Chapter 3.12

Bounded Operators on a Hilbert Space

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Problem 3.12.1

The completion of an inner product space is a Hilbert space. Make this statement more precise, and prove it. (See the proof of Theorem 12.40 for an application).

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Problem 3.12.2

Suppose NN is a positive integer, α∈C,αN=1\alpha \in \mathcal{C}, \alpha^{N} = 1, and α2≠1\alpha^{2} \neq 1. Prove that every Hilbert space inner product satisfies the identities

(x,y)=1N∑n=1N∥x+αny∥2αn (x, y) = \frac{1}{N} \sum _{n = 1}^{N}\left\| x+\alpha ^{n} y\right\| ^{2} \alpha ^{n}

and

(x,y)=12π∫−ππ∥x+eiθy∥2eiθdθ (x, y) = \frac{1}{2 \pi } \int _{-\pi }^{\pi }\left\| x+e^{i \theta } y\right\| ^{2} e^{i \theta } d \theta

Generalize this: Which functions ff and measures μ\mu on a set Ω\Omega give rise to the identity

(x,y)=∫Ω∥x+f(p)y∥2dμ(p)? (x, y) = \int _{\Omega }\left\| x+f(p) y\right\| ^{2} d \mu (p)?
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Problem 3.12.3
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(a)

Assume xnx_{n} and yny_{n} are in the closed unit ball of HH, and (xn,yn)→1\left(x_{n}, y_{n}\right) \rightarrow 1 as n→∞n \rightarrow \infty. Prove that then ∥xn−yn∥→0\left\| x_{n}-y_{n}\right\| \rightarrow 0.

(b)

Assume xn∈H,xn→xx_{n} \in H, x_{n} \rightarrow x weakly, and ∥xn∥→∥x∥\left\| x_{n}\right\| \rightarrow \left\| x\right\|. Prove that then ∥xn−x∥→0\left\| x_{n}-x\right\| \rightarrow 0.

Problem 3.12.4

Let H∗H^{*} be the dual space of HH; define ψ:H∗→H\psi : H^{*} \rightarrow H by

y∗(x)=(x,ψy∗)(x∈H,y∗∈H∗) y^{*}(x) = \left(x, \psi y^{*}\right) \quad \left(x \in H, y^{*} \in H^{*}\right)

(See Theorem 12.5). Prove that H∗H^{*} is a Hilbert space, relative to the inner product

[x∗,y∗]=(ψy∗,ψx∗) \left[x^{*}, y^{*}\right] = \left(\psi y^{*}, \psi x^{*}\right)

If ϕ:H∗∗→H∗\phi : H^{* *} \rightarrow H^{*} satisfies z∗∗(y∗)=[y∗,ϕz∗∗]z^{* *}\left(y^{*}\right) = \left[y^{*}, \phi z^{* *}\right] for all y∗∈H∗y^{*} \in H^{*} and z∗∗∈H∗∗z^{* *} \in H^{* *}, prove that ψϕ\psi \phi is an isomorphism of H∗∗H^{* *} onto HH whose existence implies that HH is reflexive.

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Problem 3.12.5

Suppose {un}\left\{ u_{n}\right\} is a sequence of unit vectors in HH (that is ∥un∥=1\left\| u_{n}\right\| = 1), and assume that

Γ2=∑i≠j∣(ui,uj)∣2<∞ \Gamma ^{2} = \sum _{i \neq j}\left|\left(u_{i}, u_{j}\right)\right|^{2} < \infty

If {αi}\left\{ \alpha_{i}\right\} is any sequence of scalars, prove that

(1−Γ)∑i=mn∣αi∣2≤∥∑i=mnαiui∥2≤(1+Γ)∑i=mn∣αi∣2 (1-\Gamma ) \sum _{i = m}^{n}\left|\alpha _{i}\right|^{2} \leq \left\| \sum _{i = m}^{n} \alpha _{i} u_{i}\right\| ^{2} \leq (1+\Gamma ) \sum _{i = m}^{n}\left|\alpha _{i}\right|^{2}

and deduce that the following three properties of {αi}\left\{ \alpha_{i}\right\} are equivalent to each other:

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(a)

∑i=1∞∣αi∣2<∞\sum_{i = 1}^{\infty }\left|\alpha_{i}\right|^{2} < \infty.

