Conway - A Course in Functional Analysis

Graduate Texts in Mathematics 96
Editorial Board
S. Axler K.A. Ribet
Graduate Texts in Mathematics
TAKEUTI/ZARING. Introduction to Axiomatic 39 ARVESON. An Invitation to C-Algebras.
Set Theory. 2nd ed. 40 KEMENY/SNELL/KNAPP. Denumerable
2 OxTOBY. Measure and Category. 2nd ed. Markov Chains. 2nd ed.
3 ScHAEFER. Topological Vector Spaces. 41 APOSTOL. Modular Functions and Dirichlet
2nd ed. Series in Number Theory. 2nd ed.
4 HILTON/STAMMBACH. A Course in 42 J.-P. SERRE. Linear Representations of Finite
Homological Algebra. 2nd ed. Groups.
5 MAC LANE. Categories for the Working 43 GILLMANIJERISON. Rings of Continuous
Mathematician. 2nd ed. Functions.
6 HUGHES/PIPER. Projective Planes. 44 KENDIG. Elementary Algebraic Geometry.
7 J.-P. Serre. A Course in Arithmetic. 45 LOEVE. Probability Theory I. 4th ed.
8 TAKEUn/ZARING. Axiomatic Set Theory. 46 LOEVE. Probability Theory II. 4th ed.
9 HuMPHREYS. Introduction to Lie Algebras 47 MOISE. Geometric Topology in Dimensions
and Representation Theory. 2 and 3.
10 CoHEN. A Course in Simple Homotopy 48 SAcHs/Wu. General Relativity for
Theory. Mathematicians.
II CoNWAY. Functions of One Complex 49 GRUENBERG/WEIR. Linear Geometry.
Variable I. 2nd ed. 2nd ed.
12 BEALS. Advanced Mathematical Analysis. 50 EDWARDS. Fermat's Last Theorem.
13 ANDERSON/FULLER. Rings and Categories 51 KLINGENBERG. A Course in Differential
of Modules. 2nd ed. Geometry.
14 GoLUBITSKYIGUILLEMIN. Stable Mappings 52 HARTSHORNE. Algebraic Geometry.
and Their Singularities. 53 MAN IN. A Course in Mathematical Logic.
15 BERBERIAN. Lectures in Functional Analysis 54 GRAVER/WATKINS. Combinatorics with
and Operator Theory. Emphasis on the Theory of Graphs.
16 WINTER. The Structure of Fields. 55 BRowN/PEARCY. Introduction to Operator
17 RoSENBLATT. Random Processes. 2nd ed. Theory I: Elements of Functional Analysis.
18 HALMos. Measure Theory. 56 MASSEY. Algebraic Topology: An
19 HALMOS. A Hilbert Space Problem Book. Introduction.
2nd ed. 57 CROWELL/Fox. Introduction to Knot Theory.
20 HUSEMOLLER. Fibre Bundles. 3rd ed. 58 KoBLITZ. p-adic Numbers, p-adic Analysis,
21 HUMPHREYS. Linear Algebraic Groups. and Zeta-Functions. 2nd ed.
22 BARNES/MACK. An Algebraic Introduction 59 LANG. Cyclotomic Fields.
to Mathematical Logic. 60 ARNOLD. Mathematical Methods in
23 GREUB. Linear Algebra. 4th ed. Classical Mechanics. 2nd ed.
24 HOLMES. Geometric Functional Analysis 61 WHITEHEAD. Elements of Homotopy
and Its Applications. Theory.
25 HEWITT/STROMBERG. Real and Abstract 62 KARGAPOLOVfMERIZJAKOV. Fundamentals
Analysis. of the Theory of Groups.
26 MANES. Algebraic Theories. 63 BOLLOBAS. Graph Theory.
27 KELLEY. General Topology. 64 EDWARDS. Fourier Series. Vol. I. 2nd ed.
28 ZARISKJ!SAMUEL. Commutative Algebra. Vol. I. 65 WELLS. Differential Analysis on Complex
29 ZARISKIISAMUEL. Commutative Algebra. Vol. n. Manifolds. 2nd ed.
30 JACOBSON. Lectures in Abstract Algebra I. 66 WATERHOUSE. Introduction to Affine Group
Basic Concepts. Schemes.
31 JACOBSON. Lectures in Abstract Algebra II. 67 SERRE. Local Fields.
Linear Algebra. 68 WEIDMANN. Linear Operators in Hilbert
32 JACOBSON. Lectures in Abstract Algebra III. Spaces.
Theory of Fields and Galois Theory. 69 LANG. Cyclotomic Fields II.
33 HIRSCH. Differential Topology. 70 MASSEY. Singular Homology Theory.
34 SPITZER. Principles of Random Walk. 2nd ed. 71 FARKAS!KRA. Riemann Surfaces. 2nd ed.
35 ALEXANDER/WERMER. Several Complex 72 STILLWELL. Classical Topology and
Variables and Banach Algebras. 3rd ed. Combinatorial Group Theory. 2nd ed.
36 KELLEYINAMIOKA eta!. Linear Topological 73 HUNGERFORD. Algebra.
Spaces. 74 DAVENPORT. Multiplicative Number Theory.
37 MONK. Mathematical Logic. 3rd ed.
38 GRAUERTIFRITZSCHE. Several Complex 75 HocHSCHILD. Basic Theory of Algebraic
Variables. Groups and Lie Algebras.
(continued after index)
John B. Conway
A Course in
Functional Analysis
Second Edition
~Springer
John B. Conway
Department of Mathematics
University of Tennessee
KnoxviIle, Tennessee 37996
USA
Editorial Board
S. Axler K.A. Ribet
Mathematics Department Mathematics Department
San Francisco State University University of California, Berkeley
San Francisco, CA 94132 Berkeley, CA 94720
USA USA
With 1 lIlustration.
Mathematical Subject Classification (2000): 46-01, 46L05, 47B15, 47B25
Library of Congress Cataloging-in-Publication Data

Conway, John B.
A course in functional analysis/John B. Conway.-2nd ed.
p. em. - (Graduate texts in mathematics; 96)
lncludes bibliographical referenees.
ISBN 978-1-4419-3092-7 ISBN 978-1-4757-4383-8 (eBook)
DOI 10.1007/978-1-4757-4383-8
1. Functional analysis. 1. Title. II. Series.
QA320.C658 1990
515.7-dc20 90-9585
(~) 2007 Springer Science+Business Media New York

Originally published by Springer Science Business Media, LLC in 2007
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For Ann (of course)
Preface
Functional analysis has become a sufficiently large area of mathematics that it

is possible to find two research mathematicians, both of whom call themselves
functional analysts, who have great difficulty understanding the work of the
other. The common thread is the existence of a linear space with a topology or
two (or more). Here the paths diverge in the choice of how that topology is
defined and in whether to study the geometry of the linear space, or the linear
operators on the space, or both.
In this book I have tried to follow the common thread rather than any
special topic. I have included some topics that a few years ago might have been
thought of as specialized but which impress me as interesting and basic. Near
the end of this work I gave into my natural temptation and included some
operator theory that, though basic for operator theory, might be considered
specialized by some functional analysts.
The word "course" in the title of this book has two meanings. The first is
obvious. This book was meant as a text for a graduate course in functional
analysis. The second meaning is that the book attempts to take an excursion
through many of the territories that comprise functional analysis. For this
purpose, a choice of several tours is offered the reader-whether he is a tourist
or a student looking for a place of residence. The sections marked with an
asterisk are not (strictly speaking) necessary for the rest of the book, but will
offer the reader an opportunity to get more deeply involved in the subject at
hand, or to see some applications to other parts of mathematics, or, perhaps,
just to see some local color. Unlike many tours, it is possible to retrace your
steps and cover a starred section after the chapter has been left.
There are some parts of functional analysis that are not on the tour. Most
authors have to make choices due to time and space limitations, to say nothing
of the financial resources of our graduate students. Two areas that are only
Vlll Preface
briefly touched here, but which constitute entire areas by themselves, are
topological vector spaces and ordered linear spaces. Both are beautiful
theories and both have books which do them justice.
The prerequisites for this book are a thoroughly good course in measure
and integration-together with some knowledge of point set topology. The
appendices contain some of this material, including a discussion of nets in
Appendix A. In addition, the reader should at least be taking a course in
analytic function theory at the same time that he is reading this book. From
the beginning, analytic functions are used to furnish some examples, but it is
only in the last half of this text that analytic functions are used in the proofs of
the results.
It has been traditional that a mathematics book begin with the most general
set of axioms and develop the theory, with additional axioms added as the
exposition progresses. To a large extent I have abandoned tradition. Thus the
first two chapters are on Hilbert space, the third is on Banach spaces, and the
fourth is on locally convex spaces. To be sure, this causes some repetition
(though not as much as I first thought it would) and the phrase "the proof is
just like the proof of ... " appears several times. But I firmly believe that this
order of things develops a better intuition in the student. Historically,
mathematics has gone from the particular to the general-not the reverse.
There are many reasons for this, but certainly one reason is that the human
mind resists abstraction unless it first sees the need to abstract.
I have tried to include as many examples as possible, even if this means
introducing without explanation some other branches of mathematics (like
analytic functions, Fourier series, or topological groups). There are, at the end
of every section, several exercises of varying degrees of difficulty with different
purposes in mind. Some exercises just remind the reader that he is to supply a
proof of a result in the text; others are routine, and seek to fix some of the ideas
in the reader's mind; yet others develop more examples; and some extend the
theory. Examples emphasize my idea about the nature of mathematics and
exercises stress my belief that doing mathematics is the way to learn
mathematics.
Chapter I discusses the geometry of Hilbert spaces and Chapter II begins
the theory of operators on a Hilbert space. In Sections 5-8 of Chapter II, the
complete spectral theory of normal compact operators, together with a
discussion of multiplicity, is worked out. This material is presented again in
Chapter IX, when the Spectral Theorem for bounded normal operators is
proved. The reason for this repetition is twofold. First, I wanted to design the
book to be usable as a text for a one-semester course. Second, if the reader
understands the Spectral Theorem for compact operators, there will be less
difficulty in understanding the general case and, perhaps, this will lead to a
greater appreciation of the complete theorem.
Chapter III is on Banach spaces. It has become standard to do some of this
material in courses on Real Variables. In particular, the three basic principles,
the Hahn-Banach Theorem, the Open Mapping Theorem, and the Principle of
Preface ix
Uniform Roundedness, are proved. For this reason I contemplated not

proving these results here, but in the end decided that they should be proved. I
did bring myself to relegate to the appendices the proofs of the representation
of the dual of I! (Appendix B) and the dual of C0 (X) (Appendix C).
Chapter IV hits the bare essentials of the theory oflocally convex spaces-
enough to rationally discuss weak topologies. It is shown in Section 5 that the
distributions are the dual of a locally convex space.
Chapter V treats the weak and weak-star topologies. This is one of my
favorite topics because of the numerous uses these ideas have.
Chapter VI looks at bounded linear operators on a Banach space.
Chapter VII introduces the reader to Banach algebras and spectral theory and
applies this to the study of operators on a Banach space. It is in Chapter VII
that the reader needs to know the elements of analytic function theory,
including Liouville's Theorem and Runge's Theorem. (The latter is proved
using the Hahn-Banach Theorem in Section III.8.)
When in Chapter VIII the notion of a C*-algebra is explored, the emphasis
of the book becomes the theory of operators on a Hilbert space.
Chapter IX presents the Spectral Theorem and its ramifications. This is
done in the framework of a C*-algebra. Classically, the Spectral Theorem has
been thought of as a theorem about a single normal operator. This it is, but it is
more. This theorem really tells us about the functional calculus for a normal
operator and, hence, about the weakly closed C*-algebra generated by the
normal operator. In Section IX.8 this approach culminates in the complete
description of the functional calculus for a normal operator. In Section IX.lO
the multiplicity theory (a complete set of unitary invariants) for normal
operators is worked out. This topic is too often ignored in books on operator
theory. The ultimate goal of any branch of mathematics is to classify and
characterize, and multiplicity theory achieves this goal for normal operators.
In Chapter X unbounded operators on Hilbert space are examined. The
distinction between symmetric and self-adjoint operators is carefully de-
lineated and the Spectral Theorem for unbounded normal operators is
obtained as a consequence of the bounded case. Stone's Theorem on one
parameter unitary groups is proved and the role of the Fourier transform in
relating differentiation and multiplication is exhibited.
Chapter XI, which does not depend on Chapter X, proves the basic
properties of the Fredholm index. Though it is possible to do this in the context
of unbounded operators between two Banach spaces, this material is
presented for bounded operators on a Hilbert space.
There are a few notational oddities. The empty set is denoted by 0. A
reference number such as (8.10) means item number 10 in Section 8 of the
present chapter. The reference (IX.8.10) is to (8.10) in Chapter IX. The
reference (A.l.l) is to the first item in the first section of Appendix A.
There are many people who deserve my gratitude in connection with
writting this book. In three separate years I gave a course based on an evolving
set of notes that eventually became transfigured into this book. The students
X Preface
in those courses were a big help. My colleague Grahame Bennett gave me

several pointers in Banach spaces. My ex-student Marc Raphael read final
versions of the manuscript, pointing out mistakes and making suggestions for
improvement. Two current students, Alp Eden and Paul McGuire, read the
galley proofs and were extremely helpful. Elena Fraboschi typed the final
manuscript.
John B. Conway
Preface to the Second Edition
The most significant difference between this edition and the first is that the last
chapter, Fredholm Theory, has been completely rewritten and simplified. The
major contribution to this simplification was made by Hari Bercovici who
showed me the most simple and elegant development of the Fredholm index I
have seen.
Other changes in this book include many additional exercises and
numerous comments and bibliographical notes. Several of my friends have
been helpful here. The greatest contributor, however, has been Robert B.
Burckel; in addition to pointing out mistakes, he has made a number of
comments that have been pertinent, scholarly, and very enlightening. Several
others have made such comments and this is a good opportunity to publicly
thank them: G.D. Bruechert, Stephen Dilworth, Gerald A. Edgar, Lawrence C.
Ford, Fred Goodman, A.A. Jafarian, Victor Kaftall, Justin Peters, John
Spraker, Joseph Stampfli, J.J. Schaffer, Waclaw Szymanski, James E. Thom-
son, Steve Tesser, Bruce Watson, Clifford Weil, and Pei Yuan Wu.
Bloomington, Indiana John B. Conway

December 7, 1989
Contents
Preface vii
Preface to the Second Edition xi
CHAPTER I
Hilbert Spaces
§1. Elementary Properties and Examples 1
§2. Orthogonality 7
§3. The Riesz Representation Theorem 11
§4. Orthonormal Sets of Vectors and Bases 14
§5. Isomorphic Hilbert Spaces and the Fourier Transform for the Circle 19
§6. The Direct Sum of Hilbert Spaces 23
CHAPTER II
Operators on Hilbert Space
§2. The Adjoint of an Operator 31
§3. Projections and Idempotents; Invariant and Reducing Subspaces 36
§4. Compact Operators 41
§5.* The Diagonalization of Compact Self-Adjoint Operators 46
§6. *An Application: Sturm-Liouville Systems 49
§7. *The Spectral Theorem and Functional Calculus for Compact Normal
Operators 54
§8.* Unitary Equivalence for Compact Normal Operators 60
CHAPTER III
Banach Spaces
§2. Linear Operators on Normed Spaces 67
xiv Contents
§3. Finite Dimensional Normed Spaces 69

§4. Quotients and Products of Normed Spaces 70
§5. Linear Functionals 73
§6. The Hahn-Banach Theorem 77
§7.* An Application: Banach Limits 82
§8. * An Application: Runge's Theorem 83
§9. * An Application: Ordered Vector Spaces 86
§10. The Dual of a Quotient Space and a Subspace 88
§11. Reflexive Spaces 89
§12. The Open Mapping and Closed Graph Theorems 90
§13. Complemented Subspaces of a Banach Space 93
§14. The Principle of Uniform Boundedness 95
CHAPTER IV
Locally Convex Spaces
§2. Metrizable and Normable Locally Convex Spaces 105
§3. Some Geometric Consequences of the Hahn-Banach Theorem 108
§4. * Some Examples of the Dual Space of a Locally Convex Space 114
§5.* Inductive Limits and the Space of Distributions 116
CHAPTER V
Weak Topologies
§1. Duality 124
§2. The Dual of a Subspace and a Quotient Space 128
§3. Alaoglu's Theorem 130
§4. Reflexivity Revisited 131
§5. Separability and Metrizability 134
§6.* An Application: The Stone-Cech Compactification 137
§7. The Krein-Milman Theorem 141
§8. An Application: The Stone-Weierstrass Theorem 145
§9. * The Schauder Fixed Point Theorem 149
§10.* The Ryii-Nardzewski Fixed Point Theorem 151
§11. * An Application: Haar Measure on a Compact Group 154
§12.* The Krein-Smulian Theorem 159
§13.* Weak Compactness 163
CHAPTER VI
Linear Operators on a Banach Space
§1. The Adjoint of a Linear Operator 166
§2.* The Banach-Stone Theorem 171
§4. Invariant Subspaces 178
§5. Weakly Compact Operators 183
Contents XV
CHAPTER VII
Banach Algebras and Spectral Theory for
Operators on a Banach Space
§2. Ideals and Quotients 191
§3. The Spectrum 195
§4. The Riesz Functional Calculus 199
§5. Dependence of the Spectrum on the Algebra 205
§6. The Spectrum of a Linear Operator 208
§7. The Spectral Theory of a Compact Operator 214
§8. Abelian Banach Algebras 218
§9.* The Group Algebra of a Locally Compact Abelian Group 223
CHAPTER VIII
C*-Algebras
§l. Elementary Properties and Examples 232
§2. Abelian C*-Algebras and the Functional Calculus in C*-Algebras 236
§3. The Positive Elements in a C*-Algebra 240
§4.* Ideals and Quotients of C*-Algebras 245
§5.* Representations of C*-Algebras and the Gelfand-Naimark-Segal
Construction 248
CHAPTER IX
Normal Operators on Hilbert Space
§1. Spectral Measures and Representations of Abelian C*-Algebras 255
§2. The Spectral Tpeorem 262
§3. Star-Cyclic Normal Operators 268
§4. Some Applications of the Spectral Theorem 271
§5. Topologies on aJ(£) 274
§6. Commuting Operators 276
§7. Abelian von Neumann Algebras 281
§8. The Functional Calculus for Normal Operators:
The Conclusion of the Saga 285
§9. Invariant Subspaces for Normal Operators 290
§10. Multiplicity Theory for Normal Operators:
A Complete Set of Unitary Invariants 293
CHAPTER X
Unbounded Operators
§1. Basic Properties and Examples 303
§2. Symmetric and Self-Adjoint Operators 308
§3. The Cayley Transform 316
§4. Unbounded Normal Operators and the Spectral Theorem 319
§5. Stone's Theorem 327
§6. The Fourier Transform and Differentiation 334
§7. Moments 343
xvi Contents
CHAPTER XI
Fredholm Theory
§I. The Spectrum Revisited 347
§2. Fredholm Operators 349
§3. The Fredholm Index 352
§4. The Essential Spectrum 358
§5. The Components of Y' _cy; 362
§6. A Finer Analysis of the Spectrum 363
APPENDIX A
Preliminaries
§I. Linear Algebra 369
§2. Topology 371
APENDIX B
The Dual of U(Jl.) 375
APPENDIXC
The Dual of C 0 (X) 378
Bibliography 384
List of Symbols 391
Index 395
CHAPTER I
Hilbert Spaces
A Hilbert space is the abstraction of the finite-dimensional Euclidean spaces

of geometry. Its properties are very regular and contain few surprises, though
the presence of an infinity of dimensions guarantees a certain amount of
surprise. Historically, it was the properties of Hilbert spaces that guided
mathematicians when they began to generalize. Some of the properties and
results seen in this chapter and the next will be encountered in more general
settings later in this book, or we shall see results that come close to these
but fail to achieve the full power possible in the setting of Hilbert space.
§1. Elementary Properties and Examples

Throughout this book F will denote either the real field, R, or the complex
field, <C.
1.1. Definition. If :!{ is a vector space over F, a semi-inner product on f!l is

a function u: :!{ x :!{--+ F such that for all IX, f3 in F, and x, y, z in f!l, the
following are satisfied:
(a) u(IXX + f3y, z) = IXU(x, z) + f3u(y, z),
(b) u(x, IXY + f3z) = tiu(x, y) + jJu(x, z),
(c) u(x, x) ;:>:: 0,
(d) u(x,y) = u(y,x).
Here, for IX in F, ti = IX if F = R and ti is the complex conjugate of IX if
F =<C. If IXE<C, the statement that IX;:>:: 0 means that IXER and IX is non-negative.
Note that if IX= 0, then property (a) implies that u(O, y) = u(IX·O, y) =
2 I. Hilbert Spaces
au(O, y) = 0 for all y in :r. This and similar reasoning shows that for a
semi-inner product u,
(e) u(x, 0) = u(O, y) = 0 for all x, y in fi£.
In particular, u(O, 0) = 0.
An inner product on fi£ is a semi-inner product that also satisfies the
following:
(f) If u(x, x) = 0, then x = 0.
An inner product in this book will be denoted by
(x,y) = u(x,y).
There is no universally accepted notation for an inner product and the reader
will often see (x, y) and (xI y) used in the literature.
1.2. Example. Let fi£ be the collection of all sequences {an: n ~ 1} of scalars
an from IF such that an = 0 for all but a finite number of values of n. If addition
and scalar multiplication are defined on fi£ by
{an}+ {/Jn} ={an+ /Jn},
a{an} = {o:o:n},
then fi£ is a vector space over IF.
If u( {o:n}, {Pn}) = L:'= 1 a2 nlfzm then u is a semi-inner product that is not
an inner product. On the other hand,
GO
({an}, {/Jn}) = L anlfn,

n=1
1 -
L -an/Jn,
GO
({an}, {/Jn}) =
n= 1 n
00
({an},{/Jn})= L n 5 anlfn,
n=1
all define inner products on fi£.
1.3. Example. Let (X,il,J.l) be a measure space consisting of a set X, a

CJ-algebra Q of subsets of X, and a countably additive measure J1 defined
on Q with values in the non-negative extended real numbers. If f and
gEL2 (J1) = L2 (X,Q,J1), then Holder's inequality implies fgEL1(J.l). If
<f,g)= ftiJdJ.l,
then this defines an inner product on L 2 (J1).
Note that Holder's inequality also states that IJ!iJdJ.li ~ [Jifl 2 dJ1] 1i 2 •
[J igl 2 dJ1r 12 • This is, in fact, a consequence of the following result on
semi-inner products.
§ 1. Elementary Properties and Examples 3
1.4. The Cauchy-Bunyakowsky-Schwarz Inequality. If ( ·, ·) is a semi-inner

product on fl£, then
l(x,y)l 2 ~ (x,x)(y,y)
for all x and y in fl£. Moreover, equality occurs if and only if there are scalars
IX and {3, both not 0, such that ( {Jx + IXy, {Jx + ay) = 0.
PROOF. If aeF and x and yefl£, then
0 ~ (x- ay,x -1Xy)

= (x,x) -IX(y,x)- IX(x,y) + I1XI 2 (y,y).
Suppose ( y, x) = bei6 , b;?!: 0, and let IX = e- i6 t, t in R. The above inequality

becomes
0 ~ (x, x)- e-;6 tbei9 - e;6 tbe-i6 + t 2 (y, y)
= (x,x)- 2bt + t 2 (y,y)
= c- 2bt + at 2 q(t), =
where c = ( x, x) and a = ( y, y). Thus q(t) is a quadratic polynomial in the
real variable t and q(t);?!: 0 for all t. This implies that the equation q(t) = 0
has at most one real solution t. From the quadratic formula we find that
the discriminant is not positive; that is, 0 ;?!: 4b 2 - 4ac. Hence
0;?!: b2 - ac = l(x,y)l 2 - (x,x)(y,y),
proving the inequality.
The proof of the necessary and sufficient condition for equality is left to
the reader. •
The inequality in (1.4) will be referred to as the CBS inequality.
1.5. Corollary. If(·,·) is a semi-inner product on !!land llxll = (x,x) 112 for
all x in fl£, then
(a) llx + Yll ~ llxll + IIYII for x,y in fl£,
(b) II~Xxll = I~XIIIxll for IX in F and x in fl£.
If ( ·, ·) is an inner product, then

(c) II x II = 0 implies x = 0.
PROOF. The proofs of (b) and (c) are left as an exercise. To see (a), note that
for x and y in fl£,
II X + y 11 2 = <X + y, X + y >
= llxll + (y,x) + (x,y) + IIYII 2
2
= llxii 2 +2Re(x,y)+ IIYII 2 •

4 I. Hilbert Spaces
By the CBS inequality, Re<x,y)::::; l<x,y)l::::; llxll IIYII- Hence,

II X + y 11 2 ::::; II X 11 2 + 211 X II II y II + II y 11 2
=(llxll + IIYIW.
The inequality now follows by taking square roots.
•
If < ·, · ) is a semi-inner product on f!{ and if x, y eX, then as was shown in
the preceding proof,
II x + y 11 2 = II x 11 2 + 2 Re < x, Y) + II y 11 2 •
This identity is often called the polar identity.
The quantity II x II = < x, x) 112 for an inner product < ·, ·) is called the norm
of x. Iff!{= P'(Rd or ([d) and < {1Xn}, {Pn}) = L~ = 1 IXnfin, then the correspond-
ing norm is II {1Xn} II = [L~= 1 I1Xnl 2 ] 112 •
The virtue of the norm on a vector space f!{ is that d(x, y) = II x - y II defines
a metric on f!{ [by (1.5)] so that f!{ becomes a metric space. In fact, d(x,y) =
II x - y II = II (x - z) + (z- y) II ::::; II x- z II + II z - y II = d(x, z) + d(z, y). The other
properties of a metric follow similarly. Iff!{= P' and the norm is defined as
above, this distance function is the usual Euclidean metric. It is sometimes
useful to note that with this metric the inner product becomes a continuous
function from f!{ x f!{ into R.
1.6. Definition. A Hilbert space is a vector space Jf over F' together

with an inner product < ·, ·) such that relative to the metric d(x, y) = II x - y II
induced by the norm, Jf is a complete metric space.
If .tt = e(Jl) and < f, g >= J! gdJl, then the associated norm is II! II =
[J Ifl 2 dJlr' 2 • It is a standard result of measure theory that L 2(Jl) is a Hilbert
space. It is also easy to see that F'd is a Hilbert space.
Remark. The inner products defined on L2 (Jl) and P' are the "usual" ones.
Whenever these spaces are discussed these are the inner products referred
to. The same is true of the next space.
1.7. Example. Let I be any set and let 12(/) denote the set of all functions x:
I-+ F' such that x(i) = Ofor all but a countable number ofi and Lieiix(iW < oo.
For x and y in 12(/) define
<x,y) = Ix(i)y(i).
i
Then 12(/) is a Hilbert space (Exercise 2).

If I= N,/ 2 (/) is usually denoted by F. Note that if n =the set of all subsets
of I and for E in n, Jl(E) = oo if E is infinite and Jl(E) = the cardinality of E
if E is finite, then 12(/) and L2 (1, n, J.L) are equal.
§I. Elementary Properties and Examples 5
Recall that an absolutely continuous function on the unit interval [0, 1]

has a derivative a.e. on [0, 1].
1.8. Example. Let Yf = the collection of all absolutely continuous functions

f: [0, l]--+ IF such that f(O) = 0 and }' eL2(0, 1). lf (j, g)= J~ f'(tfgft)dt for
f and g in £, then Jlt is a Hilbert space (Exercise 3).
Suppose fi( is a vector space with an inner product ( ·, ·) and the norm is
=
defined by the inner product. What happens if (ff{, d)(d(x, y) I x- y II) is not
complete?
1.9. Proposition. If fi( is a vector space and ( ·, ·) .:r is an inner product on fi(
and if Yf is the completion of fi( with respect to the metric induced by the norm
on .!l£, then there is an inner product ( ·, ·) Jlf on Yf such that ( x, y) Jlf = ( x, y) .'l
for x andy in fi( and the metric on Yf is induced by this inner product. That
is, the completion of fi[ is a Hilbert space.
The preceding result says that an incomplete inner product space can be
completed to a Hilbert space. It is also true that a Hilbert space over IR can
be imbedded in a complex Hilbert space (see Exercise 7).
This section closes with an example of a Hilbert space from analytic
function theory.
1.10. Definition. If G is an open subset of the complex plane <C, then L;(G)
denotes the collection of all analytic functions f: G-> ([ such that
IL lf(x + iyWdxdy< oo.
L;(G) is called the Bergman space for G.
Several alternatives for the integral with respect to two-dimensional

Lebesgue measure will be used. In addition to SJGf(x + iy)dxdy we will also
see
IL f and L fdArea.
Note that L;(G) ~ L 2 (J1), where 11 =Areal G, so that L;(G) has a natural
inner product and norm from e(Jl).
1.11. Lemma. Iff is analytic in a neighborhood of B(a;r), then
f(a)=-
12
nr ff B(a;r)
f.
[Here B(a;r)={z: lz-al<r} and B(a;r)={z: lz-al:::::;r}.]

6 I. Hilbert Spaces
PROOF. By the mean value property, if 0 < t ~ r, f(a) = (1/2n) f~, f(a + tei8 )d0.
Hence
= (2/r 2 ) t tf(a)dt = f(a).

•
1.12. Corollary. Iff EL;(G), aEG, and 0 < r < dist(a, iJG), then
1
lf(a)l ~ ;: II f ll2·
ry n
PROOF. Since B(a; r) s;; G, the preceding lemma and the CBS inequality imply
lf(a)l =~IJ·r
7tr JB(a;r) f·11
~ 1t:2[ft(a;r) IJI 2J'Tft(a~) 12 J/ 2
•
1.13. Proposition. L;(G) is a Hilbert space.
PROOF. If Jl = area measure on G, then L2 (JL) is a Hilbert space and
L;(G) s;; L2 (Jl). So it suffices to show that L;(G) is closed in L2 (JL). Let Un}
J
be a sequence_in L;(G) and letf EL2 (JL) such that lfn- fl 2 dJL-+0 as n-+ oo.
Suppose B(a; r) s;; G and let 0 < p < dist(B(a; r), iJG). By the preceding
corollary there is a constant C such that I fn(z)- fm(z)l ~ C II fn- fm 11 2 for all
n, m and for lz- al ~ p. Thus Un} is a uniformly Cauchy sequence on any
closed disk in G. By standard results from analytic function theory (Montel's
Theorem or Morera's Theorem, for example), there is an analytic function
g on G such that fn(z)-+ g(z) uniformly on compact subsets of G. But since
JI fn- f 12 dJl-+ 0, a result of Riesz implies there is a subsequence { fnJ such
that fnk(z)-+ f(z) a.e. [JLJ. Thus f = g a.e. [Jl] and so f EL;(G). •
ExERCISES
1. Verify the statements made in Example 1.2.
2. Verify that f2(1) (Example 1.7) is a Hilbert space.
3. Show that the space Jf in Example 1.8 is a Hilbert space.
4. Describe the Hilbert spaces obtained by completing the space ?£ in Example 1.2
with respect to the norm defined by each of the inner products given there.
5. (A variation on Example 1.8) Let n): 2 and let .Yf =the collection of all function
f: [0, 1]-+ F such that (a) f(O) = 0; (b) for 1 :::;; k:::;; n- 1, j<kl(t) exists for all t in
[0, 1] and J<kl is continuous on [0, 1]; (c) p•-ll is absolutely continuous and
p•lEe(O, 1). For f and gin .Yf, define
<f, g >= Jl L j<kl(t)g(k)(t)dt.
Show that .Yf is a Hilbert space.

6. Let u be a semi-inner product on f£ and put .K = {xEf£: u(x, x) = 0}.
(a) Show that .K is a linear subspace off£.
(b) Show that if
(x + .K,y + .K) =u(x,y)
for all x + .K and y + .K in the quotient space f£ I.K, then (", ·) is a
well-defined inner product on f£ I.K.
7. Let .Yf be a Hilbert space over R and show that there is a Hilbert space .%" over
<C and a map U: .Yf-+ .%"such that( a) U is linear; (b)< Uh 1, Uh 2 ) = (h 1,h 2 ) for
all h1, h2 in .Yf; (c) for any k in .%" there are unique h1 , h2 in .Yf such that
k = Uh 1 + iUhz"(f is called the complexification of .Yf.)
8. If G = {zE<C: 0 < lzl < 1} show that every fin L;(G) has a removable singularity
at z = 0.
9. Which functions are in L;(<C)?
10. Let G be an open subset of <C and show that if aEG, then {! EL;(G): f(a) = 0}
is closed in L;(G).
11. If {h.} is a sequence in a Hilbert space .Yf such that Ln II h. II< oo, then show
that L:'~ 1 h. converges in .Yf.
§2. Orthogonality
The greatest advantage of a Hilbert space is its underlying concept of
orthogonality.
2.1. Definition. If Jf is a Hilbert space andf, geJf, thenfand g are orthogonal

if <f, g) = 0. In symbols,/ l_g. If A, B s; Jf, then A 1_ B iff 1_ g for every f
in A and g in B.
If Jf = lR. 2 , this is the correct concept. Two non-zero vectors in lR. 2 are
orthogonal precisely when the angle between them is n/2.
2.2. The Pythagorean Theorem. If/ 1 , /2 , ••• Jn are pairwise orthogonal vectors
in Jf, then
8 I. Hilbert Spaces
PROOF. If/ 1.l / 2, then

+/2ll 2 = <!1 + /2.!1 +/2) = ll/1ll 2 + 2 Re <!1.!2) + ll/2ll 2
ll/1
by the polar identity. Since / 1.l f 2 , this implies the result for n = 2. The
remainder of the proof proceeds by induction and is left to the reader. •
Note that iff .l g, then/ ..L - g, so II f - g 1 2 = II f 11 2 + II g 11 2. The next result

is an easy consequence of the Pythagorean Theorem if/and g are orthogonal,
but this assumption is not needed for its conclusion.
2.3. Parallelogram Law. If .Yf is a Hilbert space and f and ge.Yf, then
II f + g 11 2 + II f - g 11 2 = 2( II f 11 2 + II g 11 2 ).
PROOF. For any f and g in .Yf the polar identity implies
II!+ gll 2 =II /11 2 + 2 Re (f,g) + llgll 2,
II/- gll 2 =II f 1 2 -2 Re (f,g) + llg 1 2 •
Now add.
The next property of a Hilbert space is truly pivotal. But first we need a
•
geometric concept valid for any vector space over F'.
2.4. Definition. If P£ is any vector space over F' and A s P£, then A is a convex
set if for any x and y in A and 0 ~ t ~ 1, tx + (1- t)yeA.
Note that {tx + (1- t)y: 0,;;; t,;;; 1} is the straight-line segment joining x
and y. So a convex set is a set A such that if x and yeA, the entire line
segment joining x and y is contained in A.
If :!£ is a vector space, then any linear subspace in :!£ is a convex set. A
singleton set is convex. The intersection of any collection of convex sets is
convex. If .Yf is a Hilbert space, then every open ball B(f; r) = {ge.Yf:
II f - g II < r} is convex, as is every closed ball.
2.5. Theorem. If .Yf is a Hilbert space, K is a closed convex nonempty subset
of .Yf, and he.Yf, then there is a unique point k 0 in K such that
llh- k0 ll = dist(h,K) =inf{llh- kll:keK}.
PROOF. By considering K- h = {k- h: keK} instead of K, it suffices to
assume that h = 0. (Verify!) So we want to show that there is a unique vector
k 0 in K such that
II k0 II = dist(O, K) = inf{ II k II: keK}.
Let d = dist(O, K). By definition, there is a sequence {kn} in K such that
II kn II -4 d. Now the Parallelogram Law implies that
Since K is convex, i(k. + km)E K. Hence, II t{k. + km) 11 2 ? d 2. If t: > 0, choose N

such that for n? N, II k. 11 2 < d 2 + ±t:2. By the equation above, if n,m? N, then
II k. ~ ~"f < i(2d2 + it:2) - d2 = ±t:2.
Thus, I k.- km I < t: for n, m? N and {k.} is a Cauchy sequence. Since Yf is

complete and K is closed, there is a k 0 in K such that II k.- k 0 11--+0. Also
for all k.,
d ~ II ko II = II ko - k. + k. II
~ I ko - k. I + I k. I --+d.
Thus I k 0 I =d.
To prove that k0 is unique, suppose h0 EK such that I h0 II= d. By convexity,
i(k 0 + h0 )EK. Hence
d ~ I i(ho + ko)ll ~ i( I ho I + I ko II)= d.
So I i(h 0 + k0 ) I =d. The Parallelogram Law implies
hence h0 = k0 .
•
If the convex set in the preceding theorem is in fact a closed linear subspace
of Yf, more can be said.
2.6. Theorem. If A is a closed linear subspace of Yf, hE£, andf0 is the unique
element of A such that I h - f0 I = dist(h, A), then h -.f0 l_ A. Conversely, if
/ 0 E.H such that h- fo .1. .H, then I h- fo I = dist(h, A).
PROOF. Suppose / 0 EA and I h- fo I = dist(h, A). If fEA, then

.fo + jEA and so I h- fo 1 2 ~ llh- Uo +.f)ll 2 = ll(h -fo)- f 1 2 =II h- foll 2
-2 Re (h- f 0 ,f) + II f 11 2 . Thus
2 Re (h- f 0 ,f) ~II fll 2
for any .fin A. Fix .fin A and substitute te; 0 fforfin the preceding inequality,
where <h- foJ) = rew, r? 0. This yields 2 Re {te- ;0 re; 0 } ~ t 2 ll f 1 2 , or
2tr ~ t 2 I f 1 2 . Letting t --+ 0, we see that r = 0; that is, h - f 0 l_ f.
For the converse, supposef0 EA such that h-f0 l_A. If /EA, then
h- fol_fo- f so that
I h- f 1 2 = I (h- fo) + Uo- f) 1 2

= llh-foll 2 + llfo-fll 2
? llh-foll 2 -
Thus I h -.f0 I = dist(h, A). •
10 I. Hilbert Spaces
=
If A ~ .Yl', Let A J. {f E.Yl':f _1_ g for all gin A}. It is easy to see that A .l is
a closed linear subspace of .ff.
Note that Theorem 2.6, together with the uniqueness statement in
Theorem 2.5, shows that if .A is a closed linear subspace of .Yl' and he.ff,
then there is a unique elementf0 in .A such that h-f 0 E.AJ.. Thus a function
P: .Yl'-+ .A can be defined by Ph= f 0 •
2.7. Theorem. If .A is a closed linear subspace of .Yl' and he.Yl', let Ph be the
unique point in .A such that h -Ph l_.A. Then
(a) P is a linear transformation on .Yl',
(b) II Ph II ~ II h II for every h in .Yl',
(c) P 2 = P (here P 2 means the composition of P with itself),
(d) ker P = .AJ. and ran P =.A.
PROOF. Keep in mind that for every h in .ff, h- Ph Evil J. and II h- Ph II =
dist (h, .A).
<
(a) Let h 1 , h2E.ff and a 1 , cx 2 EF'. Iff Evil, then [cx 1 h 1 + a 2h 2]- [a 1 Ph 1 +
< <
a 2Ph2], f) = cx 1 h 1 - Ph 1 , f) + a 2 h 2 - Ph 2, f) = 0. By the uniqueness
statement of (2.6), P(ah 1 + a 2h 2) = cx 1 Ph 1 + a 2Ph 2.
(b) If he.ff, then h = (h- Ph)+ Ph, Phe.A, and h- Phe.AJ.. Thus
llhll 2 =II h- Ph 11 2 + IIPhll 2 ~II Ph 11 2 •
(c) If fe.A, then Pf =f. For any h in .ff, PhE.A; hence P 2h P(Ph) =Ph. =
That is, P 2 = P.
(d) If Ph= 0, then h = h- PhE.A.l. Conversely, if hEM.l, then 0 is the unique
vector in .A such that h - 0 = h l_.A. Therefore Ph = 0. That ran P = .A
~cl~ •
2.8. Definition. If .A is a closed linear subspace of .Yl' and P is the linear

map defined in the preceding theorem, then P is called the orthogonal
projection of .Yl' onto .A. If we wish to show this dependence of P on .A,
we will denote the orthogonal projection of .Yl' onto .A by P.u·
It also seems appropriate to introduce the notation .A ~ .Yl' to signify

that .A is a closed linear subspace of .ff. We will use the term linear manifold
to designate a linear subspace of .Yl' that is not necessarily closed. A linear
subspace of .Yl' will always mean a closed linear subspace.
2.9. Corollary. If .A~ .Yl', then ( .A.l).l =.A.

PROOF. If I is used to designate the identity operator on .Yl' (viz., Ih =h)
and P = Pu, then I- P is the orthogonal projection of .Yl' onto .A.l
(Exercise 2). By part (d) of the preceding theorem, (.A.l).l = ker(/- P). But
0 = (1- P)h iff h =Ph. Thus (.A.l).l = ker(/- P) = ranP =.A. •
2.10. Corollary. If A~ .Yl', then (A .l)J. is the closed linear span of A in .Yl'.
The proof is left to the reader; see Exercise 4 for a discussion of the term
"closed linear span."
2.11. Corollary. IfW is a linear manifold in Yf, then W is dense in Yf if!W .L = (0).
PROOF. Exercise.
EXERCISES
1. Let ff be a Hilbert space and suppose f and g are linearly independent vectors
in ff with II f II =II g II= 1. Show that II tf + (1- t)g II< 1 foro< t < l. What does
this say about {hEff: llhll ~ 1}?
2. If A:;::; ff and P = P 1r, show that I - Pis the orthogonal projection of ff onto
~H.l.
3. If .4t:;::; ff, show that .4t n A .l = (0) and every h in ff can be written as h = f + g
where jEA and gEAj_. If A+ All_= {(f,g): jEA, gEAj_} and T:
A+ .4t l_-> ff is defined by T(f, g)= f + g, show that T is a linear bijection and
a homeomorphism if A + A l_ is given the product t9pology. (This is usually
phrased by stating the A and A l_ are topologically complementary in ff.)
=
4. If A ~ ff, let VA the intersection of all closed linear subs paces of ff that contain
A. VA is called the closed linear span of A. Prove the following:
(a) VA :;::; ff and VA is the smallest closed linear subspace of ff that contains A.
(b) v A= the closure of u=~= I rxdk: n ~ 1, rxkEIF,fkEA}.
5. Prove Corollary 2.1 0.
6. Prove Corollary 2.11.
§3. The Riesz Representation Theorem

The title of this section is somewhat ambiguous as there are at least two
Riesz Representation Theorems. There is one so-called theorem that
represents bounded linear functionals on the space of continuous functions
on a compact Hausdorff space. That theorem will be discussed later in this
book. The present section deals with the representation of certain linear
functionals on Hilbert space. But first we have a few preliminaries to dispose
of.
3.1. Proposition. Let Yf be a Hilbert space and L: Yf -4IF a linew functional.

The following statements are equivalent.
(a) L is continuous.
(b) L is continuous at 0.
(c) L is continuous at some point.
(d) There is a constant c > 0 such that IL(h)l:;::;; c II h I for every h in Yf.
PROOF. It is clear that (a)=(b)=(c) and (d)=(b). Let's show that (c)=(a)
and (b)=(d).
(c)=>(a): Suppose Lis continuous at h0 and his any point in£. If hn-+h
in £, then hn- h + h0 -+ h0 • By assumption, L(h 0 ) = lim[L(hn- h + h0 )] =
lim[L(hn)- L(h) + L(h 0 )] = limL(hn)- L(h) + L(h 0 ). Hence L(h) = limL(hn).
(b)=>(d): The definition of continuity at 0 implies that C 1 ( {ocelF:Iocl < 1})
contains an open ball about 0. So there is a b > 0 such that
B(O; b) s:; L - 1 ( {ocelF: loci< 1} ). That is, II h II 0, then II b( II h II + 1::) - 1 h II < b. Hence
1> ILLih~h+JI = llhl~ +t:IL(h)l;

thus
1
IL(h)l <-(II h II + ~::).
b
Letting 1::-+ 0 we see that (d) holds with c = 1Ib.
•
3.2. Definition. A bounded linear functional L on Yf is a linear functional for
which there is a constant c > 0 such that IL(h)l ~ c II h II for all h in £. In
light of the preceding proposition, a linear functional is bounded if and only
if it is continuous.
For a bounded linear functional L: Yf-+ JF, define
IlLII =sup{IL(h)l: llhll ~ 1}.
Note that by definition, II L II < oo; II L II is called the norm of L.
3.3. Proposition. If L is a bounded linear functional, then

IlLII =sup{IL(h)l: llhll = 1}
=sup{IL(h)l/llhll: he£, h#O}
=inf{c>O: IL(h)l ~cllhll, h in£}.
Also, IL(h)l ~ II L 1111 h II for every h in £.
PROOF. Let oc = inf{c > 0: IL(h)l ~ cllhll,h in£}. It will be shown that IlLII = oc;
the remaining equalities are left as an exercise. If 1:: > 0, then the definition
of IlLII shows that IL((IIhll +t:)- 1 h)l ~ IlLII. Hence IL(h)l ~ IILII(IIhll +t:).
Letting 1::-+ 0 shows that IL(h) I ~ II L II II h II for all h. So the definition of oc
shows that oc ~ I L 11. On the other hand, if IL(h)l ~ c I h II for all h, then I L II ~ c.
Hence II L II ~ oc. •
Fix an h0 in Yf and define L: Yf-+ 1F by L(h) = ( h, h0 ). It is easy to see

that L is linear. Also, the CBS inequality gives that IL(h)l = l(h,h 0 )1 ~
II h II II ho 11. So L is bounded and II L II ~ II h0 11. In fact, L(holii h0 II) =
(hoi I ho II, ho) = II h0 II, so that II L I = II h0 11. The main result of this section
provides a converse to these observations.
3.4. The Riesz Representation Theorem. If L: .tf--+ lF is a bounded linear

functional, then there is a unique vector h0 in .tf such that L(h) = <h, h0 ) for
every h in .tf. Moreover, II L II = II h0 11.
PROOF. Let .JI = ker L. Because Lis continuous .JI is a closed linear subspace
of .tf. Since we may assume that .JI =1- .tf, .JI .L :f. (0). Hence there is a vector
fo in .JI.L such that L(f0 ) = 1. Now if hE.tf and rx = L(h), then
L(h- rxf0 ) = L(h)- rx = 0; so h- L(h)f0 E.JI. Thus
0 = (h- L(h)f0 , /0 )
= (h.Jo)- L(h)ll fo 11 2 •
So if h0 =II fo 11- 2 f 0 , L(h) = (h, h0 ) for all h in .tf.
If h~E.tf such that (h,h 0 )=(h,h~) for all h, then h 0 -h~j_.tf. In
particular, h0 - h~ j_ h0 - h~ and so h~ = h0 . The fact that II L II = II h0 II was
shown in the discussion preceding the theorem. •
3.5. Corollary. If(X,O.,J.l) is a measure space and F: L2 (J.l)--+lF is a bounded

linear functional, then there is a unique h0 in L 2 (JL) such that
F(h) = fhh0 dJ.l
for every h in L2 (J.l).
Of course the preceding corollary is a special case of the theorem on

representing bounded linear functionals on l!(JL), 1 : : :; p < oo. But it is
interesting to note that it is a consequence of the result for Hilbert space
[and the result that L2 (J.l) is a Hilbert space].
EXERCISES
l. Prove Proposition 3.3.
2. Let Jf = P(IN). If N ;::. l and L: Jf--> IF is defined by L( {ex.})= exN, find the vector
h0 in Jf such that L(h) = ( h, h0 ) for every h in Jf.
3. Let Jf = l2(1N u {0} ). (a) Show that if {ex.}E.Yf, then the power series 2:;'= 0ex.z" has
radius of convergence ;::. 1. (b) If JA.I < l and L: Jf--> IF is defined by
L( {ex.})= 2:;'= 0ex.A.", find the vector h0 in Jf such that L(h) = ( h, h0 ) for every h
in Jf. (c) What is the norm of the linear functional L defined in (b)?
4. With the notation as in Exercise 3, define L: Jf--> IF by L( {ex.})= 2:;'= 1nex.;."- 1,
where I;. I < I. Find a vector h0 in Jf such that L(h) = ( h, h0 ) for every h in Jf.
5. Let Jf be the Hilbert space described in Example 1.8. If 0 < t ~ 1, define L: Jf--> IF
by L(h) = h(t). Show that L is a bounded linear functional, find I L 11. and find the
vector h0 in Jf such that L(h) = ( h, h0 ) for all h in Jf.
6. Let Jf = L2(0, l) and let C0 l be the set of all continuous functions on [0, 1] that
have a continuous derivative. Let tE[O, 1] and define L: C 0 >--> IF by L(h) = h'(t).
Show that there is no bounded linear functional on Jf that agrees with Lon C11,_
§4. Orthonormal Sets of Vectors and Bases

It will be shown in this section that, as in Euclidean space, each Hilbert
space can be coordinatized. The vehicle for introducing the coordinates is
an orthonormal basis. The corresponding vectors in F' are the vectors
{e 1,e 2 , ••• ,ed}, where ek is the d-tuple having a 1 in the kth place and zeros
elsewhere.
4.1. Definition. An orthonormal subset of a Hilbert space Jf is a subset tf

having the properties: (a) fore in G, II ell= 1; (b) if e 1, e2 Etf and e 1 -:1: e2 , then
etl_e2.
A basis for Jf is a maximal orthonormal set.
Every vector space has a Hamel basis (a maximal linearly independent

set). The term "basis" for a Hilbert space is defined as above and it relates
to the inner product on Jf. For an infinite-dimensional Hilbert space, a basis
is never a Hamel basis. This is not obvious, but the reader will be able to
see this after understanding several facts about bases.
4.2. Proposition. If G is an orthonormal set in Jf, then there is a basis for Jf

that contains G.
The proof of this proposition is a straightforward application of Zorn's
Lemma and is left to the reader.
4.3. Example. Let Jf = LHO. 2n] and for n in 7l define en in Jf by

en(t) = (2n)- 112 exp (int). Then {en: ne'll} is an orthonormal set in Jf. (Here
LHO, 2n] is the space of complex-valued square integrable functions.)
It is also true that the set in (4.3) is a basis, but this is best proved after
a bit of theory.
4.4. Example. If Jf = F'd and for 1 ~ k ~ d, ek = the d-tuple with 1 in the kth
place and zeros elsewhere, then {e 1 , ••. , ed} is a basis for Jf.
4.5. Example. Let Jf = l2 (I) as in Example 1.7. For each i in I define e; in

Jf by e;(i) = 1 and e;(j) = 0 for j -:1: i. Then {e;: iei} is a basis.
The proof of the next result is left as an exercise (see Exercise 5). It is very
useful but the proof is not difficult.
4.6. The Gram-Schmidt Orthogonalization Process. If Jf is a Hilbert space

and {hn: neN} is a linearly independent subset of Jf, then there is an
orthonormal set {en: neN} such that for every n, the linear space of {e 1 , ••. , en}
equals the linear span of {h 1 , .•. ,hn}·
Remember that VA is the closed linear span of A (Exercise 2.4).

4.7. Proposition. Let {e 1 , .•• ,en} be an orthonormal set in Jf and let

.A = V { e 1 , ... , en}. If P is the orthogonal projection of Jf onto .A, then
n
Ph= L (h,ek)ek
k= 1
for all h in Jf.
PRooF. Let Qh=.L~= 1 (h,ek)ek. If l~j~n, then (Qh,e)=

ek) (ek> ei) = (h, ei) since ek .Lei fork=/; j. Thus (h- Qh, ei) = 0 for
2:~= 1 (h,
1 ~j ~ n. That is, h - Qh .L .A for every h in Jf. Since Qh is clearly a vector
in .A, Qh is the unique vector h 0 in .A such that h - h0 .L .A (2.6). Hence
Qh = Ph for every h in Jf. •
4.8. Bessel's Inequality. If {en: n eN} is an orthonormal set and he.tt', then
PROOF. Let hn = h- L~= 1 (h, ek)ek. Then hn.Lek for 1 ~ k ~ n (Why?) By the
Pythagorean Theorem,
llhll 2= 2+ttl
llhnll <h,ek>ekr
n
= llhnll 2 +L l(h,ek)l 2
k=1
n
~ L I (h,ek)l 2 .
k=l
Since n was arbitrary, the result is proved.

•
4.9. Corollary. If tff is an orthonormal set in Jf and he.tt', then (h, e)=/; 0 for
at most a countable number of vectors e in tff.
PROOF. For each n ~ llet rffn = {eetff: l(h,e)l ~ 1/n}. By Bessel's Inequality,
U
tff n is finite. But ;"= 1 tffn = {ee$: (h, e) =/; 0}. •
4.10. Corollary. If tff is an orthonormal set and he.tt', then

L l(h,e)l 2 ~ llhll 2 •
eetf
This last corollary is just Bessel's Inequality together with the fact (4.9)
that at most a countable number of the terms in the sum differ from zero.
Actually, the sum that appears in (4.10) can be given a better inter-
pretation-a mathematically precise one that will be useful later. The
question is, what is meant by .L {h;: iei} if h;e.tt' and I is an infinite, possibly
uncountable, set? Let :F be the collection of all finite subsets of I and order
J7 by inclusion, so J7 becomes a directed set. For each Fin ff, define

hF =}:.{hi: iEF}.
Since this is a finite sum, hF is a well-defined element of Yf. Now {hF: FEff}
is a net in Yf.
4.11. Definition. With the notation above, the sum L {hi: iEI} converges if
the net {hF: F Eff} converges; the value of the sum is the limit of the net.
If Yf = 1F, the definition above gives meaning to an uncountable sum of

scalars. Now Corollary 4.10 can be given its precise meaning; namely,
L {I< h, e) 12 : eE!&"} converges and the value ~ II h 11 2 (Exercise 9).
If the set I in Definition 4.11 is countable, then this definition of convergent
sum is not the usual one. That is, if {h.} is a sequence in Yf, then the
convergence of L {h.: nEIN} is not equivalent to the convergence of L:'= 1 h•.
The former concept of convergence is that defined in (4.11) while the latter
means that the sequence {L~= 1 hd :'= 1 converges. Even if Yf = 1F, these
concepts do not coincide (see Exercise 12). If, however, L {h.: nEIN} converges,
then L:'= 1 h. converges (Exercise 10). Also see Exercise 11.
4.12. Lemma. If Cis an orthonormal set and hEYf, then

L {<h.e)e: eEC}
converges in Yf.
PROOF. By (4.9), there are vectors e 1 ,e 2 , ... in @" such that {eE!&":
<h,e) # 0} = {e 1, e2 , •• . }. We also know that L:'= 1 1<h. e.)l 2 ~II h 11 2 < oo. So
if 1: > 0, there is anN such that L:'=NI<h, e.)l 2 < ~: 2 . Let F 0 = {e 1 , ... ,eN- J}
=
and let ff =all the finite subsets of!&". For F in ff define hF L {<h. e )e:
eEF}. IfF and GEff and both contain F 0 , then
II hF- hd 2 = L {I <h,e )1 2 : eE(F\G)u(G\F)}
OCJ
~ L l<h,e.)l 2
n=N
So {hF: FEff} is a Cauchy net in Yf. Because Yf is complete, this net

converges. In fact, it converges to L:'= 1 < h, e.) e.. •
4.13. Theorem. If@" is an orthonormal set in Yf, then the following statements
are equivalent.
(a) @" is a basis for Yf.
(b) IfhEYf and hl_@", then h=O.
(c) V !&" = Yf.
(d) IfhEYf, then h=L{<h,e)e: eE!&"}.
(e) If g and he£, then

(g,h) = L{(g,e)(e,h): ee8}.
(f) If he£, then I h 11 2 = L {I< h, e) 12 : ee8} (Parseval's Identity).
PROOF. (a) =(b): Suppose h j_ 8 and h # 0; then 8 u {h/ I h II } is an orthonormal
set that properly contains 8, contradicting maximality.
(b)<=>( c): By Corollary 2.11, V 8 = Jf if and only if tffJ. = (0).
(b)=(d): If he£, then f = h- L { (h, e )e: eetff} is a well-defined vector
by Lemma 4.12. If e 1 e8, then (f,e 1 )=(h,e 1 )-L{(h,e)(e,e 1 ):
< <
ee8} = h, e1 ) - h, e 1 ) = 0. That is, f e8 J.. Hence f = 0. (Is everything
legitimate in that string of equalities? We don't want any illegitimate
equalities.)
(d)=(e): This is left as an exercise for the reader.
(e)=(f): Since llhll 2 = (h,h), this is immediate.
(f)=(a): If 8 is not a basis, then there is a unit vector e0 (II e0 II = 1) in Jf
such that e0 l_tff. Hence, 0 = L {I ( e0 , e) 12 : ee&}, contradicting (f). •
Just as in finite dimensional spaces, a basis in Hilbert space can be used

to define a concept of dimension. For this purpose the next result is pivotal.
4.14. Proposition. If Jf is a Hilbert space, any two bases have the same
cardinality.
PROOF. Let 8 and !#' be two bases for Jf and put e = the cardinality of 8,
l'f =the cardinality of !F. If e or 17 is finite, then e = 17 (Exercise 15). Suppose
both e and 17 are infinite. Fore in 8, let !Fe= {JefF: (e,f) ;t: 0}; so !Fe is
countable. By (4.13b), each f in !#' belongs to at least one set !#' e• e in 8.
That is,!#'= u {IF.: ee&}. Hence 17 ~ d~ 0 =e. Similarly, e ~ l'f. •
4.15. Definition. The dimension of a Hilbert space is the cardinality of a basis

and is denoted by dim Jf.
If (X, d) is a metric space that is separable and {B; = B(x;;e;): iei} is a

collection of pairwise disjoint open balls in X, then I must be countable.
Indeed, if D is a countable dense subset of X, B;nD ;t: 0 for each i in I.
Thus there is a point X; in BinD. So {x;: iel} is a subset of D having the
cardinality of I; thus I must be countable.
4.16. Proposition. If Jf is an infinite dimensional Hilbert space, then Jf is

separable if and only if dim Jf = ~ 0 .
PROOF. Let 8 be a basis for£. If e 1,e 2 e8, then lle 1 -e 2 ll 2 = lle 1 ll 2 +
I e2 ll 2 = 2. Hence {B(e; 1/j2): ee8} is a collection of pairwise disjoint open
balls in £. From the discussion preceding this proposition, the assumption
that Jf is separable implies 8 is countable. The converse is an exercise. •
EXERCISES
1. Verify the statements in Example 4.3.
4. Find an infinite orthonormal set in the Hilbert space of Example 1.8.
5. Using the notation of the Gram-Schmidt Orthogonalization Process, show that
up to scalar multiple e 1 = h 1 / II h 1 II and for n ~ 2, e.= II h.- f.ll- 1(h.- f.), where
f. is the vector defined formally by
-1 [(hl,:hl)
f.= 1 det ·
det[(h;,hi)J~.J=I (hl,hn-1)
hi
In the next three exercises, the reader is asked to apply the Gram-Schmidt
Orthogonalization Process to a given sequence in a Hilbert space. A reference for
this material is pp. 82-96 of Courant and Hilbert [1953].
6. If the sequence 1,x,x 2 , ••• is orthogonalized in L2( -1, 1), the sequence
e.(x) = [t(2n + 1)] 1' 2 P.(x) is obtained, where
P.(x) =1- -
2"n! dx
(d)" (x 2 -1)".
The functions P.(x) are called Legendre polynomials.

