Jazar

Spectral theory
Mustapha Jazar
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Mustapha Jazar. Spectral theory. 3rd cycle. Damas (Syrie), 2004, pp.59. �cel-00376389�
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Spectral Theory
M. Jazar
Lebanese University
Faculty of Sciences
Department of Mathematics
May 13, 2004

2
Contents
1 Hilbert spaces 5
1.1 Scalar product . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Projection Theorem . . . . . . . . . . . . . . . . . . . . . . . 9
1.3 Adjoint of a linear continuous mapping . . . . . . . . . . . . . 11
1.4 Hilbert basis . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2 Spectrum of a bounded operator 19

2.1 Spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.2 Hilbert case . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3 Symbolic Calculus 27
3.1 Case of bounded operator . . . . . . . . . . . . . . . . . . . . 27
3.2 Case of a bounded self-adjoint operator . . . . . . . . . . . . 29
4 Compact operators 33
4.1 General properties . . . . . . . . . . . . . . . . . . . . . . . . 33
4.2 Spectral properties of compact operators . . . . . . . . . . . . 35
4.3 Hilbert-Schmidt operators . . . . . . . . . . . . . . . . . . . . 37
4.4 Compact self-adjoint operators . . . . . . . . . . . . . . . . . 40
4.5 Fredholm equation . . . . . . . . . . . . . . . . . . . . . . . . 43
5 Unbounded self-adjoint operators 45

5.1 Closed operators . . . . . . . . . . . . . . . . . . . . . . . . . 45
5.2 Adjoint of an operator . . . . . . . . . . . . . . . . . . . . . . 48
5.3 The L∞ -spectral theorem . . . . . . . . . . . . . . . . . . . . 52
5.4 The L2 -spectral theorem . . . . . . . . . . . . . . . . . . . . . 55
5.5 Stone’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 57
5.6 Laplace operator on bounded open domain of RN . . . . . . . 58
3
4 CONTENTS
Chapter 1
Hilbert spaces
1.1 Scalar product

Let E and F be two C-vector spaces. A mapping f : E −→ F is said to be
antilinear if, for all x, y ∈ E and all λ ∈ C we have f (x + y) = f (x) + f (y)
and f (λx) = λf (x).
Definition 1.1.1 Let E be a complex vector space. We call sesqui-linear

form on E a mapping B: E × E −→ C such that, for all y ∈ E the mapping
x 7−→ B(x, y) is linear and the mapping x 7−→ B(y, x) is anti-linear.
Proposition 1.1.1 (polarization identity)

1. Let E be a complex vector space and B a sesqui-linear form on E. For
all x, y ∈ E we have
4B(x, y) = B(x+y, x+y)−B(x−y, x−y)+iB(x+iy, x+iy)−iB(x−iy, x−iy).
2. Let E be a real vector space and B a bilinear form on E. For all

x, y ∈ E we have
4B(x, y) = B(x + y, x + y) − B(x − y, x − y).
Proof. We have B(x + y, x + y) − B(x − y, x − y) = 2B(x, y) + 2B(y, x).

Replacing y by iy, we find B(x + iy, x + iy) − B(x − iy, x − iy) = 2B(x, iy) +
2B(iy, x) = −2iB(x, y) + 2iB(y, x). ¤
In particular, to determine a symmetric sesqui-linear form B, it suffices

to determine B(x, x) for all x ∈ E.
Corollary 1.1.1 Let E be a complex vector space and B a sesqui-linear

form on E. The following are equivalent:
5
6 CHAPTER 1. HILBERT SPACES
(i) For all x, y ∈ E we have B(y, x) = B(x, y).

(ii) For all x ∈ E, B(x, x) ∈ R.
Proof. Set S(x, y) = B(x, y)−B(y, x). This define a sesqui-linear form. By
the polarization identity, S is zero if and only if, for all x ∈ E, S(x, x) = 0.
¤
Definition 1.1.2 Let E be a complex vector space. We call hermitian

form on E a sesqui-linear form verifying any of the equivalent conditions
of corollary 1.1.1. A hermitian form B on E is said to be positive if, for all
x ∈ E, B(x, x) ≥ 0.
A symmetric bilinear form B on a real vector space E is said to be positive

if, for all x ∈ E, B(x, x) ≥ 0.
We call semi-scalar product, often denoted by (x, y) 7−→< x, y >, any
symmetric positive form on a real vector space or any positive hermitian
form on a complex vector space. It is called scalar product if, it verify in
addition the following property: for all x ∈ E, < x, x >= 0 if and only if
x = 0.
On appelle espace prhilbertien (rel ou complexe) un espace vectoriel (rel
ou complexe) muni d’un produit scalaire.
Exemples.
1. Let E = RN . If a1 , · · · , aN are positive real numbers, the relation
X
< x, y >:= aj xj yj
1≤i≤N
define on E a semi-scalar product, which is a scalar product if and

only if all aj are strictly positive.
2. Let X be metric space locally compact and separable, µ a positive
Radon measure on X and E := D0 (X, K). The relation
Z
< f, g >:= f (x)g(x) dµ(x)
define a semi-scalar product, which is a scalar product if and only if

Suppµ = X.
3. The space E := C2π = {f : R 7−→ K continuous and 2π − periodical}
with the relation
Z 2π
1
< f, g >:= f (x)g(x) dx
2π 0
is a prehilbert space.
1.1. SCALAR PRODUCT 7
4. Let I be a set. Denote, for p ≥ 1, by ℓp (I) ⊂ KI the set of sequences

(xi )i∈I such that |xi |p is summable. Put on ℓp (I) the discrete measure
m, Z X X
x dm = xi := sup xi < ∞,
i∈I J∈Pf (I) i∈J
where Pf (I) is the set of finite parts of I.

The case p = 2 is very particular, ℓ2 (I) with the scalar product defined
by X
< x, y >:= xi yi
i∈I
is a prehilbert space.
The classical proof is applicable to the prehilbert case for:
Proposition 1.1.2 (Cauchy-Schwarz inequality) Let E a prehilbert space.

For all x, y ∈ E we have
| < x, y > |2 ≤< x, x > < y, y > .
√
Corollary 1.1.2 Let E be a prehilbert space. the mapping x 7−→ < x, x >
define a semi-norm on E.
Proof. For all x, y ∈ E, we have < x + y, x + y >=< x, x > + < y <

y > + < x, y > +< x, y > ≤< x, x > + < y, y > +2| < x, y > | ≤
√ √
[ < x, x > + < y, y >]2 , by Cauchy-Schwarz inequality. ¤
Proposition 1.1.3 Let E be a prehilbert space. For all x ∈ E, the linear

form fx : y 7−→< y, x > is continuous. Moreover the mapping x 7−→ fx is
anti-linear and isometric from E into E ∗ .
Proof. Let p be the semi-norm of corollary 1.1.2. For y ∈ E we have

|fx (y)| ≤ p(x)p(y) (Cauchy-Scwarz). So fx ∈ E ∗ and kfx k ≤ p(x). Now
since p(x)2 = fx (x) ≤ kfx kp(x), we get that kfx k = p(x). ¤
In the following we give a case where equality in the Cauchy-Schwarz

inequality occur.
Proposition 1.1.4 Let x, y ∈ E a prehilbert space. Then

| < x, y > | = kxk · kyk if and only if x and y are linearly dependent.
Proof. The condition is clearly sufficient. Assume that | < x, y > | =

kxk kyk and let ε ∈ C, |ε| = 1 such that Re[ε < x, y >] = | < x, y > |. Then
kykxk − εkykxk2 = 0. ¤
A direct consequence of the definition of the norm is
Proposition 1.1.5 (parallelogram identity) For all x, y ∈ E we have
° x + y °2 ° x − y °2 1 ¡
° ° ° °
2 2
¢
° 2 ° = 2 kxk + kyk .
° ° +° °
° 2 °
Definition 1.1.3 Let E be a prehilbert space. We say that two elements x

and y of E are orthogonal if < x, y >= 0. We say that the subsets A and
B are orthogonal if every element of A is orthogonal to every element of B.
We call orthogonal of a part A of E the set A⊥ of elements of E orthogonal
to A.
\
It is clear that A⊥ = kerfx . Hence its is a closed sub-vector space of E.
x∈A
A direct consequence is
Proposition 1.1.6 (Pythagore’s theorem) If x, y ∈ E are orthogonal in

a prehilbert space, then
kx + yk2 = kxk2 + kyk2 .
Definition 1.1.4 A Hilbert space is a complete prehilbert space for the norm
defined by its scalar product.
Fundamental examples.
1. Every finite dimensional prehilbert space is a Hilbert space.
2. If µ is a measure on a measured space, the space L2 (µ) define a Hilbert

space with the following scalar product:
Z
< f, g >:= f g dµ.
1.2. PROJECTION THEOREM 9
1.2 Projection Theorem

One of the fundamental tools of the Hilbert structure is projection theorem.
In the following H is a Hilbert space endowed with the scalar product <, >
and the associated norm k · k.
Theorem 1.2.1 Let C be a nonempty closed and convex set of H. Then

for all x ∈ H, there exists a unique y ∈ C such that
kx − yk = d(x, C).
This point y, called projection of x on C and denoted by PC (x), is char-

acterized by
y∈C and for all z ∈ C Re < x − y, z − y >≤ 0. (1.1)
Proof. Denote by d := inf{kx − yk; y ∈ C} the distance to C. Let y, z ∈ C

and set b := x − y+z y−z y+z
2 and c := 2 . Then d ≤ kbk since 2 ∈ C. Since
x − y = b − c and x − z = b + c, we have
ky − zk2
kx − yk2 + kx − zk2 = 2 kbk2 + kck2 ≥ 2d2 +
£ ¤
.
2
Thus ky − zk2 ≤ 2[kx − yk2 − d2 ] + 2[kx − zk2 − d2 ].
For n ∈ N, set Cn := {y ∈ C; kx − yk2 ≤ d2 + n1 }. Cn is nonempty closed
√
set of H and the diameter of Cn , δ(Cn ) ≤ 2/ n hence tends to zero. Since
H is complete, the intersection of Cn , that is equal to {y ∈ C; kx − yk = d},
contains a unique point y0 .
Let y ∈ C. For t ∈ [0, 1], we have y0 + t(y − y0 ) ∈ C, hence ky0 + t(y −
y0 ) − xk ≥ ky − y0 k. Set f (t) := ky0 + t(y − y0 ) − xk2 = ky0 − xk2 + 2tRe <
y0 − x, y − y0 > +t2 ky − y0 k2 . Since f (0) ≤ f (t) for all t ∈ [0, 1], f ′ (0) ≥ 0,
i.e. Re < y0 − x, y − y0 >≥ 0. ¤
Denote by PC the projection on C. Condition (1.1) permits to show that

PC is a contraction:
Proposition 1.2.1 Under the same hypothesis, for all x, y ∈ H, we have
kPC (x) − PC (y)k ≤ kx − yk.
Proof. Set u := PC x and v := PC y. We have
Re < x − y, u − v > = Re < x − v, u − v > +Re < v − x, u − v >

= Re < x − u, u − v > +ku − vk2 + Re < v − x, u − v >
≥ ku − vk2 .
Hence by Cauchy-Schwarz inequality, ku − vk2 ≤ kx − yk ku − vk. ¤
In the case of sub-vector space:
Proposition 1.2.2 Let E be a closed sub-vector space of H. Then PE is a

linear operator from H to E. If x ∈ H, then PE (x) is the unique element
y ∈ H such that
y∈E and x − y ∈ E ⊥ .
Proof. Condition (1.1) could be written as

y ∈ E, and for all z ∈ E, Re < x − y, z − y >≤ 0.
But if y ∈ E and λ ∈ C∗ , the mapping z ′ 7−→ z = y + λ̄z ′ is a bijection from
E onto itself. Condition (1.1) is then equivalent to
y ∈ E, and for all z ′ ∈ E, and all λ ∈ C, Re[λ < x − y, z ′ >] ≤ 0
which is equivalent to
y∈E and x − y ∈ E ⊥ .
Corollary 1.2.1 For all closed sub-vector space E of H, we have
H = E ⊕ E⊥
and the projector on E associated to this direct sum is PE . PE is called

orthogonal projector on E.
Proof. If x ∈ F , x = PE x + (x − PE x) and by proposition 1.2.2, PE x ∈ E

and x − PE x ∈ E ⊥ . From the other hand, if x ∈ E ∩ E ⊥ , then < x, x >= 0,
so x = 0. ¤
Corollary 1.2.2 For all sub-vector space E of H, we have
H = E ⊕ E⊥.
In particular, E is dense in H if and only if E ⊥ = {0}.
Proof. Remember that E ⊥ = Ē ⊥ . ¤
Corollary 1.2.3 For all sub-vector space E of H, we have
E = E ⊥⊥ .
1.3. ADJOINT OF A LINEAR CONTINUOUS MAPPING 11
Proof. Clearly E ⊂ E ⊥⊥ and hence, since E ⊥⊥ is closed, Ē ⊂ E ⊥⊥ . From

the other hand we have H = Ē ⊕ E ⊥ and H = E ⊥⊥ ⊕ E ⊥ . ¤
Proposition 1.2.3 The anti-linear isometric mapping x 7−→ fx of propo-

sition 1.1.3 is a bijection from H onto H ∗ .
Proof. Let x∗ ∈ H ∗ and denote by E its kernel. If x∗ 6= 0 then E 6= H

and E ⊥ 6= {0} (corollary 1.2.2). Let then x ∈ E ⊥ , x 6= 0. So fx is zero on
E. Since fx (x) 6= 0, there exists λ ∈ K such that x∗ (x) = λfx (x). Since E
is a hyperplane and x 6∈ E, we have H = E ⊕ Kx. Thus x∗ and λfx that
coincide on E and on x are equal. Therefore x∗ = fλ̄x . ¤
Corollary 1.2.4 Every Hilbert space is reflexive.
Proof. Let H be a Hilbert space and ℓ ∈ H ∗∗ . The mapping x 7−→ ℓ(fx )

belongs to H ∗ . By the last proposition, there exists y ∈ H such that for all
x ∈ H we have ℓ(fx ) = fy (x) =< y, x >= fx (y). Thus for every x∗ ∈ H ∗ we
have ℓ(x∗ ) = x∗ (y), i.e ℓ is the image of y by the canonical injection from H
to H ∗∗ . ¤
1.3 Adjoint of a linear continuous mapping

Recall that L(E, F ) denote the space of linear continuous (operator) from
E into F and that L(E) = L(E, E). In what follows E and F are Hilbert
spaces.
Theorem 1.3.1 (Riesz) The mapping
E −→ E ∗
½
y 7−→ φy : y ∗ ∈ E ∗ 7−→ φy (y ∗ ) :=< y ∗ , y >

is surjective isometry. In other words, for all linear continuous form φ on
E, there exists a unique y ∈ E such that φ = φy and kyk = kφy k.
In the following we study some important applications of Riesz’s Theo-

rem.
Proposition 1.3.1 Let T ∈ L(E, F ). There exists a unique T ∗ ∈ L(F, E)

such that for all x ∈ E and all y ∈ F we have
< T x, y >=< x, T ∗ y > .
T ∗ is called the adjoint of T .