(b)

∑i=1∞αiui\sum_{i = 1}^{\infty } \alpha_{i} u_{i} converges, in the norm of HH.

(c)

∑i=1∞αi(ui,y)\sum_{i = 1}^{\infty } \alpha_{i}\left(u_{i}, y\right) converges, for every y∈Hy \in H.

This generalizes Theorem 12.6.

Problem 3.12.6

Suppose EE is a resolution of the identity, as in Section 12.17, and prove that

∣Ex,y(ω)∣2≤Ex,x(ω)Ey,y(ω) \left|E_{x, y}(\omega )\right|^{2} \leq E_{x, x}(\omega ) E_{y, y}(\omega )

for all x∈H,y∈Hx \in H, y \in H, and ω∈M\omega \in \mathfrak {M}.

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Problem 3.12.7

Suppose U∈B(H)U \in \mathscr {B}(H) is unitary, and ε>0\varepsilon > 0. Prove that scalars α0,…,αn\alpha_{0}, \ldots , \alpha_{n} can be chosen so that

∥U−1−α0I−α1U−⋯−αnUn∥<ε \left\| U^{-1}-\alpha _{0} I-\alpha _{1} U-\cdots -\alpha _{n} U^{n}\right\| < \varepsilon

if σ(U)\sigma (U) is a proper subset of the unit circle, but that this norm is never less than 1 if σ(U)\sigma (U) covers the whole circle.

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Problem 3.12.8

Prove Theorem 12.35 with PUP U in place of UPU P.

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Problem 3.12.9

Suppose T=UPT = U P is the polar decomposition of an invertible T∈B(H)T \in \mathscr {B}(H). Prove that TT is normal if and only if UP=PUU P = P U.

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Problem 3.12.10

Prove that every normal invertible T∈B(H)T \in \mathscr {B}(H) is the exponential of some normal S∈B(H)S \in \mathscr {B}(H).

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Problem 3.12.11

Suppose N∈B(H)N \in \mathscr {B}(H) is normal, and T∈B(H)T \in \mathscr {B}(H) is invertible. Prove that TNT−1T N T^{-1} is normal if and only if NN commutes with T∗TT^{*} T.

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Problem 3.12.12
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(a)

Suppose S∈B(H),T∈B(H),SS \in \mathscr {B}(H), T \in \mathscr {B}(H), S and TT are normal, and ST=TSS T = T S. Prove that S+TS+T and STS T are normal.

(b)

If, in addition, S≥0S \geq 0 and T≥0T \geq 0 (see Theorem 12.32), prove that S+T≥0S+T \geq 0 and ST≥0S T \geq 0.

(c)

Show, however, that there exist S≥0S \geq 0 and T≥0T \geq 0 such that STS T is not even normal (of course, then ST≠TSS T \neq T S). In fact, such examples exist if dim⁡H=2\operatorname {dim} H = 2.

Problem 3.12.13

If T∈B(H)T \in \mathscr {B}(H) is normal, show that T∗=UTT^{*} = U T, for some unitary UU. When is UU unique?

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Problem 3.12.14

Assume T∈B(H)T \in \mathscr {B}(H) and T∗TT^{*} T is a compact operator. Show that TT is then compact.

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Problem 3.12.15

Find a noncompact T∈B(H)T \in \mathscr {B}(H) such that T2=0T^{2} = 0. Can such an operator be normal?

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Problem 3.12.16

Suppose T∈B(H)T \in \mathscr {B}(H) is normal, and σ(T)\sigma (T) is a finite set. Deduce as much information about TT from this as you can.

