TEXTS AND READINGS

IN MATHEMATICS

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UIM OOKAGENCY
 Notes on
Functional Analysis

Rajendra Bhatia
Indian Statistical Institute
Delhi

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 Preface

These notes are a record of a one semester course on Functional Analysis that
I have given a few times to the second year students in the Master of Statistics
program at the Indian Statistical Institute, Delhi.

I first taught this course in 1987 to an exceptionally well prepared batch of five
students, three of whom have gone on to become very successful mathematicians.
Ten years after the course one of them suggested that my lecture notes could be
useful for others. I had just finished writing a book in 1996 and was loathe to begin
another soon afterwards. I decided instead to prepare an almost verbatim record of
what I said in the class the next time I taught the course. This was easier thought
than done. The notes written in parts over three different years of teaching were
finally ready in 2004.

This background should explain the somewhat unusual format of the book. Un-
like the typical text it is not divided into chapters and sections, and it is neither
self-contained nor comprehensive. The division is into lectures each corresponding
to a 90 minutes class room session. Each is broken into small units that are num-
bered.

Prerequisites for this course are a good knowledge of Linear Algebra, Real Anal-
ysis, Lebesgue Integrals, Metric Spaces, and the rudiments of Set Topology. Tradi-
tionally, all these topics are taught before Functional Analysis, and they are used
here without much ado. While all major ideas are explained in full, several smaller
details are left as exercises. In addition there are other exercises of varying difficulty,
and all students are encouraged to do as many of them as they can.

The book can be used by hard working students to learn the basics of Functional
Analysis, and by teachers who may find the division into lectures helpful in planning
vi

their courses. It could also be used for training and refresher courses for Ph.D.
students and college teachers.

The contents of the course are fairly standard; the novelties, if any, lurk in the
details. The course begins with the definition and examples of a Banach space and
ends with the spectral theorem for bounded self-adjoint operators in a Hilbert space.
Concrete examples and connections with classical analysis are emphasized where
possible. Of necessity many interesting topics are left out.

There are two persons to whom I owe special thanks. The course follows, in spirit
but not in detail, the one I took as a student from K. R. Parthasarathy. In addition
I have tried to follow his injunction that each lecture should contain (at least) one
major idea. Ajit Iqbal Singh read the notes with her usual diligence and pointed out
many errors, inconsistencies, gaps and loose statements in the draft version. I am
much obliged for her help. Takashi Sano read parts of the notes and made useful
suggestions. I will be most obliged to alert readers for bringing the remaining errors
to my notice so that a revised edition could be better.

The notes have been set into type by Anil Shukla with competence and care and
I thank him for the effort.
 A word about notation

To begin with I talk of real or complex vector spaces. Very soon, no mention is
made of the field. When this happens, assume that the space is complex. Likewise
I start with normed linear spaces and then come to Banach spaces. If no mention is
made of this, assume that X stands for a complete normed linear space.

I do not explicitly mention that a set has to be nonempty or a vector space

nonzero for certain statements to be meaningful. Bounded linear functionals, after
some time are called linear functionals, and then just functionals. The same happens
to bounded linear operators.

A sequence is written as {xn} or simply as "the sequence xn" .

Whenever a general measure space is mentioned, it is assumed to be cr-finite.

The symbol E is used for two different purposes. It could mean the closure of
the subset E of a topological space, or the complex conjugate of a subset E of the
complex plane. This is always clear from the context, and there does not seem any
need to discard either of the two common usages.

There are twenty six Lectures in this book. Each of these has small parts with
numbers. These are called Sections. A reference such as "Section m" means the
section numbered m in the same Lecture. Sections in other lectures are referred
to as "Section m in Lecture n". An equation number (m.n) means the equation
numbered n in Lecture m.

Do I contradict myself?

Very well then I contradict myself

(I am large, I contain multitudes)

-Walt Whitman
 Contents

Lecture 1 Banach Spaces 1

Lecture 2 Dimensionality 11

Lecture 3 New Banach Spaces from Old 19

Lecture 4 The Hahn-Banach Theorem 28
Lecture 5 The Uniform Boundedness Principle 36
Lecture 6 The Open Mapping Theorem 42
Lecture 7 Dual Spaces 49
Lecture 8 Some Applications 58
Lecture 9 The Weak Topology 66
Lecture 10 The Second Dual and the Weak* Topology 73
Lecture 11 Hilbert Spaces 81
Lecture 12 Orthonormal Bases 93
Lecture 13 Linear Operators 103
Lecture 14 Adjoint Operators 111
Lecture 15 Some Special Operators in Hilbert Space 119
Lecture 16 The Resolvent and The Spectrum 129
Lecture 17 Subdivision of the Spectrum 139
Lecture 18 Spectra of Normal Operators 146
Lecture 19 Square Roots and the Polar Decomposition 155
Lecture 20 Compact Operators 163
Lecture 21 The Spectrum of a Compact Operator 170
Lecture 22 Compact Operators and Invariant Subspaces 178
Lecture 23 Trace Ideals 187
Lecture 24 The Spectral Theorem -I 198
Lecture 25 The Spectral Theorem -II 209
Lecture 26 The Spectral Theorem -III 219
Index 230
 Lecture 1

Banach Spaces

The subject Functional Analysis was created at the beginning of the twentieth
century to provide a unified framework for the study of problems that involve con-
tinuity and linearity. The basic objects of study in this subject are Banach spaces
and linear operators on these spaces.

1. Let X be a vector space over the field F, where F is either the field I of real
numbers or the field C of complex numbers. A norm ff on X is a function
that assigns to each element of X a nonnegative real value, and has the following
properties:

(i) IIxM=O if, and only if, x = 0.

(ii) IIaxM=IcEI Ifor all a E lF, x E X.
(iii) IIx + lxii + I1ll, for all x, y E X.

Property (iii) is called the triangle inequality.

A vector space equipped with a norm is called a norm.ed vector space (or a Wormed
linear space).
From the norm arises a metric on X given by d(x, y) _ lix - yj If the metric
space (X,d) is complete, we say that X is a Banach space. (Stefan Banach was a
Polish mathematician, who in 1932 wrote the book Theorie des Operations Lineaires,
the first book on Functional Analysis.)
It follows from the triangle inequality that

I lixil - iiii ii-Y1l.

This shows that the norm is a continuous function on X.
2 Notes on Functional Analysis

Examples Aplenty

2. The absolute value is a norm on the space IF, and with this IF is a Banach
space.

3. The Euclidean space IFn is the space of n-vectors x = (xi,... , xi,) with the norm

1x112 := (I xI2)h/2.
j=1

4. For each real number p,1 < p < Oc the space is the space IFn with the p- norm
of a vector x = (x1,... , xn) defined as

j=1

The oc- norm of x is defined as

IIxIIoo =

It is easy to see that f

is a norm in the special cases p = 1, oo. For other values
of p, the proof goes as follows.
(i) For each 1 < p < oo, its conjugate index (the Holder conjugate) is the index q
that satisfies the equation
11
-+-=1.
p q
If 1 <p < Oc, and a, b > 0, then

ab<
a +-. bq

p q

This is called the generalised arithmetic-geometric mean inequality or Young's in-

equality. (When p = 2, this is the arithmetic-geometric mean inequality.)
(ii) Given two vectors x and y, let xy be the vector with coordinates (xiyi,... , xnyn)
Use (1.1) to prove the Holder inequality

lIxyIIi IIXIJpIIYIIq, (1.2)

1. Banach Spaces 3

for all 1 < p < oo. When p = 2, this is the more familiar Cauchy-Schwarz inequality.
(iii) Use (1.2) to prove the Minkowski inequality

5. The justification for the symbol II ' Iloo is the fact

p IIxIIy = II=III

6. Why did we restrict ourselves to p > 1? Let 0 < p < 1 and take the same
definition of II ' III as above. Find two vectors x and y in 1F2 for which the triangle
inequality is violated.

7. A slight modification of Example 4 is the following. Let a, < j < n be given

positive numbers. Then, for each 1 < p < 00,

lxii '- (

All the spaces in the examples above are finite-dimensional and are Banach spaces
when equipped with the norms we have defined.

8. Let C[0,1] be the space of (real or complex valued) continuous functions on the
interval [O, 1]. Let

11111 =Sip Iou<i

Then C[0,1] is a Banach space.

The space consisting of all polynomial functions (of all degrees) is a subspace of
C[0,1]. This subspace is not complete. Its completion is the space C[0,1].

9. More generally, let X be any compact metric space, and let C(X) be the space
of (real or complex valued) continuous functions on X. Let

I=suPlf(x)I
sex
4 Notes on Functional Analysis

It is clear that this defines a norm. The completeness of C(X) is proved by a typical
use of epsilonics. This argument is called the e/3 argument.
Let fr-, be a Cauchy sequence in C(X). Then for every e > 0 there exists an
integer N such that for in, n > N and for all x

f(x) - fm(X)I 6.

So, for every x, the sequence f(x) converges to a limit (in 1F) which we may call
f(x). In the inequality above let m -> oo. This gives

i- f(x)J <
for n > N and for all x. In other words, the sequence fn converges uniformly to
f. We now show that f is continuous. Let x be any point in X and let e be any
positive number. Choose N such that fN(z) - f(z) < s/3 for all z E X. Since IN is
continuous at x, there exists 8 such that (- fN(Y)I <6/3 whenever d(x, y) <8.
Hence, if d(x, y) < S, then

I1(=) - f(y) I!(=) - fN(x)l + E-1rv(y)I + I- f(y)I.

Each of the three terms on the right hand side of this inequality is bounded by e/3.
Thus 1(x) - f(y) <, and f is continuous at x.

10. For each natural number r, let cr [0, 1] be the space of all functions that have
continuous derivatives f (1), f (2),... , I(r) of order upto r. (As usual, the derivatives
are one-sided limits at the endpoints 0 and 1.) Let
r
f:_ sup fj_0
0<t<1

The space CT [0, 1] is a Banach space with this norm. (Recall that if the sequences
fn and fn converge uniformly on [O, 1] to f,g respectively, then f is differentiable
and f' = g.)

11. Now let X be any metric space, not necessarily compact, and let C(X) be the
1. Banach Spaces 5

space of bounded continuous functions on X. Let

f 11:= suP I.f (x)

xEX
Then C(X) is a Banach space.

Sequence Spaces

12. An interesting special case of Example 11 is obtained by choosing X = N, the

set of natural numbers. The resulting space is then the space of bounded sequences.
This is the space if x = (x1, x2,...) is an element of this space then its norm is

IxII := sup IxjI.

1<jGoo

13. Let c be the subspace of that consists of all convergent sequences. Use an
e/3 argument to show that it is a closed subspace of 4,.
Let c0 be the collection of all sequences converging to 0. This is also a closed
linear subspace of .
We use the symbol c00 to denote the collection of all sequences whose terms are
zero after some stage. This is a linear subspace of but is not closed. The space
co is the completion of coo (the smallest closed space in . that contains coo).

14. For each real number 1 < P < oo, let 4 be the collection of all sequences
x = (xl,x2,...) such that >=i 1<00.

(i) Use the convexity of the function f(t) = t on [0, oo) to show that 4 is a vector
space.
(ii) Note that 4 C co C F.,.
(iii) The inclusions in (ii) are proper. (Consider the sequence with terms xn =
(iv) The space 4 for any 1 < p < oo is not closed in Pte.
(v) For x e ep, define
00

:= (
j=1
IxI)'.
6 Notes on Functional Analysis

Show that this is a norm. Imitate the steps in Example 4. Some modifications are
necessary. The Holder inequality (1.2) is now the statement: if x E 4 and y E t9,
then their termwise product xy is in Ll and the inequality (1.2) holds. With this norm
Qp is a Banach space.
(vi) Let 1 <p <p' <00. If the series E x P converges, then so does E Ix '. Thus
the vector space PP is contained in 4'. Further, for every x E 4 we have

This inequality can be proved as follows. Assume first that lix lip = 1. Then ix < 1
for all j, and hence, 1x3 I" < x3 P This shows that

EIxi' lxii'= 1,

and the inequality (1.4) follows. If x is an arbitrary element of 4 then let y =

x/Iixli Then liytlP = 1, and hence, llylip' < Ilylip
This shows (1.4) is true for all
xEQP.

Lebesgue Spaces

15. Let I be the interval [O, 1] with the Lebesgue measure . Let X be the collection
of all bounded measurable functions on I, and for f e X let

11111 := sup if(t)i.

tEI

Then X is a Banac;h space. (To prove completeness, recall that uniform convergence
of a sequence fis enough to ensure that the limit f is measurable.)

16. Since sets of measure zero are of no consequence, it is more natural to consider
essentially bounded functions rather than bounded ones. Let f be a measurable
function on I. If there exists an M > 0 such that

({teI: lf(t)i >M})=0,

we say f is essentially bounded. The infimum of all such M is called the essential
1. Banach Spaces 7

supremum of ff, and is written as

Ill 1k0 =ess sup Ill.

The collection of all (equivalence classes of) such functions is the space It
is a Banach space with this norm.

17. For 1 <p < oo, let L[0, 1] be the collection of all measurable functions on [0, 1]
for which fo lis finite. Then L[0,1] is a vector space and

IIflIv :- (fe' l

is.a norm on it. To prove this, one uses versions of Holder and Minkowski inequalities
(1.2) and (1.3) in which sums are replaced by integrals.
The completeness of L[0, 1] is standard measure theory. The assertion that
L[0, 1] is complete is called the Riesz-Fischer Theorem. (Warning: There are other
theorems going by the same name.)

18. The interval I can be replaced by a general measure space (X, S, 1u) in which X
is a set, S a a-algebra of subsets of X, and p any measure. The spaces Lp(X, S, p),
1 < p < oc, can then be defined in the same way as above. (It is often necessary to
put some restrictions like a-finiteness to prevent unruly behaviour of different sorts.)
When X = N, and p is the counting measure, we get sequence spaces.

If p(X) is finite, and 1 < p <p' < oc, then the space is a linear subspace of
L. In this case we have
Ill lIP p(X)1/p-I1P If i (1.5)

for all f E Lp'. (This can be seen using the Holder inequality, choosing one of the
functions to be identically l.) This is just the opposite of the behaviour of sequence
spaces in Example 14.
If (X) = oo, no inclusion relations of this kind can be asserted in general.
8 Notes on Functional Analysis

Separable Spaces

A metric space is called separable if it has a subset that is countable and dense
Separable Banach spaces are easier to handle than nonseparable ones. So, it is o
interest to know which spaces are separable.

19. The space C[0, 1] is separable. Polynomials with rational coefficients are dens<
in this space.

20. For 1 < p < oc, the space Cpl is dense in p. Within this space those that havE
rational entries are dense. So the spaces .gyp, 1 < p < oc are separable.

21. The space . is not separable. Consider the set S of sequences whose term;
are 0 or 1. Then S is an uncountable subset of . (It is uncountable because ever
point in the unit interval has a binary decimal expansion and thus corresponds to
unique element of S.) If x, y are any two distinct elements of S, then Ix - y f =1
So the open balls B(x,1/2), with radii 1/2 and centred at points x e S, form ar
uncountable disjoint collection. Any dense set in must have at least one point it
each of these balls, and hence can not be countable.
The subspace c0 of is separable (coo is dense in it) as is the subspace c (consider
sequences whose terms are constant after some stage).

22. For 1 <p < oo, the spaces L[0, 1] are separable. Continuous functions are dens
in each of them. The space L [0, 1] is not. (Consider the characteristic functions o
the intervals [0, t], 0 < t < 1).

23. What about the spaces S, C)? These can not be "smaller" than the space:
(X, S, ). If we put d(E, F) = (EzF), where EOF is the symmetric difference o
the sets E and F, then d(E, F) is a metric on S. It can be proved (with standard bu
elaborate measure theory) that for 1 <p < oc, the space Lp(X, S, c) is separable i
and only if the metric space (S, d) is separable. Further, this condition is satisfied i
and only if the a-algebra S is countably generated. (The statements about am
1. Banach Spaces 9

L[0,1], 1 < p < oo are included in this more general set up.)

More examples

24. A function f on [0, 1] is said to be absolutely continuous if, given > 0, there
exists (5> 0 such that
hf(tf(t)t <
i=1
for every finite disjoint collection of intervals { (ti, ti) } in [0, 1] with >'_ 1 Iti - ti I < b
The Fundamental Theorem of Calculus says that if f is absolutely continuous, then
it is differentiable almost everywhere, its derivative f' is in L1 [0, 11, and f(t) _
fo f/(s)ds + f(0) for all 0 < t < 1. Conversely, if y is any element of L1[0,1], then
the function Gdefined as G(t) = fo g(s)ds is absolutely continuous, and then G' is
equal to g almost everywhere.
For each natural number r, let LPT [0, 1] be the collection of all (r - 1) times
continuously differentiable functions f on [0, 1] with the properties that fir-1> is
absolutely continuous and f(r) belongs to L[0, 1]. For f in this space define

If +IU(') IIP'

Then LT [0, 1], 1 < p < oe is a Banach space. (The proof is standard measure
theory.) These are called Sobolev spaces and are used often in the study of differential
equations.

25. Let D be the unit disk in the complex plane and let X be the collection of all
functions analytic on D and continuous on its closure D. For f in X, let

aril 5up ir(=)i.

zED

Then X is a Banach space with this norm. (The uniform limit of analytic functions
is analytic. Use the theorems of Cauchy and Morera. )
10 Notes on Functional Analysis

Caveat

We have now many examples of Banach spaces. We will see some more in the
course. Two remarks must be made here.
There are important and useful spaces in analysis that are vector spaces and have
a natural topology on them that does not arise from any norm. These are topological
vector spaces that are not normed spaces. The spaces of distributions used in the
study of differential equations are examples of such spaces.
All the examples that we gave are not hard to describe and come from familiar
contexts. There are Banach spaces with norms that are defined inductively and are
not easy to describe. These Banach spaces are sources of counterexamples to many
assertions that seem plausible and reasonable. There has been a lot of research on
these exotic Banach spaces in recent decades.
 Lecture 2

Dimensionality

Algebraic (Hamel)Basis

1. Let X be a vector space and let S be a subset of it. We say S is linearly

independent if for every finite subset {x1 i... , x} of S, the equation

alai + ' ' ' +[Lnxn = O (2.1)

holds if and only if a1 = a2 = ... = a,z = o. A (finite) sum like the one in (2.1) is
called a lzTiear combination of x1, ,

Infinite sums have a meaning only if we have a notion of convergence in X.

2. A linearly independent subset B of a vector space X is called a basis for X if

every element of X is a linear combination of (a finite number of) elements of B. To
distinguish it from another concept introduced later we call this a Hamel basis or an
algebraic basis.
Every (nonzero) vector space has an algebraic basis. This is proved using Zorn's
Lemma. We will use this Lemma often.

Zorn's Lemma

3. Let X be any set. A binary relation on X is called a partial order if it satisfies

three conditions

(i) x < x for all x e X, (reflexivity)

12 Notes on Functional Analysis

(ii) if x < y and y < x, then x = y, (antisymmetry)

(iii) if x <y and y < z, then x < z. (transitivity)

A set X with a partial order is called a partially ordered set.

The sets N, Q, R (natural numbers, rational numbers, and real numbers) are par-
tially ordered if x <y means "x is less than or equal to y". Another partial order
on N can be defined by ordaining that x < y means "x divides y". The class of all
subsets of a given set is partially ordered if we say E < F whenever E C F.
An element x0 of a partially ordered set X is called a maximal element if there
is no element bigger than it; i.e., x0 < x if and only if x = x0. Such an element need
not exist; and if it does it need not be unique.
Let E be a subset of a partially ordered set X. An element x0 of X is an upper
bound for E if x < x0 for all x E E. We say E is bounded above if an upper bound
for E exists.

A partially ordered set X is totally ordered if in addition to the conditions (i) -

(iii), the binary relation < satisfies a fourth condition:
(iv) if x, y e X, then either x < y or y < x.
Zorn's Lemma says:

If X is a partially ordered set in which every totally ordered subset is bounded

above, then X contains a maximal element.
This Lemma is logically equivalent to the Axiom of Choice (in the sense that one
can be derived from the other). This axiom says that if {X(} is any family of sets,
then there exists a set Y that contains exactly one element from each Xa.
See J.L. Kelley, General Topology for a discussion.

4. Exercises. (i) Use Zorn's Lemma to show that every vector space X has an
algebraic basis. (This is a maximal linearly independent subset of X.)
2. Dimensionality 13

(ii) Show that any two algebraic bases of X have the same cardinality. This is called
the dimension of X, written as dim X.
(iii) If B is an algebraic basis for X then every element of X can be written uniquely
as a linear combination of elements of B.
(iv) Two vector spaces X and Y are isomorphic if and only if dim X = dim Y.

5. The notion of an algebraic basis is not of much use in studying Banach spaces
since it is not related to any topological property. We will see if X is a Banach space,
then either dim X <00 or dim X > c, the cardinality of the continuum. Thus there
is no Banach space whose algebraic dimension is countably infinite.

Topological (Schauder) Basis

6. Let {x} be a sequence of elements of a Banach space X. We say that the series
0o N
converges if the sequence sN = xn of its partial sums has a limit in X.
n=1 n=1

7. A sequence {x} in a Banach space X is a topological basis (Schauder basis) for

X if every element x of X has a unique representation x = Note that the
n=1
order in which the elements xn are enumerated is important in this definition.
A Schauder basis is necessarily a linearly independent set.

8. If {x} is a Schauder basis for a Banach space X, then the collection of all finite
N
sums anxn, in which a,t are scalars with rational real and imaginary parts, is
ri=1
dense in X. So, X is separable. Thus a nonseparable Banach space can not have a
Schauder basis.
For n = 1, 2, ... , let e72 be the vector with all entries zero except an entry 1 in
the nth place. Then {e} is a Schauder basis for each of the spaces p < 00,
and for the space co.
14 Notes on Functional Analysis

9. Is there any obvious Schauder basis for the space C[O,1] of real functions? The
one constructed by Schauder is described below.

Exercise. Let {ri : i > 1} be an enumeration of dyadic rationals in [0, 1]

1 1 3 1 3 5 7 1 3
Let f1(t) - 1,f2(t) = t; and for n> 2 define f rz

as follows. Let f(r) = 0 if j <n, f(r) = 1, and let f n be linear between any two
neighbours among the first n dyadic rationals. Draw the graphs of f, f 4 and 15.
Show that every element g of C[0, 1] has a unique representation g = I ai fi :

(i) Note al must be g(0);

(ii) a2 must be g(1) - al;

(iii) proceed inductively to see that

n-1
a= g(rn) - aifi(rn)
i=1

n
(iv) draw the graph of >ajfj;
i=1

(v) since the sequence ri is dense in [0, 1], these sums converge uniformly to g, as
n -* oo.

Note that = 1 for all n. Thus we have a normalised basis for C[0, 1].

10. Does every separable Banach space have a Schauder basis?

This question turns out to be a difficult one. In 1973, P. Enflo published an
example to show that the answer is in the negative. (This kind of problem has
turned out to be slippery ground. For example, it is now known that every lspace
with p 2 has a subspace without a Schauder basis.)
2. Dimensionality 15

Equivalence of Norms

11. Let ( (I and II II' be two norms on a vector space X. We say these norms are
equivalent if there exist positive real numbers C and C' such that

llxIl <Clixil', IIxH' C'lIxlI

for all x. Clearly this is an equivalence relation between norms.

The metrics arising from equivalent norms are equivalent. Any sequence that
converges in the metric induced by a norm also converges in the one induced by an
equivalent norm.
We will see that if X is finite dimensional, then all norms on X are equivalent
to one another.

12. Let x1,... , x7 be orthonormal vectors in the Euclidean space CT. Then for all
scalars al,... , an ,

The next lemma provides a good working substitute for this. It says that if x1,... , xn
are linearly independent vectors in any Banach space, then the norm of any linear
combination a1 x1 an xn can not be too small.

Lemma. Let {x1,... , xn } be linearly independent vectors in any normed linear

space X. Then there exists a constant C > 0, such that for all scalars a1,... , a.,t

llaixi + ... + axIf C(laiI + ... + la). (2.3)

Proof. Divide both sides of the inequality (2.3) by al I + + Ian I. The problem
reduces to showing that there exists C, such that if lajI = 1, then

Ilaixi + + anxnlI >_ C.

16 Notes on Functional Analysis

anm)
If this were not the case, for each positive integer m there would exist a(im),... ,
with > I = 1 such that
1
liaim) xi+.. .+.a (rn) xnll (2.4)
C
m

The sequence (aim),... , a4m)) indexed by m is a bounded sequence in C. So, by

the Bolzano-Weierstrass Theorem it has a convergent subsequence. The limit of
this subsequence is an n-tuple (al,. .. , an) with I Ia I = 1. Since x3 are linearly
independent, this means
aixi + ... + 0.

This contradicts (2.4) which says that aim) xi + + anm) xn converges to zero as

13. Theorem. Any two norms on a finite dimensional vector space are equivalent.

Proof. Let {x1,. . . , x,l} be a basis for X. If x = alxl + + set

lxiii = Iaii +... + iai.

This is a norm on X. Let II ' II be any other norm. By the Lemma in 12, there exists
a constant C such that
lixil >_ cllxlil.

On the other hand if C' = max iIx iI, then

lxii <_ l1x11 <_ C' la;l = c'llxlll.

Thus I I' I and I I' iii are equivalent.

I

14. Exercises. (i) Consider the space Cn with the p-norms 1 < p < oc. Given two
indices p and p', find the smallest numbers Cp,p such that

ilxiip for all x.

2. Dimensionality 17

(ii) Find an example of an infinite-dimensional vector space with two inequivalent

norms.
(iii) Show that every finite-dimensional normed linear space is a Banach space.

Local Compactness

15. By the Heine-Borel Theorem, the closed unit ball {x : IxIf2 < 1} is a compact
subset of fin. It follows that any closed ball (with any centre and radius) is compact.
A topological space in which every point has a neighbourhood with compact
closure is called locally compact. This property is the next best thing to compactness.
We have seen that all norms on afinite-dimensional space are equivalent. So,
the Heine-Borel Theorem says that all finite-dimensional normed spaces are locally
compact. We will see that no infinite-dimensional space has this property.

16. F. Riesz's Lemma. Let M be a proper closed linear subspace of a normed

linear space X. Then for each 0 <t < 1, there exists a unit vector Xt in X such that

dist(x,M) t.

(The distance of a vector x from a subspace M is the number dist (x, M) = inf {IIx -
mfl: m E NI}.)

Proof. Choose any vector u not in M, and let d = dist (u, M). Since M is closed,
d> 0. For each 0 < t < 1, d/t > d. Hence, by the definition of d, there exists
Xo e M such that
d< Mu-xoI < d/t.
''o
If Xt :_ IIu-x II
, then for all x E M
1
Mx-xtII = -
Mu-xoM
II(IuxoM)xu+xoM
1 IL.
III-Tollu-jjl0

18 Notes on Functional Analysis

where xl = lu - xo lix + xo. Note that for each x in M the vector xl is also in M.
So, by the definition of d

IlluxoM > t. d

17. Exercises. (i) If X is finite-dimensional, its unit sphere S :_ {x : ilx= 1} is

compact. Use this to show that there exists a unit vector x such that dist(x,M) = 1.
(ii) This need not be true if X is infinite-dimensional. Show that the choice

X = {feC[O,1}:f(O)=O}
i
M = {feX:ff=O}
0

provides a counter example.

18. Theorem. In any infinite-dimensional normed linear space the closed unit ball
cannot be compact.

Proof. Choose any unit vector x1 in X and let M1 be its linear span. By Riesz's
Lemma, there exists a unit vector x2 such that dist(x2, M1) > 1/2, and hence,
I Ix2 - x 1 i i > 1/2. Let M2 be the linear span of x l and x2. Repeat the argument.
This leads to a sequence xof unit vectors at distance greater than 1/2 from each
other. So, the unit ball is not compact.

Thus a normed linear space is locally compact if and only if it is finite-dimensional.

This famous theorem was first proved by F. Riesz.
 Lecture 3

New Banach Spaces from Old

Quotient Spaces

1. Let X be a vector space and Al a subspace of it. Say that two elements x and y
of X are equivalent, x y, if x -- y E Al. This is an equivalence relation on X. The
cosec of x under this relation is the set

=x+M:={x+m:mEM}.
Let X be the collection of all these cosecs. If we set

x+y,

then X is a vector space with these operations.

The zero element of X is Al. The space X is called the quotient of X by ,

written as X/M.

If X - = I , a non-trivial subspace of it is a line through the origin. The space X

is then the collection of all lines parallel to this.

2. Let X be a nonmed linear space and let Al be a closed subspace. Let X = X,M
and define
=dist (x,M) = inf IIx-mI!.
iiiEM
20 Notes on Functional Analysis

Then this is a norm on X. (To make sure that f

is a norm we need M to be
closed.) Note that we can also write

IIx+mII.
ti
We will show that if X is complete, then so is X.

3. We say that a sequence. x. in a normed linear space X is summable if the series

xn is convergent, and absolutely summable if the series >1 IIxis convergent.

Exercise. A normed linear space is complete if and only if every absolutely

summable sequence in it is summable.

4. Theorem. Let X be a Banach space and M a closed subspace of it. Then the
quotient X/M is also a Banach space.

Proof. Let xn be an absolutely summable sequence in X. We will show that xn

is summable. For each n, choose m E M such that

IIxn - mnII C minf Ix n

EM
- mII + 2n - III +
Since n is convergent, the sequence x- m in X is absolutely summable, and
hence summable. Let
N
y = lim (xn - 17Zn,).

The coset y is a natural candidate for being the limit of the series > xn. Indeed,
N N

n=1 n=1
N
inf
mEMll n=1
x-y-mII
N N
c Ixn-y-rnM
a=t n=t
N
II
(x - m) - yIt.
n=1
3. New Banach Spaces from Old 21

The right hand side goes to zero as N -* oo. This shows xn is summable.

5. Exercises. (i) Let X be the Euclidean space Cn and let M = 1 < k <n.
Show that X/M is isomorphic to the orthogonal complement of Ck.
(ii) Let X = C[0,1] and let M = {f : f(O) = 0}. Show that X/M is isomorphic to the
scalars C. (Identify the scalar z with the constant function with value z everywhere.)

Bounded Linear Operators

6. Let X, Y be vector spaces. A linear map from X to Y is called a linear operator.

Suppose X and Y are normed linear spaces. Let

M= sup IAxM. (3.1)

1111=1

If M is finite, we say that A is a bounded linear operator. From the definition of M

we see that
MAxM < M Mxli for all x E X, (3.2)

and hence, every bounded linear operator is a continuous map from X into Y. (If
xn -p x in X, then Axn -p Ax in Y)

Now suppose A is a continuous linear map from X to Y. By the e - 5 definition

of continuity, there exists a number 8 > 0 such that ilAxil < 1 whenever lxii < a If
x is a vector in X, with lxii = 1, then IiSxii = S. Hence SiiAxii < 1, and IlAxil < 1/5.
Thus A is bounded.

Thus a linear operator is continuous if and only if it is bounded. If a linear

operator is continuous at O, then it is continuous everywhere.
The set of all bounded linear operators from X to Y is denoted as B(X, Y). This
is a vector space.
22 Notes on Functional Analysis

7. For A in 8(X, Y) let

tsup llAxM.
1111=1

It is easy to see the following

(i) l4xlI < Ixil for all x.
(ii) I= inf{M : hiAxii < for all x}.
(iii) I= Iii4xhl.

(iv) ,Ci(X, Y) is a normed linear space with this norm.

8. Elements of ,C3(X, IF) are called bounded linear functionals on X.

9. Each m x n matrix gives rise to a bounded linear operator from (C into Cm.

Each element u of Cn gives rise to a linear functional via the map x H u.x, where
u.x is the dot product.
Let X = L[0, 1]. Then the map f --* fo f(t)dt is a bounded linear functional.

10. Let X = L2[0,1]. Let K(x, y) be a measurable function on [0, 1] x [0,1] such that
p1 pi
Jo Jo I

(Kf)(x) = f 1 K(x, y)f (3.4)

0

By

then by the Schwarz inequality

i
Iand
Theorem, it follows from (3.3) that

y < 00 a.e.x,

f 1 K(x, y).f
0
f 1 i1 I
0 0
<00 a.e.x.

Thus Kf is a well defined bounded measurable function and hence is in L2[0,1]. So,
the map f --> Kf is a linear operator on L2[0,1]. It is easy to see that it is a bounded
3. New Banach Spaces from Old 23

linear operator.
Indeed
IIKfII2 IIll M.
There is nothing special about [0,1] here. It could be replaced by any bounded
or unbounded interval of the real line. The square integrability condition (3.3) is
sufficient, but not necessary, for the operator in (3.4) to be bounded.

11. Let X = C[0,1] and let K(x, y) be a continuous function on [0,1] x [0, 1]. For
f e X, let K f be a new function defined as
f1
(Kf)(x) = K(x, y) f (y)dy. (3.5)
J
Show that f --> K f is a bounded linear operator on X.
The condition that K(x, y) is continuous in (x, y) is sufficient, but not necessary,
to ensure that the operator K is bounded. For example the operator K in (3.5) is
bounded if lim fo K(x, y) 0.

The operators K defined in (3.4) and (3.5) are said to be integral kernel operators
induced by the kernel K(x, y). They are obvious generalisations of operators on finites
dimensional spaces induced by matrices. Many problems in mathematical physics
are solved by formulating them as integral equations. Integral kernel operators are
of great interest in this context.

12. Let X, Y, Z be normed linear spaces, if A E 13(Y, Z) and B E B(X, Y), then
AB E 13(X, Z) and
IIABII MAIl IIBII. (3.6)

The space ,Ci(X, X) is written as 8(X) to save space (and breath). It is a vector
space, and two of its elements can be multiplied. The multiplication behaves nicely
with respect to addition: A(B + C) = AB + AC, and (A + B)C = AC + BC.

13. If X is any normed linear space and Y a Banach space, then 13(X, Y) is a Banach
24 Notes on Functional Analysis

space. To see this note that if An is a Cauchy sequence in B(X, Y) then Ax is a

Cauchy sequence in Y for each x e X. Let Ax = lira Anx. The operator A is linear.
Further
llAxll = lim llAnxll <_ (sup l

14. Let A be a vector space. We say A is an algebra if there is a rule for multiplication
on A that satisfies four conditions

(i) a(bc) _ (ab)c,

(ii) a(b + c) = ab + ac,

(iii) (a + b)c = ac + bc,

(iv) d(ab) _ (Aa)b =a(lb),

for all a, b, c in A and for all scalars A.

If A has a norm that is submulticative; i.e., llabll c Ilall libli, then we say that A
is a nonmed algebra. If A is complete in the metric induced by this norm, then A is
called a Banach algebra.

Our discussion above shows that if X is a Banach space, then 13(X) is a Ba-
nach algebra. The study of Banach algebras has been a major theme in Functional
Analysis.

15. Exercise. Let A be an n x n matrix. Let X be the space Cn with the p norm,
where p = 1, or oc. Regard A as a linear operator on X and find an expression for
its norm in each of the two cases.
3. New Banach Spaces from Old 25

16. The space 13(X, 1F) is called the dual space of X. The symbol X* is conventionally
used for it and its elements are called (bounded) linear functionals on X.

When 1F = C, some times it is more convenient to consider conjugate linear

functionals instead of linear ones: instead of demanding f(ax) = a f (x) we demand
f(cx) = a f (x). Some times the collection of such functionals is called the dual space.
This is just a matter of preference, it makes some formulas slightly simpler and some
others a little awkward.

17. We should emphasize that we will use the word functional to mean a bounded
linear functional.

If X is any vector space, then the algebraic dual of X is the vector space X'
consisting of all linear functional on X. If X is finite-dimensional and e1,... , en is a
basis for it, then the linear functionals fi,... , fn defined by f1(e3) = 5j constitute a
basis for the dual space X'. Thus X and X' are isomorphic vector spaces.
Let X be an infinite-dimensional vector space with a Hamel basis {e1, e2, ... } .

Now the linear functionals {fi, 12,. . . } defined as above no longer constitute a Hamel
basis for X'. (Consider the linear functional f defined as f(e2fl) _ li f(e2+1) _ 0,
for all n.) In fact the dimension of X' is uncountable. Thus for infinite-dimensional
spaces the concept of algebraic dual is not as useful as in finite dimensions. For
Banach spaces, the dual X" (sometimes called the topological dual) turns out to be
a very useful object.

Two examples

18. The kernel

K(x,y) - 2re -ixy

1
26 Notes on Functional Analysis

is called the Fourier kernel. Let

I
(Ff)(x) f K(x, y).f (y)dy -
21
(y)dy. (3.8)
rJ oo

Then Ff is called the Fourier transform of f. F is a bounded linear map from Li (][8)
into L00(II8). Its norm is It is a basic fact in Fourier analysis that J' induces
a bijective map of L2(II8) onto itself and in this case its norm is 1. Note that the
Fourier kernel is not square integrable on 11 8 x R.

19. Let R+ _ [0, oo) and consider the kernel

K(x,y) e_

on Il8+ x ][8+. The associated integral operator on L2(1[8+) is called the Laplace trans-
form G; i.e.,
(Cf)(x) = e-may f (y)dy. (3.10)
J
Like the Fourier kernel, the kernel (3.9) too is not square integrable. Like the Fourier
transform, the Laplace transform is a bounded operator on L2(II8+) and is bijective.
Let us calculate the norm of this operator on L2(R+).
Let g = Cf. Then
i f 00
Ig(x)12 =
(e_XY/2y_h/4)(e-2y1/4f (y)) dyI2.

