Appendix B

Compact and Hilbert–Schmidt Operators

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Problem B.1

Prove Theorem B.5.

Theorem B.5: Let X,Y,ZX, Y, Z be Banach spaces, and let T:X→YT: X \rightarrow Y and S:Y→ZS: Y \rightarrow Z be linear operators.

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(a)

If TT is compact, then TT is bounded.

(b)

If TT is bounded and has finite rank, then TT is compact.

(c)

If Tn:X→YT_{n}: X \rightarrow Y are compact operators and ∥T−Tn∥→0\left\| T-T_{n}\right\| \rightarrow 0, then TT is compact.

(d)

If TT is compact and SS is bounded, or if TT is bounded and SS is compact, then STS T is compact.

(e)

If T:X→XT: X \rightarrow X is compact and λ∈F\lambda \in \mathbf{F}, then ker⁡(T−λI)\ker (T-\lambda I) is finite dimensional.

Problem B.2

Let H,KH, K be Hilbert spaces. Show that if T:H→KT: H \rightarrow K is compact and {en}\left\{ e_{n}\right\} is an orthonormal sequence in HH, then Ten→0T e_{n} \rightarrow 0.

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Problem B.3

Let {en}\left\{ e_{n}\right\} be an orthonormal basis for a Hilbert space HH. Fix λ∈ℓ∞\lambda \in \ell^{\infty }, and let Mλ:H→HM_{\lambda }: H \rightarrow H be the operator defined in Exercise 1.66.

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(a)

Show that MλM_{\lambda } is compact if and only if λ∈c0\lambda \in c_{0}.

(b)

Show that if λ∈c0\lambda \in c_{0} and λn≠0\lambda_{n} \neq 0 for every nn, then {Mλx:∥x∥≤1}\left\{ M_{\lambda } x:\left\| x\right\| \leq 1\right\} is not closed in HH.

Problem B.4

Prove Theorem B.8.

Theorem B.8: Let H,KH, K be separable Hilbert spaces.

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(a)

Given T∈B(H,K)T \in \mathcal{B}(H, K), the quantity ∥T∥HS2=∑n∥Ten∥2\left\| T\right\|_{\mathrm{HS}}^{2} = \sum_{n}\left\| T e_{n}\right\|^{2} is independent of the choice of orthonormal basis {en}\left\{ e_{n}\right\} for HH (i.e., it is either finite and equal for all orthonormal bases, or infinite for every orthonormal basis). Further, ∥T∗∥HS=∥T∥HS\left\| T^{*}\right\|_{\mathrm{HS}} = \left\| T\right\|_{\mathrm{HS}} and ∥T∥≤∥T∥HS\left\| T\right\| \leq \left\| T\right\|_{\mathrm{HS}}.

(b)

∥⋅∥HS\left\| \cdot \right\|_{\mathrm{HS}} is a norm on B2(H,K)\mathcal{B}_{2}(H, K), and B2(H,K)\mathcal{B}_{2}(H, K) is complete with respect to this norm. Further, B2(H,K)\mathcal{B}_{2}(H, K) is a Hilbert space with respect to the inner product ⟨T,U⟩HS=∑n⟨Ten,Uen⟩\left\langle T, U \right\rangle_{\mathrm{HS}} = \sum_{n} \left\langle T e_{n}, U e_{n} \right\rangle, T,U∈B2(H,K)T, U \in \mathcal{B}_{2}(H, K), where {en}\left\{ e_{n}\right\} is any orthonormal basis for HH.

(c)

If T∈B2(H,K)T \in \mathcal{B}_{2}(H, K), A∈B(H)A \in \mathcal{B}(H), and B∈B(K)B \in \mathcal{B}(K), then BT,TA∈B2(H,K)B T, T A \in \mathcal{B}_{2}(H, K), and we have ∥BT∥HS≤∥B∥∥T∥HS\left\| B T\right\|_{\mathrm{HS}} \leq \left\| B\right\| \left\| T\right\|_{\mathrm{HS}}, ∥TA∥HS≤∥A∥∥T∥HS\left\| T A\right\|_{\mathrm{HS}} \leq \left\| A\right\| \left\| T\right\|_{\mathrm{HS}}.

(d)

All bounded linear finite-rank operators on HH are Hilbert-Schmidt, and all Hilbert-Schmidt operators are compact. Moreover, B00(H,K)={L∈B(H,K):L has finite rank}\mathcal{B}_{00}(H, K) = \left\{ L \in \mathcal{B}(H, K): L \text{ has finite rank}\right\} is dense in B2(H,K)\mathcal{B}_{2}(H, K) with respect to ∥⋅∥HS\left\| \cdot \right\|_{\mathrm{HS}}.

Problem B.5

Complete the proof of Theorem B.10.

Theorem B.10: Let H,KH, K be separable Hilbert spaces.

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(a)

T∈B(H,K)T \in \mathcal{B}(H, K) has rank one if and only if T=x⊗yT = x \otimes y for some x∈H,y∈Kx \in H, y \in K not both zero.

(b)

T∈B(H,K)T \in \mathcal{B}(H, K) has finite rank if and only if T=∑k=1Nxk⊗ykT = \sum_{k = 1}^{N} x_{k} \otimes y_{k} for some N∈NN \in \mathbb {N}, xk∈Hx_{k} \in H, and yk∈Ky_{k} \in K.

(c)

{x⊗y:x∈H,y∈K}\left\{ x \otimes y: x \in H, y \in K\right\} is complete in B2(H,K)\mathcal{B}_{2}(H, K).

