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Hilbert
Hilbert
Hilbert
Definition. A complex inner product space (or pre-Hilbert space) is a complex vector
space X together with an inner product: a function from X X into C (denoted by hy, xi)
satisfying:
Remarks.
(2) and (3) imply hx + y, zi = hx, zi, so the inner product is conjugate linear
zi + hy,
in the first variable.
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Definition. For x X, let kxk = hx, xi.
Cauchy-Schwarz Inequality. ( x, y X) |hy, xi| kxk kyk, with equality iff x and y
are linearly dependent.
Proof. The result is obvious if hy, xi = 0. Suppose hy, xi = 6 0. Then x 6= 0, y 6= 0.
Let z = ||1 y. Then hz, xi = ||1 hy, xi = || > 0. Let v = xkxk1 , w = zkzk1 . Then
kvk = kwk = 1 and hw, vi > 0. Since 0 kv wk2 = hv, vi 2Rehw, vi + hw, wi, it follows
that hw, vi 1 (with equality iff v = w, which happens iff x and y are linearly dependent).
So |hy, xi| = hz, xi = kxk kzkhw, vi kxk kzk = kxk kyk.
Facts.
(3 ) ( x, y X) kx + yk kxk + kyk.
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84 Hilbert Spaces
Proof of (3):
kx + yk2 = kxk2 + 2Rehy, xi + kyk2 kxk2 + 2|hy, xi| + kyk2 kxk2 + 2kxk kyk + kyk2.
Definition. An inner product space which is complete with respect to the norm induced by
the inner product is called a Hilbert space.
Pn
Example. X = Cn . For x = (x1 , . . . , xn ) and y = (y1 , . . . , yn ) Cn , let hy, xi = j=1 yj xj .
qP
n 2 2 n
Then kxk = j=1 |xj | is the l -norm on C .
C([a, b]) with this inner product is not complete; it is dense in L2 ([a, b]), which is
complete.
1
hy, xi = ky + xk2 ky xk2 iky + ixk2 + iky ixk2 .
4
Proof. Expanding out the implied inner products, one shows easily that
ky + xk2 ky xk2 = 4Rehy, xi and ky + ixk2 ky ixk2 = 4hy, xi.
Note: In a real inner product space, hy, xi = 41 (kx + yk2 kx yk2 ).
Remark. In an inner product space, the inner product determines the norm. The polarization
identity shows that the norm determines the inner product. But not every norm on a vector
space X is induced by an inner product.
Hilbert Spaces 85
Proof Sketch. (): see above. (): Use the polarization identity to define h, i. Then
immediately hx, xi = kxk2 , hy, xi = hx, yi, and hy, ixi = ihy, xi. Use the parallelogram law
to show hz, x + yi = hz, xi + hz, yi. Then show hy, xi = hy, xi successively for N,
1 N, Q, R, and finally C.
Continuity of the Inner Product. Let X be an inner product space with induced norm
k k. Then h, i : X X C is continuous.
Proof. Since X X and C are metric spaces, it suffices to show sequential continuity.
Suppose xn x and yn y. Then by the Schwarz inequality,
|hyn , xn i hy, xi| = |hyn , xn xi + hyn y, xi| kxn xk kyn k + kxk kyn yk 0.
Orthogonality. If hy, xi = 0, we say x and y are orthogonal and write x y. For any
subset A X, define A = {x X : hy, xi = 0 y A}. Since the inner product is linear
in the second component and continuous, A is a closed subspace of X. Also
(span(A)) = A , A = A , and (span(A)) = A .
The Pythagorean Theorem. If x1 , . . . , xn X and xj xk for j 6= k, then
n
X
2 X n
xj
= kxj k2 .
j=1 j=1
Proof. If x y then kx + yk2 = kxk2 + 2Rehy, xi + kyk2 = kxk2 + kyk2. Now use induction.
Examples.
(1) Every subspace is convex.
(2) In a normed linear space, B(x, ) is convex for > 0 and x X.
(3) If A is convex and x X, then A + x {y + x : y A} is convex.
Theorem. Every nonempty closed convex subset A of a Hilbert space X has a unique
element of smallest norm.
Proof. Let z be the unique smallest element of the nonempty closed convex set A x =
{y x : y A}, and let y = z + x. Then y A is clearly the unique closest element of A to
x.
(5) P x is the unique closest element of M to x, and Qx is the unique closest element of
M to x.