So by the Schwarz inequality

fe_1y_h/2dyf f (y)I2dy. (3.11)

The first integral in (3.11) can be evaluated by a change of variables

f00
f
00
e-uu-1/2du
00 a
e-t dt = x-1/2
= x-1/2 2 0
3. New Banach Spaces from Old 27

Putting this into (3.11) and integrating we get

u= f v'Ff f (y)I2dy dx. (3.12)

Change the order of integration. The integral with respect to x can be evaluated
once again by a change of variables.
00

Jo

Hence we have from (3.12)

100
ugh2 I f(y)2dy = irhhf 12.

This shows that

h
Actually the two sides of (3.13) are equal. How does one prove this? This would
(3.13)

clearly be the case if we could produce a function f such that

hlLf II - (3.14)
lira
The calculation above suggests a candidate. If f(y) = y-1/2, then ,Cf = f. That
seems more than what we need for (3.14). However, the argument is flawed since this
function is not in LZ(][8+). What saves it is the observation that to prove
we do not need (3.14). It is adequate to produce a sequence of functions fn for which

Cfhh
II In II

Exercise. Let 0 < a < b < oo and let 1(y) = y-1/2 when y e [a, 6], and f(y) = 0
outside this interval. Show that for each E > 0 we can choose a and b such that
h112 ? (1 - E)lr 111112. This shows that IIGII =
 Lecture 4

The HahnBanach Theorem

The Hahn Banach Theorem (H.B.T.) is called one of the three basic principles of
linear analysis the two others are the Uniform Boundedness Principle and the Open
Mapping Theorem. We will study them in the next three lectures. The H.B.T. has
several versions and several corollaries.

In essence the theorem says that we can extend a linear functional from a sub-
space to all of a vector space without increasing its size.

A real valued function p on a vector space X is called a sublinear functional if it

is subadditive and positively homogenous; i.e.,

p(x+y) p(x) + p(y) for all x, y E X,

p(ax) = ap(x) for a > 0, x E X.

A norm is an example of a sublinear functional.

The H.B.T. for real vector spaces

1. Theorem. Let X be a real vector space and p a sublinear functional on it. Let
Xo be a subspace of X and let fo be a linear functional on Xo such that fo(x) < p(x)
for all x E Xo. Then there exists a linear functional f on X such that f(x) =fo(g)
whenever x, E Xo, and f(x) < p(x) for all x E X.

Proof. The idea is simple. Let x1 be a vector outside X0. We will first extend fo to
4. The Hahn-Banach Theorem 29

the space spanned by Xo and xl, and then use Zorn's Lemma. Let

X1 := {x + axi : x E Xo, a E R}.

The representation of each element of X1 in the form x + ax1 is unique. For every
pair x, y in Xo

fo(x) + fo() _ fo(x+y) < p(x + y) p(x + xl) + p(y - xl).

So,

fo() -p(y - xi) pox + xl) - fo(x).

Let

a= sup [fo(y) - p(y -

yEXo
b= inf [p(x + xl) -fo(x)].
xEXo

Then a < b. Choose any number c such that a < c < b. Then for all x E Xo

fo(x)c < p(x - xl),

fo(x)+c < p(x + xi).

Let a be any nonnegative real number, and multiply both sides of these inequalities
by a. Then replace ax by x. This gives

fo(x)-ac < p(x - axi),

fo(x)+ac p(x+axi),

for all x E Xo, and a > 0. Hence

fo(x) + ac < p(x + axi)

for all x E Xo and for all a E If we define

fi(x + axi) =fo(x) + ac,

then we get a linear functional f' on Xl and f'(Y) < p(y) for all y E X1.
30 Notes on Functional Analysis

Thus we have obtained an extension of fo to Xl. Note this extension is not unique
since it is defined in terms of c, an arbitrary number between a and b. If Xl = X,
we are done. If not, we can repeat the argument above extending Ii to a bigger
subspace of X. Does this process of extending by one dimension at a time eventually
exhaust all of X? We do not know this, and to overcome the difficulty we employ
Zorn's Lemma.
Let F be the collection of all ordered pairs (Y, f) where Y is a subspace of X
that contains Xo, and f is a linear functional on Y that reduces to fo on Xo and is
dominated by p on Y. Define a partial order < on .F by saying that (Y1, fl) < (Y2, f2)
if Y2 is a linear space that contains Yl and 12 = fi on Vi. Let g = {(Ya, fck)}aEA
be a totally ordered subset of 1. Then the pair (Y, g), where Y = UQEA Y and
g(am) =fi(x) for x E Ya, is an element of J' and is an upper bound for G. Therefore,
by Zorn's Lemma, 1' has a maximal element. Let (Y, be this maximal element.
If Y X, then we could extend (Y, by adding one dimension as before. But
then (Y, would not have been maximal. Thus Y = X and if we put f =
f is a linear functional on X with the required properties.

The H.B.T. for complex vector spaces

2. Theorem. Let X be a (complex) vector space and p a sublinear functional on it.

Let Xo be a subspace of X and fo a linear functional on Xo such that Re fo(x) < p(x)
for all x E Xo. Then there exists a linear functional f on X such that 1(x) =fo(x)
whenever x E Xo, and Re 1(x) < p(x) for all x E X.

Proof. Regard X as a vector space over Il8 by restricting the scalars to real numbers.
Let go(o) = Re fo(x) for all x e Xo. Then go is a real linear functional on Xo
dominated by the sublinear functional p. So, go can be extended to a real linear
functional g on X dominated by p. Note that

9o(ix) = Re fo(ix) = Re ifo(x) _ -Im fo(x).

4. The Hahn-Banach Theorem 31

So,

fo(x) = 9o(x) - 29o(ix) for all x E Xo.

This suggests that we define

f(x) = g(x) - ig(ix) for all x e X.

Then note that

Re f (x) = g(x) < p(x) for all x E X.

So far we can say only that f is real linear: i.e. f(x + y) = f(x) -}- f(y) and
f(cEx) = a f (x) for a e R. Let a + i/3 be any complex number. Then using (4.1) we
see that

f((a +ip>=> = f(ax +aix) =af(=) +af(==)

= af(x) + j3[g(ix) - ig(-x)J
_ af(x)+Q[9(ix)+i9(T)J
= af(x) + i3{g(x) - ig(ix)]
= nJ(2)+tiQf(x)-(o +iQ)f(x).

So f is complex linear as well.

The H.B.T. for normed linear spaces

3. This is the original version proved by F. Hahn in 1926.

Theorem. Let X be a normed linear space. Let Xo be a subspace of it and let

fo be a linear functional on Xo such that (< CIIxII for all x e Xo and some
C> 0. Then there exists a linear functional f on X such that 1(x) =fo(x) for all
x E Xo and I< CIIxII for all x E X.

Proof. We will use the versions of H.B.T. proved in 1 and 2. We give the proof for
real spaces and leave the complex case as an exercise.
32 Notes on Functional Analysis

Let p(x) = Clixii This is a sublinear functional. Since fo(x) < p(x) for all
x e Xo, we can find a linear functional f on X that reduces to fo on Xo and such
that 1(x) < p(x) for all x E X.
Since p(-x) = p(x), it follows that f(-x) < p(x); i.e., -f(x) < p(x). So l<
p(x) = CIIxII for all x e X. So the theorem is proved for real spaces.

The theorem says that a linear functional on Xo can be extended to X without

increasing its norm.

Corollaries of the H.B.T.

4. Proposition. Let Xo be a subspace of a normed linear space X, and let xl be a

vector such that dist (xi, Xo) = S > 0. Then there exists a linear functional f on X
such that
11f11 =1, f(xi) = 6, and f(x)=0 forallxEXo.

Proof. Let Xl be the linear span of Xo and xl. Every vector in Xl can be written
uniquely as y = x + axl with x E Xo, a E C. Let fi() = ab. Then fi is a linear
functional on Xl, fl(x1) =band fl(x) = 0 for all x e Xo. If we show h
= 1, the
proposition would follow from the H.B.T.
Let x be any element of Xo and let a 0. Then

i_ IaI6 < al IIa +xIII (see the definition of S)

_ lix+axill.
So h<1.
Note that for each x e Xo, lfi (x - xl) l = b. Choose a sequence xn E Xo
such that lix - x- b. For this sequence li (xn - xi)l/llxn - xlconverges to 1.
Hence h =1

5. Exercise. For each nonzero vector x0 in a normed linear space X there exists a
4. The Hahn-Banach Theorem 33

linear functional f on X such that III = 1 and f(xo) _ if xoIf

This shows that the norm of x can be expressed as

ffxff = sup ff(x)f.

fEx',Ilfll=1
For each pair of distinct vectors xl, x2 in X, there exists a linear functional f on
X such that 11111 = 1 and f(xi) 1 1(x2).
This last assertion is expressed by saying the space X * separates points of X.

6. Theorem. Let X be a Banach space. If the dual space X * is separable, then so

is X.

Proof. Choose a countable dense set {f} in X*. For each n, choose xn E X such
that If 1 and f (x1) I > fff. Let D be the collection of all rational linear
combinations of elements of the set {x}. Then D is countable. Its closure D is a
subspace of X. If D X, we can choose a linear functional f on X such that I= 1
and f (x) =0 for all x E D.
Since {f} is dense in X*, there exists a subsequence f.,,, converging to f. Note
that
lItm(sm)I = (fm - f)(Xm)f I-fll
Thus f if -p 0. Since f if - 111ff and f- 1, this is a contradiction.

We will see that i = . So, the converse of the Theorem is not true.

7. Exercise. Let Xo be a proper closed subspace of X. Show Xo is nowhere dense

in X. (It can not contain any ball.)
34 Notes on Functional Analysis

Banach Limits

8. Let be the space of real bounded sequences. A linear functional on this space
is called a Banach, limit if
(i) f(x1x2,...) > 0 if all xn > 0.
(ii) f(x2,x3,...) = f(xi,x2,x3,.
(iii) 1(1,1,1,...) = 1.
We will show that such a linear functional exists.
Consider the subspace c in consisting of all convergent sequences. For an
element x = (Xi, x2,...) of c let fo(s) = lim xn.
This is a linear functional on c. For any x = (xi, x2,...) in define

p(x) = inf lame __,, -- s

where the inf is over all choices of positive integers r; k1, ... , kr.

Exercises. (i) Show that p is a sublinear functional.

(ii) Show that p(x) < km xn.
(iii) Show that fo(x) = p(x) for all x E C.
Hence, by the H.B.T., there exists a linear functional f on such that

f(x)p(x) for all x E Qom.

(iv) Show that

lim xn < f (x) < lim xn for all

(v) Let S be the linear operator on defined as

_ (x2,x3,. ..}.

Show that
p(x - Sx) < 0 for all x.
4. The Hahn-Banach Theorem 35

(vi) Show that f(x) = f(Sx) for all x.

This shows the existence of a Banach limit.

Exercises. (i) A sequence in Q is called almost convergent if all its Banach limits
are equal.
Show that x is almost convergent if

p(x) = -p(-x),

where p is defined by (4.3).

(ii) The sequence x is almost convergent and its Banach limit is if and only if

xn + xn+ 1 + ... + xn+r _ 1

lim =e,
r --> oo r
and the convergence is uniform in n.

Exercise. Find the Banach limit of the sequence x = (1, 0,1,0,. . .).

9. The Hahn-Banach theorem has other geometric versions concerning separation

properties of convex sets.
Let f be a nonzero linear functional on X. The set {x : 1(x) = c} is called a
hype plane.
Let X be a real normed linear space and let K be an open convex set in X.
One geometric version of H. B. T. says that any point y not in K can be separated
from K by a hyperplane; i.e., there is a linear functional f on X with f(y) = c and
1(x) <c for all x E K.
 Lecture 5

The Uniform Boundedness Principle

The Baire Category Theorem says that a complete metric space cannot be the
union of a countable number of nowhere dense sets. This has several very useful
consequences. One of them is the Uniform Boundedness Principle (U.B.P.) also
called the Banaeh--Steinhaus Theorem.

The U.B.P.

1. Theorem. Let X be a Banach space, and let {p} be a family of continuous

nonnegative functions on X, each satisfying the conditions

pa(x +y) < pa(x) + pa(y) for all x, y,

pa(-x) = po(x) for all x.

Suppose for each x,

suppa(x) < oo.

Then
sup sup PA(X) <00.
A

(The hypothesis is that the family {PA} is bounded at each point x; the conclusion
is that it is uniformly bounded over the unit ball of X.)

Proof. For each ri, let

{x :sup po(x) < n}.
A
5. The Uniform Boundedness Principle 37

We can also write

= flA{x : p(x) n}.

Since p), are continuous, Cis closed. By the hypothesis X = UnCn. So, by the
Baire Category Theorem, there exists an no such that the set C 0 contains a closed
ball B (xo,r).
Let x be any element of X such that 2 lxii < r. Then the vectors x0 x/2 are
in the ball B (xo, r). Since
x x
x=xo-i-2-(xo-Z)
we have
x x
pa (x) PA (X0 + 2) + pa (xo - 2) < 2no.

This is true for all x with lxii < 2r. Hence,

sup sup pa(x) < 2np <00.

IIxII<_2T

If 1 <2r, the proof is over. If this is not the case, choose a positive integer m > 1/2r.
Now if lxii < 1, then ilx/mii <2r, and

pa(x) mpa(x) 2mno.

m
So, sups 2mno <oo

2. Corollary. Let X be a Banach space and let {Aa} be a family of bounded linear
operators from X into a normed linear space Y. Suppose for each x E X

sip ii4axii <00.

a
Then
sup IiAii <00.

3. The completeness of X is an essential requirement in the U.B.P. Consider the

space X = coo in . On this space define for each n, a linear functional f n as
38 Notes on Functional Analysis

fn(x) = Then for each x in cflo

sup
n
I<00
(because the terms of the sequence x are zero after some stage). However, 1f1 = n,
and hence
IIfnII = 00.

Typical Applications of the U.B.P.

4. Proposition. Let {f} be a sequence of bounded linear functionals on a Banach

space X. Suppose for each x, fn(x) converges to a limit f(x). Then f is a bounded
linear functional.

Proof. It is easy to see that f is linear. For each x, the sequence is

convergent, hence bounded; i.e., there exists a number K(x) such that

sup
n
I= K(x) <00.
Hence, by the U.B.P., there exists a number K such that

sup sup f(x)I < K.

n IIxII1
Hence I<K. U

In general, the pointwise limit of continuous functions is not continuous. The

proposition just proved says that this is the case when the functions involved are
linear functionals.

5. Proposition. Let X, Y, Z be Banach spaces. Let An be a sequence in B(X, Y)

such that Ax converges to Ax for each x e X, and Bn a sequence in B(Y, Z) such
that Bn (y) converges to By for each y e Y. Then BA x x converges to B Ax for each
xEX.
5. The Uniform Boundedness Principle 39

Proof. For each x, the sequence IIAxI is convergent, hence bounded. So, by the
U.B.P. the sequence IIAM is bounded. This is true for IIBII also. Note that

I
- a)x + (a- a)axII
IBM

As n - 00 both the terms on the right go to zero.

Divergence of Fourier Series

6. Let X be the Banach space of continuous functions on the interval [-it, it]. The
Fourier coefficients of a function f in X are the numbers

an =
1 f f(t)edt.
27r f
The Fourier series of f is the series
00

a 71eiuzt .
n=-00
One of the basic questions in the study of such series is whether this series converges
at each point t in [-it, it], and if so, is its sum equal to f(t)?
An example to show that this is not always the case was constructed by Du
Bois-Raymond in 1876. The idea was to construct successively worse functions and
take their limit. This is called condensation of singularities and eventually it led to
the discovery of the U.B.P.
Using the U.B.P. it is possible to give a soft proof of the existence of a continuous
function whose Fourier series diverges at some point. A soft proof means that the
messy construction of an explicit example is avoided. Such a proof is given below.

7. For each f, let

N
AN(f)- an
n=-N
40 Notes on Functional Analysis

be the partial sum of the series (5.2) at t = 0. For each N, this is a linear functional
on X. We have
ANT - f f(t)DN(t)dt,
where
eint
n=-N
is called the Dirichlet kernel. One can see that
1 sin(N + 1\4
DN (t) _ -
27r sink
and using this

N
, I= oo.
-.r
(5.3)

Note that IIANII f IDN(t)ldt. For a fixed N, let gN(t) = sgn DN(t). This is a
step function and can be approximated by continuous functions of norm 1; i.e., there
exist ,,,,, in X such that IkT= 1 and gN(t) for every t. Hence, by the
Dominated Convergence Theorem

lim AN(gm) _
m- +oo
f 9N(t)Drv(t)dt =f
Thus, IIANII =fI and by (5.3) IAN II is unbounded. Hence by the U.B.P,
there exists an f in X for which Iis unbounded; i.e., the Fourier series of f
diverges at 0.

Exercises.

8. A subset of a metric space is said to be meagre (of first category) if it is the union
of a countable family of nowhere dense sets.

Let X, Y be Banach spaces and let $ be a subset of X3(X, Y). Suppose there
exists a point xo E X such that the set {Axo : A E S} is unbounded. Show that the
5. The Uniform Boundedness Principle 41

set

{xeX:supAx<}
AES
is meagre in X. (Examine the proof of the U.B.P.).

9. For each t in [-7r, 7rJ consider the set of all f in C[-7r, ir] for which the partial
N
sums of its Fourier series aeint
are bounded. Show that this set is meagre in
n=-N
C[-7r, 7r].

10. Show that there exists a continuous function on [-ir, it] whose Fourier series
diverges at each point of a dense set in [-it, it].
 Lecture 6

The Open Mapping Theorem

Theorems that tell us that a continuous map is also open under some simple condi-
tions play a very important role in analysis. The open mapping theorem is one such
result.

1. Theorem. Let X, Y be Banach spaces and let A be a bounded linear operator

from X to Y If A is surjective, they it is an open map (i.e., the image of every open
set under A is open).

A few comments before the proof might be helpful.

In the presence of linearity, continuity arguments are often simpler. A translation
on X is a map of the form T(x ) -- = x + x0, amid a dilation one of the form T:xr -=

c x, x o. If X is a norrned linear space, then all translations and dilations are

homeomorphisms of X. If we show that the image under A of some open hall around
o in X contains an open bail around o in Y, then it would follow that the image of
every open ball contains an open ball, and hence A is open.
If F and F are two subsets of a vector space X. then E + F stands for the set
{x -+- y : x E E, y E F } , and aE for the set {ax : x E F } . Clearly 2E C F + E. If
E is a convex set, then 2E = F + F. In particular this is true when F is any ball
in a normed linear space. The closure of a convex set is convex, and the image of a
convex set under a linear map is convex.
We will use the notation B (x0, r) for the open ball of radius r around the point
Loin X.
G. The Open Mapping Theorem 43

Proof of the theorem. Let E = A (B(O, 1)), and let F be its closure. The first
step of the proof consists of showing that F contains an open ball By (0, 2E), and the
second step of showing that this implies that E contains the ball By (0, s). We have
observed that this would suffice for proving the theorem.
Since A is a surjective linear map, we have Y = U1 A (B(0, n)) = U 1 n E.
Since the space Y is complete, the Baire category theorem tells us that for some m
the set 7nE = mF has a nonempty interior. Hence F contains some open ball, say
By (yo, 4E). The point yo, being in F, can be expressed as yo = lim Axn , where x-,Z
is a sequence in B(0, 1). The points -xn are also in B(0, 1), and hence -yo is in
F. Thus By (0, 4`) = By (yo, 4E) - yo C F -+ F = 2F, and hence By (0.2E) C F. The
first step is over.
Let y be any point of By (0, Since y e F, there exists a point y, in E such
that IIy - yi. II < s In other words, y - yi is a point of By (0, E) which iii turn is a
subset of 2 F. Repeating the argument, we can find a. point y2 in the set 2 E such that
y - (/11 + y2) is in By (0, E / 2) , a subset of 4 F. Thus we have a sequence y= Ax.
x
where II xrt II < l/211, and II y - (Yl + ' ' + y,l) II < Let x = xn. Then
oc .x x
n=1
lxii <
IL= 1
1/2' -= 2, and y =
n=1 .
y= n=1 Ax n = Ax. We have shown that every
point of By (0, 2E) is in the set 2E. Hence every point of By (0, E) is in E, and this
completes the proof.

2. The Inverse Mapping Theorem. Let X, Y be Banach spaces. If a bounded

linear operator A from X to Y is bijective, then the inverse A-1 is a bounded linear
operator.
This is an immediate consequence of the Open Mapping Theorem. (Recall that
the inverse of a linear operator, if it exists, is linear.)

3. Remark. The crucial part of the hypothesis is that A is surjective. If the range
ran(A) were always closed, the theorem would be trivial: we would just say if A is
injective then its inverse A-1 from the Banach space ran(A) to X is a bounded linear
44 Notes on Functional Analysis

operator. However, ran(A) is not always closed. For example, let A be the map on
2 that sends the sequence {x} to {x/n}. Then ran(A) contains all sequences {yn}
for which

:i: 2ii2 <00.

In particular, ran(A) contains the space coo, and hence it is dense in Q2. If it were
closed it would be all of e2. But that can not be, since the sequence { } is not in
ran(A).

This example shows that the inverse of a bounded linear operator from a Banach
space onto an incomplete normed linear space need not be bounded. Rephrasing
this example in terms of infinite matrices makes the picture clearer. The operator
A acts on the standard basis {e} as Ae= en/n, and hence it is represented by
the infinite diagonal matrix diag (1,1/2,1/3, ...). Clearly A is injective and IIAII = 1
However, the linear operator A-1 from ran (A) into Q2 corresponds to the diagonal
matrix diag (1,2,3, ...), and is not bounded.

The Closed Graph Theorem

4. If X, Y are vector spaces, then their direct sum X Y is the collection of ordered
pairs (x, y) with x e X, y E Y, and with vector space operations defined as usual. If
X, Y are normed linear spaces, we define

It(x,y)II = Mxli -F IIii.

This is a norm on X Y. If X, Y are Banach spaces, then X Y is a Banach space.

The maps Pl (x, y) :_ x and P2 (x, y) := y are called the projections onto X and
Y. They are linear and continuous.
If A is a linear operator from X to Y, its graph is the set {(x, Ax) : x E X}. This
is a linear subspace of X Y.

5. Theorem. Let X, Y be Banach spaces and let A be a linear map from X to Y.

6. The Open Mapping Theorem 45

Then A is bounded if and only if its graph is a closed subspace of X Y.

Proof. Let G(A) be the graph of A. It is easy to see that if A is continuous, then
G(A) is closed.
If G(A) is closed, then it is a Banach space (in the space X Y). For an element
(x, Ax,) of G(A), let Pl (x, Ax) _ x, P2 (x, Ax) = Ax. Then Pl, P2 are continuous
linear maps from G(A) into X, Y, respectively. The map Pl is a bijection. So, its
inverse P' is a continuous map from X onto G(A), by the Open Mapping Theorem.
Since A = PZPi 1, A is also continuous.

6. What does this theorem say? Let f be any map from X to Y. To say that f is
continuous means that if xn -* .x in X, then the sequence f(x) converges to a limit
y in Y and y = f(x). The Closed Graph Theorem says that if f is a linear map
between Banach spaces, then to prove its continuity we have to show that if x- x
in X and f(x) -f y in Y, then y = f(x). This makes it easier to check whether a
linear map is continuous.
The assertion of the theorem is not always true if X or Y is not complete. For
example, let Y = C[0,1] and let X be the linear subspace of Y consisting of functions
that have continous derivatives. The derivative map Af = f' is a linear operator
from X into Y. It is not continuous but its graph is closed.

7. Exercise. Let X be a vector space with two norms 11. 1)1 and 11.112, both of which
make it a Banach space. Suppose there exists a constant C such that lix iii < Clix112
for all x. Then there exists a constant D such that f< DlIxiil for all x.

8. Exercise. Let X be a Banach space with a Schauder basis {xn}. Let {an(x)}
be the coefficients of x in this basis; i.e., let x = > an(x)xn. Show that each an is a
bounded linear functional on X.
46 Notes on Functional Analysis
u

[Hint: Consider the space V consisting of all sequences a = (a1 , a2,...) for which
the series a7 x7 converges in X. Define the norm of such a sequence as
71

iIaI =supn 11axII.

Show that V is a Banach space with this norm. The map T(a) = axn is a
bounded linear operator from V onto X. Use the Inverse Mapping Theorem now.]

Some Applications of the Basic Principles

9. Exercise. The algebraic dimension of any infinite--dimensional Banach space can

not be countable. (If X has a countable Hamel basis then X can be expressed as a
countable union of nowhere dense sets.)

lo. Exercise. The algebraic dimension of is c, the cardinality of the continuum.

Hints : For each tin (0,1) let xt = (1,t,t27...). Then xt E and the family
{Xt : o <t C 1} is linearly independent. One way of seeing this is by observing that
the vandermonde determinant
Ii 1

tl ... to
= fl(t, - t)
z>;

to j .
n

is non zero if t tj. Thus dim c. Since the cardinality of as a set is also c
(why?) if follows that dim = c.

11. Proposition. Every infinite-dimensional Banach space X contains a vector

space that is algebraically isomorphic to .

Proof. Let Ii be a nonzero continuous linear functional on X. Let Zi be its kernel.

Then Z1 is a closed linear subspace of and its codimension is one. Choose a vector
6. The Open Mapping Theorem 47

xl E X\Zl (the complement of Zl in X) with lxi ii = 1

Now let 12 be a nonzero continuous linear functional on Zl and let Z2 be its
kernel. Choose a. vector x2 E Z1\Z2 with 11x211 = 1/2. Continuing this process we get
a decreasing sequence of subspaces X 3 Zl 3 Z2 i ..., and a sequence of vectors
x.n such that ilx7el) =
1/2"'-1,
and x1,... , xn Z.
For an element a = (al, a2,...) of let T(a) _ a?x?. Since

II
iiaxii ianiiixnii iiaii iiXnii = 2iiaii,

the series anxn is convergent and T is a bounded linear map from into X. It
is easy to see that T (a) = 0 if and only if a = 0. So, T is injective. Thus T is an
algebraic isomorphism of onto its range.

12. Corollary. The algebraic dimension of any infinite-dimensional Banach space

is at least c.

13. An isometric isomorphism is a map of one normed linear space onto another
that preserves norms and is a linear isomorphism.

Proposition. Every separable Banach space X is isometrically isomorphic to a

subspace of .

Proof. Let D = {x1,x2,. . .} be a countable dense subset of X. By the H.B.T. there

exists linear functionals fon X such that ifil = 1 and fn(Xn) _ IFor each x
in X let
Tx = (fl(x),f2(

Since i< lxii, Tx E Thus T is a linear map from X into and iiTxii <
I lxii. It remains to show that. iiTxii _ lix ii for all x. Given any x choose a sequence
X,,, in D such that x,n -* x. Then ilxmii -> lix ii and iiTxmii -; iiTxii. But for each
m, IITxmii = Supn i- iixmll. SO iiTxii - iixii.
48 Notes on Functional Analysis

14. The sequence spaces p,1 < p < oo, and co seem more familiar than abstract
Banach spaces since we can "see" sequences. Proposition 13 says every separable
Banach space is (upto an isometric isomorphism) a subspace of 4,. For long func-
tional analysts sought to know whether every infinite dimensional separable Banach
space contains a subspace that is isometrically isomorphic to either co or to some
1 <p < oc. In 1974, B. Tsirelson showed that this is not always so.
 Lecture 7

Dual Spaces

The idea of duality, and the associated notion of adjointness, are important in func-
tional analysis. We will identify the spaces X* for some of the standard Banach
spaces.

The dual of Ctm

1. Let f be a linear functional on C. If e1,... , e is the standard basis for Cn, then
the numbers m = f(e3) completely characterise f. The action of I on any element
x = (Xi, x2,... , x7 ) of C' is given by the formula
n
f(x) _

Any vector i = (r1,.. . , ) gives rise to a linear functional f on Cn via this formula.
Thus the vector space dual to Ctm is C itself.
Every linear functional on C is continuous (no matter what norm we choose on
Ca). However, its norm will, of course, depend on the norm we choose for C.

2. Consider the space P,1 < p < oo. We will calculate the norm of a linear
functional f on this space in terms of the vector rj with which f can be identified as
in (7.1).

(1) Let 1 < p < oo. By Holder's inequality f(x) I _ I x1 'pIl)Ilq

So,

If II < II11IIq Show that this is an equality by considering the special vector x defined
50 Notes on Functional Analysis

by

0 if 1li = 0
xi. _
I1iN/1i if ri 0.

(ii) Let p = 1. Note that

U(r)I 5 Z, I II IvII
G max UXHi.

So, MI U < r Show that this is an equality by considering the vector :x defined
by

xi =
Ii /rii if IiII
0 otherwise.
(iii) Let p = oo. Once again note that f(x) < ii IxIL. So f U < fShow
that Mill _ llilli.

The conclusion is
(7f) * _ Q for 1 <v < 00.

Of course this equality is to be understood in the sense that we do not distinguish

between isornetrically isomorphic spaces.

The dual of

3. The arguments we have given can be pushed to study sequence spaces. A little
extra care is required to handle infinite sums.
Let 1 <p < oc. The standard basis e3 is a Schauder basis for e. For f E , let
= f(e). For each natural number n,

( n

J=1
i
sup lf(x)l C 11f11

This is true for all ri. So, Ti E P4 and I If IL

Let x be any element of QP. By Holder's inequality xjijjf < ryiI1q lx. We
7. Dual Spaces 51

can write x = (a convergent series in 4). Then since f is continuous,

lf(x)l = lI2Xj7ijl 5 ll1lly II=IIP'

So, 11111 luillq; and hence Mill _ llrilf9

Thus P can be identified as a subspace of Qy. But every element r of P9 acts
as a linear functional on QP, by sending an element x of PP to XT/J. This linear
functional f is bounded, the correspondence between ryi and f is linear, and 11111 =
j(Holder's inequality again.) Thus

p_ Lq for 1 < p < oc .

Exercise. Show that L1 = L. (The argument is similar to the one used above.)
Thus
L* _ Lq for 1 < p < oc .

4. How about the remaining case p = oo? Since L does not have a Schauder basis
we can not imitate the earlier reasoning. In any case L could not be L1: we have
seen that a nonseparable space can not have a separable dual.
What then is the dual of Lam? We will not calculate it here. There is a very
general theorem called the Riesz Representation Theorem that describes the dual of
the space of bounded continuous functions on a locally compact Hausdorff space X.
(See W. Rudin, Real and Complex Analysis.) When X = N, this space is Lx.

5. Well, if Li is not the dual of Lam, is it the dual of some other space? (Incidentally,
not every Banach space is the dual of another. The space C [O, 1] is not the dual of
any Banach space. We will not prove this fact here.)

Proposition. Ll = co.

Proof. Once again, the standard basis e3 is a Schauder basis for c0. Let i E co
52 Notes on Functional Analysis

and let 7b =f(ed). If exp(i93), then for every n we have

n n n
_ f(exp(-i6)e)
j=1 j=1 j=1
C lilt.

Hence r E L1 and lIilI 1 11111. If x is a vector in the space coo and lix Il
then 1< (Since coo is dense in cij, this shows that 11f11 < ft . Hence
11111 _ Ililii. Thus we have an isometric isomorphism between the spaces co and Pl.

6. (i) Show that L1 is the dual of the space c as well. [Hint: Let j = 1, 2, ... ,
be the standard unit vectors and e = (1, 1,1, ...). Then {e, el, e2, ...} is a Schauder
basis for the space c. ]
(ii) Show that the spaces CO and c are not isometrically isomorphic. [Hint: the unit
ball in c has two extreme points (xn - 1 and xn - -1), the unit ball in co has none.]

7. The dual of the space L[0,1] for each 1 < p < oo is L9[0,1]. The proof uses
Holder's inequality for integrals and very standard measure theory arguments.
This statement is true for S, ) with some restrictions on the measure
space (like v-finiteness).

The dual of C[0,1]

8. Let g be a function on [0, 1]. Let P be a partition of [0, 1] as 0 = to <t1 < <
Let
n
v(g;P) =ig(t) -g(t_i)l,
j=1
and
V (g) = sup v(g; P), (7.3)

where the supremum is taken over all possible partitions P. If V (g) is finite we say
7. Dual Spaces 53

that g is of bounded variation, and then V (g) is called the total variation of g. The
space BV [O, 1] consisting of all such functions is a vector space. Every absolutely
continuous function is in this space. There exists a continuous function that is not of
bounded variation (consider t sin(/t) near zero). A function of bounded variation
need not be continuous (consider characteristic functions of intervals).
If we put II9II = V (g) we get a pseudonorm: all properties of a norm are satisfied
except one; II could be zero without g being zero. Every constant function has
zero total variation; the converse is also true. To get over this we could consider
two functions of bounded variation to be equivalent if their difference is a constant.
The space BV [0, 1] then consists of equivalence classes of functions with respect to
this relation. Alternately, we could modify the definition of llM by putting llM =
g(0) + V(g). In either case we get a normed linear space which is in fact a Banach
space. (Try to prove this.)

9. Every g in BV [0, l] gives rise to a linear functional g* on C[0,1]:

g*(f) = ffdg,
where the integral is the Riemann-Stieltjes integral. We have

ff1 Idgl Ill Ik0IlgIl.

Thus Ils'll <_ I l

10. We will show that conversely, every bounded linear functional on C[0,1] arises
in this way.
Let cp E (C[0,1])*. The space C[0,1] is contained in the space B[0,1] consisting
of all bounded functions with the ' norm. By the Hahn-Banach Theorem cp can
be extended to a linear functional on B[0,1] and the extension has the same norm
as p.

Let Xo be the zero function, and for 0 <t < 1 let Xt be the characteristic function
54 Notes on Functional Analysis

of the interval [0, t). Let g(t) = cp(Xt). We will show that g is of bounded variation.
For any partition 0 = to < ti < < tom, = 1,
n n

i=1
(9(t,.) - 9(ti-i)I =
i=1
{g(t) - 9(ti-i)} Sgn [g(t) -
n
= - (xt1)] sgn [g(t) -
2-1
TE

Xti - Xti-1) sgn [g(t) - 9\t2-1/1 '

8=1

We have here the linear functional cp acting on an element of B[0,1]. The ' norm
of this element is 1 (at any point t only one of the Xti(t) - 1(t) is nonvanishing;
sgnx is a number of modulus 1). Thus v(g;P) < for every partition P, and
hence
V(g) IlIL
Note that g(0) = cp(Xo) = 0 and for each t

P(Xt) = 9(t) - 9(0) _

Now follow the usual path in constructing integrals. Extend this relation to all step
functions by linearity, and then to all continuous functions by taking limits. We thus
have
(f)=ffdg for all feC[0,1],
and further,
kPM = IIM = V(g).

11. The space BV [0, 1] contains some ill-behaved functions. For example, consider
for 0 < c < 1 the delta function

ap(t) _
1 if t=c
o if tic.
We have V (S) = 2, but f fdS = 0 for all continuous f. In other words

IkII = 0, but 5C = 2.
7. Dual Spaces 55

How does one get over this? One needs to do a little more work than that for
the pseudonorm problem in Section 8.

12. Let g E BV [0, 1] and suppose g(0) = 0. Then there exists a unique function g
in BV [0, 1] satisfying the conditions g(0) = 0, g is right continuous on (0, 1) and

fdg = f fdg for all f e C[0, 1].

This is an exercise in epsilonics. Every function of bounded variation has a countable

number of discontinuities. We can choose g(t) = g(t) for all t > 0.
Check that g satisfies the requirements and also that

13. We say that a function g in BV [0, 1] is normalised if g(0) = 0 and g is right

continuous on (0, 1). The collection of all such functions is denoted as BVN[0, l].
This is a Banach space with the total variation norm.

14. The Riesz Representation Theorem. The dual of the space C{0, 1] is

the space BVN[0,1]. Each element g of BVN[0,1] can be identified with a linear
functional g* on C[0,1] by the relation

s'(1) = ffdg, 1 E C[0,1].

This gives an isometric isomorphism between BVN[0,1] and (C[0,1])*.

We have seen all the essential details of the proof.

15. Every real function of bounded variation is the difference of two monotonically
increasing functions.
Let us consider the space CR [0,1] consisting of real continuous functions. We
want to know for what bounded linear functionals cp on this space the function g
associated to it by the Riesz Representation Theorem is monotonically increasing.
(The measure corresponding to a monotonically increasing function is positive; that
corresponding to the difference of two such functions is a signed measure.)
56 Notes on Functional Analysis

Positive Linear F unctionals

16. A function (on any domain) is called positive if it takes nonnegative values; i.e.,
f(x) > 0 for all x. We write this briefly as f > 0.
A linear functional cp on C[0,1] is said to be positive if (f) > 0 whenever f > 0.
(Note cp(f) is a number.)
The study of maps that preserve positivity (in different senses) is an important
topic in analysis.

17. Let cp be a positive linear functional on CR[0,1]. Then _ <p(1), where 1

denotes the function taking the value 1 everywhere. This fact is easy to prove. Just
note that for every f

Since cp is positive and linear

So,

Thus f'pfI < 'p(1). Since cp(1) < IIlII = this means
A corollary of this is that any extension cp of cp to BR[0,1] obtained via the Hahn-
Banach Theorem is also positive. If not, there would exist an f with 0 < f < 1 such
that (f) <0. Then

IkII >(1-f)=(1)-(f) >(1).

But we know IkII = cp(1)

18. A linear functional cp on CR[0,1] is positive if and only if

'p(f) = ffdg
7. Dual Spaces 57

for some monotonically increasing function g on [0, 1].

To prove this choose the g given by the Riesz Representation Theorem. Let
0 < tl <t2 < 1. Then

9(t2) - 9(t1) _ c(Xt2 - Xti) ? 0.

A linear functional cp on CR[0,1] is called unital if cp(l) = 1. We have proved

that a linear functional cp on CR[0,1] is positive and unital if and only if there exists
a probability measure on [0,1] such that

w(I) = f Id

(A probability measure on X is a measure such that (X) = l.)

