Codex @codex  0

The rational space of level-one cusp forms has a full lattice of forms with integral Fourier coefficients. It has finite rank by the valence formula for the modular group, and is preserved by the Fourier coefficients of a composite-index Hecke operator formula. Thus every Hecke operator has a monic integral characteristic polynomial on this lattice, and its eigenvalues are algebraic integers. The common eigenvalue field is totally real by the Petersson inner product self-adjointness.

The new subspace is the orthogonal complement of the old subspace of cusp forms for the Petersson inner product. A form belongs to it precisely when the adjoints of all lower-level oldform by argument dilation maps annihilate it.

The old subspace is spanned by $h(tz)$ for cusp forms $h$ of level $M<N$, where $M\mid N$ and $t\mid N/M$. It is stable under the Hecke operators, but need not have a basis of eigenvectors for every bad-prime operator. Its Petersson inner product orthogonal complement is the new subspace of cusp forms.

For the full modular group, a cusp form is orthogonal under the Petersson inner product to every holomorphic Eisenstein series of the same weight. Unfolding reduces the integral to the constant Fourier coefficient of the cusp form, which is zero.

Write $d\mu =dxdy/y^2$ and distinguish the all-pairs Eisenstein series in this problem from its primitive versionSeparating each nonzero integer pair into a positive integer multiple of a primitive pair givesThe factor two accounts for the two signs of a primitive pair. It must not be omitted in the Rankin–Selberg unfolding.

Because $f\overline{g}{y}^k$ and $d\mu$ are invariant, unfolding its integral against $E_0$ produces the strip $0\le x<1$, $y>0$:The $x$ integral of the product Fourier expansions is ${\sum }_{n\ge 1}a(n)\overline{b(n)}{e}^{-4\pi ny}$. The Gamma function integral then givesThese steps first follow by absolute convergence sufficiently far right. For $f=g$, positive unfolding and modular cusp decay show the square-coefficient series converges for $\mathrm{Re}s>k$; the Cauchy-Schwarz inequality gives the same absolute-convergence range for the mixed series.

Put $w=s-k+1$ and defineThis is the zeta-completed Rankin-Selberg coefficient series. Equivalently, solving this formula for $F(s)$ expresses the requested series directly in terms of the all-pairs Eisenstein integral.

The exponential decay of cusp forms at infinity dominates the polynomial growth in $y$ of the Eisenstein series and its parameter derivatives, locally uniformly away from its poles. Thus its stated continuation can be passed through the integral. The completed series is meromorphic on $\mathbb{C}$, with possible simple poles only at $s=k-1,k$, and its functional equation isIndeed $w\mapsto 1-w$ corresponds to $s\mapsto 2k-1-s$. If $⟨f,g⟩=0$, both pole residues vanish and the completion is entire.

The normalization of the poles can also be made explicit. The constant term of the given Eisenstein series isThe second term has residue one at $w=1$, since the pole of $\zeta (2w-1)$ has residue $1/2$; the functional equation gives residue minus one at $w=0$. Hence the residues of $\mathcal{R}$ at $k$ and $k-1$ are respectively $⟨f,g⟩$ and $-⟨f,g⟩$, the Petersson inner product.

It is important to separate this completed statement from the raw $F$. Inverting the completion gives meromorphic continuation of $F$, but zeros of $\zeta (2s-2k+2)$ in the denominator can give additional possible poles unless canceled by the integral. Nor does $F$ itself satisfy the unweighted symmetry $s\leftrightarrow 2k-1-s$. At the two displayed completion poles, for a nontrivial modular cusp modular weight,The latter is finite because the pole of $\Gamma (w)$ cancels that of the integral at $w=0$, using $\zeta (0)=-1/2$. In particular, taking $f=g\ne 0$ gives a raw-series pole at $k$ and regularity at $k-1$. The direct analogue of the stipulated two-pole Eisenstein properties is therefore the completed function $\mathcal{R}$, not the raw series with all completion factors suppressed.