7. If the sequence e-x' 12 , xe-x'l 2 , x 2 e-x'l 2 , ••• is orthogonalized in L2 ( - oo, oo), the
sequence e.(x) = [2"n!Jnr 112 H.(x)e-x'l 2 is obtained, where
H.(x) = (- 1)"ex'( dx
d )" e-x.2
The functions H. are Hermite polynomials and satisfy H:(x) = 2nH._ 1(x).
8. If the sequence e-x/ 2 , xe-x12 , x 2 e-x12 , ••• is orthogonalized in L2 (0, oo), the sequence
e.(x) = e-x/ 2 L.(x)fn! is obtained, where
L.(x) = ex(:J• (x•e-x).
The functions L. are called Laguerre polynomials.

9. Prove Corollary 4.10 using Definition 4.11.
10. If {h.} is a sequence in Hilbert space and L{h.: neN} converges to h (Definition
4.11), then lim.L;= 1hk =h. Show that the converse is false.
11. If {h.} is a sequence in a Hilbert space and L;'= 1 I h. II < oo, show that
L {h.: neN} converges in the sense of Definition 4.11.
12. Let {oc.} be a sequence in IF and prove that the following statements are equivalent:
(a) L {oc.: neiN} converges in the sense of Definition 4.11. (b) If 7t is any permutation
of IN, then L;'= 1ocx!•l converges (unconditional convergence). (c) L:'= 1loc.l < oo.
§5. Isomorphic Hilbert Spaces and the Fourier Transform 19
13. Let ~ be an orthonormal subset of .1f and let .It = V ~. If P is the orthogonal
projection of .1f onto .A, show that Ph= L. { <h, e )e: ee~} for every h in :ff.
14. Let .l. =Area measure on {ze«::: lzl < 1} and show that 1, z, z2 , •.. are orthogonal
vectors in L2(.l.). Find II z"ll, n ~ 0. If e.= I z"ll- 1 z", n ~ 0, is {e0 , e 1, •.• } a basis
for L2 (.l.)?
15. In the proof of (4.14), show that if either E or rf is finite, then E = rf.
16. If Jlf is an infinite dimensional Hilbert space, show that no orthonormal basis
for .1f is a Hamel basis. Show that a Hamel basis is uncountable.
I7. Let d ~ I and let J1 be a regular Borel measure on 1R4• Show that L2(J1) is separable.
18. Suppose L2(X,Q,J1) is separable and {E;: ie/} is a collection of pairwise disjoint
subsets of X, E;efl, and 0 < J1(E;) < oo for all i.. Show that I is countable. Can
you allow J1(E;) = oo?
I9. If {he:ff: I h II::;; I} is compact, show that dim .1f < oo.
20. What is the cardinality of a Hamel basis for 12 ?
§5. Isomorphic Hilbert Spaces and the Fourier

Transform for the Circle
Every mathematical theory has its concept of isomorphism. In topology
there is homeomorphism and homotopy equivalence; algebra calls them
isomorphisms. The basic idea is to define a map which preserves the basic
structure of the spaces in the category.
5.1. Definition. If :Ye and %are Hilbert spaces, an isomorphism between :Ye
and % is a linear surjection U: :Ye ~% such that
( Uh, Ug) = (h,g)
for all h, g in ff. In this case :Ye and % are said to be isomorphic.
It is easy to see that if U: :Ye ~% is an isomorphism, then so is U - 1 :

% ~ :Ye. Similar such arguments show that the concept of "isomorphic" is
an equivalence relation on Hilbert spaces. It is also certain that this is the
correct equivalence relation since an inner product is the essential ingredient
for a Hilbert space and isomorphic Hilbert spaces have the "same" inner
product. One might object that completeness is another essential ingredient
in the definition of a Hilbert space. So it is! However, this too is preserved
by an isomorphism. An isometry between metric spaces is a map that preserves
distance.
5.2. Proposition. If V: :Ye ~% is a linear map between Hilbert spaces, then

V is an isometry if and only if ( Vh, V g) = ( h, g) for all h, g in :Ye.
PROOF. Assume ( Vh, Vg)= (h, g) for all h, gin£. Then II Vh 11 2 = ( Vh, Vh) =
( h, h) = II h 11 2 and V is an isometry.
Now assume that V is an isometry. If h,gE£ and A.EIF, then
II h + A.g f = II Vh +A. V g V Using the polar identity on both sides of this
equation gives
II hll 2 + 2 Rei(h,g) + IA.I 2 IIg 11 2 =II Vhll 2 + 2 Rei( Vh, Vg) + 1..11 2 11 Vg 11 2 .
But II Vh II = II h II and II vg II = II g II, so this equation becomes
Rei(h,g) =Rei( Vh, Vg)
for any A. in IF. If IF= IR, take A. = 1. If IF= <C, first take A. = 1 and then take
< <
A.= i to find that h, g) and Vh, Vg) have the same real and imaginary
parts. •
Note that an isometry between metric spaces maps Cauchy sequences into
Cauchy sequences. Thus an isomorphism also preserves completeness. That
is, if an inner product space is isomorphic to a Hilbert space, then it must
be complete.
5.3. Example. Definite S: F-./ 2 by S(oc 1 ,oc 2 , •.. )=(0,a 1 ,oc 2 , ..• ). Then Sis an
isometry that is not surjective.
The preceding example shows that isometries need not be isomorphisms.

A word about terminology. Many call what we call an isomorphism a
unitary operator. We shall define a unitary operator as a linear transformation
U: .1t-+ .1t that is a surjective isometry. That is, a unitary operator is an
isomorphism whose range coincides with its domain. This may seem to be
a minor distinction, and in many ways it is. But experience has taught me
that there is some benefit in making such a distinction, or at least in being
aware of it.
5.4. Theorem. Two Hilbert spaces are isomorphic if and only if they have the
same dimension.
PROOF. If U: .1t-+ f is an isomorphism and iff is a basis for £, then it is
easy to see that Uiff= { Ue: eEtff} is a basis for f . Hence, dim .1t =dim f .
Let .1t be a Hilbert space and let iff be a basis for £. Consider the Hilbert
space F(tff). If hE£, define h: iff-+ IF by h(e) = (h, e). By Parseval's Identity
hEl 2 (tff) and II h II = II h11. Define U: .1t-+ F(tff) by Uh =h. Thus U is linear
and an isometry. It is easy to see that ran U contains all the functions f in
F(tff) such that f(e) = 0 for all but a finite number of e; that is, ran U is dense.
But U, being an isometry, must have closed range. Hence U: .1t-+ /2 (tff) is
an isomorphism.
§5. Isomorphic Hilbert Spaces and the Fourier Transform 21
If ~ is a Hilbert space with a basis ~. ~ is isomorphic to / 2 (~). If

dim Jf =dim.%, tff and ~ have the same cardinality; it is easy to see that
12 ($) and 1 2 (~) must be isomorphic. Therefore Jf and .% are isomorphic .
5.5. Corollary. All separable i'!finite dimensional Hilbert spaces are iso-
•
morphic.
This section concludes with a rather important example of an isomor-
phism, the Fourier transform on the circle.
The proof of the next result can be found as an Exercise on p. 263 of
Conway [1978]. Another proof will be given latter in this book after the
Stone-Weierstrass Theorem is proved. So the reader can choose to assume
this for the moment. Let lD= {zecr: lzl < 1}.
5.6. Theorem. Iff: oD ~ ([ is a continuous function, then there is a sequence

{Pn(z, Z)} of polynomials in z and i such that Pn(z, Z) ~ f(z) uniformly on olD.
Note that if zeolD, i = z- 1 • Thus a polynomial in z and ion olD becomes

a function of the form
k= -m
If we put z = e;8, this becomes a function of the form
Such functions are called trigonometric polynomials.

We can now show that the orthonormal set in Example 4.3 is a basis for
LHO, 2n]. This is a rather important result.
•
5.7. Theorem. Iffor each n in 7L, eit):=(2n)- 112 exp(int), then {en: nelL} is a
basis for LHO, 2n].
PROOF. Let ff = {L~= -nockek: ockecr, n ~ 0}. Then ff is a subalgebra of
Ccc[O, 2n], the algebra of all continuous <C·valued functions on [0, 2n]. Note
that iff eff, f(O) = f(2n). We want to show that the uniform closure of ff
is~ = {! eCcr[O, 2n]: f(O) = f(2n)}. To do this, let f e~ and define F: olD~ ([
by F(e;') = f(t). F is continuous. (Why?) By (5.6) there is a sequence of
polynomials in z and i, {Pn(z,z)}, such that Pn(z,z)~F(z) uniformly on olD.
Thus Pn(ei',e-;')~f(t) uniformly on [0,2n]. But Pn(eil,e-i')eff.
Now the closure of~ in LHO, 2n] is all of LHO, 2n] (Exercise 6). Hence
V {en: nelL}= LHO, 2n] and {en} is thus a basis (4.13). •
Actually, it is usually preferred to normalize the measure on [0, 2n]. That

is, replace dt by (2n)- 1 dt, so that the total measure of [0, 2n] is 1. Now define
e.(t) = exp(int). Hence {e.: nell} is a basis for ~ = L~([O, 2n], (2n)- 1 dt). If
fe~. then
5.8 ](n) = <f, e.) = _1_

2n
J 2
0
" f(t)e- im dt
is called the nth Fourier coefficient off, n in 1l. By (5.7) and (4.13d),
L
00 ~
5.9 f = f(n)e.,
n=- oo
where this infinite series converges to f in the metric defined by the norm
of~. This is called the Fourier series of f. This terminology is classical and
has been adopted for a general Hilbert space.
If ~ is any Hilbert space and ~ is a basis, the scalars { <h, e); eE~} are
called the Fourier coefficients of h (relative to~) and the series in (4.13d) is
called the Fourier expansion of h (relative to ~).
Note that Parseval's Identity applied to (5.9) gives that L:'= _00 I](nW < oo.
This proves a classical result.
5.10. The Riemann-Lebesgue Lemma. Iff ELH0,2n], then J~"f(t)e-;"1 dt-+O

as n-+ ± oo.
Iff eLHO, 2n], then the Fourier series off converges to f in L2 -norm.
It was conjectured by Lusin that the series converges to f almost everywhere.
This was proved in Carleson [1966]. Hunt [1967] showed that if
f eLHO, 2n], 1 < p ~ oo, then the Fourier series also converges to f a.e.
Long before that, Kolmogoroff had furnished an example of a function f in
LHO, 2n] whose Fourier series a.e. does not converge to f.
For f in LHO, 2n], the function ]: 1l-+ ([: is called the Fourier transform
off; the map U: LHO, 2n]-+ l 2 (1l) defined by U f = J is the Fourier transform.
The results obtained so far can be applied to this situation to yield the
following.
5.11. Theorem. The Fourier transform is a linear isometry from LH0,2n]

onto l 2 (1l).
PROOF. Let U: LHO, 2n]-+ l2 (1l) be the Fourier transform. That U maps
L2 = L~ [0, 2n] into l2 (1l) and satisfies II Uf II = II f II is a consequence of
Parseval's Identity. That U is linear is an exercise. If {1X.}El2 (1l) and IX"= 0
for all but a finite number of n, then f = L:'= _oo IX.e.EL2. It is easy to check
that ](n) = IX" for all n, so Uf = {IX.}. Thus ran U is dense in l2(1l). But U is
an isometry, so ran U is closed; hence U is surjective. •
Note that functions in LHO, 2n] can be defined on o[) by letting

f(e; 11 ) = f(O). The ambiguity for (} = 0 and 2n (or e; 11 = 1) might cause us to
pause, but remember that elements of LHO, 2n] are equivalence classes of
functions-not really functions. Since {0, 2n:} has zero measure, there is really
no ambiguity. In this way LH0,2n] can be identified with L~((lD), where
the measure on oD is normalized arc-length measure (normalized so that
the total measure of oD is 1). So LH0,2n] and L~(oD) are (naturally)
isomorphic. Thus, Theorem 5.11 is a theorem about the Fourier transform
of the circle.
The importance of Theorem 5.11 is not the fact that LHO, 2n] and [2 (Z)
are isomorphic, but that the Fourier transform is an isomorphism. The fact
that these two spaces are isomorphic follows from the abstract result that
all separable infinite dimensional Hilbert spaces are isomorphic (5.5).
EXERCISES
2. Define V: L2 (0, oo )--+ L2 (0, oo) by (Vf)(t) = f(t -1) if t > 1 and (Vf)(t) = 0 if t:::::; 1.
Show that V is an isometry that is not surjective.
3. Define V: L2 (R)--+ L2 (R) by (Vf)(t) = f(t- 1) and show that Vis an isomorphism
(a unitary operator).
4. Let Jf be the Hilbert space of Example 1.8 and define U: Jf--+ L2(0, 1) by Uf = f'.
Show that U is an isomorphism and find a formula for U- 1 .
5. Let (X, Q, JI) be a IT-finite measure space and let u: X--+ IF be an !'!-measurable
function such that sup{lu(x)l: xeX} < oo. Show that U: L2 (X,f!,JI)-+L2(X,Q,JI)
defined by U f = uf is an isometry if and only if lu(x)l = 1 a.e. [JI], in which case
U is surjective.
6. Let rt1 = {! eC[O, 2n]: f(O) = f(2n)} and show that rt1 is dense in L2 [0, 2n].
?.Show that {(1/jh), (1/Jn)cosnt, (1/Jn)sinnt: 1:::::;n<oo} is a basis for

L2 [ - n, n].
8. Let (X, Q) be a measurable space and let Jl, v be two IT-finite measures defined on
(X, Q). Suppose v « Jl and ¢ is the Radon-Nikodym derivative of v with respect
to Jl (<fJ=dv/dJI). Define V: L2 (v)-+L2 (JI) by Vf=Jif>f. Show that Vis a
well-defined linear isometry and V is an isomorphism if and only if Jl « v (that is,
Jl and v are mutually absolutely continuous).
9. If Jf and % are Hilbert spaces and U: Jf--+% is a surjective function such that
<U f, Ug) = (f,g) for all vectors f and gin Jf, then U is linear.
§6. The Direct Sum of Hilbert Spaces

Suppose .Yt and X" are Hilbert spaces. We want to define .Yt Ei3 X" so that
it becomes a Hilbert space. This is not a difficult assignment. For any vector
spaces f![ and I!Y, !!{ Ei3 I!Y is defined as the Cartesian product !!{ x I!Y where
the operations are defined on f![ x I!Y coordinatewise. That is, if elements of
!!C(J)!iJJ are defined as {x(J)y: xefl, yeliJ/}, then (x 1 (£Jy 1 )+(x 2 (£JY2)=
(x 1 + x 2 )(£J(y 1 + y2 ), and so on.
6.1. Definition. If :Yf and .Yt are Hilbert spaces, :Yf (£) .Yt = { h (£) k: he:Yf,
kef} and
It must be shown that this defines an inner product on :Yf (J).Yt and that
:Yf (£) .Yt is complete (Exercise).
Now what happens if we want to define :Yf 1 (£) :Yf 2 (£) · · · for a sequence of
Hilbert spaces :Yf 1, :Yf 2 , ••• ? There is a problem about the completeness of
this infinite direct sum, but this can be overcome as follows.
6.2. Proposition. If :Yf 1 , Yf 2 , .•• are Hilbert spaces, let Yf = { (hn):'= 1 : h"EYf"
for all nand :E:'= 1 I h" 11 2 < 00 }. For h = (h") and g = (g") in Yf, define
L (hn,gn).
00
6.3 (h,g) =
n=1
Then <·, ·) is an inner product on Yf and the norm relative to this inner product
is llhll = [:E;'= 1 11hnll 2] 112 • With this inner product Yf is a Hilbert space.
PROOF. If h = (h") and g = (g")EYf, then the CBS inequality implies
:EI (h", g") I:::; L II h" II I g" II :::; (:E II h" II 2 ) 112(:E II g"
11 2 ) 112 < 00. Hence the series
in (6.3) converges absolutely. The remainder of the proof is left to the reader .
•
6.4. Definition. If :Yf 1, Yf 2 , ..• are Hilbert spaces, the space Yf of Proposition
6.2 is called the direct sum of :Yf 1 , Yf 2 ,... and is denoted by
Yf=Yfl(J)Yf2(£J···.
This is part of a more general process. If {Yfi: iei} is a collection of

Hilbert spaces, Yf = (£) {Yfi: iei} is defined as the collection of functions h:
I-+ u {Yfi: iei} such that h(i)EYfi for all i and :E {II h(i) 11 2 : iei} < oo.lf h, ge:Yf,
(h,g)=:E{(h(i), g(i)): iei}; Yf is a Hilbert space.
The main reason for considering direct sums is that they provide a way
of manufacturing operators on Hilbert space. In fact, Hilbert space is a rather
dull subject, except for the fact that there are numerous interesting questions
about the linear operators on them that are as yet unresolved. This subject
is introduced in the next chapter.
EXERCISES
l. Let {(X;,!l;,,u;): iE/} be a collection of measure spaces and define X, !l, and .u as
follows. Let X= the disjoint union of {Xi: iEI} and let !l = {L\ £;X: L\nXiE!li for
all i}. For L\ inn put ,u(L\)=I;;,u;(L\nX;) Show that (X,!l,,u) is a measure space
and L2 (X,!l,,u) is isomorphic to ${e(X;,!l;,,ui): iEI}.
2. Let (X, Q) be a measurable space, let 11 1 ,11 2 be a-finite measures defined on (X, Q),
and put 11 = 11 1 + 11 2 • Show that the map V: e(X,Q,I1)-+L2(X,Q,I1 1 )E£)L2(X,Q,I1 2 )
defined by Vf = f 1 ®f2 , where fi is the equivalence class of L2(X,Q,11i)
corresponding to f, is well defined, linear, and injective. Show that V is an
isomorphism iff 11 1 and 11 2 are mutually singular.
CHAPTER II
Operators on Hilbert Space
A large area of current research interest is centered around the theory of

operators on Hilbert space. Several other chapters in this book will be devoted
to this topic.
There is a marked contrast here between Hilbert spaces and the Banach
spaces that are studied in the next chapter. Essentially all of the information
about the geometry of Hilbert space is contained in the preceding chapter.
The geometry of Banach space lies in darkness and has attracted the attention
of many talented research mathematicians. However, the theory of linear
operators (linear transformations) on a Banach space has very few general
results, whereas Hilbert space operators have an elegant and well-developed
general theory. Indeed, the reason for this dichotomy is related to the opposite
status of the geometric considerations. Questions concerning operators on
Hilbert space don't necessitate or imply any geometric difficulties.
In addition to the fundamentals of operators, this chapter will also present
an interesting application to differential equations in Section 6.

The proof of the next proposition is similar to that of Proposition 1.3.1 and
is left to the reader.
1.1. Proposition. Let Yf and % be Hilbert spaces and A: Yf--+% a linear

transformation. The following statements are equivalent.
(a) A is continuous.
(b) A is continuous at 0.
(c) A is continuous at some point.

(d) There is a constant c > 0 such that II Ah II ~ c II h II for all h in Jf.
As in (1.3.3), if
II All =sup{IIAhll: he.Yf, llhll ~ 1},
then
II A II = sup { II Ah II: II h II = 1}
=sup{ II Ah 11/11 h II :h # 0}
= inf {c > 0: II Ah II ~ c II h II, h in .Yf}.
Also, II Ah II ~ II A II II h 11. II A II is called the norm of A and a linear
transformation with finite norm is called bounded. Let &i(Jf, f) be the set
of bounded linear transformations from Jf into f. For Jf = f,
=
&i(Jf, Jf) 81(Jf). Note that &i(Jf, F)= all the bounded linear functionals
on Jf.
1.2. Proposition. (a) If A and Be81(Jf, f), then A+ Be&i(Jf, f), and
IIA +Ell~ II All+ liB II.
(b) If r:xeJF and Ae&i(Jf, f), then r:xAe&i(Jf, f) and II r:xA II = lrxlll A 11.
(c) If Ae&i(Jf,f)and Be&i(f,.P), thenBAe&i(Jf, .P)and IIBA II~ II Bllll A 11.
PROOF. Only (c) will be proved; the rest of the proof is left to the reader. If
kef, then II Bk II ~ II B 1111 k 11. Hence, if he.Yf, k = Ahef and so
IIBAhll ~ IIBIIIIAhll ~ IIBIIIIAIIIIhll. •
By virtue of preceding proposition, d(A, B)= II A - B II defines a metric on

&i(Jf, f). So it makes sense to consider &i(Jf, f) as a metric space. This
will not be examined closely until later in the book, but later in this chapter
the idea of the convergence of a sequence of operators will be used.
1.3. Example. If dim Jf = n < oo and dim f = m < oo, let {e 1 , ••• , en} be an
orthonormal basis for Jf and let {e1 , ... , em} be an orthonormal basis for
f . It can be shown that every linear transformation from Jf into f is
bounded (Exercise 3). If 1 ~j ~ n, 1 ~ i ~ m, let aii = ( Aei• ei). Then the m x n
matrix (rxii) represents A and every such matrix represents an element of
81(Jf,f).
=
1.4. Example. Let 12 l2 (1N) and let e 1, e2 , ••• be its usual basis. If Ae&~(IZ),
form r:xii = ( Aei, ei). The infinite matrix (r:xi) represents A as finite matrices
represent operators on finite dimensional spaces. However, this representa-
tion has limited value unless the matrix has a special form. One difficulty is
that it is unknown how to find the norm of A in terms of the entries in the
matrix. In fact, if 4 < n < oo, there is no known formula for the norm of an
n x n matrix in terms of its entries. (This restriction on the values of n is due
to our inability to solve polynomial equations of degree greater than 4.) See
28 II. Operators on Hilbert Space
Exercise 11. A sufficient condition for the boundedness of an infinite matrix

that is useful is known. (See Exercise 9.) Another sufficient condition for a
matrix to be bounded can be found on page 61 of Maddox [1980].
1.5. Theorem. Let (X, n, .u) be a a-finite measure space and put
£ = U(X,Q,.u) = L2 (,U). If cjJEL"'(.u), define Mq,: L2 (.u)~L2 (.u) by Mq,f =¢f.
Then Mq,Egg(U(.u)) and IIMq,ll = llc/JIIw
PROOF. Here II ¢II oo is the .u-essential supremum norm. That is,
llc/JIIoo ::inf{sup{l¢(x)l: x¢N}: NEO,.u(N)=O}
= inf {c > 0: .u( {xEX: l¢(x)l > c}) = 0}.
Thus II¢ II oo is the infimum of all c > 0 such that Ic/J(x)l ~ c a.e. [Jl] and,
moreover, I¢(x)l ~ II¢ II oo a.e. [.u]. Thus we can, and do, assume that ¢ is a
bounded measurable function and I¢(x)l ~ II¢ II ro for all x. So iff EL2 (.u), then
fl¢fl 2 d.u~ II¢11~Jifl 2 d.u. That is, Mq,E[Jg(L2 (.u)) and IIMq,ll ~ llc/JIIoo· If
£ > 0, the a-finiteness of the measure space implies that there is a set .1 in
n, 0 < .u(-1) < oo, such that I¢(x) I ;;:;: II¢ II oo -~:on .1. (Why?) Iff= (.u(-1))- 112 XA,
then fEL 2 (.U) and llfll 2 =1. So IIMq,ll 2 ?::11¢fll~=(.u(.1))- 1 ftil¢1 2 d.u?::
(llc/JIIoo -£) 2 • Letting £~0, we get that IIMq,ll?:: llc/JIIoo· •
The operator M q, is called a multiplication operator. The function ¢ is its

symbol.
If the measure space (X, n, .u) is not a-finite, then the conclusion of
Theorem 1.5 is not necessarily valid. Indeed, let Q = the Borel subsets of
[0, 1] and define .u on Q by .u(-1) =the Lebesgue measure of .1 if 0¢.1 and
.u(-1) = oo if OE-1. This measure has an infinite atom at 0 and, therefore, is
not a-finite. Let ¢ = X{o)· Then c/JEL (,U) and II¢ II oo = 1. Iff EL2 (.u), then
00
oo > J If 12 d.u;;:;: If(OW .u( {0} ). Hence every function in L2 (.u) vanishes at 0.
Therefore Mq, = 0 and II Mq, II< II¢ II oo·
There are more general measure spaces for which (1.5) is valid-the
decomposable measure spaces (see Kelley [1966]).
1.6. Theorem. Let (X, n, .u) be a measure space and suppose k: X x X~ 1F is

an Q X Q-measurablefunctionjor which there are constants C 1 and c 2 such that
L lk(x,y)ld.u(y) ~c 1 a.e.[.u],
L lk(x,y)ld.u(x) ~c 2 a.e.[.u].
If K: L2 (.u) ~ U(.u) is defined by
(Kf)(x) =I k(x, y)f(y)d.u(y),
then K is a bounded linear operator and IlK II ~(c 1 c 2 ) 112 •

PROOF. Actually it must be shown that Kf EL2 (J1), but this will follow from
the argument that demonstrates the boundedness of K. Iff EL2 (J1),
!Kf(x)! ~ f!k(x,y)!l.f(y)!dJ1(Y)
= f1 k(x, y)/ 112 1k(x, y) !112 1f(y)! dJ1(y)
~ [ f!k(x,y)!dJ1(y) J/l f!k(x,y)!l.f(yW dJ1(y) J

12
~ c~ 12 [ J1 k(x, y)!l.f(y)/ 2 dJ1(y) J

112
.
Hence
f1Kf(xWdJ1(x) ~ c1 I f!k(x,y)!lf(yWdJ1(Y)dJ1(x)
= C1 fl.f(yW flk(x,y)!d,u(x)dJ1(Y)
~ ClC21i.fll 2.
Now this shows that the formula used to define K.fis finite a. e. [,u], K.f E L2(,u),
and II K.f 11 2 ~ C 1c2ll.f 11 2. •
The operator described above is called an integral operator and the

function k is called its kernel. There are conditions on the kernel other than
the one in (1.6) that will imply that K is bounded.
A particular example of an integral operator is the Volterra operator
defined below.
1.7. Example. Let k: [0, 1] x [0, 1] -> 1R be the characteristic function of

{(x,y): y < x}. The corresponding operator V: e(O, l)->L2 (0, 1) defined by
Vf(x) = J~k(x,y)f(y)dy is called the Volterra operator. Note that
Vf(x) =I: f(y)dy.
Another example of an operator was defined in Example 1.5.3. The

nonsurjective isometry defined there is called the unilateral shift. It will be
studied in more detail later in this book. Note that any isometry is a bounded
operator with norm l.
EXERCISES
I. Prove Proposition 1.1.
2. Prove Proposition 1.2.
3. Suppose {e 1, e 2 , ••• ,} is an orthonormal basis for Jlf and for each n there is a
vector A e. in Jlf such that L II Ae. II < oo. Show that A has an unique extension
to a bounded operator on Jlf.
4. Proposition 1.2 says that d(A, B)= II A- B II is a metric on BI(Jif, $"). Show
that BI(Jif, Jf") is complete relative to this metric.
5. Show that a multiplication operator M., (1.5) satisfies M~ = M., if and only if¢>
is a characteristic function.
6. Let (X,!l,~t) be a a-finite measure space and let k 1 ,k 2 be two kernels satisfying
the hypothesis of (1.6). Define
k: X x X ->IF by k(x,y) = fk 1(x,z)kAz,y)d~t(z).

(a) Show that k also satisfies the hypothesis of (1.6). (b) If K, K 1 , K 2 are the
integral operators with kernels k,kt-k 2 , show that K=K 1 K 2 • What does this
remind you of? Is more going on than an analogy?
7. If (X,!l,~t) is a measure space and keL2 (~t x ~t), show that k defines a bounded
integral operator.
8. Let {e.} be the usual basis for 12 and let {IX.} be a sequence of scalars. Show that
there is a bounded operator A on 12 such that Ae. = IX.e. for all n if and only if
{IX.} is uniformly bounded, in which case II A II= sup {I IX. I: n ~ 1}. This type of
operator is called a diagonal operator or is said to be diagonalizable.
9. (Schur test) Let {IX;J ~= 1 be an infinite matrix such that IXii ~ 0 for all i,j and
such that there are scalars P; > 0 and p, }' > 0 with
00
L IXijPi ~ ppj,
i=l
00
L IXijpj~}'P;
j= I
for all i,j ~ 1. Show that there is an operator A on I2(1N) with <Aei, e;) = IX;i and
II A liz ~py.
10. (Hilbert matrix) Show that (Aei,e;)=(i+j+l)- 1 for O~i,j<oo defines a
bounded operator on 12(N v {0}) with IIA II ~ n. (See also Choi [ 1983] and
RedhetTer and Volkmann [1983].)
11. If A=[: : J put IX= [lal 2 + IW + lcl 2 + ldi 2 Jl 12 and show that II A II =
!(1X 2 + J 1X4 - 4£'J2), where £5 2 = det A* A.

12. (Direct sum of operators) Let {Jlf;} be a collection of Hilbert spaces and let
Jlf = E9;Jif;. Suppose A;eBI(Jif;) for all i. Show that there is a bounded operator
A on .Yf such that AI.Yf; =A; for all i if and only if sup; II A;ll < oo. In this case,
II A II= sup; II A; 11. The operator A is called the direct sum of the operators {A;}
and is denoted by A= ffi;A;.
13. (Bari [1951]) Call a sequence of vectors{!.} in a Hilbert space Jf a Bessel sequence
if L I< f,f.) 12 < oo for every fin Jf. Show that a sequence {!.} of vectors in Jf
is a Bessel sequence if and only if the infinite matrix ( <fmJ.)) defines a bounded
operator on /2 • (Also see Shapiro and Shields [1961], p. 524.)
§2. The Adjoint of an Operator

2.1. Definition. If :tf and .1l are Hilbert spaces, a function u: :tf x .1[-+ F'
is a sesquilinear form if for h, g in :tf, k, fin .1l, and ex, f3 in F',
(a) u(cxh + f3g, k) = cxu(h, k) + f3u(g, k);
(b) u(h,rxk + f3f) = iiu(h,k) + fJu(h,f).
The prefix "sesqui" is used because the function is linear in one variable
but (for F' = <C) only conjugate linear in the other. ("Sesqui" means
"one-and-a -half.")
A sesquilinear form is bounded if there is a constant M such that
lu(h, k)l ~ M I h 1111 k II for all h in :tf and k in %. The constant M is called
a bound for u.
Sesquilinear forms are used to study operators. If AE8l(:tf, %), then
u(h, k) = ( Ah, k) is a bounded sesquilinear form. Also, if BE8l(:Yl, £),
u(h, k) = ( h, Bk) is a bounded sesquilinear form. Are there any more? Are
these two forms related?
2.2. Theorem. If u: :tf x .1[-+ F' is a bounded sesquilinear form with bound M,
then there are unique operators A in 81(£, %) and B in 81(%, :tf) such that
2.3 u(h,k) = (Ah,k) = (h,Bk)
for all h in :tt and k in .1l and I A II, I B II ~ M.
PROOF. Only the existence of A will be shown. For each h in :tf, define Lh:
.1l-+ F' by Lh(k) = u(h, k). Then Lh is linear and ILh(k) I ~ M I h I II k 11. By the
Riesz Representation Theorem there is a unique vector f in .1l such
that( k,f) = Lh(k) = u(h, k) and II f I ~ M II h 11. Let Ah =f. It is left as an
exercise to show that A is linear (use the uniqueness part of the Riesz
-- --
Theorem). Also, ( Ah, k) = ( k, Ah) = (k,f) = u(h, k).
If A 1 E81(:tf, :Yl) and u(h, k) = (A 1 h, k ), then (Ah-A 1 h, k) = 0 for all k;
thus Ah - A 1 h = 0 for all h. Thus, A is unique. •
2.4. Definition. If A E8l(:tf, %), then the unique operator B in 81(%, £)

satisfying (2.3) is called the adjoint of A and is denoted by B =A*.
The adjoint of an operator will usually be used for operators in 81(£),
rather than 81(£, %). There is one notable exception.
2.5. Proposition. If U eei(Jl', %), then U is an isomorphism if and only if U

is invertible and U- 1 = U*.
PROOF. Exercise.
From now on we will examine and prove results for the adjoint of operators
in ei(Jl'). Often, as in the next proposition, there are analogous results for
the adjoint of operators in YI(Jl', %). This simplification is justified, however,
by the cleaner statements that result. Also, the interested reader will have
no trouble formulating the more general statement when it is needed.
2.6. Proposition. If A, Beei(Jl') and tXeF, then:

(a) (tXA +B)*= aA* + B*.
(b) (AB)* = B* A*.
(c) A**= (A*)*= A.
(d) If A is invertible in YI(Jl') and A - 1 is its inverse, then A* is invertible and
(A*)-1 =(A-1)*.
The proof of the preceding proposition is left as an exercise, but a word

about part (d) might be helpful. The hypothesis that A is invertible in ei(Jl')
means that there is an operator A - 1 in ei(Jl') such that AA - 1 =A - 1A =I.
It is a remarkable fact that if A is only assumed to be bijective, then A is
invertible in ei(Jl'). This is a consequence of the Open Mapping Theorem,
which will be proved later.
2.7. Proposition. If Aeei(Jl'), IIAII = IIA*II = IIA*Aii 112 •
PROOF. For h in Jl', llhll~l. 11Ahii 2 =(Ah,Ah)=(A*Ah,h)~

IIA*Ahllllhll ~II A* A II~ II A* I IIA 11. Hence IIA 1 2 ~ IIA*A II~ I A* IIIlA 11.
Using the two ends of this string of inequalities gives II A II ~II A* II when
II A II is cancelled. But A = A** and so if A* is substituted for A, we get
II A* II~ II A** II= II A 11. Hence I A II= II A* 11. Thus the string of inequalities
becomes a string of equalities and the proof is complete. •
2.8. Example. Let (X,Q,Jl) be a a-finite measure space and let M.p be the
multiplication operator with sy!!lbol <jJ (1.5). Then M; is M;p, the multi-
plication operator with symbol </J.
If an operator on F" is presented by a matrix, then its adjoint is represented

by the conjuagate transpose of the matrix.
2.9. Example. If K is the integral operator with kernel k as in (1.6), then K*

is the integral operator with kernel k*(x, y) = k(y, x).
2.10. Proposition. If S: 12 - f2 is defined by S(tX 1, tX 2 , ...) = (0, tX 1 , a 2 , ... ), then

S is an isometry and S*(tX 1, tX 2 , ...) = (a 2 , a 3 , ...).
PROOF. It has already been mentioned that S is an isometry (1.5.3). For (a.)
and (/3.) in 12 , (S*(a.), (/3.)) =((a.), S(/3.)) = ((a 1,a 2 , ... ), (0,/3 1 ,/3 2 , ... )) =
a2lf1 + rx3lf2 + ... = ((rx 2 ,1X 3 , ... ), (/3 1,/3 2 , ... )). Since this holds for every (/3.),
the result is proved. •
The operator S in (2.10) is called the unilateral shift and the operator S*
is called the backward shift.
The operation of taking the adjoint of an operator is, as the reader may
have seen from the examples above, analogous to taking the conjugate of a
complex number. It is good to keep the analogy in mind, but do not become
too religious about it.
2.11. Definition. If AE~(£'), then: (a) is hermitian or self-adjoint if A*= A;

(b) A is normal if AA* =A* A.
In the analogy between the adjoint and the complex conjugate, hermitian
operators become the analogues of real numbers and, by (2.5), unitaries are
the analogues of complex numbers of modulus 1. Normal operators, as we
shall see, are the true analogues of complex numbers. Notice that hermitian
and unitary operators are normal.
In light of (2.8), every multiplication operator Mq, is normal; Mq, is
hermitian if and only if 4> is real-valued; Mq, is unitary if and only if 14>1 = 1
a.e. [Ill By (2.9), an integral operator K with kernel k is hermitian if and only
if k(x, y) = k(y, x) a.e. [/l x Ill The unilateral shift is not normal (Exercise 6).
2.12. Proposition. if£' is a Cf_-Hilbert space and AE~(£'), then A is hermitian

if and only if< Ah, h) EIR for all h in £'.
PROOF. If A= A*, then (Ah, h)= (h, Ah) = (Ah,h); hence (Ah, h)EJR..
For the converse, assume (Ah,h) is real for every h in£'. If rxECf_ and
h,gE£', then (A(h + rxg), h + ag) = (Ah, h)+ &(Ah, g)+ rx(Ag, h)+
<
lrx 12 Ag, g )EIR. So this expression equals its complex conjugate. Using the
< <
fact that Ah, h >and Ag, g )EIR yields
a(Ag,h) + &(Ah,g) = + rx(g, Ah)
&(h, Ag)
= a.(A*h,g) + a(A*g,h).
By first taking IX= 1 and then a= i, we obtain the two equations
(Ag,h) + (Ah,g) = (A*h,g) + (A*g,h),
i(Ag,h)- i(Ah,g) =- i(A*h,g) + i(A*g,h).
A little arithmetic implies <Ag, h)= (A*g, h), so A= A*. •
The preceding proposition is false if it is only assumed that £' is an
IR-Hilbert space. For example, if A = [
-1 0
J
0 1 on JR 2 , then <Ah, h) = 0 for
all h in R. 2 • However, A* is the transpose of A and so A*# A. Indeed, for

any operator A on an R.-Hilbert space, (Ah,g)eR..
2.13. Proposition. If A= A*, then

IIAII =sup{I(Ah,h)l: llhll =I}.
PROOF. Put M = sup{I(Ah, h)l: II h II= I}. If II h II= 1, then I(Ah, h)l ~II A II;
hence M ~ II A 11. On the other hand, if II h II = II g II = 1, then
(A(h ±g), h ±g)= (Ah, h)± (Ah,g) ± (Ag, h)+ (Ag,g)
= (Ah,h) ± (Ah,g) ± (g,A*h) + (Ag,g).
Since A = A*, this implies
( A(h ±g), h ±g) = ( Ah, h) ± 2 Re ( Ah, g) + ( Ag, g).
Subtracting one of these two equations from the other gives
4 Re (Ah,g) = (A(h + g),h +g)- (A(h- g),h- g).
Now it is easy to verify that I(Af,f)l ~Mil! 11 2 for any fin :Ye. Hence using
the parallelogram law we get
4Re (Ah,g) ~ M(ll h + g 11 2 + llh- gll 2 )
=2M(IIhll 2 + llgll 2 )
=4M
since h andg are unit vectors. Now suppose (Ah,g) = ei 6 I(Ah,g)j. Replacing
h in the inequality above with e- ;eh gives I( Ah, g) I ~ M if II h II = II g II = 1.
Taking the supremum over all g gives II Ah II ~ M when II h II = 1. Thus
IIAII~M. •
2.14. Corollary. If A = A* and ( Ah, h) = 0 for all h, then A = 0.
The preceding corollary is not true unless A= A*, as the example given
after Proposition 2.12 shows. However, if a complex Hilbert space is present,
this hypothesis can be deleted.
2.15. Proposition. If :Ye is a cr.-Hilbert space and Ae.1l(:Ye) such that

( Ah, h) = 0 for all h in :Ye, then A = 0.
The proof of (2.15) is left to the reader.

If :Ye is a cr.-Hilbert space and Ae.si(:Ye), then B =(A+ A*)/2 and
C =(A- A*)j2i are self-adjoint and A= B + iC. The operators Band Care
called, respectively, the real and imaginary parts of A.
2.16. Proposition. If A e.si(:Ye), the following statement are equivalent.

(a) A is normal.
(b) II Ah II= II A*h II for all h.

If£ is a <r-Hilbert space, then these statements are also equivalent to:
(c) The real and imaginary parts of A commute.
PROOF. If hE£, then IIAhll 2 -IIA*hll 2 = (Ah,Ah)- (A*h,A*h) =

((A* A- AA*)h, h). Since A* A- AA* is hermitian, the equivalence of(a) and
(b) follows from Corollary 2.14.
If B, C are real and imaginary parts of A, then a calculation yields
A* A = B 2 - iCB + iBC + C 2 ,
AA* = B 2 + iCB- iBC + C 2 •
Hence A* A = AA * if and only if CB = BC, and so (a) and (c) are equivalent.
•
2.17. Proposition. If A E81(£), the following statements are equivalent.
(a) A is an isometry.
(b) A*A=I.
(c) (Ah,Ag) = (h,g) for all h,g in£.
PROOF. The proof that (a) and (c) are equivalent was seen in Proposition 1.5.2.
Note that if h,gE£, then (A*Ah,g) = (Ah,Ag). Hence (b) and (c) are easily
seen to be equivalent. •
2.18. Proposition. If AE81(£), then the following statements are equivalent.

(a) A*A=AA*=I.
(b) A is unitary. (That is, A is a surjective isometry.)
(c) A is a normal isometry.
PROOF. (a)=>(b): Proposition 1.5.2.
(b)=> (c): By (2.17), A* A = I. But it is easy to see that the fact that A is a
surjective isometry implies that A - 1 is also. Hence by (2.17) I= (A - 1 )* A - 1 =
(A*)- 1 A - 1 = (AA*)-I; this implies that A* A= AA* =I.
(c)=>(a): By (2.17), A*A =I. Since A is also normal, AA* = A*A =I and
so A is surjective. •
We conclude with a very important, though easily proved, result.
2.19. Theorem. If AE81(£), then ker A= (ran A*)1..

PROOF. If hEkerA and gE£, then (h,A*g)=(Ah,g)=O, so kerA£:
(ranA*)1.. On the other hand, if hl.ranA* and gE£, then (Ah,g) =
(h, A*g) = 0; so (ran A*)l. £: ker A. •
Two facts should be noted. Since A**= A, it also holds that ker A*=
(ranA)1.. Second, it is not true that (ker A)J. =ran A* since ran A* may not
be closed. All that can be said IS that (ker A).L = cl(ran A*) and
(ker A*).L = cl(ran A).
EXERCISES
3. Verify the statement in Example 2.8.
5. Find the adjoint of a diagonal operator (Exercise 1.8).
6. Let S be the unilateral shift and compute SS* and S* S. Also compute S" S*" and
S*"S".
7. Compute the adjoint of the Volterra operator V (1.7) and V + V*. What is
ran(V + V*)?
8. Where was the hypothesis that Jf is a Hilbert space over CC used in the proof
of Proposition 2.12?
9. Suppose A = B + iC, where B and C are hermitian and prove that B =
(A+ A*)/2, C =(A- A*)/2i.
11. If A and B are self-adjoint, show that AB is self-adjoint if and only if AB = BA.
12. Let l::'=oiX•z" be a power series with radius of convergence R, 0 < R::::;; oo. If
Ae86'(Jf) and I A II< R, show that there is an operator Tin 86'(£') such that for
any h,g in Jf, <Th,g)=L.;'= 0 1X.<A"h,g). [If f(z)=L,IX.z", the operator Tis
usually denoted by /(A).]
13. Let A and T be as in Exercise 12 and show that II T- L.: = 0 IXkAk II -+ 0 as n-+ oo.
If BA = AB, show that BT = TB.
14. Ifj(z)=expz=L.;'= 0 z"/n! and A is hermitian, show thatf(iA) is unitary.
15. If A is a normal operator on Jf, show that A is injective if and only if A has
dense range. Give an example of an operator B such that kerB = (0) but ran B
is not dense. Give an example of an operator C such that C is surjective but
kerC =1=(0).
16. Let M"' be a multiplication operator (1.5) and show that ker M"' = 0 if and only
if J1( {x: if>(x) = 0}) = 0. Give necessary and sufficient conditions on if> that ran M"'
be closed.
§3. Projections and Idempotents; Invariant and

Reducing Subspaces
3.1. Definition. An idempotent on :Yf is a bounded linear operator E on :Yf
such that E2 =E. A projection is an idempotent P such that ker P =(ran P).L.
If A~ Yf, then P« is a projection (Theorem 1.2.7). It is not difficult to

construct an idempotent that is not a projection (Exercise 1).
Let E be any idempotent and set A = ran E and JV = ker E. Since E is
continuous, JV is a closed subspace of Yf. Notice that (I - E) 2 = I- 2E + E 2 =
I- 2E + E =I - E; thus I-E is also an idempotent. Also, 0 =(I- E)h =
h - Eh, if and only if Eh = h. So ran E 2 ker(J - E). On the other hand, if
hE ran E, h = Eg and so Eh = E 2 g = Eg = h; hence ran E = ker(/- E).
Similarly, ran(/- E)= ker E. These facts are recorded here.
3.2. Proposition. (a) E is an idempotent if and only if I-E is an idempotent.

(b) ran E = ker(/- E), ker E =ran(/- E), and both ran E and ker E are closed
linear subspaces of Yf. (c) If A= ran E and JV = ker E, then A nJV = (0)
and ..H +.AI= .1f.
The proof of part (c) is left as an exercise. There is also a converse to (c).
If A, JV ~ Yf, An JV = (0), and A+ JV = Yf, then there is an idempotent
E such that j { =ran E and JV = ker E; moreover, E is unique. The difficult
part in proving this converse is to show that E is bounded. The same fact is
true in more generality (for Banach spaces) and so this proof will be
postponed.
Now we turn our attention to projections, which are peculiar to Hilbert
space.
3.3. Proposition. If E is an idempotent on Yf and E =f. 0, the following statements

are equivalent.
(a) E is a projection.
(b) E is the orthogonal projection of Yf onto ran E.
(c) II Ell= l.
(d) E is hermitian.
(e) E is normal.
(f) ( Eh, h) ~ 0 for all h in Yf.
PROOF. (a)=>(b): Let A= ran E and P = P.H· If hE£, Ph= the unique vector
in A such that h- PhEAj_ =(ran E)j_ = ker E by (a). But h- Eh =(I- E)hE
ker E. Hence Eh = Ph by uniqueness.
(b)=>(c): By (1.2.7), II E II~ l. But Eh = h for h in ran E, so II E II= 1.
(c)=>(a): Let hE(ker E)j_. Now ran(/- E)= ker E, soh- EhEker E. Hence
0 = <h - Eh, h) = II h 11 2 - <Eh, h). Hence II h 11 2 = <Eh, h) ~ II Eh II II h II ~
llhll 2 . So for h in (kerE)\ IIEhll=llhii=(Eh,h) 112 • But then for h
in (ker E) j_,
II h - Eh 11 2 = II h 11 2 - 2 Re <Eh, h) + II Eh 11 2 = 0.
That is, (ker E)j_ 5; ker(I- E)= ran E. On the other hand, if gEran E,
g=g 1 +g 2 , where g 1 EkerE and g 2 E(kerE)j_. Thus g=Eg=Eg 2 =g 2 ; that
is, ran E 5; (ker E)j_. Therefore ran E = (ker E)j_ and E is a projection.
(b)=>(f): If hE£, write h=h 1 +h 2 , h 1 EranE, h 2 EkerE=(ranE).l. Hence

( Eh, h)= (E(h 1 + h2 ), h 1 + h2 ) = ( Eh 1 , h 1 ) = ( h 1 , h 1 ) = II h 1 11 2 ~ 0.
(f)=>(a): Let h 1 EranE and h 2 EkerE. Then by (f), O~(E(h 1 +h 2 ),
h 1 +h 2 )=(h 1 ,h 1 )+(h 1 ,h 2 ). Hence -llh 1 ll 2 ~(h 1 ,h 2 ) for all h 1 in
ran E and h2 in ker E. If there are such h 1 and h2 with ( h 1 , h2 ) = ri i= 0, then
substituting k 2 = - 2et- 1 ll h 1 11 2 h 2 for h2 in this inequality, we obtain
-II h 1 1 2 ~ -211 h 1 11 2 , a contradiction. Hence (h 1 , h 2 ) = 0 whenever
h 1 Eran E and h 2 Eker E. That is, Eisa projection.
(a)=>(d): Let h, gE£' and put h = h 1 + h2 and g = g 1 + g 2 , where
h 1,g 1 EranE and h 2 ,g 2 EkerE=(ranE).l. Hence (Eh,g)=(h 1,g 1 ). Also,
(E*h,g) = (h, Eg) = (h 1,g 1 ) = (Eh,g). Thus E = E*.
(d)=>(e): clear.
(e) =>(a): By (2.16), II Eh II = II E*h II for every h. Hence ker E = ker E*. But
by (2.19), ker E* =(ran E).l, so E is a projection. •
Note that by part (b) of the preceding proposition, if E is a projection

and A= ran E, then E = P.lf·
Let P be a projection with ran P = A and ker P = JV. So both A and
JV are closed subspaces of £' and, hence, are also Hilbert spaces. As in
(1.6.1 ), we can form A EB %. If U: A EB JV .--.£'is defined by U(h EB g)= h + g
for h in A and g in JV, then it is easy to see that U is an isomorphism.
Making this identification, we will often write £' = A EB JV.
More generally, the following will be used.
3.4. Definition. If {A;} is a collection of pairwise orthogonal subs paces of

£', then
EB;A; =
V ;A;.
If A and JV are two closed linear subspaces of £', then
A 8% =A nJV.i.
This is called the orthogonal difference of A and JV.
Note that if A, JV ~ £' and A 1_ JV, then A+ JV is closed. (Why?)
Hence A EB JV =A+ JV. The same is true, of course, for any finite collection
of pairwise orthogonal subspaces but not for infinite collections.
3.5. Definition. If A E81J(Jf') and A~£', say that A is an invariant subspace

for A if AhE.A whenever hE A. In other words, if AA <;;A. Say that A is
a reducing subspace for A if AA <;; A and AA .l <;; A .1.
If Jl ~ £', then £'=A~ A .1. If AE81J(Jf'), then A can be written as a

2 x 2 matrix with operator entries,
3.6 A=[; ~l
where WE81J(A), XE!!J(Jt.l,A), YE81J(A,A.l), and ZE!!J(A.i).
3.7. Proposition. If A EBi(Jr), .A~ Jr, and P = P .Jt. then statements (a) through
(c) are equivalent.
(a) .A is invariant for A.
(b) PAP= AP.
(c) In (3.6), Y = 0.
Also, statements (d) through (g) are equivalent.
(d) .A reduces A.
(e) PA = AP.
(f) In (3.6), Y and X are 0.
(g) .A is invariant for both A and A*.
PROOF. (a)=>(b): If hEJr, PhEvll. So APhEvll. Hence, P(APh) = APh. That
is, PAP=AP.
(b)=>(c): If P is represented as a 2 x 2 operator matrix relative to
Jr =.A (f) .A 1., then
P=[~ ~l
Hence,
PAP=[~ ~]=AP=[~ ~l
So Y=O.
(c)=>(a): If Y = 0 and hE.A, then
(d)=>(e): Since both .A and .AJ. are invariant for A, (b) implies that
AP =PAP and A(I- P) = (1- P)A(I- P). Multiplying this second equation
gives A - AP = A - AP- P A + PAP. Thus P A =PAP= AP.
(e)=> (f): Exercise.
(f)=>(g): If X= Y = 0, then
A = [: ~ J and A* = [ ~* ;. J.
By (c), .A is invariant for both A and A*.
(g)=>(d): If hE.AJ. and gE.A, then (g, Ah) = (A*g, h)= 0 since A*gE.A.
Since g was an arbitrary vector in .A, AhEvll 1.. That is, AM J. ~ vH 1.. •
If .A reduces A, then X = Y = 0 in (3.6). This says that a study of A is

reduced to the study of the smaller operators W and Z. This is the reason
for the terminology.
If A EBi(Jr) and .A is an invariant subspace for A, then A I.A is used to
denote the restriction of A to .A. That is, A I.A is the operator on .A defined
by(AI,Jt)h = Ah whenever hEA. Note that AIAE86'(A)and II AlA II :S; II A 11-

Also, if A is invariant for A and A has the representation (3.6) with Y = 0,
then W =AlA.
EXERCISES
=
I. Let .ff be the two-dimensional real Hilbert space .R2 , let .41 {(x,O)ER 2 : xER}
and let A"= { (x, xtan 0): xER}, where 0 < l:l < !n. Find a formula for the
idempotent E0 with ran E0 = .41 and ker E0 = %. Show that II E0 II =(sin l:l)- 1 .
2. Prove Proposition 3.2 (c).
3. Let{~#;: iEI} be a collection of closed subspaces of Jf and show that n{Jt/":
iEI} = [ V {.41;: iEI} F and [n {.41;: iEI} F = V {.41/·: iEI}.
4. Let P and Q be projections. Show: (a) P + Q is a projection if and only if
ran P .l ran Q. If P + Q is a projection, then ran(P + Q) =ran P +ran Q and
ker(P + Q) = ker P n ker Q. (b) PQ is a projection if and only if PQ = QP. If PQ
is a projection, then ran PQ = ran P n ran Q and ker PQ = ker P + ker Q.
5. Generalize Exercise 4 as follows. Suppose {.41;: iEI} is a collection of subspaces
of £ such that .41; .l.411 if i ¥= }. Let P; be the projection of .ff onto .41; and
show that for all h in ff,L_{P;h: iEI} converges to Ph, where Pis the projection
of£ onto V {.4/;:iEl}.
6. If P and Q are projections, then the following statements are equivalent. (a) P- Q
is a projection. (b) ran Q s; ran P. (c) PQ = Q. (d) QP = Q. If P- Q is a projection,
then ran(P- Q) =(ran P) 8 (ran Q) and ker(P- Q) =ran Q + ker P.
7. Let P and Q be projections. Show that PQ = QP if and only if P + Q- PQ is a
projection. If this is the case, then ran(P + Q- PQ) =ran P +ran Q and
ker(P + Q- PQ) = ker PnkerQ.
8. Give an example of two noncommuting projections.
9. Let AE86'(.ff) and let %=graph As;JfEjJ£. That is, fi={hEBAh: hE£}.
Because A is continuous and linear, % ::::; .ff EB .ff. Let .41 = Jf EB (0)::::; Jf EB .ff.
Prove the following statements. (a) Jt n AI = (0) if and only if ker A = (0).
(b) .eft+ Y is dense in .#' EB Jf if and only if ran A is dense in ff.
(c) J/t + .t · = Yf EB ff if and only if A is surjective.
10. Find two closed linear subspaces ult, A" of an infinite dimensional Hilbert space
ff such that .41 n% = (0) and .41 +% is dense in .ff, but .41 + A" ¥= Jf.
II. Define A: 12 (Z)-+1 2 (Z) by A( ... ,IX_ 1 ,& 0 ,1X 1, ••. )=( ... ,&_ 1 ,1X 0 ,1X 1 , ••• ), where sits
A
above the coefficient in the 0-place. Find an invariant subspace of A that does
not reduce A. This operator is called the bilateral shift.
12. Let Jl=Area measure on [)=:{zEd:: lz\<1} and define A: L2 (J1)-+L2(J1) by
(Af)(z) = zf(z) for jzj < I and fin e(Jl). Find a nontrivial reducing subspace for
A and an invariant subspace that does not reduce A.
§4. Compact Operators

It turns out that most of the statements about linear transformations on
finite dimensional spaces have nice generalizations to a certain class of
operators on infinite dimensional spaces-namely, to the compact operators,
Let ball .Yf denote the closed unit ball in .Yf.
4.1. Definition. A linear transformation T: .Yf--+% is compact if T(ball .Yf)

has compact closure in %. The set of compact operators from .Yf into %
is denoted by f!l 0 (.Yf, %), and f11 0 (.Yf) = f!l 0 (.Yf, .Yf).
4.2. Proposition. (a) f!l 0 (.Yf, %) s;: f!l(.Yf, %).