Exercises

19. For 0 < t < 1 let 't be the linear functional on C[0,1] defined as

Pt(f) = f(t).

Find the function g in BVN[0,1] that corresponds to cot according to the Riesz
Representation Theorem.

20. Show that the space BVN[0,1] is not separable. This is another example of a
situation where a separable Banach space has a nonseparable dual.
 Lecture S

Some Applications

The Montei - Helly Selection Principle

1. Theorem. Let p. be a sequence of probability measures on [0, 1]. Then there

exists a subsequence Pm and a probability measure p such that

fdp11 - fdp as m OG

for all f e C[0.1] .

(In a terminology that we will learn later, this says that the set of probability
measures on [o, l] is weak* compact)

Proof, Let {fj} be a dense set in C [o, l] Since J'fldp.l?,I C IfiII. for all n, the
.

sequence {4f fidp., : ri E N} is a bounded sequence of complex numbers. Hence there

exists a subsequence , of pn such that f fidp7z, converges. By the same argument,
there exists a subsequenceof p such that f f2dp2 converges. By the diagonal
1

procedure we get a subsequence Paz of psuch that for each j, the sequence f fdp
converges as rn ---pc.
Using an E/3-argument, one can see that for every f in C[0,1] the sequence
fdp, is Cauchv and hence convergent. Let A(f) = lim f fdp7,. Then A is a
linear functional on C [0,1] , A( f ) f < If Ik , and A(1) = 1. By the Riesz Representa-
tion Theorem, there exists a probability measure p such that A(f) = f fdp.
8. Some Applications 59

Positive definite sequences

2. Let c be any positive finite measure on the interval [-, J. Let

rnxd,j(i (8.1)
2
The sequence {o1} E is called the Fourier-Stieltjes sequence corresponding to p.
Let N be any natural number, and pick up any complex numbers zp i.
Then

0Cr,s<N---1

` 0 C r, s C N-
2
1T--1
1 - Zrx y
wT d(:r).
G rr

Hence.
ar_s Zr zs ? o.
0Cr,s<N----1

3. A doubly infinite sequence is said to he positive definite if the inequality

(8.2) is satisfied for all N and for all choices of N complex numbers 20, . .

4. The condition (8.2) can be expressed by saying that for all N, the matrices
R

ap a1 a ti

a1 ap a1
a2 a1 a
02 (11

L 011E-1 aN-2 as

are positive semidefinite.

Thus the terms of a positive definite sequence must satisfy the following condi
60 Notes on Functional Analysis

tions
(i) a_n =ate, for all n,
(ii) ao > 0,
(iii) Ian < ao for all n.

5. We have seen that the Fourier-Stieltjes sequence associated with a positive finite
measure on [-7r, ii] is a positive definite sequence. One of the basic theorems of
harmonic analysis says that every positive definite sequence arises in this way.

The Herglotz Theorem

6. Theorem. Let {an}nEz be a positive definite sequence such that

ao=1.

Then there exists a probability measure on [-ir, 7r] such that

1
an =
2ir

(Note that (8.3) is just a convenient normalisation.)

Proof. The inequalities (8.2) are valid for all N, and for all complex numbers
zo,... , zN _ 1. Make a special choice zr = 0 < r < N - 1, where x is any real
number. We have
ar_se2(7'_s)x
0.
0<r,s<N-1
This inequality can be stated in an equivalent form
N-1
(N - I 0.
k=-N+1
For each natural number N, let
N-1
fN(X) (1_)akeikx

k=-N+1
8. Some Applications 61

Then fN(x) > 0 for all x, and

1
ffN(x)dx=ao = 1.

If E is any measurable subset of [-7r, ir], let N(E) = th IE fN(x)dx. Then N is a

probability measure. By the Montel-Helly Principle there exists a subsequence N
and a probability measure such that for all f in C[-7r, 7r], f f dnr converges to
ffdt as N -- oo.

In particular
ir
1 e-inxdp 1 e-inxd/iN
(x) hm (x)
2ir N-oo 27r -,r
lim
27r I ,r
e-2nx fN (x)dx

lim (1_lnt an
N
an.

This proves the theorem.

Holomorphic maps of the disk into a half-plane

7. Let {an}flEz be a positive definite sequence. Consider the power series

f(z) = + a1z + a2z2 +

Since lani < ao for all n, this series converges in the unit disk D = {z : zI < 1}. For
every z in D we have
2 Re f (z) f(z) + I (z
1_1z12 1 - zz
00 00 00
zmzm
akzk + a-kzk
m=0 k=0 k=1
00 00 00 00
a-kzirtzm+k
akz'n+kzm +
m=0 k=0 m=0 k=1
62 Notes on Functional Analysis

o'o oc 00 00

ar-Szrzs + ar_SzTz-S
s=0 r=s r=0 s=r+ 1
00
-s .
ar_Szrz

r,s=0

This last sum is positive because the sequence {ate,} is positive definite. Thus the
function f defined by (8.4) is a holomorphic map of D into the right half plane
(RHP).
It is a remarkable fact of complex analysis that conversely, if the function f maps
D into the RHP then the coefficients of its power series lead to a positive definite
sequence.

8. Theorem. Every holomorphic function f mapping D into the RHP can be

represented as
1(z) = iv + f e2t + z da(t),
where v = Im f(0), and a is a monotonically increasing function on [-ir, 7r].
The expression (8.5) is called the Riesz-Herglotz integral representation.

9. What does this theorem say? Let C be the collection of all holomorphic functions
mapping D into the RHP. Constant functions (with values in the RHP) are in C. It
is easy to check that for each t in [-ir, ir] the function

eZt + z
Ht(z) ezt -z
is in C. Positive linear combinations of functions in C are again in C. So are limits
of functions in C. The formula (8.5) says that all functions in C can be obtained
from the family (8.6) by performing these operations. (An integral is a limit of finite
sums.

10. The theorem can be proved using standard complex analysis techniques like
contour integration. See D. Sarason, Notes on Complex Function Theory, TRIM,
8. Some Applications 63

Hindustan Book Agency, p.161-162. The proof we give uses the Hahn-Banach and
the Riesz Representation Theorems.
A trigonometric polynomial is a function
N
g(O) = a -}- an cos n8 + bn sin n8), an, bn E R.
2
n=1

The numbers an, b11 are called the Fourier coefficients of g, and are uniquely deter-
mined by g. The collection of all such functions is a vector space, and is dense in
CR [-ir, 71]. For brevity, we will write

u(0) = cos n9, v( O) = sin n9.

11. Proof of the Theorem. Let f be a holomorphic function on D. Let f(z) =

o cn z" be its power series expansion. Let an, jn be the real and imaginary parts
of c.n, and let z = rei0 be the polar form of z. Then

Re f(z) = ao +
n=1

If g is a trigonometric polynomial as in (8.7), let

aoao
A(g) = ----- + -
n=i

Then A is a linear functional on the space of trigonometric polynomials, and

A(1) = ao, A(u) - A(v) = 3fl

2

Note that

Since o Ic7drn is convergent, this shows that the series in (8.8) is uniformly
convergent on [-?r, it]. So, from (8.7) and (8.8), integrating term by term and using
orthogonality of the trigonometric functions, we obtain
It
o
l
[g(9) Re f(re)dO = a2 + 2
_it n=1
64 Notes on Functional Analysis

Hence ir

A(9) - T m f 9(9) Re f(re)dO.

_,r
This shows that A(g) > 0 if g > 0 (recall f maps D into the RHP). By continuity,
A can be extended to a positive linear functional on all of CR [-7r, ir]. We have

MAIl = A(1) = ao.

By the Riesz Representation Theorem, there exists a monotonically increasing func-

tion a on [-ir, 7r] such that

A(g) = [g(t)d(t) for all g E

We can define a linear functional A on the space C[-7r, 7r] of complex functions by
putting
A(gi + ig2) = A(9i) + ZA(92), 9i, 92 E CR[-lr, 7r].

We then have
A(g) = J g(t)da(t) for all g E

Now for each z E D look at the function

eit + z 2ze-it

eit-z = 1+
zne_mnt
Hz(t) :_ 1-ze_it
=1+2
n=1

= 1+2z{u(t) -iv(t)}.
n=1
Use (8.9) to get

A(HZ) -CYO + (Ctin -I- ZQn)zn = (lxn -I- 2Qn)z - ZQO = f(z) - i Im f(o).
zi=1 =0
So,

f(z) = i Im f(0) + A(Hz) = i Im 1(0) + f eit + z da(t).

12. Corollary. Let f(z) = c0 + c1z + c2z2 + be a holomorphic function mapping

D into the RHP. Let {a}ez be the sequence in which ao = 2 Re c0, an = cn, a_n =
c,t for n > 1. Then {a} is a positive definite sequence.
8. Some Applications 65

Proof. The integral formula (8.5) shows that

I(z) = 2 (co - co) + J zda(t).

n ezt

Expanding the integrand as the (first) series in (8.10), this gives

da(t)1 +2 e-ineda(t)J zn
f(=) _ [2(c0 - o) + J-
11-n
n=1

By the uniqueness of the coefficients of a power series

ao = 2 J da(t)
n

an = 2 e-Zntda(t).

Thus the sequence {an}nEz is positive definite.

13. The Riesz-Herglotz Integral Representation plays a central role in the theory of
matrix monotone functions. See R. Bhatia, Matrix Analysis, Chapter V.
 Lecture 9

The Weak Topology

when we say that a sequence fin the space x`[0,1] converges to f, we mean that
fn - f --- o as ii. --- oo; and this is the same as saying fconverges to f uniformly.
There are other notions of convergence that are weaker, and still very useful in anal-
ysis. This is the motivation for studying different topologies on spaces of functions,
and on general Banach spaces.

The weak topology

1. Let S be any set and let (T, U ) he a topological space. Let F be a family of maps
from S into T. The weak topology on S generated by F (or the F-weak topology) is
the weakest. (i.e., the smallest) topology on S for which all f E F are continuous.

Exercise. The collection

is a base for this topology.

2. Examples. 1, Let C[a, b] be the space of all continuous functions on [a, b].
For each x E [a,b] the map E(f) -= f(x) is a map from C [a, b] to C, called the
evaluation map. The weak topology generated by {E . x e [a, h]} is called the
topology of pointwise convergence on C [a, b] .

2. The product topology on 11E or C' is the weak topology generated by the
projection maps i defined as it ( x i , ... , xn ) = x3, 1 j C ii.
9. The Weak Topology 67

3. More generally, if Xa is any family of topological spaces the product topology

on the Cartesian product ll Xa is the weak topology generated by the projections
71a onto the components Xa.

3. Now let X be any Banach space and let X* be its dual space. The weak topology
on X generated by X * is called the weak topology on X. For this topology, the sets

1V(f1, ... , fk; e) _ {x: I<E, 1 < i < k;},

where E > 0, k = 1, 2, ... , and fi, 12,. . , fk are in X * , form a neighbourhood base
.

at the point 0. A base at any other point can be obtained from this by a translation.

4. For brevity, members of the weak topology on X are called weakly open sets.
Phrases such as weak neighbourhood, weak closure etc. are used to indicate neigh-
bourhoods and closures in the weak topology.
The topology on X given by its norm is called the norm topology or the strong
topology or the usual topology on X ; the adjective chosen depends on the point of
view to be emphasized at a particular moment.
A sequence xn in X converges to x in the norm /strong/usual topology if
lxn - x l i --* 0. We write this as xn -* x. The sequence xn. converges to x in the
weak topology if and only if f(x) converges to 1(x) for all f e X*. We write this
as xx, and say xconverges weakly to x.

5. If xn - x it is clear that x71 x. The converse is not always true.

Example. Let X = L2 [-it, it]. Then X * = X. Let vn(t) = sin nt. Then for all f in
X, we have limf(v) = 1imf1(t) sin nt dt = 0 by the Riemann-Lebesgue
Lemma. So, the sequence vn converges weakly to the function 0. On the other hand

sine ntldt = it.

112
fn
So vn can not converge to 0 in norm.

6. Exercise. Show that the norm topology on X is stronger than the weak topology
68 Notes on Functional Analysis

(i.e., every weakly open set is open in the usual topology).

If X is finite-dimensional, then its weak topology is the same as the norm topol-
ogy.

7. Exercise. The weak topology on X is a Hausdorff topology. (Hint: Use the

Hahn-Banach Theorem.)

8. If a sequence {xn} in X is convergent, then it is bounded; i.e., there exists a

positive number C such that iixn < C for all n. This happens to be true even when
{x,z } is weakly convergent.
The proof that follows uses the Uniform Boundedness Principle, and a simple
idea with far reaching consequences turning duality around by regarding elements
of X as linear functionals on X * . Every element x of X induces a linear functional
F on X * defined as
F(f) = 1(x) for all f E X.
It is clear that F is a linear functional on X*, and the map x F-> F is linear. It
follows from the definition that lIFIi < lxii. The Hahn-Banach theorem implies the
stronger assertion that iIFIi _ lix ii. (We can find an f in X* with 11111 = 1, and
f(x) = lxii.)
Now suppose {xn} is a weakly convergent sequence. Then for each f in X*, the
sequence {f(x)} is convergent, and hence bounded. This means that there exists a
positive number Cf such that

suPif(x)i

In the notation introduced above this says

suPIF'(.f)i Cf.

Hence by the Uniform Boundedness Principle, there exists a positive number C such
that
suP c,
9. The Weak Topology 69

which is the same as saying sup C.

9. We will use this to show that the weak topology on, 1 <p < oe, can not be
obtained from any metric.
Let en be the standard basis for .gyp, and let

S = {n1/e n = 1, 2. . . }.

This is the collection of all vectors of the form (0, 0,... , nl/(1, 0, ... ), n = 1, 2, ... .
We will show that the set S intersects every weak neighbourhood of 0 in p. If V
is such a neighbourhood, then it contains a basic open set

N(f(1),...,f(;E) = {xp: f (x) <6,1 < j k},

where is a positive number, and I(i) are elements of q. If f _ (f

then by definition, f(3)(x) _ I,=1 for every x E In particular,

fW (m1u'1en) = l/e f(i)for all n.

So, if the set S does not intersect V, then for some j we have e for all n.
This implies that
k
> , for all n.
n1/q
j=1

If y = (Yi, 112,...) is any vector, let us use the notation II for the vector (yi I, Ii I, )
Clearly, if y is in q, then so is y l . For 1 < j < k, each f(j) is in q, and hence so is
their sum f = k 1
f(i) But if the last inequality were true we would have
.

n=1 n=1
n

and that implies f cannot be in Pq. This contradiction shows that S intersects V.
This is true for every weak neighbourhood V of 0. Hence 0 is a weak accumulation
point of the set S.
Now if the weak topology of 4 arose from a metric there should be a sequence
70 Notes on Functional Analysis

of elements of S converging (weakly) to 0. Such a sequence has to be norm bounded.

However,
f
II n = nl/q

and hence no sequence from S can be norm bounded.

10. A topology (a collection U of open sets) on a given space X is called metrisable

if there exists a metric on X such that the open sets generated by this metric are
exactly those that are members of U.
We have seen that the weak topology on ,, 1 <p < oo, is not metrisable. In
fact, the weak topology on any infinite-dimensional Banach space is not metrisable.
We will prove this a little later.

Nets

11. We have seen that in a topological space that is not metrisable, sequences
might not be adequate to detect accumulation points. The remedy lies in the intro-
duction of nets. Reasoning with nets is particularly useful in problems of functional
analysis.

A partially ordered set I, with partial order -<, is called a directed set if for all
a, /3 E I, there exists 'y E I such that a - y and ,3 - 'y.

The sets N and III with their usual orders are directed sets. The collection of all
subsets of a given set with set inclusion as the partial order is a directed set. Let
I be the collection of all neighbourhoods of a point x in a topological space X. Say
Nl - N2 if N2 C N1. Then I is a directed set.

Let X be a topological space. A net in X is a map a - xa from a directed set

I to X. (When I = N this is just a sequence in X.) Sometimes we denote the net by
{xa}aEI or simply by xa.

12. We say that a net {x}j eventually satisfies a property P, if there exists 'y E I
9. The Weak Topology 71

such that the property P is satisfied by all xa with -y - a. We say that {Xc}EJ
frequently satisfies P, if for each E I, there exists an a such that -y - cr and xa
satisfies the property P.

We say that the net x (xa x) if for each neighbourhood N

of x, x is eveiitually in N. A point x is called a cluster point (or an accumulation
point) of the net {xa } if xa is frequently in each neighbourhood of x.

13. Proposition. Let E be a subset. of a topological space X. Then a point x is in

the closure of E if and only if there exists a net {xa } in E that converges to x.

Proof. If a net xa in E converges to x, then each neighbourhood of x contains

an element of E. So x E E, the closure of E. To see the converse, suppose x E E
and let I be the collection of all neighbourhoods of x with the partial order N1 - N2
defined to mean N2 C N1. Given N E I, there exists a point xN in E n N. Then
{xN }NEI is a net that converges to x.

14. Exercises. 1. If X is a Hausdorff space then a. net X(} in X can converge to at

most one limit. (The converse is also true.)

2. A map f from a topological space X into another topological space Y is

continuous if and only if the net f(xQ) converges to f(x) in Y whenever the net xa
converges to x in X.

15. Let {xa}aEI and {y}i3eJ be two nets. We say {x} is a subnet of {y}, if there
exists a function F : I - J such that

(i) xa = YF(a) for all a E I.

(ii) For each ,3 E J, there exists a E I, such that 8 - F(a') if a - a'.

(The second condition says that F(a) is eventually larger than each /3 in J.)

16. Exercises. 1. Every subsequence of a sequence is also a subnet of it. ( But

every subriet need not be a subsequence. )
72 Notes on Functional Analysis

2. A point x is a cluster point of a net {xa} if and only if a subnet of {xa}

converges to x.

17. Theorem (Bolzano-Weierstrass Theorem). A topological space X is compact

if and only if every net in X has a convergent subnet.

18. The Tychonoff Theorem. If {Xa } is any family of compact topological spaces,
then the product topological space rj Xa is compact.
a

19. Warning. All this might suggest that everything is simple. We have to merely
replace the subscript n in xn by cx and pretend nothing else has changed. This is
not so. Here are two of the pitfalls.

(i) A net in a normed space may be convergent without being bounded. (Have
we seen an example already?)

(ii) A sequence may have a convergent subnet without having any convergent
subsequence. (We will soon see an example.)

20. Though the weak topology on an infinite-dimensional Banach space X is not

metrisable, it is possible that some useful subsets of X could be metrisable. For
example, if X * is separable, then the unit ball of X with the weak topology is
metrisable. We will prove this in a special case later.
 Lecture to

The Second Dual and the Weak* Topology

The Second Dual and Reflexivity

1. The dual of X* is another Banach space X. This is called the second dual or
the bidual of X. Let J be the map from X into X** that associates with x E X the
element F E X** defined as

F(f)=f(x) for all fEX*.

Then J is a linear map and IJxII _ lixil. (See (9.2).) Thus J is an isometric imbedding
and we can regard X as a subspace of X ** .

2. If the map J is surjective, then X is isomorphic to X ** via the map J, and we

say that X is reflexive.
Note that we are demanding not just that X be isomorphic to X**; we want the
natural map J to be an isomorphism. There is an example where the spaces X and
X** are isomorphic but the natural map J is not an isomorphism. Such spaces are
not reflexive.
Every finite--dimensional space is reflexive. The spaces are reflexive for 1 C
p C oc, but not for p = 1, oc.

3. Show that a Banach space X is reflexive if and only if X* is reflexive.

74 Notes on Functional Analysis
v

The weak* topology

4. Let X * be the dual of a Banach space X. The usual topology on X * is the one
generated by its norm. Its weak topology is the weak topology generated by its dual
X**. There is one more topology on X * that is useful. This is the weak topology
on X * generated by the subspace X of X**; i.e., the weakest (smallest) topology on
X * for which every element of X, acting as a linear functional on X *, is continuous.
This is called the weak* topology on X * .

5. Note that a net fa in X * converges to f in the weak* topology if and only if

fa(X) -* 1(x) for all x E X. So, this is the topology of pointwise convergence.
The weak* topology is weaker than the weak topology on X* .
If X is reflexive, then the weak topology on X' is the same as the weak* topology.

6. The Banach-Alaoglu Theorem. Let X be any Banach space. Then the unit
ball {f E X* : HIM < 1} in the space X* is compact in the weak* topology.

(This is the most important theorem Yi on weak* topology.)

Proof. For each x E X consider the set B_ {z E C: z < xII}. This is a compact
subset of the complex plane. Consider the space

B:= flB
xEX

with the product topology. By Tychonoff's Theorem B is compact.

What are elements of B`? They are maps b from X into UTB;r such that b(x) is
in B for each x e X; i.e., they are maps b : X - C such that b(x) < lix H. Among
these the linear maps are exactly the elements of the unit ball B of X*.
If we show B is a closed subset of B it will follow that B too is compact in the
topology it inherits from B. But this inherited topology is the topology of pointwise
convergence; this is the same as the weak* topology.
10. The Second Dual and the Weak* Topology 75

Let fc, be any net in X3 and suppose fa converges to an element f of B. We have

to show that f e B. Note that

f(aix+a2y) = lim fa(alx + azy)

= lim(al fi(x) + a? f(x(y))

= aif(x)+a2f(y).

Thus f is linear. Since f E B, we already know I< HxM. Thus Hill < 1. So
fEB.

7. If X is reflexive, the unit ball of X* is weakly compact. (The weak topology and
the \veak* topology are the same in this case.)
If X = X * (as is the case when X is 2 or L2) then the unit ball of X is weakly
compact.
Recall that the unit ball of any infinite-dimensional space can not be compact in
the strong (usual) topology. This weaker compactness can still be very useful.
It can be proved that a Banach space is reflexive if and only if the weak and the
weak* topologies coincide.

8. The Montel-Helly Selection Principle is a special instance of the Banach-Alaoglu

Theorem.

9. Theorem. Every Banach space is isometrically isomorphic to a closed linear

subspace of the space C(X) of continuous functions on a compact Hausdorff space
X.

Proof. Let X be the closed unit ball of the dual space X * with the weak* topology.
We have seen that X is compact. Every element x of X can be thought of as a
continuous function on X.
76 Notes on Functional Analysis

Earlier we saw that every separable Banach space is isomorphic to a subspace of

In this theorem the condition of separability has been dropped. If the Banach
space X is separable, then the space X in Theorem 9 is the Stone-Cech compactifi-
cation of N.

Exercises

10. Show that the only linear functionals on X* that are weak* continuous are the
elements of X.
The only linear functionals on X that are weakly continuous are the elements of
X*. (Thus a linear functional on X is weakly continuous if and only if it is strongly
continuous.)

11. A subset of X whose linear span is dense in X is called a fundamental set.

Show that xn w x if and only if {IIx } is bounded and f(x) -> 1(x) for every
element f of a fundamental set in X.

12. Let 1 < p < oo. Show that a sequence {x.} in ,, converges weakly to x
if and only if {IIx I} is bounded and xn converges coordinatewise to x; i.e., if
_ n and x = then for each j the sequence converges
to l as n -j oo.

13. A sequence {fTh} in X * is weak* convergent if and only if {IIfII} is bounded and
{ f(x)} is a Cauchy sequence for each x in some fundamental set in X.

Annihilators

14. Let S be any subset of a Banach space X, and let

S1={f EX*: f(x)=0fora1lxES}.

10. The Second Dual and the Weak* Topology 77

Then S1 is a (closed linear) subspace of X*. This is called the annihilator of S (the
collection of all linear functionals that kill every element of S). If [S] denotes the
closed linear space spanned by the set S, then Sl = [S]l. The notation 51 suggests
orthogonality, and indeed there are several similarities with that notion.
It is easy to see that S1 = {0} if and only if S is a fundamental set in X.

15. Let X/M be the quotient of X by M. The dimension of this space is called the
codimension of M in X. In symbols

codim M = dim X/M.

Exercise. Show that if X is finite-dimensional, then dim X = dim M+ codim M.

In the proof of the next theorem we use the following:

Proposition. Let X be any normed linear space and M a closed subspace of X.
If N is any finite-dimensional subspace, then the sum M + N is a closed subspace
of X.

Proof. Let X/M be the quotient space, and Q : X -f X/M the quotient map.
The image N = Q(N) is finite-dimensional, and hence closed in X/M. Since Q is
continuous, Q' (N) is closed in X. But Q-1(N) = M + N.

16. Theorem. Let M be any closed subspace of a Banach space X. Then

codim M = dim M1, (10.1)

in the sense that either both sides are infinite, or they are finite and equal.

Proof. Suppose codim M is a finite number m. Let X = X/M. This is an m-

dimensional space; choose a basis x 1, ... , xm in it. Let u be any element of X, and
78 Notes on Functional Analysis

let u be the element of X corresponding to ii. We can write

Then we must have

+ ... V

for some v E 11I. Thus the space 111, together with the vectors xl spans X.
Let M be the subspace spanned by M and the vectors xi xj+1,... ,
Then M1, 1 < j < in, are closed subspaces of X containing M. By the Halin-Banach
<

Theorem we can find f in X * such that f(M1) = 0 and f(x) = 1. We thus have
,

a collection f, <j < n, such that

f(M) = 0, f(xk) = jk. (10.2)

This last condition shows that, f are linearly independent. We will see that they
form a basis for M'.
Let f be any element of Al'. For k = 1, 2,... , in, we can write
in
f(XA.) = f(x)f(xk)
j= 1

because of (10.2). Since Al and the xk span X, this shows

I= f(x)f.

Thus f, 1 <j < in form a basis for Al'. So dim 1L11 = in.
,

Now suppose codini Al = oo. Choose a vector xl in X not in Al. Let Mi be the
space spanned by Al and x1. Choose a vector x2 in X not in A11. Let. 1112 be the
space spanned by All and x2. Since codini Al = oo, this process can be continued
indefinitely leading to a strictly increasing sequence of closed subspaces

MCM1

The inclusions
X*DM1DMi J...J{0}
10. The Second Dual and the Weak* Topology 79

are strict inclusions because of the Hahn-Banach Theorem. Thus M1 is infinite

dimensional.
We have proved the equality (10.1).

17. Exercise. Prove that

dim M = codirn M1. (10.3)

18. Corollary. If M is a finite-dimensional subspace of X, then M" = M.

Proof. Note that M is a subspace of X, whereas M" is a subspace of X**. So

the asserted equality is to be interpreted as an isomorphism. To prove it note that
Al C M- - By the equalities (10.1) and (10.3)
.

dim Al = codim M1 = dim 1111.

If dhn Al < oo, this is sufficient to conclude that Al = 1'111.

19. Exercise. If fr,.. , fn are linearly independent elements of X *, then there exist
.

x l , ... , x,, in X such that f(x) =

20. Exercise. The kernel of a linear functional is a vector space of codimension

one. So, if X is infinite-dimensional and ii..... fk are linear functionals on it, then
the set
{x :fi(x) =0,1 <j <k}
is an infinite-dimensional subspace of X. Thus any weak neighbourhood of 0 contains
an infinite-dimensional subspace (and hence a line through the origin).
Use this to show that in an infinite-dimensional Banach space the weak closure
of the sphere {x : x = 1 } contains the point 0 and the ball {x : x l (< 1 }. This
shows how weak the weak topology is.
80 Notes on Functional Analysis

21. Exercise. The observation in Exercise 20 can be used to show that if X

is an infinite-dimensional Banach space, then its weak topology is not metrisable.
The weak closure of every sphere Sn = {x lixil = n} contains 0. If the weak
topology arose from a metric d, then for each n, there would exist xn in Sn such that
d(xn, 0) < 1/n. The sequence {xn} is then unbounded (in norm) and, at the same
time, weakly convergent (to 0). That is not possible.
 Lecture 11

Hubert Spaces

To each vector in the familiar Euclidean space we assign a length, and to each pair
of vectors an angle between them. The first notion has been made abstract in the
definition of a norm, what is missing in the theory so far is an appropriate concept
of angle and the associated notion of orthoyonality. These ideas depend on the in-
troduction of an inner product. Hilbert spaces are special kinds of Banach spaces
whose norms arise from inner products.
They are important for several reasons. Since they have a special structure, more
can be said about them; so we have a richer theory. They are important for applica-
tions: quantum mechanics, signal processing, wavelets. Our intuition works better
with them. Functional analysis leads us to use our geometric intuition to understand
the behaviour of spaces of functions. Typically, to understand convergence of a se-
quence of functions an analyst might draw a picture on paper where the functions
are represented by points; then argue by analogy to extend her reasoning from R2
to a Hilbert space and finally see whether the special nature of Hilbert space can be
dispensed with.
Hilbert space is named after David Hilbert, one of the great mathematicians of
the twentieth century. He used the space 2 in his study of problems concerned with
integral equations. The general theory of Hilbert spaces was developed later by John
von Neumann in 1928 to provide a mathematical framework for quantum mechanics.

Basic notions

1. A complex vector space X is called an inner product space if to each pair of

82 Notes on Functional Analysis

elements x, y of X is associated a complex number (x, y), called the inner product of
x and y, that satisfies the following four conditions
(i) (x+y,z) = (x,z) + (y,z) for all x,, y, z E X.
(ii) (ax, y) = a(x, y) for all cx E C.
(iii) (x, y) = (y, x) (the bar denotes complex conjugation).
(iv) (xix) > 0, and (x,x) = 0 if and only if x = 0.
Note that conditions (i), (ii) and (iii) imply that
(v) (x,y+z)=(x,y)+(x,z).
(vi) (x, ay) = a (x,y).
Thus the function (.,.) is linear in the first variable and conjugate linear in the
second.
This convention is followed by almost all functional analysis books, and violated
by almost all physics and matrix theory books. The latter take the inner product to
be conjugate linear in the first variable and linear in the second.

2. A real vector space X is called an inner product space if there is defined a real
function (.,.) on X x X satisfying the properties (i)-(iv). The complex conjugation in
(iii) and (vi) is redundant in this case. We will talk of complex inner product spaces
most of the time. What we say is often true for real inner product spaces. (The
latter parts, involving spectral theory, require the underlying field to be complex.)

3. The space CT' is an inner product space with the usual definition
R
(x,y) =>Xjj.
j=1

The space C[a, 6] is an inner product space if we define

b

(f,9 = f (11.2)

a
11. Hilbert Spaces 83

4. Given an inner product on X, put

:_ (x,x)112. (11.3)

Then ( defines a norm on X. To verify the triangle inequality one needs:

The Cauchy-Schwarz inequality.

I(x, y) MyM (11.4)

This can be proved as follows. If y = 0, both sides of (11.4) are zero. If y # 0, we

may replace y by and thereby assume IIyII = 1. Then

o < fx-(x,y)yf2 = (x-(x,y)y,x-(x,y)y)

= 1x112 - ()() - () (y,x) +
= - I(x,y)2.
(Some times (11.4) is called just the Schwarz inequality.) Thus X is a normed linear
space. The map (x, y) from X x X into C is continuous.

5. If the inner product space X with the norm (11.3) (induced by the inner product)
is a complete metric space, we say it is a Hilbert space. An inner product space is
some times called a pre Hilbert space. If it is not complete, then its completion is a
Hilbert space.
We will use the symbol N for a Hilbert space .

6. The space 2 is a Hilbert space with the inner product

(x,y)
j=1

The space L2 [a, b] is a Hilbert space with the inner product

M1

(f.9) = ]fdx. (11.6)

84 Notes on Functional Analysis

The finiteness of the sum in (11.5) and the integral in (11.6) are consequences of the
Schwarz inequality. The completeness of L2 [a, b] is the Riesz-Fischer theorem.
The space C[a, b] is a dense subspace of L2 [a, b]. It is not a closed subspace.

Exercises

7. The norm in any inner product space satisfies the parallelogram law

lix + y112 + lix - y112 = 2(ilxii2 + IIiI2).

8. Say that x is orthogonal toy (written x 1 y) if (x, y) = 0. Show that in this case

This is called the Pythagorean Theorem.

9. The norm and the inner product are related by the polarisation identity

4(x, y) = lix + y112 - lix -X112 + ilix + zy112 - 2lix - iyll2. (11.7)

This can be written compactly as

3
(x,y) = 4 ZPIIx + iPyiI2.
p=o

The polarisation identity allows us to recover the inner product from the norm.

In the case of a real inner product space the polarisation identity is

4(x, ) = lix + il2 - lix - ii2.

10. Suppose X is any normed linear space. From the norm on X we can define a
function (.,.) on X x X by (11.7). Then (x, x) _ lix 112. However, defines an
inner product on X if and only if the norm satisfies the parallelogram law. (A
bit of work is required for the proof of this statement.)
11. Hilbert Spaces 85

11. Let w be a primitive nth root of unity, where n> 2. Show that
n-1
1
(x,y) = - Yw'lx+w'yil2.
Ti'P=o
This is a generalisation of the polarisation identity.

12. For x, y, z in an inner product space

lix - yM2 + lix - z112 =2 ilx-(y+z)il

This is the Appolonius Theorem. It generalises the theorem with this name in plane
geometry: if ABC is a triangle, and D is the mid-point of the side BC, then

(AB)2 + (AC)2 = 2[(AD)2 + (BD)2].

13. Let S be any subset of N. Let

S1={xEN:x1y for all yES}.

Show that

(i) SnS'c{O}.
(ii) S1 is a closed linear subspace of N.
(iii) {O}' = N,N' = {O}.

(iv) If Si C S2i then S2 C Si .

(v) S C S11

Subspaces, direct sums and projections

14. Theorem. Let S be any closed convex subset of N. Then for each x in N there
exists a unique point xo in S such that

lix - xoII -CI1St (x, S) :=EIIx-yII

86 Notes on Functional Analysis

Proof. Let d = dist(x, S). Then there exists a sequence yn in S such that Ix-y7111 --
d. By the Appolonius Theorem

Ix - ym

_. 2 (x - (yn yrra)112)

> 2d2 + 2 I I Jn - JTrz 2

(We have used the convexity of S to conclude 2 (yii + e S.) As 7i, rn - oe, the
left hand side goes to 2d2. This shows {y} is a Cauchy sequence. Since S is closed
xo := hmn yn is in S and

x-xoII =1im:C-y=d.
If there is another point xl in S for which Ix - xl H = d, the sine argument with
the Appolonius Theorem shows that xi = xo.

The theorem says that each point of 'N has a unique best approximant from any
given closed convex set S. This is not true in all Banach spaces. Approximation
problems in Hilbert spaces are generally easier because of this theorem.

15. Especially interesting is the case when S is a closed linear subspace. For each x
in ?N let

Ps(x) = xo, (11.8)

where xo is the unique point in S closest to x. Then PS is a well defined map with
range S. If x E S, then PS(T) = x. Thus P,g is idempotent; i.e.,

P=P. Ps. (11.9)

For each y in S and t in l, we have

lix - (XO + ty)1i2 lix - xpll2.

From this we get

lix - xoII2 + t2IIyII2 - 2t Re (x - x0, y) > lix - xoll2,

11. Hilbert Spaces 87

i.e.,

t2IIyII2 2t Re (x - xo, y).

Since this is true for all real t we must have

Re (x-xo,y) =0.

Replacing y by iy, we get

Tm (x -x0,y) = 0.

Hence
(x-xo,y) =0.
Thus x - xo is in the subspace S1. Since S fl 51 = {0}, we have a direct sum
decomposition
'/-(= S SI . (11.10)

Recall that a vector space X is said to have a direct sum decomposition

X = V W,

if V, W are subspaces of X that have only the zero vector in common, and whose
linear span is X. Then every vector x has a unique decomposition x = v + w with
vEV, wEW.

16. Show that the map PS defined by (11.8) is linear, ran PS = S, and ker PS = S'.
(The symbols ran and ker stand for the range and the kernel of a linear operator.)
By the Pythagorean Theorem

This shows that liPsil 1. Since P5 x = x for all x in S, we have

IPsII = 1. (11.12)

(The obvious trivial exception is the case S = {0}. We do not explicitly mention
such trivialities.)
88 Notes on Functional Analysis

The map PS is called the orthogonal projection or the orthoprojector onto S. The
space S1 is called the orthogonal complement of the (closed linear) space S. In this
case S11 = S.

A problem with Banach spaces

17. The notion of direct sum in (11.11) is purely algebraic. If V is a linear subspace
of a vector space X, then we can always find a subspace W such that X is the direct
sum of V and W. (Hint: use a Hamel basis.)
When X is a Banach space it is natural to ask for a decomposition like (11.11)
with the added requirement that both V and W be closed linear spaces.
Let us say that a closed linear subspace V of a Banach space X is a direct
summand if there exists another closed linear subspace W of X such that we have
the decomposition (11.11).
In a Hilbert space every closed linear subspace is a direct summand; we just
choose W = V L . In a general Banach space no obvious choice suggests itself. Indeed,
there may not be any. There is a theorem of Lindenstrauss and Tzafriri that says that
a Banach space in which every closed subspace is a direct summand is isomorphic
to a Hilbert space.
The subspace co in the Banach space is not a direct summand. This was
proved by R.S. Phillips in 1940. A simple proof (that you can read) is given in R.J.
Whitley, Projecting m onto c0, American Mathematical Monthly, 73 (1966) 285-286.

18. Let X be any vector space with a decomposition as in (11.11). We define a linear
map called the projection on V along W by the relation Pv,w (x) = v, where
x=v+w,vEV, wEW. Showthat

(i) Pvyy is idempotent.

(ii) ran Pv,yy = V, ker PV,W = W.
(iii) I - Pv,w = Pw,v
11. Hilbert Spaces 89

Conversely supose we are given an idempotent linear map P of X into itself. Let
ran P = V, ker P = W. Show that we have X = V W, and P = PV,w .

