FUNCTIONAL ANALYSIS

Edited by
Dr. Sachin Kaushal
 CONTENT

Unit 1: Banach Space Definition and Some Examples 1

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Unit 2: Continuous Linear Transformations 10

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Unit 3: The Hahn-Banach Theorem 28

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Unit 4: The Natural Imbedding of N in N** 38

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Unit 5: The Open Mapping Theorem 44

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Unit 6: The Closed Graph Theorem 52

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Unit 7: The Conjugate of an Operator 58
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Unit 8: The Uniform Boundedness Theorem 65
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Unit 9: Hilbert Spaces The Definition and Some Simple Properties 71

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Unit 10: Orthogonal Complements 80

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Unit 11: Orthonormal Sets 89

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Unit 12: The Conjugate Space H* 100

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Unit 13: The Adjoint of an Operator 110

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Unit 14: Self Adjoint Operators 121

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Unit 15: Normal and Unitary Operators 132

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Unit 16: Projections 143
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Unit 17: Finite Dimensional Spectral Theory 156

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 Sachin Kaushal, Lovely Professional University

Notes Unit 1: Banach Space: Definition and Some Examples

CONTENTS

Objectives

Introduction

1.1 Banach Spaces

1.1.1 Normed Linear Space

1.1.2 Convergent Sequence in Normed Linear Space

1.1.3 Subspace of a normed Linear Space

1.1.4 Complete Normed Linear Space

1.1.5 Banach Space

1.2 Summary

1.3 Keywords

1.4 Review Questions

1.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Know about Banach spaces.

 Define Banach spaces.

 Solve problems on Banach spaces.

Introduction

Banach space is a linear space, which is also, in a special way, a complete metric space. This
combination of algebraic and metric structures opens up the possibility of studying linear
transformations of one Banach space into another which have the additional property of being
continuous. The concept of a Banach space is a generalization of Hilbert space. A Banach space
assumes that there is a norm on the space relative to which the space is complete, but it is not
assumed that the norm is defined in terms of an inner product. There are many examples of
Banach spaces that are not Hilbert spaces, so that the generalization is quite useful.

1.1 Banach Spaces

1.1.1 Normed Linear Space

Definition: Let N be a complex (or real) linear space. A real valued function n : N R is said to
define, a norm on N if for any x, y N and any scalar (complex number) , the following
conditions are satisfied by n:

(i) n (x) 0, n (x) = 0, x = 0;

(ii) n (x + y) n (x) + n (y); and

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 Banach Space: Definition and Some Examples

(iii) n ( x) = | | n (x) Notes

It is customary to denote n (x) by

n (x) = x (read as norm x)

With this notation the above conditions (i) – (iii) assume the following forms:

(i) x 0, x = 0 x = 0;

(ii) x+y x + y ; and

(iii) x = x .

A linear space N together with a norm defined on it, i.e., the pair (N, ) is called a normed linear
space and will simply be denoted by N for convenience.

Notes

1. The condition (ii) is called subadditivity and the condition (iii) is called absolute
homogeneity.

2. If we drop the condition viz. x = 0 x = 0, then is called a semi norm (or pseudo
norm) or N and the space N is called a semi-normed linear space.

Theorem 1: If N is a normed linear space and if we define a real valued function d : N × N R by

d (x, y) = x – y (x, y N), then d is a metric on N.

Proof: We shall verify the conditions of a metric

(i) d (x, y) 0, d (x, y) = 0 x–y =0 x = y;

(ii) d (x, y) = x – y = (–1) (y – x) = |–1| y – x = y – x = d (y, x);

(iii) d (x, y) = x – y = x – z + z – y (z = N)

x–z + z–y = d (x, z) + d (z, y)

Hence, d defines a metric on N. Consequently, every normed linear space is automatically a

metric space.

This completes the proof of the theorem.

Notes

1. The above metric has the following additional properties:

(i) If x, y, z N and is a scalar, then

d (x + z, y + z) = (x + z) – (y + z) = x – y = d (x, y).

(ii) d ( x, y) = x– y = (x – y)

= | | x – y = | | d (x, y).

2. Since every normed linear space is a metric space, we can rephrase the definition of
convergence of sequences by using this metric induced by the norm.

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 Notes 1.1.2 Convergent Sequence in Normed Linear Space

Definition: Let (N, ) be a normed linear space. A sequence (x n) is N is said to converge to an

element x in N if given > 0, there exists a positive integer n o such that

xn – x < for all n no.

If xn converges to x, we write Lim x n x.

n

or xn x as n

It follows from the definition that

xn x xn – x 0 as n

Theorem 2: If N is a normed linear space, then

x y x – y for any x, y N

Proof: We have

x = (x – y) + y

x–y + y

x – y x–y … (1)

Using (1), we have

–( x – y ) = y – x y–x

But y–x = (–1) (x – y) = |–1| x – y

Therefore

–( x – y ) x – y so that

x – y – x–y … (2)

From (1) and (2) we get

x y x–y

This completes the proof of the theorem.

1.1.3 Subspace of a Normed Linear Space

Definition: A subspace M of a normed linear space is a subspace of N consider as a vector space

with the norm obtain by restricting the norm of N to the subset M. This norm on M is said to be
induced by the norm on N. If M is closed in N, then M is called a closed subspace of N.

Theorem 3: Let N be a normed linear space and M is a subspace of N. Then the closure M of M is
also a subspace of N.

(Note that since M is closed, M is a closed subspace).

Proof: To prove that M is a subspace of N, we must show that any linear combination of
element in M is again in M. That is if x and y M , then x + y M for any scalars and .

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 Banach Space: Definition and Some Examples

Notes
Since x, y M , there exist sequences (xn) and (yn) in M such that

xn x and yn y,

By joint continuity of addition and scalar multiplication in M.

xn + yn x + y for every scalars and .

Since xn + yn M, we conclude that

x+ y M and consequently M is a subspace of N.

This completes the proof of the theorem.

Notes

1. The scalars , can be assumed to be non-zero.

For if = 0 = , then

x+ y=0 M M

2. In a normed linear space, the smallest closed subspace containing a given set of
vectors S is just the closure of the subspace spanned by the set S. To see this, let S be
the subset of a normed linear space N and let M be the smallest closed subspace of N,
containing S. We show that M = [S] , where [S] is the subspace spanned by S.

By theorem, [S] is a closed subspace of N and it contains S.

Since M is the smallest closed subspace containing S, we have

M [S] .

But [S] M and M = M , we must have

[S] M = M so that [S] M.

Hence [S] = M.

1.1.4 Complete Normed Linear Space

Definition: A normed linear space N is said to be complete if every Cauchy sequence in N

converges to an element of N. This means that if xm – xn 0 as m, n , then there exists x
N such that

xn – x 0 as n .

1.1.5 Banach Space

Definition: A complete normed linear space is called a Banach space.

OR

A normed linear space which is complete as a metric space is called a Banach space.

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 Notes In the definition of a Banach space completeness means that if

xm – x n 0 as m, n , where (x n) N, then

ax N such that

xn – x 0 as n .

Note A subspace M of a Banach space B is a subspace of B considered as a normed linear

space. We do not require M to be complete.

Theorem 4: Every complete subspace M of a normed linear space N is closed.

Proof: Let x N be any limit point of M.

We have to show that x M.

Since x is a limit point of M, there exists a sequence (x n) in M and xn x as n .

But, since (xn) is a convergent sequence in M, it is Cauchy sequence in M.

Further M is complete (xn) converges to a point of M so that x M.

Hence M is closed.

This completes the proof of the theorem.

Theorem 5: A subspace M of a Banach space B is complete iff the set M is closed in B.

Proof: Let M be a complete subspace of a Banach space M. They be above theorem, M is closed
(prove it).

Conversely, let M be a closed subspace of Banach space B. We shall show that M is complete.

Let x = (xn) be a Cauchy sequence in M. Then

xn x in B as B is complete.

We show that x M.

Now x M x M ( M being closed M= M)

Thus every Cauchy sequence in M converges to an element of M. Hence the closed sequence M
of B is complete. This completes the proof of the theorem.

Example 1: The linear space R of real numbers or C of complex numbers are Banach
spaces under the norm defined by

x = |x|, x R (or C)

Solution: We have

x = |x| > 0 and x = 0 |x| = x=0

Further, let z1, z2 C and let z 1 and z 2 be their complex conjugates, then

|z1 + z2|2 = (z1 + z2) (z 1 z2 )

= z1 z1 z1 z2 z2 z1 z2 z2

2 2
z1 2 z1 z 2 z2

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 Banach Space: Definition and Some Examples

2 2 Notes
= z1 2 z1 z 2 z2  z 1 , z2 z1 , z 2 z1 z 2

= (|z1| + |z2|)2

|z1 + z2| |z1| + |z2|

or z1 + z2 z1 + z2 ( x = |x|)

Also x = | x| = | | |x| = | | x

Hence all the conditions of normed linear space are satisfied. Thus both C or R are normed linear
space. And by Cauchy general principle of convergence, R and C are complete under the matrices
induced by the norm. So R and C are Banach spaces.

Example 2: Euclidean and Unitary spaces: The linear space R n and Cn of all n-tuples (x1,
x2 …, xn) of real and complex numbers are Banach spaces under the norm

1/2
n

x = |xi |2
i 1

[Usually called Euclidean and unitary spaces respectively].

Solution: (i) Since each |xi| 0, we have

x 0

and x = 0 |x i |2 = 0 xi = 0, i = 1, 2, …, n
i 1

(x1, x2, … xn) = 0

x=0

(ii) Let x = (x1, x2, …, xn)

and y = (y1, y2, … yn) be any two numbers of Cn (or Rn). Then
2 2
x+y = (x1, x2, …, xn) + (y1, y2, … yn)
2
= (x1+ x1), (x2 + y2), …, (xn + yn)

= |xi y i |2
i 1

|x i y i |(|xi | |y i |)
i 1

n n

|xi y i ||xi | |xi yi ||y i |

i 1 i 1

Usually Cauchy inequality for each sum, we get

2 1 1 1
n n 2 n 2 n 2
2 2 2
x+y 2
= |xi yi | |xi | |xi yi | |y i |
i 1 i 1 i 1 i 1

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 Notes = x+y x + x+y y

= ( x + y ) ( x + y ).

If x + y = 0, then the above inequality is evidently true.

If x + y 0, we can divide both sides by it to obtain

x+y x + y .

1 1
n 2 n 2
2 2
(iii) x = | xi | | | |x i |
i 1 i 1

=| | x .

This proves that Rn or Cn are normed linear spaces.

Now we show the completeness of Cn (or Rn).

Let < x1, x2, … xn > be a Cauchy sequence in Cn (or Rn). Since each xm is an n-tuple of complex (or
real) numbers, we shall write

xm = x1 , x 2 ,  , x n
(m ) (m ) (m )

So that x(m
k
)
is the kth coordinate of xm.

Let > 0 be given, since <xm> is a Cauchy sequence, there exists a positive integer m o, such that

,m mo xm x

2 2
xm x

x(m
i
)
x(i  ) 2
… (1)
i 1

x(m)
i x(i  ) 2
(i = 1, 2, ……, n)

x(m)
i x(i  )

Hence x(m
i
)
m 1
is a Cauchy sequence of complex (or real) numbers for each fixed but
arbitrary i.

Since C (or R) is complete, each of these sequences converges to a point, say 2 i in C (or R) so that

Lim x(m
i
)
= zi (i = 1, 2, …, n) … (2)
m

Now we show that the Cauchy sequence <xm> converges to the point z = (z1, z2, ……, zn) Cn (or
Rn).

To prove this let  in (1). Then by (2) we have

n
2
x(m
i
)
zi 2

i 1

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 Banach Space: Definition and Some Examples

xm – z 2
< 2 Notes

xm – z <

It follows that the Cauchy sequence <xm> converges to z Cn (or Rn).

Hence Cn or Rn are complete spaces and consequently they are Banach spaces.

1.2 Summary

 A linear space N together with a norm defined on it, i.e. the pair (N, ) is called a normed
linear space.

 Let (N, ) be a normed linear space. A sequence (x n) in N is said to converge to an element

x in N if given > 0, there exists a positive integer n o such that

xn – x < for all n no.

 If N is a normed linear space, then

x y x y for any x, y N.

 A normed linear space N is said to be complete if every Cauchy sequence in N converges

to an element of N.

 A complete normed linear space is called a Banach space.

1.3 Keywords

A Subspace M of a Normed Linear Space: A subspace M of a normed linear space is a subspace of

N consider as a vector space with the norm obtain by restricting the norm of N to the subset M.
If norm on M is said to be induced by the norm on N. If M is closed in N, then M is called a closed
subspace of N.

Banach Space: A complete normed linear space is called a Banach space.

Complete Normed Linear Space: A normed linear space N is said to be complete if every Cauchy
sequence in N converges to an element of N. This means that if xm – xn 0 as m, n , then
there exists x N such that

xn – x 0 as n .

Normed Linear: A linear space N together with a norm defined on it, i.e., the pair (N, ) is called
a normed linear space and will simply be denoted by N for convenience.

1.4 Review Questions

1. Let N be a non-zero normed linear space, prove that N is a Banach space {x : x = 1} is

complete.

2. Let a Banach space B be the direct sum of the linear subspaces M and N, so that B = M N.
If z = x + y is the unique expression of a vector z in B as the sum of vectors x and y in M and
N, then a new norm can be defined on the linear space B by z = x + y .

Prove that this actually is a norm. If B symbolizes the linear space B equipped with this
new norm, prove that B is a Banach space of M and N are closed in B.

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 Notes 1.5 Further Readings

Books Bourbaki, Nicolas (1987), Topological Vector Spaces, Elements of Mathematics, Berlin:
Springer-Verlag.
Beauzamy, Bernard (1985), Introduction to Banach Spaces and their Geometry (Second
revised ed.), North-Holland.

Online links mathword.wolfram.com?Calculus and Analysis>Functional Analysis

homepage.ntlworld-com/ivan.wilde/notes/fal/fal.pdf
www.math.ucdavis.edu/~ hunter/book.chs.pdf

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Sachin Kaushal, Lovely Professional University Continuous Linear Transformations

Unit 2: Continuous Linear Transformations Notes

CONTENTS

Objectives

Introduction

2.1 Continuous Linear Transformation

2.1.1 Continuous Linear Functionals Definition

2.1.2 Bounded Linear Functional

2.1.3 Norm of a Bounded Linear Functional

2.1.4 Equivalent Methods of Finding F

2.1.5 Representation Theorems for Functionals

2.2 Summary

2.3 Keywords

2.4 Review Questions

2.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Understand continuous linear transformation

 Define bounded linear functional and norm of a bounded linear functional

 Understand theorems on continuous linear transformations.

Introduction

In this unit, we obtain the representation of continuous linear functionals on some of Banach
spaces.

2.1 Continuous Linear Transformation

2.1.1 Continuous Linear Functionals Definition

 Let N be a normed linear space. Then we know the set R of real numbers and the set C of
complex numbers are Banach spaces with the norm of any x R or x C given by the
absolute value of x. Thus with our previous notations, (N, R) or (N, C) denote respectively
the set of all continuous linear transformations from N into R or C.

 We denote the Banach space (N, R) or (N, C) by N* and call it by the conjugate space (or
dual space or adjoint space) of N.

 The elements of N* will be referred to as continuous linear functionals or simply functionals

on N.

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 Notes

Note The conjugate space (N*)* of N* is called the second conjugate space of N and shall
be denoted by N**. Also note that N** is complete too.

Theorem 1: The conjugate space N* is always a Banach space under the norm

f(x)
f = sup : x N, x 0 … (i)
x

= sup f(x) : x 1

= inf k, k 0 and f(x) k x x

Proof: As we know that if N, N are normed linear spaces, (N, N ) is a normed linear space. If
N is a Banach space, (N, N ) is Banach space. Hence (N, R) or (N, C) is a Banach space because
R and C are Banach spaces even if N is not complete.
This completes the proof of the theorem.

Theorem 2: Let f be a linear functional on a normed linear space. If f is continuous at x o N, it

must be continuous at every point of N.

Proof: If f is continuous at x = xo, then

xn xo f (xn) f (x)

To show that f is continuous everywhere on N, we must show that for any y N,

yn y f (yn) f (y)

Let yn y as n

Now f (yn) = f (yn – y + xo + y – xo)

since f is linear.

f (yn) = f (yn – y + xo) + f (y) – f (xo) … (1)

As yn y y n – y + xo xo by hypothesis

Also f is continuous, f (yn – y + xo) f (xo) … (2)

From (1) and (2), it follows that

f (yn) f (y) as n .

f is continuous at y N and consequently as it is continuous everywhere on N.

Hence proved.

2.1.2 Bounded Linear Functional

A linear functional on a normed linear space N is said to be bounded, if there exists a constant k
such that

f (x) K x x N.

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 Continuous Linear Transformations

Notes

Note

We may find many K’s satisfying the above condition for a given bounded function. If it
is satisfied for one K, it is satisfied for a K 1 > K.

Theorem 3: Let f be a linear functional defined on a normed linear space N, then f is bounded
f is continuous.

Proof: Let us first show that continuity of f boundedness of f.

If possible let f is continuous but not bounded. Therefore, for any natural number n, however
large, there is some point x n such that

|f (xn)| n || xn|| … (1)

xn
Consider the vector, yn = so that
n xn

1
yn = .
n

yn 0 as n

yn 0 in the norm.

Since any continuous functional maps zero vector into zero and f is continuous f (y n) f (0) = 0.

1
But |f (yn)| = f (xn) … (2)
n xn
It now follows from (1) & (2) that |f (yn)| > 1, a contradiction to the fact that f (yn) 0 as n .

Thus if f is bounded, then f is continuous.

Conversely, let f is bounded. Then for any sequence (x n), we have

|f (xn)| K || xn||  n = 1, 2, …, and K 0.

Let xn 0 as n then

f (xn) 0 f is continuous at the origin and consequently it is continuous everywhere.

This completes the proof of the theorem.

Note The set of all bounded linear function on N is a vector space denoted by N*. As in the
case of linear operators, we make it a normed linear space by suitably defining a norm of
a functional f.

2.1.3 Norm of a Bounded Linear Functional

If f is a bounded linear functional on a normed space N, then the norm of f is defined as:
f(x)
|| f|| = sup … (1)
x 0 x

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 Notes We first note that the above norm is well defined. Since f is bounded, we have

|f (x)| M || x||, M 0.

f(x)
Let M be the set of real numbers M satisfying this relation. Then the set ;x 0 is
x

bounded above so that it must possess a supremum. Let it be f . So f is well defined and we
must have

f(x)
f x 0.
x

or |f (x)| f x .

Let us check that defined by (1) is truly a norm on N*:

If f, g N*, then

f(x) g(x)
f g = sup
x 0 x

f(x) g(x)
sup sup
x 0 x x 0 x

f g f g .

Similarly, we can see that f f .

16.1.4 Equivalent Methods of Finding F

If f is a bounded linear functional on N, then

|f (x)| M x ,M 0.

(I) f = inf {M : M M } where M is the set of all real numbers satisfying

|f (x)| M x ,

Since f M and M is the set of all non-negative real numbers, it is bounded below by
zero so that it has an infimum. Hence

f inf {M : M M} … (2)

f(x)
For x 0 and M M we have M. Since M is the only upper bound then from
x
definition (2), we have

f (x)
M sup = f for any M M.
x 0 x

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 Continuous Linear Transformations

Notes
Since M is bounded below by f , it has an infimum so that we have

inf M = inf {M : M M} f … (3)

M M

From (2) and (3), it follows that

f = inf {M : M M}

(II) f = sup f (x)

x 0

Let us consider x 1. Then

f (x) f x f .

Therefore, we have

sup f (x) f . … (4)

x

Now by definition,
f (x)
f = sup
x 0 x

It follows from the property of the supremum that, given > 0, an x N such that

f (x )
>( f ) … (5)
x

Define

x
x . Then x is a unit vector.
x

Since x 1 x 1 , we have

1
sup f(x) f(x) f (x ) ( f ) [by (2)]
x 1 x

Hence > 0 is arbitrary, we have

sup f(x) > f … (6)

x 1

From (4) and (6), we obtain

sup f(x) = f .
x 1

(III) f = sup f(x) .

x 1

Consider x = 1, we have

f (x) f x f

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 Notes So that

sup f(x) f … (7)

x 1

Now consider

f (x)
f = sup
x 0 x

By supremum property, given > 0, x 0

Such that |f (x )| > (||f|| – ) ||x ||

x
Define x .
x

Since f is continuous in ||x|| 1 and reaches its maximum on the boundary ||x|| = 1,

We get

1 .
sup f (x) f (x) f (x ) f
x 1 x

sup f (x) f .
x 1

The arbitrary character of yields that

sup f (x) f
x 1
… (8)

Hence from (7) and (8), we get

f = sup f (x) .
x 1

Note If N is a finite dimensional normed linear space, all linear functions are bounded
and hence continuous. For, let N be of dimension n so that any x N is of the form
n

i xi , where x1, x2, …, xn is a basis of N and 1

, 2
, …, n
are scalars uniquely determined
i 1

by the basis.

Since f is linear, we have

f (x) = i f (xi) so that

i 1

| f (x)| i |f (xi)| … (1)

i 1

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 Continuous Linear Transformations

We have from (1) by using the notation of the Zeroth norm in a finite dimensional space, Notes

| f (x)| x 0
f(xi ) … (2)
i 1

If f(x i ) = M, then from (2), we have

i 1

| f (x)| M x 0
.

Hence f is bounded with respect to 0

.

Since any norm on N is equivalent to 0

, f is bounded with respect to any norm on N.
Consequently, f is continuous on N.

16.1.5 Representation Theorems for Functionals

We shall prove, in this section, the representation theorems for functionals on some concrete
Banach spaces.

Theorem 4: If L is a linear space of all n-tuples, then (i)  np *  nq .

Proof: Let (e1, e2, …, en) be a standard basis for L so that any x = (x 1, x2, …, xn) L can be written
as

x = x1e1 + x2e2 + … + xnen.

If f is a scalar valued linear function defined on L, then we get

f (x) = x1 f (e1) + x2 f (e2) + … + xn f (en) … (1)

f determines and is determined by n scalars

yi = f (ei).

Then the mapping

y = (y1, y2, …, yn) f

where f (x) = xi y i is an isomorphism of L onto the linear space L of all function f. We shall
i 1

establish (i) – (iii) by using above given facts.

(i) If we consider the space

L =  p (1
n
p< ) with the pth norm, then f is continuous and L represents the set of all
continuous linear functionals on  np so that

L = p * .
n

Now for y f as an isometric isomorphism we try to find the norm for y’s.

For 1 < p < , we show that

 np * =  nq .

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 Notes For x  np , we have defined

1
n p
p
x = xi
i 1

n n

Now |f (x)| = xi yi xi yi
i 1 i 1

By using Hölder’s inequality, we get

1 1
n n p n q
p q
xi yi xi yi
i 1 i 1 i 1

so that

1 1
n q n p
q p
|f (x)| yi xi
i 1 i 1

Using the definition of norm for f, we get

1
n q
q
f yi … (2)
i 1

Consider the vector, defined by

q
yi
xi = , yi 0 and xi = 0 if yi = 0 … (3)
yi

Then

1
1 p
n n q p
p
p yi
x = xi … (4)
i 1 i 1
yi

Since q = p (q – 1) we have from (4),

1
n p
q
x = yi … (5)
i 1

Now

n n q
yi
|f (x)| = xi yi yi
i 1 i 1
yi

n
q
= yi , (By (3))
i 1

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 Continuous Linear Transformations

So that Notes

n
q
yi = |f(x)| f x … (6)
i 1

From (5) and (6), we get

1
n 1
p
q
yi f
i 1

1
n q
q
yi f … (7)
i 1

Also from (2) and (7), we have

1
n q
q
f = yi , so that
i 1

y f is an isometric isomorphism.

Hence  np *  nq .

(ii) Let L =  n1 with the norm defined by x xi .

i 1

Now f defined in (1), above is continuous as in (i) and L here represents the set of continuous
linear functional on  n1 so that

L =  n1 * .

We now determine the norm of y’s which makes y f an isometric isomorphism.

Now,

|f (x)| = xi yi
i 1

xi yi
i 1

n n n

But xi y i max. y i x i so that f (x) max. y i xi .

i 1 i 1 i 1

From the definition of norm for f, we have

f = max. yi : i 1,2, ,n … (8)

Now consider the vector defined as follows:

If |yi| = 1max
i n
yi , let us consider vector x as

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 Notes
yi
xi = when |yi| = 1max yi
yi i n

and xi = 0 otherwise.

From the definition, xk = 0 k i. So that we have

yi
x = =1
y

Further |f (x)| = (x i y i ) = |yi|

i 1

Hence |yi| = |f (x)| f x

|yi| f or max. {|yi|} [ ||x|| = 1]

||f|| … (10)
From (8) and (10), we obtain

||f|| = max. {|yi|} so that

y f is an isometric isomorphism of L to  n1 * .

Hence  n1 *  n .

(iii) Let L =  n with the norm

x = max {|xi| : i = 1, 2, 3, …, n}.

Now f defined in (1) above is continuous as in (1).

Let L represents the set of all continuous linear functionals on  n so that

L = n * .

Now we determine the norm of y’s which makes y f as isometric isomorphism

n n

|f (x)| = xi yi xi yi .
i 1 i 1

n n

But xi yi max( x i ) yi
i 1 i 1

Hence we have
n

| f (x) | yi x so that
i 1

f yi … (11)
i 1

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 Continuous Linear Transformations

Consider the vector x defined by Notes

yi
xi = when yi 0 and x i = 0 otherwise. … (12)
yi

yi
Hence x max 1.
yi

n n

and |f (x)| = xi yi yi .
i 1 i 1

Therefore yi f(x) f x f .
i 1

yi f … (13)
i 1

It follows now from (11) and (13) that f yi so that y f is an isometric

i 1

isomorphism.

Hence,  n *  n1 .

This completes the proof of the theorem.

Theorem 5: The conjugate space of  p is  q , where

1 1
1 and 1 < p < .
p q

or  *p q .

p
Proof: Let x = (xn)  p so that xn . … (1)
n 1

Let  n = (0, 0, 0, …, 1, 0, 0, …) where 1 is in the mth place.

en  p for n = 1, 2, 3, …

We shall first determine the form of f and then establish the isometric isomorphism of  p onto
*

q .

By using (en), we can write any sequence (x 1, x2, …, xn, 0, 0, 0, …) in the form xk e k and
k 1

x xk e k = (0, 0, 0, …, x , x , …).
n+1 n+2
k 1

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 Notes 1
n p
p
Now x xk ek xk … (2)
k 1 k n 1

The R.H.S. of (2) gives the remainder after n terms of a convergent series (1).

1
p
p
Hence xk 0 as n … (3)
k n 1

From (2) and (3), it follows that

x= xk ek . … (4)
k 1

Let f  *p and s n xk e k then

k 1

sn x as n . (Using (4))

since f is linear, we have

f (sn) = xk f(e k ) .
k 1

Also f is continuous and sn x, we have

f (sn) f (x) as n

f (x) = xk f(e k ) … (5)

k 1

which gives the form of the functional on  p .

Now we establish the isometric isomorphism of  p onto  q , for which we proceed as follows:
*

Let f (ek) = k
and show that the mapping

T : p
*
 q given by … (6)

, …) is an isometric isomorphism of  p onto  q .

*
T (f) = ( 1, 2
, …, k

First, we show that T is well defined.

For let x  p , where x = ( 1, 2

, …, n
, 0, 0, …)

g 1
k
sgn k , 1 k n
where = n k
k
0

| k| = | k|q – 1 for 1 k n.

(q 1)p
1 1
| k|p = = | k|q.  q p(q 1) q
k p q

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 Continuous Linear Transformations

q 1 q 1 Notes
Now k k
= k k sgn k k k sgn k

k k
= | k|q = | k|p (Using property of sgn function) … (7)

1
n p
p
x = k
k 1

1
n q
q
= k … (8)
k 1

Since we can write

x = k e k , we get
k 1

n n

f (x) = k f (e k ) k k
k 1 k 1

n q

f (x) = k ( Using (7)) … (9)

k 1

We know that for every x p

| f (x)| f x ,

which upon using (8) and (9), gives

1
n n p
q q
|f (x)| k f k
k 1 k 1

which yields after simplification.

1
n p
q
k f … (10)
k 1

since the sequence of partial sums on the L.H.S. of (10) is bounded, monotonic increasing, it
converges. Hence

1
n q
q
k f … (11)
k 1

so the sequence ( k) which is the image of f under T belongs to  q and hence T is well defined.

We next show that T is onto  q .

Let ( k)  q , we shall show that there is a g  *p such that T maps g into ( k).

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 Notes Let x  p so that

x = xk ek .
k 1

We shall show that

g (x) = xk k is the required g.

k 1

Since the representation for x is unique, g is well defined and moreover it is linear on  p . To
prove it is bounded, consider
n

|g (x) | = k xk k xk
k 1 k 1

1 1
p q
p q
xk k (Using Hölder’s inequality)
k 1 k 1

1
q
q
|g (x)| x k .
k 1

g is bounded linear functional on  p .

since ek  p for k = 1, 2, …, we get

g (ek) = k
for any k so that

Tg = ( k) and T is on  p onto  p .
*

We next show that

Tf f so that T is an isometry.

Since Tf  q , we have from (6) and (10) that

1
q
q
k = || Tf || || f || … (12)
k 1

Also, x  p x xk e k . Hence
k 1

f (x) = xk (e k ) xk k .
k 1 k 1

|f (x)| xk k
k 1

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 Continuous Linear Transformations

1 1
Notes
q p
q p
k xk (Using Hölder’s inequality)
k 1 k 1

1
q
q
or |f (x)| k x x p .
k 1

Hence, we have

1
f (x) q
q
sup k = Tf (Using (6))
x 0 x k 1

which upon using definition of norm yields.

f Tf … (13)

Thus f = Tf (Using (12) and (13))

From the definition of T, it is linear. Also since it is an isometry, it is one-to-one and onto.

Hence T is an isometric isomorphism of  p onto  p , i.e.

*

 *p q

Theorem 6: Let N and N be normed linear and let T be a linear transformation of N into N . Then
the inverse T–1 exists and is continuous on its domain of definition if and only if there exists a
constant m > 0 such that

m x T (x) x N. … (1)
–1
Proof: Let (1) holds. To show that T exists and is continuous.