(b) P4 0 (Yf, f) is a linear space and if { Tn} s;: f!l 0 (.Yf, f) and TEffl(.Yf, f) such
that II Tn- T II-+ 0, then T Ef11 0 (.Yf, %).
(c) If AEPA(.Yf), BEffl(f), and TEP4 0 (.Yf,f), then TA and BTEP4 0 (.Yf,f).
PROOF. (a) If TEf!l 0 (.Yf,f), then cl[T(ball .Yf)] is compact in f . Hence
there is a constant C > 0 such that T(ball .Yf) s;: {kEf: II k II ~ C}. Thus
II Til ~c.
(b) It is left to the reader to show that P4 0 (.Yf, f) is a linear space. For
the second part of (b), it will be shown that T(ball .Yf) is totally bounded.
Since f is a complete metric space, this is equivalent to showing that
T(ball .Yf) has compact closure. Let e > 0 and choose n such that
II T- Tn II < e/3. Since Tn is compact, there are vectors h1, .•. , hm in ball .Yf
such that Tn(ball .Yf) s;: Uj= 1 B(Tnhi; e/3). So if I h II ~ 1, there is an hi with
I Tnhi- Tnh I < e/3. Thus
II Thi- Th II ~ II Thi- Tnhj II + II Tnhj- Tnh II + II Tnh- Th II
< 211 T - T" II + e/3
<e.
Hence T(ball .Yf) s;: Uj= 1 B(Thi;e).
The proof of (c) is left to the reader.
•
4.3. Definition. An operator T on .Yf has finite rank if ran T is finite
dimensional. The set of continuous finite rank operators is denoted by
fAoo(.Yf, f); ffloo(.Yf) = fAoo(.Yf, .Yf).
It is easy to see that f11 00 (.Yf, f) is a linear space and P4 00 (.Yf, f) s;:
P4 0 (.Yf, f) (Exercise 2). Before giving other examples of compact operators,
however, the next result should be proved.
4.4. Theorem. If TEf!l(Yf, f), the following statements are equivalent.

(a) T is compact.
(b) T* is compact.
(c) There is a sequence {Tn} ofoperators offinite rank such that II T- Tn II-+ 0.
PROOF. (c):;.(a): This is immediate from (4.2b) and the fact that
~oo(.Yf', .Jt'") £ ~o(.Yf', .Jt'").
(a) :;.(c): Since cl [ T(ball Jff')] is compact, it is separable. Therefore
cl(ran T) = 2 is a separable subspace of .Jf". Let {e 1 , e2 , .•. } be a basis for
2 and let P,. be the orthogonal projection of .Jf" onto V {e/ 1:::;; j:::;; n}. Put
T,. = P,. T; note that each T,. has finite rank. It will be shown that II T,.- T II -t 0,
but first we prove the following:
Claim. If hEJff', II T,.h- Th II -tO.

In fact, k=ThE2, so IIP,.k-kll-tO by (1.4.13d) and (1.4.7). That is,
II P,. Th - Th II -t 0 and
the claim is proved.
Since T is compact, if e > 0, there are vectors h 1, •.• , hm in ball Jff such
that T(ball Jff')£U7= 1 B(Thi;e/3). So if llhll::;;1, choose hi with
II Th- Thi I < e/3. Thus for any integer n,
II Th- T,.h II :::;; I Th- Thj I + I Thj- T,.hj I + I p ,.(Thj- Th) I

:::;; 2 II Th- Thi I + II Thi- T,.hi II
:::;; 2e/3 + I Thi- T,.hi II.
Using the claim we can find an integer n0 such that I Thi- T,.hi II < e/3 for
1 :::;; j:::;; m and n;;:: n0 . So II Th- T,.h II < e uniformly for h in ball Jff'. Therefore
II T- T,.ll < e for n ;;:: n0 .
(c):;.(b): If {T,.} is a sequence in ~ 00 (£, .Jt'") such that II T,.- T li-tO, then
I T:- T* II= II T,.- T li-tO. But r:E~ 00 (Jff, .Jf") (Exercise 3). Since (c)
implies (a), T* is compact.
(b):;. (a): Exercise. •
A fact emerged in the proof that (a) implies (c) in the preceding theorem
that is worth recording.
4.5. Corollary. If TE~ 0 (Jff, .Jf"), then cl(ran T) is separable and if {e,.} is a
basis for cl(ran T) and P,. is the projection of .Jf" onto V {ei: 1:::;; j:::;; n}, then
IIP,.T- Til-tO.
4.6. Proposition. Let Jff be a separable Hilbert space with basis {e,.}; let
{a,.}£ F' with M =sup{ Ia,. I: n;;:: 1} < oo. If Ae,. = a,.e,. for all n, then A extends
by linearity to a bounded operator on Jff with I A II = M. The operator A is
compact if and only if a,.-t 0 as n -too.
PROOF. The fact that A is bounded and II A II = M is an exercise; such an
operator is said to be diagonalizable (see Exercise 1.8). Let P,. be the projection
of Jff onto V {e 1 , ... ,e,.}. Then A,.=A-AP,. is seen to be diagonalizable
with A,.ei = aiei if j > n and A,.ei = 0 if j:::;; n. So AP,.E~ 00 (Jff') and
I A,. II =sup{ lai I: j > n}. If a,. -tO, then II A,. li-tO and so A is compact since
it is the limit of a sequence of finite-rank operators. Conversely, if A is

compact, then Corollary 4.5 implies I A./I --+ 0; hence Q:•--+ 0. •
4.7. Proposition.If(X,O.,J.L)isameasurespaceandkEL2 (X X x,n X Q,Jl X J.L),

then
f
(Kf)(x) = k(x, y)f(y)dJ.L(Y)
is a compact operator and // K II ~ II k //z.

The following lemma is useful for proving this proposition. The proof is
left to the reader.
4.8. Lemma. If {ei: iEI} is a basis for L2 (X,Q,Jl) and
cf>ij(x, y) = eix)ei(y)
for i,j in I and x,y in X, then {cf>ii:i, jEI} is an orthonormal set in L2 (X x X,
Q x Q, 11 x J.L). If k and K are as in the preceding proposition, then
(k,cf>ii) = (Kej,ei>·
PROOF OF PROPOSITION 4.7. First we show that K defines a bounded operator.
In fact, if /EL2 (J.L), //Kf/1 2 = flfk(x,y)f(y)dJ.L(yWdJ.L(x)~f<f/k(x,yWdJ.L(Y))·
(fif(yWdJ.L(y)}dJ.L(X)= 1/k/1 2 1/f/1 2 • Hence K is bounded and 1/KII ~ llkll 2 •
Now let {ed be a basis for L2 (J.L) and define cf>ii as in Lemma 4.8. Thus
llkll 2 ~ Li(k,cf>ii)/ 2 = Li(Kej,e)/ 2 •

i,j i,j
Since kEL2 (J.L x J.L), there are at most a countable number of i and j such
that (k, cf>ii) i= 0; denote these by {1/Jkm: 1 ~ k, m < oo }. Note that< Kej, ei) = 0
unless c/>iiE {1/1 km }. Let 1/1 km(x, y) = ek(x)em(y), let P. be the orthogonal projection
onto V {ek: 1 ~ k ~ n}, and put K. = KP. + P.K- P.KP.; so K. is a finite
rank operator. We will show that I K- K. II --+0 as n--+ oo, thus showing that
K is compact.
Let f EiJ(J.L) with II! 1 2 ~ 1; so f = LjQ:jej. Hence
1/Kf- K.f/1 2 = Li (Kf- K.f,e)/ 2

i
= ~~~Q:j((K- K.)ej,ei)l
2
= ~~~Q:m((K- K.)em,ek)l 2
~ ~ [ ~ /Q:m/ 2
][ ~ /((K- K.)em,ek)/ 2
J
~II f 1 2 L L I<Kem,ek)- <KPnem,Pnek)

k m
00
= I
k=n+1 m=n+1
00
= I
k=n+ 1 m=n+ 1
Since Lk,m I< k, 1/1 km >12 < oo, n can be chosen sufficiently large such that for
any e > 0 this last sum will be smaller than e2 • Thus I K - K. II -+ 0. •
In particular, note that the preceding proposition shows that the Volterra
operator (1.7) is compact.
One of the dominant tools in the study of linear transformation on
finite dimensional spaces is the concept of eigenvalue.
4.9. Definition. If A E.s?l( Jf'), a scalar a is an eigenvalue of A if ker( A - a) =f. (0).

If h is a nonzero vector in ker(A - a), h is called an eigenvector for a; thus
Ah = ah. Let a p(A) denote the set of eigenvalues of A.
4.10. Example. Let A be the diagonalizable operator in Proposition 4.6. Then

ap(A)={a 1 ,a 2 , ... }. If aEap(A), let la={jEIN: ai=a}. Then his an
eigenvector for a if and only if hE V {ei: jEJ a}·
4.11. Example. The Volterra operator has no eigenvalues.
4.12. Example. Let hEYf = L~(- rc, rc) and define K: Jf'-+ Jf' by (Kf)(x) =
(2rc)- 112 f~" h(x- y)f(y)dy. If Jc. = (2rc) - 112 r"
h(x) exp(- inx)dx = h(n), the
nth Fourier coefficient of h, then Ke. = Jc.en, where en(x) = (2rc) - 112 exp(- inx).
The way to see this is to extend functions in L~(- rc, rc) to IR by periodicity
and perform a change of variables in the formula for (Ken)(x). The details are
left to the reader.
Operators on finite dimensional spaces over <C always have eigenvalues.
As the Volterra operator illustrates, the analogy between operators on finite
dimensional spaces and compact operators breaks down here. If, however,
a compact operator has an eigenvalue, several nice things can be said if the
eigenvalue is not zero.
4.13. Proposition. If TE.s?l 0 (Jf'), AEap(T), and A =f. 0, then the eigenspace
ker(T- }.) is finite dimensional.
PROOF. Suppose there is an infinite orthonormal sequence {en} in ker(T- A).
Since T is compact, there is a subsequence {en.} such that {Ten.} converges.
Thus, {TenJ is a Cauchy sequence. But for nk ~ ni, II Tenk- TenJ 2 =

II Ae"k - Ae"J 11 2 = 21 A12 > 0 since A ~ 0. This contradiction shows that
ker(T- A) must be finite dimensional. •
The next result on the existence of eigenvalues is not a practical way to

show that a specific example has a nonzero eigenvalue, but it is a good
theoretical tool that will be used later in this book (in particular, in the next
section).
4.14. Proposition. If Tis a compact operator on :Yf, A~ 0, and inf{ II (T- A)h II:
II h II = 1} =0, then AEa p(T).
PROOF. By hypothesis, there is a sequence of unit vectors {h"} such that
II (T- A)h" II-+ 0. Since T is compact, there is a vector f in :Yf and a sub-
sequence {hnJ such that II Th"k- f 11--.0. But hnk =A - 1 [(A- T)h"k + Th"k]--.
A- 1f. So 1 = IIA- 1fll = 1Ar 1 llfll and f ~0. Also, it must be that
Th"k --+A - 1 Tf. Since Th"k--. f, f =A - 1 Tf, or Tf = Aj. That is, feker(T- A)
and f ~ 0, so AEa p(T). •
4.15. Corollary. If T is a compact operator on :Yf, A~ 0, Af/,ap(T), and

~f. a p(T*), then ran(T- A)= :Yf and (T- A)- 1 is a bounded operator on :Yf.
PRooF. Since Af/,a p(T), the preceding proposition implies that there is a constant
c > 0 such that II (T- A)h II ~ c II h II for all h in :Yt'. Iff eel ran(T- A), then
there is a sequence {hn} in :Yf such that (T- A)hn-. f. Thus
II h"- hm II ~ c - 1 II (T- A)h"- (T- A)hm II and so {hn} is a Cauchy sequence.
Hence h"--. h for some h in :Yt'. Thus (T- A)h =f. So ran(T- A) is closed
and, by (2.19), ran(T- A)= [ker(T- A)*].L = :Yf, by hypothesis.
So for fin .if let Af =the unique vector h such that (T- A)h =f. Thus
(T- A)Af = f for all f in .if. From the inequality above, c II Af II ~
II(T-A.)Afll=llfll. So IIAfll~c- 1 11!11 and A is bounded. Also,
(T- A.)A(T- A)h = (T- A)h, so 0 = (T- A.)[A(T- A)h- h]. Since A. f. a p(T),
A(T- A)h =h. That is, A= (T- A)- 1 . •
It will be proved in a later chapter that if A. f. a p(T) and A.~ 0, then If, a p(T*).
More will be shown about arbitrary compact operators in Chapter VI.
In the next section the theory of compact self-adjoint operators will be
explored.
EXERCISES
l. Prove Proposition 4.2(c).
2. Show that every operator of finite rank is compact.

3. If TE~ 00 (Jf, .Jf'), show that T*E~ 00 (.Jf',Jf) and dim(ran T) = dim(ran T*).
4. Show that an idempotent is compact if and only if it has finite rank.
5. Show that no nonzero multiplication operator on L2(0, 1) is compact.

6. Show that if T: .tf-+ :t{ is a compact operator and {e.} is any orthonormal
sequence in .tf, then II Te.ll-+ 0. Is the converse true?
7. If Tis compact and .A is an invariant subspace forT, show that TI.A is compact.
8. If h, ge:tr, define T: .tf -+.tf by Tf = (f,h)g. Show that T has rank 1 [that is,
dim(ran T) = 1]. Moreover, every rank 1 operator can be so represented. Show
that if T is a finite rank operator, then there are orthonormal vectors e1 , ... , e.
and vectors g 1, ... , g. such that Th = L.;= 1 (h, ei)gi for all h in .tf. In this case
show that T is normal if gi = )..iei for some scalars At> ... ,)..•. Find u p(T).
9. Show that a diagonalizable operator is normal.
12. Verify the statement in Example 4.12. (Note that the operator Kin this example
is diagonalizable.)
13. If T.eel(.tt.), n ~ 1, with sup. II T.ll < oo and T = EB:=
1 T. on .tf = EB:= 1 .tt.,
show that T is compact if and only if each T. is compact and II T.ll-+ 0.
14. In Lemma 4.8, show that if e(X, n, Jl) is separable, then {IP;i} is a basis for
L2 (X X X, n X n, ll X Jl). What if L2(X,fl,Jl) is not separable?
§5*. The Diagonalization of Compact

Self-Adjoint Operators
This section and the remaining ones in this chapter may be omitted if the
reader intends to continue through to the end of this book, as the material
in these sections (save for Section 6) will be obtained in greater generality
in Chapter IX. It is worthwhile, however, to examine this material even if
Chapter IX is to be read, since the intuition provided by this special case is
valuable.
The main result of this section is the following.
5.1. Theorem. If T is a compact selfadjoint operator on Jt', then T has only

a countable number ofdistinct eigenvalues. If{ A. 1 , A. 2 , ••. } are the distinct nonzero
eigenvalues of T, and P. is the projection of Jt' onto ker(T- A..), then
P.P m = Pmpn = 0 if n -:f. m, each A.. is real, and
5.2
where the series converges to T in the metric defined by the norm of £1J(Jt').
[Of course, (5.2) may be only a finite sum.]
§5. The Diagonalization of Compact Self-Adjoint Operators 47
The proof of Theorem 5.1 requires a few preliminary results. Before begin-
ning this process, let's look at a few consequences.
5.3. Corollary. With the notation of (5.1 ):

(a) ker T = [ V {P.Yf: n ~ 1} ]j_ =(ran T)j_;
(b) each P. has finite rank;
(c) II Til= sup{IA..I: n ~ 1} and A..~o as n~ oo.
PROOF. Since P.l_Pm for n#m, if hEYf, then (5.2) implies 11Thll 2 =
I.;;'; 1 I A..P.h 11 2 =I.;;'; 1 IA..I 2 II P.h 11 2 . Hence Th = 0 if and only if P.h = 0 for
all n. That is, hEker T if and only if hl_P.Yf for all n, whence (a).
Part (b) follows by Proposition 4.13.
For part (c), if ff = cl[ran T], ff is invariant for T. Since T = T*,
ff = (ker T)j_ and ff reduces T. So we can consider the restriction of T to
ff, Tiff. Now ff= V {P.Yf: n~ 1} by (a). Let {ej•>: 1 ~j~N.} be a basis
for P.Yf = ker(T- A..), so Tej•> = A..ej•> for 1 ~j ~ N •. Thus {ej•>: 1 ~j ~ N.,
n ~ 1} is a basis for ff and TIff is diagonalizable with respect to this basis.
Part (c) now follows by (4.6). •
The proof of (c) in the preceding corollary revealed an interesting fact that
deserves a statement of its own.
5.4. Corollary.If T is a compact self-adjoint operator, then there is a sequence

{,u.} of real numbers and an orthonormal basis {e.} for (ker T).L such that for
all h,
00
Th = L ,u.(h,e.)e•.
n;l
Note that there may be repetitions in the sequence {,u.} in (5.4). How
many repetitions?
5.5. Corollary. If TE£11 0 (£), T = T*, and ker T = (0), then Yf is separable.
Also note that by (4.6), if (5.2) holds, TE£31 0 (£).

To begin the proof of Theorem 5.1, we prove a few results about not
necessarily compact operators.
5.6. Proposition. If A is a normal operator and AE1F, then ker(A -A.)=

ker(A -A.)* and ker(A -A.) is a reducing subspace for A.
PRooF. Since A is normal, so is A - A.. Hence II (A - A.)h II = II (A - A.)* h II (2.16).
Thus ker(A- A.)= ker(A- A.)*. If hEker(A- A.), Ah = A.hEker(A- A.). Also
A*h = IhEker(A- A.). Therefore ker(A- A.) reduces A. •
5.7. Proposition. If A is a normal operator and A, ,u are distinct eigenvalues of

A, then ker(A -A.) 1_ ker(A- ,u).
PROOF. If hEker(A- A.) and gEker(A- Jl.), then the fact (5.6) that
A*g =jig implies that A.( h,g) = (Ah,g) = ( h, A*g) = (h, jig)= 11(h, g).
Thus ()" -Jl)(h, g)= 0. Since A. -11 # 0, h l_g. •
5.8. Proposition. If A= A* and AEap(A), then A. is a real number.
PRooF. If Ah = A.h, then Ah = A*h = Ih by (5.6). So (A.- I)h = 0. Since h can
be chosen different from 0, A. = X. •
The main result prior to entering the proof of Theorem 5.1 is to show
that a compact self-adjoint operator has nonzero eigenvalues. If (5.3c) is
examined, we see that there is a A.. in a p(T) with IA.. I= II T 11. Since the
preceding proposition says that A..ElR, it must be that A..= ± II T 11. That is,
either ± II T II EO' p(T). This is the key to showing that a p(T) is nonvoid.
5.9. Lemma. If T is a compact self-adjoint operator, then either ± II T II is an

eigenvalue of T.
PROOF. If T = 0, the result is clear. So suppose T ¥= 0. By Proposition 2.13
there is a sequence {h.} of unit vectors such that I( Th., h.) 1-+ II T 11. By
passing to a subsequence if necessary, we may assume that ( Th., h.) -+A., where
IA. I= II T II.It will be shown that AEa p(T). Since I.A. I= II T II, 0::::;; II (T- A.)h. 11 2 =
II Th. 11 2 - 2.A.( Thm h.)+ A. 2 ::::;; 2.A. 2 - 2.A.( Th., h.) -+0. Hence II (T- .A.)h. 11-+0.
By (4.14), AEO' p(T). •
PROOF OF THEOREM 5.1. By Lemma 5.9 there is a real number .A. 1 in aP(T)
with IA. 1 1= II T 11. Let tC 1 = ker(T- A. 1 ), P 1 =the projection onto tC 1 , .Yt' 2 = 6'f.
By (5.6) 6' 1 reduces T, so £ 2 reduces T. Let T2 = Tl£ 2; then T2 is a
self-adjoint compact operator on .Yt' 2. (Why?)
By (5.9) there is an eigenvalue .A. 2 for T 2 such that IA. 2 1= II T2 11. Let
Iff 2 = ker(T2 - A. 2). Note that (0) #Iff 2 ~ ker(T- .A. 2). If it were the case that
)" 1 =A 2 , then tff 2 ~ker(T-A. 1 )=tff 1 • Since tff 1 l_tff 2 , it must be that A. 1 ;i=A. 2 •
Let P 2 =the projection of .Yt' onto Iff 2 and put .Yt' 3 =(Iff 1 E9 Iff 2 )J.. Note that
II T2ll::::;; II Til so that I.A. 21::::;; IA. 1 1.
Using induction (give the details) we obtain a sequence {A..} of real
eigenvalues of T such that
(i) IA.~I~I.A.2I~ ... ;
(ii) If Iff.= ker(T- A..), IA.n+ 1 1 = II Tl(tff 1 E9 .. · E9 tff.)J.II.
By (i) there is a nonnegative number a: such that IA.. 1-+ a:.
Claim. a: = 0; that is, lim A.. = 0.
In fact, let e.Etff"' II e. II = 1. Since T is compact, there is an h in .Yt' and a

subsequence {e.J such that 11Te.1 -hll-+0. But e.l_em for n#m and
Te. 1 = A..ie"i' Hence II Te. 1 - Te., 11 2 = A.;1 +A.;,~ 2a: 2. Since {Te.J is a
Cauchy sequence, a:= 0.
§6. An Application: Sturm--Liouville Systems 49
Now put P. =the projection of Yf onto iff. and examine T- I.}= 1 A.iPi.
If hEiffk, 1 ~ k ~ n, then (T- L.'j= 1A.iP)h = Th- A.kh = 0. Hence iff 1EB ··· EB
iff.s;ker(T-L.)= 1 A.iP). If hE(iff 1EB···EBiff.)·L, then Pih=O for 1 ~j~n;
so (T- L.'j= 1 A.iP)h = Th. These two statements, together with the fact that
(iff 1EB · · · EB iff .).l reduces T, imply that
II T- J1 A.jPjll =II Tl(iff1 EB ... EBiff.).lll
= IA..+ 1 I-+ o.
Therefore the series I.;'= 1 A..P. converges in the metric of £?6'(Yf) to T. •
Theorem 5.1 is ca1led the Spectral Theorem for compact self-adjoint

operators. Using it, one can answer virtually every question about compact
hermitian operators, as will be seen before the end of this chapter.
If in Theorem 5.1 it is assumed that T is normal and compact, then the
same conclusion, except for the statement that each A.. is real, is true provided
that Yf is a <r-Hilbert space. The proof of this will be given in Section 7.
EXERCISES
I. Prove Corollary 5.4.
3. Let K and k be as in Proposition 4. 7 and suppose that k(x, y) = k(y, x). Show that
K is self-adjoint and if {fl.} are the eigenvalues of K, each repeated dim ker(K -fl.)
times, then :L~ lfl.l 2 < oo.
4. If Tis a compact self-adjoint operator and {e.} and {fl.} are as in (5.4) and if his a
given vector in £', show that there is a vector f in £' such that Tf = h if and
only if h .l ker T and L.fl; 2 1< h, e.) 12 < oo. Find the form of the general vector f
such that Tf = h.
5. Let T, {fl.}, and {e.} be as in (5.4). If .l. # 0 and .l. # fln for any fl., then for every
h in £' there is a unique f in £' such that (.l.- T)f = h. Moreover,
f=r 1 [h+:L:= 1 .l..(.l.-.l..)- 1 <h,e.)e.]. Interpret this when Tis an integral
operator.
§6*. An Application: Sturm-Liouville Systems

In this section, [a, b] will be a proper interval with - oo <a< b < oo. C[a, b]
denotes the continuous functions/: [a, b]--+ 1R and for n ~ 1, c<"l[a, b] denotes
those functions in C[a, b] that haven continuous derivatives. C~[a, b] denotes
the corresponding spaces of complex-valued functions. We want to consider
the differential equation
6.1 - h" + qh- ).h = f,
where 2 is a given complex number, qeC[a,b], andfeL2 [a,b], together with

the boundary conditions
(a) ~Xh(a) + IX 1h'(a) = 0
6.2 {
(b) Ph( b)+ P1h'(b) = o'
where IX, IX 1, p, and P1 are real numbers and IX 2 +~Xi> 0, P2 +Pi> 0.
Equation (6.1) together with the boundary conditions (6.2) is called a
(regular) Sturm-Liouville system. Such systems arise in a number of physical
problems, including the description of the motion of a vibrating string. In
this section we will discuss solutions of the Sturm-Liouville system by relating
the system to a certain compact self-adjoint integral operator.
Recall that an absolutely continuous function h on [a, b] has a derivative
J:
a.e. and h(x) = h'(t) dt + h(a) for all x.
Define
~a= {hec~>[a,b]: h' is absolutely continuous,
h"eL2 [a,b], and h satisfies (6.2a)}.
~b is defined similarly but each h in ~b satisfies (6.2b) instead of (6.2a). The
space~= ~an~b·
Define L: ~-+L2 [a,b] by
6.3 Lh= -h" +qh.
Lis called a Sturm-Liouville operator.
Note that ~ is a linear space and L is a linear transformation. The
Sturm-Liouville problem thus becomes: if .Ice([ and f eL2 [a, b], is there an
h in ~ with (L- 2)h =f. Equivalently, for which 2 is fin ran(L- 2)?
By placing a suitable norm on~. L can be made into a bounded operator.
This does not help much. The best procedure is to consider (L- 2)- 1 .
Integration is the inverse of differentiation, and it turns out that (L- 2)- 1
(when we can define it) is an integral operator.
Begin by considering the case when 2 = 0. (Equivalently, replace q by
q- 2.) To define L - 1 (even if only on the range of L), we need that L is
injective. Thus we make an assumption;
6.4 if he~ and Lh = 0, then h = 0.
The first lemma is from ordinary differential equations and says that
certain initial-value problems have nontrivial (nonzero) solutions.
6.5. Lemma. If IX, IX 1, p, P1 eJR., IX 2 +~Xi> 0, and P2 +Pi> 0, then there are
functions ha, hb in ~ a• ~b• respectively, such that L(ha) = 0 and L(hb) = 0 and
ha, hb are real-valued and not identically zero.
The Wronskian of ha and hb is the function
W = det [:~ ::J = hah~- h~hb.

§6. An Application: Sturm-Liouville Systems 51
Note that W' = hah~ - h~hb = ha(qhb)- (qha)hb = 0. Hence W(x) = W(a) for
all x.
6.6. Lemma. Assuming (6.4), W(a) of. 0 and so ha and hb are linearly independent.
PROOF. If W(a) = 0, then linear algebra tells us that the column vectors in
the matrix used to define W(a) are linearly dependent. Thus there is a ). in
IR such that hb(a) = ),ha(a) and h~(a) = ).h~(a). Thus hbEE0 and L(hb) = 0. By (6.4),
hb = 0, contradiction. •
Put c = - W(a) and define g: [a, b] x [a, b]--+ 1R by

c- 1 ha(x)hb(y) if a~ x ~ y ~ b
6.7 g(x,y)= { -1 .
c hu(y)hb(x) tf a~ y ~ x ~b.
The function g is the Green function for L.
6.8. Lemma. The function g defined in (6.7) is real-valued, continuous, and

g(x,y) = g(y,x).
PROOF. Exercise.
6.9. Theorem. Assume (6.4). If g is the Green function for L defined in (6.7)
r
and G: L2 [a,b]-+U[a,b] is the integral operator defined by
(Gf)(x) = g(x,y)f(y)dy,
then G is a compact self-adjoint operator, ranG= !:0, LGf = f for all fin
L2 [a,b], and GLh = hfor all h in !:0.
PRooF. That G is self-adjoint follows from the fact that g is real-valued and
g(x,y)=g(y,x); G is compact by (4.7). Fixfin U[a,b] and put h=Gf.It
r
must be shown that hEf0.
Put
Ha(x) = c- 1 ha(Y)f(y)dy and Hb(x) = c- 1 f hb(y)f(y)dy.
r
Then
h(x) =
r r
g(x, y)f(y)dy
= C- 1 ha(y)hb(x)f(y)dy + c- 1 ha(x)hb(y)f(y)dy.
That is, h = Hahb + haHb. Differentiating this equation gives h' = (c- 1 haf)hb +
Hah~ + h~Hb + ha(- c- 1 hbf) = Hah~ + h~Hb a.e. Since Hah~ + h~Hb is absolutely
continuous, as part of showing that hEf0 we want to show the following.
Claim. h' = Hah~ + h~Hb everywhere.

Put <P = Hah~ + h~Hb and put 1/J(x) = h(a) + J:</J(y)dy. So <P and 1/1 are
absolutely continuous, h(a) = 1/J(a), and h' = 1/1' a.e. Thus h = 1/1 everywhere.
But 1/1 has a continuous derivative </J, so h does too. That is, the claim is
proved.
Differentiating h' = Hah~ + h~Hb gives that a.e., h" = (c- 1 haf)h~ + Hah; +
h:Hb+h~( -c- 1 hbf); since each of these summands belongs to L2 [a,b],
h" eL2 [a, b].
Because Ha(a) = 0 and hae~a• cxh(a) + cx 1h'(a) = cxha(a)Hb(a) +cx 1 h~(a)Hb(a) =
[cxha(a) + cx 1 h~(a)]Hb(a) = 0. Hence he~a· Similarly, he~b· Thus he~. Hence
ranGs;;;~.
Now to show that LGf =f. If h = Gf,L(h) =- h" + qh = -(c- 1 hah~f +
Hah; + h:Hb- c- 1 h~hbf] + q(Hahb + haHb) = (- h; + qhb)Ha + (- h: + qha)Hb +
c- 1 (h~hb- hah~)f = f since L(ha) = L(hb) = 0 and h~hb- hah~ = W =c.
If he~, then LheL2 [a, b]. So by the first part of the proof, LGLh = Lh.
Thus 0 = L(GLh- h). Since ker L = (0), h = GLh and so heran G. •
6.10. Corollary. Assume (6.4). If he~, A.e<r\{0}, and Lh = A.h, then Gh =A. - 1 h.
lfheL2 [a,b] and Gh=A.- 1 h, then he~ and Lh=A.h.
PROOF. This is immediate from the theorem.
•
6.11. Lemma. Assume (6.4). lfcxeap(G) and ex :;CO, then dim ker(G-cx)= l.
PROOF. Suppose there are linearly independent functions h 1, h 2 in ker(G- a:).
By (6.10), h 1, h 2 are solutions of the equation
- h" + (q- cx- 1)h = 0.
Since this is a second-order linear differential equation, every solution of it
must be a linear combination of h 1 and h 2 • But h 1, h 2 E~ so they satisfy (6.2).
But a solution can be found to this equation satisfying any initial conditions
at a-and thus not satisfying (6.2). This contradiction shows that linearly
independent h 1, h2 in ker(G- a:) cannot be found. •
6.12. Theorem. Assume (6.4). Then there is a sequence {A. 1, A. 2 , ... } of real
numbers and a basis {e 1,e 2 , ... } for L2 [a,b] such that
(a) O<IA.ti<IA- 2 1< ... and 1)-nl-+oo.
(b) ene~ and Len= A.nenfor all n.
(c) If A.#A.nfor any A.n andfEL2 [a,b], then there is a unique h in~ with
Lh -A.h =f.
(d) If A.= A.nfor some n andf eL2 [a, b], then there is an h in~ with Lh- A.h = f
if and only if ( f, en) = 0. If ( f, en) = 0, any two solutions of Lh- A.h =.f
differ by a multiple of en.
PROOF. Parts (a) and (b) follow by Theorem 5.1, Corollary 6.10, and
§6. An Application: Sturm-Liouville Systems 53
Lemma 6.1. For parts (c) and (d), first note that
6.13 Lh- A.h = f if and only if h- A.Gh = Gf.
This is, in fact, a straightforward consequence of Theorem 6.9.
(c) The case where A= 0 is left to the reader. If A. =I= An for any n, A- 1 ~a p(G).
Since G = G*, Corollary 4.15 implies G-). - 1 is bijective. So iff EL2 [a, b],
there is a unique h in L 2 [a,b] with Gf =(A. - 1 - G)h. Thus hE~ and (6.13)
implies L(h/A.)- A.(h/A.) =f.
(d) Suppose )0 =An for some n. If Lh- A.nh = f, then h- AnGh = Gf.
Hence ( Gf,en) = (h,e.)- An( Gh,e.) = (h,e.)- A..(h,Gen) = (h,e.)-
A..<- 1 (h, en)= 0. So 0 = ( Gf,en) = (f, Ge.) = A.n(f, en>· Hence f l_e •.
Since <C en= ker(G- A.; 1 ), [en] .L =.AI reduces G. Let G 1 = Gl%. So G 1 is
a compact self-adjoint operator on .AI and A.; 1 ~a p(Gd. By (4.15),
ran(G 1 - )0; 1 ) =.AI. As in the proof of (c), iff l_ e., there is a unique hand .AI
such that Lh- A..h =f. Note that h + rx.en is also a solution. If h 1 , h2 are two
solutions, h 1 - h 2 Eker(L- A..), so h 1 - h2 = rx.en. •
What happens if ker L =1= (0)? In this case it is possible to find a real number
J1 such that ker(L- p) = (0) (Exercise 6). Replacing q by q- Jl, Theorem 6.12
now applies. More information on this problem can be found in Exercises 2
through 5.
EXERCISES
1. Consider the Sturm-Liouville operator Lh = - h" with a= 0, b = 1, and for each
of the following boundary conditions find the eigenvalues P.n}, the eigenvectors
{e.}, and the Green function g(x,y): (a) h(O) = h(l) = 0; (b) h'(O) = h'(l) = 0; (c)
h(O) = 0 and h'(l) = 0; (d) h(O) = h'(O) and h(l) = - h'(l).
2. In Theorem 6.12 show that I.;;~ 1 2.- 2 < oo (see Exercise 5.3).
3. In Theorem 6.12 show that hE.@ if and only if hEL2 [a, b] and I.;;= 1 .1.;1 <h, e. W < oo.
If hE£:0, show that h(x) = L.:'~ 1 <h, e.) e.(x), where this series converges uniformly
and absolutely on [a,b].
4. In Theorem 6.12(c), show that h(x) = L.;:'= 1 (A..- A.)- 1 <f,e.)en(x) and this series
converges uniformly and absolutely on [a, b].
5. In Theorem 6.12(d), show that if f l_ e. and Lh- A..h = f, then h(x) =
L, 1 ,.(A.1 - }•• )- 1 <f,e1 )e)x)+rx.e.(x) for some rx., where the series converges
uniformly and absolutely on [a, b].
6. This exercise demonstrates how to handle the case in which ker L #- (0). (a) If
r
h,gEC(ll[a,b] with h',g' absolutely continuous and h", g"EL2 [a,b], show that
(h"g- hg") = [h'(b)g(b)- h(b)g'(b)]- [h'(a)g(a)- h(a)g'(a)].
(b) If h, gE£:0, show that <Lh, g)= <h, Lg ). (The inner product is in L2 [a, b].)
(c) If h, gE.@ and )., J1ElR, A.#- Jl, and if hEker(L- A.), gEker(L- Jl), then h l_ g.
(d) Show that there is a real number J1 with ker(L- Jl) = (0).
§7*. The Spectral Theorem and Functional Calculus

for Compact Normal Operators
We begin by characterizing the operators that commute with a diagonalizable
operator. If one considers the definition of a diagonalizable operator (4.6),
it is possible to reformulate it in a way that is more tractable for the present
purpose and closer to the form of a compact self-adjoint operator given in
(5.2). Unlike (4.6), it will not be assumed that the underlying Hilbert space
is separable.
7.1. Proposition. Let {Pi: iei} be a family of pairwise orthogonal projections

in ~(Jt"). (That is, PiPi = PiPi = 0 for i ::F j.) If heJt", then Li {Pih: iei}
converges in Jt" to Ph, where P is the projection of Jt" onto V {P;Jt": i E I}.
This appeared as Exercise 3.5 and its proof is left to the reader.
If {Pi: iei} is as in the preceding proposition and .A;= PiJt", then with
the notation of Definition 3.4, P is the projection of Jt" onto Ei3;.Ai. Write
P = Lipi· A word of caution here: Ph= LiPih, where the convergence is in
the norm of Jt". However, Lipi does not converge toP in the norm of ~(Jt").
In fact, it never does unless I is finite (Exercise 1).
7.2. Definition. A partition of the identity on Jt" is a family {Pi: iei} of pairwise
orthogonal projections on Jt" such that V iPiJt" = Jt". This might be indicated
by 1 = L;P; or 1 = tfJ;P;. [Note that 1 is often used to denote the operator
on Jt" defined by 1(h) = h for all h. Similarly if aeF', a is the operator defined
by a(h) = ah for all h.]
7.3. Definition. An operator A on Jt" is diagonalizable if there is a partition

of the identity on Jt", {P;: iei}, and a family of scalars {a;: iei} such that
sup; Ia;! < oo and Ah = a;h whenever he ran P;.
It is easy to see that this is equivalent to the definition given in (4.6) when
Jt" is separable (Exercise 2). Also, II A II = sup;! aJ
To denote a diagonalizable operator satisfying the conditions of(7.3), write
A= L, a;P; or A= tfJ;a;P;.
i
Note that it was not assumed that the scalars a; in (7.3) are distinct. There
is no loss in generality in assuming this, however. In fact, if a;= ai, then we
can replace P; and Pi with P; +Pi.
7.4. Proposition. An operator A on Jt" is diagonalizable if and only if there is

an orthonormal basis for Jt" consisting of eigenvectors for A.
PROOF. Exercise.
Also note that if A = tfJ;a;P;, then A*= tfJ;fi;P; and A is normal (Exercise 5).
§7. The Spectral Theorem and Functional Calculus 55
7.5. Theorem. If A= ffi;cx;P; is diagonalizable and all the ex; are distinct, then
an operator Bin ~(Jt') satisfies AB = BA if and only iffor each i, ran P; reduces
B.
PROOF. If all the IX; are distinct, then ran P; = ker(A -a;). If AB = BA and
Ah = cx;h, then ABh =BAh= B(cx;h) = a;Bh; hence Bheran P; whenever
heranP;. Thus ran P; is left invariant by B. Therefore B leaves V {ran Pi
j =1= i} =.#';invariant. But since ffi;P; = 1, .#'; = (ranPJL. Thus ran P; reduces
B.
Now assume that B is reduced by each ran P;. Thus BP; = P;B for all i.
If he.J't', then Ah = L,;cx;P;h. Hence BAh= L,;cx;BP;h = L,;cx;P;Bh = ABh.
(Why is the first equality valid?) •
Using the notation of the preceding theorem, if AB = BA, let B; = B Iran P ;·

Then it is appropriate to write B = ffi;B; on Jt' = ffi;(P;Jt'). One might
paraphrase Theorem 7.5 by saying that B commutes with a diagonalizable
operator if and only if B can be "diagonalized with operator entries."
7.6. Spectral Theorem for Compact Normal Operators. If T is a compact

normal operator on the complex Hilbert space Jt', then T has only a countable
number ofdistinct eigenvalues. If{ A. 1 , A. 2 , ... } are the distinct nonzero eigenvalues
ofT, and Pn is the projection of Jt' onto ker(T- A.n), then PnPm= Pmpn = 0
ifn =I= m and
7.7
where this series converges to T in the metric defined by the norm on ~Jt').
PROOF. Let A= (T + T*)/2, B = (T- T*)/2i. So A, Bare compact self-adjoint

operators, T = A + iB, and AB = BA since T is normal. The idea of the proof
is rather simple. We'll get started in this proof together but the reader will
have to complete the details.
By Theorem 5.1, A= L.~ anEn, where 1XnER, an=/= cxm if n =I= m, and En is the
projection of Jt' onto ker(A -an). Since AB = BA, the idea is to use
Theorem 7.5 and Theorem 5.1 applied to B to diagonalize A and B
simultaneously; that is, to find an orthonormal basis for Jt' consisting of
vectors that are simultaneously eigenvectors of A and B.
Since BA = AB, En.J't' = ft'n reduces B for every n (7.5). Let Bn = Blft'n;
then Bn = B: and dim ft'n < oo. Applying (5.1) (or, rather, the corresponding
theorem from linear algebra) to Bn, there is a basis {e1">: 1 ~j ~ dn} for ft'n
and real numbers {/3~">: 1 ~j ~ dn} such that Bne~n> = fJ~">e~">. Thus
Te<.n>
J
= Ae<.n>
J
+ iBe<.n>
J
=(exn + if3J1.">)eJ1.">.
Therefore {e~>: 1 ~j ~ dn, n ~ 1} is a basis for cl(ran A) consisting of
eigenvectors for T. It may be that cl(ran A)=/= cl(ran T). Since B is reduced
by ker A= (ran A).L and B0 =Biker A is a compact self-adjoint operator there
is an orthonormal basis {e)0 l: j ~ 1} for cl(ran B 0 ) and scalars {P)0 l: j ~ 1}

m.0 le(.J0 l. It follows that Te(.o)
such that Be~J0 l = PJ J
= iP~J0 le(.J0 l. Moreover,
ker T* 2ker Anker B 0 so cl(ran T)s;cl(ran A)fficl(ran B 0 ).
The remainder ofthe proof now consists in a certain amount ofbookeeping
to gather together the eigenvectors belonging to the same eigenvalues of T
and the performing of some light housekeeping chores to obtain the
convergence of the series (7.7) •
7.8. Corollary. With the notation of(7.6):

(a) ker T = [V {PnJf': n ~ 1}].L;
(b) each Pn has finite rank;
(c) II Til= sup{IA.nl: n ~ 1} and either Pn} is finite or A.n-40 as n-4 oo.
The proof of (7.8) is similar to the proof of (5.3).
7.9. Corollary. If T is a compact operator on a complex Hilbert space, then

T is normal if and only if T is diagonalizable.
If T is a normal operator which is not necessarily compact, there is a
spectral theorem for T which has a somewhat different form. This theorem
states that T can be represented as an integral with respect to a measure
whose values are not numbers but projections on a Hilbert space.
Theorem 7.6 will be a consequence of this more general theorem and
correspond to the case in which this projection-valued measure is "atomic."
The approach to this more general spectral theorem will be to develop a
functional calculus for normal operators T. That is, an operator ¢(T) will
be defined for every bounded Borel function ¢ on ([ and certain properties
of the map </Jf-+</J(T) will be deduced. The projection-valued measure will
then be obtained by letting JL(A) = x4 (T), where x4 is the characteristic function
of the set A. These matters are taken up in Chapter IX.
At this point, Theorem 7.6 will be used to develop a functional calculus
for compact normal operators. For the remainder of this section Jf' is a
complex Hilbert space.
7.10. Definition. Denote by l 00 (CC) all the bounded functions¢: ([-4([. If T

is a compact normal operator satisfying (7.7), define ¢(T): Jf'- Jf' by
L </J(A.n)Pn + </J(O)Po,
00
</J(T) =
n;l
where P 0 = the projection of Jf' onto ker T.
Note that ¢(T) is a diagonalizable operator and 11</J(T)II =sup{l¢(0)1,
I<PP-1) I, ... } (4.6). Much more can be said.
7.11. Functional Calculus for Compact Normal Operators. If T is a compact

normal operator on a CC-Hilbert space £, then the map </Jf-+</J(T) of
l 00 (<C)--+ ~(Jf') has the following properties:

(a) ¢~-+¢(T) is a multiplicative linear map of l 00 (<C) into .1i(Jf'). If ¢ =1,
¢(T)= 1; if¢(z)=z on ap(T)u{O}, then ¢(T)= T.
(b) II¢(T)II =sup{l¢(.1c)l: AEap(T)}.
(c) ¢(T)* = ¢*(T), where ¢* is the function defined by ¢*(z) = ¢(z).
(d) If AE.1i(Jt') and AT= T A, then A¢(T) = ¢(T)A for all ¢ in l00 (<C).
PROOF. Adopt the notation of Theorem 7.6 and (7.10).

(a) If¢, r/JEl 00 (<C), then (¢1/J)(z) = ¢(z)r/J(z) for z in <C. Also, ¢(T)r/J(T)h =
[¢(0)Po + L ¢(An)PnJ [r/J(O)Po + L r/J(Am)P mJh = [¢(0)Po + I;,¢(Jc,)P,]
[r/I(O)P 0 h + Lmr/I(Am)P mhJ. Since P,P m= 0 when n # m, this gives that
¢(T)r/J(T)h = ¢(0)r/J(O)P0 h + I;,¢(.1c,)r/J(.Ic,)P,h = (¢1/J)(T)h. Thus ¢~-+¢(T) is
multiplicative. The linearity of the map is left to the reader. If ¢(z) = 1, then
¢(T)=1(T)=P 0 +1::'= 1 Pn=1 since {P0 ,P 1, ... } is a partition of the
identity. If ¢(z) = z, ¢(.1c,) =An and so ¢(T) = T.
Parts (b) and (c) follow from Exercise 5.
(d) If AT= TA, Theorem 7.5 implies that P 0 Jt',P 1 Jt', ... all reduce A.
Fix h, in PnJt', n ~ 0. If ¢El 00 (<C), then AhnEP,Jt' and so ¢(T)Ahn =
¢(),,)Ahn = A(¢(An)hn) = A¢(T)hn. If hEJf', then h = l::'=o h,, where hnEPn.
Hence ¢(T)Ah = l::'=o ¢(T)Ahn = L:'= 0 A¢(T)hn = A¢(T)h. (Justify the first
equality.) •
Which operators on Jr can be expressed as ¢(T) for some ¢ in l 00 (<C)?

Part (d) of the preceding theorem provides the answer.
7.12. Theorem. If Tis a compact normal operator on a <C-Hilbert space, then

{¢(T): ¢El 00 (<C)} is equal to
{BE.1i(Yf): BA = AB whenever AT= TA}.
PROOF. Half of the desired equality is obtained from (7.11d). So let BE~(Jf')
and assume that BA = AB whenever AT = T A. Thus, B must commute with
=
T itself. By (7.5), B is reduced by each PnJr Jr"' n ~ 0; put B, = Bl Jr n· Fix
n ~ 0 for the moment and let An be any bounded operator in .1i(Jf'n). Define
Ah = A,h if hEJf', and Ah = 0 if hE£ m• m # n, and extend A to Jr by linearity;
so A= EB:'=o Am where Am= 0 if m # n. By (7.5), AT= T A; hence BA = AB.
This implies that B,A, = A,B,. Since A, was arbitrarily chosen from .11(£ ,),
B, = p, for some P, (Exercise 7). If ¢: <C--+ <C is defined by ¢(0) = Po and
¢(.1c,) = P, for n ~ 1, then B = ¢(T). •
7.13. Definition. If A E.1i(Jf'), then A is positive if< Ah, h) ~ 0 for all h in Jr.
In symbols this is denoted by A ~ 0.
Note that by Proposition 2.12 every positive operator on a complex Hilbert

space is self-adjoint.
7.14. Proposition. If T is a compact normal operator, then T is positive if and

only if all its eigenvalues are non-negative real numbers.
PROOF. Let T = L.~ AnPn. If T;;?; 0 and hePn~ with II h II= 1, then Th = Anh.
Hence An= ( Th, h) ;;?; 0. Conversely, assume each An;;?; 0. If he~,
h = h0 + L.:'= 1 hn, where h0 eker T and hnEPn~ for n;;?; 1. Then Th = L~ Anhn.
Hence (Th, h)= (L,;'= 1 Anhn,ho + L.;:= 1 hm) = L:'= 1 L.;:=oAn(hm hm) =
L.:'= 1 An II hn 11 2 ;;?; 0 since (hm hm) = 0 when n =I= m. •
7.15. Theorem. If T is a compact self-adjoint operator, then there are unique

positive compact operators A, B such that T = A - B and AB = BA = 0.
PROOF. Let T = L;'= 1 AnPn as in (7.6). Define r/J, t/J: CC--. CC by r/J(An) =An if
An > 0, rjJ(z) = 0 otherwise; t/J(An) = - An if An < 0, t/l(z) = 0 otherwise. Put
A= rjJ(T) and B = t/J(T). Then A= L {AnPn: An> 0} and B = L {- AnPn:
An< 0}. Thus T =A- B. Since r/Jt/1 = 0. AB = BA = 0 by (7.11a). Since
rjJ, t/1 ;;?; 0, A, B ;;?; 0 by the preceding proposition. It remains to show that
A, Bare unique.
Suppose T = C-D where C, D are compact positive operators and CD =
DC = 0. It is easy to check that C and D commute with T. Put Ao = 0 and
P 0 = the projection of~ onto ker T. Thus C and Dare reduced by P n~ ~ n =
for all n;;?; 0. Let Cn = Cl~n and Dn = Dl~n· So CnDn = DnCn = 0,
AnPn = Tl~n = Cn- Dn,and Cn,Dn are positive. Suppose An> Oand let he~n·
Since CnDn=O, kerCn2cl[ranDnJ= (kerDn)_j_. So if he(kerDn)_!_, then
Anh = - Dnh. Hence An II h 11 2 = - (Dnh, h) ~ 0. Thus h = 0 since An> 0. That
is, kerDn=~n· Thus Dn=O=Bi~n and Cn=A.nPn=Ai~n· Similarly, if
An<O, Cn=O=AI~n and Dn= -AnPn=BI~n· On ~ 0 , Tl~o=O=
C0 -D 0 • Thus C0 =D 0 • But 0=C 0 D 0 =C~. Thus O=(C~h,h)= IIC 0 hll 2 ,
so C 0 =0=AI~o and D 0 =0=BI~ 0 . Therefore C=A and D=B. •
Positive operators are analogous to positive numbers. With this in mind,

the next result seems reasonable.
7.16. Theorem. If T is a positive compact operator, then there is a unique

positive compact operator A such that A 2 = T.
PROOF. Let T = L.:'= 1 AnPn as in the Spectral Theorem. Since T;;?; 0, An> 0
for all n (7.14). Let r/J(An) = A~ 12 and r/J(z) = 0 otherwise; put A= rjJ(T). It is
easy to check that A;;?; 0; A= :L~ A~ 12 Pn so that A is compact; and A 2 = T.
The proof of uniqueness is left to the reader. •
EXERCISES
1. If {Pn} is a sequence of pairwise orthogonal nonzero projections and P = L.Pn,
show that II P- r.;=1 Pj II = 1 for all n.
2. If Jt' is separable, show that the definitions of a diagonalizable operator in (4.6)

and (7.3) are equivalent.
3. If A = L: rx;P; as in (7.3), show that A is compact if and only if: (a) rx; = 0 for all
but a countable number of i; (b) P; has finite rank whenever rx; ¥- 0; (c) if
{rx 1 , rx 2 , ... } = {rx;: rx; ¥- 0}, then rx" -+0 as n-+ oo.
5. If A= ffi;rx;P;, show that A*= ffi;IX;P;, A is normal, and II A II =sup{ lrxd: iel}.
6. Give the remaining details in the proof of (7.6).
7. If Aeg,J(£) and AT= T A for every compact operator T, show that A is a multiple
of the identity operator.
8. Suppose T is a compact normal operator on a <C-Hilbert space such that
dim ker(T- ).) ~ 1 for all A. in <C. Show that if Aeg,J(£) and AT= T A, then
A= cf>(T) for some 4> in / 00 (<C).
9. Prove a converse to Exercise 8: if T is a compact normal operator such that

{Aeg,J(£): AT= T A}= {c/>(T): cf>e/ 00 (<C)}, then dim ker(T- A.)~ 1 for aliA. in <C.
10. Let T be a compact normal operator and show that dim ker(T- A)~ 1 for
all A in <C if and only if there is a vector h in £ such that {p(T)h: p is a poly-
nomial in one variable} is dense in £.(Such a vector his called a cyclic vector
for T.)
11. If AE<C, Jet t5 A be the unit point mass at A.; that is, t5 A is the measure on <C such
that bAM= 1 if AEd and t5AL1)=0 if A¢;11. If {A 1,A 2, ... } is a bounded sequence
of distinct complex numbers and {rxn} is a sequence of real numbers with rx" > 0
and L:nrxn < oo, let f.1 = L::= 1 rxnbA"; so J.1 is a finite measure. If c/>EI 00 (<C), let M q, be
the multiplication operator on L2 (f.1). Define T: L2(f.1)-+ mf.l) by (Tj)(A") = Anf(Anl·
Prove: (a) T is a normal operator; (b) T has a cyclic vector (see Exercise 10); (c)
if Aeg,J(£) and AT= T A, then A= M q, for some 4> in / 00 (<C); (d) T is compact
if and only if A" -+0. (e) If Tis compact, find all of the cyclic vectors for T. (f) If
T is compact, find the decomposition (7.7) for T.
12. Using the notation of Theorem 7.11, give necessary and sufficient conditions on
T and 4> that cf>(T) be compact. (Hint: consider separately the cases where ker T
is finite or infinite dimensional.)
13. Prove the uniqueness part of Theorem 7.16.
14. If Teg,J(£), show that T*T ~ 0.
15. Let T be a compact normal operator and show that there is a compact positive
operator A and a unitary operator U such that T = U A= AU. discuss the
uniqueness of A and U.
16. (Polar decomposition of compact operators.) Let T eg,J 0 (£) and let A be the unique
positive square root of T*T [(7.16) and Exercise 14]. (a) Show that II Ah II= II Th II
for all h in£. (b) Show that there is a unique oprator U such that II Uh II= II h II
when h _!_ ker T, Uh = 0 when he ker T, and U A = T. (c) If U and A are as in (a)
and (b), show that T =AU if and only if Tis normal.
17. Prove the following uniqueness statement for the functional calculus (7.11). If T
is a compact normal operator on a <C-Hilbert space£ and r: / 00 (<C)-+g,J(£) is
a multiplicative linear map such that II r(c/>) II= sup{ lc/>(A)I: AEup(T)}, r(l) = l, and
r(I/J) = T whenever 1/J(z) = z on up(T) u {0}, then r(c/>) = c/>(T) for every 4> in /00 (<C).
§8*. Unitary Equivalence for Compact

Normal Operators
In Section 1.5 the concept of an isomorphism between Hilbert spaces was
defined as the natural equivalence relation (m Hilbert spaces. This equivalence
relation between the spaces induces a natural equivalence relation between
the operators on the spaces.
8.1. Definition. If A, Bare bounded operators on Hilbert spaces £, :ff, then

A and Bare unitarily equivalent if there is an isomorphism U: Je-+ :ff such
that U AU- 1 = B. In symbols this is denoted by A ~B.
Some of the elementary properties of unitary equivalence are contained

in Exercises 1 and 2. Note that if UAU- 1 = B, then UA =BU.
The purpose of this section is to give necessary and sufficient conditions
that two compact normal operators be unitarily equivalent. Later, in Section
IX.l 0, necessary and sufficient conditions that any two normal operators be
unitarily equivalent are given and the results of this section are subsumed
by those of that section.
8.2. Definition. If Tis a compact operator, the multiplicity function for T is

the cardinal number valued function my defined for every complex number
A. by my(A.) =dim ker(T- A.).
Hence my(A.) ~ 0 for all A. and my(A.) > 0 if and only if A. is an eigenvalue
for T. Note that by Proposition 4.13, my(A.) < oo if A.# 0.
If, T, S are compact operators on Hilbert spaces and U: Yf-+ :ff is an
isomorphism with UTU - 1 = S, then U ker(T- A.)= ker(S- A.) for every A.
in <C. In fact, if Th = A.h, then SUh = UTh = A.Uh and so UhEker(S- A.).
Conversely, if kEker(S- A.) and h = u- 1 k, then Th = TU- 1 k = u- 1 Sk = A.h.
In particular, it must be that my= ms. If S and T are normal, this condition
is also sufficient for unitary equivalence.
8.3. Theorem. Two compact normal operators are unitarily equivalent if and
only if they have the same multiplicity function.
PROOF. Let T, S be compact normal operators on Hilbert spaces Yf, :ff. If
T ~ S, then it has already been shown that my= ms. Suppose now that
my= ms. We must manufacture a unitary operator U: Yf-+ :ff such that
uru- 1 =S.
Let T =I.:= 1 A.nPn and letS= I.:= 1 /lnQn as in the Spectral Theorem (7.6).
So if n # m, then ),n # A.m and lln # llm• and each of the projections Pn and Qn
§8. Unitary Equivalence for Compact Normal Operators 61
has finite rank. Let P 0 , Q0 be the projections of .rt', .1{ onto ker T, ker S; so
P0 = ('L,~ Pn)j_ and Q0 = (L~Qn)J.. Put A.0 = Jlo = 0.
Since mr = m8 , 0 < mr(A.n) = m8 (A.n). Hence there is a unique Jli such that
Jli = A.n. Define n: IN-+ IN by letting Jln(nl = A.n. Let n(O) = 0. Note that 1t is
one-to-one. Also, since 0 < ms(Jln) = mr(Jln), for every n there is a j such that
n(j) = n. Thus n: IN u {0}-+ IN u {0} is a bijection or permutation. Since
dim p n = mr(A.n) = ms(Jl,(n)) =dim Qn(n)' there is an isomorphism un: p n.rt'-+
Q,<nl.i{ for n ~ 0. 'Define U: .rt'-+ .1{ by letting U = Unon Pn.rt' and extending
by linearity. Hence U = ffi:'= 0 Un· It is easy to check that U is an
isomorphism. Also, if hEPn.rt', n ~ 0, then UTh = A.nUh = Jln(nPh = SUh.
Hence UTU- 1 =S. •
If Vis the Volterra operator, then mv=O (4.11) and V and the zero
operator are definitely not unitarily equivalent, so the preceding theorem
only applies to compact normal operators. There are no known necessary
and sufficient conditions for two arbitrary compact operators to be unitarily
equivalent. In fact, there are no known necessary and sufficient conditions
that two arbitrary operators on a finite-dimensional space be unitarily
equivalent.
EXERCISES
1. Show that "unitary equivalence" is an equivalence relation on 81(.1f).
2. Let U: .1f -+%be an isomorphism and define p: 81(.1f)-+81(%) by p(A) = U AU- 1 •
Prove: (a) II p(A) II = II A II, p(A *) = p(A *), and p is an isomorphism between the
two algebras 81(.1f) and 81(%). (b) p(A)e81 0 (%) if and only if Ae81 0 (.1f). (c) If
Te81(.1f), then AT= T A if and only if p(T)p(A) = p(A)p(T). (d) If Ae81(.1f) and
..II~ .1f, then ..II is invariant (reducing) for A if and only if U..ll is invariant
(reducing) for p(A).
3. Say that an operator A on Jt' is irreducible if the only reducing subspaces for A
are (0) and Jt'. Prove: (a) The Volterra operator is irreducible. (b) The unilateral
shift is irreducible.
4. Suppose A= EtJ {A;: iei} and B = EtJ {B;: iei} where each A; and B; is irreducible
(Exercise 3). Show that A ~ B if and only if there is a bijection n: I-+ I such that
A;~B,<;r
5. If T is a compact normal operator and mT = m is its multiplicity function, prove:
(a){).: m(.l.) > 0} is countable and 0 is its only possible cluster point; (b) m(.l.) < oo
if).# 0. Show that if m: CC-+ Ill u {0, oo} is any function satisfying (a) and (b), then
there is a compact normal operator T such that mT = m.
6. Show that two projections P and Q are unitarily equivalent if and only if
dim(ran P) = dim(ran Q) and dim(ker P) = dim(ker Q).
7. Let A: L2(0, 1)-+ L2 (0, 1) be defined by (Af)(x) = xf(x) for f in L2(0, 1) and x in
(0, 1). Show that A~ A 2 •
8. Say that a compact normal operator T is simple if mT ~ 1. (See Exercises 7.10
and 7.11.) Show that every compact normal operator T on a separable Hilbert
space is unitarily equivalent to ffi:= 1 T., where each T. is a simple compact

normal operator and mT. ~ mT•• 1 for all n. Show that I T.ll-+0. (Of course, there
may only be a finite number of T•. )
9. Using the notation of Exercise 8, suppose also that Sis a compact normal operator
and S ~ EB ;'= 1s•. where s. is a simple compact normal operator and ms. ~ ms•• 1
for all n. Show that T ~ S if and only if T. ~ s. for all n.
10. If Tis a compact normal operator on a separable Hilbert space, show that there
are simple compact normal operators T1, T2 , ••• such that T ~ 06::) T1 EB T~2 >6;)
T~3 > EB ·· ·, where: (a) for any operator A, A(•> =A$···$ A (n times); (b) 0 is the
zero operator on an infinite dimensional space; (c) for n of k, mT.mT• = 0; and
(d) if ker Tis infinite dimensional, then ker T. = (0) for all n. (Of course not all
of the summands need be present.) Show that I T. II-+ 0.
11. Using the notation of Exercise 10, let S be a compact normal operator and let
0$ S 1 $ S~2 > $ · · · be the corresponding decomposition. Show that T ~ S if and
only if T. ~ s. and ker T and ker S have the same dimension. ·
12. If T is a non-zero compact normal operator, show that T and T $ T are not
unitarily equivalent.
13. Give an example of a nontrivial operator T such that T ~ T $ T. Show that if
T ~ T $ T, then T ~ T $ T $ · · ·. Characterize the diagonalizable normal
operators T such that T ~ T $ T.
14. Let Je be the space defined in Example 1.1.8 and let U: Je-+ L2 (0, 1) be the
isomorphism defined by U f = f' (Exercise 1.1.4). If (Af)(x) = xf(x) for f in Je,
what is UAU- 1?
CHAPTER III
Banach Spaces
The concept of a Banach space is a generalization of Hilbert space. A Banach

space assumes that there is a norm on the space relative to which the space
is complete, but it is not assumed that the norm is defined in terms of an
inner product. There are many examples of Banach spaces that are not
Hilbert spaces, so that the generalization is quite useful.