19. Now assume that the space X in Section 18 is a Banach space. If the operator
Pv,w is bounded then V, W must be closed. (The kernel of a continuous map is
closed.)
Show that if V is a direct summand in X, then the projection is a bounded
operator. (Use the Closed Graph Theorem.) Show that Pv,wII > 1.

Show that every finite-dimensional subspace V of a Banach space X is a direct

summand. (Let v1, V2,... , vn be a basis for V. Every element x of V can be written
n
as > f(x)v3. The f j define (bounded) linear functionals on V. By H.B.T. they
j=1
can be extended to bounded linear functionals f on X. For each x e X let Px =
n
> j(x)v.)
j=1

20. If V is a direct summand in a Banach space X, then there exist infinitely many
subspaces W such that X = V W. (You can see this in R2.) In a Hilbert space,
there is a very special choice W = V 1.
In a Hilbert space by a direct sum decomposition we always mean a decomposition
into a subspace and its orthogonal complement.
We will see later that among projections, orthogonal projections are characterised
by one more condition: selfadjointness.

Self-duality

21. To every vector y in 7-l, there corresponds a linear functional fy defined by

f(x)=(x,y) for all x E 'H.

This can be turned around. Let f be any (nonzero bounded) linear functional on 7-l.
Let S = ker f and let z be any unit vector in S. Note that x - (f(x)/f(z))z is in
90 Notes on Functional Analysis

S. So
2 - f(x) Z. Z) - U,

(x,z) =f(x)
fez)

So, if we choose y = f(z)z, we have 1(x) _ (x, y).

Note that lifII = IThus the correspondence y --- fy between N and If is
isometric. There is just one minor irritant. This correspondence is conjugate linear
and not linear:
lay = Xfy

The fact that I-I and 7(* can be identified via the correspondence y - f',, is

sometimes called the Riesz Representation Theorem (for Hilbert spaces).

22. The Hahn -Banach Theorem for Hilbert spaces is a simple consequence of the
above representation theorem.

23. A complex-valued function B ( , ) on N x N is called a sesquilinear form if it is

linear in the first and conjugate linear in the second variable. Its norm is defined to be
BII = sup I B (x, y) I . If this number is finite we say B is bounded.
1111=IIyII=1
Let B be a bounded sesquiliiiear form. For each vector y let f(x) := B (x, y).
This is a bounded linear functional on N. Hence, there exists a unique vector y' such
that fy(x) = (x, y') for all x. Put y' = Ay. Now fill in the details of the proof of the
following statement:
To every bounded sesquilinear form B on N x N there corresponds a unique
linear operator A on N such that

B(x,y) = (x,Ay).

We have lB II _ llAll.
11. Hilbert Spaces 91

24. Earlier on, we had defined the annihilator of any subset S of a Banach space X.
This was a subset S' of X*. When X is a Hilbert space, this set is the same as S-
defined in Section 13.

25. Note that xa converges to x in the weak topology of N if and only if (xa, y) --
(x,y) for ally EN.

Supplementary Exercises

26. Let f be a nonzero bounded linear functional on a Banach space X and let
S = {x e X : f(x) = 1}. Show that S is a closed convex subset of X. Show that.
i
=ES II=II =
Ilf 11

So, if there is no vector x in X for which If II = I /IIxII, then the point 0 has no
best approxirnant from S.

27. Let X = C[0,1] and let Y be its subspace consisting of all functions that vanish
at 0. Let (f) = fo t f(t) dt. Then cp is a bounded linear functional. Find its norm
on X. and on Y. What are the points f in X and in Y for which (f)I/IIf II.

28. Combine Exercises 26 and 27 to show that (the existence part of) Theorem 14
is not always true in all Banach spaces.

29. Let S = {x E X 1,X2 > 0, x1 + x2 = 1}. This is the line segment joining
the points (1,0) and (0.1). Each point of S is at i distance 1 from the point (0,0).
Thus the uniqueness part of Theorem 14 is violated in this Banach space.
02 Notes on Functional Analysis

30. Let V, W be any two subspaces of & not orthogonal to each other. Show that
IPvwII > 1.

31. A function f on 7-1 is called a quadratic form if there exists a sesquilinear form B
on 7-C x 7-1 such that 1(x) = B (x, x). Show that a pointwise limit of quadratic forms
is a quadratic form.

32. A sesquilinear form B is said to be symmetric if B (x, y) -= B ( y, x) for all x and

y, positive if B (x, x ) 0 for all x, and definite if B(x, x) = 0 implies x = 0. Show
that a positive, symmetric, sesquilinear form satisfies the Schwarz inequality

y)12 < B(x, x)B(y, y).

(If B is definite, then it is an inner product and we have proved the inequality in
that case,) Hint : Consider B(x, y) + E%(x, y).
 Lecture 1 2

Orthonormal Bases

1. A subset E in a Hilbert space is said to be an orthonormal set if (e1, e2) = o for

all c1, e2 in E (ci e2}, and hell = 1 for all e in E.
A maximal orthonormal set is called a complete orthonormal set, or an orthonor
mal basis. By Zorn}s Lemma every Hilbert space has an orthonormal basis.

2. It follows from the Pythagorean Theorem that every orthonormal set is linearly
independent.

3. Let {e, : 1 C i n} be any finite orthonormal set. For each x in 1-i, {x, e } e is the
component of x in the direction of e. One can see that x - (x, e) e is orthogonal
j=1

to each e, and hence to the sum (x, e) e. e. The Pythagorean Tlieoreni then shows

that
fl
(12.1)
3=
This is called Bessel's inequality.

4. Let {X(}EJ be a family of vectors in a Banach space. (The set I may be

uncountable). We say that this family is summable and its sum is x, if for every
> o, there exists a finite subset Jo of I such that

h<E aEJ
94 Notes on Functional Analysis

for every finite subset J of I that contains J0. In this case we write

x= X.
aEI

Show that a sequence {xn} is summable if {fx I} is summable.

5. Bessel's Inequality. Let {e}j be any orthonormal set in 7-(. Then for all x

txii. (12.2)
aEI

Corollary. For each x, the set

E = {ea: (x,e) O} (12.3)

is countable.

Proof. Let
E = {e: (x,e2> Ixft2/n}.
Then E = U 1 En . By Bessel's inequality the set E7 can have no more than n - 1
elements.

6. Parseval's Equality. Let {ea}Ej be an orthonormal basis in 7-if. Then for each
xElI
x= (x,e)e. (12.4)
aEI
= (x,e2. (12.5)
aEJ

Proof. Given an x, let E be the set given by (12.3). Enumerate its elements as
{el, e2, ...}. For each n, let
n
yn = (x,e)e.
i=1
12. Orthonormal Bases 95

Ifn>m, we have
n

i=m+1
By Bessel's inequality this sum goes to zero as n, m -f oo. So yn is a Cauchy
sequence. Let y be its limit. Note that for all j
n
(x - y,ej) (x, e3) n-
- lim
o0
((x,e)e,e3)
2=1
(x,e) - (x,e) = 0.

If eis any element of the given set {ea}ej outside E, then (x, e8) = 0, and once
again (x - y, e) = 0. Thus x - y is orthogonal to the maximal orthonormal family
{ea}aEl. Hence x = y. Thus

Only countably many terms in this sum are nonzero. (However, this countable set
depends on x.) Further note that

- aElI

n
lim
n-; x
i=1
n
llm Ilx -
n-+oo
(x, e2)ei 2
i=1
0.

This proves (12.5).

Separable Hilbert spaces

7. Let {u, u2, ... } be a finite or countable linearly independent set in 7-(. Then
there exists an orthonormal set {ei, e2,. .} having the same cardinality and the
.

same linear span as the set {u}. This is constructed by the familiar Gram-Schmidt
Process.
96 Notes on Functional Analysis

8. Theorem. A Hilbert space is separable if and only if it has a countable orthonor-

mal basis.

Proof. A countable orthonormal basis for 7-1 is also a Schauder basis for it. So, if
such a basis exists, 7-1 must be separable.
Conversely, let 7-1 be separable and choose a countable dense set {x} in 7-1. We
can obtain from this a set {un} that is linearly independent and has the same (closed)
linear spare. From this set {u} we get an orthonormal basis by the Gram-Schmidt
process.

9. A linear bijection U between two Hilbert spaces 7-1 and AC is called an isomorphism
if it preserves inner products; i.e.,

(Ux, Uy) _ (x, y) for all x, y E 7-1.

10. Theorem. Every separable infinite-dimensional Hilbert space is isomorphic to

2

Proof. If 7-1 is separable, it has a countable orthonormal basis {en}. Let U(x) _
{ (x, e)}. }. Show that for each x in 7-1 the sequence {(x, is in 2i and U is an
isomorphism.

We will assume from now on that all our Hilbert spaces are separable.

11. Let 7-1 = L2 [-ir, it]. The functions en (t) = 1 eunt, n E Z, form an orthonormal
basis in ?-f. It is easy to see that the family {en } is orthonormal. Its completeness
follows from standard results in Fourier series.
There are other orthonormal bases for ?-C that have been of interest in classical
analysis. In recent years there has been renewed interest in them because of the
recent theory of wavelets.
12. Orthonormal Bases 97

12. Exercises. (i) Let {e} be an orthonormal basis in 7-1. Any orthonormal set
{f} that satisfies
00

Ilen-Snllz<1
is an orthonormal basis. (Hint: If x is orthogonal to {f,} show f< lix 112,
violating Parseval's equality.
(ii) More generally, show that if
00
Iien_fnIi2<oo
7i=1

00
then {f} is an orthonormal basis. (Hints: Choose N such that Iie _ f iI2 <1
7E=N+ 1
Let S be the closed linear span of {fN+1, fN+2,.. }. For 1 < n < N, the vectors
00

9n = en- (en,fm)fm
m=N+1

are in Sl. Show that dim S1 = N. The space S1 is spanned by {gi,... , gnr}
and by {f,... fN}. So, if a vector x is orthogonal to the family {f}, then it is
,

orthogonal to the family { f n > N + 1} and to {gi,... gN}. Show that it is

,

orthogonal to {ei,... , eN }. Use this and Part (i) to show that Parseval's equality
forbids such behaviour.)

13. Metrisability of the unit ball with the weak topology. We have seen that
the weak topology of 2 is not metrisable. However, its restriction to the unit ball is
metrisable.

(i) Let 7-1 be any separable Hilbert space and let {e} be an orthonormal basis
for 7-1. Let B = {x E 'H: IixiI <1}. For x,y E B, let

d(x,y) := i(x-y,en)i.

Show that d is a metric on B.

(ii) Show that the topology generated by d is the same as the one given by the weak
98 Notes on Functional Analysis

topology; i.e., d(xn, x) - 0 if and only if xn x.

(iii) Show that the metric space (B, d) is compact.

14. Let 7 = L2 [-1, 1]. Apply the Gram-Schmidt process to the sequence of func-
tions { 1, t, t2,. . . }. The resulting orthogonal functions are
pn(x) _ (t2 _ i)n
dtn
These are called the Legendre polynomials. Show that the family { n + 1/2 Pn}
is an orthonormal basis for 7-1. (For proving the completeness of this system, the
Weierstrass approximation theorem may be useful.)

15. Let 7-(= L2(II8). Apply the Gram-Schmidt process to the family

{e-t2/2, to-t2/2, tee-t2/2, ...}.

This gives the functions

fn(t) = (_1)ne_t2/2et2 =:
H,i(t)e_t2/2,
n = 0, 1, 2, ... .
dtn
The functions Hn (t) are called Hermite polynomials. Show that the members of
{f(t)} are pairwise orthogonal, and normalise them. Show that the resulting family
is an orthonormal basis for 7-1.
(Hint: To show completeness, we need to show that if

g(t)e-t2/2tndt = 0, n = 0,1,2,..., (12.6)

then g = 0. Introduce the complex function

G(z) _ 9(t)e-t2/2eitzdt.
_x
This is an entire function. Use (12.6) to see that G and its derivatives of all orders
vanish at 0. Hence G is zero everywhere. In particular
00

g(t)e-t2/2eZtxdt = 0 for all x E K.

J
_00
12. Orthonormal Bases 99

Multiply this equality by e+ZXY, where y is a real number, then integrate with respect
to x from -a to a. This gives
00
g(t)e-t2/2 sin a(t - y)
dt = 0, for all a, y E R.
J
-00
t-y
Conclude that g = 0.)

16. Let N = L2(0, oo). The functions

n
Ln (t) = et dtn (e-ttn) n=0,1,2,
are called the Laguerre polynomials. Show that the family

.fn(t) _ e-t/2Ln(t)

is an orthonormal basis for N.

17. Let N = L2[0,1]. Let

rk (t) = sgn sin(2 c 2irt), k = 0, 1, 2, ,

where the value of rk(t) at a discontinuity is taken as the right hand limit. Equiva-
lently, on the dyadic intervals [j/2k+1, (j + 1)/2k+1), 0 < j < 2k+1, rk(t) takes the
value 1 if j is even and -1 if j is odd. The constant function 1 and the functions
rk together are called Rademacher functions. They form an orthonormal family but
not a complete family. (The function cos2irt is orthogonal to all of them.)
This system is included in another family called Walsh functions defined as fol-
lows. Let wo(t) = 1. For n > 1, let

n= nk 2k where nk = 0 or 1
k=0

be the binary expansion of n. Let

m
wn(t) - fl[rk(t)].
k=0
100 Notes on Functional Analysis

The functions wn together with the constant function 1 are called the Walsh func-
tions. They are step functions that take the values 1 only. Note that if n = 2k, then
wn = r/. So this family includes the Rademacher functions. In fact it consists of
all finite products of distinct Rademacher functions. Show that the Walsh functions
form an orthonormal basis for 7-(. (Hint: To check orthogonality, observe that if at
least two of the integers k1, k2,... ,kn are distinct, then
1

frki(t)rk2(t) r(t)dt = 0.
0
x
To prove completeness, let f E -l and define F(x) = f f(t)dt. Then F'(x) = f(x)
0
1

almost everywhere. Show that the conditions f f(t)w(t)dt = 0 lead successively to

0
the conclusions F(x) = 0 if x = k/2m, m = 0,1, 2, ... , k = 1,... , 2. Since F is
continuous, this implies F is zero everywhere; hence f is zero almost everywhere.)

18. Gram matrices. Let x1, ... , xn be any vectors in a Hilbert space 71. The
n x n matrix G(x 1, ... , x71) whose i, j entry is (xi, x) is called the Gram matrix of
the given set of vectors. Its determinant is called the Gram determinant.
(i) Every Gram matrix is positive semidefinite; it is positive definite if and only if
the vectors x3 are linearly independent. [Calculate (Gu, u) .]
(ii) Every positive semidefinite matrix is a Gram matrix. [Hint: write aij = (Ae, ej) =
(A1/2e2, A1/2ej) ]
(iii) Let j ,1 <j <n be any positive numbers. Then the matrix whose i, j entry is
00
1 is positive semidefinite. [Hint: A
= Te_(Aii)tdt.]
(iv) Calculate, by induction on n or by some other argument, the determinant of the
matrix in (iii); it has the value
J-
(,\.).)2
(12.7)
1-I (A2+))
1 <i, j <n

19. Let x1, ... , x7z be linearly independent vectors in ?-t, and let M be their linear
12. orthonormal Bases 101

span. Show that for every y in 7-(

det G(y, xl , ... ? xn)
[dirt (y,M)j2 _
det G(xl, ... , x)
(Hint: Let y = x + z, where x e JVi, z E M'. Calculate G(y, x1,... , x7Z) by

substituting y = x + z and using the fact that a determinant is a linear function of

each of its columns.)

20. We know that the family f(t) = t, n = 0, 1, 2,... is fundamental in L2 [0, 1}.
The following remarkable theorem tells us there is a lot of room here; much smaller
subfamilies of this family are also fundamental.
Mi ntz's Theorem. Let 1 <1 <2 < be any sequence of integers. Then the
family {tnk } is fundamental in L2 [0, 1] if and only if
O 1
n = oo. (12.8)
j=1

Proof. Let Mk be the linear span of the functions tTh1, ... , tnk . The set {tni } would
be fundamental if and only if disc (f, Mk) goes to zero as k -- oc. Since the family
{tm} is fundamental, this is so if and only if for each m dist(tr'2, Mk) goes to zero as
k - oc. By Exercise 19, this is so if and only if
det G(t'n, t'1 , ... , tnk )
lim = 0 for all m. (12.9)
k--goo det G(ti,...
n , tnk)
Note that
i
(ti t3) = [tdt = i + j + 1 1

0
Hence the ratio of the two Gram determinants occurring above can be evaluated
using (12.7). The answer is
k
1 (n3 - m)2 1 k7 (1 - m/n3)2
2m+1 (n+7n+i)2 2m+1 11
j=1
So, the condition (12.9) becomes
k
lim V [log(1 - m) - log(1 + m + 1)J = -oo. (12.10)
n3 n3
102 Notes on Functional Analysis

Since
log(1 + x)
lim =1
x-40 x

the series log(1 + x,t) and x are convergent or divergent simultaneously. Use
this to show that (12.10) is true if and only if (12.8) is.

Corollary. The family {tP : p a prime number} is fundamental in L2[0,1].

 Lecture 13

Linear Operators

Let X, Y be Banach spaces. For a while we will study bounded linear operators from
to Y. These will just be called operators.

Topologies on operators

1. The norm topology. We denote the space of operators from X to Y by 13(X, Y).
This is a Banach space with the norm IIAI sup IAxII. The topology given by
Ilxll=1
this norm is called the usual topology, the norm topology or the uniform operator
topology on ,Ci(X, Y).

2. The strong operator topology. We say that a net Aa in 13(X, Y) converges

strongly to A if for each x in X, A0x converges to Ax; i.e., if A0x - AxII converges
to zero for each x. We write A0 -sl A to indicate this convergence. The associated
topology is called the strong operator- topology. It is the weak topology generated by
the family of maps

F : B (X, Y ) -* Y,
A -- Ax,

where x varies over X.

3. The weak operator topology. We say a net Aa converges to A in the weak

operator topology if f(A0x) -> f(Ax) for all f E Y*, x E X. We write this as
104 Notes on Functional Analysis

Aa w A. This is the weak topology generated by the family

13(X, Y) -* C,
A H f(Ax),
where x varies over X and f over Y. If X, Y are Hilbert spaces, then Aa w A if
and only if (Ax,y) - (Ax, y) for all x e X, y e Y.

4. Caution. In Lecture 9, we defined the strong and the weak topologies for any
Banach space. The adjectives strong and weak are now used in a different sense. (The
"strong" topology of the Banach spaces 13(X, Y) is its "usual" topology). For spaces
of operators the words strong and weak will be used in the new sense introduced
here; unless it is stated otherwise.

5. Examples. Clearly convergence in the norm topology implies convergence in the

strong operator topology, which in turn implies convergence in the weak operator
topology.
In the following examples, X and Y are the space 2.
(i) Let An = n I; i.e., Ax = n x for all x. Then An converges to zero in the
norm topology.

(ii) Let e1, e2,... be the standard orthonormal basis for 2. Let Pn be the orthog-
onal projection onto the linear span of {ei,... ,e}. Then I - Pn is the orthogonal
projection onto the orthogonal complement of this space. Here P,z - I in the strong
operator topology. But Ill - (1 = 1 for all n. So Pn does not converge to I in the
norm topology.

(iii) The right shift operator S on QZ is defined as follows. Let x = (xi, X2,...) be
any element of 2. Then

S((xl,x2,...)) = (0,X1,X2,. . .).

13. Linear Operators 105

Then for all x, y in 2, and for all positive integers n

n
(Sx,y) = xi yn+i .
i=1
So,

i('Snx,y)l C
i=1 i=1
As n -p oo, the last sum goes to zero. So the sequence {S7} converges to zero in the
weak operator topology. However, llSxll _ lix ii for all x and n. So {S} does not
converge to zero in the strong operator topology. Hence it does not converge to any
limit in the strong operator topology, because if it did, then the strong limit would
also be a weak limit, and that can only be zero.

6. The strong operator topology and the weak operator topology are not metrisable.
While convergence of sequences does not reveal all the features of these topologies,
we may still be interested in sequences and their convergence. The Uniform Bound-
edness Principle is the useful tool in these situations.

Exercise. Let {A} be a sequence of operators. Suppose {Anx} converges for each
x. Then there exists an operator A such that An s A.

Is this true for a net instead of a sequence?

?. Lemma. Let {A} be a sequence of operators in a Hilbert space 7l. Suppose

{ A,} is a weakly Cauchy sequence. Then there exists an operator A such that
A-+ A.

Proof. The sequence {A} is weakly Cauchy if for each x, y in 7-l the sequence
{ (Ax, y) } is a Cauchy sequence (of complex numbers). Let

B (x, y) = 1
moo
(Ax,y).

It is clear that B is a sesquilinear form. If we could show it is bounded, then we

would know from the Riesz Representation Theorem that there exists an operator
106 Notes on Functional Analysis

A such that
B(x,y) = (Ax,y).

Then clearly A,L a A. Since

I IlAnll lxii Iiii,

the boundedness of B would follow from that of the sequence {IiAIi}. This is proved
by appealing to the Uniform Boundedness Principle.
First note that for each x, y, the sequence (Anx, y) is bounded. Regard, for each
fixed x, Ax as a linear functional on 7- acting as

(Ax)(y) - (Ax,y).
By the U.B.P.,
sup l!Anxli < oo for all x.
n

Once again by the U.B.P.,

sup I IAnii G 00
7Z

Operator Multiplication

8. Consider the space 8(X). Let A7 ---} A and Bn --} B in the norm topology. Then
show that lIAB7 --- AB II ---+ o. This shows that multiplication of operators is jointly
continuous in the norm topology of 8(X).

9. Let An and B77 be sequences in 8(X) converging in the strong operator topology to
A and B, respectively. Use the U.B.P. to show the sequence {iiAIf} is bounded; and
then show that the product A B71 converges to AB in the strong operator topology.
This argument fails for nets. Hence, it does not follow that multiplication of
operators is jointly continuous in the strong operator topology. In fact, it is not.
13. Linear Operators 107

Exercise. Let 7-1 be any infinite-dimensional Hilbert space. Let N = {A E 8(7-1)

A2 = 0}. Elements of N are called nilpotent operators of index 2.

(i) Let A0 be any element of 13(7-1). Then sets of the form

{A : I
- Ao)xi M < a, 1 < i < n},

where e > 0, n e N, and x1,... , xn are linearly independent, form a neighbourhood

base at Ao in the strong operator topology.

(ii) Let {x1,... , x,z, yb... , yn} be a linearly independent set in 7,1 such that
IIy2 - Aoxi M <E for all i. Define an operator A by putting Axe = y2, Ayi = 0 for all
i, and Au = 0 for all u orthogonal to {x1......x, yl , ... , y}. Then A2 = 0. Show
.

that A belongs to the basic neighbourhood in (i).

(iii) This shows that the set N is dense in 13(7-1) in the strong operator topology.
So, if squaring of operators were a continuous operation, then N would equal 8(7-1).
That, can't be.

Exercise. Here is one more proof of the same fact. Consider the set of all ordered
pairs (M, u) where Al is a finite-dimensional subspace of 7-1 and u a unit vector
orthogonal to M. Define a partial order on this set by saying (M, u) - (N, v) if N
contains M and u. Now define two nets of operators as follows

(dim M) (x, u)xo,

1
B(M,u)x = dim M(x, xo)u,

where xo is a fixed unit vector. Show that both these nets converge to 0 in the strong
operator topology; but their product does not.

10. Let X = 2. We defined the right shift operator S in Section 5(iii). The left shift
is the operator T defined as

T((xi,x2,. .)) = (x2,x3,.

. .
108 Notes on Functional Analysis

Note that for each x, IITxII --> 0. Thus {T} converges to 0 in the strong, and
therefore also in the weak, operator topology. We have seen earlier that {Sn} also
converges to 0 in the weak operator topology. Note that TnS= I for all n. This
example shows that operator multiplication is not continuous (even on sequences) in
the weak operator topology.

11. However operator multiplication is separately continuous in both the strong and
the weak topology; i.e., if a net Aa converges, strongly or weakly to A, then for
each B, Aa B converges to AB in the same sense; and if Ba converges, strongly or
weakly to B, then ABa converges to .AB in the same sense. It is easy to prove these
statements.

12. Exercise. Let {en} be an orthonormal basis for N. Let

2 I- B)enll,
n=1
_ O 1
dw(A, B) 2+I((AB)em,en)L
mn
m,n=1

Show that these are metrics on Xi(N). On each bounded set of 8(N) the topology
given by them is the strong (weak) operator topology.

Inverses

13. Let A E 8(X). If A is bijective, then by the inverse mapping theorem, A-1 is
also in Ci(X). Let G be the collection of all invertible elements of Ci(X). This set is
a multiplicative group. We have (AB)-1 = B-lA-1.

14. Theorem. If III -All <1, then A is invertible and

(13.1)
13. Linear Operators 109

Proof. To see that the series is convergent, let

n
S=(I-A).
j=0
Then note that
n+m
IISn+rn8nM i Ill-All3.
j=n+1

This goes to zero as n, m --> oo. So {Sn} is a Cauchy sequence. Hence the series in
(13.1) is convergent. Let T denote its sum. Note that

ASn=Sn-(I-A)Sn=I-(I-A)1
So, by continuity of operator multiplication AT = I. A similar argument shows
TA = I. Hence T = A-1.

15. If IIAII < 1, then I - A is invertible and

(I-A)-1=I+A+A2+ (13.2)

Note that
lI(I-AY'lI
The series (13.1) or (13.2) is called the Neumann Series.

16. The theorem just proved shows that G contains an open neighbourhood of I;
hence it contains an open neighbourhood of each of its points. Thus Q is an open
subset of 8(X).
More precisely, show that if A E g and h- Bhl < 1/h1A-1 , then B E and

I<_ I1-IIA-'IIIIA-BII

17. Show that

I_ A-' IA-12 I- BII
II
1- h II
I- Bhh'
110 Notes on Functional Analysis

This shows that operator inversion is continuous in the norm topology. Thus is a
topological group.

18. If X is finite-dimensional, is dense in Xi(X). (Matrices with nonzero eigenvalues

are dense in the space of all matrices.)

19. This is not true in infinite-dimensional spaces. Let X = Q2 and let S be the right
shift operator. Then S is left-invertible (because TS = I) but not right-invertible
(if it were it would be invertible). We will show that no operator in a ball of radius
one around S is invertible. If MS - All < 1 then

I- TAII = MT(S - A)II 11ThI Its - All <1.

So TA is invertible. If A were invertible, so would be T ; but that is not the case.

Exercise. The set of right invertible operators (a set that includes G) is not dense
in ,Ci(X). Nor is the set of left invertible operators.

If A is a linear operator on a finite-dimensional vector space, then one of the two

conditions, injectivity and surjectivity, implies the other. This is not so for operators
on infinite-dimensional spaces.
 Lecture 14

Adjoint Operators

Every operator A from X to Y gives rise, in a natural way to an operator A* from

the dual space Y* to X*. Many properties of A can be studied through this operator
called the adjoirat of A.

1. Let A be an operator from X to Y. For f E Y* let

(Atf)(x) = f(Ax) for all x, E X. (14.1)

Then A* f is a hounded linear functional on X; i.e., A* f X *. It is obvious from

the definition that A* is a linear map from Y* to X*. The equation (14.1) is some
times written as
(A*f,x)-(f,Ax), x E X, fey*. (14.2)

A* is called the adjoint of A.

2. If f E Y*, and I 1111 = 1, then

IIA*f II = sup (= sup If(Ax)I < sup I= IIlxll=1

1111=1 Ilxll=1

Thus h< tand A* is a bounded linear operator from Y* to X. We can say

more:
IIA*hI =I
To prove this we need to show f< IIA*lf. Let x be any element of X. By the
Hahn-Banach Theorem, there exists a linear functional f on Y such that f = 1
112 Notes on Functional Analysis

and f(Ax) _ IlAxil. Thus

IAxII = f(Ax) _ (A*f)(x) < IIA*II Ill, IIxII = IIA*II IIxII.

This shows that I llA*

3. Exercise.

(i) Let A, B E 13(X, Y). Then

(aA -}- QB)* = aA'' + QB'` for a, Q E C.

(ii) Let Ac Ci(X,Y), Be 13(Y, Z). Then

(BA)* = A*B*.

(iii) The adjoint of the identity operator on X is the identity operator on X*; i.e.,

I*=I.

(iv) If A is an invertible operator from X to Y then A* is an invertible operator

from Y* to X*, and
(A*)_l = (A').

4. The conclusion of (i) above is that the map A --> A* from 13(X, Y) to 13(Y*, X*)
is linear; that of (ii) is some times expressed by saying this map is contravariant.
The equation (14.3) says this map is an isometry. It is, in general, not surjective.

5. Example. Let X = Y = where 1 < p < oo. Let S be the right shift operator;
i.e., if x = (x1, X2,. . .), then Sx = (0, xl, x2,. . .). Let T = S*. This is an operator on
14. Adjoint operators 113

4. What is it? Let f E Qq and let g = S* f. The definition (14.1) says g(x) = f(Sx)
for all x in gyp, i.e.,

91x1 + g2x2 + ... - f2x1 + fsx2 + ...

This is true for all x. Hence

gl, 92, - .f2 .f3,

Thus T is the left shift operator on Qq. It maps (fl, f2...) to (f2, f,. . .).

Adjoints of Hiibert Space operators

6. Let 7-1 be a Hilbert space. Recall that 7-1 is isomorphic to If via a conjugate linear
map R that associates to y e 7-1 the linear functional f, defined as f(x) = (x, y) for
all x E 7-i. (See Section 21, Lecture 11.) So, for every A E 8(7-1) its adjoint A* can
be identified with an operator on 7-1. Call this operator At for the time being. We
have At = R_ 1 A* R (as shown in the diagram).
A*
?- * f*

At

If A* fy = fzi then Aty = z. We have

(Ax,y) _ .fy(Ax) _ (A*fy)(x) _ f2(x) _ (x,z) _ (x,Aty)

for all x, y. Thus

(Ax, y) _ (x, At y) for all x, y E 7-1.
114 Notes on Functional Analysis

This equation determines At uniquely; i.e., if there is another linear operator B on

?l such that
(Ax, y) _ (x, By) for all x, y,

then B = At. It is customary to call this operator At the adjoint of A. We will do

so too and use the symbol A* for this operator. Thus A* is the unique operator
associated with A by the condition

(Ax, y) _ (x,A*y) for all x, y e 7-1. (14.4)

The correspondence A - A* is conjugate linear.

7. If 7-1, K are Hilbert spaces and A is a linear operator from 7-1 to K, then A* is a
linear operator from )C to 7-1 defined by (14.4) with x E 7-1, y e 1'C.

8. Theorem. The map A H A* on 8(7-1) has the following properties

(i) it is conjugate linear.

(ii) it is isometric, IIA*U = 11AM for all A.

(iii) it is surjective.

(iv) A** = A for all A.

(v) (AB)* = B*A* for all A, B.

(vii) I* = I.

(vii) If A is invertible, then so is A* and (A*)-1 = (A-1)*.

Thus the map A H A* has properties very similar to the complex conjugation
z -- z on C. A new feature is the relation (v) arising out of non-commutativity of
operator multiplication.
14. Adjoint Operators 115

9. Theorem. For all A in 13(7-1) we have

IIA*AII = IIAII2. (14.5)

Proof. The submultiplicativity of the norm, and the property (14.3) show

IIA*AII IlAII I= I

A= (Ax, Ax) _ (A*Ax, x) c IIA*Axhl =

s I

for all vectors x. Hence I C IIA*AII.

It is clear from this proof that

IIAA*II = IIAII2 = ii AAII (14.6)

as well.

10. The property (14.5) is very important. A Banach algebra (see Lecture 3) with
an involution (a star operation A H A*) whose norm satisfies (14.5) is called a
C*-algebra. Study of such algebras is an important area in functional analysis.

Continuity Properties

11. Since IIA* II _ hthe map A --> A* from 13(X) to 13(X*) is continuous in the
usual (norm) topology.

Let T be the left shift operator on 2. Then for every vector x, 1moo I= 0.
So the sequence {T} converges strongly to the zero operator. On the other hand
(Tfl)* = Si', where S is the right shift. We know that {S'2} does not converge
116 Notes on Functional Analysis

strongly. (Section 5, Lecture 13). So, the map A A* is not strongly continuous
on 2.

From the equation (14.4) it is clear that the map A * A* is continuous in the
weak operator topology of B(1-.. This is true, more generally, when 1-1 is replaced
by a reflexive Banach space.

Examples

12. Matrices. Let 1-1 be an n-dimensional Hilbert space and choose an orthonormal
basis for 7-1. Every operator A on 11 has a matrix representation A = [ajj] with
respect to this basis. Show that A* is the operator corresponding to the matrix [a2]
in this basis. This is the usual conjugate transpose of A.

13. Integral Operators. Let K be a square integrable kernel on [0,11 x [0,11 and
let AK be the integral operator induced by it on L2[0,1], i.e.

(AKI)(x) = 0f 1 K(x, J).f (y)dy, .f E L2[0, 1]

Let K*(x, y) = K(y, x). Show that the adjoint operator (AK)* is the integral operator
induced by the kernel K*. (Use Fubini's Theorem.)

Exercise. Let A be the operator on LZ[0, l] defined as

(Af)(x) =

Show that its adjoint is the operator

(A*f)(x) = f f(t)dt.

14. Composition Operators. Let p be a continuous map of [o, l] into itself. This
14. Adjoint Operators 117

induces a map 1 of C[0,1] into itself defined as

(4f)(t) = f(cp(t)), f E C[0,1], t e [0, 1].

Show that 4 is a bounded linear operator on C[0, 1], and II II = 1

Recall that by the Riesz Representation Thoerem, the dual of the space C[0,1] is the
space of measures on [O, 1]. Show that the dual operator is the operator defined
by the relation

for every measure and every measurable set E C [0, 1].

Exercises

15. Let A be an operator on a Banach space X. Then A** is an operator on X **.

We identify X as a subspace of X ** . Show that the restriction of A** to X is the
operator A.

16. We have seen that if A is an invertible operator from X to Y, then A* is an

invertible operator from Y* to X*. The converse is also true. The proof is outlined
below.

(i) Let A* be invertible. Then A* is an open map. So the image of the unit ball
{g: II9II < 1} in Y* under this map contains some ball {f: Ill II c} in X.

(ii) For each x E X we have

- suP{I9(Ax)l }T',
lAx II 9E = 1}
= sup{(A*g)(x)f : g E llll = 1}
> sup{If(x)I f E X",IIfII <_ c}
118 Notes on Functional Analysis

= dlxii.

This says that A is bounded below and implies that A is one-to-one and its
range ran A is closed.

(iii) It is easy to see that for any A E 13(X, Y) we have (ran A)1 = ker A*. So if
ker A* _ {0}, then ran A is dense.

(iv) Thus from (ii) we see A is bijective.

 Lecture 1 5

Some Special Operators in Hubert Space

The additional structure in a Hilbert space and its self-duality male the adjoint
operation especially interesting. All Hilbert spaces that we consider are over complex
scalars except when we say otherwise.

1. Let 7-1 be a Hilbert space. If (x, y) = o for all y 7-1, then x o. Thus an operator
A on N is the zero operator if and only if {Ax, y} = o for all x, y E 7-1.

Exercise. Let 7-( be a complex Hilbert space and let A E 13(N). Show that A = 0
if (Ax, x) = 0 for all x. (Use polarization.) Find an operator A on II82 for which
(Ax, x) = 0 for all x and If All = 1.

Self-adjoint operators

2. An operator A on N is said to be self-adjoint, or Hermitian, if A = A*.

3. If A is self adjoint, then for all x N

(Ax,x) = (x,Ax) = (Ax,x).

So, (Ax, x) is real. Conversely if N is a complex Hilbert space and (Ax, x) is real for
all x, then A is self adjoint.
120 Notes on Functional Analysis

4. For every operator A on x, we have

sup I
=I
iiyu=1
and hence,
sup I(Ax,y)f = sup IlAxil = I(15.1)

11 11=1, Ilyll=1 1111=1

5. Theorem. If A is self-adjoint, then

I= sup I(15.2)
1111=1

Proof. Let M = i(Ax,x)i. Then for each y E N, f <M hiyil2 If

x, y are any two vectors, we have

(A (x f y) , (x f y)) _ (Ax, x) f (Ax, y) f (Ay, x) + (Ay, y)

_ (Ax, x) f (Ax, y) f (y, Ax) + (Ay, y)
_ (Ax, x) 2 Re (Ax, y) + (Ay, y).

There are two equations here. Subtract the second of them from the first to get

4 Re (Ax, y) _ (A(x + y), x -I- y) - (A(x - y), x - y)

M (lix + Il2 + fix - yii2)
= 2M (iixii2 + iReplacing

x by eiex does not change the right hand side. Choose 8 such that
eie (Ax, y) > 0. The inequality above then becomes

4i(Ax,y)i 2M (iixli2 + liyii2).

Now take suprema over fix ii = hiM = 1 and use (15.1) to get from this f< M,
and hence h= 111

6. Exercise. Find an operator on the space C2 for which the equality (15.2) is not
true.
15. Some Special Operators in Hilbert Space 121

7. If Al and A2 are self-adjoint, then so is aAl + QA2 for any real numbers a, /3.
Thus the collection of all self-adjoint operators on ?-l is a real vector space.

8. If A1, A2 are self-adjoint, then their product A1A2 is self-adjoint if and only if
A1A2 = A2A1.

Positive Operators

9. Let A be aself-adjoint operator. If for all x, (Ax, x) > 0, we say that A is positive
semidefinite. If (Ax, x) > 0 for all nonzero vectors x we say A is positive definite.
For brevity we will call positive semidefinite operators just positive operators; if we
need to emphasize that A is positive definite we will say A is strictly positive.

