The spectral theorem for bounded self-adjoint operators

lename: spectralthm.tex
October 2, 2003
This outline follows Reed and Simon Methods of Modern Mathematical Physics I: Functional Anal-
ysis. There are alternative approaches to proving the spectral theorem. See, for example Rudin,
Functional Analysis and Conway, A Course in Functional Analysis for the commutative C

algebra ap-
proach, or Taylor Parital Differential Equations II for an approach using the unitary group e
itA
. Reed
and Simons approach is the most direct, where functions of a self-adjoint operator are contructed
by approximation.
Hermitian matrices
If A is a hermitian matrix then the spectral theorem is the statement that the eigenvalues

1
, . . . ,
n
of A are real and that there is an orthonormal basis of eigenvectors. Thus, if P
k
,
k = 1, . . . , n denotes the orthogonal projection onto the kth eigenspace, we may write
A =
n

k=1

k
P
k
The spectral theorem allows us to dene functions of A. For any complex valued function
f() of a real variable (in fact f need only be dened on the eigenvalues) we dene the operator
f(A) to be
f(A) =
n

k=1
f(
k
)P
k
The spectral theorem and the functional calculus (that is, the ability to form functions f(A) in
a reasonable way) are intimately related. For example, the spectral projections P
k
are themselves
f(A) for suitable f. If we let

() denote the characteristic function (indicator function) for ,

that is

() =

1 if
0 if ,
Then

(A) = P
k
whenever contains the eigenvalue
k
but none of the others.
Our approach to the spectral theorem for self-adjoint bounded operators on a Hilbert space,
is to dene f(A) for increasingly more general classes of functions f. Once this class of functions
includes

() we can dene the spectral projections.

These spectral projections are important in non-relativistic quantum mechanics. In our dis-
ussion we emphasized the importance of the (yet to be dened operators) E
A
(). For a Hermitian
matrix
E
A
() =

k:
k

P
k
=
(,]
(A)
1
The functional calculus will allow us to make sense of this for any self-adjoint (and, for the moment,
bounded) operator A.
Returning to hermitian matrices A, the facts that the eigenvalues are real and eigenvectors
form an orthonormal basis are equivalent to the existence of a unitary diagonalization of A. This
means there exists a unitary matrix U (formed by placing the eigenvectors in the columns) and a
real diagonal matrix D (with the eigenvalues on the diagonal) such that
A = UDU

For operators on a Hilbert space L

2
(X, d) the analog of a real diagonal matrix is the operator
of multiplication by a real valued function. One of the variants of the spectal theorm states
that for bounded self-adjoint operators A on a Hilbert space H there exists a unitary operator
U : L
2
(X, d) H for some nite measure space (X, ) such that U

AU is a real multiplication
operator.
Another variant is the existence of a projection-valued measure on (A).
For a hermitian matrix A we may dene f(A) for any function f. In fact, since it is only the
values of f on the spectrum (A) =
1
, . . . ,
n
that play a role, we are essentially dealing with a
list of n complex numbers f(
1
, . . . , f(
n
). However things are much dierent for an arbitrary
self-adjoint bounded operator A whose spectrum (A) might be a closed interval. Lets think about
the case where A is multiplication by on L
2
([0, 1], d). Then it is reasonable to dene f(A) to
be multiplication by f(), that is, (f(A))() = f()(). Now it is clear that we must at least
assume that f is measurable for this to make sense. In fact, we will dene f(A) for any bounded
Borel function.
We do this in three steps. In the rst step, f is allowed to be a polynomial. In the second
step, f is allowed to be any continuous function on the spectrum (A). Finally, f is allowed to
be any bounded Borel function on (A). This class of functions includes

() and allows us to
dene E
A
().
The polynomial functional calculus
Let A be any (not neccesarily self-adjoint) bounded operator on a Hilbert space H. Then we
may take powers A
2
, A
3
, . . . of A. So if p(x) = a
0
+ a
1
x + a
2
x
2
+ + a
n
x
n
is any polynomial
(with complex coecients a
0
, a
1
, . . . , a
n
) we may dene the operator p(A) to be
p(A) = a
0
+a
1
A+a
2
A
2
+ +a
n
A
n
This denes a map T L(H) from polynomials T to the bounded operators L(H) with the
following properties:
2
(i) (f +g)(A) = f(A) +g(A)
(ii) (fg)(A) = f(A)g(A)
(iii) f(A) = f(A)

(iv) if f(x) = x then f(A) = A

(v) if A = then f(A) = f()
These properties follow immediately from the denition. Property (v) is the spectral mapping
property for eigenvalues. However, the spectrum of a bounded operator may be larger than the
set of eigenvalues.
Problem 1.1: Let A be any bounded operator. Show that the functional calculus for polynomials
can be extended to entire functions (functions with convergent power series). In other words, there
is a map from entire functions to operators mapping f(x) to f(A) that agrees with the previous
denition if f is a polynomial and satises (i) to (v).
Remark: In fact there is a way of dening f(A) for any bounded Aas long as f is analytic in some region
containing the spectrum of A. The idea is to surround the spectrum by a contour and dene
f(A) =
1
2i