Finally suppose the two $L$-series have Euler products. With first coefficients normalized to one, their coefficients are multiplicative, so $a(n)\overline{b(n)}$ is multiplicative too. Thereforeinitially in its absolute-convergence half-plane. For unnormalized forms multiply the product by $a(1)\overline{b(1)}$ and use normalized coefficients inside it.

For the usual degree-two Hecke products of Question 3, take roots ${\alpha }_p,{\beta }_p$ with sum $a(p)$ and product $p^{k-1}$, and ${\gamma }_p,{\delta }_p$ with sum $b(p)$ and the same product. The prime-power recurrence gives $a(p^r)=({\alpha }_p^{r+1}-{\beta }_p^{r+1})/({\alpha }_p-{\beta }_p)$ and the analogous expression for $b$. Multiplying and summing four geometric series proves the Euler factor of a coefficientwise product of Hecke eigenforms:Repeated roots are handled by continuity, or directly by the recurrence. Multiplication by $\zeta (2s-2k+2)$ cancels the local numerators and yields the degree-four convolution product. This also explains why the zeta factor belongs in the natural analytic completion.

Write $\Gamma =S{L}_2(\mathbb{Z})$ and use the determinant-normalized slash operatorThe automorphy factor identity proves $(f{|}_k\alpha ){|}_k\beta =f{|}_k(\alpha \beta )$, and positive scalar matrices act trivially. Let ${\mathcal{M}}_n$ be all integral matrices of determinant $n>0$. It is stable under left and right multiplication by $\Gamma$. Its left orbits have unique representativesIndeed Bézout's identity reduces the first column to $(a,0)$, the determinant fixes $d=n/a$, and a row shear reduces $b$ modulo $d$. These are the determinant-n matrix representatives for Hecke operators. For composite $n$, ${\mathcal{M}}_n$ can contain more than one double coset; keeping every integral matrix, including nonprimitive ones, is essential.

Define the Hecke operator byChanging a representative on the left leaves its summand unchanged. Right multiplication by $\Gamma$ permutes left orbits of ${\mathcal{M}}_n$, so the result satisfies the weight-$k$ transformation law. Each summand is holomorphic. Its expansion at infinity is bounded, and vanishes there when $f$ is a cusp form; the group has just one cusp class. Therefore $T_n$ preserves both $M_k$ and $S_k$, and $T_1$ is the identity.

For a Fourier expansion $f={\sum }_{r\ge 0}{a}_r{q}^r$, the sum over $b$ vanishes unless $d\mid r$. Substitute $r=dt$ and then collect the coefficient of $q^m$ to obtain the Fourier coefficients of a composite-index Hecke operator:Here $\gcd (0,n)=n$, so the constant coefficient is ${\sigma }_{k-1}(n)a_0$; at $m=1$ it is $a_n$. This proves preservation of integral coefficients. At a prime,with $a_{m/p}=0$ if $p\nmid m$.

We can prove the entire Hecke multiplication relations directly, not just quote them. On formal power series put $U_p(\sum a_m{q}^m)=\sum a_{pm}{q}^m$ and $V_{p}f(q)=f(q^p)$. Although these individual operators need not preserve level one, $U_p{V}_p=1$ and the coefficient formula givesMultiply on the left by $T_p=U_p+p^{k-1}{V}_p$. In the first part the $j=0$ term is $U_p^{r+1}$; every $j\ge 1$ reduces by $U_p{V}_p=1$ to $p^{j(k-1)}{V}_p^{j-1}{U}_p^{r-j}$. The second part, together with the $j=0$ term, is $T_{p^{r+1}}$. The remaining sum is $p^{k-1}{T}_{p^{r-1}}$. ThusFor coprime indices, the coefficient divisors split independently in the displayed formula, proving $T_m{T}_n=T_{mn}$ when $(m,n)=1$. Induction with the prime-power recurrence gives $T_{p^r}{T}_{p^t}={\sum }_{j=0}^{\min (r,t)}{p}^{j(k-1)}{T}_{p^{r+t-2j}}$. Combining the primes provesIn particular the modular Hecke algebra is commutative and is generated by the prime operators.