If A is any operator on a complex Hilbert space, then the condition (Ax, x) > 0
for all x implies that A is self-adjoint. The operator A on R2 defined by the matrix

A= shows that this is not the case in real Hilbert spaces.

10. We write A > 0 to mean A is positive. If A > 0 then aA > 0 for all positive
real numbers a. If A, B are self-adjoint, we say A > B if A - B > 0. This defines
a partial order on the collection of self-adjoint operators. If Al > B1 and A2 > B2,
then Al + A2 > B1 + B2.

11. Let A be any operator. Then A*A and AA* are positive.

21
12. Let A, B be operators on represented by matrices A =
1 1

1 1
B= . Then A > B. Is it true that A2 > BZ?
11
122 Notes on Functional Analysis

Normal Operators

13. Ari operator A is said to be normal if A*A = AA*. Self-adjoint operators are a
very special class of normal operators.

If A is normal, then so is zA for every complex number z. If Al and A2 are

normal, then Al + A2 is not always normal. The collection of normal operators is a
closed subset of 13(7-l).

14. Lemma. A is normal if and only if

IIAxII _ IIA*xlI for all x. (15.3)

Proof. For any vector x we have the following chain of implications

IAxII2 = IIA*xM2 a (Ax, Ax) _ (A*x,A*x)

(A*Ax,x) _ (AA*X,X) ((A*A - AA*)x, x) = 0.

The last statement is true for all x if and only if A*A = AA*.

The condition (15.3) is a weakening of the condition Ax = A*x that defines a

self-adjoint operator.

15. Lemma. If A is normal, then

IIA2II = IIAII2 (15.4)

Proof. By the preceding lemma IIA(Ax)II _ Ifor every x. Hence (1A211 _

(IA*AII, and this is equal to by (14.5).
15. Some Special Operators in Hulbert Space 123

100
The operator A on C3 defined by the matrix A = 001 is not normal but
000
the equality (15.4) is still true for this A.

10. Let A be any operator, and let

(15.5)
2 2i

Then B and C are self-adjoint, and

A = B + iC. (15.6)

This is some times called the Cartesian decomposition of A. in analogy with the
decomposition z = x + iy of a complex number. B and C are called the real and
imaginary parts of A.

Exercise. A is normal if and only B and C commute.

Unitary operators

17. An operator U is unitary if

U'`U=UU*=I. (15.7)

Clearly unitary operators are normal.

Exercise. Let U be a linear operator on f. Then the following conditions are

equivalent;

(i) U is unitary.

(ii) U is invertible and U-1 = U.

124 Notes on Functional Analysis

(iii) U is surjective and

(Ux,Uy)=(x,y) for all x and y. (15.8)

(iv) If {e} is an orthonormal basis for 7-1, then {Uen} is also an orthonormal basis.

18. Exercise. Show that the condition (15.8) is equivalent to the condition

IUxII _ lixil for all x. (15.9)

In other words U is an isorrtetry.

19. The properties listed in (iii) in Exercises 17, say that U preserves all the struc-
tures that go into defining a Hilbert space : U is linear, bijective, and preserves
inner products. Thus we can say U is an automorphism of x. If x, 1C are two
Hilbert spaces and if there exists a bijective linear map U from 7-1 to IC that satisfies
(15.8) we say 7-1 and 1C are isomorphic Hilbert spaces.

20. An isometry (on any metric space) is always one-to-one. A linear operator on a
finite-dimensional vector space is one-to-one if and only if it is onto. This is not the
case if the vector space is infinite-dimensional. For example, the right shift operator
S on e2 is one-to-one but not onto while the left shift T is onto but not one-to-one.

Thus if 7-1 is finite-dimensional and U is a linear operator satisfying (15.8), or

the equivalent condition (15.9), then U is unitary. In other words a linear isometry
is the same thing as a unitary operator. If 7-1 is infinite-dimensional, then a linear
isometry is a unitary operator if and only if it is an onto map.

If 7-1 is finite-dimensional and U any operator on it, then the condition U* U = I is

equivalent to UU* = I. This is not always the case in infinite-dimensional consider
the shift S. So, it is necessary to have the two separate conditions in the definition
(15.7).
15. Some Special Operators in Hilbert Space 125

21. Lemma. An operator A on ?-( is an isometry if and only if

A*A = I. (15.10)

Proof. We have the implications

IIAxM2 = (xII2 (Ax, Ax) _ (x,x)(A*Ax,x) _ (x,x)

4 ((AA - I)x, x) = 0.

If
AA* = I (15.11)

we say A is co-isometry. This is equivalent to saying A* is an isometry. An operator

is unitary if it is both an isometry and a co-isometry.

Projections and Subspaces

22. Recall our discussion of projections in Lecture 11, Sections 18, 19. A linear
map P on 71 is called a projection if it is idempotent (P2 = P). If S = ran P and
S' = ker P, then 7-1 = S + S', and P is the projection on S along s'. The operator
I - P is also a projection, its range is S' and kernel S. For example, the operator
2
P on Ccorresponding to the matrix P =
11 is idempotent. Its range is the
00
space S = {(x, 0) : x E C}, and its kernel S' _ {(x, -x) : x e C}. A special property
characterises orthogonal projections: those for which S' = S.

Proposition. An idempotent operator P on 7-1 is an orthogonal projection if and

only if it is self-ad j oint .
126 Notes on Functional Analysis

Proof. Let x E s, y e 8'. Then Px = x, Py = 0. So, if P* = P, we have

(x, y) = (Px, y) = (x, Py) = 0. This shows s' = s1.
Conversely let z be any vector in 71, and split it as z = x + y with x E s, y E 81.
Let Pz = x. Then for any two vectors z1, z2

(Pzi,z2) _ (Xl,X2 -f- Y2) _ (x1, x2) _ (x1 + y1 ,X2)

(zi, Pz2)

This shows P* = P.

23. When we talk of Hilbert spaces we usually mean an orthogonal projection when
we say a projection. To each closed linear subspace S in 7-1 there corresponds a unique
(orthogonal) projection P and vice versa. There is an intimate connection between
(geometric) properties of subspaces and the (algebraic) properties of projections
corresponding to them.

24. Exercise. Every orthogonal projection is a positive operator.

25. Let A be an operator on 7-1. A subspace M of 7-1 is said to be invariant under

A if A maps M into itself. If both M and M' are invariant under A, we say M
reduces A, or M is a reducing subspace for A.

Exercise. A closed subspace M is invariant under A if and only if M' is invariant

under A*. Thus M reduces A if and only if it is invariant under both A and A*.

26. Let A be the operator on C2 corresponding to the matrix A = . Then

0 0]
0 0

the space {(x, 0) : x e C} is invariant under A but does not reduce A.

Let M be the orthogonal complement of the 1-dimensional space spanned by the

15. Some Special Operators in Hilbert Space 127

basis vector e1 in 2. Then .M is invariant under the right shift operator S but not
under its adjoint S*. So .M does not reduce A.

27. Theorem. Let P be the orthogonal projection onto the subspace M of 7.1. Then
.M is invariant under an operator A, if and only if AP = PAP; and .M reduces A if
and only if AP = PA.

Proof. For each x E 7-1, Px E M. So, if .M is invariant under A, then A(Px) E M,

and hence PAPx = APx. In other words PAP = AP. Conversely, if PAP = AP,
then for every x in .M we have Ax = APx = PAPx, and this is a vector in M. This
proves the first part of the theorem. Use this to prove the second part as follows

M reduces A AP = PAP and A* P = PA* P

AP = PAP and PA = PAP
AP=PA.

We have used the property P* = P at the second step here, and P2 = P at the
third.

Exercises

28. Let Pl, P2 be (orthogonal) projections. Show that P1 P2 is a projection if and

only if P1 P2 = P2P1. In this case ran P1 P2 = ran Pl fl ran P2.

29. If P1 P2 = 0, we say the projections P1 and P2 are mutually orthogonal. Show

that this condition is equivalent to saying that the ranges of P1 and P2 are mutually
orthogonal subspaces. If P1 and P2 are projections, then P1 + P2 is a projection
if and only if P1 and P2 are mutually orthogonal. In this case ran (P1 + P2) _
ran P1 ran P2.
12$ Notes on Functional Analysis

30. Let Pi P2 he projections. Show that the following conditions are equivalent
a

(i) ran Pl C ran P2.

(ii) Pl < P2.

(iii) P1 P2 = P2P1 = Pl.

(iv) PixH < I1P2xI for all a;.

31. If Pl and P2, are projections, then Pl - P2 is a projection if and only if Pl < Pi.
In this case ran (P1 - PZ) = ran Pi fl (ran P2)1.

32. Show that the Laplace transform operator defined in Section 19 of Lecture 3
is a self-adjoint operator on L2( +

33. The Hilbert-Hankel operator H is the integral kernel operator on L2 (0, oo) defined
as
Hf(x)_ JO f y) dy
o x+y
Show that H = 2, where G is the Laplace transform operator. This shows that
 Lecture 16

The Resolvent and The Spectrum

A large, and the most important, part of operator theory is the study of the spectrum
of an operator. In finite dimensions, this is the set of eigenvalues of A. In infinite
dimensions there are complications that arise from the fact that an operator could
fail to be invertible in different ways. Finding the spectrum is not an easy problem
even in the finite-dimensional case; it is much more difficult in infinite dimensions.

Banach space-valued maps

1. Let x(t) be a map from an interval [a, b] of the real line into a Banach space X.
It is obvious how to define continuity of this map. If IIx(t) - x(to)I1 -3 0 as t -j to,
we say x(t) is contiguous at to.

If x(t) is continuous at to, then clearly for each f E X*, the (complex-valued)
function f(x(t)) is continuous at tp. We say that x(t) is weakly continuous at tp if
f(x(t)) is continuous at to for all f E X. (If emphasis is needed we call a continuous
map strongly continuous.)

Strong and weak differentiability can be defined in the same way. If to is a point
in (a, b) we consider the limits

o
lim
x(t0 + h) -x(to)
h
130 Notes on Functional Analysis

and
hl o f(x(to + h) - f(x(to)) fEX.
If the first limit exists, we say x(t) is (strongly) differentiable at to. If the second
limit exists for every f E X*, we say x(t) is weakly differentiable at to. Clearly strong
differentiability implies weak differentiability. The converse is not always true when
X is infinite-dimensional.

2. Example. Let X = L2(1R). Choose and fix a nonzero element g of X. Define a

map t. --> 1(t) from (-1, 1) into X as follows. Let 1(0) be the zero function and for
t 0 let
f(t)(u) = t 9(u)

Let cp be any element of X*(= L2(][8)). Then

- o(.f (O)) _ fe_iu/tg(u)(u)du. (16.1)

t
The integral on the right is the Fourier transform of the function gcp at the point
1/t. Since g and cp are in L2(R), the function gyp is in L1(II8). Hence, by the Riemann-
Lebesgue Lemma, its Fourier transform has limit 0 at foo; i.e.,

two (1/t) = 0.

So from (16.1) we see that .1(t) is weakly differentiable at t = 0, and the weak
derivative is the zero function. If the map 1(t) had a strong derivative at 0, it would
have to be equal to the weak derivative. But for all t 0,

11f (t) - 1(0)

t i i = IIII o.

So the map is not strongly differentiable at t = 0.

3. Let G be any open connected set of the complex plane and let x(z) be a map
from G into X. If for every point z in G the limit
x(z + h) - x(z)
lim
h-.o h
1 6. The Resolvent and The Spectrum 131

exists we say x(z) is strongly analytic on C. If for every z E C and f E X*, the limit

f(x(z + h)) - f(x(z))

lim
h-,o h

exists we say x(z) is weakly analytic on G.

As for ordinary complex functions, this analyticity turns out to be a much

stronger property than in the real case. Here the strong and the weak notions coin-
cide. So questions of analyticity of the Banach space-valued map x(z) are reduced
to those about the family of complex-valued maps f(x(z)), f E X*.

4. Theorem. Let x(z) be a weakly analytic map from a complex region G into a
Banach space X. Then x(z) is strongly analytic.

Proof. Let f be any element of X*. Then (f ox)(z) = f(x(z)) is an analytic function
on G. Let (f o x)'(z) be its derivative. Let z be any point in G and I' a closed curve
in G with winding number 1 around zo and winding number 0 around any point
outside G. By Cauchy's integral formula

f(x(zo)) =
f(x()
2iri J

f(x(zo + h)) - f(x(zo)) - (f

h

f Lc-z0-h-z0] jr ((- zo)2

(

h 1f f(x))
(16.2)
2xi Jr ((- zo - h)((- zo)z
Since I' is a compact set and f(x(.)) a continuous functions, the supremum

Sup f(x(())I = cr
SEI'
132 Notes on Functional Analysis

is finite. Hence, by the uniform boundedness principle the supremum

sup
Ilfll<i SEr
sup I= C
is finite. (Think of x(() as linear functionals on X*.) Hence the quantity in (16.2) is
bounded by
Clhi f d(I
27r Jfor

all f with IIfI 1. As h -> 0 this goes to 0, and the convergence is uniform for
f< 1. Hence the limit
x(zo + h) - x(zo)
nl,' o h
exists in X (see (4.2)). Thus x(z) is strongly analytic at zo.

Exercise. The space ,Ci(X) has three topologies that are of interest: norm topology,
strong operator topology, and weak operator topology. Define analyticity of a map
z --> A(z) from a complex G into ,Ci(X) with respect to these topologies. Show that
the three notions of analyticity are equivalent.

Resolvents

6. Let A E 13(X) and let A be any complex number. It is customary to write the
operator A - Al as A - A.

The resolvent set of A is the collection of all complex numbers A for which A - A
is invertible. Note that if (A - A)-1 exists, it is a bounded operator. (The Inverse
Mapping Theorem, Lecture 6.) We write p(A) for the resolvent set of A. The operator

A)-i,
RA(A) _ (A - A E p(A)

is called the resolvent of A at A.

16. The Resolvent and The Spectrum 133

If Al > hthen IA/All < 1. Hence I - A/A is invertible. (See Chapter 13,
Theorem 14.) Hence the operator A - a = A(A/A - 1) is also invertible. We have
1 An
(A - A)-1 = ( 1
for Al I> I (16.3)
l
Thus p(A) is a nonempty set.

7. The Resolvent Identity. Let A, be any two points in p(A). Then

Ra(A) - R(A) _ (A - )Ra(A)R(A). 16.4)

Proof. A simple algebraic manipulation using the definition of the resolvent shows
that

Ra(A) - R(A) = R(A) [I - (A - A)R,,(A)J

= Ra(A) [I - {(A - ) - (A - )}R(A)J
= RA(A) [(A -

8. Corollary. The family {RA(A) : A E p(A)} is a commuting family; i.e., any two
elements of this family commute with each other.

Exercise. Show that RA(A) and A commute for all A E p(A).

9. Theorem. For each A E 13(X) the set p(A) is an open subset of C, and the map
A --> RB(A) is an analytic map from p(A) into ,Ci(X).

Proof. The argument that was used to show that the set of invertible operators is
open in 13(X) can be modified to show p(A) is an open set. Let Ao E p(A). We want
to show that A E p(A) if A is close to Ao. We have the identity

A-A = (A_Ao)[I_(A_Ao)(A_Ao)_1]
134 Notes on Functional Analysis

_ (A-A0) [I-(A-AO)RA0(A)].

The term inside the square brackets is invertible provided

I- ao)Rao (A) II < 1,

i.e., A - aoI < (A)II Thus if A satisfies this inequality, then it belongs to
p(A). Hence p(A) is open. Further, this shows

RA(A) _ (A - Ao)n [RA0(A)]1.

=o

Thus RA(A) is represented by a convergent power series in (A - Ao). Hence it is

analytic.

10. From the series (16.3) it is clear that

lim IIRA(A)II = 0.
laHoe
So, by Liouville's Theorem p(A) can not be the entire complex plane. (A bounded
entire function is a constant.)

The Spectrum

11. The complement of the resolvent set in the complex plane is called the spectrum
of A, and is denoted by v(A).

We have seen that this is a nonempty compact subset of C. We know that

a(A) C {A: Al c IIAII}.

12. If X is afinite-dimensional space, then Q(A) is a finite set. Its elements are the
eigenvalues of A. Every operator on an n-dimensional space has at least one and at
most n eigenvalues.
16. The Resolvent and The Spectrum 135

13. Let S be the right shift operator on gyp, 1 < p < oo. For any complex number A
the equation Sx = Ax, i.e.,

(O,Xl,X2) =

can never be satisfied by any nonzero vector x. So, S does not have any eigenvalue.
At the same time we do know v(S) is not an empty set. So, a point can be in the
spectrum of an operator A without being an eigenvalue. This is because A - A can
be injective without being invertible.

Spectral Radius

14. The spectral radices of A is the number

spr (A) =sup {IAt : A E Q(A)}.

This is the radius of the smallest disk centered at the origin that contains the spec-
trum of A. We know that
spr (A) < 11AM. (16.5)

The spectral radius of a nilpotent matrix is 0; so the two sides of (16.5) need not be
equal.

15. Consider a power series Anzn, where An E 8(X), and z E C. It is easy to

=
see (following the usual arguments for the ordinary power series azn) that the
n=0
series converges uniformly on every closed subset of an open disk of radius R centred
at the origin, where
1 =
R
The series diverges for all z outside this disk, and also for at least one point on the
boundary of the disk.
136 Notes on Functional Analysis

16. Consider the series (16.3) - a power series in 1/A. This series converges when

Al >

and then defines (A - A)-1. It does not converge for at least one point A with
IAI = limllAnlll/n. Hence

spr (A) = lAIl1 (16.7)

Much more interesting is the fact that lim here is actually the limit of the (convergent)
sequence II A Ill/n.

17. The Spectral Radius Formula. For every A E 13(X), the sequence l n

converges, and
lim spr(A). (16.8)

Proof. Foe each n> 1 we have the factorings

An_An = (A - A)(A'2' + AA2 +
(An-1 + AAn-2 + ... + An-')(A - A).

So, if A'2 - An were invertible, then A - A would have a left inverse and a right inverse,
and would therefore be invertible. By contraposition if A - A is not invertible, then
nor is An - A. In other words, if A E Q(A), then A'2 E Q(An). Hence lA'2l < llA7 II;
i.e., Al < Ifor all n. This shows that spr (A) < limIlA'2IV/2 But we have
already obtained the equality (16.7).

18. Our proof shows that

sPr(A) = lim IA'2 Il1/n = inf II

This may lead one to believe that the sequence IIA'2ll l/n is monotonically decreasing.
This is, however, not always true. Consider the operator A on the Hilbert space C2

given by the matrix A = I v I . In this case llA3ll'3 is bigger than l

16. The Resolvent and The Spectrum 137

19. Exercise. If A is a normal operator on a Hilbert space. Then spr (A) = lAM.
(Use Lemma 15 of Lecture 15. In afinite-dimensional space prove this using the
spectral theorem for normal operators.) Find an operator A that is not normal but
has spr (A) = I

20. Spectral Mapping Theorem for Polynomials. Let p be any polynomial,

and A any operator. Then

a(p(A)) = p(o(A)) := {p(A) : A E a(A)}.

Proof. Let a E Q(A). If p is a polynomial of degree n > 1, then p(z) - p(a) is a

polynomial of degree n with A as a root and we can factor p(z) -p(A) as (z - a) q(z)
where q is a polynomial of degree n - 1. Then

p(A) - p(A) _ (A - a)4'(A) = B, say.

If B were invertible, then the equation BB-1 = B-1B = I can be written as

(A - A)q(A)B1 = B'q(A)(A - A).

This would mean A - A is invertible, which is not possible if A E Q(A). Thus B is

not invertible; i.e., p(A) E o(p(A)). So p(Q(A)) C Q(p(A)).
Let A E Q(p(A)). Factorise the polynomial p(z) - A into linear factors, and write

p(A) - A= c(A - A1)(A - A2) ... (A -.fin).

Since the operator p(A)-A is not invertible, one of the factors A-A3 is not invertible.
Thus A3 E Q(A) and also p(A3) - A = 0. This shows A = p(A3) for some A3 E Q(A).
Hence Q(p(A)) C p(a'(A)).

21. Exercise. If A is an invertible operator, then

= [a(A)}' := {1/A: A E a(A)}.

138 Notes on Functional Analysis

22. Exercise. For every A E Ci(X), we have

a(A) =
Ra(A*) for all a E p(A).

If X is a Hilbert space, then

o(A*) = a(A).
Rx(A*) for all a E p(A).

Here the bar denotes complex conjugation.

 Lecture 17

Subdivision of the Spectrum

Let S be the right shift operator on the space el. Since 1SIJ = 1 the spectrum Q(S)
is contained in the closed unit disk D. We have seen that S has no eigenvalue. The
adjoint of S is the left shift operator T on the space L. If A is any complex number
with A < 1, then the vector xa = (l, A, A2,...) is in L and 7'xa = Ax,. Thus every
point A in the disk D is an eigenvalue of T. This shows also that u(S) = Q(T) = D.

To understand how a point A gets into the spectrum of an operator A it is helpful

to divide the spectrum into different parts, and to study A and A* together,

1. The Point Spectrum. A number A is an eigenvalue of A if there exists a

nonzero vector x such that (A -- A)x = o. The set of all eigenvalues of A is called the
point spectrum of A, and is written as

We have seen an example where QP(A) = and another where up(A) = a(A).

2. We say an operator A is bounded below if there exists a positive real number a

such that I
} ailxII for all x E X.

If A is bounded below, then A is one-to--one. The operator A on L,, 1 C p C oa

defined by Ae= en f n is one-to--one but is not bounded below.

If A is invertible, then Ax > 1

A is bounded below.
140 Notes on Functional Analysis

3. Lemma. If A is bounded below, then its range, ran A, is closed.

Proof. Let {Ax} be a Cauchy sequence in ran A. Since A is bounded below, the
sequence {x} is also a Cauchy sequence. Let x be the limit of this sequence. Then
Ax is the limit of {Ax} and is a point in ran A.

4. Theorem. An operator A on the Banach space X is invertible if and only if it is

bounded below and its range is dense in X.

Proof. If A is invertible, then it is bounded below, and its range is all of X, not
just dense in X.

If A is bounded below, then it is one-to-one, and by Lemma 3 its range is closed.

So, if the range is dense it has to be all of X. Hence A is invertible.

5. This simple theorem leads to a useful division of the spectrum into two parts (not
always- disjoint).

Theorem 4 tells us that A E Q(A) if either A - .\ is not bounded below or

ran (A - A) is not dense. (The possibilities are not mutually exclusive.) The set

Qapp(A) {A: A - A is not bounded below}

is called the approximate point spectrum of A. Its members are called approximate
eigenvalues of A.

Note that A is an approximate eigenvalue if and only if there exists a sequence

of unit vectors {xn} such that (A - A)x - 0. Every eigenvalue of A is. also an
approximate eigenvalue.

The set
acomp(A) :_ {A :ran (A - A) is not dense in X}

is called the compression spectrum of A.

17. Subdivision of the Spectrum 141

6. Finer subdivisions are sometimes useful. The set

ores(A) := vcomp(A)\op(A),

called the residual spectrum of A, is the set of those points in the compression
spectrum that are not eigenvalues. The set

cont(A) craPP(A) [cr(A) U ares(A)J

is called the continuous spectrum of A. It consists of those approximate eigenvalues

that are neither eigenvalues nor points of the compression spectrum.

Warning: This terminology is unfortunately not standardised. In particular, the

term continuous spectrum has a different meaning in other books. The books by
Yosida, Hille and Phillips, and Halmos use the word in the same sense as we have
done. Those by Kato, Riesz and Nagy, and Reed and Simon use it in a different
sense (that we will see later).

7. We have observed that for every operator A on a Banach space Q(A) = Q(A*).
This equality does not persist for parts of the spectrum.

Theorem. (i) vcomp(A) C ap(A*). (ii) Qp(A) C Qcomp(A*)

Proof. Let M be the closure of the space ran (A - A). If A E Qcomp(A), then M is
a proper subspace of X. Hence there exists a nonzero linear functional f on X that
vanishes on M. Write this in the notation (14.2) as

(f, (A - A)x) = 0 for all x E X.

Taking adjoints this says

((A*_A)f,x)=0 for all x E X.

Thus f is an eigenvector and A an eigenvalue of A*. This proves (i).

142 Notes on Functional Analysis

If A E SP(A), then there exists a nonzero vector x in X such that (A - a)x = 0.

Hence

(f,(A-A)x) = 0 for all f E X*, i.e.,

((A*_A)f,x) =0 for all f E X *.

This says that g(x) = 0 for all g e ran (A* - a). If the closure of ran (A* - a) were
the entire space X*, this would mean g(x) = 0 for all g E X*. But the Hahn-Banach
Theorem guarantees the existence of at least one linear functional y that does not
vanish at x. So ran (A* - A) can not be dense. This proves (ii).

8. Exercise. If A is an operator on a Hilbert space then

o.p(A*) = crcomp(A)

- oaPP(A*) U oaPP(A).

Here the bar denotes complex conjugation operation, (Recall that we identified ?-(
with 7(* and A** with A; in this process linearity was replaced by conjugate linearity.)

The set a(A) consists of eigenvalues-------objects familiar to us; the set Qapp (A) is
a little more complicated but still simpler than the remaining part of the spectrum.
The relations given in Theorem 7 and Exercise 8 are often helpful in studying the
more complicated parts of the spectrum of A in terms of the simpler parts of the
spectrum of A*.

9. Exercise. Let A be any operator on a Banach space. Then rrapp (A) is a closed
set.

10. Proposition. Let {a,,} be a sequence in p(A) and suppose An converges to A.

If the sequence {RA (A)} is bounded in (X), then A E p(A).
17. Subdivision of the Spectrum 143

Proof. By the Resolvent Identity

Hence under the given conditions Ran (A) is a Cauchy sequence. Let R be the limit
of this sequence. Then

R(A - A) = urn Ran (A)(A - a) = I.

In the same way (A - A)R = I. So A - A is invertible, and A E p(A).

11. Theorem. The boundary of the set Q(A) is contained in Qapp(A).

Proof. If A is on the boundary of Q(A), then there exists a sequence {fin} in p(A)
converging to A. So, by Proposition 10, {(A - I I} is an unbounded sequence.
So, it contains a subsequence, again denoted by {A }, such that for every n, there
exists a unit vector xfor which II(A -fin)-1x> n. Let
(A-A)'xn
""
I

Then IiH = 1, and I<.

Since III(A-Aa)yll+IA-Al,
this shows (A - A)yn, -> 0. Hence A E Qapp(A).

12. Exercise. (The shift operator again)

Let T be the left shift on el. Then T* = S the right shift on Pte. Since II TII = 1>
we know that Q(T) is contained in the closed unit disk D. From Exercise 16.22 we
know that Q(S) = v(T). Fill in the details in the statements that follow.

(i) If IAI < 1, then XA :_ (1, A,A2, ... ,) is in el and is an eigenvector of T for
eigenvalue A. Thus the interior D is contained in v(T).

(ii) This shows that v(T) = Qapp(T) = D.

144 Notes on Functional Analysis

(iii) If aJ = 1, then there does not exist any vector x in L1 for which Tx, = ax.
Thus no point on the boundary of D is in ap(T).

(iv) The point spectrum QP(S) is empty. Hence the compression spectrum ocomp(7')
is empty. (Theorem 7.)

(V) acont(T) = Bdry D (the boundary of D).

(vi) D C crcomp(S) = ares(S)

(vii) Let jAj = 1. Then u = (A, A2,...) is in L. Let y be any element of P and let
x = (S - A)y. From the relation

(x1, X2s X3,...) = (-Ayi, Yi Ay2, Y2 - Ay3,.. .

calculate y inductively to see that

j=1

1/2, then

Re A3x = Re A3u - Re A2(u - 1 - jju - xII> I/2. (17.1)

Hence Imn > n/2. But that cannot be true if y E L. So we must have jx -
1/2 for every x e ran (S - a). Hence A E ucomp(S)

(viii) D = Qcomp(S) = ares(S)

The conclusion of this exercise is summarised in the table

Space Operator c op dapp acomp Qres Ccont

T D D D 5 Bdry D
S D Bdry D D D

13, Exercise. Find the various parts of the spectra of the right and left shift
operators on 1Cp ao.
17. Subdivision of the Spectrum 145

14. Exercise. Let P be a projection operator in any Banach space. What is the
spectrum of P, and what are the various parts of Q(P)?

Exercise. (Spectrum of a product)

(i) Suppose I - AB is invertible and let X = (I - AB)-1. Show that

(I - BA)(I + BXA) = I = (I + BXA)(I - BA).

Hence I - BA is invertible.

(ii) Show that the sets a(AB) and Q(BA) have the same elements with one possible
exception: the point zero.

(iii) The statement (ii) is true if a is replaced by

(iv) Give an example showing that the point 0 is exceptional.

(v) If A, B are operators on afinite-dimensional space, then v(AB) = v(BA).

More is true in this case. Each eigenvalue of AB is an eigenvalue of BA with
the same multiplicity.

16. Exercise. Let X = C[0,1] and let A be the operator on X defined as

(Af)(x) = f(t)dt for all f e X.

J0
Show that MAIl = 1, spr (A) = 0, Qres(A) _ {0}.
 Lecture 1$

Spectra of Normal Operators

In Lecture 15 we studied normal operators in Hilbert spaces. For this class the
spectrum is somewhat simpler.

1. Theorem. Every point in the spectrum of a normal operator is an approximate

eigenvalue.

Proof. If A is a normal operator, then so is A - A for every complex number A. So

A)xIl _ II(A _ I- A)xII for all vectors x. Thus a is an eigenvalue
of A if and only if A is an eigenvalue of A*. By Exercise 8 in Lecture 17, this means
that a(A) = Qcomp(A). In other words the residual spectrum of A is empty. The
rest of the spectrum is just oapp(A).

2. This theorem has an important corollary:

Theorem. The spectrum of every self adjoint operator is real.

Proof. Let A be any complex number and write A = + iv, where .t and v are real,
If A is self-adjoint, then for every vector x

11(A-A)x112 = ((A-A)x,(A-A)x)
= ((A-A)(A-A)x,x)
18. Spectra of Normal Operators 147

_ II(A - v211x112

>

v 0, then A - A is bounded below. This means A is not an approximate

eigenvalue of A. Thus only real numbers can enter v(A).

Exercise. Find a simpler proof for the more special statement that every eigenvalue
of a self-adjoint operator is real.

Diagonal Operators

3. Let f be a separable Hilbert space and let {e} be an orthonormal basis. Let
a = (a1, a2,...) be a bounded sequence of complex numbers. Let Aaen = anen
This gives a linear operator on 7( if we do the obvious: let Aa ( nen) _ > nanen
It is easy to see that Aa is bounded and

II&II = sUP n = o(18.1)

We say Aa is the diagonal operator on 1-1 induced by the sequence a. We think

of it as the operator corresponding to the infinite diagonal matrix

a1

Aa = a2

4. Let a, ,3 be any two elements of . It is easy to see that

Aa + A,3 = Aa+/
Aa A,Q = Aa ,

Aa = Aa .
148 Notes on Functional Analysis

Thus the map a H Aa is a *-algebra homomorphism of 4, into 13(N). The relation

(18.1) shows that this map is an isometry. Note that the family {Aa : a E
consists of mutually commuting normal operators.

The sequence 1 = (1, 1,...) is the identity element for the algebra 4,. An element
a is invertible in Q if there exists /3 in P, such that aQ = 1. This happens if and
only if {ate,} is bounded away from zero; i.e., inf IaI > 0. The diagonal operator Aa
is invertible (with inverse Ap) if and only if a is invertible (with inverse ,3).

5. Proposition. The spectrum of Aa contains all an as eigenvalues, and all limit

points of {a} as approximate eigenvalues.

Proof. It is obvious that each an is an eigenvalue of Aa, and easy to see that there
are no other eigenvalues. Let A be any complex number different from all a. The
operator Aa - A is not invertible if and only if the sequence {an - A} is not bounded
away from zero. This is equivalent to saying that a subsequence an converges to A;
i.e., A is a limit point of the set {a}.

Multiplication operators

6. Let (X, S, ) be a Q-finite measure space. For each cp e L() let M(,c, be the
linear operator on the Hilbert space N =L2() defined as M f = cp f for all f E N.
We have then

II(2It = IIPIIoc,

M + M1, =

M M .
18. Spectra of Normal Operators 149

The operator M is called the multiplication operator on L2() induced by cp. It is a

normal operator.

The map cp H M, is an isometric *-homomorphism of the algebra L into Ci(fl).

A diagonal operator is a multiplicaton operator: the space X = N in this case.

7. The function 1 that is equal to 1 almost everywhere is an identity for the algebra
L. An element cp of L is invertible if and only if there exists E L such that
cps = 1 a.e. This happens if and only if cp is bounded away from zero; i.e., there
exists b > 0 such that ko(x)I > b a.e. The multiplication operator Mw is invertible
(with inverse Mv,) if and only if cp is invertible (with inverse b).

8. Let cp be a complex measurable function on (X, S, ,.t) The thick range of Sp,
.

written as tran Sp, is the collection of all A E cC for which

Thus A E tran p if P assumes the value A on a set of positive measure in X. The

essential range of Sp, written as ess ran gyp, is the collection of all A E cC such that for
every neighbourhood E of A
(-') > 0.
Clearly tran cp C ess ran cp. Let (n) = 1/n for every n e N. Then the range of cp
and its thick range are the set {1/n : n E N}. The essential range is the union of this
set and {0}. Let cp(t) = t for each t in [0, 1]. Then the range of cp and its essential
range are equal to [0, 11, while the thick range is empty.

9. Proposition. Let M, be the multiplication operator on L2() induced by the

function cp E L2(). Then

ess ran cp, a(M) = tran cp.

150 Notes on Functional Analysis

Proof. The operator M - A is not invertible if and only if the function cp - Al is

not invertible. This is so if and only if

for every b > 0. This is the same as saying A E ess ran cp. This proves the first
assertion. Let A E Then there exists a nonzero function f such that
(p(x) - A) f(x) = 0. So (x) _ A for all x where 1(x) 0. Such x constitute a
set of positive measure. So A E trap cp. Conversely, if A E tran cp, then the set
E _ {x: cp(x) _ A} has norizero (possibly infinite) measure. Choose a subset F of
E that has a finite positive measure. Then the characteristic function XF is in L2()
and is an eigenvector of M, for the eigenvalue A. Thus a E Q(M).

10. One of the highlights of Functional Analysis is the Spectral Theorem. This
says that every normal operator A on any Hilbert space is unitarily equivalent
to a multiplication operator; i.e., there exists a measure space (X, S, ,a) a unitary
operator U : ?-iC - L2 (u) and a function cp E L such that A = U* If A is
Hermitian the function cP is real, and if A is positive P is positive.

Two sided shifts

11. Let Q2(7G) be the space of all doubly infinite sequences {x}_ such that
II oo. The standard basis for this space is the collection {e}_ of
n=-oo
vectors that have all entries zero except an entry 1 in the nth place. The right shift
or the forward shift on this space is the operator Sdefined as Sen = en+l for all n.
Its inverse is the left shift or the backward shift Tdefined as Ten = for all Ti.
The operators S and T are unitary. To distinguish them from the shift operators on
l2 = 12(N) these are called two sided shifts.

12. A weighted shift is a composition of a shift and a diagonal operator. More

18. Spectra of Normal operators 151

precisely a bounded two-sided sequence a is called a weight sequence. The weighted

backward shift with weight sequence a is the operator T defined as

Ten = an-1 en-1 for all n.

If a is bounded away from zero, then T is invertible, and its inverse is the operator
S acting as
Sen = 1 e+1
n for all n.
an+1
This is a weighted forward shift.

13. Exercise. Let T be a weighted backward shift with weight sequence a. Show
that

(i) ITH = IIalI.

(ii) sprT = limksupn

[Use the spectral radius formula.]

(iii) If inf an) = r > 0, then 1II = 1/r.

(iv) If a is bounded above by R and below by r, then a(T) is contained in the

annulus {A: r < l.A < R}.

[See Exercise 21 in Lecture 16.]

Discontinuity of the spectrum

14. Let T be the weighted backward shift on 12(Z) with weight sequence a in which
a_1 = 0 and an = 1 for all n -1. By Exercise 13 (ii) the spectral radius of T
is 1. For each A with IA) < 1, the vector xa = is an eigenvector of T with
n=o
eigenvalue A. So Q(T) = D, the closed unit disk.
152 Notes on Functional Analysis

Consider another weighted backward shift T' with weights a' in which a 1 = 1
and an = 0 for all n -1. For every real number s, let TE = T + eT'. This
is a weighted backward shift with weight sequence a(e) in which a(s) = e and
an(e) = 1 for all n -1. Thus spr(TE) = 1. If s 0, then Te is invertible, and
by Exercise 13(ii) the spectral radius of TE 1 also is 1. This means that Q(TE) is
contained in the boundary of the disk D.

This example shows something striking. The spectrum of T = To is the unit disk
D. Adding a small operator eT' to T makes the spectrum shrink to the boundary of
D. (The operator eT' has rank 1 and norm . )

15. Thus the map A cr(A) that associates to an operator A its spectrum is a
discontinuous map. Let us make this statement more precise.

Exercise Let (X, d) be any metric space and let E, F be any compact subsets of X.
Let
s(E, F) sup dist (x, F) = sup inf d(x, y),
xEE xEE yEF
and

h(E, F) max (s(E, F), s(F, E)).

Show that h(E, F) is a metric on the collection of all compact subsets of X. This
is called the Hausdor, f, distance between E and F. It is the smallest number b such
that any point of E is within distance b of some point of F, and vice versa.

The space 13(7-() is a metric space with its usual norm and the collection of
compact subsets of C is a metric space with the Hausdorff distance. The example in
Section 14 shows that the map A H v(A) between these two spaces is discontinuous
(when 1-( is infinite-dimensional).