1.1. Definition. If f!l' is a vector space over F', a seminorm is a function
p: f1£-+ [0, oo) having the properties:
(a) p(x + y)::::;; p(x) + p(y) for all x, y in f!l'.
(b) p(ocx) = loclp(x) for alloc in F' and x in!'£.
It follows from (b) that p(O) = 0. A norm is a seminorm p such that
(c) x = 0 if p(x) = 0.
Usually a norm is denoted by 11·11.
The norm on a Hilbert space is a norm. Also, the norm on Bi(Jf') is a norm.
If!'£ has a norm, then d(x, y) = II x - y II defines a metric on f!l'.
1.2. Definition. A normed space is a pair (f!l', 11·11 ), where f!l' is a vector space
and 11·11 is a norm on !'£. A Banach space is a normed space that is complete
with respect to the metric defined by the norm.
1.3. Proposition. If f!l' is a normed space, then

(a) the function f!l' x f!l' -+f!l' defined by (x,y)r-+x + y is continuous;
(b) the function F' x !'£-+ !'£ defined by (oc, x)r-+ocx is continuous.
64 III. Banach Spaces
PROOF. Ifxn-.xandyn-. y, then ll(xn+ Yn)-(x+ Y)ll = ll(xn-x)+(yn- y)ll ~

II xn- x II+ II Yn- y II --.0 as n--. oo. This proves (a). The proof of (b) is left to
the reader. •
The next lemma is quite useful.
1.4. Lemma. If p and q are seminorms on a vector space f£, then the following
statements are equivalent.
(a) p(x) ~ q(x) for all x. (That is, p ~ q.)
(b) { xEf£: q(x) < 1)} s;; {xEf£: p(x) < 1}.
(b') p(x) < 1 whenever q(x) < 1.
(c) {x: q(x) ~ l} s;; {x: p(x) ~ l }.
(c') p(x) ~ 1 whenever q(x) ~ l.
(d) {x: q(x) < 1} s;; {x: p(x) ~ l }.
(d') p(x) ~ 1 whenever q(x) < l.
PROOF. It is clear that (b) and (b'), (c) and (c'), and (d) and (d') are equivalent.
It is also clear that (a) implies all of the remaining conditions and that both
(b) and (c) imply (d). It remains to show that (d) implies (a).
Assume that (d) holds and put q(x)=IX. If e>O, then q((1X+e)-tx)=
(1X+e)-t1X< 1. By(d), 1 ~p((1X+e)-tx)=(1X+e)-tp(x), so p(x)~IX+e=q(x)+e.
Letting e--. 0 shows (a). •
If ll·llt and 11·11 2 are two norms on f£, they are said to be equivalent norms
if they define the same topology on f£.
1.5. Proposition. If 11·11 1 and II· 11 2 are two norms on f£, then these norms are
equivalent if and only if there are positive constants c and C such that
for all x in f£.

PROOF. Suppose there are constants c and C such that c II x 11 1 ~ II x 11 2 ~ C II x lit
for all x in f£. Fix x 0 in f£, e > 0. Then
{xEf£: llx- x 0 lit< e/C} s;; {xEf£: llx- x 0 ll2 < e},
{xEf£: II x- x 0 11 2 < ce} s;; {xEf£: II x- x 0 lit< e}.
This shows that the two topologies are the same. Now assume that the two
norms are equivalent. Hence {x: II x lit < 1} is an open neighborhood of
0 in the topology defined by 11·11 2 . Therefore there is an r > 0 such that
{x:llxll 2 <r}s;;{x:llxllt<l}. If q(x)=r-tllxll 2 and p(x)=llxllt, the
preceding lemma implies II x lit~ r-tll x 11 2 or c II x lit~ II x 11 2, where c = r. The
other inequality is left to the reader. •
There are two types of properties of a Banach space: those that are
topological and those that are metric. The metric properties depend on the
precise norm; the topological ones depend only on the equivalence class of
norms (see Exercise 4).
1.6. Example. Let X be any Hausdorff space (all spaces in this book are
assumed to be Hausdorff unless the contrary is specified) and let Cb(X) =all
continuous functionsf:X ~ 1F such that 11!11 = sup{lf(x)l:xEX} < oo. For
f, g in Cb(X), define (f +g): X~ F' by (f + g)(x) = f(x) + g(x); for a in F'
define (af)(x) = af(x). Then Cb(X) is a Banach space.
The proofs of the &tatements in (1.6) are all routine except, perhaps,
for the fact that Cb(X) is complete. To see this, let {!"} be a Cauchy
sequence in Cb(X). So if e > 0, there is an integer N, such that for n, m ~ N,,
e > llfn- fm II= sup{ lfn(x)--: fm(x)l: xEX}. In particular, for any x in
X, lfn(x)- fm(x)l ~ II fn- fm II < e when n, m ~ N,. So {f"(x)} is a Cauchy
sequence in F'. Let f(x) = limfn(x) if xEX. Now fix x in X. If n,m ~ N,, then
lf(x)- fn(x)l ~ lf(x)- fm(x)l + llfm- fnll < lf(x)- fm(x)l +e. Letting m~ 00
gives that lf(x)- fn(x)l ~ e when n ~ N,. This is independent of x. Hence
llf- fnll ~e for n~N•.
What has been just shown is that II!- fnll ~o as n~ oo. Note that this
implies that fn(x) ~ f(x) uniformly on X. It is standard that f is continuous.
Also, II f I ~ II f- fn II + II fn II < oo. Hence f ECb(X) and so Cb(X) is complete.
Note that a linear subspace llJJ of a Banach space fl£ that is topologically
closed is also a Banach space if it has the norm of fl£.
1.7. Proposition. If X is a locally compact space and C0 (X) =all continuous

functions f: X ~F' such that for all e > 0, {xEX: lf(x)l ~ e} is compact, then
C0 (X) is a closed subspace of Cb(X) and hence is a Banach space.
PROOF. That C0 (X) is a linear manifold in Cb(X) is left as an exercise. It will
only be shown that C 0 (X) is closed in Cb(X). Let Un} £ C0 (X) and suppose
fn ~fin Cb(X). If e > 0, there is an integer N such that II fn- f II < ej2; that
is, lfn(x)- f(x)l < e/2 for all n ~ N and x in X. If lf(x)l ~ e, then
e ~ lf(x)- fn(x) + fn(x)l ~ e/2 + lfn(x)l for n ~ N; so lfn(x)l ~ e/2 for n ~ N.
Thus, {xEX: lf(x)l ~ e} £ {xEX: lfN(x)l ~ e/2} so that /EC 0 (X). •
The space C 0 (X) is the set of continuous functions on X that vanish at

infinity. If X= R, then C0 (R) =all of the continuous functions f: R ~ F' such
=
that limx .... ± ocJ(x) = 0. If X is compact, C0 (X) = Cb(X) C(X).
If I is any set, then give I the discrete topology. Hence I becomes locally
compact. Also any function on I is continuous. Rather than Cb(I), the
customary notation is / 00 (/). That is, / 00 ( / ) =all bounded functions f: I~ F'
with II !II= sup{lf(i)\: iEI}. c0 (/) consists of all functions f: I ~F' such that
for every e > 0, {iEI: lf(i)l ~ e} is finite. If I= N, the usual notation for these
spaces is / 00 and c0 . Note that / 00 consists of all bounded sequences of scalars
and c0 consists of all sequences that converge to 0.
1.8. Example. If (X, n, Jl) is a measure space and 1 :s;;; p :s;;; oo, then I!(X, n, Jl)
is a Banach space.
The preceding example is usually proved in courses on integration and

no proof is given here.
1.9. Example. Let I be a set and 1 :s;;; p < oo. Define [P(I) to be the set of
all functions f:I-.F such that :L{If(i)IP:iei}<oo; and define llfllp=
11
(:L { lf(i)IP: iei} ) P. Then [P(I) is a Banach space. If I= IN, then /P(IN) = [P.
If n = all subsets of I and for each !!. in n, Jl(ll) = the number of points
in !!. if !!. is finite and Jl(ll) = 00 otherwise, then [P(I) = I!( I, n, Jl). So the
statement in (1.9) is a consequence of the one in (1.8).
1.10. Example. Let n ~ 1 and let c<n>[o, 1] =the collection of functions

f: [0, 1]---.. F such that f has n continuous derivatives. Define II f II =
SUPo,.:k,.:n {sup{ IJ<k>(x)l: 0 :s;;; X :s;;; 1} }. Then c<n>[o, 1] is a Banach space.
1.11. Example. Let 1 :s;;; p < oo and n ~ 1 and let w;[o, 1] =the functions
f: [0, 1]---.. F such thatfhas n- 1 continuous derivatives, pn-lJ is absolutely
continuous, and J<">eiJ[O, 1]. For fin w;[o, 1], define
n
llfll = k~o
[ e
Jo IJ<k>(x)IPdx
]1/p
.
Then w;[o, 1] is a Banach space.

The following is a useful fact about seminorms.
1.12. Proposition. If pis a seminorm on!!£, lp(x)- p(y)l :s;;; p(x- y) for all x, y
in !!£. If 11·11 is a norm, then I II x II - II y Ill :s;;; II x - y II for all x, y in !!£.
PROOF. Of course, the inequality for norms is a consequence of the one for
seminorms. Note that if x, yef!£, p(x) = p(x- y + y) :s;;; p(x- y) + p(y), so
p(x)- p(y) :s;;; p(x - y). Similarly, p(y)- p(x) :s;;; p(x- y). •
There is the concept of"isomorphism" for the category of Banach spaces.
1.13. Definition. If!!£ and lfJJ are normed spaces, !!£ and lfJJ are isometrically
isomorphic if there is a surjective linear isometry from !!£ onto lfJJ.
The term isomorphism in Banach space theory is reserved for linear

bijections T: !!£ -.lfJ/ that are homeomorphisms.
EXERCISES
1. Complete the proof of Proposition 1.3.
§2. Linear Operators on Normed Spaces 67
3. For 1 ~ p < oo and x = (x 1 , ... , xd) in IF", define II x liP= [L~= 1lxiiP] 11P; define
llxlloo =sup{lxil: 1 ~j~d}. Show that all of these norms are equivalent. For
1 ~ p, q ~ oo, what are the best constants c and C such that c II x liP~ II x 11 4 ~ C II x liP
for all x in IF"?
4. If 1 ~ p ~ oo and II·IIP is defined on lR 2 as in Exercise 3, graph {xelR 2 : II x liP= 1}.
Note that if 1<p<oo, llxllp=IIYIIP=l, and x#y, then for 0<t<1,
lltx+(l-t)yiiP< l. The same cannot be said for p= 1,oo.
5. Let c =the set of all sequences {a.}~, a. in IF, such that lim a. exists. Show that
c is a closed subspace of 100 and hence is a Banach space.
6. Let X = {n- 1 : n ~ 1} u {0}. Show that C(X) and the space of c of Exercise 5 are
isometrically isomorphic.
(a) Show that if 1 ~ p < oo and I is an infinite set, then IP(I) has a dense set of
the same cardinality as I.
(b) Show that if 1 ~ p < oo, /P(I) and /P(J) are isometrically isomorphic if and
only if I and J have the same cardinality.
7. If 100 ( / ) and I00 (J) are isometrically isomorphic, do I and J have the same
cardinality?
8. Show that 100 is not separable.
10. Verify the statements in Example l.lO.
11. Verify the statements in Example l.ll.
12. Let X be locally compact and let X oo = Xu {oo} be the one-point compactification
of X. Show that C0 (X) and {feC(X 00 ):f(oo)=O}, with the norm it inherits as
a subspace of C(X oo ), are isometrically isomorphic Banach spaces.
13. Let X be locally compact and define Cc(X) to be the continuous functions/: X--. IF
such that sptf=cl{xeX:f(x)#O} is compact (sptfis the support off). Show
that Cc(X) is dense in C0 (X).
14. If w;[o, 1] is defined as in Example l.l1 and f e w;[o, 1], let 111!111 =
[Jif(x)IP dx] 11P+ [JIJC"l(x)IP dx] 11P. Show that 111·111 is equivalent to the norm
defined on w;[o, 1].
15. Let!!£ be a normed space and let fi be its completion as a metric space. Show
that fi is a Banach space.
16. Show that the norm on C([O, 1]) = Cb([O, l])does not come from an inner product
by showing that it does not satisfy the parallelogram law.
§2. Linear Operators on Normed Spaces

This section gathers together a few pertinent facts and examples concerning
linear operators on normed spaces. A fuller study of operators on Banach
spaces will be pursued later.
The proof of the first result is similar to that of Proposition 1.3.1 and is
left to the reader. [Also see (11.1.1) .] ~(.O.C, <?Y) = all continuous linear trans-
formations A: .or--+ <?Y.
2.1. Proposition. If .or and <?Y are normed spaces and A: .or--+ <?Y is a linear
transformation, the following statements are equivalent.
(a) AE~(.O.C,<?Y).
(b) A is continuous at 0.
(c) A is continuous at some point.
(d) There is a positive constant c such that II Ax II :::; c II x II for all x in X.
If AE~(.o.t, '?Y) and
11A II = sup { II Ax II: II x II :::; 1},
then
II All =sup{IIAxll: llxll = 1}
=sup{ II Ax 11/11 x II: x =I= 0}
= inf {c > 0: II Ax II :::; c II x II for x in .o.t}.
II A II is called the norm of A and &l(.o.t, <?Y) becomes a normed space if
addition and scalar multiplication are defined pointwise. &l(.o.t, <?Y) is a Banach
space if <?Y is a Banach space (Exercise 1). A continuous linear operator is
also called a bounded linear operator.
The following examples are reminiscent of those that were given in
Section 11.1.
2.2. Example. If(X, Q, Jl) is a a-finite measure space and c/>EL00 (X, Q, Jl), define
M.p: ll'(X,Q,Jl)--+ll'(X,Q,Jl), 1 :::;p:::; oo, by M.pf = c/>ffor all fin ll'(X,Q,Jl).
Then M.pEBI(ll'(X,Q,Jl)) and IIM.pll = llcf>lloo·
2.3. Example. If(X, n, Jl), k, c 1 , and c 2 are as in Example 11.1.6 and 1 !(. p !(. oo,
then K: 11'(11)--+ ll'(Jl), defined by
(Kf)(x) = I k(x, y)f(y) dJl(Y)
for allf in 11'(11) and x in X, is a bounded operator on 11'(11) and II K II :::; c!lqc~ 1 P,
where 1/p + 1/q = 1.
2.4. Example. If X and Y are compact spaces and r: Y--+ X is a continuous

map, define A: C(X)--+ C(Y) by (Af)(y) = f(r(y)). Then AEBI(C(X), C(Y)) and
IIA II= 1.
EXERCISES
l. Show that for :Jl(:!l', IF)* (0), :Jl(:!l', 1/9') is a Banach space if and only if 1/9' is a Banach
space.
§3. Finite Dimensional Normed Spaces 69
2. Let ?£ be a normed space, let qy be a Banach space, and let :i be the completion
of :!l. Show that if p: iJB(:i, qt;) -iJB(:!l, ql/) is defined by p(A) =A l:!l, then p is an
isometric isomorphism.
3. If (X, Q, ,u) is a a-finite measure space, ¢: X -IF IS an Q-measurable function,
I ~ p ~ oo, and 4>! EU(,u) whenever f EU(,u), then show that ¢EL"'(,u).
7. Let A and r be as in Example 2.4. (a) Give necessary and sufficient conditions on
r that A be injective. (b) Give such a condition that A be surjective. (c) Give such
a condition that A be an isometry. (d) If X= Y, show that A 2 =A if and only if
r is a retraction.
8. (Wilansky [1951]) Assume that A::![ _qy is an additive mapping (that is,
A(x 1 + x 2 ) = A(xtl + A(x 2 ) for all x 1 and x 2 in :!l) and show that conditions (b),(c),
and (d) in Proposition 2.1 are equivalent to the continuity of A.
§3. Finite Dimensional Normed Spaces

In functional analysis it is always good to see what significance a concept
has for finite dimensional spaces.
3.1. Theorem. If!!( is a finite dimensional vector space over F', then any two
norms on !!( are equivalent.
PROOF. Let {e 1 , ... ,ed} be a Hamel basis for fi£. For x=L,~=lxiei, define
llxlloo =max{lxil: 1 ~j~d}. It is left to the reader to verify that ll·lloo is a
norm. Let 11·11 be any norm on fi£. It will be shown that 11·11 and 11·11 oo are
equivalent.
If x=L,ixiei, then llxll ::;;L,ilxillleill ::;;CIIxlloo, when C=L.illeill. To
show the other inequality, let :Y be the topology defined on fi£ by 11·11 oo and
let IJlt be the topology defined on fi£ by 11-11. Put B = {xEfi£: II x II oo::;; 1}. The
first part of the proof implies :Y 21Jlt. Since B is :Y-compact and :Y 21Jlt, B
is IJII-compact and the relativizations of the two topologies to B agree. Let
A= {xEff: llxlloo < 1}. Since A is :Y-open, it is open in (B,!Jlt). Hence there
is a set U in IJlt such that U n B = A. Thus OE U and there is an r > 0 such
that {xEff: II x II< r} ~ U. Hence
3.2 II x II < r and II x II oo ::;; 1 implies II x II oo < 1.
Claim. II x II < r implies II x I oo < 1.
Let II x II <rand put x = L,xiei, a= II x II oo· So II xja II oo = 1 and xjrxEB. If

a?: I, then II xja II < r/a ~ r, and hence II xja II oo < I by (3.2), a contradiction.
Thus II x II oo =a< I and the claim is established.
By Lemma I.4, II x II oo ~ r- 1 II x II for all x and so the proof is complete .
3.3. Proposition. If!![ is a normed space and At is a finite dimensional linear

•
manifold in !!l', then At is closed.
PROOF. Using a Hamel basis {e 1 , ... ,e.} for At, define a norm ll·llro on At
as in the proof of Theorem 3.1. It is easy to see that At is complete with
respect to this new norm. But then Theorem 3.1 implies that At is complete
with respect to its original norm and hence must be a closed subspace of !!l' .
3.4. Proposition. Let!![ be a finite dimensional normed space and let !!If be any
•
normed space. If T: !!l'--+ !!If is a linear transformation, then T is continuous.
PROOF. Since all norms on !!l' are equivalent and T: !!l'--+ !!If is continuous
with respect to one norm on !!l' precisely when it is continuous with respect
to any equivalent norm, we may assume that IlL~~~ ~ieill =max{l~il: 1 ~j~d},
where {eJ is a Hamel basis for !!l'. Thus, for x = L ~iei, II Tx II = II Li~i Tei II ~
Lil ~illl Teill ~ Cll x II, where C = Lill Teill. By (2.1), Tis continuous. •
EXERCISES
I. Show that if El' is a locally compact normed space, then El' is finite dimensional.
(This same result, due to F Riesz, is valid in the more general topological vector
spaces-see IV. I.! for the definition. For a nice proof of this look at Pitcairn [1966].)
2. Show that 11·11 00 defined in the proof of Theorem 3.1 is a norm.
§4. Quotients and Products of Normed Spaces

Let !!l' be a normed space, let A be a linear manifold in !!l', and let Q: !![--+ !!l'/A
be the natural map Qx = x +A. We want to make !!l'/A into a normed
space, so define
4.1 llx +All= inf{ llx + yll: yEA}.
Note that because A is a linear space, II x +A II = inf {II x- y II: yEA} =
dist(x, A), the distance from x to A. It is left to the reader to show that
(4.1) defines a seminorm on !!l'/A. But if A is not closed in !!l', (4.1) cannot
define a norm. (Why?) If, however, A is closed, then (4.1) does define a norm.
4.2. Theorem. If At ~ !!l' and II x + At II is defined as in (4.1 ), then 11·11 is a norm

on !!l'/A. Also:
(a) II Q(x) II ~ II x II for all x in !!l' and hence Q is continuous.
(b) If !!l' is a Banach space, then so is !!l'/A.
§4. Quotients and Products of Normed Spaces 71
(c) A subset W of flf/Af is open relative to the norm if and only if Q- 1 (W)
is open in !I.
(d) If U is open in !I, then Q(U) is open in flf/A!.
PROOF. It is left as an exercise to show that (4.1) defines a norm on flf/Af.
To show (a), II Q(x) II = II x +AI II ~ II x II since OEAI; Q is therefore continuous
by (2.1 ).
(b) Let {x" +At} be a Cauchy sequence in flf/Af. There is a subsequence
{x"• + At} such that
II (x"• + At) - (x"k+, + At) II = II x"• - x"• +, + At II < 2- k.
Let y 1 = 0. Choose y 2 in AI such that
llxn,-Xn + Y2ll ~ !lxn,-Xn +Af!! +2- 1 <2·2- 1 .

2 2
Choose Y3 in AI such that
!!(xnl + Y2)- (xn, + Y3)1! ~II Xn 2 - Xn 3 +AI!!+ 2- 2 < 2·2- 2.

Continuing, there is a sequence {h} in AI such that
l!(xn,+ Yd-(x"•+t + Yk+1)!! <2·2-k.
Thus {x"• + Yd is a Cauchy sequence in !I (Why?). Since !I is complete,
there is an Xo in q: such that xn. + Yk--+Xo in !I. By (a), xn. +AI= Q(xn. + yd--+
Qx 0 = x 0 + AI. Since {x" + A} is a Cauchy sequence, xn + A--+ x 0 + A and
flf/Af is complete (Exercise 3).
(c) If W is open in flf/A, then Q- 1 (W) is open in !I because Q is continuous.
Now assume that W c;; flf/Af and Q- 1 (W) is open in !I. Let r > 0 and put
B, = {xEfi£: II x II< r}. It will be shown that Q(B,) = {x +AI: II x +A II< r}.
In fact, if II x II < r, then II x + AI II ~ II x II < r. On the other hand, if
II x + j { I < r, then there is a y in AI such that II x + y II < r. Thus x + AI =
Q(x + y)EQ(B,). Ifx 0 + AIEW, then x0 EQ- 1 (W). Since Q- 1 (W)is open, there
is an r > 0 such that x 0 + B, = {x: II x- x 0 II< r} c;; Q- 1 (W). The preceding
argument now implies that W = QQ- 1 (W) 2 Q(x 0 + B,) = {x +AI: II x-
x 0 +AI II< r}. Hence W is open.
(d) If U is open in !I, then Q- 1 (Q(U)) = U +A= {u + y: uEV,yEA} =
u{U + y: yEA}. Each U + y is open, so Q- 1 (Q(U)) is open in !I. By (c),
Q(V) is open in flf/Af. •
Because Q is an open map [part (d)], it does not follow that Q is a closed
map (Exercise 4).
4.3. Proposition. If!![ is a normed space, A ~!I, and Jll is a finite dimensional
subspace of !I, then A + Jll is a closed subspace of !I.
PROOF. Consider flf/Af and the quotient map Q: !I --+!I/A. Since
dim Q(JII) ~ dim Jll < oo, Q(JII) is closed in !![I A. Since Q is continuous
Q- 1 (Q(A')) is closed in !I; but Q- 1 (Q(JII)) =AI+ Jll. •
Now for the product or direct sum of normed spaces. Here there is a
difficulty because, unlike Hilbert space, there is no canonical way to proceed.
Suppose {X;: iel} is a collection of normed spaces. Then f1 {X;: iel} is a
vector space if the linear operations are defined coordinatewise. The idea is
to put a norm on a linear subspace of this product.
Let 11·11 denote the norm on each X;. For 1 :::; p < oo, define
EIJpX; =: { XE f!X;: llxll =[~ llx(i)IIP JIP < 00 }·
Define
EBCXJXi ={xe QX;: llxll =s~pllx(i)ll < oo }·

If {X1 ,X2 , ••• } is a sequence ofnormed spaces, define
E90 X. = { XE }J1
X.: llx(n)ll--+0 };
give EB0 X. the norm it has as a subspace of EBCX)X•.

The proof of the next proposition is left as an exercise.
4.4. Proposition. Let {X;: iel} be a collection of normed spaces and let
X= EIJpX;, 1:::; p:::; oo.
(a) X is a normed space and the projection P;: X -+X; is a continuous linear
map with II P;(x) II :::; II x II for each x in X.
(b) X is a Banach space if and only if each X; is a Banach space.
(c) Each projection P; is an open map of X onto X;.
A similar result holds for E90 X., but the formulation and proof of this is
left to the reader.
EXERCISES
1. Show that if .II~ f£, then (4.1) defines a norm on :!l/.11.
2. Prove that f£ is a Banach space if and only if whenever {x.} is a sequence in f£

such that L II x. I < oo, then r:;
I x. converges in f£.
3. Show that if (X, d) is a metric space and {x.} is a Cauchy sequence such that
there is a subsequence {x•• } that converges to x 0 , then x.-+x 0 •
4. Find a Banach space f£ and a closed subspace .II such that the natural map
Q: f£ -+f£/.11 is not a closed map. Can the natural map ever be a closed map?
5. Prove the converse of (4.2b): Iff£ is a normed space, .II~ :Yf, and both .II and
f£ I.II are complete, then f£ is complete. (This is an example of what is called a
"two-out-of-three" result. If any two off£, .II, and f£/.11 are complete, so is the
third.)
6. Let .II= {xEIP: x(2n) = 0 for all n}, 1 ~ p ~ oo. Show that /Pj.JI is isometrically
isomorphic to /P.
7. Let X be a normal locally compact space and F a closed subset of X. If

jf = {! EC 0 (X):f(x) = 0 for all x in F}, then C 0 (X)IAt is isometrically isomorphic
to C 0 (F).
9. Formulate and prove a version of Proposition 4.4 for (fl 0 .'?l"".
10. If { .'?l"1 , ... , .'?["} is a finite collection of normed spaces and I ~ p ~ oo, show that
the norms on Etlp.'?l"k are all equivalent.
11. Here is an abstraction of Proposition 4.4. Suppose {.'?l";: iEI} is a collection of

normed spaces and Y is a normed space contained in IF1 . Define.'?[= {xEf];.'?t;:
there is a yin Y with I x(i) I ~ y(i) for all i}.lf XE.'?l", define I x I = inf {II y II: I x(i) I ~
y(i) for all i}. Then (.'?l", 11·11) is a normed space. Give necessary and sufficient
conditions on Y that each of the parts of (4.4) be valid for .'?C.
12. Let .'?l" be a normed space and At~ .'?C. (a) If .'?l" is separable, so is .'?CIA. (b) If
.'?tlo/tt and At are separable, then .'?[is separable. (c) Give an example such that
.'?l"I At is separable but .'?[ is not.
13. Let {.1";: iEI} be a collection of non-zero normed spaces. For 1 ~ p < oo, put
.'?l" = Etlp.'?l";. Show that .'?[ is separable if and only if I is countable and each .'?l"; is
separable. Show that (£J 00 .'?l"; is separable if and only if I is finite and each .'?l"; is
separable.
14. Show that EBo.'?l"n is separable if and only if each .'?[" is separable.
15. Let J s; I, and .'?l" = EBP{.'?l";: iEI}, At= {xE.'?l": x(j) = 0 for j in J}. Show that .'?CIA
is isometrically isomorphic to Etlp{.'?l"/ jEJ}.
16. Let :Yt be a Hilbert space and suppose At~ :Yt. Show that if Q: :Yt-> :Yt/At is
the natural map, then Q: At~ -> :YtI At is an isometric isomorphism.
§5. Linear Functionals

Let fl( be a vector space over 1F. A hyperplane in fl( is a linear manifold A
in fll such that dim (fll jjt) = 1. Iff: fll-+ 1F is a linear functional and f =/= 0,
then kerf is a hyperplane. In fact, f induces an isomorphism between fll /kerf
and IF. Conversely, if ,_4{ is a hyperplane, let Q: fll-+ fll j._4t be the natural
map and let T: ,U[jA -+1F be an isomorphism. Then f =
ToQ is a linear
functional on fl( and kerf= A.
Suppose now that f and g are linear functionals on fll such that
kerf= kerg. Let x 0 E.U[ such thatf(x 0 ) = 1; so g(x 0 ) i= 0. If xEfll and a= f(x),
then x- ax 0 Eker f = ker g. So 0 = g(x)- ag(x 0 ), or g(x) = (g(x 0 ))a =
(g(x 0 ))f(x). Thus g = {3{ for a scalar {3. This is summarized as follows.
5.1. Proposition. A linear manifold in fl( is a hyperplane if and only if it is the

kernel of a non-zero linear functional. Two linear functionals have the same
kernel if and only if one is a non-zero multiple of the other.
Hyperplanes in a normed space fall into one of two categories.
5.2. Proposition. If fll is a normed space and A is a hyperplane in fll, then

either A is closed or A is dense.
PROOF. Consider ciA, the closure of A. By Proposition 1.3, ciA is a linear
manifold in fll. Since As ciA and dim fll/A = 1, either ciA= A or
ciA=~ •
If !l'=c 0 and f:fll-+IF is defined by f(ll 1 ,1l 2 , ... )=1l 1 , then kerf=
{ (1Xn)Ec 0 : !l 1 = 0} is closed in c 0 . To get an example of a dense hyperplane,
let fll = c0 and let en be the element of c0 such that en(k) = 0 if k-# n and
en(n) = 1. (It is best to think of c0 as a collection of functions on IN.) Let
x 0 (n) = 1/n for all n; so x 0 Ec 0 and {x 0 ,e 1 ,e 2 , ... } is a linearly independent
set in c 0 . Let I!IJ=a Hamel basis in c0 which contains {x 0 ,e 1 ,e 2 , ... }. Put
I!IJ= {x 0 ,e 1 ,e 2 , ... }u{b;: iEI}, b;#x 0 or en for any i or n. Define f: c 0 -+IF
by f(tX 0 X 0 + L.:'= 1 ilnen + L,;/J;b;) = ll 0 . (Remember that in the preceding
expression at most a finite number of the iln and {3; are not zero.) Since
enEker f for all n;?: 1, kerf is dense but clearly kerf-# c0 .
The dichotomy that exists for hyperplanes should be reflected in a
dichotomy for linear functionals.
5.3. Theorem. If fll is a normed space and f: fll-+ IF is a linear functional, then
f is continuous if and only if kerf is closed.
PROOF. Iff is continuous, kerf=f- 1 ({0}) and so kerf must be closed.
Assume now that kerf is closed and let Q: !l'-+ fll jker f be the natural map.
By (4.2), Q is continuous. Let T: !l'/ker f-+ IF be an isomorphism; by (3.4),
Tis continuous. Thus, if g = To Q: fll-+ IF, g is continuous and kerf= ker g.
Hence (5.1) f = ilg for some il in IF and so f is continuous. •
Iff: !l'-+ IF is a linear functional, then f is a linear transformation and so

Proposition 2.1 applies. Continuous linear functionals are also called bounded
linear functionals and
llfll = sup{lf(x)l: llxll ~ 1}.
The other formulas for II f I given in (2.1) are also valid here. Let fll* = the
collection of all bounded linear functionals on !l'. Iff, gEfll* and !lEF, define
(ilf + g)(x) = tXf(x) + g(x); fll* is called the dual space of fll. Note that
fll* = I!IJ( fll' IF).
5.4. Proposition. If fll is a normed space, fll* is a Banach space.

PROOF. It is left as an exercise for the reader to show that fll* is a normed
space. To show that !l'* is complete, let B = {x E fll: I x I ~ 1}. Iff E!l'*, define
p(f): B-+ 1F by p(f)(x) = f(x); that is, p(f) is the restriction off to B. Note
that p: fll*-+ Cb(B) is a linear isometry. Thus to show that fll* is complete,
it suffices, since Cb(B) is complete (1.6), to show that p(~*) is closed. Let
Un}s~* and suppose geCb(B) such that IIP(/n)-gll-+0 as n-+oo. Let
xe~.lfrx.,peiF, rx.,p ¥0, such that rx.x,PxeB, then rx.- 1 g(rx.x) = limrx.- 1/n(rx.x) =
limp- 1fn(Px) = p- 1 g(px). Define/:~ -+IF by lettingf(x) = rx.- 1 g(rx.x) for any
rx. ¥0 such that rx.xeB. It is left as an exercise for the reader to show that
f e~* and p(f) = g. •
Compare the preceding result with Exercise 2.1.

It should be emphasized that it is not assumed in the preceding proposition
that !!{ is complete. In fact, if ~ is a normed space and !i is its completion
(Exercise 1.16), then~* and !i* are isometrically isomorphic (Exercise 2.2).
5.5. Theorem. Let (X, n, Jl) be a measure space and let 1 < p < oo. If
1/p + 1/q = 1 and geLq(X, n, Ji), define F9 : Il'(Ji)-+ IF by
Fg(f) =I fgdJi.
Then F9 ell'(Ji)* and the map g~--+F9 defines an isometric isomorphism of Lq(Jl)
onto LP(Jl)*.
Since this theorem is often proved in courses in measure and integration,

the proof of this result, as well as the next two, is contained in the Appendix.
See Appendix B for the proofs of (5.5) and (5.6).
5.6. Theorem. If(X,!l,Ji) is a a-finite measure space and geL""(X,!l,Ji), define

F 9 : L1 (Jl)-+IF by
F g(f) = Ifg dfl.
Then F 9 eL1 (Jl)* and the map g~--+F9 defines an isometric isomorphism of L""(Jl)
onto U (Ji )*.
Note that when p = 2 in Theorem 5.5, there is a little difference between

(5.5) and (1.3.5) owing to the absence of a complex conjugate in (5.5). Also,
note that (5.6) is false if the measure space is not assumed to be a-finite
(Exercise 3).
If X is a locally compact space, M(X) denotes the space of all IF-valued
regular Borel measures on X with the total variation norm. See Appendix
C for the definitions as well as the proof of the next theorem.
5.7. Riesz Representation Theorem. If X is a locally compact space and

JiEM(X), define F": C 0 (X)-+IF by
Fp(f) =If dfl.

Then F"EC0 (X)* and the map Jl-+ F" is an isometric isomorphism of M(X)
onto C0 (X)*.
There are special cases of these theorems that deserve to be pointed out.
5.8. Example. The dual of c0 is isometrically isomorphic to P. In fact,

c0 = C0 (1N), if IN" is given the discrete topology, and P = M(IN").
5.9. Example. The dual of P is isometrically isomorphic to 1 00 • In fact,

P = V(IN",2N,J1), where Jl(~) =the number of points in ~. Also, 100 =
L oo(IN", 2N, J1}.
5.10. Example. If 1 < p < oo, the dual of [P is lq, where 1 = 1/p + 1/q.
What is the dual of L 00 (X, n, Jl)? There are two possible representations.
One is to identify L 00 (X, n, JL)* with the space of finitely additive measures
defined on n that are "absolutely continuous" with respect to J1 and have
finite total variation (see Dunford and Schwartz [1958], p. 296). Another
representation is to obtain a compact space Z such that L 00 (X, n, Jl) is
isometrically isomorphic to C(Z) and then use the Riesz Representation
Theorem. This will be done later in this book (VIII.2.1).
What is the dual of M(X)? For this, define L00 (M(X)) as the set of all F
in O{L00 (J1):J1EM(X)} such that if J1«V, then F(JL)=F(v) a.e. [Jl]. This is
an inverse limit of the spaces L 00 (J1), J1 in M(X).
5.11. Lemma. If FEL00 (M(X)), then

I F II =sup II F(Jl) II oo < oo.
ll
PROOF. If II F I = oo, then there is a sequence {Jln} in M(X) such that

II F(Jln) II 00 ~ n. Let J1 = L.;:'= 1 2 -n1J1nl/ II Jln 11. Then Jln « J1 for all n, SO F(Jln) = F(Jl)
a.e. [Jln] for each n. Hence II F(JL) II 00 ~ I F(Jln) II oo ~ n for each n, a
contradiction. •
5.12. Theorem. If X is locally compact and FEL00 (M(X)), define <DF: M(X)-+IF
I
by
F(J1) = F(Jl) dJ1.
Then FEM(X)* and the map F~---+F is an isometric isomorphism of L 00 (M(X))

onto M(X)*.
PROOF. It is easy to see that F is linear. Also, IF(JL)I::::;; JIF(JL)IdiJLI::::;;
I F(Jl) II oo II JLII ::::;; II F I II 1111. Thus FEM(X)* and II F II ::::;; II F 11.
Now fix in M(X)*. If J1EM(X) andfEL1(IJ11}, then v = fJLEM(X). (That
is, v(~) = Jd dJ1 for every Borel set ~.) Also I vII= JlfldiJLI. In fact, the
§6. The Hahn- Banach Theorem 77
Radon- Nikodym Theorem can be interpreted as an identification

(isometrically isomorphic) of L1 (I Ill) with {IJEM(X): '1 «Ill I}. Thus f~--+<l>(f11)
is a linear functional on L 1 (llll) and l<l>(f~t)l ~ IIIIJifldl~tl· Hence there is
an F(~t) in U"(l~tl) such that <l>(f~t) = JjF(~t)d~t for every fin L 1 (l~tl) and
II F(~t) II oo ~ II 11. (We have been a little nonchalant about using ll or 1111. but
what was said is perfectly correct. Fill in the details.) In particular, taking
f=l gives <l>(~t)=JF(~t)d~t. It must be shown that FEL00 (M(X)); it then
follows that = F and II F II ~ II F II oo.
To show that FEL00 (M(X)), let ll and v be measures such that v«~t.
By the Radon-Nikodym Theorem, there is an f in U(llll) such that
v = fll· Hence if gEL1 (Ivl), then gjEL 1 (I~tl) and Jgdv = Jgf d~t. Thus,
JgF(v)dv = <l>(gv) = <l>(gfll) = JgfF(~t)d~t = JgF(~t)dv. So F(v) = F(Jl) a.e. [v]
and FEL00 (M(X)). •
EXERCISES
2. Show that !:[* is a normed space.
3. Give an example of a measure space (X, Q, Jl) that is not a-finite for which the
conclusion of Theorem 5.6 is false.
4. Let {f:[i: iEI} be a collection of normed spaces. If 1:::::; p < oo, show that the dual
space of Ef1vf:{i is isometrically isomorphic to Ef1qf:{;*, where 1/p + 1/q = 1.
5. If !:[1 , !:[2 , ... are normed spaces, show that ( E[1 0 f:{.)* is isometrically isomorphic to
E!1, !:[.*.
6. Let n ~ 1 and let c<•l [0, 1] be defined as in Example 1.1 0. Show that II f II =
L:~:~IJ!kl(O)I + sup{IJ!"l(x)l: 0:::::; x:::::; 1} is an equivalent norm on c<•l[O, 1]. Show
that LE( c<•l[O, 1] )* if and only if there are scalars IX 0 , IX 1 , •.. , IX"_ 1 and a measure
J
J1 on [0, 1] such that L(f) = L:~:~IXd!kl(Q) + j<•l dJ1. If c<•l[Q, 1] is given this new
norm, find a formula for II L I in terms of j1X 0 I, !IX 1 !, ... , !IX._ 1 !, and I J111?
7. Give !:[ = C( [0, 1]) the norm I fll = J!f(t)idt and define L: !:[----> F by L(f) = f(!l·
Show directly (without using Theorem 5.6) that Lis not bounded. Now prove this
as a consequence of (5.6).
§6. The Hahn-Banach Theorem

The Hahn-Banach Theorem is one of the most important results in
mathematics. It is used so often it is rightly considered as a cornerstone of
functional analysis. It is one of those theorems that when it or one of its
immediate consequences is used, it is used without quotation or reference
and the reader is assumed to realize that it is being invoked.
6.1. Definition. If fl£ is a vector space, a sublinear functional is a function

q: !!£~JR. such that

(a) q(x + y)::::; q(x) + q(y) for all x, y in !!£;
(b) q(~Xx) = ~Xq(x) for x in !!£ and IX~ 0.
Note that every seminorm is a sublinear functional, but not conversely.

In fact, it should be emphasized that a sublinear functional is allowed to
assume negative values and that (b) in the definition only holds for IX~ 0.
6.2. The Hahn-Banach Theorem. Let!!£ be a vector space over JR. and let q
be a sublinear functional on !!£. If .It is a linear manifold in !!£ and f: .It~ JR.
is a linear functional such that f(x)::::; q(x) for all x in .It, then there is a linear
functional F: !!£~JR. such that F I.It = f and F(x)::::; q(x) for all x in !!£.
Note that the substance of the theorem is not that the extension exists
but that an extension can be found that remains dominated by q. Just to
find an extension, let {e;} be a Hamel basis for .It and let {Yi} be vectors
in !!£ such that {e;} u {yi} is a Hamel basis for !!£. Now define F: !!£~JR. by
F(L;IX;e; + LiPiY) = L;IX;/(e;) = f('f.;IX;e;). This extends f. If {yi} is any
collection of real numbers, then F(L;IX;e; + LiPiY) = f('f.;IX;e;) + LiPi'Yi is
also an extension of f. Moreover, any extension of f has this form. The
difficulty is that we must find one of these extensions that is dominated by q.
Before proving the theorem, let's see some of its immediate corollaries.
The first is an extension of the theorem to complex spaces. For this a lemma
is needed. Note that if !!£ is a vector space over CC, it is also a vector space
over JR. Also, iff:!!£ ~cc is CC-linear, then Ref:!!£ ~JR. is JR-linear. The
following lemma is the converse of this.
6.3. Lemma. Let !!£ be a vector space over CC.

(a) Iff: !!£~JR. is an JR.-linear functional, then ](x) = f(x)- if(ix) is a CC-linear
functional and f = Re J.
(b) If g: !!£ ~ <C is <C-linear, f =Reg, and J is defined as in (a), then J =g.
J
(c) If p is a seminorm on !!£ and f and are as in (a), then lf(x)l::::; p(x) for
all x if and only if lf(x)l ::::; p(x) for all x.
(d) If!!£ is a normed space and f and J are as in (a), then II f II = llfll.
PROOF. The proofs of (a) and (b) are left as an exercise. To prove (c), suppose
lf(x)l::::; p(x). Thenf(x) = Ref(x)::::; lf(x)l::::; p(x). Also,- f(x) =Ref( -x)::::;
If(- x)l::::; p(x). Hence lf(x)l::::; p(x). Now assume that lf(x)l::::; p(x). Choose(}
such thatf(x) = e;6 lf(x)l. Hence l](x)l = f(e-; 6 x) = Ref(e-i 6 x) = f(e-i 6 x)::::;
p(e-;6 x) = p(x).
Part (d) is an easy application of (c). •
6.4. Corollary. Let !!£ be a vector space, let .It be a linear manifold in !!£, and
let p: !!£ ~ [0, oo) be a seminorm. Iff: .It~ F is a linear functional such that
§6. The Hahn- Banach Theorem 79
lf(x)l ~ p(x) for all x in .A, then there is a linear functional F: ,q[-+ JF such
that FIJI= f and IF(x)l ~ p(x) for all x in ,qr_
PROOF. Case 1: JF =JR. Note that f(x) ~ 1/(x)l ~ p(x) for x in .A. By (6.2)
there is an extension F: f!(-+ IR. off such that F(x) ~ p(x) for all x. Hence
- F(x) = F( -x) ~ p( -x) = p(x). Thus IFI ~ p.
Case 2: JF = CC. Let / 1 =Ref. By (6.3c), l/1 1~ p. By Case 1, there is an
JR-linear functional F 1 : ,qr-+ JR. such that F 1 1.A= / 1 and IF 1 1~ p. Let
F(x) = F 1 (x)- iF 1 (ix) for all x in ,qr_ By (6.3c), IFI ~ p. Clearly, FIJI= f .
•
6.5. Corollary. If ,q[ is a normed space, .A is a linear manifold in ,q[, and
f: .A -+JF is a bounded linear functional, then there is an F in ,q[* such that
FI.A=fand IIFII=IIfll.
PROOF. Use Corollary 6.4 with p(x)= 11!11 llxll.
•
6.6. Corollary. If ,qr is a normed space, {x 1 , x 2 , ..• , xd} is a linearly independent
subset off!£, and a 1 , a 2 , ••• , ad are arbitrary scalars, then there is an f in ,q[*
such that f(xi) = ai for 1 ~j ~d.
PROOF. Let .A = the linear span of x 1 , ... , xd and define g: .A-+ JF by
g(L,iPixJ = LiPiai. So g is linear. Since .A is finite dimensional, g is
continuous. Let f be a continuous extension of g to f!£. •
6.7. Corollary. If ,q[ is a normed space and xE,q[, then

llxll =sup{lf(x)l:fE,q[* and 11!11 ~ 1}.
Moreover, this supremum is attained.

PROOF. Let a= sup{ 1/(x)l: f E,q[* and II !II ~ 1}. Iff E,q[* and II !II ~ 1, then
1/(x)l~llfll llxll~llxll; hence a~llxll. Now let .A={Px:PEJF} define
g: .A-+ JF by g(/Jx) = P II x II. Then gE.A* and II g II = 1. By Corollary 6.5, there
is an fin ,q[* such that II !II = 1 and f(x) = g(x) = II x 11. •
This introduces a certain symmetry in the definitions of the norms in ,q[
and f!£* that will be explored later (§ 11 ).
6.8. Corollary. If ,q[ is a normed space, .A~ ,q[, x 0 Ef!£\.A, and d = dist(x 0 , A),
then there is an f in f!(* such that f(x 0 ) = 1, f(x) = 0 for all x in .A, and
llfll=d- 1 .
PROOF. Let Q: ,q[-+ ,q[I A be the natural map. Since II x 0 + A II = d, by the
preceding corollary there is a g in (,q[/A)* such that g(x 0 +A)= d and
II gil= 1. Let/= d- 1 goQ: ,q[ -+JF. Then/is continuous,f(x) =0 for x in .A,
and f(x 0 )=1. Also, lf(x)l=d- 1 ig(Q(x))l~d- 1 IIQ(x)ll~d- 1 llxll; hence
II !II ~ d- 1 . On the other hand, II g II = 1 so there is a sequence {xn} such
that lg(xn + .A)I->1 and II Xn +.A II < 1 for all n. Let YnE.A such that
llxn + Yn II< 1. Then lf(xn + Yn)l = d- 1lg(xn + .A)I-->d-1, so llfll = r 1. •
To prove the Hahn-Banach Theorem, we first show that we can extend

the functional to a space of one dimension more.
6.9. Lemma. Suppose the hypothesis of (6.2) is satisfied and, in addition,

dim El"/.A = 1. Then the conclusion of (6.2) is valid.
PROOF. Fix x 0 in f!l\.A; so f!l =.A v {x 0 } = {tx 0 + y: tE1R, yEA}. For the
moment assume that the extension F: El" -->1R of f exists with F ::::; q.
Let's see what F must look like. Put a 0 = F(x 0 ). If t > 0 and y 1E.A,
then F(tx 0 + y 1) = ta 0 + f(yd::::; q(tx 0 +yd. Hence a 0 ::::; - t- 1f(yd +
t- 1 q(tx 0 + y 1) =- f(y 1 /t) + q(x 0 + y 1/t) for every y 1 in .A. Since ydtE.A,
this gives that.
6.10
for all y 1 in .A. Also note that if a0 satisfies (6.10), then by reversing the
preceding argument, it follows that ta 0 + f(y 1)::::; q(tx 0 + y 1) whenever t ~ 0.
If t ~ 0 and y 2 E.A and ifF exists, then F(- tx 0 + y 2 ) = - ta 0 + f(Yz)::::;
q(- tx 0 + y 2 ). As above, this implies that
6.11
for all y 2 in .A. Moreover, (6.11) is sufficient that - ta 0 + f(y 2 )::::; q(- tx 0 + y 2 )
for all t ~ 0 and y 2 in .A.
Combining (6.10) and (6.11) we see that we must show that a 0 can be
chosen satisfying (6.10) and (6.11) simultaneously. Thus we must show that
6.12
for all y 1 ,y2 in .A. But this means we want to show that f(y 1 + y 2 )::::;
q(xo + Y1) + q( -x 0 + y 2 ). But
f(Yl + Yz)::::; q(yl + Yz) = q((yl + Xo) + (- Xo + Yz))
::::; q(yl + Xo) + q( -Xo + Yz),
so (6.12) is satisfied. If a0 is chosen with sup{f(y 2 ) - q(- x 0 + y 2 ): y 2 E.A}::::;
=
a 0 ::::; inf {- f(y 1) + q(x 0 + yd: y 1E.A} and F(tx 0 + y) ta 0 + f(yd, F satisfies
~00~~00~~~ •
PROOF OF THE HAHN-BANACH THEOREM. Let !/' be the collection of all pairs
(.A1,fd, where .A1 is a linear manifold in El" such that .A1 2 .A and
f 1: .A1 ...... ]R. is a linear functional withf1I.A = fandf1 ::::; q on .A1. If(.A 1,fd
and (.A2 ,f2 )EY', define (.A1,fd -::5 (.A2 ,f2 ) to mean that .A1 <;;;. .A2 and
f 2 I.A 1 = f 1. So(!/', -::5) is a partially ordered set. Suppose C(} = {(.Ai,JJ iEI}
is a chain in !/'. If JV = u {.Ai: iEI}, then the fact that C(} is a chain implies
that JV is a linear manifold. Define F: JV ...... ]R. by setting F(x) = fi(x) if xE.Ai.
§6. The Hahn-Banach Theorem 81
It is easily checked that F is well defined, linear, and satisfies F:::::; q on .%.
So (.%, F)E!f' and (.%,F) is an upper bound for rtf. By Zorn's Lemma, !I'
has a maximal element (~,F). But the preceding lemma implies that ~ = f!C.
Hence F is the desired extension. •
This section concludes with one important consequence of the Hahn-

Banach Theorem. It will be generalized later (IV.3.11), but it is used so often
it is worth singling out for consideration.
6.13. Theorem. Iff!{ is a normed space and A is a linear manifold in f!C, then
ciA= n {kerf: f Ef!C* and A£ ker !}.
PROOF. Let .% = n {kerf: f Ef!C* and A£ ker !}. Iff Ef!C* and A£ kerf,
then the continuity of f implies that ciA£ kerf. Hence ciA£.%. If
x 0~cl A, then d = dist(x 0 , A) > 0. By Corollary 6.8 there is an fin f!C* such
that f(x 0 ) = 1 and f(x) = 0 for every x in A. Hence x 0 ~%. Thus .% £ciA
and the proof is complete. •
6.14. Corollary. Iff!{ is a normed space and A is a linear manifold in f!C, then
A is dense in f!{ if and only if the only bounded linear functional on f!C that
annihilates A is the zero functional.
EXERCISES
l. Complete the proof of Lemma 6.3.
2. Give the details of the proof of Corollary 6.5.