(d)

If x1,x2∈Hx_{1}, x_{2} \in H and y1,y2∈Ky_{1}, y_{2} \in K, then ⟨x1⊗y1,x2⊗y2⟩HS=⟨x2,x1⟩H⟨y1,y2⟩K\left\langle x_{1} \otimes y_{1}, x_{2} \otimes y_{2} \right\rangle_{\mathrm{HS}} = \left\langle x_{2}, x_{1} \right\rangle_{H} \left\langle y_{1}, y_{2} \right\rangle_{K}.

(e)

If {en}\left\{ e_{n}\right\} is an orthonormal basis for HH and {fn}\left\{ f_{n}\right\} is an orthonormal basis for KK, then {em⊗fn}m,n∈N\left\{ e_{m} \otimes f_{n}\right\}_{m, n \in \mathbb {N}} is an orthonormal basis for B2(H,K)\mathcal{B}_{2}(H, K).

(f)

If T∈B(H,K)T \in \mathcal{B}(H, K), then ⟨T,em⊗fn⟩=⟨Tem,fn⟩\left\langle T, e_{m} \otimes f_{n} \right\rangle = \left\langle T e_{m}, f_{n} \right\rangle for every m,n∈Nm, n \in \mathbb {N}.

Remark.
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The book's own text already proves part (e) of Theorem B.10; this exercise asks for the remaining parts.

Problem B.6

Let H,KH, K be separable Hilbert spaces. Prove the following facts about tensor products.

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(a)

∥x⊗y∥HS=∥x∥H∥y∥K\left\| x \otimes y\right\|_{\mathrm{HS}} = \left\| x\right\|_{H}\left\| y\right\|_{K}.

(b)

(ax)⊗y=aˉ(x⊗y)(a x) \otimes y = \bar{a}(x \otimes y) and x⊗(by)=b(x⊗y)x \otimes (b y) = b(x \otimes y).

(c)

(x+w)⊗y=(x⊗y)+(w⊗y)(x+w) \otimes y = (x \otimes y)+(w \otimes y) and x⊗(y+z)=(x⊗y)+(x⊗z)x \otimes (y+z) = (x \otimes y)+(x \otimes z).

(d)

∥x⊗y−w⊗z∥HS≤∥x−w∥H∥y∥K+∥w∥H∥y−z∥K\left\| x \otimes y-w \otimes z\right\|_{\mathrm{HS}} \leq \left\| x-w\right\|_{H}\left\| y\right\|_{K}+\left\| w\right\|_{H}\left\| y-z\right\|_{K}.

Problem B.7
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(a)

Given xk∈Hx_{k} \in H and yk∈Ky_{k} \in K, show that the adjoint of T=∑k=1Mxk⊗ykT = \sum_{k = 1}^{M} x_{k} \otimes y_{k} is T∗=∑k=1Myk⊗xkT^{*} = \sum_{k = 1}^{M} y_{k} \otimes x_{k}

(b)

Given T∈B(H,K)T \in \mathcal{B}(H, K), show that TT is compact if and only if T∗T^{*} is compact.

Problem B.8

Let E,FE, F be measurable subsets of R\mathbb {R}, and let {em}m∈N\left\{ e_{m}\right\}_{m \in \mathbb {N}} and {fn}n∈N\left\{ f_{n}\right\}_{n \in \mathbb {N}} be orthonormal bases for L2(E)L^{2}(E) and L2(F)L^{2}(F), respectively. Let em⊗ene_{m} \otimes e_{n} denote the tensor product function defined in equation (B.3), and show that the family {em⊗fn}m,n∈N\left\{ e_{m} \otimes f_{n}\right\}_{m, n \in \mathbb {N}} is an orthonormal basis for L2(E×F)L^{2}(E \times F).

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Problem B.9

Let H,KH, K be separable Hilbert spaces. Fix U∈B(H)U \in \mathcal{B}(H) and V∈B(K)V \in \mathcal{B}(K) and prove the following statements.

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(a)

If x∈Hx \in H and y∈Ky \in K then V(x⊗y)U∗=Ux⊗VyV(x \otimes y) U^{*} = U x \otimes V y.

(b)

There exists a unique bounded operator T∈B(H⊗K)T \in \mathcal{B}(H \otimes K) such that ∥T∥≤∥U∥∥V∥\left\| T\right\| \leq \left\| U\right\| \left\| V\right\| and T(g⊗h)=Tg⊗ThT(g \otimes h) = T g \otimes T h for all g∈Hg \in H and h∈Kh \in K. We call TT the tensor product of UU and VV, and write T=U⊗VT = U \otimes V.

(c)

(U1⊗V1)(U2⊗V2)=U1U2⊗V1V2\left(U_{1} \otimes V_{1}\right)\left(U_{2} \otimes V_{2}\right) = U_{1} U_{2} \otimes V_{1} V_{2}.

(d)

If UU and VV are each topological isomorphisms, then so is T=U⊗VT = U \otimes V.

(e)

Specialize to H=L2(E)H = L^{2}(E) and K=L2(F)K = L^{2}(F). In particular, show that if U∈B(L2(E))U \in \mathcal{B}\left(L^{2}(E)\right) and V∈B(L2(R))V \in \mathcal{B}\left(L^{2}(R)\right) then there exists a unique operator U⊗V∈B(L2(E×F))U \otimes V \in \mathcal{B}\left(L^{2}(E \times F)\right) such that (U⊗V)(g⊗h)=Ug⊗Vh(U \otimes V)(g \otimes h) = U g \otimes V h, where g⊗hg \otimes h and Ug⊗VhU g \otimes V h are the functions defined by equation (B.3).