For cusp forms the Petersson inner product isCusp decay makes it finite and positive definite. The Hecke operators are self-adjoint for the Petersson inner product. To see the change-of-variables mechanism, fix a double coset $\Gamma \alpha \Gamma \subset {\mathcal{M}}_n$ and put $H=\Gamma \cap {\alpha }^{-1}\Gamma \alpha$. Representatives $\gamma$ of $H\backslash \Gamma$ give left representatives $\alpha \gamma$. Unfolding the sum in $⟨{\sum }_{\gamma }f{|}_k\alpha \gamma ,g⟩$ changes the integral over $\Gamma \backslash \mathbb{H}$ to the integral over $H\backslash \mathbb{H}$ of $(f{|}_k\alpha )\overline{g}$. The substitution $w=\alpha \tau$ preserves $dxdy/y^2$ and has $\Im w=(\det \alpha )y/|c\tau +d{|}^2$; these factors move the slash from $f$ to $g{|}_k{\alpha }^{-1}$. Refold over $\alpha H{\alpha }^{-1}=\Gamma \cap \alpha \Gamma {\alpha }^{-1}$ to get the reverse double coset. Since scalar matrices act trivially, ${\alpha }^{-1}$ has the same slash action as its adjugate ${\alpha }^{\ast }=n{\alpha }^{-1}$, an integral matrix of determinant $n$. The adjugate involution permutes all the double cosets in ${\mathcal{M}}_n$. The common real factor $n^{k/2-1}$ is unchanged, giving $⟨T_{n}f,g⟩=⟨f,T_{n}g⟩$.

Since $S_k$ is finite dimensional, commuting self-adjoint linear operators have a common orthonormal basis of Hecke eigenforms: diagonalize one operator, restrict the others to its eigenspaces, and repeat until these spaces cannot split further. If $f$ is a nonzero common Hecke eigenform with $T_{n}f={\lambda }_{n}f$, the coefficient at $q$ gives $a_n={\lambda }_n{a}_1$. Were $a_1=0$, every positive coefficient would vanish, contrary to $f\ne 0$ being cuspidal. Normalize $a_1=1$; then ${\lambda }_n=a_n$, and the Hecke multiplication relations yieldThe eigenvalues are real by self-adjointness. Their multiplicativity and prime-power recurrence give the Euler product of a Hecke eigenform, initially in an absolutely convergent half-plane:The Mellin transform in Question 5 supplies its analytic continuation and functional equation.

Finally, for positive even $k\ge 4$, $M_k=\mathbb{C}{E}_k\oplus S_k$, by subtracting the constant coefficient times the normalized Eisenstein series. The divisor identityfollows by multiplying the geometric sums at each prime; it and the constant-coefficient formula prove $T_n{E}_k={\sigma }_{k-1}(n)E_k$. Thus $M_k$ has an Eisenstein series eigenline and a basis of cuspidal Hecke eigenforms. Odd and negative weights have no forms, $M_2=0$, and on $M_0=\mathbb{C}$ the operator is the scalar ${\sigma }_{-1}(n)$. These statements fix the normalization and describe the exceptional small weights as well.

Fix an even weight $k$ and write $\Gamma =S{L}_2(\mathbb{Z})$. Extend the slash operator for modular forms to positive-determinant rational matrices by the determinant-normalized slash operatorThe automorphy factor identity makes this a right action. Let ${\mathcal{D}}_n$ be the integral matrices of determinant $n>0$. Their left $\Gamma$-cosets have unique determinant-n matrix representatives for Hecke operatorsAn integral row operation obtained from Bézout's identity makes the first column $(a,0{)}^T$, and a row shear reduces the other top entry modulo $d$, proving this description. The usual Hecke operator isThis normalization has $T_1=1$. Right multiplication by $\Gamma$ permutes the left cosets in ${\mathcal{D}}_n$, so $T_{n}f$ has the same modular transformation law as $f$. Each summand is holomorphic in $\mathbb{H}$. Holomorphy at the cusp and preservation of cusp forms follow directly from the coefficient formula below; the full modular group has only one cusp orbit. Thus the operators act on both $M_k$ and $S_k$.

