every x G 3C is
(2) Ifx„—>x and X„ —» X, then \»x n -+ Xx.
adherent to 3, and every t G 3 is adherent to S, then S is a dense subset

Proof. of 9C.

(1) :
||
(x„ + y n - (x + y) =
) || ||
(x n - x) + (y n - y) ||
< 6. In a pre-Hilbert space (P, the closure of [x: \\x — y\\ < a) ia

\\Xn-x\\ + \\Vn-V\\ -» + 0. {x: || x — y ||

< e) . In a metric space, the closure of {a;: d{x,y) < e j is

- Xx = - X)(x„ -*) + X(xn - contained in \x:d(x,y) < «}.

(2) : || X„x„ || ||
(X„ x) + (X n - X)x ||

<|X»-X|-||a! ,-*||+|X|||*«-a;|| +|X„-X|-

1 ||
x ||
- 0-0 + 7. If S is any subset of a pre-Hilbert space (P, then SCS xx
|X|-0 + 0-11*11=0. |

Theorem 2. // 91 is a linear subspace of a pre-Hilbert space <P, then 31 is §4. COMPLETE LINEAR SUBSPACES
a closed linear subspace of (P. Moreover, 31 is the smallest closed linear The principal result of this chapter is the following theorem: if 31
subspace which contains 31.
is a closed linear subspace of a Hilbert space 3C, every vector x G 3C
Proof. can be written in the form x = y z with y W and z 9l x This + G G .

Suppose x,y G and X is a scalar. Choose sequences x„ G 91,

91, result is proved in § 6, with the decisive lemma coming in § 5. The

yn G 91 such that x n » a; and j/„ —» y. Then, x„ + y„ —» x -f- y and

— purpose of the present section is to introduce and illustrate a concept
Xxn —* Xx, by the Lemma. Since x„ + y n G 9t and Xx„ G 91, x + y which plays an important role in these results: the concept of a
and Xx are adherent to 91, that is, they belong to 91. This proves that "complete subset."
31 is a linear subspace; it is closed by Theorem 1. |
If S is a non-empty subset of a metric space 9C, S is itself a metric
space (Example 1 1. 4-4), it being understood that distances in S are
Corollary. If 31 is a linear subspace of a pre-Hilbert space (P, then measured as they already are in 3C.
EcZ3l ±x .

t
r
Definition 1 . Let X be a metric space, S C 9C. 2/ S is a complete metric
Proof. space, S is called a complete subset of EC. This means: if s„ G S and
Stt is a closed linear subspace containing 31, by Theorems 2.1 and d(sm,s n ) —* 0, there is a point s in S such that d(s n ,s) —* 0.
I
Remarks
Exercises
1. The convention is that is a complete subset of EC.
1. In a pre-Hilbert space: if x n and y n are Cauchy sequences of
Every closed subset S of a complete metric space EC is a complete
vectors, and X„ is a Cauchy sequence of scalars, then x n y„ and + 2.
—
X„x n are Cauchy sequences of vectors. subset. For, suppose s„ G S, d(s m ,sn ) > 0. Since EC is complete, there
is a point x G 9C such that s„ — x. Since S is closed, x G S.
2. If S is a subset of a pre-Hilbert space, then S and S have the same
annihilator, that is, S
x = x
(S) .
Every complete subset S of a metric space EC is a closed subset of
3.

EC. G S, x G EC, and s„ —* x. Since d(sm ,s n ) —> 0, and

For, suppose s„
3. If x„ is an orthonormal basis for the classical Hilbert space 3C, S is complete, there is a point s G § such that s„ —* s. By the unique-
and 31 is the linear subspace generated by the xt, then 31 is dense in 3C. ness of limits, x = s G S. Thus, S contains every point x which is
adherent to S.
4. Notation as in Exercise 3. Let S be the set of all vectors x which
can be expressed as a linear combination of the Xk with Gaussian- Combining Remarks 2 and 3,
66 Infroducthn to Hilbert Space III § 4 III Closed Linear Subspaces 67

Theorem 1 In a complete metric space (in particular, in a

.
Hilbert space), k, hence z J. 91. Thus, x = y + z, with y G 31 and z G 3l x - See
a subset is closed if and only if it is complete. Definition 2.6.

c XJ",
91 " -. Conversely,
Corollary. 7/ 91 is a closed linear subspace of a Hilbert space, 31 is itself (3): By Theorem assuming x
2.2, 31 9l
1 1

G
a Hilbert space. let us show that x 91. By (2), we may write x = y
xx
G z, with y £ VL +
x Since both z
G and ""
one has z =
G G 1

and z 9l . 3l 31" ", •(/

1

The emphasized by the existence of theorems

role of completeness is "L x
z — y 3l' G
that is, z
i
J. 3l and
; in particular z ± Thus, z = 0,
z. ,

concerning closed subsets of Hilbert space which are valid for complete
subsets of pre-Hilbert space. Important examples of this will be given
and a; = 2/ G 31- I
Exercises
in the next two sections; another is the following:

Theorem 2. If 3TC and 31 are complete linear subspaces of a pre-Hil- Let 31 be a complete linear subspace of the pre-Hilbert space (P,
1.

bert space G>, and 3H ± 31, then 3U © 31 is also a complete linear sub- and suppose 31 is separable (Definition II. 8.3). Generalize Theorem S.
space of (P. [One can even get along without separability; see Theorem 6.1].

any pre-Hilbert space, 6>

XL = even incomplete.
Proof. 2. If (P is (P if (P is

See Definitions 24 and 2.5 for the notations. Let x n be a Cauchy In the pre-Hilbert space of finitely non-zero sequences x = (\k), let
31 be the set of all vectors x such that Xi = 0. Then 31 = 3l
xx , but
sequence in 3TC + 31; say x„ = yn + z„, with y n C 3TC and z„ G 31. By the
Pythagorean relation, ym - yn
||
2
+ zm - zn
2
= (2/m -
II
+II || II J/n) 31 is not complete.
(*. -
Zn) fo. ||
2
= (3ln + *n) II*
|| +O*m *„ -
-- 0, hence 2
= I!
" ||

y n is a Cauchy sequence in 311, and z„ is a Cauchy sequence in 31. Since

§5. CONVEX SETS, MINIMIZING VECTOR
3TC and 31 are complete, y n -* y and z„ -* z for suitable y 9TC and G
z G 31. Then, x n = yn + zn -» y + z, by the Lemma to Theorem If x,y,z are any three points in a metric space, d(x,y) < d(x,z) -f-

3.2. | d(z,y). If d(x,y) = d(x,z) + d(z,y) for three particular points x,y,z, it
isnatural to say that "z lies on the segment joining x and y" (see, how-
Corollary. If 3TC and- 31 are closed linear subspaces of a Hilbert space 3C,
ever, Exercise 9). In pre-Hilbert space, this condition reads x — y
and 311 ± 31, then 3TI © 31 is a closed linear subspace of 0C.
= || x — z + ||
z —y 'I ; one can show that this condition
||

is in turn
||

||

It will be shown in § 6 that if a closed linear subspace

31 is of a equivalent to the existence of a real number a, < a < 1, such that
x For finite-dimensional 31,
Hilbert space 3C, then 3C = 31 © 31 . this z = ax + (1 — a)y (see Exercise 11. 3. 5). The latter condition makes
is easy: sense in any vector space
Theorem 3. Let 31 be a finite-dimensional linear subspace of a pre-Hilbert Definition 1 Let V be any vector space. If x and y are any two vectors,
.

space (P. Then: the segment joining x and. y is the set of all vectors z of the form z =
31 is complete {hence closed).
ax •+- (1 — a)y, where < a < 1. A non-empty subset S of V is said
(1)
to be convex if S contains tlie segment joining any two of its vectors;
(2) (P = 31 © StH\ that is, the relations zGS,2/GS,0<a< 1 imply ax + (1 - a)y G §•

(3) 3t = *•"-.

Proof. Examples

(1) : 31 is complete by Theorem II. 6.5. 1. Every linear subspace of V is convex.

(2) : Let j/i, • -,yn be an orthonormal basis for 31. Given any vector 2. In a pre-Hilbert space, the closed unit ball S = [x: \\
x \\
< 1} is
x G <P, define y = 2" (x\yk)yk and z = x — y. Clearly z J_ yk for all convex. For, if x S, y S, and < a < 1, then ax
G G || + (1 — a)y < \\
68 Introduction to Hilbert Space III Ill §5 Closed Linear Subspaces 69

ax + (1 - a)y = a
|| || ||
|| \\ x || + (1 - a) \\ y ||
< a + (I - a) = 1 Proof.

shows that ax + (1 — «)!/ C S. Take x = in Theorem 1. |

Theorem (Minimizing vector) Lei S be a complete and convex subset

1 .

of a pre-Hilbert space (P. Given any vector x <P; there exists one and £ Exercises

only one vector y S smcA itoi x jfo || 2s II • £

~* V /or °^ If 8. || — II
C 1. In a pre-Hilbert space:
Proof. (i) The balls jx: x < e) and || || jx: ||
x ||
< e| are convex.
Let 5 = GLB { || x — y || : y £ S} and choose any sequence y n £ S
, (ii) If S is convex, so is y + S (= the set of all vectors y + x with
such that i —
|| ?/„ ||
—* S. It will be shown that (1) y n is a Cauchy x£S).
sequence, hence converges to a vector y S such that £ ||
x — y ||
= (iii) The open and closed balls with center y and radius e are
b, and (2) this equality determines y S uniquely. £ convex.

By the parallelogram law, |!

(ym - x) + (x - 2/„) ||
2
+ || fam - a;) 2. If S and 3 are convex subsets of a vector space, and \,n are
- (* - Vn) ||
2
= 2 || yn -x ||
2
+2 ||
x - y n f, hence scalars, then S + 3, XS, and hence XS + nS are convex.
|| ym - yn f= 2|| ym - x ||
2
+2 || s - yn ||
2
- ||
(i/ m + yn - ) 2x ||
2 In the pre-Hilbert space of finitely non-zero sequences, the set
3.

S of vectors x = (Xt) such that Xt is real and >0 is convex. Sim-

all
= 2 || ym - x ||
2
+2 ||
x - yn ||
2
- 4 || %(y m + j/„) - x ||
2
.
ilarly in the Hilbert space I
2
.

Since S is convex, it contains the vector \{y m y n) = \ym hyn, + + 4. If S is a non-empty subset of a metric space 9C, and x is a point
hence || \{y m + yn — ) x > S by the definition of 5. It follows that
\\
of 9C, the distance from x to S is defined to be the non-negative real

||ym
2
-y»|| <2||ym -x||
2
+ 2|!x-2, n ||
2
-4S2 ;
number GLB \d(x,y): y £ S) ; it is denoted d(x,&). Prove: x is ad-
herent to S if and only if d(x,S) = 0; that is,
as m,n —* °o, the right member of the inequality — » 25
2
+ 2S 2 —
45
2
= a Cauchy sequence in S. Since S is complete,
0, thus y n is S = {x£9C:d(x,S) = 0}.
—*
Vo for suitable ya §• Since y n — x —> y — x by the Lemma £
J/n 5. The conclusion of Theorem 1 may hold for certain non-complete
of Theorem 3.2, one has jfa a? —> y — a; ||. Thus, y„ — x = ||
— || || |! \\
convex sets. For example, let <? be any pre-Hilbert space, and S =
5.
— Mx||<i).
Suppose also z £S satisfies ||
a„ x ||
= 5. Since S contains the
(i) In the notation of Theorem l,y = x when x < 1, and y =
vector %(y +2 Vo = results from the calculation — || ||

), z<>
||
x j|
'x when \\x\\ > 1.

Vo - z„ ||
2
= 2 || y - x ||
2
+ 2 ||
x -
— z ||
2
- || (?/ + z ) - 2x ||
2 (ii) <P is complete if and only if S is a complete subset.
(iii) Incidentally, 9 is complete if and only if jx: x ||
= 1) is a
+ 2 - 4 \{y + z -
||

= 25
2 2"5
1| a ) x II

.. complete subset.
< 25 2 + 25 2 - 45 2 = 0. | 6. Here is an example of Corollary 2. In the unitary space Gn ,

Quoting Theorem 1^.1,

let S be the set of all y =such that JZ" X& = 1. It is easy
(Xi, • • •
,X„)

to see that S is a closed (hence complete) convex subset of 6™. The

Corollary 1 . Let S be a closed and convex subset of a Hilbert space 3C.
Given any x £ 3C; there exists a unique vector y £ S such that ||
x — 2/„ ||
vector y„ £ S of smallest norm is y = (1/n, ,1/n).

< II
x - y ||
/or ai/ y £ S. 7. If s is not complete, the conclusion of Theorem 1 may not hold.

For example, let (P be the pre-Hilbert space of finitely non-zero

Corollary 2. 7/ S is a complete and convex mbset of a pre-Hilbert space
(P, S contains a unique vector y of minimum norm. sequences x = (X fc ), and S the set of all x such that 22" \ k = 1. It
70 Introduction to Hilbmrt Space III III §6 Closed Linear Subspaces 71

iseasy to see that S is convex. However, S does not contain a vector Theorem 2. // 91 is a closed linear subspace of a Hitberl space 3C, then
J-L
y„ of minimum norm. Incidentally, S is not closed. An example with 3C = 91 © 9l\ and 91 = 91.

S closed is given in Exercise 4 of the next section.

Definition 1. If VI is a closed linear subspace of a Hilbert space 3C,
then S also x orthogonal complement of
8. If S is a convex subset of a pre-Hilbcrt space, is 9l is called the 91.

convex.
Remarks
Let 1) be the vector space of continuous functions on [0,1]
9.
1. If 91 is a closed linear subspace of a Hilbert space 3C, the relation
(Example 1. 1.3), regarded as a metric space via d(x,y) = LUB x x x
(9l = 91 shows that the orthogonal complement of 9l is 91.
\\x(t) - y(t)\ :0 < t < 1| (see Example 1 1 4.5). Let x,y,z be the
)

functions defined by the formulas x(t) = t, y(l) = — 1, and z(t) = 0. a pre-Hilbert space such that every closed linear subspace
2. If (P is
xx = 91, then (P is necessarily com-
Then, (i) d(x,y) = d(x,z) d(z,y), but (ii) there does not exist a real + 91 of (P satisfies the condition 9l
number a such that z = ax + (1 — a)y. plete (hence is a Hilbert space). See Exercise V.1.3. This remark will
not be used in the sequel.

§6. ORTHOGONAL COMPLEMENT a Hilbert space S

xx
Theorem 3. If S is any subset of 3C, then is the

smallest closed linear subspace of 3C which contains S. That is,

Theorem T . // 91 is a complete linear subspace of a pre-Hilbert space IP,
xx xx
then (P = 91 © 91 x , and 91 = 91. (1) S is a closed linear subspace of 3C;

Proof. S C S
xx
(2) ;

Given any vector x £ <P, let us show that there is a decomposition

a closed linear subspace of 3C such that SC3R,
x (3) if 3U is neces-
x = y + 2 with !/ G3l and z £ 9l .

sarily S
xx C 9R.
Since 91 complete and convex, there exists, by Theorem 5.1, a
is

vector y a £
91 such that x — y < x — y for all y 91. De- || \\ || || £ Proof.
fine z = x — y ; it will suffice to prove that z J. 91.
(1): see Theorem 2.1.
Given any y 91, let us show that (y\z) = 0; there is no loss of
£
generality in assuming || y ||
= 1. By the calculation made in the (2) : see Theorem 2.2.
proof of Theorem 11.34,
Suppose SCOT, where 9E is a closed linear subspace
(3) :
of 3C.

\\z-*y\\ 2
= \\z\\
2
-\{*\y)\
2
+\(z\y)-M 2
,
Then, S x Z> 9E X S xx 9Tl
xx quote Theorem 2.
, | C ;

= = x
for every scalar X. In particular, for X (z\y), Corollary 1 . // 91 is any linear subspace of a Hilbert space 3C, 91 91 .

2 2 2
(*) ||*-Xo2/|| =IMI -|(*l*/)l - Proof.
Compare Theorem 3 with Theorem 3.2. \
Now, z - Xoj/ = (x - y ) - Ky = ^ - illo + X ?/); since y +
h,y £ 91. one has ||
x - y„ \\
< x - (y + \\
\ y) \\, by the choice of Corollary 2. Let 91* be a sequence of closed linear subspaces of a Hilbert
y„. That is, || z ||
< ||
z — Ky \\ ;
combining this with (*), space 3C. There exists a smallest closed linear subspace 91 such that

2 9li C 91 for all k. One has x ± 91 if and only if x ± 91* for all k.
llzll^llz-Xoj/II^Hz^-Kzl^l^llzll .

Proof.
Clearly (z y) =0.
The proof of 91
|

XJ- = 91 is the same as in Theorem 4.3.

Let S be the set of all vectors x 3C such that x 9l for some k. £ £ fc

|
Clearly 9l c S for all k, and S is the smallest subset of 3C with this
fc

property. Set 91 = S
xx Evidently 91* S 91 for all k. If 9R is a C C
Quoting Theorem 4.1, .
72 Introduction to Hilbert Space III §6 Ill §7 Closed Linear Subspaces 73

closed linear subspace such that 31* d 9TC for all k, then S c hence 911,
MAPPINGS
x
91 C 311 by Theorem 3. The last assertion follows from 8l « 8
ixx - §7.
x Theorem
S (see £.2). | Suppose 31 is a closed linear subspace of a Hilbert space 3C. Given
Exercises any vector x £ 3C, there is a decomposition x = y + z with y £ 91
x
and z £ 91 (Theorem 6.2) moreover, the vectors y and z are uniquely
;

1. If 31 is a finite-dimensional linear subspace of a pre-Hilbert determined by x (see Theorem 2.S). Thus, one passes from the vector
space <P, another proof of (P =
(this is Theorem 4.3) can be
31 © 91 x x £ 3C to the vector y £ 31 in a perfectly definite way. One may say:
deduced from Theorem 1 and Theorem 11.6.5. Both proofs, at some "y depends on x," "given any x there is determined a corresponding
point, make use of an orthonormal basis of 91. y," and so on. This is the familiar language of functional dependence.
The terminology and notation of functions, to be used in the sequel,
Let 91 be a linear subspace of a Hilbert space 3C. Then
2. 31 is a
will now be described.
dense subset of 3C if and only if it is a total subset of 3C.

= 1. Let 9C and "y be sets, both non-empty. One says that "T is a
3. In the pre-Hilbert space of finitely non-zero sequences x (\k),

£" (l/k)\ k = mapping of 9C into y" in case: for each x £ 9C, there is determined
let 91 x such that
be the set of all Then 91 is a
XJ\ one and only one element y £ denoted y = Tx [or y = T(x)], %
called the value of T at a;. The symbol T: 9C —» y means that T
closed linear subspace, but 91 j* 9l

Completeness is essential for Theorem 5.1 (theorem on min-

4. is a mapping of 9C into *y. One also speaks of "the mapping x —* Tx

imizing vector). For example, let S be a linear subspace of a pre- (x £ 9C)." Synonyms for "mapping" function, transformation. :

Hilbert space, such that S ^ S

x± (for instance, S may be the closed
2. If T: 9C — *y is a mapping, SC is called the initial set, or domain
linear subspace described in Exercise 3). Then, Theorem 5.1 fails for
the convex set S. Indeed, if x is any vector which belongs to S
x x but of definition of T; y is called the fined set of T.

not to S, no minimizing vector y exists. 3. Mappings S: X —> *y and T: 9C —» "y arc said to be equal in case

5. be a pre-Hilbert space possessing a total sequence x„

Let (P
Sx = Tx for all x £ 9C; that is, S and T are "pointwise equal."
{Definition II.8.1). If 91 is a complete linear subspace of (P, then 91
Notation: S= T.

also possesses a total sequence y n hence is a separable Hilbert space.

,
4. If T: 9C - "y, and S is a subset of 9:, T(S) denotes the set of all
*6. (i) If 9: is a separable metric space (Exercise II.S.3), and S is a Tx £ *y as x varies over S. Thus,
non-empty subset of 9C, then S is a separable metric space.
(ii) In particular, a separable Hilbert space, and 91 is a
if 3C is
T(S) = [yCy-.y = Tx for some x £ S)
closed linear subspace of 3C, then 91 is a separable Hilbert space (see = {Tx:xCS).
Exercises 11.8.3,4, and o). Using an orthonormal basis for 91, deduce
another proof of X= 91 © 9l x .
In particular, T(X) is called the range of T.

*7.In Exercise II. 8.5, it is proved that a classical Hilbert space 3C 5. A mapping T X —* : *y is said to be infective if it takes distinct
isa separable metric space in the proof sketched there, use is made of
; values at distinct elements of 9C. That is, the relations X\ £ 9C,
an orthonormal basis, and hence of the Gram-Schmidt procedure. x2 £ 9C, Xi ?± X2 imply Txi ^ Tx 2 . Equivalently: Tx x = Tx 2 implies
Another proof runs as follows. Let x n be any total sequence in 3C, and #1 = x2 . An injective mapping is said to be one-to-one.
let S be the set of all finite linear combinations of the x„ with Gaussian-
rational coefficients. Then, S is a closed linear subspace, having orthog-
6. A mapping F:9C -» y is said to be surjective if T(9C) = -y. That
onal complement (0 , so I = 3C results from Theorem 2. Since S can be
is, given any y £ "y, there exists at least one x £ 9C such that Tx = y.
j

enumerated in a sequence, S is a dense sequence in 3C.

A surjective mapping T: 9C — y
* is said to be a mapping of 9J onto y.
74 Introduction to Hubert Space III 8
8
Ill § Closed linear Subspace! 75
7. A mapping T: — "y is said to be bijective both infective
SC > if it is
(9) 91 = {x £ 3C: Px = x|
and This means: given any y
surjective. "y, there is exactly one £ x
x £ SC such that Tx = y. Thus, a bijective mapping is a one-to-one (10) 9l = |x£3C:Px = 0).
mapping of SC onto *y; such a mapping is also called a one-to-one
Proof.
correspondence.

(1) : Let Xi = 2/i +z x and x2 = y2 + z2 be the orthogonal decom-

x
Examples positions of Xj and x2 relative to 91; that is, yt £ 91 and z* 9l £ .

Then, Pxx = y u Px2 - y2 , and (Pxx|x 2 ) = (y,|y, + z2 ) = (^li/a)

1. Let 01 be the set of all real numbers, SC = \x £ 01: x > — 1), = foil 1/2), while
+ (l/i 1
2z) (x,|Px2 ) = (y x + Zl \y2 = ) (t/,|j/2 ) +
and "y = (x £ 01: a; > 0). The mapping T: SC —* *y defined by
Tx = x + 2 is injective, but not surjective.
(2) : If y £ 91, the unique orthogonal decomposition of y is y =
2. EC and *y as in Example I. The mapping 5: SC — "y defined by 2/ + 0.

Sx = x2 is surjective, but not injective.

(3): If z £ 91 ± , its orthogonal decomposition is z = 8 + z.
3. EC and <y as in Example 1. The mapping U: SC — "y defined by
t/x = x+ 1 is bijective. (4): With notation as in (1), x, + x2 = (y t + y2 ) + (Zl + z2 );
since yx + y2 £ 91 and zx + z 2 £ 9l x , P(x, + x2 = ) 2/1 + = 2/2

§8. PROJECTION
PX! + Px2 .

Definition 1. Let 91 be a closed linear subspace of a Hilbert space 3C.

(5) : If x +
= j/ z is the orthogonal decomposition of x, then Xx =
£ 3C, suppose x = y + z is
Given a vector x the unique decomposition
Ay + Xz is the orthogonal decomposition of Xx, hence P(Xx) = \y =
1 (see Theorem A(Px).
with y £ 01 and z £ EH 6.2); llie vector y is called the
orthogonal projection of x on Ed. (6): For any x £ 3C, Px £ 91 by Definition 1, hence P(Px) = Px
by (2).
Theorem 1. Let "51 be a closed linear subspace of a Hilbert space 3C. For
each x £ 3C, denote by Px the orthogonal projection of x on 91. Then, (7): With notation as in (5), || x 2
= y
2
+ z 3> y = 2

mapping P: — 2
=
|| || || || || || ||

the 3C > 3C fais //ie following properties: IIP* II

2
; also, (Px|x) (y\y + z) = (y\y) + (y\z) = \\y\\ 2 =
(1) (Pi! x2 ) = (x, Px 2 for all x,,x2 £ 3C. II
^* ||
.
| |
)

(2) Py = yforaUy£fH. (8) :

If x £
P(0C), then x £
91 by the definition of P. Conversely if
x £ 91, then x = Px P(3C) by (2). £
(3) Pz = eforallz£fll x .

(9), (10) : obvious from the definition of P. |

Moreover:
Definition 2. The mapping P described in Theorem 1 is called the pro-
(4) P(x, + 2*) = Px, + Px 2 jection of K on EH. The notation P^ is used to indicate the relationship
(5) P(Xx) = X(Px) of P to the closed linear subspace 91.
(6) P(Px) = Px
Exercises
2
(7) (Px)x) = || Px ||
< || x ||
8

1. Let 91 be a closed linear subspace of a Hilbert space 3C, and sup-

(8) 91 is the range of P. —» 3C is a mapping satisfying the following conditions:
Pose T: 3C
76 Introduction to Hilbert Space III §8

(10 (Tx x \x2 ) = (i, Tx 2 ) for all x u x 2 G X; (2') Ty =

|
y when r/ G 31;

and (3') Tz = B when 2 G 31 L Then T = P&.

"
-
Chapter

2. Notation as in Theorem 1. Show:

(i) P(x -y) = Py, Px-
(ii) if a;„ -* x, then Px„ -* Px.
Continuous Linear Mappings | V
3. Notation as in Theorem 1. If x = y + z is the orthogonal decom-
position of i with respect to 91, define Qx = z. Then:
1. linear mappings
(i) Px Qx = x for all x
+ K; G Isomorphic vector spaces
(ii) P(Qz) = Q(Px) = for all i
x
3C; G 2.

(iii) Q is the projection of 3C on 3l .

3. The vecfor space £(U,W)
4. Composition of mappings
4. If 3TI and 31 are closed linear subspaces of a Hilbert space 3C,
P= P<m, Q = Pjji, and 3R J. 31, then
P(Qx) = Q(Pa:) 6 for aU = 5. The algebra £{V)

§ 6. Continuous mappings
7. Normed spaces, Banach spaces, continuous linear mappings
5. If 3R and 31 are closed linear subspaces of a Hilbert space 3C,
and Q = Pm, then 3U C
91 if and only if Q{Px) = Px for all
8. The normed space £ c (&,$)
P = Pm ,

i G 3C. In this case, Pw = 6 for all w 3l x and P(Qx) = Pi for all

G ,
9. The normed algebra £ c {&), Banach algebras

xG3C. $ 10. The dual space 8'

§1. LINEAR MAPPINGS

If 91 is a closed linear subspace of a Hilbert space 3C, and P is the
projection of 3C on 91 (described in Theorem 1 11. 8.1), the mapping
P: 3C -* 3C satisfies the conditions P(i y) = Px +
Py and P(\x) +
= X(Pi). So to speak, P respects
vector addition and multiplication
by scalars. These conditions make sense for a mapping between any
two vector spaces, and the mappings which satisfy them are of the
greatest importance:

Definition }.IfV and *W are vector spaces, a mapping T: V —> "W is

said, to be linear in case
(i) T is additive: T(x + y) = Tx + Ty, for aU x,y G 1>;
(ii) T is homogeneous: T(\x) = \(Tx) for allx£V and scalar X.

Examples

1. V and "W any two vector spaces, T: V — > *W denned by Tx =

for all
x G V. T is called the zero mapping (or null mapping), and is
denoted T= 0.

77
78 Introduction to Hilbert Space IV §1 IV §1 Continuous Linear Mappings 79

2. *U any vector space, T: V -» V defined by Tx = x for all x G V. By definition, a linear mapping "preserves" sums and scalar mul-
T is called the identity map-ping of *U, and is denoted T= I. tiples; it also preserves 0, negatives, differences, and linear combina-
tions:
3. V any vector space, y. a fixed scalar, F: "0 -» *0 defined by
Tx = fix for all i£U The additivity and homogeneity of T come Theorem 1. 7/ T: V — > *W is any linear mapping,
out of the axioms for a vector space: n(x y) = tix + + M2/. and
=
(1) TO e
„(Xx) = 0«X)* = (X/i)x = X(aix). Such a linear mapping is called a

and I scalar mappings.

scalar mapping in V. Clearly are
(2) T(-x) = -(Tx)
4. 1) the vector space of n-ples (Example 1. 1.1), T: V -* V defined
T(x -y) = Tx-Ty
(3)
byT(X,,---,A„) = (0,X 2 ,---,X„).

5. V the space of n-ples, "W the space of m-ples, n> m, and (4) r(z>s*) = E>(r**)-
T: V -» -W defined by T(X 1( -,X n ) = (X lf -- • • -,X m ).

Proof.
and *W as in Example 5, and S *W -*
6. 1) : 1) defined by S(Xi, • • • ,X„,)

-<X„ ••,x mi o,---.o). (4) : The proof is by induction on n. The case n = 1 is simply the

the vector space of polynomial functions on [o,6] (Example that T homogeneous. Assuming T ~ =
7. *U assertion is I Z? XfcX* )

1.14), with a < b, and T: 1) -* V defined by Tx = xf (= derivative

1 1
ofx). zr m*w, °ne has t (s" ****) = r (^r x *** + ***) =
Example 7. Define S: V -» 1) as follows. If a: V, let G
8. *0

Sx be the
as in
unique polynomial y such that y' = x on [a,6] and y(a) = 0.
r (zr
1
x ^*) + ro^ - st* x*( r**) + x »( ra; ") =
Thus,

(Sx)(l) = P x(u) dw (a < I < 6). (1), (2), and (3) are special cases of (4), since = Ox, —x = (— l)x,
and x - y = lx + (- \)y. |

9. 13 the vector space of finitely non-zero sequences (Example 1.1.6), A linear mapping is uniquely determined by its effect on any system
T:V — * "Udefinedby T(Xi,X 2 ,X 3 ,- • •) = (X 2 ,X 3 ,--). of generators:

10. V as in Example 9, S: V -* V defined by S(Xi,X 2 ,X 3 ,

• • •) = Theorem 2. Suppose S: V —> and T: V —» "W are linear mappings,W
(0,X,,X 2 ,X 3 ,---)- and S is a system of generators for V. If Sx = Tx for all i£s, then
S= T.
Let V be the vector space of n-ples, and suppose 1',- -,n'
11.
• is any
rearrangement of 1,- -,n. Let T: V -» 1) be defined by T(X 1(
• - • -,X„) Proof.
= (X]',' • ^Xn')- Let 91 = {x GV Sx = Tx) by assumption, S
: ; C 91. Clearly G 31;
W the vector space of
if G 31, y G 91,
x and X is scalar, S(x + y) = Sx + Sy = Tx + Ty =
12. Let V be the vector space of n-ples, T(x + and S(\x) =
j/) \(Sx) = X(Tx) = T(Xx), hence 91 is a linear
m-ples, and suppose a,-* arc fixed scalars (j = 1,- -,m; k = 1,- -,n).
• •

subspace. Since V is the smallest linear subspace containing S (see

Define Theorem V = 31. That Sx = Tx for all x G U |
1.5.2), is,

T(Xi,- •
;K) = (Z* =1 a i* x *> • • •-
SLi «m* x *)- I
A useful source of linear mappings is the following:
 .

80 Introduction to Hilbert Space IV §1 IV §1 Continuous Linear Mappings 8 7

Theorem 3. Let V be a vector space of finite dimension n, and W any (2): Since TO = £ "W,,, £ r (W _1
). Suppose x u x2 £ T^CW.),
vector space. If x lt - -,x n is a basis for V, and y u - -,y n are arbitrary and X is scalar. Since "W,, contains Tx x and Tx 2 , it contains Txi +
given vectors in *W, there exists one and only one linear mapping Tx2 = T(x, + x2 ) and X(Ta:i) = T(\xi), hence ij + a; 2 and \x t be-
T: V -* W such that Txk = Vk for all k. long to T-'CWo).

Proof. (3) : The following relations imply one another: Tx = Tx 2 Tx t

x ,
—
Given any vector xCV, the problem is to define Tx £ W. Suppose Tx 2 = 0, T(x x - x2) =e,x -x 2 C 91.
t

= coefficients X* are uniquely determined by x

x Y," X*x*; since the (4): Suppose T is injective; x £ 91, if then Tx = = T6, hence
{Theorem 1.6.1), one can unambiguously define Tx = £j x *2"=-
Tne i = 0. Suppose, conversely, that 91 = {0J ; if Tx t = Ta^, then Xi —
linearity of T is immediate from Theorem 1 4.1, and clearly Txk = Vk- x2 £ 91, hence x x — x2 = B. |

If S: V — > W is another linear mapping such that Sxt

= yk for all
Suppose (P is any pre-IIilbert space, and ?/ is a fixed vector in (P.
k, S = T by Theorem 2. I Defining Tx = (x|j/), one obtains a linear mapping T: <? — » G. On
—» *y is any mapping, and 3 is a subset of % the set of all the other hand, the mapping S: (P — » 6 defined by &c = (j/jx) satis-
If T: 9C
x £ 9C such that £ Tx 3 is called the inverse image of 3 under T, fies the conditions /S(xi + x2 ) = Sx x + Sx 2 and S(Xx) = X*(Sx). This
-1
and is denoted T (3)- Similarly, if S C 9C, the set T(S) described in is an example of another important type of mapping between vector
spaces:
§7 of Chapter III is called the direct image of S under T.
Definition 2. // T: V -» VJ is a linear mapping, the set 91 of aU Definition 3. // V and V? are vector spaces, a mapping S: V —> V? is

vectors x £ V such that Tx = 8 is called the null space of T. Thus, said to be conjugate-linear (or "semilinear") in case

9i= {*£ v.Tx = e} = r-'aoi). (i) S is additive: S(x + y) = Sx + Sy

(ii) 5 is conjugate-homogeneous: S(Xx) = X*(Sx).
Under a linear mapping, the direct and inverse images of linear
Several important examples of conjugate-linear mappings will occur
sub8paccs are themselves linear subspaces:
in the sequel, notably in § 10.
Theorem 4. Let T: V -* *W be a linear mapping:

(1) If V is a linear subspace of V, T(V B) is a linear subspace of *W. Exercises

In particular, the range T(V) of T is a linear subspace of "W.
1. If T: V —» VJ is merely additive (and not necessarily homo-
(2) // V? is a linear subspace of V?, T~ CW„) is a linear subspace of
l

geneous), formulas (1), (2), (3) of Theorem 1 still hold.

-1
V. In particular, the null space 31 = T (|0l) of T is a linear
2. If T: 6" — 6™ is any linear mapping, there exist scalars cy* in
subspace ofV.
terms of which T can be expressed as in Example IB.
(3) Txi = Tx 2 ifandonlyifxi - x2 £ 91.
3. In Examples 1 through 12, discuss null space and range. Which
(4) T is infective if and only if 91 = [0\ of these mappings is injective (resp. surjective, resp. bijective)?

Proof. 4. Let T: V —* *W be a linear mapping, S a system of generators

(1): Since £ *0 ,
= T0 £ T(V„). Suppose 2/1,2/2 £ T(V and X
),
for V, and 3 an independent subset of V. Then:
(i) If T is surjective, T(S) is a system of generators for *W.
is scalar. Say y k = Txk , where x k £ V„. Since x t + x 2 £ and
1><,

(ii) If T is injective, T(3) is an independent subset of \V.

\Xi £ 1) , one has y x + y2 = Tx y + Tx2 = T(x t + x 2 £ T(V„) and
)
If S is an arbitrary subset of V, [T(S)] = T([S]) (see Definition 1.5.3).
\ yi = XCTxx) = T(Xx,) £ TCOo).
 ;

82 Introduction to Hilbert Spaem IV §2 IV §2 Continuous Linear Mappings 83

5. Let T: V -» *W be a linear mapping. 2. If m ^ the scalar mapping Tx — fix is a vector space isomor-
0,

(i) If T is surjective, and 13 is finite-dimensional, then V? is finite- phism of 13 onto 13. For, T(n~ l ij) = y shows that T is surjective, and
dimensional. T is injective by Theorem 1.2.1.

