Section 10.5

Hilbert Space

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Problem 10.5.1

Prove that ⟨x,y⟩=∑k=1∞xkyk\left\langle x, y \right\rangle =\sum_{k=1}^{\infty } x_{k} y_{k} is an inner product on ℓ2\ell^{2}.

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Problem 10.5.2

Prove that ⟨f,g⟩=∫Xfgdμ\left\langle f, g \right\rangle =\int_{X} f g d \mu is an inner product on L2(X,μ)L^{2}\left(X, \mu \right).

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Problem 10.5.3

Prove Proposition 10.5.4. Use it to derive Corollary 10.5.6.

Proposition 10.5.4 (Cauchy-Schwarz Inequality): For any x,y∈Hx, y \in H, ∣⟨x,y⟩∣≤∥x∥∥y∥\left| \left\langle x, y \right\rangle \right| \leq \left\| x\right\| \left\| y\right\|.

Corollary 10.5.6: For a fixed y∈Hy \in H the inner product ⟨x,y⟩\left\langle x, y \right\rangle is a continuous function of xx in the norm topology. An analogous statement is true when we fix xx.

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Problem 10.5.4

Prove that equality holds in Cauchy-Schwarz inequality if and only if x=0x=0 or y=λxy=\lambda x, for some λ∈R\lambda \in \mathbb {R}.

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Problem 10.5.5

Prove Proposition 10.5.5.

Proposition 10.5.5: The function ∥⋅∥\left\| \cdot \right\| defined by ∥h∥=⟨h,h⟩\left\| h\right\| = \sqrt{ \left\langle h, h \right\rangle } (formula (10.13)) is a norm on HH.

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Problem 10.5.6

Prove Proposition 10.5.7.

Proposition 10.5.7 (The Parallelogram Identity): For any x,y∈Hx, y \in H, ∥x−y∥2+∥x+y∥2=2∥x∥2+2∥y∥2\left\| x-y\right\|^{2} + \left\| x+y\right\|^{2} = 2\left\| x\right\|^{2} + 2\left\| y\right\|^{2}.

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Problem 10.5.7

Prove that the sequence {fn}\left\{ f_{n}\right\} in Example 10.5.13 is Cauchy but not convergent.

Example 10.5.13 (an inner product space that is not a Hilbert space): Let HH be the set C[−1,1]C[-1,1] with the inner product ⟨f,g⟩=∫−11fg\left\langle f, g \right\rangle = \int_{-1}^{1} fg. Define fn(x)=0f_{n}(x) = 0 for −1≤x<0-1 \leq x < 0, fn(x)=nxf_{n}(x) = nx for 0≤x<1/n0 \leq x < 1/n, and fn(x)=1f_{n}(x) = 1 for 1/n≤x≤11/n \leq x \leq 1.

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Problem 10.5.8

Prove that Lp(0,1)L^{p}\left(0,1\right) is not Hilbert space if p≠2p \neq 2.

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Problem 10.5.9

Prove that ℓp\ell^{p} is not Hilbert space if p≠2p \neq 2.

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Problem 10.5.10

Prove that C[a,b]C[a, b] is not Hilbert space.

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Problem 10.5.11

Let XX be a normed linear space in which the Parallelogram Identity holds. Prove that there is an inner product on XX such that ∥x∥2=⟨x,x⟩\left\| x\right\|^{2}= \left\langle x, x \right\rangle, for all ∈X\in X.

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Problem 10.5.12

Let H\mathcal{H} be the set of all absolutely continuous functions f:[0,1]→Rf:[0,1] \rightarrow \mathbb {R} such that f(0)=0f(0)=0 and f′∈L2(0,1)f^{\prime } \in L^{2}\left(0,1\right). Let ⟨f,g⟩=∫01f′(t)g′(t)dt\left\langle f, g \right\rangle =\int_{0}^{1} f^{\prime }(t) g^{\prime }(t) d t for f,g∈Hf, g \in \mathcal{H}. Prove that H\mathcal{H} is Hilbert space.

