Chapter 10

Linear Maps on Hilbert Spaces

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Problem 10A.1

Define T:ℓ2→ℓ2T: \ell^{2} \rightarrow \ell^{2} by T(a1,a2,…)=(0,a1,a2,…)T\left(a_{1}, a_{2}, \ldots \right) = \left(0, a_{1}, a_{2}, \ldots \right). Find a formula for T∗T^{*}.

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Problem 10A.2

Suppose VV is a Hilbert space, UU is a closed subspace of VV, and T:U→VT: U \rightarrow V is defined by Tf=fT f = f. Describe the linear operator T∗:V→UT^{*}: V \rightarrow U.

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Problem 10A.3

Suppose VV and WW are Hilbert spaces and g∈V,h∈Wg \in V, h \in W. Define T∈B(V,W)T \in \mathcal{B}(V, W) by Tf=⟨f,g⟩hT f = \left\langle f, g \right\rangle h. Find a formula for T∗T^{*}.

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Problem 10A.4

Suppose VV and WW are Hilbert spaces and T∈B(V,W)T \in \mathcal{B}(V, W) has finite-dimensional range. Prove that T∗T^{*} also has finite-dimensional range.

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Problem 10A.5

Prove or give a counterexample: If VV is a Hilbert space and T:V→VT: V \rightarrow V is a bounded linear map such that dim⁡null⁡(T)<∞\operatorname {dim}\operatorname {null}(T)< \infty, then dim⁡null⁡(T∗)<∞\operatorname {dim}\operatorname {null}(T^{*}) < \infty.

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Problem 10A.6

Suppose TT is a bounded linear map from a Hilbert space VV to a Hilbert space WW. Prove that ∥T∗T∥=∥T∥2\left\| T^{*} T\right\| = \left\| T\right\|^{2}.

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Remark.
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This formula for ∥T∗T∥\left\| T^{*} T\right\| leads to the important subject of C∗C^{*}-algebras.

Problem 10A.7

Suppose VV is a Hilbert space and Inv⁡(V)\operatorname {Inv}(V) is the set of invertible bounded operators on VV. Think of Inv⁡(V)\operatorname {Inv}(V) as a metric space with the metric it inherits as a subset of B(V)\mathcal{B}(V). Show that T↦T−1T \mapsto T^{-1} is a continuous function from Inv⁡(V)\operatorname {Inv}(V) to Inv⁡(V)\operatorname {Inv}(V).

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Problem 10A.8

Suppose TT is a bounded operator on a Hilbert space.

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(a)

Prove that TT is left invertible if and only if T∗T^{*} is right invertible.

(b)

Prove that TT is invertible if and only if TT is both left and right invertible.

Problem 10A.9

Suppose b1,b2,…b_{1}, b_{2}, \ldots is a bounded sequence in F\mathbf{F}. Define a bounded linear map T:ℓ2→ℓ2T: \ell^{2} \rightarrow \ell^{2} by

T(a1,a2,…)=(a1b1,a2b2,…) T\left(a_{1}, a_{2}, \ldots \right) = \left(a_{1} b_{1}, a_{2} b_{2}, \ldots \right)
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(a)

Find a formula for T∗T^{*}.

(b)

Show that TT is injective if and only if bk≠0b_{k} \neq 0 for every k∈Nk \in \mathbb {N}.

(c)

Show that TT has dense range if and only if bk≠0b_{k} \neq 0 for every k∈Nk \in \mathbb {N}.

(d)

Show that TT has closed range if and only if

inf⁡{∣bk∣:k∈Nand bk≠0}>0. \inf \left\{ \left|b_{k}\right|: k \in \mathbb {N} \text{and } b_{k} \neq 0\right\} > 0.
(e)

Show that TT is invertible if and only if

inf⁡{∣bk∣:k∈N}>0 \inf \left\{ \left|b_{k}\right|: k \in \mathbb {N}\right\} > 0
Problem 10A.10

Suppose h∈L∞(R)h \in \mathcal{L}^{\infty }(\mathbb {R}) and Mh:L2(R)→L2(R)M_{h}: L^{2}(\mathbb {R}) \rightarrow L^{2}(\mathbb {R}) is the bounded operator defined by Mhf=fhM_{h} f = f h.

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(a)

Show that MhM_{h} is injective if and only if ∣{x∈R:h(x)=0}∣=0\left|\left\{ x \in \mathbb {R}: h(x) = 0\right\} \right| = 0.

(b)

Find a necessary and sufficient condition (in terms of hh) for MhM_{h} to have dense range.

(c)

Find a necessary and sufficient condition (in terms of hh) for MhM_{h} to have closed range.

(d)

Find a necessary and sufficient condition (in terms of hh) for MhM_{h} to be invertible.

Problem 10A.11
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(a)

Prove or give a counterexample: If TT is a bounded operator on a Hilbert space such that TT and T∗T^{*} are both injective, then TT is invertible.

(b)

Prove or give a counterexample: If TT is a bounded operator on a Hilbert space such that TT and T∗T^{*} are both surjective, then TT is invertible.