Proof. For all y ∈ F , the mapping x 7−→< T x, y > is linear and continuous.
There exists then a unique element y ∗ denoted by T ∗ y ∈ E such that for all
x ∈ E we have < T x, y >=< x, T ∗ y >. Clearly T ∗ is linear.
Now, for all x ∈ E and all y ∈ F we have | < x, T ∗ y > | = | < T x, y >
| ≤ kT xk kyk ≤ kT k kxk kyk. Thus kT ∗ yk ≤ kT k kyk. Therefore T ∗ is
continuous and kT ∗ k ≤ kT k. ¤
Hereafter some properties of adjoint operator:
Proposition 1.3.2 The mapping T 7−→ T ∗ is anti-linear and isometric

from L(E, F ) into L(F, E): for all T ∈ L(E, F ) we have T ∗∗ = T and
kT ∗ ◦ T k = kT k2 . For all Hilbert space G, all S ∈ L(E, F ) and all T ∈
L(F, G) we have (T ◦ S)∗ = S ∗ ◦ T ∗
Proof. kT ∗ T k ≤ kT ∗ k kT k ≤ kT k2 . Now, for x ∈ E, with kxk ≤ 1 we have

kT xk2 =< T x, T x >=< x, T ∗ T x >≤ kT ∗ T k (Cauchy-Schwarz). Hence
kT k2 ≤ kT ∗ T k. ¤
Proposition 1.3.3 Let T ∈ L(E, F ). Then ker T ∗ = Im T ⊥ and T ∗ (F ) =

(ker T )⊥ .
Proof. Let y ∈ F . y ∈ kerT ∗ if and only if for all x ∈ E, < T x, y >=<

x, T ∗ y >= 0 if and only if y ∈ T⊥ . From corollary 1.2.3, ImT = kerT ∗ ⊥ ,
replace then T by T ∗ . ¤
Definition 1.3.1 An element U ∈ L(E, F ) is said to be unitary if U ∗ ◦U =

IdE and U ◦ U ∗ = IdF . T ∈ L(E) is said to be normal if T ∗ ◦ T = T ◦ T ∗ ,
self-adjoint if T = T ∗ and positive if it is self-adjoint and, for all x ∈ E
we have < T x, x >≥ 0.
Examples.
1. Let H be a Hilbert space and P ∈ L(H) an orthogonal projector and

E := Im(P ) its image. For all x, x′ ∈ E and y, y ′ ∈ E ⊥ we have
< P (x + y), x′ + y ′ >=< x, x′ >=< x + y, P (x + y) >; hence P is
self-adjoint. Moreover, < P (x + y), x + y >=< x, x >≥ 0 hence P is
positive.
2. For all T ∈ L(H), T T ∗ and T ∗ T are self-adjoint.

1.3. ADJOINT OF A LINEAR CONTINUOUS MAPPING 13
3. Consider the Hilbert space H := L2 (Ω, µ) where Ω is a measurable

space and µ a σ-finite measure (i.e. Ω is countable union of subset of
finite measure for µ). Let K ∈ L2 (µ × µ). For f ∈ H define
Z
TK (f ) := K(x, y)f (y) dµ(y)
for µ-a.e. x. By Cauchy-Schwarz inequality, TK f ∈ H and TK is a

linear continuous operator on H whose norm verify
kTK k ≤ kKkL2 (µ×µ) .
By Fubini’s theorem, one can verify that
< TK f, g >= f, TK ∗ g >,
where K ∗ (x, y) := K(y, x). Thus TK ∗ = T ∗ . It is easy to verify that

K
TK is self-adjoint if and only if, K(x, y) = K(y, x) for µ-a.e x and y.
Proposition 1.3.4 Let T be a self-adjoint operator on H, then
kT k = sup{< T x, x > with x ∈ E, kxk = 1}.
Proof. Let γ := sup{< T x, x > with x ∈ E, kxk = 1}. We have γ ≤ kT k

and for all x ∈ H, | < T x, x > | ≤ γkxk2 . Let y, z ∈ H nad λ ∈ R, then
| < T (y±λz), y±z > | = | < T y, y > ±2λRe < T y, z > +λ2 < T z, z > | ≤ γky±zk2 .
Hence
4|λ|Re < T y, z >≤ γ ky + λzk2 + ky − λzk2 = 2γ kyk2 + λ2 kzk2 ,

£ ¤ £ ¤
this is true for all real λ, hence |Re < T y, z > | ≤ γkyk kzk. Choose now
z = T y. ¤
Proposition 1.3.5 Let T ∈ L(E, F ). The following conditions are equiva-

lent:
(i) T is unitary.
(ii) T is surjective and T ∗ ◦ T = IdE .
(iii) T is an isometry from E to F .

Proof. (i)⇒(ii): Since T ∗ T = IdF , T is surjective.

(ii)⇒(iii): If T ∗ T = IdF , then for all x ∈ E, we have kT xk2 =< T x, T x >=<
x, T ∗ T x >=< x, x >= kxk2 .
(iii)⇒(i): Since (x, y) 7−→< x, T ∗ T y >=< T x, T y > is a scalar product on
E, by polarization identity we get that, for all x, y ∈ E, < x, T ∗ T y >=<
x, y >. Hence T ∗ T y − y ∈ E ⊥ = {0}. Thus T ∗ T = IdF and since T is
bijective, T ∗ = T −1 . ¤
Definition 1.3.2 (Weak convergence) We say that a sequence (xn ) ⊂ E

converges weakly in E if for all y ∈ E we have
lim < xn , y >=< x, y > .

n→∞
x is called weak limit of the sequence (xn ).
It is clear that a weak limit of a sequence is unique, and by Cauchy-

Schwarz inequality, strong convergence implies weak convergence.
As a direct application of Riesz’s Theorem one can deduce the following
version of Banach-Alaoglu’s Theorem in Hilbert space.
Theorem 1.3.2 From every bounded sequence of E one can extract a weakly
convergent subsequence.
The existence of the adjoint of an arbitrary linear continuous operator

gives the following property.
Proposition 1.3.6 Let (xn ) be a sequence of E that converges weakly to

x ∈ E. Then for all T ∈ L(E), the sequence T xn converges weakly to T x.
Proof. For all y ∈ E we have
lim < T xn , y >=< xn , T ∗ y >=< x, T ∗ y >=< T x, y > .

n
1.4 Hilbert basis

In this section E will denote a prehilbert space. A system (xi )i∈I of E is
said to be orthogonal system if for all i 6= j, xi ⊥ xj . Recall that, by
Pythagore’s theorem, we have, for all finite subset J of I
°X °2 X
° °
xi ° = kxi k2 .
° °
°
° °
i∈J i∈J
We get then directly the following proposition.

1.4. HILBERT BASIS 15
Proposition 1.4.1 An orthogonal system in which all elements are non

zero is a free system.
P
Proof. Let J ⊂ I a finite part and (λj )j∈J ⊂ K such that j∈J λj xj = 0.
Then ° °2
°X ° X
|λj |2 kxj k2 ,
° °
0=° ° λj xj °
° =
° j∈J ° j∈J
and so λj = 0 for all j ∈ J. ¤
Definition 1.4.1 An orthogonal system whose elements are of norm 1 is

called orthonormal basis (or orthonormed). A total orthonormal basis of
E is called Hilbert basis of E.
Examples.
1. Let T > 0 and CT the space of T -periodic continuous functions from

R into K which is a prehilbert space. For n ∈ Z set
2iπnx
en (x) := e T .
It is easy to see that the class (en )n∈Z is an orthonormal system of CT .

Moreover this system is total in CT endowed with supremum norm.
Since the norm associated to the scalar product is less than or equal
to the supremum norm, this system is a Hilbert basis.
2. Consider the space E = ℓ2 (I). Define for j ∈ I, the element ej ∈ E

by ej (j) = 1 et ej (i) = 0 for i 6= j. The system (ej )j∈I is orthonormal
(evident). Let’s show P that it is total. For this, let x ∈ E and ε > 0. By
definition, and since i∈I |xi |2 < ∞, there exists a finite part J ⊂ I
such that X X X
|xi |2 = |xi |2 − |xi |2 ≤ ε2 .
i∈I,i6=J i∈I i∈J
This implies that

° °2
° X °
°x − xi ei ° ≤ ε2 .
° °
° °
i∈J
Thus ℓ2 (I) is a Hilbert space and (ei )i∈I is a Hilbert basis of ℓ2 (I).
Proposition 1.4.2 Let (ei )i∈I a finite orthonormal system of E and let F
be the vector space generated by this system. For all x ∈ E, the orthogonal
projection PF (x) is given by
X
PF (x) = < x, ei > ei .
i∈I
Consequently,
° °2
° X ° X
2
kxk = °x − < x, ei > ei ° + | < x, ei > |2 .
° °
° °
i∈I i∈I
P
Proof. For the first point, it suffices to show that y := j∈J < x, ej > ej
verify the properties of proposition 1.2.2. It is clear that y ∈ F and for all
j ∈ J, < x − y, ej >= 0, so x − y ∈ F ⊥ . For the rest apply Pythagore’s
theorem. ¤
A first consequence:
Proposition 1.4.3 Bessel’s inequality Let (ei )i∈I be an orthonormal sys-

tem of E. Then for all x ∈ E we have
X
| < x, ei > |2 ≤ kxk2 .
i∈I
In particular, (< x, ei >)i∈I is an element of ℓ2 (I).
The equality in the previous inequality is characterized by
Theorem 1.4.1 Bessel-Parseval Let (ei )i∈I an orthonormal system of E.

The following properties are equivalent:
(i) The system (ei )i∈I is a Hilbert Basis.
(ii) For all x ∈ E, kxk2 = | < x, ei > |2 (Bessel’s equality).

P
i∈I
P
(iii) For all x, y ∈ E, < x, y >= i∈I < x, ei > < ei , y >.
Thus, if (ei )i∈I is a Hilbert basis of E, the mapping from E into ℓ2 (I) defined
by x 7−→ (< x, ei >)i∈I is a linear isometry. This isometry is surjective if
and only if E is Hilbert space.
1.4. HILBERT BASIS 17
Proof. (i)⇒(ii): Let x ∈ E. For all ε > 0, there exists a finite subset J ⊂ I
s.t. the distance between x and span(ej , j ∈ J) is less than ε or equal. By
proposition 1.4.2,
X X
kxk2 − ε2 ≤ | < x, ej > |2 ≤ | < x, ej > |2 .
j∈J j∈i
Making ε → 0 and using Bessel’s inequality we get the result.

(ii)⇒(i): Conversely, for all x ∈PE, and all ε > 0, there exists a finite subset
J ⊂ I such that kxk2 − ε2 ≤ j∈J | < x, ej > |2 and then by proposition
1.4.2 ° °
° °
° X °
°x − < x, ej > ej
° ≤ ε.
° °
° j∈J °
Thus (ei ) is total.
The equivalence between (ii) and (iii) is direct from the definition of the
scalar product in terms of the norm:
i£
1
kx + yk2 − kxk2 − kyk2 kx + iyk2 − kxk2 − kyk2 .
£ ¤ ¤
< x, y >:= 2 +
2
If the isometry is surjective then E is isometric to ℓ2 (I) and hence complete.
Now assume that E is a Hilbert space and let (xi )i∈I ∈ ℓ( I). Set a := |xi |2 .
P
There exists then
P an increasing sequence (Jn ) P
of finite subsets of I such that
2 −n
for all n ∈ N, Jn |xi | ≥ a − 2 . Set un := Jn xi ei . Then, if p < n,
X
kup − un k2 = |xi |2 ≤ 2−n .
j∈Jp ,j6∈Jn
X
Thus (un ) converges to some x ∈ E. Since a = |xi |2 , for all i 6∈ ∩Jn ,
i∈∩n Jn
xi = 0 and < x, ei >= limn→∞ < un , ei >= 0. If i ∈ ∩Jn , then < x, ei >=
limn→∞ < un , ei >= xi . Thus < x, ei >= xi for all i, which proves the
surjectivity. ¤
As a consequence we get
Theorem 1.4.2 Let (ei )i∈I a Hilbert system of E. Then for all all x ∈ E
we have X
x= < x, ei > ei .
i∈I
Proof. By proposition 1.4.2 we know that for every finite subset J ⊂ I we

have ° °2
° X ° X
2
| < x, ej > |2 .
° °
°x − < x, ej > ej ° = kxk −
°
°
° j∈J ° j∈J
It suffices then to apply the definitions and the second property of the last
theorem. ¤
Proposition 1.4.4 Schmidt orthonormalization procedure Let N ∈

{1, 2, · · ·} ∪ {+∞} and (fn )0≤n≤N a free system of E. There exists an or-
thonormal system (fn )0≤n≤N of E, such that, for all p < N , the systems
(fn )0≤n≤p and (en )0≤n≤p generate the same sub-vector spaces of E.
Proof. Left as an exercise to the reader.
Using this procedure, one can directly show the following
Corollary 1.4.1 A prehilbert space is separable if and only if it admits a

countable Hilbert basis.
Two prehilbert spaces are said to be isometric if there exists a surjective

isometry from one of them to the other. Another consequence of theorem
1.4.1:
Corollary 1.4.2 An infinite dimensional Hilbert space is separable if and

only if it is iometric to the Hilbert space ℓ2 .
Chapter 2
Spectrum of a bounded
operator
In this chapter we give elementary definitions and properties concerning the

spectrum of a linear operator on a Banach or Hilbert space.
2.1 Spectrum
If E is a Banach space on K = C, denote by L(E) the Banach algebra (non
commutative) of linear continuous mappings from E into itself. The product
of two elements T, S is the composition: T S := T ◦ S. An element T ∈ L(E)
is said to be invertible, if it admits an inverse in L(E). In other terms, if
T is invertible, it is bijective and its inverse in L(E) is unique and equal to
T −1 . Indeed, a direct application of the open mapping theorem is that the
inverse of a linear bijective continuous operator is always continuous.
We start by a simple but useful lemma.
Lemma 2.1.1 Let T ∈ L(E) with kT k < 1. Then Id + T is invertible. The

series of general term (−T )n converges and its sum is (Id + T )−1 .
k Since kT n k ≤ kT kn , we have, for p ≤ q,

P
Proof. Set Sn := 0≤k≤n (−T ) .
° °
kT kp
° X °
k °
° °
kSq − Sp k = °
° (−T ) )° ≤ ,
°p+1≤k≤q ° (1 − kT k)
thus Sn is a Cauchy sequence in the complete space L(E). Let S be its limit.
For all n, Sn+1 = Id − T Sn = Id − Sn T . Making n → ∞ we get the equality:
S = I − ST = Id − T S, thus Id + T is invertible and (Id + T )−1 = S. ¤
19
20 CHAPTER 2. SPECTRUM OF A BOUNDED OPERATOR
Proposition 2.1.1 Let E, F be two Banach spaces. The set U ⊂ L(E, F )

of linear continuous and invertible mapping is an open of L(E, F ). The
mapping Φ: T 7−→ T −1 is continuous is differentiable from U into L(F, E)
and its differential is (dΦ)T : S 7−→ −T −1 ST −1 .
Proof. If F = E and by the last lemma, V the set of linear continu-

ous invertible mapping in L(E), is a neighborhood of Id and the mapping
ψT 7−→ T −1 is continuous and differentiable and dψId h = −h.
In general. Let T ∈ U . Observe that S is invertible if and only if T −1 S is
invertible. In this case, S −1 = (T −1 S)−1 T −1 . In other terms, denoting by
f : L(E, F ) → L(E), f (S) := T −1 S and g: L(E) → L(E, F ), g(S) := ST −1 ,
we have U = f −1 (V ) and for all S ∈ U , φ(S) = g(ψ(f (S))). Therefore, U
is a neighborhood of T and since f and g are linear and continuous, φ is
differentiable at T and dφT = g ◦ dψId ◦ f , i.e. dφT (h) = −T −1 hT −1 . ¤
Definition 2.1.1 Let T ∈ L(E). We call resolvant of T , denoted by ρ(T )

the set of λ ∈ C such that λId − T is invertible. We call spectrum of
T , denoted by σ(T ), the complementary of the resolvant: σ(T ) := C\ρ(T ).
Finally, we call resolvent of T the mapping that to λ ∈ ρ(T ) associate
(λId − T )−1 , denoted by R(λ) or R(λ, T ).
Proposition 2.1.2 (Resolvent equation)

