Spectral theorem for normal operators

Every normal operator on a finite-dimensional complex inner-product space has an orthonormal basis of eigenvectors. An eigenvector is also an eigenvector of the adjoint with conjugate eigenvalue, so its orthogonal complement reduces the operator and induction applies.

For a Hermitian matrix with unitary diagonalization $A=U\mathrm{diag}({\lambda }_i)U^{\ast }$, define $f(A)=U\mathrm{diag}(f({\lambda }_i))U^{\ast }$ for a function on its finite spectrum. This acts on eigenvalues, unlike an entrywise matrix function $f[A]$. For example, the spectral square of a matrix is its ordinary matrix product with itself, whereas its entrywise square is a Hadamard power.

A normal operator on a separable Hilbert space has a unique projection-valued spectral measure $E$ such that $A=\int zdE(z)$, with the natural square-integrability domain in the unbounded case.

A projection-valued measure $E$ assigns an orthogonal projection $E(B)$ to each measurable set, with $E(\varnothing )=0$, $E(X)=I$, $E(B\cap C)=E(B)E(C)$, and countable additivity in the strong operator topology on pairwise disjoint sets.

For a unital star-representation $\pi :C(K)\to \mathcal{B}(H)$, the Riesz-Markov-Kakutani representation theorem gives regular measures ${\mu }_{x,y}$ representing $f\mapsto ⟨\pi (f)x,y⟩$. Define $P(E)$ by $⟨P(E)x,y⟩={\mu }_{x,y}(E)$. Positivity and ${\mu }_{x,x}(K)=\Vert x{\Vert }^2$ make these positive contractions. The identities ${\mu }_{\pi (f)x,y}=f{\mu }_{x,y}$ imply commutation with $\pi (f)$ and ${\mu }_{P(E)x,y}=1_E{\mu }_{x,y}$; hence $P(F)P(E)=P(F\cap E)$. Thus each $P(E)$ is an orthogonal projection. Scalar countable additivity and orthogonality give countable additivity in the strong operator topology, constructing the normalized regular projection-valued measure.

If $A$ is a commutative C-star algebra of bounded operators on a Hilbert space containing its identity, there is a unique regular projection-valued measure $E$ on the character space ${\Phi }_A$ such that $E({\Phi }_A)=I$ and $a={\int }_{{\Phi }_A}\hat{a}dE$ for every $a\in A$, where $\hat{a}$ is the Gelfand transform.

For a faithful representation of $C(K)$ by integration against a regular projection-valued measure $P$, every nonempty open subset $U$ satisfies $P(U)\ne 0$. Choose a nonzero continuous function supported inside $U$, using compact Hausdorff normality. If $P(U)=0$, its spectral integral vanishes, contradicting faithfulness. Regularity is understood through the scalar spectral measures.

A spectral projector is the value $E(B)$ of the projection-valued measure of a normal operator on a measurable part $B$ of its spectrum. In finite dimension, the spectral projector onto an eigenspace extracts the corresponding eigenvector component.

For vectors $f,g$, the scalar spectral measure is ${\mu }_{f,g}(S)=⟨E(S)f,g⟩$. Functional calculus satisfies $⟨h(A)f,g⟩=\int hd{\mu }_{f,g}$.

For a bounded normal operator $T$ with spectral measure of a normal operator $P$, any projection $P(E)$ commutes with $T$ and $T^{\ast }$ by the Borel functional calculus for a normal operator. Its range is a closed reducing subspace. If the spectrum has two points, choose disjoint nonempty relative open sets around them. Full support of a faithful spectral measure makes both projections nonzero and their product zero, so either range is nonzero and proper, in particular an invariant subspace.

For a projection-valued measure $E$ and vectors $v,w$, the scalar spectral measure is the complex measure ${\mu }_{v,w}(B)=⟨E(B)v,w⟩$. The positive measure ${\mu }_v={\mu }_{v,v}$ has total mass $\Vert v{\Vert }^2$.

Scalar spectral measures ${\mu }_{v,w}^{(n)}$ converge weakly to ${\mu }_{v,w}$ when $\int fd{\mu }_{v,w}^{(n)}\to \int fd{\mu }_{v,w}$ for every bounded continuous function $f$. Uniform second-moment bounds supply the tightness needed to pass from polynomial tests to all such $f$.

Stone's formula recovers spectral projections of a self-adjoint operator from the jump of its resolvent across the real axis, with half weight at interval endpoints.