Problem 10A.12

Define T:ℓ2→ℓ2T: \ell^{2} \rightarrow \ell^{2} by T(a1,a2,a3,…)=(a2,a3,a4,…)T\left(a_{1}, a_{2}, a_{3}, \ldots \right) = \left(a_{2}, a_{3}, a_{4}, \ldots \right). Suppose α∈F\alpha \in \mathbf{F}.

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(a)

Prove that T−αIT-\alpha I is injective if and only if ∣α∣≥1\left|\alpha \right| \geq 1.

(b)

Prove that T−αIT-\alpha I is invertible if and only if ∣α∣>1\left|\alpha \right| > 1.

(c)

Prove that T−αIT-\alpha I is surjective if and only if ∣α∣≠1\left|\alpha \right| \neq 1.

(d)

Prove that T−αIT-\alpha I is left invertible if and only if ∣α∣>1\left|\alpha \right| > 1.

Problem 10A.13

Suppose VV is a Hilbert space.

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(a)

Show that LeftInv⁡(V):={T∈B(V):T is left invertible}\operatorname {LeftInv}(V) := \left\{ T \in \mathcal{B}(V): T \text{ is left invertible}\right\} is an open subset of B(V)\mathcal{B}(V).

(b)

Show that RightInv⁡(V):={T∈B(V):T is right invertible}\operatorname {RightInv}(V) := \left\{ T \in \mathcal{B}(V): T \text{ is right invertible}\right\} is an open subset of B(V)\mathcal{B}(V).

Problem 10A.14

Suppose TT is a bounded operator on a Hilbert space VV.

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(a)

Prove that TT is invertible if and only if TT has a unique left inverse. In other words, prove that TT is invertible if and only if there exists a unique S∈B(V)S \in \mathcal{B}(V) such that ST=IS T = I.

(b)

Prove that TT is invertible if and only if TT has a unique right inverse. In other words, prove that TT is invertible if and only if there exists a unique S∈B(V)S \in \mathcal{B}(V) such that TS=IT S = I.

Problem 10B.1

Verify all the assertions in Example 10.33.

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Remark.
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Example 10.33:

  • Suppose b1,b2,…b_1, b_2, \ldots is a bounded sequence in F\mathbf{F}. Define a bounded linear map T:ℓ2→ℓ2T: \ell^{2} \rightarrow \ell^{2} by T(a1,a2,…)=(a1b1,a2b2,…)T(a_1,a_2,\ldots ) = (a_1 b_1, a_2 b_2, \ldots ). Then the set of eigenvalues of TT equals {bk:k∈N}\left\{ b_k : k \in \mathbb {N}\right\} and the spectrum of TT equals the closure of {bk:k∈N}\left\{ b_k : k \in \mathbb {N}\right\}.

  • Suppose h∈L∞(R)h \in L^{\infty }(\mathbb {R}). Define a bounded linear map Mh:L2(R)→L2(R)M_h: L^{2}(\mathbb {R}) \rightarrow L^{2}(\mathbb {R}) by Mhf=fhM_h f = fh. Then α∈F\alpha \in \mathbf{F} is an eigenvalue of MhM_h if and only if ∣{t∈R:h(t)=α}∣>0\left|\left\{ t \in \mathbb {R} : h(t) = \alpha \right\} \right| > 0. Also, α∈sp⁡(Mh)\alpha \in \operatorname {sp}(M_h) if and only if ∣{t∈R:∣h(t)−α∣<ε}∣>0\left|\left\{ t \in \mathbb {R} : \left|h(t)-\alpha \right| < \varepsilon \right\} \right| > 0 for all ε>0\varepsilon > 0.

  • Define the right shift T:ℓ2→ℓ2T: \ell^{2} \rightarrow \ell^{2} and the left shift S:ℓ2→ℓ2S: \ell^{2} \rightarrow \ell^{2} by T(a1,a2,a3,…)=(0,a1,a2,a3,…)T(a_1,a_2,a_3,\ldots ) = (0,a_1,a_2,a_3,\ldots ) and S(a1,a2,a3,…)=(a2,a3,a4,…)S(a_1,a_2,a_3,\ldots ) = (a_2,a_3,a_4,\ldots ). Then TT has no eigenvalues, and sp⁡(T)={α∈F:∣α∣≤1}\operatorname {sp}(T) = \left\{ \alpha \in \mathbf{F} : \left|\alpha \right| \leq 1\right\}. Also, the set of eigenvalues of SS is the open set {α∈F:∣α∣<1}\left\{ \alpha \in \mathbf{F} : \left|\alpha \right| < 1\right\}, and the spectrum of SS is the closed set {α∈F:∣α∣≤1}\left\{ \alpha \in \mathbf{F} : \left|\alpha \right| \leq 1\right\}.

Problem 10B.2

Suppose TT is a bounded operator on a Hilbert space VV.

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(a)

Prove that sp⁡(S−1TS)=sp⁡(T)\operatorname {sp}\left(S^{-1} T S\right) = \operatorname {sp}(T) for all bounded invertible operators SS on VV.

(b)

Prove that sp⁡(T∗)={α‾:α∈sp⁡(T)}\operatorname {sp}\left(T^{*}\right) = \left\{ \overline{\alpha }: \alpha \in \operatorname {sp}(T)\right\}.