Let T ∈ L(E). Then, for all λ, µ ∈ ρ(T ), we have
R(λ) − R(µ) = (µ − λ)R(λ)R(µ) = (µ − λ)R(µ)R(λ).
Proof. Direct calculation. ¤
Theorem 2.1.1 Let E be a non trivial Banach space and T ∈ L(E). The
spectrum of T is a nonempty compact of C, the resolvent is analytic from
ρ(T ) into L(E) and for all λ ∈ ρ(T ), we have R′ (λ) = R(λ)2 .
Proof. Let U ⊂ L(E) be the set of invertible operators. The mapping

fλ : λ 7−→ T − λ is continuous, hence the inverse image of U is open. Thus
σ(T ) is closed. Let φ: U → L(E) defined by g(S) := S −1 . We have
R(λ) = φ ◦ fλ hence by proposition 2.1.1, Rλ is continuous and differ-
entiable and R′ (λ) = dφfλ (λ) fλ′ (λ), so since fλ′ (λ) = −Id then R′ (λ) =
−R(λ)(−Id)R(λ) = R(λ)2 .
Now let |λ| > kT k. By lemma 2.1.1, Id − λ−1 T is invertible, hence λ − T
is invertible and λR(λ) = −R(λ−1 ). Therefore σ(T ) is bounded and so a
compact of C. Moreover limλ→∞ λR(λ) = −Id. It is clear that λ 7−→ R(λ)
is analytic on ρ(T ). If σ(T ) is empty then R would be entire, and since
2.1. SPECTRUM 21
limλ→∞ R(λ) = 0, by Liouville’s theorem, R ≡ 0, so kIdk ≤ kλ − T kk(λ −

T )−1 k = 0, which is impossible unless E is trivial. ¤
Remark. If dim E < ∞, the spectrum of T could be empty in the case

where K = R. For this, it suffices that the characteristic polynomial does
not admit real solutions, but this is false in the case where K = C.
Example. Let E := C([0, 1]) and T the operator defined for all f ∈ E by
Z x
T f (x) := f (t) dt.
0
It is easy to see that kerT = {0} and ImT = {g ∈ C 1 ([0, 1]); g(0) = 0}.
T is injective but not surjective, in other terms 0 ∈ σ(T ) and 0 6∈ σp (T ).
Let’s show that 0 is the unique spectral value of T : For this take λ 6= 0 and
g ∈ E. If f verify the equation
λf − T f = g, (2.1)
then the function h := T f ∈ C 1 ([0, 1]) and verify
h(0) = 0 and λh′ − h = g. (2.2)
Conversely, if h ∈ C 1 ([0, 1]) verify (2.2), then the function f := h′ is solution
of (2.1). One can see directly that the unique solution of the differential
equation (2.2) is given by
ex/λ x
Z
h(x) = g(t)e−t/λ dt.
λ 0
Therefore,
" #
1 ex/λ x
Z
λf − T f = g ⇐⇒ f (x) = g(x) + g(t)e−t/λ ,
λ λ 0
hence λ ∈ ρ(T ) and

" #
1 ex/λ Z x
(λ − T )−1 g (x) = g(x) + g(t)e−t/λ .
λ λ 0
Proposition 2.1.3 Let T ∈ L(E). The limit limn→∞ kT n k1/n exists and
lim kT n k1/n = inf∗ kT n k1/n .
n→∞ n∈N
This value will be denoted by r(T ) and called spectral radius of T . Moreover,
for all λ ∈ σ(T ), we have |λ| ≤ r(T ) and
r(T ) = max{|λ|; λ ∈ σ(T )}.
In particular r(T ) ≤ kT k and for all λ ∈ σ(T ), |λ| ≤ kT k.
Proof. Set a := inf n∈N∗ kT n k1/n . We have
a ≤ lim inf kT n k1/n .

n→∞
Let ε > 0 and n0 > 0 such that kT n0 kn0 ≤ a + ε. Let n > 0 and p, q integers
with 0 ≤ q ≤ n0 and n = n0 p + q. Hence
kT n k ≤ kT n0 kp kT kq .
q
Since limn→∞ n = 0 and lim np = 1
n0 , we deduce that
lim sup kT n k1/n ≤ kT n0 k1/n0 ≤ a + ε.

n→∞
Since this is valid for all ε > 0, we get limn→∞ kT n k1/n = a.

Now let λ with |λ| > r(T ) and r ∈]r(T ), |λ|[. Since r P
> r(T ), there is n0 > 0
such that for all n ≥ n0 , kT n k ≤ rn . The series n≥0 λ−n−1 T n is then
normally convergent in L(E) and it is easy to see that
   
X X
(λ − T )  λ−n−1 T n  =  λ−n−1 T n  (λ − T ) = Id
n≥0 n≥0
hence λ ∈ ρ(T ).
Let ρ := max{|λ|; λ ∈ ρ(T )}. We know that ρ ≤ r(T ). Set for n > 0 and
t>ρ Z 2π
1
Jn (t) := (t exp(iθ))n+1 R(teiθ ) dθ.
2π 0
Since
∂ h i ∂ h i
(t exp(iθ))n+1 R(teiθ ) = it (t exp(iθ))n+1 R(teiθ ) ,
∂θ ∂θ
we see that
2π
dJn 1 ∂ h
Z i
= (t exp(iθ))n+1 R(teiθ ) dθ = 0
dt 2itπ 0 ∂θ
on ]ρ, ∞[. Hence (expanding R(λ) = λ−n−1 T n ) for all t > ρ, Jn (t) = T n ,
P
thus kT n k = kJn (t)k ≤ tn+1 Mt , where Mt is the maximum of kR(teiθ )k, for
θ ∈ [0, 2π]. Therefore, for all t > ρ, r(T ) ≤ t, since r(T ) = limn→∞ kT n k1/n ,
and so r(T ) ≤ ρ(T ). ¤
We will often use the following (simple) proposition
Proposition 2.1.4 Let E, F two Banach spaces and T ∈ L(E, F ). The

following are equivalent:
2.1. SPECTRUM 23
(i) T is injective and its image is closed.

(ii) There exists K > 0 such that for all x ∈ X we have kT xk ≥ Kkxk.
(iii) There is no sequence (xn ) ⊂ E such that kxn k = 1 and limn→∞ kT xn k =
0.
Proposition 2.1.5 Let E, F be two Banach spaces and T ∈ L(E, F ). Then

t T ∈ L(F ∗ , E ∗ ) is invertible if and only if T is invertible.
Proof. If T is invertible then T −1 T = IdE and T T −1 = IdF . This gives

that t T t (T −1 ) = IdE ∗ and t (T −1 )t T = IdF ∗ . Hence t T is invertible and
(t T )−1 = t (T −1 ).
Conversely, if t T is invertible. Let x ∈ E and x∗ ∈ E ∗ (by Hahn-Banach)
with kx∗ k ≤ 1 and x∗ (x) = kxk. Set y ∗ := (t T )−1 x∗ . Then x∗ = t T y ∗ =
y ∗ ◦ T and ky ∗ k ≤ Kkx∗ k ≤ K, where K := k(t T )−1 k. Thus kxk = x∗ (x) =
y ∗ (T x) ≤ KkT xk. Hence T is injective and its image is closed in F .
By Hahn-Banach theorem there exists A ⊂ F ∗ such that ImT = ∩y∗ ∈A kery ∗ .
So, for all y ∗ ∈ A, y ∗ is zero on ImT . Hence t T y ∗ (= y ∗ ◦ T ) is zero, and
since t T is bijective, y ∗ = 0. Therefore A ⊂ {0}, i.e. ImT = F . ¤
We get directly:
Corollary 2.1.1 σ(T ) = σ(t T ).
Definition 2.1.2 Let T ∈ L(E) and λ ∈ σ(T ). We distinguish three possi-

bilities:
1. λ is an eigenvalue, i.e. λ − T is not injective. We say that λ is in the
point spectrum σp (T ) of T .
2. λ − T is injective but Im(λ − T ) is not dense in E. We say that λ is
in the residue spectrum σr (T ) of T .
3. λ − T is injective but its image is not closed. We say that λ is in the
continuous spectrum σc (T ) of T .
Remarks
1. λ ∈ σr (T ) means that λ is an eigenvalue of t T , but not of T , i.e λ − T
is injective but λ − t T is not: there exists then x∗ ∈ E ∗ such that
(λ − t T )x∗ = 0 hence x∗ ◦ (λ − T ) = 0 which implies that Im(λ − T ) ⊂
kerx∗ . Then Im(λ − T ) is not dense in E.
2. λ ∈ σc (T ) means that λ ∈ σ(T ) but λ is not eigenvalue of T or of t T .
3. We have σ(T ) = σp (T ) ∪ σr (T ) ∪ σc (T ).
2.2 Hilbert case

In this section we consider the particular case where H is a non trivial
Hilbert space. Some properties of bounded self-adjoint operators are given.
From proposition 1.3.3 we deduce directly:
Corollary 2.2.1 Let T ∈ L(H), then
σ(T ∗ ) = σ(T ) = {λ, λ ∈ σ(T )}.
If λ ∈ ρ(T ), then λ ∈ ρ(T ∗ ) and
R(λ, T ) = [R(λ, T )]∗ .
Moreover
σr (T ) = {λ ∈ C\σp (T ); λ̄ ∈ σp (T ∗ )}
Proposition 2.2.1 The residue spectrum of a normal operator is empty.
Proof. Let T ∈ L(H) a normal operator. For all x ∈ H, we have

kT ∗ xk2 =< T ∗ x, T ∗ x >=< x, T T ∗ x >=< x, T ∗ T x >=< T x, T x >= kT xk2 .
So kerT ∗ = kerT . Since for all λ, λ − T is normal, we have ker(λ̄ − T ∗ ) =
ker(λ − T ). Thus λ̄σp (T ∗ ) if and only if λ ∈ σp (T ). We get the result
applying the last corollary. ¤
There is no relation between eigenvalues of T and those of T ∗ :
Example. Let E = ℓ2 (N) and T the operator right shift, defined by (T u) =

v where v is the sequence defined by v0 = 0 and for all i ≥ 1, vi = ui−1 . T
does not admit eigenvalues: σp (T ) = ∅. It is easy to verify that the adjoint
of T is the conjugate of the operator left shift and that σp (T ∗ ) = D(0, 1)
the open unit disc.
Proposition 2.2.2 For all T ∈ L(H) we have kT ∗ T k = kT T ∗ k = kT k2 .
Proof. Since kT ∗ k = kT k we have kT ∗ T k ≤ kT k2 . From the other hand,

kT xk2 =< T x, T x >=< x, T ∗ T, x >≤ kxk2 kT ∗ T k. Hence kT k2 ≤ kT ∗ T k.
Thus kT k2 = kT ∗ T k. ¤
Proposition 2.2.3 The spectral radius of a normal operator is equal to its

norm.
2.2. HILBERT CASE 25
Proof. If T is self-adjoint, then < T x, T x >=< x, T 2 x >, thus kT 2 k = kT k2

n n n −n
and kT 2 k = kT k2 . Hence r(T ) = limn→∞ kT 2 k2 = kT k.
Now if T is normal then we have kT xk2 =< T x, T x >=< x, T ∗ T x >,
hence kT ∗ T k = kT k2 . By induction, k(T ∗ T )n k = kT n k2 and then kT ∗ T k =
ρ(T ∗ T ) = ρ(T )2 = kT k2 . ¤
This gives directly
Corollary 2.2.2 Let T ∈ L(H), then

p p
kT k = r(T T ∗ ) = r(T ∗ T ).
Proposition 2.2.4 Let T be a self-adjoint operator on H. Then

1. σp (T ) ⊂ R.
2. For all λ ∈ C, Im(λ − T ) = [ker(λ − T )]⊥ .
3. Eigen-spaces associated to distinct eigenvalues are orthogonal.
Proof. 1. Let λ ∈ σp (T ) and x ∈ Hλ , i.e. x 6= 0, T x = λx. Then

λkxk2 =< T x, x >∈ R since T is self-adjoint, hence λ ∈ R.
2. direct from proposition 1.3.3.
3. If λ 6= µ are two eigenvalues of T and x ∈ Hλ and y ∈ Hµ , then
λ < x, y >=< T x, y >=< x, T y >= µ < x, y >. Thus < x, y >= 0. ¤
The following theorem states that, in fact, the whole spectrum is real.
Theorem 2.2.1 Let T be a bounded self-adjoint operator on H. Then
σ(T ) ⊂ [m, M ],
m ∈ σ(T ) and M ∈ σ(T ), where
m = inf{< T x, x >, with x ∈ E, kxk = 1}
and
M = sup{< T x, x >, with x ∈ E, kxk = 1}
Proof. Set, for λ ∈ C, d(λ) the distance from λ to the interval [m, M ]. For
all x ∈ H, x 6= 0, we have
< λx − T x, x >= kxk2 [λ− < T y, y >] ,
where y := x/kxk. Then by Cauchy-Schwarz inequality we have
d(λ)kxk2 ≤ | < λx − T x, x > | ≤ kxk kλx − T xk. (2.3)

Now if λ 6∈ [m, M ], then d(λ) > 0 and then λ − T is injective. Let’s show
that ImT is closed. If (λxn − T xn ) is a sequence that converges to y ∈ H,
then by equation (2.3), (xn ) is a Cauchy sequence hence convergent to some
x ∈ H. Clearly λx − T x = y hence y ∈ Im (λ − T ). By proposition 2.2.4,
we have Im(λ − T ) = ker(λ̄ − T )⊥ . Since λ̄ 6∈ [m, M ], Im(λ − T ) = H and
hence λ − T is bijective. Therefore λ ∈ ρ(T ).
Remainder to show that m, M ∈ σ(T ). Let’s show, for example, that m ∈
σ(T ) (for M consider −T ). Set S := T −m, then S is positive. The mapping
(x, y) 7−→< Sx, y > is a scalar product on H. Cauchy-Schwarz inequality
for this scalar product gives, for all x, y ∈ H
| < Sx, y > |2 ≤ | < Sx, x > | | < Sy, y > |. (2.4)
Now by definition of m, there is a sequence (xn ), kxn k = 1, with limn→∞ | <

Sxn , xn > | = 0. Hence by (2.4)
1 1 1 1
kSxn k2 ≤ | < Sxn , xn > | 2 | < Sxn , Sxn > | 2 ≤ | < Sxn , xn > | 2 kSk 2 kSxn k.
1 1
Therefore kSxn k ≤ | < Sxn , xn > | 2 kSk 2 hence tends to zero. If m 6∈ σ(T ),
S is invertible and hence xn → 0 which is impossible. ¤
Using proposition 1.3.4 we get
Corollary 2.2.3 Let T be a self-adjoint operator on H. Then T is positive

if and only if σ(T ) ⊂ R+ . In this case kT k ∈ σ(T ).
Proof. Since T is self-adjoint, kT k = supkxk=1 | < T x, x > | hence kT k =

max{|m|, |M |}. T positive implies that 0 ≤ m ≤ M and so kT k = M ∈
σ(T ). ¤
Chapter 3
Symbolic Calculus
One of the most important aims of spectral theory is the symbolic calculus:
Given a linear operator A, find the functional space A (the best possible) on
which one can define f (A), f ∈ A. A good functional space is for example
H(O) the space of analytic functions on the open O of the complex plane
that contains the spectrum of A. But also, in the case where the spectrum
is real, the space C(R). With a functional space we can “translate properties
of functions to the operators”.
In this chapter we will define such symbolic calculus in the case where
A is bounded, and then in the Hilbert case where A is self-adjoint. Later
we will deal with the case of unbounded self-adjoint operator...
3.1 Case of bounded operator

In all this section X is a Banach space and A a bounded operator, A ∈ L(X).
Denote by RA (X) the set of rational fractions without poles in σ(A), i.e. the
set of fractions pq , where p, q ∈ C(X) with Zero(q) ∩ σ(A) = ∅. This space
will play an important role, since we can define p(A) in a naturel way and
hence pq (A). Note that RA is a ring with identity (1) and for all p, q ∈ RA ,
p(A)q(A) = q(A)p(A).
Proposition 3.1.1 There exists a unique linear mapping Φ: RA → L(X)

homomorphism of rings verifying Φ(1) = Id and Φ(X) = A.
ak X k ∈ C[X], set Φ(p) :=

P
Proof. existence. For all polynomial p(x) =
k
P
ak A ∈ L(X). It is obvious that Φ is linear and Φ(pq) = Φ(p)Φ(q).
Now if p is a polynomial (6= 0) with Zero(p) ∩ σ(A) = ∅, then Φ(A) is invert-
ible: Indeed, it suffices to write p(X) = aΠ(X − rk ), where the rk ’s are the
roots of p (counted with their multiplicity). Since the rk ’s are not in σ(A),
27
28 CHAPTER 3. SYMBOLIC CALCULUS
each A − rk is invertible and so Φ(A).

