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:H→H be a self adjoint operator.

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

Assume x∈H and Tx=λx. Then λ⟨x,x⟩ = ⟨λx,x⟩ = ⟨Tx,x⟩ = ⟨x,T*x⟩ = ⟨x,Tx⟩, since T is self adjoint, = ⟨x,λx⟩ = λ‾⟨x,x⟩. If x≠0 then ⟨x,x⟩≠0 and λ=λ‾. So λ∈ℝ.

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

Proof.

To show: If x∈Xλ and y∈Xγ then ⟨x,y⟩=0.
Assume λ≠γ.
Assume x∈Xλ and y∈Xγ.
Then λ⟨x,y⟩ = ⟨λx,y⟩ = ⟨Tx,y⟩ = ⟨x,T*y⟩ = ⟨x,Ty⟩ since T is self adjoint, = ⟨x,γy⟩ = γ‾⟨x,y⟩ = γ⟨x,y⟩, since γ∈ℝ.
So (λ-γ)⟨x,y⟩=0.
So λ-γ=0 or ⟨x,y⟩=0.
Since λ≠γ then ⟨x,y⟩=0.

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(c) Let H be a Hilbert space and let T:H→H 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 ∣m∣≤M (otherwise replace Λ by -Λ).
If u,v∈H then 4⟨Tu,v⟩ = ⟨T(u+v),u+v⟩- ⟨T(u-v),u-v⟩ ≤ M ( ‖u+v‖2+ ‖u-v‖2 ) = 2M(‖u‖2+‖v‖2). If Tu≠0 set v=Tu‖Tu‖·‖u‖. Then 2‖u‖‖Tu‖= 2⟨Tu,v⟩≤ M(‖u‖2+‖v‖2)= 2M‖u‖2. So ‖Tu‖≤M‖u‖, for all u∈H.
So ‖T‖≤M. Assume u∈H and ‖u‖=1.
To show: ‖T‖≥∣⟨Tu,u⟩∣. ∣⟨Tu,u⟩∣ ≤ ‖Tu‖·‖u‖, by Cauchy-Schwarz ≤ ‖T‖, since ‖T‖ = sup{‖Tu‖‖u‖ | u∈H} = sup{‖Tu‖ | ‖u‖=1}. So ‖T‖≥M.
So ‖T‖=M.

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(d) Let T:H→H be a compact linear operator.
Assume λ≠0.
Let Xλ={x∈H | 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-en‖2= ‖em‖2+ ‖en‖2=2 and ‖Tem-Ten‖= ‖λem-λen‖2= ∣λ∣2·2= 2∣λ∣2. So Te1,Te2,… does not have a convergent subsequence.

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

Proof.

Let Xλ={x∈H | Tx=λx}.

(A) If λ≠γ then Xλ⊥Xγ.

Proof.
Let x∈Xλ and y∈Xγ. Then λ⟨x,y⟩ = ⟨λx,y⟩ = ⟨Tx,y⟩ = ⟨x,T*y⟩ = ⟨x,Ty⟩ since T is self adjoint = ⟨x,γy⟩ = γ‾⟨x,y⟩ = γ⟨x,y⟩ since eigenvalues of a self adjoint operator are in ℝ.
So (λ,γ)⟨x,y⟩=0.
So λ-γ=0 or ⟨x,y⟩=0.
So λ=γ or ⟨x,y⟩=0.

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(A') If λ≠0 then dim Xλ<∞.
(B) Choose an orthonormal basis Bλ of Xλ.
Let B=⨆λ∈ΛBλ where Λ={eigenvalues of T}.
To show: H=span B‾.

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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.

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