If T is injective, and 13 is infinite-dimensional, then "W is

(ii)
3. The mapping T(\ u - -,X„) = (X,v -,K-) described
•
in Example
infinite-dimensional.
1.11 is a vector space isomorphism. |
(i') If T is surjective, and *W is infinite-dimensional, then *U is

infinite-dimensional. If T: EC — » "y is any bijective mapping, one can produce, in a

(ii') If T is injective, and V? is finite-dimensional, then 13 is finite- natural way, a mapping S: <y -» X in the "reverse direction." The
dimensional. mapping S, called the inverse of T, is defined as follows: given y £ *y

6. Suppose V has dimension n, *W has dimension m, and T:V

— *W
since T is bijective, there is exactly one x £
9C such that Tz = r/,

hence one can unambiguously define Sy = x. Thus, Sy is the unique

is a linear mapping. Given a basis x u
-
,x n for 13, and a basis jh, • • •
,2/m

=
element of EC such that T(Sy) = y. If x £ EC, S(Tx) = *; for, setting
for *W, one has Txk = £"_ , OflS/i for
suitable scalars ajk (j 1, • • • ,m;
y = Tx, Tx — y shows that Sy = s.
fc = 1,. .,n). The.coefficients (a,-*) can be arranged in a rectangular
1

array, of m rows and n columns, with aj k occurring as the inter-

Definition 2. // 7 : 9C y is a bijective mapping, the inverse of T is

section of the column. This array is called the

/th row and fc'th
denoted T~ l
. Thus:

matrix of T with respect to the given bases. If S: 13 -» *W is another (i) T~ y l

: -* EC.
linear mapping, with matrix (0 ik ) relative to the same given bases,
then S = T if and only if Bjk = ajk for all j and fc.
(ii) T~\Tx) = xforallxCX.

*7. It has a basis 3, in the

can be shown that every vector space V (jii)T(T- l y)= yforaUyCy.
sense of Definition 1.7.2. Granted this result, if *W is another vector T: EC — *y
It is easy to see that if > is bijective, then T~ x
is also bi-
space and T: 3 —* *W is any mapping, show that there exists one and jective, and (T
-1 -1
= T.
only one linear mapping S: 13 -» such that Sx = Tx for all x 3. W £ )

Theorem 1. // T: 13 —* *W is a vector space isomorphism, then

The obvious analogs of Theorems 1 through lt hold for conjugate- —
8. T~ l "W : 13 is also a vector space isomorphism.
linear mappings.
Proof.

§2. ISOMORPHIC VECTOR SPACES Since S = T~ l

is bijective, the problem is to show that S is additive
and homogeneous. Given £ *W, and X scalar. One has
y uy2
Definition 1. A vector space 13 is said to be isomorphic with a vector TlSfoi + ife)J = 2/i + 2/2 = T(Sj,,) + T(Sy 2 = T(S», + 8y»); since)

space W
in case there exists a bijective linear mapping T: 13 —» *W. 7 is injective, S^ + y 2) = -Sy, + Sy 2 . Also, r[S(X2/)] = \y =
Such a mapping T is called a vector space isomorphism of V onto *W. Mr(Sy)J = 7'[X(Sj/)], hence S(\y) = X^y). |
The symbol CSV
denotes that 13 is isomorphic with *W.
Example 4. Let 13 be the vector space of polynomial functions on [a,b],
T the linear mapping Tx = x! {Example 1.7), and <S the linear map-
Examples ping described in Example 1.8. If y is any polynomial, T(Sy) =
y
1. and *W have the same
If 13 finite dimension n, then 13 is isomor- shows that T is surjective. However, T is not injective, for its null
space Ed the set of all constant polynomials. The mapping S
phic with V?. For, suppose x a basis for 13, and y u • • ,y n is a
x ,
• • • ,x„ is • is is

basis for W. By Theorem 1.3 there exists a linear mapping T: 13 -> V?

injective; for, if Sy = 0, then y = T(Sy) = TO = 0. However, S is
not surjective, since
such that Txk = y k for all fc. It is easy to see that T is bijective its range is the set of all polynomials which are
(see also Exercise 1.4).
divisible by t - a (recall that (Sy)(a) = 0).
84 Introduction to Hilbert Space IV §3 IV §3 Continuous Linear Mappings 85
Thus, the statement "T G £(a),*W)" means that 7/ is a linear map-
Exercises ping of V into W. If S, T G JeCU/W), S = T means that Sx = Tx for
1. Let T: V -* Wbea linear mapping, 3 a basis for V. Then, T is
all x G *U.

It will be shown in this section that £('U,'W) is itself a vector space,

an isomorphism if and only if T(3) is a basis for W.
with appropriate definitions of S + T and XT. The necessary defini-
2. If V has finite dimension n, then V ^ *W if and only if "W has tions are as follows:

finite dimension n. 1. The zero mapping belongs to £(V,V?); that is, G £(.V,Vf),

3. If V is the vector space of n-ples, and "W is the vector space of

where Ox = x G V.
6 for all

polynomial functions of degree <n — 1 defined on the interval [a,b\, S,T G £{V,V?), define 5
2. If T: V -> -W by the formula +
a <b, then V "W. S (S +
TO* = Sx + Tx. If x,y G "U and X is scalar, (S + T)(x + y) =
S(x + y) + T(x + y) = Sx + Sy + Tx + Ty = (Sx + Tx) +
4. The vector space of finitely non-zero sequences is isomorphic
with the vector space of all polynomial functions on [a,b], a < b.
(Sy + Ty) = (S + T)x +
(S + T)j,, and (S + T)(Xx) = S(Xx) +
T(Xx) = \(Sx) + X(T'x) = \(Sx + Tx) = X[(S + T)x]; thus,
5. If 1) is a finite-dimensional vector space, and T: V —* V is a S + 7 G JBCO.W).
linear mapping, the following conditions are equivalent: 3. If G •CCU.'W), and X is scalar, define XT': V -> *W by the for-
T
(a) T is bijective mula (XT')! = X(Tx). If x,y G 1) and m is scalar, (XT)(x + y) =
(b) T is injective X[T'(x + - X(Tx + Ty) = X(Tx) + X(T») = (XT)* + (XT)?/, and
i/)]
(c) T is surjective. (XT)Oxx) = X(TGix)] = X[ M (Tx)] = (X M )(Tx) = GA)(Tx) = m[X(Tx)]
6. Suppose T: SC -» y and S: y -» 9C.
= p[(XT)x]; thus, XT G £(1),^).
(i) If S(Tx) = x for G then T is injective.
all x SC, 4. If T G £(1),^), define -T: V -* *W by the formula (-T)x =
(ii) If T(Sy) = y for all y £ % then T is surjective. - (Tx) = (-l)(Tx). Thus, -T = (-l)T G £CU,W).
If T: EC — *y bijective, and SC the two possible interpreta- Theorem 1.7/1) and V? are
1
7. is }), vector spaces, the set £(1),^) of all linear
-1
tions of the symbol T (S) are consistent; that is, the inverse image mappings T: V —> V? is a vector space, with respect to the following
of S under T coincides with the direct image of S under T" . definitions:
=
vx a

8. Notation as in Examples 1.9 and 1.10. Discuss T(Sx), S(Tx)

(-T)x = -(Tx)
injectivity, surjectivity, bijectivity.
(S + T)x = Sx + Tx
9. Let T: SC —» y, and suppose there exist mappings R: y -* X
and S: y -* SC such that S(Tx) = x for all x SC, and T(Ry) = y G (XT)x = X(Tx).
for all y£%
Then, T is bijective, and R = -S = T _1 .
Proof.
The problem
is to verify the axioms for a vector space, listed in
§ 1
10. Suppose T: SC — *y is bijective. of ChapterFor example, the proof of (Al) for £('U,'W) depends, in
I.
(i) If S: <y -> SC, and S(Tx) = a: for all x G SC, then S = T~K a perfectly direct way, on its validity in *W. Thus, suppose
(ii) If R: y -> SC, and T(/fy) = y for all yC% then R = T _I . S,T G £(V,-W); given any i£V, (S + T)x = Sx Tx = Tx + +
Sx = (T + S)x, hence S + T = T + S. The verification of the re-
§3. THE VECTOR SPACE £(V,V?) maining axioms is left to the reader. |

Definition 1.7/1) and V? are vector spaces, UCU/W) denotes the set of all
Example 1. If /i is a scalar, and T: V —» V is the scalar mapping
Tx = fix, then T = where 7 is the identity mapping.
linear mappings T:V —+ W. pf,
86 Introduction to Hilbert Space IV §4 IV Continuous Linear Mappings 87

Exercises
To define the composite ST, it is required that the initial set of S
coincide with the final set of T. It follows that if one is given mappings
1. Let 3 be any non-empty set, W
any vector space, and let EC(3,*W) T: a:
— > y, S: y —> Z, and R Z —* 3, all of the following composites
:

be the set of all mappings x: 3 -» \V. If x,y 90(3,^), and X is scalar, G are definable: RS, ST, (RS)T, and R(ST). Such composites obey the
definC "associative law":
(x + y)(t) = x(t) + y{t)
= Theorem 1. //TiDC y,S:y -> Z, and R: Z -* 3, then R(ST) =
(\x)(t) \x(t)
(RS)T.
for all t G 3. Then, fC(3,'W) is a vector space relative to the operations

x -)- y, \x (obvious definitions of and — x). Proof.

For all x C SC, [R(ST)]x = R[(ST)x] = K[S(Tx)] and [(RS)T]x =>
2. A linear subspace of the vector space 9C(3,'W) described in Exer- (aS)(r*) = R[S(Tx)}. |
obtained by considering the set of all mappings x: 3
cise 1 is —> V?
-1
such that x(t) = 8 for all but finitely many t. Example 1. If T: X ~* y is bijective, and S = T , the identities
S(Tx) = a; and T{Sy) = y can be written ST = I and 5BS = /.
3. Suppose V
has finite dimension n, and W has finite dimension
m. Then £(V,V?) has finite dimension mn. Theorem 2. 7/%'0,'V are vector spaces, and T: Ti -* V, S: V -»W
4. S. Let S,T £ .fiCo/W), X scalar. Given
Notation as in Exercise
are linear mappings, the composite ST: % — > W ts afeo linear.

bases for V
and W, describe the matrices of S T and XT' in terms + Proof.
the matrices of S and T (see Exercise 1.6). =
of If s,2/ G 11 and X is scalar, (ST)(:c + y) = S[7 (x + ?/)]
7

5. If "U/W are finite-dimensional, show that £(V,V?) S(Tx + Ty) = S(Tx) + 5(Ty) = (-Sr)x + (ST)y, and (5D(Xi) =
is isomorphic
with .COW/U). S[T(\x)] = S[X(rx)] = X[5(T*)] = \[(ST)x]. |

Notation as in Exercise 1, and assume "W 9± \8\. Suppose

6.
Exercises
SC(3,*W) has finite dimension N. Then, 3 has a finite number n of
points, V? has finite dimension m, and N = mn. 1. Given T: 9C -» S: % y -» Z.
(i) If S and T are both infective, then ST is injcctivo.

§4. COMPOSITION OF MAPPINGS (ii) If ST is injective, then T is injective.

(iii) If ST is injective, and T is surjective, then S is injective.

Given mappings T: 9C —> <y and S: y -> Z, there is a natural way (iv) Give an example where ST is injective, but S is not injective.
of defining a mapping of 9C into Z: if a; C SC, then Tx £ hence %
<S(rx) £ Z. The mapping x —>S(Tx) is called the composite of £ and 2. Given T: 9C -> S: "y -» Z.%
T, and is denoted ST. Thus, (i) If S and T are both surjective, then ST is surjective.

(ii) If ST is surjective, then <S is surjective.

ST: 9C -> Z (iii) If ST is surjective, and S is injective, then T is surjective.

Osr)* = 5(rx) (x g sc). (iv) Give an example where ST is surjective, but T is not surjective.
Schematically,
ST 3. Given T: 9C -» %
S: «y -> Z.
EC ->Z (i) If 5 and T are both bijective, then ST is bijective.
(ii) If ST is bijective, then S is surjective and '/'
is injective.
T\y/S (iii) If ST is bijective, and either S is injective, or T is surjective,
then both S and T are bijective.
 :

88 Introduction to Hilbert Space IV IV §5 Continuous Linear Mappings 89

(iv) Give an example where ST is bijective, but one of S,T (hence
Proof.
both) fails tobe bijective.
(1): See Theorem 4-1-
4. Let T:X — » *y. One says that T is left-4nvertible if there exists a
mapping S: <y — > SC such that ST = I (= identity mapping of EC) ; 5 (2):[R(S +
T)]x = B[(5 + T)x] = B(&c + Tx) = R(Sx) + R(Tx)
is then called a left-inverse for T. One says that T is right-invertible if = (RS)x + (RT)x = (RS + RT)x.
there exists a mapping 22: 'y — > 9C such that TR = I (= identity (3): [(S + T)R\x = (5 + T)(B:r) = S(Rx) + T(Rx) = (5B)x +
mapping of *y); B
then called a right-4nverse for T. Prove:
is
(TR)x = (SB +
TR)x.
(i) T is injective if and only if T has a left-inverse S.
*(ii) T is surjective if and only if T has a right-inverse R. (4): [X(Sr)]i = X[0SDz]= HS(Tx)]
(iii) T is bijective if and only if T has both a left-inverse £ and a [0J3)T]x = (XS)(rx) = \[S(Tx))

right inverse R. In this case, R = S = T~ l and in particular all

[S(kT)\x = S[(Xr)z] = S[\(Tx)] = X[S(Tx)]. |
,

left-inverses and right-inverses for T coincide with the mapping T~ .

x
Thus, £(13) provides an example of the following type of abstract
mathematical system
5. Given T: EC -> <y, S: <y -* Z, let R = ST. If 3 C Z, then
B" x
(3) = T-'C.S-'fr)). Definition 2. An algebra is a vector space Q, such that for each pair of

Notation as in Theorem
elements a,b £ &,, there is determined an element of Q, called the product
6. 2, with 11,13 ,*W finite-dimensional.
of a and b, denoted ab, subject to the following axioms:
Choose bases for 11,13,'VC, and describe the matrix of ST in terms of
the matrix of S and the matrix of T. [See Exercise 1.6.]
(Al) a(b + c) = ab + ac
7. Let ll.'U.'W be vector spaces. Prove:
(A2) (6 + c)a = ba + ca
(i) 11 ^ 11. (A3) X(a6) = (Xa)6 = a(X6).
(ii) If 11 £ 13, then 13 £ It.
If moreover
(iii) If 11
ll ^
£S 13 and 13 ^ W, then 11 ^ "W. [See Definition 2.1 for
the notation.]
lat.inn 1 (A4) a(bc) = (ab)c

holds for all elements a,b,c, then a is called an associative algebra.

§5. THE ALGEBRA £(D)
Definition \. If V is a vector space, £(13) denotes the set of all linear Examples
mappings T:V —» 13.
1. If 13 is any vector space, £(13) is an associative algebra (see
Theorem 3.1, £(13) = £(13,13) is a vector space. Thus,
By if Theorem 3.1 and Theorem 1).
S,T £
£(13) and X is scalar, £(13) contains the linear mappings S +T
2. Let Q. be the vector space of all scalar-valued functions defined
and \T; it also contains the composite ST, by Theorem 4-2.
on a non-empty set 3 (Example 1.1.2). If x,y a, define xy by the £
Theorem 1. If R,S,T £ £(13), and X is scalar, formula (xy)(t) = x(t)y(t). With this "pointwise" definition of prod-
ucts, it is easy to see that ft is an associative algebra. Also, xy = yx
(1) R(ST) = (RS)T
for all x,y £ Q, (such algebras are called commutative).
(2) B(S + T) = RS + RT 3. The vector space Q. of continuous functions on [a,b] (Example
1.1.3), with products defined pointwise as in Example an associa-
(3) (S + T)R =SR + TR 2, is
tive and commutative algebra. [Note: The product of continuous
(4) \(ST) = (\S)T = S(\T). functions is continuous.]
 .

90 Introduction to Hilbert Space IV IV §6 Continuous Linear Mappings 97

The vector space a of polynomial functions on [a,b] (Example 6. Starting with an algebra a, with products ab, let a, be
4. the
I.1.4)i with products defined pointwise, is an associative and com- algebra constructed in Exercise 4. If the construction in Exercise 5 is
mutative algebra. applied to the algebra a 1; describe the resulting algebra. Similarly,
start with a, apply Exercise 5 to get an algebra a , then apply Exercise
2
5. Notation as in Example 2. Suppose moreover that 3 = 6, the 4 to 0,2-

set of all scalars A. Then, if x: Q —* 6 and

y: 6 —
any two6 are
§6. CONTINUOUS MAPPINGS
elements of a, there is also available a "composite product" of x and
y, denned as in § 4; let us denote this xoy, as distinguished from the Suppose 31 is a closed linear subspace of a Hilbert space JC, and
pointwise product xy defined in Example 2. Specifically, (xoy)(t) = P:3C -> 3C is the projection of 3C on 91 (Definition III.S.2). If x„ -» x,
x (y(l))- With respect to the products xoy, the vector space a does not then Px„ -
Px; for, by Theorem 1 1 1. 8.1, Pxn - Px\\ = ||

form an algebra, since the identities (Al) and (A3) are not valid for P(x„ - x)
|[
< x„ - x -» 0. So to speak, P "preserves" con-
|| || II

composite products; the identities (A2) aud (A4) do hold, and \(xoy) vergent sequences. This type of condition makes sense for metric
= (Ax) 02/. spaces:

Exercises Definition 1 . Lei EC and be metric spaces, T: 9C -> y. Let x

<y
SC; the £
mapping T is said to be continuous at x in case x„ » x implies —
1. Let be a basis for the vector space "0. For each pair of
xj, • • •
,xn Txn — > Tx. IJTis continuous at every x £
SC, it is called a continuous
indices j,k (j !,• -,n; A; = 1,- -,n), let Ejk be the linear mapping
= mapping.
such that EjkXk = %j and TSp&i = 6 when i^lc (see Theorem 1.S).
Then:
Examples
(i) EijEjk = Eik .

(ii) EijE rk = when 3 ^ r. 1. If 91 is a closed linear subspace of a Hilbert space 3C, the projec-
<iii) g B« = 7. tion P: X -* X
of 3C on 91 is a continuous mapping.

2. If the metric spaces SC and <y in Definition 1 are sets of complex

Suppose "0 is a vector space of finite dimension n. A "set of
2.
numbers, with d(X,jt) = \k — j*|, the notions of continuity are the
n X n matrix units" in £(V) is a set of linear mappings B& £ £("0) classical ones.
(j = 1,- • -,n; fc = 1," • -,n), satisfying the relations (i), (ii), (iii) of
Exercise Given such a set, prove there exists a basis
1. x\, ,x n of "0
3. Let
be a metric space, y a fixed point of 9C. The mapping
EC

such that EjkXk = Xj and EjkXi = 6 when i ^ k.

T: EC -» by Tx = d(x,y) is continuous by Theorem 1 1. 4.1.
(ft defined
For example, if y is a fixed vector in a prc-Hilbert space 0>, then
3. If a is an algebra, and 3 is a non-empty set, the set of all map- x -* x - y is a continuous mapping of (P into the metric space (ft of
|| j|

pings x: 3 —+ d is an algebra (with operations defined pointwise, as real numbers; in particular, x -» x is continuous (see also the || ||

in Example 2) Corollary of Theorem 1 1. 5.1).

4. If y is a fixed vector in a prc-Hilbert space (P, then

Let a be any algebra, with products denoted ab. Introduce a
4.
x -> (x\y)
isa continuous mapping of (P into the metric space e of complex num-
new product [a,b] between elements a,b £ a, via the formula [a,b] =
bers (see Theorem II.5.1).
ab — ba; together with the vector space operations already given, a
is an algebra (generally non-associative) relative to the products [a,b]. Theorem 1.If X and <y are metric spaces, the following conditions on a
mapping T:X — *y are equivalent:
>

5. Let a be any algebra, with products denoted ab. Define a new

(a) T is a contmuotis mapping.
product \a,b] via the formula \a,b\ = -|(a6 ba). Then a is an +
algebra (generally non-associative) relative to the products {a,6|. (b) If S is any closed subset of *y, T~ x
(S) is a closed subset of X.
92 Introduction to Hilberi Space IV §7 IV §7 Continuous Linear Mappings 93

Proof.
Definition 1. A normed space is a vector space 8 such that for each
vector x £ £, there is defined a non-negative real number called the norm
(a) implies (b)
-1
: Let S be a closed subset of and suppose x
_1
% EC is £ of x, denoted \\
x ||, subject to the following axioms:
adherent to T (S). Choose any sequence x„ £ T (§) such that
x„ — » x. Then Tx n £ S, and since Tx n —» !Fx by the continuity of !T, (Nl) ||
x || > whenever x ^ 6; \\B\\ = 0.

Ta: is adherent to »S; since S is closed, Tx £ S, thus x £ T~ l

(oS).
(N2) ||
x +y < || ||
x || + || y \\.

(b) implies (a): Given x„ —» x, the problem is to show that

—» > (N3) ||Xx||= |X| -11*11.
Tx„ Tx. Assume to the contrary that for some e > 0, d(Tx„, Tx)
t for infinitely many n. Passing to a subsequence, we may suppose In words, the real-valued function x —» x (x S) is strictly || £
||

d(Tx„,Tx) e > for all n. Let S

{y = £
e|. It is easy to
y: d{y,Tx) > positive, subadditive,and absolutely homogeneous. It is clear from (N3)
see that S is a closed subset of "y (see Example 111.2.6). Now, that -x = tx = x
|| || || || ||
I!.
7' -1 (S), hence x is adherent
d(Tx„,Tx) > e shows
-1
that Tx n S, x n £ £
to T~ (S) ; since T
x
(S) is a closed subset of EC by the assumption (b),
_1 Examples
x £ r (S)- Thus, Tx £
S, d(Tx,Tx) > e, a contradiction. |

Corollary. If EC and y are metric spaces, T: 9C —* *y is a continuous 1. Every pre-Hilbert space is a normed space, with norms defined
mapping, and y £% then jx £ EC: Tx = y) is a closed subset of EC. by the formula x = (x|x) M (see Theorems II. 8.1 and II. 3.5).
|| ||

Proof. 2. Let S be the vector space of continuous functions on [a,b] (see

\y\ is a closed subset of *y. | Example 11. 4.5), and define the norm of x to be the number
LUB |x(Z) a < t < b\. This norm is denoted x H^, to distinguish
{ | :
||

it from the pre-Hilbert space norm described in Example II.3.2.

Exercises

3. If is a normed space, and 91 is a linear subspace of then 91

1. Let be metric spaces, S: EC -> <y and T:
EC and <y EC -> <y fi S,

continuous mappings. Prove:

is itself a normed space. |

(i) {x EC: Sx = Tx) is a closed subset of EC.

£ Every normed space S is a metric space, with distances defined by
(ii) If S is a dense subset of EC, and Sx = Tx for all x £ S, then the formula d(x,y) = x - y (see the proof of Theorem 11. 3.6). ||
'}

S=T. Thus (see § 5 of Chapter II), a sequence x„ is (i) convergent to a

SC,%Z are metric spaces, and T: EC -» y, S: y -> Z are con-
2. If vector x in case x„ — x —> 0, (ii) Cauchy in case xm — x» -* 0,
|| || || ||

tinuous mappings, then ST: EC — Z is a continuous mapping. (iii) bounded if there is a constant M such that || x„\\ < M for all n.
If e > 0, the sets {x: f x - y || < x: x - y II
< and
NORMED SPACES, BANACH SPACES, CONTINUOUS
(x: y
||
x — ||
=
are called, respectively, the open ball, closed ball,
ej
§7.
and sphere, of center y and radius t. Spheres and closed balls are closed
LINEAR MAPPINGS
subsets of S (see Example II 1. 2.9).
From Chapter VI onward, we will be concerned primarily with con-
Theorem 1 In any normed space:
tinuous linear mappings T: 3C —> 3C of a Ililbert space 3C into itself.
.

Much of what can be said about such mappings can be expressed (1) Ifx n —> xandy n -* y,thenx n + ?/„—> x + y.
directly in terms of the norm, and properties of the norm, without
product from which the norm (2) If xn —* x and \ n —* X, tlien X„x„ — » Xx.
having to refer explicitly to the scalar
is derived. A convenient vehicle for discussions of this sort is the (3) If x„ and y n are Cauchy sequences of vectors, and X„ is a Cauchy
concept of a normed space: sequence of scalars, then x„ y n and X„x„ are Cauchy sequences. +
94 Introduction to Hilbert Space IV §7 IV §7 Continuous Linear Mappings 95

0)|l»l-lfl|£t*-« li-
Suppose x n -* 0. By Theorem 1, x„
(b) implies (c) x -* + x„
:
+
= x By
assumption (b), T(x n
. x ) -> Tx thus Tx n + Tx -> + ,

es) 7/x„ -> x, t/ien x„ -» || || || a: || . 7/ x n is Cauchy, then \\

xn \\ is
Txo, Txn = {Tx n + Tx ) - Tx -> 0.
Cauchy [hence convergent).
(c) implies (d) : Assume to the contrary that { || Tx || :
||
x ||
< 1 ) is
Proof. unbounded. For each n = 1,2,3, choose a vector x n £ 8 such that • • •,

(1), (2), (3): See the proof of the Lemma to Theorem. III. 8. 2. II
xn ||
< 1 and || Tx n > n. Define y n = (l/re)x„. Since y n =
||
||
||

(1/w) ||
xn ||
< 1/n, yn -* 0. By assumption (c), Tyn -> 0. But,
(4): See Theorem II. 4.1. II
Tyn ||
= (1/n) ||
Tx n ||
> 1, a contradictiou.

(5): Immediate from (4). | (d) implies (e) Assume to the contrary that no such constant
:

In particular, the constants 1,2,3,-

M
In conformity with Definition 6.1, a mapping T: 8 — * 5F between
exists. fail; for each n, choose • •

normed spaces is continuous at x £ 8 in case x n — x || ||

— » implies
xn £8 so that |j
Tx n \\> n\\ xn ||. Clearly x n ^ 0;
defining y n =
— Tx — a continuous mapping
in ^n, one has j/„ = 1, but Ty n > n, contrary to (d).
||
Txn ||
* 0. It is if it is continuous at II || || || || \\

every j££, Txn - Tx -

(e) implies (a) : If x n -> x, then || ||
= r(xn a;) <
M
|| ||

- -> hence Tx n -> Tx. \

If 8 and. JF are normed spaces, and 7': 8 —» 5 is a continu-
\\x n x\\ 0,
Theorem 2.

ous linear mapping, the null space VLofTisa closed linear subspace of 8. In view of condition (d), continuous linear mappings between
normed spaces are also called bounded linear mappings.
Proof.
31 is a linear subspace of £ by Theorem 1.4. Suppose x„ £ 31 and Definition 2. If 8 and 5 are normed spaces, and T:& —*
= JF is a con-
xn —» x. Since T is continuous, Tx n —» Tx. Thus, Tx = lim 7'x„
tinuous linear mapping, the non-negative real number
lim = 0, hence x £ 31. Thus, 31 is a closed subset of S (one could
also quote the Corollary of Theorem 6.1). | LUB {|| Tx\\: llxH < 1)

For a linear mapping between normed spaces, continuity has sev- is called the norm of T, and is denoted || T \\.

eral useful reformulations:

Theorem 4. Let 8 and ff be normed spaces, T: 8 — > ff a continuous
Theorem 3. Let S and
normed spaces, T: S ST be 5a linear mapping. linear mapping. Then:
The following conditions on T are equivalent:
(1) ||
r|| = LUB {|| 7-x|| : |ix|| < 1}.
(a) T is a continuous mapping.
(2) 7/ 8 * [0], || T ||
= LUB {|| Tx || : || x ||
= 1}.
(b) T is continuous at some point x £ S.
(3) ||
7'x ||
< || T ||
•
||
x ||
for all x £ 8.
(c) T is continuous at 6 £ S.
(4) If M> and || Tx ||
< ilf ||
x for all x £ 8, necessarily
(d) ( || Tx ||
:
I)
x ||
< 1) is a bounded set of real numbers.
II
r II
< -^.
\\

(e) There exists a constant M> such that || Tx\\ < M \\ x \\

for Proof.
allxC S. Let
(1): = LUB {|| Tx K
x < lj clearly < T Sup- ||
: || || ; X || ||.
pose x < 1; given any e > 0, the vector y = (|| x
|| ||
l
e)~ x has +
Proof. \\

norm <1, hence Ty < K; that is, Tx < 7f(|| x + e). Lettmg
|| \\ || || [|

(a) implies (b) : trivial. * -^ 0, Tx < 7C x < K. Taking LUB over x < 1, T < K.
|| || || ||
|| |j || ||
 . :

96 Introduction to Hilbert Space IV §7 IV §7 Conf/nuous Linear Mappings 97

(2): Since 8 ?* {0}, there exist vectors x £ 8 such that ||x|| = 1.
by the Corollary of Theorem 11.34- Thus, || Tx ||
< Af || x ||, where
Define TV = LUB Tx x = 1 clearly N <\\T\\. Suppose
||| \\
: || || j
;

||
x ||
< 1. If x = 0, then Tx = 0, hence Tx = < N. If x ^ 9, || ||
M= ( E" II
^x* ||
2
j is independent of x. This shows that T is con-
the vector y = || x 'x has norm 1, hence Ty || ||
< AT; that is,
tinuous, and T < M.
<N
|| ||

II
Tx || ||
x ||
= "N. Thus, Tx ||
< N whenever ||
x \\
< 1; it fol-
lows that || T ||
< AT. The most obviously continuous mappings are those which preserve
distance
Given any x
(3) : £ 8. If x = 0, clearly Tx < T|| || |
I!
If
—
x let y =
5^ 0, x; since 2/ II
= 1, I fy < IT ||
that is,
Definition 3. // JC and y are metric spaces, a mapping T: 9C » *y is

l|Tx||<||r|| x said to be isometric in case d{Txi,Tx2) = d(xi,X2) for all Xi,x 2 £ EC.

Theorem 8 and ff are normed spaces, a linear mapping T: 8 —*

(4): Suppose M > and II
Tx ||
< M ||
x ||
for all x £ 8. If
5. //
and only if Tx = x for all x £ 8.
£f

II
x ||
< 1, || Tx ||
< M ||
x ||
< M; talcing LUB over || x ||
< 1,
is isometric if || || || ||

|| T ||
< M. | Proof.
This is immediate from the relations ||
Tx — Ty \\
= \\ T(x — y) ||

Examples and || Tx|| = || Tx - Tt> ||. |

Metric spaces in which every Cauchy sequence is convergent are

Let z/ be a fixed vector in a pre-Hilbert space <?, and define
4.
said to be complete. Pre-Hilbert spaces with this property are called
T: (P -* 6 by the formula Tx = (x|*/). Then, T is a linear mapping
Hilbert spaces. A normed space with this property is called a Banach
of (P into the one-dimensional Hilbert space e, and Tx | |
= |
(x y) I
|
< space:
||
x || || y ||
shows that T is continuous, and || T ||
< || y ||. In fact,
||
T ||
= || y ||. This is clear if y = 0; if y * 0, ||
T || || 7/ 1|
> \Ty\ = Definition 4. A Banach space is a complete normed space.
I (V 1 2/) I
= II V II
2
shows that ||
T ||
> || y \\.
Thus, a Banach space is a normed space (B with the following prop-
and Q are pre-Hilbert spaces, and T:
5. If (P -> Q is a continuous <P erty: if x„ £ 03 and ||
x,„ — x„ ||
—> 0, there exists an x £ (B such that
linear mapping, then T = LUB (Tx| y) x < l,\\y\\ < 1 fl
|| { | \
:
\\ \\ 1 II
x„ —x ||
— > 0.

For, let K
denote the indicated LUB. If x (P, y £ Q, x < 1, £ \\ \\

||y < 1, then \{Tx\y)\ <

|| Tx y < T x y < T ||; \\
\\ \\ \\ \\ \\ \\ || || || || Examples
hence A' is a finite real number, and < T ||. If x < 1 and y K || || || || |j

< 1, \(y\Tx)\ = |(Tx|y)| < K; fixing x and taking LUB over y, 7. Every Hilbert space is a Banach space. In particular, G is a one-
II
Tx < AT by Example 4- Taking LUB over x, T < K.
|| || ||
dimensional Banach space.

a Hilbert space of finite dimension 8. If (R is a Banach space, every closed linear subspace 91 of (B is
6. If 3C is n, and 5 is any normed
space, then every linear mapping T: 3C —» ff is continuous. For, let
also a Banach space (see Theorem 111.4.1). |
x 1; • -,x„ be an orthonormal basis for 3C. If x = J^i ^fe** ' s any vector Further examples of Banach spaces will be found in the exercises.
in3C, The following theorem is a simple and useful application of complete-
n ness:
ll^ll = IIErMrx i )||<i: i
|x fc |||rxt ||

Theorem 6. Let S: 91 —> (B be a continuous linear mapping, where (B is

a Banach space, and 91 is a dense linear subspace of a normed space £.
Then, there exists one and only one continuous linear mapping T:S —* (B.
such that Tx = Sx whenever x £ 91. One lias T = 5 II. |[ ||
II
98 Introduction to Hilbert Space IV §7 IV §7 Continuous Linear Mappings 99

7. Let 8 be the vector space of continuous functions x on [a,b],

Proof.
where a < b, and define
Given i£8, the problem is to define Tx £ 03. Choose any sequence
y n £ 91 such that y n -* x. Since Sy m - Sy n - 5(?/ m - 2/„) ».-/
— — ^ || || I! ||
ii* |x(OI dt.
II
<S Vm
|| Vn||
* 0, Si/ n is a Cauchy sequence in 03. Since 03 is
II

complete, Sy„ is convergent. If also z„ £ 31 and z„ -* x, Sz n is Then, 8 is a normed space, but is not a Banach space.
also convergent, and since Sy n — Sz n = S(i/„ — z„) < S || || || || || ||

- < -S -x\\ + \\x- z n ||) -* 0, one has lim%,

= 8. Let 3 be a non-empty set. A scalar-valued function x denned on
J/n 2n (|| y n
II || ||

lim Sz„. Thus, one can unambiguously define Tx = lim Sy n Since

||

.
3 is said to be bounded if there exists a constant K such that |
x{l) \
<
II %i < S y n letting n -» w one has Tx < 5 a; ||.
I! || || || ||, || || || || ||
K for all t £ 3. Denote by 8 the set of all such x, and define
The linearity of T 8 —» (B is easily deduced from the linearity of :
(x + y)(t) = x(l) + y(t)
S, using Theorem 1. The above calculation then shows that T is con-
tinuous, and || T ||
< S || ||
. Since Ty = Sy when »/ £ 31, it is clear (Xx)(0 = MD
that ||
T ||
> || S ||.
||x|U = LUB||x(0|:<£3l.
The proof of uniqueness is left to the reader. See for instance
Exercise 6.1.
Then, 8 is a Banach space.
|

9. Let 8 be the vector space of continuous functions on [a,b],

Exercises normed as in Example 2. Then, 8 is a Banach space.

10. (i) If 8 is any normed space, the identity linear mapping

1. If 31 is a linear subspace of a normed space 8, 31 is a closed linear
subspace of 8.
7: S -* 8 is continuous. If 6 ^ |0), 7 = 1. || ||

(ii) If 8 and 5 arc normed spaces, and T: 8

—» 5 is a vector space
2. and $ are normed spaces, T: 8 —» ff is a continuous linear
If 8 isomorphism such that both T and T~ are continuous, then T~ l
l
|| ||

mapping, and x n is a Cauchy sequence in 8, then Tx„ is a Cauchy

>iini-.
sequence in 5. Does the analogous result hold for a continuous map-
11. Why does the argument in Example 6 fail for infinite-dimen-
ping between metric spaces?
sional 3C? Why does it fail if 3C is replaced by a finite-dimensional
8 is a normed space, 03 is a Banach space, and T: 8 —» 03 is a
3. If normed space 8 (even though T is nevertheless continuous by Exer-
vector space isomorphism such that both T and T~ are continuous,
l
cise 9.1 below)?
then 8 is a Banach space.
*12. If 3= is a normed space of finite dimension n, en is the n-dimen-
4. If 8 and 5 are normed spaces, T: 8 -* 5 is linear, K> 0, and sional unitary space, and T: G" —» CF is any vector space isomorphism,
either 1 1| Tx \\
: ||
x ||
< X| or { ||
Ta; || : || x ||
= K\ is bounded, then T then both T and T~ l
are continuous.
is continuous.
*13. Every finite-dimensional normed space S is a Banach space.
5. If 8 is a normed space, and Q is a pre-Hilbert space, a linear
—* and only
*14. Every finite-dimensional linear subspace of a normed space is
mapping T: 8 Q is continuous if if the set
closed.
{|(rs|2/)i:|!z||<l,||2/||<l)
15. Let 8 be the set of all sequences x = (X&) of scalars which are
is bounded; the LUB of this set is then = || T ||.
absolutely summable, that is, y." Xt I I < °o. With equality, sums, and
6. Let 8 be the vector space of n-ples x = (X x , •
•
-jXn), and define scalar multiples defined as in Example 1.1.6, and with ||x||i =
* ill
= S" l^fcl The • result is a Banach space. 22* I
Xt |
, 8 is a Banach space.
II
 , .

