The spectrum of a self-adjoint operator is a compact subset of ℝ

Jordan Bell
April 3, 2014
Abstract

In these notes I prove that the spectrum of a bounded linear operator from a Hilbert space to itself is a nonempty compact subset of ℂ, and that if the operator is self-adjoint then the spectrum is contained in ℝ. To show that the spectrum is nonempty I prove various facts about resolvents.

1 Adjoints

1.1 Operator norm

Let H be a Hilbert space with inner product ⟨⋅,⋅⟩:H×H→ℂ, and define I:H→H by I⁢x=x, x∈H.. For v∈H, let ∥v∥=⟨v,v⟩, and if T:H→H is a bounded linear map, let

∥T∥=sup∥v∥≤1⁡∥T⁢v∥.

namely, the operator norm of T.

1.2 Definition of adjoint

The Riesz representation theorem states that if ϕ:H→ℂ is a bounded linear map then there is a unique vϕ∈H such that

ϕ⁢(x)=⟨x,vϕ⟩

for all x∈H. Let T:H→H be a bounded linear map, and for y∈H, define ϕy:H→ℂ by

ϕy⁢(x)=⟨T⁢x,y⟩.

ϕy:H→ℂ is a bounded linear map, so by the Riesz representation theorem there is a unique vy such that

ϕy⁢(x)=⟨x,vy⟩

for all x∈H. Define T*:H→H by

T*⁢y=vy.

T*⁢y is well-defined because of the uniqueness in the Riesz representation theorem. For all x,y∈H,

⟨x,T*⁢y⟩=⟨x,vy⟩=ϕy⁢(x)=⟨T⁢x,y⟩.

We call T*:H→H the adjoint of T:H→H.

1.3 Adjoint is linear

For y1,y2∈H, we have for all x∈H that

⟨x,T*⁢(y1+y2)⟩ = ⟨T⁢x,y1+y2⟩
= ⟨T⁢x,y1⟩+⟨T⁢x,y2⟩
= ⟨x,T*⁢y1+T*⁢y2⟩.

Hence for all x∈H,

⟨x,T*⁢(y1+y2)-T*⁢y1-T*⁢y2⟩=0.

In particular this is true for x=T*⁢(y1+y2)-T*⁢y1-T*⁢y2, so by the nondegeneracy of ⟨⋅,⋅⟩ we get

T*⁢(y1+y2)-T*⁢y1-T*⁢y2=0.

We similarly obtain for all λ∈ℂ and all y∈H that

T*⁢(λ⁢y)-λ⁢T*⁢y=0.

Hence T*:H→H is a linear map.

1.4 Adjoint is bounded

For x,y∈H, by the Cauchy-Schwarz inequality we have

|ϕy⁢(x)|=|⟨x,vy⟩|≤∥x∥⁢∥vy∥,

so ∥ϕy∥≤∥vy∥, i.e. the operator norm of ϕy is less than or equal to the norm of vy. If vy≠0, then ∥vy∥vy∥∥=1 and

|ϕy⁢(vy∥vy∥)|=⟨vy∥vy∥,vy⟩=∥vy∥.

It follows that

∥ϕy∥=∥vy∥.

Then for y∈H, by the Cauchy-Schwarz inequality and because T is bounded we have

∥T*⁢y∥ = ∥vy∥
= ∥ϕy∥
= sup∥x∥≤1⁡∥ϕy⁢(x)∥
= sup∥x∥≤1⁡|⟨T⁢x,y⟩|
≤ sup∥x∥≤1⁡∥T∥⁢∥x∥⁢∥y∥
≤ ∥T∥⁢∥y∥.

Therefore T* is bounded. Thus if T:H→H is a bounded linear map then its adjoint T*:H→H is a bounded linear map.

1.5 Adjoint is involution

Because T*:H→H is a bounded linear map, it has an adjoint T**:H→H, and T** is itself a bounded linear map. For all x,y∈H,

⟨T⁢x,y⟩ = ⟨x,T*⁢y⟩
= ⟨T*⁢y,x⟩¯
= ⟨y,T**⁢x⟩¯
= ⟨T**⁢x,y⟩.

Hence for all x,y∈H,

⟨T⁢x-T**⁢x,y⟩=0.

