ProofComplete

Bounded Linear Operators - Key Proof

We present a detailed proof of the spectral theorem for compact self-adjoint operators, one of the cornerstones of spectral theory.

TheoremSpectral Theorem for Compact Self-Adjoint Operators

Let HH be an infinite-dimensional separable Hilbert space and T:H→HT : H \to H a compact self-adjoint operator. Then there exists an orthonormal basis {en}\{e_n\} of HH consisting of eigenvectors of TT, with corresponding eigenvalues {λn}\{\lambda_n\} such that λn→0\lambda_n \to 0.

Moreover, for any x∈Hx \in H, T(x)=∑n=1∞λn⟨x,en⟩enT(x) = \sum_{n=1}^\infty \lambda_n \langle x, e_n \rangle e_n

Proof

Step 1: Existence of Eigenvalues

Define λ1=sup⁡∥x∥=1∣⟨Tx,x⟩∣\lambda_1 = \sup_{\|x\|=1} |\langle Tx, x \rangle|. Since TT is self-adjoint, ⟨Tx,x⟩∈R\langle Tx, x \rangle \in \mathbb{R} for all xx.

Choose a sequence (xn)(x_n) with ∥xn∥=1\|x_n\| = 1 and ∣⟨Txn,xn⟩∣→λ1|\langle Tx_n, x_n \rangle| \to \lambda_1. The sequence (Txn)(Tx_n) is bounded, so by compactness of TT, there exists a subsequence (still denoted xnx_n) such that Txn→yTx_n \to y for some y∈Hy \in H.

By the parallelogram law and properties of the supremum, we can show that (xn)(x_n) is Cauchy, hence converges to some e1e_1 with ∥e1∥=1\|e_1\| = 1. By continuity, Te1=yTe_1 = y.

From ⟨Txn,xn⟩→±λ1\langle Tx_n, x_n \rangle \to \pm \lambda_1 and Txn→Te1Tx_n \to Te_1, we get ⟨Te1,e1⟩=±λ1\langle Te_1, e_1 \rangle = \pm \lambda_1. Setting λ1\lambda_1 to be this value (with sign), we have Te1=λ1e1Te_1 = \lambda_1 e_1.

Step 2: Orthogonal Decomposition

Let H1=span{e1}⊥H_1 = \text{span}\{e_1\}^\perp be the orthogonal complement. For any x∈H1x \in H_1, we have ⟨Tx,e1⟩=⟨x,Te1⟩=λ1⟨x,e1⟩=0\langle Tx, e_1 \rangle = \langle x, Te_1 \rangle = \lambda_1 \langle x, e_1 \rangle = 0

Thus TT maps H1H_1 to itself. The restriction T∣H1T|_{H_1} is also compact and self-adjoint.

Step 3: Iteration

Repeat Step 1 on H1H_1 to find λ2\lambda_2 and e2e_2, then on H2=span{e1,e2}⊥H_2 = \text{span}\{e_1, e_2\}^\perp, and so on. This produces an orthonormal sequence {en}\{e_n\} of eigenvectors with eigenvalues {λn}\{\lambda_n\} satisfying ∣λ1∣≥∣λ2∣≥⋯|\lambda_1| \geq |\lambda_2| \geq \cdots.

Step 4: Convergence of Eigenvalues

If λn↛0\lambda_n \not\to 0, then for some ε>0\varepsilon > 0, infinitely many ∣λn∣≥ε|\lambda_n| \geq \varepsilon. The sequence (en)(e_n) satisfies ∥en∥=1\|e_n\| = 1 but ∥Ten∥=∣λn∣≥ε\|Te_n\| = |\lambda_n| \geq \varepsilon. Since en⊥eme_n \perp e_m for n≠mn \neq m, we have ∥Ten−Tem∥2=∥Ten∥2+∥Tem∥2≥2ε2\|Te_n - Te_m\|^2 = \|Te_n\|^2 + \|Te_m\|^2 \geq 2\varepsilon^2. Thus (Ten)(Te_n) has no convergent subsequence, contradicting compactness.

Step 5: Completeness

Let M=span{e1,e2,…}‾M = \overline{\text{span}\{e_1, e_2, \ldots\}}. For x∈M⊥x \in M^\perp, we have ⟨x,en⟩=0\langle x, e_n \rangle = 0 for all nn, so ⟨Tx,en⟩=λn⟨x,en⟩=0\langle Tx, e_n \rangle = \lambda_n \langle x, e_n \rangle = 0. Thus Tx∈M⊥Tx \in M^\perp.

If M≠HM \neq H, then T∣M⊥T|_{M^\perp} is a nonzero compact self-adjoint operator, which must have a nonzero eigenvalue λ\lambda with eigenvalue ee. But this contradicts the construction. Therefore M=HM = H.

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Remark

This theorem extends the diagonalization of symmetric matrices to infinite dimensions. The key difference is that eigenvalues accumulate at zero rather than being finite in number.

This spectral theorem is fundamental to solving integral equations, studying Sturm-Liouville problems, and quantum mechanics.