Subsection III.5.2

Operators in Hilbert Space

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Problem 481
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(a)

Prove that every operator AA on a complex Hilbert space HH has a unique representation in the form A=B+iCA=B+iC, where BB and CC are Hermitian operators. (This is sometimes written B=Re⁡AB=\operatorname {Re}A, C=Im⁡AC=\operatorname {Im}A.)

(b)

Verify that AA is normal if and only if Re⁡A\operatorname {Re}A and Im⁡A\operatorname {Im}A commute.

(c)

Prove that AA is unitary if and only if it is normal and (Re⁡A)2+(Im⁡A)2=1(\operatorname {Re}A)^2+(\operatorname {Im}A)^2=1.

Problem 482

Prove that:

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(a)

every operator PP on a Hilbert space having the property that P2=P∗=PP^2=P^*=P is an orthogonal projection, i.e., a projection onto a closed subspace H1H_1 parallel to its orthogonal complement H2H_2;

(b)

every operator SS having the property S−1=S∗=SS^{-1}=S^*=S is an orthogonal reflection in some subspace.

Problem 483

Prove the equality ∥A∗A∥=∥AA∗∥=∥A∥2=∥A∗∥2\left\| A^*A\right\| =\left\| AA^*\right\| =\left\| A\right\|^2=\left\| A^*\right\|^2 for any bounded operator AA on a Hilbert space HH.

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Problem 484

Let AA be a positive operator on a pre-Hilbert space HH, and xx any vector in HH.

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(a)

Prove that the numerical sequence a(k)=ln⁡⟨Akx,x⟩a(k)=\ln \left\langle A^kx, x \right\rangle is convex, i.e., a[(k+l)/2]≤[a(k)+a(l)]/2a[(k+l)/2]\le [a(k)+a(l)]/2.

(b)

Prove the inequality ∥Ax∥2≤QA(x)⋅∥A∥\left\| Ax\right\|^2\le Q_A(x)\cdot \left\| A\right\|, where QA(x)=⟨Ax,x⟩Q_A(x)= \left\langle Ax, x \right\rangle.

Problem 485

Let {An}\left\{ A_n\right\} be a monotone bounded sequence of operators on a Hilbert space HH. Prove that s-lim⁡n→∞An\operatorname {s-lim}_{n\to \infty }A_n exists.

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Problem 486

Suppose that H1H_1 is a closed subspace of a Hilbert space HH, H2=H1⊥H_2=H_1^\perp, PP is the orthogonal projection onto H1H_1, and AA is an operator on HH. Express the following statements in the form of algebraic relations between AA and PP:

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(a)

H1H_1 is invariant under AA;

(b)

H1H_1 and H2H_2 are invariant under AA.

Problem 487

A pair (L1,L2)(L_1,L_2) of finite-dimensional subspaces of a Hilbert space HH (over R\mathbb {R} or C\mathbb {C}) is said to be congruent to a pair (M1,M2)(M_1,M_2) if there exists a unitary operator UU on HH that carries L1L_1 to M1M_1 and L2L_2 to M2M_2. If such a congruence exists, then dim⁡L1=dim⁡M1\dim L_1=\dim M_1, dim⁡L2=dim⁡M2\dim L_2=\dim M_2. The latter conditions are assumed to hold in what follows. Let PiP_i be the orthogonal projection onto LiL_i, and QiQ_i the orthogonal projection onto MiM_i, i=1,2i=1,2.

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(a)

Suppose that dim⁡Li=dim⁡Mi=1\dim L_i=\dim M_i=1. Prove that the pairs (L1,L2)(L_1,L_2) and (M1,M2)(M_1,M_2) are congruent in a real space if and only if the angles between the vectors generating these spaces are equal.

(b)

Express the angle between the vectors generating the spaces L1L_1 and L2L_2 in terms of the projections P1P_1 and P2P_2.

(c)

Find a criterion for the congruence of two pairs of one-dimensional subspaces of a complex space.