This is true in particular for y=T⁢x-T**⁢x, so by the nondegeneracy of ⟨⋅,⋅⟩ we obtain

T⁢x-T**⁢x=0,x∈H.

Thus for any bounded linear map T:H→H, T**=T. In words, if T is a bounded linear map from a Hilbert space to itself, then the adjoint of its adjoint is itself. We have shown already that ∥T*∥≤∥T∥. Hence also ∥T∥=∥T**∥≤∥T*∥, so

∥T∥=∥T*∥.

If T*=T, we say that T is self-adjoint.

2 Bounded linear operators

Let ℬ⁢(H) be the set of bounded linear maps H→H. With the operator norm, one checks that ℬ⁢(H) is a Banach space. We define a product on ℬ⁢(H) by T1⁢T2=T1∘T2, and thus ℬ⁢(H) is an algebra. We have

∥T1⁢T2∥=sup∥x∥≤1⁡∥T1⁢(T2⁢x)∥≤sup∥x∥≤1⁡∥T1∥⁢∥T2⁢x∥=∥T1∥⁢sup∥x∥≤1⁡∥T2⁢x∥≤∥T1∥⁢∥T2∥,

and thus ℬ⁢(H) is a Banach algebra.11 1 The adjoint map *:ℬ(H)→ℬ(H) satisfies, for λ∈ℂ and T1,T2∈ℬ⁢(H), T**=T,(T1+T2)*=T1*+T2*,(λ⁢T)*=λ¯⁢T*,∥T*⁢T∥=∥T∥2. Thus ℬ⁢(H) is a C*-algebra. I∈ℬ⁢(H), so we say that ℬ⁢(H) is unital. Let ℬsa⁢(H) be the set of all T∈ℬ⁢(H) that are self-adjoint.

Theorem 1.

If T∈B⁢(H), then T is self-adjoint if and only if ⟨T⁢x,x⟩∈R for all x∈H.

Proof.

If T∈ℬsa⁢(H), then for all x∈H,

⟨T⁢x,x⟩=⟨x,T*⁢x⟩=⟨x,T⁢x⟩=⟨T⁢x,x⟩¯,

so ⟨T⁢x,x⟩∈ℝ.

If T∈ℬ⁢(H) and ⟨T⁢x,x⟩∈ℝ for all x∈H, then

⟨T⁢x,x⟩=⟨x,T*⁢x⟩=⟨T*⁢x,x⟩¯=⟨T*⁢x,x⟩,

so, putting A=T-T*, for all x∈H we have

⟨A⁢x,x⟩=0.

Thus, for all x,y∈H we have

⟨A⁢x,x⟩=0,⟨A⁢y,y⟩=0,⟨A⁢(x+y),x+y⟩=0,

and combining these three equations,

0=⟨A⁢x,x⟩+⟨A⁢x,y⟩+⟨A⁢y,x⟩+⟨A⁢y,y⟩=0+⟨A⁢x,y⟩+⟨A⁢y,x⟩+0.

But A*=-A, so we get

⟨A⁢x,y⟩+⟨y,-A⁢x⟩=0,

hence

⟨A⁢x,y⟩-⟨A⁢x,y⟩¯=0. (1)

As well, for all x,y∈H we have

⟨A⁢x,-i⁢y⟩-⟨A⁢x,-i⁢y⟩¯=0,

so

⟨A⁢x,y⟩+⟨A⁢x,y⟩¯=0. (2)

By (1) and (2), for all x,y∈H we have

⟨A⁢x,y⟩=0,

and thus A=0, i.e. T=T*. ∎

Using the above characterization of bounded self-adjoint operators, we can prove that a limit of bounded self-adjoint operators is itself a bounded self-adjoint operator.

Theorem 2.

ℬsa⁢(H) is a closed subset of B⁢(H).

Proof.