(c)

Prove that if TT is invertible, then sp⁡(T−1)={1α:α∈sp⁡(T)}\operatorname {sp}\left(T^{-1}\right) = \left\{ \frac{1}{\alpha }: \alpha \in \operatorname {sp}(T)\right\}.

Problem 10B.3

Suppose EE is a bounded subset of F\mathbf{F}. Show that there exists a Hilbert space VV and T∈B(V)T \in \mathcal{B}(V) such that the set of eigenvalues of TT equals EE.

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Problem 10B.4

Suppose EE is a nonempty closed bounded subset of F\mathbf{F}. Show that there exists T∈B(ℓ2)T \in \mathcal{B}\left(\ell^{2}\right) such that sp⁡(T)=E\operatorname {sp}(T) = E.

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Problem 10B.5

Give an example of a bounded operator TT on a normed vector space such that for every α∈F\alpha \in \mathbf{F}, the operator T−αIT-\alpha I is not invertible.

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Problem 10B.6

Suppose TT is a bounded operator on a complex nonzero Banach space VV.

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(a)

Prove that the function

α↦φ((T−αI)−1f) \alpha \mapsto \varphi \left((T-\alpha I)^{-1} f\right)

is analytic on C\sp⁡(T)\mathbb {C} \backslash \operatorname {sp}(T) for every f∈Vf \in V and every φ∈V′\varphi \in V^{\prime }.

(b)

Prove that sp⁡(T)≠∅\operatorname {sp}(T) \neq \varnothing.

Problem 10B.7

Prove that if TT is an operator on a Hilbert space VV such that ⟨Tf,g⟩=⟨f,Tg⟩\langle T f, g\rangle = \langle f, T g\rangle for all f,g∈Vf, g \in V, then TT is a bounded operator.

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Problem 10B.8

Suppose PP is a bounded operator on a Hilbert space VV such that P2=PP^{2} = P. Prove that PP is self-adjoint if and only if there exists a closed subspace UU of VV such that P=PUP = P_{U}.

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Problem 10B.9

Suppose VV is a real Hilbert space and T∈B(V)T \in \mathcal{B}(V). The complexification of TT is the function TC:VC→VCT_{\mathbb {C}}: V_{\mathbb {C}} \rightarrow V_{\mathbb {C}} defined by

TC(f+ig)=Tf+iTg T_{\mathbb {C}}(f+i g) = T f+i T g

for f,g∈Vf, g \in V (see Exercise 4 in Section 8B for the definition of VCV_{\mathbb {C}}).

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(a)

Show that TCT_{\mathbb {C}} is a bounded operator on the complex Hilbert space VCV_{\mathbb {C}} and ∥TC∥=∥T∥\left\| T_{\mathbb {C}}\right\| = \left\| T\right\|.

(b)

Show that TCT_{\mathbb {C}} is invertible if and only if TT is invertible.

(c)

Show that (TC)∗=(T∗)C\left(T_{\mathbb {C}}\right)^{*} = \left(T^{*}\right)_{\mathbb {C}}.

(d)

Show that TT is self-adjoint if and only if TCT_{\mathbb {C}} is self-adjoint.

(e)

Use the previous parts of this exercise and 10.49 and 10.38 to show that if TT is self-adjoint and V≠{0}V \neq \left\{ 0\right\}, then sp⁡(T)≠∅\operatorname {sp}(T) \neq \varnothing.

Problem 10B.10

Suppose TT is a bounded operator on a Hilbert space VV such that ⟨Tf,f⟩≥0\left\langle Tf, f \right\rangle \geq 0 for all f∈Vf \in V. Prove that sp⁡(T)⊆[0,∞)\operatorname {sp}(T) \subseteq [0, \infty ).

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Problem 10B.11

Suppose PP is a bounded operator on a Hilbert space VV such that P2=PP^{2} = P. Prove that PP is self-adjoint if and only if PP is normal.

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Problem 10B.12

Prove that a normal operator on a separable Hilbert space has at most countably many eigenvalues.

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Problem 10B.13

Prove or give a counterexample: If TT is a normal operator on a Hilbert space and T=A+iBT = A+i B, where AA and BB are self-adjoint, then ∥T∥=∥A∥2+∥B∥2\left\| T\right\| = \sqrt{\left\| A\right\|^{2}+\left\| B\right\|^{2}}.

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Problem 10B.14

Suppose TT is a normal operator on a Hilbert space and α∈F\alpha \in \mathbb {F}. Prove that α∈sp⁡(T)\alpha \in \operatorname {sp}(T) if and only if α\alpha is an approximate eigenvalue of TT.

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Remark.
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A number α∈F\alpha \in \mathbb {F} is called an approximate eigenvalue of a bounded operator TT on a Hilbert space VV if

inf⁡{∥(T−αI)f∥:f∈V and ∥f∥=1}=0 \inf \left\{ \left\| (T-\alpha I) f\right\| : f \in V \text{ and }\left\| f\right\| = 1\right\} = 0
Problem 10B.15

Suppose TT is a normal operator on a Hilbert space.