Problem 488

In the notation of Problem 487 let λ1,…,λn,…\lambda_1,\ldots ,\lambda_n,\ldots be the eigenvalues of the operator P1P2P1P_1P_2P_1.

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(a)

Prove that the λi\lambda_i are real numbers between 00 and 11.

(b)

Prove that there are not more than k=min⁡(dim⁡L1,dim⁡L2)k=\min (\dim L_1,\dim L_2) nonzero numbers λi\lambda_i. Arrange them in decreasing order and set φi=arccos⁡λi\varphi_i=\arccos \sqrt{\lambda_i}, i=1,2,…,ki=1,2,\ldots ,k. The numbers φi\varphi_i are called the angles between the subspaces L1L_1 and L2L_2.

(c)

If dim⁡L1=1\dim L_1=1, dim⁡M1=1\dim M_1=1, then there is a unique angle φ1\varphi_1 between L1L_1 and L2L_2 and a unique angle ψ1\psi_1 between M1M_1 and M2M_2. Prove that the pairs (L1,L2)(L_1,L_2) and (M1,M2)(M_1,M_2) are congruent if and only if φ1=ψ1\varphi_1=\psi_1.

(d)

Prove the following general criterion for congruence: The pair (L1,L2)(L_1,L_2) is congruent to the pair (M1,M2)(M_1,M_2) if and only if the angles between L1L_1 and L2L_2 are equal to the corresponding angles between M1M_1 and M2M_2.

(e)

The opening between the subspaces L1L_1 and L2L_2 is defined to be the number ∥P1−P2∥\left\| P_1-P_2\right\|. Express this number in terms of the angles between L1L_1 and L2L_2.

Problem 489

Prove that for an operator U∈L(H1,H2)U\in \mathcal L(H_1,H_2) to be unitary it is necessary that UU carry any Hilbert basis in H1H_1 into a basis in H2H_2, and sufficient that UU carry some basis in H1H_1 into a basis in H2H_2.

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Problem 490

For any operator AA on a Hilbert space prove the relations:

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(a)

(im⁡A)⊥=ker⁡A∗(\operatorname {im}A)^\perp =\ker A^*;

(b)

(ker⁡A)⊥=im⁡A∗‾(\ker A)^\perp =\overline{\operatorname {im}A^*}

(the bar denotes closure).

Problem 491

Suppose that the sequence {An}\left\{ A_n\right\} of operators on a Hilbert space HH converges weakly to AA and, moreover, that ∥Anx∥→∥Ax∥\left\| A_nx\right\| \to \left\| Ax\right\| for any x∈Hx\in H. Prove that {An}\left\{ A_n\right\} converges strongly to AA. In particular, this means that strong and weak convergence to a unitary limit coincide for sequences of unitary operators.

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Problem 492

Let L(H)\mathcal L(H) be an algebra of bounded operators on a Hilbert space HH. Prove that every automorphism of L(H)\mathcal L(H) that commutes with the operation of taking adjoints has the form A↦UAU−1A\mapsto UAU^{-1}, where UU is a unitary operator in HH.

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Problem 493

Find all the norm-closed ideals in the algebra L(H)\mathcal L(H) (see Problem 492) for a separable Hilbert space HH.

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Problem 494

Derive the following interlacing principle from the Courant theorem. Let AA be a compact Hermitian operator on a Hilbert space HH, H1H_1 a closed subspace of codimension 11 in HH (i.e., dim⁡H1⊥=1\dim H_1^\perp =1), and PP the orthogonal projection onto H1H_1. Then the eigenvalues {λi}\left\{ \lambda_i\right\} of AA and the eigenvalues {μi}\left\{ \mu_i\right\} of PAPPAP, numbered as in Courant's theorem, satisfy

λ−1≤μ−1≤λ2≤⋯≤0≤⋯≤μ2≤λ2≤μ1≤λ1. \lambda _{-1}\le \mu _{-1}\le \lambda _2\le \cdots \le 0\le \cdots \le \mu _2\le \lambda _2\le \mu _1\le \lambda _1.

