Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/iii/paper-1/1/a/solution

Use complex inner products linear in the first argument throughout. The spectral theorem for compact self-adjoint operators states that, for a compact operator on a Hilbert space, its nonzero spectral values are real eigenvalues, each of finite multiplicity, with no possible accumulation point except zero. Moreover,
where are the mutually orthogonal eigenspace projections. The operator series converges in operator norm when the nonzero eigenvalues are listed in decreasing absolute value. The sum is at most countable, even if the kernel is nonseparable. Zero need not be an eigenvalue.
First prove that a nonzero compact self-adjoint operator has an eigenvalue of magnitude its norm, without assuming a spectral decomposition. Put and choose unit vectors with . Since , expansion gives
Compactness of supplies a subsequence for which converges; the displayed estimate then forces itself to converge to a unit vector satisfying . The vectors and are eigenvectors for and , respectively, whenever nonzero, and they cannot both vanish. This proves the claim.
Self-adjointness gives reality of every eigenvalue and orthogonality of eigenspaces for distinct eigenvalues. An eigenspace for cannot contain an infinite orthonormal sequence: its images under would have pairwise distance , contradicting compactness. The same argument proves that there are only finitely many mutually orthogonal eigenvectors with eigenvalues of magnitude at least any given . Hence all nonzero eigenspaces together have a countable orthonormal basis, and their eigenvalues tend to zero if there are infinitely many.
Let be the orthogonal complement of the closed span of all these eigenspaces. It is invariant under . If were nonzero, the norm-attaining eigenvalue argument applied to that compact self-adjoint restriction would produce another nonzero eigenvector, a contradiction. Thus , and the converse inclusion follows from orthogonality. This establishes the asserted decomposition. On its orthogonal summands the tail of the operator series has norm equal to the supremum of the omitted eigenvalue magnitudes, proving norm convergence.
Finally, a nonzero complex number not among these eigenvalues has positive distance from their set and from zero. Inverting separately on the eigenspaces and kernel therefore gives a bounded inverse. This proves that no other nonzero spectral values occur and completes the theorem.

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