700 Introduction to Hilbert Space IV §8 IV §8 Continuous Linear Mappings 101

16. Let Si,S2,S 3 ,
• • •
be a sequence of normed spaces, S the set of Theorem 1. If & and J are normed spaces, £e (&,&) is a linear subspace
all "sequences" x = (a:*), with xk G 8*, such that £7 II
x* II
< °°-
of £(&,$), and is a normed space vrilh \\T\\ = LTJB ( ||
Tx || : || a; ||
< 1 }

With the obvious definitions (see Exercise 15), 8 is a normed space. 8

Proof.
is a Banach space if and only if every 8* is a Banach space.
See Theorem 8.1 for the definition of the vector space £(8,5).
Let be a sequence of normed spaces, 8 the set of G
17. 81,82,83, • • •
Clearly JJ.f.S.ff), and || ||
= 0. If S,T G £.(fi,SF), and X is
all "sequences" x = (xk ), with xk G S fc ,
such that £" II
** II
2
< °°- scalar, then for any \\x\\< 1, ||
(S + T)x = \\ |j Sx + Tx || < Sx || ||

Define ., + ||
Tx < 5 + T and (XT)* = \(Tx) =
II || || || II, || || || || |X| Tx •
||
||

= (l: **
2 < |X| • T thus S + T and XT arc continuous, and taking LUB
|| ||;
11 11
) over x < 1, one has S + T < S + T and XT = \\
|| || || || || || || || ||

|X| • T Clearly T > unless T = 0. |

and define x + y, \x in the obvious way. Then, 8 is a normed space.
|| ||. || ||

8 is a Banach space if and only if every 8* is a Banach space. Theorem 2. If 8 is a normed space and (B is a Banach space, then
*18. Let 8 be the vector space of n-ples x = (\ u -
-.X,,), p a fixed £ C (S,(B) is a Banach space.

real number >1, and define ||

x p ||
= (^"iX*!") • Then, 8 is a Proof.
Given a sequence of continuous linear mappings T„: 8 —* 03 such
Banach space.
that Tm — T„ —* 0, the problem is to construct a continuous
,] ||

*19.Let 8 be the vector space of continuous functions x on [a,b],

linear mapping T: 8 -» ® such that T - T„ 0. !| ||
-
where a < b, and let p be a fixed real number > 1. Define For each x G 8, Tmx - (Tm T„)x < Tra - TB
||
Tn x }\
= - ||
|| || ||

||
a; — » shows that Tn a;
||
is a Cauchy sequence in ffi. Since (B is
"•
l*C0!"rf«) complete, T n x converges to a unique limit, which we denote Tx. Thus,
I»IU-(J[
the mapping T: 8 —> (B is defined by the formula Tx = lim T„a:. It
will be shown that (i) T is linear, (ii) T is continuous, and (iii)
Then, 8 is a normed space, but is not a Banach space.
|| T - T» -> 0. ||

20. Let 8 be the vector space of n-ples x = (Xi,---,X»); with By Theorem 7.1, T(x + y) = lim T„(x + y) = lim (Tn a; + T„y) =
||
x ||x = niax (Xi !,• •,! A»| }, 8 is a Banach space (see Exercise 8).
(
•
lim T n x + lim Tn y = Tx + Ty, and T(Xz) = lim Tn (Xa;) = lim X(T a;)
n
If ||
i ||p is defined as in Exercise 18, = X lim T„x - X(Tx). Thus, T is linear.
Since every Cauchy sequence is bounded (see the Lemma of
x |U = lira x p .

Theorem II. 5.1), there is a constant K >

|| || ||

p-.« such that T„ < K for || ||

all n. Given any x G £; since T„a; -> Tx, T„x -^ Ta; by

x — y + 2 2 || || || ||
•21. Suppose 8 is a normed space such that x y -f- || || || ||
Theorem 7.1. Passing to the limit in the inequality T„a; < K\\x
|| ||
+
= 2 x 2 2 y 2 for all x,y G 8. Then, there exists a scalar prod-
|| ||
one has ||
Ta; ||
<K \\
x \\. Thus, T is continuous, and
|j

|| T
||

||
< K. It is
\\,

uct (x\y) on 8, satisfying the axioms for a pre-Hilbert space, such that now meaningful to write ||
T— T„ ||.
= (x\x)^. Thus, a Hilbert space can be described as a Banach
||a; ||
Given > 0, let N be an index such that T,„ — T„ < 1 when-
e || ||

space whose norm satisfies the "parallelogram law." ever m,n > N. Given x G 8, x < 1. If m,n > N, Tm z - T„a; |'
|| ||
||

= (Tm - T„)a: < Tm - T„

II x < 6 x < e; fixing n > N
|| || || || || || \\

§8. THE NORMED SPACE £C (S,,5) and letting m -> «, one has Tx - T„x < Thus, Tx - T„x || || e. ||
||

< e provided n > iV and x < fixing n > N and taking LUB || || 1 ;
Definition 1.7/8 and are normed spaces, £ c (8,fF) denotes the set of
?F

—*
over x < 1, T - T„ < Summarizing: given any « > 0, there
|| || |i || e.
continuous linear mappings T: 8
all
T - T„ < e whenever n >N. |
£F.
is an index N such that
|| ||
702 Introduction to Hilbert Space IV §8 IV §9 Continuous Linear Mappings 103

Exercises *6. Let 8 and

be Banach spaces, 91 a dense linear subspace of 8,
ff

and T n 8 —* £F a sequence
'- of continuous linear mappings. Suppose
1. (i) If 8 and SF are normed spaces such that £ e (S,$F) is complete, T„x is convergent, for each x G 91- In order that T„ converge strongly,
SF is not necessarily complete. in the sense of Exercise 2, to a continuous linear mapping T: & —» JF,
(ii) If (P is a pre-IIilbert space, <P ?* [B], and £ c (<?,5) is com- it is necessary and sufficient that there exist a constant such that M
plete, then 5 is necessarily complete. ||
T„ ||
< M for all n = 1,2,3, • • •

*(iii) If 8 ?* \6\ and £<:(8,S) is complete, it can be shown that 3=

is necessarily complete.
§9. THE NORMED ALGEBRA £ c (8), BANACH ALGEBRAS
Let 8 and SF
2. be normed spaces, and T„, T G £ c (£,$)- One says
that "T„ -* T uniformly" in case Tn - T \\
-> 0, that is, T n -» T Definition 1.7/8 is a normed space, <C C (8) denotes the set of all continu-
\\

ous linear mappings T.& —* 8.

in the normed space £ c (8,ff). One says that "T„ -» T strongly" in case
T„z -
Taj for each x G 8, that is, T„x - Tx -* for each || \\
Thus, £ c (6) is the normed space J2 e (S,8) described in Theorem 8.1.
iC6. Prove:
In addition, £ c (8) contains the composite ST of any two of its
(i) T„ -* T uniformly, then T„ -> T strongly.
If
members:
(ii) Tn —* T uniformly, if and only if: given any e > 0, there is an

index N such that T„x — Tx\\ < e whenever n > N and x

||
< 1 || \\ Theorem Suppose T: 8 —> SF and S: ff —* 9 are continuous linear
1.

(so to speak, T n x —* Tx uniformly for x in the closed unit ball of S). mappings, where 8, SF, and g are normed spaces. Then ST: 8 —> g is

mapping, and ST < \\S T

Let 8 and SF be normed spaces, T„: 8 —» IF a sequence of con-
a continuous linear \\ \\ || || ||.
3.

tinuous linear mappings, and assume there is a constant such that K Proof.
||
Tn ||
< K for all n.
ST is linear by Theorem Jh 2. For any x G 6, (5T)i = S(Tx) l|
|| || ||

Let 91 = |iC£: T„x is Cauchy). Then, 91 is a closed linear

(i)
< 5 || Tx < S ||
T
||
a: this shows that ST is continuous,
|| || || || ||;
|| ||

subspace of 8. and ST <\\S T by Theorem 7.4. See also Exercise 6.2.

|| \\ || || || |
(ii) If 5 is a Banach space, there is a continuous linear mapping

T: 91 -> SF such that T„x -* Tx for all i£M. One already knows that £(8) is an associative algebra {Example
(iii) Suppose SF is a Banach space, and 9U is a dense linear subspace 5.1). Since £ c (8) contains the composite ST of any two of its elements,

of 8 such that T n x is convergent for each x 9TC. Then, there exists G and since the identities of Theorem 5.1 hold in particular for the
one and only one continuous linear mapping T: 8 —* $F such that elements of £ c (8), it is clear that £ c (8) is itself an associative algebra.
T„ —* T strongly in the sense of Exercise 2. This result is known as Moreover, it is a normed space, and ST || ||
< || S \\ ||
T \\
for every

the "Banach-Steinhaus theorem." pair of elements. This is an example of the following:

*4. Let G$ be a Banach space, 8 a normed space, and 3 a set of Definition 2. A normed algebra t8 an associative algebra Q. which is
continuous linear mappings T: 63 — * 8; in other words, 3 £ e (<S,,&). C aho a normed space, such that ||
ab ||
< || a || || b ||
for all a,b G ft. If
Suppose 3 is "pointwise bounded," in the sense that for each x © G moreover Q, is complete (hence is a Banach space), « is called a Banach
there exists a constantx such that Tx < M
z for all T 3. Then, || ||
M G algebra.
itcan be shown that there exists a constant such that T < M || ||
M
In the above definition, it is assumed that a + b and Xa have the
for all T G
3. This result is known as the "principle of uniform
same meaning for the algebra structure and the normed space struc-
boundedness."
ture. Summarizing,
*5. If 0J is a Banach space, 8 is a normed space, T„,T G£ e (<B,8),

and Tn —» 2' strongly, in the sense of Exercise 2, there exists a con- Theorem 2. If 8 is a normed space, £,,(8) is a normed algebra. If (B is a
stant M such that ||
T„ ||
< M for all n = 1,2,3,- • •. Banach space, £ c (ffl) is a Banach algebra.
 704 Introduction to Hilbert Space IV §10 IV §10 Continuous Linear Mappings 105

Proof. Definition 2. If 8 is a normed space, the normed space dual 8 is the

of
If (B is a Banach space, £ C (<B) is complete by Theorem 8.2. | set £ c (8,e) of all continuous linear forms f: 8 — G. Notation: 8' =
In particular, £ c (s,e).
Theorem 3. If 3C is a Hilbert space, the set £C (3C) of all continuous
Theorem 1 . If 8 is any normed space, 8' is a Banach space relative to

linear mappings T: 3C —» 3C is a Banach algebra, relative to the defini- tlie definitions

tions
if + g)(x) = f(x) + g(x)
(S+T)x = Sx + Tx
(\f)(x) = Xf(x)
(\T)x = \(Tx)
||/ [|
= LUB {|/(s)! HI* || <1}.
(ST)x = S(Tx) Proof.

= LUB < Since Q a Banach space, Theorem 8.2 applies.

||
T|[ Ul ^H :|la;|! 1}.
is

Exercises Examples

1. normed spaces, and 8 is finite-dimensional, then every

If 8,5 are 1. Each vector y in a pre-Hilbert space 6> determines a continuous
linear mapping T: 8 —* ff is continuous. linear form namely y'{x)
y': (P —
(x\y), and one has
* e, y' = = || \\

y (see Example 7.4). The abundance of continuous linear forms

Let 3 be a non-empty set, ft the Banach space of
2. all bounded || ||

scalar- valued functions x denned on 3, with

on <P is expressed in the following result: given any non-sero vector
z G <P, there exists an / £ (P' such that / = 1 and f(z) = z \\. || 1| \\

= LUB||z(f)|:«e3) -1
||ziU For, setting f =\z l
\\~ z', one has/(z) = ||
l
z \\~ z\z) = j! z H ^)"
With products xy defined by
(see Exercise 7.8). (xy)(t) = x(t)y(t), a is ||
z || . This illustrates the following:

a commutative Banach algebra. *2. If 8 is any normed space, and 2 is a non-zero vector of 8, it can

3. Let a be the Banach space of continuous scalar-valued functions be shown, using the "Hahn-Banach theorem," that there exists at
x defined on the closed interval [a,b], with least one continuous linear form / on 8 such that
/ = 1 and f(z) = || 1|

In particular, 8 ^ \8) implies 8' 7* {0}. In the sequel, this

z
||*||»- LUB \\x(Q\:a<l<b) || || .

example will be referred to only in the exercises.

(see Exercise 7.9). With products dcfuied by (xy)(l) = x(t)y(l), ft is a
Theorem 2. Let (Pbea pre-Hilbert space. For each y £ (P, define y' £ (P 1
commutative Banach algebra.
as in Example 1 Then, the mapping y —> y' of (P into <?' is
.

*4. If 8 is a normed space such that £ c (8) is a Banach algebra, 8

is necessarily a Banach space. (1) conjugate-linear: (y + 2)' = y' + 2'
(\y)' = XV,
§ 10. THE DUAL SPACE 8' and

Definition 1. A linear form on the vector space V is a linear mapping (2) isometric: ||
y' \\
= \\y\\.

f: V -> e; that is, f £ £(V,Q). If this mapping is surjective, (P is necessarily a Hilbert space.
Thus, a linear form on V a scalar-valued function / denned on V,
is Proof.
such that the relations f(x + y)
= f(x) +f(y) and/(Xx) = \f(x) hold For all x £ <P, (y + z)'(x) = (x\y + z) = (x\y) + (x\z) = y'(x) +
identically. In the context of normed vector spaces, one may speak of *'(*) = (y' + z'){x), and (\y)'(x) = (x\\y) = A^z/) = \*y'(x) =
continuous linear forms: (XV) (*).
706 Introduction to Hilbert Space IV §10 Continuous Linear Mappings
IV §10 107
It follows that (y — z)' = y' — z'; as shown in Example 1,
Proof.
II iy ~ *)' II
= II V ~2 I!,
thus ||
y' - z' ||
= || y - z \\, so that the
proved in the preliminary remarks, and immediate from
(1) is (3) is
mapping y —* y' is isometric in the sense of Definition 7.3.
the definitions of x" and y'.
Suppose the mapping y —* y' is surjective. Given a sequence
2/n £<P such that ym - y„ -» 0; since y m - y„'
||
= \\ym - y n || ||
'
|| || (2) x" < x
: was established in the preliminary remarks.
|! || || ||

—» 0, t/ n is a Cauchy sequence in <P'. By Theorem 1, there exists

'
Moreover, x 2 = (x\x) = x"(x') < \\x"\\ \\x'\\ =
|| ||
x" z ||, || || ||

an / £
(P' such that j/„' — / — » 0. By assumption, f = y' for suit-
|| 1|
hence x < x" (even if x = 0). |
[| || || ||

£ - = 2/n' - J/ = 2/n' - / -» 0. In
7
able y <P, thus J/» 2/ || II || II II II

other words, y„ —» ?/, and it has been shown that every Cauchy
Exercises
sequence in (P has a limit in (P. See also Exercise 7.3. |

1. If 91 is a dense linear subspace of the normed space 8, and g is a

Conversely, it will be shown in Theorem V.l.l that if 3C is a Hilbert
— continuous linear form on 01, there exists one and only one continuous
space, the mapping y y' described in Theorem Sis a. surjective map-
linear form g on 8 such that g (x) = g(x) for all x £ 91. The mapping
ping of 3C onto 3C'.
g — * g is an isometric vector space isomorphism of yi' onto 8'.
Suppose 8 is a normcd space, 8' its dual space. Since 8' is itself a
normed space, one can in turn form its dual space (8')'. This is called
2. If 8 is a normed space of finite dimension n, then every linear
the bidual of 8, and is denoted 8"; it is, of course, a Banach space form on 8 is continuous, thus 8' = «C(8,C). The dimension of 8' is
(Theorem /). There exists a natural mapping of 8 into 8", defined as also n.
follows. Given any x 8, define a mapping x": 8' —* 6 by the for-
£
mula x"(/) = fix) if £ 8')- Then, x" is a continuous linear form on 3. If 3C is a Hilbert space of finite dimension n, the mapping y —* y'
8', as is shown by the calculations x"(J + g) = (/ + g){x) = fix) -f- described in Theorem 2 is surjective; that is, given any / £ 3C', there
9(x) = *"(/) + x"(g), x"(\f) = (\/)(x) = X/(x) = Xx"(/), and |x"(/)| exists a (unique) vector y 3C such that £
/. This result is gen- y' =
= |/(«) < / I
x Thus, x" £ 8", and x" \\<\\x
II II II
(see Ex-
|| . || ||
eralized to arbitrary Hilbert spaces in the next chapter (see Theorem
ercise 5). Moreover, the mapping x —* x" is a linear mapping of S V.l.l).

into 8", that is, (x + y)" = x" + y" and (Xz)" = \x"; for,
*4. If x and y are distinct vectors of a normed spaced 8, there
(» + y)" if) = /(* y) = /(x) +fti) - «"(/) + 2/"(/) = (*" + 2/") (/),

and (\x)"(f) = f(\x) = X/(x) = \x"(f) = (Xx")(/). In the next

exists an / £
S' such that fix) ^ f(y).

chapter we shall be concerned with the following special case *5. If 8 is any normed space, the mapping x x" of 8 into 8"
—» f described above, is isometric: x" = x
|| ||.
Theorem 3. // (P is a pre-IIilbert space, the natural mapping x x'
|| ||

of (P into (P", described above, is

6. A normed space x" of 8 into 8"
8, for which the mapping x — *

is surjective, is said to be reflexive. It will be

next chapter shown in the
(1) linear: (x + y)" = x" + y" that every Hilbert space is reflexive (see Exercise V.2.2). Prove:
(Xc)" = \x", (i) Every finite-dimensional Hilbert space is reflexive,
and (ii) Every finite-dimensional normed space is reflexive.
*(iii) Every reflexive normed space is a Banach space.

(2) isometric: a:" = x ||.

7. Let 8 and ff be normed spaces, T: 8 —» 5 a continuous linear

|| || ||

Aforeower, mapping. Prove:

(i) For each g £ ff', the mapping x —» giTx) is a continuous linear
(3) x"(y') = 2/'(x) = (x|2/), for all x,y £ (P.
form on 8, hence defines an element of 8'.
 :

108 Introduction to Hilbert Space IV §10

(ii) For each g 5', denote G by T'g the continuous linear form
described in part (i). Then, 2": JF' —* 8' is a continuous linear map-
ping, and |! V ||
< ||
T ||. Chapf
(iii) G £ C (S,5) and X is scalar, (S + T)' = <S' + T and
If also S
(XT)' = XT'. Thus, T —* T' is a (continuous) linear mapping of
£ (S,ff) into £ (ff',S').
c c

(iv) By (ii), one can in turn form (T')': 8" -> ff". Write F" = (T')'.
Continuous Linear Forms V
Then, T"x" = (Tx)" for all iG5.
*(v) II
T' ||
= ||
T ||.
in Hilbert Space
8. If 8,5,8 ase normed spaces, and T: 8 —»SF, S: SF — > g are con-
tinuous linear mappings, then (ST)' = T'S' (see Exercise 7 for the
§ 1. Riesz-Frechet theorem
notation).
§ 2. Completion
Let 8 be a normed space, and x n ,x G 8. One says that "x„ —* x
9.
§ 3. Bilinear mappings
weakly" in case/(z n) —> f(x) for each/ 8'. Prove: if x n —* x, then C Bounded
z„ —> x weakly. [However, weak convergence does not imply con-
§ 4. bilinear mappings

vergence; see Exercise V.I.7.] § 5. Sesquilinear mappings

§ 6. Bounded sesquilinear mappings
10. Let 8 and JF be normed spaces, T: 8 —* SF a continuous linear
Bounded sesquilinear forms
8, and x n —* x weakly, then Tx„ —» Tx
§ 7. Hilbert space
mapping. Prove: if xn ,x G in

§ 8. Adjoints
weakly [See Exercise 9 for the terminology.]

11. Let 8,5 be normed spaces, and T„,T G £0(8,5). One says that
"Tn — T weakly" in
> case T„x — > Tx weakly, for each s G 8, in the
sense of Exercise 9. Consider the statements
§1. RIESZ-FRECHET THEOREM
(i) T n —* T uniformly (see Exercise 8.2) Chapters VI onward are concerned with the study of continuous
(ii) T n ~* T strongly linear mappings T: 3C -> 3C of a Hilbert space into itself. This study
(iii) T„ -> T weakly. is flavored, so to speak, by the circumstance that the
dual space 3C'
Then: (i) implies (ii), and (ii) implies (iii). can in a natural way be identified with X
(see Theorem 2 below) ; it is
Observe that in the normed space £ C (S,£F), "T n -» T weakly" has this "self-duality" of Hilbert space which distinguishes the theory
of
another possible meaning, namely /(T„) —> f(T) for each / G continuous linear mappings in Hilbert space from the theory of such
[ii c (8,JF)]' (see Exercise 9). The distinction between this, and the mappings in Banach space.
concept in (iii), has to be determined from the context. If (P is any pre-Hilbert space, each vector y G <P determines a
and £ c (&,$) continuous linear form y' on (P, namely y'(x) = (x\y). This gives rise
*12. If 8 and 5 are normed spaces, 8 5* {0}, is complete,
to a mapping y -* y', of <P into its dual space tf", which is conjugate-
then ff is necessarily complete.
linear and isometric (see Theorem IV.10.2). If this mapping
is surjec-
tive, <? is necessarily complete; we are concerned here with the con-
verse, which is the heart of the whole chapter (see Theorem 7.2)

Theorem 1. (Riesz-Frechet theorem) If f is a continuous linear form

on a Hilbert space 3C, there exists one and only one vector
y C
3C such
thatf{x) = (x\y) for aUx£X.
109
770 Introduction to Hilbert Space V §1 V §2 Continuous Linear Forms 111

6. a complete linear subspace of a pre-Hilbert space <P, then

If 91 is
Proof.
<P = 91 © 91 x (this
is Theorem III. 6.1). Another (admittedly circular)
That is, given / G 3C', the problem is to find a vector y G 3C such proof of this can be based on Theorem 1.
that y' = /.
Let 91 be the null space of/; it is a closed linear subspace of 3C, by 7. Terminology as in Exercise IV. 10.9. Prove:
Theorem IV. 7. 2. If 91 = 3C, then/ and one takes y 0. = 0, = Assuming (i) In a pre-Hilbert space <P, if x n —> a; weakly, then ix n \y) —* ix\y)
xx = 91 by Theorem III.6. 2, it follows that
/ j*. 0, 91 j* 3C; since 9l for each y (P. G
91
x
& {6). Let z G 9l x z ^ 0. Since 91 and 91 x have only the vector
, In a Hilbert space 3C, x n -» a; weakly, if and only if (x„| y) -»
(ii)
-1
6 in common, necessarily /(z) ^ 0; replacing z by [/(z)] z, we may ix\y) for each y 3C. G
suppose /(z) = 1. (iii) If x n is an orthonormal sequence in a Hilbert space,
then x n —>
Given any x G 3C; one has a; - /(x)z G 31, since f[x - f(x)z] = weakly, but one does not have x n —* 0.
f(x) - /(x)/(z) = fix) - fix) = 0. Since z _L 31, = (i - fix)z\z) =
(x|z) -/(x)(z|z). Thus, fix) = (z|z)-'(x|z) = (x|y), where j/
= Let 8 be a normed space,
8. X
a Hilbert space, and T„,T G
(z|z)
-1
z is independent of x. That is, / = y'. £ e (8,3C).
Then, T n -» T weakly, in the sense of Exercise IV. 10.11, if

If also/ = to', (x|y) — ix\w) for all

1 x; y = to results from Theorem and only if iT„x\y) -> iTx\y) for each pair x S, y 3C. G G
II.2.1. | 9. If 0C is a Hilbert space, the mapping x — » x" of 3C into 3C" is
Combining Theorem 1 and Theorem IV. 10.2, surjective, hence 3C is reflexive.

Theorem 2. LeZ (P &e a pre-Hilbert space, y -* y' the mapping of <?

into (P* described in Theorem IV. 10. 2. This mapping is surjective if and §2. COMPLETION
only if & is a Hilberl space. This section is presented as an application of the Riesz-Frechet
theorem. It may be considered "optional" and highly omissible.
Exercises One knows that the pre-Hilbert space of finitely non-zero sequences
iExample 1 1. 1.3) can be enlarged to a Hilbert space, namely I 2
1.Let / be a linear form on the vector space 1), / j* 0, and 91 the iExample II.o.l). In what sense does this hold for an arbitrary pre-
null space of /. Show that there exists a vector y with the following Hilbert space <P? In any case, there is a mapping x -* x", of & into its
property: every x t) has a unique representation x = \y + z, where
G bidual (P", which preserves sums, scalar multiples, and norms (see The-
z G 31 and X is a suitable scalar.
orem IV. 10. 3). Let us denote this mapping by U; thus, U: (P -» <P",

2. Let 1),/,9l be as in Exercise 1. Suppose 9Tt is a linear subspace of Ux = x". The linear subspace £/(<P) of <P" is a normed space which
is a sense "equal" to the normed space <P; more precisely, U defines
in
V such that (1) 911 ^ {$}, and (2) 911 and 91 have only the vector in
an isometric vector space i somorphism of (P with C/((P). Since (P" is a
common. Prove that 911 is one-dimensional, and every x G "U has a
Banach space, the closure f/((P) is also a Banach space (see Example
unique representation x = y +
z with y G 3TI and z G 31.
IV.7.8 and Exercise IV. 7.1). Thus, after "identifying" (P with C/(<P),
"LX
a pre-Hilbert space such that 91
3. If (P is = 91 for every closed we may think of the normed space (P as having been enlarged to the
linear subspace 91 of <P, then (P is a Hilbert space. Banach space t/( (P). T here remains the problem of providing every
pair of vectors in £/(<P) with a scalar product satisfying the axioms in
4.Let / be a linear form on the Hilbert space 3C, 91 the null space Definition 1 1. 1.1, in such a way that the norm deduced from the scalar
of/. If/ is not continuous, show that 91 is a dense linear subspace of 3C.
product is the same as the given Banach space norm on [/((P). This is
donpjn the following theorem, in which, incidentally, it is shown that
5. If / is a linear form on a Hilbert space 3C, and 91 is the null space
of /, then / is continuous if and only if 91 is a closed linear subspace. f/((P) = <p".
712 Introduction to Hilbert Space V § 2 V §2 Continuous Linear Forms 113

Theorem (Completion) If <P is any pre-Hilbert space, there exists a

1. (i) (w|«) > 0, (u\u) = if and only if u = d.

Hilbert space 3C, and a mapping U: <P —» 3C, such that:

Moreover,

(1) U is linear.
(ii) (v\u)* - (u\v)

(2) (Ux\Uy) = (x\y) for all x,yC<?- (iii) (u + v\w) = («|w) + (v\w)

(3) U(tP) is a dense linear subspace of 5C. (iv) (Xa|») = A(M |tO;

In fact, thenorm in the bidual <P" can be deduced from a suitable scalar the proofs are left to the reader.
product, and one can take 3C = <P", Ux = x". Thus, the scalar products (u\v) satisfy the axioms for a pre-Hilbert
space, and the relation (u\u) = u 2 shows that the given notion of
|| ||

Proof. w (calculated as in Theorem IV. 10.1) coincides with the norm

|| ||

One knows that (P" is a Banach space (Theorem IV. 10.1), and that (u\u) H deduced from the scalar product (via Definition 1 1. 3.1); these
the mapping U: <P -> <P" defined by Ux = x" is linear and isometric
two (equal) norms will not be distinguished notationally. Since .1C was
(Theorem IV. 10.3). Moreover, x"(y') = xj'(x) = (x\y) for all x,y G <P,
already a Banach space, the scalar product (u\v) makes 5C into a
where y -* y' is the isometric conjugate linear mapping of (P into (P*,
Hilbert space.
described in Theorem IV. 10.2. One has (Ux\ Uy) = (x\y) for all x,y
Let X. be the closure of U(S>) in <P"; that is, = 1/(<P). 3C is a X <P; for, with the notation of G
formula (*), one can take x„ = x and y n = y for all n. Thus, the
closed linear subspace of <P" (see the proof of Theorem 11 1. 3. 2), and is
Hilbert space 3C and the mapping U: <P -» 3C fulfill the desired con-
(Example IV. Later in the proof, it will be seen
a Banach space 7. 8).
ditions (1),(2),(3).
that 3C = <P". It remains only to show that =
-» a
3C <P". The proof will be broken up
We now have a linear isometric mapping U: <P 3C, where 3C is
into a series of remarks:
Banach space and U(iP) is dense in 3C.
A scalar product is introduced in X as follows. Given u,v G 3C, the 1. // w G 3C, then (u\x") = u(x') for all x G (P.

problem is to define (u\v). Choose sequences z n G <P, Vn G such

<P, x„C<? with x n " -» w. Since x n "(x') = (x n \x), one has
For, let
that ['x„ -* u and [/)/„ -* t>. Since ||
xm - z„ ||
= ||
U(x m - xn ) \\ (u\x") = lim (x n "\x") = lim (x n \x) = limxn"^) = u(x') (for the
- || u^ - Ux„ ||
-* 0, xn is a Cauchy sequence in <P; similarly for last equality, see Exercise IV. 8. 2).

the sequence j/„. It follows from Theorem II. 5.1 that (x n \y„) is a
J// G (P7
2. there is a unique vector u G 3C such thatf(x) = (x"\u)
convergent sequence of scalars. We wish to define ,

for all x G <P.

(*) (u\v) = Urn (x„\y„), For, let g be the linear form on C/((P) defined by g(x") = f(x).

the particular
Since |ff(i")| = |/(x)| < 11/ a: ||/|| a:" ||, g is continuous.
|| ||
= ||

hence must check that this limit is independent

1|
of
Since U((P) is dense in 3C, by Theorem IV. 7.6 there is a continuous
sequences approximating tl and v. Suppose also x „ G <P, #n G <P, with
form h on 3C such that h(x") = g(x") for
Ux n -» u and Uy„ -* v. Then, x n - x n = Ux„ - Ux„ < linear all a; G <P. By Tlieorem

$ n - Vn
|| \\ || ||
1.1, there exists a vector u G
3C such that h(v) = (v|m) for all v G 3C.
||(/i„ - u + u - Ux n -* 0, and similarly
|| !! y* 0.
|| || II
In particular, (a;"|u) = A(i") = g(x") = /(i) for all x G <P.
The desired equality lim (x„| j/„) = lim (f„|y„) results from the iden-
+ Suppose also tc G
3C satisfies f(x) = (x" u;) for all x <P- Then, G
tity (£ n \y n ) - (x n \y„) = (i„ - x„\y„ - ?/„) (x„|y n - y n ) + |

(s;"|m - w) = /(z) -/(z) = for all x <P. Choose a sequence G

(x n - x„\y„) (see the proof of Theorem II .5.1). Thus, (u u) is unambig- —«
— «;; then, (u — w\u — w) =
|

xn G<P such that z„"

uously defined by the formula (*). Since Ux n -* u, one has Ux„ |1 ||
lira (z„"|u — ic) = Um = 0, hence u — w = 0.
u hence (m|m) = lim (x„\x n )
||,
= lim |
2
= lim ||
Vx n
||
u ||
2
; from this it is clear that 3. 31 = {y': y G <P| is a dense linear subspace of IP".
114 Introduction to Hilbert Space V § 2 Continuous Linear Forms 115

91 is the range of the conjugate-linear mapping y —* y1 of (P into <P';

space described in (ii). There is a mapping / -» /' of X onto 3C' = IP"
by Theorem Show: if x £ <P, then (i')' = x".
it is clearly a linear subspace of (P\ Suppose/ £ (P', and « > is given; 1.2.

the problem such that / - y'

is < « (see
to find a vector y £ (P || || 5. Let 8 be a normed space. A completion for 8 is a pair ((B, U), where
Exercise II 1. 2.1). By Remark 2, there is a vector m 3C such that £ (1) (B is a Banach space,
f(x) = (x"|u) for all a: (P. Choose any y <P such that u — j/" £ £ || ||
(2) U: 8 — » (B is a linear mapping,
< e; this is possible because £/((P) is dense in 3C. For any x <P, £ (3) U is isometric,
(/-'</')(*) - - - K*"l«) - (*lv)l = K*"l«) ~
I
I l/(«) z/'(*)l (4) 17(8) is dense in (B.

(x"|>/")l = \(x"\u - y")\ < ||

x" \\\\u- y" ||
= || * || ||
w - y" ||
< Then:
« ||
x ||, hence ||/ - y' < ||
« by Tlieorem IV. 74- Finally, *(i) It can be shown that every normed space 8 has a completion.
Specifically, the mapping Ux = x" of 8 into 8" can be shown to be
4. 3C = (P".
isometric, and one can take for 03 the closure in 8" of the linear sub-
Given F £ 6>", let us show that F £ 3C. For all ?/ £ <P, one has
space f/(8).
I Wl <G is a continuous linear form on
II

U(6>).
Defining G(y") =
F ||

Repeating
||
y'
the argu-
||
= ||
F II II 2/ II
= F II || || i/' ||.
(ii) Suppose ((B,C/) is a completion for 8. If SF is a Banach
space,
and S: 8 — > ff is a continuous linear mapping, there is one and only
[f(j/')]*i

ment in Remark 2, there is a vector u 3C such that G(2/") = £

(y"\u) for all £ <P, hence («|i/") = [G(y")]* = F(i/')- Quoting Re-
one continuous linear mapping T: <B -» ff such that TU = S. More-
2/
over, T = S II.

mark 1, u(y') = F(j/') for all y £ (P. That is, u(/) = f(/) for all
|| || ||

(iii) If (ffi 1 ,t/ 1 ) and (<R ,U ) are two completions

Remark 2 2 for 8, there exists
/ £ 91, where 91 is the dense linear subspace of (P' described in
a unique mapping T: (Bj -
(B 2 such that: (1) T is a vector space
3; u = F results from Theorem IV. 7.6 (see also Exercise IV. 6.1). Thus,
isomorphism, (2) T is isometric, and (3) U = TU In this sense, a
F= u £ 3C. |
2 V
completion for 8 is unique.
Exercises
6. If IP is a pre-Hilbert space, a completion for (P is a pair (3C,U),
1. If i„ is an orthonormal sequence in a pre-Hilbert space (P, then where
xn — * weakly (see also Exercise 1.7). (1) 3C is a Hilbert space,
(2) U: IP — 3C is a linear mapping,
a Hilbert space, the mapping x -* x" of
2. If 3C is 3C into 3C" is

surjective, hence 3C is reflexive.

(3) (Ux\ Uy) = (x\y) for all x,y <P, £
(4) U((P) is dense in 3C.

a normed space, call a linear subspace 91 quadratic in case

3. If £ is
Then:
there exists a scalar product (x\y) defined for x,y 91, such that (1) £ (i) According to Theorem 1, every pre-Hilbert space has a comple-
y tion.
91 is a pre-Hilbert space, and (2) (a; x) ' coincides with the given norm |

x for x £ 91. Then: (ii) Discuss the analogs of parts (ii) and (iii) of Exercise 5.
|| ||

*(i) A linear subspace 91 of 8 is quadratic if and only if ||

x +y \\
2
+ (iii) Regarding (P as a normed space, any completion for
(P, in the

||
x - y ||
2 = 2 x ||
2 y ||
2
+
for all x,y || ||
2
£ 91.
sense of Exercise 5, leads to a completion of the pre-Hilbert space
(P.

If 91 is a quadratic linear subspace of 8, its closure 91 is also

(ii) *7. Let 9: be a metric space. A completion for EC is a pair Cy,t/),
quadratic. where

Notation as in the proof of Theorem 1; in particular 91 is the

4.
(1) y is a complete metric space,
dense linear subspace of (P' described in Remark 3 of the proof. Prove:
(2) U:X-+%
(3)d(Ux,Uy) = d(x,y) for all x,y £ 9C (i.e. U is isometric),
(i) 91 is quadratic in the sense of Exercise 3.
(4) U(X) is dense in 0(.
(ii) The Banach space (?' is a Hilbert space.
It can be shown that every metric space
(iii) Hence, in turn, <P" is a Hilbert space. Let 3C = <P' be the
Hilbert 9: has a completion (y,U).
116 Introduction to Hilbert Space V § 3
Continuous Linear Forms 117

8. Let <P = 911 © 91 in the sense of Definition HI.&5. Viewing <P

4. Let 11 and "W be vector spaces, T: 11 —* "W a linear mapping.
as a linear subspace of its completion 3C, one has 3C = 9TC © 91. Let 1) = £(W,e) be the vector space of all linear forms on W, and
define <p: 11 X V -* e by the formula <p(x,f) = /(Tx). Then, <p is a

§3. BILINEAR MAPPINGS bilinear form on 11 X "0.

If £C and *y are non-empty sets, the Cartesian product of 9: and if is 5. Let It.D.'W be vector spaces, / a linear form on H, and T: 1) —» *W

the set of all symbols (a>,y), called ordered pairs, where x G 9C and a linear mapping. Define *>: 11 X 1) -» *W by the formula ¥>(x,t/) =
y£%lt (xi,yi) and (x 2 ,y2 ) are ordered pairs, the relation (xu yi) = f(x)(Ty). Then, y> is a bilinear mapping of It X 1) into W.
means that both x, = x2 and = y2 The Cartesian product
(x 2 ,y2 ) yx an algebra, the mapping <p: a X & —* a defined by
.