Now if f = pq ∈ RA then Φ(f ) = p(A)[q(A)]−1 . Of course Φ(f ) is indepen-
dent of the choice of p and q.
The linearity of Φ as well as the homomorphism is direct.
uniqueness. If Ψ: RA → L(X) is another mapping verifying the same prop-
erties, we can show by induction that Ψ(xn ) = An , so by linearity Ψ and Φ
coincide on C[X]. ¤
The uniqueness of the mapping Φ justify the following notation:
Notation. The operator Φ(f ) will be denoted: f (A).
Remark. This justify the appellation symbolic calculus. In fact, if for all
nonnegative integer n, xn is the function xP
7−→ xn , then xn (A) = An . From
this we get that for all polynomial p(x) = ai xi , p(A) defined by use of Φ
is the same as the “classical” p(A).
Theorem 3.1.1 Spectral mapping theorem

For all f ∈ RA we have
σ(f (A)) = f (σ(A)),
and for all g ∈ Rf (A)) , we have g(f (A)) = [g ◦ f ](A).
Proof. Let λ ∈ C. If f − λ does not vanish on the spectrum of A then

h : (f − λ)−1 ∈ RA and since (f − λ)h = 1 then (f − λ)(A)h(A) = Id. Thus
(f − λ)(A) = f (A) − λId is invertible and so σ(f (A)) ⊂ f (σ(A)).
Now let λ ∈ C, that is not a pole of f , there exists then h ∈ RA such that
f − f (λ) = (x − λ)h. Then f (A) − f (λ) = (A − λ)h(A) = h(A)(A − λ). If
f (λ)−f (A) is invertible of inverse R then (T −λ)h(A)S = Id = Sh(A)(A−λ)
and so A − λ is invertible, i.e. λ 6∈ σ(A). Thus f (σ(A)) ⊂ σ(f (A)).
To terminate, notice that the two mappings Rf (A) → L(X) defined by g 7−→
g(f (A)) and g 7−→ [g ◦ f ](A) verify the conditions of proposition 3.1.1, thus
they coincide. ¤
Other type of symbolic calculus could be defined in this framework:

Since the spectrum of A is compact hence bounded, let γ be an arbitrary
path, that is bounded and turns around σ(T ). γ oriented positively. Briefly,
note that the theory of integrals on paths could be generalized for analytic
functions defined on a neighborhood O of Imγ into L(X). Notice also that
the residue formula (Cauchy) still valid. Therefore, if f ∈ H(O), an analytic
function on O valued in L(X) then the formula
Z
f (z) dz,
γ
3.2. CASE OF A BOUNDED SELF-ADJOINT OPERATOR 29
define a bounded operator in L(X). In this framework we can show that

the Dunford integral:
1
Z
Φ(f ) := f (z)R(z, A) dz
2iπ γ
define symbolic calculus on H(O) (that extend the one defined above).
3.2 Case of a bounded self-adjoint operator

In this section, H will be a Hilbert space.
Proposition 3.2.1 Let A ∈ L(X) and f ∈ RA . Then f (A)∗ = f˜(A∗ ),

where f˜ is defined by f˜(λ) = f (λ) for all λ ∈ C that is not a pole of f .
Proof. The mapping RA → L(H) defined by f 7−→ f˜(A∗ )∗ verify the

conditions of proposition 3.1.1. ¤
Proposition 3.2.2 If A ∈ L(H) is normal then for all f ∈ RA , f (A) is

normal.
Proof. For all Y ⊂ L(H) denote by Y ′ := {S ∈ L(H); ST = T S ∀T ∈ Y }.

Y ′ is a closed subspace and a sub-ring of L(H). Moreover, if S ∈ Y ′ and S
invertible then S −1 T = S −1 T SS −1 = S −1 ST S −1 = T S −1 , for all T ∈ Y . In
other words, S −1 ∈ Y ′ . Therefore, if S ∈ Y ′ and f ∈ RS , then f (S) ∈ Y ′ .
Let Y = {A, A∗ } and Z = Y ′ . Since all elements of Y commutes with all
elements of Z, we see that Y ⊂ Z ′ . So f (A), f˜(A∗ ) ∈ Z. Since A is normal,
Y ⊂ Z, then Z ′ ⊂ Y ′ = Z. Thus f (A) ∈ Z ′ and f˜(A∗ ) = f (A)∗ ∈ Z ′ ⊂ Z
so they commute, i.e. f (A) is normal. ¤
Proposition 3.2.3 1. The spectrum of any unitary operator of L(H) is

included into the unit circle C(0, 1) of the complex plane.
2. The spectrum of any self-adjoint operator of L(H) is included into the

real line R.
Proof. 1. Let U ∈ L(H) and λ ∈ σ(U ). Since kU k ≤ 1 the spectral radius

of U is less than 1 or equal, hence |λ| ≤ 1, and since U is bijective λ 6= 0
and by theorem 3.1.1, λ−1 ∈ σ(U −1 ). But U −1 = U ∗ so kU −1 k ≤ 1 thus
|λ−1 | ≤ 1, i.e. |λ| = 1.
2. Let A ∈ L(H) a self-adjoint operator. For all real t, with t > kAk,
A ± tId are invertible. Denote by f the mapping X 7−→ (X + ti)/(X − ti).
Since f˜ = f −1 , by proposition 3.2.1, f (A)∗ = f˜(A) = f (A)−1 thus f (A) is
unitary and by the first point σ(f (A)) ⊂ C(0, 1) = f (R). Using theorem
3.1.1 we get the result. ¤
Notations. If K is a compact space, denote by C(K) the Banach space of

continuous functions from K into C with the supremum norm:
kf k∞ := sup{|f (x)|; x ∈ K}.
If K is a compact of C, denote by z n , for all integer n, the mapping λ 7−→ λn .
Theorem 3.2.1 Let H be a Hilbert space and A ∈ L(H) a self-adjoint or

unitary operator. There exists a unique linear continuous mapping
Φ: C(σ(A)) → L(H) verifying Φ(1) = Id, Φ(z) = A and for all f, g ∈
C(σ(A)), we have Φ(f g) = Φ(f )Φ(g). For all f ∈ RA , we have Φ(f ) =
f (A). Moreover, Φ is an isometry, and for all f ∈ C(σ(A)) we have Φ(f )∗ =
Φ(f ).
Proof. Let φ: RA → C(σ(A)) defined by φ(f ) = f|σ(A) and Ψ: RA → L(H)

defined by Ψ(f ) = f (A). For all f ∈ RA , f (A) is normal by proposi-
tion 3.2.2 hence kf (A)k is equal to its spectral radius. Thus by theorem
3.1.1, kf (A)k = sup{|λ|, λ ∈ σ(f (A))} = sup{|f (λ)|, λ ∈ σ(A)}. Therefore
kΨ(f )k = kφ(f )k∞ .
Now if A is unitary then z̄ = z −1 = φ(X −1 ) ∈ φ(RA ), and if A is self-adjoint
then z̄ = z = φ(X) ∈ φ(RA ). In both cases z̄ ∈ φ(RA ). Now for all f ∈ RA ,
f (z) = f˜(z̄) ∈ φ(RA ). Therefore φ(RA ) is sub-vector space and sub-ring
of C(σ(A)) that contains constants (since 1 = φ(1)) stable under conjugate
and separate points of σ(A) (since z ∈ φ(RA )), so by Stone-Weierstrass the-
orem, φ(RA ) is dense in C(σ(A)). Therefore there exists a unique linear
continuous mapping Φ: C(σ(A)) → L(H) such that Ψ = Φ ◦ φ.
We have Φ(1) = Φ(φ(1)) = Ψ(1) = Id. Φ(z) = Φ(φ(X)) = Ψ(X) = A.
The mappings that to (f, g) ∈ C(σ(A)) × C(σ(A)) associates respectively
Φ(f g) and Φ(f )Φ(g) coincide on Φ(RA ) × Φ(RA ) so they are equals. More-
over the set of functions f ∈ C(σ(A)) with kf (A)k = kf k∞ is closed and
contains Φ(A). Hence Φ is an isometry. Finally, for f ∈ RA , we have
f (A)∗ = f˜(A∗ )Φ(f˜(z̄)) = Φ(f (z)). The set of functions f ∈ C(σ(A)) such
that Φ(f )∗ = Φ(f¯) is closed and contains φ(A), hence this true for all
f ∈ C(σ(A)).
Remains to show uniqueness. If Φ1 is another one, then Φ ◦ φ and Φ1 ◦ φ
coincide on φ(RA ). By density we get Φ = Φ1 . ¤
Notation. For all f ∈ C(σ(A)), denote by Φ(f ) = f (A).
Theorem 3.2.2 Spectral mapping theorem

Let A be a self-adjoint, or unitary operator and f ∈ C(σ(A). Then
3.2. CASE OF A BOUNDED SELF-ADJOINT OPERATOR 31
1. f (A) is normal and σ(f (A)) = f (σ(A)).

2. If f (σ(A)) ⊂ R then f (A) is self-adjoint. If f (σ(A)) ⊂ C(0, 1) then
f (A) is unitary. Moreover, in these cases, for all g ∈ C(σ(f (A))) we
have g ◦ f (A) = g(f (A)).
Proof. 1. We have f (A)∗ = f¯(A), so f (A)f (A)∗ = [f f¯](A) = f (A)∗ f (A),

so f (A) is normal.
Now, if λ 6∈ f (σ(A)), let h ∈ C(σ(A)) the function s 7−→ 1/[f (s) − λ]. Since
h(f − λ) = (f − λ)h = 1, then h(A)[f (A) − λ] = [f (A) − λ]h(A) = Id and
so λ 6∈ σ(f (A)).
Conversely, if λ ∈ f (σ(A)), for ε > 0, set f1 := f − ε and g := ε/(|f1 | +
ε). Notice that kgk∞ = 1, and since |f1 g|(t) = ε|f1 (t)|/[|f1 (t)| + ε] so
kf1 gk < ε. Since Φ is isometry we have kg(A)k = 1 and kf1 (A)g(A)k < ε.
Since kg(A)k = 1 > kf1 gk∞ /ε, there exists x ∈ H such that kg(A)xk >
kf1 gk∞ kxk/ε and so kf1 (A)g(A)xk ≤ kf1 (A)g(A)kkxk < εkg(A)xk. Thus
there is y = g(A)x such that kf1 (A)yk < εkyk. Thus f1 (A) = f (A) − λ is
not injective hence λ ∈ σ(f (A)).
2. If f = f¯ then f (A) = f¯(A) = f (A)∗ . If f (σ(A)) ⊂ C(0, 1) then f f¯ = 1,
hence f (A)f (A)∗ = f (A)∗ f (A) = [f f¯](A) = Id; f (A) is unitary. Finally the
mapping g 7−→ [g ◦ f ](A) verifies the conditions of the last theorem, hence
coincides with g 7−→ g(f (A)). ¤
Theorem 3.2.3 Let A ∈ L(H). The following conditions are equivalent:

(i) For all x ∈ H, < Ax, x >∈ R+ .
(ii) There exists S ∈ L(H), A = S ∗ S.
(iii) There exists S ∈ L(H) self-adjoint, A = S 2 .
(iv) A is self-adjoint and σ(A) ⊂ R+ .
Proof. (ii)⇒(i): < T x, x >=< S ∗ Sx, x >=< Sx, Sx >≥ 0.

(iii)⇒(ii) is direct. √
(iv)⇒(iii): Assume that A∗ = A and σ(T ) ⊂ R+ . Denote by f : t 7−→ t.
Then by the last theorem, we have f (A) = f (A)∗ , moreover f (A)2 = A.
(i)⇒(iv): The mapping (x, y) 7−→< Ax, y > is sesqui-linear and < Ay, x >=
< Ax, y > hence A is self-adjoint. Thus σ(A) ⊂ R. Let t < 0 and let’s show
that A − t is bijective. For all x ∈ H, we have
−tkxk2 ≤ −tkxk2 + < Ax, x >=< (A − t)x, x >≤ k(A − t)xkkxk
so −tkxk ≤ k(A − t)xk and so A − t is injective with closed graph. Now

since the residual spectrum of every normal operator is empty, we get the
result. ¤
Definition 3.2.1 (Fractional powers) If A ∈ L(H) is self-adjoint and

positive and α ∈]0, +∞[, set Aα = fα (A) where fα is the mapping t 7−→ tα .
Remark. By theorem 3.2.2, we have, for all α, β > 0
• A1 = A,
• (Aα )β = Aαβ ,
• Aα Aβ = Aα+β .
Corollary 3.2.1 (Square root) For all positive self-adjoint operator A ∈

1
L(H), square root of A, A 2 is a positive self-adjoint operator.
Chapter 4
Compact operators
In this chapter we will study spectral properties of some particular type of

operators: compact operators and Hilbert-Schmidt operators. We will see
also Fredholm alternative.
4.1 General properties

In all this section, E and F are two Banach spaces.
Definition 4.1.1 A ∈ L(E, F ) is called compact if the image of the closed

unit ball of E, A(BE (0, 1)) is relatively compact in F . Denote by K(E, F )
the set of compact operators from E into F and K(E) = K(E, E).
Remarks.
1. A ∈ K(E, F ) if and only if the image by A of any bounded subset of

E is relatively compact in F .
2. A ∈ K(E, F ) if and only if the image by A of any bounded sequence

of E is a sequence of F with convergent subsequences.
3. Riesz theorem becomes: Id ∈ K(E, E) if and only if the dimension of

E is finite.
Examples.
1. Every operator T of finite rank, i.e. dim ImT < ∞ is compact. In

fact, the image T (B̄) is bounded in a finite dimensional space hence
relatively compact in ImT hence relatively compact in F .
33
34 CHAPTER 4. COMPACT OPERATORS
2. Let X, Y be two compact metric spaces, K ∈ C(X × Y ) and µ any

Radon measure on Y . Define the kernel operator TK , for all f ∈
C(Y ) by Z
(TK f )(x) := K(x, y)f (y) dµ(y).
TK is compact operator.
3. Let a < b, K ∈ C([a, b]2 ) and α, β two continuous functions from [a, b]
into itself. For f ∈ C([a, b]) and x ∈ [a, b] set
Z β(x)
T f (x) := K(x, y)f (y) dy.
α(x)
The operator T is compact: T ∈ K(C([a, b]).