3. Show that c* is isometrically isomorphic to P. Are c and c0 isometrically
isomorphic?
4. If JJ is a Borel measure on [0, 1] and Jx" dJJ(x) = 0 for all n ~ 0, show that J-l = 0.
5. If n ~ 1, show that there is a measure JJ on [0, 1] such that for every polynomial
p of degree at most n,
f p dJJ = ktl p<kl(k/n).
6. If n ~ 1, does there exist a measure JJ on [0, 1] such that p'(O) = Jp dJJ for every
polynomial of degree at most n?
7. Does there exist a measure JJ on [0, 1] such that JpdJJ = p'(O) for every
polynomial p?
8. Let K be a compact subset of <C and define A(K) to be {f EC(K): f is analytic
on int K}. (Functions here are complex valued.) Show that if aEK, then there is
a probability measure JJ supported on aK such that f(a) = Jf dJJ for every fin
A(K). (A probability measure is a nonnegative measure JJ such that II J-l I = 1.)
9. If K = cl [) ([) = {lzl < 1}) and aEK, find the measure JJ whose existence was
proved in Exercise 8.
10. Let P = {plt3[): p =an analytic polynomial} and consider P as a manifold in

C(o[)). Show that if 11 is a real-valued measure on o[) such that f p dJ-1 = 0 for
every p in P, then 11 = 0. Give an example of a complex-valued measure 11 such
that 11 # 0 but fpdJ-1 = 0 for every pin P.
§7*. An Application: Banach Limits

If x = {x(n)} Ec, define L(x) =lim x(n). Then Lis a linear functional, II L II = 1,
and, if for x in c, x' is defined by x' = (x(2), x(3), ... ), then L(x) = L(x'). Also,
if x ~ 0 [that is, x(n) ~ 0 for all n], then L(x) ~ 0. In this section it will be
shown that these properties of the limit functional can be extended to l oo.
The proof uses the Hahn-Banach Theorem.
7.1. Theorem. There is a linear functional L: / 00 -+ IF such that

(a) II L II = 1.
(b) If xEc, L(x) =lim x(n).
(c) If xEl 00 and x(n) ~ 0 for all n, then L(x) ~ 0.
(d) If xE/ 00 and x' = (x(2), x(3), ... ), then L(x) = L(x').
PROOF. First assume IF= JR.; that is, / 00 = /R.If xE/ 00 , let x' denote the element
of / 00 defined in part (d) above. Put Jt = {x- x': xE/ 00 }. Note that (x + ay)' =
x' + ay' for any x, y in l oo and a in JR.; hence Jt is a linear manifold in l oo.
Let 1 denote the sequence (1, 1, 1, ... ) in / 00 •
7.2. Claim. dist(1, .A)= l.
Since OE.A, dist(l, .A)~ l. Let xE/ 00 ; if (x- x')(n) ~ 0 for any n, then
111-(x- x')ll oo ~ 11 -(x(n)- x'(n))l ~ l. Suppose O~(x-x')(n) = x(n)- x'(n) =
x(n)- x(n + 1) for all n. Thus x(n + 1) ~ x(n) for all n. Since xE/ 00 , a= lim x(n)
exists. Thus lim(x- x')(n) = 0 and Ill- (x- x')lloo ~ 1. This proves the claim.
By Corollary 6.8 there is a linear functional L: [00 -+ JR. such that II L II = 1,
L(l) = 1, and L(Jt) = 0. So this functional satisfies (a) and (d) of the theorem.
To prove (b), we establish the following.
7.3. Claim. c0 <;;: ker L.
If xEc 0 , let x< 0 = x' and let x<•+ 0 = (x<•>y for n ~ 1. Note that
x<•+ 1 >- x = [x<•+ 1 >- x<•>J + ... + [x'- x]E.A. Hence L(x) = L(x<•>) for all
n ~ l. If £ > 0, then let n be such that lx(m)l < ~: for m > n. Hence
IL(x)l = IL(x<•>)l ~II x<•> II oo =sup { lx(m)l: m > n} <£.Thus XEker L. Condition
(b) is now clear.
To show (c), suppose there is an x in / 00 such that x(n) ~ 0 for all n and
L(x) < 0. If x is replaced by xj II x II 00 , it remains true that L(x) < 0 and it is
§8. An Application: Runge's Theorem 83
also true that 1 ~ x(n) ~ 0 for all n. But then Ill - x II 00 ::::; 1 and L(l - x) =
1 - L(x) > 1, contradicting (a). Thus (c) holds.
Now assume that F' =<C. Let L 1 be the functional obtained on lP._. If xelq:,
then x = x 1 + ix 2 where x 1 , x 2 elm_. Define L(x) = L 1 (x 1 ) + iL 1(x 2 ). It is left as
an exercise to show that Lis <C-linear. It's clear that (b), (c), and (d) hold. It
remains to show that II L II = 1.
Let E 1 , ... , Em be pairwise disjoint subsets of IN and let IX 1 , ••• , 1XmE<C with
IIXk I ::::; 1 for all k. Put x = :L;= 1 1XkXEk; so xeloo and II x II 00 ::::; 1. Then
L(x) = LkiXkL(xEJ = LkiXkLt(XEJ But L 1(XEJ ~ 0 and LkL 1(XEJ = L 1(XE),
where E = UkEk. Hence LkL 1(XEJ::::; 1. Because I1Xkl::::; 1 for all k, IL(x)l::::; 1.
If xis an arbitrary element of 100 , II x II 00 ::::; 1, then there is a sequence {x.} of
elements of l"' such that II x.- x II oo--+ 0, II x. II"' ::::; 1, and each x. is the type
of element of 100 just discussed that takes on only a finite number of values
(Exercise 3). Clearly, II L II ::::; 2, so L(x.)--+ L(x). Since IL(x.)l ::::; 1 for all n,
IL(x)l::::; l. Hence II L II::::; 1. Since L(t) = 1, II L II= 1. •
A linear functional of the type described in Theorem 7.1 is called a Banach

limit. They are useful for a variety of things, among which is the construction
of representations of the algebra of bounded operators on a Hilbert space.
EXERCISES
I. If Lis a Banach limit, show that there are x andy in/"' such that L(xy) #- L(x)L(y).
2. Let X be a set and Q a u-algebra of subsets of X. Suppose Jl is a complex-valued
countably additive measure defined on Q such that I JJ.II = JJ.(X) < oo. Show that
JJ.(~) ~ 0 for every ~ in Q. (Though it is difficult to see at this moment, this fact is
related to the proof of (c) in Theorem 7.1 for the complex case.)
3. Show that if xEI"', llxlloo ~ l, then there is a sequence {x.}, x. in/"' such that
II x.ll oo ~ l, II x.- x II 00 -> 0, and each x. takes on only a finite number of values.
§8*. An Application: Runge's Theorem
The symbol (["' denotes the extended complex plane.
8.1. Runge's Theorem. Let K be a compact subset of ([ and let E be a subset

of<Coo \K that meets each component of<Coo \K. Iff is analytic in a neighborhood
of K, then there are rational functions f. whose only poles lie in E such that
f.--+ f uniformly on K.
The main tool in proving Runge's Theorem is Theorem 6.13. (A proof

that does not use functional analysis can be found on p. 189 of Conway
[1978].) To do this, let R(K, E) be the closure in the space C(K) of the rational
functions with poles in E. By (6.13) and the Riesz Representation Theorem,
J
it suffices to show that if f-LEM(K) and gdf-1 = 0 for each g in ~(K, E), then
Jfdf-1=0.
Let R > 0 and let A. be area measure. Pick p > 0 such that B(O; R) s; B(z; p)
for every z in K. Then for z in K,
I lz-wl- 1 dA.(w)~I lz-wl- 1dA.(w)
f
B(O;R) B(z;p)
= 02"fP0 drdO = 2np.

If p.eM(K), define [J.: ([:-+[O,oo] by
jl(w) = Jdlf-ll(z)
lz-wl
when the integral is finite, and jl(w) = oo otherwise. The inequality above
implies
I ji(w)dA.(w) = I I dlf.-LI(z) dA.(w)

Iz - w I
II
B(O;R) B(O;R) K
= dA.(w) dlf-ll(z)
K B(O;R) lz- wl
~ 2np II f-1 11.
Thus [J.(w) < oo a.e. [A.].
8.2. Lemma. If f-LEM(K), then
,U(w) = f df-L(Z)
z-w
is in V(B(O; R), A.) for any R > 0, jJ. is analytic on <C 00 \K, and ,U( oo) = 0.
PROOF. The first statement follows from what came before the statement
of this lemma. To show that .U is analytic on 4:: 00 \K, let w, w0 e4::\K and note
f
that
,U(w)- ,U(w0 ) df-L(Z)
w- w0 = K(z- w )( z - w0)"
As w-+ w0 , [(z- w)(z- w0 )] - l -+(z- w0 )- 2 uniformly for z inK, so that .U
I
has a derivative at w0 and
d. 0 ) =
__£_(w (z- w0 )- 2 df.-I(Z).
dw K
So .U is analytic on <C\K. To show that it is analytic at infinity, note that

,U(z)-+ 0 as z-+ oo, so infinity is a removable singularity. •
§8. An Application: Runge's Theorem 85
It is not difficult to see that for w0 in <C\K,
8.3 ci~ )"{i(wo) = n! f(z- Wo)-"- 1df.l(Z)

Also, we can easily find the power series expansion of fi at infinity. Indeed,
{i(w) = I 1
--df.l(Z)
z-w
1
= --
w
f( 1---z )-1 df.l(Z).
w
Choose w near enough to infinity that lz/wl < 1 for all z in K. Then
{i(w) = --1 L OC; - df.l(Z)

f(z)"
Wn=O W
oo a
8.4 =- L n:l'
n=O W
J
where a.= z" df.l(Z).
J
Now assume f.LEM(K) and gdfl = 0 for every rational function g with
poles in E. Let U be a component of <Coo \K, and Jet w0 EE n U. If w0 =f. oo,
then the hypothesis and (8.3) imply that each derivative of fi at w0 vanishes.
Hence fi = 0 on U. If w0 = oo, then (8.4) implies fi = 0 on U. Thus fi = 0 on
Coo \K.
Iff is analytic on an open set G containing K, let y 1 , ... , Yn be straight-line
I
segments in G\K such that
f(z) = L" ~.1 f(w)

--dw
k = 1 2m Yk w - z
for all z in K. (See p. 195 of Conway [1978].) Thus
f f(z)df.l(z) = L " ff
1
~. J(w)
----=-dwdf.L(Z)
L I
K k=1 2m K Yk W Z
=- n 1
~. f(w)fi(w)dw
k= 1 2m Yk
by Fubini's Theorem. But fi(w)=O on Yk (s<C\K), so Jfdfl=O. By (6.13),

fE R(K, E). This proves Runge's Theorem. •
8.5. Corollary. If K is compact and <C\K is connected and iff is analytic in a

neighborhood of K, then there is a sequence of polynomials that converges to
f uniformly on K.
EXERCISES
1. Let 11 be a compactly supported measure on <C that is boundedly absolutely
continuous with respect to area measure. Show that [1. is continuous on <Coo-
2. Let m =Lebesgue measure on [0, 1]. Show that mis not continuous at any point
of [0, 1].
§9*. An Application: Ordered Vector Spaces
In this section only vector spaces over 1R are considered.

There are numerous spaces in which there is a notion of ~ in addition
to the vector space structure. The U' spaces and C(X) are some that spring
to mind. The concept of an ordered vector space is an attempt to study such
spaces in an abstract setting. The first step is to abstract the notion of the
positive elements.
9.1. Definition. An ordered vector space is a pair (,li[, ~) where ,li[ is a vector
space over 1R and ~ is a relation on ,li[ satisfying
(a) x ~ x for all x;
(b) if x ~ y and y ~ z, then x ~ z;
(c) if x ~ y and zE,Ii[, then x + z ~ y + z;
(d) if x ~ y and aE[O, oo), then ax~ ay.
Note that it is not assumed that ~ is antisymmetric. That is, it is not
assumed that if x ~ y and y ~ x, then x = y.
9.2. Definition. If ,li[ is a real vector space, a wedge is a nonempty subset P

of ,li[ such that
(a) if X, yEP, then X+ yEP;
(b) if XEP and 1XE[0, oo), then IXXEP.
9.3. Proposition. (a) If(,ii[, ~)is an ordered vector space and P = {xE,Ii[: x ~ 0},
then P is a wedge. (b) If P is a wedge in the real vector space ,li[ and ~ is
defined on ,li[ by declaring x ~ y if and only if y- xEP, then (,ii[, ~) is an
ordered vector space.
PROOF. Exercise.
If (,li[, ~)is an ordered vector space, P = {xE,Ii[: x ~ 0} is called the wedge

of positive elements. The next result is also left as an exercise.
9.4. Proposition. If (,li[, ~) is an ordered vector space and P is the wedge of

positive elements, ~ is antisymmetric if and only if P n (- P) = (0).
9.5. Definition. A cone in ,li[ is a wedge P such that P n (- P) = (0).
9.6. Definition. If (,ii[, ~) is an ordered vector space, a subset A of ,li[ is cofinal

if for every x ~ 0 in ,li[ there is an a in A such that a~ x. An element e of
,li[ is an order unit if for every x in ,li[ there is a positive integer n such that
- ne ~ x ~ ne.
§9. An Application: Ordered Vector Spaces 87
If X is a compact space f!( = C(X), then any non-zero constant function

is an order unit. (f ~ g if and only if f(x) ~ g(x) for all x.) If fir= C(R), all
real-valued continuous functions on R, then f!( has no order unit (Exercise 4).
If e is an order unit, then {ne: n ~ 1} is cofinal.
9.7. Definition. If (fir, ~)and (If§, ~)are ordered vector spaces and T: fir-+ If§
is a linear map, then Tis positive (in symbols T ~ 0) if Tx ~ 0 whenever x ~ 0.
The principal result of this section is the following.
9.8. Theorem. Let (f!f, ~) be an ordered vector space and let If§ be a linear
manifold in f!( that is confinal. Iff: If§-+ R is a positive linear functional, then
there is a positive linear functional J: f!(-+ R such that fill§ =f.
PRooF. Let P = {xEfir: x ~ 0} and put fir 1 =If§+ P- P. It is easy to see that
is a linear manifold in fir. If there is a positive linear functional g: fir 1 -+ R
f!( 1
that extends f, let f be any linear functional on fir that extends g (use a
Hamel basis). If x ~ 0, then xEP £ f!( 1 so that f(x) = g(x) ~ 0. Hence is f
positive. Thus, we may assume that f!( =If§+ P- P.
9.9. Claim. f!( =If§ + P = If§ - P.
Let xEf!f; so x = y + p 1 - p2 , y in If§, p 1, p2 in P. Since If§ is confinal there

is a y 1 in If§ such that y 1 ~ p 1. Hence p 1 = y 1 - (y 1 - p 1)Eif§- P. Thus
x = y- p2 + p 1 E(lf§- P) +(If§- P) £If§- P. So f!( =If§- P. Also, fir= -fir=
- O.!J + p = If§ + P.
9.10. Claim. If xEfir, there are y 1 , y 2 in If§ such that y 2 ~ x ~ y 1•
In fact, Claim 9.9 states that we can write x = y 1 - p 1 = y 2 + p 2 , p 1 , p 2 EP

and y 1, y 2 EO.!J. Thus y 2 ~ x ~ y 1 •
By Claim 9.10, it is possible to define for each x in f!f,
q(x) = inf {f(y): yEO.!J and y ~ x }.
9.11. Claim. The function q is a sublinear functional on f!f.
The proof of (9.11) is left as an exercise.

For yin O.!J, let y 1 EO.!J such that y 1 ~ y. Because f is positive,f(y) ~f(y 1 ).
Hence f(y) ~ q(y) for all y in If§. The Hahn-Banach Theorem implies that
there is a linear functional ]: f!(-+ R such that fill§ = f and f ~ q on f!f. If
xEP, then - x ~ 0 (and OE'W). Hence q(- x) ~f(O). Thus -f(x) =
f(- x) ~ q(- x) ~ 0, or f(x) ~ 0. Therefore f is positive. •
9.12. Corollary. Let (f!f, ~)be an ordered vector space with an order unit e.
If O.!J is a linear manifold in fir and eEO.!J, then any positive linear functional
defined on O.!J has an extension to a positive linear functional defined on fir.
EXERCISES
3. Show that e is an order unit for (El', ::::;;) if and only if for every x in El' there is a
t5 > 0 such that e ± tx ~ 0 for 0 ::::;; t ::::;; t5.
4. Show that C(R), the space of all continuous real-valued functions on R, has no
order unit.
5. Prove (9.11).
6. Characterize the order units of Cb(X). Does Cb(X) always have an order unit?
7. Characterize the order units of C0 (X) if X is locally compact. Does C0 (X) always
have an order unit?
8. Let El' = M 2(R.), the 2 x 2 matrices over R. Define A in M 2(R.) to be positive if
A= A* and (Ax,x) ~ 0 for all x in IR 2 . Characterize the order units of M 2 (1R).
9. If 1 ::::;; p < oo and El' = lf(O, 1), define f::::;; g to mean thatf(x)::::;; g(x) a.e. Show that
El' is an ordered vector space that has no order unit.
§10. The Dual of a Quotient Space and a Subspace

Let f!£ be a normed space and .It ~ f£. Iff ef£*, then f I.It, the restriction
off to .It, belongs to .It* and 11/l.lt II~ II! 11. According to the Hahn-Banach
Theorem, every bounded linear functional on .It is obtainable as the
restriction of a functional from f!£*. In fact, more can be said.
=
Note that if .ltl_ {gef!£*: g(.lt) = 0} (note the analogy with Hilbert space
notation); then .ltl_ is a closed subspace of the Banach space f!£*. Hence
f!£*1.111_ is a Banach space. Moreover, iff+ .ltl_ef!£*1.111_, then f + .ltl_
induces a linear functional on .It, namely fl.lt.
10.1. Theorem. If .It~ f!£ and .It l_ = {gef!£*: g(.lt) = 0}, then the map p:
f!£* I .It l_-+ .It* defined by
is an isometric isomorphism.
PRooF. It is easy to see that p is linear and injective. Iff ef£* and ge.lt l_,
then 11/l.ltll = II(/+ g)l.ltll ~ II!+ gil. Taking the infimum over all g we
get that 11/l.lt II~ II!+ .ltl_ 11. Suppose </Je.lt*. The Hahn-Banach Theorem
implies that there is an f in !!.{* such that f I.It = 4> and II f II = 114> 11. Hence
4> = p(f + .It l_) and II 4> II = II f I ~ II f + .It l_ 11. •
Now consider f!£I.It; what is (f!£I.It)*? Let Q: f!£-+ f!£I .It be the natural
map. If fe(f!£1.11)*, then foQef!£* and llfoQ II~ 11/11. (Why?) This gives a
way of mapping (f!£1.11)* -+f!£*. What is its image? Is it an isometry?
§II. Reflexive Spaces 89
10.2. Theorem. If A~ fi and Q: fi--+ f'l/A is the natural map, then

p(f) = f o Q defines an isometric isomorphism of (f'l /A)* onto A 1-.
PROOF. If /E(f'l/A)* and yEA, then foQ(y) = 0, so foQEAl-. Again, it is
easy to see that p: (.0[I A)*--+ A 1- is linear and, as was seen earlier,
I p(f) II~ II! 11. Let {xn +A} be a sequence in f'l/A such that I xn +A II< 1
and lf(xn +A) I-+ II! 11. For each n there is a Yn in A such that I xn + Yn II< 1.
Thus I p(f) II~ lp(f)(xn + Yn)l = lf(xn +A) I-+ II! II, sop is an isometry.
To see that p is surjective, let gEA 1-; then gEf'l* and g(A) = 0. Define f:
fi /A--+ IF by f(x +A)= g(x). Because g(A) = 0, f is well defined. Also, if
XEf'l and yEA, lf(x +A) I= lg(x)l = lg(x + y)l ~II g 1111 x + y 11. Taking the
infimum over all y gives lf(x +A) I~ I g 1111 x +A 11. Hence f E(f'l/A)*,
p(f) = g, and I f II ~ I p(f) 11. •
§ 11. Reflexive Spaces
If fi is a normed space, then we have seen that f'l* is a Banach space (5.4).
=
Because f'l* is a Banach space, it too has a dual space (,q[*)* ,q[** and f'l**
is a Banach space. Hence f'l** has a dual. Can this be kept up?
Before answering this question, let's examine a curious phenomenon. If
xEf'l, then x defines an element .X of ,q[**; namely, define .X: ,q[*--+ IF by
11.1 x(x*) = x*(x)
for every x* in f'l*. Note that Corollary 6.7 implies that I .X II = I x II for all
x in f'l. The map x--+ .X of fi--+ f'l** is called the natural map of fi into its
second dual.
11.2. Definition. A normed space fi is reflexive if ,q[** = {.X: xEf'l}, where .X

is defined in ( 11.1 ).
First note that a reflexive space fi is isometrically isomorphic to f'l**, and

hence must be a Banach space. It is not true however, that a Banach space
fi that is isometric to ,q[** is reflexive. The definition of reflexivity stipulates
that the isometry be the natural embedding of fi into f'l**. In fact, James
[1951] gives an example of a nonreflexive space fi that is isometric to ,q[**.
11.3. Example. If 1 < p < oo, IJ'(X, Q, Jl) is reflexive.
11.4. Example. c0 is not reflexive. We know that c6 = P, so c6* = (P)* = 100 •

With these identifications, the natural map c0 --+ c6* is precisely the inclusion
map c0 -+l 00 •
A discussion of reflexivity is best pursued after the weak topology is
understood (Chapter V). Until that time, we will say adieu to reflexivity.
EXERCISES
I. Show that (_q[*)** and (_q[**)* are equal.
2. Show that for a locally compact space X, Cb(X) is reflexive if and only if X is finite.
3. Let A ,;; q and let p .t< q--. _q[** and p .Jt: A--> A** be the natural maps. If i:
A--. q is the inclusion map, show that there is an isometry cf>: A**--> _q[** such
that the diagram
P.K
commutes. Prove that cf>(A**) = (A.L).L ={x**E_q[**: x**(A.L) = 0 }.

4. Use Exercise 3 to show that if q is reflexive, then any closed subspace of q is
also reflexive. See Yang [1967].
§12. The Open Mapping and Closed

Graph Theorems
12.1. The Open Mapping Theorem. If fl£, ![If are Banach spaces and A:(![-+ ![If
is a continuous linear surjection, then A( G) is open in ![If whenever G is open in fl£.
PROOF. For r > 0, let B(r) = {xEEl: I x II< r}.
12.2. Claim. 0Eint cl A(B(r)).
Note that because A is surjective, ![If= U:'=r ci[A(B(kr/2))] =

U:'= 1 k cl [A(B(r/2))]. By the Baire Category Theorem, there is a k ~ 1 such
that k cl [A(B(r/2))] has nonempty interior. Thus V = int {cl [A(B(r/2))]} # 0.
If y0 E V, let s > 0 such that { yEI[If: II y- Yo I < s} ~ V ~ cl A(B(r/2)). Let yel[lf,
I y II < s. Since y0 Ecl A(B(r/2)), there is a sequence {x.} in B(r/2) such that
A(x.)-+ y 0 . There is also a sequence {z.} in B(r/2) such that A(z.)-+ Yo+ y.
Thus A(z.- x.)-+ y and {z.- x.} ~ B(r); that is, { yel[lf: I y I < s} ~ cl A(B(r)).
This establishes Claim 12.2.
It will now be shown that
12.3 cl A(B(r/2)) ~ A(B(r)).
Note that if (12.3) is proved, then Claim 12.2 implies that Oeint A(B(r))
for any r > 0. From here the theorem is easily proved. Indeed, if G is an
open subset of Et, then for every x in G let rx > 0 such that B(x; rx) ~ G. But
Oeint A(B(rx)) and so A(x)Eint A(B(x; rx)). Thus there is an sx > 0 such that
Ux = {yel[lf: lly- A(x)ll < sx} ~ A(B(x;rx)). Therefore A(G) 2 u{Ux: xeG}.
But A(x)EUx, so A(G)= u{Ux: xeG} and hence A(G) is open.
§ 12. The Open Mapping and Closed Graph Theorems 91
To prove (12.3), fix y 1 in cl A(B(r/2)). By (12.2), Oeint[cl A(B(2- 2 r))]. Hence

[y 1 -clA(B(2- 2 r))]nA(B(r/2))#0. Let x 1 eB(r/2) such that A(x 1 )e
[y 1 -clA(B(2- 2 r))]; now A(xd=y 1 -y 2 , where y 2 eclA(B(2- 2 r)). Using
induction, we obtain a sequence {x.} in El" and a sequence {y.} in<??! such that
(i) x.eB(2-"r),
12.4 { (ii) y.ecl A(B(r"r)),
(iii) Yn+ 1 = Yn- A(x.).
But II x.ll < 2-"r, so 'L~ I x.ll < oo; hence x = 'L:'= 1 x. exists in El" and
I x I < r. Also,
• •
L A(xk)= L (yk-Yk+d=y!-Yn+!·
k=l k=l
But (12.4ii) implies I Y.ll ~II A 112-"r; hence y.-tO. Therefore y 1 = 'L:'= 1 A(xd =
A(x)eA(B(r)), proving (12.3) and completing the proof of the theorem. •
The same method used to prove the Open Mapping Theorem can also
be used to prove the Tietze Extension Theorem. See Grabiner [1986].
The Open Mapping Theorem has several applications. Here are two
important ones.
12.5. The Inverse Mapping Theorem. If El" and <??! are Banach spaces and
A: El" -t <??! is a bounded linear transformation that is bijective, then A- 1 is
bounded.
PROOF. Because A is continuous, bijective, and open by Theorem 12.1, A is
a homeomorphism. •
12.6. The Closed Graph Theorem. If El" and<??! are Banach spaces and A: El" -t <??!
is a linear transformation such that the graph of A,
graA ={xEBAxeEl"EB <??1: xeEl"}
1
is closed, then A is continuous.

PROOF. Let C§ = gra A. Since El" EB 1 <??! is a Banach space and C§ is closed, C§
is a Banach space. Define P: C§ -tEl" by P(x EB Ax) = x. It is easy to check
that P is bounded and bijective. (Do it). By the Inverse Mapping Theorem,
p-I: El" -t C§ is continuous. Thus A: El" -t <??! is the composition of the
continuous map P- 1 : El" -t C§ and the continuous map of C§ -t <??! defined by
x EB Axr-+ Ax; A is therefore continuous. •
Let El" = all functions f: [0, 1] -t F' such that the derivative f' exists and
is continuous on [0, 1]. Let<??!= C[O, 1] and give both El" and<??! the supremum
norm: llfll=sup{lf(t)l:te[0,1]}. So El" is not a Banach space, though
<??! is. Define A: El" -t<??/ by Af = f'. Clearly, A is linear. If {!.} ~ El" and
Un,f~) ->{f, g) in !if x then f~-+ g uniformly on [0, 1]. Hence
I f~(s) I
qlf,
fn(t)- fn(O) = ds-+ g(s) ds.
But fn(t)- fn(O)-> f(t)- f(O),
+I
SO
f(t) = f(O) g(s)ds.
Thus f' = g and gra A is closed. However, A is not bounded. (Why?)

The preceding example shows that the domain of the operator in the
Closed Graph Theorem must be assumed to be complete. The next example
(due to Alp Eden) shows that the range must also be assumed to be complete.
Let !if be a separable infinite-dimensional Banach space and let {e;: iEI}
be a Hamel basis for !if with II e; II = 1 for all i. Note that a Baire Category
argument shows that I is uncountable. If XE!i£, then x = L;a;e;, a;EF', and
=
ai = 0 for all but a finite number of i in I. Define II x 11 1 :Ld a;!. It is left as
an exercise for the reader to show that 11·11 1 is a norm on f!l". Since II ei II = 1
for all i, II x II ~ Li Ia; I = II x 11 1 . Let qy = f!l" with the norm 11·11 1 and let T: qy-+ f!l"
be defined by T(x) = x. Note that it was just shown that T: qy-+ !if is a
contraction. Therefore graTis closed and hence so is gra T- 1 . But T- 1 is
not continuous because if it were, then T would be a homeomorphism. Since
!if is separable, it would follow that qy is separable. But qy is not separable.
To see this, note that II e;- ej 11 1 = 2 for i #- j and since I is uncountable, qy
cannot be separable.
When applying the Closed Graph Theorem, the following result is useful.
12.7. Proposition. If !if and qlj are normed spaces and A: !if -.qlj is a linear
transformation, then gra A is closed if and only if whenever xn-+ 0 and Ax"--+ y,
it must be that y = 0.
PROOF. Exercise 3.
Note that (12.7) underlines the advantage of the Closed Graph Theorem.
To show that A is continuous, it suffices to show that if x"-+ 0, then Ax"-+ 0.
By (12.7) this is eased by allowing us to assume that {Axn} is convergent.
It is possible to give a measure-theoretic solution to Exercise 2.3, but here
is one using the Closed Graph Theorem. Let (X, Q, J-L) be a a-finite measure
space, 1 ~ p ~ oo, and¢: X-+ F' an !"!-measurable function such that </Jf ELP(J-L)
whenever /El!(J-L). Define A: 1l'(J-L)-+11'(J-L) by Af = </Jf. Thus A is linear and
well defined. Suppose fn-+ 0 and </J fn-+ g in l!(J-L). If 1 ~ p < 00, then fn-+ 0
in measure. By a theorem of Riesz, there is a subsequence {fnJ such that
fnJx)-+ 0 a. e. [J-LJ. Hence </J(x)fnk(x)-+ 0 a. e. [J-LJ. This implies g = 0 and so
gra A is closed. If p = oo, then fn(x)-+ 0 a.e. [J-L] and the same argument
implies gra A is closed. By the Closed Graph Theorem, A is bounded. Clearly,
it may be assumed that II A II = 1. If c5 > 0, let E be a measurable subset of
§13. Complemented Subspaces of a Banach Space 93
{x: l¢(x)l ~ 1 + £5} with J.L(E) < oo. We want to show that J.L(E) = 0. But if
f = XE• then J.L(E) = 11!11: ~II Afll: =II <Pfll: =hi <PIP df.l ~ (1 + £5)PJ.L(E). Hence
J.L(E) = 0. Since E was arbitrary it follows that ¢ is an essentially bounded
function and II ¢ I oo ~ 1. •
12.8. Definition. If f£, lfJJ are Banach spaces, an isomorphism of f£ and lfJJ is
a linear bijection T: f£-+ lfJJ that is a homeomorphism. Say that f£ and lfJJ
are isomorphic if there is an isomorphism off£ onto lfJJ.
Note that the Inverse Mapping Theorem says that a continuous bijection
is an isomorphism.
The use of the word "isomorphism" is counter to the spirit of category
theory, but it is traditional in Banach space theory.
EXERCISES
1. Suppose?£ and 1!1/ are Banach spaces. If AEaJ(?£, 1!1/) and ran A is a second category
space, show that ran A is closed.
2. Give both c<I)[O, 1] and C[O, 1] the supremum norm. If A: cul[O, 1]-+ C[O, 1] is
defined by Af = f', show that A is not bounded.
4. Let ?£ be a vector space and suppose 11·11 1 and 11·11 2 are two norms on ?£ and that
f 1 and f 2 are the corresponding topologies. Show that if?£ is complete in both
norms and f 1 2 f 2 , then f 1 = f 2 •
5. Let ?£ and 1!1/ be Banach spaces and let A EaJ(?£, 1!1/). Show that there is a constant
c > 0 such that II Ax I ~ c II x II for all x in ?£ if and only if ker A = (0) and ran A is
closed.
6. Let X be compact and suppose that !!£ is a Banach subspace of C(X). If E is a
closed subset of X such that for every gin C(E) there is an fin?£ with fiE= g,
show that there is a constant c > 0 such that for each g in C(E) there is an f in
?£with fiE= g and max{lf(x)l: xEX} ~ cmax{lg(x)l: xEE}.
7. Let 1 ~ p ~ oo and suppose (1Xii) is a matrix such that (Af)(i) = ~ f= 1 1Xiif(j) defines
an element Af of fP for every fin fP. Show that AEaJ(IP).
8. Let (X, Q, J.l) beau-finite measure space, 1 ~ p < oo, and suppose that k: X x X-+ IF
is an Q x Q measurable function such that for fin LP(J.l) and a.e. x,k(x, ·)f(·)EL1 (J.l)
J
and (Kf)(x) = k(x, y)f(y) dJ.l(Y) defines an element Kf of LP(J.l). Show that
K: LP(J.l)-+ LP(J.l) is a bounded operator.
§13. Complemented Subspaces of a Banach Space

Iff£ is a Banach space and .It ~ f£, say that .A is algebraically complemented
in f£ if there is an ..¥ ~ f£ such that .An..¥ = (0) and .A + ..¥ = f£. Of course,
the definition makes sense in a purely algebraic setting, so the requirement
that .A and ..¥ be closed seems fatuous. Why is it made?
If Jt is a linear manifold in a vector space f!l (a Banach space or not),

then a Hamel-basis argument can be fashioned to produce a linear manifold
.;V such that Jt n .;V = (0) and Jt + .;V = f!l. So the requirement in the
definition that Jt and .;V be closed subspaces of the Banach space f!l makes
the existence problem more interesting. Also, since we are dealing with the
category of Banach spaces, all definitions should involve only objects in that
category.
If Jt and .;V are algebraically complemented closed subs paces of a normed
space f!l, then A: Jt ffi 1 %-+ ,q' defined by A(m ffi n) = m + n is a linear
bijection. Also, II A(m ffi n) II = II m + n II ~ II m II + II n II = I m ffi n 1\. Hence A is
bounded. Say that Jt and .;V are topologically complemented if A is a
=
homeomorphism; equivalently, if Ill m + n Ill II m II + I n I is an equivalent
norm. If f!l is a Banach space, then the Inverse Mapping Theorem implies
A is a homeomorphism. This proves the following.
13.1. Theorem. If two subspaces of a Banach space are algebraically

complementary, then they are topologically complementary.
This permits us to speak of complementary subspaces of a Banach space

without modifying the term. The proof of the next result is left to the reader.
13.2. Theorem. (a) If Jt and .;V are complementary subspaces of a Banach

space f!l and E: f!l-+ f!l is defined by E(m + n) = m for m in Jt and n in JV,
then E is a continuous linear operator such that E 2 = E, ran E = Jt, and
ker E = JV. (b) If EE!JB(f!l) and E 2 = E, then A= ran E and .;V = ker E are
complementary subspaces of f!l.
If A ~ f!l and A is complemented in f!l, its complementary subspace may

not be unique. Indeed, finite dimensional spaces furnish the necessary
examples.
A result due to R.S. Phillips [1940] is that c0 is not complemented in [ 00 •
A straightforward proof of this can be found in Whitley [1966]. Murray
[1937] showed that lP, p =/:. 2, p > 1 has uncomplemented subspaces. This seems
to be the first paper to exhibit uncomplemented subspaces of a Banach space.
Lindenstrauss [1967] showed that if A is an infinite dimensional sub-

space of 100 that is complemented in 100 , then A is isomorphic to [ 00 • This
same result holds if 100 is replaced by lP, 1 ~ p < oo, c, or c0 •
Does there exist a Banach space ,q' such that every closed subspace of ,q-
is complemented? Of course, if f!l is a Hilbert space, then this is true. But
are there any Banach spaces that have this property and are not Hilbert
spaces? Lindenstrauss and Tzafriri [1971] proved that if ,q' is a Banach space
and every subspace of f!l is complemented, then f!l is isomorphic to a Hilbert
space.
§14. The Principle of Uniform Roundedness 95
EXERCISES
1. If :r is a vector space and .~ is a linear manifold in !I', show that there is a linear
manifold .. V in ;£ such that .~ n X= (0) and J!( + .AI= !I'.
2. Let ;£ be a Banach space and let E: ;£--+!I' be a linear map such that E 2 = E and
both ran E and ker E are closed. Show that E is continuous.
3. Prove Theorem 13.2.
4. Let !£ be a Banach space and show that if J!( is a complemented subspace of !I',
then every complementary subspace is isomorphic to !I'/J!(.
5. Let X be a compact set and let Y be a closed subset of X. A simultaneous extension
for Y is a bounded linear map T: C( Y)--+ C(X) such that for each g in C( Y),
T(g)i Y =g. Let C 0 (X\ Y) = {!EC(X): f(y) = 0 for ally in Y}. Show that if there
is a simultaneous extension for Y, then C 0 (X\ Y) is complemented in C(X).
6. Show that if Y is a closed subset of [0, 1], then there is a simultaneous extension
for Y (see Exercise 5). (Hint: Write [0, 1]\ Y as the union of disjoint intervals.)
7. Using the notation of Exercise 5, show that if Y is a retract of X, then C0 (X\ Y)
is complemented in C(X).
§14. The Principle of Uniform Roundedness

There are several results that may be called the Principle of Uniform
Roundedness (PUB) and all of these are called the PUB by various mathe-
maticians. In this book the PUB will refer to any of the results of this section,
though in a formal way the next result plays the role of the founder of the
family.
14.1. Principle of Uniform Roundedness (PUB). Let fil' be a Banach

space and qy a normed space. If d s; &H(fi£, qlj) such that for each x in [1{,
sup{ II Ax II: A Ed}< oo, then sup {II A II: AE.s1'} < oo.
PROOF. (Due to William R. Zame, 1978. Also see J. Hennefeld [1980].) For
each x in fil' let M(x) =sup {II Ax II: A Ed}, so II Ax II ~ M(x) for all x in fil'.
Suppose sup{IIAII:AEd}=oo. Then there is a sequence {A.}s;d and a
sequence {x.} of vectors in .0[ such that llxnll = 1 and IIA.x.ll >4". Let
y.=T"x.; thus IIY.II =2-n and IIA.y.ll >2".
14.2. Claim. There is a subsequence {y.J such that fork~ 1:
(a) II A.k+ ,Y•..,, II> 1 + k + L:~= 1 M(y.);

(b) IIY.k+,ll <Tk-t[sup{IIA.jll: 1 ~j~k}r 1 .
The proof of (14.2) is by induction. Let n 1 = 1. The induction step is valid

since II Yn II --+ 0 and II A.y. II-+ oo. The details are left to the reader.
Since Lk II Yn" II < oo, LkYn" = y in ?l' (here is where the completeness of?£
is used.) Now for any k ~I,
IIAnk+ 1 YII=II ±An~+ 1 Yni+Ank+1Ynk+l+

j=l
I
j=k+2
Ank+1Ynill
=IIAnk+1Ynk+l-[- .± Ank+IYni-. I
j=l j=k+2
Ank+JYnjJII
I
00
~t+k- 2-j
j=k+2
~k.
That is, M(y) ~ k for all k, a contradiction.

•
14.3. Corollary. If?£ is a normed space and As;?£, then A is a bounded set
if and only if forevery fin?£*, sup{lf(a)l: aEA} < oo.
PROOF. Consider ?£ as a subset of~(?£*, IF) ( = ?£**) by letting x(f) = f(x)
for every fin ?£*. Since ?£* is a Banach space and II x II = II x II for all x, the
corollary is a special case of the PUB. •
14.4. Corollary. If?£ is a Banach space and As;?£*, then A is a bounded set
if and only if forevery x in!!£, sup{lf(x)l: fEA} < oo.
PROOF. Consider ?£* as 14(?£, IF).
•
Using Corollary 14.3, it is possible to prove the following improvement
of(l4.1).
14.5. Corollary. If !!£ is a Banach space and OJJ is a normed space and if
d s; 14(?£, OJJ) such that for every x in ?£ and g in OJJ*,
sup{lg(A(x))l: AEd} < oo,

then sup{ II A II: A Ed}< oo.
PROOF. Fix x in!!£. By the hypothesis and Corollary 14.3, sup{IIA(x)ll:
A Ed}< oo. By (14.1), sup{ II A II: A Ed}< oo. •
A special form of the PUB that is quite useful is the following.
14.6. The Banach-Steinhaus Theorem. If?£ and OJJ are Banach spaces and
§14. The Principle of Uniform Roundedness 97
{A.} is a sequence in f!J(.Ol/!Y) with the property that for every x in .or there
is a y in '!If such that I A.x - y I -+ 0, then there is an A in f!J(Pl, '!If) such that
II A.x- Ax I -+ 0 for every x in Pl and sup I A. I < oo.
PROOF. If xEPl, let Ax= lim A.x. By hypothesis A: .or-+ '!If is defined and it
is easy to see that it is linear. To show that A is bounded, note that the PUB
implies that there is a constant M > 0 such that II A. II !'( M for all n. If xEPl and
llx II!'( 1, then for any n ~ 1, I Axil !'(II Ax- A.x II+ I A.x I !'(II Ax- A"x II+ M.
Letting n-+ oo shows that I Ax I !'( M whenever II x I !'( 1. •
The Banach-Steinhaus Theorem is a result about sequences, not nets.

Note that if I is the identity operator on .or and for each n ~ 1, A.= n- 1 I
and for n !'( 0, A.= ni, then {A.: nEZ} is a countable net that converges in
norm to 0, but the net is not bounded.
14.7. Proposition. Let X be locally compact and let Un} be a sequence in

C0 (X). Then Jfn df.1-+ Jf df.1 for every f.1 in M(X) if and only if sup. I f. II < oo
and f.(x)-+ f(x) for every x in X.
PROOF. Suppose Jf. df.1-+ Jf df.1 for every f.1 in M(X). Since M(X) = C0 (X)*,
(14.3) implies that sup. I f. I < oo. By letting f.1 = bx, the unit point mass at
J
x, we see that f. dbx = f.(x)-+ f(x). The converse follows by the Lebesgue
Dominated Convergence Theorem. •
ExERCISES
I. Here is another proof of the PUB using the Baire Category Theorem. With the
notation of (14.1 ), let B.= {xE,q[: I Ax I ~ n for all A in d}. By hypothesis,
U:~ 1 B.= q-. Now apply the Baire Category Theorem.
2. If I 0 for every yin lq, 1/p + 1/q = 1,
if and only if sup. I x. I P < oo and x.(J)--> 0 for every j:;:, I.
L:;;,
3. If {x.} c:; 11 , then 1 x.(J)y(j)--> 0 for every yin c 0 if and only if sup. I x. 1 1 < oo
and x.(J)--> 0 for every j :;:, I.
4. If(X,Q,J.l) is a measure space, 1 0
for every g in U(J.l), 1/p + 1/q =I, if and only if sup{ I f. liP: n:;:, 1} < oo and for
J
every set E in n with J.l(E) < oo, d. dJ.l--> 0 as n--> oo.
5. If(X,Q,p) is a a-finite measure space and{!.} is a sequence in U(X,O.,p), then
Jf.g dp --> 0 for every g in L (J.l) if and only if sup { I f. k n :;:, 1} < oo and
00
hf. dp--> 0 for every E in Q.

6. Let Jff be a Hilbert space and let <ff be an orthonormal basis for Jff. Show that
a sequence {h.} in Jff satisfies <h., h)--> 0 for every h in Jff if and only if
sup { I h. II: n :;:, 1} < oo and <h., e)--> 0 for every e in <!.
7. If X is locally compact and {J.t.} is a sequence in M(X), then L(p.)--> 0 for every
Lin M(X)* if and only if sup{ I J.ln II: n:;:, I} < oo and J.l.(E) -->0 for every Borel set E.
8. In (14.6), show that I A I ~ lim inf I A. 11.
9. If (S, d) is a metric space and ?£ is a normed space, say that a function f: S-> ?£
is a Lipschitz function if there is a constant M > 0 such that II f(s)- f(t) II :( Md(s, t)
for all s, t in S. Show that iff: S-> ?£ is a function such that for all L in ?£*,
L of: S-> IF is Lipschitz, then f: S-> ?£ is a Lipschitz function.
10. Let:!{ be a Banach space and suppose {x.} is a sequence in:![ such that for each
x in ?£ there are unique scalars {oc.} such that lim.- oo II x- .L~ ~ 1 ockxk II = 0. Such
a sequence is called a Schauder basis. (a) Prove that :![ is separable. (b) Let
'Y={{oc.}EIF"::L:~ 1 oc.x. converges in P£} and for y={oc.} in '!If define
IIYII =sup.II:L~~ 1 ockxkll. Show that '!If is a Banach space. (c) Show that there is
a bounded bijection T: :![->'!If. (d) If n ~ 1 and f.::![-> IF is defined by
f.(:L;:'~ 1 ockxd = rJ.., show that f.E?£*. (e) Show that x.¢ the closed linear span of
{xk:ko;tn}.
CHAPTER IV
Locally Convex Spaces
A topological vector space is a generalization of the concept of a Banach

space. The locally convex spaces are encountered repeatedly when discussing
weak topologies on a Banach space, sets of operators on Hilbert space, or
the theory of distributions. This book will only skim the surface of this theory,
but it will treat locally convex spaces in sufficient detail as to enable the
reader to understand the use of these spaces in the three areas of analysis
just mentioned. For more details on this theory, see Bourbaki [1967],
Robertson and Robertson [1966], or Schaefer [1971].
§ 1. Elementary Properties and Examples

A topological vector space is a vector space that is also a topological space
such that the linear structure and the topological structure are vitally
connected.
1.1. Definition. A topological vector space (TVS) is a vector space fi£ together
with a topology such that with respect to this topology
(a) the map of fi£ x fi£--+ fi£ defined by (x, y )r--- x + y is continuous;
(b) the map oflF x f![--.f![ defined by (cx,x)r---cxx is continuous.
It is easy to see that a normed space is a TVS (Proposition III.l.3).
Suppose f![ is a vector space and fJ> is a family of seminorms on fi£. Let
:T be the topology on fi£ that has as a subbase the sets {x: p(x- x 0 ) < s },
where pEfl>, x 0 Efl£, and s > 0. Thus a subset U of fi£ is open if and only if
for every x 0 in U there are p 1 , ... , Pn in fJ> and £ 1 , ... , en> 0 such that
100 IV. Locally Convex Spaces
(l}= 1 {xEq'": pix- x 0 ) < t:j} c;; U. It is not difficult to show that q- with this
topology is a TVS (Exercise 2).
1.2. Definition. A locally convex space (LCS) is a TVS whose topology is

defined by a family of seminorms f1JJ such that (lpEd"{x: p(x) = 0} = (0).
The attitude that has been adopted in this book is that all topological
spaces are Hausdorff. The condition in Definition 1.2 that (lpEd"{x: p(x) =
0} = (0) is imposed precisely so that the topology defined by f1JJ be Hausdorff.
In fact, suppose that xi= y. Then there is a p in f1JJ such that p(x- y) i= 0; let
p(x-y)>t:>O. If V={z:p(x-z)<!t:} and V={z:p(y-z)<it:}, then
U n V = 0 and U and V are neighborhoods of x andy, respectively.
If q" is a TVS and x 0 Eq'", then XHX + x 0 is a homeomorphism of q'"; also,
if a ElF and a i= 0, xHax is a homeomorphism of q- (Exercise 4). Thus the
topology of q- looks the same at any point. This might make the next
statement less surprising.
1.3. Proposition. Let q" be a TVS and let p be a seminorm on q-_ The following
(a) p is continuous.
(b) {xE,q": p(x) < 1} is open.
(c) 0Eint {xE,q": p(x) < 1}.
(d) 0Eint{xE,q": p(x)::::;; 1}.
(e) p is continuous at 0.
(f) There is a continuous seminorm q on ,q- such that p ::::;; q.
PROOF. It is clear that (a)=(b)=(c)=(d).

(d) implies (e): Clearly (d) implies that for every E > 0, 0Eint {xE,q": p(x)::::;; E };
so if {X;} is a net in ,q- that converges to 0 and E > 0, there is an i 0 such that
X;E {x: p(x)::::;; E} fori~ i0; that is, p(xJ::::;; E fori~ i 0 • Sop is continuous at 0.
(e) implies (a): If X;--+x, then ip(x)-p(xJI::::;p(x-xJ Since x-x;--+0,
(e) implies that p(x- xJ--+ 0. Hence p(x;)--+ p(x).
Clearly (a) implies (f). So it remains to show that (f) implies (e). If X;--+ 0
in ,q", then q(x;)--+ 0. But 0::::;; p(x;)::::;; q(x;), so p(x;)--+ 0. •
1.4. Proposition. If q- is a TVS and p 1 , ••• , Pn are continuous seminorms, then

p 1 + ··· + Pn and max;(P;(x)) are continuous seminorms. If {p;} is a family of
continuous seminorms such that there is a continuous seminorm q with Pi ::::;; q
for all i, then XHsup;{P;(x)} defines a continuous seminorm.
PROOF. Exercise.
If f1JJ is a family of seminorms of ,q" that makes q" into a LCS, it is often
convenient to enlarge f1JJ by assuming that f1JJ is closed under the formation
of finite sums and supremums of bounded families [as in (1.4)]. Sometimes
§l. Elementary Properties and Examples 101
it is convenient to assume that 9 consists of all continuous seminorms. In

either case the resulting topology on f!C remains unchanged.
1.5. Example. Let X be completely regular and let C(X) = all continuous
functions from X into JF. If K is a compact subset of X, define
PK(f)=sup{lf(x)l:xeK}. Then {pK:K compact in X} is a family of semi-
norms that makes C(X) into a LCS.
1.6. Example. Let G be an open subset of ([ and let H(G) be the subset of
Co:( G) consisting of all analytic functions on G. Define the seminorms of(l.S)
on H(G). Then H(G) is a LCS. Also, the topology defined on H(G) by these
seminorms is the topology of uniform convergence on compact subsets-the
usual topology for discussing analytic functions.
1.7. Example. Let f!C be a normed space. For each x* in f!C*, define
Px•(x) = lx*(x)l. Then Px• is a seminorm and if & = {Px•= x*ef!C*}, 9 makes
?£ into a LCS. The topology defined on f!( by these seminorms is called the
weak topology and is often denoted by a(?£, f!C*).
1.8. Example. Let ?£ be a normed space and for each x in f!C define Px: f!C*--+
[0, oo) by Px(x*) = lx*(x)l. Then Px is a seminorm and 9 = {px: xef!C} makes
f!C* into a LCS. The topology defined by these seminorms is called the
weak-star(or weak* or wk*) topology on ?£*.It is often denoted by a(?£*, f!C).
The spaces ?£ with its weak topology and f!C* with its weak* topology
are very important and will be explored in depth in Chapter V.
Recall the definition of convex set from (12.4). If a, be?£, then the line
segment from a to b is defined as [a,b] = {tb + (1- t)a:O ~ t ~ 1}. So a set
A is convex if and only if [a, b] £ A whenever a, bE A. The proof of the next
result is left to the reader.
1.9. Proposition. (a) A set A is convex if and only if whenever x 1 , ... , xneA
and t 1 , .•• , tnE[O, 1] with L,iti = 1, then L.hxieA. (b) If {A;: iel} is a collection
of convex sets, then n;A; is convex.
1.10. Definition. If A£ f!C, the convex hull of A, denoted by co(A), is the

intersection of all convex sets that contain A. If?£ is a TVS, then the closed
convex hull of A is the intersection of all closed convex subsets of ?£ that
contain A; it is denoted by co(A).
Since a vector space is itself convex, each subset of ?£ is contained in a

convex set. This fact and Proposition 1.9(b) imply that co(A) is well defined
and convex. Also, co(A) is a closed convex set.
If ?£ is a normed space, then {x: II x I ~ 1} and {x: II x I < 1} are both
convex sets. If fef!C*, {x: lf(x)l ~ 1}, {x: Re f(x) ~ 1}, {x: Re f(x) > 1} are
all convex. In fact, if T: f!l'-+ ![If is a real linear map and C is a convex subset
of ![If, then T- 1 (C) is convex in f!l'.
1.11. Proposition. Let f!l' be a TVS and let A be a convex subset of f!l'. Then
(a) ciA is convex; (b) if aeintA and beciA, then [a,b)={tb+(1-t)
a: 0 :S;; t < 1} s; int A.
PROOF. Let aeA, becl A, and 0 :S;; t :S;; l. Let {x;} be a net in A such that
X;-+ b. Then tx; + (1- t)a-+ tb + (1 - t)a. This shows that
1.12 bin cl A and a in A imply [a, b] s; cl A.
Using (1.12) it is easy to show that cl A is convex. To prove (b), fix t,
0<t<1, and put c=tb+(1-t)a, where aeintA and beciA. There is an
open set V in f!l' such that Oe V and a+ V s; A. (Why?) Hence for any din A
A 2 td + (1 - t)(a + V)
=t(d-b)+tb+(1-t)(a+ V)
= [t(d- b)+ (1 - t)V] +c.
If it can be shown that there is an element d in A such that Oet(d- b)+
(1 - t)V = U, then the preceding inclusion shows that ceint A since U is
open (Exercise 4). Note that the finding of such a d in A is equivalent to
finding ad such that Oet- 1 (1-t)V+(d-b) or deb-t- 1 (1-t)V. But
Oe- t- 1(1 - t)V and this set is open. Since becl A, d can be found in A. •
1.13. Corollary. If As; f!l', then co(A) is the closure of co(A).
A set As;!![ is balanced if IXXEA whenever xEA and IlXI :S;; 1. A set A is
absorbing if for each x in !![ there is an e > 0 such that txeA for 0 :S;; t <e.
Note that an absorbing set must contain the origin. If aeA, then A is absorbing
at a if the set A -a is absorbing. Equivalently, A is absorbing at a if for
every x in f!l' there is an e > 0 such that a+ txeA for 0 :S;; t <e.
If !![ is a vector space and p is a seminorm, then V = { x: p(x) < 1} is a
convex balanced set that is absorbing at each of its points. It is rather
remarkable that the converse of this is true. This fact will be used to give an
abstract formulation of a LCS and also to explore some geometric conse-
quences of the Hahn-Banach Theorem.
1.14. Proposition. If fl£ is a vector space over IF and Vis a nonempty convex,
balanced set that is absorbing at each of its points, then there is a unique
seminorm p on f!l' such that V = { xef!l': p(x) < 1}.
PROOF. Define p(x) by
p(x)=inf{t:t~O and xetV}.
Since V is absorbing, f!l' = U:'= 1 n V, so that the set whose infimum is p(x) is
nonempty. Clearly p(O) = 0. To see that p(ax) = lalp(x), we can suppose that
a =1= 0. Hence, because V is balanced,
p(ax) = inf{t ~ 0: axEtV}
= inf { t ~ 0: x E t (I: I V)}
= lalinf {~~: xEI~ V}

= lalp(x).
To complete the proof that p is a seminorm, note that if a, p ~ 0 and
a, bEV, then
aa + Pb =(a+ m(-(X-a + _P_b)E(a + p)V

a+P a+P
by the convexity of V. If x, yEfY£, p(x) =a, and p(y) = p, let b > 0. Then
xE(a +b) V and yE(P +b) V. (Why?) Hence x + yE(a +b) V + (p +b) V =
(a+ p+ 2b) V (Exercise 11). Letting b-+0 shows that p(x + y) ~a+ P = p(x) +
p(y).
It remains to show that V = {x: p(x) < 1}. If p(x) =a< 1, then a 0 such that for 0 < t < e,
x+tx=yEV. But x=(l +t)- 1 y, yEV. Hence p(x)=(l +t)- 1 p(y)~
(l+t)-1<1.
Uniqueness follows by (111.1.4). •
The seminorm p defined in the preceding proposition is called the
Minkowski function of V or the gauge of V.
Note that if fYl is a TVS space and V is an open set in fY£, then V is
absorbing at each of its points.
Using Proposition 1.14, the following characterization of a LCS can be
obtained. The proof is left to the reader.
1.15. Proposition. Let fYl be a TVS and let !lit be the collection of all open
convex balanced subsets of fY£. Then fYl is locally convex if and only if !lit is a
basis for the neighborhood system at 0.
EXERCISES
I. Let PI be a TVS and let dlf be all the open sets containing 0. Prove the following.
(a) If U Edlf, there is a V in dlf such that V + V ~ U. (b) If U Edlf, there is a V in
dlf such that V~ U and aV~ V for alllal ~I. (Vis balanced.)
(Hint: If WEdlf and aW ~ U for Ia I~£, then cW ~flU for lfll ~ 1.)
2. Show that a LCS is a TVS.