6. If ft is
of EC and y is denoted 9C X % If w - (x,#) G 9: X % x is the Jird
<p(a,b) = ab is bilinear. In particular, if 1) is any vector space, the
coordinate of u, )/ is the second coordinate of u. Observe that <y X SC is
mapping (S,T) -> ST of £(D) X £(D) into £(D) is bilinear (see
conceptually distinct from 9C X y.
Theorem IV. 5.1).

Examples Exercises

1. all real numbers, <R X <R is the "Cartesian

If <R is the set of 1. If 9C and y are non-empty sets, there exists a natural bijective
plane." T: (R X <R -> (R is called a "real-valued func-
Any mapping mapping T: X Xy -* *y X X.
tion of two independent real variables"; for example, T(x,y)
=
2. If 9r,lf,Z are non-empty sets, there exists a natural bijective
x
2 - y
2
.

mapping T: XX Cy X Z) -» (ac X y) X Z.
2. If (P is any pre-Hilbert space, the scalar product in <P can be
thought of as a mapping T: <P X <P -» 6, namely T(x,j/) = (x|t/).
3. Any mapping F: 9C -» 1/ determines a subset of 9C X *y, namely
= G
Definition 1. // ll.D/W are vector spaces, a mapping <p: 11 X 1) -* W the set of ordered pairs gr
Prove:
{
(x,Tx) x : SC), called the graph of 2\

is said to be bilinear in case the relations

US-.SC -* ty and 7': 9C -» %then5 = T if and only if
(i) = gr. &
«»(zi + x 2 ,y) = <p(x x ,y) + <p(x2 ,y) Given g c 3C X *y. There exists a mapping T: X -» y whose
(ii)

<p(\x,y) = \>p(x,y) graph is g, if and only if (1) g * 0, and (2) given (x,yi) G g and
:

<p(x,Vi + = <pi.x,yi) + <p(x,y 2 )

(x,y 2 ) G g, necessarily y = x y2 .
J/2)

<p(x,\y) = \</>(x,y)
4. If «U.,1),*W are vector spaces, denote by (B(U,D; W) the set of all
bilinear mappings <p: It XV —* "W. For two such mappings <p,\p,
hold identically. If moreover VJ = 6, is called a bilinear form on = i =
<p
write <p in case ^(x,;/) 4>(x,y) for all x G It and G *0. Then,
11 XU (8(11,1); *W) is a vector space, relative to the operations
2/

Thus, v is a bilinear mapping of 11 X D into *W, if and only if (1) for

D, x -» v(x,y) is a linear mapping of 11 into W, and
:

{<p + t)(x,y) = <{>(x,y) + \P(x,y)

each fixed y G
(2) for each fixed x G
11, y -» <p(x,y) is a linear mapping of 1) into (\-p)(x,y) = \<p(x,y).

W. Briefly, <p is linear in each coordinate. Clearly <p(x,6) = <p(0.2/) = 0. 5. Notation as in Exercise lt Suppose <p (8(11,1); W). Each x
.
It G G
determines a linear mapping Vz :V -* °W, defined by ^(j/) = <p(x,y).
Examples D determines a linear mapping iff: It — » VP, defined by
Each !/ G
vs"(x) = f{x,y). Prove:
3. Let 11 be the vector space of n-ples x = (X 1( ,\„),y= (mi,- •
->Mn)i
-
-

• •
• , and define <p{x,y) = ]£" Xtfifc. Then, *> is a bilinear form on It X 11. (i) For each fixed <p G «(1t,D; *W), x »>x is a linear mapping of
11 into £(D/W).
118 Introduction to Hilbert Space V §3 V §3 Continuous Linear Forms 119

(ii) For each fixed <p G (8(11/0; Vf), y </? is a linear mapping of (ii) A mapping T:V -> W is linear and only if if its graph 9r is a
V into £(1l,'W). linear subspace of 1) X "W (see Exercise S).
(iii) For each fixed iC% <P
-» <Px is a linear mapping of (iii) x -» (x,0) is an infective linear mapping of 1) into 1)
X *W;
(B(<M; *W) into fiCU.W). denote its range by 1) Similarly y —» (0,?/) is an injective linear map-
.

(iv) For each fixed y£V, <p -* ^ is a linear mapping of ping of W

into V XV?; denote its range by *W Then: V and V? are .

(BOM); "W) into £0U,*W). linear subspaces of V X *W, and every vector in 1) X *W has a unique
(v) For each fixed pair (x,y) G 01 X V, <p -» «»(*,») is a linear map- representation in the form v "0 and w
o "W v„ +w ot with G G .

ping of (BOM; *W) into W. (iv) Suppose and 91 are linear

subspaces of a vector space 11,
9TC

Notation as in Exercise 5. Suppose <p

6. <B(1l,1); *W). The map- G such that (1) 311 +
31 = 11, and (2) the only vector common to 3TC
and 31 is 0. Then, there is a natural vector space isomorphism of 11 with
ping x -* <p* is a linear mapping of 11 into £(1),*^) denote it by 0, ;

-» £ is a vector the direct product vector space 311 X 31.

that is, 0(s) = *>*. Thus, * G JBl'U.JBCU.W)]. Prove: *>
space isomorphism of <B(*M; W) with jB[ tt,JC(V W)].
, ,

J
11. Let <P,Q be pre-Hilbert spaces, and let (P X Q be their vector
Notation as in Exercise 5. Using the techniques of Exercise 6,
7. space direct product, as defined in Exercise 10. Prove:
obtain a vector space isomorphism <p
—* $ of (BOM; *W) with X
(i) <P Q becomes a pre-Hilbert space, on defining ((x,,^) (x 2 ,?/2 )) |

«e[1),£0U,'W)l. = (xj |x 2 ) + (t/j t/2). <P X Q is called the pre-Hilbert space direct prod-
|

Let «U,*W be vector spaces, V - £(11,6) the vector space

8. of uct of (P and Q.

linear forms/ on 11. Prove:

(ii) One has ||
(x,y) y .
||
2
- ||
x ||
2
+ || ||
2

(i) For each fixed zCW, (*,/) -» /(*)* is a bilinear

mapping of (iii) Let (P be the range of the isometric linear mapping x —* (x,0)
11 X 1) into *W.
of (P into (P X Q, and Q the range of y -> (e,y). Then <P = Q X ,
= X
(ii) For each fixed / G "0, (x,z) -» /(x)z is a bilinear mapping of Q„ (P , and (P X Q = <P„®Qo in the sense of Definition III. 2.5.

11 X *W into *W. (iv) One has (x„,y n ) -» (x,y) if and only if both x„ -» x and
(iii) For each fixed x G 11, (/,z) -» /(*)* is a bilinear mapping of Vn -> y.

V X *W into *W. (v) (P X Q is a Hilbert space if and only if both (P and Q are Hilbert
spaces.
9. Given a fixed bilinear mapping *> of 11 XV into -W. For subsets
Sell and 3 C 1), define 12. Let SC and y be metric spaces. Prove:
S
x = |y C V: *(*,y) = for all iCS) (i) EC X *ybecomes a metric space, on defining d((xi,yi),(x2l y2)) =
x G 3) i(XiJBt) + d(yi,y 2 ). EC Xy is called a metric space direct product of SC
3 = {x G 11: *(*,y) = * for all y •

and y (there are other natural ways of defining distances in SC X *y).

Prove: —
x and x 3 are linear subspaces of 1) and 11, respectively, (ii) One has (x„,y„) (x,y) if and only if both x„ — » x and
(i) S
X X and3C( x x y n -* y.
(ii) SC (S ), 3)
x x .
.

(iii) If 2': SC — y is a continuous mapping, graph gr

(iii) If S, C
then S,
x => X
S2 ; if 3, 3 2 then 3i 32 C 3 > its is a closed
X X X
8s,
x x x x = x 3.
=
,
subset of SC X *y.
(iv) (S S and (( 3) )
—
( )) ,
(iv) For each G
(x,^,,) is an isometric mapping of
fixed y "y, x
10. Let and "W be vector spaces. Prove:
1) SC onto a closed subset SC„ of SC X "y. Similarly for the mapping
(i) 1) X becomes a vector space, on denning (xi.yi) + =
*W (x2 ,?/ 2 ) y —* (x ,y), where x„ SC is fixed. G
(x, + Xjj.j/! + 2/2 ) and X(x,z/) = (Xx,X?/), with zero element (6,0), and (v) SC X y is complete if and only if both SC and y are complete.
~(x,y) = (- x, - y). *0 X *W is called the vector space direct product (vi) Given completions for SC and y, in the sense of Exercise 2.7,

of V and *W. there is a natural way of obtaining a completion for SC X y.

120 Introduction to Hilbert Space V § 4 V §4 Continuous Linear Forms 121

13. Let S and SF be norraed spaces, and let 8 X SF be their vector 2. If a is any normed algebra, then the bilinear mapping
space direct product, as denned in Exercise 10. Prove: #>: a X 'a -»a denned by v>(a,b) = ab is bounded: ?(a,6) < o o
|| || || || || ||.
(i) 8 X SF becomes a normed space, on denning {x,y) = x || \\ || || + In particular, if 8 is a normed space, (S,T) -» ST defines a bounded
II v II- bilinear mapping of £e (8) X <C C (8) into £ C (S) (see Theorem IV. 9.1). |
(ii) x —» (x,8) and ?/ —» (fi,y) are isometric linear mappings.
Using arguments similar to those in Theorems IV. 7. 3 and 77.7.4,
(iii) If distances in 8,SF, and 8 X SF are denned as in § 7 of Chapter
the condition for boundedness of a bilinear mapping can be refor-
IV, 8 X SF is the metric space direct product of 8 and SF, in the sense
mulated as follows:
of Exercise 12.
(iv) If T: 8 —» SF is a continuous linear mapping, its graph 9r is Theorem 1. If 8,SF,g are normed spaces, and 8 X —» a
<p: SF g is bi-
a closed linear subspace of 8 X SF. linear mapping, the following conditions on <p are equivalent:
(v) 8 X SF is a Banach space if and only if both 8 and SF are Banach
(a) tp is bounded.
spaces.
(vi) If 8 and SF happen to be pre-Hilbcrt spaces, (x n ,y n ) -» (x,y) (b) Mi = LUB <p(x,y) x < <
{|| ||: || 1, y 1} is finite.
above sense if and only if (x„,y n ) —* (x,y) in the sense of
\\ || \\

in the
Exercise 11.
(c) M 2 = LUB {|| v (x,y) ||: || x ||
< 1, || y || < 1} isjimfe.

14. and *y are metric spaces, 3": £C —* "y is a bijective mapping,

If 9C
(d) M 3 = LUB { || <p(x,y) ||
: || x \\
= 1, || y ||
= 1 ) ts/Jnife.

S = T~\ and 9r is a closed subset of SC X "y (see Exercise 12), then 7/ ^ is bounded, M x = M 2 = Af 3; denoting the common value by \\tp\\,
gs is also closed. one has
15. If 8 a normed space, and T: 8 — SF
a Banach space,
(i) is SF is
0) II ¥>(*>2/) II
< \\<P II II
* || || y ||
/or all x C 6, ?/ C ff.
is a continuous linear mapping, then the normed space £t (see Exercise
13) a Banach space.
is Moreover, ||
^> || ts minimal in this property:
— a continuous
*(ii) If 8 and SF are Banach
spaces, and T: 8 » ff is
(2) 7/ Af > and ||
^(i.j/) <M || || 1 1| || y ||
/or afl x G 8 and
can be shown that T~ is also continuous.
l
vector space isomorphism, it
G SF, necessarily *> < M.
*(iii) If 8 and SF are Banach spaces, and T: 8 — SF is a linear map-
»/ || ||

ping such that St is closed, it can be shown that T is continuous. Definition 2. Notation as in Theorem 1. The number || <p || is called the
norm 0/ the bounded bilinear mapping <p: 8 X SF — * g. TAus,

§4. BOUNDED BILINEAR MAPPINGS P = LUB <p(x,y) x < < II.

(|i ||: || || 1, || y \\

Definition 1. If 8,SF,g are normed spaces, a bilinear mapping Clearly || ^ = || if and only if <p(x,y) = d for all x G 8, y G SF;

<p:& X SF — 9 > is said to be bounded in case there exists a constant M otherwise, || ? > ||
0. In condition (d) of Theorem 1, one assumes
such that || <p(x,y) ||
< M ||x y for allx C 8 and y €.5. If more-
|| || \\
85* {0|, SF ?* {0), so as to have a supply of unit vectors.
over Q = G, </> is called a bounded bilinear form ore 8 X SF.

Exercises
Examples
1. If 8,SF,g are normed spaces, and ?>:SXSF-*gisa bilinear
Let 8 and 9 be normed spaces, T: 8 —» 9 a continuous linear
1. mapping, the following conditions on <p are equivalent:
mapping, and SF = 9' the dual space of g. Define <p: 8 X SF —> e by (a) is bounded.
<f>

the formula <p{x,f) = f(Tx). Then, tp is a bilinear form on 8 X SF (see (b) If x n -

x and y n -* y, then <f>(xn ,y„) -» <p(x,y).
also Example 34), and |v(x,/)| = \f(Tx)\ < || / || ||
Tx \\
< (c) If x n -* and y n -» 0, then v>(.x„,y n ) -> 0.
II
1"
II (II
x / || || 1|) shows that <p is bounded.
2. There is a normed space analog for Exercise 3.8.
 v 4 Conf/nuous Linear Forms 123
?22 Introduction to Hilbert Space §

assuming (ii) T- <p

T is an isometric linear mapping of £ e (8,g) into
3. There is a normed space analog for Exercise 3.9: <p

x x (B C (8,SF; C).
bounded, cS and 3 are closed linear subspaccs.
(iii) If moreover g is reflexive, the mapping T <p is surjective,
T
4. If 8,ff,9 are normed spaces, denote by (& C (Z,$; S) the set of all hence is an isometric vector space isomorphism.
bounded bilinear mappings v 8 : X SF -» 9- Then, <B e (S,{F; 9) is a linear
10. The following is a specialization of Exercise 9 which can be
subspace of <B(8,S 9) (see Exercise 3.4), and becomes a normed space
;
worked out using material in the text.
when is defined as in Definition 2.
|| <p II
Let JC be a Hilbert space. Each T G £ e (3C) determines a bounded
T 3C X 3C'
-* e, namely <p (x,f) = f(Tx). In view of
5. Let 8,ff,9 be normed spaces, <p: 8 X
ff -> 9 a bounded bilinear bilinear form v :
T
mapping. Show: Theorem 1.1, this means >p (x,y') = y'(Tx) = (Tx\y) for all x,y G 3C.
T
(i) For each fixed x 8, y -* <px (y) = <p(x,y) is a continuous
G linear The relation || <p
T \\
= || T \] is elementary (see Example IV. 7.5). More-
mapping of ff into 9, and <px \\<\\v * II- Thus <P* <C C (S,9).
|| II I! > £ over, 3C is reflexive, that is, the mapping x —» x" of 3C into 3C" is
(ii) For each fixed y CS, » -» ¥>"(*) = v(*>2/)
is a continuous surjective (Exercise 1.9). It follows that T — <p
T is an isometric vector
linear mapping of S into 9, and || </? ||
< || <p || \\y\\. Thus, <<? G space isomorphism of £ C (3C) with a$ e (3C,3C'; 6).

JB.(e,8)- 11. If 8 is a normed space, and 3C is a Hilbert space, there exists

The mapping r a continuous linear mapping =
an isometric vector space isomorphism T —* <p of £,;(8,3C) with
(iii) * <p(z) ip T is

of 8 into £0(5,9). and < v Thus, <Cc[S,£ c (ff,9)]- || || || . G <Bc(6,3C'; C).

T

(iv) The mapping y _» ^(y)

= J> js a continuous linear mapping
of S into £ c (8,9), and V < <P ||- Thus, JB e [ff £«(S,S)]-
|
|| II
G >
12. If 8 and 5F arc normed spaces, and 9 is a Banach space, then

(v) In fact, || ||
= II V II
= II ? II-
©cfoSF; 9) is a Banach space. In particular, <B c (8,ff; e) is a Banach
space.
6. Notation as in Exercise 6. Prove:
(i) The mapping <p — $ is an isometric vector space isomorphism
§5. SESQUILINEAR MAPPINGS
of (Be (S,S; 9) with £ c lS,£ e (CF,g)].
—* an isometric vector space isomorphism
(ii) The mapping <p

£ c [£F,£ c (S,g)].
<p is Definition 1. If 11,1) /W are vector spaces, a mapping f>: It X 1) — » W
of <B c (8,ff; 9) with is said to be sesquilinear in case the relations

7. Let 8 and JF be normed spaces, (B a Banach space. If 9TC is a <p(xi + x2 ,y) = <p(x u y) + <p(x2 ,y)
dense linear subspace of 8, 91 is a dense linear subspace of ST, and
=
p: 311 X 91 — <B is a bounded bilinear mapping, there exists one and
•p(Xx,y) \<p(x,y)

only one bounded bilinear mapping^: 8 XiF-> © such that ^(x,y)

-
<»(z,?/i + 2/2) = <p(x,yi) + <p(x,y 2 )

f(x,y) for all x G 9TC and G 31- 2/

<p(x,Xy) = \*<p(x,y)
*8. Letbe normed spaces, and <p: 8 X ff — 9 a bilinear map-
8,ff,9

ping. Suppose that for each x 8, y -> *>(s,2/) is continuous, and that G hold identically. If moreover W e, <p is called a sesquilinear form
<m<UXU
for each 2/ 5, a; -» G
"p(s,2/) is continuous. Assuming either 8 or 5 is
a Banach space, it can be shown that <p is bounded. <p is a sesquilinear mapping ofUXI) into W, if and only if:
Thus,

Let 8 and 9 be normed spaces, normed space dual = 9' the

(1) foreach fixed y G
V, x -* <p(x,y) is a linear mapping of 11 into W,
*9.
bilinear form
(F
and (2) for each fixed a: 11, y > G
v(x,y) is a semilinear mapping of —
of 9. Each T G £«(8,9) determines a bounded
V into *W (see Definition IV. 1.3). Briefly, <p is linear in the first
8 X 5 -* C, namely <p (.x,f) = f(Tx) {see Example 1), and one has
<p
T :
T coordinate, semilinear in the second coordinate. Clearly <p(6,y) =
iMi<imi- „ *>(*,*) = 0.
(i) It can be shown that || <p
r ||
= „
||
T ||.
724 Introduction to Hilbert Space V § 5 Continuous Linear Forms 125

6. If S is a normed space, then S* is also a normed space with x || ||

Examples
defined the same as in 8. The point is that \ox || \\
= \*x =
|| ||

1. any pre-Hilbert space, the mapping <p: <P X

If (P is <P -* 6 1**1 •
!! * = 1*1
II
* " II II-
The identity mapping /: 8 — 8* is then
defined by <p(x,y) = (x\y) is a sesquilinear form on (P X (P. isometric and conjugate-linear; 8 is a Banach space if and only if 8* is
a Banach space.
a vector space, (P is a pre-Hilbert space, and T: 11 — (P
2. If 'U is
is a linear mapping, then ?(.t,(/) = (Tx\y) defines a sesquilinear form 7. Combining Examples 4 and 6, y —* y' is an isometric linear
on *ll X (P. mapping of (P into the normed space (<P')*-

3. If <p: 11 X V — e * is a sesquilinear form, then the mapping 8. If (P is a pre-Hilbert space with scalar products denoted (x\y),
<l>: V X 11 -* e defined by <Kj/,x) = [<p(x,y)]* is sesquilinear. | the vector space (P* becomes a pre-Hilbert space on defining scalar

Obviously, one could paraphrase the results of the preceding two products [x y] |
by the formula [x\y] - (x\y)* = (y\x). For instance,
sections for sesquilinear mappings. However, there is a simple way of \\ox\y) = [k*x\y\ = (y\\*x) = \(y\x) = X[.t|i/]. Thus, <P* acquires a
deducing the theory of sesquilinear mappings from the theory of norm from its scalar product, as well as the norm inherited from (9

bilinear mappings, via the concept of the complex-conjugate of a Example 6 ; these norms coincide: [x a;] Js =
via. | (x\x)'A . (P is a Hilbert
vector space: space if and only if <P* is a Hilbert space. |

Definition 2. Let V be a vector space, with sums denoted x + y, and The reason for introducing the space V* is the following theorem,
scalar multiples denoted \x. The complex-conjugate of V is the vector whose proof is immediate from Example 5:
space V* obtained as follows:
Theorem 1. Let CU,'U,'W be vector spaces, and ip-.lL X V —* "W. Then,
(1) The set TJ* is the same as the set V. is a sesquilinear mapping of It XV into "W and only a
<p if if it is

(2) If x,y G V*, the sum of x and y is defined to be x +y (as cal- bilinear mapping of\lXV* into V?.

culated in V).
The "polarization identity" (see Theorem II.S.3) has a generaliza-
(3) If A is a scalar, and x G V*, the multiple ofxbyX is defined to tion for sesquilinear mappings:
be \*x (as calculated in V); this will be denoted \ox.
Theorem 2. If V and W are vector spaces, and <p: VXV — > *W is ses-
It is easy to check that V* satisfies the axioms for a vector space quilinear, then
listed in Definition 1. 1.1. For example: (\n)ox = (\n)*x = (\*n*)x =
\*(jt*x) \*(nox) = = \o(jiox). It is clear that V* is the only vector <p(x,V) = i\v(x + V,x + y) - <p(x - y,x - y)
space structure which can be defined on the set V in such a way that
the identity mapping I:V —* V* is conjugalc-hne&r.
+ i<p(x + iy,x + iy) — i<p(x — iy,x — iy) )

for all x,y G V-

Examples Proof.

—
One has v (x + y,x + y) = v(x,x) + v (y,y) + v (x,y) + <p(y,x). The
4. If <P is any pre-Hilbert space, the mapping y » y' of <P into ((P') *
proof proceeds as in Theorem II.S.3. |
is linear; for, (y + z)' = y' + z', and (\y)' = \*y' = \oy' (see
Theorem IV. 10.2). An immediate consequence of Theorem 2 is the following:

5. If V
and *W are vector spaces, a mapping T: V — * *W is con- Theorem 3. If <p: V X V -» W and f: V XV -» V? are sesquilinear
jugate-linear if and only if 7' : V* — » V7 is linear (if and only if mappings such thai v(x,x) = tp(x,x) for all i£l), then <p = $, that is,
T:V -» W* is linear). v(x,y) = yp(x,y) for all x,y G V.
126 Introduction to Hilbert Space V §5 V §5 Continuous Linear Forms 127

Definition 3. Let V be a vector space, <p: V X 1) — 6 > a sesquilinear If (P = Q, a surjective mapping ./ satisfying condition (a) is called
form. <p is said to be Hermitian m case <p(y,x) = [<p(x,y)]* for all a conjugation of the pre-Hilbert space (P. For example, J(\k) = (X**)
x,y G V. is a conjugation in the Hilbert space I2 .

Theorem 4. A sesquilinear form <p: V XV — Q * is Hermitian if and 2. Let 3C be a Hilbert space. Show:
only if <p(x,x) is real, for all x GV. (i) The mapping U: 3C -* (3C')* defined by Ux = x' is a vector
space isomorphism.
Proof.
(ii) The Banach space 3C' becomes a Hilbert space, on defining
If Hermitian, e(x,x) = [ip(x,x)]*, hence
<f> is <p(x,x) is real.
=
(x'\y') (2,1*).
Suppose, conversely, that <p\.x,x) is real for all x. Define $(.x,y) =
(iii) If X' is the Hilbert space described in (ii), (3C')* becomes a
as noted in Example f a sesquilinear form on'OXU
[<p(y,x)]*;

By assumption, ^(x,x) = ip(x,x)

3, is

for all x, hence \l> = ip by Theorem 3.

Hilbert space on setting [x'\y'\ = (j/'|i')- The mapping J: X— » 3C',
defined by Jx = x', satisfies condition (a) of Exercise 1.
In other words, <p is Hermitian. |
(iv) With the Hilbert space structure of (3C')* defined as in (iii),

Definition 4. Let V be a vector space, V X V — 6 a sesquilinear <p: * the mapping U of part (i) is a Hilbert space isomorphism.

form. is said to be positive in case <p(x,x) > for all x£V.

<p
3. If V is a vector space, the vector space (V*)* is entitled to be
Hermitian, by Theorem called equal to the vector space V. Analogously for normed spaces
In particular, a positive sesquilinear form is

4. There is a "Cauchy-Schwarz inequality" for positive sesquilinear and pre-Hilbert spaces (see Examples 6 and 8).
forms: 4. If <p: VXV V? is bilinear or sesquilinear, the "parallelogram

Theorem 5. a positive sesquilinear form on V XV, then law" holds:

If <p is

I
v(x,y) |
2 < v(x,x)<p(y,y) for all x,y G V. + y,x + y) + <p(x - y,x - y) =
<p(x 2<p(x,x) + 2<p(.y,y).

Proof. 5. Ii V X V -> V? is bilinear, then

<p:
By
analogy with scalar products, write || z ||
= y/ip{z,z), only for
convenience in the present proof. ¥>(z + y,x + y) - ?>(x - y,x - y) +

If <p(x,x) > or <p(y,y) > 0, the proof proceeds as in Tlieorem

11.34.
i<p(x + iy,x + iy) - i<p(x - iy,x - iy) = 9.

Suppose <p(x,x) = <p(y,y) = 0. For all scalar X, one has < 6. If 'U.'U.'W are vector spaces, the set 8(11,1} W) of all sesquilinear
;

<p(x + \y,x + \y) = v(x,x) + \*-p(x,y) + \<p(y,x) + |X|

2
v(y,y) = mappings <p: 'u. XV —* W is & vector space relative to the operations
\*<p{x,y) +\<p(y,x). In particular, for X = —ip(x,y),0 < — 2\ip{x,y)\ 2 .

Thus, <p(x,y) = 0, and the desired inequality is obvious. |

(*> + yp){x,y) = v {x,y) + ^(x,t/)
(\<p)(x,y) = \<p(x,y).

Exercises
The identity mapping <p — * <p is a vector space isomorphism of
1. Let (P,Q be pre-Hilbert spaces, and suppose the pre-Hilbert SCU/U; W) with 03(11,1)*; W). [See Exercise 34.)
spaces (P* and Q* are constructed as in Example S. The following
7. Let 1)be the vector space of 2-ples x — (Xj,X 2 ), y = (jn,^), ••••
conditions are equivalent:
Define <p(x,y) = X]M2, ^(x,y) = X 2 mi- Then, ip and f are bilinear forms,
(a) J: <P — » Q is conjugate-linear, and (Jx\Jy) = (y\x) for all
=
<p(x,x) $(x,x) for all x, but <p ^ ^.
x,y G <P.

(b) J: <P — Q* is linear, and [Jx\Jy] =

» (x\y) for all x,y G& 8. Let r
be vector spaces. If^: tU.X
\i,V ,
U^eisa sesquilinear
(c) J: (P* — Q is linear, and (Jx\Jy) =
» [x\y] for all x,y G (P*. form, define *>': "U X 11 —» 6 by the formula <p'(y,x) = [<p(x,y)]*.
 . 1 : .

728 Introduction to Hilbert Space V §6 Continuous Linear Forms 129

Then:
(i) <p* is a sesqiiilinear form on V X 11. Examples
(ii) <p
— * <p* is a bijective conjugate-linear mapping of SOu/U; e)
1. If (P is a pre-Hilbert space, the sesquilinear form <p: (P X <? —* C
onto t(V,%; e).
= — defined by *j(x,y) = (x y) is bounded, by the Cauchy-Schwarz inequal-
(iii) If 13 11, <p* <p if and only if <p is Hermitian. |

ity. Assuming <P ?* (0|, ||

*> ||
= L
9. Let <P and Q be pre-Hilbert spaces, J: <P — » Q a mapping such that
(Jx\Jy) = (y\x) for all x,y £ <P. Prove: 8 is a normed space, <P is a pre-Hilbert space, and T: 8 — (P
2. If

If ./((P) is a linear subspace of then J is conjugate-linear. is a continuous linear mapping, then <p(x,y) = (Tx|y) is a bounded
(i) Q,
(ii) In particular, if <P = Q and J is surjective, then J is a conjuga- sesquilinear form, with <p = T (see Example IV.7.5 or Exer- || \\ \\ ||

cise IV. 7.5).

tion of (P in the sense of Exercise 1.
(iii) If (P = X is a Hilbert space, and J(3C) is a total subset of Q,
3. If 8,ff are normed spaces, and <p: 8XJ- * G is a bounded
then J is surjective. —* C
sesquilinear form, the sesquilinear form \p: ff X 8 defined by
10. Let <p be a positive sesqiiilinear form on 1) X *0, and let 91 = iKy^) = l^(x,y)J* is also bounded, and ^ || ||
= || <p ||. |

[x £ V: <p(x,x) = 0). Then, 31 = |x C "0: v(x,y) = for all y £ *U|, The following result plays an important role in the exposition of
hence 91 is a linear subspace of 1).
spectral theory given in Chapter VIII
11. If ip is a positive sesquilinear form, under what conditions on
x and y does <p(x,y)
2
= <p(.x,x)<p(y,y) hold? Theorem 2. If 6> is a pre-Hilbert space, the norm of a Hermitian bounded
| |

sesquilinear form <p: IP X <P — C » is given by the formula

§6. BOUNDED SESQUILINEAR MAPPINGS |M|=LUB{|*(x,x)|:||x||<l|.

Proof.
Definition 1. If &,5,Q spaces, a sesquilinear mapping
ore normed
By assumption, <p(x,x) is real, for all x (see Theorem 5.4).
<p: 8 X SF — * 9 IS sairt" '° oebounded in, case there exists a constant M H x l| < 1, |^>(x,x)| <
by the definition ip of <p ||; hence the
such that \\ ip{x,y) \\
< M\\x\\\\y for all x £ 8, y £ 5. 7/ moreover||
indicated
||

LUB is a finite real number M, and

II II

M<
||

Clearly
<p ||.

§ =
||

a bounded sesquilinear form.

Q, tpis called
I
<p(x,x) \
<M ||
x ||
x for all x £ (P.
|| ||

In other words, a bounded sesquilinear mapping of 8 X 5 into

<p is Fix- x,y £ <P, with || x ||
< 1, || y ||
< 1. It will suffice to show that
9, if and only if it is a bounded bilinear mapping of 8 X 5* into g (see I *<*,»> I
<M.
Definition 4-1, Example 5.6, and Theorem 5.1). The number
Case 1. Suppose <p(x,y) is a real number. By Tlieorem 5.2, <p(x,y) =
LUB(|!«>(x,y)||:||x||<l, ||y|| <1| iMx + y,x + y) - <p\x - y,x - y) + i<p(x + iy,x + iy) - i<p(x —
iy,x — iy) Since >p{z,z) is real for all z, and since <p(x,y) is by assump-
is denoted and is called the norm of tp. By Tlieorem 4.1,
\ .

|| <p ||,
tion real, necessarily <p{x,y) = \\<p{x + y,x + y) - <p(x - y,x - y) j

Theorem 1. If <p: 8 X 9
1
— > 9 is a bounded sesquilinear mapping, Quoting the parallelogram law at the appropriate step, Mx,y)| <
(1) * -LUB *(»,») > < < ilM* + V* + y)\ + M* - y,x - y)\\ < \\M \\
x + y\\
2
+
1, ff 1
M
-?
|| || 1 1| || II II II

= LVB\\\<p(x,y)\\ l*||-l,IMI -lli

M\\x-y -\ x||
a
+ 2||y|| |<-|2 + 2| 2
=M.
< z /or off x £ £ Case 2. In general, one can write \<p(x,y), where X is a \<p(x,y)\ =
(2) ||
<p(x,y) || || ? || || || || y || 8, y SF;
suitable complex number of absolute value 1. Then, <p(\x,y) =
(3) z/ Af > and | 9 (x,y) < iW x || || || || y ||
for all x G 8 and >"p(z,y) = |v(x,y)| is real; since Xx = |X| x = x < 1, •
|| || || || || ||

y £5, necessarily <p\\ < Af \\

I
*>(Xx,y) I
< M by case 1, thus |
<p(x,y) \
< M. |
 ,

730 Introduction to Hilbert Space V §7 V §8 Continuous Linear Forms 131

Proof.
Exercises Given x X. Now, y —* [(p(x,y)]*
G X, the problem is to define Tx G
is a form fx on X, and \fx(y)\ = \Mx,y)]*\ = \<p(x,y)\ <
linear
1. If e.JF.g are normed spaces, the set S e (S,3 :
g) of all bounded
y shows that/x is continuous, and \fx < <p
;

V x x ||.
sesquilinear mappings <p:8X$—»gisa linear subspace of S(6,5; g),
II II II || || || || || || ||

and becomes a normed space on denning <p as above. The identity

By Theorem 1.1, there is a unique vector z X such that /*((/) = (j/|z) G
mapping <p —* <p is an isometric vector space isomorphism of S C (8,S; g)
|| ||
for all y G
3C. Defining Ta: = z, one has (y\ Tx) = /.(y) = [<p(x,y)]*,

thus *>(x,(/) = (Tx\y). Incidentally, || Tx = fx || by Example

with <B C (S,SF*; g). (See Exercises 6.6 and 44)
|| ||

IV. 74, thus ||

Tx ||
< || v || || x || . It will now be shown that the map-
Let 8 be a normed space, (P a pre-IIilbert space. Each continuous
2.
ping T: —» X X is linear.

linear mapping T: 8 —» (P determines a bounded sesquilinear form

= (Ta;|?y),andonehas <pT = \\T
T is additive: given any a;^ G 3C, Tfa + x2 = ) jTa^ + Tx2 For, .

<p :&X(? -* e, namely <pT (x,y) C +

T
T -» mapping of
|j \\ ||
given any y X, (T(a;, + x2)|2/) = <p(x l x2 ,2/) = «>(zi,2/) +
(see Example 2). Then, <p
T is an isometric linear <p(xi,y) = (Tijly) + (.Tx2 \y) - (T^ + Ta* | ?/) ; see Theorem 1 1. 2.1.
£ C (8,<P) into S C (S,(P; e) (see Exercise 1).
T is homogeneous: If a; G 3C, X is scalar, and 2/ G 3C, (T(Xx) |
y) =
3. If (P is a pre-Hilbert space, g is a normed space, and <p: (P X <P -» 2
v (\x,y) = X^foj/) = \(Tx\y) = (X(Ta:)|2/), hence T(Kx) = X(Tx).
is a bounded bilinear mapping such that tp(y,x) = <p(x,y), then
= LUB < I}.
T is unique: Suppose S: X -* X is any mapping such that (Sx |
t/) =
|!?|| |||*(a:,a;)||: 11*11
v (x,y) for all a: G X, y G 3C. Then, (Tx - Sx\y) = for all x G 3C,
4. Let (P be a pre-Hilbert space, and define <p(x,y) = i(x\y). Then, 2/ G K; hence Tx - Sx = d for all a; G 3C, that is, T = S.
a bounded sesquilinear form, *» = LUB <p(x,x) \:\\x\\ < 1
<p is || II { | 1
Since || Tx \\
< \\ <p \\ \\
x ||, the linear mapping T is continuous.
but >p is not Hermitian. Since <p = ip ip = T by Theorem 1.
T , || || || ||
|

5. be a pre-Hilbert space, and suppose U: <P — <P is a

Let (P

continuous linear mapping such that U = 1 and Uz = z for some || || Exercises

z^6. Define v»y (i,j/) = (t/*|»). Then, f> v = *7 = 1 = || || || ||

LUB t> v (x,x) x < 1 ), but *>„ need not be Hermitian.

|
:
|| ||
1. If 3C and K are Hilbert spaces, the correspondence T -* <pT
[ |

described in Theorem 1 is an isometric vector space isomorphism of

£ e (0C,3C) with SC (3C,3C; e). [See Exercise 6.2.]
§7. BOUNDED SESQUILINEAR FORMS IN HILBERT SPACE
2. If 8 is a normed space, and X is a Hilbert space, generalize

As a special case of Example 6 J!, Theorem £and Exercisel for bounded sesquilinear forms <p: 8 X X —* Q.

Theorem 1. If X and X are Hilbert spaces, and T: -* 3C is a con- X

mapping, the formula <pT (x,y) = (Tx\y) defines a §8. ADJOINTS
tinuous linear
bounded sesquilinear form <p
T onXX X, such that <pT = T ||. || || ||
Throughout this section, X,X,£ denote Hilbert spaces.