Courant's theorem numbers the nonzero eigenvalues, with multiplicities, as

λ−1≤λ−2≤⋯<0<⋯≤λ2≤λ1. \lambda _{-1}\le \lambda _{-2}\le \cdots <0<\cdots \le \lambda _2\le \lambda _1.

Writing QA(x)=⟨Ax,x⟩Q_A(x)= \left\langle Ax, x \right\rangle, it gives

λn=inf⁡Hn−1sup⁡x⊥Hn−1QA(x)∥x∥2,λ−n=sup⁡Hn−1inf⁡x⊥Hn−1QA(x)∥x∥2, \lambda _n=\inf _{H_{n-1}}\sup _{x\perp H_{n-1}}\frac{Q_A(x)}{\left\| x\right\| ^2},\qquad \lambda _{-n}=\sup _{H_{n-1}}\inf _{x\perp H_{n-1}}\frac{Q_A(x)}{\left\| x\right\| ^2},

where Hn−1H_{n-1} runs through all (n−1)(n-1)-dimensional subspaces of HH and the quotients are taken for nonzero xx.

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Problem 495
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(a)

Prove that every positive operator AA on a Hilbert space has a positive square root BB, which can be obtained as the strong limit of the sequence BnB_n determined by the initial condition B0=0B_0=0 and the recursion formula Bn+1=Bn+[(A−Bn2)/(2∥A∥)]B_{n+1}=B_n+[(A-B_n^2)/(2\sqrt{\left\| A\right\| })].

(b)

Prove that the positive square root BB of a positive operator AA is unique.

Problem 496
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(a)

Prove that every operator AA on a finite-dimensional Hilbert space HH admits representations in the form A=RUA=RU and A=VSA=VS, where RR and SS are positive operators, and UU and VV are unitary operators. These expressions are called polar decompositions of AA. (In the case dim⁡H=1\dim H=1 this reduces to the expression of a complex number aa in the form reiφre^{i\varphi }.)

(b)

Prove that RR and SS are uniquely determined by AA. Is this true for UU and VV?

(c)

Verify that the one-sided shift operator TT on l2l_2 does not admit a polar decomposition in the sense of part (a).

Problem 497

Let UU be an operator on a Hilbert space HH, H1H_1 the orthogonal complement of ker⁡U\ker U, and H2H_2 the closure of im⁡U\operatorname {im}U. The operator UU is called a partial isometry if it maps H1H_1 isometrically onto H2H_2. Express this property in terms of the orthogonal projections P1P_1, P2P_2 onto H1H_1, H2H_2.

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Problem 498

Let AA be an operator on a Hilbert space HH. Prove that there is a unique representation of AA in the form A=RUA=RU, where RR is a positive operator and UU is a partial isometry (see Problem 497) such that ker⁡U=ker⁡A\ker U=\ker A. This representation is also called the polar decomposition of AA (cf. Problem 496).

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Problem 499

An operator AA is called a Hilbert–Schmidt operator if the series ∑β∈B∥Axβ∥2\sum_{\beta \in B}\left\| Ax_\beta \right\|^2 converges for some Hilbert basis {xβ}β∈B\left\{ x_\beta \right\}_{\beta \in B}.

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(a)

Prove that if AA is a Hilbert--Schmidt operator, then the quantity ∥A∥2=(∑β∈B∥Axβ∥)1/2\left\| A\right\|_{2}=(\sum_{\beta \in B}\left\| Ax_\beta \right\| )^{1/2} does not depend on the choice of basis and defines in the space L2(H)\mathcal L_2(H) of Hilbert--Schmidt operators a norm which majorizes the usual operator norm.