In fact, for all f ∈ E where E := C([a, b]), we have
kT f k ≤ M kKk kf k,
where M := supx∈[a,b] |β(x) − α(x)|. Hence T (B̄) is a bounded in E.

From the other hand, for all x, y ∈ [a, b] and all f ∈ E we have
|T f (x) − T f (y)| ≤ Mx,y kf k,
where
Mx,y := kKk (|β(x) − β(y)| + |α(x) − α(y)|)

+(kαk∞ + kβk∞ ) sup |K(x, z) − K(y, z)|.
z∈[a,b]
Uniform continuity of K on [a, b]2 implies that T (B̄) is equicontinuous

in E. We conclude using Ascoli’s theorem.
4. Integration operator
Z x
T f (x) := f (t) dt
a
is a compact operator on C([a, b]).
Proposition 4.1.1 Let R ∈ K(E, F ), T ∈ L(E1 , E), S ∈ L(F, F1 ) where

E1 and F1 are normed spaces. Then SRT is a compact operator.
Proof. Indeed, ³ ´
SRT (BE ) ⊂ kT kS R(BE ) .
Continuous image of a compact being a compact, we get the result. ¤
4.2. SPECTRAL PROPERTIES OF COMPACT OPERATORS 35
Proposition 4.1.2 K(E, F ) is a closed sub-vector space of L(E, F ).
Proof. Let T, S be two compact operators from E to F and λ, µ ∈ K. Then
(λT + µS)(BE ) ⊂ λT (BE ) + µS(BE ),
and this last set is compact since if K and H are two compacts then λK +µH
is compact as continuous image of K ×H. To show that K(E, F ) is closed, let
(Tn ) be a sequence of compact operators that converges to T (in L(E, F )). It
suffices to show that T B̄E . Let ε > 0, and n ∈ N such that kT − Tn k ≤ ε/3.
Let f1 , · · · , fk ∈ B̄E such that the balls B(Tn fi , ε/3) is a cover of Tn B̄E .
Let then f ∈ B̄E and let j ≤ k such that kTn f − Tn fj k ≤ ε/3. By triangle
inequality we get kT f − T fj k < ε. Hence
[
T B̄E ⊂ B(T fj , ε),
1≤j≤k
thus T B̄E is precompact. ¤
Since every finite rank operator is compact, we get
Corollary 4.1.1 Every limit of operators of finite rank is a compact oper-

ator.
We terminate this section by the Schauder Theorem:
Theorem 4.1.1 Let T ∈ L(E, F ). T is compact if and only if t T is com-

pact.
Proof.
4.2 Spectral properties of compact operators

In all this section E is a Banach space and T a compact operator.
Lemma 4.2.1 Let F be a closed sub-vector space of a normed vector space

E, F 6= E, then there exists u ∈ E, kuk = 1 with d(u, F ) ≥ 12 .
Proof. Let v ∈ E\F and δ := d(v, F ). Let w ∈ F with kv − wk < 2δ. Take
v−w
u := kv−wk . ¤
Proposition 4.2.1 Let T ∈ K(E). Then

1. the sub-vector-space ker(I − T ) is of finite dimension.
2. the sub-vector-space Im(I − T ) is closed
3. the operator I − T is invertible in L(E) if and only if it is injective.
Proof. 1. Denote by F := ker(I − T ). F is a closed sub-vector-space of E

and B̄F = T B̄F = T B̄E ∩F hence compact, so by Riesz theorem dimF < ∞.
2. Let y ∈ Im(I − T ) and (xn ) a sequence of E with lim xn − T xn = y.
First case: The sequence (xn ) is bounded. Since T is compact, by choos-
ing a subsequence we can assume that (T xn ) converges to z ∈ E. Then
lim xn = y+z and by continuity of T , z = T (y+z) hence y = (y+z)−T (y+z).
Second case: The sequence is not bounded. Set, for n ≥ 0, dn := d(xn , ker(I−
T )). Since, by the first point, dimker(I−T ) < ∞, there exists zn ∈ ker(I−T )
with dn = kxn − zn k (since the continuous function distance will attain its
minimum on the nonempty compact B(xn , kxn k) ∩ ker(I − T )). If the se-
quence (dn ) is bounded we can replace (xn ) by (xn − zn ) (since T zn = zn )
and apply the first case. If not, using a subsequence, we can suppose that
lim dn = ∞. Since the sequence ((xn − zn )/dn is bounded, we can assume,
by use of subsequence, that T [(xn − zn )/dn ] is convergent to some u ∈ E.
We deduce that
xn − zn y
lim = u + lim = u,
n→∞ dn dn
which implies that T u = u and for n large, kxn − zn − dn uk < dn which is
impossible and so the sequence (dn ) is bounded and y ∈ Im(I − T ).
3. Assume that I − T is injective, set E1 := Im(I − T ) and suppose that
E1 6= E. Set for all n, En := Im(I − T )n with E0 := E. Let’s show by
induction that for all n, En is closed and En+1 ( En . This is true for n = 0.
Assume it true for n. Clearly T En ⊂ En and hence T induces Tn ∈ L(En ).
Since En is closed Tn BEn ⊂ T B̄E ∩ En which is compact. Hence Tn is
compact on En . Since En+1 = (IdEn − Tn )En , then by the second point,
En+1 is closed in En and hence in E. It is obvious that En+1 ⊂ En+2 . Now
since I − E is injective we get, En 6= En+1 implies that En+1 6= En+2 since
En+1 = (I − T )(En ) and En+2 = (I − T )(En+1 ). To find a contradiction,
by the last lemma, there is a sequence (un ) such that for all n, un ∈ E,
kun k = 1 and d(un , En+1 ) ≥ 12 . Then for n < m, T un − T um = un − vn,m
with vn,m = T um +(I −T )un ∈ En+1 . Thus for all n 6= m, kT un −T um k ≥ 12 .
This is in contradiction with the compacity of T B̄. Thus I − T is surjective.
Remainder to show continuity of (I − T )−1 . By contradiction, suppose that
there is a sequence (xn ) 6→ 0 with lim xn − T xn = 0. By use of subsequence,
we can assume that for all n, kxn k ≥ ε, for some ε > 0. Set un := xn /kxn k.
Again, since T is compact, we can assume that (T un ) converges to some
v ∈ E. But this will imply that lim un = v and so kvk = 1 and then by
continuity T v = v, so (I −T )v = 0 which is impossible since I −T is injective.
¤
4.3. HILBERT-SCHMIDT OPERATORS 37
Theorem 4.2.1 Let T ∈ K(E).

1. If dimE = ∞ then 0 ∈ σp (T ).
2. σ(T )\{0} = σp (T ) and for all λ ∈ σp (T ) dim Eλ < ∞.
3. σ(T ) is countable.
Proof. 1. If 0 is not an eigenvalue then by proposition 4.1.1 I = T T −1 is

compact and so dim E < ∞.
2. Let λ ∈ K, λ 6= 0. λ ∈ σ(T ) if and only if I − T /λ is not injective and
ker(λ − T ) = ker(I − T /λ). On the other hand, λ ∈ σ(T ) if and only if
I − T /λ is not invertible in L(E). Apply then the last proposition.
3. For this it suffices to show that for all ε > 0 there is a finite number of
λ ∈ σ(T ) with |λ| ≥ ε. If not, assume that there is a sequence (λn ) ⊂ σ(T )
of distinct elements with |λn | ≥ ε. By the last point λn are eigenvalues.
Let then (en ) corresponding eigenvectors with ken k = 1. Thus the (en ) is a
free system. For all n, set En := span{e0 , · · · , en }. The (En is a sequence
of strictly increasing of finite dimension spaces. From lemma 4.2.1 there
exists a sequence of (un ), kun k = 1 and un ∈ En+1 with d(un , En ) ≥ 12 .
Set vn := λun+1
n
. This sequence is bounded by 1ε and for n > m we have
1
T vn − T vm = un − vn,m with vn,m = T vm + λn+1 (λn+1 − T )un . Since
T vm ∈ Em+1 ⊂ En and (λn+1 − T )En+1 ⊂ En , we get vn,m ∈ En and
kT vn − T vm k ≥ 12 which is impossible since T is compact. ¤
4.3 Hilbert-Schmidt operators

In this section E and F are two separable Hilbert spaces (of infinite dimen-
sions).
Lemma 4.3.1 Let B and B ′ be two Hilbert bases of E and F respectively.

For all T ∈ L(E, F ) we have:
X X X
| < b′ , T b > |2 = kT bk2 = kT ∗ b′ k2 ≤ +∞,
b∈B, b′ ∈B ′ b∈B b′ ∈B ′
and this value does not depends on the choice of B or B ′ .
Proof. PFor x ∈ E and y ∈ F we have kxk2 P 2

P
= b∈B | < x, b > | and
2
kyk = bP ′ 2 2
′ ∈B ′ | < y, b > | . Now it is clear that b∈B kT bk is independent
of B ′ and b′ ∈B ′ kT ∗ b′ k2 is independent of B. ¤
Notation. For all T ∈ L(E, F ), set

" #1
X 2
kT k2 := kT bk2
b∈B
where B is any base of E. Set L2 (E, F ) the set
L2 (E, F ) := {T ∈ L(E, F ); kT k2 < ∞}.
Examples.
1. Finite dimensional case.

If E = F has finite dimension n, and (ej ) a basis formed of eigenvectors
of T ∗ T , then
n
X n
X
kT k22 = < T ∗ T ek , ek >= λk ,
k=1 k=1
where (λk ) are the eigenvalues of T ∗ T .

If T ∗ = T then
X n
kT k22 = βk2 ,
k=1
where (βk ) are the eigenvalues of T .
2. Let H := L2 (0, 2π) and define the Volterra operator, for all f ∈ H by
Z x
V f (x) := f (t) dt.
0
By the example 4, this operator is compact. Consider the basis en (t) :=

√1 eint , n ∈ Z. It is easy to verify that kV en k2 ≤ 2 2 and so V is a
2π πn
Hilbert-Schmidt operator.
Theorem 4.3.1 Let E, F be two separable Hilbert spaces.
1. L2 (E, F ) is sub-vector space of L(E, F ).
2. For al S, T ∈ L2 (E, F ) and all Hilbert basis

P
P B of E, b∈B < T b, Sb >
is finite and the mapping (S, T ) 7−→ b∈B < T b, Sb > is a scalar
2
product on L (E, F ) (independent of the choice of B).
3. With this scalar product L2 (E, F ) is a Hilbert space.
4. L2 (E, F ) ⊂ K(E, F ).
Proof. 1 Let S, T ∈ L(E, F ) and B a Hilbert basis of E. For all b ∈ B

1 2 2
P have | < Sb, T b > | ≤ kSbkkT bk ≤2 2 [kSbk 2+ kT bk 2]. We deduce that
we
< Sb, T b > is finite. Since kSb+T bk = kSbk +kT bk +2Re < Sb, T b >,
S + T ∈ L2 and so the first point is proved.
4.3. HILBERT-SCHMIDT OPERATORS 39
P
2. It is clear that (S, T ) 7−→ < Sb, T b > is a scalarPproduct. Now
by the polarization identity (proposition 1.1.1) we have 4 < Sb, T b >=
kS + T k22 − kS − T k22 + ikS + iT k22 − ikS − iT k22 we get the independence of
the basis.
3. From the second point L2 is a pre-Hilbert space. For all T ∈ L2 and
all x ∈ E, kxk = 1, by taking a Hilbert basis containing x we get that
kT k2 ≥ kT xk, so kT k2 ≥ kT k. Thus L2 is separate. By this inequality, if
(Tn ) is a Cauchy sequence in L2 , it is also a Cauchy sequence in L which
is complete, so (Tn ) converges to an operator T ∈ L(E, F ). Now for ε > 0
notice that the set Cε := {S ∈ LP 2 ; kSk2 ≤ ε} is the intersection on all
finite subset I ⊂ B, of {S ∈ L2 ; b∈I kSbk2 ≤ ε2 }, hence Cε is a closed
set in L(E, F ) (Indeed, this last set is the inverse 2
2
P image of2 [0, ε ] by the
continuous mapping which to S ∈ L associates b∈I kSbk ). Fix ε > 0.
There is N > 0 such that for all m, n ≥ N we have kTn − Tm k2 ≤ ε. Fix
n ≥ N and since Tm − Tn → T − Tn , we get that T − Tn ∈ Cε . Thus T ∈ L2
and that lim kT − Tn k2 = 0.
4. Let T ∈ L2 and (en ) a basis of E. For all P k, consider the operator
Tk : E −→ F defined, for all x ∈ E, by Tk x := n≤k < x, en > T en . Since
Tk is of finite rank, using corollary 4.1.1, it suffices to show that Tk → T .
For this, we write
 1  1
2 2
X X X
2 2
k(T − Tk )xk = k < x, en > T en k ≤  | < x, en > |  kT en k
n≥k n≥k n≥k
 1
2
X
2
≤ kxk kT en k .
n≥k
Definition 4.3.1 Operators in L2 (E, F ) are called Hilbert-Schmidt op-

erators.
Proposition 4.3.1 Let E, F, H Hilbert spaces. For all S ∈ L(E, F ) and

T ∈ L(F, H) we have:
1. kSk2 = kS ∗ k2 .
2. If T or S is a Hilbert-Schmidt operator then T S is a Hilbert-Schmidt

operator also and kT Sk2 ≤ kT kkSk2 or kT Sk2 ≤ kT k2 kSk.
Proof. 1. Direct from the definition of kSk2 .