If Tn∈ℬsa⁢(H) and Tn→T∈ℬ⁢(H), then for x∈H we have

⟨T⁢x,x⟩=limn→∞⁡⟨Tn⁢x,x⟩∈ℝ,

hence T∈ℬsa⁢(H). ∎

If T∈ℬsa⁢(H) and ⟨T⁢x,x⟩≥0 for all x∈H, we say that T is positive. Let ℬ+⁢(H) be the set of all positive T∈ℬsa⁢(H). For S,T∈ℬsa⁢(H), if

T-S∈ℬ+⁢(H)

we write S≤T. Thus, we can talk about one self-adjoint operator being greater than or equal to another self-adjoint operator. S≤T is equivalent to

⟨S⁢x,x⟩≤⟨T⁢x,x⟩

for all x∈H.

3 A condition for invertibility

Theorem 3.

If T∈B⁢(H) and there is some α>0 such that α⁢I≤T⁢T* and α⁢I≤T*⁢T, then T-1∈B⁢(H).

Proof.

By α⁢I≤T*⁢T, we have for all x∈H,

∥T⁢x∥2=⟨T⁢x,T⁢x⟩=⟨T*⁢T⁢x,x⟩≥⟨α⁢x,x⟩=α⁢∥x∥2,

so ∥T⁢x∥≥α⁢∥x∥. This implies that T is injective. By α⁢I≤T⁢T*, we have for all x∈H,

∥T*⁢x∥2=⟨T*⁢x,T*⁢x⟩=⟨T⁢T*⁢x,x⟩≥⟨α⁢x,x⟩=α⁢∥x∥2,

so ∥T*⁢x∥≥α⁢∥x∥, and hence T* is injective. Let T⁢xn→y∈H. Then,

∥T⁢xn-T⁢xm∥2=∥T⁢(xn-xm)∥2≥α⁢∥xn-xm∥2.

Since T⁢xn converges it is a Cauchy sequence, and from the above inequality it follows that xn is a Cauchy sequence, hence there is some x∈H with xn→x. As T is continuous, y=T⁢x∈T⁢(H), showing that T⁢(H) is a closed subset of H. But it is a fact that if T∈ℬ⁢(H) then the closure of T⁢(H) is equal to (ker⁡T*)⟂.22 2 It is straightforward to show that if v is in the closure of T⁢(H) and w∈ker⁡T* then ⟨v,w⟩=0. It is less straightforward to show the opposite inclusion. Thus, as we have shown that T* is injective,

T⁢(H)=(ker⁡T*)⟂={0}⟂=H,

i.e. T is surjective. Hence T:H→H is bijective. It is a fact that if T∈ℬ⁢(H) is bijective then T-1∈ℬ⁢(H), completing the proof.33 3 T-1:H→H is linear. The open mapping theorem states that if X and Y are Banach spaces and S:X→Y is a bounded linear map that is surjective, then S is an open map, i.e., if U is an open subset of X then S⁢(U) is an open subset of Y. Here, T∈ℬ⁢(H) and T is bijective, and so by the open mapping theorem T is open, from which it follows that T-1:H→H is continuous, and so bounded (a linear map between normed vector spaces is continuous if and only if it is bounded). ∎

4 Spectrum

For T∈ℬ⁢(H), we define the spectrum σ⁢(T) of T to be the set of all λ∈ℂ such T-λ⁢I is not bijective, and we define the resolvent set of T to be ρ⁢(T)=ℂ∖σ⁢(T). To say that λ∈ρ⁢(T) is to say that T-λ⁢I is a bijection, and if T-λ⁢I is a bijection it follows from the open mapping theorem that its inverse function is an element of ℬ⁢(H): the inverse of a linear bijection is itself linear, but the inverse of a continuous bijection need not itself be continuous, which is where we use the open mapping theorem.

We prove that the spectrum of a bounded self-adjoint operator is real.

Theorem 4.

If T∈Bsa⁢(H), then σ⁢(T)⊆R.

Proof.

If λ∈ℂ∖ℝ, λ=a+i⁢b, b≠0, and X=T-λ⁢I, then

X⁢X* = (T-λ⁢I)⁢(T-λ⁢I)*
= (T-(a+i⁢b)⁢I)⁢(T-(a-i⁢b)⁢I)
= T2-(a-i⁢b)⁢T-(a+i⁢b)⁢T+(a2+b2)⁢I
= (a2+b2)⁢I-2⁢a⁢T+T2
= b2⁢I+(a⁢I-T)2
= b2⁢I+(a⁢I-T)⁢(a⁢I-T)*
≥ b2⁢I.