Now T–1 exists iff T is one-one.

Let x1, x2, N. Then

T(x1) = T(x2) T (x1) – T(x2) = 0

T (x1 – x2) = 0

x1 – x2 = 0 by (1)

x 1 = x2

Hence T is one-one and so T –1 exists. Therefore to each y in the domain of T –1, there exists x in N
such that

T (x) = y T–1 (y) = x … (2)

Hence (1) is equivalent to

1
m T–1(y) y T–1(y) y
m

T–1 is bounded T–1 is continuous converse.

Let T–1 exists and be continuous on its domain T(N). Let x be an arbitrary element in N. Since
T–1 exists, there is y T(N) such that T–1 (y) = x T(x) = y.

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 Notes Again since T–1 is continuous, it is bounded so that there exists a positive constant k such that

T–1 (y) k y x k T(x)

1
m x T(x) where m = > 0.
k
This completes the proof of the theorem.

Theorem 7: Let T : N N be a linear transformation. Then T is bounded if and only if T maps

bounded sets in N onto bounded set in N .

Proof: Since T is a bounded linear transformation,

T (x) k x for all x N.

Let B be a bounded subset of N. Then

x k1k x B.

We now show that T(B) is bounded subset of N .

From above we see that

T (x) k1 x B.

T (B) is bounded in N .

Conversely, let T map bounded sets in N into bounded sets in N . To prove that T is a bounded
linear transformation, let us take the closed unit sphere S [0, 1] in N as a bounded set. By
hypothesis, its image T (S[1, 0]) must be bounded set in N .

Therefore there is a constant k 1 such that

T (x) k1 for all x S [0, 1]

x
Let x be any non-zero vector in N. Then S[0,1] and so we get
x

x
T k1
x

T (x) k1 x .

Since this is true for x = 0 also, T is a bounded linear transformation.

This completes the proof of the theorem.

2.2 Summary

 Let N be a normed linear space. Then we know the set R of real numbers and the set C of
complex numbers are Banach spaces with the norm of any x R or x C be the absolute
value of X. (N, R) or (N, C) denote respectively the set of all continuous linear
transformations from N into R or C.

 A linear functional on a normed linear space N is said to be bounded, if there exists a

constant k such that

|f (x)| k x x N.

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 Continuous Linear Transformations

 If f is a bounded linear functional on a normed space N, then the norm of f is defined as: Notes

f (x)
f = sup
x 0 x

2.3 Keywords

Bounded Linear Functional: A linear functional on a normed linear space N is said to be bounded,
if there exists a constant k such that

f (x) K x x N.

Continuous Linear Transformations: Let N be a normed linear space. Then we know the set R of
real numbers and the set C of complex numbers are Banach spaces with the norm of any x R or
x C given by the absolute value of x. Thus with our previous notations, (N, R) or (N, C)
denote respectively the set of all continuous linear transformations from N into R or C.

Norm of a Bounded Linear Functional: If f is a bounded linear functional on a normed space N,

then the norm of f is defined as:

f(x)
|| f|| = sup
x 0 x

Second Conjugate: The conjugate space (N*)* of N* is called the second conjugate space of N .

2.4 Review Questions

1. Prove that the conjugate space of  1 is  ,

i.e.  *1  .

2. Prove that the conjugate space of co is  1 .

or co* 1

1 1
3. Let p > 1 with = 1 and let g Lq (X).
p q
Then prove that the function defined by

F (f) = fg d for f Lp (X)

X

is a bounded linear functional on Lp (X) and

F = g q

4. Let N be any n dimensional normed linear space with a basis B = {x 1, x 2, ..., x n}. If
(r1, r2, ..., rn) is any ordered set of scalars, then prove that, there exists a unique continuous
linear functional f on N such that

f (xi) = ri for i = 1, 2, …, n

5. If T is a continuous linear transformation of a normed linear space N into a normed linear

space N , and if M is its null space, then show that T induces a natural linear transformation
T of N/M into N and that T = T .

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 Notes 2.5 Further Readings

Books JB Conway (1990), A Course in Functional Analysis.

E Hille (1957), Functional Analysis and Semigroups.

Online links pt.scribd.com/doc/86559155/14/Continuous-Linear-Transformations

www.math.psu.edu/bressan/PSPDF/fabook.pdf

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Richa Nandra, Lovely Professional University The Hahn-Banach Theorem

Unit 3: The Hahn-Banach Theorem Notes

CONTENTS

Objectives

Introduction

3.1 The Hahn-Banach Theorem

3.1.1 Theorem: The Hahn-Banach Theorem – Proof

3.1.2 Theorems and Solved Examples

3.2 Summary

3.3 Keywords

3.4 Review Questions

3.5 Further Readings

Objectives

After studying this unit, you will be able to:

 State the Hahn-Banach theorem

 Understand the proof of the Hahn-Banach theorem

 Solve problems related to it.

Introduction

The Hahn-Banach theorem is one of the most fundamental and important theorems in functional
analysis. It is most fundamental in the sense that it asserts the existence of the linear, continuous
and norm preserving extension of a functional defined on a linear subspace of a normed linear
space and guarantees the existence of non-trivial continuous linear functionals on normed linear
spaces. Although there are many forms of Hahn-Banach theorem, however we are interested in
Banach space theory, in which we shall first prove Hahn-Banach theorem for normed linear
spaces and then prove the generalised form of this theorem. In the next unit, we shall discuss
some important applications of this theorem.

3.1 The Hahn-Banach Theorem

3.1.1 Theorem: The Hahn-Banach Theorem – Proof

Let N be a normed linear space and M be a linear subspace of N. If f is a linear functional defined
on M, then f can be extended to a functional f o defined on the whole space N such that

fo = f .

Proof: We first prove the following lemma which constitutes the most difficult part of this
theorem.

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 Notes Lemma: Let M be a linear subspace of a normed linear space N let f be a functional defined on M.
If xo N such that xo M and if Mo = M + [xo] is the linear subspace of N spanned by M and xo, then
f can be extended to a functional fo defined on Mo s.t.

fo = f .

Proof: We first prove the following lemma which constitutes the most difficult part of this
theorem.

Lemma: Let M be a linear subspace of a normed linear space N let f be a functional defined on M.
If xo N such that xo M and if Mo = M + [xo] is the linear subspace of N spanned by M and xo, then
f can be extended to a functional fo defined on Mo s.t.

fo = f .

Proof: The lemma is obvious if f = o. Let then f 0.

Case I: Let N be a real normed linear space.

Since xo M, each vector y in Mo is uniquely represented as

y=x+ xo, x M and R.

This enables us to define

fo : M o R by

fo (y) = fo (x + xo) = f (x) + ro,

where ro is any given real number … (1)

We show that for every choice of the real number ro, fo is not only linear on M but it also extends
f from M to Mo and

fo = f .

Let x1, y1 Mo. Then these exists x and y M and real scalars and such that

x1 = x + xo and y1 = y + xo,

Hence, fo (x1 + y1) = fo (x + xo + y + xo)

= fo (x + y + ( + ) xo)

= f (x + y) + ( + ) ro, ro is a real scalar … (2)

Since f is linear M, f (x + y) = f (x + y) … (3)

From (2) and (3) it follows after simplification that

fo (x1 + y1) = f (x) + ro + f (y) + ro

= fo (x + xo) + fo (y + xo)

= fo (x1) + fo (y1)

fo (x1 + y1) = fo (x1) + fo (y1) … (4)

Let k be any scalar. Then if y Mo, we have

fo (ky) = fo [k (x + xo)]

= fo (kx + k xo)

But fo (kx + k xo) = f (kx) + k ro

= k f (x) + k ro

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 The Hahn-Banach Theorem

Hence fo (ky) = k [f (x) + ro] = k fo (y) … (5) Notes

From (4) and (5) it follows that f o is linear on M o.

If y M, then = 0 in the representation for y so that

y = x.

Hence fo (x) = f (x) x M.

fo extends f from M to Mo.

Next we show that

fo = f .

If = 0 this is obvious. So we consider when 0. Since M is a subspace of Mo we then have

fo = sup {|fo (x)| : x Mo, x 1}

sup {|fo (x)| : x M, x 1}

= sup {|f (x)| : x M, x 1} ( fo = f on M)

= f .

Thus, fo f … (A)

So our problem now is to choose ro such that fo f .

Let x1, x2 M. Then we have

f (x2) – f (x1) = f (x2 – x1)

|f (x2 – x1)|

f (x2 + xo) – (x1 + xo)

f ( x2 + xo + – (x1 + xo) )

= f x2 + xo + f x1 + xo

Thus – f (x1) – f x1 + xo – f (x2) + f x2 + xo … (6)

Since this inequality holds for arbitrary x 1, x2 M, we see that

sup f (y) f y xo int f (y) f y xo

y M
y M

Choose ro to be any real number such that

sup f (y) f y xo ro
y M

inf f (y) f y xo
y M

From this, we get for all y M

sup {– f (y) – f ( y + xo )} ro

inf {– f (y) + f ( y + xo )}

x
Let us take y = in the above inequality, we have

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 Notes
x x ro
sup f f xo
y M

x x
inf f f xo … (7)
y M

If > 0 the right hand side of (7) becomes

1 1
ro f (x) f x xo which implies that

f (x) + ro = fo (x + xo) f x + xo

If z = x + xo Mo then we get from above

|fo (z)| f z … (8)

If < 0, then from L.H.S. of (7) we have

x x
f f xo ro

1 1 1 1
f (x) f x xo ro, since < 0, .

f (x) + ro f x+ xo

fo (z) f z for every z Mo … (9)

Replacing z by –z in (9) we get

– fo (z) f z , since fo is linear on Mo … (10)

Hence we get from (9) and (10).

|fo (z)| f z … (11)

Since f is functional on M, f is bounded.

Thus ( ) shows that fo is a functional on M o.

Since fo = sup {|fo (z)| : z Mo, z |}, it follows from ( ) that

fo f

We finally obtain from (A) and (B) that

fo = f

This power the lemma for real normed linear space.

Case II: Let N be a complex normed linear space.

Let N be a normed linear space over C and f be a complex valued functional on a subspace M of
N.

Let g = Re (f) and h = Im (f) so that we can write

f (x) = g (x) + i h (x). We show that g (x) and h (x) are real valued functionals.

Since f is linear, we have

f (x + y) = f (x) + f (y)

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 The Hahn-Banach Theorem

g (x + y) + i h (x + y) = g (x) + i h (x) + g (y) + i h (y) Notes

= g (x) + g (y) + i (h (x) + h (y))

Equating the real and imaginary parts, we get

g (x + y) = g (x) + g (y)

and h (x + y) = h (x) + h (y)

If R, then we have

f ( x) = g ( x) + i h ( x)

Since f is linear

f ( x) = f (x) = g (x) + i h (x)

f ( x) = g (x) and h ( x) = h (x)

(equating real and imaginary parts)

g, h are real linear functions on M.

Further |g (x)| |f (x)| f x

If f is bounded on M, then g is also bounded on M.

Similarly h is also bounded on M.

Since a complex linear space can be regarded as a real linear space by restricting the scalars to be
real numbers, we consider M as a real linear space. Hence g and h are real functional on real
space M.

For all x in M we have

f (i x) = i f (x) = i {g (x) + i h (x)}

or g (i x) + i h (i x) = – h (x) + i g (x)

Equating real and imaginary parts, we get

g (i x) = – h (x) and h (i x) = g (x)

Therefore we can express f (x) either only by g or only h as follows:

f (x) = g (x) – i g (i x)

= h (i x) + i h (x).

Since g is a real functional on M, by case I, we extend g to a real functional g o on the real space Mo
such that go = g . For x Mo, we define

fo (x) = go (x) – i go (i x)

First note that fo is linear on the complex linear space M o. Such that fo = f on M.

Now fo (x + y) = go (x + y) – i go (i x + i y)

= go (x) + go (y) – i go (i x) – i go (i y)

= fo (x) + fo (y).

Now for a, b R, we have

fo ((a + i b) x) = go (ax + i bx) – i go (– bx + i ax)

= a go (x) + b go (i x) – i (–b) go (x) – i a go (i x)

= (a + ib) {go (x) – i go (i x)}

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 Notes So that

fo ((a + i b) x) = (a + i b) fo (x)

fo is linear on M o and also go = g on M.

fo = f on M.

Now have to show that fo = f on Mo.

Let x Mo and fo (x) = rei

|fo (x) | = r = e–i rei = e–i fo (x) … (12)

Since fo (x) is linear,

e–i fo (x) = fo (e–i x) … (13)

So we get from (12) and (13) that

|fo (x) | = r = fo (r e–i x).

Thus the complex valued functional fo is real and so it has only real part so that
|fo (x) | = go (e–i x) |go (e–i x)|

But |go (e–i x)| go e–i x

= go x ,

We get |fo (x)| go x

Since go is the extension of g, we get

go x = g x f x

Therefore

|fo (x) f x so that from the definition of the norm of fo, we have

fo f

As in case I, it is obvious that f fo

Hence fo = f .

This completes the proof of the theorem.

3.1.2 Theorems and Solved Examples

Theorem: The generalized Hahn-Banach Theorem for Complex Linear Space.

Let L be a complex linear space. Let p be a real valued function defined on L such that

p (x + y) p (x) + p (y)

and p ( x) = | | p (x) x L and scalar .

If f is a complex linear functional defined on the subspace M such that |f (x)| p (x) for x M,
then f can be extended to a complex linear functional to be defined on L such that |fo (x)| p (x)
for every x L.

Proof: We have from the given hypothesis that f is a complex linear functional on M such that

| f (x) p (x) x M.

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 The Hahn-Banach Theorem

Let g = Re (f) then g (x) |f (x)| p (x). Notes

So by the generalised Hahn-Banach Theorem for Real Linear space, can be extended to a linear
functional go on L into R such that go = g on M and g o (x) p (x) x L.

Define fo (x) = go (x) – i go (i x) for x L as in the Hahn-Banach Theorem, fo is linear functional on

L such that fo = f on M.

To complete the proof we have to prove that

|fo (x)| p (x) x L.

Let x L and fo (x) = r ei , r > o and real. Then

|fo (x)| = r = e– rei = e–i fo (x)

= fo (e–i x).

Since r = fo (e–i x), fo is real so that we can take

|fo (x)| = r = fo (e–i x) = go (e–i x) … (1)

Since go (x) p (x), go (e–i x) p (e–i x) for x L.

But p (e–i x) = |e–i | p (x) so that go (e–i x) p (x) … (2)

It follows from (1) and (2) that

|fo (x)| p (x)

This completes the proof of the theorem.

Corollary 1: Deduce the Hahn-Banach theorem for normed linear spaces from the generalised
Hahn-Banach theorem.

Proof: Let p (x) = f x for x N.

We first note that p (x) 0 for all x N.

Then for any x, y N, we have

p (x + y) = f x+y
f ( x + y )

= f x + f y

= p (x) + p (y)

p (x + y) p (x) + p (y)

Also p ( x) = f x =| | f x = | | p (x).

Hence p satisfies all the conditions of the generalized Hahn-Banach Theorem for
Complex Linear space. Therefore a functional fo defined on all of N such that fo = f on M and
|fo (x)| p (x) = f x x N.

fo f … (3)

Since fo is the extension of f from a subspace M, we get

f fo … (4)

From (3) and (4) it follows that

fo = f

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 Notes

Notes Let L be a linear space. A mapping p : L R is called a sub-linear functional on L if

it satisfies the following two properties namely,

(i) p (x + y) p (x) + p (y) x, y L (sub additivity)

(ii) p ( x) = p (x), 0 (positive homogeneity)

Thus p defined on L in the above theorems is a sub-linear functional on L.

Some Applications of the Hahn-Banach Theorem

Theorem: If N is a normed linear space and x o N, xo 0 then there exists a functional f o N* such
that

fo (xo) = xo and fo = 1.

Proof: Let M denote the subspace of N spanned by xo, i.e.,

M = { xo : any scalar}.

Define f : M F (R or C) by

f ( xo) = xo .

We show that f is a functional on M with f = 1.

Let x1, x2 M so that

x1 = 1
xo and x2 = 2
xo. Then

f (x1 + x2) = f ( 1
xo + 2
xo)

=( 1
+ 2
) xo

But ( 1
+ 2
) xo = 1
xo + 2
xo

= f (x1) + f (x2)

Hence f (x1 + x2) = f (x1) + f (x2) … (1)

Let k be a scalar (real or complex). Then if x M, then x = xo.

Now f (kx) = f (k xo) = k xo = k f (x) … (2)

If follows from (1) and (2) that f is linear.

Further, we note that since x o M with = 1, we get

f (xo) = xo .

For any x M, we get, | f (x)| = | | || xo|| = xo = x

|f (x) | = x

f is bounded and we have

|f(x)|
sup = 1 for x M and x 0.
x

So by definition of norm of a functional, we get

f = 1.

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 The Hahn-Banach Theorem

Hence by Hahn-Banach theorem, f can be extended to a functional f o N* such that fo (M) = f (M) Notes
and fo = f = 1, which in particular yields that

fo (xo) = f (xo) = xo and fo = 1.

This completes the proof of the theorem.

Corollary 2: N* separates the vector (points) in N.

Proof: To prove the cor. it suffices to show that if x, y N with x y, then there exists a f N*
such that f (x) f (y).

Since x y x–y 0.

So by above theorem there exists a functional f N* such that

f (x – y) = f (x) – f (y) 0

and hence f (x) f (y).

This shows that N* separates the point of N.

Corollary 3: If all functional vanish on a given vector, then the vector must be zero, i.e.

if f (x) = 0 f N* then x = 0.

Proof: Let x be the given vector such that f (x) = 0 f N*.

Suppose x 0. Then by above theorem, there exists a function f N* such that

f (x) = x > 0, which contradicts our supposition that

f (x) = 0 f N*. Hence we must have x = 0.

3.2 Summary

 The Hahn-Banach Theorem: Let N be a normed linear space and M be a linear subspace of
N. If f is a linear functional defined on M, then f can be extended to a functional f o defined
on the whole space N such that

fo = f

 If f is a complex linear functional defined on the subspace M such that |f (x)| p (x) for
x M, then f can be extended to a complex linear function f o defined on L such that
| fo (x) | p (x) for every x L.

3.3 Keywords

Hahn-Banach theorem: The Hahn-Banach theorem is one of the most fundamental and important
theorems in functional analysis. It is most fundamental in the sense that it asserts the existence
of the linear, continuous and norm preserving extension of a functional defined on a linear
subspace of a normed linear space and guarantees the existence of non-trivial continuous linear
functionals on normed linear spaces.

Sub-linear Functional on L: Let L be a linear space. A mapping p : L R is called a sub-linear

functional on L if it satisfies the following two properties namely,

(i) p (x + y) p (x) + p (y) x, y L (sub additivity)

(ii) p ( x) = p (x), 0 (positive homogeneity)

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 Notes Thus p defined on L in the above theorems is a sub-linear functional on L.

The Generalized Hahn-Banach Theorem for Complex Linear Space: Let L be a complex linear
space. Let p be a real valued function defined on L such that

p (x + y) p (x) + p (y)

and p ( x) = | | p (x) x L and scalar .

3.4 Review Questions

1. Let M be a closed linear subspace of a normed linear space N and x o is a vector not in M.
Then there exists a functional f o N* such that

fo (M) = 0 and fo (xo) 0

2. Let M be a closed linear subspace of a normed linear space N, and let x o be a vector not in
M. If d is the distance from x o to M, then these exists a functional f o N* such that
fo (M) = 0, fo (xo) = d, and fo = 1.

3. Let M is a closed linear subspace of a normed linear space N and x o N such that xo M.
If d is the distance from xo to M, then there exists a functional fo N* such that fo (M) = 0, fo
1
(xo) = 1 and fo = .
d

4. Let N be a normed linear space over R or C. Let M N be a linear subspace. Then

M =N f N* is such that f (x) = 0 for every x M, then f = 0.

5. A normed linear space is separable if its conjugate (or dual) space is separable.

3.5 Further Readings

Books Walter Rudin, Functional Analysis (2nd ed.). McGraw-Hill Science/Engineering/

Math 1991.
Eberhard Zeidler, Applied Functional Analysis: Main Principles and their Applications,
Springer, 1995.

Online links mat.iitm.ac.in

www.math.ksu.edu
mizar.uwb.edu.pl/JFW/Vol5/hahnban.html

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Richa Nandra, Lovely Professional University The Natural Imbedding of N in N**

Unit 4: The Natural Imbedding of N in N** Notes

CONTENTS

Objectives

Introduction

4.1 The Natural Imbedding of N into N**

4.1.1 Definition: Natural Imbedding of N into N**

4.1.2 Definition: Reflexive Mapping

4.1.3 Properties of Natural Imbedding of N into N**

4.1.4 Theorems and Solved Examples

4.2 Summary

4.3 Keywords

4.4 Review Questions

4.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Define the natural imbedding of N into N**.

 Define reflexive mapping.

 Describe the properties of natural imbedding of N into N*.

Introduction

As we know that conjugate space N* of a normed linear space N is itself a normed linear space.
So, we can find the conjugate space (N*)* of N*. We denote it by N** and call it the second
conjugate space of N. Likewise N*, N** is also a Banach space. The importance of the space N**
lies in the fact that each vector x in N given rise to a functional F x in N** and that there exists an
isometric isomorphism of N into N**, called natural imbedding of N into N**.

4.1 The Natural Imbedding of N into N**

4.1.1 Definition: Natural Imbedding of N into N**

The map J : N N** defined by

J (x) = Fx x N,

is called the natural imbedding of N into N**.

Since J (N) N**, N can be considered as part of N** without changing its basic norm structure.
We write N N** in the above sense.

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 Notes 4.1.2 Definition: Reflexive Mapping

If the map J : N N** defined by

J (x) = Fx x N,

is onto also, then N (or J) is said to be reflexive (or reflexive mapping). In this case we write
N = N**, i.e., if N = N**, then N is reflexive.

Note Equality in the above definition is in the sense of isometric isomorphism under the
natural imbedding. Since N** must always be a complete normed linear space, no
incomplete space can be reflexive.

4.1.3 Properties of Natural Imbedding of N into N**

I. Let N be a normed linear space. If x N, then

x = sup {|f (x)|: f N* and f = 1}.

Using natural imbedding of N into N**, we have for every x N,

Fx (f) = f (x) and Fx = x .

Now, Fx = sup {|Fx (f)|} sup {|f(x)|, f N*}

f 1 f 1

therefore, x = sup {|f (x)|: f N*, f = 1}.

II. Every normed linear space is a dense linear subspace of a Banach space.

Let N be a normed linear space. Let

J:N N** be the natural imbedding of N into N**.

The image of the mapping is linear subspace J (N) N**. Let J(N) be the closure of N(N)
in N**.

Since N** is a Banach space, its closed subspace J(N) is also a Banach space. Hence if we
identity N with J(N), then J(N) is a dense subspace of a Banach space.

4.1.4 Theorems and Solved Examples

Theorem 1: Let N be an arbitrary normal linear space. Then each vector x in N induces a functional
Fx on N* defined by

Fx(f) = f(x) for every f N* such that Fx = x .

Further, the mapping J : N N** : J (x) = Fx for every x N defines and isometric isomorphisms
of N into N**.

Proof: To show that Fx is actually a function on N*, we must prove that F x is linear and bounded
(i.e. continuous).

We first show Fx is linear.

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 The Natural Imbedding of N in N**

Let f, g N* and , be scalars. Then Notes

Fx ( f + g) = ( f + g) x = f (x) + g (x)

= Fx (f) + Fx (g)

Fx is linear

Fx is bounded.

For any f N*, we have

|Fx (f)| = |f (x)|

f x … (1)

Thus the constant x is bounded (in the sense of a bounded linear functional) for F x. Hence Fx is
a functional on N*.

We now prove Fx = x

We have Fx = sup {|Fx (f)| : f 1}

sup { F x : f 1} (Using (1))

x

Hence Fx x … (2)

To prove the reverse inequality we consider the case when x = 0. In this case (2) gives
Fo = 0 = 0.

But Fx = 0 always. Hence Fo = 0 i.e. Fx = x for x = 0.

Not let x 0 be a vector in N. Then by theorem (If N is a normal linear space and x o N, xo 0,
then there exists a functional f o N* such that

fo (xo) = xo and fo = 1.)

a functional f N* such that

f (x) = x and f = 1.

But Fx = sup {|Fx (f)| : f 1}

= sup { f (x) : f = 1}

and since x = f (x) sup {|f (x)| : f = 1}

we conclude that Fx x … (3)

[Note that since f (x) = x 0 we have f (x) = |f (x)|]

From (2) and (3); we have

Fx = x … (4)

Finally, we show that J is an isometric isomorphism of N into N**. For any x, y N and scalar.

Fx+y (f) = f (x + y) = f (x) + f (y)

= Fx (f) + Fy (f)

Fx+y (f) = (Fx + Fy) f … (5)

F x+y = Fx + Fy … (6)

Further, F x (f) = f ( x) = f (x) = ( Fx) (f)

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 Notes Hence F x
= Fx … (7)

Using definition of J and equations (6) and (7) we get

J(x + y) = Fx+y = Fx + Fy = J (x) + J (y) … (8)

and J( x)
= F x = Fx = J (x) … (9)

(8) and (9) J is linear and also (4) shows that J is norm preserving.

For any x and y in N, we have

J (x) – J (y) = Fx – Fy = Fx–y = x – y … (10)

Thus J preserve distances and it is an isometry. Also (10) shows that

J (x) – J (y) = 0 J (x – y) = 0 x–y=0

i.e. J (x) = J (y) x = y so that J is one-one.

Hence J defines an isometric isomorphism of N into N**. This completes the proof of the theorem.

Example 1: The space  np (1 p < ) are reflexive.

Solution: We know that if 1 p < , then

 np * =  np .

But  nq * =  np

Hence  np * * =  np

Similarly we have  n1 * * =  n1 for p = 1

and  n * * =  n for p =

So that  np spaces are reflexive for 1 p< .

Example 2: The space  p for 1 < p < are reflexive.

Sol: We know that if  * p  p and  * q p

 * *q p .

 p are reflexive for 1 < p < .

A similar result can be seen to hold for L p (X).

Example 2: If N is a finite dimensional normed linear space of dimension m, then N* also

has dimension m.

Solution: Since N is a finite dimensional normed linear space of dimension m then {x 1, x2, …, xm}
is a basis for N, and if ( 1 2 … m) is any set of scalars, then there exists a functional f on N such
that f (xi) = i, i = 1, 2, …m.

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 The Natural Imbedding of N in N**

To show that N* is also of dimension m, we have to prove that there is a uniquely determined Notes
basis (f1, f2, …, fm) in N*, with fj (xi) = y.

By the above fact, for each i = 1, 2, …, m, a unique f j in N* exists such that fj (xi) = . We show now
ij
that {f1, f2, …, fn} is a basis in N* to complete our proof.

Let us consider 1
f1 + 2
f2 + …… m
fm = 0 … (1)

For all x N, we have 1

f1 (x) + 2
f2 (x) + …… + m
fm (x) = 0.

We have f (x j ) 0
j j j ij i for i = 1, 2, …, m, when x = x i.
j j

f1, f2, …… fm are linearly independent in N*.

Now let f (xi) = i

.

Therefore if x = i x i , we get
d

f (x) = 1
f (x1) + 2
f (x2) + …… + m
f (xm) … (2)

Further fj (x) = f (x1) + …… + ifj (xi) + …… +

1 j m j
f (xm)

fj (x) = j

From (1) and (2), it follows that

f (x) = 1
f1 (x) + 2
f2 (x) + …… + m
fm (x)

= ( 1f + f + …… +
2 2 m
fm) (x)

(f1, f2, …… fm) spans the space.

N* is m-dimensional.

4.2 Summary

 The map J:N N** defined by

J (x) = Fx x N,

is called the natural imbedding of N into N**.

 If the map J : N N** defined by

J (x) = Fx x N,

is onto also, then N (or J) is said to be reflexive. In this case we write N = N**, i.e., if N = N**,
then N is reflexive.

 Let N be an arbitrary normal linear space. Then each vector x in N induces a functional F x
on N* defined by Fx (f) = f (x) for every f N* such that Fx = x .

4.3 Keywords

Natural Imbedding of N into N**: The map J : N N** defined by

J (x) = Fx x N,

is called the natural imbedding of N into N**.

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 Notes Reflexive Mapping: If the map J : N N** defined by

J (x) = Fx x N,

is onto also, then N (or J) is said to be reflexive (or reflexive mapping).

4.4 Review Questions

1. Let X be a compact Hausdorff space, and justify the assertion that C (X) is reflexive if X is
finite.

2. If N is a finite-dimensional normed linear space of dimension n, show that N* also has

dimension n. Use this to prove that N is reflexive.

3. If B is a Banach space, prove that B is reflexive B* is reflexive.

4. Prove that if B is a reflexive Banach space, then its closed unit sphere S is weakly compact.

5. Show that a linear subspace of a normed linear space is closed it is weakly closed.

4.5 Further Readings

Books G.F. Simmons, Introduction to topology and Modern Analysis. McGraw-Hill,

Kogakusha Ltd.
J.B. Conway, A Course in Functional Analysis. Springer-Verlag.

Online links www.mathoverflow.net/…/natural-embedding

www.tandfonline.com

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Richa Nandra, Lovely Professional University The Open Mapping Theorem

Unit 5: The Open Mapping Theorem Notes

CONTENTS

Objectives

Introduction

5.1 The Open Mapping Theorem

5.1.1 Lemma

5.1.2 Proof of the Open Mapping Theorem

5.1.3 Theorems and Solved Examples

5.2 Summary

5.3 Keywords

5.4 Review Questions

5.5 Further Readings

Objectives

After studying this unit, you will be able to:

 State the open mapping theorem.

 Understand the proof of the open mapping theorem.

 Solve problems on the open mapping theorem.

Introduction

In this unit, we establish the open mapping theorem. It is concerned with complete normed
linear spaces. This theorem states that if T is a continuous linear transformation of a Banach
space B onto a Banach space B , then T is an open mapping. Before proving it, we shall prove a
lemma which is the key to this theorem.

5.1 The Open Mapping Theorem

5.1.1 Lemma

Lemma 1: If B and B are Banach spaces and T is a continuous linear transformation of B onto B ,
then the image of each sphere centered on the origin in B contains an open sphere centered on
the origin in B .

Proof: Let Sr and Sr respectively denote the open sphere with radius r centered on the origin in B
and B .