3. Suppose that :I" is a TVS but do not assume that :I" is Hausdorff. (a) Show that :I"
is Hausdorff if and only if the singleton set {0} is closed. (b) If :I" is Hausdorff,
show that :I" is a regular topological space.
4. Let :I" be a TVS. Show: (a) if x 0 E:I", the mapxHx + x 0 is a homeomorphism
of :I" onto :I"; (b) if aE:F and a# 0, the map XHIXX is a homeomorphism.
6. Verify the statements made in Example 1.5. Show that a net {!;} in C(X)
converges to f if and only if fi-+ f uniformly on compact subsets of X.
7. Show that the space H(G) defined in (1.6) is complete. (Every Cauchy net
converges.)
8. Verify the statements made in Example 1.7. Give a basis for the neighborhood
system at 0.
11. Show that if A is a convex set and a, fJ > 0, then aA + {JA =(a+ {J)A, Give an
example of a nonconvex set A for which this is untrue.
12. If :I" is a TVS and A is closed, show that A is convex if and only if i(x + y)EA
whenever x and yEA.
13. Let s =the space of all sequences of scalars. Thus s =all functions x: IN-+ :F.
Define addition and scalar multiplication in the usual way. If x,yEs, define
d(x,y) = I 2 _. lx(n)- y(n)l .

n= 1 1 + lx(n)- y(n)l
Show that d is a metric on s and that with this topology s is a TVS. Also show
that s is complete.
14. Let (X,Q,,u) be a finite measure space, let .It be the space of 0-measurable
functions, and identify two functions that agree a.e. [.u]. If f,gE.It, define
d(f ) -
,g-
I If - g I d
1+1f-gl JL
Then d is a metric on .It and (.It, d) is a complete TVS. Is there a relationship

between this example and the space s of Exercise 13?
15. If :I" is a TVS and A<;;. :I", then cl A= n {A+ V: OE V and Vis open}.
16. If :I" is a TVS and .It is a closed linear space, then :I"/.It with the quotient
topology is a TVS. If p is a seminorm on :I", define p on :I"/.It by
p(x +.It)= inf{p(x + y): yE.It} Show that pis a seminorm on :I"/.It. Show that
if :I" is a LCS, then so is :I"I .It.
17. If {:I"i: iEI} is a family of TVS's, then :I"= TI {:I"i: iEI} with the product topology
is a TVS. If each :I"i is a LCS, then so is :I".If :I" is a LCS, must each :I"i be a LCS?
18. If!¥ is a finite-dimensional vector space and ff1 , ff 2 are two topologies on !¥
that make!¥ into a TVS, then ff 1 = ff 2 •
19. If !¥ is a TVS and .A is a finite dimensional linear manifold in !¥, then .A is
closed and ifll + .A is closed for any closed subspace ifll of !¥.
20. Let !¥ be any infinite dimensional vector space and let ff be the collection of all
subsets W of !¥ such that if xe W, then there is a convex balanced set U with
x + U ~ W and U n .A open in .A for every finite dimensional linear manifold
.A in !¥. (Each such .A is given its usual topology.) Show: (a) (?£, ff) is a LCS;
(b) a set F is closed in!¥ if and only ifF n .A is closed for every finite dimensional
subspace .A of !¥; (c) if Y is a topological space and f: !¥-+ Y (not
necessarily linear), then f is continuous if and only if /I .A is continuous for every
finite dimensional space .A; (d) if ifll is a TVS and T: !¥-+ ifll is a linear map, then
T is continuous.
21. Let X be a locally compact space and for each 4> in C 0 (X), define pq,(f) = 114>! II oo
for fin Cb(X). Show that pq, is a seminorm on Cb(X). Let fJ =the topology defined
by these seminorms. Show that (Cb(X), fl) is a LCS that is complete. fJ is called
the strict topology.
22. For 0 < p < 1, let /P =all sequences x such that :E:'= 1 ix(n)IP < oo. Define
d(x,y)=:E;'= 1 ix(n)- y(n)IP (no pth root). Then dis a metric and (IP,d) is a TVS
that is not locally convex.
23. Let!¥ and ifll be locally convex spaces and let T: !¥-+ ifll be a linear transformation.
Show that T is continuous if and only if for every continuous seminorm p on ifll,
poT is a continuous seminorm on !¥.
24. Let !¥ be a LCS and let G be an open connected subset of !¥. Show that
G is arcwise connected.
§2. Metrizable and Normable Locally Convex Spaces

Which LCS's are metrizable? That is, which have a topology which is defined
by a metric? Which LCS's have a topology that is defined by a norm? Both
are interesting questions and both answers could be useful.
If & is a family of seminorms on f£ and f£ is a TVS, say that & determines
the topology on f£ if the topology off£ is the same as the topology induced
by&.
2.1. Proposition. Let {p 1 , p 2 , ••• } be a sequence of seminorms on f£ such that

n:= 1 {x: p.(x) = 0} = (0). For x andy in f£, define
d(x,y) = f 2-• p.(x- y)

n=l l+p.(x-y)
Then d is a metric on f£ and the topology on f£ defined by d is the topology

on!'£ defined by the seminorms {p 1 .p 2 , ... }. Thus a LCS is metrizable if and

only if its topology is determined by a countable family of seminorms.
PROOF. It is left as an exercise for the reader to show that d is a metric and
induces the same topology as {Pn}· If !'£ is a LCS and its topology is
determined by a countable family of seminorms, it is immediate that !'£ is
metrizable. For the converse, assume that !'£ is metrizable and its metric is
p. Let Un = {x: p(x,O) < 1/n}. Because !'£ is locally convex, there are
continuous seminorms q 1 , ... , qk and positive numbers e1 , ... , ek such that
n~= 1 {x: qi(x)<eJsUn. If Pn=e~ 1 q 1 +···+ek- 1 qk, then xeUn whenever
Pn(x) < 1. Clearly, Pn is continuous for each n. Thus if xr-> 0 in !![, then
for each n, Pn(xi)--+ 0 as j--+ oo. Conversely, suppose that for each n,
Pn(x)--+ 0 as j--+ oo. If e > 0, let n > e- 1• Then there is a j 0 such that for
j?: j 0 , Pn(xi) < 1. Thus, for j?: j 0 , XiEUn S {x: p(x,O) < e}. That is, p(xi, 0) < e
for j?: j 0 and so xi--+0 in!'£. This shows that {Pn} determines the topology
on !'£. (Why?) •
2.2. Example. If C(X) is as in Example 1.5, then C(X) is metrizable if and

only if X= U:'= 1 Kn, where each Kn is compact, K 1 s K 2 s ···,and if K is
any compact subset of X, then K s Kn for some n.
2.3. Example. If X is locally compact and C(X) is as in Example 1.5, then

C(X) is metrizable ifand only if X is a-compact (that is, X is the union of a
sequence of compact sets). If H(G) is as in Example 1.6, then H(G) is metrizable.
If !![ is a vector space and d is a metric on !'£, say that d is translation

invariant if d(x + z, y + z) = d(x, y) for all x, y, z in !'£. Note that the metric
defined by a norm as well as the metric defined in (2.1) are translation
invariant.
2.4. Definition. A Frechet space is a TVS !![ whose topology is defined by a

translation invariant metric d and such that (!![,d) is complete.
It should be pointed out that some authors include in the definition of a

Frechet space the assumption that !'£ is locally convex.
2.5. Definition. If!'£ is a TVS and B s !![, then B is bounded if for every open
set U containing 0, there is an t: > 0 such that t:B s U.
If !![ is a normed space, then it is easy to see that a set B is bounded if

and only if sup {II b II: beB} < oo, so the definition is intuitively correct.
Also, notice that if 11·11 is a norm, {x: II x II < 1} is itself bounded. This is
not true for seminorms. For example, if C(1R) is topologized as in (1.5), let
p{f)=sup{lf(t)l: O~t~ 1}. Then pis a continuous seminorm. However,
{!: p(f) < 1} is not bounded. In fact, if/0 is any function in C(1R) that vanishs
on [0, 1], {rxf0 : rx.ElR} s; {!: p(f) < 1}. The fact that a normed space posseses
a bounded open set is characteristic.
2.6. Proposition. If fll is a LCS, then fll is normable !f and only if fll has a
nonempty bounded open set.
PROOF. It has already been shown that a normed space has a bounded open
set. So assume that fll is a LCS that has a bounded open set U. It must be
shown that there is norm on fll that defines the same topology. By translation,
it may be assumed that OE U (see Exercise 4i). By local convexity, there is a
=
continuous seminorm p such that {x: p(x) < 1} V s; U(Why?). It will be
shown that p is a norm and defines the topology on fll.
To see that pis a norm, suppose that XE?l, xi= 0. Let W 0 , Wx be disjoint
open sets such that OE W0 and x E Wx. Then there is an e > 0 such that
W0 2 t:U 2 e V. But eV = {y: p(y) < e}. Since xlf W0 , p(x) ~e. Hence pis a norm.
Because p is continuous on fll, to show that p defines the topology of fll
it suffices to show that if q is any continuous seminorm on fll, there is an
rx > 0 such that q ~ rxp (Why?). But because q is continuous, there is an e > 0
such that {x: q(x) < 1} 2 eU 2 eV. That is, p(x) < e implies q(x) < 1. By
Lemma III.l.4, q ~ e- 1p. •
EXERCISES
1. Supply the missing details in the proof of Proposition 2.1.
4. Let !!f be a TVS and prove the following: (a) If B is a bounded subset of !!f, then
so is cl B. (b) The finite union of bounded sets is bounded. (c) Every compact set is
bounded. (d) If B £!I, then B is bounded if and only if for every sequence {xn}
contained in Band for every {l)(n} in c 0 , I)("X"---> 0 in !!f. (e) If '!If is a TVS, T: !![--->'!If
is a continuous linear transformation, and B is a bounded subset of !I, then T(B) is
a bounded subset of if//. (f) If !I is a LCS and B £ !!f, then B is bounded if and only
if for every continuous seminorm p, sup{p(b): bEB} < oo. (g) If !I is a normed
space and B £ !!f, then B is bounded if and only if sup {II b II: bEB} < oo. (h) If !I
is a Frechet space, then bounded sets have finite diameter, but not conversely. (i)
The translate of a bounded set is bounded.
5. If .r is a LCS, show that !![ is metrizable if and only if !I is first countable. Is this
equivalent to saying that {0} is a G;; set?
6. Let X be a locally compact space and give Cb(X) the strict topology defined in
Exercise 1.21. Show that a subset of Cb(X) is f:l-bounded if and only if it is norm
bounded.
7. With the notation of Exercise 6, show that (Cb(X), f:l) is metrizable if and only if
X is compact.
8. Prove the Open Mapping Theorem for Frechet spaces.

§3. Some Geometric Consequences of the

Hahn-Banach Theorem
In order to exploit the Hahn-Banach Theorem in the setting of a LCS, it is
necessary to establish some properties of continuous linear functionals. The
proofs of the relevant propositions are similar to the proofs of the
corresponding facts about linear functionals on normed spaces given in §111.5.
For example, a hyperplane in a TVS is either closed or dense (see III.5.2).
The proof of the next fact is similar to the proof of (III.2.1) and (III.5.3) and
will not be given.
3.1. Theorem. If!![ is a TVS and f: !![-+ F is a linear functional, then the
following statements are equivalent.
(a) f is continuous.
(b) f is continuous at 0.
(c) f is continuous at some point.
(d) kerf is closed.
(e) x~-+lf(x)l is a continuous seminorm.
If!![ is a LCS and f!JJ is a family of semi norms that defines the topology on
!![, then the statements above are equivalent to the following:
(f) There are p 1 , ... , Pn in f!JJ and positive scalars IX 1, •.• , 1Xn such that
lf(x)l ~ L~= 1 1XkPk(x)for all x.
The proof of the next proposition is similar to the proof of Proposition 1.14
and will not be given.
3.2. Proposition. Let !![ be a TVS and suppose that G is an open convex subset
of fiE that contains the origin. If
q(x) = inf{t: t ~ 0 and xetG},
then q is a non-negative continuous sublinear functional and G = { x: q(x) < 1}.
Note that the difference between the preceding proposition and (1.14) is
that here G is not assumed to be balanced and the consequence is a sublinear
functional (q(1Xx) = IXq(x) if IX~ 0) that is not necessarily a seminorm.
The geometric consequences of the Hahn-Banach Theorem are achieved
by interpreting that theorem in light of the correspondence between linear
functionals and hyperplanes and between sublinear functionals and open
convex neighborhoods of the origin. The next result is typical.
3.3. Theorem. If fiE is a TVS and G is an open convex nonempty subset of!![
that does not contain the origin, then there is a closed hyperplane .A such that
.linG= 0.
PROOF. Case 1. !!( is an JR-linear space. Pick any x0 in G and let H = x 0 - G.

Then H is an open convex set containing 0. (Verify). By (3.2) there is a
continuous nonnegative sublinear functional q: !!(-+ 1R such that H =
{x: q(x) < 1}. Since x 0 ¢H, q(x 0 ) ~ 1.
Let ®'={ax 0 : aEJR} and define/0 : ®'-+JR byf0 (ax 0 )=aq(x 0 ). Ifa~O.
then/0 (ax 0 ) = aq(x 0 ) = q(ax 0 ); if a< 0, then/0 (ax 0 ) = aq(x 0 ) ~a< 0 ~ q(ax 0 ).
So fo ~ q on ®'. Let f: !!f-+ 1R be a linear functional such that f I®' = fo and
f ~ q on !!f. Put .I{= kerf.
Now if xEG, then x 0 - xEH and sof(x 0 ) - f(x) = f(x 0 - x) ~ q(x 0 - x) < 1.
Therefore f(x) > f(x 0 ) - 1 = q(x 0 ) - 1 ~ 0 for all x in G. Thus .I{ n G = 0.
Case 2. !!f is a CC-linear space. Lemma 111.6.3 will be used here. Using Case
1 and the fact that!!( is also an JR-linear space, there is a continuous JR-linear
functional/: !!f --.JR such that Gnker f = 0. If F(x) = f(x)- if(ix), then F
is a CC-linear functional and f = ReF (III.6.3). Hence F(x) = 0 if and only if
f(x) = f(ix) = 0; that is, .I{= kerF= kerf n [i ker fJ. So .I{ is a closed
hyperplane and .I{ n G = 0. •
An affine hyperplane in!!( is a set .I{ such that for every x 0 in .I{, .I{- x 0
is a hyperplane. (See Exercise 3.) An affine manifold in !!f is a set ®' such that
for every x 0 in ®', ®' - x 0 is a linear manifold in !!f. An affine subspace of a
TVS f!l is a closed affine manifold.
3.4. Corollary. Let !!( be a TVS and let G be an open convex nonempty subset
of f!l. If®' is an affine subspace of(!( such that ®' n G = 0, then there is a
closed affine hyperplane .I{ in !!( such that ®'£.I{ and .I{ n G = 0.
PROOF. By considering G- x 0 and®'- x 0 for any x 0 in®', it may be assumed
that®' is a linear subspace of f!l. Let Q: !!( -+!!f/®' be the natural map. Since
Q- 1 (Q(G)) = {y + G: yE®'}, Q(G) is open in !!f/®'. It is easy to see that Q(G)
is also convex. Since ®' n G = D. O¢Q( G). By the preceding theorem, there
is a closed hyperplane .Kin!!(/®' such that .K n Q( G) = o. Let .I{ = Q- 1(%).
It is easy to check that .I{ has the desired properties. •
There is a great advantage inherent in a geometric discussion of real TVS's.
Namely, iff: !!f-+ 1R is a nonzero continuous JR-linear functional, then the
hyperplane kerf disconnects the space. That is, f!l\ker fhas two components
(see Exercises 4 and 5). It thus becomes convenient to make the following
definitions.
3.5. Definition. Let !!( be a real TVS. A subset S of !!( is called an open
half-space if there is a continuous linear functional f: (!(-+ 1R such that
S = {xEf!l:j(x) >a} for some a. Sis a closed half-space if there is a continuous
linear functional/: (!(-+ 1R such that S = {xEf!l: f(x) ~a} for some a.
Two subsets A and B of !!f are said to be strictly separated if they are
contained in disjoint open half-spaces; they are separated ifthey are contained
in two closed half-spaces whose intersection is a closed affine hyperplane.
3.6. Proposition. Let !!{ be a real TVS.

(a) The closure of an open half-space is a closed half-space and the interior of
a closed half-space is an open half-space.
(b) If A, B s;;; !'£, then A and B are strictly separated (separated) if and only if
there is a continuous linear functional f: f!l'-+ 1R and a real scalar IX such
that f(a) >IX for all a in A and f(b) <IX for all b in B (f(a) ~IX for all a in
A andf(b) ~IX for all bin B).
PROOF. Exercise 6.
In many ways, the next result is the most important "separation" theorem
as the other separation theorems follow from this one. However, the most
used separation theorem is Theorem 3.9 below.
3.7. Theorem. If!'£ is a real TVS and A and Bare disjoint convex sets with
A open, then there is a continuous linear functional f: !'£-+JR. and a real
scalar IX such that f(a) <IX for all a in A and f(b) ~IX for all b in B. If B is
also open, then A and B are strictly separated.
PROOF. Let G =A - B = {a- b: aeA, beB}; it is easy to verify that G is convex
(do it!). Also, G = u {A- b: beB}, so G is open. Moreover, because A nB = 0,
OrtG. By Theorem 3.3 there is a closed hyperplane A in f!l' such that
A nG = 0. Letf: f!l' -+1R be a linear functional such that A= kerf. Now
/(G) is a convex subset of 1R and 0¢/(G). Hence either f(x) > 0 for all x in
G or f(x) < 0 for all x in G; suppose f(x) > 0 for all x in G. Thus if aeA and
beB, 0 <f(a- b)= f(a)- f(b); that is, f(a) > f(b). Therefore there is a real
number ex such that
sup{J(b): beB} ~ex~ inf{J(a): aeA}.
But f(A) and f(B) are open intervals if B is open (Exercise 7), so f <IX on B
and f > ex on A. •
3.8. Lemma. If!'£ is a TVS, K is a compact subset of!'£, and V is an open

subset of!'£ such that K s;;; V, then there is an open neighborhood oJO, U, such
that K +Us;;; V.
PROOF. Let 1J1t 0 =all of the open neighborhoods of 0. Suppose that for each
U in 1J1t 0 , K + U is not contained in V. Thus, for each U in IJit 0 there is a
vector Xu in K and a Yu in U such that xu+ YuEf!l'\ V. Order !Jit0 by reverse
inclusion; that is, U 1 ~ U 2 if U 1 s;;; U 2 . Then IJit 0 is a directed set and {xu}
and {Yu} are nets. Now Yu-+ 0 in !'£. Because K is compact there is an x in
K such that xu --+x(cl
{xu} cluster at x). Hence Xu+ Yu --+x cl
+ 0 = x. (Why?)
Hence x eel (f!l'\ V) = f!l'\ V, a contradiction. •
The condition that K be compact in the preceding lemma is necessary; it

is not enough to assume that K is closed. (What is a counterexample?)
3.9. Theorem. Let :!( be a real LCS and let A and B be two disjoint closed
convex subsets of :!C. If B is compact, then A and B are strictly separated.
PROOF. By hypothesis, B is a compact subset of the open set :!C\A. The
preceding lemma implies there is an open neighborhood U 1 of 0 such that
B + U 1 c:; :!C\A. Because :!(is locally convex, there is a continuous seminorm
p on:!( such that {x: p(x)<l}c:;U 1 . Put V={x: p(x)<1}. Then
(B + U)n(A + U) = 0 (Verify!), and A+ U and B + U are open convex
subsets of:!( that contain A and B, respectively. (Why?) So the result follows
from Theorem 3.7. •
The fact that one of the two closed convex sets in the preceding theorem
is assumed to be compact is necessary. In fact, if:!(= 1R 2 , A= {(x, y)E1R 2 :
y ~ 0}, and B = {(x, y)E1R 2 : y ~ x- 1 > 0}, then A and B are disjoint closed
convex subsets of 1R 2 that cannot be strictly separated.
The next result generalizes Corollary 111.6.8, though, of course, the metric
content of (111.6.8) is missing.
3.10. Corollary. If:!( is a real LCS, A is a closed convex subset of :!C, and
xf/:A, then x is strictly separated from A.
3.11. Corollary. If:!C is a real LCS and A c:; :!C, then co (A) is the intersection of
the closed half-spaces containing A.
PROOF. Let Jlf be the collection of all closed half-spaces containing A. Since
each set in Jlf is closed and convex, co (A) c:; n {H: H EJ!f}. On the other hand,
ifx 0 ¢co (A), then (3.10) implies there is a continuous linear functional
f: fll--+ 1R and an a in 1R such that f(x 0 ) >a and f(x) <a for all x in
co(A). Thus H = {x:f(x) ~a} belongs to Jlf and x 0 ¢H. •
The next result generalizes Theorem 111.6.13.
3.12. Corollary. If fll is a real LCS and A c:; fll, then the closed linear span of
A is the intersection of all closed hyperplanes containing A.
If fll is a complex LCS, it is also a real LCS. This can be used to formulate
and prove versions of the preceding results. As a sample, the following
complex version of Theorem 3.9 is presented.
3.13. Theorem. Let fll be a complex LCS and let A and B be two disjoint
closed convex subsets of fll. If B is compact, then there is a continuous linear
functional f: fll--+ <C, an a in 1R, and an c > 0 such that for a in A and b in B,
Re f(a) ~a< a+ c ~ Re f(b).
3.14. Corollary. If fll is a LCS and UJI is a linear manifold in fll, then UJI is
dense in PI if and only if the only continuous linear functional on PI that vanishes
on OJ/ is the identically zero functional.
3.15. Corollary. If PI is a LCS, OJ/ is a closed linear subspace of PI, and x 0 ePI\UJ/,
then there is a continuous linear functional f: PI-+ 1F such that f(y) = 0 for all
y in OJ/ and f(x 0 ) = 1.
These results imply that on a LCS there are many continuous linear
functionals. Compare the results of this section with those of §111.6.
The hypothesis that PI is locally convex does not appear in the results
prior to Theorem 3.9. The reason for this is that in the preceding results the
existence of an open convex subset of PI is assumed. In Theorem 3.9 such a
set must be manufactured. Without the hypothesis of local convexity it may
be that the only open convex sets are the whole space itself and the empty set.
3.16. Example. For 0 < p < 1, let 1!(0, 1) be the collection of equivalence
classes of measurable functions f: (0, 1)-+ 1R such that
((f))P = I1
lf(x)IP dx < oo.
It will be shown that d(f, g)= ((f- g))p is a metric on LP(O, 1) and that with
this metric 1!(0, 1) is a Frechet space. It will also be shown, however, that
1!(0, 1) has only one nonempty open convex set, namely itself. So 1!(0, 1),
0 < p < 1, is most emphatically not locally convex. The proof of these facts
begins with the following inequality.
3.17 For s, tin [0, oo) and 0 < p < 1, (s + t)P ~ sP + tP.
To see this, let f(t) = sP + tP- (s + t)P for t ~ 0, s fixed. Then

f'(t) = ptP- 1 - p(s + t)p- 1 . Since p- 1 < 0 and s + t ~ t, f'(t) ~ 0. Thus
0 = f(O) ~f(t). This proves (3.17)
If d(f, g) = ((f- g))P for f, g in 1!(0, 1), then (3.17) implies that
d(f,g)~d(f,h)+d(h,g) for allf,g,h in 1!(0,1).1t follows that dis a metric
on 1!(0, 1). Clearly dis translation invariant.
3.18 1!(0, 1), 0 < p < 1, is complete.
The proof of this is left as an exercise.
3.19 1!(0, 1) is a TVS.
The continuity of addition is a direct consequence of the translation

invariance of d. Iff.-+fand ex.-+ex, ex. in JR., d(ex.f,.,exf)=((ex.f.-exf))p~
((ex.f.- ex.f))P + ((ex.f- exf))P = lex.IP((f.- f))P +lex.- exiP((f))P ~ C((f.-f))P +
lex.- cxiP((f))P, where C is a constant independent of n. Hence cx.f.-+ cxf.
Thus 1!(0, 1) is a Frechet space.
If G is a nonempty open convex subset of U(O, 1), then

3.20 G = U(O, 1).
To see this, first suppose f EU(O, 1) and ((f) )P = r < R. As a function of t,
J~ If(x)IP dx is continuous, assumes the value 0 at t = 0, and assumes the value
r at t = 1. Let 0 < t < 1 such that J~ I f(x)IP dx = r/2. Define g, h: (0, 1)---. IR by
g(x) = f(x) for x ~ t and 0 otherwise; h(x) = f(x) for x ~ t and 0 otherwise.
Now f = g + h = ·H2g + 2h) and ((2g))P = ((2h))p = 2P(r/2) = r/2 1 -v. Hence
f ECO B(O; R/2 1 - P). This implies that B(O; R) c;; co B(O; R/2 1 - P), or, equivalently,
B(O; 2 1 -vR)c;;coB(O,R). Hence B(O; 4 1 -vR)c;;coB(O; 2 1 -vR)c;;coB(O;R).
Continuing we see that for all n, B(O; 2" 0 - Pl R) c;; co B(O;R).
So if G is a nonempty open convex subset of U(O, 1), then by translation
it may be assumed that OEG. Thus there is an R > 0 with B(O; R) c;; G. By
the preceding paragraph, B(O; 2" 0 - Pl R) c;; co B(O; R) c;; G for all n ~ 1.
Therefore U(O, 1) c;; G.
Also note that this says that the only continuous linear functional on
U(O, 1), 0 < p < 1, is the identically zero functional.
EXERCISES
2. Let p be a sub linear functional, G ={
x: p(x) < 1}, and define the sublinear
functional q for the set G as in Proposition 3.2. Show that q(x) = max(p(x)), 0)
for all x in f£.
3. Let A <:;:: !1:, a TVS, and show that the following statements are equivalent :
(a) <$/ is an affine hyperplane; (b) there exists an x 0 in A such that A - x 0 is a
hyperplane; (c) there is a non-zero linear function f: !1:-> IF and an a in IF such
that A= {xE!J::f(x) =a}.
4. Let :'!' be a real TVS. Show: (a) if G is an open connected subset of !!l', then G is
arcwise connected; (b) iff: .UJ'-> JR. is a continuous non-zero linear functional, then
:'l'\kerfhas two components, {x:f(x)>O} and {x:f(x)<O}.
5. If!.[ is a complex TVS and f: ?£-> <C is a nonzero continuous linear function,
show that :'l'\ker f is connected.
7. If[: :'!'->JR. is a continuous lR-linear functional and A is an open convex subset
of!£, then f(A) is an open interval.

10. State and prove a version of Theorem 3.7 for a complex TVS.
11. State and prove a version of Corollary 3.11 for a complex LCS.
12. State and prove a version of Corollary 3.12 for a complex LCS.
13. Prove (3.18).
14. Give an example of a TVS :?[ that is not locally convex and a subspace Cflf
of :![ such that there is a continuous linear functional f on Cflf with no
continuous extension to :?l.
15. Let :?[ be a real LCS and let A and B be disjoint compact convex subsets of :?l.
Suppose Cfl/ is a subspace of:?[ and f 0 : Cflf-+ IR is a continuous linear functional
such thatf0 (a) < 0 for a in A nCflf andf0 (b) > 0 forb in B nCflf. Show by an example
that it is not always possible to extend fo to a continuous linear functional on
:?[such thatf(a) < 0 or a in A andf(b) > 0 forb in B. (Hint: Let :?l = IR 3 and let
Cfl/ be the plane.)
§4*. Some Examples of the Dual Space of a

Locally Convex Space
As with a normed space, iff£ is a LCS, X* denotes the space of all continuous
linear functionals f: f£ -4 F. f£* is called the dual space of f£.
4.1. Proposition. Let X be completely regular and let C(X) be topologized as

in Example 1.5. If L: C(X) -4 F is a continuous linear functional, then there is
a compact set K and a regular Borel measure J.l on K such that L(f) = Sxf dJ.l
for every fin C(X). Conversely, each such measure defines an element of C(X)*.
PROOF. It is easy to see that each measure J.l supported on a compact set K
defines an element of C(X)*. In fact, if PxU) =sup { lf(x)l: xEK} and
L(f)= JKfdJ.l, then IL(f)l ~ IIJliiPK(f), and soL is continuous.
Now assume LEC(X)*. There are compact sets K 1 , ••• ,Kn and positive
numbers al, ... ,an such that IL(f)l ~ L~= laiPKif) (3.1£). Let K = u~= lKi
and a=max{ai: 1 ~j~n}. Then IL(f)l~apx(f). Hence if fEC(X) and
=
fiK 0, then L(f) = 0.
Define F: C(K) -4 F as follows. If gEC(K), let g be any continuous extension
of g to X and put F(g) = L(g). To check that F is well defined, suppose that
g1 and g 2 are both extensions of g to X. Then g 1 - g 2 = 0 on K, and hence
L(g 1 ) = L(g 2 ). Thus F is well defined. It is left as an exercise for the reader
to show that F: C(K) -4 F is linear. If gEC(K) and g is an extension in C(X),
then IF(g)l = IL@I ~ apK(g) =a II g 11. where the norm is the norm of C(K). By
(III.5.7) there is a measure Jl in M(K) such that F(g)=JxgdJ.l. IffEC(X),
then g = f IK EC(K) and so L(f) = F(g) = Sx f dJ.l. •
If y: [0, 1] -4 <C is a rectifiable curve and f is a continuous function defined

on the trace of y, y([O, 1]), then Jrfis the line integral off over y. That is,
JJ = gf(y(t))dy(t). (See Conway [1978].) The next result generalizes to
arbitrary regions in the plane, but for simplicity it is stated only for the disk
[). Recall the definition of H(U) from Example 1.6.
4.2. Proposition. LE H(U)* if and only if there is an r < 1 and a unique function
§4. Some Examples of the Dual Space of a Locally Convex Space 115
g analytic on <Coo \B(O; r) with g( oo) = 0 such that
4.3 L(f) = ~21.

mY
f fg
for every fin H([)), where y(t) = peit, 0 ~ t ~ 2n, and r < p < 1.
PROOF. Let g be given and define Las in (4.3). If K = {z: lzl = p}, then
IL(f)l = 21nl f" f(peit)g(peit)ipeit dtl
So if c = PPK(g), IL(f)l ~ cpK(f), and LEH([))*.

Now assume that LEH([))*. The Hahn-Banach Theorem implies there
is an Fin C([))* such that FIH([)) = L. By Proposition 4.1 there is a compact
set K contained in[) and a measure J1 on K such that L(f) = JK f dp for every
fin H([)). Define g: <Coo \K ~ <C by g( oo) = 0 and g(z) = - JK 1/(w- z)dp(w)
for z in <C\K. By Lemma 111.8.2, g is analytic on <Coo \K. Let p < 1 such that
K <:; B(O; p). Ify(t) = pe; 1, 0 ~ t ~ 2n, then Cauchy's Integral Formula implies
f(w) = ~1.
2m
f Y
f(z) dz
z- w
for Iwl < p; in particular, this is true for w in K. Thus,
L(f) = L f(w)dp(w)
= f [!__
K 2n
f2"
0
f~;eit)
pe - w
eitdt]dp(w)
=_{J__f2"f(peit)eir[f ____ 1 -dp(w)Jdt

2n 0 K pe' 1 - w
= __!___
2m
fY
f(z)g(z)dz.
This completes the proof except for the uniqueness of g (Exercise 3). •
ExERCISES
I. Let {.'l;: iEI} be a family of LCS's and give .'l = Il {.'?l";: iEI} the product topology.
(See Exercise 1.17.) Show that LE.'?l"* if and only if there is a finite subset F
contained in I and there are x;
in .'?l"7 for j in F such that L(x) = LieFx;(x(j)) for
each x in :!l.
2. Show that the space s (Exercise 1.13) is linearly homeomorphic to C(IN) and
describes*.
3. Show that the function g obtained in Proposition 4.2 is unique.

4. Show that LeH(ID)* if and only if there are scalars b0 , b 1 , ••• in CC such that
limsuplb.l 11"< I and L(f)=:E:'= 0 1/(n!)pnl(O)b•.
5. If G is an annulus, describe H(G)*.
6. (Buck [1958]). Let X be locally compact and let Pbe the strict topology on Cb(X)
defined in Exercise 1.21. (Also see Exercises 2.6 and 2.7.) Prove the following
statements: (a) If JIEM(X) and e.!O, then there are compact sets K 1 ,K 2 , ••• such
that for each n~ I, K.£;intK.+ 1 and IJLI(X\K.)<e•. (b) If JLEM(X), then there
is a <Pin C0 (X) such that <P~O, IJLI(X\{x:</J(x)>O})=O, 1/<PeL1(IJLI), and
J J
1/<P diJLI ~ 1. (c) Show that if JIEM(X) and L(f) = f dJl for f in Cb(X), then
Le(Cb(X),p)*. (d) Conversely, if Le(Cb(X),p)*, then there is a Jl in M(X) such that
L(f) = Jf dJl for fin Cb(X).
7. Let X be completely regular and let .,II be a linear manifold in C(X). Show that
if for every compact subset K of X, .,/IlK= {/IK: fe.,/1} is dense in C(K), then
.,II is dense in C(X).
§5*. Inductive Limits and the

Space of Distributions
In this section the most general definition of an inductive limit will not be
presented. Rather one that removes certain technicalities from the arguments
and yet covers the most important examples will be given. For the more
general definition see Kothe [1969], Robertson and Robertson [1966], or
Schaefer [ 1971].
5.1. Definition. An inductive system is a pair (,q£, {,q[";: iEJ} ), where ,q[" is a
vector space, ,q£; is a linear manifold in f£ that has a topology ff; such that
(ff;, ff;) is a LCS, and, moreover:
(a) I is a directed set and ,q["; £ ,q["i if i ~j;

(b) if i ~j and VjEffj, then u/..,,qz-;Eff;;
(c) ,q[" = u {,q[";: iEI}.
Note that condition (b) is equivalent to the condition that the inclusion
map ,qz-; c... ,qz-i is continuous.
5.2. Example. Let d ~ 1 and let Q be an open subset of1Rd. Denote by c~ool(Q)
all the functions <P: Q -.IF such that <P is infinitely differentiable and has
compact support in Q. (The support of <Pis defined by spt <P = cl{x: </J(x) "# 0}.)
If K is a compact subset of Q, define ~(K) = {</JEC~ool(Q): spt <P s;; K}. Let
~(K) have the topology defined by the seminorms
PK,m(</J) = sup{J¢<kl(x)J: lkl ~ m, xEK},

§5. Inductive Limits and the Space of Distributions 117
Then (C~ool(Q), {.@(K): K is compact in Q}) is an inductive system. The space

c~ool(Q) is often denoted in the literature by .@(Q), as it will be in this book.
This example of an inductive system is the most important one as it is
connected with the theory of distributions (below). In fact, this example was
the inspiration for the definition of an inductive limit given now.
5.3. Proposition. If (q", {q-;, 5"J) is an inductive system, let fJI = all convex
balanced sets V such that V nq";Eff; for all i. Let §'=the collection of all
subsets U of q- such that for every x 0 in U there is a V in fJI with x 0 + V s;; U.
Then (,q[, ff) is a (not necessarily Hausdorff) LCS.
Before proving this proposition, it seems appropriate to make the following

definition.
5.4. Definition. If (q", {,q[;}) is an inductive system and §' is the topology
defined in (5.3), §' is called the inductive limit topology and (q", §') is said to
be the inductive limit of {,q[;}.
5.5. Lemma. With the notation as in (5.3), fJI s;; §'.

PROOF. Fix Vis 91. It will be shown that V is absorbing at each of its points.
Indeed, if x 0E V and xE_q'", then there is an q"; and an q"i such that x 0 Eq";
and xE,q[i· Since I is directed, there is akin I with k ~ i,j. Hence x 0 , XE_q-k·
But V nq"kEffk. Thus there is an e > 0 such that x 0 + ocxE V nq"k s;; V for
loci< e.
Since V is convex, balanced, and absorbing at each of its points, there is
a seminorm p on ,q[ such that V = {xEq": p(x) < 1} (1.14). So if x 0 E V,
p(x 0 ) = r 0 < 1. Let W = {xE,q[: p(x) < i(l- r 0 )}. Then W = i(l- r 0 )Vand so
W EfJI. Since x 0 + W s;; V, V Eff. •
PROOF OF PROPOSITION 5.3. The proof that §' is a topology is left as an

exercise. To see that (q", ff) is a LCS, note that Lemma 5.5 and Theorem
1.14 imply that §' is defined by a family of seminorms. •
For all we know the inductive limit topology may be trivial. However,
the fact that this topology has not been shown to be Hausdorff need not
concern us, since we will concentrate on a particular type of inductive limit
which will be shown to be Hausdorff. But for the moment we will continue
at the present level of generality.
5.6. Proposition. Let (q", {q-;}) be an inductive system and let§' be the inductive
limit topology. Then

(a) the relative topology on !J:i induced by§ (viz.,§ IfllJ is smaller than §i;
(b) if illt is a locally convex topology on f1l such that for every i, illt Iflli s; §i,
then illt s; §;
(c) a seminorm p on f1l is continuous if and only if pI !J:i is continuous for each i.
PROOF. Exercise 3.
5.7. Proposition. Let (fll, §)be the inductive limit of the spaces {(!J:i, §J iEJ}.
If C{lf is a LCS and T: f1l--+ C{lf is a linear transformation, then T is continuous
if and only if the restriction of T to each flli is §i-continuous.
PROOF. Suppose T: 9:--+ C{lf is continuous. By (5.6a), the inclusion map
(flli, §i)--+ (fll, §) is continuous. Since the restriction of T to flli is the
composition of the inclusion map flli--+ f1l and T, the restriction is continuous.
Now assume that each restriction is continuous. If p is a continuous
seminorm on C{lf, then po Tlflli is a §ccontinuous seminorm for every i. By
(5.6c), poT is continuous on fll. By Exercise 1.23, Tis continuous. •
It may have occurred to the reader that the definition of the inductive
limit topology depends on the choice of the spaces !J:i in more than the
obvious way. That is, if f1l = Ujl[lfj and each C{lfj has a topology that is
"compatible" with that of the spaces {fllJ, perhaps the inductive limit
topology defined by the spaces {C{lfj} will differ from that defined by the {9:J
This is not the case.
5.8. Proposition. Let (fll, {(flli, §J}) and (fll, {(C{Ifj, illtj)}) be two inductive
systems and let § and lllt be the corresponding inductive limit topologies on fll.
If for every i there is a j such that flli s; C{lfj and illtjl flli s; §i, then illt s; §.
PROOF. Let V be a convex balanced subset of 9: such that for every j,
V n C{lfjEilltj. If fll"i is given, let j be such that flli s; C{lfj and llltjl flli s; §i· Hence
V n!J:i = (V nl[lf)nflliE§i· Thus VEBI [as defined in (5.3)]. It now follows
that illt s; §. •
5.9. Example. Let 9: be any vector space and let {flli: iEI} be all of the
finite dimensional subspaces of 9:. Give each !J:i the unique topology from
its identification with a Euclidean space. Then (9:, { 9:J) is an inductive system.
Let § be the inductive limit topology. If C{lf is a LCS and T: f1l--+ C{lf is a
linear transformation, then Tis §-continuous.
5.10. Example. Let X be a locally compact space and let {Ki: iEI} be the
collection of all compact subsets of X. Let !J:i =all f in C(X) such that
sptf s; Ki. Then Uiflli = Cc(X), the continuous functions on X with compact
support. Topologize each !J:i by giving it the supremum norm. Then
(Cc(X), {flli}) is an inductive system.
Let {Ui} be the open subsets of X such that cl Ui is compact. Let C 0 (U)
be the continuous functions on Ui vanishing at oo with the supremum norm.
If jEC 0 (U) and f is defined on X by letting it be identically 0 on X\Ui,
then /ECAX). Thus (Cc(X),{C 0 (Ui)}) is an inductive system. Proposition
5.8 implies that these two inductive systems define the same inductive limit
topology on Cc(X).
5.11. Example. Let d~ 1 and put Kn= {xE1Rd: llxll :::;n}. Then (.qJ(1Rd),
{.@(K")} ;;"= 1 ) is an inductive system. By (5.9), the inductive limit topology
defined on 9tl(1Rd) by this system equals the inductive limit topology defined
by the system given in Example 5.2.
If Q is any subset of 1Rd, then Q can be written as the union of a sequence

of compact subsets {Kn} such that K" s; int Kn+ 1 • It follows by (5.9) that
{.@(K")} defines the same topology on .@(Q) as was defined in Example 5.2.
The preceding example inspires the following definition.
5.12. Definition. A strict inductive system is an inductive system

(Et,{Etn,ffn}:'= 1 ) such that for every n~ 1, Etns;Etn+ 1 , ffn+ 1 W.=ff., and
Et. is closed in Er. + 1 . The inductive limit topology defined on Et by such a
system is called a strict inductive limit topology and Et is said to be the strict
inductive limit of {Ern}.
Example 5.11 shows that 9tl(1Rd), indeed .@(Q), is a strict inductive limit.
The following lemma is useful in the study of strict inductive limits as
well as in other situations.
5.13. Proposition. If Et is a LCS, qy::::; Et, and p is a continuous seminorm on

C!Y, then there is a continuous seminorm p on Et such that piC!Y = p.
PROOF. Let U = {yEqlj: p(y) < 1}. So U is open in qlj; hence there is an open
subset vl of Et such that vl n qy = U. Since OE vl and Et is a LCS, there is
an open convex balanced set V in Et such that V s; V1 . Let q =the gauge of
V. So if yEC!Y and q(y) < 1, then p(y) < 1. By Lemma 111.1.4, p::::; qlqy·
Let W = co(U u V); it is easy to see that W is convex and balanced since
both U and V are. It will be shown that W is open. First observe that
W={tu+(1-t)v:O::::;t::::;1, uEU, vEV} (verify). Hence W=u{tU+
(1- t)V: 0::::; t::::; 1}. Put W, = tU + (1- t)V. So W0 = V, which is open. If
0 < t < 1, W, = u {tu + (1 - t) V: uEU}, and hence is open. But W 1 = U, which
is not open. However, if uEU, then there is an e > 0 such that c:uEV. For
0 < t < 1, let y, = t- 1 [1- e + te]u (Eqlf). As t-d, y,-> u. Since U is open in
qlf, there is at, 0 < t < 1, withy, in U. Thus u = ty, + (1- t)(c:u)E W,. Therefore
W = u { W,: 0::::; t < 1} and W is open.
5.14. Claim. W nC!Y = U.

In fact, Us; W, soU c W nOJI. If wEW nOJI, then w = tu + (1- t)v, u in U,

v in V, 0 ~ t ~ 1; it may be assumed that 0 < t < 1. (Why?) Hence,
v = (1 - t)- 1(w- tu)EOJI. So vE V nOJI s; U; hence wE U.
Let p =the gauge of W. By Claim 5.14, {yEOJI: p(y) < 1} = {yEOJI: p(y) < 1}.
By the uniqueness of the gauge, fiiOJ/ = p. •
5.15. Corollary. If :l£ is the strict inductive limit of {:!l.}, k is fixed, and Pk is
a continuous seminorm on :!lk, then there is a continuous seminorm p on f![ such
that pi:!lk = Pk· In particular, the inductive limit topology is Hausdorff and the
topology on :l£ when restricted to f![k equals the original topology of :!lk.
PROOF. By (5.13) and induction, for every integer n > k, there is a continuous
seminorm Pn such that P.l :r. _1 = P. _ 1 . If xE:l£, define p(x) = P.(x) when xEf!l•.
Since :r. s; f![n+ 1 for all n, the properties of {p.} insure that pis well defined.
Clearly p is a seminorm and by (5.6c) p is continuous.
If xE:l£ and x # 0, there is a k ~ 1 such that xE:!lk. Thus there is a
continuous seminorm Pk on f![k such that pk(x) # 0. Using the first part of
the corollary, we get a continuous seminorm p on :l£ such that p(x) # 0. Thus
(f!l, §") is Hausdorff. The proof that the topology on :l£ when relativized to
:!lk equals the original topology is an easy application of (5.13). •
5.16. Proposition. Let :l£ be the strict inductive limit of {:!l.}. A subset B of :l£
is bounded if and only !f there is an n ~ 1 such that B <;; :r. and B is bounded
in x•.
The proof will be accomplished only after a few preliminaries are settled.
Before doing this, here are a few consequences of (5.16).
5.17. Corollary. Iff![ is the strict inductive limit of {:!l.}, then a subset K of
f![ is compact if and only if there is ann~ 1 such that K <;; f!l. and K is compact
in :r•.
5.18. Corollary. If :l£ is the strict inductive limit of Frechet spaces {X.}, OJ/ is
a LCS, and T: :l£-+ OJ/ is a linear transformation, then T is continuous if and
only if T is sequentially continuous.
PROOF. By Proposition 5.7, Tis continuous if and only if Tl:l£. is continuous
for every n. Since each :r. is metrizable, the result follows. •
Note that using Example 5.11 it follows that for an open subset n of JR.d,
.@(Q) is the strict inductive limit of Frechet spaces [each .@(K.) is a Frechet
space by Proposition 2.1]. So (5.18) applies.
5.19. Definition. If Q is an open subset of JR.d, a distribution on n is a

continuous linear functional on .@(Q).
Distributions are, in a certain sense, generalizations of the concept of

function as the following example illustrates.
5.20. Example. Let f be a Lebesgue measurable function on n that is locally

integrable (that is, JKifldA. < oo for every compact subset K of Q-here A. is
d-dimensional Lebesgue measure). If L 1 : E»(Q)-.JF is defined by Lj{c/J) =
ff cjJ dA., L1 is a distribution.
From Corollary 5.18 we arrive at the following.
5.21. Proposition. A linear functional L: E»(Q)--+ lF is a distribution if and only

if for every sequence {cPn} in E»(Q) such that cl [ U;:'= 1 spt cPnJ = K is compact
inn and cjJ~kl(x)--+0 uniformly on K as n-+oo for every k=(k 1 , ••• ,kd), it
follows that L(c/>n)--+0.
Proposition 5.21 is usually taken as the definition of a distribution in

books on differential equations. There is the advantage that (5.21) can be
understood with no knowledge of locally convex spaces and inductive limits.
Moreover, most theorems on distributions can be proved by using (5.21).
However, the realization that a distribution is precisely a continuous linear
functional on a LCS contributes more than cultural edification. This
knowledge brings power as it enables you to apply the theory of LCS's
(including the Hahn-Banach Theorem).
The exercises contain more results on distributions, but now we must
return to the proof of Proposition 5.16. To do this the idea of a topological
complement is needed. We have seen this idea in Section III.13.
5.22. Proposition. If f!( is a TVS and OJ/ ~ f!C, the following statements are
equivalent.
(a) There is a closed linear subspace:!£ off!( such that OJ/ n :!£ = (0), OJ/ + :!£ = f!C,
and the map of OJ/ x :!£ -.f!( given by (y,z)~y + z is a homeomorphism.
(b) There is a continuous linear map P: f!(--+ f!( such that Pf!( =OJ/ and P 2 = P.
PRooF. (a)=> (b): Define P: f!( -.f!( by P(y + z) = y, for yin OJ/ and z in :!£.
It is easy to verify that Pis linear and Pf!C =OJ/. Also, P 2 (y + z) = PP(y + z) =
Py = y = P(y + z); so P2 = P. If {Y; + z;} is a net in f!( such that Y; + z;-. y + z,
then (a) implies that Y;-. y (and z;-. z). Hence P(y; + z;)-. P(y + z) and P is
continuous.
(b) => (a): If P is given, let :!£ = ker P. So :!£ ~ f!C. Also, x = Px + (x- Px)
andy= PxEOJJ, and z = x- Px has Pz = Px- P2 x = Px- Px = 0, so zE:!L.
Thus, OJ/+:!£= f!C. If xEOJ/ n :!£, then Px = 0 since XE:!L; but also x = Pw for
some w in f!( since xEOJ/ = Pf!C. Therefore 0 = Px = P 2 w = Pw = x; that is,
OJ/n:!£=(0). Now suppose that {y;} and {z;} are nets in OJ/ and:!£. If Y;-+y
and z;--+ z, then Y; + z;--+ y + z because addition is continuous. If, on the other
hand, it is assumed that Y; + z;--+ y + z, then y = P(y + z) =lim P(y; + z;) =

limY; and z; = (Y; + z;)- Y;--+ z. This proves (a). •
5.23. Definition. If!![ is a TVS and !!If :s.; !!l, !!If is topologically complemented
in !![ if either (a) or (b) of (5.22) is satisfied.
5.24. Proposition. If !![ is a LCS and !!If :s.; !![ such that either dim !!If < oo or
dim fll"/i!lf < oo, then !!If is topologically complemented in !!l.
PROOF. The proof will only be sketched. The reader is asked to supply the
details (Exercise 9).
(a) Suppose d =dim !!If < oo and let y 1, ... , yd be a basis for !!If. By the
Hahn-Banach Theorem (111.6.6), there are / 1 , ... , fd in!![* such that/;(yi) = 1
if i = j and 0 otherwise. Define Px = I.1=J/x)yi.
(b) Suppose d =dim !!l/i!lf < oo, Q: !![--+ !!l/i!lf is the natural map, and
z 1, ... ,zdE!!l such that Q(zd, ... ,Q(zd) is a basis for !!l/i!lf. Let !!L = v {z 1 , ... ,zd}·
•
PROOF OF PROPOSITION 5.16. Suppose !![ is the strict inductive limit of
{ (fll"n, ffn}) and B is a bounded subset of !!l. It must be shown that there is
an n such that B.,; !![n (the rest of the proof is easy). Suppose this is not the
case. By replacing {fll"n} by a subsequence if necessary, it follows that for each
n there is an xn in (Bn!!ln+d\fll"n. Let p 1 be a continuous seminorm on fl£1
such that p 1 (x 1 )= 1.
5.25. Claim. For every n:;:,: 2 there is a continuous seminorm Pn on !![n such
that Pn(xn)=n and Pnlfll"n- 1 =Pn- 1·
The proof of (5.25) is by induction. Suppose Pn is given and let !!If= !![n v
{xn+d· By (5.24), !!ln and v {xn+d are topologically complementary in !!If.
Define q: !!If --+[0, oo) by q(x + axn+ 1 ) = Pn(x) + (n + l)lal, where XE!!ln and
aElF. Then q is a continuous seminorm on (I!IJ,ffn+ 1 II!IJ). (Verify!) By
Proposition 5.13 there is a continuous seminorm Pn+ 1 on !![n+ 1 such that
Pn+ 1ii!lf = q. Thus Pn+ 1l!!ln = Pn and Pn+ 1 (xn+ 1 ) = n + 1. This proves the claim.
Now define p: !![--+ [0, oo) by p(x) = Pn(x) if XE!!ln. By (5.25), pis well defined.
It is easy to see that pis a continuous seminorm. However, sup {p(x): xEB} = oo,
so B is not bounded (Exercise 2.4f). •
EXERCISES
I. Verify the statements made in Example 5.2.
2. Fill in the details of the proof of Proposition 5.3.

7. With the notation of (5.10), show that if X is a-compact, then the dual of Cc(X)
is the space of all extended IF-valued measures.
8. Is the inductive limit topology on Cc(X) (5.10) different from the topology of
uniform convergence on compact subsets of X (1.5)?
For the remaining exercises, n is always an open subset of JRd, d ~ l.
11. If J1 is a measure on n, rpt-> J1> djl is a distribution n.

12. Let f: n ->IF be a function with continuous partial derivatives and let L 1 be
defined as in (5.20). Show that for every 1> in !i&(Q) and 1 ~j ~ d, L 1 (arp;axi) =
- L 9 (rp), where g = af!axi. (Hint: Use integration by parts.)
13. Exercise 12 motivates the following definition. If Lis a distribution on Q, define

aLjaxi: !i&(Q) ->IF by aLjaxi(rp) = - L(a1>/axi) for allrjJ in !i&(il). Show that aLjaxi
is a distribution.
14. Using Example 5.20 and Exercise 13, one is justified to talk of the derivative of
any locally integrable function as a distribution. By Exercise 11 we can differentiate
measures. Let f: JR. ->JR. be the characteristic function of [0, oo) and show that
its derivative as a distribution is D0 , the unit point mass at 0. [That is, D0 is the
measure such that D0 (!1) = 1 if 0Ef1 and D0 (!1) = 0 if 0¢!1.]
15. Let f be an absolutely continuous function on JR. and show that (L 1 )' = L r.
16. Let f be a left continuous nondecreasing function on JR. and show that (L 1 )' is
the distribution defined by the measure J1 such that Jl[a, b)= f(b)- f(a) for all
a<b.
17. Let f be a coo function on n and let L be a distribution on !i&(Q). Show that
M(rp) =L(rpf), 1> in !i&(il), is a distribution. State and prove a product rule for
finding the derivative of M.
CHAPTER V
Weak Topologies
The principal objects of study in this chapter are the weak topology on a
Banach space and the weak-star topology on its dual. In order to carry out
this study efficiently, the first two sections are devoted to the study of the
weak topology on a locally convex space.
§1. Duality
As in §IV.4, for a LCS :!£, let :!£* denote the space of continuous linear
=
functionals on :!l.lf x*,y*e:!l* and o:eJF, then (o:x* + y*)(x) o:x*(x) + y*(x),
x in:!£, defines an element o:x* + y* in:!£*. Thus:!£* has a natural vector-space
structure.
It is convenient and, more importantly, helpful to introduce the notation
(x, x*)
to stand for x*(x), for x in :!£ and x* in !!£*. Also, because of a certain
symmetry, we will use <x*, x) to stand for x*(x). Thus
x*(x) = (x,x*) = (x*,x).
We begin by recalling two definitions (IV.1.7 and IV.1.8).
1.1. Definition. If:!£ is a LCS, the weak topology on :!£, denoted by "wk" or
a(:!l, :!£*),is the topology defined by the family of seminorms {Px•: x*e:!l*},
where
Px•(x) = l(x,x*)l.
The weak-star topology on :!£*, denoted by "wk*" or a(!!£*,:!£), is the
§l. Duality 125
topology defined by the seminorms {px: xeq'}, where

px(x*) =I (x, x*) 1.
So a subset U of q" is weakly open if and only if for every x 0 in U there

is an e > 0 and there are xj, ... , x: in f!l'* such that
n" {xef!l': i(x- Xo,x:>i < e}

k=l
S U.
A net {x;} in f!l' converges weakly to x 0 if and only if (X;, x*)-+ ( x 0 , x*)
for every x* in q'*. (What are the analogous statements for the weak-star
topology?)
Note that both (q", wk) and (q"*, wk*) are LCS's. Also, f!l' already possesses
a topology so that wk is a second topology on q", However, q"* has no
topology to begin with so that wk* is the only topology on q"*. Of course
if f!l' is a normed space, this last statement is not correct since q"* is a Banach
space (III.5.4). The reader should also be cautioned that some authors abuse
the language and use the term weak topology to designate both the weak
and weak-star topologies. Finally, pay attention to the positions of q- and
f!l'* in the notation u(f!l', q'*) = wk and u(f!l'*, f!l') = wk*.
If {X;} is a net in q- and X;-+ 0 in f!l', then for every x* in q"*, (X;, x*) -+ 0.
So if f7 is the topology on f!l', wk s f7 (A.2.9) and each x* in q'* is weakly
continuous. The first result gives the converse of this.
1.2. Theorem. If q- is a LCS, (q", wk)* = q"*,

PROOF. Since every weakly open set is open in the original topology, each
fin (f!l', wk)* belongs to q'*. The converse is even easier. •
1.3. Theorem. If f!l' is a LCS, (f!l'*, wk*)* = f!l'.