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(a)

Prove that if α\alpha is an eigenvalue of TT, then ∣α∣2\left|\alpha \right|^{2} is an eigenvalue of T∗TT^{*} T.

(b)

Prove that if α∈sp⁡(T)\alpha \in \operatorname {sp}(T), then ∣α∣2∈sp⁡(T∗T)\left|\alpha \right|^{2} \in \operatorname {sp}\left(T^{*} T\right).

Problem 10B.16

Suppose {ek}k∈N\left\{ e_{k}\right\}_{k \in \mathbb {N}}is an orthonormal basis of a Hilbert space VV. Suppose also that TT is a normal operator on VV and eke_{k} is an eigenvector of TT for every k≥2k \geq 2. Prove that e1e_{1} is an eigenvector of TT.

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Problem 10B.17

Prove that if TT is a self-adjoint operator on a Hilbert space, then ∥Tn∥=∥T∥n\left\| T^{n}\right\| = \left\| T\right\|^{n} for every n∈Nn \in \mathbb {N}.

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Problem 10B.18

Prove that if TT is a normal operator on a Hilbert space, then ∥Tn∥=∥T∥n\left\| T^{n}\right\| = \left\| T\right\|^{n} for every n∈Nn \in \mathbb {N}.

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Problem 10B.19

Suppose TT is an invertible operator on a Hilbert space. Prove that TT is unitary if and only if ∥T∥=∥T−1∥=1\left\| T\right\| = \left\| T^{-1}\right\| = 1.

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Problem 10B.20

Suppose TT is a bounded operator on a complex Hilbert space, with T=A+iBT = A+i B, where AA and BB are self-adjoint (see 10.54). Prove that TT is unitary if and only if TT is normal and A2+B2=IA^{2}+B^{2} = I.

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Remark.
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If z=x+yiz = x+yi, where x,y∈Rx, y \in \mathbb {R}, then ∣z∣=1\left|z\right| = 1 if and only if x2+y2=1x^{2}+y^{2} = 1. Thus this exercise strengthens the analogy between the unit circle in the complex plane and the unitary operators.

Problem 10B.21

Suppose TT is a unitary operator on a complex Hilbert space such that T−IT-I is invertible. Prove that

i(T+I)(T−I)−1 i(T+I)(T-I)^{-1}

is a self-adjoint operator.

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Remark.
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The function z↦i(z+1)(z−1)−1z \mapsto i(z+1)(z-1)^{-1} maps {z∈C:∣z∣=1}\{1}\left\{ z \in \mathbb {C}:\left|z\right| = 1\right\} \backslash \left\{ 1\right\} to R\mathbb {R}. Thus this exercise provides another useful illustration of the analogies showing unitary ≈{z∈C:∣z∣=1}\approx \left\{ z \in \mathbb {C}:\left|z\right| = 1\right\} and self-adjoint ≈R\approx \mathbb {R}.

Problem 10B.22

Suppose TT is a self-adjoint operator on a complex Hilbert space. Prove that

S=(T+iI)(T−iI)−1 S = (T+i I)(T-i I)^{-1}

is a unitary operator.

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Remark.
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The function z↦(z+i)(z−i)−1z \mapsto (z+i)(z-i)^{-1} maps R\mathbb {R} to {z∈C:∣z∣=1}\{1}\left\{ z \in \mathbb {C}:\left|z\right| = 1\right\} \backslash \left\{ 1\right\}. Thus this exercise provides another useful illustration of the analogies showing (a) unitary ⟺{z∈C:∣z∣=1}\Longleftrightarrow \left\{ z \in \mathbb {C}:\left|z\right| = 1\right\}; (b) self-adjoint ⟺R\Longleftrightarrow \mathbb {R}.

Problem 10B.23

For TT a bounded operator on a Banach space, define eTe^{T} by

eT=∑k=0∞Tkk! e^{T} = \sum _{k = 0}^{\infty } \frac{T^{k}}{k!}
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(a)

Prove that if TT is a bounded operator on a Banach space VV, then the infinite sum above converges in B(V)\mathcal{B}(V) and ∥eT∥≤e∥T∥\left\| e^{T}\right\| \leq e^{\left\| T\right\| }.

(b)

Prove that if S,TS, T are bounded operators on a Banach space VV such that ST=TSS T = T S, then eSeT=eS+Te^{S} e^{T} = e^{S+T}.

(c)

Prove that if TT is a self-adjoint operator on a complex Hilbert space, then eiTe^{i T} is unitary.

Problem 10B.24

Suppose (X,S,μ)(X, \mathcal{S}, \mu ) is a σ\sigma-finite measure space and h∈L∞(μ)h \in L^{\infty }(\mu ). As usual, let Mh∈B(L2(μ))M_{h} \in \mathcal{B}\left(L^{2}(\mu )\right) denote the multiplication operator defined by Mhf=fhM_{h} f = f h. Prove that MhM_{h} is a partial isometry if and only if there exists a set E∈SE \in \mathcal{S} such that ∣h∣=χE\left|h\right| = \chi_{E}.