We one to show that T (Sr) contains same Sr .

However, since T (Sr) = T (r S1) = r T (S1), (by linearity of T).

It therefore suffices to show that T (S1) contains some Sr for then S , where = r2, will be contained
in T (Sr). We first claim that T(S 1 ) (the closure of T (S1)) contains some S r .

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 Notes If x is any vector in B we can by the Archimedean property of real numbers find a positive
integer n such that n > x , i.e., x Sn,

therefore

B = Sn 1
n

and since t is onto, we have

B = T (B)

=T S
n 1
n

=  T (S )
n 1
n

Now B being complete, Baire’s theorem implies that some T S n0 possesses an interior point

Z0. This in turn yields a point y 0 T S n0 such that y0 is also an interior point of T S n0 .

Further, maps j : B B and g : B B

defined respectively by j (y) = y = y – y0 and g (y) = 2 n0 y

where no is a non-zero scalars, are homeomorphisms as shown below f is one-to-one and onto.
To show f, f–1 are continuous, let yn B and yn y in B.

Then f (yn) = yn – y0 y – y0 = f (y)

and f–1 (yn) = yn + y0 y + y0 = f–1 (y)

Hence f and f–1 are both continuous so that is a homeomorphism.

Similarly g : B B : g (x) = 2n0y is a homeomorphism for, g is one-to-one, onto and bicontinuous

for n0 0.

Therefore we have

(i) f (y0) = 0 = origin in B is an interior point of f T S n .

(ii) f T S n0 = f T S n0

= T S n0 y0

T S 2n  y0 T S n0
0

(iii) T S 2n = T 2 n0 S 1 2n 0 T S 1
0

= g (T(S 1 )) g (T(S 1 ))

= 2 n0 T(S 1 )

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 The Open Mapping Theorem

Combining (i) – (iii), it follows that origin is also an interior point of (T(S 1 )) . Consequently, Notes

there exists > 0 such that

S T(S 1 )

This justifies our claims.

We conclude the proof of the lemma by showing that

S /3 T(S 1 ) , i.e., S T(S 3 )

Let y B such that y < . Then y T(S 1 ) and therefore there exists a vector x 1 B such that

x1 < 1, y – y1 < /2 and y1 = T (x1)

We next observe that

S /2 T(S1/2 ) and y – y1 S /2

Therefore there exists a vector x 2 B such that

1
x3 , y y1 y2 and y2 = T (x2)
2 22

Continuing this process, we obtain a sequence (x n) in B such that

1
xn , yn T(x n ) and y (y 1 y2  yn )
2n 1
22

Let sn = x1 + x2 + … + xn, then

sn = x1 + x2 + … + xn

x1 + x2 + … + xn

1 1 1
< 1 
2 22 2n 1

1
2 1
2n
<2

Also for n > m, we have

s n – sm = sm+1 + … + xn

xm+1 + … + xn

1 1
< 
2m 2n 1

1 1
1
2m 2n m
= 1 (summing the G.P.)
1
2

1 1
=
2m 1 2n m 1

0 as m, n

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 Notes Thus (sn) is a Cauchy sequence in B and since B is complete, a vector x B such that

sn x and therefore

x = lim s n lim s n 2 3,
n n

i.e., x S3.
It now follows by the continuity of T that

T (x) = T lim s n
n

= lim
n
T(s n )

= lim (y 1 y2  yn )
n

=y

Hence y T (S3)

Thus y S y T (S3). Accordingly

S T (S3)

This completes the proof of the lemma.

Note If B and B are Banach spaces, the symbol S (x; r) and S (x; r) will be used to denote
open spheres with centre x and radius r in B and B respectively. Also Sr and S r will denote
these spheres when the centre is the origin. It is easy to see that

S (x; r) = x + Sr and Sr = r S1

For, we have
y S (x; r) y–x <r

z < r and y – x = z, z Sr

y = x + z and z < r

y x + Sr

Thus S (x; r) = x + Sr

x
and Sr = {x : x < r} = x : 1
r

= {r . y y < 1}

= r S1

Thus Sr = r S1

Now we prove an important lemma which is key to the proof of the open mapping theorem.

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 The Open Mapping Theorem

5.1.2 Proof of the Open Mapping Theorem Notes

Statement: If T is a continuous linear transformation of a Banach space B onto a Banach space B ,

then T is an open mapping.

Proof: Let G be an open set in B. We are to show that T (G) is an open set in B

i.e. if y is any point of T (G), then there exists an open sphere centered at y and contained in T (G).

y T (G) y = T(x) for some x G.

x G, G open in B there exists an open sphere S (x; r) with centre x and radius r such that
S (x; r) G.

But as remarked earlier we can write S (x; r) = x + Sr, where Sr is open sphere of radius r centered
at the origin in B.

Thus x + Sr G … (1)

By lemma (2) (prove it),

T (Sr) contains some S r1 . Therefore

S (y; r1) = y + S r1

y + T (Sr)

= T (x) + T (Sr)

= T (x + Sr)

T (G), (Using (1))

since x + Sr = S (x; r) G.

Thus we have shown that to each y T (G), there exists an open sphere in B centered at y and
contained in T (G) and consequently T (G) is an open set.

This completes the proof of the theorem.

5.1.3 Theorems and Solved Examples

Theorem 1: Let B and B be Banach spaces and let T be an one-one continuous linear transformation
of B onto B . Then T is a homeomorphism.

In particular, T–1 is automatically continuous.

Proof: We know that a one-to-one continuous open map from B onto B is a homeomorphism.

By hypothesis T : B B is a continuous one-to-one onto mapping.

By the open mapping theorem, T is open. Hence T is a homeomorphism. Since T is

homeomorphism, T– exists and continuous from B to B so that T– is bounded and hence

T–1 (B , B).

This completes the proof of the theorem.

Cor. 1: Let B and B be Banach spaces and let T (B, B ). If T : B B is one-to-one and onto, there
are positive numbers m and M such that

m x T (x) M x .

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 Notes Proof: By the theorem,

T : B B is a homeomorphism. So that T and T –1 are both continuous and hence bounded. Hence
by theorem,

Let N and N be normed linear spaces. Then N and N are topologically isomorphic if and only
if there exists a linear transformation T of N onto N and positive constants m and M such that

m x T (x) M x , for every x N.

constants m and M such that

m x T (x) M x .

Theorem 2: If a one-to-one linear transformation T of a Banach space B onto itself is continuous,

then its inverse T–1 is continuous.

Proof: T is a homeomorphism (using theorem of B onto B. Hence T–1 is continuous.

This completes the proof of the theorem.

Note The following examples will show that the completeness assumption in the open
mapping theorem and theorem can neither be omitted in the domain of definition of T nor
in the range of T.

Example 1: Let C [0, 1] be the set of all continuous differentiable function on [0, 1]. We
know that C [0, 1] is an incomplete space with the norm

f = sup {|f (x)| : 0 x 1}

But it is complete with respect to the norm

f = f + f .

Now let us choose B = [C [0, 1], ] and N = [C [0, 1], ].

Consider the identity mapping I : B N. The identity mapping is one-to-one onto and continuous.
I–1 is not continuous. For, if it were continuous, then it is a homeomorphism. Mapping of a
complete space into an incomplete space which cannot be. Hence I does not map open sets into
open sets.

Thus the open mapping theorem fails if the range of T is not a Banach space.

Example 2: Let B be an infinite dimensional Banach space with a basis { i : i I} with

i
= 1 for each i I. Let N be the set of all functions from I to C which vanish everywhere except
a finite member of points in I. Then N is a linear space under addition and scalar multiplication.
We can define the norm on N as

f = |f (i)|, i I.

Then N is an incomplete normed linear space. Now consider the transformation

T:N B defined as follows.

For each f N, let T (f) = f (i) i

.

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 The Open Mapping Theorem

Then T is linear and Notes

T (f) |f(i)| i
i I

= |fi | = f for every f N.

i I

Hence T is bounded transformation from N to B . It is also one-to-one and onto. But T does not
map open subsets of N onto B . For, if it maps, it is a linear homeomorphism from N onto B
which cannot be since N is incomplete.

Theorem 3: Let B be a Banach space and N be a normed linear space. If T is a continuous linear
open map on B onto N, then N is a Banach space.

Proof: Let (yn) be a Cauchy sequence in N. Then we can find a sequence of positive integer (n k)
such that nk < nk + 1 and for each k
1
y nk y nk
1
2k

Hence by theorem: “Let N and N be normed linear spaces. A linear map T : N N is open and
onto if and only if there is a M > 0 such that for any y N , there is a x N such that Tx = y and
x M y .”
For y nk 1
yn N , there is a n k B and a constant M such that

T (xk) = y nk 1
y n and x k y nk 1
yn .

By on choice y nk y nk is convergent so that x nk is convergent. Since B is a Banach

1
k 1 k 1

space there is a x B such that

n

x = Lim x nk
n
k 1

Since T is continuous T(x k ) T (x) as n

k 1

But T(xk ) y nk y n1 so that

1
k 1

y nk 1
y n1 T(x) y nk 1
y n1 T(x)

Since (yn) is a Cauchy sequence such that every subsequences is convergent, (yn) itself converges
and yn y n1 + T (x) in N.

Hence N is complete. Consequently, N is a Banach space.

This completes the proof of the theorem.

Example: Let N be complete in two norms 1 and 2

respectively. If there is a number
a > 0 such that x 1 a x 2 for all x N, then show that the two norms are equivalent.

Solution: The identity map

i : (N, 2
) (N, 1
) is an one-one onto map.

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 Notes Also x 1
a x 2
i is bounded … (1)

i is continuous.

Hence by open-mapping theorem, i is open and so it is homeomorphism of (N, x 2

) onto
(N, x 1). Consequently i is bounded as a map from (N, x 1) (N, x 2)

Since i–1 (x) = x, a, b s.t. x 2

b 1
… (2)

(1) & (2) imply that the norms are equivalent.

5.2 Summary

 If B and B are Banach spaces and T is a continuous linear transformation of B onto B , then
the image of each sphere centered on the origin in B contains an open sphere centered on
the origin in B .

 The open mapping theorem : If T is a continuous linear transformation of a Banach space

B onto a Banach space B , then T is an open mapping.

5.3 Keywords

Banach Space: A normed space V is said to be Banach space if for every Cauchy sequence

n n 1
V then there exists an element V such that lim n .
n

Homeomorphism: A map f : (X, T) (Y, U) is said to be homeomorphism if

(i) f is one-one onto.

(ii) f and f–1 are continuous.

Open Sphere: Let xo X and r R+. Then set {x X : p (xo, x) < r} is defined as open sphere with
centre xo and radius r.

5.4 Review Questions

1. If X and Y are Banach spaces and A : X Y is a bounded linear transformation that is

bijective, then prove that A–1 is bounded.

2. Let X be a vector space and suppose 1

, and 2
are two norms on X and that T1 and T2
are the corresponding topologies. Show that if X is complete in both norms and T 1 T2 ,
then T1 = T2.

5.5 Further Readings

Books Walter Rudin, Functional Analysis, McGraw-Hill, 1973.

Jean Diendonne, Treatise on Analysis, Volume II, Academic Press (1970).

Online links euclid.colorado.edu/ngwilkin/files/math 6320…/OMT_CGT.pdf

people.sissa.it/nbianchin/courses/…/lecture05.banachstein.pdf

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Richa Nandra, Lovely Professional University The Closed Graph Theorem

Unit 6: The Closed Graph Theorem Notes

CONTENTS

Objectives

Introduction

6.1 The Closed Graph Theorem

6.1.1 Graph of Linear Transformation

6.1.2 Closed Linear Transformation

6.1.3 The Closed Graph Theorem - Proof

6.2 Summary

6.3 Keyword

6.4 Review Questions

6.5 Further Readings

Objectives
After studying this unit, you will be able to:
 State the closed graph theorem.
 Understand the proof of the closed graph theorem
 Solve problems based on the closed graph theorem.

Introduction

Though many of the linear transformations in analysis are continuous and consequently bounded,
there do exist linear transformation which are discontinuous. The study of such kind of
transformation is much facilitated by studying the graph of transformation and using the graph
of the transformation as subset in the Cartesian product space to characterise the boundedness of
such transformations. The basic theorem in this regard is the closed graph theorem.

6.1 The Closed Graph Theorem

6.1.1 Graph of Linear Transformation

Definition: Let N and N be a normed linear space and let T : N N be a mapping with domain
N and range N . The graph of T is defined to be a subset of N × N which consists of all ordered
pairs (x, T (x)). It is generally denoted by G T.
Therefore the graph of T : N N is
GT = {(x, T (x) : x N}.

Notes GT is a linear subspace of the Cartesian product N × N with respect to coordinate-

wise addition and scalar multiplications.

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 Notes Theorem 1: Let N and N be normed linear spaces. Then N × N is a normed linear space with
coordinate-wise linear operations and the norm.

1
p p p
(x, y) = x x , where x N, y N

and | p < . Moreover, this norm induces the product topology on N × N , and N × N is
complete iff both N and N are complete.

Proof:

(i) It needs to prove the triangle inequality since other conditions of a norm are immediate.

Let (x, y) and (x , y ) be two elements of N × N .

Then (x, y) + (x , y ) = (x + x , y + y )

1
p p p
x x y y

1
p p p
= x x y y

1 1
p p p p p p
= x y x y

(By Minkowski’s inequality)

= (x, y) + (x , y ) .

This establishes the triangular inequality and therefore N × N is a normed linear space.

Furthermore (xn, yn) (x, y) xn = x and yn = y. Hence theorem on N × N induces the

product topology.

(ii) Next we show that N × N is complete N, N are complete.

Let (xn, yn) be a Cauchy sequence in N × N . Given > 0, we can find a n o such that

(xn, yn) – (xm, ym) < m, n no. … (1)

(xn – xm) < and yn – ym < m, n no

(xn) and (yn) are Cauchy sequences in N and N respectively.

Since N, N are complete, let

xn xo N and yn yo N in their norms,

i.e. (xn – xo) < and yn – ym < m, n no. … (2)

since xo N, yo N , (xo, yo) N×N.

Further (xn, yn) – (xo, yo) < n no (using (2))

(xn, yn) (xo, yo) in the norm of N × N and (xo, yo) N×N.

N × N is complete.

The converse follows by reversing the above steps.

This completes the proof of the theorem.

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 The Closed Graph Theorem

Notes

Notes The following norms are equivalent to above norm

(i) (x, y) = max { x , y }

(ii) (x, y) = x + y (p = 1 in the above theorem)

6.1.2 Closed Linear Transformation

Definition: Let N and N be normed linear spaces and let M be a subspace of N. Then a linear
transformation

T:M N is said to be closed

iff xn M, xn x and T (xn) y imply x M and y = T (x).

Theorem 2: Let N and N be normed linear spaces and B be a subspace of N. Then a linear
transformation T : M N is closed its graph GT is closed.
Proof: Let T is closed linear transformation. We claim that its graph G T is closed i.e. GT contains
all its limit point.
Let (x, y) be any limit point of GT. Then a sequence of points in GT, (xn, T (xn), xn M, converging
to (x, y). But
(xn, T (xn)) (x, y)
xn, T (xn) – (x, y) 0
(xn – x), T (xn) – y 0
xn – x + T (xn) – y 0
xn – x 0 and T (xn) – y 0
xn x and T (xn) y ( T is closed)
(x, y) GT. (By def. of graph)
Thus we have shown that every limit point of G T is in GT and hence GT is closed.
Conversely, let the graph of T, G T is closed.
To show that T is closed linear transformation.
Let xn M, xn x and T (xn) y.
Then it can be seen that (x, y) is an adherent point of G T so that
(x, y) G T . But G T = GT ( GT is closed)
Hence (x, y) GT and so by the definition of G T we have x M and y = T (x).
Consequently, T is a closed linear transformation. This completes the proof of the theorem.

6.1.3 The Closed Graph Theorem – Proof

If B and B are Banach spaces and if T is linear transformation of B into B , then T is continuous
Graph of T (GT) is closed.
Proof: Necessary Part:
Let T be continuous and let GT denote the graph of T, i.e.
GT = {(x, T (x) : x B} B×B.

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 Notes
We shall show that G T = GT.

Since GT G T always, it suffices to show that G T GT.

Let (x, y) G T . Then there exists a sequence (x n, T (xn)) in GT such that

(xn, T (xn)) (x, y)

xn x and T (xn) y.

But T is continuous T (xn) T (x) and so y = T (x)

(x, y) = (x, T (x)) GT

GT GT

Hence GT = G T i.e. GT is closed.

Sufficient Part:

Let GT is closed. Then we claim that T is continuous. Let B1 be the given linear space B renormed
by 1
given by

x 1
= x + T (x) for x B.

Now T (x) x + T (x) = x 1.

T is bounded (continuous) as a mapping from B 1 to B .

So if B and B1 have the same topology then T will be continuous from B to B . To this end, we have
to show that B and B1 are homeomorphic.

Consider the identity mapping

I : B1 B defined by

I (x) = x for every x B1 .

Then I is always one-one and onto.

Further I (x) = x x + T (x) = x 1

I is bounded (continuous) as a mapping from B 1 onto B.

Therefore if we show that B 1 is complete with respect to 1

, then B1 is a Banach space so by
theorem.

“Let B and B be Banach spaces and let T be one-one continuous linear transformation of B onto
B . Then T is a homeomorphism. In particular, T –1 is automatically continuous.”

I is homeomorphism. Therefore to complete the proof, we have to show that B 1 is complete

under the norm 1
.

Let (xn) be a Cauchy sequence in B1. Then

xn – xm 1
= xn – xm + T (xn – xm) 0 as m, n

(xn) and (T (xn)) are Cauchy sequences in B and B respectively.

Since B and B are complete, we have

xn x in B and T (xn) T (x) in B … (1)

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 The Closed Graph Theorem

Since GT is closed, we have Notes

(x1 T (x)) GT and if we take

y = T(x); then (x, y) GT.

Now xn – x 1
= xn – x + T (xn – x)

= xn – x + T (xn) – T(x)

= xn – x + T (xn – y) 0 as n . (Using (1))

Hence, the sequence (xn) in B1 x B1 and consequently B1 is complete.

This completes the proof of the theorem.

Theorem 3: Let B and B be Banach spaces and let T : B B be linear. If GT is closed in B × B and
if T is one-one and onto, then T is a homeomorphism from B onto B .

Proof: By closed graph theorem, T is continuous.

Let T = T–1 : B B. Then T is linear.

Further (x, y) GT (y, x) GT .

GT is closed in B × B.

T is continuous (By closed graph theorem)

T is a homeomorphism on B onto B .

This completes the proof of the theorem.

Theorem 4: Let a Banach space B be made into a Banach space B by a new norm. Then the
topologies generated by these two norms are the same if either is stronger than the other.

Proof: Let the new norm on B be . Let is stronger than . Then a constant k such that
x k x for every x B.

Consider the identity map

I:B B.
We claim that G1 is closed.

Let xn x in B and xn y in B .

Then x k x x B, I (xn) = xn y in also.

Since a sequence cannot converge to two distinct points in , y = x. Consequently G1 is closed.

Hence closed graph theorem, I is continuous. Therefore a k s such that

x = I(x) k x for every x B. Hence is stronger than . Hence two topologies are
same.

6.2 Summary

 Let N and N be a normal linear space and let T : N N be a mapping with domain N and
range N . The graph of T is defined to be a subset of N × N which consist of all ordered
pairs (x, T (x)). It is generally denoted by G T.

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 Notes  Let N and N be normed linear spaces and let M be a subspace of N. Then a linear
transformation T : M N is said to be closed iff xn M, xn x and T (xn) y imply
x M and y = T (x).

 If B and B are Banach spaces and if T is linear transformation of B into B , then T is

continuous Graph of T (GT) is closed.

6.3 Keyword

Closed Linear Transformation: Let N and N be normed linear spaces and let M be a subspace of
N. Then a linear transformation

T:M N is said to be closed

iff xn M, xn x and T (xn) y imply x M and y = T (x).

6.4 Review Questions

1. If X and Y are normed spaces and A : X Y is a linear transformation, then prove that
graph of A is closed if and only if whenever x n 0 and Axn y, it must be that y = 0.

2. If P is a projection on a Banach space B, and if M and N are its range and null space, then
prove that M and N are closed linear subspaces of B such that B = M N.

6.5 Further Readings

Books Folland, Gerald B, Real Analysis: Modern Techniques and their Applications (1st ed.),
John Wiley & Sons, (1984).
Rudin, Walter, Functional Analysis, Tata McGraw-Hill (1973).

Online links euclid.colorado.edu/ngwilkin/files/math6320.../OMT_CGT.pdf

mathworld.wolfram.com

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Richa Nandra, Lovely Professional University The Conjugate of an Operator

Unit 7: The Conjugate of an Operator Notes

CONTENTS

Objectives

Introduction

7.1 The Conjugate of an Operator

7.1.1 The Linear Function
7.1.2 The Conjugate of T
7.2 Summary
7.3 Keywords
7.4 Review Questions
7 .5 Further Readings

Objectives

After studying this unit, you will be able to:

 Understand the definition of conjugate of an operator.

 Understand theorems on it.

 Solve problems relate to conjugate of an operator.

Introduction

We shall see in this unit that each operator T on a normed linear space N induces a corresponding
operator, denoted by T* and called the conjugate of T, on the conjugate space N*. Our first task is
to define T* and our second is to investigate the properties of the mapping T T*.

7.1 The Conjugate of an Operator

7.1.1 The Linear Function

Let N* be the linear space of all scalar-valued linear functions defined on N. Clearly the conjugate
space N* is a subspace of N*. Let T be a linear transformation T of N* into itself as follows:

If f N+, then T (f) is defined as

[T (f)]x = f (T (x))

Since f (T (x)) is well defined, T is a well-defined transformation on N +.

Theorem 1: Let T : N+ N+ be defined as

[T (j)] x = f (T (x)), f N+, then

(a) T (j) is a linear junction defined on N.

(b) T is a linear mapping of N + into itself.

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 Notes (c) T (N*) N* T is continuous, where T is a linear transformation of N into itself which is
not necessarily continuous.

Proof:

(a) x, y N and , be any scalars. Then

[T (f)] ( x + y) = f (T ( x + y))

Since T and f are linear, we get

f (T ( x + y)) = f (T (x) + f (T (y))

= [T (f)] (x) + [T (f)]y

part (a).

(b) Let f, g N+ and , be any scalars. Then

[T ( f + g) (x)] = ( f + g) (T (x)) = [T (f)] (x) + (T (g)] (x)

T is linear on N+

part (b)
(c) Let S be a closed unit sphere in N. Then we know that T is continuous T (S) is bounded

f (T (S)) is bounded for each f N*.

By definition of T , f (T (S)) is bounded if and only if [T (f)] (S) is bounded for each f in

N* = T (f) is in N* for each f in N*.

T (N) N*

part (c)

This completes the proof of the theorem.

Note: Part (c) of the above theorem enables us to restrict T to N* iff T is continuous. Hence
by making T continuous we define an operation called the conjugate of T by restricting T
to N*. We see it below.

7.1.2 The Conjugate of T

Definition: Let N be normed linear space and let T be a continuous linear transformation of N into
itself (i.e. T is an operator). Define a linear transformation T* of N* into itself as follows:

If f N*, then, T* (f) is given by

[T* (f)] (x) = f (T (x))

We call T* the conjugate of T.

Theorem 2: If T is a continuous linear transformation on a normed linear space N, then its

conjugate T* defined by

T* : N* N* such that

T* (f) = f.T where

[T* (f)] (x) = f (T (x)) f N* and all x N

is a continuous linear transformation on N* and the mapping T T* given by

: (N) (N*) such that

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 The Conjugate of an Operator

(T) = T* for every (N) Notes

is an isometric isomorphism of b (N) into b (N*) reverses products and preserves the identify
transformation.

Proof: We first show that T* is linear

Let f, g N* and , be any scalars

then [T* ( j + g)] (x) = ( j + g) (T (x))

= ( j) T (x) + ( g) T (x)

= [j (T (x))] + [g (T (x))]

= [T* (j)] (x) + [T* (g)] (x)

= [ T* (j) + T* (g)] (x) x N

Hence T* ( f + g) = T* (f) + T* (g)

T* is linear on N*.

To show that T* is continuous, we have to show that it is bounded on the assumption that T is
bounded.

T* = sup { T* (f) : f 1}

= sup { [T* (f)] (x) : f 1 and x }

= sup { f (T (x))|: f 1 and x }

= sup { f T x : x 1 and x } … (1)

T* is a bounded linear transformation on N* into N*. Hence by application of Hahn-

Banach theorem, for each non-zero x in N, a functional f N* such that

f = 1 and f (T (x)) = T (x) … (2)

T(x)
Hence T = sup :x 0
x

f T(x)
= sup : f 1, x 0 (by (2))
x

T * (f) (x)
= sup : f 1, x 0 (by (1))
x

T * (f) x
sup : f 1, x 0
x

= sup T * (f) : f 1 T* … (3)

From (1) and (3) it follows that

T = T* . … (4)

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 Notes Now we show that

: (N) (N*) given by

(T) T * … (5)

for every T (N) is an isometric isomorphism which reverses the product and preserve the
identity transformation.

The isometric character of follows by using (5) as seen below:

(T) = T* = T .

Next we show that is linear and one-to-one. Let T, T 1 (N) and , be any scalars. Then

( T+ T1 ) = ( T + T)* by (3)

But [( T + T1)* (f)] (x) = f ( T + T1) (x)

= f ( T (x) + T1 (x) )

Since f is linear, we get

[( T + T1)* (f)] = f (T (x)) + f (T1 (x))

= [T* (f) (x) + T *1 (f) (x)]

= [T * (f)] [T * 1 (f)] (x)

x N. Hence we get

[( T + T1)* (f)] = [T* (f)] + [T *1 (f) ]

= T* T *1 (f)

Hence ( T+ T1)* = T* + T1* … (6)

Therefore ( T+ T1 ) = ( T + T1)* = T* + T *1 = (T) + (T1)

is linear.
To show is one-to-one, let (T) = (T1)

Then T* = T *1

T* T *1 =0

Using (6) by choosing = 1, = – 1 we get

(T – T1)* = 0 T – T1 = 0 or T = T1.

is one-to-one.

Hence is an isometric isomorphism on (N) onto (N*).

Finally we show that reverses the product and preserves the identity transformation.

Now [(T T1)* (f)] (x) = f ((T T1) (x))

= f (T (T1 (x))

= [T* (f)] [T1 (x)], since T1 (x) N and T* (f) N*.

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 The Conjugate of an Operator

= [ T *1 (T* (f))] (x) Notes

= [( T *1 T*) (f)] (x)

Hence, we get

(T T1)* = T *1 T* so that

(T T1) = (T T1)* = T *1 T.

reverses the product.

Lastly if I is the identity operator on N, then

[I* (f)] (x) = f (I (x)) = f (x) = (I f) (x).

I* = I so that (I) = I* = I

preserves the identity transformation.

This completes the proof of the theorem.

Theorem 3: Let T be an operator on a normal linear space N. If N N* in the natural imbedding,

then T** is an extension of T. If N is reflexive, then T** = T.

Proof: By definition, we have

(T*)* = T**

Using theorem 2, we have T* = T .

Hence T** = T* = T .

By definition of conjugate of an operator

T:N N, T* : N* N*, T** : N** N**.

Let J ; x Fx be the natural imbedding of N onto N** so that

Fx (f) = f (x) and J (x) = Fx.

Further, since T** is the conjugate operator of T*, we get

T** (x ) x = x (T* (x )) where x N* and x N**

T** (x ) x = T** (J (x)) x .

Using the definition of conjugate, we get

T** (J (x)) x = J (x) (T* (x )).

By definition of canonical imbedding

J (x) (T* (x )) = T* (x ) x.

Again T* (x ) (x) = x (T (x)) (By definition of conjugate)

Now x (T (x)) = J (T (x))x (By natural imbedding)

Hence T** (J (x))x = J (T (x))x .

T** . J = J T

and so T** is the norm preserving extension of T. If N is reflexive, N = N** and so T** coincides
with T.

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 Notes This completes the proof of the theorem.

Theorem 4: Let T be an operator on a Banach space B. Then T has an inverse T–1 T* has an
inverse (T*)–1, and

(T*)–1 = (T–1)*

Proof: T has inverse T–1 TT–1 = T–1 T = I

By theorem 2, the mapping :T T* reverse the product and preserves the identity

(TT–1)* = (T–1 T)* = I*

(T–1)*T = T* (T–1)* = I

(T*)–1 exists and it is given by (T*)–1 = (T–1)*. This completes the proof of the theorem.

7.2 Summary

 Let N+ be the linear space of all scalar-valued linear functions defined on N. Clearly the
conjugate space N* is a subspace of N+. Let T be a linear transformation T of N into itself
as follows:

If f N+, then T (f) is defined as

T (f) x = f (T (x))

 Let N be a normed linear space and let T be a continuous linear transformation of N into
itself. Define a linear transformation T* of N* into itself as follows:

If f N+, then T (f) is given by

T (f) x = f (T (x))

We call T* the conjugate of T.

7.3 Keywords

The Conjugate of T: Let N be normed linear space and let T be a continuous linear transformation
of N into itself (i.e. T is an operator). Define a linear transformation T* of N* into itself as
follows:

If f N*, then, T* (f) is given by

[T* (f)] (x) = f (T (x))

We call T* the conjugate of T.

The Linear Function: Let N* be the linear space of all scalar-valued linear functions defined on N.
Clearly the conjugate space N* is a subspace of N*. Let T be a linear transformation T of N* into
itself as follows:

If f N+, then T (f) is defined as

[T (f)]x = f (T (x))

Since f (T (x)) is well defined, T is a well-defined transformation on N +.

7.4 Review Questions

1. Let B be a Banach space and N a normed linear space. If {T n} is a sequence in B (B, N) such
that T(x) = lim Tn (x) exists for each x in B, prove that T is a continuous transformation.

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 The Conjugate of an Operator

2. Let T be an operator on a normed linear space N. If N is considered to be part of N** by Notes

means of the natural imbedding. Show that T** is an extension of T. Observe that if N is
reflexive, then T** = T.

3. Let T be an operator on a Banach space B. Show that T has an inverse T –1 T* has an inverse
(T*)–1, and that in this case (T*) –1 = (T–1)*.

7.5 Further Readings

Books James Wilson Daniel, The Conjugate Gradient Method for Linear and Non-linear
Operator Equations.
G.O. Okikiolu, Special Integral Operators: Poisson Operators, Conjugate Operators and
related Integrals. Vol. Okikiolu Scientific and Industrial Organization, 1981.