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Problem 10.5.13

Prove the Polarization Identity: For any x,y∈Hx, y \in \mathcal{H},

⟨x,y⟩=14(∥x+y∥2−∥x−y∥2). \left\langle x, y \right\rangle =\frac{1}{4}\left(\left\| x+y\right\| ^{2}-\left\| x-y\right\| ^{2}\right) .
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Problem 10.5.14

A vector hh in Hilbert space H\mathcal{H} is an extreme point of a set AA if

h=tx+(1−t)y,0≤t≤1,x,y∈H⇒x=y=h. h=t x+(1-t) y, \quad 0 \leq t \leq 1, \quad x, y \in \mathcal{H} \quad \Rightarrow \quad x=y=h .

Prove that every unit vector in H\mathcal{H} is an extreme point of the unit sphere.

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Problem 10.5.15

Let {xn},{yn},x,y\left\{ x_{n}\right\} ,\left\{ y_{n}\right\} , x, y be vectors in Hilbert space such that lim⁡xn=x\lim x_{n}=x and lim⁡yn=y\lim y_{n}=y. Prove that lim⁡⟨xn,yn⟩=⟨x,y⟩\lim \left\langle x_{n}, y_{n} \right\rangle = \left\langle x, y \right\rangle.

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Problem 10.5.16

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and let {fn},f∈L2(X,μ)\left\{ f_{n}\right\} , f \in L^{2}\left(X, \mu \right) such that

lim⁡n→∞∫Xfnfdμ=lim⁡n→∞∫Xfn2dμ=∫Xf2dμ \lim _{n \rightarrow \infty } \int _{X} f_{n} f d \mu =\lim _{n \rightarrow \infty } \int _{X} f_{n}^{2} d \mu =\int _{X} f^{2} d \mu

Prove that lim⁡fn=f\lim f_{n}=f in the norm of L2(X,μ)L^{2}\left(X, \mu \right).

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Problem 10.5.17

Let H\mathcal{H} be Hilbert space and let XX denote the set of all sequences x={xn}\mathbf{x}=\left\{ x_{n}\right\}, where for each n∈N,xn∈Hn \in \mathbb {N}, x_{n} \in \mathcal{H} and ∥x∥:=sup⁡{∥xn∥:n∈N}<∞\left\| \mathbf{x}\right\| :=\sup \left\{ \left\| x_{n}\right\| : n \in \mathbb {N}\right\} <\infty. Prove that with the natural definition of addition and scalar multiplication XX is a normed linear space. Is it a Banach space? Is it Hilbert space?

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Problem 10.5.18

In Exercises 10.5.18-10.5.21 a vector subspace VV of L2(0,1)L^{2}\left(0,1\right) is given consisting of some polynomials p(x)=∑k=0deg⁡pckxkp(x)=\sum_{k=0}^{\operatorname {deg} p} c_{k} x^{k}. Find its orthogonal complement.

All polynomials.

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Problem 10.5.19

In Exercises 10.5.18-10.5.21 a vector subspace VV of L2(0,1)L^{2}\left(0,1\right) is given consisting of some polynomials p(x)=∑k=0deg⁡pckxkp(x)=\sum_{k=0}^{\operatorname {deg} p} c_{k} x^{k}. Find its orthogonal complement.

Polynomials of x2x^{2}, i.e., such that c2k−1=0c_{2 k-1}=0, for all k∈Nk \in \mathbb {N}.

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Problem 10.5.20

In Exercises 10.5.18-10.5.21 a vector subspace VV of L2(0,1)L^{2}\left(0,1\right) is given consisting of some polynomials p(x)=∑k=0deg⁡pckxkp(x)=\sum_{k=0}^{\operatorname {deg} p} c_{k} x^{k}. Find its orthogonal complement.

Polynomials with the property that c0=0c_{0}=0.

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Problem 10.5.21

In Exercises 10.5.18-10.5.21 a vector subspace VV of L2(0,1)L^{2}\left(0,1\right) is given consisting of some polynomials p(x)=∑k=0deg⁡pckxkp(x)=\sum_{k=0}^{\operatorname {deg} p} c_{k} x^{k}. Find its orthogonal complement.

Polynomials satisfying ∑k=0deg⁡pck=0\sum_{k=0}^{\operatorname {deg} p} c_{k}=0.

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Problem 10.5.22

Let K\mathcal{K} be a subspace of Hilbert space H\mathcal{H}. Prove that K∩K⊥\mathcal{K} \cap \mathcal{K}^{\perp } consists of zero vector alone.

