Chapter 4

Hilbert Space
4.1 Inner product space
 Inner product
E : complex vector space

(,) : E  E  C
is called an inner product on E if
(i ) ( x, x )  0,  hold  x  0

(ii ) ( x,) is linear for x  E

(iii) ( x, y )  ( y, x)  x, y  E
 Inner product space
E : complex vector space Show in next
some pages
(,) is an inner product on E

With such inner product E is called

inner product space. If we write x   x, x 

,then  is a norm on E and hence

E is a normed vector space.

 Schwarz Inequality

E is an inner product space

 x, y   x  y  x, y  E
Case 1 : If ( x , y )  0, then ( x, y )  x  y
Case 2 : If ( x , y )  0, then x  0, y  0 and
for any tR
2 2
0  ( x  ty , x  ty )  x  2t Re( x , y )  t 2 y
Re( x , y )
Taking t   2
, we have
y
2 2 Re 2 ( x , y ) Re 2 ( x , y ) 2 Re 2 ( x , y )
0 x  2
 2
 x  2
y y y
Re 2 ( x , y ) 2
 2
 x
y
2 2
Hence Re 2 ( x , y )  x y  x, y  E
2 2
 Re 2 ( ax, y )  ax y  x, y  E , a C (*)
( x, y )
Taking a  , then a 1 and
( x, y )
( ax, y )  a ( x , y )  ( x , y ) .Then by (*) we have
2 2 2
( x, y )  x y
Therefore ( x, y )  x y
 Triangular Inequality for ∥ ．∥

E is an inner product space

x  y  x  y  x, y  E
For any x, y  E
x  y  x  y, x  y 
2

 x  2 Re x, y   y
2 2

 x  2 Re x, y   y
2 2

 x  2  x, y   y
2 2

2 2
 x 2 x  y  y by Schwarz Inequality
x  y 2

 x y  x  y
 Example 1
for Inner product space
Let
E C n

For z  z1 ,, zn    

and z   z1 ,, zn in C n

z, z  
n
zz 
i i
i 1
 Example 2
for Inner product space
 
E   ( N )  z1 , z2 ,;  zi   
Let 2 2

 iN 

For    
z  z1 , z2  and z   z1 , z2    ( N )
2

z, z   zz 
i i
iN
 Example 3
for Inner product space

Let
E  L (, ,  )
2

For f and g  L (, ,  )

2

 f , g    f gd
 Exercise 1.1 (i)

For z, z   ( N )
2
Show that

z z 
j j jN is summable and hence

z, z is absolutely convergent

  z j z j
jN

  z j  z j
jN


1
  zj
2
 z j
2


2 jN  
1 2 2
   zj   z j 
2  jN jN 

 Exercise 1.1 (ii)

2
Show that  (N ) is complete
Let zn  be a Cauchy sequence in  2 ( N ) with
z1   z11 , z12 ,
z2   z21 , z22 ,

For any   0,  n  N s.t.
zm  zk   for m, k  n
  zmi  zki 2
2
for m, k  n
iN

 zmi  zki   for m, k  n, i  N

then for i  N
zni  is a Cauchy sequence in C
then zni  is a convergent sequence in C , say
lim zni  xi i  N
n 
For i  N and   0

 ni  N s.t. zni  xi  i
n  ni
2
Take n0  max 

ni i 1
Let x   x1 , x2 ,
then for n  n0

 zni  xi   
2
zn  x  i
iN iN 2

Hence lim zn  x in  ( N ) 2
n 

Therefore  2 ( N ) is complete.
 Hilbert space

An inner product space E is called

Hilbert space if ( E,  ) is complete

L (, ,  )
2 is a Hilbert space of which

2 n
 ( N ) and C are special case.
 Exercise 1.2

Define real inner product space and

real Hilbert space.