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Problem 3.12.17

Show, under the hypotheses of (d)(d) of Theorem 12.29, that the equation Ty=xT y = x has a solution y∈Hy \in H if and only if

∑i=1∞∣λi∣−2∥xi∥2<∞ \sum _{i = 1}^{\infty }\left|\lambda _{i}\right|^{-2}\left\| x_{i}\right\| ^{2} < \infty

(If λi=0\lambda_{i} = 0 for one ii, then xix_{i} must be 0, for this ii).

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Problem 3.12.18

The spectrum σ(T)\sigma (T) of T∈B(H)T \in \mathscr {B}(H) can be divided into three disjoint pieces:

The point spectrum σp(T)\sigma_{p}(T) consists of all λ∈C\lambda \in \mathbb {C} for which T−λIT-\lambda I is not one-to-one.

The continuous spectrum σc(T)\sigma_{c}(T) consists of all λ∈C\lambda \in \mathbb {C} such that T−λIT-\lambda I is a one-to-one mapping of HH onto a dense proper subspace of HH.

The residual spectrum σr(T)\sigma_{r}(T) consists of all other λ∈σ(T)\lambda \in \sigma (T).

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(a)

Prove that every normal T∈B(H)T \in \mathscr {B}(H) has empty residual spectrum.

(b)

Prove that the point spectrum of a normal T∈B(H)T \in \mathscr {B}(H) is at most countable, if HH is separable.

(c)

Let SRS_{R} and SLS_{L} be the right and left shifts (as defined in Exercise 2 of Chapter 10), acting on the Hilbert space ℓ2\ell^{2}.

Prove that (SR)∗=SL\left(S_{R}\right)^{*} = S_{L} and that

σp(SL)=σr(SR)={λ:∣λ∣<1}σc(SL)=σc(SR)={λ:∣λ∣=1}σr(SL)=σp(SR)=∅ \begin{aligned} & \sigma _{p}\left(S_{L}\right) = \sigma _{r}\left(S_{R}\right) = \left\{ \lambda :\left|\lambda \right| < 1\right\} \\ & \sigma _{c}\left(S_{L}\right) = \sigma _{c}\left(S_{R}\right) = \left\{ \lambda :\left|\lambda \right| = 1\right\} \\ & \sigma _{r}\left(S_{L}\right) = \sigma _{p}\left(S_{R}\right) = \varnothing \end{aligned}
Problem 3.12.19

Let SRS_{R} and SLS_{L} be as above. Prove that neither SRS_{R} nor SLS_{L} has polar decompositions UPU P, with UU unitary and P≥0P \geq 0.

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Problem 3.12.20

Let μ\mu be a positive measure on a measure space Ω\Omega, let H=L2(μ)H = L^{2}(\mu ), with the usual inner product

(f,g)=∫Ωfgˉdμ (f, g) = \int _{\Omega } f \bar{g} d \mu

For ϕ∈L∞(μ)\phi \in L^{\infty }(\mu ), define the multiplication operator MϕM_{\phi } by Mϕ(f)=ϕfM_{\phi }(f) = \phi f. Then Mϕ∈BB(H)M_{\phi } \in \mathscr {B B}(H).

Under what conditions on ϕ\phi does MϕM_{\phi } have eigenvalues? Give an example in which σ(Mϕ)=σc(Mϕ)\sigma \left(M_{\phi }\right) = \sigma_{c}\left(M_{\phi }\right). Show that every MϕM_{\phi } is normal. What is the relation between σ(Mϕ)\sigma \left(M_{\phi }\right) and the essential range of ϕ\phi? Show that ϕ→Mϕ\phi \rightarrow M_{\phi } is an isometric *-isomorphism of L∞(μ)L^{\infty }(\mu ) onto a closed subalgebra AA of B(H)\mathscr {B}(H). (Certain pathological measures μ\mu have to be excluded in order to make this last statement correct). Is AA a maximal commutative sub-algebra of B(H)\mathscr {B}(H)? Hint: If T∈B(H)T \in \mathscr {B}(H) and TMϕ=MϕTT M_{\phi } = M_{\phi } T for all ϕ∈L∞(μ)\phi \in L^{\infty }(\mu ), and if μ(Ω)<∞\mu (\Omega ) < \infty, show that TT is a multiplication by T(1)T(1) and hence that T∈AT \in A.