2. Let B be a Hilbert Pb ∈ B we have kT Sbk ≤ kT k kSbk
basis of E. For all
hence kT Sk22 = b∈B kT Sbk2 ≤ kT k2 kSbk2 = kT k2 kSk22 . The second
P
point could be obtained substituting S and T by their adjoints.
3. Similarly as 2. ¤
4.4 Compact self-adjoint operators

A classic theorem of linear algebra shows that every normal matrix, i.e.
a matrix that commutes with its adjoint, in a finite dimensional complex
Hilbert space, is diagonalizable in an othonormal base. We will generalize
this result to infinite dimensional case, but for compact self adjoint opera-
tors. Generalization to normal compact operators could be done. To omit
compacity of the operator we need a very powerfull theory as spectral mea-
sures or distributions.
Assume that T is an operator of finite rank. Since kerT = (ImT )⊥ and

since dimImT < ∞ we have H = ImT ⊕ kerT . Thus T induce on the finite
dimensional space ImT an invertible self-adjoint operator, whose eigenvalues
are those (6= 0) of T . Since we can diagonalize in finite dimension, we get
that ImT is direct sum of (orthogonal) eigen-sub-spaces of T , associated to
nonzero eigenvalues of T and then
M
H= ker(λ − T ).
λ∈σp (T )
We have proved the diagonalization of a finite rank operator. In the following

we will generalize this result to the case of a compact self-adjoint operator.
In the following H is a Hilbert space, and T a compact self-adjoint

operator on H (not of finite rank).
Lemma 4.4.1 T admits at least one eigenvalue and
kT k = max{|λ|; λ ∈ σp (T )}.
Proof. Clearly, if λ ∈ σp (T ), then |λ| ≤ kT k. Now, by theorem 2.2.1 there

is λ ∈ σ(T ) such that |λ| supkxk=1 | < T x, x > |, which is equal to kT k. ¤
Theorem 4.4.1 Let H be a Hilbert space and T a compact self-adjoint op-

erator. For all λ ∈ σp (T ) denote by Hλ the eigen-space associated to λ.
Then
4.4. COMPACT SELF-ADJOINT OPERATORS 41
1. σp (T ) is bounded, countable and infinite subset of R, whose unique

accumulation point is 0.
2. For all λ ∈ σp (T )\{0}, dimHλ < ∞.
3. For all λ 6= µ ∈ σp (T ), Hλ and Hµ are orthogonal.
4. Spectral decomposition of the identity.

Denote for all λ ∈ σp (T )\{0}, Pλ the orthogonal projection on Hλ .
Then X
T = λPλ .
λ∈σp (T )\{0}
Proof. a. Assume that T is not of finite rank. The fact that eigenvalues of
T are real and the orthogonality of eigen-spaces was shown in proposition
2.2.4
b. Let’s show that Λ∗ := σp (T )\{0} is infinite. By lemma 4.4.1, there exists
λ ∈ σp (T ), |λ| = kT k. Since T is not trivial, then λ 6= 0 and so Λ∗ is not
empty. Assume that Λ∗ is finite, Λ∗ = λ1 , · · · λk . Set then G := ⊕kj=1 Hλj
and F := G⊥ . Since G is of finite dimension, H = F ⊕ G. It is clear that
T G ⊂ G and since T is self-adjoint, T F ⊂ F . T induces then an operator
TF from F into itself, and since F is closed, TF is compact also. If TF = 0
then ImT ⊂ G and so T is of finite rank. Thus TF is a self-adjoint non
trivial operator on F . By lemma 4.4.1, TF has a non zero eigenvalue µ.
But this means that µ ∈ σp (T )\Λ∗ , since for example there is x ∈ F , x 6= 0,
TF x = T x = µx (so x 6∈ G). This gives a contradiction and Λ∗ is infinite and
by theorem 4.2.1, σp (T ) is countable, and so 0 is the unique accumulation
point.
c. Let J be a finite subset of Λ∗ and GJ := ⊕λ∈J Hλ , FJ := G⊥ J . T induces
on FJ a compact self-adjoint operator, whose norm kTFJ k = max{|λ|, λ ∈
σp (TFJ )}. But every eigenvalue λ of TFJ is an eigenvalue of T does not
belongs to J, since by construction Fj ∩ Hµ = {0} for all µ ∈ J. Therefore,
σp (TFJ ) ⊂ σp (T )\J. Conversely, if λ ∈ σp (T )\J, then (by orthogonality),
Hλ ⊂ G⊥ λ = FJ and hence λ is an eigenvalue of TFJ . Thus σp (TFJ ) =
σp (T )\J and
kTFJ k = max{|λ|, λ ∈ σp (T )\J}.
P
Moreover, P the orthogonal projection on GJ is λ∈J Pλ . Hence, for all x ∈ E,
xJ := x − λ∈J Pλ x ∈ FJ and
kT xJ k = kTFJ xJ k ≤ kTFJ k kxk ≤ kTFJ k kxk.
We deduce that, ° °
° X °
°T − T Pλ ° ≤ max |λ|,
° °
° ° λ∈σp (T )\J
λ∈J
and so ° °
° X °
°T − λPλ ° ≤ max |λ|.
° °
° ° λ∈σp (T )\J
λ∈J
Let ε > 0. Since 0 is an accumulation point of σp (T ), the set K := {λ ∈

σp (T ), |λ| ≥ ε} is finite. Thus, for all finite part J ⊂ σp (T )\{0} that
contains K, we have
° °
° X °
°T − λPλ ° ≤ max |λ| ≤ max |λ|,
° °
° ° λ∈σp (T )\J λ∈σp (T )\K
λ∈J
which terminate the proof. ¤
Corollary 4.4.1 With the same notations we have

M
ImT = Hλ .
λ∈σp (T )\{0}
P
Proof. We know that, for all x ∈ H, T x = λ∈σ(T ) λPλ x. Thus ImT ⊂
⊕λ∈σp (T )\{0} Hλ . Conversely, if λ ∈ σp (T )\{0}, then Hλ ⊂ ImT . ¤
We can express the last theorem and corollary in the following
Corollary 4.4.2 The space ImT admits a countable Hilbert basis (fn )n∈N
formed of eigenvectors of T associated to nonzero eigenvalues (µn )n∈N .
The sequence (µn )n∈N tends to zero and, for all x ∈ H, we have
X
Tx = µn < x, fn > fn .
n∈N
Corollary 4.4.3 For all x ∈ ImT

X
x= Pλ x.
λ∈σp (T )\{0}
Corollary 4.4.4 Let P0 be the orthogonal projection on H0 := kerT . Then

for all x ∈ E X
x= Pλ x,
λ∈σp (T )
and M
H= Hλ .
λ∈σp (T )
4.5. FREDHOLM EQUATION 43
⊥
Proof. Since T is self-adjoint, H0 = kerT = ImT . Hence, H = H0 ⊕ImT .¤
Corollary 4.4.5 If H is a separable Hilbert space, then it admits a Hilbert

basis formed of eigenvectors of T .
Proof. By corollary 4.4.2, ImT admits a countable Hilbert basis. Complete

it by a basis of H0 (formed of eigenvectors associated to 0) to get a Hilbert
basis of H formed of eigenvectors. ¤
4.5 Fredholm equation

In this case, in the case of a compact self-adjoint operator, for all bounded
function f on the set σp (T ), we can define the operator f (T ) on H as
X
f (T )x := f (λ)Pλ x
λ∈σp (T )
for all x ∈ H. By the orthogonality of the spaces Eλ we get the following

(Bessel) equalities
X
kf (T )xk2 = |f (λ)|2 kPλ xk2 ,
λ∈σp (T )
X
kxk2 = kPλ xk2 .
λ∈σp (T )
We deduce then that

kf (T )k = sup |f (λ)|.
λ∈σp (T )
This shows that this symbolic calculus is an extension of the previous one.
In particular, if µ ∈ K∗ 6∈ σp (T ), then for all x ∈ H
X
(µ − T )−1 x = (µ − λ)−1 Pλ x. (4.1)
λ∈σp (T )
Now if µ ∈ σp (T ), µ 6= 0, then Im(µ − T ) = Eµ⊥ . Hence the operator T

induces on Eµ⊥ a compact self-adjoint operator Tµ with σp (Tµ ) = σp (T )\{µ},
to Tµ we can again apply the formula (4.1) and deduce that, if x ∈ Eµ⊥ , then
for all u ∈ Eµ⊥ we have the equivalence
X
µu − T u = x ⇐⇒ u = (µ − λ)−1 Pλ x.
λ∈σp (T )\{µ}
Now if x ∈ Eµ⊥ and y ∈ E, then y = u + v with u ∈ Eµ⊥ and v ∈ Eµ . Thus

X
µy − T y = x ⇐⇒ ∃v ∈ Eµ s.t. y = u + (µ − λ)−1 Pλ x.
λ∈σp (T )\{µ}
In short, if we consider the Fredholm equation
µy − T y = x, (4.2)
with µ ∈ K∗ and x ∈ E, then we can distinguish two cases (Fredholm

alternative):
• µ is not an eigenvalue of T . Then the equation (4.2) admits a unique

solution y, given by
X
y = (µ − T )−1 x = (µ − λ)−1 Pλ x.
λ∈σp (T )
• µ is an eigenvalue of T . Then the equation (4.2)
– admits an infinite number of solutions if x ∈ ker(µ − T )⊥ , in this

case those solutions are given by
X
y =u+ (µ − λ)−1 Pλ x,
λ∈σp (T )\{µ}
with u ∈ ker(µ − T ).
– does not admit any solution if not, i.e. if x 6∈ ker(µ − T )⊥ .
Chapter 5
Unbounded self-adjoint
operators
In this chapter we start by giving some properties of closed operators, then

general properties of symmetric and self-adjoint operators on a Hilbert space.
We terminate by defining symbolic calculus of unbounded self-adjoint oper-
ators.
In all this chapter H will be a Hilbert space and X a Banach space.
5.1 Closed operators

Definition 5.1.1 Let D ⊂ X be a sub-vector space. A linear unbounded
operator is a linear mapping from D to X.
Remarks.
1. An operator is always a couple (A, D). D, denoted sometimes by D(A)

or DA , is called domain of A.
2. Changing the domain could change considerably the operator. See

examples below.
3. In all this chapter we will always use densely defined operators,

i.e. such that D(A) = X.
4. Two operators (A, DA ) and (B, DB ) are equals if and only if DA = DB

and for all x ∈ DA we have Ax = Bx. And we say that B is an
extension of A, A ⊂ B, if DA ⊂ DB and for all x ∈ DA we have
Ax = Bx.
45
46 CHAPTER 5. UNBOUNDED SELF-ADJOINT OPERATORS
5. The appellations ”bounded”, ”unbounded” are due to the fact that

for linear operators, continuity is equivalent to the inequality: kAxk ≤
Ckxk for some C > 0 and all x ∈ X, i.e. to boundedness on the closed
unit ball.
Examples.
1. Let X := BC 1 (R) the space of continuously bounded differentiable

d
functions and A := dx . Clearly A is a linear bounded operator. Ob-
serve that for all n > 1, the operator (An , Dn ) defined by: Dn :=
C n (R) and An f := f (n) is an unbounded, densely defined operator.
2. Let X := BC ∞ (R). For all n ≥ 1, An := (d/dx)n is a linear bounded

operator.
3. Let X := L2 (]0, 1[) and define the operator (A, DA ) with DA := {f ∈

C 1 ([0, 1]); f (0) = f (1) = 0} and A := d/dx is linear unbounded
densely defined operator (since D(0, 1) ⊂ DA ).
4. On the same space X := L2 (]0, 1[) define the operator (B, DB ) with
DB := {f ∈ C 1 ([0, 1]); f (0) = 0, f (1) = 1} and B := d/dx is linear
unbounded (but not densely defined) operator.
The notion of operators whose graph is closed will play an important

role:
Definition 5.1.2 The operator (A, DA ) is called a closed operator if and

only if for any (xn ) ⊂ DA such that xn → x ∈ X and Axn → y ∈ X it
follows that x ∈ DA and y = Ax.
Remarks.
1. (A, DA ) closed is equivalent to G(A) := {(x, Ax); x ∈ DA } (the graph

of) is closed in X × X.
2. By linearity this definition is equivalent to the following: for any

(xn ) ⊂ DA such that xn → 0 then Axn → 0.
3. The closure of an operator (if it exists) (A, DA ) is the least closed

extension of A. We say in this case that A is closable. It is denoted
by Ā. It is the operator whose graph is G(A).
4. If D ⊂ DA is a sub-vector space denote by A|D, called the part of A

on D, the operator such that A|D ⊂ T with domain D(A|D) = {x ∈
D; T x ∈ D}.
5.1. CLOSED OPERATORS 47
If an operator (A, DA ) is injective, the operator A−1 : ImA 7→ X is de-

fined.
Definition 5.1.3 Let (A, DA ) be a closed linear operator on X and λ ∈ C.

We say that λ ∈ ρ(A), the resolvant of A, if λ − A admits a bounded inverse
on Im(λ − A). We call spectrum of A, σ(A) the complementary in C of
ρ(A): ρ(A) = C\σ(A).
Proposition 5.1.1 The inverse of a closed injective operator is closed.
Proof. Let A: DA ⊂ X → Y be a closed injective operator, where X and

Y are Banach spaces. The graph G(A−1 ) = Φ(G(A)) hence closed, where
Φ : E × F → F × E is the homeomorphism Φ(x, y) = (y, x). ¤
Remarks.
1. Let A be a closed operator on X. If λ − A is bijective from DA to X

for some λ then (λ − A)−1 is continuous from Imλ − A = X to X since
closed (by the last proposition and the closed graph theorem). Hence
λ ∈ ρ(A).
2. The spectrum of A is union of the three disjoint following sets:
(a) σp (A) the point spectrum: the set of all eigenvalues.

(b) σr (A) the residue spectrum: the set of all λ that are not eigen-
values and such that the image of λ − T is not dense in X.
(c) σc (A) the continuous spectrum: the complementary of σp (A) and
σr (A) it is also the set of λ such that λ − A is injective with dense
image, but (λ − A)−1 is not continuous.
Lemma 5.1.1 Let A be an injective closed operator and λ ∈ ρ(A), λ 6= 0.

Then 1/λ ∈ ρ(A−1 ) and
−1
(λ−1 − A−1 ) = λA(λ − A)−1 = −λ − λ2 (λ − A)−1 .
Proof. λ−1 − A−1 = −λ−1 (λ − A)A−1 (they have the same domain ImA).
Thus λ−1 −A−1 is bijective from D(A−1 ) onto X and its inverse is −λAR(λ, A).
But AR(λ, A) − λR(λ, A) = Id, so we get the result. ¤
Proposition 5.1.2 Let A be a closed operator.

1. The spectrum σ(A) is a closed set of C.
2. The mapping λ ∈ ρ(A) 7−→ R(λ, A) ∈ L(X) is analytic.
Proof. If σ(A) = C there is nothing to show. Otherwise, rescalling A by

some λ ∈ ρ(A) we can assume that 0 ∈ ρ(A). Set B := A−1 .
1. By lemma 5.1.1, σ(A) = {λ 6= 0; λ−1 ∈ σ(B)} and since σ(B) is compact,
σ(A) is closed.
2. By lemma 5.1.1, R(λ, A) = −λ−1 BR(λ−1 , B), so the mapping λ 7−→
R(λ, A) is analytic on ρ(A)\{0}. Since σ(A) is closed, there is λ0 ∈ ρ(A),
λ0 6= 0. Rescalling we get that the mapping λ 7−→ R(λ, A) is analytic on
ρ(A)\{λ0 }. ¤
Remark. For all nonempty closed set S of C we can construct a closed

operator whose spectrum is S:
Since S is not empty, let (λn ) be a dense sequence in S. Consider the
operator A on H := ℓ2 (N), with domain the set of sequences (xn ) ∈ H
such that (λn xn ) ∈ H, and A(xn ) = (λn xn ) (A is called the multiplication
operator see the section forthcoming). It is not difficult to verify that A is
closed, densely defined, and σ(A) = σp (A) = S.
5.2 Adjoint of an operator

In this section H will denote a Hilbert space and < ·, · > its scalar product.
Lemma 5.2.1 Let (A, DA ) be a linear densely defined operator on H. Let

y ∈ H, and assume that there exists y ∗ ∈ H such that for every x ∈ DA
< Ax, y >=< x, y ∗ > . (5.1)
Then y ∗ is unique.
Proof. If there is z ∈ H s.t. < Ax, y >=< x, y ∗ >=< x, z > for all x ∈ DA ,
⊥
we get that z − y ∗ ∈ DA which is trivial since D(A) = H. ¤
Definition 5.2.1 Let (A, DA ) be a linear densely defined operator on H.