16. If a map is not continuous, one looks for some weaker regular behaviour it may
18. Spectra of Normal Operators 153

display. It turns out that the spectrum can shrink drastically with a small change
in the operator (as our example above shows) but it can not expand in this wild a
manner. The appropriate way to describe this is to say that the map A H Q(A)
is upper semicontinuous. By definition, this means that for every open set G that
contains o(A) there exists an e > 0 such that

Exercise. Prove this as follows.

(i) For A E G', let o(A) _ ( II = II(A-,\)-1. This function is continuous on

G' and it goes to 0 as A goes to oo. So (A) is bounded on G' by some number
K. Let E = 1/K.

(ii) Let IA - Bli <E. If A E G', then

1
II(A - A) - (B - A)II = hA - Bhl < < I- a)-lii

This shows B - A is invertible; i.e., A v(B).

Continuity of the spectrum in special cases

On the set of normal operators the spectrum is continuous.

17. Theorem. Let A, B be normal operators. Then

h(a(A), o(B)) IAA -BSI. (18.2)

Proof. Let e = If A - Bff. It suffices to show s(v(A), Q(B)) < e and then invoke
symmetry. For this we have to show that for each A E Q(A) there is a E v(B) such
154 Notes on Functional Analysis

that A - < . If we replace Aand B by A - A and B - A, then neither the left

nor the right hand side of (18.2) changes. So we may assume A = 0 and then prove
that there exists E Q(B) with Ii < . If this is not the case, then B is invertible
and spr (B-1) < 1/e. Since B is normal I- B)II C IIA - BII < 1. This
implies I + B-1(A - B) is invertible, and hence so is B(I + B-1(A - B)) = A. But
this is contrary to our assumption that the point A = 0 is in Q(A).

18. When the space 7-( is finite-dimensional the spectrum is continuous on all of
13(7-1). More is true in this case. Let A --> Eig A be the map that assigns to A the
(unordered) n-tuple {A1,... , a,t} whose elements are eigenvalues of A counted with
multiplicities. Then this map is continuous. (The set v(A) gives no information
about multiplicities of the eigenvalues.)

19. When 7-1 is infinite-dimensional, the spectral radius is discontinuous on 8(7-1).

Study the example in P. R. Halmos, A Hilbert Space Problem Book that shows this.
 Lecture 19

Square Roots and the Polar Decomposition

one of the most important and useful theorems of linear algebra is the spectral
theorem. This says that every normal operator on an n-dimensional Hilbert space
7-1 can be diagonalised by a unitary conjugation: there exists a unitary operator U
such that U*AU = A, where A is the diagonal matrix with the eigenvalues of A
on its diagonal. Among other things, this allows us to define functions of a normal
matrix A in a natural way. Let f be any functions on C. If A = diag ( \ 1 , ... ,n }
is a diagonal matrix with A as its diagonal entries, define 1(A) to be the diagonal
matrix diag (f(A,),... , f()), and if A .= UAU*, put f(A) -= U f (11)U*.
If A is a positive operator, then all its eigenvalues are positive. Each of them has
a unique positive square root. Thus A has a unique positive square root, written as
A"2.

One of the important consequences of this is the polar decomposition theorem.

This says that every operator A on 7-1 can be written as A = UP, where U is unitary
and P is positive. The operator P, called the positive part of A is the positive square
root of the positive operator A* A.

The spectral theorem for infinite-dimensional Hilbert spaces will be proved later
irz this course. It says that a normal operator A is unitarily equivalent to a multipli-
cation operator M. If A is positive, then we define A"2 as the operator equivalent
to Z-
156 Notes on Functional Analysis

However, the existence of the square root A1/2 can be proved by more elementary
arguments. Though less transparent, they are useful in other contexts.

1. Let A be a positive operator. Then (x, y)q = (Ax, y) is a symmetric positive

sesquilinear form. It is not always a definite form. The Schwarz inequality for such
forms (Exercise 32, Lecture 11) tells us

Ax,y)I2 c (Ax,x)(Ay,y). (19.1)

2. A convergence theorem. Let Abe an increasing sequence of self-adjoint

operators that is bounded from above; i.e.,

Al

for some real number cx. Then Ais strongly convergent.

Proof. We prove first that An is weakly convergent. For each vector x, the sequence
(Ax, x) is an increasing sequence of real numbers bounded from above by a (x, x, ) .
So the limit f(x) = lim (Anx, x) exists. Being a limit of quadratic forms, this
n- o0
is again a quadratic form; i.e., there exists a sesquilinear form B(x, y) on 7-l such
that 1(x) = B(x, x). (See Exercise 31, Lecture 11). Clearly B is bounded. So, by
the result proved in Section 23 of Lecture 11, there exists aself-adjoint operator
A such that 1(x) _ (Ax, x). This operator A is the weak limit of A. We will
show that, in fact,. An converges strongly to A. There is some simplification, and
no loss of generality, if we assume Al > 0. (Add (to all the A,t.) Then for
n > m we have 0 < Ate, - A,,,, < al. This shows that h
- A,,,,II <a. (Recall that
I
n - Am hi = sup ((An - A,,,)x, x).) Using the Schwarz inequality (19.1) we get for
1111=1
every x

((AnAm)x,(AnAm)x)2
((An - A,n)x, x) ((An - ATre)2x, (An - Am)x
C ( ('4n - Am)x,x )a3hhxhh2.
19. Square Roots and the Polar Decomposition 157

Since An is weakly convergent, the inner product in the last line goes to zero as
n, m - oc. So, the left hand side of this inequality goes to zero. This shows that
for every vector x, fn - Am) x I I goes to zero as n, rn -f oo. Hence An is strongly
convergent; and its strong limit is A.

We remark here that the proof above can be simplified considerably if we assume
that every positive operator has a positive square root: The weak limit A is bigger
than all A, so A - An is positive and hence equal to Pn for some positive P,. For
every x
IIPnxII2 = (Px, x) _ ((A - x)

converges to zero. Thus Pn converges strongly to 0, and hence so does P2.

Existence of square roots

3. Theorem. Let A be a positive operator. Then there exists a unique positive

operator B such that B2 = A.

Proof. We may assume that A < I. (Divide A by IAII.) Consider the sequence X,
defined inductively as

Xn+1 =
I - A+X2
Xp = 0,
2

Each Xn is a polynomial in (I - A) with positive coefficients. So Xn > 0. It is easy

to see that X 1 < X2 < < Xn < < I. Hence, by Theorem 2, Xn converges
strongly to a positive operator X. So X 2 --i X2, and we have
S

=s-limI_A+Xn I-A+X2
X =
2 2

where s-lim stands for strong limit. The last equality shows that

A=I-2X+X2=(I-X)2.
158 Notes on Functional Analysis

Let B = I - X. Then B is positive and B2 = A. It remains to show that B is the

unique positive square root of A. Note that the operator B was obtained as a strong
limit of polynomials in A. Now suppose that C is any positive operator such that
C2 = A. Then C3 = AC = CA. Thus C commutes with A, and hence with B.
Choose any vector x, and let y = (B - C) x. Then

(By, y) + (Cy,y) _ ((B+C)y,y)

= ((B+C)(B-C)xy)
= ((B2_C2)x,y)=O.
Hence (By, y) and (Cy, y) both are zero. (They are nonnegative quantities.) Thus

0 = ((B- C)y,y) = ((B - C)2x,(B- C)x)

= ((B-C)3x,x).

Since x is an arbitrary vector, this shows (B - C)3 = 0. But then B - C must be

zero. (Why?). Hence B = C.

Exercise. If T is a self-adjoint operator and T= 0 for some positive integer m,

then T = 0. (This answers the question at the end of the preceding proof.).

The Polar Decomposition

Let us recall how this decomposition is derived in the finite-dimensional case,

and then see the modifications needed in infinite dimensions. We use the notation
Al for the positive operator (A*A)'2.

4. Exercise. For any linear operator A on 7-t let ran A and ker A stand for the range
and the kernel of A. Show that

(i) ker A* _ (ran A)1.

19. Square Roots and the Polar Decomposition 159

(ii) ker (A*A) = ker A.

(iii) If ?-( is finite-dimensional, then A, A* A and Al have the same rank.

(iv) (ker A)1 = ran A* (the closure of ran A*).

5. Theorem. Let A be any operator on afinite-dimensional Hilbert space. Then

there exist a unitary operator U and a positive operator P such that A = UP. In this
decomposition P = (A*A)/"2, and is thus uniquely determined. If A is invertible
then U is uniquely determined.

Proof. Let P = (A*A)f'2 = IAI. If A is invertible, then so is P. Let U = AP-1.

Then for all x

(Ux,Ux) _ (AP-lx, AP-lx)

= (PA*AP_lx,x) = (x,x).

This shows that U is unitary and A = UP.

If A is not invertible, then ran A is a proper subspace of 7.1 and its dimension
equals that of the space ran P. Define a linear map U : ran P - ran A by putting
UPx = Ax for every x E 7-1. Note that

llPxIl2 = (P2x,x) _ (A*Ax,x) _ IlAxIl2.

This shows U is well-defined and is an isometry. We have defined U on a part of

7-1. Extend U to the whole space by choosing it to be an arbitrary isometry from
(ran P) ' onto (ran A)'. Such an isometry exists since these two spaces have the
same dimension. The equation A = UP remains valid for the extended U. Suppose
A = U1 P1 = U2P2 are two polar decompositions of A. Then A*A = Pl = P. But
the positive square root of A*A is unique. So Pl = P2. This proves the theorem.

6. Exercise. Show that every operator A on a finite-dimensional space can be

160 Notes on Functional Analysis

written as A = P' U' where P' = IA*I, and U' is unitary. Note that IA*l = IAI if and
only if A is normal.

7. Exercise. An operator A = UP on a finite-dimensional space is normal if and

only if UP = PU.

8. Exercise. Use the polar decomposition to prove the singular value decomposition:
every linear operator A on an n-dimensional space can be written as A = USV,
where U and V are unitary and S is diagonal with nonnegative diagonal entries
si ...>sn.

9. Let S be the right shift on the space l2. Then S*S = I, and hence IS, = I. Since
S is not unitary we can not have S = for any unitary operator U. Thus the
polar decomposition theorem for infinite-dimensional spaces has to be different from
Theorem 5. The difference is small.

Partial isometries

10. An operator W on 7-1 is called partial isometry if llWxll _ lix II for every x E
(kerW)'.

Every isometry is a partial isometry. Every (orthogonal) projection is a partial

isometry.

The space (ker W)' is called the initial space of W, and ran W is called its final
space. Both these spaces are closed. The map W : (ker W)' - ran W is an isometry
of one Hilbert space onto another.

Exercise. (i) If W is a partial isometry, then so is W*. The initial space of W * is

19. Square Roots and the Polar Decomposition 161

ran W and its final space is (ker W)'. The operators PZ = W *W and P1 = WW
are the projection operators on the initial and the final spaces of W, respectively.

11. Exercise. Let W be any linear operator on 7-1. Then the following conditions
are equivalent

(i) W is a partial isometry.

(ii) W* is a partial isometry.

(iii) WW is a projection.

(iv) WW* is a projection.

(v) WW*W=W

(vi) W *W W * = W *.

(Recall W is an isometry if and only if W*W = I. This condition is not equivalent

to WW * = I. If WW* = I, then W is called a co-isometry. )

12. Theorem. Let A be any operator on 7-1. Then there exists a partial isometry W
such that A = W fAf. The initial space of W is (ker A)1 and its final space is ran A.
This decomposition is unique in the following sense: if A = UP, where P is positive
and U is a partial isometry with ker U = ker P, then P = A and U = W.

Proof. Define W ran IAI -> ran A by putting W IAIx = Ax for all x E ?-l. It is
easy to see that W is an isometry. The space ran A is dense in (ker A)1 (Exercise !)
and hence, W extends to an isometry W (ker A)1 -f ran A. Put Wx = 0 for all
x E ker A. This gives a partial isometry on 'H, and A = W AI. To prove uniqueness
note that A*A = PU*UP =PEP, where E is the projection onto the initial space
of E. This space is (ker U)1 = (ker P)1 =ran A. So A*A = P2, and hence P = JAJ,
162 Notes on Functional Analysis

the unique positive square root of A*A. This shows A = W IAI = U

and hence on (ker A)1, their common initial space.

13. Exercise. Let A = W IAI be the polar decomposition of A. Show that

(i) W*A=IAI.

(ii) W is an isometry if and only if A is one-to-one.

(iii) W and IAI commute if and only if A commutes with A*A.

 Lecture 20

Compact Operators

This is a special class of operators and for several reasons it is good to study them in
some detail at this stage. Their spectral theory is much simpler than that of general
bounded operators, and it is just a little bit more complicated than that of finite-
dimensional operators. Many problems in mathematical physics lead to integral
equations, and the associated integral operators are compact. For this reason these
operators were among the first to be studied, and in fact, this was the forerunner to
the general theory.

1. We say that a subset E of a complete metric space X is precompact if its closure

E is compact. If X is a finite--dimensional normed space, then every bounded set is
precompact. The unit ball in an infinite--dimensional space is not precompact.

A set E is precompact if and oniy if for every > 0, E can be covered by a finite
number of balls of radius E.

2. Let X, Y be Banach spaces. A linear operator A from X to Y is called a compact

operator if it maps the unit bail of X onto a precompact subset of Y. Since A is linear
this means that A maps every bounded set in X to a precompact subset of Y.

The sequence criterion for compactness of metric spaces tells us that A is compact
if and only if for each bounded sequence {x} the sequence {Axe,} has a convergent
subsequence.
164 Notes on Functional Analysis

If either X or Y is finite-dimensional, then every A E B (X, Y) is compact. The

identity operator I on any infinite-dimensional space is not compact.

3. If the range of A is finite-dimensional, we say that A has finite rank. Every

finite-rank operator is compact. We write 130 (X, Y) for the collection of all compact
operators from X to Y and 8oo (X, Y) for all finite-rank operators. Each of them is
a vector space.

4. Example. Let X = C[0,1]. Let K(x, y) be a continuous kernel on [0, 1] x [0,1]

and let A be the integral operator induced by it

(Af) (x) = f 1 K(x, y)f (y)dy

0

Then A is a compact operator. To prove this we show that whenever s a

sequence in X with llflI G 1 for all n, the sequence {Af} has a convergent subse-
quence. For this we use Ascoli's Theorem. Since llAf II
IlAll, the family {Af}
is bounded. We will show that it is equicontinuous. Since K is uniformly contin-
uous, for each e > 0 there exists S > 0 such that whenever xl - I < S we have

I-
Iy) - K(x2i y)l <e for all y. This shows that whenever lxi -x21 <6 we have

f 1 K(xi, y) - K(xa, y)l

o

f 0
i

Thus the family {Af} is equicontinuous. So by Ascoli's Theorem it has a convergent

subsequence. Thus the operator A is compact.

The condition that K (x, y) be continuous in (x, y) is too stringent. If

1

lim
xn-*X
K

then the operator A induced by K is a compact operator on C[0,1].

5. Theorem. Bo (X, Y) is a closed subspace of B (X, Y).

20. Compact Operators 165

Proof. Let Abe a sequence of compact operators converging in norm to a bounded

operator A. Given e > 0 we can find an n such that llA - All <6/2. Let S be the
unit ball of X. Since An is compact the set An(S) in Y can be covered by a finite
number of balls of radius e/2. Keeping the same centres and increasing the radii to
6 we get a finite collection of balls that covers A(S). Thus A(S) is a precompact set.

Corollary. If A E ,Ci(X, Y) and there exists a sequence Ate, E 13oo (X, Y) such that
llA - All -+0, then A E 130 (X,Y) .

6. Exercise. Show that a strong limit of finite-rank operators is not always compact.

7. Exercise. Let a be a bounded sequence and let Aa be the diagonal operator on

l2 with diagonal a. Show that Aa is compact if and only if aconverges to zero.

8. Theorem. Let A and B be bounded operators. If either A or B is compact, then

the product AB is compact.

Proof. Let {xn} be a bounded sequence. Then {Bx} is bounded and if A is

compact, then {ABx} has a convergent subsequence. If B is compact, then {Bx}
has a convergent subsequence. The image of this subsequence under A is convergent.

Exercise. Let A and B be bounded operators. If AB is compact, then is it necessary

that either A or B is compact?

Exercise. If A2 = 0, then is it necessary that A is a compact operator?

We have seen that the space 130(X) is a vector space of 13(X). Theorem 8 says
166 Notes on Functional Analysis

that ,i3o(X) is a two-sided ideal in the algebra 13(X). By Theorem 5 this ideal is
closed.

9. Complete Continuity. A linear operator from X into Y is bounded if and

only if it is continuous. This can be expressed in another way: A is bounded if
and only if it maps every convergent sequence in X to a convergent sequence in Y.
The convergence we are talking of is the usual (strong) convergence in the respective
norms of X and Y. To emphasize this let us say A is bounded (continuous) if

xn-ix = Axn-+Ax.
S S
(20.1)

Now suppose {xn} is a sequence in X converging weakly to x. Then for every

gEY'`
(g,A(x-x)) = (A*g,xn_x) -0;
i.e. Axn converges weakly to Ax. Thus for every bounded operator A

x- wx x = Axn -Ax
w
. (20.2)

We say that A is completely continuous if it satisfies the stronger requirement

x- xw x = Axn --i SAx . (20.3)

10. Theorem. Every compact operator A is completely continuous.

Proof. Let x- x. x. Then the sequence {jlxnII} is bounded. (Lecture 9, Section 8.) If
Axdoes not converge strongly to Ax, then there exists an e > 0 and a subsequence
{xm} such that IIAxm - AxII > e for all m. Since {xm} is bounded and A compact,
{Ax,,,,} has a convergent subsequence. Suppose y is the limit of this sequences.
Then y is also its weak limit. But by (20.2) we must have y = Ax. This leads to a
contradiction.
20. Compact Operators 167

Exercise. Let A be a compact operator on 7-1 and let {en} be an orthonormal basis.
Then the sequence {Aen} converges to 0.

11. Theorem. If A is a completely continuous operator on a Hilbert space 7-1, then

A is compact.

Proof. Let {xn} be any sequence in 7-1 with IIxdI < 1. If we show {xn} has a weakly
convergent subsequence {Xm},the complete continuity of A would imply that Axm
is (strongly) convergent and hence A is compact. In a compact metric space every
sequence has a convergent subsequence. So, if the unit ball {x: lxii < 1} in 7-1 with
the weak topology were a compact metric space, then {x} would surely have a
convergent subsequence. In Section 13 of Lecture 12 we constructed exactly such a
metric.

12. It can be shown, more generally, that if X is a reflexive Banach space then every
completely continuous operator on it is compact. In some books the terms "compact
operator" and "completely continuous operator" are used interchangeably.

Warning. The condition (20.3) is phrased in terms of sequences. These are enough
to capture everything about the strong topology but not about the weak topology.
If X is given its weak topology and Y its strong topology, then a map A : X - Y is
continuous if for every net Xa converging weakly to x, the net Axa converges strongly
to Ax. It can be shown that the only such linear operators are finite-rank operators.

13. Theorem. If A is compact, then its adjoint A* is also compact.

Proof. Let A E Lao (X, Y). Let {g} be a sequence in Y* with 1. We have to
show that the sequence {A*gn} in X* has a convergent subsequence. Let S be the
unit ball in X. Then A(S) the closure of A(S) is a compact metric space. Regard
168 Notes on Functional Analysis

gn as elements of the space c (A(S)) .Note that for all n

sup I= sup
yEA(S)
f
C sup
yEA(S)
IgfI I2Jll C
yEA(S)

Thus the family {g} is uniformly bounded in C(A(s)). Next note that for all
Y1, Y2 E Y

Ig(yi) - (Y2)I thy' - Y21i.

So {gn } is an equicontinuous family. Hence by Ascoli's Theorem a subsequence

{g,,,,} converges to a limit g in the space c (A(S)) .This convergence means that
the sequence gm(Ax) converges to g(Ax) uniformly for x in S. That is the same thing
as saying that the sequence A*gconverges to A*g in X*.

Exercise. Show that if A E 8 (X, Y) and A* is compact, then A is compact.

14. For Hilbert space operators Theorem 13 can be proved easily using the polar
decomposition.

When 7-1 is a Hilbert space ,Cio (7-l) is a closed, two-sided, *-closed ideal in 8(7-1).
It can be proved (using the spectral theorem) that this is the only ideal in 13 (7-f)
with this property.

15. Theorem. Let 7-1 be a separable Hilbert space. Then 1300 (7-l) is dense in 130 (N).
In other words, every compact operator on ?-( is a norm limit of finite rank operators.

Proof. Let {e} be an orthonormal basis for ?-C. Let Nn be the subspace spanned
by the vectors e1,... , e,. Let P, be the orthogonal projection onto N. Then APn
is a finite-rank operator and

I- APThII = I- Pn) ii _: a,t, say.

Note that ci is a decreasing sequence of nonnegative numbers. So, an converges to

a limit a > 0. By the definition of an, there exists a unit vector x71 in Nn such that
20. Compact Operators 169

I IAx II > an/2. Since the sequence hR increases to 7-C, the sequence xR converges
weakly to 0. So, if A is compact AxR - 0. Hence aR -* 0. Thus A is the norm limit
of the sequence APR.

16. Is the assertion of Theorem 15 valid for all separable Banach spaces? This
question turns out to be difficult. In 1973, P. Enflo answered it in the negative.
There exists a separable Banach space on which some compact operator is not a
norm limit of finite rank operators. Our proof of Theorem 15 suggests that if X has
a Schauder basis, then t3oo (X) is dense in B0 (X). This is indeed the case. So the
space X in Enflo's example does not have a Schauder basis.
 Lecture 2 1

The Spectrum of a Compact Operator

Most of the spectral properties of a compact operator in a Banach space were dis-
covered by F. Riesz, and appeared in a paper in 1918 (several years before Banach's
book). These results were augmented and simplified by the work of Schauder. What
follows is an exposition of these ideas.

Unless stated otherwise, X and Y will stand for infinite-dimensional Banach

spaces.

1. Recall Riesz's lemma from Lecture 2. If M is a proper closed subspace of X, then

for each E > o, there exists a unit vector x in X such that disc (x, M) 1 --- E. If M
is finite-dimensional then there exists a unit vector x such that list (x, Al) = 1.

2. Theorem. Let A be a compact operator from X to Y. Then the range of A is

separable. Further, if ran A is closed, then it is finite-dimensional.

Proof. For each n., let S,L = {x E X : <n}. Then A(SS) is precompact. Every
compact metric space is separable. So A (Sn) is separable. Hence so is the countable
union
U A (S) =ran A.
n=1
The Open Mapping Theorem tells us that if ran A is closed, then A is an open map.
So A (Sn) is an open precompact set in ran A. Every point in ran A belongs to some
21. The Spectrum of a Compact Operator 171

A (Sn). So ran A is locally compact. Hence it is finite-dimensional.

3. Example. The diagonal operator on 12 with diagonal 1,1/2,1/3, .... is compact

and its range is not closed. (Lecture 6, Remark 3.)

4. Corollary. Let A E 13(X) and let A be a nonzero complex number. Then the
space ker (A - A) is finite-dimensional.

Proof. For each linear operator A and complex number A, the space N = ker(A - A)
is closed. It is easy to see that if A 0, then A maps N onto itself. So if A is compact,
then by Theorem 2, N is finite-dimensional.

5. If A is a compact operator on X (dim X = oo), then A cannot be invertible. So

the point 0 is always in v(A). It is a special point in the spectrum, as we will see.

6. Proposition. Let A E ,Cio(X). Then the point spectrum a(A) is countable and
has only one possible limit point 0.

Proof. We need to prove that for each E > 0 the set

QU(A) n {A: Al > e}

is finite. If this is not the case, then there exists an E, an infinite set {A} with
An l > and vectors xn such that If x,1 f = 1 and Axn = anxn . The vectors x,2, being
eigenvectors corresponding to distinct eigenvalues of A, are linearly independent.
So for each n, the space Mn spanned by {x1,... , x} is an n-dimensional space.
By Riesz's Lemma, for each n > 1, there exists yn e Mn such that f = 1 and
dist (y, M_') = 1. Since y,t E Mn we can write

yn o1x1 + a2x2 .+ ... + anxn

Ayn = a11x1 + 22x2 + ... -- anlnxn.
172 Notes on Functional Analysis

This shows that Ayn - An yn is in M_1. 1. For n > m the vector Ayn - Aym has the
form '\nyn - z where z e M_1. Since dist (yn, M_1) = 1, this shows that

IAye - AymII ? IA >_ E.

But then no subsequence of {Ay} can converge and A cannot be compact.

7. Proposition. Let A E 80(X). If a 0 and A E v(A), then A E QU(A).

Proof. Let A # 0 and suppose that A is an approximate eigeiivalue of A. Then there

exists a sequence x, of unit vectors such that (A - A) x-> 0. Since A is compact,
a subsequence {Ax,,.,,} of {Axn} converges to some limit y. Hence {fix,,,,} converges
to y. Since A 0, y is not the zero vector. Note that Ay = Ay. So A E QP(A). We
have shown that every nonzero point of the approximate point spectrum vapp(A)
is in QU(A). Hence by Proposition 6 the set Qapp(A) is countable. This set contains
the boundary of Q(A) (Lecture 17, Theorem 11.). Thus Q(A) is a compact subset of
the complex plane with a countable boundary. Hence a(A) is equal to its boundary.
(Exercise). This shows that Q(A) = Qapp(A). Every nonzero point of this set is in

8. Let A be an eigenvalue of any operator A. The dimension of the space ker (A - A)

is called the multiplicity of the eigenvalue A.

The results of Sections 4-8 together can be summarised as the following.

9. Theorem. (Riesz) Let A be a compact operator. Then

(i) Q(A) is a countable set containing 0.

(ii) No point other than 0 can be a limit point of v(A).

(iii) Each nonzero point of a(A) is an eigenvalue of A and has finite multiplicity.
21. The Spectrum of a Compact Operator 173

10. The behaviour of 0

If A is compact, then Q(A) = Qapp(A) and 0 E Q(A). The following examples

show that the point 0 can act in different ways. In all these examples the underlying
space X is l2.

(i) Let A be a projection onto a k-dimensional subspace. Then 0 is an eigenvalue of

infinite multiplicity. The only other point in a(A) is 1, and this is an eigenvalue
with multiplicity k.

(ii) Let A be the diagonal operator with diagonal entries 1,0, 1/2,0,1/3, 0, ... .
Then 0 is an eigenvalue of A with infinite multiplicity. Each point 1/n is an
eigenvalue of A with multiplicity one.

(iii) Let A = D the diagonal operator with diagonal entries 1,1/2,1/3, ....Then 0
is not an eigenvalue. The points 1/n are eigenvalues of A and 0 is their limit
point.

(iv) Let T be the left shift operator and A = DT; i.e.,

x3 x4 )
Ax = (x2, , ..
2 3

If Ax = Ax, then
xn = (n - 1)! An-Ixl for all n.

If A 0 such an x can be in l2 only if x = 0. So A cannot be an eigenvalue of

A. A vector x is mapped to 0 by A if and only if x is a scalar multiple of el.
So 0 is an eigenvalue of A with multiplicity one, and is the only point in a (A) .

(v) Let S be the right shift operator and A = SD; i.e.,

x2
Ax = 0 x i , 2
.

It is easy to see that A has no eigenvalue. So in this case 0 is the only point
in Q(A), and is not an eigenvalue. Note that the operators in (iii) and (iv) are
174 Notes on Functional Analysis

adjoints of each other. If we represent these two operators by infinite matrices,

then
010 0

0 0 1/2 0

0 0 0 1/3
DT=

and SD is the transpose of this matrix. The first matrix has entries (1, 1/2, 1/3,... )
on its first superdiagonal, and the second on its first subdiagonal. If we take
the top left rt n block of either of these matrices, it has zero as an eigenw
value of multiplicity n. One may naively expect that DT and SD have o as an
eigenvalue with infinite multiplicity. This fails, in different ways, in both the
cases.

11. Theorem. Let A be a compact operator on X and a any nonzero complex

number. Then ran (A - a) is closed.

Proof, By Corollary 4, the space ker (A -- A) is finite--dimensional. Hence it is a

direct summand; i.e., there exists a closed subspace W such that

X = ker(A -

(See Lecture 11, Section 19.) Note that

ran (A -A) =(A- A)X = (A- A)W.

If A - A were not bounded below on W, then a would be an approximate eigenvalue,

and hence an eigenvalue of A. This is not possible as ker (A - a) n W = {0}. So
A- a is bounded below on W; i.e., there exists a > 0 such that j- aIIwfI

for all w E W. Let w, be any sequence in W, and suppose (A - A)wn converges to y.

21. The Spectrum of a Compact Operator 175

For all nand m

- A)(w - Wm)II Mw - WmII,

and hence wn is a Cauchy sequence. Since W is closed wconverges to a limit

w e W. Hence y = (A - A)w is in (A - A)W. This shows that ran (A - A) is closed.

12. We know that A is compact if and only if A* is compact. We know also that
a(A) = Q(A*). In Section 10 we have seen an example where 0 is an eigenvalue of A
but not of A*. The nonzero points in the set Q(A) = Q(A*) can only be eigenvalues
of finite multiplicity for either operator. More is true: each point A 0 has the same
multiplicity as an eigenvalue for A as it has for A*.

Theorem. Let A E 130(X) and let A # 0. Then

dim ker (A'` - A) =dim ker (A - A). (21.1)

Proof. Let m* and m be the numbers on the left and the right hand sides of (21.1).
We show first that m* < n. Let x i , ... , Xm be a basis for the space ker (A - A).
Choose linear functionals fi,... , fm on X such that f2(x3) = bid . (Use the H.B.T. )
If m* > m, there exist m + 1 linearly independent elements gi,... , gm+i in the space
ker (A* - A) C X *. Choose yi,... , ym+1 in X such that gi (yj) _ 6i3. (See Exercise
m
19 in Lecture 10.) For each x e X let Bx = f(x)y. This is a linear operator of
i=1
finite rank, and hence is compact. Note that

if 1 < j < m
(Bx, gj) _ J f fix)
0 if j =m+1.
Since gj E ker (A* - A),

((A- A) x, (x, (A* - A) 0 for all j.

176 Notes on Functional Analysis

Adding these two equations we get, for all x E X,

((A+B-A)x,g)=
f(x) if 1-j-m
<< (21.2)
0 if j=m+1.
Thus g,,,+l annihilates ran (A + B - A) .Since g.,,,,+1 (y.,,,+1) = 1, this shows
ran (A + B - A) X.
Hence A E Q(A+B) and since A + B is compact A has to be an eigenvalue. This
is possible only if there exists a nonzero vector x such that (A + B - A) x = 0. If x
is such a vector, then from (21.2) f3(x) = 0 for all 1 < j < m, and hence by the
definition of B we have Bx = 0. So x E ker (A - A) .The vectors x3 are a basis for
this space, and hence
x = a1x1 + ... + amxrn
Using the relations f(x) _ we get from this cad = f(x) = 0 for all 1 < j < m.
But then x = 0. This is a contradiction. Hence we must have m* < m. Applying the
same argument to A* in place of A, we see that m**, the dimension of ker (A** - A)
is bounded as rn** < m* < m. On the other hand, if J is the cannonical embedding
of X in X*, then JA = A** J. Hence ker (A - Al) C ker (A** - Al) and m < m**.
Thus rn = m* .

13. Corollary. Let A E zio(X) and A 0. Then

dim ker (A - A) = codim ran (A - A).

Proof. From the relation defining adjoints

((A-A)x,y) _ (x, (A'` _ A) y)

we see that ker (A* - A) _ [ran (A - A)]'. Since ran (A - A) is closed (Theorem
11), dim [ran (A - A)]1 = codim ran (A - A) by Theorem 16 of Lecture 10.

14. Fredholm Operators. Let A E 13 (X, Y). The quotient space Y/ran A is
called the cokernel of A, and written as coker A. If either ker A or coker A has finite
21. The Spectrum of a Compact operator 177

dimension, we define the index of A as the extended integer.

ind A = dim ker A - dim cokerA.

If ker A and coker A both are finite-dimensional, we say that A is a Fredholm operator.
The index of such an operator is a finite integer.

We have shown that if A is a compact operator on X and A a nonzero complex

number, then A - A is a F redholm operator and its index is zero.

15. The Fredholm Alternative. From Theorems 9 and 12 we can extract the fol-
lowing statement, a special case of which for certain integral equations was obtained
by Fredholm.

Let A be a compact operator on X. Then exactly one of the following alternatives

is true

(i) For every y E X, there is a unique x e X such that Ax - x = y.

(ii) There exists a nonzero x such that Ax - x, = 0.

If the alternative (ii) is true, then the homogeneous equation Ax - x = 0 has only a
finite number of linearly independent solutions.

The homogeneous equation Ax - x = 0 has a nonzero solution in X if and only

if the transposed equation A*y - y = 0 has a nonzero solution in X*. The number
of liiiearly independent solutions of these two equations is the same.
 Lecture 22

Compact Operators and Invariant Subspaces

Continuing the analysis of the previous lecture we obtain more information about
compact operators.

1. Let A E ,CC3p(X) and let A ; 0. For brevity let us write N3 for the closed linear
space ker (A - a) , j = 0,1, 2, .... We have a nested chain of subspaces

(22.1)

Note that (A - A) N3+1 C .N for all j. Suppose for some p, N = then Np .

Np+m for all rn. This is an easy exercise. Using Riesz's Lemma one can see that the
chain (22.1) is finite; i.e. there exists p such that

NP+m = N for all m. (22.2)

If this is not the case, then there exists a sequence yj of unit vectors such that
y3 E N3 and dist (y3, 1/2. For n > m

Ay, --- Aym Aye + (A - A ) yn -- (A - A )Ym --- A ym

The last three terms in this sum are elements of N7.1. So

II Ay, - Ayrn ? IAI/2.

Thus the sequence {Ay} has no Cauchy subsequence. Since = 1 and A is

compact, this is a contradiction. Therefore, the condition (22.2) must hold.
22. Compact Operators and Invariant Subspaces 179

2. Exercise. Let A and A be as above. Let R3 be the closed linear space ran (A-a)i.
We have a decreasing chain of subspaces

(22.3)

Note that (A - A)RJ =

Show that there exists q such that

RQ+m = Rq for all m. (22.4)

3. The Riesz Decomposition Theorem. Let A be a compact operator on X and

let A 0. Then there exists a positive integer n such that ker (A-A)1 = ker (A-A)72
and ran (A - A)n+l =ran (A - A)72. We have

X = ker (A - A)n EBran (A - A)"`, (22.5)

and each of the spaces in this decomposition is invariant under A.

Proof. Choose indices p and q, not both zero, satisfying (22.2) and (22.4). Let
n = max(p, q). Let y E ker (A - A)n fl ran (A - A)72. Then there exists x such that
y = (A - a)72x, and (A - A)ny = 0. But then (A - A)2nx = 0; i.e., x e ker (A - A)2n.

Since ker (A - A)2" = ker (A - A)" this means y = 0. Thus the two subspaces on the
right hand side of (22.5) have zero intersection. Let x be any element of X. Then
(A - A)nx is in ran (A - A)n =ran (A - a)2". So there exists a vector y such that
(A - A)nx = (A - A)2y. We have

x = (x - (A - A)72y) + (A - A)72y.

The first summand in this sum is in ker (A - A)n and the second is in ran (A - A)72.
This proves (22.5). It is clear that each of the spaces is invariant under A.

4. Corollary. Let A be a compact operator and suppose a nonzero number A is an

180 Notes on Functional Analysis

eigenvalue of A. Let n be an integer as in the Theorem above. Let

NA = ker (A - A)n,
RA = ran (A - A)n.

Then the restriction of A to NA has a single point spectrum {A} and the restriction
of A to RA has spectrum a (A) \ {A}.

Proof. The space Na is finite-dimensional and is invariant under A. The restriction

of A - A to this space is nilpotent. So o (A - AINA) _ {0}. Hence v (AINA) _ {A}.
The spectrum of the direct sum of two operators is the union of their spectra. The
point A can not be in v (AIRA) as Ax = Ax only if x e NA.

Note that the space NA is the linear span of the spaces ker (A - A)3, j = 1, 2, ... .
Likewise RA is the intersection of the spaces ran (A - A)i, j = 1, 2..... So, the
integer n plays no essential role in the statement of this corollary.

5. The Riesz Projection. In the decomposition

X = NA EBRA

obtained above, let Pa be the projection on Na along RA. This is called the Riesz
Projection of A corresponding to the eigenvalue A. Since A is an isolated point of
a(A) we can find a closed curve I' in the plane with winding number 1 around A and
0 around any other point of a(A). It turns out that PA has a representation
1

PA 2iri f (A-1d(.

Invariant subspaces

The Riesz decomposition theorem seems to give a decomposition of X into a

direct sum of generalised eigenspaces of a compact operator A. However, this is not
22. Compact Operators and Invariant Subspaces 181

the case. A may have no nonzero eigenvalue and then the Riesz theory does not
even tell us whether A has any nontrivial invariant subspaces. Our next theorem
says such a space does exist.

Let A E 8(X). Let M be a (closed linear) subspace of X and let M be neither

the null space {0} nor the whole space X. Recall that the space M is said to be
invariant under A if A(M) C M. Let A be the set of all operators T that commute
with A. This is called the commutant of A and is a sub algebra of 8(X). We say that
M is a hyperinvariant subspace for A if T(M) C M for all T E A.

6. Lomonosov's Theorem. Every nonzero compact operator has a nontrivial

hyperinvariant subspace.