(b)

Prove that the norm ∥⋅∥2\left\| \cdot \right\|_{2} is generated by the scalar product ⟨A,B⟩L2(H)=∑γ∈Γ(Ayγ,Byγ)H\langle A,B\rangle_{\mathcal L_2(H)}=\sum_{\gamma \in \Gamma }(Ay_\gamma ,By_\gamma )_H, where {yγ}γ∈Γ\left\{ y_\gamma \right\}_{\gamma \in \Gamma } is any Hilbert basis in HH.

(c)

Prove that every Hilbert--Schmidt operator is compact.

(d)

Construct an isomorphism between L2(H)\mathcal L_2(H) and the Hilbert tensor product of HH and H′H'.

(e)

Prove that every Hilbert--Schmidt operator on L2(X,μ)L^{2}\left({X,\mu }\right) is an integral operator with kernel K\inL2(X×X,μ×μ)K\inL^{2}\left({X\times X,\mu \times \mu }\right).

Problem 500

An operator AA in a Hilbert space HH is said to be nuclear if it can be represented in the form A=BCA=BC, where BB and CC are Hilbert--Schmidt operators. Prove that:

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(a)

if AA is a nuclear operator, then for any basis {yγ}γ∈Γ\left\{ y_\gamma \right\}_{\gamma \in \Gamma } in HH the series ∑γ⟨Ayγ,yγ⟩\sum_\gamma \left\langle Ay_\gamma , y_\gamma \right\rangle converges, and its sum does not depend on the choice of basis (it is denoted by tr⁡A\operatorname {tr}A and called the trace of the operator AA);

(b)

if AA is a nuclear operator and BB is a bounded operator, then ABAB and BABA are nuclear, and tr⁡AB=tr⁡BA\operatorname {tr}AB=\operatorname {tr}BA;

(c)

the collection of all nuclear operators forms a Banach space L1(H)\mathcal L_1(H) with respect to the norm ∥⋅∥1\left\| \cdot \right\|_{1} defined by the formula ∥A∥=tr⁡R\left\| A\right\| =\operatorname {tr}R, where A=RUA=RU is the polar decomposition of AA;

(d)

the isomorphisms K(H)′≃L1(H)\mathcal K(H)'\simeq \mathcal L_1(H), L1(H)′≃L(H)\mathcal L_1(H)'\simeq \mathcal L(H) are valid, where K(H)\mathcal K(H) is the space of compact operators on HH with the usual norm.

Problem 501

Let HH be a Hilbert space, and XX a set with measure μ\mu. A collection of unit vectors {ξx}x∈X\left\{ \xi_x\right\}_{x\in X} in HH is called a continuous basis (or a coherent or overfilled system) if for any ξ∈H\xi \in H the function x↦⟨ξ,ξx⟩x\mapsto \left\langle \xi , \xi_x \right\rangle is μ\mu-measurable and

∥ξ∥2=∫X∣⟨ξ,ξx⟩∣2 dμ(x). \left\| \xi \right\| ^2=\int _X\left| \left\langle \xi , \xi _x \right\rangle \right|^2\, d\mu (x).
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(a)

Construct continuous bases in the spaces of Problem 465.

(b)

Prove that the mapping ξ↦⟨ξ,ξx⟩\xi \mapsto \left\langle \xi , \xi_x \right\rangle is an isometry of HH into L2(X,μ)L^{2}\left({X,\mu }\right).

(c)

Prove that dim⁡H=μ(X)\dim H=\mu (X).

(d)

Prove that tr⁡A=∫X⟨Aξx,ξx⟩ dμ(x)\operatorname {tr}A=\int_X \left\langle A\xi_x, \xi_x \right\rangle \, d\mu (x) for a nuclear operator AA.

Problem 502

Let AA be a nuclear integral operator on L2([0,1])L^{2}\left({[0,1]}\right) with continuous kernel K(x,y)K(x,y). Prove the identity

tr⁡A=∫01K(x,x) dx. \operatorname {tr}A=\int _0^1K(x,x)\, dx.
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