X*⁢X=X⁢X*≥b2⁢I and b>0, so by Theorem 3, X=T-λ⁢I has an inverse (T-λ⁢I)-1∈ℬ⁢(H), showing λ∉σ⁢(T). ∎

5 The spectrum of a bounded linear map is bounded

If λ∈ρ⁢(T) then we define Rλ=(T-λ⁢I)-1∈ℬ⁢(H), called the resolvent of T.

Theorem 5.

If T∈B⁢(H) and |λ|>∥T∥ then λ∈ρ⁢(T).

Proof.

Define Rλ,N∈ℬ⁢(H) by

Rλ,N=-1λ⁢∑n=0NTnλn.

As ∥T∥|λ|<1, the geometric series ∑n=0∞∥T∥n|λ|n converges, from which it follows that Rλ,N is a Cauchy sequence in ℬ⁢(H) and so converges to some Sλ∈ℬ⁢(H). We have

∥Sλ⁢(T-λ⁢I)-I∥ ≤ ∥Sλ⁢(T-λ⁢I)-Rλ,N⁢(T-λ⁢I)∥
+∥Rλ,N⁢(T-λ⁢I)-I∥
≤ ∥Sλ-Rλ,N∥⁢∥T-λ⁢I∥+∥-Tλ⁢∑n=0NTnλn+∑n=0NTnλn-I∥
= ∥Sλ-Rλ,N∥⁢∥T-λ⁢I∥+∥-TN+1λN+1∥
≤ ∥Sλ-Rλ,N∥⁢∥T-λ⁢I∥+(∥T∥|λ|)N+1,

which tends to 0 as N→∞. Therefore Sλ⁢(T-λ⁢I)=I. And,

∥(T-λ⁢I)⁢Sλ-I∥ ≤ ∥(T-λ⁢I)⁢Sλ-(T-λ⁢I)⁢Rλ,N∥
+∥(T-λ⁢I)⁢Rλ,N-I∥
≤ ∥T-λ⁢I∥⁢∥Sλ-Rλ,N∥+(∥T∥|λ|)N+1,

whence (T-λ⁢I)⁢Sλ=I, showing that

Sλ=(T-λ⁢I)-1.

Thus, if |λ|>∥T∥ then λ∈ρ⁢(T). ∎

The above theorem shows that σ⁢(T) is a bounded set: it is contained in the closed disc |λ|≤∥T∥. Moreover, if |λ|>∥T∥ then we have an explicit expression for the resolvent Rλ:

Rλ=-1λ⁢∑n=0∞Tnλn.

6 The spectrum of a bounded linear map is closed

Theorem 6.

If T∈B⁢(H), then ρ⁢(T) is an open subset of C.

Proof.

If λ∈ρ⁢(T), let |μ-λ|<∥Rλ∥-1, and define Rμ,N∈ℬ⁢(H) by

Rμ,N=Rλ⁢∑n=0N(μ-λ)n⁢Rλn.

Because |μ-λ|<∥Rλ∥-1, Rμ,N is a Cauchy sequence in ℬ⁢(H) and converges to some Sμ∈ℬ⁢(H). We have, as Rλ=(T-λ⁢I)-1,

∥Sμ⁢(T-μ⁢I)-I∥ ≤ ∥Sμ⁢(T-μ⁢I)-Rμ,N⁢(T-μ⁢I)∥
+∥Rμ,N⁢(T-μ⁢I+λ⁢I-λ⁢I)-I∥
≤ ∥Sμ-Rμ,N∥⁢∥T-μ⁢I∥
+∥Rμ,N⁢(T-λ⁢I)-Rμ,N⁢(μ-λ)-I∥
= ∥Sμ-Rμ,N∥⁢∥T-μ⁢I∥
+∥∑n=0N(μ-λ)n⁢Rλn-(μ-λ)⁢Rλ⁢∑n=0N(μ-λ)n⁢Rλn-I∥
= ∥Sμ-Rμ,N∥⁢∥T-μ⁢I∥+∥-(μ-λ)N+1⁢RλN+1∥
= ∥Sμ-Rμ,N∥⁢∥T-μ⁢I∥+|μ-λ|N+1⁢∥Rλ∥N+1,

which tends to 0 as N→∞. Therefore Sμ⁢(T-μ⁢I)=I. One checks likewise that (T-μ⁢I)⁢Sμ=I, and hence that

(T-μ⁢I)-1=Sμ,

showing that μ∈ρ⁢(T). ∎

As σ⁢(T) is bounded and closed, it is a compact set in ℂ. Moreover, if λ∉σ⁢(T) and |μ-λ|<∥Rλ∥-1, then

Rμ=Rλ⁢∑n=0∞(μ-λ)n⁢Rλn.