 4.2 Geometry
for Hilbert space
 Theorem 2.1 p.1

E: inner product space

M: complete convex subset of E

Let xE
then the following are equivalent
 Theorem 2.1 p.2

(1) y  M satisfies x  y  min x  z

zM

(2)y  M satisfies Re( y  x, y  z )  0  z  M

Furthermore there is a unique yM

satisfing (1) and (2).
(1)  (2)
For any z  M and 0    1
let f ( )  x  (1   ) y  z
2

 ( x  y)   ( y  z)
2

 x  y  2 Re( x  y , y  z )   y  z  f (0)
2 2 2

f ( )  f (0)
0

 2 Re( x  y , y  z )   y  z
2

By letting   0, we have
Re( y  x, y  z )  0
( 2)  (1)
For z  M ,
0  Re( x  y , z  y )
 Re( x  y , z  x  x  y )
2
 x y  Re( x  y , z  x )
2
 x y  Re( x  y , x  z )  x  y  x  z
 x y  xz
Hence x  y  min x  z
zM
Uniqueness of y :
If y1 and y2 satisfy (1) and ( 2), then
  y1  y2 , y1  y2 
2
0  y1  y2
  y1  x, y1  y2    y2  x, y2  y1 
 Re  y1  x, y1  y2   Re y2  x, y2  y1 
0
then y1  y2
Existence of y:
Let   inf x  z .
zM
1
Consider zn   M s.t.   x  zn
2 2
 
2
n
Claim : zn  is a Cauchy sequence
2 2
[ zm  zn  zm  x  x  zn
 2 Rezm  x, zn  x 
2 2
 x  zm  x  zn
2
zm  zn
 2 Rezm  x, zn  x 
2 2
4 x  x  zm  x  zn
2
2
2 2 2 zm  zn
 zm  zn  2 x  zm  2 x  zn 4 x
2
 2 1   2 1  1 1
 zm  zn  2     2     4  2    0 as m, n  ]
2 2
 m  n m n
Since M is complete,  y  M s.t. zn  y  0 as n  
then x  y  lim x  zn  
n 
 Projection from E onto M

The map t : E  M defined by tx=y, where

y is the unique element in M which satisfies (1)

of Thm 1 is called the projection from E onto M.

and is denoted by tM
 Corollary 2.1
Let M be a closed convex subset of a Hilbert

space E, then t  tM has the following

properties:

(i ) t  t (t is idempotent)
2

(ii ) tx  ty  x  y (t is contractive)

(iii) Re( tx  ty, x  y )  0 (t is monotone)

(i ) is obvious.
(ii ) Re( tx  x, tx  ty )  0,
Re( ty  y , ty  tx )  0
 0  Re( x  y  (tx  ty ), tx  ty )
2
 Re( x  y , tx  ty )  tx  ty (*)
2
 tx  ty  Re( x  y , tx  ty )
 x  y  tx  ty
 tx  ty  x  y
2
(iii ) By (*), Re( x  y , tx  ty )  tx  ty 0
 Convex Cone

A convex set M in a vector space is called

a convex cone if

x  M  x  M ,  0
 Exercise 2.2 (i)
Let M be a closed convex cone in a Hilbert

space E and let

N  y  E; Re( y, x )  0 x  M 
Put t  tM and s  t N
Show that s  I t
I being the identity map of E.
For any x  E and y  N ,
Re( tx  x, tx )  Re( tx  x, tx  0)  0 , sin ce 0  M
Re( y , tx )  0, sin ce tx  M
 Re( x  tx  x, x  tx  y )
 Re( tx, x  tx  y )
 Re( tx  x  y , tx )
 Re( tx  x, tx )  Re( y , tx )  0
 sx  x  tx x  X
 s  I t
 Exercise 2.2 (ii)

t (x )  tx if   0
( t is positive homogeneous)
For any x  X and z  M ,
Case 1 : If   0, then
t (x )  t (0)  0  t ( x ), sin ce 0  M
Case 2 : If   0, then
Re( tx  x, tx  z )   Re( tx  x, tx  z )
1
 Re( tx  x, tx  z )