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Problem 3.12.21

Suppose T∈B(H)T \in \mathscr {B}(H) is normal, AA is the closed subalgebra of B(H)\mathscr {B}(H) generated by II, TT, and T∗T^{*}, and TT can be approximated, in the norm topology of B(H)\mathscr {B}(H), by finite linear combinations of projections that belong to AA.

Under what (necessary and sufficient) conditions on σ(T)\sigma (T) does this happen?

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Problem 3.12.22

Does every normal T∈B(H)T \in \mathscr {B}(H) have a square root in B(H)\mathscr {B}(H)? What can you say about the cardinality of the set of all square roots of TT? Can it happen that two square roots of the same TT do not commute? Can this happen when T=IT = I?

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Problem 3.12.23

Show that the Fourier transform f→f^f \rightarrow \hat{f} is a unitary operator on L2(Rn)L^{2}\left(\mathbb {R}^{n}\right). What is its spectrum? Suggestion: When n=1n = 1, compute the Fourier transforms of

exp⁡(12x2)(ddx)mexp⁡(−x2)(m=0,1,2,…) \exp \left(\frac{1}{2} x^{2}\right)\left(\frac{d}{d x}\right)^{m} \exp \left(-x^{2}\right) \quad (m = 0,1,2, \ldots )
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Problem 3.12.24

Show that any two infinite-dimensional separable Hilbert spaces are isometrically isomorphic (via countable orthonormal bases; see [23]). Show that the space HH in Theorem 12.38 is separable. Show that the answer to the question that precedes Theorem 12.38 is therefore negative for every infinite-dimensional HH, separable or not.

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Problem 3.12.25

Suppose T∈B(H)T \in \mathscr {B}(H) is normal, ff is a bounded Borel function on σ(T)\sigma (T), and S=f(T)S = f(T). If ETE_{T} and ESE_{S} are the spectral decompositions of TT and SS, respectively, prove that

ES(ω)=ET(f−1(ω)) E_{S}(\omega ) = E_{T}\left(f^{-1}(\omega )\right)

for every Borel set ω⊂σ(S)\omega \subset \sigma (S).

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Problem 3.12.26

If S∈B(H)S \in \mathscr {B}(H) and T∈B(H)T \in \mathscr {B}(H), the notation S≥TS \geq T means that S−T≥0S-T \geq 0, that is, that

(Sx,x)≥(Tx,x) (S x, x) \geq (T x, x)

for all x∈Hx \in H. Prove the equivalence of the following four properties of a pair of self-adjoint projections PP and QQ :

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(a)

P≥QP \geq Q.

(b)

R(P)⊃R(Q)\mathscr {R}(P) \supset \mathscr {R}(Q).

(c)

PQ=QP Q = Q.

(d)

QP=QQ P = Q.

If EE is a resolution of the identity, it follows that E(ω′)≥E(ω′′)E\left(\omega^{\prime }\right) \geq E\left(\omega^{\prime \prime }\right) if ω′⊃ω′′\omega^{\prime } \supset \omega^{\prime \prime }.

Problem 3.12.27

Suppose * is an involution in a complex algebra A,qA, q is an invertible element of AA such that q∗=qq^{*} = q and x∗x^{*} is defined by

x#=q−1x∗q x^{\# } = q^{-1} x^{*} q

for every x∈Ax \in A. Show that ∗{ }^{*} is an involution in AA.