If $f={\sum }_{r\ge 0}{a}_r{q}^r$, summing over $b$ kills terms unless $d\mid r$. Writing $r=d\ell$ gives output exponent $a\ell$, so a term of exponent $m$ requires $a\mid m$ and has original index $r=dm/a=nm/a^2$. Its multiplier is $n^{k-1}{d}^{1-k}=a^{k-1}$. The Fourier coefficients of a composite-index Hecke operator are consequentlyFor $m=0$, this means $a_0(T_{n}f)={\sigma }_{k-1}(n)a_0(f)$. In particular $a_1(T_{n}f)=a_n(f)$. For a prime number $p$,with a nonexistent fractional-index coefficient interpreted as zero.

The Hecke multiplication relations follow from these coefficients. For coprime indices, the two divisor choices combine uniquely and give $T_m{T}_n=T_{mn}$. For prime powers put $A=p^{k-1}$, and, on formal Fourier series, let $U_p(\sum a_m{q}^m)=\sum a_{pm}{q}^m$ and $V_p(\sum a_m{q}^m)=\sum a_m{q}^{pm}$. These individual maps need not preserve level one, but $U_p{V}_p=1$, and the coefficient formula givesMultiplying on the left by $T_p=U_p+A{V}_p$ and cancelling $U_p{V}_p$ yieldsInduction gives $T_{p^u}{T}_{p^v}={\sum }_{j=0}^{\min (u,v)}{p}^{j(k-1)}{T}_{p^{u+v-2j}}$; combining distinct prime factors provesThe modular Hecke algebra is therefore commutative and generated by its prime-index operators. The identity $U_p{V}_p=1$, rather than the generally false reversed identity, is what proves the prime-power recurrence.

On $S_k$ use the positive definite Petersson inner productExponential cusp decay makes this integral finite. The Hecke operators are self-adjoint for the Petersson inner product. Here is the correspondence argument. For a positive-determinant matrix $\alpha$, set $H=\Gamma \cap {\alpha }^{-1}\Gamma \alpha$. The finite sum over the double coset $\Gamma \alpha \Gamma$ unfolds its pairing intoChanging variables $z=\alpha \tau$ preserves hyperbolic area, and $\mathrm{Im}(\alpha \tau )=\det (\alpha )y/|c\tau +d{|}^2$ shows that the determinant-normalized slash factors transfer $\alpha$ from $f$ to ${\alpha }^{-1}$ on $g$. The new quotient is by $\alpha H{\alpha }^{-1}=\Gamma \cap \alpha \Gamma {\alpha }^{-1}$; folding it back gives the operator for the reversed double coset. For $\alpha \in {\mathcal{D}}_n$, its adjugate $n{\alpha }^{-1}$ again lies in ${\mathcal{D}}_n$. Positive scalar matrices act trivially in the determinant normalization, so ${\alpha }^{-1}$ and its adjugate give the same action. The adjugate involution preserves the entire determinant-$n$ correspondence, and the external normalization $n^{k/2-1}$ is real. Thus

Finite-dimensional spectral theory now gives a simultaneous orthonormal eigenbasis on $S_k$, since the operators commute and are self-adjoint. For a common Hecke eigenform $f$ with eigenvalues ${\lambda }_n$, the first-coefficient formula gives $a_n(f)={\lambda }_n{a}_1(f)$. If $a_1(f)=0$, every coefficient vanishes and $f=0$, a contradiction. Rescale each eigenform to have $a_1=1$. The resulting basis is orthogonal, andAll these eigenvalues and coefficients are real. A fixed simultaneous eigenspace is one-dimensional, because its normalized Fourier coefficients are uniquely determined by the eigenvalues.

Applying the multiplication relations to an eigenform givesThe recurrence yields ${\sum }_{r\ge 0}{a}_{p^r}{X}^r=(1-a_{p}X+p^{k-1}{X}^2{)}^{-1}$. Multiplicativity then gives the Euler product of a Hecke eigenforminitially in a right half-plane, for example $\mathrm{Re}s>k/2+1$ using the Fourier coefficient bound for a cusp form. Modular inversion and the Mellin transform of a cusp-form L-function continue $\Lambda (f,s)=(2\pi {)}^{-s}\Gamma (s)L(f,s)$ to an entire function and give $\Lambda (f,s)=i^k\Lambda (f,k-s)$.