Online links epubs.siam-org/sinum/resource/1/sjnamm/v9/i|/p165_s|

www.ima.umm.edu

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 Sachin Kaushal, Lovely Professional University

Notes Unit 8: The Uniform Boundedness Theorem

CONTENTS
Objectives
Introduction
8.1 The Uniform Boundedness Theorem
8.1.1 The Uniform Boundedness Theorem – Proof
8.1.2 Theorems and Solved Examples
8.2 Summary
8.3 Keywords
8.4 Review Questions
8.5 Further Readings

Objectives

After studying this unit, you will be able to:

 State the uniform boundedness theorem.

 Understand the proof of this theorem.

 Solve problems related to uniform boundedness theorem.

Introduction

The uniform boundedness theorem, like the open mapping theorem and the closed graph
theorem, is one of the cornerstones of functional analysis with many applications. The open
mapping theorem and the closed graph theorem lead to the boundedness of T –1 whereas the
uniform boundedness operators deduced from the point-wise boundedness of such operators.
In uniform boundedness theorem we require completeness only for the domain of the definition
of the bounded linear operators.

8.1 The Uniform Boundedness Theorem

8.1.1 The Uniform Boundedness Theorem – Proof

If (a) B is a Banach space and N a normed linear space,

(b) {Ti} is non-empty set of continuous linear transformation of B into N, and

(c) {Ti (x)} is a bounded subset of N for each x B, then { Ti } is a bounded set of numbers, i.e.
{Ti} is bounded as a subset of (B, N)

Proof: For each positive integer n, let

Fn = {x B : Ti (x) n i}.

Then Fn is a closed subset of B. For if y is any limit point of F n, then a sequence (xk) of points of
Fn such that

xk y as k

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 The Uniform Boundedness Theorem

Tixk Tiy as k (By continuity of Ti) Notes

Tixk Tiy as k (By continuity of norm)

Tiy = lt Ti xk
k

n i ( xk Fn)

y Fn.

Thus Fn contains all its limit point and is therefore closed. Further, if x is any element of B, then
by hypothesis (c) of the theorem a real number k 0 s.t.

Tix k i

Let n be a positive integer s.t. n > k. Then

Tix <n i

so that x Fn.

Consequently, we have B = F .
n 1
n

Since B is complete, it therefore follows by Baire’s theorem that closure of some Fn, say F no Fno ,
possesses an interior point x o. Thus we can find a closed sphere S o with centre xo and radius r o
such that So Fno .

Now if y is any vector in Ti (So), then

y = Ti so

where so So Fno .

y = Ts
i o no.

Thus norm of every vector in Ti (So) is less than or equal to no. We write this fact as Ti (So) no.

So xo
Let S = . Then S is a closed unit sphere centred at the origin in B and
ro

So xo
Ti (S) = Ti
ro

1
= Ti (S o ) Ti (x o )
ro

1
Ti (S o ) Ti (x o )
ro

2n o
i
ro

2n o
Hence Ti i
ro
This completes the proof of the theorem.

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 Notes 8.1.2 Theorems and Solved Examples

Theorem 1: If B is a Banach space and (f i (x)) is sequence of continuous linear functionals on B such
that (|fi (x)|) is bounded for every x B, then the sequence ( fi ) is bounded.

Proof: Since the proof of the theorem is similar to the theorem (1), however we briefly give its
proof for the sake of convenience to the readers.

For every m, let Fm B be the set of all x such that |fn (x)| m n

|fn (x)| m n

Now Fm is the intersection of closed sets and hence it is closed.

As in previous theorem, we have

B= F
m 1
m . Since B is complete. It is of second category. Hence by Baire’s theorem, there is a

xo Fm and a closed sphere S [x o, ro] such that |fn (x)| m n.

Let x be a vector with x ro.

Now fn (x) = fn (x + xo – xo)

= fn (x + xo) – fn (xo)

|fn (x)| |fn (x + xo)| + |fn (xo)| … (1)

Since x + xo – xo = x < ro, we have (x + ro) S [xo, ro]

|fn (x + xo) | m … (2)

Also we have |fn (xo)| k n … (3)

From (1), (2) and (3), we have for x S [xo, r].

|fn (x)| < (m + k) n.

ro x
Now for x B, consider the vector .
x

x ro x x fn (x) m k
Then |fn (x)| fn (m k) so that .
ro x ro x ro

In other words,

m k
f .
ro
This completes the proof of the theorem.

Example 1: Show that the completeness assumption in the domain of (Ti) in the uniform
boundedness theorem cannot be dropped.

Solution: Consider N= space of all polynomial x

= x (t) = a n t n , an 0
n 0

for finitely many n’s.

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 The Uniform Boundedness Theorem

It we define the norm on N as Notes

x = max {|an|, n = 0, 1, 2, …}

then N is an incomplete normed linear space.

n 1

Now define fn (x) = a k , n = 1, 2, …

k 0

The functions {fn} are continuous linear functional on N.

If we take x = a0 + a1t + …… + am tm then

|fn (x)| (m + 1) max {|ak|} = (m + 1) x ,

so that (|fn (x)|) is point-wise bounded.

Now consider x = 1 + t + t2 + … + tn–1. Then x = 1 and from the definition of |f n (x)| = n.

fn (x)
Hence fn = n.
x

( fn ) is unbounded.

Thus if we drop the condition of completeness in the domain of (T i), the uniform boundedness
theorem is not true anymore.

Theorem 2: Let N be a normed linear space and B be a Banach space. If a sequence (Tn) (B, N)
such that T (x) = lim Tn (x) exists for each x in B, then T is a continuous linear transformation.

Proof: T is linear.

T ( x + y) = lim Tn ( x + y)

= lim {Tn ( x) + Tn ( y)|}

= lim Tn (x) + lim Tn (y)

= T (x) + T (y) for x, y B and for any scalars and .

since lim Tn (x) exists, (Tn (x)) is a convergent sequence in N. Since convergent sequences are
bounded, (Tn (x)) is point-wise bounded.

Hence by uniform bounded theorem, ( Tn ) is bounded so that a positive constant such that

Tn n.

Now Tn(x) Tn x x .

Since Tn (x) T (x), we have

T (x) x

T is bounded (continuous) linear transformation. This completes the proof of the theorem.

Corollary 1: If f is a sequence in B* such that f (x) = lim fn (x) exists for each x B, then f is
n

continuous linear functional on B.

Example 2: Let (an) be a sequence of real or complex numbers such that for each x = (x n)

co, a n x n converges. Prove that |a n | .

n 1 n 1

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 Notes n n

Solution: For every x co, let fn a i x i . Since each a i x i is a finite sum of scalars, (f n) is
i 1 i 1

sequence of continuous linear functional on c o. Let f (x) = lim

n
fn (x) lim
n
a i x i . By cor. 1, f (x)
i 1

exists and bounded. f = |a n |. Since f is bounded, |a n | < .

n 1 n 1

Theorem 3: A non-empty subset X of a normed linear space N is bounded f (X) is a bounded set
of numbers for each f in N*.

Proof: Let X be a bounded subset of N so that a positive constant 1

such that

x 1
x X … (1)

To show that f (X) is bounded for each f N*. Now f N* f is bounded.

2
> 0 such that |f (x)| 2
x x N … (2)

It follows from (1) & (2) that

|f (x)| 1 2
x X.

f (X) is a bounded set of real numbers for each f N*.

Conversely, let us assume that f (X) is a bounded set of real numbers for each f N*.

To show that X is bounded. For convenience, we exhibit the vectors in X by writing X = {x i}. We
now consider the natural imbedding J from N to N** given by

J : xi Fxi

From the definition of this natural imbedding, we have

Fx (f) = f (x) for each x N.

Hence our assumption f (X) = {f (xi)} is bounded for each f N* is equivalent to the assumption
that Fxi (f) is bounded set for each f N*.

Since N* is complete Fxi is bounded subset of N** by uniform boundedness theorem.

That is, Fxi is a bounded set of numbers. Since the norms are preserved in natural imbedding,

we have Fxi = xi for every xi X.

Therefore ( xi ) is a bounded set of numbers. Hence is bounded subset of Ni.

This completes the proof of the theorem.

Theorem 4: Let N and N be normed linear space A linear transformation.

T:N N is continuous for each f N*, f o T N*.

Proof: We first note that f o T is linear. Also f o T is well defined, since T (x) N for every x N
and f is a functional on N so that f (T (x)) is well defined and f o T N*. Since T is continuous and
f is continuous, f o T is continuous on N.

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 The Uniform Boundedness Theorem

Conversely, let us assume that f o T is continuous for each f N*. To show that T is continuous Notes
it suffices to show that

T(B) = {Tx : x N, B = x 1} is bounded in N .

For each f N*, f o T is continuous and linear on N and so (f o T) B = f (T(B)) is bounded set for
every f N*, where we have considered the unit sphere B with centre at the origin and radius 1.
Since any bounded set in N can be obtained from B, T (B) is bounded by a non-empty subset X of
a normed linear space N of bounded f (X) is a bounded set of number for each f in N*.

8.2 Summary

 Uniform Boundedness Theorem: If (a) B is Banach space and N a normed linear space,
(b) {Ti} is non-empty set of continuous linear transformation of B into N and (c) {Ti (x)} is a
bounded subset of N for each x B, then { Ti } is a bounded set of numbers, i.e. {Ti} is
bounded as a subset of (B, N).

 If B is a Banach space and (f i (x)) is sequence of continuous linear functionals on B such that
(|fi (x)|) is bounded for every x B, then the sequence ( Ti ) is bounded.

8.3 Keywords

Imbedding: Imbedding is one instance of some mathematical structure contained within another
instance, such as a group that is a subgroup.

Uniform Boundedness Theorem: The uniform boundedness theorem, like the open mapping
theorem and the closed graph theorem, is one of the cornerstones of functional analysis with
many applications.

8.4 Review Questions

1. If X is a Banach space and A X*, then prove that A is a bounded set if and only if for every
x in X, Sup {|f (x)| : f A} < .

2. Let  be a Hilbert space and let  be an orthonormal basis for . Show that a sequence {hn}
in satisfies <hn, h> 0 for every h in if and only if sup { hn : n 1} < and <hn, e>
0 for every e in .

8.2.5 Further Readings

Books Bourbaki, Nicolas, Topological vector spaces, Elements of mathematics, Springer (1987).
Diendonne, Jean, Treatise on Analysis, Volume 2, Academic Press, (1970).
Rudin, Walter, Real and Complex Analysis, McGraw-Hill, 1966.

Online links www.jstor.org/stable/2035429

www.sciencedirect.com/science/article/pii/S0168007211002004

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 Sachin Kaushal, Lovely Professional University

Notes Unit 9: Hilbert Spaces: The Definition and

Some Simple Properties

CONTENTS

Objectives

Introduction

9.1 Hilbert Spaces

9.1.1 Inner Product Spaces

9.1.2 Hilbert Space and its Basic Properties

9.1.3 Hilbert Space: Definition

9.1.4 Examples of Hilbert Space

9.2 Summary

9.3 Keywords
9.4 Review Questions

9.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Define inner product spaces.

 Define Hilbert space.

 Understand basic properties of Hilbert space.

 Solve problems on Hilbert space.

Introduction

Since an inner product is used to define a norm on a vector space, the inner product are special
normed linear spaces. A complete inner product space is called a Hilbert space. We shall also see
from the formal definition that a Hilbert space is a special type of Banach space, one which
possesses additional structure enabling us to tell when two vectors are orthogonal. From the
above information, one can conclude that every Hilbert space is a Banach space but not conversely
in general.

We shall first define Inner Product spaces and give some examples so as to understand the
concept of Hilbert spaces more conveniently.

9.1 Hilbert Spaces

9.1.1 Inner Product Spaces

Definition: Let X be a linear space over the field of complex numbers C. An inner product on X is
a mapping from X × X C which satisfies the following conditions:

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 Hilbert Spaces: The Definition and Some Simple Properties

(i) ( x + y, z) = (x, z) + (y, z), x, y, z X and , C. (Linearity property) Notes

(ii) (x, y) = (y, x) (Conjugate symmetry)

(iii) (x, x) 0, (x, x) = 0 x=0 (Non-negativity)

A complex inner product space X is a linear space over C with an inner product defined on it.

Notes

1. We can also define inner product by replacing C by R in the above definition. In that
case, we get a real inner product space.

2. It should be noted that in the above definition (x, y) does not denote the ordered pair
of the vectors x and y. But it denotes the inner product of the vectors x and y.

Theorem 1: If X is a complex inner product space then

(a) ( x – y, z) = (x, z) – (y, z)

(b) (x, y + z) = (x, y) + (x, z)

(c) (x, y – z) = (x, y) – (x, z)

(d) (x, 0) and (0, x) = 0 for every x X.

Proof: (a) ( x – y, z) = ( x + (– ) y, z)

= (x, z) + (– ) (y, z)

= (x, z) – (y, z).

(b) (x, y + z) = ( y z, x) ( y, x) ( z, x)

= (y, x) (z, x)

= (x, y) (x,z)

(c) (x, y – z) = (x, y + (– ) z) = (x, y) ( ) (x,z)

= (x, y) (x,z)

(d) (0, x) = (0 , x) = 0 ( , x) = 0, where is the zero

element of x and (x, 0) (0, x) 0 0.

Further note that (x, y + z) = (x, |y + 1|z) = 1 (x, y) + 1 (x, z)

Hence (x, y + z) = (x, y) + (x, z).

This completes the proof of the theorem.

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 Notes

Notes

1. Part (b) shows an inner product is conjugate linear in the second variable.

2. If (x, y) = 0 x X, then y = 0. If (x, y) = 0 x X, it should be true for x = y also,

so that (y, y) = 0 y = 0.

Example 1: The space  n2 is an inner product space.

Solution: Let x = (x1, x2, ……, xn), y = (y1, y2, ……, yn)  n2 .

Define the inner product on  n2 as follows:

n

(x, y) = xi yi
i 1
Now
n

(i) ( x + y, z) = xi yi zi
i 1

n n

= xi zi yi zi
i 1 i 1

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

(ii) (x, y) = xi yi
i 1

= (x1 y1 x2 y2  xn yn )

= (x1 y1 x2 y2  xn yn )

= x1 y1 x2 y2  xn yn

= (y, x)
n

(iii) (x, x) = xi xi
i 1

n
2
= xi 0
i 1

Hence (x, x) 0 and (x, x) = 0 xi = 0 for each i, i.e. (x, x) = 0 x = 0.

(i) – (iii)  n2 is a inner product space.

9.1.2 Hilbert Space and its Basic Properties

By using the inner product, on a linear space X we can define a norm on X, i.e. for each x X, we
define x = (x,x) . To prove it we require the following fundamental relation known as
Schwarz inequality.

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 Hilbert Spaces: The Definition and Some Simple Properties

Theorem 2: If x and y are any two vectors in an inner product space then Notes

|(x, y)| x y … (1)

Proof: If y = 0, we get y = 0 and also theorem 1 implies that |(x, y)| = 0 so that (1) holds.

Now, let y 0, then for any scalar C we have

2
0 x– y = (x – y,x – y)

But

(x – y, x – y) = (x, x) – (x, y) – ( y, x) + ( y, y)

= (x, x) – (x, y) – (y, x) + (y, y)

2
= x – (y, x) – (x, y) + | |2 y 2

2
x – (y, x) – (x, y) +| |2 y 2
= (x, y, x – y)
2
= x– y 0 … (2)

(x, y)
Choose = 2 , y 0, y 0.
y
We get from (2)
2
2 (x, y) (x y) (x, y) (x, y) 2
x 2 2 (x, y) 4 y 0
y y y
2
2 |(x, y)|2 |(x, y)|2 (x, y)
x 2 2 2 0
y y y

2 |(x, y)|2
x 2 0
y
2 2
x y |(x, y)|2

or |(x, y)| x y .

This completes the proof of the theorem.

Theorem 3: If X is an inner product space, then (x, x) has the properties of a norm, i.e.

x = (x, x) is a norm on X.

Proof: We shall show that satisfies the condition of a norm.

(i) x = (x, x) x 2
= (x, x) 0 and x = 0 x = 0.

(ii) Let x, y X, then

2
x+y = (x + y, x + y)

= (x, x) + (x, y) + (y, x) + (y, y) … (1)

2 2
= x + (x, y) + (x, y) + y

= x 2
+ 2Re (x, y) + y 2
[ (x, y) (x, y) 2 Re(x, y)]
2 2
x + 2|(x, y)| + y [ Re (x, y) |(x, y)|]

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 Notes x 2
+2 x y + y 2
[using Schwarz inequality]

= ( x + y )2

Therefore x+y x + y
2
(iii) x = ( x, x)
= (x, x)
2 2
=| | x

,x = x

(i)-(iii) imply that x = (x, x) is a norm on X. This completes the proof of the theorem.

Note Since we are able to define a norm on X with the help of the inner product, the inner
product space X consequently becomes a normed linear space. Further if the inner product
space X is complete in the above norm, then X is called a Hilbert space.

9.1.3 Hilbert Space: Definition

A complete inner product space is called a Hilbert space.

Let H be a complex Banach space whose norm arises from an inner product which is a complex
function denoted by (x, y) satisfying the following conditions:

H1 : ( x + y, 2) = (x, 2) + (y, 2),

H2 : (x, y) = (y, x), and

H3 : (x, x) = x 2,

for all x, y, z H and for all , C.

9.1.4 Examples of Hilbert Space

1. The space  n2 is a Hilbert space.

We have already shown in earlier example that  n2 is an inner product space. Also  n2 is a

Banach space. Consequently  n2 is a Hilbert space. Moreover  n2 , being a finite dimensional,

hence  n2 is a finite dimensional Hilbert space.

2.  2 is a Hilbert space.

Consider the Banach space  2 consisting of all infinite sequence x = (x n), n = 1, 2, … of

2
complex numbers such that xn with norm of a vector x = (xn) defined by x =
n 1

2
xn .
n 1

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 Hilbert Spaces: The Definition and Some Simple Properties

We shall show that if the inner product of two vectors x = (x n) and y = (yn) is defined by Notes

(x, y) = x n y n , then  2 is a Hilbert space.

n 1

We first show that inner product is well defined. For this we are to show that for all x, y in  2 the

infinite series x n y n is convergent and this defines a complex number.

n 1

By Cauchy inequality, we have

1 1
n n 2 n 2
2 2
xi yi xi yi
i 1 i 1 i 1

1 1
2 2
2 2
xn yn .
n 1 n 1

n
2 2
Since xn and yn are convergent, the sequence of partial sum x i y i is a monotonic
n 1 n 1 i 1

increasing sequence bounded above. Therefore, the series x i y i is convergent. Hence

n 1

x n y n is absolutely convergent having its sum as a complex number.

n 1

Therefore (x, y) = x n y n is convergent so that the inner product is well defined. The condition
n 1

of inner product can be easily verified as in earlier example.

Theorem 4: If x and y are any two vectors in a Hilbert space, then
2 2 2
(x + y) + x–y =2( x + y 2)

Proof: We have for any x and y

2
(x + y) = (x + y, x + y) (By def. of Hilbert space)

= (x, x + y) + (y, x + y)

= (x, x) + (x, y) + (y, x) + (y, y)

2 2
= x + (x, y) + (y, x) + y … (1)
2
x–y = (x – y, x – y)

= (x, x – y) – (y, x – y)
2
= (x, x) – (x, y) – (y, x) + y … (2)

Adding (1) and (2), we get

2 2 2 2 2
x+y + (x – y) =2 x +2 y =2( x + y 2)

This completes the proof of the theorem.

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 Notes Theorem 5: In a Hilbert space the inner product is jointly continuous i.e.,

xn x, yn y (xn, yn) (x, y)

Proof: We have

|(xn, yn) – (x, y)| = |(xn, yn) – (xn, y) + (xn, y) – (x,, y)|

= |(xn, yn – y) + (xn – x, y)|

(by linearity property of inner product)

|(xn, yn – y)| + |(xn – x, y)| [ | + | | | + | |]

x n + y n – y + xn – x y [By Schwarz inequality]

Since xn x and y n y as n .

Therefore yn – yn 0 and xn – x 0 as h . Also (xn) is a continues sequence, it is bounded

so that xn M n.

Therefore

| (xn, yn) – (x, y) | 0 as n .

Hence (xn, yn) (x, y) as n .

This completes the proof of the theorem.

Theorem 6: A closed convex set E in a Hilbert space H continuous a unique vector of smallest
norm.

Proof: Let = inf { e ; e E}

To prove the theorem it suffices to show that there exists a unique x E s.t. x = .

Definition of yields us a sequence (xn) in E such that

Lim xn = … (1)
n

xm xn
Convexity of E implies that E . Consequently
2

xm xn
xm + xn 2 … (2)
2

Using parallelogram law, we get

2 2 2 2
xm + xn + x m – xn = 2 xn + 2 xn
2 2 2 2
or x m – xn = 2 xm + 2 xn – x m – xn
2 2 2
2 xm + 2 xn –d (Using (2))

0 as m, n (Using (1))
2
xm – x n 0 as m, n

(xn) is a CAUCHY sequence in E.

x E such that Lim x n x , since H is complete and E is a closed subset of H, therefore

n

E is also complete and consequently (x n) is in E is a convergent sequence in E.

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 Hilbert Spaces: The Definition and Some Simple Properties

Notes
Now x = Lim
n
xn

= Lim
n
xn ( norm is continuous mapping)

= .

Uniqueness of x.

Let us suppose that y E, y x and y = .

x y
Convexity of E E
2

x y
… (3)
2

Also by parallelogram law, we have

2 2 2 2
x y x y x y
=
2 2 2 2 2

2 2 2 2
x y 2 x y
=
2 2 2 2

2
< .

So that

2
x y
< , a result contrary to (3).
2

Hence we must have y = x.

This completes the proof of the theorem.

Example: Give an example of a Banach space which is not an Hilbert space.

Solution: C [a, b] is a Banach space with supremum norm, i.e. if x C [a, b] then

x = Sup {|x(t)| : t [a, b]}.

Then this norm does not satisfy parallelogram law as shown below:

t a
Let x(t) = 1 and y (t) = . Then x = 1, y = 1
b a

t a
Now x (t) + y (t) = 1 + so that x + y = 2
b a

t a
x (t) – y (t) = 1 – so that x–y =1
b a
2
Hence 2 ( x – y 2) = 4, and x + y 2
+ x–y 2
=5
2 2 2 2
So that x + y + x–y 2 x +2 y .

C [a, b] is not a Hilbert space.

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 Notes 9.2 Summary

 Let X be a linear space over the field of complex numbers C. An inner product on X is a
mapping from X × X C which satisfies the following conditions:

(i) ( x + y, z) = (x, z) + (y, z) x, y, z X and , C.

(ii) (x, y) = (y, x)

(iii) (x, x) 0, (x, x) = 0 x=0

 A complete inner product space is called a Hilbert space.

9.3 Keywords

Hilbert Space: A complete inner product space is called a Hilbert space.

Inner Product Spaces: Let X be a linear space over the field of complex numbers C. An inner
product on X is a mapping from X × X C which satisfies the following conditions:

(i) ( x + y, z) = (x, z) + (y, z), x, y, z X and , C. (Linearity property)

(ii) (x, y) = (y, x) (Conjugate symmetry)

(iii) (x, x) 0, (x, x) = 0 x=0

9.4 Review Questions

1. For the special Hilbert space  n2 , use Cauchy’s inequality to prove Schwarz’s inequality.

2. Show that the parallelogram law is not true in  n2 (n > 1).

3. If x, y are any two vectors in a Hilbert space H, then prove that

2 2 2
4 (x, y) = x + y – x–y + i x + iy – i x – iy 2.
4. If B is complex Banach space whose norm obeys the parallelogram law, and if an inner
product is defined on B by
2 2 2
4 (x, y) = x + y – x–y + i x + iy – i x – iy 2,

then prove that B is a Hilbert space.

9.5 Further Readings

Books Bourbaki, Nicolas (1987), Topological vector Spaces, Elements of Mathematics, BERLIN:
Springer – Verlag.
Halmos, Paul (1982), A Hilbert space Problem Book, Springer – Verlag.

Online links www.math-sinica.edu.tw/www/file_upload/maliufc/liu_ch04.pdf

mathworld.wolfram.com>Calculus and Analysis > Functional Analysis

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Richa Nandra, Lovely Professional University Orthogonal Complements

Unit 10: Orthogonal Complements Notes

CONTENTS

Objectives

Introduction

10.1 Orthogonal Complement

10.1.1 Orthogonal Vectors

10.1.2 Pythagorean Theorem

10.1.3 Orthogonal Sets

10.1.4 Orthogonal Compliment: Definition

10.1.5 The Orthogonal Decomposition Theorem or Projection Theorem

10.2 Summary

10.3 Keywords

10.4 Review Questions

10.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Define Orthogonal complement

 Understand theorems on it

 Understand the Orthogonal decomposition theorem

 Solve problems related to Orthogonal complement.

Introduction

In this unit, we shall start with orthogonality. Then we shall move on to definition of orthogonal
complement. Let M be a closed linear subspace of H. We know that M is also a closed linear
subspace, and that M and M are disjoint in the sense that they have only the zero vector in
common. Our aim in this unit is to prove that H = M M , and each of our theorems is a step in
this direction.

10.1 Orthogonal Complement

10.1.1 Orthogonal Vectors

Let H be a Hilbert space. If x, y H then x is said to be orthogonal to y, written as x y, if

(x, y) = 0.

By definition,

(a) The relation of orthogonality is symmetric, i.e.,

x y y x

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 Notes For, x y (x, y) = 0

(x, y) 0

(y, x) = 0

y x

(b) If x y then every scalar multiple of x is orthogonal to y i.e. x y x y for every scalar
C.

For, let be any scalar, then

( x, y) = (x, y)

= .0

=0

x y x y.

(c) The zero vector is orthogonal to every vector. For every vector x in H, we have

(0, x) = 0

0 x for all x H.

(d) The zero vector is the only vector which is orthogonal to itself. For,
2
if x x (x, x) = 0 x =0 x=0

Hence, if x x, then x must be a zero vector.

10.1.2 Pythagorean Theorem

Statement: If x and y are any two orthogonal vectors in a Hilbert space H, then
2 2 2
x+y = x–y = x + y 2.

Proof: Given x y (x, y) = 0, then we must have

y x i.e. (y, x) = 0
2
Now x+y = (x + y, x + y)

= (x, x) + (x, y) + (y, x) + (y, y)

2 2
= x +0+0+ y
2 2
= x + y
2
Also, x–y = (x – y, x – y)

= (x, x) – (x, y) – (y, x) + (y, y)

2 2
= x –0–0– y
2 2
= x + y
2 2 2 2
x+y = x–y = x + y

10.1.3 Orthogonal Sets

Definition: A vector x is to be orthogonal to a non-empty subset S of a Hilbert space H, denoted

by x S if x y for every y in S.

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 Orthogonal Complements

Two non-empty subsets S1 and S2 of a Hilbert space H are said to be orthogonal denoted by Notes
S1 S2, if x y for every x S1 and every y S2.

10 .1.4 Orthogonal Compliment: Definition

Let S be a non-empty subset of a Hilbert space H. The orthogonal compliment of S, written as S

and is read as S perpendicular, is defined as

S = {x H:x y y S}

Thus, S is the set of all those vectors in H which are orthogonal to every vectors in H which are
orthogonal to every vector in S.

Theorem 1: If S, S1, S2 are non-empty subsets of a Hilbert space H, then prove the following:

(a) {0} = H (b) H = {0} (c) S S {0}

(d) S1 S2 S2 S1 (e) S S

Proof:
(a) Since the orthogonal complement is only a subset of H, {0} H.

It remains to show that H {0} .

Let x H. Since (x, 0) = 0, therefore x {0} .

Thus x H x {0} .

H {0} .

Hence {0} = H

(b) Let x H. Then by definition of H, we have

(x, y) = 0 y H

Taking y = x, we get
2
(x, x) = 0 x =0 x=0

Thus x H x=0

H = {0}

(c) x S S.

Then x S and x S

Since x S , therefore x is orthogonal to every vector in S. In particular, x is orthogonal to

x because x S.
2
Now (x, x) = 0 x =0 x = 0.

0 is the only vector which can belong to both S and S .

S S {0}

If S is a subspace of H, then 0 S. Also S is a subspace of H. Therefore 0 S . Thus, if S is

a subspace of H, then 0 S S . Therefore, in this case S S = {0}.

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 Notes (d) Let S1 S2, we have

x S2 x is orthogonal to every vector in S2

x is orthogonal to every vector in S1 because S1 S2.

x S1

S2 S1

(e) Let x S. Then (x, y) = 0 y S.

by definition of (S ) , x (S ) .

Thus x S x S .

S S .

This completes the proof of the theorem.

Theorem 2: If S is a non-empty subset of a Hilbert space H, then S is a closed linear subspace of

H and hence a Hilbert space.

Proof: We have

S = {x H : (x, y) = 0 y S} by definition. Since (0, y) = 0 y S, therefore at least 0 S and

thus S is non-empty.

Now let x1, x2 S and , be scalars. Then (x 1, y) = 0, (x2, y) = 0 for every y S.

For every y S, we have

( x1 + x2, y) = (x1, y) + (x2, y)

= (0) + (0)

=0

x1 + x2 S

S is a subspace of H.
Next we shall show that S is a closed subset of H.

Let (xn) S and xn x in H.

Then we have to show that x S.

For this we have to prove (x, y) = 0 for every y S.

Since xn S , (xn, y) = 0 for every y S and for n = 1, 2, 3, …

Since the inner product is a continuous function, we get

(xn, y) (x, y) as n

Since (xn, y) = 0 n, (x, y) = 0

x S.

Hence S is a closed subset of H.

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 Orthogonal Complements

Now S is a closed subspace of the Hilbert space H. Notes

So, S is complete and hence a Hilbert space. This completes the proof of the theorem.

Theorem 3: If M is a linear subspace of a Hilbert space H, then M is closed

M=M .

Proof: Let us assume that M = M ,

M being a subspace of H.

by theorem (2), (M ) is closed subspace of H.

Therefore M = M is a closed subspace of H. Conversely, let M be a closed subspace of H. We

shall show that M = M .

We know that M M .

Now suppose that M M .

