Metric and Hilbert Spaces

Arun Ram
Department of Mathematics and Statistics
University of Melbourne
Parkville, VIC 3010 Australia
aram@unimelb.edu.au

Last updated: 4 November 2014

Lecture 41: Eigenspaces of self adjoint operators

Let H be an inner product space.

Let T:HH be a self adjoint operator.

(a) If xH is an eigenvector for T then the eigenvalue of x is in .

Assume xH and Tx=λx. Then λx,x = λx,x = Tx,x = x,T*x = x,Tx, sinceTis self adjoint, = x,λx = λx,x. If x0 then x,x0 and λ=λ. So λ.

(b) Assume λγ. Let λ and γ be eigenvalues of T and let xλ= { xH|Tx=λx } andXγ= {xH|Tx=γx}. Then Xλ is orthogonal to Xγ.

Proof.

To show: If xXλ and yXγ then x,y=0.
Assume λγ.
Assume xXλ and yXγ.
Then λx,y = λx,y = Tx,y = x,T*y = x,Ty sinceTis self adjoint, = x,γy = γx,y = γx,y, since γ.
So (λ-γ)x,y=0.
So λ-γ=0 or x,y=0.
Since λγ then x,y=0.

(c) Let H be a Hilbert space and let T:HH be a bounded self adjoint operator. Let m=inf{Tu,u|u=1} and M=sup{Tu,u|u=1}. Then T=max{-m,M}.

Proof.

Assume mM (otherwise replace Λ by -Λ).
If u,vH then 4Tu,v = T(u+v),u+v- T(u-v),u-v M ( u+v2+ u-v2 ) = 2M(u2+v2). If Tu0 set v=TuTu·u. Then 2uTu= 2Tu,v M(u2+v2)= 2Mu2. So TuMu, for all uH.
So TM. Assume uH and u=1.
To show: TTu,u. Tu,u Tu·u, by Cauchy-Schwarz T, since T = sup{Tuu|uH} = sup{Tu|u=1}. So TM.
So T=M.

(d) Let T:HH be a compact linear operator.
Assume λ0.
Let Xλ={xH|Tx=λx}.
Then dim(Xλ) is finite.

Proof.

Proof by contradiction.
Assume dim(Xλ) is infinite dimensional.
Let e1,e2, be an orthonormal sequence in Xλ.
Then em-en2= em2+ en2=2 and Tem-Ten= λem-λen2= λ2·2= 2λ2. So Te1,Te2, does not have a convergent subsequence.

Let T be a nonzero self adjoint compact operator T:HH. Then there exists an orthonormal basis of eigenvectors of T.

Proof.

Let Xλ={xH|Tx=λx}.

(A) If λγ then XλXγ.

Proof.
Let xXλ and yXγ. Then λx,y = λx,y = Tx,y = x,T*y = x,Ty sinceTis self adjoint = x,γy = γx,y = γx,y since eigenvalues of a self adjoint operator are in .
So (λ,γ)x,y=0.
So λ-γ=0 or x,y=0.
So λ=γ or x,y=0.

(A') If λ0 then dimXλ<.
(B) Choose an orthonormal basis Bλ of Xλ.
Let B=λΛBλ where Λ={eigenvalues ofT}.
To show: H=spanB.

Notes and References

These are a typed copy of Lecture 41 from a series of handwritten lecture notes for the class Metric and Hilbert Spaces given on October 11, 2014.

page history