Section 7B

Spectral Theorem

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Problem 7B.1

Prove that a normal operator on a complex inner product space is self-adjoint if and only if all its eigenvalues are real.

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Remark.
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This exercise strengthens the analogy (for normal operators) between self-adjoint operators and real numbers.

Problem 7B.2

Suppose F=C\mathbf{F} = \mathbb {C}. Suppose T∈L(V)T \in \mathcal{L}(V) is normal and has only one eigenvalue. Prove that TT is a scalar multiple of the identity operator.

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Problem 7B.3

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V) is normal. Prove that the set of eigenvalues of TT is contained in {0,1}\left\{ 0,1\right\} if and only if there is a subspace UU of VV such that T=PUT = P_{U}.

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Problem 7B.4

Prove that a normal operator on a complex inner product space is skew (meaning it equals the negative of its adjoint) if and only if all its eigenvalues are purely imaginary (meaning that they have real part equal to 00).

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Problem 7B.5

Prove or give a counterexample: If T∈L(C3)T \in \mathcal{L}(\mathbb {C}^{3}) is a diagonalizable operator, then TT is normal (with respect to the usual inner product).

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Problem 7B.6

Suppose VV is a complex inner product space and T∈L(V)T \in \mathcal{L}(V) is a normal operator such that T9=T8T^{9} = T^{8}. Prove that TT is self-adjoint and T2=TT^{2} = T.

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Problem 7B.7

Give an example of an operator TT on a complex vector space such that T9=T8T^{9} = T^{8} but T2≠TT^{2} \neq T.

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Problem 7B.8

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V). Prove that TT is normal if and only if every eigenvector of TT is also an eigenvector of T∗T^{*}.

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Problem 7B.9

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V). Prove that TT is normal if and only if there exists a polynomial p∈P(C)p \in \mathcal{P}(\mathbb {C}) such that T∗=p(T)T^{*} = p(T).

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Problem 7B.10

Suppose VV is a complex inner product space. Prove that every normal operator on VV has a square root.

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Remark.
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An operator S∈L(V)S \in \mathcal{L}(V) is called a square root of T∈L(V)T \in \mathcal{L}(V) if S2=TS^{2} = T. Square roots of operators are discussed further in Sections 7C and 8C.

Problem 7B.11

Prove that every self-adjoint operator on VV has a cube root.

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Remark.
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An operator S∈L(V)S \in \mathcal{L}(V) is called a cube root of T∈L(V)T \in \mathcal{L}(V) if S3=TS^{3} = T.

Problem 7B.12

Suppose VV is a complex vector space and T∈L(V)T \in \mathcal{L}(V) is normal. Prove that if SS is an operator on VV that commutes with TT, then SS commutes with T∗T^{*}.

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Remark.
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The result in this exercise is called Fuglede's theorem.

Problem 7B.13

Without using the complex spectral theorem, use the version of Schur's theorem that applies to two commuting operators (take E={T,T∗}\mathcal{E} = \left\{ T, T^{*}\right\} in Exercise 20 in Section 6B) to give a different proof that if F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V) is normal, then TT has a diagonal matrix with respect to some orthonormal basis of VV.

Exercise 20 in Section 6B (Exercise 6B.20): if F=C\mathbf{F} = \mathbb {C}, VV is finite-dimensional, and E⊆L(V)\mathcal{E} \subseteq \mathcal{L}(V) is such that ST=TSS T = T S for all S,T∈ES, T \in \mathcal{E}, then there is an orthonormal basis of VV with respect to which every element of E\mathcal{E} has an upper-triangular matrix.

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Problem 7B.14

Suppose F=R\mathbf{F} = \mathbb {R} and T∈L(V)T \in \mathcal{L}(V). Prove that TT is self-adjoint if and only if all pairs of eigenvectors corresponding to distinct eigenvalues of TT are orthogonal and V=E(λ1,T)⊕⋯⊕E(λm,T)V = E(\lambda_{1}, T) \oplus \cdots \oplus E(\lambda_{m}, T), where λ1,…,λm\lambda_{1}, \ldots , \lambda_{m} denote the distinct eigenvalues of TT.

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Problem 7B.15

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V). Prove that TT is normal if and only if all pairs of eigenvectors corresponding to distinct eigenvalues of TT are orthogonal and V=E(λ1,T)⊕⋯⊕E(λm,T)V = E(\lambda_{1}, T) \oplus \cdots \oplus E(\lambda_{m}, T), where λ1,…,λm\lambda_{1}, \ldots , \lambda_{m} denote the distinct eigenvalues of TT.

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Problem 7B.16

Suppose F=C\mathbf{F} = \mathbb {C} and E⊆L(V)\mathcal{E} \subseteq \mathcal{L}(V). Prove that there is an orthonormal basis of VV with respect to which every element of E\mathcal{E} has a diagonal matrix if and only if SS and TT are commuting normal operators for all S,T∈ES, T \in \mathcal{E}.

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Remark.
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This exercise extends the complex spectral theorem to the context of a collection of commuting normal operators.