Now M is a proper closed subspace of Hilbert space M . a non-zero vector zo in M such that
zo M or zo M .
Now zo M and M gives zo M M … (1)

Since M is a subspace of H, we have

M M = {0} … (2)

(by theorem 1 (iii))

From (1) and (2) we conclude that z = 0, a contradiction to the fact that z o is a non-zero vector.

M M can be a proper inclusion.

Hence M = M .

This completes the proof of the theorem.

Cor. If M is a non-empty subset of a Hilbert space H, then M = M .

Proof: By theorem (2), M is a closed subspace of H. So by theorem (3),

M = (M ) =M .

Theorem 4: If M and N are closed linear subspace of a Hilbert space H such that M N, then the
linear subspace M N is closed.

Proof: To prove: M + N is closed, we have to prove that it contains all its limit point.

Let z be a limit point of M + N,

a sequence (zn) in M + N such that zn z in H.

Since M N, M N = {0} and M + N is the direct sum of the subspace M and N, zn can be written
uniquely as

zn = xn + yn where xn M and yn N.

Taking two points z m = xm + ym and zn = xn + yn, we have

zm – zn = (xm – xn) + (ym – yn).

Since xm – xn M and ym – yn N, we get

(xm – xn) (ym – yn)

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 Notes So, by Pythagorean theorem, we have
2 2
(xm – xn) + (ym – yn) = xm – xn + ym – yn 2.

But (xm – xn) + (ym – yn) = zm – zn so that

2 2 2
z m – zn = xm – xn + ym – yn … (1)

Since (zn) is a convergent sequence in H, it is a Cauchy sequence in H.

2
Hence zm – zn 0 as m, n … (2)

Using (2) in (1), we see that

2 2
xm – xn 0 and ym – yn 0

So that (xn) and (yn) are Cauchy sequence in M and N.

Since H is complete and M and N are closed subspace of a complete space H, M and N are
complete.

Hence, the Cauchy sequence (xn) in M converges to x in M and the Cauchy sequence (y n) in N
converges to y in N.
Now z = lim zn = lim (xn + yn)

= lim xn + lim yn

But lim xn + lim yn = x + y M+N

Thus, z =x+y M+N

M + N is closed.

10.1.5 The Orthogonal Decomposition Theorem or Projection Theorem

Theorem 5: If M is a closed linear subspace of a Hilbert space H, then H = M M.

Proof: If M is a subspace of a Hilbert space H, then we know that M M = {0}.

Therefore in order to show that

H=M M , we need to verify that

H=M+M.

Since M and M are closed subspace of H, M + M is also a closed subspace of H by theorem 4.

Let us take N = M + M and show that N = H.

From the definition of N, we get M N and M N. Hence by theorem (1), we have

N M and N M .

Hence N M M = {0}.

N = {0}

N = {0} = H … (1)

Since N = M + M is a closed subspace of H, we have by theorem (3),

N =N … (2)

From (1) and (2), we have

N = M + M = H.

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 Orthogonal Complements

Since M M = {0} and Notes

H =M+M ,

we have from the definition of the direct sum of subspaces,

H =M M.

This completes the proof of the theorem.

Theorem 6: Let M be a proper closed linear sub space of a Hilbert space H. Then there exists a
non-zero vector zo in H such that zo M.

Proof: Since M is a proper subspace of H, there exists a vector x in H which is not in M.

Let d = d (x, M) = inf { x – y } : y M}.

Since x M, we have d > 0.

Also M is a proper closed subspace of H, then by theorem: “Let M be a closed linear subspace of
a Hilbert space H. Let x be a vector not in M and let d = d (x, m) (or d is the distance from x to M).
Then there exists a unique vector y o in M such that x – yo = d.”
There exists a vector yo in M such that

x – yo = d.

Let zo = x – yo. We then here

z o = x – yo = d > 0.

zo is a non-zero vector.

Now we claim that Zo M.

Let y be an arbitrary vector in M. We shall show that z o y. For any scalar , we have

zo – y = x – yo – y = x – (yo + y).

since M is a subspace of H and y o, y M,

yo + M M.

Then by definition of d, we have

x – (yo + y) d

Now zo – y = x – (yo + y) d = zo
2 2
zo – y zo

or (zo – y, zo – y) – (zo, zo) 0

or (zo, zo) – (zo, y) – (y, zo) + (y, y) – (zo, zo) 0

or (z o , y) (z o , y) (y, y) 0 … (1)

The above result is true for all scalars .

Let us take (z o , y) .

Putting the value of , in (1), we get

2 2
(z o , y) (z o , y) (z o , y) (z o , y) (z o , y) (z o , y) y 0

or –2 |(zo, y)|2 + 2
|(zo, y)|2 y 2
0

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 Notes or |(zo, y)|2 { y 2
– 2} 0 … (2)

The above result is true for all real suppose that (zo, y) 0. Then taking positive and so small
that y 2 < 2, we see from (2) that |(zo, y)|2 { y 2 – 2} < 0.

This contradicts (2).

Hence we must have (zo, yo) = 0 zo y, y M.

zo M.

This completes the proof of the theorem.

10.2 Summary

 Let H be a Hilbert space. If x, y H then x is said to be orthogonal to y, written as x y, if

(x, y) = 0.

 If x and y are any two orthogonal vectors in a Hilbert space H, then

2 2 2
x+y = x–y = x + y 2.

 Two non-empty subsets S1 and S2 of a Hilbert space H are said to be orthogonal denoted by
S1 S2, if x y for every x S1 and every y S2.

 Let S be a non-empty subsets of a Hilbert space H. The orthogonal compliment of S,

written as S and is read as S perpendicular, is defined as

S = {x H:x y y S}

 The orthogonal decomposition theorem: If M is a closed linear subspace of a Hilbert space

H, then H = M M .

10.3 Keywords

Orthogonal Compliment: Let S be a non-empty subset of a Hilbert space H. The orthogonal

compliment of S, written as S and is read as S perpendicular, is defined as

S = {x H:x y y S}

Orthogonal Sets: A vector x is to be orthogonal to a non-empty subset S of a Hilbert space H,

denoted by x S if x y for every y in S.

Two non-empty subsets S1 and S2 of a Hilbert space H are said to be orthogonal denoted by S 1
S2, if x y for every x S1 and every y S2.

Orthogonal Vectors: Let H be a Hilbert space. If x, y H then x is said to be orthogonal to y,

written as x y, if (x, y) = 0.

Pythagorean Theorem: If x and y are any two orthogonal vectors in a Hilbert space H, then
2 2 2
x+y = x–y = x + y 2.

10.4 Review Questions

1. If S is a non-empty subset of a Hilbert space, show that S = S .

2. If M is a linear subspace of a Hilbert space, show that M is closed M=M .

3. If S is a non-empty subset of a Hilbert space H, show that the set of all linear combinations
of vectors in S is dense in H S = {0}.

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 Orthogonal Complements

4. If S is a non-empty subset of a Hilbert space H, show that S is the closure of the set of all Notes
linear combinations of vectors in S.

5. If M and N are closed linear subspace of a Hilbert space h such that M N, then the linear
subspace M + N is closed.

10.5 Further Readings

Books Halmos, Paul R. (1974), Finite-dimensional Vector Spaces, Berlin, New York
Paul Richard Halmos, A Hilbert Space Problem Book, 2nd Ed.

Online links Itcconline.net/green/courses/203/…/orthogonal complements.html

www.math.cornell.edu/~andreim/Lec33.pdf
www.amazon.co.uk

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 Richa Nandra, Lovely Professional University

Notes Unit 11: Orthonormal Sets

CONTENTS

Objectives

Introduction

11.1 Orthonormal Sets

11.1.1 Unit Vector or Normal Vector

11.1.2 Orthonormal Sets, Definition

11.1.3 Examples of Orthonormal Sets

11.1.4 Theorems on Orthonormal Sets

11.2 Summary

11.3 Keywords

11.4 Review Questions

11.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Understand orthonormal sets

 Define unit vector or normal vector

 Understand the theorems on orthonormal sets.

Introduction

In linear algebra two vectors in an inner product space are orthonormal if they are orthogonal
and both of unit length. A set of vectors from an orthonormal set if all vectors in the set are
mutually orthogonal and all of unit length.

In this unit, we shall study about orthonormal sets and its examples.

11.1 Orthonormal Sets

11.1.1 Unit Vector or Normal Vector

Definition: Let H be a Hilbert space. If x H is such that x = 1, i.e. (x, x) = 1, then x is said to be
a unit vector or normal vector.

11.1.2 Orthonormal Sets, Definition

A non-empty subset { ei } of a Hilbert space H is said to be an orthonormal set if

(i) i j ei ej, equivalently i j (ei, ej) = 0

(ii) ei = 1 or (ei, ej) = 1 for every i.

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 Orthonormal Sets

Thus a non-empty subset of a Hilbert space H is said to be an orthonormal set if it consists of Notes
mutually orthogonal unit vectors.

Notes

1. An orthonormal set cannot contain zero vector because 0 = 0.

2. Every Hilbert space H which is not equal to zero space possesses an orthonormal
set.

x
Since 0 x H. Then x 0. Let us normalise x by taking e = , so that
x

x 1
e = x = 1.
x x

e is a unit vector and the set {e} containing only one vector is necessarily an
orthonormal set.

xi
3. If {xi} is a non-empty set of mutually orthogonal vectors in H, then {e i} = is an
xi
orthonormal set.

11.1.3 Examples of Orthonormal Sets

1. In the Hilbert space  n2 , the subset e1, e2, …, en where ei is the i-tuple with 1 in the ith place
and O’s elsewhere is an orthonormal set.

For (ei, ej) = 0 i j and (ei, ej) = 1 in the inner product x i y i of  n2 .

i 1

2. In the Hilbert space  2 , the set {e1, e2, …, en, …} where en is a sequence with 1 in the n th place
and O’s elsewhere is an orthonormal set.

11.1.4 Theorems on Orthonormal Sets

Theorem 1: Let {e1, e2, …, en} be a finite orthonormal set in a Hilbert space H. If x is any vector in
H, then
n
2
2
(x, e i ) x ; … (1)
i 1

further,
n

x (x, e i ) e i ej for each j … (2)

i 1

Proof: Consider the vector

n

y = x (x, e i ) e i
i 1

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 Notes We have y 2
= (y, y)

n n

= x (x, e i ) e i , x (x, e i ) e i
i 1 i 1

n n

= (x, x) (x, e i ) (e i , x) (x, e j ) (x, e j )

i 1 j 1

n n

(x, e i ) (x, e i ) (e i , e j )
i 1 j 1

n n n
2
= x (x, e i ) (x, e i ) (x, e i ) (x, e j ) (x, e j ) (x, e i )
i 1 j 1 i 1

On summing with respect to j and remembering that (e i, ej) = 1, i = j and (ei, ej) = 0, i j

n n n
2 2 2 2
= x x, e i x, e i (x, e i )
i 1 i 1 i 1

n
2 2
= x (x, e i )
i 1

n
2
2 2
Now y 0, therefore x – (x, e i ) 0
i 1

n
2
2
(x, e i ) x
i 1

result (1).

Further to prove result (2), we have for each j (1 j n),

n n

x (x, ei ) ei , e j = (x, e j ) (x, e i ) e i , e j

i 1 i 1

= (x, e j ) (x, e i ) (e i , e j )
i 1

= (x, ej) – (x, ej) [ (ei, ej) = 1, i j 0, i = j]

=0

Hence x (x, e i ) e i e j for each j.

i 1

This completes the proof of the theorem.

Note The result (1) is known as Bessel’s inequality for finite orthonormal sets.

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 Orthonormal Sets

Theorem 2: If {ei} is an orthonormal set in a Hilbert space H and if x is any vector in H, then the Notes
set S = {ei : (x, ei) 0} is either empty or countable.

Proof: For each positive integer n, consider the set

2
2 x
Sn = e i : (x, e i ) .
n

If the set Sn contains n or more than n’ vectors, then we must have

2
2 x
(x, ei ) >n x … (1)
ei S n
n

By theorem (1), we have

2
2
(x, ei ) x … (2)
ei S n

which contradicts (1).

Hence if (2) were to be valid, Sn should have at most (n – 1) elements. Hence for each positive n,
the set Sn is finite.

Now let ei S. Then (x, ei) 0. However small may be the value of |(x, e i)|2, we can take n so
large that
2
x
|(x, ei)|2 > .
n

Therefore if ei S, then ei must belong to some Sn. So, we can write S = S

n 1
n .

S can be expressed as a countable union of finite sets.

S is itself a countable set.

If (x, ei) = 0 for each i, then S is empty. Otherwise S is either a finite set or countable set.

This completes the proof of the theorem.

Theorem 3: Bessel’s Inequality: If {ei} is an orthonormal set in a Hilbert space H, then |(x, ei)|2
x 2 for every vector x in H.

Proof: Let S = {ei : (x, ei) 0}.

By theorem (2), S is either empty or countable.

If S is empty, then (x, ei) = 0 i.

So if we define |(x, ei)|2 = 0, then

|(x, ei)|2 = 0 x 2.

Now let S is not empty, then S is finite or it is countably infinite.

If S is finite, then we can write S = {e1, e2, …, en} for some positive integer n.

In this case, we have

n

|(x, ei)|2 = |(x, e i )|2 x 2

… (1)
i 1

which represents Bessel’s inequality in the finite case.

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 Notes If S is countable infinite, let S be arranged in the definite order such as {e 1, e2, …, en, …}.

In this case we can write

|(x, ei)|2 = |(x, e n )|2 … (2)

n 1

The series on the R.H.S. of (2) is absolutely convergent.

Hence every series obtained from this by rearranging the terms is also convergent and all such
series have the same sum.

Therefore, we define the sum |(x, ei)|2 to be |(x, e n )|2 .

n 1

Hence the sum of |(x, ei)|2 is an extended non-negative real number which depends only on S
and not on the rearrangement of vectors.

Now by Bessel’s inequality in the finite case, we have

|(x, e i )|2 x 2
… (3)
i 1

For various values of n, the sum on the L.H.S. of (3) are non-negative. So they form a monotonic
increasing sequence. Since this sequence is bounded above by x 2, it converges. Since the
sequence is the sequence of partial sums of the series on the R.H.S. of (2), it converges and we
have ei S,

|(x, ei)|2 = |(x, e i )|2 x 2

n 1

This completes the proof of the theorem.

Note: From the Bessel’s inequality, we note that the series |(x, e n )|2 is convergent series.
n 1

Corollary: If en S, then (x, en) 0 as n .

Proof: By Bessel’s inequality, the series |(x, e n )|2 is convergent.

n 1

Hence |(x, en)|2 0 as n .

(x, en) 0 as n .

Theorem 4: If {ei} is an orthonormal set in a Hilbert space H and x is an arbitrary vector in H, then

{x – (x, ei) ei} ej for each j.

Proof: Let S = {ei : (x, ei) 0}

Then S is empty or countable. [See theorem (2)]

If S is empty, then (x, ei) = 0 for every i.

In this case, we define (x, ei) ei to be a zero vector and so we get

x– (x, ei) ei = x – 0 = x.

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 Orthonormal Sets

Hence in this case, we have to show x ej for each j. Notes

Since S is empty, (x, ej) = 0 for every j.

x ej for every j.

Now let S is not empty. Then S is either finite or countably infinite. If S is finite, let

S = {e1, e2, …, en} and we define

(x, ei) ei = (x, e i ) e i ,

i 1

and prove that x (x, ei ) ei ej for each j. This result follows from (2) of theorem (1).
n 1

Finally let S be countably infinite and let

S = {e1, e2, …, en, …}

Let sn = (x, e i ) e i
i 1

2
m

For m > n, sm – sn 2
= (x, e i )e i
i n 1

m
2
= (x, e i )
i n 1

2
By Bessel’s inequality, the series (x, e n ) is convergent.
n 1

2
Hence (x, e i ) as m, n .
i n 1

2
sm – sn 0 as m, n .

(sn) is a Cauchy sequence in H.

Since H is complete sn s H. Now s H can be written as

s = (x, e n ) e n
n 1

Now we can define (x, ei) ei = (x, e n ) e n .

n 1

Before, completing the proof, we shall show that the above sum is well-defined and does not
depend upon the rearrangement of vectors.

For this, let the vector in S be arranged in a different manner as

S = {f1, f2, f3, …, fn, …}

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 Notes n

Let sn = (x, fi ) fi
i 1

As shown for the case above for (s n), let

sn s in H where we can take

s = (x, fn ) fn .
n 1

We prove that s = s . Given > 0 we can find n 0 such that n n0 .

2
x, e i < 2
, sn – s < , sn s < … (1)
i no 1

For some positive integer m0 > n0, we can find all the terms of s n in smo also.

Hence s mo s no contains only finite number of terms of the type (x, e i) ei for i = n0 + 1, n0 + 2, …

2 2
Thus, we get s mo s no x, e i so that we have
i no 1

s mo s no < … (2)

Now s –s = s s mo s mo s no s no s

s sm0 sm0 s n0 s n0 s

< + + =3 (Using (1) and (2))

Since > 0 is arbitrary, s – s = 0 or s = s .

Now consider

(x – (x, ei) ei, ej) = (x – s, ej)

But (x – s, ej) = (x, ej) – (s, ej)

= (x, ej) – (lim sn, ej) … (3)

By continuity of inner product, we get

(lim sn, ej) = lim (sn, ej) … (4)

Using (3) in (4), we obtain

(x – (x, ei) ei, ej) = (x, ej) – lim (sn, ej)

If ej S, then

(sn, ej) = (x, e i ) e i , e j =0

i 1

lim (s n , e j ) = 0
n

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 Orthonormal Sets

Hence (x – (x, ei) ei, ej) = (x, ej) = 0 since ej S. Notes

If ej S, then (sn, ej) = (x, e i ) e i , e j … (5)

i 1

If n > j, we get (x, e i ) e i , e j = (x, ej) … (6)

i 1

From (5) & (6), we get

lim (s n , e j ) = (x, ej).

n

So, in this case

(x – (x, ei) ei, ej) = (x, ej) – (x, ej) = 0

Thus (x – (x, ei) ei, ej) = 0 for each j.

Hence x – (x, ei) ei ej for each j.

This completes the proof of the theorem.

Theorem 5: A Hilbert space H is separable every orthonormal set in H is countable.

Proof: Let H be separable with a countable dense subset D so that H = D .

Let B be an orthonormal basis for H.

We show that B is countable.

For x, y B, x y, we have
2 2 2
x–y = x + y =2

Hence the open sphere

1 1
S x; z: z x = as x B are all disjoint.
2 2

1
Since D is dense, D must contain a point in each S x, .
2

Hence if B is uncountable, then B must also be uncountable and H cannot be separable contradicting
the hypothesis. Therefore B must be countable.

Conversely, let B be countable and let B = {x1, x2, …}. Then H is equal to the closure of all finite
linear combinations of element of B. That is H = L(B) . Let G be a non-empty open subset of H.
n

Then G contains an element of the form a i x i with ai C. We can take ai C. We can take ai
i 1

to be complex number with real and imaginary parts as rational numbers. Then the set

D = ai xi , n 1, 2, , a i rational
i 1

is a countable dense set in H and so H is separable.

This completes the proof of the theorem.

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 Notes Theorem 6: A orthonormal set in a Hilbert space is linear independent.

Proof: Let S be an orthonormal set in a Hilbert space H.

To show that S is linearly independent, we have to show that every finite subset of S is linearly
independent.

Let S1 = {e1, e2, …, en} be any finite subset of S.

Now let us consider

e +
1 1
e +…+
2 2 n n
e =0 … (1)

Taking the inner product with e k (1 k n),

n n

iei , ek = i (e i , e k ) … (2)
i 1 i 1

Using the fact that (ei, ek) = 0 for i k and (ek, ek) = 1, we get

i (e j , e k ) = k
… (3)
i 1

It follows from (2) on using (1) and (3) that

(0, ek) = k

k
=0 k = 1, 2, …, n.

S1 is linearly independent.

This completes the proof of the theorem.

Example: If {ei} is an orthonormal set in a Hilbert space H, and if x, y are arbitrary vectors
in H, then (x, ei ) (y, ei ) x y .

Solution: Let S e i : (x, e i )(y, ei ) 0

Then S is either empty or countable.

If S is empty, then we have

(x, e i )(y, e i ) = 0 i

and in this case we define

2
(x, ei ) (y, ei ) to be number 0 and we have 0 x y 2.

If S is non-empty, then S is finite or it is countably infinite. If S is finite, then we can write

S = {e1, e2, …, en} for some positive integer n.
In this case we define

(x, ei ) (y, ei ) = (x, e i ) (y, e i )

i 1

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 Orthonormal Sets

1 1
Notes
n 2 n 2
2 2
(x, e i ) (y, e i ) (By Cauchy inequality)
i 1 i 1

2 2
x y (by Bessel’s inequality for finite case)

(x, e i ) (y, e i ) x y … (1)

i 1

Finally let S is countably infinite. Let the vectors in S be arranged in a definite order as

S = {e1, e2, …, en, …}.

Let us define

(x, ei ) (y, ei ) = (x, e n ) (y, e n ) .

i 1

But this sum will be well defined only if we can show that the series (x, e n ) (y, e n ) is
n 1

convergent and its sum does not change by rearranging its term i.e. by any arrangement of the
vectors in the set S.

Since (1) is true for every positive integer n, therefore it must be true in the limit. So

(x, e n ) (y, e n ) x y … (2)

n 1

From (2), we see that the series (x, e n ) (y, e n ) is convergent. Since all the terms of the series
n 1

are positive, therefore it is absolutely convergent and so its sum will not change by any
rearrangement of its terms. So, we are justified in defining

(x, ei ) (y, ei ) = (x, e n ) (y, e n )

n 1

and from (2), we see that this sum is x y .

11.2 Summary

 Two vectors in an inner product space are orthonormal if they are orthogonal and both of
unit length. A set of vectors from an orthonormal set if all vectors in the set are mutually
orthogonal and all of unit length.

 Examples of orthonormal sets are as follows:

(i) In the Hilbert space  n2 , the subset e1, e2, …, en where ei is the i-tuple with 1 in the ith
place and O’s elsewhere is an orthonormal set.
n

For (ei, ej) = 0 i j and (ei, ej) = 1 in the inner product xi y i of  n2 .

i 1

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 Notes (ii) In the Hilbert space  2 , the set {e1, e2, …, en, …} where en is a sequence with 1 in the
nth place and O’s elsewhere is an orthonormal set.

11 .3 Keywords

Orthonormal Sets: A non-empty subset { ei } of a Hilbert space H is said to be an orthonormal set

if

(i) i j ei ej, equivalently i j (ei, ej) = 0

(ii) ei = 1 or (ei, ej) = 1 for every i.

Unit Vector or Normal Vector: Let H be a Hilbert space. If x H is such that x = 1, i.e. (x, x) =
1, then x is said to be a unit vector or normal vector.

11 .4 Review Questions

1. Let {e1, e2, …, en} be a finite orthonormal set in a Hilbert space H, and let x be a vector in H.
n

If 1
, 2
, …, n
are arbitrary scalars, show that x i ei attains its minimum value
i 1

i
= (x, ei) for each i.

2. Prove that a Hilbert space H is separable every orthonormal set in H is countable.

11.5 Further Readings

Book Sheldon Axler, Linear Algebra Done Right (2nd ed.), Berlin, New York (1997).

Online links www.mth.kcl.ac.uk/~jerdos/op/w3.pdf

mathworld.wolfram.com
www.utdallas.edu/dept/abp/PDF_files

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Richa Nandra, Lovely Professional University The Conjugate Space H*

Notes
Unit 12: The Conjugate Space H*

CONTENTS

Objectives

Introduction

12.1 The Conjugate Space H*

12.1.1 Definition

12.1.2 Theorems and Solved Examples

12.2 Summary

12.3 Keywords

12.4 Review Questions

12.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Define the conjugate space H*.

 Understand theorems on it.

 Solve problems related to conjugate space H*.

Introduction

Let H be a Hilbert space. A continuous linear transformation from H into C is called a continuous
linear functional or more briefly a functional on H. Thus if we say that f is a functional on H, then
f will be continuous linear functional on H. The set H,C of all continuous linear functional on
H is denoted by H* and is called the conjugate space of H. The elements of H * are called continuous
linear functional or more briefly functionals. We shall see that the conjugate space of a Hilbert
space H is the conjugate space H* of H is in some sense is same as H itself. After establishing a
correspondence between H and H *, we shall establish the Riesz representation theorem for
continuous linear functionals. Thereafter we shall prove that H * is itself a Hilbert space and H is
reflexive, i.e. has a natural correspondence between H and H ** and this natural correspondence
is an isometric isomorphism of H onto H**.

12.1 The Conjugate Space H*

12.1.1 Definition

Let H be a Hilbert space. If f is a functional on H, then f will be continuous linear functional on

H. The set H,C of all continuous linear functional on H is denoted by H * and is called the
conjugate space of H. The conjugate space of a Hilbert space H is the conjugate space H * of H is in
some sense is same as H itself.

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 Notes 12.1.2 Theorems and Solved Examples

Theorem 1: Let y be a fixed vector in a Hilbert space H and let fy be a scalar valued function on
H defined by

fy x x, y x H.

Then fy is a functional in H * i.e. fy is a continuous linear functional on H and y fy .

Proof: From the definition

fy : H C defined as fy x x, y x H.

We prove that fy is linear and continuous so that it is a functional.

Let x1 ,x2 H and , be any two scalars. Then for any fixed y H,

fy x1 x2 x1 x2 , y

x1 , y x2 , y

fy x1 fy x2

fy is linear.

To show fy is continuous, for any x H

fy x x, y x.y ...(1)

(Schwarz inequality)

Let y M. Then for M > 0

fy x M x so that fy is bounded and hence fy is continuous.

Now let y = 0, y 0 and from the definition fy = 0 so that fy y .

Sup fy x
Further let y 0. Then from (1) we have y.
x

Hence using the definition of the norm of a functional,

we get fy y ...(2)

Further fy sup fy x : x 1 ...(3)

y
Since y 0, is a unit vector.
y

From (3), we get

y
fy fy ...(4)
y

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 The Conjugate Space H*

Notes
y y 1
But fy ,y y, y y ...(5)
y y y

Using (5) in (4) we obtain

fy y

From (2) and (6) it follows that

fy y

This completes the proof of the theorem.

Theorem 2: (Riesz-representation Theorem for Continuous Linear Functional on a Hilbert Space):

Let H be a Hilbert space and let f be an arbitrary functional on H *. Then there exists a unique
vector y in H such that

f = fy, i.e. f(x) = (x,y) for every vector x H and f y.

Proof: We prove the following three steps to prove the theorem.

Step 1: Here we show that any f H * has the representation f = fy.

If f = 0 we take y = 0 so that result follows trivially.

So let us take f 0.

We note the following properties of y in representation if it exists. First of all y 0, since

otherwise f = 0.

Further (x,y) = 0 x for which f(x) = 0. This means that if x belongs to the null space N(f) of f, then
(x,y) = 0.

y N f .

So let us consider the null space N(f) of f. Since f is continuous, we know that N(f) is a proper
closed subspace and since f 0,N f H and so N f 0 .

Hence by the orthogonal decomposition theorem, ay0 0 in N f . Let us define any

arbitrary x H.

z f x y0 f y0 x

Now f z f x f y0 f y0 f x 0

z N f .

Since y 0 N f , we get

0 z, y0 f x y0 f y0 x, y 0

f x y0 , y0 f y 0 x, y 0

Hence we get

f x y0 , y0 f y0 x,y0 0 ...(3)

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 Notes 2
Noting that y 0 , y 0 y0 0, we get from (3),

f y0
f x 2 x, y 0 ...(4)
y0

We can write (4) as

f y0
f x x, 2 y0
y0

f yo
Now taking y o as y, we have established that there exists a y such that f(x) = (x,y) for x H.
yo

Step 2: In this step we know that

f y

If f =0, then y = 0 and f y hold good.

Hence let f 0. Then y 0.

From the relation f(x) = (x,y) and Schwarz inequality we have

f x x, y x y.

f x
sup y.
x 0 x

Using definition of norm of f, we get from above

f y ...(5)

Now let us take x = y in f(x) = (x,y), we get

2
y y, y f y f y

y f ...(6)

(5) and (6) implies that

f y.

Step 3: We establish the uniqueness of y in f(x) = (x,y). Let us assume that y is not unique in
f(x) = (x,y).

Let for all x H, y 1 , y 2 such that

f(x) = (x,y1) = (x,y2)

Then (x,y1) – (x,y2) = 0

(x,y1 – y2) = 0 x H.

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 The Conjugate Space H*

Let us choose x to be y1 – y2 so that Notes

2
y1 y 2 , y1 y 2 y1 y 2 0

y1 y 2 0

y1 y2

y is unique in the representation of f(x) = (x,y)

This completes the proof of the theorem.

Note The above Riesz representation theorem does not hold in an inner product space
which is not complete as shown by the example given below. In other words the
completeness assumption cannot be dropped in the above theorem.

Example: Let us consider the subspace M of l2 consisting of all finite sequences. This is the
set of all scalar sequence whose terms are zero after a finite stage. It is an incomplete inner
product space with inner product

x, y x n y n x, y M
n 1

Now let us define

xn
f x as x xn M.
n 1
n

Linearity of f together with Hölder’s inequality yields

2
2 xn 1 2
f x xn
n 1
n n 1
n2 n 1

2 2
2
x, x x ,
6 6

2
1
since .
n 1
n2 6

f is a continuous linear functional on M.

We now prove that there is no y M such that

f x x, y x M.

Let us take x = en = (0,0,....,1,0,0,.....) where 1 is in n th place.

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 Notes 1
Using the definition of f we have f(x) = .
n

Suppose y yn M satisfying the condition of the theorem, then

f x x, y xn yn y n as x en .

1
Thus Riesz representation theorem is valid if and only if y n 0 for every n.
n

Hence y yn M.

no y M such that f(x,y) = (x,y) for every x H.

the completeness assumption cannot be left out from the Riesz-representation theorem.

Theorem 3: The mapping :H H* defined by :H H* defined by y fy where

fy(x) = (x,y) for every x H is an (i) additive, (ii) one-to-one, (iii) onto, (iv) symmetry, (v) not
linear.

Proof:

(i) Let us show that is additive, i.e.,

y1 y2 y1 y 2 for y 1 , y 2 H.