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Problem 10B.25

Suppose TT is an isometry on a Hilbert space. Prove that T∗T^{*} is a partial isometry.

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Problem 10B.26

Suppose TT is a bounded operator on a Hilbert space VV. Prove that TT is a partial isometry if and only if T∗T=PUT^{*} T = P_{U} for some closed subspace UU of VV.

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Problem 10C.1

Prove that if TT is a compact operator on a Hilbert space VV and e1,e2,…e_{1}, e_{2}, \ldots is an orthonormal sequence in VV, then lim⁡n→∞Ten=0V\lim_{n \rightarrow \infty } T e_{n} = 0_V.

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Problem 10C.2

Prove that if TT is a compact operator on L2([0,1])L^{2}([0,1]), then lim⁡n→∞n∥T(xn)∥2=0\lim_{n \rightarrow \infty } \sqrt{n}\left\| T\left(x^{n}\right)\right\|_{2} = 0, where xnx^{n} means the element of L2([0,1])L^{2}([0,1]) defined by x↦xnx \mapsto x^{n}.

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Problem 10C.3

Suppose TT is a compact operator on a Hilbert space VV and f1,f2,…f_{1}, f_{2}, \ldots is a sequence in VV such that lim⁡n→∞⟨fn,g⟩=0\lim_{n \rightarrow \infty } \left\langle f_{n}, g \right\rangle = 0 for every g∈Vg \in V. Prove that lim⁡n→∞∥Tfn∥=0\lim_{n \rightarrow \infty }\left\| T f_{n}\right\| = 0.

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Problem 10C.4

Suppose h∈L∞(R)h \in L^{\infty }(\mathbb {R}). Define Mh∈B(L2(R))M_{h} \in \mathcal{B}\left(L^{2}(\mathbb {R})\right) by Mhf=fhM_{h} f = f h. Prove that if ∥h∥∞>0\left\| h\right\|_{\infty } > 0, then MhM_{h} is not compact.

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Problem 10C.5

Suppose (b1,b2,…)∈ℓ∞\left(b_{1}, b_{2}, \ldots \right) \in \ell^{\infty }. Define T:ℓ2→ℓ2T: \ell^{2} \rightarrow \ell^{2} by

T(a1,a2,…)=(a1b1,a2b2,…) T\left(a_{1}, a_{2}, \ldots \right) = \left(a_{1} b_{1}, a_{2} b_{2}, \ldots \right)

Prove that TT is compact if and only if lim⁡n→∞bn=0\lim_{n \rightarrow \infty } b_{n} = 0.

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Problem 10C.6

Suppose TT is a bounded operator on a Hilbert space VV. Prove that if there exists an orthonormal basis {ek}k∈Γ\left\{ e_{k}\right\}_{k \in \Gamma } of VV such that

∑k∈Γ∥Tek∥2<∞ \sum _{k \in \Gamma }\left\| T e_{k}\right\| ^{2} < \infty

then TT is compact.

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Problem 10C.7

Suppose TT is a bounded operator on a Hilbert space VV. Prove that if {ek}k∈Γ\left\{ e_{k}\right\}_{k \in \Gamma } and {fj}j∈Ω\left\{ f_{j}\right\}_{j \in \Omega } are orthonormal bases of VV, then

∑k∈Γ∥Tek∥2=∑j∈Ω∥Tfj∥2 \sum _{k \in \Gamma }\left\| T e_{k}\right\| ^{2} = \sum _{j \in \Omega }\left\| T f_{j}\right\| ^{2}
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Problem 10C.8

Suppose TT is a bounded operator on a Hilbert space. Prove that TT is compact if and only if T∗TT^{*} T is compact.

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Problem 10C.9

Prove that if TT is a compact operator on an infinite-dimensional Hilbert space, then ∥I−T∥≥1\left\| I-T\right\| \geq 1.

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Problem 10C.10

Show that if TT is a surjective but not injective operator on a vector space VV, then

null⁡T⫋null⁡T2⫋null⁡T3⫋⋯ \operatorname {null} T \varsubsetneqq \operatorname {null} T^{2} \varsubsetneqq \operatorname {null} T^{3} \varsubsetneqq \cdots
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Problem 10C.11

Suppose TT is a compact operator on a Hilbert space and α∈F\{0}\alpha \in \mathbf{F} \backslash \left\{ 0\right\}.

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(a)

Prove that range⁡(T−αI)m−1=range⁡(T−αI)m\operatorname {range}(T-\alpha I)^{m-1} = \operatorname {range}(T-\alpha I)^{m} for some m∈Nm \in \mathbb {N}.

(b)

Prove that null⁡(T−αI)n−1=null⁡(T−αI)n\operatorname {null}(T-\alpha I)^{n-1} = \operatorname {null}(T-\alpha I)^{n} for some n∈Nn \in \mathbb {N}.

(c)

Show that the smallest positive integer mm that works in (a) equals the smallest positive integer nn that works in (b).

Problem 10C.12

Prove that if f:[0,1]→Ff:[0,1] \rightarrow \mathbf{F} is a continuous function, then there exists a continuous function g:[0,1]→Fg:[0,1] \rightarrow \mathbf{F} such that

f(x)=g(x)+∫0xg f(x) = g(x)+\int _{0}^{x} g

for all x∈[0,1]x \in [0,1].