Define the (unbounded) operator A∗ , adjoint of A by
D(A∗ ) := {y ∈ H, so that ∃y ∗ ∈ H s.t. (5.1) is verified}
and
A∗ y = y ∗ .
5.2. ADJOINT OF AN OPERATOR 49
The adjoint could be characterized by
for all x ∈ DA and all y ∈ DA∗ < Ax, y >=< x, A∗ y > . (5.2)
Definition 5.2.2 We say that A is a symmetric operator if DA = H and

for every x, y ∈ DA we have
< Ax, y >=< x, Ay > .
We say that A is self-adjoint if A = A∗ .
In the following we give direct properties:
Proposition 5.2.1 Let (A, DA ) be a linear densely defined operator on H.

Then
1. The adjoint of A is always closed.
2. If B is an extension of A, A ⊂ B then B ∗ ⊂ A∗ .
∗
3. If A is closable, then (Ā) = A∗ .
4. If D(A∗ ) = H then A is closable and
Ā ⊂ A∗∗ .
5. If A is a symmetric operator then every symmetric extension B of A

verify: A ⊂ B ⊂ A∗ .
6. ImA⊥ = kerA∗ .
Proof. 1. If yn → y, yn∗ → y ∗ and < Ax, yn >=< x, yn∗ > for every x ∈ DA
then < Ax, y >=< x, y ∗ > so y ∈ DA∗ and A∗ y = y ∗ .
Points 2, 3, 4 and 5 are obvious.
6. y ⊥ ImA means that < Ax, y >=< x, A∗ y >= 0 for all x ∈ DA , and so
A∗ y = 0. ¤
Theorem 5.2.1 let (A, DA ) be a symmetric operator on a Hilbert space H.

If DA = H then A is bounded.
Proof. For all x, y ∈ H we have | < Ax, y > | = | < x, Ay > | ≤ kxk kAyk.
So by The Banach- Steinhauss theorem A is bounded. ¤
Let’s see some examples:
Examples.
1. Let H := L2 (0, 1) and define the operator (A, D) by
D(A) := {f ∈ H; f ∈ C 1 and f (0) = f (1) = 0},
Af (t) = if ′ (t),
d
in other terms A = i dx . This operator is symmetric and A ⊂ A∗ :
Rt
Indeed, integrating by parts (G(t) := 0 g(s) ds) we get
Z 1
∗
< Af, g > = < g, g >= f g¯∗ dt
0
Z 1
= f (1)Ḡ(1) − f (0)Ḡ(0) − f ′ (t)Ḡ(t) dt
0
Z 1
= (if ′ )(t)(−iG)(t) dt.
0
Since ImA is dense in E, we get g = −iG. Therefore there is y ′ ∈ L2

with −y ′ = iy ∗ . Hence D(A∗ ) = {y ∈ H; y ′ ∈ L2 } and y ∗ = A∗ y = iy ′ .
Thus A is symmetric and A ⊂ A∗ . A is not closed (because of the
boundary conditions) but is closable, it is closure A1 := Ā is defined
by
D(A1 ) := {f ∈ H; f ′ ∈ L2 and f (0) = f (1) = 0},
A1 f (t) = if ′ (t).
2. Define A2 on the same space H by
D(A2 ) := {f ∈ H; f ′ ∈ L2 and f (0) = f (1)},
A2 f (t) = if ′ (t).
Thus A1 ⊂ A2 and then A∗2 ⊂ A∗1 . Let’s show that A2 is self adjoint:
For this let’s calculate
Z 1
< A2 f, g > = (if ′ )ḡ dt
0
Z 1
= i[f (1)ḡ(1) − f (0)ḡ(0)] + f (t)ig ′ (t) dt
0
Z 1
= if (1)[ḡ(1) − ḡ(0)] + f (t)ig ′ (t) dt.
0
Since A∗2 ⊂ A∗1 then < A2 f, g >=< f, A∗1 g >=< f, iy ′ > so if (1)[ḡ(1)−
ḡ(0)] = 0. If g(1) 6= g(0) then choosing a sequence fn → 0 with
fn (0) = fn (1) = 1 we get that < A2 fn , g >6→ 0 but < fn , A∗2 g >→ 0.
So g(1) = g(0) and then A∗2 = A2 .
5.2. ADJOINT OF AN OPERATOR 51
3. Define, on the space H := L2 [0, ∞[, the operator
D(A1 ) := {f ∈ E; f ′′ ∈ L2 and f (0) = f ′ (0) = 0},
A1 f (t) = −f ′′ (t).
By the same way as in the first example, y ∈ D(A∗ ) implies that
y ′′ ∈ L2 , then
Z ∞
< A1 f, g > = (−f ′′ )ḡ dt
0
Z ∞
= −[f ′ ḡ]∞
0 + f ′ (t)g¯′ (t) dt
0
= [−f ′ ḡ + f g¯′ ]∞ ′′
0 + < f, −g > .
Therefore we see that < A1 f, f >≥ 0, and that y ∗ = A∗ y = −y ′′ and

D(A∗ ) = {y ∈ L2 ; y ′′ ∈ L2 }. So A1 ⊂ A∗1 and A1 is symmetric but
not self-adjoint.
4. Consider the same operation on the same space, L2 [0, ∞[,
D(A2 ) := {f ∈ H; f ′′ ∈ L2 and f (0) = 0},
A2 f (t) = −f ′′ (t).
Obviously A1 ⊂ A2 and then A∗2 ⊂ A∗1 . Repeating the same calculation
as above we get
< Af, g >=< f, g ∗ >= −f ′ (0)g(0)+ < f, −g ′′ >,
and necessarily g(0) = 0 (otherwise consider a sequence fn → 0 in

L2 with fn′ (0) = 1 to get a contradiction). This shows that A2 is
self-adjoint (extension of A1 ).
Theorem 5.2.2 If A is a symmetric operator and ImA = H then A is

self-adjoint.
Proof. We know that A ⊂ A∗ . Now let y ∈ D(A∗ ) and set y ∗ = A∗ y. Since

ImA = H there is x ∈ D(A) such that A∗ y = y ∗ = Ax. For every z ∈ D(A)
we have
< Az, y >=< z, A∗ y >=< z, y ∗ >=< z, Ax >=< Az, x >,
thus y = x and so A = A∗ . ¤
Theorem 5.2.3 Let A be a bounded self-adjoint operator. Assume that

kerA = {0} then A−1 is also self adjoint.
Proof. First let’s show that A−1 is densely defined: If not, D(A−1 ) =
ImA 6= H, then by proposition 5.2.1.6, there is y0 ∈ kerA∗ , y0 6= 0, which
∗
is not possible since A = A∗ . Now < A−1 x, y >=< x, A−1 y >, setting z =
A−1 x, x = Az we get < z, y >=< x, y ∗ >=< Az, y ∗ >=< z, A∗ y ∗ > and so
∗
y = A∗ y ∗ = Ay ∗ or y ∗ = A−1 y, but y ∗ = A−1 y. Thus y ∈ ImA = D(A−1 ),
∗
and A−1 y = A−1 y. Thus A−1 is self-adjoint. ¤
Remark. This theorem 5.2.3 gives us many examples of unbounded self-

adjoint operators. Start with any self-adjoint compact operator A with
kerA = {0}. Then A−1 is an unbounded self-adjoint operator.
5.3 The L∞ -spectral theorem

In this section we will show a theorem, known as spectral theorem, for
bounded self-adjoint or unitary operators, stating that each self-adjoint or
unitary operator is unitary equivalent to a real multiplication operator.
Thus, self-adjoint and real multiplication operators are effectively the same
things. It is frequent to regard an arbitrary self-adjoint operator as being a
real multiplication operator.
We will start by defining multiplication operator:
Let (X, µ) a measured space and f ∈ L∞ (X, µ).
Definition 5.3.1 The multiplication operator Af : L2 (X, µ) −→ L2 (X, µ) is

defined by Af (g) := f g.
It is easy to see that Af is a linear bounded operator on L2 , and kAf k ≤

kf k∞ . Moreover, A∗f = Af¯, hence Af is normal. If in addition f is real-
valued then Af is self-adjoint and if |f | = 1 a.e. then A∗f Af = A|f |2 = IdL2 .
Proposition 5.3.1 σ(Af ) = Ress (f ) = {λ ∈ C; ∀ε > 0, the set of x ∈

X, |f (x) − λ| < ε is not µ-negligeable}.
Proof. Let λ ∈ C\Ress (f ). If there is ε > 0, such that the set of x ∈

X, |f (x)−λ| < ε is µ-negligeable, denoting by h the function h(x := (f (x)−
λ)−1 for f (x) 6= λ and 0 if not. |h(x)| < ε−1 for µ-a.e. x and h(x)(λ−f (x)) =
1. Thus h ∈ L∞ (X, µ) and Ah (Af − λ) = (Af − λ)Ah = IdL2 .
Now if λ ∈ Ress (f ) then for every ε, the set Aε := {x ∈ X, |f (x) − λ| < ε}
5.3. THE L∞ -SPECTRAL THEOREM 53
is not µ-negligeable, consider a function χ ∈ L2 (X, µ), kχk2 = 1, χ = 0

outside Aε . Then |(Af − λ)χ| ≤ ε|χ|, hence k(Af − λ)χk ≤ ε. Thus Af − λ
is not bijective. ¤
Proposition 5.3.2 For all g ∈ RAf we have g(Af ) = Ag(f ) . If Af is self-

adjoint or unitary, then for all g ∈ C(σ(Af ) then g(Af ) = Ag(f ) .
Proof. The mapping g 7−→ Ag(f ) is linear morphism of ring, so we get the
first point using uniqueness in proposition 3.1.1. The second point could be
obtained by applying theorem ??. ¤
In the following, H is a Hilbert space and T a bounded self-adjoint or

unitary operator.
Lemma 5.3.1 Let x ∈ H.
R µx on σ(T ) such that, for all f ∈ C(σ(T ))

1. There exists a finite measure
we have < f (T )x, x >= σ(T ) f (t) dµx (t).
2. Denote by φx : C(σ(T )) −→ H the linear mapping defined by φx (f ) :=

f (T )x, and w: C(σ(T )) −→ L2 (σ(T ), µx ) the mapping that to a con-
tinuous function associate its class in L2 . There exists an isometry
ψx : L2 (σ(T ), µx ) −→ H such that ψx ◦ w = φx . Moreover, ψx (1) = x,
ψx (Az ) = T φx and ψx (Az̄ ) = T ∗ φx .
Proof. 1. The linear form Φx : f 7−→< f (T )x, x > is positive on C(σ(T )):
Indeed, if f is positive, then f (T ) is a positive operator by theorems ??
and 3.2.3 (f (T ) is self-adjoint and σ(f (T )) = f (σ(T )) ⊂ R+ ). There ex-
ists
R then a unique measure µx on σ(T ) such that < f (T )x, x >= Φx (f ) =
σ(A) f (t) dµx (t).
2. Let f ∈ C(σ(T )). We have kφx (f )k2 =< f (T )x, f (T )x >=< f¯(T )f (T )x, x >
=< [f f¯](T )x, x >= σ |f (t)|2 dµ(t) = kw(f )k2 . On the space C(σ(T )) en-
R
dowed with semi-norm kφx (f )k, w is a linear isometric of dense image,

there exists then ψx ∈ L(L2 (σ(T ), µx ), H) such that φx = ψx ◦ w. For
all f ∈ C(σ(T )) we have kψx (w(f ))k = kφx (f )k = kw(f )k, then by density
of the image of w we have kψx (g)k = kgk for all g ∈ L2 (σ(T ), µx ): ψx is
isometric. ψx (1) = φx (1) = Ix = x.
Finally, for all f, g ∈ C(σ(T )), we have ψx (Af (w(g)))ψx (w(f g)) = φx (f g) =
f (T )g(T )x = f (T )φx (g) = f (T )ψx (w(g)). Again, by the density of the im-
age of w, we get for all f ∈ C(σ(T )) and all g ∈ L2 (σ(T ), µx ), we have
ψx (Af (g)) = f (T )ψx (g). Take f = z and f = z̄ to terminate. ¤
Lemma 5.3.2 Let x ∈ H and denote by Ex the image of ψx .
1. If y ∈ Ex⊥ then Ey ⊂ Ex⊥ .
2. There exists a subset D ⊂ H such that for all x, y ∈ D, x 6= y, Ex ⊥ Ey

and ⊕x∈D Ex = H.
Proof. 1. If y ∈ Ex⊥ , then for all f ∈ σ(T ) and all g ∈ L2 (σ(T ), µ),
we have < ψx (g), f (T )y >=< f¯(T )ψx (g), y >=< ψx (Af¯g), y >= 0. Since
{f (T )y; f ∈ C(σ(T ))} is dense in Ey , we get the result.
2. Denote by G the set of subsets D of H\{0} such that for all x, y ∈ D,
Ex ⊥ Ey . Endowed with inclusion G is inductive. It is easy to show that G
admits a maximal element D that is our candidate. ¤
Theorem 5.3.1 Let H be a separable Hilbert space and T ∈ L(H) a self-

adjoint or unitary bounded operator. There exists a measured space (X, µ),
a function f ∈ L∞ (X, µ) and an isomorphism ψ: L2 (X, µ) −→ H such that
T = ψAf ψ ∗
Proof. Let x ∈ H and D as in the last lemma. For all y ∈ H, we have

y ∈ Ey and since H is separable, D is countable. Rearrange D to be a
discrete set and set X := σ(T ) × D. If g is a function on X, denote for
y ∈ D, gy the function t 7−→ g(t, y). Denote by Cc (X) the set of continuous
functions of compact support on X, i.e. g ∈ Cc (X) if all except finite number
of the functions gy are null. Denote by
XZ
Φ(g) := gy (t) dµy (t).
y∈D σ(T )
Since Φ is a positive linear form on Cc (X), there exists a unique measure µ

on X such that, for all lg ∈ Cc (X) we have
Z XZ
g(x) dµ(x) = Φ(g) = gy (t) dµy (t).
X y∈D σ(T )
P
Denote by φ: Cc (X) −→ H the mapping defined by φ(g) := y∈D gy (T )y
and w: Cc (X) −→ L2 (X, µ) the function class. PFor g ∈ Cc (X) we have
gy (T )y ∈ Ey . by orthogonality we get kφ(g)k2 = y∈D < gy (T )y, gy (T )y >
=< ḡy (T )gy (T )y, y >= y∈D σ(T ) |gy (t)|2 dµy (t) = X |g(x)|2 dµ(x) = kw(g)k2 .
P R R
On the space Cc (X) endowed with semi-norm kφ(f )k, w is a linear isometric
of dense image, there exists then ψ ∈ L(L2 (X, µ), H) such that φ = ψ ◦ w.
For all f ∈ C(σ(T )) we have kψ(w(f ))k = kφ(f )k = kw(f )k, then by density
of the image of w we have kψ(g)k = kgk for all g ∈ L2 (X, µ): ψ is isometric.
Let’s show that ψ is surjective. Let y ∈ D and h ∈ C(σ(T )). Set g(t, y) :=
5.4. THE L2 -SPECTRAL THEOREM 55
h(t) and g(t, x) = 0 for x ∈ D, x 6= y. We have ψ(w(g)) = φ(g) = h(T )y.