Now from the definition y1 y2 fy1 y2

Hence for every x H, we get

fy x x, y 1 y2 x, y 1 x, y 2
1 y2

fy 1 x fy x
2

fy y1 y2 fy fy y1 y2
1 y2 1 2

(i) is one-to-one. Let y1 ,y2 H

Then y 1 =fy and y 2 =fy . Then

1 2

y 1 = (y 2 ) fy = fy
1 2

fy x = fy x x H. ...(1)
1 2

fy x = x,y 1 and fy x x, y 2
1 2

from (1), we get

x, y1 x, y2 x, y1 x, y2 0

x, y1 y2 0 x H ...(2)

Choose x = y1 – y2 then from (2) if follows that (y 1 – y2,y1 – y2) = 0

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 The Conjugate Space H*

y1 y 2
2
0 Notes

y1 y2
is one-to-one.

(iii) is onto: Let f H* . Then y H such that

f(x) = (x,y)

since f(x) = (x,y) we get

f = fy so that y = fy = f.

Hence for f H * , a pre-image y H. Therefore is onto.

(iv) is isometry; let y1 ,y2 H, then

y1 y2 fy fy
1 2

fy f y2
1

But fy f y2 fy y1 y2 (By theorem (1))

1 1 y2

Hence y1 y2 y1 y2 .

(v) To show is not linear, let y H and be any scalar. Then ,y f y. Hence for any
x H, we get

f y (x) (x, y) (x, y) fy (x)

f y fy

y y
is not linear. Such a mapping is called conjugate linear.

This completes the proof of the theorem.

Note: The above correspondence is referred to as natural correspondence between H and

H* .

Theorem 4: If H is a Hilbert space, then H* is also an Hilbert space with the inner product defined
by

(fx, fy) = (y,x) … (1)

Proof: We shall first verify that (1) satisfies the condition of an inner product.

Let x, y H and , be complex scalars.

(i) We know (see Theorem 3) that

f y fy

f y fy fy .

Now fx fy ,fz fx f y ,fz ... (2)

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 Notes
But f x f y , fz z, x, y (by (1))

Now z, x y z, x z, y

fx , fz fy , fz … (3)

From (2) and (3) it follows that fx fy , fz fx , fz fy , fz

(ii) fx , fy y, x x, y fx , fy .

2 2
(iii) fx , fx x, x x fx so fx , fx 0 and fx 0 fx 0.

i iii implies that (1) represents an inner product. Now the Hilbert space H is a complete
normed linear space. Hence its conjugate space H * is a Banach space with respect to the norm
defined on H*. Since the norm on H* is induced by the inner product, H* is a Hilbert space with
the inner product (fx, fy) = (y,x)

This completes the proof of the theorem.

Cor. The conjugate space H** of H* is a Hilbert space with the inner product defined as follows:

If f ,g H * , let Ff and Fg be the corresponding elements of H** obtained by the Riesz representation
theorem.

Then (Ff,Fg) = (g,f) defines the inner product of H**.

Theorem 5: Every Hilbert space is reflexive.

Proof: We are to show that the natural imbedding on H and H ** is an isometric isomorphism.

Let x be any fixed element of H. Let Fx be a scalar valued function defined on H* by Fx(f) = f(x) for
every f H * . We have already shown in the unit of Banach spaces that Fx H * * . Thus each vector
x H gives rise to a functional F x in H**. Fx is called a functional on H * induced by the vector x.

Let J : H H ** be defined by J x Fx for every x H.

We have also shown in chapter of Banach spaces that J is an isometric isomorphism of H into H **.
We shall show that J maps H onto H**.
int o
Let T1 : H H * defined by

T1 x fx ,fx y y,x for every y H.

int o
and T2 : H * H ** defined by

T2 fx Ffx ,Ffx f f, fx for f H* .

Then T2.T1 is a composition of T2 and T1 from H to H**. By Theorem 3, T 1,T2 are one-to-one and
onto.

Hence T2.T1 is same as the natural imbedding J.

For this we show that J(x) = (T 2.T1)x for every x H.

Now (T2.T1)x = T2(T1(x)) = T2(fx) = Ffx .

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 The Conjugate Space H*

By definition of J, J(x) = Fx. Hence to show T2.T1 = J, we have to prove that Fx = Ffx . Notes

For this let f H * . Then f = f y where f corresponds to y in the representation

Ffx (f) (f, fx ) (fy , fx ) (x, y) .

But (x,y) = fy(x) = f(x) = Fx(f).

Thus we get Ffx (f) Fx (f) for every f H* .

Hence the mapping Ff and Fx are equal.

x

T2.T1 = J and J is a mapping of H onto H**, so that H is reflexive.

This completes the proof of the theorem.

Notes
1. Since Fx Ffx x H (From above theorem)

Fx ,Fy Ffy ,Ffy fy , fx x, y by using def. of inner product on H** and by the
*
def. of inner product on H .

2. Since an isometric isomorphism of the Hilbert space H onto Hilbert space H **,
therefore we can say that Hilbert space H and H** are congruent i.e. they are equivalent
metrically as well as algebraically. We can identify the space H ** with the space H.

12.2 Summary

 Let H be a Hilbert space. If f is a functional on H, then f will be continuous linear functional

on H. The set H,C of all continuous linear functional on H is denoted by H * and is called
conjugate space of H. Conjugate space of a Hilbert space H is the conjugate space H * of H.

 Riesz-representation theorem for continuous linear functional on Hilbert space:

Let H be a Hilbert space and let f be an arbitrary functional on H *. Then there exists a
unique vector y in H such that f = fy, i.e. f(x) = (x,y) for every vector x H and f y.

12.3 Keywords

Continuous Linear Functionals: Let N be a normal linear space. Then we know that the set R of
real numbers and the set C of complex numbers are Banach spaces with the norm of any
x R or x C given by the absolute value of x. We denote the BANACH space N,R or N,C
by N*.

The elements of N* will be referred to as continuous linear functionals on N.

Hilbert space: A complete inner product space is called a Hilbert space.

Let H be a complex Banach space whose norm arises from an inner product which is a complex
function denoted by (x,y) satisfying the following conditions:

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 Notes x y,z x,z y,z
H1:

H2: x, y y,x

2
H3: x,x x

for all x, y,z H and for all , C.

Inner Product: Let X be a linear space over the field of complex numbers C. An inner product on
X is a mapping from X × X C which satisfies the following conditions:

(i) ( x + y, z) = (x, z) + (y, z) x, y, z X and , C.

(ii) (x, y) = (y, x)

(iii) (x, x) 0, (x, x) = 0 x=0

Riesz-representation Theorem for Continuous Linear Functional on a Hilbert Space: Let H be a

Hilbert space and let f be an arbitrary functional on H *. Then there exists a unique vector y in H
such that

f = fy, i.e. f(x) = (x,y) for every vector x H and f y.

The Conjugate Space H*: Let H be a Hilbert space. If f is a functional on H, then f will be
continuous linear functional on H. The set H,C of all continuous linear functional on H is
denoted by H* and is called the conjugate space of H. The conjugate space of a Hilbert space H is
the conjugate space H* of H is in some sense is same as H itself.

12.4 Review Questions

1. Let H be a Hilbert space, and show that H* is also a Hilbert space with respect to the inner
product defined by (fx, fy) = (y, x). In just the same way, the fact that H* is a Hilbert space
implies that H** is a Hilbert space whose inner product is given by (F f, Fg) = (g, f).

2. Let H be a Hilbert space. We have two natural mappings of H onto H**, the second of
which is onto: the Banach space natural imbedding x Fx, where fx (y) = (y, x) and
Ffx (f) (F, fx ). Show that these mappings are equal, and conclude that H is reflexive. Show
that (Fx, Fy) = (x, y).

12.5 Further Readings

Books Hausmann, Holm and Puppe, Algebraic and Geometric Topology, Vol. 5, (2005)

K. Yosida, Functional Analysis, Academic Press, 1965.

Online links www.spot.colorado.edu

www.arvix.org

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Richa Nandra, Lovely Professional University The Adjoint of an Operator

Notes
Unit 13: The Adjoint of an Operator

CONTENTS

Objectives

Introduction

13.1 Adjoint of an Operator

13.2 Summary

13.3 Keywords

13.4 Review Questions

13.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Define the adjoint of an operator.

 Understand theorems on adjoint of an operator.

 Solve problems on adjoint of an operator.

Introduction

We have already proved that T gives rise to an unique operator T* and H* such that (T*f) (x) =
f(Tx) f H * and x H. The operator T* on H* is called the conjugate of the operator T on H.

In the definition of conjugate T* of T, we have never made use of the correspondence between H
and H*. Now we make use of this correspondence to define the operator T* on H called the
adjoint of T. Though we are using the same symbol for the conjugate and adjoint operator on H,
one should note that the conjugate operator is defined on H*, while the adjoint is defined on H.

13.1 Adjoint of an Operator

Let T be an operator on Hilbert space H. Then there exists a unique operator T* on H such that

(Tx,y)= (x,T*y) for all x, y H

The operator T* is called the adjoint of the operator T.

Theorem 1: Let T be an operator on Hilbert space H. Then there exists a unique operator T* on H
such that

(Tx,y)= (x,T*y) for all x, y H ...(1)

The operator T* is called the adjoint of the operator T.

Proof: First we prove that if T is an operator on H, there exists a mapping T* on H onto itself
satisfying

(Tx,y)= (x,T*y) for all x, y H. ...(2)

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 Notes Let y be a vector in H and fy its corresponding functional in H*.

Let us define

int o
T* : H H * by

T* : fy fz ...(3)

Under the natural correspondence between H and H*, let z H corresponding to fz H * . Thus
starting with a vector y in H, we arrive at a vector z in H in the following manner:

y fy T * fy fz z, ...(4)

where T* : H* H * and y fy and z fz are on H to H*

under the natural correspondence. The product of the above three mappings exists and it is
denoted by T*.

Then T* is a mapping on H into H such that

T * y z.

We define this T* to be the adjoint of T. We note that if we identify H and H* by the natural
correspondence y fy , then the conjugate of T and the adjoint of T are one and the same.

After establishing, the existence of T*, we now show (1). For x H, by the definition of the
conjugate T* on an operator T,

T * fy x fy Tx ...(5)

By Riesz representation theorem,

y fy so that

fy Tx Tx, y ...(6)

Since T* is defined on H*, we get

T * fy x fz x x,z ...(7)

But we have from our definition T*y = z ...(8)

From (5) and (6) it follows that

T * fy x Tx, y ...(9)

From (7) and (8) it follows that

T * fy x x, T * y ...(10)

From (9) and (10), we thus obtain

Tx, y x,T * y x, y H.

This completes the proof of the theorem.

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 The Adjoint of an Operator

Notes

Note The relation Tx, y x, T * y can be equivalently written as

T * x, y x,Ty since

T * x, y y, T * x = Ty, x = x, Ty = x, Ty

T * x, y x, Ty .

Example: Find adjoint of T if T is defined on  2 as Tx 0, x1 , x 2 ,... for every x xn 2.

Let T* be the adjoint of T. Using inner product in  2 , we have

T * x, y = x, Ty

since Ty 0, y1 , y 2 ,... , we have

T * x, y x, Ty = x n+1 y n Sx, y ,
n=1

where S x x 2 , x 3 ,...

Hence T * x, y Sx, y for every x in  2 .

Since T* is unique, T*=S so that we have

T* x x 2 , x 3 , x 4 ,... .

Theorem 2: Let H be the given Hilbert space and T* be adjoint of the operator T. Then T* is a
bounded linear transformation and T determine T* uniquely.

Proof: T* is linear.

Let y 1 , y 2 H and , be scalars. Then for x H, we have

x,T * y1 y2 Tx, y1 y2

But Tx, y1 y2 Tx, y1 Tx, y 2

Tx, y1 x,T * y 2

x, T * y1 x, T * y 2 .

Hence for any x H,

x,T * y1 y2 x, T * y1 x, T * y 2

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 Notes
x, T * y 1 T * y2 .

T* is linear.

T* is bounded

for any y H, let us consider

2
T*y T * y, T * y

TT * yy

TT * y y using Schwarz inequality

T T*y y

2
Hence T * y T T*y y 0 ...(1)

If T * y 0 then T * y T y because T y 0

Hence let T * y 0.

Then we get from (1)

T*y T y.

since T is bounded,

T M so that

T*y M y for every y H.

T* is bounded.

T* is continuous.

Uniqueness of T*.

Let if T* is not unique, let T’ be another mapping of H into H with property

Tx, y = x,T * y x, y H.

Then we have

Tx, y = x, T'y ...(2)

and Tx, y = x,T * y ...(3)

From (2) and (3) it follows that

x,T'y = x,T * y x, y H

x, T'y T * y =0

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 The Adjoint of an Operator

Notes
x, T' T * y =0 x H

T ' T * y = 0 for every y H

Hence T'y = T * y for every y H.

T T *.
This completes the proof of the theorem.

Notes
1. We note that the zero operator and the identity operator I are adjoint operators. For,

(i) x,0 * y 0x, y 0, y 0 x,0 = x,0y

so from uniqueness of adjoint 0* = 0.

(ii) (x,Iy) = (Ix,y) = (x,y) = (x,Iy)

so from uniqueness of adjoint I*=I.

2. If H is only an inner product space which is not complete, the existence of T*

corresponding to T in the above theorem is not guaranteed as shown by the following
example.

Example: Let M be a subspace of L2 consisting of all real sequences, each one containing
only finitely many non-zero terms. M is an incomplete inner product space with the same inner
product for  2 given by

x, y = xn yn ...(1)
n=1

For each x M, define

xn
T x ,0,0,...... ...(2)
n=1
n

Then from the definition, for x,y M,

xn
T x, y y1 .
n=1
n

Now let en 0,0,...,1,0,... where 1 is in the n th place.

Then using (3) we obtain

e n ( j) 1
Ten ,e 1 1. 1. .
j n

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 Notes
Now we check whether there is T* which is adjoint of T. Now e n ,T * e1 T * e1 .e n , where the

R.H.S. gives the component wise inner product. Since T * e 1 M, T * e 1 .e n cannot be equal to

1
n 1, 2,...
n

there is no T* on M such that

T e n ,e1 e n ,T * e1

Hence completeness assumption cannot be ignored from the hypothesis.

Notes

1. The mapping T T * is called the adjoint operation on H.

2. From Theorem (2), we see that the adjoint operation is mapping T T * on H
into itself.

Theorem 3: The adjoint operation T T* on (H) has the following properties:

(i) T1 T2 * T *1 T 2* (preserve addition)

(ii) T1 T2 * T *2 T *1 (reverses the product)

(iii) T * T* (conjugate linear)

(iv) T* T

2
(v) T*T T

Proof: (i) For every x, y H, we have

(x, (T1 + T2)*y = ((T1 + T2) x, y) (By def. of adjoint)

= (T1x + T2x, y)

= (T1x, y) + (T2x, y)

= (x, T1*y) + (x, T2*y)

= (x, T1*y + T2*y)

= (x, (T1* + T2*)y)

(T1 +T2)* = T1* + T2* by uniqueness of adjoint operator

(ii) For every x, y H, we have

x T1T2 * y T1T2 x, y

T1 T2 x , y

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 The Adjoint of an Operator

Notes
T2 x,T1 * y

x, T2* , T1* y

x, T2* T1* , y

Therefore from the uniqueness of adjoint operator, we have T1 T2 * T2* T1* .

(iii) For every x,y H, we have

x, T *y T x, y Tx , y

Tx, y

x, T * y x, T*y

x T* y .

Therefore from the uniqueness of adjoint operator, we have

T* T *.

(iv) For every y H we have

2
T*y T * y,T * y

TT * y, y

2
 T*y TT * y, y is a real number 0
TT * y, y

TT * y y By Schwarz inequality

T T*y y  Tx T x

2
Thus T * y T T*y y y H

T*y T y y H. ...(1)

Now T * Sup T * y : y 1

from (1), we see that if y 1 then T * y T

T* T ...(2)

Now applying (2) from the operator T* in place of operator T, we get

T* * T*

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 Notes
T** T*

T T* T * * T ...(3)

From (2) and (3) it follows that

T T* .

(v) We have T * T T* T

T T  T* T

2
T ...(4)

Further for every x H, we have

2
Tx Tx, Tx

T * Tx, x

T * T x, x

T*T x x (By Schwarz inequality)

2
T*T x

Then we have
2 2
Tx T*T x x H ...(5)

Now T sup Tx : x 1

2 2
T sup Tx : x 1

2
sup Tx : x 1

From (5) we see that

2
if x 1 , then Tx T*T .

2
Therefore, Sup Tx : x 1 T*T

2
T T*T . ...(6)

From (5) and (6) it follows that

2
T*T T .

This completes the proof of the theorem.

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 The Adjoint of an Operator

Cor: If Tn is a sequence of bounded linear operators on a Hilbert space and Notes

Tn T, then T n* T *.

We have

T *n T* Tn T *

Tn T (By properties of T*)

Since Tn T as n

Tn* T * as n .

Theorem 4: The adjoint operation on H is one-to-one and onto. If T is a non-singular operator

on H, then T* is also non-singular and

1 1
T* T *.

Proof: Let : H H is defined by

T T * for every T H .

To show is one-to-one, let T1 , T2 H . Then we shall show that T1 T2 T1 T2 .

Now T1 T2

T *1 T *2

T *1 * T *2 * (using Theorem 4. prop (iv))

T1 T2

is one-to-one.

is onto:

For T* H , we have on using Theorem 4 (iv),

T * = T* * =T.

Thus for every T* H , there is a T* H such that

T* T is onto.

Next let T be non-singular operator on H. Then its inverse T 1 exists on H and

1
TT T 1T I.

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 Notes Taking the adjoint on both sides of the above, we obtain
1
TT * T 1T * I * .

By using Theorem 4 and note (2) under Theorem 2, we obtain

1 1
T * T* T* T * I.

T * is invertible and hence non-singular.

Further from the above, we conclude

1 1
T* T *.

This completes the proof of the theorem.

Note From the properties of the adjoint operation T T * on H discussed in Theorems

(3) and (4), we conclude that the adjoint operation T T * is one-to-one conjugate linear
mapping on H into itself.

Example: Show that the adjoint operation is one-to-one onto as a mapping of (H) into
itself.

Solution: Let : (H) (H) be defined

(T) = T* T (H)

We show is one-to-one and onto.

is one-one:

Let T1, T2 (H). Then

(T1) = (T2) T1* = T2*

(T1*)* = (T2*)*

T1** = T2**

T1 = T2

is one-to-one.

is onto:

Let T be any arbitrary member of (H). Then T* (H) and we have (T*) = (T*)* = T** = T. Hence,
the mapping is onto.

13.2 Summary

 Let T be an operator on Hilbert Space H. Then there exists a unique operator T* on H such
that Tx,y x,T * y for all x,y H. The operator T* is called the adjoint of the operator T.

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 The Adjoint of an Operator

 The adjoint operation T T * on H has the following properties: Notes

(i) T1 T2 * T *1 T 2*

(ii) T1 T2 * T *2 T *1

(iii) T * T*

(iv) T* T

2
(v) T*T T

13.3 Keywords

Adjoint of the Operator T: Let T be an operator on Hilbert space H. Then there exists a unique
operator T* on H such that

(Tx,y)= (x,T*y) for all x, y H

The operator T* is called the adjoint of the operator T.

Conjugate of the Operator T on H: T gives rise to an unique operator T* and H* such that (T*f) (x)
= f(Tx) f H * and x H. The operator T* on H* is called the conjugate of the operator T on H.

13.4 Review Questions

1. Show that the adjoint operation is one-to-one onto as a mapping of H into itself.
2
2. Show that TT * T .

3. Show that O*=O and I*=I. Use the latter to show that if T is non-singular, then T* is also
1 1
non-singular, and that in this case T * T *.

13.5 Further Readings

Books N.I. Akhiezer and I.M. Glazman, Theory of Linear Operators in Hilbert Space, Vol. II,
Pitman, 1981.

K. Yosida, Functional Analysis, Academic Press, 1965.

Online links www.math.osu.edu/  gerlach.1/math.BVtypset/node 78.html.

sepwww.standford.edu/sep/prof/pvi/conj/paper_html/node10.html.

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 Richa Nandra, Lovely Professional University

Notes
Unit 14: Self Adjoint Operators

CONTENTS

Objectives

Introduction

14.1 Self Adjoint Operator

14.1.1 Definition: Self Adjoint

14.1.2 Definition: Positive operator

14.2 Summary

14.3 Keywords

14.4 Review Questions

14.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Define self adjoint operator.

 Define positive operator.

 Solve problems on self adjoint operator.

Introduction

The properties of complex number with conjugate mapping z z motivate for the introduction
of the self-adjoint operators. The mapping z z of complex plane into itself behaves like the
adjoint operation in H as defined earlier. The operation z z has all the properties of the
adjoint operation. We know that the complex number is real iff z z . Analogue to this
characterization in H leads to the motion of self-adjoint operators in the Hilbert space.

14.1 Self Adjoint Operator

14.1.1 Definition: Self Adjoint

An operator T on a Hilbert space H is said to be self adjoint if T*=T.

We observe from the definition the following properties:

(i) O and I are self adjoint  O* O and I* I

(ii) An operator T on H is self adjoint if

Tx, y x,Ty x, y H and conversely.

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 Self Adjoint Operators

If T* is an adjoint operator T on H then we know from the definition that Notes

Tx, y x,T * y x, y H .

If T is self-adjoint, then T = T*.

Tx, y x,Ty x, y H.

Conversely, if Tx, y x,Ty x, y H then we show that T is self-adjoint.

If T* is adjoint of T then (Tx, y) = (x, T*y)

We have x,Ty x,T * y

x, T T* y 0 x, y H

But since x 0 T T* y 0 y H

T = T*

T is self adjoint.

(iii) For any T H , T T * and T * T are self adjoint. By the property of self-adjoint operators,
we have

T T* * T* T**

T* T

T T*

T T* * T T*,

and T * T * T*T** T*T

T*T* * T * T.

Hence T T * and T * T are self adjoint.

Theorem 1: If An is a sequence of self-adjoint operators on a Hilbert space H and if An

converges to an operator A, then A is self adjoint.

Proof: Let An be a sequence of self adjoint operators and let An A.

A n is self adjoint A n* A n for n 1,2,...

We claim that A A *

Now A A* A A n A n A n* A n* A *

A A* A An An A *n An A *

An A An An An A  A n* An

An A 0 An A

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 Notes = 2 An – A

0 as n

A A* 0 or A A* 0 A A*

A is self-adjoint operator.

This completes the proof of the theorem.

Theorem 2: Let S be the set of all self-adjoint operators in (H). Then S is a closed linear subspace
of (H) and therefore S is a real Banach space containing the identity transformation.

Proof: Clearly S is a non-empty subset of (H), since O is self adjoint operator i.e. O S.

H , since O is self adjoint operator i.e. O S.

Let A1 ,A 2 S, We prove that A1 A2 S.

A1 ,A 2 S A *1 A1 and A 2* A2 ...(1)

For , R , we have

A1 A2 * A1 * A2 *

A *1 A *2

A1 A2  , are real numbers, ,

A1 A 2 is also a self adjoint operator on H.

A 1 ,A 2 S A1 A2 S.

S is a real linear subspace of H .

Now to show that S is a closed subset of the Banach space H . Let A be any limit point of S.
Then a sequence of operator An is such that A n A. We shall show that A S i.e. A A *.

Let us consider

A A* A An An A*

A An An A*

A An An A *n A *n A*

A An An A n* A *n A*

An A An A n An A * An S A n* An

An A 0 An A

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 Self Adjoint Operators

Notes
2 An A 0 0, T * T and T T

0 as An A

A A* 0 A A* 0

A A* A is self adjoint

A S
S is closed.

Now since S is a closed linear subspace of the Banach space H , therefore S is a real Banach
space. ( S is a complete linear space)

Also I* I the identity operator I S.

This completes the proof of the theorem.

Theorem 3: If A1 ,A 2 are self-adjoint operators, then their product A1 ,A 2 is self adjoint

A1 ,A2 A2 ,A1 (i.e. they commute)

Proof: Let A1 ,A 2 be two self adjoint operators in H.

Then A *1 A 1 ,A *2 A2 .

Let A1 ,A 2 commute, we claim that A1 ,A 2 is self-adjoint.

A 1 ,A 2 * A *2 A *1 A 2A 1 A 1A 2

A 1 ,A 2 * A 1A 2

A 1A 2 is self adjoint.

Conversely, let A 1A 2 is self adjoint, then

A 1A 2 * A 1A 2

A *2 A *1 A1A 2

A1 ,A 2 commute

This completes the proof of the theorem.

Theorem 4: If T is an operator on a Hilbert space H, then T = T 0 Tx, y 0 x, y H.

Proof: Let T = 0 (i.e. zero operator). Then for all x and y we have

T x, y Ox, y O, y O.

Conversely, Tx, y O x, y H

Tx, Tx O x, y H (taking y = Tx)

Tx O x, y H

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 Notes T O i.e. zero operator.
This completes the proof of the theorem.

Theorem 5: If T is an operator on a Hilbert space H, then

Tx, x 0 x in H T O.

Proof: Let T = O. Then for all x in H, we have

Tx, x Ox, x 0, x 0.

Conversely, let Tx, x 0 x, y H. Then we show that T is the zero operator on H.

If , any two scalars and x, y are any vectors in H, then

T x y , x y Tx Ty, x y

Tx, x y Ty , x y

Tx,x Tx, y Ty,x Ty,x

2 2
Tx,x Tx, y Ty,x Ty,x

2 2
T x y , x y Tx,x Ty, y Tx, y Ty,x ...(1)

But by hypothesis Tx, x 0 x H.

L.H.S. of (1) is zero, consequently the R.H.S. of (1) is also zero. Thus we have

Tx, y Ty,x 0 ...(2)

for all scalars , and x, y H.

Putting 1, 1 in (2) we get

Tx, y Ty,x 0 ...(3)

Again putting i, 1 in (2) we obtain

i Tx, y i Ty,x 0 ...(4)

Multiply (3) by (i) and adding to (4) we get

2i Tx, y 0 x, y H

Tx, y 0 x, y H

Tx, Tx 0 x, y H (Taking y = Tx)

Tx 0 x, y H

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 Self Adjoint Operators

T = 0 (zero operator) Notes

This completes the proof of the theorem.

Theorem 6: An operator T on a Hilbert space H is self-adjoint.

Tx,x is real for all x.

Proof: Let T* =T (i.e. T is self adjoint operator)

Then for every x H, we have

Tx, Tx x, T * x x, Tx Tx, x

Tx, x equals its own conjugate and is therefore real.

Conversely, let Tx, x is real x H. We claim that T is self adjoint i.e. T*=T.

since Tx, x is real x H,

Tx, x Tx, x x, T * x T * x, x

Tx,x T * x,x 0 x H

Tx T * x,x 0 x H

T T * x, x 0 x H

T – T* = 0 [ if (Tx, x) = 0 T = 0]

T = T*

T is self adjoint.

This completes the proof of the theorem.

Cor. If H is real Hilbert space, then A is self adjoint

Ax, y Ay,x x, y H.

A is self adjoint for any x, y H.

Ax, y x,A * y A * y,x .

since H is real Hilbert space A * y, x A * y, x so that Ax, y Ay, x  A* A

Theorem 7: The real Banach space of all self-adjoint operators on a Hilbert space H is a partially
ordered set whose linear and order structures are related by the following properties:

(a) If A 1 A 2 then A1 +A A2 +A for every A S;

(b) If A 1 A 2 and 0, then A1 A2 .

Proof: Let S represent the set of all self-adjoint operators on H. We define a relation on S as
follows:

If A 1A 2 S, we write A 1 A 2 if A 1 x, x A2 , x x in H.

We shall show that ' ' is a partial order relation on S. ' ' is reflexive.

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 Notes Let A S. Then

Ax, x Ax, x x H

Ax, x Ax, x x H

By definition A A.

' ' on S is reflexive.

' ' is transitive.

Let A 1 A 2 and A 2 A 3 then

A 1 x, x A 2 x, x x H.

and A 2 x, x A 3 x, x x H.

From these we get

A 1 x, x A 3 x, x x H.

and A 2 x, x A 3 x, x x H.

From these we get

A 1 x, x A 3 x, x x H.

Therefore by definition A 1 A 3 and so the relation is transitive.

' ' is anti-symmetric.

Let A1 A2 and A2 A1 then to show that A1 A2 .

We have A 1 A2 A 1 x,x A 2 x,x x H.

Also A 2 A1 A 2 x, x A 1 x, x x H.

From these we get

A 1 x,x A 2 x,x x H.

A 1 x A 2 x, x 0 x H.

A 1 A 2 x, x 0 x H.

A1 A 2 0

A1 A2

' ' on anti-symmetric.

Hence ' ' is a partial order relation on S.

Now we shall prove the next part of the theorem.

(a) We have A 1 A2 A 1 x,x A 2 x,x x H.

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 Self Adjoint Operators

A 1x,x Ax,x A 2 x,x Ax,x x H. Notes

A1 A 2 x,x A1 A x,x x H.

A1 A 2 A 2 A, by def. of .

(b) We have A 1 A2 A 1x,x A 2 x,x x H

A 1x,x A 2 x,x x H  0

A 1 x, x A 2 x, x x H

A1 x,x A2 x,x x in H

A1 A 2 ,by def. of ' '.

This completes the proof of the theorem.

14.1.2 Definition – Positive Operator

A self adjoint operator on H is said to be positive if A 0 in the order relation. That is

if Ax, x 0 x H.

We note the following properties from the above definition.

(i) Identity operator I and the zero operator O are positive operators.

Since I and O are self adjoint and

2
Ix, x x, x x 0

also (Ox, x) = (0, x) = 0

I, O are positive operators.

(ii) For any arbitrary T on H, both TT* and T*T are positive operators. For, we have

TT * * T * * T* TT *

TT * is self adjoint

Also T * T * T* T* * T*T

T * T is self adjoint
Further we see that
2
TT * x, x T * x, T * x T*x 0
2
and T * Tx, x Tx, T * *x (Tx, Tx) Tx 0

Therefore by definition both TT* and T*T are positive operators.

Theorem 8: If T is a positive operator on a Hilbert space H, then I+T is non-singular.

Proof: To show I+T is non-singular, we are to show that I+T is one-one and onto as a mapping of
H onto itself.

I+T is one-one.

First we show I T x 0 x 0

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 Notes We have I T x 0 Ix Tx 0 x Tx 0

Tx x
2
Tx, x x, x x

x
2
0  Tx, x 0

2
x 0

2 2
x 0  x is always 0

x 0
I T x 0 x 0.