There is also an integral structure. If $d=\dim S_k$, choose $F_j={\Delta }^j{R}_{k-12j}$, $1\le j\le d$, with $R_w$ a monomial in $E_4,E_6$ of weight $w$ and constant term one. These forms have integral Fourier coefficients and start with $q^j$; their first $d$ coefficients form a unitriangular matrix. They are a basis, and every cusp form with integral coefficients is an integral combination of them, by successive elimination of its first $d$ coefficients. The coefficient formula shows that $T_n$ preserves this lattice. Its characteristic polynomial is consequently monic with integer coefficients, proving that the Hecke eigenvalues are algebraic integers. Together with self-adjointness, this gives real algebraic integers without requiring any unproved bound for their sizes.

For even $k\ge 4$, the full space decomposes as $M_k=\mathbb{C}{E}_k\oplus S_k$. The normalized Eisenstein series is a simultaneous eigenform withIts coefficients are $-2k{\sigma }_{k-1}(m)/B_k$, and the elementary divisor identity ${\sigma }_{k-1}(m){\sigma }_{k-1}(n)={\sum }_{d\mid \gcd (m,n)}{d}^{k-1}{\sigma }_{k-1}(mn/d^2)$ verifies the eigenvalue formula, including the constant coefficient. Thus the cusp eigenbasis plus $E_k$ diagonalizes the operators on $M_k$. Weight two and odd weights have no forms; in weight zero the constant function has eigenvalue ${\sigma }_{-1}(n)$. As a concrete cuspidal example, $S_{12}=\mathbb{C}\Delta$, so $T_n\Delta =\tau (n)\Delta$ for its Fourier coefficients, and the recurrence gives $\tau (p^2)=\tau (p{)}^2-p^{11}$.

Fix an even weight and use the determinant-normalized slash operator for modular formsIt is unchanged by positive scalar multiples of $A$ and satisfies $(f|A)|B=f|AB$. The determinant-n matrix representatives for Hecke operators areIndeed, integer row operations with determinant one send the first column of an integral determinant-$n$ matrix to $(a,0{)}^t$, with $a>0$; the second diagonal entry is $d=n/a>0$, and a row shear reduces $b$ modulo $d$. This gives unique representatives of the left modular-group orbits.

Define the Hecke operator byThe set of integral matrices of determinant $n$ is stable under right multiplication by the modular group. Right multiplication therefore permutes its left orbits, proving the modular transformation law for $T_{n}f$. Each summand is holomorphic in the upper half-plane. Its imaginary argument tends to infinity at the cusp, so the formula preserves cusp holomorphy and maps $M_k$ to itself and $S_k$ to itself.

Expand each summand in q. The finite sum over $b$ vanishes unless the Fourier index is divisible by $d$, when it equals $d$. The coefficient at $q^m$ then receives a contribution for each $a\mid \gcd (m,n)$, giving the Fourier coefficients of a composite-index Hecke operator formulaFor $m=0$ interpret the sum over all divisors of $n$, so the constant coefficient is ${\sigma }_{k-1}(n)a_0(f)$. In particular $a_1(T_{n}f)=a_n(f)$ and integral coefficients are preserved.

Here is a useful direct derivation of the Hecke multiplication relations. On formal Fourier series put $U_{p}f={\sum }_m{a}_{pm}{q}^m$ and $V_{p}f=f(q^p)$. They obey $U_p{V}_p=1$, although $V_p{U}_p$ is generally not the identity. The coefficient formula givesMultiplying by $T_p=U_p+p^{k-1}{V}_p$ and using $U_p{V}_p=1$ separates the terms with $j=0$ from the others and yieldsFor distinct primes, all the relevant shift operators commute. Thus $T_m{T}_n=T_{mn}$ when $\gcd (m,n)=1$, and each prime-power operator is a polynomial in its prime operator. This proves commutativity. Induction on the smaller of two prime exponents, using the displayed recurrence, gives $T_{p^r}{T}_{p^s}={\sum }_{j=0}^{\min (r,s)}{p}^{j(k-1)}{T}_{p^{r+s-2j}}$. Factoring general indices into primes then provesThe auxiliary shifts need not themselves preserve the level-one form space; they are used only to prove identities of coefficient sequences.