The point of stating Theorem 1 is that its converse is true: Theorem \.If T:X —* X is a continuous Ibiear mapping, there exists

Theorem 2. If X and X are Hilbert spaces, and <p: XXX —* C is a

one and only one continuous linear mapping T*: X —» such that X
(Tx\y) = (x\T*y) for allx£X,y£ X. One has T* = T || || ||.
bounded sesquilinear form, tliere exists one and only one continuous
||

linear mapping T: X
-» 3C such that <p{x,y) = (Tx\y) for allx£X, Proof.

y G
X. In the notation of Theorem 1, f> = >pT and \\<p\\ = <p
T
= , \\ ||
Define ^(y,x) = (y\ Tx). Clearly f is a sesquilinear form on XX X,
II
^ II-
and \Hy,x)\ = \(y\Tx)\ = \(y\Tx)*\ = \(Tx\y)\ shows that * is
132 Introduction to Hilbert Space V § 8 8 Continuous Linear Forms 133

bounded and i = T (see Theorem 7.1). By Theorem 7.2, there

|| || || ||
Theorem 3. If T:X. —* X and S: X — » £ ore continuous linear map-
exists a continuous linear mapping T*: —* 3C, with T* = iH|, X || || || pings, then (ST)* = T*S*.
such that Hy,x) = (T*y\x) for all y 3C, a; 3C. Thus, (y| Tx) = G G Proof.
(T*y\x), (Tx\y) - (x\T*y). =
If z G £ and x G 3C, ((ST)*«|*) = (*|(S7» = (*|S(r*))
If S: X -» 3C is any mapping such that (Tx\y) = (x\Sy) for all
- (S*z|rx) = (T*(S*z)\x) = ((r*S*)z|x). |
3C, then (xj*Sy — 7 **/) = for all x and y, hence Sy
1
x G
3C, y C
T*y = for all y; that is, S = T*. | Theorem 4. LetT:K —* Xbea continuous linear mapping. If$ C 0C,
x
Definition I. Notation as in Theorem 1; T* is called the adjoint of T.
3 C 3C, and T(S) C3,lta 7 *(3 ")
J
S
,
C .

Proof.
The rest of the section devoted to proving properties of ad joints
which will be used often
is

in the sequel.
Given z£K with z _L 3, the problem is to show that T*z _L S. If
x G S, then Tx G 3, hence = (z\Tx) = (T*z\x). |
Theorem 2. If S: 3C -» 3C and T: 3C -» 3C are continuous linear
In particular,
mappings, and X is scalar,
Theorem 5. Suppose 7': 3C —* 3C is a continuous linear mapping, DTI is
(1) (S + T)* = S* + T*
a closed linear subspace of 3C, and 91 is a closed linear subspace of X.
X
(2) (XT)* = x*r* Then, T(3Jl) C x
91 if and only if T*(9l ) 9TC C .

(3) (T*y\x) = (2/| Tx)foraUy£ X.xCX Proof.

If 7'*(9l
x
C 9U X then (T*)*(9Tl
xx ) C 9l xx by Theorem quote
) 4;
(4) (T*)* = T ,

Theorem III. 6.2 and part (4) of Theorem 2. |

T*T = TT* = Tf
(5) || 1| || || ||
Theorem 6. If T:X —» 3C is a continuous linear mapping,
(6) T*r = if and only if T = 0. {x: Tx = 0| = (T*(3C)]
X
(1)

Proof. ,
= x =
(2) |x:7 x fl} r*(3CJ

(3): (T*y\x) = (x\T*y)* - (2fc|y)* = (y|7Vc).

(3) (p: 7*2/ = 0} = [7\ac)]
x

(1): ((S + T)*y\x) = (i/|(S + T)x) = fo|Sas + Tx) = (y\Sx) + (4) {2/:r*2/ = «»|-
L = 7'(3C).

(y\Tx) = (S*y\x) (T*y|«) = + (5*-/ + T*y\x) = ((S* + T*)2/|x).

77ms, iAe nidi space c/ 7 ts the orthogonal
1
complement of the closure of

<2):«XT)*tf|aO = (2/|(X7» = (y\\(Tx)) - X*(y|T») = X*(T*2/I*) the range of T*.

= (x*(r*2/)|x) = «x*r*)»|*).
Proof.

(4): ((T*)*x\y) = (x|T*i/) = (Tz|j/). Let 9U= {x:7'x = 0);9TCisa closed linear subspace of 3C. Similarly,
= T*y = a closed linear subspace of
Observe that the composites T*T: 3C
(5) : 3C and TT*: X -» 3C - 91
Since
\y:
7'(9Tl) c
0\ is
|fl|,
T X
one has 7 *((«| ) C 9U
X
3C.

by Theorem J,; thus,

are defined. If * 3C, s < 1, one has Tx 2 = (7**1 Tx) =
C || || || ||

(T*Tx|x) < T*Tx x < T*rx < T*T ||; taking LUB
|| || || || || || ||
(i) T*(X) C 9K X .

over * < 1,
||
T 2
||
< T*T ||. By 77»eorm 7F.0./, T*T <
|| || || || \\
Let S = 3C, 3 = T(3C); the relation T(3C) C T(3C) can be written
2
= T 2 Replacing T by T*, x X
T*
II
T = T
|| ||
2
Thus, T*T
|| || ||
. || || || \\

2
.
7'(S) C 3, hence 7 *(3 X C S x ,
) . Since S = 3C = |»J, one has T*(3 X )
||
(T*)*T* ||
= ||
T* ||
2
,
thus ||
TT* ||
- ||
T ||
. = [0],
X
3 C91, thus

follows at once from (5). | (ii) [r(3C)]

x C 91.
(6) :
 8 Continuous Linear Forms 135
734 Introduction to Hilbert Space V § 8

Applying these results to 2'* in place of T, one has (iii) Identifying X with (X')* via the Hilbert space isomorphism
7
x -* x (see Exercise 5.2), and similarly identifying X with (X)*, one
(i*) T(X) C 3l x has T* = 7".

(ii*) [T^X)] 1 -
C 3K. 5. Let X and X be Hilbert spaces. Form the direct product Hilbert
From (i), 311 C SI
11 C [T*(X)] X combining this with (ii*),
X X X and X X X (see Exercise 8.11). Define
spaces IF: XXX -»
;
X X X by the formula W(x,y) = (y,-x). Prove:
= X
(1) 9H [T*(K)] . (i) a Hilbert space isomorphism.
IF is
—* X is a continuous linear mapping, the graphs of T
X
9H = 'S(l xx
(ii) If T:
[Incidentally, results formally from these calculations; see
and T* satisfy the following relation: Qr* = [W(9r)] ± (see Exercises
also Theorem III. 6.2.]
3.10 and 3.13).
From (1), M x = [T'*(X)] " J L
;
quoting Corollary 1 of Theorem
What is the formula for W*(y,x)?
I1I.6.S,

1 =
*6. Let X be a
Hilbert space, (P a pre-Hilbert space, and suppose
M.
(2) 7'*(X).
T: X and S: <P -> X are mappings such that (Tx\y) = (x\Sy)
-» CP

T by T* in the relations for all x C X and ?/ G (P. One knows that 5 and 7 are linear by
1
The relations (3) and (4) result on replacing
(l)and(2). | Exercise 1. It can be shown that S and T are continuous. If moreover
(P = X is a Hilbert space, then S = T*.
Exercises
Let <P be the pre-Hilbert space of finitely non-zero sequences, and
7.
1. and Q be pre-Hilbert spaces, and suppose T: (P — Q and
Let (P let enbe the canonical basis for (P (see Example 1.7.2). There is a
S: Q —> (P are mappings such that (Tx\y) = (xJjSt/) for all x G <P and unique linear mapping T: <P —» (P such that 7'e* = ke k for all ft.
j/ G Q- Then, 5 and T are linear. =
Prove: (Tx\y) (x\Ty) for all x,y G <P, but T is not continuous.
2. If 3C is a Hilbert space, (S,T) —* ST* is a bounded sesquilinear Compare this result with Exercise 6.

mapping of £ C (X) X £ C (3C) into £ e (X). So is (S.T) -> T*S. 8. This exercise is preliminary to Exercise 9. A doubly indexed
family of real numbers ajk > = = 1,2,3,- •) is said
3. Let X be classical Hilbert space, T: X — X a continuous linear
»
to be summable case there
(j
a constant
1,2,3,- •

M>
• ; k •

in such that
mapping. Given an orthonormal basis e„ for X. Let Te k = 2a ;* e;
is

be the expansion of Te k in terms of the given orthonormal basis (see

Theorem II. 8.1). The array (a,-*) is called the matrix of T relative to
the given orthonormal basis (see also Exercise IV. 1.6). Prove:
for all indices m and n (cquivalently, the sum of any finite number of
the ajk is <M). One then writes zLj,«jh for the LUB of all such
(i) (Te k \ef) = ajk
(ii) If T* has matrix (fijt) relative to the same orthonormal basis,
finite sums. If etj k > is a doubly indexed family, the symbol
then fyk = akj*. So to speak, the matrix (/fyt) is the "conjugate trans- 2,-,/fc
«/* < °° signifies that the family is summable.
pose" of the matrix («yjt). Show that for a family aj k > 0, the following conditions are equiv-
alent:
Let
4. X
and X be Hilbert spaces, T: X — X a continuous Unear
»

mapping. Prove: (a) Z y ,t

<*jk < »•

(i) ry = (T"*!/)' for all y G X (see Exercise IV. 10.7 for the defini-
tion of 7").
(b) For each j, £» op < «., and £ (Z; 4
«;*) < °°-

(ii) If U: X —* X' is the conjugate linear isometric mapping Ux =

a:' described in Theorem IV. 10.2, and similarly V: X— X' is the (c) For each fc, £. <*;* < °°, and £ f J^ °5») < c0 -
mapping V> =
fc

y', then T* = U~ TV. l

136 Introduction to Hilbert Space V § 8 V §8 Continuous Linear Forms 137

(hence all) of these conditions is fulfilled, one has isometric vector space isomorphism; it follows that £/,,(3C,JC) is a
If either
Hilbert space, and the mapping T —» (a,*) is a Hilbert space
isomorphism.
E, (Z* «*) = £* (E ;
«i*) = £,, fc
«/«,

12. an algebra, a mapping a —» a* of a into a is called an

If a is

9.This exercise is preliminary to Exercise 11. Denote by the set X involution in case: (1) a** = a, (2) (a 6)* = a* + b*, (3) (ab)* = +
of all doubly indexed families x = (A,-*) of complex numbers such that
b*a*, and (Aa)* = A*a*, for all a,b G Ct and scalar A. An algebra with
SiJXal" < °° in the sense of Exercise 8 - If V = fa$ '"* another such
involution is also called a *-algebra. A normed algebra with involution
family, define x = y in case \jk = W for all j,k. With operations is called a normed *-algebra. Prove: if a is a normed *-algebra such that

suitably defined, 3C is a Hilbert space. ||

a*a = o 2 for all aCa, then a* = \\a ||.
|| || || || \\

10. Let 3C and 3C be classical Hilbert spaces, e n an orthonormal 13. This exercise is preliminary to Exercise h If QL U is an algebra, a
basis for 3C, and /„ an orthonormal basis for X. If T: X- 3C is a subalgebra of a linear subspace S such that: if a
ft is C S and 6 S, G
continuous linear mapping, one has £ t ||
Te k ||
2
< « if and only if
then ab C S. Prove:
V, || T*fj ||
2
< oo, and in this case one has (i) In a normed algebra, the relations a n — > a and b n —* b imply
a R b n -» ab.
E t II
Tek ||
2
= E -

;
II
T% II
2
- Z tJ)
I
(Tek |/,) |
2
.
(ii) If S is a subalgebra of the normed algebra a, its closure S is a
closed subalgebra of Q.
11. be classical Hilbert spaces, e„ a fixed orthonormal
Let 3C and 3C (iii) If a is a Banach algebra, every closed subalgebra of a is itself

basis for 3C, /„ a fixed orthonormal basis for 3C. A continuous linear a Banach algebra.
mapping T: X
-> 3C is said to be of Hilbert-Schmidt class if there exists
an orthonormal basis g„ of such that fc
Ta t 2 < "• Briefly,
X £ I! II
14.
that a
If a
G
is a *-algebra, a *-svbalgebra of
S implies a* G S.
a is a subalgebra 8 such
T is of HS-class. Prove:
2
Suppose a is a normed "-algebra such that a* =
(i) If T: 3C -» X is of HS-class, then 2* T0k II || < °° for et>en/ (i) a for all || || || ||

orthonormal basis #„ of 3C, and the value of this sum is independent a G a. Then, a„ —* a implies a„* —* a*.
(ii) If a is as in part (i), and S is a "-subalgebra of a, its closure S
of the particular orthonormal basis.

(ii) If S: X
-» 3C and T: X -» 3C are of HS-class, so are S T + is also a "-subalgebra of a.

and AT. The continuous linear mappings T: —* X of HS-class form

X 15. A B*-algebra is a Banach "-algebra a such that || a*a ||
= || a j|
2

a linear subspace £ h ,(X,X) of £ C (X,X). for all a G a. Prove:

(iii) A continuous linear mapping T: 3C
-* 3C is of HS-class if and
(i) If S is a "-subalgebra of a B*-algcbra a, then S is a B*-algebra.
only if T*: X -> X is of HS-class.
X a Hilbert space, and S is a closed "-subalgebra of £ e (X),
(iv) If T: 3C -* X is of HS-class, and 72: X
-* 3C, S: 3C - 3C are
then S
(ii) If
is a
is

li "-algebra.
continuous linear mappings, then Tli: X. -* X and ST: X -> X are
of HS-class. "16. There a converse for part (ii) of Exercise 15, known as
exists

*(v) If T: X 3C is -*• of HS-class, define ot^ = (Te*|/,-). The cor- the "theorem of Gelfand-Neumark" if a is any 7i*-algebra, there :

respondence T -* (a,fc) is a vector space isomorphism of £/,,(3C,3C) exists a Hilbert space 3C, and a mapping <p: a —> £ C (X), such that
with the Hilbert space described in Exercise 9. (1) p(a + b) = *(a) + <p{b)
*(vi) If S and T are of HS-class, define (S|T)
= £, k (Se k \Tek ). (2) *(Xa) = \<p(a)

Then, £ A .(X,X) becomes a pre-Hilbert space, and the scalar product (3) v(ab) = ,(a)*(6)

(S\T) is independent of the particular orthonormal basis

employed (4) |Ma) ||
= || a ||

in its definition. The mapping T -* (aik ) described in (v) is an (5) via*) = [via)]* (= the adjoint of v (a)).
738 Introduction to Hilbert Space 8

It follows that S = <p{Q) is a fi*-algcbra of the kind described in part

(ii) of Exercise 15; hence, Q, is essentially "equal" to a #*-algebra of
this kind. Chapter
17. Notation as in Exercise 11, with 3C = 3C. Then, £a,(3C,3C) is a
*-subalgebra of £ C (3C).
—* V
Operators in Hilbert Space VI
18. An involution in a vector space "0 is a mapping x x* of into
V such that: (1) x*f = x, (2) (x + y)' = x* + y*, and (3) (Xx)# =
\*x f Prove:
.

(i) If V is a vector space, and «>: V X 1) -• 6 is a sesquilinear § 1. Manifesto

form, define <p'(x,y) = [<p(y,x)]*. Then, <p — <p* is an involution in the
>
§ 2. Preliminaries
vector space §("0,15; C) (see Exercise 5.8).
§ 3. -An example
(ii) Let X be a Hilbert space. If <p is
T defined as in Theorem 7.1,
§ 4. Isometric operators
then r )*
(<p = <pT *.
§ 5. Unitary operators

§ 6. Self-adjoint operators

§ 7. Projection operators

§ 8. Normal operators
§ 9. Invariant and reducing subspaces

§1. MANIFESTO

For the rest of the book, we settle down to the study of various
types of continuous linear mappings of a Hilbert space into itself.
Generalities are henceforth banished to the exercises, and the reader
is invited to assess each definition and proof for its possible level of
generality. For example, some statements about Hilbert space will
make sense for normed spaces, or vector spaces, and so on observa- ;

tions of this sort will be found in the exercises. Henceforth:

1. X denotes a Hilbert space ^ [0|.

2. Any continuous linear mapping T: 3C — 3C will be called an

operator. In particular, 7 is the identity operator, is the zero operator,
\I is a scalar operator.

3. T* denotes the adjoint of the operator T. Thus,

(i)T* is an operator
(ii) (Tx y)
|
= (x T*y) for all x,y
| CX
(iii) T** = T
(iv) (S + T)* = S* + T*
139
 :

140 Introduction to Hilbert Space VI §2 VI §3 Operator* in Hilbert Space 141

(v) (XT)* = \*T* Proof.

(vi) (ST)* = T*S* Consider the sesquilinear forms <p and ^ defined by the formulas
(vii) ||
T* ||
= T ||
<p(x>>j)= (Sx\y), yp(x,y) = (Tx\y) (see Example V.5.2). By assump-
||

(viii) T*T = T 2 tion ip(x,x) = <p(x,x) for all x, hence <p = \p by Theorem V.5.3. Thus,
|| j| || ||

(be) T*T = if and only if T = 0. (Sx\y) = (Tx\y) for all x and y; Sx — Tx results from Theorem
1 1. 2.1. |
These facts about adjoin ts are assumed to be known to the reader
(see § 8 of Chapter V) they will be used in the sequel without explicit
;
Exercises

reference.
1. If 9C is a set, (P is a prc-Hilbert space, and S,T are mappings of
The special types of operators T which will be discussed in this 9C into <P such that (Sx\y) = (Tx\y) for all x 9C and y G <P, then G
chapter are defined as follows: S= T.

2. If T is an operator such that Tx is orthogonal to x, for every

isometric operator: T*T = I
vector x, then T= 0.
unitary operator: T*T = TT* = /
self-adjoint operator: T* = T 3. If S*S + T*T = 0, then S = T = 0.
projection operator: TT = T and T* = T
4. Let S and T be operators, S a total subset of 3C. Show
normal operator: T*T = TT*. = (Tx\y) for all x,?/ G S, then S = T.
(i) If (Sx\y)

Other types of operators (positive, invertible, etc ) are discussed (ii) It can happen that (<Sa:|a;) = (Tx\x) for all i£S, and yet
in the exercises.

5. Theorem S holds for (not necessarily continuous) linear mappings

§2. PRELIMINARIES in pre-Hilbert space.

The theorems of this section will be used often, and without explicit 6. In a uormed space £, call a subset S total in case: the only
reference, in the sequel. continuous linear form/on 8 such that f(x) = for all iCS, is/ = 0.
Then:
Theorem 1 . The null space 31 of an operator T is a closed linear sub-
*(i) It can be shown that if S is a total subset of S,then S is the
space of 3C.
smallest closed linear subspace of 8 which contains S. Theorem 2 then
generalizes to uormed spaces.
Proof.
(ii) In Hilbert space, a subset S is total in the above sense, if and
See Theorem IV. 7.2. |
only if it is total in the sense of Definition 1 1. 8.1.

Theorem 2. If S is a total subset of 3C, and S,T are operators such that
7. Let S be a subset of a pre-Hilbert space (P.
Sx = Tx for all x G S, then S = T.
(i) If S is total in the sense of Exercise 6, then it is total in the
sense of Definition 1 1. 8.1.
Proof.
C The converse of fails.
be the null space of S — T. By assumption, S
(ii) (i)
Let 31 31. Since S is
1 =
total, so is 31, hence 31 \6\ (see Example III.2.1). By Theorem
III.6.2, 31 =
x x = x = 3C; that is, S - T = 0. |
3l §3. AN EXAMPLE
(0)

Theorem S and T are operators

3. If such that (Sx\x) = (Tx\x) for all The theorem of this section is a useful source of examples of op-
x£3C,thenS = T. erators. Suppose 3C is classical Hilbert space, and x„ is an orthonormal
742 Introduction to Hilbert Space VI §3 VI §4 Operators in Hilbert Space 743

basis for 3C. Thus, every x G 3C has a unique representation x =

Exercises
£"****, where 2"|X*| 2
< °°> namely X t = (x\xk ) (see Theorem
1 1. 8.1). 1. Notation as in Theorem 1. For each n = 1,2,3,- -, let T n be the •

unique operator such that Tn x k = ta-x* for k < n, and T„Xfc = for
Theorem 1. Let /z„ be a bounded sequence of complex numbers, M= fc > n (the existence of T n is a special case of Theorem 1). Then,
LUB ( |/<fc|: A;
= 1,2,3,- • • }. There exists one and only one operator T Tn —* T strongly, in the sense of Exercise IV. 8.2.
such that
2. If 8 and 5 arc normed spaces, S: S —> ff is a continuous linear
(1) Tx k = l
ik xk foraUk. mapping, x G £, and x = 53* x k in the sense of Definition II. 7.1

Moreover, (generalized to normed spaces), then Sx = 53i Sx k .

(2) r(zr^) = Er^*x t §4. ISOMETRIC OPERATORS

According to Definition IV. 7. 8, an operator T is isometric in case

(3) ||T|| = M \\Tx - Ty\\ = \\x-y for all x,y 3C; by Theorem IV. 7. 5, this is
|| G
(4) T*x fc
= nt*x k for all k equivalent to the condition Tx = x for all x. In Hilbert space, || || || ||

Theorem 1 . The following conditions on an operator T are equivalent:

(5) T* (£>**) = £>>****
(a) T is isometric

(6) T*T = TT*. (b) r*r = /

Proof. (c) (Tx Ty) |

= (x\y)foraU x,y G 3C.
(1),(2),(3): Given x G 3C, say a; = 53" X^x*; the problem is to de- Proof.

fine Tx. Since E>w«*| <

2
M E>*l 2 2
= ^ II
* II
2
(see TAeorwit (a) implies (b)
=
: By Theorem IV.7.5,
= 2
=
Tx
2
=
||
= || x
=
||
for all x, hence

II. 7. 2), one can define Tx = X^x* (see Theorem 11. 7.1). The (T*Tx|x) (Tx\ Tx) || Tx ||
x (x|x) (7x|x).
53 1
|| |

linearity of T results from the Lemma to Theorem 111.3.2. Since (b) implies (c): (Tx\Ty) = (T*r*|») - (Ix\y) = (»|y).
||
Tx ||
2
< M2 || x ||
2
, T is continuous, and ||
T ||
< M.
implies (a): Tx 2
= (Tx| Tx) = (x|x) = x
Clearly 7'x* =
nkX k ; since xk || ||
= 1, || T > || || Tx* ||
= || Mtxt ||
= (c) || || || | I

|jjfc| for all k, hence T\\ > M. || If T is isometric, it is clear from the relation ||
Tx — Ty ||
»
x — y that T is injective.
537 **** anc* ^ x = ST "WW tne problem is
|| ||
*
(4), (5) :
Suppose x = ,

For all k, vk = (T*x|x t ) = (x| Txk) = (x| w x*) = Theorem 2. Tta range T(3C) o/ an isometric operator T is a closed
to show n= X tM fc*.
= linear subspace of 3C.
Hk*(x\xk) /ifc*X*.

Proof.
(6): Clearly T*Txk = Mt
2
a:fc = TT*x k ; since the x k are total,
a linear subspace, by Theorem IV. 1 4. Suppose y is adherent
| |
T(3C) is
,
2 *j' — TT*.
to T(3C) ; is to show that y
the problem T(3C). Choose any sequence G
Uniqueness: If 5 is any operator such that Sx* = y.kXk for all A:, then yn G
T(3C) such that y„ -* y. Say y„ = Tx„. Since x„ - x„ = || ||

Sxk = Txk for all A:; since the x* are total, S = T. | ||Txm - Txn = y m - j/n -* 0, x„ is a Cauchy sequence. Since
|| || II
 *

744 Introduction to Hilbert Space VI §4 VI §5 Operaior% in Hilbert Space 145

3C is complete, x n —* x for suitable x. By the continuity of T, Txn —* 9. Let (S: 3C —» 3C be a mapping such that (Sx\Sy) = (x\y) for all
Tx, that is, Tx — lim yn = y. | x,y G 3C. Suppose, moreover, that 5(3C) is a linear subspace of 3C.
Then S is an isometric operator.
Example 1. Let 3C be classical Hilbert space, and X\,X2>Xz,- an
orthonormal basis for 3C. There is a unique operator T such that 10. Let T: X- 3C be a mapping such that (T^l Ty) = (y\x) for
Txk = Xk+i for all k. Specifically, every vector x has a unique repre- all x,y G 3C. Suppose, moreover, that T(3C) is a linear subspace of 3C.
sentation x = 2T fc***i aQ d one defines Tz = £,* ^k^k+i Clearly T Then TT is an isometric operator.
2
]Ci l^*l = x
2 2
is linear, and ||
Tx ||
=
shows that II II
T is isometric. 11. Ix;t 3C be classical Hilbert space, x„ an orthonormal basis for
T will be referred to as a one-sided shift operator. 3C. An operator T is isometric if and only if Tx„ is an orthonormal
The effect of = 6, and r*z = xk -i for & =
T* is as follows: T*x x fc sequence.
2,3,4,- ••. For, (T*x a*) = (z.lTx,-) = (s,|*, +I ) = = (*!*,) for
t \

§5. UNITARY OPERATORS

j = 1,2,3,- If k > 1, (T*x k \xj) = (x k \xj+1 ) =
• -. when j = - 1, 1 A:

and = for all other,/; thus, ( T*x k = (x*-i xy) for./ = 1,2,3, |
x,-) |
Definition 1. An operator T is said to be. unitary in case T*T = TT*
= /.

Exercises
Theorem 1. The following conditions on an operator T are equivalent:

1. If S and T are isometric operators, so is ST.

(a) T is unitary
2. Operators S and T are said to be metrically equivalent in case
= (b) T* is unitary
|| Sx || || Tx || for all x G 3C- Then, 5 and T are metrically equiv-
alent if and only if S*S = T*T. (c) T and T* are isometric
2
3. In Example 1, if 3C = I and £„ = e„ is the canonical ortho-
,

= (d) T is isometric and T* is injective

normal basis, describe the effect of T and T* on the vector x
(Xi,X 2 ,X3,- • •). (e) T is isometric and surjective

4. Let Txk = Xk+i be the one-sided shift operator (Example 1). The T is Injective, and T~ =l
T*.
(0
Xk are total, and for each k, Txk is orthogonal to Xk- Compare with
Exercises 2.2, 24. Proof.
The equivalence of (a),(b),(c) is clear from the definitions, and the
5. Conditions (a) and (c) of Theorem 1 are equivalent, for a linear
relation T** = T.
mapping in prc-Hilbert space.

6. Theorem 2 holds for an isometric linear mapping of a Banach (c) implies (d) : Isometric operators are injective.

space.
(d) implies (e): By Theorem 4.2, T(3C) is a closed linear subspace
7. 9H and 91 are closed linear subspaces of
If OC, T is an isometric of 3C. Also, T* is injec tive; quoting Theorem V.S.6, 3C = {fl}-
1
=
x
C x - T(X) = r(3C).
operator, and T(Wl) = 31, then T(Wl ) fSL^. [y: T'y - $}

8. Suppose S and T are metrically equivalent operators, in the (e) implies (f) : By assumption, T is bijective. LetS = T~ l
; accord-
sense of Exercise 2. Prove: ing to Definition IV. 2.2, ST = TS = I. Then, T* = T*I = T*(TS)
(i) There exists an isometric vector space isomorphism V: T(JC) — = (T*T)S = IS = S.
S(3C) such that VTx = Sx for all x 3C. G
(ii) If 7\3C) is a closed linear subspace, then S(X) is also closed. (f) implies (a) : Clear from the definitions. |
146 Introduction to Hilbert Space VI §5
VI §6 Operators in Hilbert Space 147

Examples 8. Let 3C be classical Hilbert space,

x n an orthonormal basis for 3C,
and l',2',3', • any rearrangement of the indices 1,2,3,
• •
The unique • • • .

Notation as in Theorem 3.1. Thus, 3C is classical Hilbert space,

1. operator T such that Tx k = xk for all k, is unitary.
en is an orthonormal basis for 3C, n„ is a bounded sequence of complex
numbers, and T is the unique operator such that Txk = Mt^t for all k. 9. (i) If S is a T is an isometric operator,
total subset of 3C, and
One has T*Txk = \v k 2 x k = TT*x k . Clearly, T is unitary if and only then T is unitary and only
a total subset of 3C.
if if T(S) is
\

(ii) If 3C is classical Hilbert space, and x„ is an orthonormal basis

'f Iwtpz* = Ixk for all fc, in other words, |«t| = 1 for all k.
for 3C, an operator T is unitary if and only if Tx„ is an orthonormal
2. Letx„ be as in Example 1. Define y k — x 2k +i f°r * —
3C,
basis for 3C.
0,1,2,3,- and y_ k = x 2k for k = 1,2,3,- •. Thus, y„ is an ortho-
• •, •

normal basis indexed by the set of all integers. Every vector x has a 10. An operator S is said to be unitarily equivalent to the operator

unique representation x = £t» X^y* (the sum can be interpreted as T in case there exists a unitary operator U such that T = U*SU.
the unique vector y such that (y y k ) = \ k for all k). There is a unique
Notation: S ^ T.
Prove:
\
(i) T^ T, for every operator T.
operator U such that Uy k = y k+i for all A;; specifically, one defines
(ii) If 5 ST, then T^S.
U Xl* ^kllk
( ) = 2^1 x x *2/*+i- It follows that U*yk = j/*_i (see the (iii) If R ^ S and S ^ T, then R^ T. Moreover,
(iv) US^T, then S*^T*.
calculation made in Example 4.1). Since U*Uy k = UU*yk = yk =
/yt, [/ is unitary; it will be referred to as a two-sided shift operator.
§6. SELF-ADJOINT OPERATORS
Exercises Definition 1. An operator T is said to be self-adjoint (or "Hermitian")
in case T* = T.
1. If 3C is finite-dimensional, every isometric operator is unitary.
Theorem I, The following conditions on an operator T are equivalent:
2. An operator T is unitary if and only if T* is isometric and T is
injective. (a) T is self-adjoint

3. If S and T are unitary operators, so is ST. (b) (Tx\y) = (x| Ty) for aUx,y£X.
4. If T is a unitary operator, 911 and 91 are closed linear subspaces, (c) (Tx\x) = (x| Tx) for all x£3C
and T(9TC) = 91, then T^tt.*-) = 31
L
.
(d) (Tx\x) is real, for all x£X.
5. An operator and only if T: 3C —> 3C is a Hilbert
T is unitary if
Proof.
space isomorphism. More generally, if 3C and X are Hilbert spaces, a
mapping T: 3C —» 3C is a Hilbert space isomorphism if and only if: (a) implies (b): (Tx\y) = (x\T*y) = (*[2ty).
T is a continuous linear mapping such that T*T = I (= identity implies (d): (J *!*)*
1
= (x|r*) =
(c) (Tx\x).
operator in 3C) and TT* = I (= identity operator in JC).
(d) tmpKes (a): (Tx\x) = (rx|x)* = (x|Tx) = (T*x\x). |
6. If T:3C -* 3C is a surjective mapping such that (Tx Ty) |
= (x\y)
for all x,y £
3C, then T is a unitary operator. The next theorem follows easily from the properties of adjointa
listed in § 1
7. If J and K are conjugations of 3C, in the sense of Exercise V.5.1,
then JK is a unitary operator; in particular, JJ is unitary. IS aJ is
Theorem 2.

conjugation, and U,V are unitary operators, 1 »en UJV is a conjuga- (1) // -S and T are st
r
-adjoint, so is S + T.
tion.
(2) If T is self-adjoint, and a is real, aT is self-adjoint.
148 Introduction to Hilbmrt Space VI § 6 VI §6 Operator! in Hilberl Space 149

(3) 1ST is any operator, T*T and T + T* are self-adjoint. 2. If T is a self-adjoint operator, S and 3 are subsets of 3C, and
T(S) C 3, then T(3 X ) C S x .

If Sand T are self-adjoint, then ST is self-adjoint if and only if

(4)
ST = TS. 3. If T is self-adjoint, Tx = if and only if TTz = 6. Give an
example of an operator T such that T^ but TT = 0.
Example 1. Notation as in Theorem 8.1. Thus, Tx k = HkXk and
= 4. If T is self-adjoint, and 5 any operator, then S*TS
T*Xk = Hk*xt- Clearly T is self-adjoint
is
if and only if nkXk Mt*** for is self-
adjoint.
all k, in other words, m* is real for all k. |

= a + {ft 5. If T is self-adjoint, and S is unitarily equivalent to T, then S is

The decomposition of a complex number X in the form X
self-adjoint.
where a and are real, has a generalization for operators:
6. (i) If <p is a bounded sesquilinear form on 3C
Theorem 3. (Cartesian form) If T is any operator, there exist self-ad-
X 3C, there exist
unique bounded Hermitian sesquilinear forms ip y and <p such that
joint operators A and B such that T = A iB. Necessarily + <P = </>i + iv>2-
2

V
is a vector space, and <p is a sesquilinear form on
a - I(r + n (ii) If

there exist Hermitian sesquilinear forms <p <p such that <p
u 2
V X
= <p x
1),

+
B - ( t - r*).
(iii) Generalize (i) to bounded sesquilinear forms ^onSXfi, where
fi is a normed space.
Proof.
Define A and B by the above formulas; clearly A and B are self- 7. An operator T is said to be positive in case {Tx\x) > for all

adjoint, and = T. Suppose also T = C + t'D,

A+iB with C and D x G 3C. Notation: T > 0. Prove:

self-adjoint. Then, T* = C* + i*D* - C - tO, hence T + T* = 2C

(i) IfT > 0, then T is self-adjoint.
and T - T* = 2tD. Thus, C = A and D = B. |
(ii) If S > and 7" > 0, then S + T > 0.
(iii) If T > and a > 0, then «r > 0.
The following result is important for the discussion of spectral (iv) If T > and S is any operator, then S*TS > 0.
theory in Chapter VIII: (v) For any operator T, T*T > 0.
(vi) If S >0,T>0, andS + T = 0, thenS = T =
0.
Theorem 4. If T is a self-adjoint operator,
(vii) If T >0,then \(Tx\y)\ 2 < (Tx\x)(Ty\y) for a\\ x,y CX.
7 > 0, then Tx = 6 if and only if (Tx\x) = 0.
1
(vui) If
\\T\\=LUBl\{Tx\x)\:\\x\\<l\.
It can also be shown that:
Proof. *(ix) T > 0, there exists a unique operator 5 > 0, such that
If
Define <p(x,y) = {Tx\ y) ; <p is a bounded sesquilinear form (see Theo- T = SS; S is called the positive sqtiare root of T. Notation: S = y/T.
and = T Since = (Ty\x) = (y\Tx) =
rem V.7.1), v <p{y,x) *(x) Let T > 0, S = Vr. For an operator Ii, RT =
|| || || ||.

= LUB TR if and
(!Tx|j/)* = [<p(x,y))*, <p is Hermitian, hence || *> || {
\<p{x,x)\: only if AS = SR.
\\x\\ < 1) by Theorem V. 6.2. | *(xi) If S > 0, T > 0, then ST > if and only if ST = 7S. In this

case, VST = Vs -y/T.

Exercises *(xii) If T is self-adjoint, there exist positive operators A and B
such that T= A -B and AB = 0.
1. An operator T is said to be skew-adjoint in case 5"* = —T. Show:
(i) T is and only
skew-adjoint if if i'f is self-adjoint, 8. If S and T are self -ad joint operators, one writes S < T (or
(ii) For any operator T, T — T* is skew-adjoint. 7 > S) in case 7" -S> in the sense of Exercise 7. Prove:
750 Introduction to Hilbert Space VI §6 Operators Space 75 J
VI §7 in Hilbert

(i) T < T for every self-adjoint operator T. 14. Let Uyk = J/*+i be the two-sided shift operator, and P the
(ii) If S < T and T < S, then S = T. projection whose range is the closed linear subspace generated by
(iii) If R < S and S < T, then R < T. •• Then, P > 0, f/Pi7* < P, but £/P£/* ^ P.
•

(iv) If S and T are self-adjoint, then S < T if and only if (Sx x) |

< 2/o,2/i,2/2,-

(Ta:|x)foralla;G3C.
(v) If T is self-adjoint, T < \\
T \\
I, and T> - ||
T \\
I. Briefly, §7. PROJECTION OPERATORS
- || T ||
7 < T< ||
T ||
I.
Definition 1 Aji operator T is called a projection in case T* = T = TT.
A < B and C < D, then A + C < B + D.
.

(vi) If
(vii) If S < T and a > 0, then <*S < «2*. Thus, a projection operator is a self-adjoint operator which equals
(viii) IfS< T, then -S> -T. its "square."
(ix) If 5 < T, and K is any operator, then R*SR < R*TR.
Example be a closed linear subspace of 3C, and T = Pgt
1. Let 91
9. An operator T is called a contraction in case Tx < x for
|| \\ || ||

the projection of X
on 31. As shown in Theorem III. 8.1, T is linear
all x C 3C. For an operator T, the following conditions are equivalent: and Tx < * f hence T is an operator; also T(Tx) = Tx and
|| || || ||

(a) T is a contraction (Tx\y) = (x\Ty), thus T is a projection operator in the sense of

(b) ||
T ||
< 1
Definition 1. In fact, every projection operator can be obtained in this
(c) T*T < I in the sense of Exercise 8 way from a suitable closed linear subspace:
(d) TT* < /
(e) T* is a contraction Theorem 1. If T is any projection operator, there is one and only one
(f) TT is a contraction. closed linear subspace 31 such that T = Pgj. Specifically, 31 is the range

of T,andVL L is the null space of T.