Now I T x I T y I T x y 0

x y 0 x y

Hence I+T is one-one.

I+T is onto.

Let M = range of I+T. Then I+T will be onto if we prove that M=H.

We first show that M is closed.

For any x H, we have

2 2
I T x x Tx

x Tx,x Tx

x,x x,Tx Tx,x Tx,Tx

2 2
x Tx Tx,x Tx,x

x
2
Tx
2
2 Tx, x  T is positive T is self-adjoint Tx,x real

x
2
 T is positive Tx,x 0

Thus x I T x x H

Now let I T x n be a CAUCHY sequence in M. For any two positive integers m,n we have

xm xn I T xm xn

I T xm I T xn 0,

since I T x is a CAUCHY sequence.

xm xn 0

x n is a CAUCHY sequence in H. But H is complete. Therefore by CAUCHY sequence x n in

H converges to a vector, say x in H.

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 Self Adjoint Operators

Notes
Now Lim I T x n I T lim x n I T is a continuous mapping

I T x M range of I T

Thus the CAUCHY sequence I T x n in M converges to a vector I T x in M.

every CAUCHY sequence in M is a convergent sequence in M.

M is complete subspace of a complete space is closed.

M is closed.

Now we show that M = H. Let if possible M H.

Then M is a proper closed subspace of H.

Therefore, a non-zero vector x 0 in H s.t. x 0 is orthogonal in M.

Since I T x0 M, therefore

x0 M I T x0 , x 0

x0 Tx0 ,x0 0

x0 , x0 Tx 0 , x 0 0

2
x Tx 0 , x 0 0

2
x Tx 0 , x 0

x
2
0  T positive Tx0 ,x0 0
2
x 0

2
x 0 x 0

x 0

a contradiction to the fact that x0 0.

Hence we must have M = H and consequently I+T is onto. Thus I+T is non-singular.

This completes the proof of the theorem.

Cor. If T is an arbitrary operator on H, then the operator I+TT* and I+T*T are non-singular.

Proof: We know that for an arbitrary T on H, T*T and TT* are both positive operators.

Hence by Theorem (8) both the operators I+TT* and I+T*T are non-singular.

14.2 Summary

 An operator T on a Hilbert space H is said to be self adjoint if T*=T.

 A self adjoint operator on H is said to be positive if A 0 in the order relation. That is if

Ax, x 0 x H.

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 Notes 14.3 Keywords

Positive Operator: A self adjoint operator on H is said to be positive if A 0 in the order

relation. That is

if Ax, x 0 x H.

Self Adjoint: An operator T on a Hilbert space H is said to be self adjoint if T*=T.

14.4 Review Questions

1. Define a new operation of “Multiplication” for self-adjoint operators by

A 1A 2 A 2 A 1
A1  A2 , and note that A1  A2 is always self-adjoint and that it equals A1A 2
2
whenever A1 and A2 commute. Show that this operation has the following properties:

A1  A 2 A 2  A1 ,

A1  A2 A3 A1  A2 A1  A3 ,

A1  A2 A1  A2 A1  A2 ,

and A  I I  A A. Show that

A1  A2  A3 A 1  A 2  A 3 whenever A1 and A3 commute.

2
2. If T is any operator on H, it is clear that Tx,x Tx x T x ; so if H 0 , we have
2
sup Tx, x / x : x 0 T . Prove that if T is self-adjoint, then equality holds here.

14.5 Further Readings

Books Akhiezer, N.I.; Glazman, I.M. (1981), Theory of Linear Operators in Hilbert Space

Yosida, K., Functional Analysis, Academic Press

Online links www.ams.org/bookstore/pspdf/smfams-14-prev.pdf-UnitedStatesmath

world.wolfram.com

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Richa Nandra, Lovely Professional University Normal and Unitary Operators

Notes
Unit 15: Normal and Unitary Operators

CONTENTS

Objectives

Introduction

15.1 Normal and Unitary Operators

15.1.1 Normal Operator

15.1.2 Unitary Operator

15.1.3 Isometric Operator

15.2 Summary

15.3 Keywords

15.4 Review Questions

15.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Understand the concept of Normal and Unitary operators.

 Define the terms Normal, Unitary and Isometric operator.

 Solve problems on normal and unitary operators.

Introduction

An operator T on H is said to be normal if it commutes with its adjoint, that is, if TT*=T*T. We
shall see that they are the most general operators on H for which a simple and revealing
structure theory is possible. Our purpose in this unit is to present a few of their more elementary
properties which are necessary for our later work. In this unit, we shall also study about Unitary
operator and Isometric operator.

15.1 Normal and Unitary Operators

15.1.1 Normal Operator

Definition: An operator T on a Hilbert space H is said to be normal if it commutes with its

adjoint i.e. if TT* = T*T

Conclusively every self-adjoint operator is normal. For if T is a self adjoint operator i.e. T*=T
then TT* =T*T and so T is normal.

Note A normal operator need not be self adjoint as explained below by an example.

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 Notes
Example: Let H be any Hilbert space and I : H H be the identity operator.

Define T = 2iI. Then T is normal operator, but not self-adjoint.

Solution: Since I is an adjoint operator and the adjoint operation is conjugate linear,

T* = –2iI* = –2iI so that

TT* =T*T =4I.

T is a normal operator on H.

But T = T* T is not self-adjoint.

Note If T H is normal, then T* is normal.

since if T* is the adjoint of T; then T**= T.

T is normal TT*=T*T

Hence T*T**=T*T=TT*=T**T* so that T*T**=T**T

T* is normal if T H.

Theorem 1: The limit T of any convergent sequence (T k) of normal operators is normal.

Proof: Now T *k T * Tk T * Tk T

T *k T * as k since Tk T as k .

Now we prove TT* T * T so that T is normal.

TT * T * T TT * Tk T *k Tk T *k T k* Tk T *k T TT * TT * Tk Tk* Tk Tk* Tk* Tk

T *k Tk TT *

TT * T * T TT * Tk T k* T *k Tk TT * ...(1)

 Tk is normal i.e. Tk T*k T *k Tk

since Tk T as T k* T*, R.H.S. of (1) 0

TT * T * T 0

TT* T*T
T is normal.

This completes the proof of the theorem.

Theorem 2: The set of all normal operators on a Hilbert space H is a closed subspace of H
which contains the set of all set-adjoint operators and is closed under scalar multiplication.

Proof: Let M be the set of all normal operators on a Hilbert space H. First we shall show that M
is closed subset of H .

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 Normal and Unitary Operators

Let T be any limited point of M. Then to show that T M i.e. to show that T is a normal operator Notes
on H.

Since T is a limited point of M, therefore a sequence Tn of distinct point of M such that

Tn T. We have

T n* T* Tn T* Tn T 0.

T n* T* 0 T n* T *.

Now, TT * T * T TT * Tn T * Tn T *n T*T TT * Tn T n* Tn T *n T*T

TT * Tn T * Tn T n* T n* Tn T n* Tn T*T
TT * Tn T *n Tn T n* T *n Tn T *n Tn T*T

TT * Tn T *n 0 T *n Tn T*T

 Tn M Tn is a normal operator on H i.e. Tn T*

n T*n Tn and 0 0

TT * Tn T *n T *n Tn T*T 0 since Tn T and T n* T*

Thus, TT * T * T 0 TT * T * T 0

TT* T * T T is normal operator on H.

T M and so M is closed.
Now every self adjoint operator is normal. Therefore the set M contains the set of all self-adjoint
operators on H.

Finally, we show that M is closed with respect to scalar multiplication i.e. T M

T M, is any scalar.

In other words, we are to show that if T is a normal operator on H and is any scalar, then T
is normal operator on H. Since T is normal, therefore TT* =T*T.

We have T * T *.

Now T T * T T* TT * .

Also T * T T T T*T ( ) (TT*)

T T * T * T

T is normal.
This completes the proof of the theorem.

Theorem 3: If N1, N2 are normal operators on a Hilbert space H with the property that either
commutes with the adjoint of the other, then N1 + N2 and N1N2 are also normal operators.

Proof: Since N1, N2 are normal operators, therefore

N 1 N*1 = N*1 N1 and N2 N*2 N*2 N2 ...(1)

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 Notes Also by hypothesis, we have N 1 N* 2 =N*2 N1 and N2 N*1 … (2)
N*1 N2

we claim that N1 + N2 is normal.

i.e. (N1 + N2)(N1 + N2)* = (N1 + N2)*(N1 + N2) ...(3)

since adjoint operation preserves addition, we have

(N1 + N2)(N1 + N2)* = (N1 + N2) N*1 +N* 2

N1N*1 N1N 2 N 2 N*1 N 2 N*2 ...(4)

N1N*1 N*2 N1 N*1N2 N*2 N2

= N*1 N* 2 N 1 N 2

= N1 N2 * N1 N2 (using (1) and (2))

N1 N2 N1 N2 * N1 N2 * N1 N2

N1 N2 is normal.

Now we show that N1N2 is normal i.e.

N 1N 2 N 1N 2 * N 1N 2 * N 1N 2 .

L.H.S.= N 1N 2 N 1N 2 * N 1N 2 N * 2 N * 1

N 1 N 2 N * 2 N *1

N 1 N * 2 N 2 N *1

N 1N * 2 N 2 N * 1

N * 2 N 1 N *1 N 2

N * 2 N 1N * 1 N 2

N * 2 N * 1 N 1N 2

N 1N 2 * N 1N 2

N 1N 2 N 1N 2 * N 1N 2 * N 1N 2

N1N2 is normal.

This completes the proof of the theorem.

Theorem 4: An operator T on a Hilbert space H is normal T*x Tx for every x H.

Proof: We have T is normal TT* T * T

TT * T * T 0

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 Normal and Unitary Operators

Notes
TT * T * T x, x 0 x

TT * x; x T * Tx, x x

T * x, T * x Tx, T * *x x

2 2
T*x Tx x T * * T

T*x Tx x.

This completes the proof of the theorem.

2
Theorem 5: If N is normal operator on a Hilbert space H, then N N2 .

Proof: We know that if T is a normal operator on H then

Tx T*x x ...(1)

Replacing T by N, and x by Nx we get

NNx N * Nx x

N2 x N * Nx x ...(2)

Now N2 Sup N 2 x : x 1

Sup N * Nx : x 1 (by (2))

N*N

2
N

This completes the proof of the theorem.

Theorem 6: Any arbitrary operator T on a Hilbert space H can be uniquely expressed as

T T1 iT2 where T1 ,T2 are self-adjoint operators on H.

T T* 1
Proof: Let T1 and T2 T T*
2 2i

Then T1 iT2 T ...(1)

1 *
Now T *1 T T*
2
1
T T* *
2
1
T* T**
2
1 1
T* T T T* T1
2 2

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 Notes T *1 T1

T1 is self-adjoint.

1 *
Also T * 2 T T*
2i

1
T T* *
2i

1
T* T**
2i

1 1
T* T T T* T2
2 2i

T *2 T2

T2 is self-adjoint.
Thus T can be expressed in the form (1) where T 1,T2 are self adjoint operators.

To show that (1) is unique.

Let T = U1 + iU2, U1,U2 are both self-adjoint

We have T* U 1 iU 2 *

U *1 iU 2 *

U *1 iU * 2

U * 1 iU * 2 U 1 iU 2

T T* U 1 iU 2 U 1 iU 2 2U,

1
U1 T T* T1
2

and T T* U 1 iU 2 U 1 iU 2 2iU 2

1
U2 T T* T2
2i

expression (1) for T is unique.

This completes the proof of the theorem.

Note The above result is analogous to the result on complex numbers that every complex
number z can be uniquely expressed in the form z = x + iy where x, y are real. In the above
theorem T =T1 + T2, T1 is called real part of T and T 2 is called the imaginary part of T.

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 Normal and Unitary Operators

Theorem 7: If T is an operator on a Hilbert space H, then T is normal its real and imaginary Notes
parts commute.

Proof: Let T1 and T2 be the real and imaginary parts of T. Then T 1, T2 are self-adjoint operators
and T = T1 + i T2.

We have T* = (T1 + iT2)* = T1* + (iT2)*

= Ti* + i T2*

= Ti* – iT2*

= T1 – iT2

Now TT* = (T1 + iT2) (Ti – iT2)

= T12 + T22 + i (T2T1 – T1T2) … (1)

and T*T = (Ti – iT2) (T1 – iT2)

= T12 + T22 + i (T1T2 – T2T1) … (2)

Since T is normal i.e. TT* = T*T.

Then from (1) and (2), we see that

T12 + T22 + i (T2T1 – T1T2) = T12 + T22 + i (T1T2 – T2T1)

T2T1 – T1T2 = T1T2 – T2T1

2T2T1 = 2T1T2

T2T1 = T1T2 T1, T2 commute.

Conversely, let T1, T2 commute

i.e. T1T2 = T2T1, then from (1) and (2)

We see that

TT* = T*T T is normal.

Example: If T is a normal operator on a Hilbert space H and is any scalar, then T – I is

also normal.

Solution: T is normal TT* = T*T

Also (T – I)* = T* – ( I)*

= T* – I*

= T* – I.

Now (T – I) (T – I)* = (T – I) (T* – I)

= TT* – I – T* + | |2I … (1)

Also (T – I)* (T – I) = (T* – I) (T – I)

= T*T – I* – T + | |2I … (2)

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 Notes Since TT* = T*T, therefore R.H.S. of (1) and (2) are equal.
Hence their L.H.S. are also equal.
(T – I) (T – I)* = (T – I)* (T – I)

T – I is normal.

15.1.2 Unitary Operator

An operator U on a Hilbert space H is said to be unitary if UU* =U*U =I.

Notes
(i) Every unitary operator is normal.

(ii) U* = U-1 i.e. an operator is unitary iff it is invertible and its inverse is precisely equal
to its adjoint.

Theorem 8: If T is an operator on a Hilbert space H, then the following conditions are all
equivalent to one another.

(i) T*T = I.

(ii) (Tx,Ty) = (x,y) for all x, y H.

(iii) Tx x x H.

Proof: (i) (ii)

(Tx,Ty) = (x,T*Ty) = (x,Iy) = (x,y) x and y.

(ii) (iii)

We are given that

Tx, Ty x, y x, y H.

Taking y = x, we get
2 2
(Tx,Tx) = (x,x) Tx x

Tx x x H.

(iii) (i)

Given Tx x x
2 2
Tx x

Tx, Tx x, x

T * Tx, x x, x

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 Normal and Unitary Operators

Notes
T * T I x, x O x H

T*T I O

T*T I

This completes the proof of the theorem.

15.1.3 Isometric Operator

Definition: An operator T on H is said to be isometric if Tx Ty x y x, y H.

Since T is linear, the condition is equivalent to Tx x for every x H.

For example: let e 1 ,e 2 ,...,e n ,... be an orthonormal basis for a separable Hilbert space H and

T H be defined as T x1e 1 x 2 e 2 ... x 1e 2 x 2 e 3 ... where x xn .

2 2 2
Then Tx xn x
n 1

T is an isometric operator.

The operator T defined is called the right shift operator given by Te n = en+1.

Theorem 9: If T is any arbitrary operator on a Hilbert space H then H is unitary it is an

isometric isomorphism of H onto itself.

Proof: Let T is a unitary operator on H. Then T is invertible and therefore T is onto.

Further TT* = I.

Hence Tx x for every x H. [By Theorem (7)]

T preserves norms and so T is an isometric isomorphism of H onto itself.

Conversely, let T is an isometric isomorphism of H onto itself. Then T is one-one and onto.
Therefore T–1 exists. Also T is an isometric isomorphism.

Tx x x

T*T = I [By Theorem (7)]

1 1
T*T T IT

1 1
T * TT T

1
T*I T

TT* I T * T and so T is unitary.

This completes the proof of the theorem.

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 Notes

Note If T is an operator on a Hilbert space H such that Tx x x H and T is definitely

an isometric isomorphism of H onto itself. But T need not be onto and so T need not be
unitary. The following example will make the point more clear.

Example: Let T be an operator on l2 defined by T x1 ,x2 ,... 0,x1 ,x2 ,...

Tx x x I2 .

T is an isometric isomorphism of l 2 into itself.

However T is not onto. If y1 , y2 ,... is a sequence in l2 such that y1 0, then no sequence in l2

whose T-image is y1 , y2 ,... . Therefore T is not onto and so T is not unitary.

15.2 Summary

 An operator T on a Hilbert space H is said to be normal if it commutes with its adjoint i.e.
if TT* = T*T. Conclusively every self adjoint operator is normal.

 The set of all normal operators on a Hilbert space H is a closed subspace of H which
contains the set of all set-adjoint operators and is closed under scalar multiplication.

 An operator U on a Hilbert space H is said to be unitary if UU* = U*U =I.

 An operator T on H is said to be isometric if Tx Ty x y x, y H , since T is linear,

the condition is equivalent to Tx x for every x H.

15.3 Keywords

Normal Operator: An operator T on a Hilbert space H is said to be normal if it commutes with

its adjoint i.e. if TT* = T*T.

Unitary Operator: An operator U on a Hilbert space H is said to be unitary if UU* = U*U = I.

Isometric Operator: An operator T on H is said to be isometric if Tx Ty x y x, y H.

Since T is linear, the condition is equivalent to Tx x for every x H.

15.4 Review Questions

1. If T is an operator on a Hilbert space H, then T is normal its real and imaginary part
commute.

2. An operator T on H is normal T*x Tx for every x.

3. The set of all normal operators on H is a closed subset of H which contains the set of all
self-adjoint operators and is closed under scalar multiplication.

4. If H is finite-dimensional, show that every isometric isomorphism of H into itself is

unitary.

5. Show that the unitary operators on H form a group.

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 Normal and Unitary Operators

15.5 Further Readings Notes

Books Arch W. Naylor, R Sell George, Linear Operator Theory in Engineering and Sciences,
New York Springer, (1982).

Paul Garret, Operators in Hilbert Spaces, 2005.

Online link www.maths.leeds.ac.uk/nkisilv/

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 Sachin Kaushal, Lovely Professional University

Notes
Unit 16: Projections

CONTENTS

Objectives

Introduction

16 .1 Projections

16. 1.1 Perpendicular Projections

16 .1.2 Invariance

1 6 .1.3 Orthogonal Projections

16 .2 Summary

16 .3 Keywords

16 .4 Review Questions

16 .5 Further Readings

Objectives

After studying this unit, you will be able to:

 Define perpendicular projections.

 Define invariance and orthogonal projections.

 Solve problems on projections.

Introduction

We have already defined projections both in Banach spaces and Hilbert spaces and explained
how Hilbert spaces have plenty of projection as a consequence of orthogonal decomposition
theorem or projection theorem. Now, the context of our present work is the Hilbert space H, and
not a general Banach space, and the structure which H enjoys in addition to being a Banach space
enables us to single out for special attention those projections whose range and null space are
orthogonal. Our first theorem gives a convenient characterisation of these projections.

16.1 Projections

16.1.1 Perpendicular Projections

A projection P on a Hilbert space H is said to be a perpendicular projection on H if the range M

and null space N of P are orthogonal.

Theorem 1: If P is a projection on a Hilbert space H with range M and null space N then M N P
is self-adjoint and in this case N M .

Proof: Let M N and z be any vector in H. Then since H M N, we can write z uniquely as

z x y,x M, y N.

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 Projections

Thus Pz P x y Notes

Px Py

Px x y N

Pz,z x,z  Pz = P x+y x,P being projection on H

x, x y

x, x x, y
2
x

and Pz*,z z,Pz

x y,x x,x x,y

2
x .

Hence Pz,z Pz*,z z H

P P * z,z 0 z H

P P* 0 i.e. P P*

P is self adjoint.

Further, M N N M

If N M , then N is a proper closed linear subspace of the Hilbert space M and therefore a
vector z0 0 M s.t. z0 N.

Now z0 M and z0 N and H = M N.

z0 H z0 0, a contradiction.

Hence N M

Conversely, let P* P,x, y be any vectors in M and N respectively. Then

x, y Px, y

x,P * y x,Py

x,0 0

M N.
This completes the proof of the theorem.

Theorem 2: If P is the projection on the closed linear subspace M of H, then

x M Px x Px x.

Proof: We have, P is a projection on H with range M then, to show x M Px x.

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 Notes Let Px = x. Then X is in the range of P because Px is in the range of P.

Px x x M.
Conversely, let x M. Then to show Px = x.

Let Px = y. Then we must show that y = x.

We have

Px y P Px Py P 2x Py

Px Py  P 2 =P

P x y 0

x y is a in null space of P.

x y M .

x y z,z M .

x y z.

Now y Px y is in the range of P.

i.e. y is in M. Thus we have expressed

x y z, y M,z M .

But x is in M. So we can write x = x+0, x M,0 M

But H M M .

Therefore we must have y = x, z = 0

Hence x M Px x.

Now we shall show that Px = x Px x.

If Px = x then obviously Px x .

Conversely, suppose that Px x .

We claim that Px = x. We have

2 2
x Px I P x ...(1)

Now Px is in M. Also P is the projection on M.

I P is the projection on M .

I P x in M .

Px and I P x are orthogonal vectors.

Then by Pythagorean theorem, we get

2 2 2
Px I P x Px I P x ...(2)

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 Projections

From (1) and (2), we have Notes

2 2 2
x Px I P x

2
I P x 0  by hypothesis Px x

I P x 0

x Px 0
Px 0
This completes the proof of the theorem.

Theorem 3: If P is a projection on a Hilbert space H, then

(i) P is a positive operator i.e. P 0

(ii) 0 P 1

(iii) Px x x H.

(iv) P 1.

Proof: P, projection on H P2 P,P * P.

Let M = range of P.

(i) Let x H. Then

Px,x PPx,x

2
Px,P * x Px,Px Px 0

Px, x 0 x H.

P is a positive operator i.e. P 0.

(ii) P is a projection on H I – P is also a projection on H.

I –P 0. (by (i))

P I

But P 0 , consequently 0 P 1.

(iii) Let x H. If M is the range of P, then M is the range of (I – P).

Now Px is in M and (I – P)x is in M .

Therefore Px and (I – P)x are orthogonal vector. So by Pythagorean theorem, we have

2 2 2
Px I P x Px I P x

2 2 2
x Px I P x  Px+ I–P x x

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 Notes 2 2
x Px

Px x.

(iv) We have P sup Px : x 1

But Px x x H (by(iii))

sup Px : x 1 1

Hence P 1

This completes the proof of the theorem.

Example: If P and Q are the projections on closed linear subspaces M and N of H. Show
that PQ is a projection PQ = QP. In this case, show that PQ is the projection on M N.

Solution: Since P and Q are projections on H, therefore P 2 = P, P* = P, Q2 = Q, Q* = Q. Also it is given

that M is range of P and N is the range of Q.

Now suppose PQ is projection on H. Then to prove that PQ = QP.

Since PQ is a projection on H.

(PQ)* = PQ

Q* P* = PQ

QP = PQ ( Q* = Q, P* = P)

Conversely, let PQ = QP. We shall show that PQ is a projection on H.

We have (PQ)* = Q*P* = QP = PQ.

Also (PQ)2 = (PQ) (PQ) = (PQ) (QP)

= PQ2P = PQP

= QPP = QP2

= QP = PQ

Thus (PQ)* = PQ and (PQ)2 = PQ.

PQ is a projection on H.

Finally we are to show that PQ is the projection on M N, i.e. we are to show that range of PQ
is M N.

Let R (PQ) = range of PQ.

Let x M N x M, x N we have

(PQ) (x) = P (Qx) = Px [ N is range of Q and x N Qx = x]

=x [ M is range of P and x P]

(PQ)x = x

x R (PQ)

x M N x R (PQ)

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 Projections

M N R (PQ) Notes

Now let x R (PQ). Then (PQ)x = x

Now (PQ) x = x

P [(PQ) x] = Px

[P (PQ)] x = Px

(P2Q) x = Px

(PQ) x = Px

But (PQ) x = x.

We have Px = x x M i.e. the range of P.

Also PQ = QP

x R (PQ) (PQ) x = x

(QP)x = x Q [(QP)x] = Qx

(Q2P)x = Qx (QP)x = Qx

But (QP)x = x, Qx = x x N.

Thus x R (PQ) x M and x N

x M N

R(PQ) M N

Hence R(PQ) = M N.

Example: Show that an idempotent operator on a Hilbert space H is a projection on H

it is normal.

Solution: P is an idempotent operator on H i.e. P2 = P.

Let P be a projection on H. Then P* = P. We have

PP* = P* P* [taking P* in place of P in L.H.S.]

= P* P [ P* = P]

P is normal.

Conversely, let PP* = P*P.

Then to prove that P* = P.

For every vector y H, we have

(Py, Py) = (y, P* Py) = (y, PP*y) [ P*P = PP*]

= (P*y, P*y) [ (P*)* = P]

From this we conclude that

Py = 0 P*y = 0.

Now let x be any vector in H.

Let y = x – Px. Then

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 Notes Py = P(x – Px) = Px – P2x = Px – Px = 0

0 = P*y = P*(x – Px) = P*x – P*Px

P*x = P*Px x H

P* = P*P

Now P = (P*)* = (P*P)* = P*P = P*

P is a self adjoint operator.

Also P2 = P.

Hence P is a projection on H.

16.1.2 Invariance

Definition: Let T be an operator on a Hilbert space H and M be a closed subspace of H. Then M

is said to be invariant under T if T M M. If we do not take into account the action of T on
vectors outside M, then T can be regarded as an operator on M itself. The operator T on H induces
on operator T M on M such that TM(x) = T(x) for every x M. This operator TM is called the
restriction of T on M.

Further, let T be an operator on Hilbert space H. If M is a closed subspace of H and if M and M

are both invariant under T, then T is said to be reduced by M. If T is reduced by M, we also say
that M reduces T.

Theorem 4: A closed linear subspace M of a Hilbert space H is invariant under the operation
T M is invariant under T*.

Proof: Let M is invariant under T, we show M is invariant under T*.

Let y be any arbitrary vector in M . Then to show that T*y is also in M i.e. T*y is orthogonal to
every vector in M.

Let x be any vector in M. Then Tx M because M is invariant under T.

Also y M y is orthogonal to every vector in M.

Therefore y is orthogonal to Tx i.e.

(Tx,y) = 0

(x,Ty) = 0

T*y is orthogonal to every vector x in M.

T * y is in M and so M is invariant under T*.

Conversely, let M is invariant under T*. Thus to show that M is invariant under T. Since M is

a closed linear subspace of H invariant under T*, therefore by first case M is invariant
under T.

But M M M and T * * T** T.

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 Projections

Hence M is invariant under T. Notes

This completes the proof of the theorem.

Theorem 5: A closed linear subspace M of a Hilbert space H reduces on operator M is invariant

under both T and T*.

Proof: Let M reduces T, then by definition both M and M are invariant under T*. But by

theorem 4, if M is invariant under T then M i.e. M is invariant under T*. Thus M is invariant
under T and T*.

Conversely, let M is invariant under both T and T*. Since M is invariant under T*, therefore M
is invariant under T * * = T (by theorem 4). Thus both M and M are invariant under T.
Therefore M reduces T.

Theorem 6: If P is the projection on a closed linear subspace M of a Hilbert space H, then M is

invariant under an operator T TP PTP.

Proof: Let M is invariant under T.

Let x H. Then Px is in the range of T, Px M TPx M.

Now P is projection and M is the range of P. Therefore TPx M TPx will remain unchanged
under P. So, we have

PTPx = TPx

PTP = TP (By equality of mappings)

Conversely, let PTP = TP. Let x M. Since P is a projection with range M and x M , therefore

Px = x

TPx = Tx

PTPx =Tx  PTP TP

PTPx = TPx  TPx Tx

But P is a projection with range M.

P TPx TPx TPx M Tx M

Since TPx = Tx.

Thus x M Tx M

M is invariant under T.

Theorem 7: If P is the projection on a closed linear subspace of M of a Hilbert space H, then M

reduces an operator TP PT.

Proof: M reduces T M is invariant under T and T*.

TP PTP and T * P PT * P

TP PTP and T * P * PT * P *

TP PTP and P * T * * P * T * *P *

TP PTP and PT PTP  P is projection P* P. AlsoTT* T

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 Notes Thus M reduces T.

TP PTP and PT PTP ...(1)

Now suppose M reduces T. Then from (1), TP = PTP and PT = PTP. This gives TP = PT.

Conversely, let TP = PT

PTP =P2T (Multiplying both sides on left by P.)

or PTP = PT P2 P

similarly multiplying both sides of TP = PT on the right of P, we get

TP2 = PTP or TP = PTP. Thus

TP = PT TP = PTP and PT = PTP.

Therefore from (1), we conclude that M reduces T.

Theorem 8: If M and N are closed linear subspace of a Hilbert space H and P and Q are the
projections on M and N respectively, then

(i) M N PQ O. and

(ii) PQ O QP O.

Proof: Since P and Q are projections on a Hilbert space H, therefore P* = P, Q* = Q.

We first observe that

PQ O PQ * O * Q * P* O *

QP O.

Therefore to prove the theorem it suffices to prove that

M N PQ O.

First suppose M N. If y is any vector in N, then M N y is orthogonal to every vector in M.

so y M .Consequently N M .

Now, let z be any vector in H. Then Qz is the range of Q i.e. Qz is in N.

Consequently Qz is in M which is null space of P.

Therefore P(Qz) = O.

Thus PQz = O z H

PQ = O

Conversely, let PQ = O and x M and y N.

since M is the range of P, therefore Px = x. Also N is the range of Q. Therefore

Qy = y

We have (x,y) = (Px, Qy) = (x,P*Qy)

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 Projections

Notes
= (x,PQy)  P* P

= (x,Oy) PQ O

= (x,O) = O

M and N are orthogonal i.e. M N.

16.1.3 Orthogonal Projections

Definition: Two projections P and Q on a Hilbert space H are said to be orthogonal if PQ = O.

Note: By theorem 8, P and Q are orthogonal iff their ranges M and N are orthogonal.

Theorem 9: If P1, P2, ... Pn are projections on closed linear subspaces M 1, M2, ... Mn of a Hilbert
space H, then P = P1 + P2 + ... + Pn is a projection the Pi's are pair-wise orthogonal (in the sense
that Pi Pj 0,i j).

Also then P is the projection on M = M1 + M2 + ... + Mn.

Proof: Given that P1, P2, ... Pn are projections on H.

Therefore Pi2 Pi Pi* for each i = 1, 2, ...,n.