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Problem 10C.13

Suppose SS is a bounded invertible operator on a Hilbert space VV and TT is a compact operator on VV.

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(a)

Prove that S+TS+T has closed range.

(b)

Prove that S+TS+T is injective if and only if S+TS+T is surjective.

(c)

Prove that null⁡(S+T)\operatorname {null}(S+T) and null⁡(S∗+T∗)\operatorname {null}\left(S^{*}+T^{*}\right) are finite-dimensional.

(d)

Prove that dim⁡null⁡(S+T)=dim⁡null⁡(S∗+T∗)\operatorname {dim} \operatorname {null}(S+T) = \operatorname {dim} \operatorname {null}\left(S^{*}+T^{*}\right).

(e)

Prove that there exists R∈B(V)R \in \mathcal{B}(V) such that range RR is finite-dimensional and S+T+RS+T+R is invertible.

Problem 10C.14

Suppose TT is a compact operator on a Hilbert space VV. Prove that range TT is a separable subspace of VV.

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Problem 10C.15

Suppose TT is a compact operator on a Hilbert space VV and e1,e2,…e_{1}, e_{2}, \ldots is an orthonormal basis of range TT. Let PnP_{n} denote the orthogonal projection of VV onto span⁡{e1,…,en}\operatorname {span}\left\{ e_{1}, \ldots , e_{n}\right\}.

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(a)

Prove that lim⁡n→∞∥T−PnT∥=0\lim_{n \rightarrow \infty }\left\| T-P_{n} T\right\| = 0.

(b)

Prove that a bounded operator on a Hilbert space VV is compact if and only if it is the limit in B(V)\mathcal{B}(V) of a sequence of bounded operators with finite-dimensional range.

Problem 10C.16

Prove that if TT is a compact operator on a Hilbert space VV, then there exists a sequence S1,S2,…S_{1}, S_{2}, \ldots of invertible operators on VV such that lim⁡n→∞∥T−Sn∥=0\lim_{n \rightarrow \infty }\left\| T-S_{n}\right\| = 0.

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Problem 10C.17

Suppose TT is a bounded operator on a Hilbert space such that p(T)p(T) is compact for some nonzero polynomial pp with coefficients in F\mathbf{F}. Prove that sp⁡(T)\operatorname {sp}(T) is a countable set.

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Problem 10C.18

Suppose T∈B(ℓ2)T \in \mathcal{B}\left(\ell^{2}\right) is defined by T(a1,a2,a3,…)=(a2,a3,a4,…)T\left(a_{1}, a_{2}, a_{3}, \ldots \right) = \left(a_{2}, a_{3}, a_{4}, \ldots \right). Suppose also that α∈F\alpha \in \mathbf{F} and ∣α∣<1\left|\alpha \right| < 1.

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(a)

Show that the geometric multiplicity of α\alpha as an eigenvalue of TT equals 1.

(b)

Show that the algebraic multiplicity of α\alpha as an eigenvalue of TT equals ∞\infty.

Remark.
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Suppose TT is a bounded operator on a Hilbert space. The algebraic multiplicity of an eigenvalue α\alpha of TT is defined to be the dimension of the subspace

⋃n=1∞null⁡(T−αI)n \bigcup _{n = 1}^{\infty } \operatorname {null}(T-\alpha I)^{n}

As an easy example, if TT is the left shift as defined in the next exercise, then the eigenvalue 00 of TT has geometric multiplicity 1 but algebraic multiplicity ∞\infty. The definition above of algebraic multiplicity is equivalent on finite-dimensional spaces to the common definition involving the multiplicity of a root of the characteristic polynomial. However, the definition used here is cleaner (no determinants needed) and has the advantage of working on infinite-dimensional Hilbert spaces.

Problem 10C.19

Prove that the geometric multiplicity of an eigenvalue of a normal operator on a Hilbert space equals the algebraic multiplicity of that eigenvalue.

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Problem 10C.20

Prove that every nonzero eigenvalue of a compact operator on a Hilbert space has finite algebraic multiplicity.

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Problem 10C.21

Prove that if TT is a compact operator on a Hilbert space and α\alpha is a nonzero eigenvalue of TT, then the algebraic multiplicity of α\alpha as an eigenvalue of TT equals the algebraic multiplicity of α‾\overline{\alpha } as an eigenvalue of T∗T^{*}.

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Problem 10C.22

Prove that if VV is a separable Hilbert space, then C(V)\mathcal{C}(V), the Banach space of compact operators on VV, is separable.

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Problem 10D.1

Prove that if TT is a compact operator on a nonzero Hilbert space, then ∥T∥2\left\| T\right\|^{2} is an eigenvalue of T∗TT^{*} T.

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Problem 10D.2

Prove that if TT is a self-adjoint operator on a nonzero Hilbert space VV, then

∥T∥=sup⁡{∣⟨Tf,f⟩∣:f∈V and ∥f∥=1} \left\| T\right\| = \sup \left\{ \left|\langle T f, f\rangle \right|: f \in V \text{ and }\left\| f\right\| = 1\right\}
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Problem 10D.3

Suppose TT is a bounded operator on a Hilbert space VV and UU is a closed subspace of VV. Prove that the following are equivalent:

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(a)

UU is an invariant subspace for TT.