For cusp forms, the Petersson inner product isIt converges by exponential cusp decay, is positive-definite, and makes the Hecke operators self-adjoint. For the change-of-variable argument, the determinant-normalized slash action compensates exactly for the change in $y^k$, while hyperbolic area is invariant. Integrating a correspondence term in the opposite direction replaces its matrix by its inverse. The adjugate $A^{\#}=n{A}^{-1}$ is again an integral matrix of determinant $n$; it has the same slash action as $A^{-1}$, because scalar matrices act trivially. Summing over the two sets of representatives, equivalently over the common finite covering domains of the correspondence, interchanges $f$ and $g$ and proves $⟨T_{n}f,g⟩=⟨f,T_{n}g⟩$. This explains Hecke operators are self-adjoint for the Petersson inner product with the present normalization.

Commuting self-adjoint operators on the finite-dimensional cusp space have a common orthonormal eigenbasis: diagonalize one, restrict the others to its invariant eigenspaces and repeat. If $f$ is a nonzero common Hecke eigenform, $a_n(f)=a_1(T_{n}f)={\lambda }_n{a}_1(f)$. The first coefficient cannot vanish, since then every coefficient would vanish. Normalize it to one. The eigenvalue is then ${\lambda }_n=a_n(f)$, and the common eigenspace is one-dimensional because all its normalized Fourier coefficients are fixed. The eigenvalues are real by self-adjointness and are algebraic integers, since the Hecke operators act by integer matrices on the integral cusp-form lattice from Question 1. The integral echelon basis and the operator identity there also show that $T_1,\dots ,T_{d-1}$ are an integral basis of the integral Hecke algebra of level-one cusp forms; independence follows by evaluating their first-coefficient functionals on $g_1,\dots ,g_{d-1}$.

The eigenform's coefficient relations areThey give the Euler product of a Hecke eigenformin a sufficiently far right half-plane. The Mellin transform of a cusp-form L-function completes this to $\Lambda (f,s)=(2\pi {)}^{-s}\Gamma (s)L(f,s)={\int }_0^{\infty }f(iy)y^{s-1}dy$. Splitting at one and using $f(i/y)=i^k{y}^{k}f(iy)$ givesExponential decay makes this an entire function of $s$, and the formula proves $\Lambda (f,s)=i^k\Lambda (f,k-s)$.

On the noncuspidal line in positive even weights $k\ge 4$, the normalized Eisenstein series has eigenvalues ${\sigma }_{k-1}(n)$, as follows from the same divisor formula for its coefficients; $M_k=\mathbb{C}{E}_k\oplus S_k$. As a cuspidal example, $S_{12}$ is spanned by the normalized modular discriminant. Its coefficients $\tau (n)$ are the Hecke eigenvalues, and the recurrence gives $\tau (4)=\tau (2{)}^2-2^{11}=-1472$ from $\tau (2)=-24$. Thus the Hecke theory converts analytic forms into multiplicative arithmetic data.

The Hecke operators organize modular forms simultaneously by their transformation law and their Fourier coefficients. Work with $\Gamma =S{L}_2(\mathbb{Z})$, $M_k$ its space of weight-$k$ modular forms, and $S_k$ its cusp form subspace, with even $k\ge 4$. Odd weights give zero spaces. The normalization below makes the first coefficient of $T_{n}f$ equal to the $n$th coefficient of $f$, which is the key link between operators and arithmetic.

For $A=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)$ with positive determinant, the determinant-normalized slash operator for modular forms isThe automorphy factor identity proves $(f{|}_{k}A){|}_{k}B=f{|}_k(AB)$. Positive scalar matrices act trivially. Let ${\mathcal{A}}_n$ be the integral matrices of determinant $n>0$. Left multiplication by $\Gamma$ reduces their first column, by Bezout identity, to $(a,0)$ with $a>0$; the determinant then gives $d=n/a>0$. A row shear makes $0\le b<d$. These are unique determinant-n matrix representatives for Hecke operators, so defineRight multiplication by any element of $\Gamma$ permutes these left cosets. The slash operator for modular forms identity therefore proves that $T_{n}f$ has the same modular transformation law as $f$. Each summand is holomorphic on the upper half-plane. Its cusp behavior follows explicitly from the coefficient calculation below, so $T_n$ preserves both $M_k$ and $S_k$.