Let P = P1 + P2+ ... + Pn. Then P* = (P1 + P2+ ... + Pn)* = P1* ... Pn*

= P1 + P2 + ... + Pn = P.

Sufficient Condition:

Let Pi Pj O,i j. Then to prove that

P is a projection on H. We have

P2 = PP = (P1 + P2+ ... + Pn) (P1 + P2+ ... + Pn)

= P12 P22 ... Pn2 Pi Pj 0,i j

= P1 + P2+ ... + Pn

=P

Thus, P* = P = P*.

Therefore P is a projection on H.

Necessary Condition:

Let P is a projection on H.

Then P2 = P = P*.

We are to prove that Pi Pj 0 if i j.

We first observe that if T is any projection on H and z is any vector in H, then

(Tz, z) = (T Tz, z) = (Tz, T*z)

= (Tz, Tz)
2
= Tz ...(1)

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 Notes Now let x belongs to the range of some Pi so that Pix = x. Then
2 2
x Pi x

n
2 2 2
Pj x P1 x ... Pn x
j 1

Pj x, x [Using (i)]
j 1

P1 x, x ... Pn x, x

P1 P2 ... Pn x

Px, x

Px
2
[by (1)]

x
2
...(2)

Thus we conclude that sign of equality must hold throughout the above computation. Therefore
we have

n
2 2
Pi x Pj x
j 1

2
Pj x O if j i

Pj x O, j i

Pj x O, j i

x is in the null space of Pj ,i j

x M j ,if j i

x is orthogonal to the range Mj of every Pj with j i.

Thus every vector x in the range P i(i = 1,...,n) is orthogonal to the range of every P j with j i.

Therefore the range of P i is orthogonal to the range of every P j with j i. Hence

Pi Pj O, i j [By theorem (8)]

Finally in order to show that P is the projection on M M 1 M 2 ... M n

We are to show that R(P) = M where R(P) is the range of P.

Let x M. Then x x1 x2 ... xn

2 2
where xi Mi , 1 i n. Now from (2), we observe that x Px if x is the range of some P i.

xi M, i.e. the range of Pi .

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 Projections

2 2 Notes
Pi x xi Pi x xi

Px i xi

xi the range of P.

xi R P , for each i 1, 2,..., n

x1 x2 ... x n R P .

x R P .

Then x M x R P

M R P ...(3)

Now suppose that x R P . Then

Px = x

P1 P2 ... Pn x x

P1x P2 x ... Pn x x

But P1 x M1 ,P2 x M2 ,...,Pn x Mn .

x M1 M2 ... M n and so R P M ...(4)

Hence from (3) and (4), we get

M = R(P)

This completes the proof of the theorem.

16.2 Summary

 A projection P on a Hilbert space H is said to be a perpendicular projection on H if the

range M and null space N of P are orthogonal.

 Let T be an operator on a Hilbert space H and M be a closed subspace of H. Then M is said

to be invariant under T if T M M.

 Let T be an operator on Hilbert space H, if M is closed subspace of H and if M and M are

both invariant under T, then T is said to be reduced by M.

 Two projections P and Q on a Hilbert space H are said to be orthogonal if PQ = O.

16.3 Keywords

Invariance: Let T be an operator on a Hilbert space H and M be a closed subspace of H. Then M

is said to be invariant under T if T M M.
Orthogonal Projections: Two projections P and Q on a Hilbert space H are said to be orthogonal
if PQ = O.

Perpendicular Projections: A projection P on a Hilbert space H is said to be a perpendicular

projection on H if the range M and null space N of P are orthogonal.

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 Notes 16.4 Review Questions

1. If P and Q are the projections on closed linear subspaces M and N of H, prove that PQ is a
projection PQ QP. In this case, show that PQ is the projection on M N.

2. If P and Q are the projections on closed linear subspaces M and N of H, prove that the
following statements are all equivalent to one another:

(a) P Q;

(b) Px Qx for every x;

(c) M N;
(d) PQ P;
(e) QP = P.

3. If P and Q are the projections on closed linear subspaces M and N of H, prove that Q P is
a projection P Q. In this case, show that Q – P is the projection on N M .

16.5 Further Readings

Books Borbaki, Nicolas (1987), Topological Vector Spaces, Elements of mathematics, Berlin:
Springer – Verlag

Rudin, Walter (1987), Real and Complex Analysis, McGraw-Hill.

Online links www.math.Isu.edu/ ~ sengupta/7330f02/7330f02proiops.pdf

Planetmath.org/....OrthogonalProjections OntoHilbertSubspaces.html.

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Richa Nandra, Lovely Professional University Finite Dimensional Spectral Theory

Unit 17: Finite Dimensional Spectral Theory Notes

CONTENTS

Objectives

Introduction

17.1 Finite Dimensional Spectral Theory

17.1.1 Linear Operators and Matrices on a Finite Dimensional Hilbert Space

17.1.2 Similar Matrices

17.1.3 Determinant of an Operator

17.1.4 Spectral Analysis

17.1.5 Spectrum of an Operator

17.1.6 Spectral Theorem

17.1.7 Spectral Resolution of an Operator

17.1.8 Compact Operators

17.1.9 Properties of Compact Operators

17.2 Summary

17.3 Keywords

17.4 Review Questions

17.5 Further Readings

Objectives

After studying this unit, you will be able to:

 Understand finite dimensional spectral theory.

 Describe spectral analysis and spectral resolution of an operator.

 Define compact operators and understand properties of compact operators.

 Solve problems on spectral theory.

Introduction

The generalisation of the matrix eigenvalue theory leads to the spectral theory of operators on
a Hilbert space. Since the linear operators on finite dimensional spaces are determined uniquely
by matrices, we shall study to some extent in detail the relationship between linear operators in
a finite dimension Hilbert spaces and matrices as a preliminary step towards the study of
spectral theory of operators on finite dimensional Hilbert spaces.

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 Notes 17.1 Finite Dimensional Spectral Theory

17.1.1 Linear Operators and Matrices on a Finite Dimensional Hilbert

Space

Let H be the given Hilbert space of dimension n with ordered basis B = {e 1, e2, …, en} where the
ordered of the vector is taken into consideration. Let T (H) (the set of all bounded linear
operators). Since each vector in H is uniquely expressed as linear combination of the basis, we
n

can express Tej as Tej = ij ie , where the n-scalars 1j

, ,…
2j nj
are uniquely determined by Tej.
i 1

Then vectors Te1, Te2, …, Tej determine uniquely the n2 scalars ij, i, j = 1, 2, … n. These n2 scalars
determine matrix with ( i1, i2, …, in) as the ith row and ( 1j, 2j, … nj) as its jth column. We
denote this matrix by {T} and call this matrix as the matrix of the operator T with respect to the
ordered basis B.

11 12  1n

Hence  = [ ij] = 21 22 2n

n1 n2  nn

We note that

(i) [0] = 0, which is the zero matrix.

(ii) [I] = I = [ ij], which is a unit matrix of order n. Here ij

is the Kronecker delta.

Definition: The set of all n × n matrices denoted by A n is complex algebra with respect to
addition, scalar multiplication and multiplication defined for matrices.

This algebra is called the total matrices algebra of order n.

Theorem 1: Let B be an ordered basis for a Hilbert space of dimension n. Let T (H) with (T) =
[ ij], then T is singular [ ij] is non-singular and we have [ ij]–1 = [T–1].

Proof: T is non-singular iff there exists an operator T –1 on H such that

T–1 T = T T–1 = I … (1)

–1
Since there is one-to-one correspondence between T and [T ],

(1) is true [T–1 T] = [TT–1] = [I]

from (2) [T–1] [T] = [T] [T–1] = [I] = [ ij]

so that [T–1] [ ij] = [ ij] [T–1] = [ ij], [T] = [ ij].

[ ij] is a non-singular and [ ij]–1 = [T–1].

This completes the proof of the theorem.

17.1.2 Similar Matrices

Let A, B are square matrix of order n over the field of complex number. Then B is said to be
similar to A if there exists a n × n non-singular matrix C over the field of complex numbers such
that

B = C–1 AC.

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 Finite Dimensional Spectral Theory

This definition can be extended similarly for the case when A, B are operators on a Hilbert space. Notes

Notes
1. The matrices in An are similar iff they are the matrices of a single operator on H
relative to two different basis H.

2. Similar matrices have the same determinant.

17.1.3 Determinant of an Operator

Let T be an operator on an n-dimensional Hilbert space H. Then the determinant of the operator
T is the determinant of the matrix of T, namely [T] with respect to any ordered basis for H.

Following we given properties of a the determinant of an operator on a finite dimensional

Hilbert space H.

(i) det (I) = 1, I being identity operator.

Since det (I) = det ([I]) = det ([ ij]) = 1.

(ii) det (T1 T2) = (det T1) (det T2)

(iii) det (T) 0 [T] is non-singular

det ([T]) 0.

Hence det (T) 0 [T] is non-singular.

17.1.4 Spectral Analysis

Definition: Eigenvalues

Let T be bounded linear operator on a Hilbert space H. Then a scalar is called an eigenvalue of
T if there exists a non-zero vector x in H such that Tx = x.

Eigenvalues are sometimes referred as characteristic values or proper values or spectral values.

Definition: Eigenvectors

If is an eigenvalue of T, then any non-zero vector x H such Tx = x, is called a eigenvector

(characteristic vector or proper vector or spectral vector) of T.

Properties of Eigenvalues and Eigenvectors

Notes If the Hilbert space has no non-zero vectors then T cannot have any eigenvectors
and consequently the whole theory reduces to triviality. So we shall assume that H 0
throughout this unit.

1. If x is an eigenvector of T corresponding to the eigenvalue and is a non-zero

scalar, then x is also an eigenvector of T corresponding to the same eigenvalue .
Contd...

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 Notes Since x is an eigenvector of T, corresponding to the eigenvalue 0 and Tx = x.

0 x 0

Hence T ( x) = T(x) = ( x)

Therefore corresponding to an eigenvalue there are more than one eigenvectors.

2. If x is an eigenvector of T, then x cannot correspond to more than one eigenvalue

of T.

If possible let 1
, 2
be two eigenvalues of T, ( 1 2
) for eigenvector x. Then

Tx = 1
x and Tx = 2
x

1
x= 2
x

( 1
– 2
)x = 0

1
– 2
=0 ( x 0)

l
= 2

3. Let be an eigenvalue of an operator T on H. If M is the set consisting of all

eigenvectors of T corresponding to together with the vector 0, then M is a non-
zero closed linear subspace of H invariant under T.

By definition x M Tx = x … (1)

By hypothesis 0 M and 0 vector satisfies (1).

M = {x H : Tx = x} = {x H : (T – I) x = 0}

Since T and I are continuous, M is the null space of continuous transformation T – I.

Hence M is closed.

Next we show that if x M , then Tx M . If x M then Tx = x.

Since M is a linear subspace of H, x M x = Tx M.

M is invariant under T.

Definition: Eigenspace

The closed subspace M is called the eigenspace of T corresponding to the eigenvalue .

From property (3), we have proved that each eigenspace of T is a non-zero linear subspace of H
invariant under T.

Note It is not necessary for an operator T on a Hilbert space H to possess an eigenvalue.

Example: Consider the Hilbert space  2 and the operator T on  2 defined by

T (x1, x2, …) = (0, x1, x2, …)

Let be a eigenvalue of T. Then a non zero vector

y = (y1, y2, …) in  2 such that Ty = y.

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 Finite Dimensional Spectral Theory

Now Ty = y T (y1, y2, …) = (y1, y2, …) Notes

(0, y1, y2, …) = ( y1, y2 …)

y1 = 0, y2 = y1, ……

Now y is a non-zero vector y1 0

y1 = 0 = 0.

Then y2 = y1 y1 = 0 and this contradicts the fact that y is a non-zero vector. Therefore T cannot
have an eigenvalue.

17.1.5 Spectrum of an Operator

The set of all eigenvalues of an operator is called the spectrum of T and is denoted by (T).

Theorem 1: If T is an arbitrary operator on a finite dimensional Hilbert space H, then the spectrum
of T namely (T) is a finite subset of the complex plane and the number of points in (T) does
not exceed the dimension n of H.

Proof: First we shall show that an operator T on a finite dimensional Hilbert space h is singular
if and only if there exists a non-zero vector x H such that Tx = 0.

Let a non-zero vector x H s.t. Tx = 0. We can write Tx = 0 as Tx = T0. Since x 0, the two distinct
elements x, 0 H have the same image under T. Therefore T is not one-to-one. Hence T –1 does
not exist. Hence it is singular.

Conversely, let T is singular. Let no non-zero vector such that Tx = 0. This means Tx = 0 x=
0. Then T must be one-to-one. Since H is finite dimensional and T is one-to-one, T is onto, so that
T is a non-singular, contradicting the hypothesis that T is singular. Hence there must be non-
zero vector x s.t. Tx = 0.

Now if T is an operator on a finite dimensional Hilbert space H of dimension n. Then A scalar

(T), if there exists a non-zero vector x such that (T – I)x = 0.

Now (T – I)x = 0 (T – I) is a singular.

(T – I) is singular det (T – I) = 0. Thus (T) satisfies the equation det (T – I) = 0.

Let B be an ordered basis for H. Thus det (T – I)

= det ([T – I]B)

But det ([T – I]B) = det ([T]B – [I]B)

Thus det (T – I) = det ([T]B – [ ij]).

So det (T – I) = 0 det ([T]B – [ ij]) = 0 … (1)

If [T]B = [ ij] is a matrix of T then (1) gives

11 12  1n
22 22  2n
… (2)
  
n1   nn

The expression of determinant of (2) gives a polynomial equation of degree n in with complex
coefficients in the variable . This equation must have at least one root in the field of complex
number (by fundamental theorem of algebra). Hence every operator T on H has eigenvalue so

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 Notes that (T) . Further, this equation in has exactly n roots in complex field. If the equation has
repeated roots, then the number of distinct roots are less than n. So that T has an eigenvalue and
the number of distinct eigenvalue of T is less than or equal to n. Hence the number of elements
of (T) is less than or equal to n. This completes the proof of the theorem.

Example: For a two dimensional Hilbert space H, let B = {e 1, e2} be a basis and T be an
operator on H given by the matrix

11 12
A = … (1)
21 22

(i) If T is given by Te1 = e2 and Te2 = – e2, find the spectrum T.

(ii) If T is an arbitrary operator on H with the same matrix representation, then

T2 ( 11
+ 22
)T+( 11 22
– 12 21
)I=0

Sol:

(i) Using the matrix A of the operator T, we have

Te1 = 11
e1 + 21
e2 = e2 so that 11
= 0 and 21
=1

Te2 = 12
e1 + 22
e2 = –e1 so that 12
= –1 and 22
=0

11 12 0 1
Hence [T] = .
21 22 1 0

For this matrix, the eigenvalue are given by the characteristic equation

1
=0
1

2
+1=0 = i so (T) = { i}.

(ii) Let us consider the eigenvalues of A, which are given by

11 12
=0
21 22

2
–( 11
+ 22
) +( 11 22
– 12 21
)=0 … (2)

Since (2) is true for , we can take

T = I … (3)

From (2) and (3) we get

T2 – ( 11
+ 22
)T+( 11 22
– 12 21
)I=0 … (4)

The operator T on H having as an eigenvalue satisfies equation (4).

Theorem 2: If T is an operator on a finite dimension Hilbert space, then the following statements
are true.

(a) T is singular 0 (T)

–1
(b) If T is non-singular, then (T) (T–1)

(c) If A is non-singular, then (ATA–1) = (T)

(d) If (T) and if P is polynomial then P ( ) (P (T)).

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Proof: Notes

(a) T is singular a non-zero vector x H such that Tx = 0 or Tx = 0. Hence T is singular

0 is the eigenvalue of T i.e. 0 (T).

(b) Let T be non-singular and (T).

–1
Hence 0 by (a) so that exists. Since is an eigenvalue of T, a non-zero vector
x H s.t. Tx = x.

Premultiplying by T–1 we get

T–1 Tx = T–1 ( x)
1
T–1 (x) = x for x 0

–1
Hence ( (T–1))
–1
Conversely, if is an eigenvalue of T –1 then ( –1 –1
) = is an eigenvalue of (T –1)–1 = T.

Hence (T).

(c) Let S = ATA–1. Then we find S – I.

Now S – I = ATA–1 – A ( I) A–1

= A (T – I) A–1

det (S – I) = det (A(T – I) A–1)

= det (T – I)

is an eigenvalue of T det (T – I) = 0.

Hence det (T – I) = 0 det (S – I) = 0

S and T have the some eigenvalues so that

(ATA–1) = (T).

(d) If = (T), is an eigenvalue of T. Then a non-zero vector x such that Tx = x.

2
Hence T (Tx) = T ( x) = Tx = x.

Hence if is an eigenvalue of T, then 2 is an eigenvalue of T 2. Repeating this we get that

if is an eigenvalue of T, then n is an eigenvalue of T n for any positive integer n.

Let P (t) = a0 + a1t + … + amtm, a0, a1, ……, am are scalars.

Then [P (T)]x = (a0I + a2T + …… + amTm)x

m
= a0x + a1 ( x) + …… + am ( x)
m
= [a0 + a1 ( ) + …… + am ]x
m
Hence P( ) = a0 + a1 + …… + am is an eigenvalue of P (T).

This if (T), then P ( ) (P (T)).

This completes the proof of the theorem.

1 7.1.6 Spectral Theorem

Statement: Let T be an operator on a finite dimensional Hilbert space H with 1, 2, …, m as the

eigenvalues of T and with M 1, M2, …, Mm be then corresponding eigenspaces. If P 1, P2, …, Pm are
the projections on the spaces, then the following statements are equivalent.

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 Notes (a) The Mi’s are pairwise orthogonal and span H:

(b) The Pi’s are pairwise orthogonal and P 1 + P2 + … + Pm = I and T = 1

P1 + 2
P2 + … + m
Pm.

(c) T is normal operator on H.

Proof: We shall show that

(i) (ii) (iii) (i)

(i) (ii)

Assume that Mi’s are pairwise orthogonal and span H. Hence every x H can be represented
uniquely as

x = x1 + x2 + … + xm … (1)

where xi Mi for i = 1, 2, …, m

by hypothesis Mi’s are pairwise orthogonal. Since P i’s are projections in M i’s Pi’s are pairwise
orthogonal, i.e. i j PiPj = 0.

If x is any vector in H, then from (1) for each i,

Pi(x) = Pi (x1 + x2 + … + xm)

= Pix1 + Pix2 + … + Pixm … (2)

Since Pi is the range of M i, Pi xi = xi.

For i j Mj Mi since xj Mj for each j we have

xj Mi for j i.

Hence xj M i (null space of Pi)

xj Mi Pixj = xi

from (2) we get

Pix = xi … (3)

Since I is the identity mapping on H, we get

Ix = x1 + x2 + … + xm … (by (1))

= P1x + P2x + … + Pmx … (by (3))

= (P1 + P2 + … + Pm) x x H.

This show that I = P1 + P2 + …… + Pm.

For every x H, we have from (1)

T (x) = T (x1 + x2 + … + xm)

= Tx1 + Tx2 + … + Txm

Since xi Mi Txi = xi

Tx = 1 1
x + x + …… +
2 2 m m
x … (4)

= 1
P1x + 2
P2x + …… + m
Pmx … (5)

T = 1
P1 + 2
P2 + …… + m
Pm

(ii) (iii)

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Let T = 1P1 + 2
P2 + …… + m
Pm, where Pi’s are pairwise orthogonal projections and to show that Notes
T is normal.

Since Pi’s are projection and P *i Pi and Pi2 Pi … (6)

Further we have PiPj = 0 for i j

Since adjoint operation is conjugate linear, we get

T* = ( 1P1 + 2
P2 + …… + m
Pm)*

= 1 P *1 2 P *2 m P *m

= 1 P1 2 P2 m Pm .

Now TT* = ( 1P1 2 P2 m Pm ) ( 1P1 2 P2 m Pm )

= | 1 |2 P12 | 2 |2 P22 | 1 |2 Pm2 ( PiPj = 0, i j)

= | 1|2P1 + | 2|2P2 + …… + | m
|2Pm … (by (6))
Similarly T*T can be found s.t.

T*T = | 1|2P1 + | 2|2P2 + …… + | m|2 Pm

Hence T*T = TT* T is normal.

(iii) (i)

Let T is normal operator on H and prove that M i’s are pairwise orthogonal and M i’s span H.

We know that if

T is normal on H its eigenspaces Mi’s are pairwise orthogonal.

So it suffices to show that Mi’s span H.

Let M = M1 + M2 + …… + Mm

and P = P1 + P2 + …… + Pm

Since T is normal on H, each eigenspace Mi reduces T. Also Mi reduces T PiT = TPi for each Pi.

TP = T (P1 + P2 + …… + Pm)

= TP1 + TP2 + …… + TPm

= P1T + P2T + …… + PmT

= (P1 + P2 + …… + Pm) T

= PT

Since P is projection on M and TP = PT, M reduces T and so M is invariant under T. Let U

be the restriction of T to M . Then U is an operator on a finite dimensional Hilbert space
M and Ux = Tx x M . If x is an eigenvector for U corresponding to eigenvalue then
x M and Ux = x.

Tx = x and so x is also eigenvector for T.

Hence each eigenvector of U is also an eigenvector for T. But T has no eigenvector in M . Hence
M M = {0}. So U is an operator on a finite dimensional Hilbert space M and U has no
eigenvector and so it has no eigenvalue.

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 Notes M = {0}.

For if M {0}, then every operator on a non-zero finite dimensional Hilbert space must have an
eigenvalue.

Now M = {0} M = H.

Thus M = M1 + M2 + …… + Mm = H and so Mi’s span H.

This complete the proof of the theorem.

17.1.7 Spectral Resolution of an Operator

Let T be an operator on a Hilbert space H. If there exist distinct complex numbers 1

, 2
, …, m
and non-zero pairwise orthogonal projections p 1, p2, …, pm such that

T= 1
p1 + 2
p2 + … + m
pm

and p = p1 + p2 + … + pm, then the expression

T= 1
p1 + 2
p2 + … + m
pm for T is called the spectral resolution for T.

Note We note that the spectral theorem coincides with the spectral resolution for a
normal operator on a finite dimensional Hilbert space.

Theorem: The spectral resolution of the normal operator on a finite dimensional non-zero Hilbert
space is unique.

Proof: Let T = 1
p1 + 2
p2 + … + m
pm

be a spectral resolution of a normal operator on a non-zero finite dimensional Hilbert space H.

Then 1, 2, …, m are distinct complex numbers and p i s are non-zero pairwise orthogonal
projections such that p1 + p2 + … + pm = 1. We establish that 1 + 2, …, m are precisely the distinct
eigenvalues of T.

To this end we show first that for each i, i is an eigenvalue of T. Since p i 0 is a projection, a
non-zero x in the range of p 1 such that pix = x

Let us consider

Tx = ( 1p1 + 2
p2 + … + m
pm)x

= ( 1p1pi + 2
p2pi + … + ip2i + … + m
pmpi)x

So pi’s are pairwise orthogonal p ipj = 0 for i j and p2i = pi, we have Tx = ipix = ix by pix = x.

i
is an eigenvalue of T.

Next we show that each eigenvalue of T is an element of the set ( 1, 2, …, m

). Since T is an
operator on a finite dimensional Hilbert space, T must have an eigenvalue.

If is an eigenvalue of T then Tx = x = Ix.

( 1
p1 + 2
p2 + … + m
pm) x = (p1 + p2 + … + pm) x

{( 1
– ) p1 + ( 2
– ) p2 + … + ( m
– ) pm} x = 0 … (2)

Since p2i = pi and pi pj = 0 for i j operating with pi throughout (2), we get

( i – ) pix = 0 for i = 1, 2, …, m.

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If i
for each i, pix = 0 for each i. Notes

Hence pix + p2x + … + pmx = 0

(p1 + p2 + … + pm) x = 0

Ix = 0

x = 0, a contradiction to the fact that x 0. Hence must be equal to i for some i. This in the
spectral resolution (1) of T, the scalar i are the precisely the eigenvalue of T.

If the spectral resolution is not unique.

Let T = 1
Q1 + 2
Q2 + … + Qn
n
… (3)

be another revolution of T. Then 1, 2, … n is the same set of eigenvalues of T written in

different order. Hence writing the eigenvalues in the same order as in (1) and renaming the
projections, we can write (3) as

T = 1
Q1 + 2
Q2 + … + m
Qm … (4)

To prove uniqueness, we shall show that p i in (1) and Qi in (4) are some.

Using the fact p2i = pi, pipj = 0 i j, we can have

T0 = I = p1 + p2 + … + pm

T1 = 1
p1 + 2
p2 + … + m
pm

T2 = 2
1
p1 + … + 2
m
pm

and Tn = n
1
p1 + … + n
m
pm for any positive integer n. … (5)

Now if g (t) is a polynomial with complex coefficient in the complex variable t, we can write
g (T) as

g (T) = g ( 1) p1 + g ( 2) p2 + … + g ( m
) pm

= g ( j ) pj … (by 5)
j 1

Let i
be a polynomial such that i
( i) = 1 and i
( j) = 0

if i j

Taking i
in place of g, we get
m m

(T) = i ( j ) pj ij pj pi
i
j 1 j 1

Hence for each i, let pi = i (T) which is a polynomial in T. The proof is complete if we show the
existence of i over the field of complex number.

(t 1) (t i 1 ) (t i 1 )...(t m )
Now i (t)
( i 1 )....( i i 1 ( i
) i 1) ( i m )
satisfies our requirements i.e. i
( i) = 1 and i
( j) = 0 if i j

Repeating the above discussion for Qi’s we get in a similar manner Q i = i

(T) for each i.

pi = Qi for each i.

This completes the proof of the theorem.

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 Notes 17.1.8 Compact Operators

Definition: A subset A in a normed linear space N is said to be relatively compact if its closure A
is compact.

A linear transformation T of a normed linear space N into a normed linear space N is said to be
a compact operator if it maps a bounded set of N into a relatively compact set in N , i.e.

T:N N is compact of every bounded set B N, T(B) is compact in N .

17.1.9 Properties of Compact Operators

1. Let T : N N be a compact operator. Then T is bounded (continuous) linear operator. For,

let B be a bounded set in N. Since T is compact, T(B) is compact in N . So T(B) is complete

and totally bounded in N . Since a totally bounded set is always bounded, T(B) is bounded
and consequently T(B) is bounded, since a subset of a bounded set is bounded.

T is a bounded linear transformation and it is continuous.

2. Let T be a linear transformation on a finite dimensional space N. Then T is compact
operator. For, N is finite dimensional and T is linear T(N) is finite dimensional. Since any
linear transformation on a finite dimensional space is bounded. T(B) is bounded subset of
T(N) for every bounded set B N. Now if T(B) is bounded so is T(B) and is closed. T(N) is

finite dimensional, any closed and bounded subset of T(N) is compact, so that T(B) is
compact, being closed and bounded subset of T(N).

3. The operator O on any normed linear space N is compact.

4. If the dimension of N is infinite, then identity operator I : N N is not compact operator.

For consider a closed unit sphere.

S = {x N: x 1} then S is bounded.

Since N is a infinite dimensional.

I (S) = S = S is not necessarily compact.

Hence I : N N is not compact operator. But I is a bounded (continuous) operator.

Theorem: A set A in a normed linear space N is relatively compact every sequence of points
in A contains a convergent sub sequence.

Proof: Let A is relatively compact.

Since A A , every sequence in A is also sequence in A . Since A is compact, such a sequence

in A contains a convergent subsequence. Hence every sequence in A has a convergent
subsequence.

Conversely, let every sequence in A has a convergent subsequence.

Let (yn) be a sequence of points in A . Since A is dense in A , a sequence (xn) of points of A s.t.

1
xn yn … (1)
n

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Notes
and x nk x A … (2)

we can find a (y nk ) of (yn) s.t.

y nk x = y nk x nk x nk x

y nk x nk x nk x

0 as n .

A is compact.

This completes the proof of the theorem.

17.2 Summary

 If T is an arbitrary operator on a finite dimensional Hilbert space H, then the spectrum of

T namely (T) is a finite subset of the complex plane and the number of points in (T) does
not exceed the dimension n of H.

 Let T be bounded linear operator on a Hilbert space H. Then a scalar is called an eigenvalue
of T if there exists a non-zero vector x in H such that Tx = x.

 The closed subspace M is called the eigenspace of T corresponding to the eigenvalue .

 The set of all eigenvalues of an operator is called the spectrum of T. It is denoted by (T).

 The spectral resolution of the normal operator on a finite dimensional non-zero Hilbert
space is unique.

 A subset A in a normed linear space N is said to be relatively compact if its closure A is

compact.

17.3 Keywords

Eigenspace: The closed subspace M is called the eigenspace of T corresponding to the eigenvalue .

Eigenvalues: Let T be bounded linear operator on a Hilbert space H. Then a scalar is called an
eigenvalue of T if there exists a non-zero vector x in H such that Tx = x.

Eigenvalues are sometimes referred as characteristic values or proper values or spectral values.

Eigenvectors: If is an eigenvalue of T, then any non-zero vector x H such Tx = x, is called a

eigenvector.

Similar Matrices: Let A, B are square matrix of order n over the field of complex number. Then
B is said to be similar to A if there exists a n × n non-singular matrix C over the field of complex
numbers such that

B = C–1 AC.

Spectrum of an Operator: The set of all eigenvalues of an operator is called the spectrum of T and
is denoted by (T).

Total Matrices Algebra: The set of all n × n matrices denoted by An is complex algebra with
respect to addition, scalar multiplication and multiplication defined for matrices.

This algebra is called the total matrices algebra of order n.

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 Notes 17.4 Review Questions

1. If T (H) is a self-adjoint operator, then (T) = {m, M} where m, M are spectral values.

2. If T is self-adjoint operator then (T) is the subset of the real line [– T , T ].

–1
3. Let R (T) = (T – I) for a T B (X, X). Prove that R T 0 as .

4. Prove that the projection of a Hilbert space H onto a finite dimensional subspace of H is
compact.

17.5 Further Readings

Books Walter Rudin, Real and complex analysis, Third, McGraw-Hill Book Co., New York,
1987.
Erwin Kreyszig, Introductory functional analysis with applications, John Wiley &
Sons Inc., New York, 1989.

Online links www.math.washington.edu

chicago.academia.edu
www.math.ethz.ch/~ Kowalski/spectral-theory.pdf

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