7 The spectrum of a bounded linear map is nonempty

Theorem 7.

If T∈B⁢(H) is self-adjoint, then σ⁢(T)≠∅.

Proof.

Suppose by contradiction that σ⁢(T)=∅.44 4 For each v,w∈H we are going to construct a bounded entire function ℂ→ℂ depending on v and w, which by Liouville’s theorem must be constant, and it will turn out to be 0. This will lead to a contradiction. If λ,μ∈ℂ, then

(T-λ⁢I)⁢(Rλ-Rμ)⁢(T-μ⁢I) = (I-(T-λ⁢I)⁢Rμ)⁢(T-μ⁢I)
= T-μ⁢I-(T-λ⁢I)
= (λ-μ)⁢I,

so

Rλ-Rμ=(λ-μ)⁢Rλ⁢Rμ, (3)

the resolvent identity. Thus

∥Rλ-Rμ∥≤|λ-μ|⁢∥Rλ∥⁢∥Rμ∥,

and together with ∥Rμ∥-∥Rλ∥≤∥Rμ-Rλ∥ we get

∥Rμ∥⁢(1-|λ-μ|⁢∥Rλ∥)≤∥Rλ∥.

If |λ-μ|≤12⋅∥Rλ∥-1, then

∥Rμ∥≤2⁢∥Rλ∥,

whence, for |λ-μ|≤12⋅∥Rλ∥-1,

∥Rλ-Rμ∥≤2⁢|λ-μ|⁢∥Rλ∥2.

Therefore, λ↦Rλ is a continuous function ℂ→ℬ⁢(H). From this and (3) it follows that for each λ∈ℂ,55 5 There are no complications that appear if we do complex analysis on functions from ℂ to a complex Banach algebra rather than on functions from ℂ to ℂ. Thus this statement is that λ→Rλ is a holomorphic function ℂ→ℬ⁢(H).

limμ→λ⁡Rλ-Rμλ-μ=Rλ2.

Let v,w∈H and define fv,w:ℂ→ℂ by

fv,w⁢(λ)=⟨Rλ⁢v,w⟩,λ∈ℂ.

For λ∈ℂ,

limμ→λ⁡fv,w⁢(λ)-fv,w⁢(μ)λ-μ=limμ→λ⁡⟨Rλ-Rμλ-μ⁢v,w⟩=⟨Rλ2⁢v,w⟩.

Thus fv,w is an entire function. For |λ|>∥T∥, Rλ=-1λ⁢∑n=0∞Tnλn, so, for r=∥T∥|λ|,

∥Rλ∥ = 1|λ|⁢∥∑n=0∞Tnλ∥
≤ 1|λ|⁢∑n=0∞rn
= 1|λ|⁢11-r
= 1|λ|⁢11-∥T∥|λ|
= 1|λ|-∥T∥.

Hence, for |λ|>∥T∥,

|fv,w⁢(λ)| = |⟨Rλ⁢v,w⟩|
≤ ∥Rλ∥⁢∥v∥⁢∥w∥
≤ ∥v∥⁢∥w∥|λ|-∥T∥,

from which it follows that fv,w is bounded and that lim|λ|→∞⁡fv,w⁢(λ)=0. Therefore by Liouville’s theorem, fv,w⁢(λ)=0 for all λ. Let’s recap: for all v,w∈H and for all λ∈ℂ, ⟨Rλ⁢v,w⟩=0. Switching the order of the universal quantifiers, for all λ∈ℂ and for all v,w∈H we have ⟨Rλ⁢v,w⟩=0, which implies that for all λ∈ℂ we have Rλ=0. But by assumption Rλ is invertible, so this is a contradiction. Hence σ⁢(T) is nonempty. ∎