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Problem 10.5.23

Let K,M\mathcal{K}, \mathcal{M} be two subspaces of Hilbert space H\mathcal{H} such that K⊂M\mathcal{K} \subset \mathcal{M}. Prove that M⊥⊂K⊥\mathcal{M}^{\perp } \subset \mathcal{K}^{\perp }.

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Problem 10.5.24

Let SS be a subset of Hilbert space. Prove that (S⊥)⊥\left(S^{\perp }\right)^{\perp } equals the closed linear span of vectors in SS.

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Problem 10.5.25

Let VV be a closed subspace of Hilbert space H\mathcal{H}, and let x0∈Hx_{0} \in \mathcal{H}. Show that

min⁡{∥x−x0∥:x∈V}=max⁡{∣⟨x0,y⟩∣:y∈V⊥,∥y∥=1}. \min \left\{ \left\| x-x_{0}\right\| : x \in V\right\} =\max \left\{ \left| \left\langle x_{0}, y \right\rangle \right|: y \in V^{\perp },\left\| y\right\| =1\right\} .
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Problem 10.5.26

Let SS be a subset of H\mathcal{H}. Prove that S⊥=S⊥⊥⊥S^{\perp }=S^{\perp \perp \perp }.

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Problem 10.5.27

Let K,M\mathcal{K}, \mathcal{M} be two closed subspaces of Hilbert space H\mathcal{H} that are orthogonal to each other. Prove that K+M\mathcal{K}+\mathcal{M} is a closed subspace of H\mathcal{H}.

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Problem 10.5.28

In Exercises 10.5.28-10.5.30 XX is the vector space of all finite sequences equipped with the ℓ2\ell^{2} norm and the inner product. For the given subspace M⊂X\mathcal{M} \subset X determine M‾\overline{\mathcal{M}} and M⊥\mathcal{M}^{\perp }.

M={x={xn}∈X:∑nxn=0}\mathcal{M}=\left\{ x=\left\{ x_{n}\right\} \in X: \sum_{n} x_{n}=0\right\}.

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Problem 10.5.29

In Exercises 10.5.28-10.5.30 XX is the vector space of all finite sequences equipped with the ℓ2\ell^{2} norm and the inner product. For the given subspace M⊂X\mathcal{M} \subset X determine M‾\overline{\mathcal{M}} and M⊥\mathcal{M}^{\perp }.

M={x={xn}∈X:∑nxn/n=0}\mathcal{M}=\left\{ x=\left\{ x_{n}\right\} \in X: \sum_{n} x_{n} / n=0\right\}.

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Problem 10.5.30

In Exercises 10.5.28-10.5.30 XX is the vector space of all finite sequences equipped with the ℓ2\ell^{2} norm and the inner product. For the given subspace M⊂X\mathcal{M} \subset X determine M‾\overline{\mathcal{M}} and M⊥\mathcal{M}^{\perp }.

M={x={xn}∈X:∑nxn/n=0}\mathcal{M}=\left\{ x=\left\{ x_{n}\right\} \in X: \sum_{n} x_{n} / \sqrt{n}=0\right\}.

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Problem 10.5.31

Let K,M\mathcal{K}, \mathcal{M} be two closed subspaces of Hilbert space H\mathcal{H}. Prove that

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(a)

(K+M)⊥=K⊥∩M⊥(\mathcal{K}+\mathcal{M})^{\perp }=\mathcal{K}^{\perp } \cap \mathcal{M}^{\perp }.

(b)

(K∩M)⊥=K⊥+M⊥‾(\mathcal{K} \cap \mathcal{M})^{\perp }=\overline{\mathcal{K}^{\perp }+\mathcal{M}^{\perp }}.

Problem 10.5.32

Let M\mathcal{M} be a subspace of Hilbert space H\mathcal{H}, let x∈H\Mx \in \mathcal{H} \backslash \mathcal{M}, let d=d(x,M)d= d(x, \mathcal{M}), and let {xn}⊂M\left\{ x_{n}\right\} \subset \mathcal{M} be such that lim⁡n∥xn−x∥=d\lim_{n}\left\| x_{n}-x\right\| =d. Prove that {xn}\left\{ x_{n}\right\} is a Cauchy sequence in M\mathcal{M}.

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