Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 1 / 1

Use complex inner products linear in the first argument throughout. The spectral theorem for compact self-adjoint operators states that, for a compact operator $T=T^{\ast }$ on a Hilbert space, its nonzero spectral values are real eigenvalues, each of finite multiplicity, with no possible accumulation point except zero. Moreover,where $P_{\lambda }$ 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 $r=\Vert T\Vert >0$ and choose unit vectors ${\xi }_n$ with $\Vert T{\xi }_n\Vert \to r$. Since $\Vert T^2\xi \Vert \le r\Vert T\xi \Vert$, expansion givesCompactness of $T^2$ supplies a subsequence for which $T^2{\xi }_n$ converges; the displayed estimate then forces ${\xi }_n$ itself to converge to a unit vector $\xi$ satisfying $T^2\xi =r^2\xi$. The vectors $\xi +T\xi /r$ and $\xi -T\xi /r$ are eigenvectors for $r$ and $-r$, 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 $\lambda \ne 0$ cannot contain an infinite orthonormal sequence: its images under $T$ would have pairwise distance $\sqrt{2}|\lambda |$, contradicting compactness. The same argument proves that there are only finitely many mutually orthogonal eigenvectors with eigenvalues of magnitude at least any given $\epsilon >0$. Hence all nonzero eigenspaces together have a countable orthonormal basis, and their eigenvalues tend to zero if there are infinitely many.

Let $K$ be the orthogonal complement of the closed span of all these eigenspaces. It is invariant under $T$. If $T{|}_K$ were nonzero, the norm-attaining eigenvalue argument applied to that compact self-adjoint restriction would produce another nonzero eigenvector, a contradiction. Thus $K\subseteq \ker T$, 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 $T-zI$ separately on the eigenspaces and kernel therefore gives a bounded inverse. This proves that no other nonzero spectral values occur and completes the theorem.

For a finite-rank operator $T$, define $|T|=(T^{\ast }T{)}^{1/2}$ and its trace norm bywhere $s_j>0$ are its nonzero singular values, counted with multiplicity. The finite-rank spectral theorem gives orthonormal systems $(u_j),(v_j)$ with $T={\sum }_j{s}_j{R}_{u_j,v_j}$, where $R_{x,y}z=⟨z,y⟩x$.

For every bounded operator $B$,Choose the contraction $B$ taking $u_j$ to $v_j$ and vanishing on their orthogonal complement. It attains equality, soThis formula proves the triangle inequality and absolute homogeneity. Also $\Vert T\Vert \le \Vert T{\Vert }_1$, so vanishing of the trace norm forces $T=0$. Thus it is a norm on the vector space of finite-rank operators.

The map $B\mapsto F_B$, where $F_B(T)=\mathrm{Tr}(BT)$, is a bounded linear map into the dual of this normed space. Its norm is at most $\Vert B\Vert$. Rank-one tests give the reverse inequality: $\Vert R_{x,y}{\Vert }_1=\Vert x\Vert \Vert y\Vert$ and $F_B(R_{x,y})=⟨Bx,y⟩$, so taking unit vectors $x,y$ gives $\Vert F_B\Vert =\Vert B\Vert$.

Conversely, let $F$ be a bounded linear functional for the trace norm. The sesquilinear form $\beta (x,y)=F(R_{x,y})$ satisfiesThe Riesz representation theorem gives a unique bounded operator $B$ with $\beta (x,y)=⟨Bx,y⟩$, and $\Vert B\Vert \le \Vert F\Vert$. Since every finite-rank operator is a finite sum of rank-one operators, linearity implies $F(T)=\mathrm{Tr}(BT)$ for every $T$. HenceThe same identification extends to the completion, the trace-class operators. This is trace-class duality; completeness of the original finite-rank space is not required to identify its bounded dual.

For an orthonormal basis $(e_i)$, define the Hilbert-Schmidt norm by $\Vert T{\Vert }_2^2={\sum }_i\Vert T{e}_i{\Vert }^2$. For a possibly uncountable basis, the nonnegative sum means the supremum over finite subsets. Parseval's identity gives, for any other orthonormal basis $(f_j)$,Changing the domain basis in the last expression proves basis independence. Polarization gives a basis-independent inner productwith the same first-argument linear convention. The sums converge by the Cauchy-Schwarz inequality. The operator-norm bound $\Vert T\Vert \le \Vert T{\Vert }_2$ follows by applying Cauchy-Schwarz to the coordinates of a unit vector.

To prove completeness, let $(T_n)$ be Cauchy in this norm. The operator-norm bound gives a bounded-operator limit $T$. For a finite subset $F$ of the basis,For large $n$, the right side is uniformly small by the Cauchy property. Taking the supremum over $F$ shows $T_n-T$ is Hilbert-Schmidt and $\Vert T_n-T{\Vert }_2\to 0$; it also shows $T$ is Hilbert-Schmidt. Thus the Hilbert-Schmidt operators form a Hilbert space. Finite-rank operators are dense there: keeping finitely many basis columns makes the sum of omitted squared column norms tend to zero. The operator-norm bound then shows that every Hilbert-Schmidt operator is compact.

Now let $U$ be a strongly continuous unitary representation of the compact metric group $G$, as is standard for a representation of a topological group. Fix $\xi \ne 0$ and average the positive rank-one operator $R_{\xi ,\xi }$:The integrand is continuous in the Hilbert-Schmidt norm, so this Bochner integral exists in the complete space just proved. Normalized Haar measure and invariance show that $K$ is positive, compact and commutes with every $U_g$. Moreover,the integrand is positive near the identity and every nonempty open set has positive Haar measure. Thus $K\ne 0$. A nonzero eigenspace is finite-dimensional and invariant under $U$, by (a). Within it choose a nonzero invariant subspace of smallest dimension; it is irreducible. Its orthogonal complement is invariant because the representation is unitary, so the finite-dimensional space splits into irreducibles.

Take a maximal orthogonal family of such finite-dimensional irreducible invariant subspaces. If their closed span had a nonzero orthogonal complement, the same averaging argument on that complement would produce another member, contradicting maximality. ThereforeThis compact averaging of a rank-one operator argument does not require $H$ itself to be separable. Strong continuity is the topological representation hypothesis used in the averaging step.