PRooF. Clearly if xeq', x*-+ (x, x*) is a wk* continuous functional on q"*.
Hence q- s (q"*, wk*)*. Conversely, if fe(q"*, wk*)*, then (IV.3.1) implies
there are vectors x 1 , ... ,x. in q- such that lf(x*)l ~L~= 1 I(xk,x*)l for all
x* in q'*. This implies that n {ker xk: 1 ~ k ~ n} s kerf. By (A.l.4) there are
scalars IX 1 , ... ,1X. such thatf=:L~= 1 1Xkxk; hencefe:!l'. •
So f!l' is the dual of a LCS-(f!l'*, wk*)-and hence has a weak-star

topology-u((f!l', wk*),q"*). As an exercise in notational juggling, note that
u((q", wk*), q"*) = u(q", q"*).
All unmodified topological statements about f!l' refer to its original
topology. So if A s f!l' and we say that it is closed, we mean that A is closed
in the original topology of fr. To say that A is closed in the weak topology
of q- we say that A is weakly closed or wk-closed. Also cl A means the closure
of A in the original topology while wk - cl A means the closure of A in the
weak topology. The next result shows that under certain circumstances this
distinction in unnecessary.
126 V. Weak Topologies
1.4. Theorem. If f!l is a LCS and A is a convex subset of f!l, then

cl A = wk - cl A.
PROOF. If ff is the original topology of f!l, then wk £ ff, hence
cl As;: wk- cl A. Conversely, if xEf!l\ci A, then (IV.3.13) implies that there is
an x* in f!l*, an r:t. in IR, and an e > 0 such that
Re(a,x*)::::;; r:t. < r:t. + e::::;; Re(x,x*)
for all a in ciA. Hence ciAs;:B=:{yEf!l:Re(y,x*):::=;r:t.}. But B is clearly
wk-closed since x* is wk-continuous. Thus wk- cl A£ B. Since xrj:B,
x¢wk- ciA. •
1.5. Corollary. A convex subset of f!l is closed if and only if it is weakly closed.
There is a useful observation that can be made here. Because of (111.6.3)

it can be shown that if f!l is a complex linear space, then the weak topology
on f!l is the same as the weak topology it has if it is considered as a real
linear space (Exercise 4). This will be used in the future.
1.6. Definition. If A s;: f!l, the polar of A, denoted by A o, is the subset of f!l*
defined by
Ao = {x*Ef!l*: l(a,x*)l::::;; 1 for all a in A}.
If B s;: f!l*, the pre polar of B, denoted by o B, is the subset of f!l defined by
oB ={xEf!l: I(x, b*) I~ 1 for all b* in B}.
If As;: f!l the bipolar of A is the set (A 0 0
). If there is no confusion, then it is
also denoted by o A o.
The prototype for this idea is that if A is the unit ball in a normed space,
Ao is the unit ball in the dual space.
1.7. Proposition. If A £ f!l, then

(a) Ao is convex and balanced.
(b) If A 1 £A, then A 0 £A~.
(c) If r:t.EIF and r:t. -=f. 0, (r:t.A)o = r:t.- 1 A 0 •
(d) A£ 0 A 0 •
(e) Ao = (0 AT.
PROOF. The proofs of parts (a) through (d) are left as an exercise. To prove
(e) note that A£ 0 A 0 by (d), so CAT£A 0 by (b). But A 0 £ 0 (AT by an
analog of (d) for prepolars. Also, 0 (AT = CA 0 t. •
There is an analogous result for prepolars. In fact, it is more than analogy
that is at work here. By Theorem 1.3, (f!l*, wk*)* = f!l. Thus the result for
prepolars is a consequence of the preceding proposition.
§1. Duality 127
If A is a linear manifold in f!{ and x* E A a, then ta E A for all t > 0 and a

in A. So 1 ~ 1< ta, x*) 1 = t 1<a, x*) 1. Letting t _.. oo show that A o =A J., where
A J. ={x* in:!{*: <a,x*) = 0 for all a in A}.
Similarly, if B is a linear manifold in :!{*, o B = J. B, where
J.B= {x in fl£: <x,b*) =0 for all b* in B}.
The next result is a slight generalization of Corollary IV.3.12.
1.8. Bipolar Theorem. Iff!{ is a LCS and A s; fl£, then o A o is the closed convex
balanced hull of A.
PROOF. Let A 1 be the intersection of all closed convex balanced subsets of
f!{ that contain A. It must be shown that A 1 = o A Since o Ao is closed, convex,
0
•
and balanced and A s; o A o, it follows that A 1 s; o A o.

Now assume that x 0 Efl£\A 1 . A 1 is a closed convex balanced set so by
(IV.3.13) there is an x* in :!{*, an a in 1R, and an E > 0 such that
Re < a 1 , x*) <a< a+ E < Re < x 0 , x* >
for all a 1 in A 1 . Since 0EA 1 , 0 = <O, x* ><a. By replacing x* with a- 1 x* it
follows that there is an E > 0 (not the same as the first ~>) such that
Re <at. x* >< 1 < 1 + E < Re < x 0 , x* >

for all a 1 in A 1 . If a 1 EA 1 and <a 1 , x* >=I <a 1 , x* )le-;o, then e-i 8 a 1 EA 1 and
so
l<a 1 ,x*)l = Re<e-i 8 a 1 ,x*) < 1 < Re<x 0 ,x*)
for all a 1 in A 1 . Hence x*EA~, and x 0 ¢ 0 A 0 • That is, fl£\A 1 sfl£\ 0 A 0 • •
1.9. Corollary. If fl£ is a LCS and B s; fl£*, then (0 Bt is the wk* closed convex
balanced hull of B.
Using the weak and weak* topologies and the concept of a bounded
subset of a LCS (IV.2.5), it is possible to rephrase the results associated with
the Principle of Uniform Roundedness (§III.l4). As an example we offer the
following reformulation of Corollary III.14.5 (which is, in fact, the most
general form of the result).
t.l 0. Theorem. If fl£ is a Banach space, C!Y is a normed space, and d s !14(fl£, C!Y)
such that for every x in fl£, {Ax: A Ed} is weakly bounded in C!Y, then d is
norm bounded in !!4 (fl£, C!Y).
EXERCISES
I. Show that wk is the smallest topology on(![ such that each x* in f!C* is continuous.
2. Show that wk* is the smallest topology on f!C* such that for each x in f!C,
x*H<x,x*) is continuous.

4. Let f£ be a complex LCS and let f£~ denote the collection of all continuous real
linear functionals on f£. Use the elements off£~ to define seminorms on f£ and let
O"(f£, f£~) be the corresponding topology. Show that O"(f£, f£*) = O"(f£, f£~).
5. Prove the remainder of Proposition 1.7.
6. If As; f£, show that A is weakly bounded if and only if Ao is absorbing in f£*.
7. Let f£ be a normed space and let {x.} be a sequence in f£ such that x.--+ x weakly.
Show that there is a sequence {y.} such that y.Eco{x 1 ,x 2 , ... ,x.} and
II Y.- x 11--+0. (Hint: use Theorem 1.4.)
8. If .Yf is a Hilbert space and {h.} is a sequence in .Yf such that h.--+h weakly and
I h. I --+ I h II, then II h. - h I --+ 0. (The same type of result is true for U -spaces if
I < p < oo. See W.P. Novinger [1972].)
9. If f£ is a normed space show that the norm on f£ is lower semicontinuous for
the weak topology and the norm off£* is lower semicontinuous for the weak-star
topology.
10. Suppose f£ is an infinite-dimensional normed space. If S = {xEf£: I x I = 1}, then
the weak closure of Sis {x: llxll ~ 1}.
§2. The Dual of a Subspace and a Quotient Space

In §111.4 the quotient of a normed space X by a closed subspace .A was
defined and in (111.10.2) it was shown that the dual of a quotient space X/..A
is isometrically isomorphic to .A .L. These results are generalized in this
section to the setting of a LCS and, moreover, it is shown that when (X1.A)*
and vft.L are identified, the weak-star topology on (fl[j..A)* is precisely the
relative weak-star topology that ..A.L receives as a subspace of X*.
The first result was presented in abbreviated form as Exercise IV.1.16.
2.1. Proposition. If p is a seminorm on :r, .A is a linear manifold in X, and

p: X /.A--+ [O,oo) is defined by
p(x +.A)= inf{p(x + y): yEA},
then p is a seminorm on fl[j..A. If :r is a locally convex space and fY is the

family of all continuous seminorms on :r, then the family?}= {p: p EfY} defines
the quotient topology on X/..A.
PROOF. Exercise.
Thus if :r is a LCS and .A ~X, then X I .A is a LCS. Let f E(XI.A)*. If

Q: X -+fl[j..A is the natural map, thenfoQEX*. Moreover, foQE..A.L. Hence
f"t-+ f oQ is a map of (fl[j..A)*--+ .A .L c;; :r*.
§2. The Dual of a Subspace and a Quotient Space 129
2.2. Theorem. If!!{ is a LCS, A:(:!!{, and Q: !!{ --.!!{jvlf is the natural map,
thenfHfoQ defines a linear bijection between (!!{jvlf)* and A1.. If (!!{jvlf)*
has its weak-star topology a((!!{l A)*, !!{j A) and A l. has the relative weak-star
topology a(!!{*, .o£)1 A 1., then this bijection is a homeomorphism. If .or is a
normed space, then this bijection is an isometry.
PROOF. Let p:(.ol"IA)*--+AJ. be defined by p(J)=foQ. It was shown prior
to the statement of the theorem that pis well defined and maps (.ol"/A)* into
A l.. It is easy to see that p is linear and if 0 = p(J) = f o Q, then J = 0 since
Q is surjective. So p is injective. Now let x* Evil l. and define f: .utiA--+ F
by f(x +A)= (x, x* ). Because A<;; ker x*, f is well defined and linear.
Also, Q- 1 {x +A: 1/(x +A) I< 1} = {xE.ol": I(x, x* )I< 1} and this is open
in!!{ since x* is continuous. Thus {x +A: lf(x +A) I< 1} is open in !!{jvlf
and so f is continuous. Clearly p(J) = x*, so p is a bijection.
If .or is a normed space, it was shown in (III.10.2) that p is an isometry.
It remains to show that pis a weak-star homeomorphism. Let wk* = a(.ot*, !!{)
and let a*= a((.ol"/A)*, .utiA). If{!;} is a net in (f!l'/A)* and /;--+O(a*), then
for each x in .or, (x,p(J;)) =/;(Q(x))--+0. Hence p(J;)--+O(wk*). Conversely,
if p(J;)--+ O(wk*), then for each x in .or, /;(x +A)= ( x, p(J;))--+ 0; hence
/;--+ O(a*). •
Once again let A:(: .ot.lf x*E!!{*, then the restriction of!!{* to A, x*IA,
belongs to A*. Also, the Hahn-Banach Theorem implies that the map
x*Hx*IA is surjective. If p(x*)=x*IA, then p: .ot*--.A* is clearly linear
as well as surjective. It fails, however, to be injective. How does it fail?
It's easy to see that ker p = A l.. Thus p induces a linear bijection
p: .ot*I.Al. -+A*.
2.3. Theorem. If .0£ is a LCS, ult:::::; fl£, and p: .0£*--+ ult* is the restriction map,
then p induces a linear bijection p: fl£* IA l.--+ ult*. If .ot* Iult l. has the quotient
topology induced by a(fl£*, fl£) and ult* has its weak-star topology a(ult*, ult),
then f5 is a homeomorphism. If fl£ is a normed space, then f5 is an isometry.
PROOF. The fact that f5 is an isometry when .or is a normed space was shown
in (III.lO.l). Let wk*=a(ult*,ult) and let IJ* be the quotient topology on
;J[* Iult l. defined by a(.ot*, .o£). Let Q: f'l*--+ .ot*Iult l. be the natural map.
Therefore the diagram
fl£* ~vi{*
Q\ !p
.ot* Iu~t l.
commutes. If yEult, then the commutativity of the diagram implies that
Q- 1 (,0- 1 {y* Eult*: I(y,y*) I< 1}) = Q- 1 {x* + ultl.: I(y,x* )I< 1}
= {x*E.o£*: l(y,x*)l < 1},
which is weak-star open in :!{*. Hence p: (:!{*I.A J_' 17*) -.(..It*, wk*) is
continuous.
How is the topology on :!{*I..It _j_ defined? If x e:!{, Px(x*) = I< x, x*) I is a
typical seminorm on :!{*. By Proposition 2.1, the topology on :!{*I..It _j_ is
defined by the seminorms {fix: xe:!{}, where
Px(x* +..It _j_) = inf{ I(x, x* + z* )I: z* E...lt _j_ }.
2.4. Claim. If x¢...1t, then Px = 0.
In fact, let :!Z = {lXX: IX E F'}. If x ¢..It, then :!Z n ..It = (0). Since dim :!Z < oo,
..It is topologically complemented in :!Z + ...lt. Let x*efl* and define f:
:!Z +..It--.. F' by f(iXx + y) = (y, x*) for y in ..It and IX in F'. Because ..It is
topologically complemented in :!Z + ..It, if a;x + Y;--.. 0, then Y;--.. 0. Hence
f(a;x+y;)=(y;,x*)--..0. Thus f is continuous. By the Hahn-Banach
Theorem, there is an xj in:!{* that extends f. Note that x*- xje..H_j_. Thus
Px(x* +..It _j_) = px(xj +..It _j_) ~ Px(xi) =I (x, xi) I= 0. This proves (2.4).
Now suppose that {x~+...lt_j_} is a net in Pl*l...lt_j_ such that
p(x~+...lt_j_)=x~l...tt--.O(wk*) in ..It*. If xe:!{ and x¢...1t, the Claim (2.4)
implies that Px(x~ +..It _j_) = 0. If x E.A, then Px(x~ +..It _i) ~I ( x, x~) I--.. 0.
Thus x~ + ...lt_j_ --..0('7*) and pis a weak-star homeomorphism. •
EXERCISES
1. In relation to Claim 2.4, show that if :IE~ f£, dim~< oo, and .It~ f£, then~+ .It
is closed.
2. Show that if .It~ f£ and .It is topologically complemented in f£, then .It .L is
topologically complemented in f£* and that its complement is weak-star and
linearly homeomorphic to f£*/.lt.L.
§3. Alaoglu's Theorem

If:!{ is any normed space, let's agree to denote by ball:!{ the closed unit ball
in:!{. So ballfl= {xefl: llxll ~ 1}.
3.1. Alaoglu's Theorem. If :!{ is a normed space, then ball:!{* is weak-star

compact.
PROOF. For each x in ball:!{, let Dx={aeF': lal~l} and put D=
O{Dx: xeball:!{}. By Tychonoff's Theorem, D is compact. Define r:
ball :!{* --.. D by
r(x*)(x) = (x, x* ).
That is, r(x*) is the element of the product space D whose x coordinate is
(x, x* ). It will be shown that r is a homeomorphism from (ball:!{*, wk*)
onto r(ball.T*) with the relative topology from D, and that r(ball.T*) is
closed in D. Thus it will follow that r(ball.T*), and hence ball.T*, is compact.
To see that r is injective, suppose that r(x!) = r(xn. Then for each x in
r>
ball.T' <X, X = <X, XD. It follows by definition that X = X;. r
Now let {xn be a net in ball.T* such that x[-+ x*. Then for each X in
ball.T, r(x[)(x)=<x,xi)-+<x,x*)=r(x*)(x). That is, each coordinate of
{r(xi)} converges to r(x*). Hence r(xi)-+ r(x*) and r is continuous.
Let x; be a net in ball.T*, let /ED, and suppose r(xi)-+ f in D. So
f(x) = lim<x,xi) exists for every x in ball.T. If xE.T, let a> 0 such that
II ax I ::::; 1. Then define f(x) =a- 1/(ax). If also f3 > 0 such that II f3x II ::::; 1, then
o:- 1/(ax) = o:- 1 lim< o:x, xi)= p- 1 lim <f3x, xi)= p- 1f(f3x). So f(x) is well
defined. It is left as an exercise for the reader to show that f: .T-+ IF is a
linear functional. Also, if llxll ::::; 1, f(x) E Dx so lf(x)l ::::; 1. Thus x* E ball
.T* and r(x*) =f. Thus r(ball.T*) is closed in D. This implies that r(ball
.T*) is compact. The proof that r- 1 is continuous is left to the reader. •
EXERCISES
1. Show that the functional f occurring in the proof of Alaoglu's Theorem is linear.
2. Let !1£ be a LCS and let V be an open neighborhood ofO. Show that vo is weak-star
compact in !1£*.
3. If !1£ is a Banach space, show that there is a compact space X such that !1£ is
isometrically isomorphic to a closed subspace of C(X).
§4. Reflexivity Revisited

In §Ill.! I a Banach space .T was defined to be reflexive if the natural
embedding of.'!£ into its double dual, .T**, is surjective. Recall that if xE.T,
then the image of x in .T**, x, is defined by (using our recent notation)
<x*,x) = <x,x*)
for all x* in .0£*. Also recall that the map Xf-d is an isometry.
To begin, note that .T**, being the dual space of .T*, has its weak-star
topology a(.T**,.'!l"*). Also note that if .Tis considered as a subspace of .T**,
then the topology a(.T**, .T*) when relativized to ;![ is a(.T, .T*), the weak
topology on .'!£. This will be important later when it is combined with
Alaoglu's Theorem applied to .T** in the discussion of reflexivity. But now
the next result must occupy us.
4.1. Proposition. If .T is a normed space, then ball .T is a(.T**, .T*) dense in

ball .T**.
PROOF. Let B =the a(.T**, .T*) closure of ball.'!£ in .T**; clearly, B s; ball.T**.
If there is an x6* in ball.T**\B, then the Hahn-Banach Theorem implies
there is an x* in f£*, an IX in R, and an e > 0 such that

Re(x,x*) <IX< IX+ e < Re(x*,x~*)
for all x in ballf£. (Exactly how does the Hahn-Banach Theorem imply
this?) Since 0Eball!!£, 0 <IX. Dividing by IX and replacing x* by IX- 1x*, it may
be assumed that there is an x* in !!£* and an e > 0 such that
Re(x,x*) < 1 < 1 + e < Re(x*,x~*)
for all x in ball!!£. Since e;11 xEball!!£ whenever xEball!!£, this implies that
I(x, x*) I~ l if II x II ~ 1. Hence x*Eball !!£*.But then 1 + e < Re(x*, x~*) ~
l(x*,x~*)l ~ llx~* II~ 1, a contradiction. •
4.2. Theorem. If!!£ is a Banach space, the following statements are equivalent.
(a) !!£ is reflexive.
(b) !!£* is reflexive.
(c) a(!!£*, !!£) = a(!!£*, f£* *).
(d) ball!!£ is weakly compact.
PRooF. (a)=>(c): This is clear since!!£=!!£**.
(d)=>(a): Note that a(!!£**,!!£*)1!!£ =a(!!£,!!£*). By (d), ballf£ is a(!!£**,!!£*)
closed in ball!!£**. But the preceding proposition implies ball!!£ is a(!!£**,!!£*)
dense in ball!!£**. Hence ball!!£= ball!!£** and so !!£ is reflexive.
(c)=>(b): By Alaoglu's Theorem, ball!!£* is a(!!£*, !!£)-compact. By (c), ball
!!£*is a(!!£*,!!£**) compact. Since it has already been shown that (d) implies
(a), this implies that !!£* is reflexive.
(b)=>(a): Now ball!!£ is norm closed in!!£**; hence ball!!£ is a(!!£**,!!£***)
closed in !!£** (Corollary 1.5). Since !!£* = !!£*** by (b), this says that ball!!£
is a(!!£**,!!£*) closed in !!£**. But, according to (4.1), ball!!£ is a(!!£**,!!£*)
dense in ball!!£**. Hence ball!!£= ball!!£** and !!£ is reflexive.
(a)=>(d): By Alaoglu's Theorem, ball!!£** is a(f£**,!!£*) compact. Since
!!£ = !!£**, this says that ball!!£ is a(!!£,!!£*) compact. •
4.3. Corollary. If !!£ is a reflexive Banach space and .A ~ !!£, then .A is a

reflexive Banach space.
PROOF. Note that ball .A = .An [ball!!£], so ball .A is a(!!£,!!£*) compact. It
remains to show that a(!!£,!!£*) I.A = a( .A, .A*). But this follows by (2.3).
(How?) •
Call a sequence {xn} in f£ a weakly Cauchy sequence if for every x* in

!!£*, { (xn,x*)} is a Cauchy sequence in lF.
4.4. Corollary. If !!£ is reflexive, then every weakly Cauchy sequence in !!{
converges weakly. That is, !!£ is weakly sequentially complete.
PROOF. Since { (xn,x*)} is a Cauchy sequence in lF for each x* in!!£*, {xn}
is weakly bounded. By the PUB there is a constant M such that II xn II ~ M

for all n ;::: l. But {x Eq-: II x II ~ M} is weakly compact since q- is reflexive.
Thus there is an x in q- such that xn ---cr-+X weakly. But for each x* in q-*,
lim< xn, x*) exists. Hence < Xn, x*)--+ < x, x* ), so xn--+ x weakly. •
Not all Banach spaces are weakly sequentially complete.
4.5. Example. C[O, 1] is not weakly sequentially complete. In fact, let

fn(t) = (1 - nt) if 0 ~ t ~ 1/n and fn(t) = 0 if 1/n ~ t ~ 1. If JlEM[O, 1], then
Jfnd~-t--+ ~-t( {0}) by the Monotone Convergence Theorem. Hence Un} is a
weakly Cauchy sequence. However, {fn} does not converge weakly to any
continuous function on [0, 1].
4.6. Corollary. If q- is a reflexive Banach space, .A ~ q-, and x 0 Eq-\.A, then

there is a point Yo in .A such that II x 0 -Yo II = dist(x 0 , .A).
PROOF. XI-+ II x- x 0 II is weakly lower semicontinuous (Exercise 1.9). If
d = dist(x 0 , .A), then .A r1 { x: II x - x 0 II ~ 2d} is weakly compact and a lower
semicontinuous function attains its minimum on a compact set. •
It is not generally true that the distance from a point to a linear subspace
is attained. If .A £;; q-, call .A proximinal if for every x in q- there is a y in
.A such that II x - y II = dist(x, .A). So if q- is reflexive, Corollary 4.6 implies
that every closed linear subspace of q- is proximinal. If ;!{ is any Banach
space and .A is a finite dimensional subspace, then it is easy to see that .A
is proximinal. How about if dim(;![f-A)< oo?
4.7. Proposition. Jfq- is a Banach space and x*Eq-*, then ker x* is proximinal
if and only if there is an x in ;!{, II x II = 1, such that ( x, x* ) = II x* [f.
PROOF. Let .A = ker x* and suppose that .A is proximinal. If f: q- j .A --+IF
is defined by f(x +.A)= (x, x* ), then f is a linear functional and
II f II = II x* 11. Since dim q-/.A= 1, there is an x in;!{ such that II x +.A II = 1
and f(x +.A)= II f 11. Because .A is proximinal, there is a yin .A such that
1 = llx +.A[[= fix+ y[[. Thus (x + y,x*) = (x,x*) = f(x +.A)= 11!11 =
llx* 11.
Now assume that there is an x 0 in ;!{ such that II x 0 II = 1 and
(x 0 ,x*) =II x* If. If XEq- and II x +.A II= a> 0, then II a- 1x +.A II= 1. But
also II x 0 +.A II= 1. (Why?) Since dim .sl""/.A = 1, there is a P in lF, IPI = 1,
such that a- 1 x +.A= P(x 0 +.A). Hence a- 1 x- Px 0 E.A, or, equivalently,
x- aPx 0 E.A. However, II x- (x- aPx 0 ) II = II aPx 0 II =a= dist(x, .A). So the
distance from x to .A is attained at x- aPx 0 • •
4.8. Example. If L: C [0, 1] --+ lF is defined by
L(f) = I!/2
f(x)dx-
I! f(x)dx,
0 1/2
then ker L is not proximinal.

There is a result in James [1964b] that states that a Banach space is
reflexive if and only if every closed hyperplane is proximinal. This result is
very deep. A nice reference on reflexivity is Yang [1967].
EXERCISES
l. Show that if ?I is reflexive and vii::;;;?£, then ?£/vii is reflexive.
2. If ?I is a Banach space, vii::;;;?£, and both vii and ?1"/vll are reflexive, must ?I be
reflexive?
3. If(X,Q,p) is a a-finite measure space, show that L1 (X,Q,p) is reflexive if and only
if it is finite dimensional.
4. Give the details of the proofs of the statements made in Example 4.5.
5. Verify the statement made in Example 4.8.
6. If (X, n, Jl) is a a-finite measure space, show that L 00 (Jl) is weak-star sequentially
complete but is reflexive if and only if it is finite dimensional.
7. Let X be compact and suppose there is a norm on C(X) that is given by an inner
product making C(X) into a Hilbert space such that for every x in X the functional
Jt-+ f(x) on C(X) is continuous with respect to the Hilbert space norm. Show that
X is finite.
§5. Separability and Metrizability

The weak and weak-star topologies on an infinite dimensional Banach space
are never metrizable. It is possible, however, to show that under certain
conditions these topologies are metrizable when restricted to bounded sets.
In applications this is often sufficient.
5.1. Theorem. If fl£ is a Banach space, then ball fl£* is weak-star metrizable if
and only if fl£ is separable.
PROOF. Assume that fl£ is separable and let {xn} be a countable dense subset
of ball fl£. For each n let Dn = {IX EF': IlXI::;;;; 1}. Put X= n:=
1Dn; X is a compact
metric space. So if (ball fl£*, wk*) is homeomorphic to a subset of X, ball fl£*
is weak-star metrizable.
Definer: ballfl£* ~x by r(x*) = {(x",x*) }. If {xi} is a net in ballfl£*
and x{~x* (wk*), then for each n;:.:l, (xn,xi>~<xn,x*); hence
r(x{) ~ r(x*) and r is continuous. If r(x*) = r(y*), ( xn, x* - y*) = 0 for all
n. Since {xn} is dense, x*- y* = 0. Thus r is injective. Since ball fl£* is wk*
compact, r is a homeomorphism onto its image (A.2.8) and ball fl£* is wk*
metrizable.
Now assume that (ballfl£*, wk*) is metrizable. Thus there are open sets
{Un: n;:.: 1} in (ballfl£*,wk*) such that OeU" and n:=
1 Un=(0). By the
§5. Separability and Metrizability 135
definition of the relative weak-star topology on ball!'£*, for each n there is

a finite set F n contained in f£ such that {x* E ball f£*: I< x, x* ) I < 1 for all x
in Fn} sUn. Let F = U:O= 1 Fn; so F is countable. Also, l_(Fl_) is the closed
linear span ofF and this subspace of!'£ is separable. But if x* E F 1-, then for
each n ~ 1 and for each x in F"' I<x,x*/11 x* II )I= 0 < 1. Hence x*/11 x* II eUn
for all n ~ 1; thus x* = 0. Since Fl_ = (0), l_(Fl_) = f£ and f!( must be separable.
•
Is there a corresponding result for the weak topology? Iff£* is separable,
then the weak topology on ball!'£ is metrizable. In fact, this follows from
Theorem 5.1 if the emb"edding of!'£ into !'£** is considered. This result is not
very useful since there are few examples of Banach spaces !'£ such that f£*
is separable. Of course if f£ is separable and reflexive, then f£* is separable
(Exercise 3), but in this case the weak topology on f£ is the same as its
weak-star topology when !'£ is identified with !'£**. Thus (5.1) is adequate
for a discussion of the weak topology on the unit ball of a separable reflexive
space. Iff!( = c0 , then !'£* = [I and this is separable but not reflexive. This is
one of the few nonreflexive spaces with a separable dual space.
If f!( is separable, is (ball f£, wk) metrizable? The answer is no, as the
following result of Schur demonstrates.
5.2. Proposition. If a sequence in 11 converges weakly, it converges in norm.

PROOF. Recall that lao= (F)*. Since P is separable, Theorem 5.1 implies that
balll 00 is wk* metrizable. By Alaoglu's Theorem, ball lao is wk* compact.
Hence (ball lao, wk*) is a complete metric space and the Baire Category
Theorem is applicable.
Let Un} be a sequence of elements in P such that fn-+ 0 weakly and let
e > 0. For each positive integer m let
Fm= {¢eballl 00 : I<fn, ¢)I~ e/3 for n ~ m}.
It is easy to see that Fm is wk* closed in balllao and, because fn-+O(wk),

U:'= 1 Fm=balllao. By the theorem ofBaire, there is an Fm with non-empty
weak-star interior.
An equivalent metric on (ball lao, wk*) is given by
I
<X)
d(¢,1/t)= 2-ji<PU)-1/tU)I
j= 1
(see Exercise 4). Since F m has a nonempty wk* interior, there is a ¢ in F m

and a <5>0 such that {1/teball/ao: d(¢,1/t)<J}sFm. Let J~1 such that
r<J- 1) <b. Fix n ~ m and define l{t in [00 by l{t(j) = ¢(j) for 1 ~j ~ J and
1/t(j) = sign(fn(j)) for j > J. Thus l{t(j)fij) = lfn(j)l for j > J. It is easy to see
that l{teball/ao. Also, d(¢, 1/t) = L.i=- 1 + 1 2-il¢(j)- l{t(j)l ~ 2·2 -J = 2 -<J- 1 ) <b.
So t/JeFm and hence l(t/1./m)l ~e/3 for n~m. Thus
5.3 IJ1 l/J(j)f.U)+ j=~+11f.U)II ~~

for n~m. But there is an m 1~m such that for n~m 1 , L.f= 1lf.(j)l <e/3.
(Why?) Combining this with (5.3) gives that
00
II!. II = 2: 1/.(j)l
j= 1
< + ~ lj=~+ 1lf.U)I + jt1 l/JU)f.(j)l + IJ1 l/J(j)f.(j)l

2e 1
<-+
3
2: 1/nU)I
j= 1
<e
whenever n ~ m 1 •
So if (balll 1, wk) were metrizable, the preceding proposition would say

•
that the weak and norm topologies on [1 agree. But this is not the case
(Exercise 1.10).
Also, note that the preceding result demonstrates in a dramatic way that
in discussions concerning the weak topology it is essential to consider nets
and not just sequences.
A proof of (5.2) that avoids the Baire Category Theorem can be found in
Banach [1955], p. 218.
EXERCISES
L;'= 0 2-"1f:X"dp.-
l. L1et B =ball M[O, l] and for p., v in M[O, l] define d(p., v) =
J0x"dvl. Show that dis a metric on M[O, l] that defines the weak-star topology
on B but not on M[O, 1].
2. Let X be a compact space and let 1111 = {(U, V): U, V are open subsets of X and
cl U £ V}. For u = (U, V) in o/1, let f.: X-+ [0, l] be a continuous function such
that f.= l on cl U and f.= 0 on X\ V. Show: (a) the linear span of {!.: ueo/1} is
dense in C(X); (b) if X is a metric space, then C(X) is separable; (c) if X is a
a-compact metrizable locally compact space, then C0 (X) is separable. (X is
a-compact if X is the union of a countable number of compact subsets.)
3. If fi" is a Banach space and f!"* is separable, show that (a) fi" is separable; (b) if K
is a weakly compact subset of f!", then K with the relative weak topology is
metrizable.
4. If B = ball 1 show that d( ¢, 1/1) = L J= 1 2- i Ic/J(j) - Y,(j) I defines a metric on B and
00
,
that this metric defines the weak-star topology on B.

5. Use the type of argument used in the proof of the Principle of Uniform Boundedness
to obtain a proof of Proposition 5.2 that does not need the Baire Category Theorem.
6. Show that Proposition 5.2 fails for [P if l < p < oo.
§6. An Application: The Stone-Cech Compactification 137
§6*. An Application: The Stone-Cech

Compactification
Let X be any topological space and consider the Banach space Cb(X). Unless
some assumption is made regarding X, it may be that Cb(X) is "very small."
If, for example, it is assumed that X is completely regular, then Cb(X) has
many elements. The next result says that this assumption is also necessary
in order for Cb(X) to be "large." But first, here is some notation.
If xEX, let Dx: Cb(X)->IF be defined by JAf) = f(x) for every fin Cb(X).
It is easy to see that DxECb(X)* and II Dx I = 1. Let A: X---> Cb(X)* be defined
by A(x) = bx. If { x;} is a net in X and X;---> x, then f(x;)---> f(x) for every f
in Cb(X). This says that Dx; ->Dx (wk*) in Cb(X)*. Hence A: X ->(Cb(X)*, wk*)
is continuous. Is A a homeomorphism of X onto A(X)?
6.1. Proposition. The map A: X ->(A(X), wk*) is a homeomorphism if and only

if X is completely regular.
PRooF. Assume X is completely regular. If x 1 i= x 2 , then there is an f in
Cb(X) such that f(xd = 1 and f(x 2 ) = 0; thus Dx, (f) i= bx 2 (f). Hence A is
injective. To show that A: X ->(A(X), wk*) is an open map, let U be an open
subset of X and let x 0 E U. Since X is completely regular, there is an f in
=
Cb(X) such that f(x 0 ) = 1 and f 0 on X\ U. Let V1 = {,uECb(X)*: (f, u) > 0}.
Then V1 is wk* open in Cb(X)* and V1 nA(X) = {Jx:f(x) > 0}. So if
V= V1 nA(X), Vis wk* open in A(X) and Dx 0 EV~A(U). Since x 0 was
arbitrary, A(U) is open in A(X). Therefore A: X ->(A(X), wk*) is a homeo-
morphism.
Now assume that A is a homeomorphism onto its image. Since
(ball Cb(X)*, wk*) is a compact space, it is completely regular. Since
A(X) ~ball Cb(X)*, A(X) is completely regular (Exercise 2). Thus X is
completely regular. •
6.2. Stone-l:ech Compactification. If X is completely regular, then there is a

compact space [JX such that:
(a) there is a continuous map A: X---> [JX with the property that A: X---> A( X)
is a homeomorphism;
(b) A(X) is dense in [JX;
(c) iff ECb(X), then there is a continuous mapJf1: [JX---> IF such thatffJ oA =f.
Moreover, if Q is a compact space having these properties, then Q is
homeomorphic to [JX.
PROOF. Let A: X---> Cb(X)* be the map defined by A(x) = Dx and let [JX =the
weak-star closure of A(X) in Ch(X)*. By Alaoglu's Theorem and the fact that
I Dx I = 1 for all x, [JX is compact. By the preceding proposition, (a) holds.
Part (b) is true by definition. It remains to show (c).
Fix fin Cb(X) and define Jf1: f3X-+ IF by Jf1(-r:) = (/, r) for every r in f3X.
[Remember that f3X ~ Cb(X)*, so that this makes sense.] Clearly jP is
continuous and jPoA(x) = jP(JJ = (/, Jx) = f(x). So Jf1oA = f and (c) holds.
To show that f3X is unique, assume that n is a compact space and n:
X-+ Q is a continuous map such that:
(a') n: X-+ n(X) is a homeomorphism;
(b') n(X) is dense in Q;
(c') if /ECb(X), there is an] in C(Q) such that ]on= f.
Define g: A(X)-+ Q by g(A(x)) = n(x). In other words, g =no A- 1 . The idea
is to extend g to a homeomorphism of f3X onto n. If r 0 E/3X, then (b) implies
that there is a net {xi} in X such that A(xJ-+r 0 in f3X. Now {n(xJ} is a net
in Q and Since Q is compact, there is an Wo in Q SUCh that n(xi) ~ W 0 .
If FEC(!l), let f =£on; so /ECb(X) (and F =]). Also, f(xJ = (/Jx)-+
(/, r 0 ) = Jf1(r 0 ). But it is also true that f(xJ = F(n(xJ) ~ F(w 0 ). Hence
F(w 0 ) = Jf1(r 0 ) for any F in C(!l). This implies that w 0 is the unique cluster
point of {n(xJ }; thus n(xi)-+ w 0 (A.2.7). Let g(r 0 ) = w 0 . It must be shown
that the definition of g(r 0 ) does not depend on the net {xJ in X such that
A(xJ-+ r 0 . This is left as an exercise. To summarize, it has been shown that
There is a function g: f3X-+ Q

6.3 such that if /ECb(X), then Jf1 =fog.
To show that g: f3X -+!l is continuous, let {ri} be a net in f3X such that
ri-+r. If FEC(Q), let f = Fon; so /ECb(X) and]= F. Also, jP(rJ-+ fP(r).
But F(g(ri)) = jP(rJ-+ jP(r) = F(g(r)). It follows (6.1) that g(ri)-+g(r) in n.
Thus g is continuous.
It is left as an exercise for the reader to show that g is injective. Since
g(f3X) :2 g(A(X)) = n(X), g(f3X) is dense in n. But g(f3X) is compact, so g is
bijective. By (A.2.8), g is a homeomorphism. •
The compact set f3X obtained in the preceding theorem is called the
Stone-Cech cornpactiflcation of X. By properties (a) and (b), X can be
considered as a dense subset of f3X and the map A can be taken to be the
inclusion map. With this convention, (c) can be interpreted as saying
that every bounded continuous function on X has a continuous extension
to f3X.
The space f3X is usually very much larger than X. In particular, it is
almost never tf'le that f3X is the one-point compactification of X. For
example, if X= (0, 1], then the one-point compactification of X is [0, 1].
However, sin(l/x)ECb(X) but it has no continuous extension to [0, 1], so
f3X =I [0, 1].
To obtain an idea of how large f3X\X is, see Exercise 6, which indicates
how to show that if IN has the discrete topology, then fJIN\IN has
2!-:o pairwise disjoint open sets. The best source of information on the
§6. An Application: The Stone-Cech Compactification 139
Stone-Cech compactification is the book by Gillman and Jerison [1960],

though the approach to f3X is somewhat different there than here. Two recent
works on the Stone-Cech compactification are Johnstone [1982] and Walker
[1974].
6.4. Corollary. if X is completely regular and J1.EM(f3X), define Lit: Cb(X)___.F

by
for eachf in Cb(X). Then the map w--+ Lit is an isometric isomorphism of M(f3X)
onto Cb(X)*.
PROOF. Define V: Cb(X)....,. C(f3X) by Vf = jP. It is easy to see that Vis linear.
Considering X as a subset of f3X, the fact that {JX = cl X implies that V is
an isometry.lf gEC({JX) and f = gl X, then g = fP = Vf; hence Vis surjective.
If J1.EM({JX) = C({JX)*, it is easy to check that LltECb(X)* and I Lit II= I Jl.ll
since vis an isometry. Conversely, if LECb(X)*, then La v-l EC({JX)* and
IILo v- 1 1 = IlLII. Hence there is a J1. in M(f3X) such that SfgdJ1. =La v- 1(g)
for every g in C(f3X). Since v- 1 g =I X, it follows that L = Lw •
The next result is from topology. It may be known to the reader, but it
is presented here for the convenience of those to whom it is not.
6.5. Partition of Unity. If X is normal and {U 1 , ... , V.} is an open covering

of X, then there are continuousfunctionsf1 , •.• , f. from X into [0, 1] such that
(a) L:Z~ Jk(x) = 1 for all x in X;
(b) fk(x) = 0 for x in X\Uk and 1 ~ k ~ n.
PROOF. First observe that it may be assumed that {U 1 , ... , U"} has no proper
subcover. The proof now proceeds by induction.
=
If n = 1, let f 1 1. Suppose n = 2. Then X\ U 1 and X\ U 2 are disjoint
closed subsets of X. By Urysohn's Lemma there is a continuous function / 1 :
X ...... [o, 1] such that f 1 (x)=0 for x in X\U 1 and f 1 (x)= 1 for x in X\U 2 •
Let f 2 = 1 - f 1 and the proof of this case is complete.
Now suppose the theorem has been proved for some n ~ 2 and
{ U1 , ... , U" + 1 } is an open cover of X that is minimal. Let F = X\ U" + 1 ; then
F is closed, nonempty, and F c;; UZ~ 1 U k· Let V be an open subset of X such
that F c;; V <;; cl V <;; UZ~ 1 Uk. Since cl Vis normal and {U 1 ncl V, ... , u. ncl V}
is an open cover of cl V, the induction hypothesis implies that there are
continuous functions g 1 , ... , g. on cl V such that L:Z~ 1 gk = 1 and for 1 ~ k ~ n,
0 ~ gk ~ 1, and gk(cl V\Uk) = 0. By Tietze's Extension Theorem there are
continuous functions g1 , ... , g. on X such that gk = gk on cl V and 0 ~ gk ~ 1
for 1 :( k :( n.
Also, there is a continuous function h: X....,. [0, 1] such that h = 0 on X\ V
and h = 1 on F. Put fk = ihh for 1 ~ k ~nand let fn+ 1 = 1- L~= Jk· Clearly
O~fk~1 if 1~k~n. If xEclV, then fn+ 1 (x)=1-(L,~= 1 gk(x))h(x)=1-
h(x); so O~fn+ 1 (x)~ 1 on cl V. If xEX\V, then fn+ 1 (x)= 1 since h(x)=O.
Hence O~fn+ 1 ~ l.
Clearly (a) holds. Let 1 ~ k ~ n; if xEX\Uk, then either xE(cl V)\Uk or
xE(X\cl V)\ U k· If the first alternative is the case, then gk(x) = 0, so fk(x) = 0.
If the second alternative is true, then h(x) = 0 so that fk(x) = 0. If
XEX\Un+ 1 =F, then h(x)= 1 and so fn+ 1 (x)= 1- L~= 1 gk(x)=0. •
Partitions of unity are a standard way to put together local results to

obtain global results. If {fd is related to {Uk} as in the statement of (6.5),
then {fd is said to be a partition of unity subordinate to the cover {Uk}·
6.6. Theorem. If X is completely regular, then Cb(X) is separable if and only

if X is a compact metric space.
PROOF. Suppose X is a compact metric space with metric d. For each n,
let { Vinl: 1 ~ k ~ Nn} be an open cover of X by balls of radius 1/n. Let
{fin): 1 ~ k ~ Nn} be a partition of unity subordinate to {Vinl: 1 ~ k ~ Nn}·
Let OJ! be the rational (or complex-rational) linear span of {finl: n ~ 1,
1 ~ k ~ Nn}; thus OJ! is countable. It will be shown that OJ! is dense in C(X).
Fix fin C(X) and B > 0. Since f is uniformly continuous there is a~> 0
such that lf(xd- f(x 2 )1 < B/2 whenever d(x 1 , x 2 ) < ~- Choose n > 2/~ and
consider the cover {Vinl: 1 ~ k ~ Nn}· Ifx 1 ,x 2 EVinl, d(x 1 ,x 2 ) < 2/n <~;hence
lf(xd- f(x 2 )1 < B/2. Pick xk in Vin) and let IXkE(> + i(> such that
lak- f(xk)l < B/2. Let g = Lkadinl, so gEOJf. Therefore for every x in X,
lf(x)- g(x)l =It: f(x)finl(x)- t adinl(x)l
~ L lf(x) -aklfinl(x).
k
Examine each of these summands. If xEVinl, then lf(x)-akl~lf(x)

f(xdl + lf(xd -akl <B. If x¢Vinl, then finl(x) = 0. Hence lf(x)- g(x)l <
LkBftl(x) =B. Thus II f- g II < B and OJ! is dense in C(X). This shows that
C(X) is separable.
Now assume that Cb(X) is separable. Thus (ball Cb(X)*, wk*) is metrizable
(5.1). Since X is homeomorphic to a subset of ball Cb(X)* (6.1), X is metrizable.
It also follows that f3X is metrizable. It must be shown that X= f3X.
Suppose there is a r in f3X\X. Let {xn} be a sequence in X such that
xn-> r. It can be assumed that xn i= Xm for n i= m. Let A= {xn: n is even} and
B = {xn: n is odd}. Then A and Bare disjoint closed subsets of X (not closed
in f3X, but in X) since A and B contain all of their limit points in X. Since
X is normal, there is a continuous function f: X-> [0, 1] such that f = 0 on
A and f = 1 on B. But then jP(r) =lim f(x 2 n) = 0 and jP(r) =lim f(x 2 n+ 1 ) =
1, a contradiction. Thus f3X\X = D. •
EXERCISES
1. If xeX and bx(f) = f(x) for all fin Cb(X), show that I bx II = 1.
2. Prove that a subset of a completely regular space is completely regular.
3. Fill in the details of the proof of Theorem 6.2.
4. If X is completely regular, Q is compact, and f: X -+!lis continuous, show that
there is a continuous map jP: {JX -+Q such that JI'IX = f
5. If X is completely regular, show that X is open in {JX if and only if X is locally
compact.
6. Let N have the discrete topology. Let {r.: neiN"} be an enumeration of the rational
numbers in (0, l]. LetS= the irrational numbers in [0, 1] and for each sinS let
{r.: neN,} be a subsequence of {r.} such that s =lim {r.: neN,}. Show: (a) if s, teS
and s#-t, N,nN, is finite; (b) if for each sinS, clN,=the closure of N, in {JN
and A,= (cl N ,)\IN", then {A,: seS} are pairwise disjoint subsets of {JIN"\N that are
both open and closed.
7. Show that if X is normal, 1:e{JX, and there is a sequence {x.} in X such that x. -+7:
in {JX, then 7:EX. If X is not normal, is the result still true?
8. Let X be the space of all ordinals less than the first uncountable ordinal and give
X the order topology. Show that {JX =the one point compactification of X. (You
can find the pertinent definitions in Kelley (1955].)
§7. The Krein-Milman Theorem

7.1. Definition. If K is a convex subset of a vector space f!£, then a point a
in K is an extreme point of K if there is no proper open line segment that
contains a and lies entirely inK. Let ext K be the set of extreme points of K.
Recall that an open line segment is a set of the form (x 1 ,x 2 )= {tx 2 +

(1- t)x 1 : 0 < t < 1}, and to say that this line segment is proper is to say that
Xt ::f:. x2.
7.2. Examples.
(a)If f!£=R 2 and K={(x,y)ER 2 : x 2 +y 2 :s::;1}, then extK={(x,y):
x2 + y2 = 1}.
(b) If!!{= R 2 and K = {(x,y)ER 2 : x :s::; 0}, then ext K = 0.
(c) Iff!(= R 2 and K = {(x,y)ER 2 : x < 0} u {(0, 0)}, then ext K = {(0,0)}.
(d) If K =the closed region in R 2 bordered by a regular polygon, then
ext K = the vertices of the polygon.
(e) If f!( is any normed space and K = {xEf!£: II x I :s::; 1}, then ext K £:
{x: I x II = 1}, though for all we know it may be that ext K = 0.
(f) If !!£=V[O,l] and K={!EV[O,l]: llfll 1 :s::;l}, then extK=O. This
last statement requires a bit of proof. Let f EL1 [0, 1] such that II f 11 1 = 1.
t.
Choose x in [0, 1] such that J~lf(t)ldt = Let h(t) = 2f(t) if t ~ x and 0
otherwise; let g(t) = 2f(t) if t): x and 0 otherwise. Then II h 11 1 = II g 11 1 = 1
and f = i(h +g). So ball L 1 [0, 1] has no extreme points.
The next proposition is left as an exercise.
7.3. Proposition. If K is a convex subset of a vector space!£ and aEK, then

the following statements are equivalent.
(a) aEext K.
+ x 2 ), then either X 1 f/:K or x 2 f/:K or x 1 = x 2 =a.
(b) Ifx 1 ,x 2 E.¥ and a= i(x 1
(c) Ifx 1 ,x 2 E!I, O<t< 1, and a=tx 1 +(1-t)x 2 , then either xtf!:K, x 2 f/:K,
or x 1 = x 2 =a.
(d) Ifx 1 , ... ,x.EK and aEco{x 1 , ... ,x.}, then a=xkfor some k.
(e) K\{a} is a convex set.
7.4. The Krein-Milman Theorem. If K is a nonempty compact convex subset

ofa LCS :¥,then ext K #- D and K
= co(ext K).
PROOF. (Leger [ 1968].) Note that (7.3e) says that a point a is an extreme
point if and only if K\{a} is a relatively open convex subset. We thus look
for a maximal proper relatively open convex subset of K. Let Olf be all the
proper relatively open convex subsets of K. Since !£ is a LCS and K #- D
(and let's assume that K is not a singleton), 011 #- 0. Let Olf 0 be a chain in Olf
and put U 0 = u { U: U EOlf 0 }. Clearly U 0 is open, and since Olf 0 is a chain, U 0
is convex. If U 0 = K, then the compactness of K implies that there is a U
in Olf 0 with U = K, a contradiction to the property of U. Thus U 0 E Olf. By
Zorn's Lemma, uu has a maximal element U.
If XEK and 0 ~ ), ~ 1, let Tx.;.: K-> K be defined by Tx.;.(Y) =.Icy+ (1- ),)x.
Note that Tx.;. is continuous and TxJL.}= 1 aiyi) = L.}= 1 ai Tx.;.(Y) whenever
y 1 , .•. ,y.EK, cx 1 , .•. ,a.): 0, and L.}= 1 ai = 1. (This means that Tx.;. is an affine
map of K into K.) If xEU and 0 ~ .lc < 1, then Tx.;.(U) s U. Thus Us r;l(U)
and T;J(U) is an open convex subset of K. If yE(cl U)\U, Tx.;.(Y)E[x,y) s U
by Proposition IV.l.ll. So cl Us T;l(U) and hence the maximality of U
implies T~ 1 (U) = K. That is,
x.A
7.5 Tx.JK)s U if xEU and 0~),< 1.
Claim. If V is any open convex subset of K, then either Vu U = U or

VuU = K.
In fact, (7.5) implies that V u U is convex so that the claim follows from
the maximality of U.
It now follows from the claim that K\U is a singleton. In fact, if a,bEK\U
and a#- b, let Va, Vb be disjoint open convex subsets of K such that aE Va
and bEVb. By the claim VauU=K since a¢U. But b¢VauU, a

contradiction. Thus K\ U = {a} and aEext K by (7.3e). Hence ext K -=1- D.
Note that we have actually proved the following.
7.6 If Vis an open convex subset of!!{ and ext K <:;; V, then K <:;; V.
Assume (7.6) is false. That is, assume there is an open convex subset V of
!!{ such that ext K c;; V but V 11 K -=1- K. Then V 11 K EO/I and is contained in
a maximal element U of 0/1. Since K\U ={a} for some a in ext K, this is a
contradiction. Thus (7.6) holds.
LetE=co(extK). If x*E!!l"*, IXE1R, and Ec;;{xE!!l": Re(x,x*)<IX}=V,
then K c;; V by (7.6). Thus the Hahn-Banach Theorem (IV.3.13) implies
E=K. •
The Krein-Milman Theorem seems innocent enough, but it has wide-

spread application. Two such applications will be seen in Sections 8 and 10;
another will occur later when C*-algebras are studied. Here a small applica-
tion is given.
If !!{ is a Banach space, then ball !!l"* is weak* compact by Alaoglu's
Theorem. By the Krein-Milman Theorem, ball !!l"* has many extreme points.
Keep this in mind.
7.7. Example. c0 is not the dual of a Banach space. That is, c0 is not iso-
metrically isomorphic to the dual of a Banach space. In light of the preceding
comments, in order to prove this statement, it suffices to show that ball c0
has few extreme points. In fact, ball c 0 has no extreme points. Let xEball c0 .
It must be that 0 =lim x(n). Let N be such that lx(n)l N let
y 1 (n) = x(n) + rn and y 2 (n) = x(n)- 2 -n. It is easy to check that y 1 and
Y2Eballc 0 ,i(y 1 + y 2 )=x, and y 1 f=x.
In light of Example 7.2([), L1 [0, 1] is not the dual of a Banach space.

The next two results are often useful in applying the Krein- Milman
Theorem. Indeed, the first is often taken as part of that result.
7.8. Theorem. If!!{ is a LCS, K is a compact convex subset of :r, and F <:;; K
such that K = co(F), then ext K <:;; cl F.
PROOF. Clearly it suffices to assume that F is closed. Suppose that there is
an extreme point x 0 of K such that x 0 ¢F. Let p be a continuous seminorm
on .0£ such that F 11 { xE!!l": p(x- x 0 ) < 1} = D. Let U 0 = {xE!!l": p(x) < j-}. So
(x 0 + U0 )11(F+ U 0 )= D; hence x 0 ¢cl(F+ U0 ).
Because Fis compact, there are y 1 , .• • ,yn in F such that F £ U~= 1 (Yk + U0 ).
LetKk=co(Fn(yk+ U 0 )). Thus Kk£Yk+clU 0 (Why?), and Kkc;;K. Now
that fact that K 1 , ... , Kn are compact and convex implies that co(K 1 u · · · u Kn) =
co(K 1 u · · · u Kn) (Exercise 8). Therefore
K = co(F) = co(K 1 u · · · u Kn)·
Since x 0 EK, x 0 = 1:~= 1 r:xkxk, xkEKk, r:xk ~ 0, r:x 1 + ... + r:xn = 1. But x 0 is an
extreme point of K. Thus, x 0 = xkEKk for some k. But this implies that
x 0 E Kk s; Yk + cl U 0 s; c/ ( F + U 0 ), a contradiction. •
You might think that the set of extreme points of a compact convex subset
would have to be closed. This is untrue even if the LCS is finite dimensional,
as Figure V -1 illustrates.
Figure V-1
7.9. Proposition. If K is a compact convex subset of a LCS f!l', o/J is a LCS,

and T: K---+ o/J is a continuous affine map, then T(K) is a compact convex subset
of o/J and if y is an extreme point of T(K), then there is an extreme point x of
K such that T(x) = y.
PROOF. Because Tis affine, T(K) is convex and it is compact by the continuity
of T. Let y be an extreme point of T(K). It is easy to see that T- 1(y) is
compact and convex. Let x be an extreme point of T- 1 (y). It now follows
that xEext K (Exercise 9). •
Note that it is possible that there are extreme points x of K such that
T(x) is not an extreme point of T(K). For example, let T be the orthogonal
projection of 1R 3 onto 1R 2 and let K = ballJR 3 .
EXERCISES
1. If (X, Q, /1) is a a-finite measure space and 1 < p < oo, then the set of extreme
points of ball IJ(/1) is {!Elf(/1): llfllp= 1}.
2. If (X,Q,/1) is a a-finite measure space, the set of extreme points of ball L 1(/1) is
{axE: E is an atom of /1, aEIF, and lal=/1(£)- 1 }.
3. If (X, Q, /1) is a a-finite measure space, the set of extreme points of ball L"'(/1) is
{!EL"'(/1): lf(x)l = 1 a.e. [/1]}.
4. If X is completely regular, the set of extreme points of ball Cb(X) is {! E Cb(X):

lf(x)l = 1 for all x}. So ball CR[O, 1] has only two extreme points.
5. Let X be a totally disconnected compact space. (That is, X is compact and if
xEX and U is an neighborhood of x, then there is a subset V of X that is both
open and closed and such that xE V s; U. The Cantor set is an example of such
a space.) Show that ball C(X) is the norm closure of the convex hull of its extreme
points. (If IF= <C, the result is true for all compact Hausdorff spaces X (Phelps
[1965] ). If IF= lR, then this characterizes totally disconnected compact spaces
(Goodner [1964]).)
6. Show that ball / 1 is the norm closure of the convex hull of its extreme points.
7. Show that if X is locally compact but not compact, then ball C 0 (X) has no
extreme points.
8. If ?I is a LCS and K 1 , ..• , K. are compact convex subsets of !!{, then
co(K 1 u · · · u K.) = co(K 1 u · · · u K.) and this convex hull is compact.
9. Let K be convex and let T: K ..... '!If be an affine map. If y is an extreme point of
T(K) and xis an extreme point of r- 1(y), then xis an extreme point of K.
10. If .Yf is a Hilbert space and either T or T* is an isometry, show that T is an

extreme point of the closed unit ball of El(.Yf). (The converse of this is also true,
but it may be hard unless you use the Polar Decomposition of operators
(VIII.3.11 ).)
§8. An Application: The Stone-Weierstrass

Theorem
If f: X-+ <C is a function, then J
denotes the function from X into
<C whose value at each x is the complex conjugate of f(x), f(x).
8.1. The Stone-Weierstrass Theorem. If X is compact and dis a closed sub-

algebra of C(X) such that:
(a) lEd;
(b) if x, yEX and x # y, then there is an fin d such that f(x) # f(y);
(c) if jEd, then fEd;
then d = C(X).
If C(X) is the algebra of continuous functions from X into JR, then

condition (c) is not needed. Also, an algebra in C(X) that has property (b)
is said to separate the points of X (see Exercise 1).
The proof of this result that will be presented here makes use of the Krein-
Milman Theorem and is due to L. de Branges (1959].
PROOF OF THE STONE-WEIERSTRASS THEOREM. To prove the theorem it suffices
to show that d J. = (0) (III.6.14). Suppose d J. # (0). By Alaoglu's Theorem,
ball dJ. is weak* compact. By the Krein-Milman Theorem, there is an
extreme point J1 of ball d J.. Let K = the support of Jl. That is,
K=X\U{V: Vis open and IJli(V)=O}.
Hence IJ11(X\K) = 0 and Sf d11 = SKfdJ1 for all continuous functions f on X.
Since d J. # (0), II 1111 = 1 and K # 0. Fix x 0 in K. It will be shown that
K = {x 0 }.
Let xEX, x =f. x 0 . By (b) there is an / 1 in d such that / 1 (x 0 ) =f. / 1 (x) = {3.
By (a), the function {3Ed. Hence / 2 = / 1 - /3Ed, / 2 (x 0 ) =f. 0 = / 2 (x). By
(c), / 3 = l/2 12 = / 2 f 2 Ed. Also, / 3 (x) = 0 < / 3 (x 0 ) and / 3 ~ 0. Put f =
(11/3 11+1)- 1/ 3 . Then /Ed, f(x)=O, f(x 0 )>0, and O~f<l on X.
Moreover, because d is an algebra, gf and g(1- /)Ed for every g in d.
Because J.1.Ed J., 0 = J gfdJ.1. = J g(1 - f)dJ.1. for every gin d. Therefore !J.1. and
(1- /)J.1.EdJ..
(For any bounded Borel function h on X, hJ.1. denotes the measure whose
value at a Borel set~ is J<1hdJ.1.. Note that II hJ.1.11 = JlhldiJ.1.1.)
Put LL= 11/JJ.II = JfdiJ.1.1. Since f(x 0 )>0, there is an open neighborhood
U of x 0 and an E > 0 such that f(y) > E for y in U. Thus,
LL = SfdiJ.1.1 ~ SufdiJ.1.1 ~ t:IJJ.I(U) > 0 since U nK =f. D. Similarly, since f(x 0 ) <
1, LL < 1. Therefore, 0 < LL < 1. Also, 1- LL = 1- JfdiJJ.I = J(l- f)diJJ.I =
11(1- J}J.1.11. Since
J.1.=Ll[IIXII]+( 1 -Ll{"~: =~~~~~]

and J.1. is an extreme point of ball dJ., J.1. = !JJ.II fJJ.II- 1 = LL- 1 fJ.1.. But the only
way that the measures J.1. and LL- 1/J.l. can be equal is if LL- 1/= 1 a.e. [JJ.J.
Since f is continuous, it must be that f = r:t. on K. Since x 0 EK, f(x 0 ) =Lt.
But f(x 0 ) > f(x) = 0. Hence x¢K. This establishes that K = {x 0 } and so
J.1. = ybxo where Iy I = 1. But J.1.Ed J. and 1Ed, so 0 = J 1dJ.1. = y, a contradiction.
Therefore d J. = (0) and d = C(X). •
With an important theorem it is good to ask what happends if part of

the hypothesis is deleted. If x 0 EX and d = {! E C(X): f(x 0 ) = 0}, then d is
a closed subalgebra of C(X) that satisfies (b) and (c) but d =f. C(X). This is
the worst that can happen.
8.2. Corollary. If X is compact and d is a closed subalgebra of C(X) that

separates the points of X and is closed under complex conjugation, then either
d = C(X) or there is a point x 0 in X such that d = {! EC(X): f(x 0 ) = 0}.
PROOF. Identify IF and the one-dimensional subspace of C(X) consisting of
the constant functions. Since d is closed, d +IF is closed (III.4.3). It is easy
to see that d + IF is an algebra and satisfies the hypothesis of the
Stone-Weierstrass Theorem; hence d +IF= C(X). Supposed =f. C(X). Then
C(X)/d is one dimensional; thus dJ. is one dimensional (Theorem 2.2). Let
J.1.EdJ., IIJJ.II = 1. If jEd, then /J.1.EdJ.; hence there is an LL in IF such that
f J.1. = LLJ.1. This implies that each f in d is constant on the support of J.1. But
the functions in d separate the points of X. Hence the support of J.1. is a
single point x 0 and so dJ. = {f3t:5x0 : {3EIF}. Thus d = dJ. = {!EC(X):
f(xo) = 0}. •
There are many examples of subalgebras of C(X) that separate the points
of X, contain the constants, but are not necessarily closed under complex
conjugation. Indeed, a subalgebra of C(X) having these properties is called

a uniform algebra or function algebra and their study forms a separate area
of mathematics (Gamelin [1969] ). One example (the most famous) is obtained
by letting X be a subset of <C and letting d = R(X) =the uniform closure
of rational functions with poles off X.
Let x 0 ,x 1 EX, x 0 i=x 1 , and let sf= {!EC(X): f(x 0 )=f(xd}. Then dis
a uniformly closed subalgebra of C(X), contains the constant functions, and
is closed under conjugation. In a certain sense this is the worst that can
happen if the only hypothesis of the Stone-Weierstrass Theorem that does
not hold is that d fails to separate the points of X (see Exercise 4).
If X is only assumed to be locally compact, then the story is similar.
8.3. Corollary. If X is locally compact and d is a closed subalgebra of C 0 (X)

such that
(a) for each x in X there is an fin <r;{ such that f(x) i= 0;
(b) d separates the points of X;
(c) ]E.r:l whenever fLr:l;
then <r;{ = C 0 (X).
PROOF. Let X oo =the one point compactification of X and identify C 0 (X)
with {!EC(X 00 ): f(oo)=O}. Sod becomes a subalgebra of C(X 00 ). Now
apply Corollary 8.2. The details are left to the reader. •
What are the extreme points of the unit ball of M(X)? The characterization
of these extreme points as well as the extreme points of the set P(X) of
probability measures on X is given in the next theorem. [A probability measure
is a positive measure J1. such that JJ.(X) = 1.]
8.4. Theorem. If X is compact, then the set ofextreme points of ball M(X) is
{w\: lal = 1and xEX}.