Proof Let A E 130(X), A 0, and let A be the commutant of A. If there exists

a nonzero point A in v(A), then the eigenspace ker (A - A) is invariant under all
T E A. So, we need to prove the theorem only when Q(A) _ {0}. Replacing A by
A, we may assume I I A f = 1. Let xo be any vector such that lAx0 II > 1. Then
lIxo> 1. Let D = {x: Mx - xoll < 1} be the open ball of radius 1 centred at xo.
Since 11AM = 1 and f> 1, the closure A(D) does not contain the vector 0. For
each nonzero vector y e X consider the set Ay = {Ty : T E A}. This is a nonzero
linear subspace of X and is invariant under A. If we show that for some y the space
Ay is not dense in X, then its closure is a nontrivial hyperinvariant subspace for A.
Suppose, to the contrary, that for every y 0 the space Ay is dense in X. Then,
in particular, for every y 0 there exists T E A such that I- xoll < 1. In other
words, y E T' (D) for some T E A. Note that the set T' (D) is open since D is
open. 5o the family {T-1(D) :TEA} is an open cover for X\{0}, and hence for
the set A(D). Since this set is compact (because A is compact) there is a finite set
{T1,T2,...,T} in ,A such that

A(D)C U Ti 1(D).
i=1
182 Notes on Functional Analysis

In particular, Ax0 E Tip 1(D) for some 1 < i1 < n. This means that Tit Ax0 E D
and ATi1 Ax0 E A(D). So ATi1 Ax0 E Ti21(D) for some 1 <i2 <n. This means that
Ax0 E D. Continuing this process m times we see that

Tim ATZm-1 Al Axo

is in D, and since A commutes with the T's

Tim x0 E D. (22.6)

All the Tip here are from the finite set {T1,... , T7}. Let c = max { IIT2 II: 1 < i < n}.
Then
lITjm...T,A"`II c"`IIA"`II
=I

The operator cA has spectral radius 0. So, by the spectral radius formula I111/rn
converges to 0, and hence (cA)m II converges to 0. Thus

IlTZrn ... T21 Amx0II - 0

as m -> oo. So from (22.6) the point 0 is in the closure of the set D. This is a
contradiction.

7. Each of the following statements is an easy corollary of Lomonosov's theo-

rem.

1. Every compact operator has an invariant subspace. (This was proved by

Aronszajn and Smith.)
2. A commuting family of compact operators has a common invariant sub-
space.

3. Every operator that commutes with a nonzero compact operator has an

invariant subspace.
22. Compact Operators and Invariant Subspaces 183

Compact Operators in Hilbert spaces

The case of Hilbert space, as in most problems, is simpler. The case of normal
operators is especially simple and interesting. Before Riesz did it for Banach space
operators, Hilbert had made an analysis of the spectrum of compact self-adjoint
integral operators in the space L2. These ideas were extended by E. Schmidt to
general Hilbert spaces -a term that came into existence later.

Let us recall that all our Hilbert spaces are assumed to be separable.

8. Hilbert-Schmidt Theorem. (The Spectral Theorem for Compact Op-

erators.) Let 7-1 be an infinite dimensional Hilbert space and let A be a compact
self-adjoint operator on 7-1. Then there exist an orthonormal basis {e} and a se-
quence of real numbers {A} such that Aen = An en for all n, and an -f 0 as n --; oc.

Proof. Most of the work for the proof has already been done. We know that Q(A)
is real, and each nonzero point in Q(A) is an eigenvalue of finite multiplicity. It
is easy to see that eigenvectors corresponding to distinct eigenvalues are mutually
orthogonal. (If Ax =fix, and Ay = y, then (A - )(x,y) _ (fix, y) - (x,,ay) _
(Ax, y) - (x, Ay) = 0.) For each eigenvalue of A choose an orthonormal basis for
the corresponding eigenspace. Let {en} be the collection of all these eigenvectors
for all the eigenvalues. This is an orthonormal set whose closed linear span .M is
invariant under A. Suppose the space ,M1 is nonzero. Since A is self-adjoint ,M1 is
also invariant under A. Let Ao be the restriction of A to .M1. Then Ao is self-adjoint
and compact. If v(Ao) contains a nonzero point A, then A is an eigenvalue of Ao
and hence of A. (Because Ax = Aox =Ate.) Since all eigenvectors of A are in M,
this is not possible. Hence Q(Ao) _ {0}, which means spr (A0) = 0. Since Ao is
self-adjoint, this means lAo II = 0, and hence Ao = 0. Thus for every x e .Ml we
have Ax = Aox = 0, which implies x e M. Hence .M1 = {0} and ,M = 7-1.
184 Notes on Functional Analysis

We have shown that {e} is an orthonormal basis for 7-1 and there exist real
numbers An such that Aen = anen. We have seen earlier (see Sections 7 and 10 of
Lecture 20) that under these circumstances )n converges to 0.

9. With just one change-the ) are complex numbers all assertions of the Hilbert-
Schmidt theorem are valid for compact normal operators. The proof is essentially
the same.

Thus every compact normal operator A has a special form

A = 1n en en (22.7)
n
in which en is an orthonormal basis and {A} is a sequence of complex numbers
converging to zero. This is also written as

A anenen. (22.8)
n
Here enen is the orthogonal projection onto the one-dimensional space spanned by
the vector e. The expression 22.8 is called the spectral decomposition of A.

If f i5 any bounded function on the set Q(A) we define f(A) as

f(A) _ f(An)ene.
This is a bounded operator.

In particular, if A is compact and positive, we can define its positive square root
A1!2 using the spectral decomposition.

10. The spectral theorem shows that every compact normal operator A has a reduc-
ing subspace-a closed subspace M such that M and M L both are invariant under
A.

11. The Singular Value Decomposition. Let A be any compact operator on

?-L. Then there exist two orthonormal sets {en} and {f} in 7-1, and a sequence of
22. Compact Operators and Invariant Subspaces 185

positive numbers {Sn} converging to 0 such that

A = >sn(.,en)fn. (22.9)
n

Proof. The operator A*A is compact and positive. So there exists an orthonormal
set {en} and positive numbers sn such that A*Ae,z = seen. The sn are all the nonzero
eigenvalues of A*A; the operator A*A vanishes on the orthogonal complement of the
space spanned by the {e}. Let In = n (Aen). Then

,fn .fm = 1
5nsm
(Aen Aem = 1e
5n5m
(A*Ae n m = nm,

i.e., the set {fn} consists of orthonormal vectors. Every vector x in 7-( can be
expanded as
x= (x, en)en + y,
n
where y e ker A*A = ker IAI. Using the polar decomposition A = UIAI we see that
Ay = 0. Thus Ax = (x, en)Aen = I Sn(x, en)fn

We may expand the sequence {sn} to include the zero eigenvalues of A*A and
the sets {en} and {f,} to orthonormal bases. The numbers sn are called the singular
values of A. They are the eigenvalues of the operator IAI. It is customary to arrange
sn in decreasing order. We have then an enumeration

51 > 5 2 > ... > 5 n ] ... 0

in which each s3 is repeated as often as its multiplicity as an eigenvalue of fAt.

Whenever we talk of the singular value decomposition we assume that the s are
arranged decreasingly.

12. Exercise. Let M be a multiplication operator on the space L2[0,1]. Then

M is compact if and only if cp = 0 almost everywhere.
186 Notes on Functional Analysis

The Invariant Subspace Problem

Let X be any Banach space and let A be any (bounded linear) operator on it.
Does there exist a (proper closed) subspace Y in X that is invariant under A? This
question is called the Invariant subspace problem and has been of much interest in
functional analysis.

If A has an eigenvalue, then the subspace spanned by any eigenvector is an in-

variant subspace for A. If X is finite-dimensional, then every operator A on it has
an eigenvalue and hence an invariant subspace. For the same reason every compact
normal operator in a Hilbert space has an invariant subspace. The spectral theo-
rem (to be proved later in this course) shows that every normal operator (whether
compact or not) has an invariant subspace.

In 1949 von Neumann proved that every compact operator on a Hilbert space
has an invariant subspace. In 1954 Aronszajn and Smith extended this result to all
Banach spaces. For many years after that there was small progress on this problem.
(Sample result: if there exists a polynomial p such that p(A) is compact, then A has
an invariant subspace.) Lomonosov's Theorem announced in 1973 subsumed most
of the results then known, had a simple proof, and seemed to be valid for almost
all operators. (One needs to ensure that A commutes with some nonzero compact
operator.) The proof of Theorem 6 given here is due to H. M. Hilden.

Around 1980 P. Enflo constructed an example of a Banach space and an operator

on it that has no invariant subspace. The same result was proved by C. J. Read,
who also gave an example of an operator with no invariant subspace orl the more
familiar space ll.

The problem for Hilbert spaces remains unsolved.

 Lecture 2 3

Trace Ideals

Let A be a compact operator on (an infinite-dimensional) Hilbert space '1-1 and let

S1(A) s2(A) ...>0 (23.1)

be the singular values of A. The sequence s, (A) converges to 4. In this lecture we

study special compact operators for which this sequence belongs to the space L or
the space L2.

Ext remal Properties of Singular Values

The singular values have many interesting characterisations as solutions of some

extremal problems. One of theri is the following.

1. Lemma. Let A be a compact operator with singular values {sn(A)} counted as

in (23.1). Then
sn(A) =min {IIA - FIl : rank F < n - 1}. (23.2)

Proof. For brevity we write sfor sn (A). Let A have the singular value decompo-
sition
A= (23.3)

Let F be any operator with rank F C ri --- 1. Then we may choose a unit vector x in
188 Notes on Functional Analysis

the span of the vectors {ei,. . . en} such that Fx = 0. We have

IA-FM ? I? IlAxil I

j=1

Since f= 1, this quantity is bounded below by sn. So IA - FM > sn. If

j=1
we choose
n-1
F - j S7(',e7)fj, (23.4)
j=1
then rank F = n - 1 and

This shows that (A - FM = sn

2. Corollary. Let A be a compact and B a bounded operator. Then

s(AB) s(A)IIBM,

s(BA) <

Proof. Let A and F be as in (23.3) and (23.4). Since rank FB <n - 1, we have
from Lemma 1

s(AB) < lAB - FB <_ A - F B = s+(A) B.

This proves the first assertion. The second has a similar proof.

3. Corollary. (Continuity of singular values) Let A and B be compact opera-

tors. Then for all n
ls(A) - s(B)( hA - BhI.
23. Trace Ideals 189

Proof. From (23.2) we have

s71(A) = min hIA - FjI =min IjB - F + A - BI1

< min IIB - Fjj+ IIABII = s(B) + IIA-BII.
Here the minimum is taken over all operators F with rank F < n - 1. Thus

sn(A) - sn(B) < IA - BII.

The right hand side of this inequality is symmetric in A and B. Hence we have also

s(B)-s(A)<1IA-B.
This proves the assertion.

Trace Class Operators

Let A be a compact operator such that

OQ

s(A) <oc.
Then we say that A belongs to Cl, or that A is a trace class operator. In this case
we define HAIIi as
oa

IIAIk = )_ s(A). (23.5)

n=1
The norm symbol is used in anticipation of what will be proved shortly.

4. Lemma. Let A be a trace class operator. Then for any two orthonormal sets
{x,,,,} and {y} we have
00
(AXrn,y hAlt'. (23.6)
m_1

Proof. Represent A as in (23.3). Then

(AXm,ym. = Xmi 7 e77) f17 7 Yrn

?71=1
00 00

n=1 n=1
190 Notes on Functional Analysis

Since all the summands are positive, the two sums may be interchanged, and this
double sum is equal to

sn I(xrn,en)H(fn,yrn)I.
n=1 m=1

Using the Cauchy-Schwarz inequality, this is bounded by

00 /00 \1/2
sn (I I(xm,en)I2/ I

n=1 m=1

Since en and f n are unit vectors, by Bessel's inequality this expression is bounded
by

sn=llAll,
n-

5. The trace. Let A E Cl and let {Xm} be any orthonormal basis for N. Let
00

tr A = >(AXm,Xm). (23.7)
m=1

Lemma 4 implies that this series converges absolutely and its terms may, therefore,
be rearranged. We show that the sum in (23.7) does not depend on the orthonormal
basis {xm,}.

Theorem. Let A be a trace class operator with singular value decomposition (23.3).
Then for every orthonormal basis {Xm} we have

(23.8)
m=1 n=1

Proof. Using (23.3) we have

(Aim, xm) = sn(xm, en) (fn, xn)

m=1 m=1 n=1
23. Trace Ideals 191

The order of summation can be changed by the argument in the proof of Lemma 4
and we have
00 ao 00

(AXm,Xm) sn (xm,en)(fn,xm)
m.=1 n=1 m=1
00 00

sn (fn, (e,, xm)xm)

n=1 m=1
00 00
ISn( In, >(en,xm)xm ).
n=1 m=1
00
Since {x1} is an orthonormal basis, we have en = > (en, xm)xm. This proves the
m=1
theorem.

The number tr A defined by (23.7) is called the trace of A.

From Lemma 4 it follows that

ItrAI < MAui. (23.9)

Warning. If A is an operator and

m=1
(<00. (23.10)

for some orthonormal basis, then it is not necessary that A is trace class. (The right
shift S on P2 is an example.) For A to be trace class the series (23.10) must converge
for every orthonormal basis.

6. Theorem. The collection Cl is a vector space and 11.111 is a norm on it.

Proof. Let A and B be two elements of C1. Then A + B is compact. Let

A+B = sn(A+B)(.,en)fn
n=1
be the singular value decomposition. Then

sn(A+B) _ ((A +B)e,,,f) 5 /den, fn)I + Ben, fn)

192 Notes on Functional Analysis

Hence

I + l(Ben,.fn)
n=1 n=1 n=1
IIAMi + llBIli.

This shows that A+ B is in Cl and h BII1 C II A I I 1+ I lB I I The rest of the proof

is easy.

7. Theorem. The space Cl with norm hl.M' is complete.

Proof. Clearly h Ifor every A E Cl. So if {An} is a Cauchy sequence in Cl,

then it is a Cauchy sequence in the usual norm ( as well. Since An are compact,
there exists a compact operator A such that h n -All goes to 0. We will show that
A is in Cl , and IlA- A I I i converges to 0. By Corollary 3, for each j we have

n1,Sj(An) = Sj(A)

Let e be any positive number. By the diagonal procedure we can obtain a subse-
quence {Ak} such that

S- S3(A)I <E/23 for all j.

This implies that

s(A) < (s(Ak) + = s(A) + ,

j=1 j=1 j=1

and hence A E Cl . Now choose any n and let (A- A) _ > s( A - A)(.,
i=1
f
be the singular value decomposition of the operator An - A. Then for each positive
integer N
N N
>sj(A-A) _
j=1 j=1
N
kIn - Ak)ei , 13)1 (since Ak -> A)

lim llA, - Akll1 (by Lemma 4).

23. 'Dace Ideals 193

(The last limit exists because { n - Ak IIi} is a Cauchy sequence.) It follows that
- -ql < y IIAn - 1kIIi Taking the limit as n - o0 one sees that IIAn - All1
converges to 0.

8. Theorem. Let A be a trace class operator and B any bounded operator. Then
AB and BA are trace class and

IIABII1 < IAII1IIBII, (23.11)

lIBAIli IIAII1IIBIL (23.12)

Proof. Since A is compact, AB is also compact. Use Corollary 2 to complete the

proof.

9. One of the important properties of trace in finite dimensions is that tr AB = tr BA

for any two matrices A and B. This remains true for trace class operators.

Theorem. Let A be a trace class operator and B any bounded operator. Then

tr AB = tr BA. (23.13)

Proof. We prove this for a special case first. Let U be any unitary operator, and
let {x} be any orthonormal basis. Then the vectors yn = U*xn form another
orthonormal basis. We have

tr UA = (UAx, xn) = >(Ax,

(AUy, yn) = tr AU.

So, the equality (23.13) is true when B is a unitary operator. The general case
follows from this because of the following lemma and the obvious fact that the trace
is a linear functional on Cl.
194 Notes on Functional Analysis

Lemma. Every bounded operator is a complex linear combination of four unitary

operators.

Proof. First, let B be aself-adjoint operator with IIBH 1. Let

Ut=Bfi(I-B2) 1/2 (23.14)

It is easy to see that Ut are unitary operators. Clearly

If B is any self-adjoint operator, we may divide it by (TWIT and reduce it to the special
case above. Thus every self-adjoint operator is a linear combination of two unitary
operators. Since every bounded operator is a linear combination of two self-acijoint
operators the lemma is proved.

If b is a real number with Ibi < 1, then b = cos 8 for some B in [0, it]. In this case
the equation (23.14) defines two numbers exp(fiB) whose sum is 2 cos B.

10. Summary. We have proved (most of) the following statements.

(i) The collection Cl consisting of trace class operators is a 2-sided, *-closed ideal
in 13(7-l).

(ii) There is a natural norm f. Ii on Cl under which Cl is complete.

(iii) Finite-rank operators are dense in (Cl, 1)

(iv) Cl is not closed under the operator norm U 11

(v) The formula (23.7) defines a linear functional called trace on Cl. This has the
property tr AB = tr BA.

(vi) If A E Cl and X, Y are any two bounded operators, then

IlI..XIIIIAM1IIYII (23.15)
23. Trace Ideals

If U and V are unitary operators, then

IIUAVII1 = I (23.16)

11. Exercise. Let A be a self-adjoint, trace class operator. Show that tr A is the
sum of the eigenvalues of A each counted as often as its multiplicity.

(This statement is true for all trace class operators, not necessarily self-adjoint.
This is called Lidskii's Theorem and its proof is somewhat intricate.)

Hilbert-Schmidt Operators

A compact operator A is said to be a Hilbert-Schmidt operator, or to belong to

the class C2 if
sn (A) < oc.
n=1
Thus A E C2 if and only if A* A E C1.

12. Exercise. Prove the following assertions.

(i) C2 is a two-sided, *-closed ideal in ,Ci(7-l).

(ii) If A and B are in C2, then

(A,B) := tr AB* _ (AB*x,xn,) (23.17)

is finite for every orthonormal basis {xn} and is independent of the choice of
the orthonormal basis. This gives an inner product on C2.

(iii) The norm associated with this inner product is

1/2
IIAIIa = (trAA*)i/2 = s(A) (23.18)
n=1

This is called the Hilbert-Schmidt norm. With this norm C2 is complete. Thus
C2 is a Hilbert space.
196 Notes on Functional Analysis

(iv) If A is in Cl, then it is in C2 and I I I(v)

Finite-rank operators are dense in C2.

(vi) C2 is not closed in 8(7-1) with the 1.11 norm.

(vii) If A E CZ and X, Y are bounded operators, then

IIxAYII2 <_ IIf

U and V are unitary operators, then

IIUAV 11a = h (23.20)

13. Example. The integral kernel operator K defined in Section 10 of Lecture 3

is a Hilbert-Schmidt operator on L2[0,1]. To see this choose an orthonormal basis
{cp} for L2[0,1]. Then the family

'bmn(X,y) = com(x)pn(y)

is an orthonormal basis for LZ ([0,1] x [0, 1]). We have

K(x,y)cpm(y)cp dx dy .
J001 1

It follows that
r1 f1
lIKhl2 = trK*K = K(x,y)I2dxdy.
f Jo

Schatten Classes

Let A be a compact operator and let 1 <p < oc. We say A is in the class Cp if
00
s(A) < oo.
n=1
For such an operator we define
00 i/P
IlAII=(s(A))
n=1
23. Trace Ideals 197

For every compact operator A we define

I = sl(A) = MAIl.

Each CP is a 2-sided, *-closed ideal in 13(7-1). It is complete under the norm ,

There is an interesting analogy between the sequence spaces PP and the Schatten
spaces C. This goes as follows. The class of all compact operators is thought of
as being analogous to the space co consisting of sequences that converge to 0. (The
singular values of a compact operator are in the space co.) The space CP, 1 < p < oo,
is thought of being analogous to the space 4. We state without proof some facts.

(i) For 1 <p < oo the space C is the Banach space dual of C4, where P + 9 = 1.

(ii) The space Cl is the Banach space dual of the space ,t3o(X) consisting of all
compact operators.

(iii) The space 8(7-1) is the Banach space dual of Cl.

Because of the noncommutativity of operator multiplication the spaces C are

sometimes called noncommutative 4 spaces.

Exercises. Here are two exercises arising from our discussion of singular values.

14. Let .Fn be the collection of all operators whose rank is at most n. Show that this
is a norm closed subset of 13(7-1).

15. Let A be an n x n Hermitian matrix and let its eigenvalues be listed as

A(A) ... A,(A).

Use Corollary 3 to show that if A and B are n x n Hermitian matrices, then

max IA3 (A) - A3(B)I < I- BlI.

 Lecture 24

The Spectral Theorem -I

Let A be a Hermitian operator on the space C. Then there exists an orthonormal

basis {e } of Cn each of whose elements is an eigenvector of A. We thus have the
representation
n
A= .lj e3)e3, (24.1)

where Ae3 = ) j e3 . We can express this in other ways. Let > ) > ... > ) j be the
distinct eigenvalues of A and let ml, m2,.. - , mbe their multiplicities. Then there
exists a unitary operator U such that
k
U*AU = (24.2)
3=1

where P1, P2,..., .Pk are mutually orthogonal projections and

k
P = I. (24.3)
j=1
The range of P3 is the m3--dimensional eigenspace of A corresponding to the eigen-
value A. This is called the spectral theorem for finite-dimensional operators.

In Lecture 22 we saw how this theorem may be extended to compact seif-adjoint

operators in an infinite--dimensional Hilbert space 1-1. The extension seemed a minor
step: the finite sum in (24.1) was replaced by an infinite sum. It is time now to go
beyond compact operators and to consider all bounded self adjoint operators. The
spectral theorem in this case is a more substantial extension of the finite-dimensional
theorem. It has several different formulations, each of which emphasizes a different
24. The Spectral Theorem -I 199

viewpoint and each of which is useful in different ways. We will study some of these
versions.

In Lecture 18 we studied multiplication operators. Let (X, S, ) be a v-finite

measure space. Every bounded measurable function cp on X induces an operator
M on the Hilbert space L2() by the action M,f = cpf for every f E L2(). If cp is
a real function, then M, is self-adjoint.

If {7-1} is a countable family of Hilbert spaces we define their direct sum

7(=117(2... =l(n

as follows. Its elements consist of sequences

x=(xi,x2,...)
where x3 E 7-1 and 1 11x3 IIZ <00. The inner product on 7-1 is defined as

(x,y) _ (Xn,yn),
n=1
and this makes 7-iC into a Hilbert space.

If {n} is a sequence of measures on (X, S) we may form the Hilbert space

L2(). Each bounded measurable function cp on X induces a multiplication op-
erator M on this space by the action

(pf1,pf2,. . .).

A very special and simple situation is the case when X is an interval [a, b] and
(t) = t. The induced multiplication operator M, is then called a canonical multipli-
cation operator. For brevity we write this operator as M. One version of the spectral
theorem says that every self-adjoint operator on a Hilbert space is equivalent to a
canonical multiplication operator.

1. The Spectral Theorem (Multiplication operator form). Let A be a self-

adjoint operator on a Hilbert space 1-1. Then there exist a sequence of probability
200 Notes on Functional Analysis

measures {} on the interval X = IA lIJ , and a unitary operator U from 1-(

onto the Hilbert space EBnL2(n) such that UAU* = M, the canonical multiplication
operator on nL2 (n)

The theorem is proved in two steps. First we consider a special case when A has
a cyclic vector. The proof in this case is an application of the Riesz Representation
Theorem or Helly's Theorem proved in Lectures 7 and 8. We follow arguments
that lead from the finite-dimensional case to the infinite-dimensional one, thereby
reducing the mystery of the proof to some extent.

2. Cyclic spaces and vectors. Let A be any operator on 7-1. Given a vector x let
S be the closure of the linear span of the family {x, Ax, A2x,... }. We say that S is
a cyclic subspace of 7-1 with x as a cyclic vector. If there exists a vector xo such that
the cyclic subspace corresponding to it is the entire space 7.1 we say that A has a
cyclic vector xo in 7-1.

3. Proposition. Suppose A is aself-adjoint operator with a cyclic vector in 7-1. Then

there exist a probability measure on the interval X = [- IIAII IA IIJ , and a unitary
operator U from 7-1 onto L2() such that UAU* = M, the canonical multiplication
operator in L2().

Proof. Let xo be a cyclic vector for A. We may assume IxoM = 1. Using the Gram-
Schmidt procedure obtain from the set {xo, Axo, A2x0, ... } an orthonormal basis
{yo, yl, y2, ...} for 7-1. Let Sn be the subspace apanned by the first n vectors in this
basis, and Pn the orthogonal projection onto Sn . The sequence {Pn} is an increasing
sequence that converges strongly to I. Let An = Pn APn . Then ((I < h and An
converges strongly to A. The operator An annihilates Sn and maps Sn into itself.
Let An be the restriction of An to S.
We apply the known finite-dimensional spectral theorem to the Hermitian oper-
24. The Spectral Theorem -I 201

ator An on the n-dimensional space S. Let Anl > An2 > > 'nk,be the distinct
eigenvalues of A. Then Anj I < IIAnII < hand there exist mutually orthogonal
projections with ranges contained in Sn such that

An = An j P3. (24.4)
j=1

There is no harm in thinking of as projections on f; all of them annihilate Sd-.

Then the right hand side of (24.4) is equal to An.
Given a measurable subset E of the interval X= [- I IIAIH let

(Pnjx0,x0) (24.5)
7:AnjEE

It is easy to see that ,u is a probability measure on X concentrated at the points

{Ani, An2, , )nk,z } (Use the properties of the projections Pnj to check that n is
nonnegative and countably additive, and ,a (X) = 1.)
This gives us a sequence {n } of probability measures on X. By the Montel-Helly
Selection Principle (Lecture 8), there exists a subsequence {n } and a probability
measure ,a such that for every continuous function f on X

lim ff dn = ffd.
Since the measure ,un is concentrated at the finite set {A1,... , nkn } we have
kn
f j=1

Applying this to the functions 1(t) = tr, r = 0, 1, 2,... we see that

kn
tT dpn.(t) _ nj (pnjx0,x0). (24.6)
j=1

From the representation (24.4) we see that the right hand side of (24.6) is equal to
(Axo, x0). Since A71-.A,
S
we have

(Kxo,xo) = lim (Anxo, xo) = nlimo0 trd, n(t) = ftrd(t), (24.7)

n-> oo

for r = 0,1,2.....
202 Notes on Functional Analysis

For r = 0, 1, 2, ... , let cpr(t) = tr. The collection {r(t)} is a fundamental set
in LZ(X, ) while the collection {ATx0} is a fundamental set in x. Define a map U
between these two sets as follows

U(Arx0) = r=0,1,2,.... (24.8)

By the definition of the inner product in L2(X, ) we have

(r,s) = ft8d(t).
From (24.7) we have, therefore

(pr,ps) = (K+3x0,xo) = (Kxo,A8x0).

In other words
(U(Arxo),U(Asxo)) _ (Kxo,A8x0).

Thus the map U preserves inner products. Since {is a fundamental set in 7-1
we can extend U uniquely to a linear isometry from ?-l into L2(X, ). The range of an
isometry is always closed. In this case the range contains all polynomial functions,
and hence is equal to L2(X,). Thus U is a unitary operator. From the equation
(24.8) defining U we have

(UAU*)(r) = UA(A''xo) = U(A''+lxo) _ T+l

In other words
(UAU*tPr)(t) - Pr+l(t) - t<Pr(t)
Since the set {,.} is fundamental in L2(X, ) we have

(UAU*f)(t) = t f (t) for all f e L2(X, ).

This proves the proposition

4. Proof of Theorem 1. Let x1 be any unit vector in x and let Si be the closed
linear span of the set {Xi, Ax 1, A2 x 1i ... }. If S1 = 7-1, the theorem reduces to the
24. The Spectral Theorem -I 203

case considered above. If Si 1-1, then Si is an invariant space for A, and so is

Sl Let x2 be a unit vector in S1 and let S2 be the closed linear span of the set
.

{x2, Ax2, A2x2,... }. An application of Zorn's Lemma shows that 1-1 can be written
as a countable direct sum

in which each Sn is a cyclic subspace and the S72 are mutually orthogonal.
Proposition 3 can be applied to each cyclic space Sn to get a measure fin. The
theorem follows from this.

Examples

5. Let 7-l = cn and let A be a Hermitian operator on ?-l with distinct eigenvalues
al, ... , An. Define a probability measure on [-hAll, Iby the rule ({A3}) _
and (E) = 0 for every set that contains none of the points A3. Then the space L2()
is fin. A typical element of this space may be written as 1(A) _ (f(A1),... , f(An)).
The spectral theorem tells us that A is equivalent to the operator that sends 1(A)
to Af(A) = (A1f(A1),... ,Anf(An)).
Note that in this example we could have chosen any probability measure such
n
that
j=1

6. Let A be a Hermitian operator on cn with some multiple eigenvalues. Arrange the

distinct eigenvalues as A1,... , A in such a way that their respective multiplicities
are ml > m2 > > mk. Pick up for each A3 one eigenvector x3. Let 7-ll be the
k-dimensional space spanned by these vectors. Let l be the probability measure
on [-hAll, hsuch that 1/k, 1 < j < k. Then L2(1) _ Ck, the
space 7-ll is isomorphic to this, and the operator A restricted to ?-ll is equivalent to
the canonical multiplication operator on L2(1). Now consider the restriction of A
to the orthogonal complement N11. The eigenvalues of this operator are al, , k
with multiplicities (ml - 1) > (m2 - 1) > > (mk - 1). If is the largest index
204 Notes on Functional Analysis

for which mp > 1, then the eigenvalues .Ae+l, , Ak no longer occur in this listing.
Pick up vectors yl, ... , ye in 7-li such that yj is an eigenvector of A corresponding
to Let N2 be the P-dimensional space spanned by these vectors. Let 2 be
the probability measure on [-11AM, lAM] such that 1/Q for 1 < j < Q.
The space N2 is isomorphic to L2(2), and A restricted to N2 is equivalent to the
canonical multiplication operator on L2(2). This process can be repeated, and we
get measures i, 2i ... , r such that A is equivalent to the canonical multiplication
operator on L2(1) L2(2) L2(T)

7. Let A be a compact operator on an infinite-dimensional Hilbert space. Let

{0, )'2, ... } be its spectrum. The idea of the above examples may be modified
to get a family of measures {,, } concentrated on the spectrum of A. The spectral
theorem for compact operators proved earlier in Lecture 22 is equivalent to Theorem
1.

8. Let N = L2[-1, 1] and let A be the operator on N defined as (Af)(x) = x2 f (x).

Then A is a positive operator and a(A) is a subset of [0,1]. Fill in the gaps in
arguments that follow.

(i) The operator A has no cyclic vector. This can be proved as follows. Let sgn(x)
be the function that takes the value 1 when x > 0 and -1 when x < 0. For
any function f in 7-l let g(x) = sgn(x) f (-x). Then
fl g(x)x2 f(x)dx
1
Cl
(-x)x2"f

J =J 1 sgn(x)f (x)dx.

The integrand is an odd function and so the integral is zero. This shows that
g is orthogonal to {f, Af, AZ f, ...}.

(ii) Let Neven and Nodd be subspaces of N consisting of even and odd functions,
respectively. These two spaces are mutually orthogonal and each of them is a
cyclic subspace for A.
24. The Spectral Theorem -I 205

(iii) Define a map U from ?-leven onto L2[0,1] as follows. For cp E 'Heven

(t'/2)
(U)(t) = 1/4 t [0,1). (24.9)

The inverse of this map takes a function f in L2[0,1] to the function

(U'f)(x) _ x1l/2f (x2), x E [-1, 11.

Show that U is unitary. Check that UAU* is the canonical multiplication

operator on L2[0,1].

(iv) Use the formula (24.9) to define a map U from -fodd to L2[0,1]. In this case
the inverse of this map is

J x1/2 f(x2) if x > 0,

(U'f)(x) =
-x'/f(x) if x <0.
Show that U is unitary and UAU* is again the canonical multiplication oper-
ator on L2[0, 1].

(v) Thus we have shown

L2[-1, 11 = L2[0,1) L2[0,1]

and the multiplication operator 1(x) --* x2 f (x) in L2 [-1, 1] is equivalent to

the canonical multiplication operator in L2{0, 1] L2[0,1].

9. The spectral theorem, another form. One can replace the family {} oc-
curing in Theorem 1 by a single measure. The price to be paid is that the underlying
space [-hAll, fis replaced by a more complicated space. One way of doing this is
as follows. Let Xn = [-IIAII, Ifor all n = 1, 2..... Let X = U1 X, where this
union is understood to mean a union of different copies of the same space. Let be
the probability measure on X defined by the requirement that its restriction to the
nth copy in the union above is the measure Then is a probability measure
on X and the space L2() is isomorphic to the space ElL2(n). The operator A is
206 Notes on Functional Analysis

now equivalent to a multiplication operator in L2 (p), where tp is a rear-valued

bounded measurable function on X.

Support of the spectral measures

The measures {jcn} associated with A by the spectral theorem are called spectral
measures. They are measures on the interval X = [-hAil, 1 All]. In the familiar
situation of Examples 5,6 and 7 we saw that these measures are concentrated on
a(A) and vanish on the rest of X. This is, in fact, true always.

Let jc be a measure on a second countable Hausdorff topological space X with

its Borel a-algebra. Let E be the union of all open sets G in X for which jt(G) = 0.
The set X \E is.called the support of , and written as supp . In other words supp
is the smallest closed set F such that (F') = 0.

10. Exercise. (i) Let Al be the canonical multiplication operator in L2(X, ). Show
that cr(M) = supp. [Hint: If cp is any bounded measurable function, then a(M)
is the essential range of cp. See Lecture 18.]
(ii) Let A be aself-adjoint operator with a cyclic vector and let be a spectral
measure associated with it (as in Proposition 3). Then

supp = v(A).

[If B = UAU*, then A and B have the same spectrum.]

11. Theorem. Let A be a self-adjoint operator and let {p} be its spectral measures.
Then
a(A) =

{The set on the right hand side is called the support of the family {n} and is written
as supp {n}.)
24. The Spectral Theorem -I 207

The uniqueness question

We saw that spectral measures associated with A are not unique. This is less
serious than it seems at first.

Two measures and v on X are said to be equivalent if they have the same null
sets; i.e., (E) = 0 a v(E) = 0. If (E) = 0 whenever v(E) = 0 we say v. (
is absolutely continuous with respect to v.)

12. Exercise. (i) If and v are equivalent measures, then the Hilbert spaces L2()
and L2(v) are isomorphic. The operator U defined by

(Uf)(x) =

is a unitary operator from L2() onto L2(v). (dp/dv is the Radon-Nikodym deriva-
tive; it exists whenever << v.
(ii) Let M and M be the canonical multiplication operators on L2() and L2(v).
Then
UMU* = M.

(iii) Conversely, suppose and v are two measures on X, and there exists a unitary
operator U from L2() onto L2(v) such that UMLU* = M. Then and v are
equivalent. [To prove this proceed as follows. Show that M for all k =
0, 1, 2, ....Let cpk(x) = x and let go = U(cpo). Show that U(k) = Since U is
unitary this shows that

fxkdp(x) = J xkgo (x)dv(x), k=0,1,2,...

It follows that
f(x)dp(x) = ff(x)g(x)dv(x),
J
for all f E L2(). This shows that v.J

This leaves the question of "multiplicities" of the spectral measures: how often
208 Notes on Functional Analysis

does a measure n occur in the sequence of spectral measures. This too has a
natural and pleasing answer, and we leave it at that for now.
 Lecture 25

The Spectral Theorem -II

Look at the formulation of the finite-dimensional spectral theorem given in (24.2)

and (24.3). For infinite dimensional compact operators the finite sum is replaced
by an infinite sum. Going further we may replace the sum by an integral. The
second version of the spectral theorem says that every self-adjoint operator can be
represented by such an integral. The integration is now with respect to a projection-
valued measure (instead of an ordinary positive measure) and the resulting definite
integral is a self-adjoint operator (instead of a number.)

Projection-valued measures

Let (X, S) be a measurable space (any set Xwith a Q-algebra of subsets S). Let
P(N) be the collection of all orthogonal projection operators in a Hilbert space N.
A projection-valued measure on X is a map E --+ P(E) from S into 2(N) with the
following properties:

(i) If {En} is a countable family of mutually disjoint elements of S, then

P(E),
where the series on the right converges in the strong operator topology.

(ii) P(X) = I, the identity operator in N.

1. Exercise. Some other properties of a projection-valued measure can be derived

210 Notes on Functional Analysis

from properties of sums, differences and products of projections stated in Lecture

15.. Prove the following:

(i) P(q) = 0.

(ii) P(E - F) = P(E) - P(F) if F C E.

(iii) P(E) is orthogonal to P(F) if E and F are disjoint.

(iv) P(E)P(F) = P(F)P(E) = P(E n F).

The multiplicative property (iv) is important. Let us indicate its proof. Write
E U F as a disjoint union

EuF= (EnF')u(FnE')u(EnF).
This shows that

P(E u F) = P(E n F') + P(F n E') + P(E n F).

Multiply on the left by P(E) and on the right by P(F) to get

P(E)P(E U F)P(F) = P(E)P(E n F')P(F) + P(E)P(F n E')P(E)

+P(E)P(E n F)P(F).

The first two terms on the right hand side vanish (as P(F) 1 P(E fl F') and P(E) 1
P(F f1 E').) Since E is a subset of E U F we have P(E)P(E U F) = P(E). So, the
left hand side is equal to P(E)P(F). Similarly the fourth term on the right hand
side is equal to P(E fl F).

If is projection-valued measure on (X, S) with values in P(h) we say P

is aprojection-valued measure on X in x. For brevity, we will write pvm for a
projection-valued measure.
25. The Spectral Theorem -II 211

2. Exercise. Let P1 be a pvm on X in a Hilbert space Ni. Let N2 be another

Hilbert space and U a unitary operator from Ni onto N2. For all measurable sets
E, let
P2(E) = UP1(E)U*.