1
 0 , sin ce z  M

then t (x )  tx
 Exercise 2.2 (iii)

2 2 2
x  tx  sx , x  E
For any x  E ,
Claim : Re( tx, sx )  0
[0  Re( tx, sx ) , sin ce tx  M and sx  N
 Re( tx, x  tx ) , sin ce s  I  t
  Re( tx  x, tx  0)  0
then Re( tx, sx )  0 ]
Since s  I  t , I  s  t
2 2
 x  sx  tx  x  sx  tx
2 2
 sx  tx  2 Re( sx , tx )
2 2
 sx  tx
2 2 2
 x  sx  tx
 Exercise 2.2 (iv)

N  x  E; tx  0

M  x  E; sx  0
(1) x  N  sx  x
 sx  sx  tx
 tx  0
Hence N  x  E ; tx  0
( 2) x  M  tx  x
 tx  sx  tx
 sx  0
Hence M  x  E ; sx  0
 Exercise 2.2 (v)

Re( tx, sx )  0 and x  tx  sx;

conversely if

x  y  z, y  M , z  N and Re( y, z )  0,

then y  tx, z  sx
Since s  I  t , for any x  E
sx  x  tx  x  tx  sx
2 2 2
Since x  tx  sx and x  tx  sx
2 2 2 2 2
tx  sx  tx  sx  tx  sx  2 Re( tx, sx )
 Re( tx, sx )  0
Conversly , if x  y  z, y  M , z  N , and Re( y , z )  0
then for any w  M ,
Re( y  x, y  w)  Re(  z, y  w)   Re( y  w, z )
 Re( w, z )  0
then y  tx
Similarly, z  sx
 Exercise 2.2 (vi)

In the remaining exercise, suppose that

M is a closed vector subspace of E. Show that

N  M : y  E : ( y, x )  0 x  M 

" " It is obvious.
" " z  N  Re( z, y )  0 y  M
 Re( z, y )  0
 Re( z, y )  0

 y  M ,
 Re( z, iy )  0
 Re( z,iy )  0
sin ce M is a closed vector subspace
 Re( z, y )  0
 Re( z, y )  0

 y  M
 Im( z, y )  0
 Im( z, y )  0
 Re( z, y )  0
 y  M
 Im( z, y )  0
hence ( z, y )  0 y  M
 zM 
 Exercise 2.2 (vii)

both t and s are continuous and linear

For any x1, x2  E and 1, 2  C
x1  tx1  sx1 and x2  tx2  sx2
 1 x1   2 x2  (1t x1   2 tx2 )  (1s x1   2 sx2 )
where (1t x1   2 tx2 )  M and (1s x1   2 sx2 )  N
 t (1 x1   2 x2 )  1t x1   2 tx2 and
s(1 x1   2 x2 )  1s x1   2 sx2
 t and s are linear.
2 2 2
Since x  tx  sx , tx  x and sx  x
then t and s are continuous.
 Exercise 2.2 (viii)

M  tE  ker s; N  sE  ker t
(1) To show that M  tE
' ' " y  M  ty  y  y  tE
" " y  tE  y  M
( 2) To show that M  ker s
y  M  sy  0  y  Kers
Similarly, we have N  sE  ker t
 Exercise 2.2 (ix)

(tx, y )  ( x, ty )  x, y  E
(tx, y )  (tx, ty  sy )  (tx, ty )
( x, ty )  (tx  sx , ty )  (tx, ty )
 (tx, y )  ( x, ty )
 Exercise 2.2 (x)

tx and sx are the unique elements


y  M and z  M

such that x=y+z

 
x  y  z , where y  M and z  M
 tx  ty  tz , sin ce t is linear

 tx  ty , sin ce z  M  N  ker t
 tx  y
Similarly, sx  z
4.3 Linear transformation
We consider a linear transformation from

a normed vector space X into a normed

vector space Y over the same field R or C.