10. If T is a self-adjoint operator, there is a smallest number M, and
a largest number m, such that ml < T < M I in the sense of Exercise Proof.
8. One has \\T\\ = max (|m|, |Af|J. Let 31
1/ 3C: Ty - y\ since 31 is the null space of the operator
= 1 G ;

11. If an operator such that T*T > I, then T(3C) is a closed

T is
T— I, it is a closed linear subspace of 3C.

linear subspace of 3C. Such an operator is injective; it is not necessarily

The range of T is 91. For, if y 31, then y = Ty T(X); if C C
conversely y G T(X), say y = Tx, then Ty = r(Ti) = Tx = y shows
surjective.
that 2/ 91. G
Thus, 31 = T(3C).
12. Let T be a self-adjoint operator, and set R = T + ii. Prove: X
By Theorem V.8.6, the null space of T is [T*(3C)] = [T^X)^ =
(i) ||
Rx 2
||
= Tx f ||
x .
2
+ || || 3l
x
.

(ii) R is injective, ||
Rx \\
> \\x\\. One has T= Pgi- For, given any x G 3C, write a; = j/ +z with
(iii) R{X) is a closed linear subspace of 3C.
2/ G 91 and z G 91
"L
;
quoting Tlieorem III. 8.1, P^x = y = y + =
(iv) R{K) = 3C. Ty + Tz = T(lf + z) = fa:-
(v) R is bijective, R~ l
is continuous, and \\
R 1
||
< 1.
Uniqueness: if P31 = P« then 91 - P3l (3C) = P3n(3C) = 9E. |
(vi) The operator U= (T - iW + -1
tf) "» unitary; it is called

the Cayley transform of T. Example 2. Let t/ be a fixed vector of 3C, y = 1, and let 91 = || ||

\\y: X scalar) be the one-dimensional linear subspace generated by y.

13. (i) If T is any operator, then the operator R = T*T +I is
The operator T denned by Tx = (a:| 2/)j/ is the projection of 3C on 91.
-1 <
bijective, fl continuous, and R~ l
1.
3C, one can write x = \y +
is ||

S = T
||

+I S _1
For, if x G z with z J. 91 and X a suitable
(ii) If T> 0, then the operator is bijective, is
scalar, and one has Tx = (\y + z\y)y = [X(j/|y) + (z|2/)h/ =
continuous, and ||
S~ l
||
< 1.
[X + 0}y m \V - PgjX.
752 Introduction to Hilbert SpacB VI §7 VI §7 Operators in Hifberf Space 153

Example 3. Notation as in Theorem 3.1. Let Pk be the projection whose 7. If P, Q are projections, and PQ = QP, then P + Q - PQ is a
range is the one-dimensional linear subspace generated by Xk) by projection. What is its range?
Example 2, Pkx = (x\x k )x k Define . Tn = £J«kP», forn = 1,2,3,- • •.
8. If P, Q, and P + Q are projections, necessarily PQ = 0.
If x G 3C, one has x = £" (a; | xt)x*, hence Tx = 2T (z x k)y-kXk = I
9. Let P and Q be projections, with ranges 9TC and 91, respectively.
Z7 «(P**) = lim„ Z" w(P*z) = limn Tn x. Thus, Tn z — Ti, for The following conditions are equivalent:
each x; that is, T„ — T strongly,
» in the sense of Exercise IV.S.2. (a) P — Q is a projection.
(b) P > Q in the sense of Exercise 6.8.
Theorem 2. Let 311 and 31 fee closed linear svbspaces of 3C, P <Ae projec- (c) Pi > Qx for all G 3C.
|| II || ||
a;

tion with range 311, and Q tlie projection with range 91. TVien, 971 ± 91 if (d) 311 3 31.
and only if PQ = 0. In this case, the range of P — Q is the set of all vectors common to 9TC
x
and 3l .

Proof.
//: Suppose PQ = 0. If x G 3H and y G 91, then (x|y) = (Px | Qj/) 10. If P, Q are non-zero projections, and PQ = 0, then || P+ <2 II

= (*|P*Qz/) - (*|PQ») - (x\0) = 0. < P + Q

II II II II-

Only if: Suppose 9TC ± 31. If x G 3C, then Qx G 31, hence Qx G 311 \
= 11. If T is an isometric operator, then TT* is a projection.
hence P(Qx) 0. |
12. An operator T is said to be partially isometric in case T*T is a
Example P -,P„ are projections, and PjPk =
4. If lt
-
whenever
projection. Suppose T is partially isometric, say T*T = P. Prove:
3 * k, then P = £" P* is a projection. For, P* = £" P** = £," P* (i) TP = T.

= P, and PP = £ P,Pt = E t ^ti't = T P« = P- See also Set Q = TT*. Then Q a projection, and QT = T. Thus, T*
Exercise 6.
M lk
is
(ii)

partially isometric.
is

L
(iii) T maps
P(3C) isometrically onto Q(3C), (P(3C)]- is the null
X
Exercises space of T, and [Q(3C)] is the null space of T*.
For an operator S, TS =
(iv) if and only if PS = 0. Similarly,
1. An operator T is a projection if and only if T= T*7". ST = if and only if SQ = 0.
(v) If U is unitary, and P is any projection, then UR and RU are
2. If P is a projection, and Q is unitarily equivalent to P, then Q is
partially isometric. If S is isometric and T is partially isometric, then
a projection.
ST is partially isometric. If <S and T are partially isometric, ST is not
3. If P is a projection, then P> in the sense of Exercise 6.7. If necessarily partially isometric.
P is a non-zero projection, P || ||
= 1.
13. Suppose 3C is finite-dimensional.

4. If P, Q are projections, and PQ = QP, then PQ is a projection. (i) If T is partially isometric, and TT* < T*T, necessarily TT* =
In this case, if 971 is the range of P and 91 is the range of Q, then the T*T.
range of PQ is the intersection of 9K and 91 (see Exercise 1.5.4). (ii) If U is unitary, P is a projection, and UPU* < P, necessarily
UP = PU. Compare with Exercise 6.14.
5. If P is a projection, with range 91, then / —P is a projection,
with range 91
x
.
14. If T
an operator with one-dimensional range, there exist
is

vectors y,z 3C such that Tx = (x\z)y for all x

G 3C. Moreover, G
6. Let P and Q
be projections, with ranges 9TC and 91, respectively. (i) T*x = (x\y)z for all x 3C G
If 311 _L 91, then P +
Q is the projection with range 3H@9l (see (ii) TT = ixT, /1 a suitable scalar
Definition II 1. 2.5). (iii) || T ||
= || y || || z ||
154 VI §8 Operators in Hilbert Space 155
Introduction to Hilbert Space VI §8
(iv) T* = T if and only if y = az for some real number a. Equiv-
4. If T is normal, and m is a scalar, then || T*x — n*x \\
=
= Tx - for all x G
alently, (y\z) ± || y ]| || z ||.
|| /tx || 3C.

(v) What are necessary and sufficient conditions on j/ and z, in If r is normal, then T and T* have the same
5- null spac e, and
order that T be a projection? =
T'(3e) T'*(3C). If 31 is the null space of T, then 9l x = T(3C).

6. If T is normal, there exists a unitary operator U such that T* m

§8. NORMAL OPERATORS UT.
Definition 1. An operator T is said to be normal in case T*T = TT*. 7. More generally, ifS and T are metrically equivalent normal
Every unitary operator is normal; so is every self-adjoint operator. operators, there exists a unitary operator U such that S = UT.
An isometric operator is normal if and only if it is unitary.
8. Let T be a normal operator. Prove:
Theorem 1. The following conditions on an operator T are equivalent: (i) T is if and only if T* is surjective.
surjective
(ii) T is injective if and only if T* is injective.
(a) T is normal
(iii) T is bijective if and only if T* is bijective.

(b) T* is normal (iv) If T is bijective, then T*T~ l is unitary.

(c) || T*x ||
= || Tx ||
for all x G 3C. 9. An operator T is said to be invertible if there exists an operator

Proof.
S such that ST = TS = I; in this case, it is clear that T is bijective,
The equivalence = and T~ = l
S. Prove:
of (a) and (b) results from T** T.
(i) If <S and T are invertible operators, then ST is invertible, and
(a) implies (c): ||
T*x\\ 2 = (T*x\T*x) = (TT*x\x) = (T*Tx\x) (ST)- 1 = f-W 1
.

= (Tx\Tx) = \\Tx\\
2
. (ii) If T is an invertible operator, then so is T*, and (T
1
*)
-1 =
(r-i)*.
(c) implies (a): (T*Tx\x) = \\ Tx 2
= || T*x 2
= (TT*x\x) for
|| ||
^iii) If T is an invertible normal (resp. self-adjoint) operator, then
T~ l
is normal (resp. self-adjoint).
Theorem 2. Let T= A + iB be the Cartesian form of the operator T. (iv) If T is an invertible operator, then T*T is invertible. The
Then, T is normal if and only if AB = BA. converse fails.

Proof.
(v) If T is normal, then T is invertible if and only if T*T is invert-
ible.
Only if: Assuming T normal, it is clear from the formulas in Theorem
*(vi) It can be shown that every bijective operator T
6.3 thatAB = BA. -1
is invertible

If: Suppose AB = BA; since T* = A - iB, clearly T*T = TT* =

(that is, T" is necessarily continuous). A proof of this is sketched in
Exercises 11 through 13.
AA + BB. |
Exercises
*10. If T is a bijective normal operator, then T~ l is continuous
(see also Exercise 13). A brief proof results from Exercise 8 and
1. If T is normal, and <S is unitarily equivalent to T, then S is Exercise V.8.6.
normal.
11. An operator T
is said to be bounded below in case there
exists
2. T is normal and only T and T* are metrically equivalent. a constant N>
such that Tx > N
if if
x for all x K. Equiv- || || || || C
3. (i) If T is normal, and TT = 0, then T = 0.
alent^, there exists a constant > such that T*T > MI in the M
sense of Exercise 6.8. Prove:
(ii) Give an example of an operator T^ such that TT = 0.
756 Introduction to Hilb»rt Space VI §9 VI Operators in Hilbert Space 757

Every invertible operator is bounded below.

(i)

(ii) If an operator T is bounded below, then T is injective, and

Examples
T(X) is a closed linear subspace of X. Hence, the mapping T: X -* and X are invariant under every operator
1. {0} T.
T(X) has a continuous inverse.
(iii) An operator T is invertible if and only if T is bounded below , 2. The null space of an operator T is invariant under T; for, Tx =
and T(X) isdense in X. implies T(Tx) = 6.

(iv) An operator T is invertible if and only if , T is bounded below

3. More generally, if S and T are operators such that ST = TS,
and T* is injective.
the null space of T is invariant under <S. For, if Tx = 0, then T(Sx) =
(v) An operator T is invertible if and only if, T is injective and T*
(TS)x = (ST)x = S(Tx) =Sd = B.
is bounded below.
(vi) An operator T is invertible if and only if both T and T* are Theorem 1. Let S and 3 be subsets of X, 9TC = & x± , 91 = 3
±J-.
// T is
bounded below. an operator such that T(S) C 3, </i*n T(9R) C 91.

•12. If T is a surjective operator, then T* is bounded below. Proof.

Incidentally, 9R (resp. 91) is the smallest closed linear subspace of
*13. If T is a bijective operator, then T~ l
is continuous. X which contains S (resp. 3). By Theorem V.8.4, T*(3 X ) C S"1 , hence
T**(8 X± C 3 XX ) .
I
14. Let T be an operator.
(i) If T*T > I in the sense of Exercise 6.8, T is not necessarily Examples
invertible.
(ii) If T*T > I and TT* > I, then T is invertible. 4. Let S be a subset of 3C, 91 the smallest closed linear subspace
(iii) If T is normal and T*T > I, then T is invertible. containing S. If T is an operator such that T(S) <z S, then 91 is invar-

(iv) If T is normal and bounded below, then T is invertible. iant under T; this follows at once from Theorem 1.

5. In particular, if S is a linear subspace of X, 91 = I, and T is an

15. An operator S is said to be similar to the operator T in case
-1 operator such that T(S) C S, then 91 is invariant under T. See also
there exists an invertible operator A such that T = A SA . Notation
Exercise 1.
S~7\ Then:
(i) T~ T, for every operator T. 6. For any operator T, T(X) is invariant under T; this follows from
(ii) If S~T, then T~S. the relation T[T(,X)] C T(X), and Example 5.
(iii) If R ~ S and S ~ T, then R ~ T. Moreover,
Theorem 2. Let T be an operator, 9E and 91
(iv) If S~ T, then S* ~ T*. closed linear subspaces of

(v) If S^ T in the sense of Exercise 5.10, then S T. ~ X. The following conditions are equivalent:
*(vi) If S and T are normal operators, it can be shown that S = T (a) T(9TC) C 91
if and only if S~T.
(b) 3'*(9l-
L
) c git-
1

INVARIANT AND REDUCING SUBSPACES

(c) PsiTPw = TPga.
§9.
Proof.
Definition 1. A closed linear subspace 91 is said to be Invariant under
the operator T in case T(9l) C 91. (a) and (b) are equivalent by Theorem V.8.5.
 - -

158 Introduction to Hilbert Space VI §9 VI § 9 Operators in Hilbert Space 759

(a) implies (c) : Given any x G 3C, one has P^x G 911 (see Example Proof.
7.1); by condition (a), Ti^z G 91, hence P^TP^x = TPgnx. The equivalence of (a)-(d) is immediate from Theorem 2 and the

= TP^y =
definitions. Let P= Pgi.
(c) implies (a) : If 2/ G 9JI, then Ty P<jiTP wy = P^T?/,
hence T?/ G 91. I (d) implies (e) : By the Corollary of Theorem 2, PTP = TP and
91 A
PT*P = T*P. Then, PT = P*T = (T*P)* = (PT*P)* = P7"P =
In particular, 91 is invariant under T if and only if is invariant
TP.
under T*.
(e) zTOp&es (d) : Assuming PT = TP, one has PTP = TPP = TP,
Corollary. /I cZosed h'near subspaee 91 is invariant under the operator T
hence 91 is invariant under T by the cited corollary. Also, PT* =
if and only if PnTPn = TP^. (TP)* = (PT)* = T*P, hence 91 is invariant under T*. |
Definition 2. Let 91 6e a dosed linear subspaee invariant under the
operator T. The restriction of T to 91 is </ie mapping T/91: 91 — 91 Examples
defied 6?/ (T/9l)j/ = Ty.
7. If T is a normal operator, 91 = T(3C) = T*(3C) reduces T; for,
Thus, T/91 is the mapping // Ty, restricted to 91. The following 91 1
-
is the null space of both T and T*, hence is invariant under them
is elementary: both.

Theorem 3. Let 91 be a closed linear subspaee of X. 8. If Txk = xic+t is the one-sided shift operator (Example Jh 1), the

under the operator T, then T/91 is an operator in only closed linear subspaces which reduce T are |0( and 3C. For, sup-
(1) If 91 is invariant
pose 91 t^ \0) is a closed linear subspaee which reduces T. For a non-
Hie Hilbert space 31, and || TfSl \\<\\T ||.

zero vector y = 23" X*z*, define the index of y to be the smallest

(2) If 91 is invariant tinder the operators S and T, then it is invariant
subscript k sueh that X* ^ 0. Let to be the smallest index of any non-
under S + T, ST, and XT; moreover,
zero vector in 91, and choose any non-zero y G
91 with index m; clearly

(S + T)/9l = (S/91) + (T/91) y = 2^ ^kXk- Necessarily to = 1 ; otherwise, 91 would contain the

(ST)/9l = (S/91) (T/91) non-zero vector = ]£^ X k x k _ = J^_, \k+ ix k contrary to the
T*y x ,

minimality of to. We may suppose Xj = 1, thus y = a;, + £" \ k x k

(XT)/9l = X(T/9l).
.

One has T*y = T*Xl + £" HT*x k = + £, X tx t _,, hence TT*j,

Definition 3. A closed linear subspaee 91 is said to reduce the operator
T in case both 91 and 91
x
are invariant under T.
= 2" x * ra: *-i = X* ^z* = V - xi- Since x = y - TT*y, clearly x

zi G 91. Then, 91 also contains Ts, = 2 Tx 2 = x3 and so on. a: , ,

Theorem 4. If T is an operator, and 91 is a closed linear subspaee, the Evidently 91 is total, 31 1

-
= (0), 91 = 0C. |
following conditions are equivalent:
Theorem 5. If VI reduces T, then (T/%)* = T*/9l.
(a) 91 reduces T
Proof.
x reduces T
(b) 91 Let ft = T/91 and S = T*/9l; these are both defined, by condition
(d) of Theorem 4. For all x,y G 91, (R*x\y) = (x\Ry) = (a:|Tv/) =
(c) 91 reduces T*
(T*x\y) = (&e|^); since ft* and S are operators in 91, ft* = S. |
(d) 91 is invariant under both T and T*
Corollary 1. 7/31 reduces T, and T is normal (resp. unitary), then T/91
(e) TP = P3l T.
fSl
is normal (resp. unitary).
 :

160 Introduction to Hilbert Space VI §9 VI Operator* in Hilbert Space 161

Proof. 6. If T is unitary, and 91 is invariant under T, then r/91 is unitary

By Theorems 3 and 5, (T*T)/W. = (T*/3l)(T/9l) = (r/9l)*(T/9l), if and only if 91 reduces T.

and 7/91 is the identity operator of 91.

7. If T is normal, 91 is invariant under T, and T/31 is a scalar
Corollary 2. If T is self-adjoint, and 91 is invariant under T, then T/91 operator, then 91 reduces T.

is self-adjoint.
8. Suppose T is isometric, and 91 is invariant under T. Then
Proof. (i) If 7X91) = 91, 91 reduces T.
Since T* = T, 91 reduces T by T/ieorem4. Then, (T/91)* = T*/9l = (ii) If 7791 is normal, then 91 reduces T and T/91 is unitary.

T/X | 9. Call an operator T hyponormal in case || T*x \\

< \\
Tx \\ for all

Example Suppose T is normal, and 91 is invariant under T. Then,

9. x G 3C. Prove:
7'/9l is normal if and only if 91 reduces T. (i) T is hyponormal if and only if TT* < T*T in the sense of Exer-
For, if 91 reduces T, T/91 is normal by Corollary 1 above. cise 6.8.

Conversely, suppose R = T/91 is normal, that is, R*R = RR*, (ii) If T is isometric, then T is hyponormal.
where R*
an operator in 91. Given x
is 31, the problem is to show G (in) If T is hyponormal, 91 is invariant under T, and T/Ul is normal,
that 7**3 91. G
For any 2/ 31, (T*x\y) = (x\Ty) = (x\Ry) = G then 91 reduces T.

(R*x\y); thus, (T*z - fl*z|»/) = 1

for all y 31, T*a; - R*x a* G G .
Let 91 be a closed linear subspace invariant under the operator
10.
Since 72*x 31, one has G T. Prove:

||
T*x f= ||
(T*x - R*x) + R*x ||
2
= || T*x - R*x ||
2
+ || R*x ||
2 (i) If R= T/91, || R*x ||
< ||
T*x ||
for aU x G H.
(ii) If T is hyponormal, so is T/91.
by Theorem II. 6.2. Since T and # are normal, ||
T*x ||
= || Tx \\

and ||
R*a; ||
= || Rx \\
= || Tx ||, hence the above equation reduces to 11. An operator T is hyponormal if and only if there exists an

Tx 2 =
|| || T*x - R*x 2
+ Tx 2 Thus, T*x - R*x = 6, T*x =
.
operator V, \\V\\< 1, such that T* = VT.
|| || || ||

R*x G 31- 12. If T is an invertible hyponormal operator, then T~ l

is hypo-
normal.
Exercises
13. Let Uyk = 2/t+i be the two-sided shift operator. Given a

Let S and 3 be subsets of the metric spaces X and y, respectively,

1. bounded sequence of complex numbers n n (n = 0,±1,±2, •), let • •

and let T: 9C — "y be a continuous mapping such that T(S) C 3. Then, R be the unique operator such that Rijk = m*2/* f° r a U k. Define T =
T(S) C 3. RU. Then, T is hyponormal if and only if \y.k < |/**+i| for all k. \

T is normal if and only if all the nk he on the circle in the complex

2. If T is isometric, and 31 is invariant under T, then T/91 is plane with center and radius |mo| ; equivalently, T is a scalar multi-
isometric.
ple of a unitary operator.

3. Ifhas Cartesian form T = A

T iB, and + 91 reduces T, then 14. *(i) It can be shown that every hyponormal operator on a
T/31 has Cartesian form (4/91) + t(B/3l). finite-dimensional Hilbert space is normal.
4. If 31 is invariant under T, and P is the projection with range 31,
(ii) If T
hyponormal, and 91 is a finite-dimensional subspace
is

then (T/X)* = (PT*P)/9l. invariant under T, then 91 reduces T.

5. Let =
be the two-sided shift operator (Example 5.2),
t/r/i ijk+i
15. Let T= A + iB be the Cartesian form of the operator T. Let
91 the smallest closed linear subspacc containing 2/1,2/2,3/3,- -. Then 91 •
AB = C + iD be the Cartesian form of AB. Then, T is hyponormal
is invariant under U, but does not reduce U. if and only if D< 0.

t
162 Introduction to Hilbert Space VI §9
16. Let Txk = Xk+i be the one-sided shift operator. The only
finite-dimensional subspace 31 invariant under T is 91 = (0).
Chapt er
17. If Txk = Xk+i is the one-sided shift operator, there exists a
linear subspace S, distinct from |0J and 3C, such that T(S) C S and
T*(S) d S. Such a linear subspace is necessarily dense in X. Among Proper Values
all such S, there is a smallest, that is, one which is contained in every VII
other.

18. Suppose 31 reduces the operator T. Then, T is an isometric

Proper vectors, proper values
and T/3l x are § 1.
operator if and only if both jT/31 isometric. The word
"isometric" can be replaced by "unitary," "normal," "self-adjoint," § 2. Proper subspaces

"projection," "hyponormal," "positive," "invertible." § 3. Approximate proper values

**19. Given an arbitrary operator T. It is not known whether there

exists a closed linear subspace 31 invariant under T, other than (0)
and 3C.
§1. PROPER VECTORS, PROPER VALUES

Definition 1. A vector x G 3C is said lobe a proper vector for the opera-

tor T in case: (1) x ^ 6, and (2) Tx = nx for a suitable scalar p.

If also then (p — v)x = 6, hence ix =

Tx = vx, v. Thus, a proper
vector x determines uniquely the associated scalar p.

Definition 2. A scalar it is said to be a proper value for the operator T

in case there exists a vector x y* 6 such that Tx = iix.

Thus, y. is a proper value for T if and only if the null space of

T- pi ^ is {$].

Examples

1. If T = pi, every non-zero vector of 3C is a proper vector for T;

the only proper value is p.

2. Let P be the projection with range 31. Assume 31 ^ [0] , 31 ^ 3C.

If y is any non-zero vector of 31, Py = y a proper = \y shows that y is

vector, with associated proper value 1. Similarly, every non-zero

x
z G 3l is a proper vector, with associated proper value 0. The only

proper values of P are and 1. Every proper vector of P belongs either

or to 3l
x
to 31 .

3. Let x be a proper vector for T, say Tx = px. If 31 is the null

space of T— pi, every non-zero vector of 31 is also a proper vector.
In particular, || x -I a:
||
is a proper vector of norm 1.

163
764 Introduction to Hilbert Space VII § 1 VII §1 Proper Values 165

4. Given a Hilbert space 3C of finite dimension n, and scalars

-
(not necessarily distinct). If x\,- -,x„ is any basis of 3C, Examples
Mi, •
-.Mi.

there is a unique linear mapping T: OC 3C such that Txk — = HkXk

6. The one-sided shift operator Txk = Xk+i (see Example VI. 4-1)
for all k (see Theorem IV. 1.8). See Exercise 1.
has no proper values. For, assuming Tx = nx, let us show that neces-
sarily x = 6. If n = 0, Tx = nx = Ox = 6; since T is injective, x = 6.
Theorem 1 . Let it be a -proper value for T. Then:
Suppose H ^ 0. If X = ^r ^*X *> then Tx = 237 **** + !
= 53* ^k-lXk,
tt) 1*1 < II
T ||.
hence = (Tx\xy) = (iix\xi) = /*Xj
; thus X!= 0. Also, for k > 1,

X*_i = (Tx\xk) = (iix\xk) = n\k, hence X* = n~ \k-i] since Xi =

l
0,
(2) If T is self-adjoint, it is real.
this implies Xi = for all k.

(3) If T is isometric, \n\ = 1.

m is a proper value for the operator S, it does not follow that
7. If

n* a
isproper value for <S*. For instance, let S = T*, where T is the
Proof.
one-sided shift operator. As shown in Example 6, S* has no proper
Let i be a non-zero vector such that Tx = fix; we may suppose
values, but Sxi = T*xi = d = Ozi shows that is a proper value for
11*11 = 1-
S.

(D:|m| -|j*|-|ft|£|r|. 8. There exist normal operators having no proper values. For ex-
(2): ix = n(x\x) = (jix\x) = (Tx\x) is real by Theorem VI.6.1. ample, Uyk = yk+\ be the two-sided
let shift operator (see Example
VI.S.2). Suppose Ux = lix, and assume to the contrary that x j± 6.
(3):|m| =|l 7^ II
= 11* 11
= 1- I Since U is isometric, |m| = 1- If * = £!!* Hyt, then

Example 5. Let 3C be classical Hilbert space, x„ an orthonormal basis

Ux = Zlo\t2/*+i = E^o^-iM-
for 3C, Mna bounded sequence of scalars, and T the unique operator
such that Txk = HkXk for all k (see Theorem VI. 3.1). Thus, the m* are For all k, X 4 _i = (Ux\y k ) = n{x\y k ) = n\ kl hence |X fc _,| = |X 4 |. It
proper values for T. In fact, these are the only proper values. For, follows that |
Xjfc |= Xo for all k; since x
| |
j± 0, X ^ 0. But S^J^tl
2

suppose Tx = nx, x * 0. Say x = £," \ k xk then Tx ;

= J^ \k»kXk, < co, a contradiction.
hence X iWt = {Tx\x k ) = (itx\xk ) n(x\x t ) - mX*, X*0* - Mfc) = Ofor
=
all k. Since a; ^ 0, there is an index m
such that X m ?* 0; necessarily Exercises
n — nm = 0, thus m = Mm- Similarly, the nk* are the proper values for
T*; this is a symptom of normality: 1. Notation as in Example 4- T is an operator, and a complex

number y. is a proper value for T if and only if n = nk for some A:.

Theorem 2. If T is a normal operator, x is a vector, and n is a scalar,
Notation as in Example 5. If the nk are distinct, a non-zero vector
then Tx = itx if and only if T*x = it*x. In particular:
2.

a; is a proper vector for T if and only if x is a scalar multiple of some Xk.

(1) xisa proper vector for T if and only if it is a proper vector for T*.
3. Let Txk = Xk+i be the one-sided shift operator, and R the unique

T operator such that Rx k = (,l/k)x k for all k (k = 1,2,3, •)• Then S =

a proper value for if and only if p* a proper value for T*. •
(2) n is is
TR has no proper values.
Proof.
4. If Txk = Xk+i the one-sided shift operator, then n a proper
By assumption, T*T = TT*. Since (T - /xl)* = T* - n*I, clearly
is is

T — til is normal, hence ||

(T - iiT)x ||
= ||
(T - nl)*x ||
by Theorem value for T* if and only if |m| < 1.

VI. 8.1. | 5. There exists a self-adjoint operator T which has no proper values.
 :

766 Introduction to Hilbert Space VII § 2 VII §2 Proper Values 167

6. If T is a hyponormal operator, and Tx = itx, then T*x = n*x.

Proof.
7. Let T be an operator. Then
(1) Since T*T = TT*, 91t(m) is invariant under T* by Theorem 1.
(i) A non-zero vector a: is a proper vector for T if and only if
:

= By the Corollary, 31t(m) is also invariant under T, hence 9lr(/i) reduces

\(Tx\x)\ || Tx || x I
||
T by Theorem VI.94-
(ii) In order that T have a proper value it such that |/x| = ||
T \\,

it is necessary and sufficient that there exist a vector x such that (2): See Theorem 1.2.
sc = land |(Ta:|:r)| = T —
||
|J

(iii) If o„ is
\\

a sequence of scalars such that at

\\.

> for all k, and

(3): Given x G 9tr(M)> V G SlrM, an d it v j± 0, the problem is
to show that x _L y. By (2), T*^ = v*y. Then, (Tx\y) = (x|T*2/),
2% ai? = 1, then £" a k a k+l < 1.
= (x\v*y), ,t(x\y) = v(x\y), 0* - v){x\y) = 0, hence {x\y) =
( M a;|?/)
0. |
Proper vectors and values are definable for a linear mapping of
8.
a vector space into itself. If T is a continuous linear mapping in a Theorem 1 has a converse, provided T has "sufficiently many"
normed space, and m is a proper value for T, then \/t\ < T ||. \\ proper vectors:

Theorem 3. Suppose T is an operator such that the only vector x which

§2. PROPER SUBSPACES is orthogonal to every n-space of T is x = 6. Then, the following con-

Definition \. If T is an operator and n is a scalar, the null space of the

ditions on an operator S are equivalent:

operator T — itl is called the n-\h proper subspace of T, and is de- (a) ST = TS
noted 9lr0*). Thus,
(b) Every it-space of T is invariant under S.
rcrM = [xCW.Tx -/ae\.
Proof.
Briefly, 3lrG0 is Hie ^-space of T.
(b) implies (a): Let IK be the null space of TS — ST; the problem
Thus, a closed linear subspace of 3C; it is different from {0} = X, x =
317-(m) is is to show that 31 or, equivalently, that 91 \0\.
if and only if m is a proper value for T. A non-zero vector a; is a proper

vector for T if and only if x belongs to some M-space of T. One has SlrO*) C 31; for, if x 91t(m)i by assumption &r G
31t(m). G
hence 2\Sx) = it(Sx) = S(px) = 5(Ta:), (TS - ST)x = 8. It follows
Theorem 1. If S and T are operators such thai ST = TS, then the that if z ± 91, then x _L 91t(m) for all it, hence i = by the hypothesis
it-spaces of T are invariant under S; that is, on T.
S(m.T (jt)) c 3lrGi) for all ,t. (a) implies (b) by Theorem 1. |
Proof.
The hypothesis on the >i-spaces of T in Theorem 3 is conveniently
If x G TCt-M, then T(Sx) = (TS)x = (ST)x = S(Tx) = S(*t) =
expressed in terms of the following:
it(Sx) shows that Sx G 91t(m)- I
Definition 2. A family of closed linear subspaces is said to be total in
Corollary. The /t-spaces of T are invariant under T.
case the only vector x which is orthogonal to every subspace 91 belonging
Theorem 2. // T is a normal operator, to tlie family is x = 0.

(1) the it-spaces of T reduce T; Thus, the condition on T

Theorem S is that the ^-spaces are a
in
total family. It will be shown
4 of Chapter VIII that the /i-spaces
in §
(2) 91t(m) =3lr.0x*);
of any "completely continuous" normal operator are a total family;
(3) 9tr0i) 1- 3lr(»-) whenever it?* v. this is the essence of the "spectral theorem" for such operators.
768 Introduction to Hilbert Space VII §3 VII §3 Proper Values 169

Example 1.8). A less stringent condition on /i would be the following:

Exercises given any t > 0, there exists a vector a: such that x || ||
= 1 and
T any and PM || Tx — px ||
< e; equivalently,
1. If is operator, is the projection whose range is

Sir GO, then P M 7T M = TP» = M P„. Definition 1. A scalar n is said to be an approximate proper value for
2. Let Txk = nkXk, with notation as in Example 1.5.
the operator T in case there exists a sequence of vectors x n such thai

(i) Describe the M-spaces of T. || xn ||

= 1 and ||
Tx n — nx n II
-* 0. Briefly, n is an /IP-value for T.
(ii) If S is an operator, ST = TS if and only if every /i-space of T
is invariant under S. Examples
(iii) If S is an operator such that ST = TS, then S*T = TS*.
1. Every proper value for T is obviously also an AP-value.
(iv) If S is an operator, ST = TS if and only if the ^-spaces of T
reduce S. 2. Let Txk = HkXk, with notation as in Example 1.5. Assume more-

3. Suppose T is a normal operator whose ^-spaces are a total family.

over that the sequence converges to a limit /i, distinct from every m
Hk. As shown in Example 1.5, n is not a proper value for T; however,
If 8 is an operator such that ST = TS, then ST* = T*S.
||
TXk - HXk = WfcZ* - M** = 0** - f)Xk
||
= Mi - m| -* 0,
|| || || || |

4. If the ^-spaces of an operator T are a total family, and 31t(jj) C hence m is an AP-value for T.
3lr*(/x*) for all m, then T is normal.
Let m be an AP-value for T, and suppose
3. Tx„ — \tx n —> 0, || ||

5. Let T be a hyponormal operator. where a: n = l.Then,

||
\{Tx n \x
|| n) - „| = \{Tx»\xn) - Kx n \xn )\ =
(i) For every scalar y., 91t(m) 3lj-*(/x*). C \(Tx n - nx n \x„)\ < Tx„ - nx n -> 0, hence (Tx„\x n ) -» p, || ||

(ii) For a fixed scalar u, let 91 = 91t(m)- Then, 91 reduces T, and \(Tx„\x„)\ -> \n\. Clearly M < LUB [\(Tx\x)\: \\x\\ < 1} < | |

TfSl is normal. lir||.

(iii) 91t(m) -L WrOO whenever n ^ v.
Theorem 1. The following conditions on an operator T are equivalent:
(iv) If the M-spaces of T are a total family, then T is normal.
(a) T has an AP-value m such that |m| = || T ||.
*6. If 3C is finite-dimensional, every hyponormal operator T is
normal. (b) LUB||(T*|*)|:||*||<1} = ||r||.

7. Definition 1 makes sense, and Theorem 1 is true, for linear map- Proof.
pings in a vector space. For a continuous linear mapping in a normed
(a) implies (b): Suppose |m| = II
T ||, || i„ ||
= 1, and || TxH — nx„ ||
space, the M-spaces are closed linear subspaces.
- As shown Example |(rz„|:r„)| — |m| =
0. in 3, » || T ||. If

8. Suppose x,, •••,!„ are proper vectors for T, Txk = nkXk- If M denotes the indicated LUB, one has T > M > |(ri || \\ n |x„)| -
Pi,- -,n„ are distinct, then x\,- •,!„ are linearly independent. T as n -» », hence M = \\T
|| || ||.

9. If the M-spaces of T reduce T, and are a total family, then T is (b) implies (a) : Choose a sequence of vectors x n such that xn = 1 || \\

normal. and |
(Tx„\xn ) \
—* \\ T ||. Passing to a subsequence, we may assume
(Ta;„ 1„) 1
—
m for a suitable scalar p, hence |m| =
* T ||. Then, ||
<
§3. APPROXIMATE PROPER VALUES ||
Tl„ ?Xn
2
-
= TX„ 2 - (TlnlMln) ~ II |m|
||
2
|| MTxJ + =
T Xn 2 - (TlnlMXn) - (TlnlMln)*
[J |m|
2
< T 2
- (Tx n Ml„) + II || \
-
A scalar n a proper value for the operator T if and only if there
is (TlnlMln)* |m|
2
= |m| 2 - M*(rx n |x n ) - M(ri„|ln)*
+ |m| +
exists a vector x such that x = 1 and Tx — \xx = 0. An operator
|| || || ||
l/i|
2
— n*fi — mj* \ft\ 2 = Oasn ». Thus, Tin - nx n+ || 0,
may not have any proper values at all, even if it is normal (see and m is an AP-value for T.
170 Introduction to Hubert Space VII
VII §3 Proper Values 171

There having no proper values at all

exist self-adjoint operators
can be shown that every normal operator T has an AP-value
*9. It
(see Exercise 1.5). However, it can be shown that every operator has
ii such that |m| = T ||, hence \\T'\ = LUB { (Tx\x)
|| x < 1 J. | | : || ||
at least one AP-value. For our purposes, the following result will
It would be nice to have a proof in the reverse order.
suffice:
10. Let T be an operator, n a scalar. The following conditions are
Theorem 2. // T is a self-adjoint operator, either ||
T |j or — T
1| ||
is an equivalent:
AP-value for T. (a) 11is an AP-value for T.