Hence the image of ψ contains all h(T )y, y ∈ D, h ∈ C(σ(T )). Since ψ is
isometric, its image is closed, hence contains all Ey . Thus ψ is surjective.
Denote by P1 the first projection on X. For all g ∈ Cc (X) and all y ∈ D
we have (P1 g)y = zgy P , hence (P1 g)y (T ) = T gy (T ). So ψ(AP1 w(g)) =
ψ(w(P1 g)) = φ(P1 g) = y∈D (P1 g)y (T )y = T φ(g) = T ψ(w(g)). By density
of the image of w, we deduce that for all g ∈ L2 (X, µ), ψ(Af (g)) = T ψ(g).
This implies that ψAf = T ψ hence T = ψAf ψ −1 = ψAf ψ ∗ . ¤
Using this theorem, one can define a symbolic calculus from C(σ(T )) into
L(H): for g ∈ C(σ(T )), wet g(T ) := ψAg◦f ψ ∗ . Notice that this symbolic
calculus could be extended to the B(σ(T )) the vector space of bounded
borelean functions on σ(T ).
5.4 The L2 -spectral theorem

In this section we consider a particular self-adjoint operator which appears
to be a very particular (and simple) example, but which will be central to
the description and application of the spectral theorem. This will be seen
by the main theorem of the next section.
In the last section we have defined multiplication operator for a bounded
function, which gives a bounded operator. In this section we will define the
multiplication operator for L2 -functions, which gives unbounded operator.
The proofs are roughly the same, so they are omitted.
Let (X, µ) be a measured space. Define H := L2 (X, µ) the space of all

measurable functions of square integrable, with the classical identification
between two functions if ever they are equal almost everywhere.
Fix a measurable real-valued function a that is bounded on every bounded
subset of X. Let D be the set of all functions f ∈ H such that
Z
[1 + a(x)2 ]|f (x)|2 dµ < ∞,
X
and define the operator Aa with domain D by
Aa f (x) := a(x)f (x),
the multiplication operator.
Lemma 5.4.1 The operator (Aa , D) is self-adjoint.
Define the essential range of a, Ress (a), the set of all λ ∈ R such that
for all ε > 0 the measure of the set {x ∈ X; |a(x) − λ| < ε} is zero.
Lemma 5.4.2 σ(Aa ) = Ress (a), and if λ 6∈ σ(A) then
(λ − Aa )−1 f (x) = [λ − a(x)]−1 f (x)

£ ¤
for all f ∈ H and all x ∈ X, and

1
k(λ − Aa )−1 k = .
dist(λ, σ(Aa ))
Now we can generalize the results of the last section to the case of un-
bounded self-adjoint operators.
Theorem 5.4.1 (Spectral theorem) Let H be a Hilbert space and T a

densely defined self-adjoint operator on H. Then
1. σ(T ) ⊂ R.
2. The operator U := (i − T )(i + T )−1 is a unitary operator in L(H).
3. There exists a measured space (X, µ) a measurable function f : X → R
and an isomorphism ψ: L2 (X, µ) → H of Hilbert spaces such that T =
ψAa ψ ∗ .
Proof. 1. Let λ ∈ C\R. Denote by b its imaginary part. For all x ∈ D(T )
we have < T x, x >=< x, T x > hence < T x, x >∈ R and the imaginary part
of < (λ − T )x, x > is then bkxk2 . Thus |b|kxk2 ≤ | < (λ − T )x, x > | ≤
k(λ − T )xkkxk and so k(λ − T )xk ≥ |b|kxk. Thus, for all (x, y) ∈ G(λ − T ),
we have kyk ≥ |b|kxk, hence (1 + b2 )kyk2 ≥ b2 (kxk2 + kyk2 ). By proposition
, the mapping (x, y) 7−→ y from G(λ − T ) into H is injective of closed image.
Since (λ − T )∗ = λ̄ − T is also injective, we deduce, by proposition 5.2.1.6,
that the image of λ − T is dense.
2. Since Im((i + T )−1 ) = D(i − T ), D(U ) = H and U is bijective by 1. Now
for x ∈ D(T ), we have k(i − T )xk2 = kT xk2 + kxk2 − i < x, T x > +i <
T x, x >= kT xk2 + kxk2 = k(i + T )xk2 . For y ∈ H, set x = (i + T )−1 y, we
have kU yk = k(i − T )xk = k(i + T )xk = kyk. Thus U is isometric.
3. Let y ∈ H and set x := (i + T )−1 y, we have U y = (i − T )x = 2ix − (i +
T )x = 2ix − y. Thus x = 2(U y + y)/i and then (i + T )−1 = 2(U + Id)/i and
T = i(U + Id)−1 − i.
By theorem 5.3.1, there exists a measured space (X, µ), a function g: X −→
C, |g| = 1 measurable and an isomorphism ψ: L2 (X, µ) −→ H such that
U = ψAg ψ ∗ . Since U − Id is injective, Ag−1 is injective, and so the set
{x ∈ X; g(x) = 1} is µ-negligeable. Then (U − Id)−1 = (ψAg−1 ψ ∗ )−1 =
(ψ ∗ )−1 Ag ψ −1 ψAg ψ ∗ = U . Thus T = ψAf ψ ∗ where f := 2(g − 1)−1 /i − i =
−i(g + 1)(g − 1)−1 . ¤
As in the bounded case, one can define a symbolic calculus on B(σ(T ))

the space of bounded borelean functions on σ(T ).
5.5. STONE’S THEOREM 57
5.5 Stone’s theorem

Definition 5.5.1 Let E be a Banach space. We call a one parameter C0 -
group any family of linear bounded operators (G(t))t∈R ⊂ L(E) verifying
1. G(0) = IdE .
2. G(t + s) = G(t)G(s), for all t, s ∈ R.
3. For all x ∈ E, the mapping t 7−→ G(t)x is continuous.
The operator defined by
G(t)x − x
D(A) := {x ∈ E; lim exists},
t→0 t
G(t)x − x
Ax := lim
t→0 t
is called generator of the C0 -group.
Let H be a Hilbert space. A C0 -group is called unitary C0 -group if each

operator is unitary.
Theorem 5.5.1 Let H be a separable Hilbert space. Let (A, D(A)) be a

densely defined operator. The following are equivalent:
(i) iA generates a unitary C0 -group.
(ii) A is self-adjoint.
Proof. (i)=⇒(ii). We have G∗ (t) = G(t)−1 = G(−t). Let’s show that
A ⊂ A∗ . Indeed, let x, y ∈ D(A), we have
G∗ (t)y − y
¿ À ¿ À
G(t)x − x
< Ax, y > = −i lim , y = −i lim x,
t→0 t t→0 t
−1
¿ À
G (t)y − y
= −i lim x,
t→0 t
¿ À
G(−t)y − y
= −i lim x, = −i < x, −iAy >,
t→0 t
thus x ∈ D(A∗ ) and < Ax, y >=< A∗ x, y >.
A = A∗ : Let x ∈ D(A), y ∈ D(A∗ ) we have
G∗ (t)y − y
¿ À ¿ À
∗ G(t)x − x
< x, A y > = < Ax, y >= −i lim , y = −i lim x,
t→0 t t→0 t
−1
¿ À
G (t)y − y
= −i lim x,
t→0 t
¿ À
G(−t)y − y
= −i lim x, =< x, Ay >,
t→0 t
Therefore y ∈ D(A) and hence A = A∗ .

(ii)=⇒(i). Since A admits a L∞ (σ(B)) symbolic calculus. Denote by Φ this
symbolic calculus and define, for all t ∈ R, G(t) := Φ(et ) = et (A), where
et (s) := exp(ist). Since σ(A) ⊂ R, et is bounded. Using properties of the
symbolic calculus, it is easy to verify that (G(t)) is a unitary group generated
iA. ¤
5.6 Laplace operator on bounded open domain of

RN
Let Ω be an open of RN and H = L2 (Ω) as a real Hilbert space. Define the

operator ∆0 on H by
D(∆0 ) := {u ∈ H01 (Ω), ∆u ∈ L2 (Ω)},
∆0 u = ∆u, u ∈ D(∆0 ).
Then we have
Proposition 5.6.1 (∆0 , D(∆0 )) is negative self adjoint operator.

Proof. Since D(Ω) ⊂ D(∆0 ), D(∆0 ) is dense in H. Let u ∈ D(∆0 ) ⊂
H01 (Ω), by Green’s formula, we have
Z Z
< ∆0 u, u >= ∆u · u dx = − |∇u|2 dx
Ω Ω
so ∆0 is negative. By a similar calculation, one can see that ∆0 is symmetric.

In order to use theorem 5.2.2, let’s show that Im∆0 = H. In fact we will
show that 0 6∈ σ(∆0 ). For this, and using Lax-Milgram lemma, for all f ∈ H,
there exists u ∈ H01 (Ω) such that, for all v ∈ H01 (Ω)
Z Z
(λuv + ∇u · ∇v) dx = f v,
for all λ > −λ0 , λ0 being one over the Poincar constant. Which gives (by
Green) that in the distribution sens
λu − ∆u = f.
Thus (u ∈ H01 ) ∆u = u − f ∈ L2 , i.e. u ∈ D(∆0 ). In other terms σ(∆0 ) ⊂

] − ∞, −λ0 [. ¤
Corollary 5.6.1 i∆0 generates a unitary C0 -group.

5.6. LAPLACE OPERATOR ON BOUNDED OPEN DOMAIN OF RN 59
Remark 5.6.1 If the boundary of Ω is bounded and is of class C 2 , then

D(∆0 ) = H 2 (Ω) ∩ H01 (Ω) with equivalent norm.
In order to determine the eigenvalues of Laplace operator, notice first

that if u is an eigenvalue then there is λ (≤ −λ0 ) such that
∆0 u = λu. (5.3)
This means that u ∈ D(∆0 ). But asking u to be in H01 is sufficient, since in

this case, ∆u ∈ L2 . Therefore it is sufficient to solve (5.3) in H01 . We start
by the following direct application of theorem 5.2.3.
Corollary 5.6.2 (−∆0 )−1 : L2 (Ω) 7−→ L2 (Ω) is a positive bounded self-adjoint
operator.
Corollary 5.6.3 (−∆0 )−1 : H01 (Ω) 7−→ H01 (Ω) is a positive compact self-
adjoint operator.
Proof. Remainder to show that this operator is compact. Denoting by

A this operator then A = −∆−1 0 ◦ J, where J: u 7−→ u is the canonical
injection from H01 into L2 . Since J is compact (Rellich theorem) and using
proposition 4.1.1 A is compact. ¤
We terminate by
Theorem 5.6.1 The set of eigenvalues of Laplace operator with Dirichlet

condition ∆0 on Ω is a strictly decreasing sequence that tends to −∞.
Each eigen-space is of finite dimension.
Denote by (µn ) the sequence of eigenvalues of −∆0 , repeated each with its
multiplicity. Then there exists a Hilbert basis (un ) of H01 (Ω) such that for
all n, we have ∆0 un = µn un
Remark 5.6.2 By the same argument above each un ∈ H0∞ (Ω), hence C ∞
and so un is an ordinary solution of the equation ∆un = µn un .

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Spectral theory

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HAL Id: cel-00376389

HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est

May 13, 2004

2 Spectrum of a bounded operator 19

5 Unbounded self-adjoint operators 45

1.1 Scalar product

Definition 1.1.1 Let E be a complex vector space. We call sesqui-linear

Proposition 1.1.1 (polarization identity)

4B(x, y) = B(x+y, x+y)−B(x−y, x−y)+iB(x+iy, x+iy)−iB(x−iy, x−iy).

2. Let E be a real vector space and B a bilinear form on E. For all

4B(x, y) = B(x + y, x + y) − B(x − y, x − y).

Proof. We have B(x + y, x + y) − B(x − y, x − y) = 2B(x, y) + 2B(y, x).

In particular, to determine a symmetric sesqui-linear form B, it suffices

Corollary 1.1.1 Let E be a complex vector space and B a sesqui-linear

(i) For all x, y ∈ E we have B(y, x) = B(x, y).

Definition 1.1.2 Let E be a complex vector space. We call hermitian

A symmetric bilinear form B on a real vector space E is said to be positive

define on E a semi-scalar product, which is a scalar product if and

define a semi-scalar product, which is a scalar product if and only if

4. Let I be a set. Denote, for p ≥ 1, by ℓp (I) ⊂ KI the set of sequences

where Pf (I) is the set of finite parts of I.

The classical proof is applicable to the prehilbert case for:

Proposition 1.1.2 (Cauchy-Schwarz inequality) Let E a prehilbert space.

| < x, y > |2 ≤< x, x > < y, y > .

Proof. For all x, y ∈ E, we have < x + y, x + y >=< x, x > + < y <

Proposition 1.1.3 Let E be a prehilbert space. For all x ∈ E, the linear

Proof. Let p be the semi-norm of corollary 1.1.2. For y ∈ E we have

In the following we give a case where equality in the Cauchy-Schwarz

Proposition 1.1.4 Let x, y ∈ E a prehilbert space. Then

Proof. The condition is clearly sufficient. Assume that | < x, y > | =

A direct consequence of the definition of the norm is

Proposition 1.1.5 (parallelogram identity) For all x, y ∈ E we have

Definition 1.1.3 Let E be a prehilbert space. We say that two elements x

Proposition 1.1.6 (Pythagore’s theorem) If x, y ∈ E are orthogonal in

kx + yk2 = kxk2 + kyk2 .

1. Every finite dimensional prehilbert space is a Hilbert space.

2. If µ is a measure on a measured space, the space L2 (µ) define a Hilbert

1.2 Projection Theorem

Theorem 1.2.1 Let C be a nonempty closed and convex set of H. Then

This point y, called projection of x on C and denoted by PC (x), is char-

y∈C and for all z ∈ C Re < x − y, z − y >≤ 0. (1.1)

Proof. Denote by d := inf{kx − yk; y ∈ C} the distance to C. Let y, z ∈ C

Denote by PC the projection on C. Condition (1.1) permits to show that

Proposition 1.2.1 Under the same hypothesis, for all x, y ∈ H, we have

kPC (x) − PC (y)k ≤ kx − yk.

Proof. Set u := PC x and v := PC y. We have

Re < x − y, u − v > = Re < x − v, u − v > +Re < v − x, u − v >

Hence by Cauchy-Schwarz inequality, ku − vk2 ≤ kx − yk ku − vk. ¤

In the case of sub-vector space:

Proposition 1.2.2 Let E be a closed sub-vector space of H. Then PE is a

Proof. Condition (1.1) could be written as

Corollary 1.2.1 For all closed sub-vector space E of H, we have

and the projector on E associated to this direct sum is PE . PE is called

Proof. If x ∈ F , x = PE x + (x − PE x) and by proposition 1.2.2, PE x ∈ E

Corollary 1.2.2 For all sub-vector space E of H, we have

In particular, E is dense in H if and only if E ⊥ = {0}.

Proof. Remember that E ⊥ = Ē ⊥ . ¤

Corollary 1.2.3 For all sub-vector space E of H, we have