 Exercise 1.1

T is continuous on X if and only if

T is continuous at one point.

" " It is obvious.
" " Assume that T is continuous at x0 .
then for any   0 ,   0 s.t.
x  x0    Tx  Tx0  
 T ( x  x0 )  
hence for any s  X ,
x  s    T ( x  s)  
 Tx  Ts  
Hence T is continuos on X .
 Theorem 3.1
T is continuous if and only if there is a

c0 such that

Tx  c x  x X
" " It is obvious that T is continuous at x  0.
By Exercise 3.1, T is continuous on X .
" " T is continuous
 T is continuous at x  0
   0 s.t. x    Tx  1
For any 0  x  X
  
x    T  x   1
x  x 
1
 Tx  x

1
we choose c  , then

Tx  c x  x X
 Theorem 3.3
Riesz Representation Theorem

Let X be a Hilbert space and  X 

then there is y0  X such that

( x )   y0 , x   x  X

Furthermore the map   y0

is conjugate linear and   y0

We may assume that   0
Let M  ker , then M  is one dim ensional.
For any x  X , we can write x  v  x0
where v  M , x0 is a fixed nonzero element in M 
and  a scalar.
( x )  ( v  x0 )  ( x0 )
( x0 , x )  ( x0 , v  x0 )   x0
2

( x0 )
( 2
x0 , x )  ( x0 )  ( x )
x0
( x0 )
Hence if we let y0  2
x0 , then we have
x0
( y 0 , x )  ( x )
4.4 Lebesgue Nikondym
Theorem
 Indefinite integral of f

Let ,,   be a measurable space

and f a Σ –measurable function on Ω

Suppose that  fd has a meaning;

then the set function defined by

 ( A)  A fd  A   is called

the indefinite integral of f.

 Property of
Indefinite integral of f
 ( )  0
ν is σ- additive i.e. if An   
is a disjoint sequence, then

 
   An    ( An )
n  n

 ( A)  0 whenever  ( A)  0
 Absolute Continuous

Let , ,   and , ,  be measure spaces,

ν is said to be absolute continuous

w.r.t μ if

 ( A)  0 whenever  ( A)  0
 Theorem 4.1
Lebesgue Nikodym Theorem
Let , ,   and , ,  be measure spaces

with     and    

Suppose that νis absolute continuous w.r.t.
μ, then there is a unque

h  L (, ,  ) such that

1  ( A)  A hd, A  

Furthermore h  0   a.e.
Let      ,
Consider the real Hilbert space X  L (, ,  ) 2

and consider the linear functional  on X

defined by ( f )   fd , f  X

Since ( f )   f d   f d  2
  1d 
1
2

1
2

1
  () 2 f L2 (  )

  X , by Riesz Re presentation Thm

 g  X s.t.
( f )   fd   fgd   fgd   fgd
  f (1  g )d   fgd  f X ( 4.1)
Claim1 : 0  g ( x )  1   a.e. x on 
[ Let A1  x  ; g ( x )  0 and A2  x  ; g ( x )  1
Take f   A in ( 4.1), we have
1

0   ( A1 )  A (1  g ) d  A g d
1 1

  ( A1 )  0   ( A1 )  0   ( A1 )  0
Take f   A in ( 4.1), we have
2

0  A (1  g ) d  A g d   ( A2 )  0
2 2

  ( A2 )  0
  ( A2 )  0
  ( A2 )  0
Claim 2 : ( 4.1) hold for all   measurable function and
  a.e. nonnegative functions
[ Let f be such a function and
let f n  f  n  n  1,2,
Since 1  g  0 and g  0   a.e.,
0  f n (1  g )  f (1  g ) and 0  f n g  fg
then from Monotone Convergence Thm and ( 4.1)
 f (1  g )d  nlim


f n (1  g )d  lim  f n gd   fgd ]
n 
For a   measurable and   a.e. nonnegative function z,
z
Choose f  in ( 4.1), then
1 g
g
 zd   z 1  g d
g
Let h  , then h  0   a.e. and
1 g
 zd   zhd
For any A  , we take z   A in ( 4.1), then
 ( A)    Ad    Ahd  A hd
Since  ()  , we know  hd  
hence h  L1 (, ,  )
That such h is unique is obvious.
4.5 Lax-Milgram Theorem
 Sesquilinear p.1

Let X be a complex Hilbert space.