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Problem 3.12.28

Let AA be the algebra of all complex 4 -by-4 matrices. If M=(mij)∈AM = \left(m_{i j}\right) \in A, let M∗M^{*} be the conjugate transpose of M:mij∗=mji‾M: m_{i j}^{*} = \overline{m_{j i}}. Put

Q=[0001001001001000]S=[0000100000000000]T=[0000000000000001] Q =\left[\begin{smallmatrix} 0 & 0 & 0 & 1 \\ 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 \\ 1 & 0 & 0 & 0 \end{smallmatrix}\right] \quad S =\left[\begin{smallmatrix} 0 & 0 & 0 & 0 \\ 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \end{smallmatrix}\right] \quad T =\left[\begin{smallmatrix} 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 \end{smallmatrix}\right]

As in Exercise 27, define

M#=Q−1M∗Q(M∈A). M^{\# } = Q^{-1} M^{*} Q \quad (M \in A).
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(a)

Show that SS and TT are normal, with respect to the involution #{ }^{\# }, that ST=TSS T = T S, but that ST#≠T#SS T^{\# } \neq T^{\# } S.

(b)

Show that S+TS+T is not #{ }^{\# }-normal.

(c)

Compare ∥SS#∥\left\| S S^{\# }\right\| with ∥S∥2\left\| S\right\|^{2}.

(d)

Compute the spectral radius ρ(S+S#)\rho \left(S+S^{\# }\right); show that it is different from ∥S+S#∥\left\| S+S^{\# }\right\|

(e)

Define V=(vij)∈AV = \left(v_{i j}\right) \in A so that v12=v24=i,v31=v43=−i,vij=0v_{12} = v_{24} = i, v_{31} = v_{43} = -i, v_{i j} = 0 otherwise. Compute σ(VV#)\sigma \left(V V^{\# }\right); it does not lie in [0,∞)[0, \infty ).

Part (a) shows that Theorem 12.16 fails for some involutions. Part (b) does the same for part (a) of Exercise 12; (c), (d), and (e) show that various parts of Theorem 11.28 fail for the involution #\#.

Problem 3.12.29

Let XX be the vector space of all trigonometric polynomials on the real line: these are functions of the form

f(t)=c1eis1t+⋯+cneisnt f(t) = c_{1} e^{i s_{1} t}+\cdots +c_{n} e^{i s_{n} t}

where sk∈Rs_{k} \in R and ck∈Cc_{k} \in \mathscr {C}, for 1≤k≤n1 \leq k \leq n. Show that

(f,g)=lim⁡A→∞12A∫−AAf(t)g(t)‾dt (f, g) = \lim _{A \rightarrow \infty } \frac{1}{2 A} \int _{-A}^{A} f(t) \overline{g(t)} d t

exists and defines an inner product on XX, that

∥f∥2=(f,f)=∣c1∣2+⋯+∣cn∣2 \left\| f\right\| ^{2} = (f, f) = \left|c_{1}\right|^{2}+\cdots +\left|c_{n}\right|^{2}

and that the completion of XX is a nonseparable Hilbert space HH. Show that HH contains all uniform limits of trigonometric polynomials; these are the so-called " almost-periodic" functions on RR.

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Problem 3.12.30

Let HwH_{w} be an infinite-dimensional Hilbert space, with its weak topology. Prove that the inner product is a separately continuous function on Hw×HwH_{w} \times H_{w} which is not jointly continuous.

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Problem 3.12.31

Assume Tn∈B(H)T_{n} \in \mathscr {B}(H) for n=1,2,3,…n = 1,2,3, \ldots, and

lim⁡n→∞∥Tnx∥=0 \lim _{n \rightarrow \infty }\left\| T_{n} x\right\| = 0

for every x∈Hx \in H. Does it follow that

lim⁡n→∞∥Tn∗x∥=0 \lim _{n \rightarrow \infty }\left\| T_{n}^{*} x\right\| = 0

for every x∈Hx \in H?

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Problem 3.12.32

Let XX be a uniformly convex Banach space. This means, by definition, that the assumptions

∥xn∥≤1,∥yn∥≤1,∥xn+yn∥→2 \left\| x_{n}\right\| \leq 1, \quad \left\| y_{n}\right\| \leq 1, \quad \left\| x_{n}+y_{n}\right\| \rightarrow 2

imply that ∥xn−yn∥→0\left\| x_{n}-y_{n}\right\| \rightarrow 0. For example, every Hilbert space is uniformly convex.