(b)

U⊥U^{\perp } is an invariant subspace for T∗T^{*}.

(c)

TPU=PUTPUT P_{U} = P_{U} T P_{U}.

Problem 10D.4

Suppose TT is a bounded operator on a Hilbert space VV and UU is a closed subspace of VV. Prove that the following are equivalent:

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(a)

UU and U⊥U^{\perp } are invariant subspaces for TT.

(b)

UU and U⊥U^{\perp } are invariant subspaces for T∗T^{*}.

(c)

TPU=PUTT P_{U} = P_{U} T.

Problem 10D.5

Suppose TT is a bounded operator on a nonseparable normed vector space VV. Prove that TT has a closed invariant subspace other than {0}\left\{ 0\right\} and VV.

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Problem 10D.6

Suppose TT is an operator on a Banach space VV with dimension greater than 2. Prove that TT has an invariant subspace other than {0}\left\{ 0\right\} and VV.

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Remark.
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For this exercise, TT is not assumed to be bounded and the invariant subspace is not required to be closed.

Problem 10D.7

Suppose TT is a self-adjoint compact operator on a Hilbert space that has only finitely many distinct eigenvalues. Prove that TT has finite-dimensional range.

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Problem 10D.8
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(a)

Prove that if TT is a self-adjoint compact operator on a Hilbert space, then there exists a self-adjoint compact operator SS such that S3=TS^{3} = T.

(b)

Prove that if TT is a normal compact operator on a complex Hilbert space, then there exists a normal compact operator SS such that S2=TS^{2} = T.

Problem 10D.9

Suppose TT is a compact normal operator on a nonzero Hilbert space VV. Prove that there is a subspace of VV with dimension 1 or 2 that is an invariant subspace for TT.

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Remark.
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If F=C\mathbf{F} = \mathbb {C}, the desired result follows immediately from the Spectral Theorem for compact normal operators. Thus you can assume that F=R\mathbf{F} = \mathbb {R}.

Problem 10D.10

Suppose TT is a self-adjoint compact operator on a Hilbert space and ∥T∥≤14\left\| T\right\| \leq \frac{1}{4}. Prove that there exists a self-adjoint compact operator SS such that S2+S=TS^{2}+S = T.

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Problem 10D.11

For k∈Zk \in \mathbb {Z}, define gk∈L2((−π,π])g_{k} \in L^{2}((-\pi , \pi ]) and hk∈L2((−π,π])h_{k} \in L^{2}((-\pi , \pi ]) by

gk(t)=12πeit/2eikt and hk(t)=12πeikt g_{k}(t) = \frac{1}{\sqrt{2 \pi }} e^{i t / 2} e^{i k t} \quad \text{ and } \quad h_{k}(t) = \frac{1}{\sqrt{2 \pi }} e^{i k t}

here we are assuming that F=C\mathbf{F} = \mathbb {C}.

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(a)

Use the conclusion of Example 10.108 to show that {gk}k∈Z\left\{ g_{k}\right\}_{k \in \mathbb {Z}} is an orthonormal basis of L2((−π,π])L^{2}((-\pi , \pi ]).

(b)

Use the result in part (a) to show that {hk}k∈Z\left\{ h_{k}\right\}_{k \in \mathbb {Z}} is an orthonormal basis of L2((−π,π])L^{2}((-\pi , \pi ]).

(c)

Use the result in part (b) to show that the orthonormal family in the third bullet point of Example 8.51 is an orthonormal basis of L2((−π,π])L^{2}((-\pi , \pi ]).

Remark.
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Example 10.108 (conclusion): for k∈Zk \in \mathbb {Z}, define fk∈L2([0,1])f_{k} \in L^{2}([0,1]) by fk(x)=ei(2k+1)πxf_{k}(x) = e^{i(2k+1)\pi x}. Then {fk}k∈Z\left\{ f_{k}\right\}_{k \in \mathbb {Z}} is an orthonormal basis of L2([0,1])L^{2}([0,1]).

Example 8.51 (third bullet point): for k∈Zk \in \mathbb {Z}, define ek:(−π,π]→Re_{k}: (-\pi , \pi ] \rightarrow \mathbb {R} by

ek(t)={1πsin⁡(kt)if k>0,12πif k=0,1πcos⁡(kt)if k<0. e_{k}(t) = \begin{cases} \frac{1}{\sqrt{\pi }} \sin (kt) & \text{if } k > 0, \\ \frac{1}{\sqrt{2\pi }} & \text{if } k = 0, \\ \frac{1}{\sqrt{\pi }} \cos (kt) & \text{if } k < 0.\end{cases}
Problem 10D.12

Suppose TT is a compact operator on a Hilbert space. Prove that s1(T)=∥T∥s_{1}(T) = \left\| T\right\|.