Proof. (b) There exists a sequence of operators S„ such that || <S„ ||

= 1

Condition (b) of Theorem 1 holds for T, by Theorem VI.6.4. Let and |i

(T - nI)Sn -> 0. \\

(Tx n \x„) — * p., with notation as in the proof of Theorem 1. Since *11. Exercise 10 can be generalized to normed spaces.
(Tx„\x n ) is real for all n, m is real. Since |m| = II
T ||,
one has n 2 =
liril
2
. 1
12. The spectrum of an operator T is defined to be the set of all
scalars n such that T— nl fails to be invertible in the sense of Exer-
cise VI. 8.9; it denoted s{T). Then:
will be
Exercises
(i) If m is an AP-value for T, 11 s(T). G
1. AP-values are definable for a linear mapping in a normed space. (ii) H G s(T) if and only if 11* s(T*). G
If T is a continuous linear mapping, and n is an AP-value for T, then
(hi) s(T + \I) { m
m
X:mGs(T)}. +
(iv) s(\T) = {Xn-.fiCsiT)].
ui <imi.
(v) T is invertible if and only if is not in s(T).
2. If m an AP-value for T, then n
is + X is an AP-value for T + X7, (vi) If T is invertible, s^-') = { M
-1
:
n G *(T) }.

and Xm is an AP-value for XT. (vii) If T is self-adjoint, every y. G s(T) is real,

= (viii) If T is positive, every n G s(T) is > 0.
3. If T is isometric, and n is an AP-value for T, then \n\ 1.
*(ix) It can be shown that
every operator T, s(T) is a non-empty for
4. If T is self-adjoint, every AP-value for T is real. and closed set of complex numbers, and \n\ T for all n s(T). < || || G
(x) If T is normal, y. G s(T) if and only if n is an AP-value for
5. If T is normal, and n is an AP-value for T, then /** is an AP-value
T.
for T*.
(xi) If T is unitary, then |^| = 1 for every it G $(T).
6. Let T
be a hyponormal operator. *(xii) If Txk = x t+1 is the one-sided shift operator, s(T) is the
(i) If n is an AP-value for T, then n* is an AP-value for T*.
entire disc |m| <L
(ii) Let y. and v be AP-values for T,n ^ v. If x„ and y„ are sequences *13. If A is any non-empty closed and bounded set of complex
of unit vectors such that Tx„ — itx n —» Oand Ty n — vy n
||
— 0,
|| || ||
numbers, and X is classical Hilbert space, there exists a normal oper-
then (zn \y„) -* 0. ator T such that (1) A is the spectrum of T, and (2) p G
A if and only
if M is an AP-value for T.
7. If an AP-value
ix is for the operator S, it does not follow that n*
is an AP-value for 5*.

8. (i) n is an AP-value for T if and only if T — pi fails to be

bounded below in the sense of Exercise VI. 8.11.
(ii) If n is an AP-value for T, T — id cannot be invertible.

(iii) If Txk = Xk+i is the one-sided shift operator, then

T = T — 0/ is not invertible, but is not an AP-value for T.
 VIII §1 Completely Continuous Operators 773

(x„\y) has a convergent subsequence, say (xn \y)

k X; then Tx„ k =
(*njz/)z -» Xz.
Chapter
3. If OC is infinite-dimensional, the identity operator is not CC. For,
if x u x2 ,x3 ,- is any orthonormal sequence (see Theorems 1.7.3 and
Completely Continuous - Ix„ 2 = \\x m - x„ 2 = 2 whenever m j* n, hence
VIII 11.6.1,), ||
Ix m
lx„ cannot have a convergent subsequence.
|| ||

Operators The results of this section and the next show that CC-operators
existabundantly; § 3 is preliminary to § 4, in which normal CC-oper-
ators are analyzed in detail.

§ 1. Completely continuous operators Theorem \.IfTisa CC-operator, and X is a scalar, XT is a CC-operator.

§ 2. An example Proof.
§ 3. Proper values of CC-operators If 7'i„. -» y, then (\T)x, xy.
»;.- I
§ 4. Spectral theorem for a normal CC-operator
Theorem 2. i/ S and T are CC-operators, S + T is a CC-operator.
Proof.

§1. COMPLETELY CONTINUOUS OPERATORS Given ||

xn ||
< 1, the problem is to find a convergent subsequence
of Sx n + Tx„. Passing to a subsequence, we may suppose Sx n -» u.
If the ^-spaces of an operator T are a total family, and S is any For a further subsequence, Tx„k v; since also Sx,™* w,
operator, ST = TS if and only if the ^-spaces of T are invariant under (S +
T)x„ k ->u + v. |
S; this shows the power of proper values. However, the ^-spaces of
an operator, even a self-adjoint one, may all be [8] ; this shows their Definition 2. An operator T is said to be finite-dimensional if its range
weakness. T(JC) is a finite-dimensional linear subspace.

Every self-adjoint operator T does have an AP-value n, in fact, one Theorem 3. Every finite-dimensional operator T is CC.
for which \n\ = T ||. Happily, there is an important class of oper-
||

ators for which AP-values are nearly always proper (see Theorem 3.2) Proof.
these are the completely continuous operators: Let zi,- ••,«,, be an orthonormal basis for T(3C). For each x £ 3C,
Definition 1 . An operator T is said to be completely continuous in case: Tx = 22" fk(x)z k , where fi{x),- -,f„(x) are scalars uniquely deter-

given any sequence of vectors x„ such that || x„ || is bounded, Tx„ has a mined by as; clearly fk (x) = (Tx\zk ) = (x\T*zk ). Define TkX =
convergent subsequence. Briefly, T is a CC-operator. fk(x)zk = (x\T*zk )zk ; Tk is a CC-operator by Example 2, hence T=
Clearly, an operator T is CC if and only if : || x„ ||
< 1 implies Tx n S" Tk is CC by Theorem 2. |

has a convergent subsequence.

Theorem 4. If T is a CC-operator, and S is any operator, then ST and
TS are CC-operators.
Examples
Proof.
1. The zero operator is CC. Given || x„ \\
< 1. For a suitable subsequence, Tx„ k —* u, hence

2. If y and z are fixed vectors, the operator T defined by the formula STx„ k -+ Su; thus, ST is CC. Also, Sxn \\<\\S
|| \\, hence T(Sx n ) has

Tx = (x\y)z is CC. For, suppose i» < 1. Since (x„| y) <\\y

a convergent subsequence; thus, TS is CC. |
|| || | \ ||,

172
 VIII §1 VIII § 1 Completely Continuous Operators 175
774 Introduction to Hilbert Space

Theorem 5. If Tn
isa sequence of CC-operators, T is an operator, and 3. (i) If S and T are metrically equivalent operators, and t is CC,
then S is CC.
|| T - Tn ||
-» 0, then T is a CC-operator.
(ii) In particular, if T is normal and CC, then T* is CC. See also
Proof, ("diagonal procedure") Exercise 6.
Given ||
x„ ||
< 1, the problem is to find a convergent subsequence
of Tx n .
4. If T is a CC-operator, and S*S < T*T, then S is a CC-operator.
particular, if T is a hyponormal CC-operator, T* is CC. See also
Let x\ be a subsequence of x„ for which T x xn is convergent. Say,
In
Exercise 6.
Tix„ -+ %.
l

Let xl be a subsequence of x\ for which T 2x„ is convergent. Say, 5. If 3C is infinite-dimensional, a CC-operator cannot be invertible.
T 2X 2n -+ U*.
Continuing inductively, one obtains, for each k, a subsequence x„ 6. (i) An operator T is CC if and only if T*T is CC.
_1
of x* such that 7't x* -* u k . (ii) If T is a CC-operator, then T* is CC.
k
The x* may be arranged in a rectangular array,
with x\,x2 ,X3, as • • •

7. (i) If 3C is infinite-dimensional, and the operator T is bounded

the fc'th row. Then, the fc'th row is by construction a subsequence of
below, then T cannot be CC.
the (A: - l)'th row. Consider the "diagonal sequence" x{,xi,X3, • • •

*(ii) If 3C is infinite-dimensional, a CC-operator cannot be surjective.

For each k, the sequence xtx^LxJtz,- is clearly a subsequence of

the fc'th row, hence 8. (i) If y and z are fixed vectors, and y ^ 9, there exists a CC-
lim
n
Tkxn = uk for k = 1,2,3, • • •
operator T such that Ty = z.

n-»"> (ii) More generally, the set of CC-operators is n-fold transitive in

We Tx" is a Cauchy sequence. For, given any « > 0,

assert that
the following sense : if y\ , • •
,y„ are linearly independent, and 2( , • • •
,z„

< «• For all m are arbitrary, there exists a CC-operator T such that Tyk =
fix any index k such that \\T - Tk and n, z k for all
\\

II
TxZ - Ta» < (T - Tk )xZ ||| T kxZ - Tk xn
||
n
(Tk - T)x"n \\ + \\ + \\ ||
A;.

< 2t Tk xZ - T kxl Since Tk xnn -> u k as n -> «, there is an

+ || ||
.
9. If d is an algebra, an ideal of (J is a linear subspace S such that
index N
such that TkxZ - T k x" < e whenever m,n > N. Then,
|| \\
ifx C
4, and a £
a is arbitrary, both ax S and xa 3 Evidently, £ £ .

|| TxZ - Txl < 3« whenever m,n > N. This shows that the sequence
||
an ideal of a is a subalgcbra. The results of this section can be sum-
TxZ is Cauchy; since 3C is complete, it is convergent. |
marized as follows:
Corollary. If T„ is a sequence of finite-dimensional operators, T is an (i) The CC-operators form a closed ideal £ CC (X) of the Banach

operator, and T„ -
T -» 0, then T is a CC-operator. ||
algebra £ e (3C), and this ideal contains every finite-dimensional oper-
||

ator.
Proof. (ii) £ CC (3C) is itself a Banach algebra.
Each Tn is a CC-operator by Theorem 8, hence T is CC by Theo-
(iii) One has / £ £«(3C) if and only if X. is finite-dimensional, and
rem 5. | in this case £ CC (K) = £ C (X).
Exercises (iv) In view of Exercise 6, £ C e(3C) is a *-subalgebra of £ C (3C), hence
is a B*-algebra.
1. Let T be an operator, 91 a closed linear subspace of 3C.
(i) If 91 is invariant under T, and T is CC, then T/31 is CC. 10. Notation as in Exercise V.8.11, with X = X a classical Hilbert
x
(ii) If 91 reduces T, T is CC if and only if both T/31 and T/9l are space. Prove:
CC. (i) The *-algebra £ h .(X,X) of operators of Hilbert-Schmidt class is

2. If 3C is finite-dimensional, every linear mapping T: 3C Kisa an ideal of £ C (3C).

(ii) Every finite-dimensional operator is of Hilbert-Schmidt class.
CC-operator.
 176 Introduction to Hilbmrt Space VIII §1 VIII Completely Continuous Operators 177

*11. If & is an ideal of £ e (3C), different from (0), then S contains

every finite-dimensional operator. §2. AN EXAMPLE
12. If 8 and JF are normed spaces, complete continuity is definable
Let 3C be classical Hilbert space, x„ an orthonormal basis for 3C, m«
a linear mapping T: 8 — T a bounded sequence of scalars, and T the unique operator such that
for ff. If is CC, it is necessarily contin-
uous. Txk = MkXk for all A; (see Theorem VI.S.l). If P* is the projection
whose range is the one-dimensional subspace generated by Xk, and
13. Let S and S be normed spaces, and denote by £ ce (5,S) the set Tn = 22" »kPk, one has T„x — Tx
» for each a: G 3C (see Example
of all CC linear mappings T: 8 —> tf. Then: VI.7.S). It will be shown in § 4 that if T is CC, necessarily m„ -» 0;
(i) J2 ce (S,ff) is a linear subspace of £ e (8,JF).
we are concerned here with the converse:
(ii) £«(S,S) is an ideal in the algebra <C (6), hence is a normed
C
algebra. Theorem 1. If p* 0, then ||
T - Tn \\
-* and T is completely

If a Banach space, £ e c(S,ff) continuous.

(iii) SF is is a closed linear subspace of
the Banach space £ c (8,ff), hence is itself a Banach space. Proof.
(iv) a Banach space, £ cc ($F,ff) is a closed ideal of the Banach
If ff is
The range of Tn iscontained in the n-dimensional subspace gen-
algebra £ e ((f), hence is itself a Banach algebra.
erated by Xi, -,x n , hence T„ is a finite-dimensional operator. In view
*(v) If T: 8 — JF is a continuous linear mapping such that T(S) is Theorem
of the Corollary of 1.5, it will suffice to show that
finite-dimensional, then T is CC.
|| T - Tn ||
- 0.
*(vi) It can be shown that the identity mapping 7: 8 —* 8 is CC
Given t > 0, let iV be an index such that |/iJbJ < « whenever k > N.
if and only if 8 is finite-dimensional. In this case, every linear mapping Fix an index n > N; it willbe shown that T — Tn < For any || || e.
T: £ -> £ CC.
vector x = £" \ k xk one has Tn x £"
is
,
= \ kHkX k hence Tx - Tnx 2 , ||
||

14. If
every linear
8 and normed spaces, and 8
!F are
mapping T: 8 —» ff is CC.
is finite-dimensional, then = e: ii
- e: w*h 2 =w* ii zv^ii 2
= z:+ jxmi
a

2
|
. Thus, (T - Tn )x < ||

15. Let 8 be a normed space, and 91 a dense linear subspace of 8.

t || x ||
; since x is arbitrary, ||
T — Tn \\
< e. |

Prove:
(i) If x G 8, there exists a sequence 2/„ G 31 such that y n —* x, and Exercises
II 2/n ||
= ||
x ||
for all n.
(ii) be a Banach space, S: 31 ~» (B a continuous linear map-
Let (B Let 3C be classical Hilbert space, x„ an orthonormal basis for 3C,
1.

ping. If 7": 6 —* (B is the unique continuous linear mapping such that and an "infinite matrix" of scalars (/ = 1,2,3,
(eyt) k = 1,2,3, ) • • • ; • •

Ty = Sy for all y such that 2/,J a>'*l 2 < °°- Then, there exists one and only one op-
G
31 (see Theorem IV. 7.6), then T is CC if and only
if S is CC. erator T such that Tx k = £- ajkXj for all A;; this operator is CC. Every
operator of Hilbert-Schmidt class is completely continuous.
*16. If 8 is a normed space, (B is a Banach space, and T: 8 —» (B is
a continuous linear mapping, it can be shown that T is CC if and only 2. If 3C is classical Hilbert space, x n is an orthonormal basis for 3C,
if 7" is CC. and 0jk are scalars such that E,,J&"*I < », there exists a unique
operator T whose matrix is (/3; t) relative to the given basis. This op-
17.8 and JF are normed spaces, consider the set of all linear map-
If erator is of Hilbert-Schmidt class, hence is CC.
pings T: 8 -» ff satisfying the following condition: if x n 8, x„ < 1, G || ||

Tx n has a Cauchy subsequence. Examine the theorems of this sec-

tion, with complete continuity replaced by this condition.
 3 VIII § 3 Completely Continuous Operators 179
778 Introduction to Hllbert Space VIII §

= u. lim Tx n = ?u. Since || « ||

= lim ||
px* \\
= lim \n\ = | M | > 0,
§3. PROPER VALUES OF CC-OPERATORS u is a proper vector. |

Recall that if T isan operator and y. is a scalar, 3lr(*t) denotes the Lemma \. Sis any
If self-adjoint CC-operalor, S has a proper value n
n-space of T; it is the closed linear subspace \x 3C: Tx = pa |, that G such that |m|= ||S||.
is, the null space of the operator T— pi.
Proof.

Theorem 1. If T is a CC-operator, and n ^ 0, then 9lr0x) *» finite- If S =

0, n = is a proper value (we are assuming 3C ^
{6)). If
dimensional. S ?* 0,then by Theorem VII. 3.2, S has an approximate proper value
ix such that |m| = S > 0; quote Theorem 2. | || ||

Proof.
Assume to the contrary; by Theorem 1.7.8, 9lr(/*) contains a linearly Lemma 2. If X. is finite-dimensional, every normal operator T has at
independent sequence x„. By suppose the x„ Theorem 11.64, we may least one proper value.
112 _
nx„ - pxn
2
are orthonormal. If m ^ n, Tx m - Tx n = = || \\ || ||

Proof.
|*»| ll*m — In
2
= 2 p\* > 0, hence
II
Tx„ cannot have a convergent
= 1, this is contrary to the complete con- Every operator 1.3. Let T = A + iB be the
in 3C is CC, by Theorem
subsequence; since xn ||
Cartesian form of T
Theorem VI. 6. 3). By Lemma 1, there is a
(see
tinuity of T. |
(real) scalar a such that the proper subspace 91 = 91. (a) is ?£
4 (0j.
Definition 1. Suppose n is a proper value for the operator T. If VLt(h) Since T is normal, AB = BA (see Theorem VI.S.2), hence 91 is in-
has finite dimension n, n is said to be a proper value of finite multi- variant under B (see Theorem VI 1. 2.1). Let R = BfSl be the restric-
plicity n. If 9lr(/*) is infinite-dimensional, n is said to have infinite tion of B to 91 R is a self-adjoint operator
; in 91 (see Corollary 2 of
multiplicity. If ii is not a proper value for T, that is, if 9lr(*») = |0|> Theorem VI. 9. 5). By Lemma 1, there exists a scalar 3, and a non-zero
it is convenient to say that nisa "proper value of multiplicity zero." vector x C 91 such that Rx = Bx, that is, Bx = Bx. By the definition
of 91, Ax = ax, hence Tx = Ax iBx = (a + +
In this terminology, Tlworem 1 asserts that every non-zero proper iB)x. |
value of a CC-operator has finite multiplicity. This result is not always Theorem 3. Every normal CC-operator T has at least one proper value;
helpful, for there exist CC-operators having no proper values at all:
in fact, there exists a proper value p such that \/i\= T \\. \\

Example 1. Let Tx k = xk+ be the one-sided shift operator, R the

i Proof.
unique operator such that Rxk = (l/k)x k for all k, and let S = TR. Let S = T*T; S is self-adjoint, and is CC by Theorem l./h We may
Since R is CC by Theorem 2.1, S is CC by Theorem 1.4; however, S has suppose T * 0, hence \\S\\> 0.
no proper values (see Exercise VI 1. 1.8). | By the definition of T there is a sequence of vectors xn such || \\,

Every normal CC-operator does have at least one proper value, as that in = 1 and Txn -* T Then, S = T*T =
|| II || \\ \\ ||. \\ \\ || ||

is shown in Theorem 8 below. This result is expedited by the following ||

T 2 = lim Tx n 2 = lim (T*Tx„\x n ) = lim (Sx n \x„).
|| ||
||

Passing to a subsequence, suppose, by the complete con- we may

Theorem a CC-operator, and n is a non-zero approximate
2. If T is tinuity of T, that a suitable vector y. Tx n -> y for
proper value for T, then y.isa proper value. Let a = S We assert that a is a proper value for S. For
|| || .

\\Sxn - ax„\\ = Sx„ - 2a(Sx„ x n ) + a2 < a2 - 2a(Sx n x„) + a2 -I

2 2
!|
Proof. || | |
2 2
a - 2a + a = 0, thus Sx n - ax„ -> 0. Since Tx n -> y, one has
2
Byassumption, there exists a sequence of vectors x n such that
Sx n = T*{Tx n ) -+ T*y, hence ax„ = (ax n - Sx n ) + Sx n -»
||
x„ = 1 and
||
Txn - nx n -> 0. Since T is CC, we may suppose,
|| || +
after passing to a subsequence, that Tx„ is convergent, say Tx„
—» «. T*y. Thus, xn -» a~\T*y). Setting 2 = a~ l (T*y), one has x -» z,
n

Since u - uxn < u - Tx^

|| \\
Txn - px* -* 0, one has
\\ \\ + || \\
II
f
II
= lim II Xn II
= lim 1 = 1, and Sz = lim &r„ = T*y = Thus'
az.

Tu - = z is a proper vector for S, with associated proper value

nx n -» u. Then, T(iLX n ) -* Tu, thus lim T(jix„) lim y.(Tx n ) a. [One could
 . .

VIII § 3 VIII §4 Completely Continuous Operators 181

780 Introduction to Hilbert Space

S> 0; see the remarks following *4. It can be shown that every operator T has at least one AP-value
also have quoted Lemma 1, since
n. If moreover T is CC and m ^ 0, T has a proper value.
this theorem.]
Let 91 = 3ls(«) it has just been shown that 91 ¥= \6). Since a > 0, *5. Itcan be shown that if 3C is finite-dimensional, every operator
clearly TS =
J

31 is finite-dimensional by Tlieorem 1. Since T is normal, T has at least one proper value.

ST and T*S = ST*, hence 31 reduces T (see Theorems VII. 2.1 and —
VI. 9.4). Let It = T/91; ft is a normal operator in 91 (see
Corollary 1 *6. Tlieorem 1 holds for a CC linear mapping T: S > S, where fi is
and a vector a normed space.
of Theorem VI.9.5). By Lemma 2, there exists a scalar n,

x £ 91, such that x = 1 and Rx = nx, that is, Tx = ia. By Tfceo-

*7. In the wake of a result such as Theorem 2, the reader should
|| \\
be
=
rm VI 1. 1.2, 'x M*Z, 2 hence T
Sx = T*Tx
2
= 2
x;
=
since Sx
2
= a* M warned of the existence of a stubborn class of operators whose only
by the definition of 91, y. = a. Thus, M =||S|| ||r|| .
|
| | | | AP-values are 0. Such an operator is called a generalized nilpotent. It
can be shown that the following conditions on an operator T are
Remarks on Theorem 3 equivalent:
Suppose T is a normal CC-operator. Since T*x m - T*x„ = || || (a) T is a generalized nilpotent.

||
T*(x m - xn ) = T(x m - xn) = \\Txm - Tx n \\, it is clear that
|| || ||
(b) The spectrum of T is {0}

T* is also CC. Let T = A ift be the Cartesian form; it is clear from + (c) lim 7™ 1/n = 0.
|| ||

the formulas in Theorem VI.6.3 that A and B are Tn

CC-operators (see [The operators are defined inductively by the formulas T 1 = T,
rpn+i rp„
Theorems 1.1 and 1.2). It follows that the proof of Lemma 2 is m
incidentals 7' is called a niZpoten/ operator in case T n =
valid T
for T without the assumption of finite-dimensionality:
T has at least for some n.) It can be shown that the only normal generalized nil-

one proper value. potent is the zero operator.

"Why mention Lemma 2 at all? The point is that the existence of
is an
8. The operator S of Example 1 is a generalized nilpotent.
proper values for a linear mapping in finite-dimensional space
algebraic fact (see Exercise f>) which may be known to the
essentially
reader from other contexts. Granted Lemma 2, one
way or another, §4. SPECTRAL THEOREM FOR A NORMAL CC-OPERATOR
the proof of Theorem 3 derives directly from Lemma 2, and one need

quote Theorem 2 and Lemma 1; in this way, the concept of AP- Throughout this section, T is a fixed normal CC-operator.
not
aspects of
value is circumvented, thus emphasizing the algebraic Theorem 1. (Spectral Theorem) The proper subspaces of T are a total
Theorem 3 and the spectral theorem to follow.
family. That x =
is, if JL 91t(m) for every scalar p, necessarily x d.

Proof.
Exercises
Let S be the smallest subset of 3C such that 91t(m) C S for all n;

1. (i) If T is a normal CC-opcrator, there exists a vector x, \\x\\ = clearlyS = |i£K:iC

9Mm) for some n\. Let 91 = S x ; the problem
to show that 31 =
such that (7**1*) =
is {0|
1,
T ||. Compare this with Exercise VII.1.7.
|
|

*(ii) It can be shown that for every

normal operator T, T =
II

\\ ||
Since each 9lr(/*) reduces T {Theorem VI 1. 2.2), T($) C S and 7"*(S)

LUB{|(Tx|x)|:||x!| = !}•
C S; by Tlieorem V.8.4, T*(3l) C 31 and r(9l) C 91, thus 31 reduces
T (see Theorem VI.9J,).
Notation as in the proof of Theorem 3. Then, 31 contains all
2. Assume to the contrary that 31 -^ [0], and let ft = T/m.; R is a
vectors x such that Tx = Xx for some scalar X with |X|
= T ||. One ||
normal operator in 91 (see Corollary 1 of Theorem VI.9.5). We assert
has Tx = ||
T x for every
||
x 91.
|| || || ||
£ that ft is a CC-operator in the Hilbert space 91. For, if x n £ 91
CC-oper- and x„ < 1, Rx n = Txn has a convergent subsequence, say
Let Rxk = (l/k)x k as in Example J. ft is a self-adjoint
j| ||
3. ,

ator, is an AP-value for ft, but is not a proper value. Rx "k u £ 3C; since ft is closed, u 91. £
182 Introduction to Hilbert Space VIII § 4
VIII §4 Completely Continuous Operators 183
Thus, a normal CC-operator in the Hilbert space 31 ^ (0). By
R is
Passing to a subsequence, we may assume n n —» p., where e < \n\ <
Theorem 3.3, there exists a non-zero vector x £ 31, and a scalar n, such
that Rx = txx, that is, Tx = nx. Then, x £ 31t(m) CZ S; but x 31 = £ .. T
||. Let Tx n
= y. n x n xn = 1. Again passing to a subsequence;
, || ||

x we may assume Tx„ —* y for a suitable vector y. Thus, n„x„ —

S hence a: _L x, x = 0, a contradiction. y;
smce u —
|
.—
= *-* (PnX n ) *~\ hence
,

n ', one has

Let P(m) denote the projection with range 3lr00- [More precisely, *m ~ X,
II
Oasm.n - co. But x„ is an orthonormal sequence by
P(ji) = PAv); thus, PT»i.ti) = Pt(m*).] The following result is essen- Theorem VII.2.2, hence Xm Xn = 2 whenever m ^ n, a con-
tially an application of the spectral theorem tradiction. |

Theorem 2. The following conditions on an operator S are equivalent; Let us first dispose of a special case:

(a) ST = TS Theorem 4. The following conditions on T are equivalent:

(b) The n-spaces of T are invariant under S. (a) T is finite-dimensional.

(c) ST* = T*S (b) T has only finitely many distinct proper values mi, • • •
,/»»•

(d) The n-spaces of T reduce S.

In this case, T = ]£" n k P(nk).
(e) 8Pfa) = P(u)S for all u.
Proof.
Proof. (a) implies (b) Assume to the contrary there
: is an infinite sequence

(a) implies (b): See Theorem VII. 2.1. Mi.^2,M3, • • •

Txk = ukXk, Xk = 1; the
of distinct proper values. Let \\ ||

sequence of vectors x„ is orthonormal, hence linearly independent.

(b) implies (c): Since VlMv) = 3*t0**), the ptifjMH of T* are in- ~
Since at most one of the n k is 0, x k = T(ji k l xk ) £ T(X) for the re-
variant under <S; since they are a total family by the spectral theorem, maining lc, hence T(3C) is infinite-dimensional.
ST* = T*S by Theorem VII. 2.3. (b) implies (a) : Let 3TC be the smallest linear subspace containing
(c) implies (d) : The ^-spaces of T* are invariant under <S by Tlieorem Slrbii), ,3lrG«>.)- Evidently, 3R is the set of all vectors x of the form

VI 1. 2.1; in other words, the /i-spaces of T are invariant under S. Since x = £" ijk, with 7/ fc £ 3lr (A»fc) (see Theorem 1.5.1). Since the 3lr (Mt)
S*T = TO*, the /i-spaces of T are also invariant under S*. are mutually orthogonal, it is appropriate to write 3TI = 31t(mi) ©• •©
(d) and (e) are equivalent by Theorem VI. 94. 3lr(M n ), in analogy with Definition III.2.5. We assert that 3TC = 3C;
since 311 is closed (see the Corollary of Theorem 1 1 1. 4.2), it will suffice to
(d) implies (a) by Theorem VII. 2.3 and the spectral theorem. | show that an 1 = (0). Indeed, let

The next results will show that the proper values of T can be S = \x £ 3C: x £ 3lr(/i) for some /x|

enumerated in a (finite or infinite) sequence.

clearly 3R-
1
= S
1
. But S x = (0) was shown in the proof of Theorem 1.
Theorem For each annidus e < |X| <
> 0, the T contains at = 2"
3. e || ||
Thus, given any vector x £ 3C, one can write a; yk , with
many proper values of T. Every proper value of T lies in
most finitely
the disc |X| <\\T HuU is, 3lr(X) = [9\ whenever |X| > T ||.
2/i £ 3lr(«). If J 3* A:, then y* £ [31t(m,)] X , hence P(m/)2/* = 0; it fol-

Proof.
||; ||

lows that P(m)x = £ A

P(m)yk = Vj, thus x = £" P(n k )x. This
shows that 2i ^*(w) = ^- Also,
If a proper value of T, |m| < T
ii is was shown in Theorem II ||

on T.
VILLI; this does not require any special
Given e > 0, assume to the contrary that
hypotheses
there exists an infinite
rx = JJ 2V» - S nm = S w^fote
sequence ii„ of distinct proper values of T such that t < n n < T ||. | | ||

hence T = £" «P(w).

 VIII § 4 Completely Continuous Operators 185
784 Introduction to Hilbert Space VIII § 4

Incidentally, if T is also injective, X is necessarily finite-dimen- (c) Every xCX is uniquely expressible in the form x = Z* xk ,

sional. with x k C 31* and £™ || xk ||

2
< ».

Assume henceforth that T is not finite-dimensional; that is, T has Proof.

infinitely many proper values.
Let S = fa; X: x G G
31* for some k) as shown in Corollary
2 of ;

Theorem 5. Assuming T is not a finite-dimensional operator, Theorem III. 6.3, 3TC = § x± is the smallest closed linear
subspace con-
taming every 91*. Since 3TC- = s XXJ = s x clearly 1

3R = x
- -
if and
(1) the distinct non-zero proper values of T can be enumerated in only if S = |0). This proves the equivalence of (a) and
,

(b).
an infinite sequence MiiM2,M3,
Let Pk be the projection with range 3l t
• • • ,"

(2) necessarily /j„ —* 0;

> >
(a) implies (c): Suppose first that x k G 91* and £"|| xk 2 < «,.
(3) one can arrange to liave \ni\ | P2 1 ^ I M3 1
• • •

It is clear Lemma of Theorem II. 7.1 that one' can form the
from the
||

Proof. vector x = £? x* = lim„ £" x*. Since P,-x k = d when

k#j,
(1) : For each n = 1,2,3, • • •, let An denote the set (possibly empty) Pj \Z" *k} = Xj whenever n > j, hence P,-x = \im n Pj fj£ x*) = x
of all proper values m such that 1/n < \n\ < ||
T ||. By Tlieorem 3,
._

each A„ contains at most finitely many scalars, and every non-zero Now, given any x G X, define xk = P*x. For each n, Q n = Z] pk
proper value belongs to some A„. Since A! A2 C c • • •, the non-zero is a projection (see Example VI. 74); since the xk are mutually
orthog-
proper values can be enumerated in a sequence by first writing down 2
onal, z: B xk r = e: xk = z: p** «» = QnX < ; jf
ii ii ii
r „
those in Ai, those in A 2 not in A,, and so on. 2
hence Z™ ||
xk || < w. Form the vector y = £" x*. For each j
(2):Suppose X„ is any sequence of distinct proper values of T. P# = = Pje, x,-- x) = 9, y - x G 3l/; since the 31, are total]
/'.•(j/

Given any t > 0. By Theorem 3, |X„| > « for at most finitely many
n, hence there is an index N
such that |X„| < t whenever n > N. y - x = x = y = J^ Xk Since
6, = P (z* **), the uniqueness . x,-
j

Thus, X„ -» 0. of such a representation is clear.

(3): This is clear from the proof of (1); incidentally, |miI

= (c) implies (a): Suppose x _L for ally. By x =
31,- (c), write
Z" x k
IITII. I with x* G 31*. Since x G 31/, = PjX = Xj for all /, thus x = 0. |
Henceforth, mi>M2.M3>- denotes the sequence of distinct non-zero
'
Definition 1. // </je conditions of the Lemma are fulfilled, one writes
proper values of T, enumerated as in Theorem 5. Then, P(n k ) denotes
the projection whose range is the proper subspace 9lr(/**) ; P(0) is the
projection whose range is the null space of T. The next results will

show that T= Z™ m*P(m*) in a suitable sense. More generally,

let 3l,,3l2,9l 3 ,- be any sequence of closed linear • •

subspaces, and 31 the smallest closed linear subspace

containing every
Lemma. If 9l lt9l 2 ,9l3,- •• is a sequence of closed linear subspaces of X 31*. If x±
91* for all k, then x _L 31; for, writing S =
fx), one has
such that 31, _L 31* whenever j ?* k, the following conditions are equiv- 31* c S for all k, hence 31 C $ ± . It follows that 9Z* is a total family
alent: of subspaces in the Hilbert space 91. If moreover 91, j_ 51* whenever
(a) The 91* are a total family. j * k, one has 31 = Y,™ ^* in the sense of Definition Litis easy to

(b) The smallest closed linear subspace of X which contains every $lk see that Z* 31* = 9li © 91*.

is X itself.
186 Introduction to Hilbert Space VIII § 4 vui §4 Completely Continuous Operators 187

Theorem 6. If nn is the sequence of distinct non-zero proper values of T,

Exercises
then
1. Let Tx k = /nit, with notation as in Example VII. 1.5. Then, T
(1) 3e = aMO)©E7sMM*) —»
is CC if and only if n„ 0.

= 3lr*(0)©E"3lr'(M*); 2. An operator T is CC if and only if there exists a sequence of

finite-dimensional operators Tn such that || Tn — T ||
— » 0.
(2) 9lr(0) = 3tr'(0) is the nidi space of T and T*, and
3. Let T and <S be operators.
T(3C) = T*(JC) = E, OTr(w) = E, 9lr*(Mfc*); *(i) shown that if T is normal, and ST = TS, then ST* =
It can be
T*S. Granted this result; if S and T are normal, and ST = TS, then

(3) ||
T - E>^(Mt) II
- 0,
5 + T and ST are normal.
(ii) If T and S are hyponormal, and ST* = T*S, then T - S is

II
r» - E>^(«) ^ II
o. hyponormal.
(iii) If f is normal, <S is hyponormal, and ST = TS, then T—S is

Proof. hyponormal.

(1) results from Theorem 1, the Lemma, and the fact that 3lr»(M*)
4. If <S and T are normal operators, ST = TS, and T is CC, then
= 9lr(M>-
S + r and ST are normal.
X
(2) : Let 31 = E" SKrGfc). It is clear from (1) that 91 = [3lr(0)] = 5. Let S and T be normal CC-operators, and assume,
for the sake of
x thus, 31 = T*(3C) = T(3C) by r/teorem V.S.0. simplicity, that both S and T are injective. Then, S and T are unitar-
[3lr'(0)] ;

ily equivalent if and only if: for each scalar n, the multiplicity of /j for
(3) : Given x G 3C, one has i = P(0)i + Er p ^)x hV the P roof T equals the multiplicity of n for S.

of the Lemma. Then, Tz = 6 + Er wt^O**)* = Hm„ E " Mfc^G**) *•

6. (i) If S and T are similar operators, and 31^ (/i) has finite dimen-
sion n, then 3Ij-(m) also has finite dimension n.
Since jm -» 0, || T - E" Wfe^CwO by
||
-» essentially the same ar-
(ii) Suppose S and T are normal CC-operators. Assume for the sake
gument as in Theorem 2.1. The remaining assertion follows from
of simplicity that 5 and T are injective. If S and T are similar, there
S* - S I
|| II
exists a unitary operator U such that U*SU = T; that is, S and T are
unitarily equivalent.
Corollary \. If T is a normal CC-operatar, there exists a sequence of
finite-dimensional operators T„ such that \\T — Tn —» 0. \\
*(iii)One can prove (ii) without the hypotheses of complete con-
tinuity and injectivity.
Corollary 2. Notation as in the theorem. Given any vector y G T(X),
there exists an expansion y = E" 2"=> where the yk are mutually orthog- 7. The most general normal CC-operator
in 3C can be obtained as

= w^- follows. Let

be a total sequence of mutually orthogonal
310,31] ,9l 2)
< w and r ^*
• •
2
onal,
Er II v* II >
closed linear subspaces, with 31* finite-dimensional for ft 1; let >
Mi,M2. be a sequence of scalars such that n n —» 0; let mo = 0. There
• • •

is a unique operator T such that Tx = y. kx when x 31*, (fc = G

0,1,2,- ••).
788 Introduction to Hilberf Space VIII

8. Let T„ be a sequence of normal CC-operators such that T,Tk =

TkTj for all j and k. Then, there exists a vector z which is proper for
every T*. Appendix
*9. Theorem S holds for a CC linear mapping in a normed space.