Problem 7B.17

Suppose F=R\mathbf{F} = \mathbb {R} and E⊆L(V)\mathcal{E} \subseteq \mathcal{L}(V). Prove that there is an orthonormal basis of VV with respect to which every element of E\mathcal{E} has a diagonal matrix if and only if SS and TT are commuting self-adjoint operators for all S,T∈ES, T \in \mathcal{E}.

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Remark.
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This exercise extends the real spectral theorem to the context of a collection of commuting self-adjoint operators.

Problem 7B.18

Give an example of a real inner product space VV, an operator T∈L(V)T \in \mathcal{L}(V), and real numbers b,cb, c with b2<4cb^{2}<4 c such that

T2+bT+cI T^{2}+b T+c I

is not invertible.

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Remark.
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This exercise shows that the hypothesis that TT is self-adjoint cannot be deleted in 7.26, even for real vector spaces.

7.26 (invertible quadratic expressions): suppose T∈L(V)T \in \mathcal{L}(V) is self-adjoint and b,c∈Rb, c \in \mathbb {R} are such that b2<4cb^{2}<4 c. Then T2+bT+cIT^{2}+b T+c I is an invertible operator.

Problem 7B.19

Suppose T∈L(V)T \in \mathcal{L}(V) is self-adjoint and UU is a subspace of VV that is invariant under TT.

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(a)

Prove that U⊥U^{\perp } is invariant under TT.

(b)

Prove that T∣U∈L(U)\left.T\right|_{U} \in \mathcal{L}(U) is self-adjoint.

(c)

Prove that T∣U⊥∈L(U⊥)\left.T\right|_{U^{\perp }} \in \mathcal{L}(U^{\perp }) is self-adjoint.

Problem 7B.20

Suppose T∈L(V)T \in \mathcal{L}(V) is normal and UU is a subspace of VV that is invariant under TT.

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(a)

Prove that U⊥U^{\perp } is invariant under TT.

(b)

Prove that UU is invariant under T∗T^{*}.

(c)

Prove that (T∣U)∗=(T∗)∣U\left(\left.T\right|_{U}\right)^{*} = \left.\left(T^{*}\right)\right|_{U}.

(d)

Prove that T∣U∈L(U)\left.T\right|_{U} \in \mathcal{L}(U) and T∣U⊥∈L(U⊥)\left.T\right|_{U^{\perp }} \in \mathcal{L}(U^{\perp }) are normal operators.

This exercise can be used to give yet another proof of the complex spectral theorem (use induction on dim⁡V\operatorname {dim} V and the result that TT has an eigenvector).

Problem 7B.21

Suppose that TT is a self-adjoint operator on a finite-dimensional inner product space and that 22 and 33 are the only eigenvalues of TT. Prove that

T2−5T+6I=0. T^{2}-5 T+6 I = 0.
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Problem 7B.22

Give an example of an operator T∈L(C3)T \in \mathcal{L}(\mathbb {C}^{3}) such that 22 and 33 are the only eigenvalues of TT and T2−5T+6I≠0T^{2}-5 T+6 I \neq 0.

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Problem 7B.23

Suppose T∈L(V)T \in \mathcal{L}(V) is self-adjoint, λ∈F\lambda \in \mathbf{F}, and ϵ>0\epsilon >0. Suppose there exists v∈Vv \in V such that ∥v∥=1\left\| v\right\| = 1 and

∥Tv−λv∥<ϵ. \left\| T v-\lambda v\right\| <\epsilon .

Prove that TT has an eigenvalue λ′\lambda^{\prime } such that ∣λ−λ′∣<ϵ\left|\lambda -\lambda^{\prime }\right|<\epsilon.

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Remark.
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This exercise shows that for a self-adjoint operator, a number that is close to satisfying an equation that would make it an eigenvalue is close to an eigenvalue.

Problem 7B.24

Suppose UU is a finite-dimensional vector space and T∈L(U)T \in \mathcal{L}(U).

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(a)

Suppose F=R\mathbf{F} = \mathbb {R}. Prove that TT is diagonalizable if and only if there is a basis of UU such that the matrix of TT with respect to this basis equals its transpose.

(b)

Suppose F=C\mathbf{F} = \mathbb {C}. Prove that TT is diagonalizable if and only if there is a basis of UU such that the matrix of TT with respect to this basis commutes with its conjugate transpose.

This exercise adds another equivalence to the list of conditions equivalent to diagonalizability in 5.55.

Problem 7B.25

Suppose that T∈L(V)T \in \mathcal{L}(V) and there is an orthonormal basis e1,…,ene_{1}, \ldots , e_{n} of VV consisting of eigenvectors of TT, with corresponding eigenvalues λ1,…,λn\lambda_{1}, \ldots , \lambda_{n}. Show that if k∈{1,…,n}k \in \left\{ 1, \ldots , n\right\}, then the pseudoinverse T†T^{\dagger } satisfies the equation

T†ek={1λkek if λk≠0,0 if λk=0. T^{\dagger } e_{k} = \begin{cases} \frac{1}{\lambda _{k}} e_{k} & \text{ if } \lambda _{k} \neq 0, \\ 0 & \text{ if } \lambda _{k} = 0. \end{cases}
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