B(,) : X  X  C is called sesquilinear if

for x, x1, x2  X , 1, 2  C

B( x, 1 x1  2 x2 )  1B( x, x1 )  2 B( x, x2 )

B(1 x1  2 x2 , x )  1B( x1, x )  2 B( x2 , x)

 Sesquilinear p.2

B is called bounded if there is r>0 such that

B( x, y )  r x  y x, y  E

B is called positive definite if there is ρ>0 s.t.

B ( x, x )   x
2
x  X
 Theorem 5.1
The Lax-Milgram Theorem p.1

Let X be a complex Hilbert space and B a

a bounded, positive definite sesquilinear

functional on X x X , then there is a unique

bounded linear operator S:X →X such that

( x, y )  B( Sx, y ) x, y  X and

1
S 
 Theorem 5.1
The Lax-Milgram Theorem p.2

Furthermore

1 exists and is bounded with

S

1
S r
 
Let D  x  X ; x*  X s.t. ( x, y )  B ( x * , y ) y  X 
then D   ( 0  D ) and x * is uniquely det er min ated
 B ( x1* , y )  B ( x2* , y )  y  X 
 
  B ( x1*  x2* , y )  0  y  X 
 
  0  B ( x1*  x2* , x1*  x2* )   x1*  x2* 
2

 
  x*  x*  0  x*  x* 
 1 2 1 2 
For x  D, let Sx  x *
Since B is sesquilinear, D is linear subspace and
S is linear on D
 Sx  B Sx, Sx    x, Sx   x Sx
2

 Sx   1 x
 S   1
Claim : D  X
[ First to show that D is closed .
Let xn   D and xn  x  X
Sxn  Sxm  S ( xn  xm )  S xn  xm
S is bounded  Sxn  is Cauchy in X
then Sxn  x *

B ( Sxn , y )  B ( x , y )  B ( Sxn  x , y )
* *

 r Sxn  x  y  0
*
as n  
Hence  x, y   lim ( xn , y )  lim B( Sxn , y )  B( x* , y )
n  n 

then x  D and Sx  x*
Suppose that D  X , then D  0 


Let y0  D and let  be defined by
( x )  B ( y0 , x ) x X
  X 
By Riesz Re presentation Thm,
 x0  X s.t.  x0 , x   ( x )  B( y0 , x ) x X
 x0  D
 0   x0 , y0   B( y0 , y0 )   y0
2

 y0  0, a contradiction
To show that S is 1  1
If Sx  0, then
( x, x )  B (0, x )  0  x  0
To show that S is onto
y0  X as before x0  X s.t.
( x0 , x )  B ( y0 , x )  x  X
1
Hence S exist and
1
S x
2
    
 S 1 x, S 1 x  B SS 1 x, S 1 x  B x, S 1 x 
1
r x S x
1 1
 S x r x  S r
4.7 Bessel Inequality and
parseval Relation
 Propositions p.1

Let en  be an orthogonal system in a

Hilbert space X, and let U be the closed vector

subspace generated by en 

Let tU be the orthogonal projection onto U

and tk  t E k
where Ek  e1,, ek
 Proposition (1)

k
tk x   ( e j , x ) e j  x X
j 1
 k
Let tk x    j e j , then
j 1

For i  1,, k
k
(ei , tk x )  (ei ,   j e j )  i
j 1

But ei , x   ei , tk x  1  tk x   (ei , tk x )  i

Hence tk x   e j , x e j
k

j 1
 Proposition (2)