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Problem 10D.13

Suppose TT is a compact operator on a Hilbert space and n∈Nn \in \mathbb {N}. Prove that dim⁡range⁡T<n\operatorname {dim}\operatorname {range}T < n if and only if sn(T)=0s_{n}(T) = 0.

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Problem 10D.14

Suppose TT is a compact operator on a Hilbert space VV with singular value decomposition

Tf=∑k=1∞sk(T)⟨f,ek⟩hk T f = \sum _{k = 1}^{\infty } s_{k}(T) \left\langle f, e_{k} \right\rangle h_{k}

for all f∈Vf \in V. For n∈Nn \in \mathbb {N}, define Tn:V→VT_{n}: V \rightarrow V by

Tnf=∑k=1nsk(T)⟨f,ek⟩hk T_{n} f = \sum _{k = 1}^{n} s_{k}(T) \left\langle f, e_{k} \right\rangle h_{k}

Prove that lim⁡n→∞∥T−Tn∥=0\lim_{n \rightarrow \infty }\left\| T-T_{n}\right\| = 0.

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Remark.
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This exercise gives another proof, in addition to the proof suggested by Exercise 15 in Section 10C, that an operator on a Hilbert space is compact if and only if it is the limit of bounded operators with finite-dimensional range.

Problem 10D.15

Suppose TT is a compact operator on a Hilbert space VV and n∈Nn \in \mathbb {N}. Prove that

inf⁡{∥T−S∥:S∈B(V) and dim⁡range⁡S<n}=sn(T) \inf \left\{ \left\| T-S\right\| : S \in \mathcal{B}(V) \text{ and } \operatorname {dim}\operatorname {range} S < n\right\} = s_{n}(T)
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Problem 10D.16

Suppose TT is a compact operator on a Hilbert space VV and n∈Nn \in \mathbb {N}. Prove that

sn(T)=inf⁡{∥T∣U⊥∥:U is a subspace of V with dim⁡U<n} s_{n}(T) = \inf \left\{ \left\| \left.T\right|_{U^{\perp }}\right\| : U \text{ is a subspace of } V \text{ with } \operatorname {dim} U < n\right\}
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Problem 10D.17

Suppose TT is a compact operator on a Hilbert space VV with singular value decomposition

Tf=∑k∈Ωsk⟨f,ek⟩hk T f = \sum _{k \in \Omega } s_{k} \left\langle f, e_{k} \right\rangle h_{k}

for all f∈Vf \in V. Prove that

T∗f=∑k∈Ωsk⟨f,hk⟩ek T^{*} f = \sum _{k \in \Omega } s_{k} \left\langle f, h_{k} \right\rangle e_{k}

for all f∈Vf \in V.

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Problem 10D.18

Suppose that TT is an operator on a finite-dimensional Hilbert space VV with dim⁡V=n\operatorname {dim} V = n.

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(a)

Prove that TT is invertible if and only if sn(T)≠0s_{n}(T) \neq 0.

(b)

Suppose TT is invertible and TT has a singular value decomposition

Tf=s1(T)⟨f,e1⟩h1+⋯+sn(T)⟨f,en⟩hn T f = s_{1}(T) \left\langle f, e_{1} \right\rangle h_{1}+\cdots +s_{n}(T) \left\langle f, e_{n} \right\rangle h_{n}

for all f∈Vf \in V. Show that

T−1f=⟨f,h1⟩s1(T)e1+⋯+⟨f,hn⟩sn(T)en T^{-1} f = \frac{ \left\langle f, h_{1} \right\rangle }{s_{1}(T)} e_{1}+\cdots +\frac{ \left\langle f, h_{n} \right\rangle }{s_{n}(T)} e_{n}

for all f∈Vf \in V.

Problem 10D.19

Suppose TT is a compact operator on a Hilbert space VV. Prove that

∑k∈Γ∥Tek∥2=∑n=1∞(sn(T))2 \sum _{k \in \Gamma }\left\| T e_{k}\right\| ^{2} = \sum _{n = 1}^{\infty }\left(s_{n}(T)\right)^{2}

for every orthonormal basis {ek}k∈Γ\left\{ e_{k}\right\}_{k \in \Gamma } of VV.

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Problem 10D.20

Use the result of Example 10.124 to evaluate ∑n=1∞1n2\sum_{n = 1}^{\infty } \frac{1}{n^{2}}.

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Remark.
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Example 10.124: 112+132+152+⋯=π28\frac{1}{1^{2}} + \frac{1}{3^{2}} + \frac{1}{5^{2}} + \cdots = \frac{\pi^{2}}{8}.

Problem 10D.21

Suppose TT is a normal compact operator on a complex Hilbert space. Prove that the following are equivalent:

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(a)

range TT is finite-dimensional.

(b)

sp⁡(T)\operatorname {sp}(T) is a finite set.

(c)

sn(T)=0s_{n}(T) = 0 for some n∈Zn \in \mathbb {Z}.

Problem 10D.22

Find the singular values of the Volterra operator.

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Remark.
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Your answer, when combined with Exercise 12, should show that the norm of the Volterra operator is 2π\frac{2}{\pi }. This appearance of π\pi can be surprising because the definition of the Volterra operator does not involve π\pi.