Proof. |fy (x)| = |hy, xi| kxk kyk, so fy X and kfy k kyk. Since |fy (y)| = |hy, yi| =
kyk2, kfy k kyk. So kfy k = kyk.
Proof.
(2) follows immediately from (1), the previous proposition, and the conjugate linearity of
the inner product in the first variable.
Corollary. X is a Hilbert space with the inner product hg, f i = h 1 (g), 1(f )i (i.e.,
hfy , fx i = hy, xi = hx, yi).
Proof. Clearly hf, f i 0, hf, f i = 0 iff 1 (f ) = 0 iff f = 0, and hg, f i = hf, gi.
Also hfy , 1 fx1 + 2 fx2 i = hfy , f1 x1 +2 x2 i = hy,
1x1 +
2 x2 i = 1 hy, x1 i + 2 hy, x2i =
1 hfy , fx1 i + 2 hfy , fx2 i, so h, i is an inner product on X . Since hfy , fy i = hy, yi = kyk2 =
kfy k2 , h, i induces the norm on X . Since X is complete, it is a Hilbert space.
Remark. Part (1) of the Theorem above is often called [one of] the Riesz Representation
Theorem[s].
88 Hilbert Spaces
Claim. ek 0 weakly as k .
P
Proof. Fix y l2 . Then k=1 |yk |
2
< , so yk 0. So hy, ek i = yk 0.
Note that kek k = 1, so ek does not converge to zero strongly.
Remark. If dim X < , then weak convergence strong convergence (exercise).
Proof.
Remark. The Uniform Boundedness Principle implies that if xk x weakly, then kxk k is
bounded.
Orthogonal Sets
Definition. Let X be an inner product space. Let A be a set (not necessarily countable).
A set {u}A X is called an orthogonal set if ( 6= A) hu , ui = 0. (Often it is
also assumed that each u 6= 0.)
Hilbert Spaces 89
Orthonormal Sets
Definition. Let X be an inner product space. A set {u }A is called an orthonormal set
if it is orthogonal and ( A) ku k = 1. For each x X, define a function x b:AC
by x b() = hu , xi. The x
b()s are called the Fourier coefficients of x with respect to the
orthonormal set {u}A .
Theorem.
Pk If {u1 , . . . , uk } is an orthonormal set in an Pl inner 2product space X, and x =
2
c u
j=1 j j , then c j = hu j , xi for 1 j k and kxk = j=1 |cj |
P
Proof. hui , xi = cj hui , uj i = ci . Now use the Pythagorean Theorem.
Example. If A is finite, say A = {1,P 2, . . . , n}, then for any x X, we know that the closest
element of span{u1 , . . . , un } to x is nk=1 huk , xiuk .
Definition.
P Let A be aP
nonempty set. For each A, let y be a nonnegative real number.
Define A y = sup{ F y : F A and F is finite}.
P
Proposition. If A y < , then y 6= 0 for at most countably many .
k=1 Ak .
2
Definition.P Let A be 2a nonempty set.2 Define l (A) to be the set of functions f : A C
for which A |f ()| < . Then l (A) is a Hilbert space with inner product hg, f i =
P p
A g()f () and norm kf k2 = hf, f i.
Proof. By the previous Theorem, this is true for every finite subset of A. Take the sup.
b l2 (A) and kb
(1) x xk2 kxk
(2) { A : x
b() 6= 0} is countable.
(e) ( x X) if ( A) hu , xi = 0 then x = 0.
Proof.
(a) (b): Let V = span{u : A} and M = V . Then M is a closed subspace. Since
{u} is maximal, V = {0}, so M = {0}, so M = X.
Hilbert Spaces 91
(b) (c): Clear if x = 0. Given x 6= 0, and given > 0 (WLOG assume < kxk), choose
y V kx yk < , say y span{u1 , . . . , uk }. Let z = x
b(1 )u1 + + x
b(k )uk .
Then z minimizes kx wk over w span{u1 , . . . , uk } so kx zk kx yk < .
P P
Thus kxk < kzk + , so (kxk )2 < kzk2 and kzk2 = kj=1 |b x(j )|2 A |b x()|2 .
P
Let 0 to get kxk2 A |b x()|2. The other inequality is Bessels inequality.
(c) (d): Use polarization. Only countably many terms in the sum are nonzero.
b() 0, so kxk2 = hx, xi = 0, so x = 0.
(d) (e): Suppose ( A) hx, u i = 0. Then x
(e) (a): If {u } is not maximal, then x 6= 0 hx, u i = 0 for all A.