For x  X , lim tk x  tU x
k 
For any y U and   0,
N
there is a linear combination z   i ei s.t. y  z  
i 1
k  N  tk z  z
 tk y  y  tk y  tk z  z  y
 tk y  tk z  z  y
 y  z  z  y  2
then lim tk y  y if y U
k 
For any x  E , tU x U
 lim tk tU x  tU x
k 
 lim tk x  tU x , sin ce tk  tU  tk
k 
 Proposition (3)

For each k and x,y in X

k
( tk x , tk y )   (e j , x )(e j , y ).
j 1
  k k 
(tk x, tk y )    ( e j , x )e j ,  ( ei , x )ei 
 j 1 i 1 
k
 k

  ( e j , x ) e j ,  ( ei , x )ei 
j 1  i 1 
k
  (e j , x ) (e j , x )
j 1
 Proposition (4)

For any x,y in X


(tU x, tU y )   (e j , x )(e j , y ).
j 1
 (tU x, tU y )  (tk x, tk y )
 (tU x  tk x  tk x, tU y )  (tk x, tk y )
 (tU x  tk x, tU y )  (tk x, tU y )  (tk x, tk y )
 (tU x  tk x, tU y )  (tk x, tU y  tk y )
 (tU x  tk x, tU y )  (tk x, tU y  tk y )
 tU x  tk x  y  x  tU y  tk y  0 as k  
then (tU x, tU y )  lim (tk x, tk y )
k 
k
 lim  ( ei , x ) ( ei , y )
k   i 1

  ( ei , x ) ( ei , y )
i 1
 Proposition (5)


 (ei , x )  x , x  X
2 2

i 1

Bessel inequality
 2
 (e j , x )  tU x  x
2 2

j 1
 Proposition (6)

 (ei , x )  x , x  X  U  X
2 2

i 1

( Parseval relation)

An orthonormal system en 

is called complete if U=X

" " If U  X , then

 (ei , x )  tU x  x
2 2 2

i 1
" " Suppose that U  X , then
 x  X s.t. tU x  x
2 2 2
 x  tU x  (1  tU ) x

 tU x   (ei , x ) , a contradition
2

i 1
Hence U  X
 Separable

A Hilbert space is called separable

if it contains a countable dense subset

 Theorem 7.1

A saparable Hilbert space is isometrically

isomorphic either to n
C for some n

2
or to

Let X be a separable Hilbert space.
Let zk k 1 be a sequence of elements
which is dense in X .
One can extract from zk  an independent
subsequence xk  such that zk   xk 
If xk  is finite, the proof that X is isometrically
isometric to C n , where n is the cardinality of xk .
is an easy imitation of that of the case when xk 
is inf inite. Hence we assume that xk  is inf inite.
From Gram  Schmidt orthonormalization procedure,
we can construct from xk  an orthonomal system
ek k 1 such that xk   ek 
As before, let U  ek  , then U  X ;
thus for x, y in X we have from ( 4)

( x , y )   ( e j , x )( e j , y ) (7.1) , because I  tU
j 1

Define the map  : X   2

by letting  
x   k k 1
where  k  ( ek , x )
 2
  (e j , x ) x  x
2
Since x by (6), 2
,
j 1

so  is isometry. That  is linear is obvious.

We show now that  is onto  2 .
Let  k k 1  2 , for each positive int eger n
n
let xn   j e j
j 1

we claim that xn  is a Cauchy sequence.

n 2
 j
2
For n  m we have xn  xm 
j  m 1

which tends to 0 as m  
Hence xn  is a Cauchy sequence. Let x  lim xn ,
n 

 n 
then ei , x   lim  ei ,   j e j   i and hence x   k 
k 1
n 
 j  1 
Therefore  is onto  2 .
That  is an isomophism follows from (7.1)