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(a)

Prove that Theorem 12.3 holds in XX.

(b)

Assume ∥xn∥=1,Λ∈X∗,∥Λ∥=1\left\| x_{n}\right\| = 1, \Lambda \in X^{*}, \left\| \Lambda \right\| = 1, and Λxn→1\Lambda x_{n} \rightarrow 1. Prove that {xn}\left\{ x_{n}\right\} is a Cauchy sequence (in the norm-topology of XX). Hint: Consider Λ(xn+xm)\Lambda \left(x_{n}+x_{m}\right).

(c)

Show that the preceding four properties fail in certain Banach spaces (for instance, in L1L^{1}, or in CC). These are therefore not uniformly convex.

(d)

Assume that xn→xx_{n} \rightarrow x weakly and ∥xn∥→∥x∥\left\| x_{n}\right\| \rightarrow \left\| x\right\|. Prove that ∥xn−x∥→0\left\| x_{n}-x\right\| \rightarrow 0. Hint: Reduce to the case ∥xn∥=1\left\| x_{n}\right\| = 1. Consider Λ(xn+x)\Lambda \left(x_{n}+x\right), for a suitable Λ\Lambda.

Problem 3.12.33

Prove the assertion about the case dim⁡H<∞\operatorname {dim} H < \infty made in the remark that follows Theorem 12.35.

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Problem 3.12.34

Find an operator T∈B(H)T \in \mathscr {B}(H), with σ(T)={1}\sigma (T) = \left\{ 1\right\}, which is neither unitary nor selfadjoint.

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Problem 3.12.35

If SS is self-adjoint and U=exp⁡(iS)U = \exp (i S), show that UU is unitary. Deduce from this, and from the fact that σ(U)\sigma (U) lies on the unit circle, that σ(S)\sigma (S) lies on the real axis.

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Problem 3.12.36

Show that R(T∗)=R(T)\mathscr {R}\left(T^{*}\right) = \mathscr {R}(T) if T∈B(H)T \in \mathscr {B}(H) is normal. Hint: Using Theorem 12.35, T=T∗U2T = T^{*} U^{2}.

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Problem 3.12.37

Define TT on H=L2(0,1)H = L^{2}(0,1) by (Tf)(x)=xf(x)(T f)(x) = x f(x). Show that TT is self-adjoint and that R(T)\mathscr {R}(T) is a dense proper subspace of HH.

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Problem 3.12.38

Find a nonnormal T∈B(H)T \in \mathscr {B}(H) such that

∥T∥=sup⁡{∣(Tx,x)∣:x∈H,∥x∥≤1} \left\| T\right\| = \sup \left\{ \left|(T x, x)\right|: x \in H, \left\| x\right\| \leq 1\right\}

(This shows that Theorem 12.25 has no converse).

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Problem 3.12.39

Show that TT and T∗T^{*} can have the same null space without being normal.

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Problem 3.12.40

Let DD be a circular annulus in C\mathbb {C} with center at 0. Define HH and M∈B(H)M \in \mathscr {B}(H) as in Theorem 12.38. Prove that MM has no square root in B(H)\mathscr {B}(H) by completing the following outline: Assume Q∈B(H),Q2=MQ \in \mathscr {B}(H), Q^{2} = M. Put u(z)=1,v(z)=z,h=Quu(z) = 1, v(z) = z, h = Q u. Since QM=MQQ M = M Q, induction shows that Qvn=hvnQ v^{n} = h v^{n} for all integers nn. It follows from the Laurent series expansion that Qf=hfQ f = h f for every f∈Hf \in H. This leads to h2=vh^{2} = v, i.e., h2(z)=zh^{2}(z) = z for all z∈Dz \in D, an impossibility.

Find the adjoint M∗M^{*} of MM. (Use Laurent series).

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