f(z)(Az)
1
dz
This leads to the so-called Riesz functional calculus. (See, e.g. Conway, A Course in Functional Analysis
VII.4). If you are ambitious, you could try to use this formula in the problem above, but you rst have
to make sense of the operator valued integral!
Roughtly speaking, this remark shows that it is possible to make sense of f(A) for any bounded
operator A provided that f is analytic in a large enough set. We now want to extend this functional
calculus to a larger class of functions. The basic idea is that if f(x) can be approximated by a sequence
of polynomials p
n
(x) then the corresponding operators p
n
(A) should converge to an operator which
we take as our denition of f(A). To make this idea work, we will require that A is self-adjoint. For
self-adjoint bounded A the map T L(H) from polynomials to the bounded operators we dened
above satises some additional properties.
(vi) If f 0 then f(A) 0.
(vii) |f(A)| = sup
(A)
[f()[.
(viii) (f(A)) = f((A))
The proofs of (vii) and (viii) for self-adjoint bounded Aare in Reed Simon I, chapter VII (and were
given in class). The essential way that self-adjointness enters is through the spectral radius formula.
This is actually just the special case of (vii) for f(x) = x. So it might be a good idea to reviewthis result,
and convince yourself that it need not be true when A is not self-adjoint (problem 1.2 on previous
handout).
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We defer the proof of (vi) until we have dened f(A) for all f C((A)), because it is easier to
prove then.
The continuous functional calculus
Now we can dene f(A) for f C((A)). Recall that C((A)) is the space of all continuous
functions on the spectrum (A) with the sup norm
|f| = sup
(A)
[f()[
Recall also that the Weierstra approximation theorem states that polynomials are dense in C((A)).
So, to dene f(A) for f C((A)) and Aself-adjoint, we begin with a sequence of polynomials p
n
()
converging in C((A)) to f. Such a sequence must be a Cauchy sequence in C((A)). The sequence
of operators p
n
(A) is well dened by the polynomial functional calculus, and property (vii) implies
that it is a Cauchy sequence in L(H), the Banach space of bounded operators with the operator norm.
So the sequence p
n
(A) must converge to some operator, and this is the operator we call f(A).
Problem 1.2: Show that the operator dened by the above procedure does not depend on which
approximating sequence p
n
that is used.
Theorem 1.1 The map from C((A)) L(H) sending f to f(A) dened above satises properties (i) . . .
(viii).
Problem 1.3: Prove this theorem
The spectral measures
Let A be self-adjoint and bounded and let H. Then the map form C((A)) R dened by
f , f(A))
denes a postive linear functional. By the Riesz-Markov theorem, there exists a unique positive Borel
measure d

such that for every f C((A))

, f(A)) =

(A)
f()d

()
This measure is called the spectral measure of .
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The Borel functional calculus
We can use the spectral measures d

to dene f(A) for self-adjoint A when f is any bounded

Borel function. One approach is to dene the numbers

(A)
f()d

()
for every Hand showthat there is a bounded operator B so that these numbers are , B). Then
dene f(A) to be B.
Another approach is to rst prove a diagonalization theorem.
Denition: Let Abe aboundedoperator. The vector is calledcyclic for Aif the spanof , A, A
2
, . . .
is dense.
Problem 1.4: Show that a hemitian matrix Ahas a cyclic vector if and only if all its eigenvalues are
simple.
Theorem 1.2 Suppose A is a self-adjoint operator on the Hilbert space H and that A has a cyclic vector .
Then there exists a unitary operator U : L
2
((A), d

) H such that A = UU

. (Here denotes the

operator of multiplication by ).
Proof: Dene U on continuous functions in L
2
((A), d

) by Uf = f(A). Then
|UF|
2
H
= |f(A)|
2
H
= , [f[
2
(A))
=

(A)
[f()[
2
d

()
= |f|
2
L
2
((A),d

)
By continuity we may extend U to a unitary operator from the closure of continuous functions in
L
2
((A), d

) to the closure of the set f(A), fis continuous. But continuous functions are dense
in L
2
((A), d

), and the cyclicity assumption implies that the closure of f(A), fis continuous is
H. Thus U is unitary from L
2
((A), d

) H.
Now let g() = f(). For continuous f, and then by continuity for all f,
U(f) = Ug = g(A) = Af(A) = AUf
Thus A = UU

.
5
Of course, this diagonalization is not unique, since there are many cyclic vectors.
Given this diagonalization, we can dene f(A) for a bounded Borel function f by the formula
f(A) = Uf()U

Problem 1.5: Verify that this denition of f(A) agrees with our previous denition (and thus is
independent of which diagonalization is used) if f is continuous.
To verify that for any bounded Borel function f this denition is independent of the which
diagonlization is used we prove the following lemma.
Lemma 1.3 Suppose f
n
() is a sequence of Borel functions on (A) satisfying
(i) the sequence is uniformly bounded (that is, [f
n
()[ C for some constant C independent of n and ) and
(ii) f
n
() converges pointwise to f()
Let f
n
(A) be the operators dened above (using some xed diagonlization of A). Then the operators f
n
(A)
converge strongly to f(A).
Proof: Use the Lebesgue dominated convergence theorem.
Of course, this lemma only does the trick if we knowthat every Borel function is a pointwise limit
of continuous functions. I think this is true. Do you?
What happens when A doesnt have a cyclic vector? In this case we write H =
n
H
n
as follows.
Pick any
1
H. Let H
1
be the closure of the span of
1
, A
1
, A
2

1
, . . .. Next, pick
2
H

1
and
let H
2
be the closure of the span of
2
, A
2
, A
2

2
, . . .. Continue in this fashion until
n
H
n
= H.
It is easy to see that H
n
are mutually perpendicular, that each H
n
is an invariant subspace for A with
cyclic vector
n
. Thus the restriction of Ato H
n
can be is unitarily equivalent to multiplication by on
L
2
((AH
n
), d
n
). Putting these pieces together, we end up with the following theorem. To simplify
the statement, we regard measures on (AH
n
)) as measures on R in the obvious way.
Theorem 1.4 Suppose Ais a bounded self-adjoint operator on a Hilbert space H. Then there is an orthogonal
direct sum decomposition H =
n
H
n
, positive measures d
n
and unitary operators U
n
: L
2
(R, d
n
) H
n
such that with U =
n
U
n
,
U

AU(
n

n
) =
n

n
.
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