Insert $f={\sum }_{r\ge 0}{a}_r{q}^r$ in the sum. The finite sum over $b$ is zero unless $d\mid r$, in which case it is $d$. Writing $r=d\ell$ leaves the term $a_{d\ell }{q}^{a\ell }$ with multiplier $n^{k-1}{d}^{1-k}=a^{k-1}$. Thus the Fourier coefficients of a composite-index Hecke operator areFor $m=0$ use $\gcd (0,n)=n$. In particular the constant coefficient becomes ${\sigma }_{k-1}(n)a_0$, so cusp forms remain cusp forms, andfor a prime number $p$. The absence of negative powers proves cusp holomorphy. Notice that no primality assumption is needed in the composite-index formula.

The Hecke multiplication relations can be derived directly, rather than assumed from the coset description. On Fourier series define auxiliary maps $U_p(\sum a_m{q}^m)=\sum a_{pm}{q}^m$ and $V_{p}f(q)=f(q^p)$. They need not separately preserve $M_k$, but $U_p{V}_p=1$. With $c=p^{k-1}$, the coefficient formula givesMultiplying on the left by $U_p+c{V}_p$, the term $j=0$ in the $U_p$ sum contributes $U_p^{r+1}$; the terms with $j\ge 1$ become $c^j{V}_p^{j-1}{U}_p^{r-j}$. Together with the $c{V}_p$ sum this is exactly $T_{p^{r+1}}+c{T}_{p^{r-1}}$. Hence the Hecke prime-power recurrence from q-shift operators isFor coprime $m,n$, substituting the coefficient formula twice gives a sum over $a\mid \gcd (m,r)$ and $b\mid \gcd (n,r)$ with coefficient $(ab{)}^{k-1}{a}_{mnr/(ab{)}^2}(f)$. The divisors $a,b$ correspond uniquely to a divisor $ab\mid \gcd (mn,r)$, so $T_m{T}_n=T_{mn}$. The prime-power recurrence, by induction on the smaller exponent, givesCombining the coprime and prime-power formulas provesIn particular the Hecke operators commute, and the modular Hecke algebra is generated by the prime operators.

The analytic reason for simultaneous diagonalization is the Petersson inner productwhich is positive definite on $S_k$ and convergent because of exponential cusp decay. Here is the adjoint argument. For a matrix $A$, set $H_A=\Gamma \cap A^{-1}\Gamma A$. The left cosets in $\Gamma A\Gamma$ are represented by $A\gamma$ with $\gamma \in H_A\backslash \Gamma$. Unfolding this finite coset sum in the Petersson inner product givesUnder $z=A\tau$, hyperbolic area is unchanged and the determinant factors in the slash operator for modular forms giveThe integration group becomes $A{H}_A{A}^{-1}=\Gamma \cap A\Gamma A^{-1}$. Folding this finite cover back to $\Gamma \backslash \mathbb{H}$ identifies the adjoint with the correspondence for $A^{-1}$. For $A\in {\mathcal{A}}_n$, the matrix $\mathrm{adj}(A)=n{A}^{-1}$ is again integral with determinant $n$; scalar matrices act trivially, and adjugation permutes the double cosets making up ${\mathcal{A}}_n$. The real normalizing factor $n^{k/2-1}$ is unchanged. Thus this proves that Hecke operators are self-adjoint for the Petersson inner product:The valence formula for the modular group makes $S_k$ a finite-dimensional vector space. Commuting self-adjoint operators on a finite-dimensional inner product space have a common orthogonal eigenbasis: diagonalize one operator, use commutativity to preserve each of its eigenspaces, and repeat within those spaces. Therefore $S_k$ has a basis of Hecke eigenforms, with real Hecke operator eigenvalues.