Then P2 is a pvm on X in N2. We say that P1 and P2 are unitarily equivalent pvm's.

3. Exercise. Let {N} be a family of Hilbert spaces and let N = Ni N2 be

their direct sum. Let Pn be a pvm on X in N. If x = (x1, x2,...) is an element of
N, let
P(E)x = (Pi(E)xi,P2(E)x2,. .

Then P is a pvm on X in N. We say that P is the direct sum of Pi, P2,... and write
this as P = EBnPn.

4. The canonical pvm.

Let be a measure on (X, S) and let ?-l be the space L2(). For every f E L2()
and EESlet
(P'2(E)) .f = XE.f,

where XE is the characteristic function of the set E. Then P is a pvm on X in the

space N = LZ(X, S, ). This is called a canonical pvm.

A little more generally, let be a family of measures on (X, S) and let

N = n L2 (n) . Let pn be the canonical pvm on X in L2 (n) . Then the pvm
P= is called a canonical pvm.

5. Proposition. Let (X, S) be a measurable space and let E H P(E) be a map

from S into P(?-l). For each unit vector v in ?-l let

,.(E) :_ (P(E)v,v) = P(25.1)

Then P is a pvm if and only if for every v v is a probability measure on (X, S).
212 Notes on Functional Analysis

Proof. It is easy to see that each ,uv is a probability measure if P is a pvm.

Conversely, suppose each y is a probability measure. If E and F are two disjoint
sets, then for all v

(P(E U F)v, v) = (E U F) = (E) + (P(E)v, v,) + (P(F)v, v).

Hence
P(EuF)=P(E)+P(F).
Since P(.) is a projection operator, this means that P(E) 1 P(F) whenever E and
F are disjoint.
Now let {En} be a family of mutually disjoint sets. Then {P(E)} is a family of
mutually orthogonal projections. Hence the series > P(En) converges strongly to
a projection. (The sequence of partial sums of this series is an increasing sequence
of projections.) Hence we have
00 00 00

n=1
v =
n=1
(P(En)v,v) - n=1 = pv (U lEn)

= KP(UlEm)v,v).

Thus is countably additive on S. This shows that P is a pvm.

6. Exercise. Let P be a pvm on X in 7-1. Given vectors u, v in '1-1, let

u,v (E) = (P(E)u,v).

Then u,v is a complex measure on X.

Integration

Following familiar ideas of Lebesgue integration we may define an integral f fdP

in which f is a complex function and P a pvm on X. This is done in the exercises
and propositions that follows.
25. The Spectral Theorem -II 213

Start, as usual, with a simple function

s= Z

i=1

in which {E2} are disjoint measurable sets that cover X and ai are complex numbers.
It is natural to define
fs dP = aZP(EZ).

This integral is written also as f s(x)dP(x), or as f s(x)P(dx). This is an operator

on

7. Exercise. Verify the following properties:

(i) For all simple functions sl and s2, and complex numbers al and a2 we have

f (as l + a2s2)dP = al J s1dP + a2 J s2dP.

(ii) f(sis2)dP = f s1dP f s2dP.

(iii) (fs dP)* = f, dP.

(iv) If v is a unit vector in 7-( and the measure associated with P according to
the equation (25.1), then

It(f s dP)v112 = fIsI2dv.

(v) ) f s dPil < supXEx I

8. Now let f be any bounded measurable function on X. Then there exists a sequence
of simple functions {sn} such that sue, converges uniformly to f. From the Property
(v) in Exercise 7, we see that for any m and n

f sndP - J smdPlI < SuP Isn(x) - Smx

214 Notes on Functional Analysis

This goes to 0 as n and m go to oo. Thus {f sdP} is a Cauchy sequence in 13(7-1).

Hence it has a limit
A= lim Isndp.
n-+oo
f
Show that this limit does not depend on the sequence {s} that was chosen to
approximate f. Thus we may define the integral f fdP by putting

J fdP= lim nf sndP,

where {sn} is any sequence of simple functions converging uniformly to f. The limit
here is the limit in the norm topology of 13(7-1).

9. Exercise. Verify that f fdP defined above satisfies the five properties analogous
to those proved in Exercise 7. (The supremum in Property (v) is now replaced by
the essential supremum of f.)

10. Note that f fdP so defined is a normal operator on x. If f is real, this operator
is self-adjoint and if If (x)) = 1, then it is unitary.

What we have called f fdP is the integral over the entire space X. If E is any
measurable subset of X we put

L fdP = f(xEf)dP.
Other conventions of ordinary integration are adopted in an obvious way.

11. The Lebesgue Dominated Convergence Theorem

This most useful theorem of Lebesgue integration is true in this context:

Theorem. Let {f} be a sequence of bounded measurable functions on X and

suppose there exists a number k such that

ess sup I< k for all n.

25. The Spectral Theorem -II 215

Suppose fn -> f almost everywhere (with respect to the pvm P). Then the sequence
of operators {f f,dP} converges strongly to the operator f fdP.

Proof. We use the measures v defined in (25.1) to reduce the problem to one about
ordinary measures.
The assumption that fn -> f except possibly on a set E with P(E) = 0 implies
that for every unit vector v, f- f almost everywhere with respect to v. Hence by
the (ordinary) Lebesgue dominated convergence theorem the integral f If- f I2dv

converges to 0. By property (iv) of Exercises 7 and 9

I- ffdP)v112 = fIIn_II2dv.

To say that this goes to 0 for all v is to say that f fdP converges strongly to f f dP.

12. Exercise. Under the hypotheses of the theorem above it is not necessary that
f f7dP converges in norm to f fdP. To see this let X = [0, 1], 7-1 = L2[0,1], and
let P be the canonical pvm. For each n let fn be the characteristic function of the
interval [0,1 - 1/n] .Observe that f fdP is not a Cauchy sequence in 8(7-1).

13. Exercise. Let Pi and P2 be two unitarily equivalent measures on X. Let

P2(E) = UPl(E)U* for all E. Then for all bounded measurable functions f on X

fdP2 = U(J fdPl)U*.

J
Prove this first when f is a characteristic function, then a simple function, and finally
the general case.

14. Proposition. Let be a measure on X and P the associated canonical pvm

in L2(). Then for every bounded measurable function cp the integral f cp dP is the
multiplication operator M.
216 Notes on Functional Analysis

Proof. It is to be proved that for all f E L2()

CfdP I f = (25.2)

When cp is equal to a characteristic function XE, then

J cp dP'` = P(E)

by the definition of the integral, and

P(E)f = XEI = M,f

by the definition of P. Thus (25.2) is true when cp is a characteristic function.

Therefore it is true for simple functions (by linearity) and for bounded measurable
functions (by continuity).

Corollary. Let be the Lebesgue measure on X = [a, b] and P the associated

canonical pvm. Let (t) = t for all t in X. Then the operator f cp dP is the canonical
multiplication operator in L2(). In other words

[(ft dP(t)/ I f](s) - sf (s) a.e. ().

A similar assertion can be made for a family of measures {,a?}. The operator ft dP1`(t)
on the space EBL2() acts as

[(ft dP(i)/ I f1 l (s) = sf(s).

We now have all the machinery to prove another form of the spectral theorem.

15. The Spectral Theorem (integral form). Let A be aself-adjoint operator

on 7-1. Then there exists a unique pvm on the interval X = [-IIAII, hwith values
in P(a() such that
A= a dP(a). (25.3)
Jx
25. The Spectral Theorem -II 217

Proof. Recall the multiplication operator form of the spectral theorem. This says
that there exist a sequence of probability measures {n} on X and a unitary operator
U from 7-1 onto the space 7-lo _ EEL2(n) such that UAU* = M, the canonical
multiplication operator on 7-[o. By the Corollary in Section 14 M = ft dPp(t), where
Po is the canonical pvm on X in In other words,

UAU* = ft dPo(t).
Let P be the pvm on X in 7-1 defined by

P(.) = U*Po(.)U.

Then, by Exercise 13, we see that the representation (25.3) is valid. (We have used
the variable ) here to show the theorem as a generalisation of the finite-dimensional
expression (24.2).)
It remains to be shown that the pvm P occuring in (25.3) is unique. Suppose Q
is another pvm on X such that

A = f a dQ(a).
x
By the Property (ii) of Exercise 7 and Exercise 9 we have then

)J1dP(\) n=0,1,2,...
= f xAdQ(\),
Hence for all unit vectors v,

nd(P(A)v, v) = f And(R(A)v, v). (25.4)

JX x
Now the integrals involved are with respect to ordinary probability measures. The
equality (25.4) shows that

(P(.)v,v) _ (Q(.)v,v) for all v.

Hence

16. Exercise. Let be the pvm associated with A via (25.3). Then the family
commutes with A. [Let f be a characteristic function xF. Then f f7)dP(A) _
P(F) and this commutes with all P(E). Extend this to all f by the familiar routine.]
218 Notes on Functional Analysis

Support of the pvm

Let P be a pvm on a Hausdorff topological space with its Borel a-algebra. Let
E be the union of all open sets G in X for which P(G) = 0. The set X\E is called
the support of P and is written as supp P.

17. Proposition. Let P be the pvm associated with a self-adjoint operator A via
the spectral theorem. Then
supp P = Q(A). (25.5)

Proof. Suppose ;\ supp P. Then there exists e > 0 such that PA-E, A+E) = 0. Let
v be any unit vector and v the measure defined by (25.1). Then v is concentrated
on the complement of the interval (A - E, A -}- E). Hence It - A > s almost everwhere
with respect to . Since

II(A - A)vIl2 = X It -
this shows that I I(A -A)vII2 > e2. This shows that A - A is bounded below by E. So
A cannot be an approximate eigenvalue of A, and hence cannot be in v(A).
Now suppose A E supp P. Then for every positive integer n, the projection P(A -
n, A 0. Let v be any unit vector in the range of this projection. Then for any
set E contained in the complement of the interval (A - n, A + n) we have vrz (E) = 0.
Hence

1
I(A - 1)vII2 = It - AIZd(t) _ It - 1l2dvn(t) < n2.
I

Li/n
Thus {vn} is a sequence of approximate eigenvectors of A, and hence A E v(A).

18. Exercise. Show that A is an eigenvalue of A if and only if the point A is an

atom of the measure P; i.e., the single-point set {A} has nonzero measure P({A}).
It follows that every isolated point of Q(A) is an eigenvalue of A.
 Lecture 26

The Spectral Theorem -III

This lecture is a quick review of some matters related to the spectral theorem.

The spectral measures {jin} of Lecture 24 and the projection-valued measure

P of Lecture 25 associated with aself-adjoint operator A have as their support the
spectrum Q(A). This set is contained in [-flAil, I A smaller interval that contains
a(A) is the numerical range of A defined as

W(A) = {(Ax,x) fxff = l}.

1. Proposition. Let A be a self-adjoint operator and let

a = min (Ax, x), b = max (Ax, x).

IIxII=1

Then the spectrum of A is contained in the interval [a, b] and contains the points a
and b.

Proof. It is enough to prove the proposition in the special case when a = 0; i.e.
when the operator A is positive. (Consider the operator A -- a instead of A.) In this
case for every real number ) we have

((A-)x,x) -Ajfxff.

So if A C 0, then A -- ,k is bounded below and hence invertible. Thus cr(A) does not
contain any negative number. Since a - = o, the operator A is not invertible. Hence
220 Notes on Functional Analysis

a(A) contains the point a. We know also that

SPr (A) = IIAII = max (Ax, x).

1111=1

So a(A) is contained in [a, b]. Since Q(A) is a closed set it contains the point b.

Functions of A

The spectral theorem makes it easy to define a function f(A) of the operator A
corresponding to every bounded measurable function f defined on Q(A).

Let A be a self-adjoint operator with representation

A= a dP(A) (26.1)
v(A)

given to us by the spectral theorem. Let f be any hounded measurable function on

Q(A). Then we define f(A) as

f(A) = f (A) f() dP(A). (26.2)

We could also have used the first form of the spectral theorem. If A is equivalent
to the multiplication operator Mv,, then f(A) is equivalent to the multiplication
operator Mfo.

If A is a positive operator, a(A) is contained in [0, oo). Every point of this set
has a unique positive square root. So, we get from the prescription (26.2) a unique
positive operator A"2, the square root of A. In the other picture, the function
cp representing A takes only nonnegative values. The operator A"2 is then the
multiplication operator corresponding to the function cp1/2

Operators commuting with A

Let A be aself-adjoint operator and let he the pvm associated with it.
Suppose B is any operator that commutes with P(E) for all measurable sets E. Then
26. The Spectral Theorem -III 221

B commutes with f fdP for all bounded measurable functions f. (Prove this first for
characteristic functions, then for simple functions, and then for all f.) Conversely,
suppose B commutes with A. Then B commutes with all powers An. Let x and y be
any two vectors. Since An = f A"dP(A), we have
An"d(P()x,B*y) (Anx,B*y) (AnBx,y) = fd(P()Bx,y).
_ _ (BA'2x,y) _
Since this is true for all n, we must have
(P(E)x,B*y) _ (P(E)Bx,y),

i.e., (BP(E)x,y) = (P(E)Bx,y),

for every measurable set E. This is true for all x, y. Hence BP(E) = P(E)B for all
E.

The functional calculus

The spectral theorem is often stated as the "existence of a functional calculus".

This means the following statements, all of which may be derived from what we have
proved.

Let A be a bounded self-adjoint operator on 7-1 and let X = [-MAI, IThen

there exists a unique homomorphism cp of the algebra LA(X) into the algebra 13(7-1)
that satisfies the following properties:

1. cp(1) = I, i.e. cp is unital.

2. If g is the "identity function" g(x) = x, then 'p(g) = A.
3. If fr-, is a uniformly bounded sequence of functions and fn converge point-
wise to f, then the operators cp(fn) converges strongly to cp(f ).
4. (j) _
5 IC Ill
6. If B is an operator that commutes with A, then 'p(f) commutes with B for
all f.
222 Notes on Functional Analysis

The essential and the discrete spectrum

In Proposition 17 of Lecture 25 we have seen that a point A is in the spectrum

of a self-adjoint operator A if and only if the projection P(A - E, A + e) is not zero
for every 6 > 0. This leads to a subdivision of the spectrum that is useful.

The essential spectrum Qess(A) consists of those points A for which the range of
the projection P(A -e, A +e) is infinite-dimensional for every e > 0. If for some e > 0,
this range is finite-dimensional we say that a is in Qdisc(A), the discrete spectrum of
A. Thus the spectrum v(A) is decomposed into two disjoint parts, the essential and
the discrete spectrum.

2. Exercise. Let A be any self-adjoint operator. Prove the following statements:

(i) aess(A) is a closed subset of R.

(ii) Qdisc(A) is not always a closed set. (e.g. in the case of a compact operator for
which 0 is not in the spectrum but is a. limit point of the spectrum.)

(iii) A point A is in the set ads(A) if and only if A is an isolated point of Q(A)
and is an eigenvalue of finite multiplicity. Thus A is in Qess(A) if it is either
an eigenvalue of infinite multiplicity or is a limit point of v(A).

There is another characterisation of the essential spectrum in terms of approxi-

mate eigenvectors. By Theorem 1 in Lecture 18 every point A in v(A) is an approxi-
mate eigenvalue; i.e. there exists a sequence of unit vectors {xn} such that (A- A)xn
converges to 0. A point in cress(A) has to meet a more stringent requirement:

3. Proposition. A point A is in the essential spectrum of a self-adjoint operator A

if and only if there exists an infinite sequence of orthonormal vectors {x} such that
(A - A)xn converges to 0.
26. The Spectral Theorem -III 223

Proof. If A e cress (A), then for every n the space ran P A - n , A + n is infinite-
dimensional. Choose an orthonormal sequence {xk k = 1, 2, ... } in this space.
Then
ll(A - A)xk 112 < for all k.
n
(See the proof of Proposition 17 in Lecture 25.) By the diagonal procedure we may
pick up a sequence {xn} such that II(A - A)xnII2 < 1/n2 for n = 1, 2, ... .
If a E Qdisc(A), then for some s > 0 the space ran P(A - e, A + e) is finite-
dimensional. So, if {xn} is any orthonormal sequence, then this space can contain
only finitely many terms of this sequence, say xl, X2,... , xN. For n > N we have,
therefore, II(A - a)x lI2 > e2. Thus (A - A)xn cannot converge to 0.

In the finite-dimensional case the spectrum of every operator consists of a finite

number of eigenvalues. So, in the infinite-dimensional case we may think of the
discrete spectrum as an object familiar to us from linear algebra. The essential
spectrum is not so familiar. If A is a compact operator, then 0 is the only point it
may have in its essential spectrum. But, in general, aself-adjoint operator A can
have a large essential spectrum. Think of an example where v(A) = Qess(A)

The following theorem says that adding a compact operator to a bounded self-
adjoint operator does not change its essential spectrum.

4. Weyl's Perturbation Theorem. Let A and B be self-adjoint operators in x.

If A - B is compact, then Qess(A) _ aess(B)

Proof. Let A E Qess(A). By Proposition 3 there exists an infinite sequence of

orthonormal vectors {xn} such that (A - converges to 0. If y is any vector in
7-1, then (x, y) converges to zero as n --> oo. (Consider first the two special cases
when y is in the space spanned by {xn} and when it is in the orthogonal complement
of this space.) In other words xn w 0. Since A - B is compact, (A - B)xn -> 0.
224 Notes on Functional Analysis

(Theorem 10, Lecture 20.) Since

I- a)xn II I
- a)xII + I- A)x II,

this shows that (B - -f 0, and hence '\ E Qess(B). Thus cress(A) C oess(B)
By symmetry the reverse inclusion is also true.

One may note here that the spectral theorem for a compact self-adjoint operator
follows from this. (Choose B = 0.)

This theorem is important in applications where a compact operator is considered

"small" compared to a noncompact operator. The theorem says that the essential
spectrum is unaffected by such "small changes".

Spectral Theorem for normal operators

If {Am} is a family of pairwise commuting self-adjoint operators on a finite-

dimensional Hilbert space, then there exists a unitary operator U such that all the
operators UAm U* are diagonal. This has an infinite-dimensional analogue that we
state without proof.

5. Theorem. Let A1i A2,... , Ak be pairwise commuting self-adjoint operators

on 7-l. Then there exists a projection valued measure on the product space X =
fl=i [-IIA, IIA ] with values in P(x) such that each operator A3 has the repre-
sentation
A =fAj dP(A1,... ,Ak).
x

A consequence of this is the spectral theorem for normal operators. If A is

normal, then we have A = Al + iA2 where Al and A2 are commuting self-adjoint
operators. We get from Theorem 5, the following.

6. Theorem. Let A be a normal operator on 7I. Then there exists a pvm P on (C

26. The Spectral Theorem -III 225

with values in P(1i) such that

A= fz dP(z). (26.3)

The support of P is the spectrum of A.

The multiplication operator form of this theorem says that A is unitarily equiv-
alent to an operator of the form M(,, in some space L2().

Spectral Theorem for unitary operators

Unitary operators constitute an important special class of normal operators. A

proof of the spectral theorem for this class is outlined below. The ideas are similar
to the ones used in Lectures 24 and 25.

Let U be a unitary operator. Then a(U) is contained in the unit circle. We may
identify the unit circle with the interval [-7r, nj as usual.
Let x be any vector in 1-1 and for n E 7L, let

an = (Ux,x).
Then for any sequence of complex numbers z1, z2, ... , we have

L
j,k j,k
x)zjzk

_ .(Uix, UIcx)z7zk
j,k

J
Thus the sequence {an} is a positive-definite sequence. By the Herglotz Theorem
(Lecture 8) there exists a positive measure on [-ir, n] such that

(Ux,x) = fetdx(t). (26.4)

Using the polarisation identity we can express (Unx, y) for any pair of vectors x, y
as a sum of four such terms. This leads to the relation

(UlLx, y) = J eintd,ax,y(t), (26.5)

_,r
226 Notes on Functional Analysis

where px,y is the complex measure given by

1

4
(ILx+y - /2x-y + 2/Lx+iy - ii- x_iy) .

?. Exercise. The measures x,y satisfy the following properties

(i) Each y is linear in x and conjugate linear in y.

(ii) =

(iii) The total mass of is bounded by lxii iiyli.

For any measurable set E of [71] let

(P(E)x,y) =

From the properties in Exercise 7 it follows that P(E) is self-adjoint and countably
additive. To prove that it is a pvm we need to show that P(E)2 = P(E) for all E.
We prove a stronger statement.

8. Proposition. The operator function defined by (26.6) satisfies the relation

P(E fl F) = P(E)P(F) for all E, F.

Proof. Let n,k be any two integers. Then

(Un+kx,y)
- (UU'x,y).
So from (26.5) and (26.6)

eznteiktd(P(t)x, y) = eintd(P(t)UCx, y}-

This is true for all n. Hence

ezktd(p(t)x,y) = d(P(t)UJCx, y). (26.8)

26. The Spectral Theorem -III 227

(If f ei"`td(t) = f eintdv(t) for all n, then the measures and v on [-ir, it] are equal.)
Integrate the two sides of (26.8) over the set E. This gives

f XE y) _ (P(E)Ukx, y)
_ (Ukx, P(E)y) (since P(E) is self-adjoint)
_ J eiktd(P(t)x, P(E)y) (from (26.5) and (26.6)).

This is true for all k. Hence,

XE(t)d(P(t)x, y) = d(P(t)x, P(E)y).

Integrate the two sides over the set F. This gives

f XF (t)XE (t)d(P(t)x, y) _ (P(F)x, P(E)y)

Since xFXE = XEnF, this shows that

(P(E n F)x, y) _ (P(F)x, P(E)y) _ (P(E)P(F)x, y).

This is true for all x and y. Hence we have the assertion (26.7).

Thus is a pvm on the unit circle (identified with [-it, it]). The relations
(26.5) and (26.6) show that

(Unx, y) = emntd(P(t)x, y) for all x, y.

This shows that the operator U may be represented as

U= f eitdP(t), (26.9)

where P is a pvm on the unit circle. The integral exists in the norm topology; the
proof given for self-adjoint operators in Lecture 25 works here too.

9. Exercise (von Neumann's ergodic theorem). A proof of this theorem,

also called the L2 ergodic theorem or the mean ergodic theorem, is outlined in this
exercise. Fill in the details.
228 Notes an Functional Analysis

Let (X, be a measure space. A bijection T of X such that T and T-' are
measurable is called an automorphism of (X, S). If T-1(E) _ u(E) for all E E S,
then T is called ameasure-preserving map.

Let T be ameasure-preserving automorphism. The operator U on defined

as (Uf)(x) = f(Tx) is called the KooPrnan operator associated with T. Show that
U is a unitary operator.
Use the representation (26.9) to show that
1 - eiztt
n n
rir

n(1 - eit) )f.

The integrand is interpreted to be equal to 1 at t = 0. As n goes to oo, the integrand
converges to the characteristic function of the set {1}. So, by the Dominated Con-
vergence Theorem, the integral converges to P({1}). This is the projection onto the
set {f : U f = f}. Another description of this set is {f fT = f}. Elements of this
set are called T-invariant functions. The mean ergodic theorem is the statement
1 n-1
limn-
ny fT3 = Ppf for all f c L2(),
=o
where Pp is the projection onto the subspace consisting of T-invariant functions.

10. Exercise. The aim of this exercise is to show that the set of compact operators
Cio(7-l) is the only closed 2-sided (proper) ideal in ,Ci(?-l). Fill in the details.

(1) Let Z be any 2-sided ideal in 8(7-1). Let T E Z and let u, v be any two vectors
such that Tn = v. Let A be any rank-one opearator. Then there exist vectors
x and y such that A = (.,x)y. Let B = (.,x)u and let C be any operator such
that Cv = y. Show that A = CTB. Thus Z contains all rank-one operators,
and hence it contains all operators of finite rank.

(ii) Suppose Z contains a positive operator A that is not compact. Then there exists
an E > 0 such that the range of the projection P(e, oo) is infinite-dimensional.
26. The Spectral Theorem -III 229

(Here P is the pvm associated with A.) Let .M be this range and let V be a
unitary operator from 1-[ onto M. Since A(M) _ we have

V*AV(1() = V*A(M) = V*(M) =

Show that for every x E 7-1 we have

IV*AVxII ? IIxII.

Thus V*AV is invertible. Since V*AV E Z, this means that Z =

(iii) Thus if Z is any proper 2-sided ideal in 13(7-1) then every element of T is a
compact operator and every finite-rank operator is in Z. Since Xio(fl) is the
norm closure of finite-rank operators, if Z is closed, then it is equal to 130(?-l).
Index

A1!2, 155 c, 5
At, 113 4, 5
A*, 111 ffdP, 214
A a9 A, 103 oc-norm, 2
A- A, 194 (x,y),, 82
BV[4,1], 53 codim, 77
C(X), 3 css ran cp, 149
C[0,1], 3 lnd A, 177
c7 [o, 1], 4 kcr, 87
kcr A, 158
L 7 ran, 87
7 ran A, 158
.RA(A), 132 spr (A), 135
S1, 76 supp P, 218
S-1--, 85 supp,a, 206
W(A), 219 Iran cp, 149
X/, 19 tr A, 190
X**, 73 (E), 211
X*, 25 p(E), 212
[8], 77 P(A), 132
13(X, Y), 21 a(A), 134
t3(X), 23 139

fl, 83 aapp ( A ) , 149

dim X, 13 dcomp ( A ), 149

adisc A } 222
,
Index 231

cress (A), 222 Appolonius Theorem, 85

crres (A) , 141 approximate eigenvalues, 140
s/3 argument, 4 approximate point spectrum, 140
c, 5 arithmetic-geometric mean inequality, 2
c00, 5 automorphism, 124
p-norm, 2
backward shift, 150
sn, 185
Baire Category Theorem, 36
sn(A), 187
Banach-Alaoglu Theorem, 74
x I y, 84
Banach-Steinhaus Theorem, 36
xn w x 67 Banach algebra, 24
8o (X,Y), 164
Banach limit, 34
1300 (X,Y), 164
Banach space, 1
Cl , 189, 191
basis
C2, 195
algebraic, 11
Cp, 196
Hamel, 11
P()-1), 209
Schauder, 13
absolutely continuous, 9 topological, 13
absolutely summable sequence, 20 Bessel's inequality, 93
adjoint, 111 bidual, 73
of a matrix, 116 Bolzano-Weierstrass Theorem, 72
of an integral operator, 116 bounded below, 118, 139
of Hilbert space operator, 113 bounded linear functional, 22
algebra, 24 bounded linear operator, 21
algebraic dimension, 46 bounded variation, 53
algebraic dual, 25
C*-algebra, 115
analyticity
canonical multiplication operator, 199
strong, 131
canonical pvm, 211
weak, 131
Cartesian decomposition, 123
annihilator, 77
Cauchy-Schwarz inequality, 3, 83
232 Notes on Functional Analysis

Closed Graph Theorem, 44 cyclic subspace, 200

co-isometry, 125 cyclic vector, 200
codimension, 77
diagonal operator, 147, 171
coker A, 176
compact, 165
cokernel, 176
differentiability
commutant, 181
strong, 129
compact operator, 163, 228
weak, 129
adjoint of, 167
dilation, 42
invariant subspace, 181
dimension, 13
product, 165
directed set, 70
Riesz decomposition, 179
direct sum decomposition, 87, 89
spectral theorem, 183
direct summand, 88
spectrum of, 172
discrete spectrum, 222
completely continuous, 166
dual
composition operators, 116
of gyp, 50
compression spectrum, 140
of 0 , 51
condensation of singularities, 39
of C[0, 1], 52
conjugate index, 2
of GO, 51
conjugate linear functional, 25
dual space, 25, 33
continuity
of adjoint, 115 eigenvalue, 134, 139
of inverse, 108 Enflo's example, 169, 186
of operator multiplication, 106 essentially bounded, 6
strong, 129 essential range, 149
weak, 129 essential spectrum, 222
continuous spectrum, 141 essential supremum, 6
convergence, 67 eventually, 70
strong, 67
final space, 160
weak, 67
finite-rank operator, 164
Index 233

first category, 40 separable, 95

forward shift, 150 hyperinvariant subspace, 181
Fourier-Stieltjes sequence, 59
ideal
Fourier coefficients, 39
compact operators, 228
Fourier kernel, 26
Schatten, 197
Fourier series, 39, 96
trace class operators, 194
Fourier transform, 26
idempotent, 86
Fredholm alternative, 177
index, 177
Fredholrn operator, 177
initial space, 160
frequently, 71
inner product, 82
functional calculus, 221
inner product space, 81
fundamental set, 76
integral kernel operator, 23
Gram-Schmidt Process, 95 integral operator, 164
Gram determinant, 100 compactness, 164
Gram matrix, 100 invariant subspace, 126, 181
graph, 44 Invariant subspace problem, 186
Inverse Mapping Theorem, 43
Holder inequality, 2, 6
isometric isomorphism, 47
Hahn-Banach Theorem, 53, 68, 79
isometry, 124
(H.B.T.), 28
isomorphism
for Hilbert s p aces , 90
between Hilbert spaces, 96
Hausdorff distance, 152
Helly's Theorem, 200 Laguerre polynomials, 99
Herglotz Theorem, 60 Laplace transform, 26
Hermite polynomials, 98 Lebesgue Dominated Convergence The-
Hermitian, 119 orem, 214
Hilbert-Hankel operator, 128 left shift, 107, 113, 139, 143, 150, 173
Hilbert-Schmidt norm, 195 Legendre polynomials, 98
Hilbert-Schmidt operator, 195 Lidskii's Theorem, 195
Hilbert space, 83 linear functional
234 Notes on Functional Analysis

positive, 56 open mapping theorem, 42

unital, 57 operator
linear operator, 21 compact, 163, 167
locally compact, 17 completely continuous, 166, 167
Lomonosov's Theorem, 181 function of, 220
Hermitian, 119
Muntz's Theorem, 101
positive, 121
measure
positive definite, 121
absolutely continuous, 207
real and imginary parts of, 123
equivalent, 207
self-adjoint, 119
projection-valued, 209
unitary, 123
support of, 206
orthogonal, 84
Minkowski inequality, 3
orthogonal complement, 88
Montel-Helly Selection Principle, 58, 75
orthogonal projection, 88, 125
multiplication operator, 149
orthonormal basis, 93
canonical, 199
orthonormal set, 93
compact, 185
complete, 93
multiplicity, 172, 173
orthopro j ector, 88
nets, 70
parallelogram law, 84
Neumann series, 109
Parseval's equality, 94
norm, 1
partial isometry, 160
equivalent, 15, 16
partially ordered set, 12
induced by inner product, 83
partial order, 11
normal operator, 122
point spectrum, 139
polar decomposition, 160
polar decomposition, 155, 158
normed algebra, 24
polarisation identity, 84
normed linear space, 1
positive operator
normed vector space, 1
square root of, 155
norm topology, 103
positive part, 155
numerical range, 219
Index 235

positive semidefinite, 121 for Hilbert spaces, 90

precompact, 163 right shift, 104, 112, 135, 139, 143, 150,
pre Hilbert space, 83 160, 173
probability measure, 57
Schatten spaces, 197
product topology, 66
Schauder basis, 14, 169
projection, 44, 88
Schwarz inequality, 83
projection-valued measure, 209
second dual, 73
canonical, 211
self-adjoint, 119
support of, 218
separable, 8
pvm, 210
sequence
Pythagorean Theorem, 84
positive definite, 59
quadratic form, 92 sesquilinear form, 90
quotient, 19 shift
backward, 150
Rademacher functions, 99
forward, 150
Radon-Nikodym derivative, 207
left, 150
reducing subspace, 126, 184
right, 150
reflexive, 73
weighted, 150
resolvent, 132
singular value decomposition, 160, 184
resolvent identity, 133
singular values, 185, 187
resolvent set, 132
continuity of, 188
Riemann-Lebesgue Lemma, 67
of a product, 188
Riesz's Lemma, 17
Sobolev spaces, 9
Riesz-Fischer Theorem, 7
Spectral Mapping Theorem, 137
Riesz-Herglotz integral representation,
spectral measure, 206
62
integration, 212
Riesz Decomposition Theorem, 179
spectral radius, 135
Riesz Projection, 180
spectral radius formula, 136
Riesz Representation Theorem, 55, 58,
spectral theorem, 155, 198
64, 200
236 Notes on Functional Analysis

for compact operators, 183 invariant, 126

for normal operators, 224 reducing, 126
for unitary operators, 225 suinmable family, 93
in finite dimensions, 198 summable sequence, 20
integral form, 216 support, 206
multiplication operator form, 199
thick range, 149
spectrum, 129, 134. 141
topological dual, 25
approximate point, 140
topology
boundary of, 143
norm, 67
compression, 140
of pointwise convergence, 66, 74
continuous, 141
strong, 67
discontinuity of, 152
usual, 67
of a diagonal operator, 148
weak, 67
of adjoint, 141
weak*, 74
of a multiplication operator, 149
topology on operators, 103
of a normal operator, 153
norm, 103
of normal operator, 146
strong, 103
of product, 145
uniform, 103
of self-adjoint operator, 146
usual, 103
residual, 141
weak, 103
upper semicontinuity of, 153
totally ordered, 12
square integrable kernel, 22
trace, 190, 191, 194
square root, 155
trace class operator, 189
strongly analytic, 131
translation. 42
strongly differentiable, 130
triangle inequality, 1
strong operator topology, 103
trigonometric polynomial, 63
sublinear functional, 28
two-sided ideal, 166
subnet, 71
Tychonoff Theorem, 72, 74
subspace
Uniform Boundedness Principle, 68, 105
Index 237

(U.B.P.), 36

von Neumann's Ergodic Theorem, 227

Walsh functions, 99
weak* compact, 58
weak* continuous, 76
weak* topology, 74
weakly analytic, 131
weakly differentiable, 130
weak operator topology, 103
weak topology, 66, 74, 79
metrisability of unit ball, 97
not metrisable, 69
weighted shift, 150
weight sequence, 151
Weyl's Perturbation Theorem, 223

Young's inequality, 2

Zorn's Lemma, 12, 29, 30

Texts and Readings in Mathematics

1. R. B. Bapat: Linear Algebra and Linear Models (Second Edition)

2. Ra;endra Bhatia: Fourier Series (Second Edition)
3. C. Musili: Representations of Finite Groups
4. H. Helson: Linear Algebra (Second Edition)
5. D. Sarason: Complex Function Theory (Second Edition)
8. M. G. Nadkarni: Basic Ergodic Theory (Second Edition)
7. H. Helson: Harmonic Analysis (Second Edition)
8. K. Chandrasekharan: A Course on Integration Theory
9. K. Chandrasekharan: A Course on Topological Groups
14. R. Bhatia (ed.): Analysis, Geometry and Probability
11. K. R. Davidson: C* - Algebras by Example
12. M. Bhattacharjee et al.: Notes on Infinite Permutation Groups
13. V. S. Sunder: Functional Analysis ---- Spectral Theory
14. V. S. Varadarajan: Algebra in Ancient and Modern Times
15. M. G. Nadkarni: Spectral Theory of Dynamical Systems
16. A. Borel: Semisimple Groups and Riemannian Symmetric Spaces
17. M. Marcolli: Seiberg --- Witten Gauge Theory
18. A. Bottcher and S. M. Grudsky: Toeplitz Matrices, Asymptotic
Linear Algebra and Functional Analysis
19. A. R. Rao and P. Bhimasankaram: Linear Algebra (Second Edition)
20. C. Musili: Algebraic Geometry for Beginners
21. A. R. Rajwade: Convex Polyhedra with Regularity Conditions
and Hilbert's Third Problem
22. S. Kumaresan: A Course in Differential Geometry and Lie Groups
23. Stef Tijs: Introduction to Game Theory
24. B. Sury: The Congruence Subgroup Problem
25. R. Bhatia (ed.): Connected at Infinity
26. K. Mukherjea: Differential Calculus in Normed Linear Spaces
(Second Edition)
27. Satya Deo: Algebraic Topology: A Primer (Corrected Reprint)
28. S. Kesavan: Nonlinear Functional Analysis: A First Course
29. S. Szabo: Topics in Factorization of Abelian Groups
30. S. Kumaresan and G. Santhanam: An Expedition to Geometry
31. D. Mumford: Lectures on Curves on an Algebraic Surface (Reprint)
32. J. W. Milnor and J. D. Stasheff: Characteristic Classes (Reprint)
33. K. R. Parthasarathy: Introduction to Probability and Measure
(Corrected Reprint)
34. A. Mukherjee: Topics in Differential Topology
35. K. R. Parthasarathy: Mathematical Foundations of Quantum
Mechanics
36. K. B. Athreya and S. N. Lahiri: Measure Theory
37. Terence Tao: Analysis I
38. Terence Tao: Analysis II
39. W. Decker and C. Lossen: Computing in Algebraic Geometry
40. A. Goswami and B. V. Rao: A Course in Applied Stochastic
Processes
41. K. B. Athreya and S. N. Lahiri: Probability Theory
42. A. R. Rajwade and A. K. Bhandari: Surprises and Counterexamples
in Real Function Theory
43. G. H. Golub and C. F. Van Loan: Matrix Computations (Reprint of the
Third Edition)
44. Rajendra Bhatia: Positive Definite Matrices
45. K. R. Parthasarathy: Coding Theorems of Classical and Quantum
Information Theory
46. C. S. Seshadri: Introduction to the Theory of Standard Monomials
47. Alain Connes and Matilde Marcolli: Noncommutative Geometry,
Quantum Fields and Motives
48. Vivek S. Borkar: Stochastic Approximation: A Dynamical Systems
Viewpoint
49. B. J. Venkatachala: Inequalities: An Approach Through Problems