**10. The analog of Exercise 2 for Banach space is an open ques- References, and Hints to
tion.

11. Does there exist a hyponormal CC-operator which is not

the Exercises
normal?
[1] Banach, S., Theorie des operations liniaires, Warsaw, 1932.
[2] Halmos, P. R., Finile-dimensional vector spaces, New York, 1958.
[3] Halmos, P. R., Introduction to Hilberl space and the theory of spec-
tral multiplicity, New York, 1951.
[4] Hille, E. and R. S. Phillips, Functional analysis and semi-
groups, Providence, 1957.
[5] Landau, E., Differential and integral calculus, New York, 1951.
[6] Loomis, L. H., An introduction to abstract harmonic analysis, New
York, 1953.
[7] Naimark, M. A., Normed rings, Groningen, 1959.
[8] Riesz, F. and B. Sz.-Nagy, Lecons d' analyse fonctionelle, Buda-
pest, 1952.

[9] Stone, M. H., Linear transformations in Hilbert space and their

applications to analysis, New York, 1932.

[10] Taylor, A. E., Introduction to functional analysis, New York,

1958.

CHAPTER I

§ 1. 2. See Example 2.
3. See Example 7.

§ 5. 6. e
l
= cosh / + sinh t.

8. Show that each vector in 3TC + 91 is in [S], and vice versa.

§ 6. 4. Factor theorem.
5. (ii) See Exercise 44-

§ 7. 6. See Section 1.72 of [10] for the existence of a basis, also

called a Hamel basis.

!•»
190 Introduction to Hilbert Space
Appendix 191

CHAPTER II § 5. 5. (iii) If y n is a Cauchy sequence of vectors, and y„ || ||

—
_1
a > 0, consider the sequence x n = || yn || 2/ n see Exercise
;

Il- 1. See Theorem 388 of [5]. 8.1.

3. x= (x-y)+y. 6. If y = (X*) G S, then 1 = £"xt < £jx*| = |
| £"l- |X fc
Suppose the relation holds. Then, in the proof of Theorem 5,
|

4.

all < signs can be replaced by = cite Exercise £. ;

< ^(Z>*! 2
)
-V£ || « ||, thus || y ||
> 1/V^.
5. See Exercise 4-
6. Exercise 4, and the relation x = (x — y) y. + Clearly y and £S = 1/Vn. Quote uniqueness.
y ||

Assuming x < 1 and \\y\\ < 1, it suffices to show that

||

8. || \\
7. Look at the vectors 2/1 = (1,0,0,- ••), y2 = (|,£,0,"*)i
\(x\y)\<l. If (x\y) is real, (x\y) = £{|| x y
2
- + ||
= (iiiO,- ••)••••-
2/3
x — y
2
}. In general, one can write (x\y) = X(x| y) = See Exercise 1 1. 8.1.
|
§ 6.
|
II || 3.
(Xx|y) for suitable |X| = 1.
4. Assuming to the contrary that such a vector y G S exists,
§4. 1. Try « = i one has x — y G S x by the argument used in the proof
6. For each t, |x„(Q - x„(0| < d(x m ,x n ). of Theorem 1. But, x and y belong to S 1 1 hence x — y -
,

§5. 5. See Theorem 4.1 or Exercise 8.3. G S 1 1-; in particular, x - y ± x - y x = y

-

&, a , C
§7. 1. If X < l.then |X| 2 < |X|.
| |
contradiction.
2. ii e:> ii
< E: ii ** ii. 5. Write x n = y n + z„ according to Theorem 1.

7. Bessel. 6. (i) See Theorem 1.18 of [9].

8. Assuming to the contrary, produce an infinite orthonormal (ii) See also Exercise 4.1.

sequence x n such that [21,12.13. •

• •] = [?/i , 3/2,1/8,
• • •] = K, § 8. 1. Use condition (1') to show that T(u + v) = Tu + Tv for all

and look at the vector x = 2" A) 1*- u,v G 3C.

§8. 1. S contains the vectors x n = (1,0,- • -,0,-71,0,0,- • •), where
CHAPTER IV
— n occurs as the ?i'th coordinate.
2. Gram-Schmidt. § 1. 2. Let eu be the canonical basis for Q" (see Example
- • -,e„

3. 4, 5. See Theorems 1.4 and 1.14 of [9]. 1-7.1), fir -,/„, the canonical basis for C m , and express Tek

6. See Theorems 155 and 479 of [5]. See also Section 3.22 of as a linear combination of the //.
[10]. Another approach is via Theorem 4E of [6]. 7. See Section 1.72 of [10] for the existence of a basis (also
7. See §14 of [3]. called Hamel basis).
§2. 1. See Exercise 1.4.

3. See Exercise 1.6.4-

CHAPTER III
4. See Example 1.7.3.

§2. 3. (i) See Theorem II.8.1. § 3. 3. Let X| • ,x„ be a basis for V, and
,
• •
<Vm a basis for V?. UW"
= J3" For each pair of indices j and k (J = l,---,m;k= l,---,n),
(ii) Look at x (l//c)x*.
there is a unique linear mapping Ejk'- V —* V? such that
6. See Exercise 1 1.6.1.
EjkXk = ijj and Ejk Xi = when i ^ k. The Eik are a basis
7. See the proof of part Theorem 4.8. (3) of
for £(V,\V).
§3. 1 Sec the proof of the Lemma to Theorem 2.
6. There is no essential difference between this and the situa-
2. See Theorems 2.1 and 2.2.
tion in Exercise 3. See also Theorem 1.3 and Exercise 1.7.
3. See Exercise 2.3.
§4. 2. Calculate 3l
x
.
§ 4. 4. (ii) Suppose T is surjective. For each y G%
let F(y) denote
the non-empty set [x G SC: Tx = y\. The problem is to
192 Introduction to Hilbert Space Appendix 193

define a mapping R: <y — » SC such that T{Ry) = y for all 3. (i) If x k £ 91 and n -> i, look at Tmx - Tn x < || ||

»/ G *y, that is, Ry £ Fft/) for all yC%

This is possible || rma: - Tmxk + Tm xk - T n x k + Tn x k - T n x <
|| || || II

via the axiom of choice; see Theorem ID of [6].

K x ||
- xk + T^a* - r„i || + K xk — x See|| fc II ||.

(iii) See Exercises 2.9 and 2.10.

Theorem 2.11.4 of [4].

Show there exists a non-zero vector xt in the range of En, 4. See Theorem 2.5.5 of [4].
§ 5. 2.

and define xk = E 5. See Exercise 4-

k \Xi.

- See Exercises 3 and

6. 4(10,6) + IM) = 9, i<M>) {M = 9.
6.

If 8 has dimension n, let S: 6" —* S be any vector space

5.

§ 6. 2. For example, see Exercise 4-5 and Theorem 1. § 9. 1.

See the proof of Theorem III. 3.2. isomorphism. By Exercise 7.12, S and <S -1 are continuous.
§ 7. 1.

3. See Exercise 2. Since TS: e" —> SF is continuous by Example 7.6, T =

7. See Example II. 4-8.
(TS)S~ l is continuous by Theorem 1.

9. The uniform limit of a sequence of continuous functions is

2. See Example 5.2.
continuous. SeeTheorem 229 of [5]. 4. See Exercise 10.12.
12. T is continuous by Example 6. Consider the real-valued § 10. 1. See Theorem 7.6.
mappings; —» Tx where x = 1. This is a continuous
|| ||, || ||
2. See Exercises 9.1 and 3.3.

mapping defined on a closed and bounded subset of Q". By 3. See Exercise 2.

the Weierstrass-Bolzano theorem, suitably generalized to 4. This is immediate from Example 2; see Theorem 2.7.4 of [4].
C", there is a vector x„ £ 6", || x \\
= 1, such that || Tx \\
> 5. This follows from Example 2; see also Theorem 8D of [6].
= (i) See Exercise 2 and Theorem 3.
||
Tx ||
> whenever ||
x ||
1. This implies that T~ x
is
6.

(ii) Part (i), and Exercise 7.12.

continuous. See also Section 3.12 of [10].

13. See Exercises 12 and 3. (iii) See Exercise 5.

14. See Exercise 13 and Remark 3 following Definition 1 1 1. 4.1. 7. (v) ||

T ||
> ||
T ||
results from Example 2; see Section 4.5
15. For the proof of completeness, see the argument used for I2 of [10].

in Example 11. 5.1. 12. Let x £ 6, || xo ||

= 1. By Theorem 2.7.4 of [4], there exists
17. See the discussion of I 2 in Example 1 1. 5.1. an / £
8' such that
/
||
= 1 and f(x ) = 1. Define
||

18, 19. The inequality which exhibits subadditivity is known as Tn S -> ff by the
: formula Tn x = f(x)yn Clearly .

Minkowski's inequality. See Section 21 of [8], or Section 14 II

Tm - Tn - || || ym - yn ||.

of [6].

20. Without loss of generality, one can suppose \\i\ = = • CHAPTER V

|X m |
= 1 and I X.* | < 1 for m < k < n. Then (|| x P ) P = |!

™+ 21 +1 Up —» Choose y £ V with f(y) = 1, and look at x = f(x)y +

„p = (m -f- ap )
|X*| P thus , where a
§ 1. 1.
, |U v
as p — » 00. It follows that ,
—* 1 = || x |L. See also
[x-f(x)y).
3. In view of Theorem IV. 10.2, it suffices to show that given
Theorem 24A of [6].
21. See Section 10A of [6] the relevant paper of J. von Neumann
;
any / £ (P7 there is a vector y
, <? such that / = y'. See £
the proof of Theorem 1.
and P. Jordan is cited in the bibliography of [3].
Assume to the contrary that Dl j£ X, and choose a vector
y m - y„
4.
(ii) Suppose y n £ JF, -» 0. Choose any 2 £ <P
§8. 1.

with 2 = 1. Define Tn <P -» 5 by the formula Tn x =

|| ||
||

:
||

z £ W x
such that/(z)
two
= See the proof of Theorem 1.
1.

(x\z)yn Clearly . || Tm - 1».| - || ym - yn ||.

Incidentally, linear forms having the same null space
are necessarily scalar multiples of each other.
(iii) See Exercise 10.12.
794 Introduction to Hilbort Space Appendix 195

5. See Exercise 4. This result can be generalized to normed II <p(?,y) II

= II Vx(y) ||
< || <px II II y II
< || *>* ||
whenever
spaces; see Theorem 3.5-E of [10], or the Corollary to ||y < 1. Thus, S is a "pointwise bounded" family of con-
||

Theorem 2.6.2 of [4]. tinuous linear mappings of the Banach space 8 into the
6. Given x £ (P, the mapping y —* (y x) is a continuous linear |
normed space g. By the principle of uniform boundedness
form on the Hilbert space 31. (see Exercise IV. 8. 4), there is a constant such that M
7. (iii) See the Corollary of Theorem II.6.3. II
9»" II
< M whenever || y \\
< 1. It follows that || <p(x,y) ||
<
9. Given F 3C", x —* [F(x')]* is a continuous linear form on
£ M whenever || x ||
< 1 and \\y\\ < 1; thus, <p is bounded,
3C. By Theorem 1, there is a vector y 3C such that £ and || v ||
< M.
[F(x')]* = (x\y) for all x 3C. Thus, F(x') = (y\x) =
£ 9. (i) See Example IV. 10.2, and Section 8C of [6].

y"(x'). Then, F = t/" by Theorem 1. 11. See Exercise 10.

§ 2. 1. See Remark 2 in the proof of Theorem 1, and the Corollary 12. See the proof of Theorem IV. 8. 2; alternate proof via Exer-
of Theorem II. 6.3. cise 6.

2. Take (P = 3C in Theorem 1; since U is isometric, and X is § 5. 2. (i) See Example 4 and Theorem 1.2.
complete, £/(3C) is complete. (ii) See Exercise 2.4.
3. (i) See Exercise IV. 7. 21. (iii) See Example 8.
(ii) See the proof of Theorem 1; alternate proof via part (i). 9. (i) Show that J(x + y) -
(Jx +
Jy) and J(\x) - \*(Jx)
4. (i) If x',y' £ 91, define (x'\y') = G/|x). are orthogonal to J (,(?); by assumption, they belong to J(<P).
(ii) See Exercise 3. (iii) Show first that J is conjugate-linear and isometric.
5. (i) See Exercise IV. 10.5. § 6. 3. <p(x + y,x + y) - <p(x - y,x - y) = 4>p(x,y).

6. (iii) See Exercise 3. § 8. 3. See Theorem 3.5 of [9].

7. See Subsection 13 of § 2 in Chapter I of [7], or Theorem 6. See Exercise 4-8.

2
2.41-A of [10]. 9. See the discussion of I in Example 1 1. 6.1.
§ 3. 4. In view of Exam-pie 1.1.2, it suffices to show that + \p and <f> 11. (i) See Exercise 10.

\<p are bilinear. (v) The surjectivity of the correspondence is discussed in

15. (ii) See Theorem 4.2-H of [10], or the Corollary to Theorem Exercise VII 1. 2.1.
2.12.1 of [4]. (vi)Apply the polarization identity to the sesquilinear map-
(iii) This result is known as the closed graph theorem. It ping (S,T) -+ T*S.
can be deduced from (ii) by considering the mapping 13. (iii) See Theorem I II. 4.1.
(x,Tx) —* x, which is a continuous vector space isomorphism 14. (ii) See Exercise IS.
of theBanach space 9r onto the Banach space 8. See 15. (i) See Exercise 14.

Theorem 4.2-1 of [10], or Theorem 2.12.3 of [4]. (ii) See Tlieorem IV.9.S.

§ 4. 1. <p(x„,y„) - <p(,x,y) = <p(x„ - x,y n - y) + v(x,2/ n - y) + 16. See Theorem 5 in § 24 of [7].

<p(x„ — For the proof that (c) implies (a), see the proof
x,y).
of Theorem IV. 7.3. CHAPTER VI
7. If xn £
3TC and y n £
31 are Cauchy sequences, then
ip(x„,y„) £
(B is a Cauchy sequence, by an obvious modifica- § 2. 4. (ii) See Exercise V.8.S.
tion of the identity given in the hint to Exercise 1. See also 6. (i) One can show that if 91 is a closed linear subspace of a
Theorem IV.7.6. normed space 8, y £ 8,
and y is not in 31, then there exists
8. Say 6 is a Banach space. Consider the family of mappings a continuous linear form / onfi such that /(x) = for all
S = W- V 5, y£ < lj. For each x S, *"(x) =
|| || £ || ||
x £ 31 but/(y) t± 0. See Theorem 2.7.5 of [4].
796 Introduction to Hilbert Space
Appendix 197
See Theorem V.l.l. <
(ii)
1}. Given any ?y G 3C, the numbers (x\ y) are bounded as
7. (i) See Example IV. 10.1. =
(ii) See Exercise 11. 8.1.
x varies over S; for, supposing y Tz, for all .r G S one has
\(x\y)\ = \(x\Tz)\ = |(T*z|z)| < T*x z < z
§4. 8. (i) Tx = Ty if and only if Sx = Sy. It followsfrom the principle of uniform boundedness (see
|| || || || || ||.

(ii) See Theorem 2. Exercise IV. 8. 4) that there is a constant K > such that
9. See Exercise V.5.9. x < K
10. See Exercise V.5.9.
|| || for all x G
S. It follows that T*y > K~ j/ || ||
l
|| 1|

for all y C3C; this y ^ 0, then

is clear if y = 0, and if
§5. 5. See Theorem V.8.1. T*y j± 0, and the vector x = T*y -1 # belongs to S. \\ ||

6. See Exercise 4-9. 13. T* is bounded below by Exercise 12. See part (v) of Exercise
9. (i) Sec Theorem 4-2-
11.
(ii) See Exercise 4.11. 14. (ii) See part (vi) of Exercise 11.
§6. 3. See Exercise 7.12. 15. (vi) This is a theorem of C. R. Putnam; see the American
6. (i) See Theorem V.7.2 and Theorem 8.
Journal of Mathematics, "Vol. 73 (1951), pp. 357-62.
(ii) See the proof of Theorem 3. See also Exercises V.5.8 and
§ 9. 8. (i) See Exercise 4.7.

(ii) See the calculation in Example 9.

(vii) See Theorem V.5.5. 9. (ii) See Exercise 6.9.
(ix), (x), (xi) See Section 104 of [8]. (iii) See the calculation in Example 9.
(xii) See Section 108 of [8]. 10. (i) If* GOT, ft** = LUBf|(/e*s|j/)|:2/G9l,||2/||<l|.
II ||

10. See Section 104 of [8]. Alternate proof via Exercise 4-

11. See Example 4.1. 11. See Exercises 4.8 and 6.9.
12. (iv) By suffices to show that x =
(iii), it [fi(3C)] \6\ . Indeed, 12. See Exercise 1 1
since (Tx\x) is real, (Rx\x) = implies x = 0. 14. (i) See Exercise VII. 2.6. There is also a simple argument
13. The details are similar to those in Exercise 12. See abo using "trace."
Exercise 11.
(ii) hyponormal by Exercise 10, hence T/ffl is normal
T/tfl is
14. See Theorem II 1. 8.1. by part Quote Exercise 9.
(i).
§7. 6. See Theorem 2 and Example 4. 15. Calculate T*T - TT*.
12. (i) Calculate (TP - T)*(TP - T). 16. See Exercise 8 and Example 8; see also Exercise 14.
13. (i) Dimension. 17. See Example S.
§8. 3. (i) Look at (T*T)*(T*T).
(ii)See Exercise 7.12.
4. T— /xi is normal.
CHAPTER VII

5. See Theorem V.8.6. See Example IV. 7.6.

§ 1. 1.
6. See Exercises 5 and 4-8. 5. For example, let T = U+ U*, where U is any operator
7. See Exercise 4-8. such that U* is isometric and U has no proper values; for
(i) See Exercise 6.
8.
instance, U can be the two-sided sliift operator (see Example
10. T and T* are both bijective. Let ft = T _1 , 5 = (T*) _1 For .
8). Suppose Tx ax. Then, Ux + U*x = ax; applying U,
=
all* and?/, (ffzly) = (ftxIT'Sz/) = (TRx\Sy) = (*|Sy). one has UUx + x = aUx, (UU — all + l)x = 0. Suppose
(iv) Part (iii) and Theorem V.8.6.
11.
t
2
- at + 1 = (t - \)(l - u). Then (U - \I)(U - nl)x
(v) Apply (iv) to 7'*, and quote Exercise 9 part (ii). = 0. It follows that x = 0.
12. T* is injective by Theorem V.8.6. Let S = {x 3C: T*z G ||
6. It is easy to see that T — id is hyponormal, for every scalar
 W
798 Introduction to Hilbcrt Space Appendix 199

12. (i) See Exercise 8.

n. Or, apply part (iii) of Exercise VI. 9.9 to the linear sub-
(ii) See Exercise VI. 8.9.
space generated by x.

7. (i) See Exercise II. 8.2.

(vi) r- - M -v = ir
1 l
{ja - t)tn—
(vii)See Exercise VI. 6.12.
(iii) Let Txk = z*+i be the one-sided shift operator, and set
(viii) See Exercise VI.6.13.
x = 22" akXk. By Example 6, T has no proper values, hence
(ix) See Subsection 3 in § 9 of [7], or Theorem 4.7.4 of [4].
|(rx|x)|<||r||bypart(ii). (x) Suppose y. is not an AP-value. By Exercise 8, T — ft/ is
§ 2. 1. See the Corollary of Theorem VI.9.S. bounded below, hence T — nl is invertible by part (iv) of
3. See Theorems 2 and 3. It can be shown that if T is any
Exercise VI.8.14.
normal operator, then ST = TS implies ST* = T*S; see (xi) If tt G s(T), n is an AP-value by part (x), hence |/i| =
Theorem 41.2 of [3]. 1 by Exercise 3.
4. Clearly OTrGO reduces T; let <S = T* in Theorem S.
(xii) Exercise 1.4 and parts (ii), (ix).
5. (i) See Exercise 1.6. 13. Let x„ be an orthonormal basis for 3C, and choose a sequence
(ii) T/91 and 7"V9l are scalar operators; see also part (iii)
Mn G
A such that every n A is the limit of a subse- G
of Exercise VI. 9.9. quence of n„ (see Exercises 11. 8. 3 and 1 11. 6. 6). Define Tx n =
(iii) See part (i) and the proof of Theorem 2.
n a x„. Every /i G A is an AP-value for T by the argument
(iv) See Exercise 4-
in Example & If X is not in A, there is an e > such that
There is a simple argument using "trace." Another proof, |ttn -X| >
6.
e for all n. Clearly (T - X7)*(T - XT) > t2 I,
by induction on the dimension n of 3C, runs as follows. For hence X is not an AP-value for T, by Exercise 8. Indeed,
n = 1, every operator is normal. Assume the theorem holds T — X/is invertible by part (iv) of Exercise VI.8.14, hence
for dimensions <n. It can be shown that every linear map-
X is not in s(T).
ping in a finite-dimensional space has at least one proper
value (see § 55 of [2]). Let n be a proper value for T, and let
31 = 9lr0*)- By Exercise 5, 91 reduces T, and T/31 is normal.
CHAPTER VIII

x x
But, 91 also reduces T, and !F/9l is hyponormal by Exer- 1. r is an operator by Example IV. 7. 6.
§ 2.
cise VI.9.10, hence T/91 1, is normal by the inductive 5. See Theorem 4 and Example 3.
assumption. See Exercise VI. 9.18. =
6. (i) If ||
x„ ||
1 and T*7'x n is convergent, then Txn is
8. Induction on n.
Cauchy by the calculation
§ 3. 1. |
||
TXn ||
- || VXn < TXn || | ||
- XUC, ||.

6. (i) T — til is hyponormal. ||

T(x„ - xn ) ||
2
= (T*T(x m -x„)| x m - x n )
(ii) - (m v)(x n \y n ) = (0x7 - T)xn \y n ) + (x„|(T* - v*I)y n ). < 2 T*Txm - T*Txn ||.
||

7. Let S = T*, where Tx-k = Xk+\ is the one-sided shift oper-

See Subsection 10 of § 5 of [7].
ator, and consider xt = 0.
(ii) (T*)*T* = TT* is CC by Theorem 4-
9. See the hint for Exercise VIII.3.1.
7. (i) See Example 3.
10. If || xn ||
= 1 and || Tx n - xix„ ||
-> 0, define Snx = (*| *„)«,,,
(ii)See Exercise VI.8.12, Exercise 6, and part (i).
as in Ex-ample VI. 7. 2. Conversely, if the operators S„ satisfy
= 1 and 8. (ii)Let 91 be the n-dimensional linear subspacc generated by
condition (b), choose vectors y„ with yn || ||

the yk, and define a linear mapping T: 91 —> 3C such that

II
S„yn ||
> i and set x n = Sn y n |r'<S„2/„.
||

Tyk = 2k (see Theorem IV.1.3). T is continuous. Define

11. Suppose || xn ||
= 1 and Tx n - tix„
||
-» 0. By Section 8C ||
x
of there exist continuous linear forms /„ such that
T= on 91 and extend T to 3C via the relation 3C
, =
[6], x
= = 91© 9l Then, T is a finite-dimensional operator.
|| /„ ||
1 and/„(x„) 1. SetS„i = /„(x)a; B .
.
 -

200 Introduction to Hilbert Space

Appendix 201
9. (i) See Theorem IV. 9.8.
§ 2. 1. Let T„ be the unique operator such that T„xk = £"_ ajkXj ,
(ii) See Exercise V.8.1S.
(iii) See Example 3 and Exercise 2.
for all k. Then, T n is finite-dimensional and Tm - T n -> 0. || \\

(iv) See Exercise V.8.15.

2. Observe that yt |«yt|
2
< », and quote £
Exercise 1.

10. (ii) It suffices to consider an operator with one-dimensional §3. 1. (i) See Theorems.
range, say Tx =
one can assume x = 1. Let 91(x\x t
)z; |>
t ||
(ii) By Theorem 26A of [6], there exists a scalar y. in
be the null space of T; 31 is a separable Hilbert space (see the spectrum of T such that |m| = || T I By part (x) of
Exercise II I. 6.5), hence has an orthonormal basis x 2 ,x 3 ,- -. •
Exercise VII.8.12, n is an AP-value. Quote Theorem
Then, ar^a^is,- is an orthonormal basis for 3C, and
•
• VII.3.1.

Tx k 2
= Tx x 2 4. Let m be a scalar in the spectrum of with |^| as large as T
£r II || || ||
.

possible (see part (ix) of Exercise VII.8.12). Let X„ be any

11. Let Ii £ S, R ?£ 0. If z is a vector such that Rz ^ 6, and A sequence of scalars such that |X„| |/i| and X„ > y.. De- > —
is the operator Ax = (x\z)z, clearly T = RA an operator
is
Rn = T - R= T-
with one-dimensional range, and £ One has Tx =
fining \nl and y.1, one has \\R n -R \\
!T £. —» 0; the fi„ are invertible, and R isn't. We assert that y, is
(x\z)y, where y = 72z. Suppose 5 is any other operator with an AP-value for T. Assume to the contrary; by Exercise
one-dimensional range; by Exercise VI.7.14, Sx = (xfzj)i/, VII.8.10 there exists an e > such that || RS ||
> « when-
for suitable vectors yi,Zi. By Exercise 8, there exist operators
ever S = 1. Then, RS
|| ;| ||
> « S for every operators.
||

B and C such that Rz = z, and Cy = $/,. Then S = CTB*, Fix any index m such that
||

R m - R < «/2. For every

||

hence S £ a. Thus,
|| ||
contains every operator with one- operator S, « ||
S ||
< ||
RS = (« - 72 m )S + ii^S <
|| || ||
dimensional range. See the proof of Theorem, 8.
||
(R - Rm )S + ^SII^IIiE-i^llHSII+II^S'i <
12. If Tx n > n, Tx n cannot have a convergent subse-
|| ||

||

quence.
||
€/2||S|| + |i/CS || . In particular, for S = /2„,
-1
, one has

See Theorems and

« II
Rm- 1
II
< «/2 1
Rm +~'
|| 1, hence t/2
~l
< || ij^-' |-*.
13. (i) 1 2.
Then || Rm - R \\
.. < «/2 < |j
/2n ||
1
. It follows that
(ii) See Theorem 4- R invertible (see the proof of
is Theorem 4.3.2 of [4]), a
(iii)See the proof of Theorem 5. contradiction. See also the Corollary of Theorem 4.11 1
(v) See Exercise IV..7. 12.
of [4].
(vi) If 8 is infinite-dimensional, one can construct an infinite
5. See § 55 of [2].
sequence x n such that x„ = 1 and xm — x n > £ || || || ||
6. See Theorem 5.5-C of [10].
whenever m ^ n; see item V in Subsection 1 of § 4
7. For any operator T, lira T n l/n = LUB \»\ y. C s(T) || :
), || |
of [7].
where s(T) is the spectrum of T (see Theorem 4.7.3 of
S has dimension n, let S: G n — S be any vector space
[4]),
14. If
hence the equivalence of (b) and (c) is clear.
isomorphism 5 and S~ l are continuous by Exercise IV. 7. 12,
(b) implies (a) by part (i) of Exercise VII. 3.12, and Exer-
;

and TS: 6" -> ff is continuous by Example IV.7.6. If cise 4-

-1
x„ S and x„ < 1, S a:n has a convergent subsequence
G !'
||
(a) implies (b) is implicit in the hint given for Exercise 4.
(by the complete continuity of /: 6" —* 6"), hence so does It should be mentioned that the usual definition of "gen-
(T^iS-'xn). eralized nilpotent" is condition (c). If T is normal, it caii be
15. (i) If a; = 1, z„ 91, and z„ -» x, then z„ -> 1; set C shown that lim Tn n
=
|| || || ||
|| ||" || T (see Theorem 4.12.1 of
yn = || z„ ||
l
zn
\\

[4]).
(ii) in fi and
If x„ C || ||
< 1, choose i/„ C 91 with Vn\\ = 8. SinceS has no proper values, by Theorem 2 it cannot have a
|| and y B - xn
a:„ || || || < 1/ra.
non-zero AP-value. Incidentally, Sxk = -*
|| || 1/fc shows
16. See Theorem 2.13.5 of [4]. that is an AP-value.
 1

202 Introduction to Hilbert Space

§4. 2. See the Corollary of Theorem 1.5 for the "if" part. Con-
versely if T is CC, then T* is CC by Exercise 1.6; consider
the Cartesian form T = A + IB.
3. (i) See the hint to Exercise VII. 8.8.

(ii) Show that (T - S)(T - S)* < (T - S)*(T

- S).
(iii) Parts (i) and (ii).
Index
4. See Theorem 2.

6. (iii) The reference for this is given in the hint to Exercise

VI.8.15. absolutely homogeneous, 93 bounded sesquilinear form, 128, 130
8. This is clear if Tk = for all k. Assume otherwise, say T 9* t
additive mapping, 77 bounded sesquilinear mapping, 128
0. Let m be a non-zero proper value for T and consider 91 = t , adherence, 62 bounded set, 38, 40
9lr,G0- 91 is invariant under each Tk- Since moreover adherent point, 59
TifTi = TiTt*, 91 reduces each T k . adjoint of an operator, 132, 139
e-,26
Among the finite-dimensional linear subspaces, different algebra, 89
canonical basis, 21
•-algebra, 137
from |0|, which reduce every Tk let 911 be one of smallest
,
canonical orthonormal basis, 52
annihilator, 59
possible dimension. Let R k = Ti/911. It suffices to show that Cartesian form of an operator, 148
approximate proper value, 169
every R k is a scalar operator. Assume to the contrary, say, Cartesian product, 1 16
AP-value, 169
that Rj is not scalar. Let X be a proper value of Rj. By Cauchy-Schwarz inequality, 30, 126
associative algebra, 89
assumption, 9l/y(X) ?* 911. But, the earlier argument shows associative law, 3, 4, 87, 89
Cauchy sequence, 34, 39, 93
that 91k,(X) reduces each R k , hence each Tk (because already axioms for a pre-Hilbert space, 25
Cayley transform, 150
CC-operator, 172
911 reduces each Tk ) this contradicts the minimality of the
;
axioms for a vector space, 3
center, 38
dimension of SB.
classical Hilbert space, 56
9. See Theorem 5.5-G of [10].
B*-algebra, 137, 138, 175 closed ball, 38, 40, 93
10. See the Remark preceding Theorem 2.13.4 of [4].
Banach algebra, 103 closed graph theorem, 194
Banach space, 97 closed linear subspace, 60, 62, 64, 66,
Banach-Steinhaus theorem, 102 71, 94, 140
basis, of a vector space, 21 closed subset, 59, 63, 66, 91
orthonormal, 52, 54 closure, 62, 63, 64, 71
belonging, 57 coefficient, 1

Bessel's inequality, 45 commutative algebra, 89

best approximation, 46
bidual of a normed space, 106
bijective mapping, 74
bilinear form, 116
bilinear mapping, 116
bounded below, 155
bounded bilinear form, 120
bounded bilinear mapping, 120, 122
bounded function, 99
bounded linear mapping, 95
bounded sequence, 40, 42, 93
commutative law, 3
complete linear subspace, 66
complete metric space, 34, 65, 66,
97
complete subset, 65, 66
completely continuous operator, 172
completion, 112, 115
complex conjugate, 25
complex-conjugate of a vector space,
124
complex vector space, 3, 24
m
204 /ndex
Index 205
component, 4 Gaussian rationals, 24
isomorphic Hilbert spaces, 55, 56, 146 operator, 139
composite of mappings, 86, 88, 103 generalized ml potent operator, 181,
isomorphic vector spaces, 82, 83, 88 ordered pair, 116
conjugate, 25 201
isomorphism, 55, 82, 88 orthogonal complement, 71
conjugate-homogeneous, 81 generated linear subspace, 15, 16
orthogonal linear subspaces, 61, 66
conjugate-linear, 81 generators, system of, 15 P,40 orthogonal projection, 74
conjugation, 127, 128, 146 Gram-Schmidt procedure, 47, 72, leftrinverse, 88 orthogonal set, 43
continuous linear form, 105, 109, 110 178 left-invertible, 88 orthogonal subsets, 61
continuous linear mapping, 94, 96, 98, graph, 117, 119, 120, 194 limit, 34, 39 orthogonal vectors, 43
99, 120, 139 linear combination, 11 orthonormal basis, 52, 54
continuous mapping, 91, 94 linear dependence, 15, 16
Hahn-Banach theorem, 105 orthonormal set, 44
contraction, 150 linear form, 104, 109, 110
convergent sequence, 34, 39, 91, 93 Hermitian operator, 147
linear independence, 18, 19, 44, 47,
Hermitian sesquilinear form, 126, parallelogram law, 29, 100, 114, 127
convex set, 67 168
129 partially isometric operator, 153
coordinates, 116 linear mapping, 77
HilbertrSchmidt class, operator of, point, 33
correspondence, one-to-one, 74 linear subspace, 13
136, 177 polarization identity, 29, 125
Hilbert space, 40, 56 positive operator, 149
/i-space, 166
diagonal procedure, 174 homogeneous mapping, 77 positive sesquilinear form, 126
mapping, 73
difference of vectors, 7 hyponormal operator, 161, 162, 166, pre-Hilbert space, 25
matrix, 82, 134, 177
dimension, 23, 178 of continuous functions, 26
168, 170, 175, 187, 188
member, 57
direct image, 80 of finitely non-zero sequences, 26
metric space, 33, 93
discrete metric space, 33, 38, 39 projection, 74, 75, 151
metrically equivalent operators, 144,
distance, 31, 33, 93 ideal, 175, 176 operator, 140, 151
identity mapping, 78, 87 154, 155, 175
distributive laws, 4, 89 proper subspace, 166
minimizing vector, 68, 69, 72
dual space of a normed space, 105, identity operator, 139, 173, 175, proper value, 163
176 Minkowski's inequality, 192
109 proper vector, 163
inclusion, 57, 58 multiplicity, 178, 187
Pythagorean relation, 44, 48, 50,
infinite-dimensional vector space, 23 62
element, 57 n-fold transitive, 175
infinite multiplicity, 178
empty 58
set, n-ples, 4,26
infinite sums, 49, 50, 52, 135, 136, radius, 38, 40, 93
equal mappings, 73, 117, 140 non-empty set, 58
143, 184, 185 range, 73, 80
equal sets, 58 norm, 28, 93, 95, 121,128
initial set, 73 reducing subspace, 158
normal operator, 154, 181
injective mapping, 73, 80 reflexive space, 107, 111, 114, 123
normed algebra, 103
final set, 73 invariant subspace, 156, 162, 166, restriction, 158
normed *-algebra, 137
finite-dimensional operator, 173, 174, 182
normed space, 93 Riesz-Frechet theorem, 109
175, 176, 183 inverse image, 80, 84, 91 righUnverse, 88
null mapping, 77
finite-dimensional vector space, 23, inverse mapping, 83, S4, 87, 88, 98, righUnvertible, 88
null space of a linear mapping, 80, 94,
48,51,96,99,161,175,176,179, 99, 120, 155, 156, 161
140
181 invertible operator, 155, 156, 161,
24
scalar, 3,
finite multiplicity, 178 162, 170, 171, 175
one-sided shift operator, 144, 159, mapping, 78
finitely generated vector space, 21 involution, 137, 138
162, 165, 170, 171, 178, 198 multiple, 4
finitely non-zero sequences, 5, 26, 35, isometric linear mapping, 97, 144
one-to-one correspondence, 74, 83 multiple of a linear mapping, 85
69, 111 isometric mapping, 97
one-to-one mapping, 73, 80 operator, 139
Fourier coefficients, 47 isometric operator, 140, 143, 146, 153,
onto mapping, 73, 88 product, 25
function, 73 160, 161, 162
open ball, 38, 40, 93 self-adjoint operator, 147, 170, 179
206 Index

semilinear mapping, 81 total sequence, 51

separable Hilbert space, 53, 54, 55 total set, 51
separable metric space, 54 transformation, 73
sesquilinear form, 123 triangle inequality, 30, 33
sesquilinear mapping, 123 two-sided shift operator, 146, 151,
set, 57 160, 161, 165, 197
similar operators, 156, 187
skew-adjoint operator, 148 uniform boundedness principle, 102,
spectral theorem, 181 195, 197
spectrum of an operator, 171 uniform convergence, 38, 102
sphere, 40 unitarily equivalent operators, 147,
square root of a positive operator, 149, 156, 187
149 unitary operator, 145
Steinitz's exchange theorem, 21 unitary space, 26
strong convergence. 102, 108
subalgebra, 137 value, 73
•-subalgebra, 137, 175 vector, 3
subset, 57 space, 3
sum of linear mappings, 85 sum, 3, 31
sum of linear subspaces, 14
sum of vectors, 3, 31 weak convergence, 108, 111, 114

superset, 58 Weierstrass-Bolzano theorem, 192

surjective mapping, 73, 175
system of generators, 15 zero mapping, 77
zero operator, 139
total family of subspaces, 167, 181 zero vector, 3