The set of extreme points of P(X), the probability measures on X, is
{bx: XEX}.
PROOF. It is left as an exercise for the reader to show that if xEX, bx is an
extreme point of P(X) and abx is an extreme point of ball M(X) (Exercise 3).
It will now be shown that if J1. is an extreme point of P(X), then J1. is an
extreme point of ball M(X). Thus the first part of the theorem implies the
second. Suppose J1. is an extreme point of P(X) and v1 , v2 E ball M(X) such
that Jl.=t(v 1 +v 2 ). Then 1=11JJ.II~!-(IIv 1 ll+llv 2 11)~1; hence llv 1 ll+
II v2 ll = 2 and so II v1 ll =II v2 ll = 1. Also, 1 = JJ.(X) = i{v 1 (X) + v2 (X)). Now
lv 1 (X)I, lv 2 (X)I ~ 1 and 1 is an extreme point of {aEF': lal ~ 1}. Hence for
k = 1, 2, II vk II = vk(X) = 1. By Exercise 111.7.2, vkE P(X) for k = 1, 2. Since
Jl.EextP(X), J1. = v1 = v2 . So J1. is an extreme point of ballM(X). Thus it
suffices to prove the first part of the theorem.
Suppose that J.l is an extreme point of ball M(X) and let K be the support
of J.l. It will be shown that K is a singleton set.
Fix x 0 in K and suppose there is a second point x in K, x =I= x 0 • Let U
and V be open subsets of X such that x 0 E U, xE V, and cl U ncl V =D. By
Urysohn's Lemma there is an f in C(X) such that 0 ~ f ~ 1, f(y) = 1 for y
in cl U, and f(y) = 0 for y in cl V. Consider the measures !J.l and (1 - J)J.l.
Put a=!I!J.lii=JifldiJ.li=JfdiJ.ll. Then a=JfdiJ.li~IIJ.l\1=1 and a=
JfdiJ.ll ~ IJ.li(U) > Osince U is open and U nK =I= o. Also, 1- a= 1- JfdiJ.ll =
J(l- f)diJ.ll =II (1- J)J.l\1 and so 1- a~ JvO- f)diJ.ll = IJ.li(V) > 0 since
xEK. Hence 0 <a< 1.
But fJ.lla and (1- J)J.l/(1-a)EballM(X) and
J.l = a[f: J+ -a{ (\-!~J.l J.

(1
Since J.l is an extreme point of ball M(X) and a =I= 0, J.l = f J.l/a. This can only
happen iff= a< 1 a.e. [J.l]. But f = 1 on U and IJ.li(U) > 0, a contradiction.
Hence K = {x 0 }.
Since the only measures whose support can be the singleton set {x 0 } have
the form a<>xo• a in F', the theorem is proved. •
EXERCISES
1. Suppose that d is a subalgebra of C(X) that separates the points of X and 1ed.
Show that if x 1 , •.• , x. are distinct points in X and a 1 , ••• , a. EIF, there is an f in d
such that f(x) = ai for 1 ~j ~ n.
2. Give the details of the proof of Corollary 8.3.
3. If X is compact, show that for each x in X,b" is an extreme point of P(X) and
ab", Ia I= 1, is an extreme point of ball M(X).
4. Let X be compact and let d be a closed subalgebra of C(X) such that 1 Ed and
d is closed under conjugation. Define an equivalence relation - on X by declaring
x- y if and only if f(x) = f(y) for all f in d. Let X I- be the corresponding
quotient space and let n: X-+ X I- be the natural map. Give X I- the quotient
topology. (a) Show that if fed, then there is a unique function n*(f) in C(X/-)
such that n*(f)on =f. (b) Show that n*: d-+ C(X/-) is an isometry. (c) Show
that n* is surjective. (d) Show that d = {f eC(X): f(x) = f(y) whenever x- y}.
5. (This exercise requires Exercise IV.4.7.) Let X be completely regular and topologize
C(X) as in Example IV.l.5. If dis a closed subalgebra of C(X) such that led,
d separates the points of X, and fed whenever fed, then d = C(X).
6. Let X, Y be compact spaces and show that iff eC(X x Y) and e > 0, then there
are functions g" ... ,g. in C(X) and h1 , ••• ,h. in C(Y) such that lf(x,y)-
I:;= 1 gk(x)hk(y)l < e for all (x,y) in X x Y.
7. Let d be the uniformly closed subalgebra of Cb(R) generated by sin x and cos x.
Show that d = {f eCb(IR): f(t) = f(t + 2n) for all t in IR}.
8. If K is a compact subset of CC, f eC(K), and e > 0, show that there is a polynomial
p(z, £) in z and z such that lf(z)- p(z, £)1 < e for all z in K.
§9. The Schauder Fixed Point Theorem 149
§9*. The Schauder Fixed Point Theorem

Fixed-point theorems hold a fascination for mathematicians and they are
very applicable to a variety of mathematical and physical situations. In this
section and the next two such theorems are presented.
The results of this section are different from the rest of this book in an
essential way. Although we will continue to look at convex subsets of Banach
spaces, the functions will not be assumed to be linear or affine. This is a
small part of nonlinear functional analysis.
To begin with, recall the following classical result whose proof can be
found in any algebraic topology book. (Also see Dugundji [1966].)
9.1. Brouwer's Fixed Point Theorem. If 1 ~ d < oo, B = the closed unit ball
of JR.d' and f: B ~ B is a continuous map, then there is a point x in B such that
f(x) = x.
9.2. Corollary. If K is a nonempty compact convex subset ofa finite dimensional
normed space f![ and f: K ~ K is a continuous function, then there is a point
x in K such that f(x) = x.
PROOF. Since f![ is isomorphic to either (Cd or JRd, it is homeomorphic to
either 1R Zd or JR.d. So it suffices to assume that f£ = JRd, 1 ~ d < oo. If
K = {xeJRd: I x II~ r}, then the result is immediate from Brouwer's Theorem
(Exercise). If K is any compact convex subset of JRd, let r > 0 such that
=
K s B {xeJRd: II x II~ r}. Let¢: B~ K be the function defined by ¢(x) =the
unique point y in K such that I x- y II = dist(x, K) (1.2.5). Then ¢ is
continuous (Exercise) and ¢(x) = x for each x inK. (In topological parlance,
K is a retract of B.) Hence fo¢: B~K s B is continuous. By Brouwer's
Theorem, there is an x in B such that f(¢(x)) = x. Since fo¢(B) s K, xeK.
Hence ¢(x) = x and f(x) = x. •
Schauder's Fixed Point Theorem is a generalization of the preceding

corollary to infinite dimensional spaces.
9.3. Definition. If f£ is a normed space and E sf£, a function f: E ~ f![ is

said to be compact iff is continuous and cl f(A) is compact whenever A is
a bounded subset of E.
If E is itself a compact subset off!£, then every continuous function from

E into f£ is compact.
The following lemma will be needed in the proof ofSchauder's Theorem.
9.4. Lemma. If K is a compact subset of the normed space f£, e > 0, and A is
a finite subset of K such that K s U{B(a;e): aeA }, define ¢A: K ~x by
.+. ( )-_L{ma(x)a:aeA}
'+'A X -
L {ma(x): aeA}
'
!50 V. Weak Topologies
where ma(x)=O if llx-all ~Band ma(x)=B-IIx-all if llx-all :(B. Then

¢A is a continuous function and
for all x in K.
PROOF. Note that for each a in A, ma(x)~O and I:{mo(x): aEA} >0 for all
x in K. So ¢A is well defined on K. The fact that ¢A is continuous follows
from the fact that for each a in A, rna: K--+ [0, B] is continuous. (Verify!)
If xEK, then
,~..
'I'A X
( )_ X_- L {ma(x)[a- x]: aEA} .
L{ma(x):aEA}
If ma(x) > 0, then II x- a II <B. Hence
II¢A(x)-xll :(:L{ma(x)lla-xll:aEA} <B.

L
{ma(x): aEA}
This concludes the proof.
•
9.5. The Schauder Fixed Point Theorem. Let E be a closed bounded convex
subset of a normed space?£. Iff: E--+ ?£ is a compact map such that f(E) <;;; E,
then there is an x in E such that f(x) = x.
PROOF. Let K =elf(£), so K <;;;E. For each positive integer n let An be a
finite subset of K such that K <;;; U{B(a; 1/n): aEAn}. For each n let ¢n =¢An
as in the preceding lemma. Now the definition of ¢n clearly implies that
¢n(K) <;;; co(K) <;;; E since E is convex; thus fn =¢no f maps E into E. Also,
Lemma 9.4 implies
9.6 II fn(x)- f(x) II < 1/n for x in E.
Let ?£ n be the linear span of the set An and put En = En?£ n· So !'£ n is a
finite dimensional normed space, En is a compact convex subset of ?£"' and
fn: En--+ En (Why?) is continuous. By Corollary 9.2, there is a point xn in En
such that fn(xn) = Xn.
Now {J(xn)} is a sequence in the compact set K, so there is a point x 0
and a subsequence { f(xn)} such that f(xn)--+ x 0 . Since fnixn) = xn;' (9.6)
implies
II Xn;- Xo II :( II fnixn)- f(xn) II + II f(xn)- Xo II
1
:(- + llf(xn.)- Xo 11.
ni '
Thus xn;--+ x 0 . Since f is continuous, f(x 0 ) =lim f(xn) = x 0 .

•
There is a generalization of Schauder's Theorem where ?£ is only assumed
to be a LCS. See Dunford and Schwartz [1958], p. 456.
§ 10. The Ryll- Nardzewski Fixed Point Theorem 151
EXERCISE
1. Let E = { xEI 2 (N): II x II ~ 1} and for x in E define f(x) =((!- II x 11 2 ) 112 , x(l), x(2), ... ).
Show that f(E) s; E, f is continuous, and f has no fixed points.
§10*. The Ryll-Nardzewski Fixed Point Theorem

This section begins by proving a fixed point theorem that in addition to
being used to prove the result in the title of this section has some interest
of its own. Recall that a map T defined from a convex set K into a vector
space is said to be affine if T(L:cxixi) = L:cxJ(x) when xiEK, cxi ~ 0, and
L:cxi = 1.
10.1. The Markov-Kakutani Fixed Point Theorem. If K is a nonempty

compact convex subset of a LCS .0£ and :#' is a family of continuous affine
maps of K into itself that is abelian, then there is an x 0 inK such that T(x 0 ) = x 0
for all Tin :#'.
PROOF. If TE:#' and n ~ 1, define y<nl: K ~ K by
1
y<n) =- L Tk.
n-1
n k=o
If sand TE:#' and n,m ~ 1, then it is easy to check that s<nly(m) = y<m)s(n).
Let % = { y<nl(K): TE:#', n ~ 1}. Each set in % is compact and convex.
If T1 , ... , TPE:#' and n 1 , ... ,nP~ 1, then the commutativity of:#' implies
that T\"d .. · T~pl(K) c;; n}= 1 Tj"jl(K). This says that % has the finite inter-
section property and hence there is an Xo inn {B: BE%}. It is claimed that
x 0 is the desired common fixed point for the maps in :#'.
If TE:#' and n ~ 1, then x 0 ET<"l(K). Thus there is an x inK such that
1
x0 = y<nl(x) = -[x + T(x) + .. · + T"- 1 (x)].
n
Using this equation for x 0 , it follows that
T(x 0 ) - x 0 = ~ [T(x) + .. · + T"(x)]

n
- 1 [x + T(x)+ ... + T"- 1 (x)]

n
1
=- [T"(x)- x]
n
1
E[K-K].
n
!52 V. Weak Topologies
Now K is compact and so K- K is also. If U is an open neighborhood

of 0 in :i£, there is an integer n ~ 1 such that n- 1 [ K - K] s U. Therefore
T(x 0 ) - x 0 E U for every open neighborhood U of 0. This implies that
T(x 0 ) - x 0 = 0. •
If p is a seminorm on :i£ and A s :i£, define the p-diameter of A to be the
number
p-diam A= sup{p(x- y): x,yEA}.
10.2. Lemma. If :i£ is a LCS, K is a nonempty separable weakly compact

convex subset of :i£, and p is a continuous seminorm on :i£, then for every e > 0
there is a closed convex subset C of K such that:
(a) C #- K;
(b) p-diam(K\C) ~e.
PROOF. LetS= {xE:i£: p(x) ~ e/4} and let D =the weak closure of the set of
extreme points of K. Note that D s K. By hypothesis there is a countable
subset A of K such that D s K s U
{a+ S: aEA}. Now each a+ Sis weakly
closed. (Why?) Since D is weakly compact, there is an a in A such that
(a+ S)nD has interior in the relative weak topology of D (Exercise 2). Thus,
there is a weakly open subset W of :i£ such that
10.3 (a+ S) n D 2 W n D #- D.
Let K 1 = co(D\ W)and K 2 = co(Dn W). Because K 1 and K 2 are compact
and convex and K 1 u K 2 contains the extreme points of K, the Krein-Milman
Theorem and Exercise 7.8 imply K = co(K 1 u K 2 ).
10.4. Claim. K 1 #- K.
In fact, if K 1 = K, then K = co(D\ W) so that ext K s D\ W (Theorem 7.8).
This implies that D s D\ W, or that W n D = 0, a contradiction to (10.3).
Now (10.3) implies that K 2 sa+ S; so the definition of S implies that
p-diamK 2 ~e/2. Let 0<r~1 and define f,: K 1 xK 2 x[r,1]-+K by
f,(x 1 ,x 2 ,t)=tx 1 +(1-t)x 2 . So f, is continuous and C,=f,(K 1 x K 2 x
[r, 1]) is weakly compact and convex. (Verify!)
10.5. Claim. C, #- K for 0 < r ~ 1.
In fact, if C, = K and eEext K, then e = tx 1 + (1- t)x 2 for some t, r ~ t ~ 1,

xi in Ki. Because e is an extreme point and t#-0, e=x 1 . Thus extKsK 1
and K = K 1 , contradicting (1 0.4).
Let yEK\C,. The definition of C, and the fact that K = co(K 1 uK 2 )
imply y = tx 1 + (1- t)x 2 with xi in Ki and 0 ~ t < r. Hence p(y- x 2 ) =
p(t(x 1 - x 2 )) = tp(x 1 - x 2 ) ~ rd, where d = p-diamK. Therefore, if y' = t'x'1 +
(1- t')x~ EK\C., then p(y- y') ~ p(y- x 2 ) + p(x 2 - x~) + p(x~- y') ~ 2rd +
p-diam K 2 ~ 2rd + e/2. Choosing r = ej4d and putting C = C., we have proved
the lemma. •
§ 10. The Ryll-Nardzewski Fixed Point Theorem 153
10.6. Definition. Let :5[ be a LCS and let Q be a nonempty subset of f!l". If
Y' is a family of maps (not necessarily linear) of Q into Q, then Y' is said to
be a noncontracting family of maps if for two distinct points x and y in Q,
O¢cl { T(x)- T(y): TEY'}.
The next lemma has a straightforward proof whose discovery is left to
the reader.
10.7. Lemma. If f!l" is a LCS, Q s; f!l", and Y' is a family of maps of Q into Q,
then Y' is a noncontracting family if and only iffor every pair of distinct points
x and y in Q there is a continuous seminorm p such that
inf {p(T(x)- T(y)): TEY'} > 0.
10.8. The Ryii-Nardzewski Fixed Point Theorem. Iff!£ is a LCS, Q is a weakly

compact convex subset of f!l", and Y' is a noncontracting semigroup of weakly
continuous affine maps of Q into Q, then there is a point x 0 in Q such that
T(x 0 ) = x 0 for every T in Y'.
PROOF. The proof begins by showing that every finite subset of Y' has a
common fixed point.
10.9. Claim. If { T1 , ... , T.} s; Y', then there is an x 0 in Q such that Tkxo = x 0
for 1 ~ k ~ n.
Put T0 = (T1 + · · · + Tn)/n; so T0 : Q-+ Q and T0 is weakly continuous and

affine. By (10.1), there is an x 0 in Q such that T0 (x 0 ) = x 0 . It will be shown
that Tk(x 0 ) = x 0 for 1 ~ k ~ n. In fact, if Tk(x 0 ) =I= x 0 for some k, then by
renumbering the Tk, it can be assumed that there is an integer m such that
Tk(x 0 ) # x 0 for 1 ~ k ~ m and Tk(x 0 ) = x 0 for m < k ~ n. Let T~ =
(T1 + ··· + Tm)/m. Then
x0 = T0 (x 0 )
= ~ [T1 (xo) + ··· + Tm(x 0 )] + ( n ~ m )x 0 .

Hence
=Xo.
Thus it may be assumed that Tk(x 0 ) =I= x 0 for all k, but T 0 (x 0 ) = x 0 . Make
this assumption.
By Lemma 10.7, there is ant:> 0 and there is a continuous seminorm p
on f'l such that for every T in !I' and 1 ~ k ~ n,
10.10
Let ff 1 = the semi group generated by {T 1 , T2 , •.• , T.}. So ff 1 ~ ff and

!I' 1 = { T~, · · · T 1m: m ~ 1, 1 ~ lj ~ n }. Thus !I' 1 is a countable subsemigroup of
!1'. Put K =co {T(x 0 ): TE!I' t}. Therefore K is a weakly compact convex
subset of Q and K is separable. By Lemma 10.2, there is a closed convex
subset C of K such that C =I= K and p-diam(K\C) ~ t:.
Since C =1= K, there is an Sin !1' 1 such that S(x 0 )EK\C. Hence
1
S(x 0 ) = ST0 (x 0 ) =- [ST1 (x 0 ) + · · · + ST.(x 0 )] EK\ C.
n
Since Cis convex, there must beak, 1 ~ k ~ n, such that STk(x 0 )EK\C. But
this implies that p(S(Tk(x 0 ) ) - S(x 0 )) ~ p-diam(K\C) ~ t:, contradicting (10.10).
This establishes Claim 10.9.
Let ff =all finite nonempty subsets of !/'.IfF Eff, let QF = {x EQ: T(x) = x
.
for all T in F}. By Claim 10.9, QF =I= D for every F in ff. Also, since each
T in !I' is weakly continuous and affine, QF is convex and weakly compact.
It is easy to see that {QF: F Eff} has the finite intersection property. Therefore,
n
there is an Xo in {QF: FE ff}. The point Xo is the desired common fixed
~~~~
The original reference for this theorem is Ryll-Nardzewski [1967]; the

treatment here is from Namioka and Asplund [1967]. Another proof can be
found in Hansel and Troallic [ 1976]. An application of this theorem is given
in the next section.
EXERCISES
1. Was local convexity used in the proof of Theorem 10.1?
2. Show that if X is locally compact and X= u:= IF"' where each F. is closed in
X, then there is an integer n such that int F. =1= 0. (Hint: Look at the proof of the
Baire Category Theorem.)
§11 *. An Application: Haar Measure on a

Compact Group
In this section the operation in all semigroups and groups IS multi-
plication and is denoted by juxtaposition.
§ ll. An Application: Haar Measure on a Compact Group 155
11.1. Definition. A topological semigroup is a semigroup G that also

is a topological space and such that the map G x G-+ G defined by
(x, y)~--+xy is continuous. A topological group is a topological semigroup that
is also a group such that the map G-+ G defined by x~--+x- 1 is continuous.
So a topological group is both a group and a topological space with a

property that ties these two structures together.
1R,. 0 means the set of non-negative real numbers.
11.2. Examples
(a) IN and 1R,. 0 are topological semigroups under addition.
(b) ll, JR., and ([are topological groups under addition.
(c) olD is a topological group under multiplication.
(d) If X is a topological space and G = {! eC(X): f(X) colD}, define
(fg)(x) = f(x)g(x) for f, g in G and x in X. Then G is a group. If G is
given the topology of uniform convergence on X, G is a topological group.
(e) For n ~ 1, let M"(<C) =the n x n matrices with entries in <C; O(n) =
{AeM"(<C): A is invertible and A- 1 =A*}; SO(n)= {AeO(n): detA= 1}.
If M"(<C) is given the usual topology, O(n) and SO(n) are compact
topological groups under multiplication.
There are many more examples and the subject is a self-sustaining area
of research. Some good references are Hewitt and Ross [1963] and Rudin
[1962].
11.3. Definition. If Sis a semigroup and f: S-+ JF, then for every x inS define
fx: S-+ 1F and J: S-+ 1F by fx{s) = f(sx) and J(s) = f(xs) for all s in S. If S
is also a group, let f#(s) = f(s- 1) for all s in S.
11.4. Theorem. If G is a compact topological group, then there is a unique

positive regular Borel measure m on G such that
(a) m(G) = 1;
(b) if U is a nonempty open subset of G, then m(U) > 0;
(c) if A is any Borel subset of G and xeG, then m(A) = m(Ax) = m(xA) =
m(L\ - 1 ), where Ax= {ax: aeA}, xi\= {xa: aeA}, and A - 1 = {a- 1 : aeA}.
The measure miscalled the Haar measure for G. If G is locally compact,

then it is also true that there is a positive Borel measure m on G satisfying
(b) and such that m(Ax) = m(A) for all x in G and every Borel subset A of
G. It is not necessarily true that m(A) = m(xA), let alone that m(A) = m(L\ - 1 )
(see Exercise 4). The measure m is necessarily unbounded if G is not compact,
so that (a) is not possible. Uniqueness, however, is still true in a modified
form: if m1 , m 2 are two such measures, then m1 = am 2 for some a> 0.
By using the Riesz Representation Theorem for representing bounded
linear functionals on C(G), Theorem 11.4 is equivalent to the following.
11.5. Theorem. If G is a compact topological group, then there exists a unique

positive linear functional I: C( G)--+ IF such that
(a) I(1) = 1;
(b) iffEC(G), f?;:-0, andf-#0, then I(f)>O;
(c) ijfEC(G) and xEG, then I(f) = I(fx) = I(J) = I(f#).
Before proving Theorem 11.5, we need the following lemma. For a compact
topological group G, if xEG, define Lx: M(G)-+M(G) and Rx: M(G)-+M(G)
by
<f,LAil)) = Ixfdll,
<f, Rx{11)) =I fxdll
for fin C(G) and 11 in M(G). Define S 0 : M(G)-+M(G) by
<f, S0 (/1)) =I f#dll
for fin C(G) and 11 in M(G). It is easy to check that Lx, Rx, and S 0 are linear
isometries of M(G) onto M(G) (Exercise 5).
11.6. Lemma. If G is a compact topological group, 11EM(G), and p: G x G--+
(M(G), wk*) is defined by p(x, y) = LxRy(/1), then p is continuous. Similarly, if
p0 : G x G-+(M(G),wk*) is defined by p0 (x,y)=S 0 LxRy(/1), then p is
continuous.
PROOF. Let f E C( G) and let e > 0. Then (Exercise 10) there is a neighborhood
U of e (the identity of G) such that lf(x)- f(y)l <e whenever xy- 1 EV or
x- 1 yEV. Suppose {(x;,y;)} is a net in G x G such that (x;,y;)-+(x,y). Let i0
be such that fori?::- i 0 ,x;x- 1 EU and Y;- 1 YEV. IfxEG, then lf(x;ZY;)- f(xzy)i ~
.
lf(x;ZY;)- f(xzy;)l + lf(xzy;)- f(xzy)j. But if i?;:. i0 and zEG, (x;zy;)(xzy;) - l =
x;x- 1 E U and (xzy;)- 1 (xzy) = Y;- 1 yE U. Hence I f(x;ZY;- f(xzy)l < 2e for
i?;:. i0 and for all z in G. Thus lim; Jj(x;ZY;)dll(z) = Jj(xzy)d11(z). Since f was
arbitrary, this implies that p(x;,y;)-+p(x,y)wk* in M(G). The proof for p0
~~~
PROOF OF THEOREM 11.5. If e = the identity of G, then
LxRy = RyLx
LxLy = Lyx
11.7 RxRy = Rxy
S~ = Le = Re =the identity on M(G)
S 0 LxRy = Ly- 1 Rx_ ,S 0
§ 11. An Application: Haar Measure on a Compact Group 157
for x, y in G. Hence
(SoLxRy)(SoLuRv) = (LY- 1 Rx_ 1 SoHSoLuRv)

= Ly- 1Rx-1LuRv
= Ly-1 LuRx_ Rv1
=Luy-IRx-lv·
Hence if S 1 =the identity on M(G),
g' = {S;LxRy: i = 0, 1; X, yEG}
is a group of surjective linear isometries of M(G). Let Q =the probability
measures on G; that is, Q = {,uEM(G): .u? 0 and ,u(G) = 1}. So Q is a convex
subset of M(G) that is wk* compact. Furthermore, T(Q) ~ Q for every TinY'.
11.8. Claim. If ,uEM(G) and .u i= 0, then 0~ the weak* closure of {T(,u):

TEY'}.
In fact, Lemma 11.6 implies that {T(,u): TEY'} is weak* closed. Since each
Tin Y' is an isometry, T(,u) i= 0 for every Tin .'/'.
By Claim 11.8, Y' is a noncontracting family of affine maps of Q into
itself. Moreover, if T = S 0 LxRy and {.U;} is a net in Q such that .U;-+ ,u(wk*),
then for every fin C(G), <f,T(,u;))=Jf(xs- 1 y)d,u;(s)-+Jf(xs- 1 y)d.u=
<f. T(.u) ). So each Tin Y' in wk* continuous on Q. By the Ryll-Nardzewski
Fixed Point Theorem, there is a measure m in Q such that T(m) = m for all
TinY'.
By definition, (a) holds. Also, for any x in G and fin C(G), Jf(xs)dm(s) =
<f,LAm)) = Jfdm. By similar equations, (c) holds. Now suppose /EC(G),
f? 0, and f i= 0. Then there is an B > 0 such that U = {xEG: f(x) >a} is
nonempty. Since U is open, G = u { Ux: xEG}, and G is compact, there are
x 1 ,x 2 , ... ,xn in G such that G~U~= 1 Uxk. (Why is Ux open?) Define
gk(x) = f(xx; 1 ) and put g = L:~= 1 gk. Then gEC(G) and fgdm = L:~= Jgkdm =
nJfdm by (c). But for any x in G there is an xk such that xx; 1 EU; hence
g(x)? gk(x) = f(xx; 1 ) >B. Thus
ff dm =~ fg dm ? ajn > 0.
This proves (b).

To prove uniqueness, let .u be a probability measure on G having properties
J J
(a), (b), (c). Iff EC(G) and xEG, then fd.u = Jd,u. Hence
I I[f
fd.u= f(y)d,u(y)]dm(x)
f[ I = f(xy)d,u( y) }m(x)
= f[ f f(xy)dm(x) ]d11(y)
= f[ f f(x)dm(x) }11( y)
f
= fdm.
Hence 11 = m.
For further information on Haar measure see Nachbin [1965].
•
What happens if G is only a semigroup? In this case Lx and Rx may not
be isometries, so {LxRy: x, yEG} may not be noncontractive. However, there
are measures for some semigroups that are invariant (see Exercise 7). For
further reading see Greenleaf [1969].
EXERCISES
I. Let G be a group and a topological space. Show that G is a topological group
if and only if the map of G x G-+ G defined by (x, y)~-+ x- 1 y is continuous.
2. Verify the statements in (11.2).
3. Show that Theorems (11.4) and (11.5) are equivalent.
4. Let G be a locally compact group. If m is a regular Borel measure on G, show
that any two of the following properties imply the third: (a)m(~x) = m(~) for
every Borel set ~ and every x in G; (b) m(x~) = m(~) for every Borel set ~ and
every x in G; (c) m(8) = m(~ - 1 ) for every Borel set~.
5. Show that the maps S0 , Lx, Rx are linear isometries of M(G) onto M(G).
6. Prove (11.7).
7. LetS be an abelian semigroup and show that there is a positive linear functional
L: I"'(S)-+ IF such that (a) L(1) = 1, (b) L(fx) = L(f) for every f in I00 (S).
8. If S =IN, what does Exercise 7 say about Banach limits?

9. If G is a compact group, f: G-+ IF is a continuous function, and ~; > 0, show that
there is a neighborhood U of the identity in G such that /f(x)- f(y)/ < 6 whenever
xy- 1 EU. (Note that this say that every continuous function on a compact group
is uniformly continuous.)
10. If G is a locally compact group and f ECb(G), let (!)(j) =the closure of Ux: xEG}
in Cb(G). Let AP(G) = {!ECb(G): (!)(j) is compact}. Functions in AP(G) are called
almost periodic. (a) Show that every periodic function in Cb(R) belongs to AP(R).
(b) If G is compact, show that AP(G) = C(G). (c) Show that if jECb(R), then
f EAP(IR) if and only if for every 6 > 0 there is a positive number T such that in
every interval of length T there is a number p such that /f(x)- f(x + p)/ < 6 for
all x in R. (d) If G is not compact, then the only function in AP(G) having compact
support is the zero function. For more information on this topic, see Exercise 13.5
below.
§ 12. The Krein-Smulian Theorem 159
§12*. The Krein-Smulian Theorem

Let A be a convex subset of a Banach space !£. If A is weakly closed, then
for every r > 0, An {XE!£: I x II ~ r} is weakly closed; this is clear since each
of the sets in the intersection is weakly closed. But the converse of this is
also true: if A is convex and An {X E!£: I x I ~ r} is weakly closed for every
r > 0, then A is weakly closed. In fact, because A is convex it suffices to prove
that A is norm closed (Corollary 1.5). If {x.) £A and I x.- x 0 I --+ 0,
then there is a constant r such that II x. I ~ r for all n. By hypothesis,
An {xE!£: I x II~ r} is weakly closed and hence norm closed. Thus x 0 EA.
Now let A be a convex subset of !£*, !£ a Banach space. If An
{x*e!£*: I x* II~ r} is weak-star closed for every r > 0, is A weak-star closed?
If!£ is reflexive, then this is the same question that was asked and answered
affirmatively in the preceding paragraph. If !£ is not reflexive, then the
preceding argument fails since there are norm closed convex subsets of !£*
that are not weak-star closed. (Example: let x**EX**\!£ and consider
A= ker x**.) Nevertheless, even though the argument fails, the statement is
true.
12.1. The Krein-Smulian Theorem. If .ol is a Banach space and A is a convex

subset of!£* such that An {x* EX*: I x* I ~ r} is weak-star closed for every
r > 0, then A is weak-star closed.
To prove this theorem, two lemmas are needed.
12.2. Lemma. If!£ is a Banach space, r > 0, and ff, is the collection of all
finite subsets of {xE!£: llxll ~r- 1 }, then
n{Fo: FEff,} {x*EX*: llx* II~ r}.
=
PROOF. Let E = n{r: F Eff, }; it is easy to see that r(ball !£*)£E. If x* rf

r(ball !£*), then there is an x in ball !£ such that I< x, x*) I > r. Hence
l(r- 1 x,x*)l > 1 and x*¢E. •
12.3. Lemma. If A and!£ satisfy the hypothesis of the Krein-Smulian Theorem

and, moreover, An ball !£* = 0, then there is an x in !£ such that
Re (x,x*) ~ 1
for all x* in A.
PROOF. The proof begins by showing that there are finite subsets F 0 , F 1 , .•.
of !£ such that
(i) nF. £ball!£;
12.4 {
(ii) n(ball!£*)nn~:6F~nA = O.
To establish (12.4) use induction as follows. Let F 0 = (0). Suppose that
F0 , ... , F" _ 1 have been chosen satisfying ( 12.4) and set Q = [ ( n + 1)ball !£*] n
nz:6F~nA. Note that Q is wk* compact. So if Qn£" # 0 for every finite

subset F of n- 1 ball !!£, then 0 # Q n n{ Fo: F is a finite subset of
n- 1(ball !!£)} = Q n [n(ball!!l*)] by the preceding lemma. This contradicts
( 12.4ii). Therefore there is a finite subset Fn of n- 1(ball Et) such that
QnF~ = 0. This proves (12.4).
If {F.},~'= 1 satisfies (12.4), then Ann:= 1 F~ = O. Arrange the elements of
U:'=Jn in a sequence and denote this sequence by {x.}. Note that
lim II x. II = 0. Thus if x* E!!l*, { <x., x*)} Ec 0 . Define T: !!l*-+ c 0 by
T(x*) = { (x., x*) }. It is easy to see that Tis linear (and bounded, though
this fact is unnecessary). Hence T(A) is a convex subset of c 0 . Also, from the
U
construction of {x.} = :'= 1 F"'for each x* in A, II T(x*) II = sup. I(x., x*) I >
1. That is, T(A)nball c 0 = o. Thus Theorem IV.3.7 applies to the sets T(A)
and int[ball c0 ] and there is an f in P = c6 and an et in JR. such that
Re <¢,f) < et ::;; Re < T(x*), f) for every ¢ in int [ball c 0 ] and x* in A. That
is
L </J(n)f(n) < et::;; Re L <x., x*) f(n)

OCJ OCJ
12.5 Re
n= 1 n=l
for every ¢ in c 0 with II ¢ II < 1 and for every x* in A. Replacing f by f /II f II
and et by et/11 f II, it is clear that it may be assumed that (12.5) holds with
llfll = 1. If¢Ec 0 , 11¢11 < 1,letJLE1Fsuch that IJLI = 1 and (JL¢,J) = 1(</J,f)l.
Applying this to (12.5) and taking the supremum over all <Pin int[ballc 0 ]
gives that l::;;Re:L:'= 1 (x.,x*)f(n) for all x* in A. But fEP sox=
:L:'= 1 f(n)x.E!!l and 1::;; Re(x,x*) for all x* in A. •
Where was the completeness of !![ used in the preceding proof?

PROOF OF THE KREIN-SMULIAN THEOREM. Let x6E!!l*\A; it will be shown
that x6¢wk*- cl A. It is easy to see that A is norm closed. So there is an
r>O such that {x*E!!l*: llx*-x611::;;r}nA =O. But this implies that
ballEt* n [r- 1(A- x6)J = 0. With this it is easy to see that r- 1(A- x6)
satisfies the hypothesis of the preceding lemma. Therefore there is an x in Et
such that Re(x,x*)~1 for all x* in r- 1(A-x6). In particular,
O¢wk*- cl [r- 1(A- x6)J and hence x6¢wk*- cl A. •
12.6. Corollary. lf!?t is a Banach space and O!J is a linear manifold in!![*, then
O!J is weak-star closed if and only if O!J n ballEt* is weak-star closed.
12.7. Corollary. If Et is a separable Banach space and A is a convex subset

of !!l* that is weak-star sequentially closed, then A is weak-star closed.
PROOF. Because Et is separable, r(ball !!£*) is weak -star metrizable for every
r > 0 (Theorem 5.1). So if A is weak-star sequentially closed, An [r(ball Et*)]
is weak-star closed for every r > 0. Hence the Krein-Smulian Theorem
applies. •
§ 12. The Krein-Smulian Theorem 161
This last corollary is one of the most useful forms of the Krein-Smulian
Theorem. To show that a convex subset A of?£* is weak-star closed it is
not necessary to show that every weak-star convergent net from A has its
limit in A; it suffices to prove this for sequences.
12.8. Corollary. If fl£ is a separable Banach space and F: ?£* --+ F' is a linear
functional, then F is weak-star continuous if and only if F is weak-star
sequentially continuous.
PROOF. By Theorem IV.3.1, F is wk* continuous if and only if kerF is wk*
closed. This corollary is, therefore, a direct consequence of the preceding
on~ •
A proof of Corollary 12.8 that is independent of The Krein-Smulian

Theorem can be found as a lemma in Whitley [1986].
There is a misinterpretation ofthe Krein-Smulian Theorem that the reader
should be warned about. If A is a weak-star closed convex balanced subset
of ball f!{*, let .It = U{rA: r > 0}. It is easy to see that .It is a linear manifold,
but it does not follow that .It is weak -star closed. What is true is the following.
12.9. Theorem. Let fl£ be a Banach space and let A be a weak-star closed
subset of f!C*. If I!IJ = the linear span of A, then I!IJ is norm closed in ?£* if and
only if I!IJ is weak-star closed.
The proof will not be presented here. The interested reader can consult
Dunford and Schwartz [1958], p. 429.
There is a method for finding the weak-star closure of a linear manifold
that is quite useful despite its seemingly bizarre appearance. Let f!{ be a
Banach space and let .It be a linear manifold in fl£*. For each ordinal number
oc define a linear manifold .It~ as follows. Let .It 1 =.H. Suppose oc is an
ordinal number and .ItfJ has been defined for each ordinal f3 < oc. If IX has an
immediate predecessor, oc- 1, let .It~ be the weak-star sequential closure of
.It ~- 1 . If oc is a limit ordinal and has no immediate predecessor, let .It~=
U {.Itp: f3 < oc }. In each case .It is a linear manifold in ?£* and .ItfJ s .It~ if
'7.
f3 ~ oc.
12.10. Theorem. If fl£ is a separable Banach space, .It is a linear manifold in
f!{*, and .It~ is defined as above for every ordinal number oc, then .It n is the
weak-star closure of .It, where Q is the first uncountable ordinal. Moreover,
there is an ordinal number oc < Q such that .It~ = .Itn·
PROOF. By Corollary 12.7 it suffices to show that .Itn is weak-star sequentially
closed. Let {x:} be a sequence in .Hn such that x:--+x* (wk*). Since
.H0 = U{.H~: oc<!l}, for each n there is an ocn<Q such that x:E.H~n· But
oc=supnocn<!l. Hence x:E.H<;. for all n; thus x*E.H~+ 1 S.ltn and .Hn is
weak-star closed.
To see that An= A a. for some oc < n, let {x:} be a countable wk* dense
subset of ball .An. For each n there is an oc. such that x:e.Aa.n· But oc=
sup.oc•. So {x:} c ball A a.. But ball An is a compact metric space in the
weak-star topology, so {x:} is wk* sequentially dense in ball .An· Therefore
ball .An s: ball .Aa.+ 1 and .An = .Aa.+ 1 • •
When is .A weak-star sequentially dense in !l£*? The following result of

Banach answers this question.
12.11. Theorem. If !l£ is a separable Banach space and .A is a linear manifold

in !l£*, then the following statements are equivalent.
(a) .A is weak-star sequentially dense in !l£*.
(b) There is a positive constant c such that for every x in !l£,
llxll ~sup{l(x,x*)l: x*e.A,IIx*ll ~c}.

(c) There is a positive constant c such that ifx*eball!l£*, there is a sequence
{x:} in .A, llx:ll ~c, such that x:--+x* (wk*).
PROOF. It is clear that (c) implies (a). The proof will consist in showing that
(a) implies (c) and that (b) and (c) are equivalent.
(a) =(c): For each positive integer n, let A.= the wk* closure of n(ball.A).
If x*e!l£*, let {x:} be a sequence in .A such that x:--+ x* (wk*). By the PUB,
there is an n such that II x: II ~ n for all k. Hence x* EA •. That is, U;;'= 1 A. = !l£*.
Clearly each A. is norm closed, so the Baire Category Theorem implies that
there is an A. that has interior in the norm topology. Thus there is an x6
in A. and an r > 0 such that A. 2 {x*e!l£*: II x*- x~ II~ r}. Let {x:} s:
n(ball.A) such that x:--+x6(wk*).lf x*eball !l£*, then x~+rx*eA.; hence
there is a sequence { y:} in n(ball.A} such that y:--+ x6 + rx* (wk*). Thus
r- 1 (y:-x:)--+x* (wk*) and r- 1 (y:-x:)ec(ball.A), where c=2n/r is
independent of x*.
(c)=(b): If xe!l£, then Alaoglu's Theorem implies there is an x* in ball!!(*
such that (x,x*)= llxll- By (c), there is a sequence {x:} in c(ball.A) such
that x:--+ x* (wk*). Thus <x:, x)--+ II x II and (b) holds.
(b)=(c): According to (b), ball!l£2°[c(ball.A)]. Hence ball!l£*=
(ball!l£t s: [c(ball.A)] By (1.8), [c(ball.A)r =the weak-star closure of
0 0
•
0
c(ball.A). But bounded subsets of !l£* are weak-star metrizable (5.1) and
hence (c) follows. •
EXERCISES
1. Suppose ?I is a normed space and that the only hyperplanes .A in ?£* such that
.An ball?£* is weak-star closed are those that are weak-star closed. Prove that
?I is a Banach space.
2. (von Neumann) Let A be the subset of 12 consisting of all vectors {xm.:

1 ~ m < n < oo} where xm.(m) = 1, xm.(n) = m, and xm.(k) = 0 if k #- m, n. Show that
Oewk- cl A but no sequence in A converges weakly to 0.
§ 13. Weak Compactness 163
3. Where were the hypotheses of the separability and completeness of:£ used in the
proof of Theorem 12.11?
4. Let :!f be a separable Banach space. If At is a linear manifold in :![*·give necessary
and sufficient conditions that every functional in wk*- cl At be the wk* limit of
a sequence from At.
5. Let :!f be a normed space and let Y be a locally convex topology on :'£ such that
ball:£ is Y-compact. Show that there is a Banach space !{If such that:'£ is isometric-
ally isomorphic to qlJ*. (Hint: Let !{If= {x*E:'£*: x*lball:'£ is .Y-continuous}.)
6. If X is a compact connected topological space that is not a singleton, show that
C(X) is not the dual of a Banach space. (For CR(X) this is a consequence of
Exercise 7.4. For the complex case, show that if C(X) is a dual space, then CR(X)
is a weak* closed real linear subspace of C(X). Hint (S. Axler): Suppose {ui} is a
net in ball C R(X) such that ur~ u + iv weak*. If v(x) = t > 0, choose n such that
I + n2 < (n + t) 2 and examine the net {ui +in}.)
§13*. Weak Compactness

In this section, two results are stated without proof. These results are among
the deepest in the study of weak topologies.
13.1. The Eberlein-Smulian Theorem. If!![ is a Banach space and A s; !!l', then
the following statements are equivalent.
(a) Each sequence of elements of A has a subsequence that is weakly convergent.
(b) Each sequence of elements of A has a weak cluster point.
(c) The weak closure of A is weakly compact.
An elementary proof of the Eberlein-Smulian Theorem can be found in

Whitley [ 1967] and Kremp [ 1986]. Another proof can be found in Dunford
and Schwartz [1958], p.430. The serious student should examine Chapter V
of Dunford and Schwartz [1958] for several results not presented here as
well as for some of the history behind the material of this chapter.
The following is a consequence of the Eberlein-Smulian Theorem.
13.2. Corollary. If !!l' is a Banach space and As;;; !!l', then A is weakly compact
ifand on/ y if An A is weakly compact for every separable subspace A of fll.
If !![ is Banach space and A is a weakly compact subset of fll, then for
each x* in."£* there is an x 0 in A such that I< x 0 , x*) I =sup {I< x, x*) 1: xE A}.
It is a rather deep fact due to RC. James [1964a] that the converse is true.
13.3. James's Theorem. Iffll is a Banach space and A is a closed convex subset
of !!l' such that for each x* in fll* there is an x 0 in A with
l(x 0 ,x*)l = sup{l(x,x*)l: xEA},
then A is weakly compact.
A proof of James's Theorem can be found in Pyrce [1966]. Another

reference for a proof of this theorem as well as a number of other equivalent
formulations of weak compactness and reflexivity is James [1964b]. Also, if
f is only assumed to be a normed space in Theorem 13.2, the conclusion is
false (see James [1971]).
The next result, presented with proof, is also called the Krein-Smulian
Theorem and must not be confused with the theorem of the preceding section.
13.4. Krein-Smulian Theorem. If .Of is a Banach space and K is a weakly

compact subset of .vf, then co(K) is weakly compact.
PROOF. Case 1: .vf is separable. Endow K with the relative weak topology;
so M(K) = C(K)*. If f.1EM(K), define F 11 : .Uf* -.JF by
F 11 (x*)= L(x,x*)df.l(X).
It is easy to see that F 11 is a bounded linear functional on f£* and II F 11 11 ~

llf.lllsup{llxll: xEK}.
13.5. Claim. F 11 : !f*--+ 1F is weak-star continuous.
By (12.8) it suffices to show that F 11 is weak* sequentially continuous. Let

{x:} be a sequence in f£* such that x: -+x* (wk*). By the PUB, M =
sup" II x: II < oo. Also, (x, x:>--+ (x, x*) for every x in K. By the Lebesgue
J
Dominated Convergence Theorem, F 11 (x:) = (x, x:> df.l(X)--+ F 11 (x*). So
( 13.5) is established.
By (1.3), F11 E:T. That is, there is an x 11 in !f such that F 11 (x*) = (x 11 ,x*).
Define T: M(K)-+!f by T(f.l)=xw
13.6. Claim. T: (M(K), wk*)-+(.Uf, wk) is continuous.
In fact, this is clear. If f.l;--+0 weak* in M(K), then for each x* in f£*,
x*IKEC{K). Hence <T(f.l;),x*) = J<x,x*)df.l;(x)--+0.
Let 2J> = the probability measures on K. By Alaoglu's Theorem & is weak*
compact. Thus T(&') is weakly compact and convex. However, if xEK,
< T((\), x*) = (x, x*); that is, T(bxl = x. So T(&') ::2 K. Hence T(&) ::2 co(K)
and co(K) must be compact.
Case 2: .cf is arbitrary. Let {xn} be a sequence in co(K). So for each n

there is a finite subset F" of K such that x.Eco(F.). Let'F= U:'= 1 F. and let
.If = V F. Then K 1 = K n A is weakly compact and {x"} ~ co(K 1 ). Since
.lf is separable, Case 1 implies that co(K Jl is weakly compact. By the
Eberlein-Smulian Theorem, there is a subsequence {x.J and an x in co(K 1 ) ~
co(K) such that x""--+ x. Thus co(K) is weakly compact. •
§ 13. Weak Compactness 165
Another proof of the Krein-Smulian Theorem that avoids 13.1 and 12.8
can be found in Simons [1967].
EXERCISES
I. Prove Corollary 13.2.
2. If f!f is a Banach space and K is a compact subset of f!f, prove that co(K) is
compact. (This will be proved in Theorem Vl.4.8 below.)
3. In the proof of (13.4), if ;JJ =the probability measures on K, show that T(;JJ) =
co(K).
4. Prove the Eberlein-Smulian Theorem in the setting of Hilbert space.
5. Refer to the notation of Exercise 11.10. Prove that there is a bounded linear
functional L: AP( G)-+ IF such that L( I) = I, L(f) ~ 0 iff ~ 0, and L(fxl = L(f) for
all fin AP(G) and x in G.
CHAPTER VI
Linear Operators on a Banach Space
As has been said before in this book, the theory of bounded linear operators
on a Banach space has seen relatively little activity owing to the difficult
geometric problems inherent in the concept of a Banach space. In this chapter
several of the general concepts of this theory are presented. When combined
with the few results from the next chapter, they constitute essentially the
whole of the general theory of these operators.
We begin with a study of the adjoint of a Banach space operator. Unlike
the adjoint of an operator on a Hilbert space (Section 11.2), the adjoint of a
bounded linear operator on a Banach space does not operate on the space
but on the dual space.
§ 1. The Adjoint of a Linear Operator

Suppose f!( and '!Y are vector spaces and T: f!(-+ '!Y is a linear transformation.
Let '!Y' =all of the linear functionals of '!Y-+ IF. If y' E'!Y', then y' aT: f!(-+ IF is
easily seen to be a linear functional on f!l". That is, y' a TEf!l"'. This
defines a map
T': '!Y' -+ f!l"'
by T'(y') = y' o T. The first result shows that iff!( and '!Y are Banach spaces,
then the map T' can be used to determine when T is bounded. Another
equivalent formulation of boundedness is given by means of the
weak topology.
1.1. Theorem. If f!l" and '!Y are Banach spaces and T: f!(-+ '!Y is a linear
transformation, then the following statements are equivalent.
§I. The Adjoint of a Linear Operator 167
(a) T is bounded.
(b) T'(qlf*)<;;;?£*.
(c) T: (?£, weak)-+(ql/, weak) is continuous.
PROOF. (a)=(b): Ify*Eqlf*, then T'(y*)E;:('; it must be shown that T'(y*)E;:(*.
But IT'(y*)(x)l = IY* o T(x)l =I ( T(x), y*) I ~ II T(x) 1111 y* II ~ II Til II y* 1111 x 11.
So T'(y*)E;:(*.
(b)=(c): If {x;} is a net in ;:( and X;-+0 weakly, then for y* in ql/*,
( T(x;), y*) = T'(y*)(x;)-+ 0 since T'(y*)E.cr*. Hence T(x;)-+ 0 weakly in ql/,
(c) =(b): If y*Eql/*, then y* o T: ;:(-+IF is weakly continuous by (c). Hence
T'(y*) = y* TE.Ol'* by (V.l.2).
0
(b)=(a): Let y*Eql/* and put x* = T'(y*). So x*E;:(* by (b). So if xEballf£,

I< T(x), y*) I= I(x,x* )I~ II x* 11. That is, sup {I< T(x), y* )I: xEball ::r} < oo.
Hence T(ball ;:() is weakly bounded; by the PUB, T(ball ;:() is norm
bounded and so II T II < oo. •
The preceding result is useful, though strictly speaking it is not necessary

for the purpose of defining the adjoint of an operator A in f!B(;:(, ql/), which
we now turn to. If AE.<~(f£,ql/) and y*Eqlf*, then y*oA = A'(y*)E;:(*. This
defines a map A*: ql/* -+ ;:(*, where A* = A'l ql/*. Hence
1.2 (x,A*(y*)) = (A(x),y*)
for x in .or andy* in W*. A* is called the adjoint of A.
Before exploring the concept let's see how this compares with the definition
of the adjoint of an operator on Hilbert space given in §11.2. There is a
difference, but only a small one. When :If is identified with :If*, the dual
space of :If, the identification is not linear but conjugate linear (if IF= <C).
The isometry hr-+ Lh of :If onto :If*, where Lh(f) = (f, h), satisfies L~h = fi.Lh.
Thus the definition of A* given in (1.2) above is not the same as the adjoint
of an operator on Hilbert space, since in (1.2) A* is defined on ql/* and not
some conjugate-linear isomorphic image of it. In particular, if the definition
(1.2) is applied to a matrix A acting on <Cd considered as a Banach space, its
adjoint corresponds to the transpose of A. If <Cd is considered as a Hilbert
space, then the matrix of A* is the conjugate transpose of the matrix of A.
This difference will not confuse us but it will serve to explain minor differences
that will appear in the treatment of the two types of adjoints. The first of
these occurs in the next result.
1.3. Proposition. If;:( and qy are Banach spaces, A, BEf!B(;:(, ql/), and oc, /3EIF,
then (ocA + f3B)* = ocA* + f3B*. Moreover, A*: (W*, wk*)-+(;:(*, wk*) is
continuous.
Note the absence of conjugates. The proof is left to the reader.
If AEf!B(f£,ql/), then it is easy to see that A*Ef!B(W*,;:(*). In fact, if y*E
ball W* and xEball ::r, then l(x,A*y*)I=I(Ax,y*)I~IIAxll ~ IIAII. Hence
II A*y* II~ II A II if y*Eball W*, so that II A* II~ II A 11. This implies that
168 VI. Linear Operators on a Banach Space
(A*)*= A** can be defined,

A**: f!l**-+ o/J**,
(A**x**,y*) = (x**,A*y*)
for x** in fl£** andy* in o//*.
Suppose XE:!l and consider x as an element of fl£** via the natural
embedding of fl£ into its double dual. What is A**(x)? For y* in o//*,
(A**(x),y*) = (x,A*y*)
= (Ax,y*).
That is, A** If!l = A. This is the first part of the next proposition.
1.4. Proposition. If fl£ and o/J are Banach spaces and AE~(fl£, o//), then:
(a) A**lfl£ =A;
(b) IIA*II =II All;
(c) if A is invertible, then A* is invertible and (A*)- 1 =(A- 1 )*;
(d) if fZ is a Banach space and BE~(o/J, fr), then (BA)* = A*B*.
PROOF. Part (a) was proved above. It was shown that II A* II ~ II A 11. Thus
II A** II~ II A* II. So if xEball fl£, then (a) implies that IIAxll = IIA**xll ~
II A** II~ IIA*II. Hence IIAII ~II A* II.
The remainder of the proof is left to the reader. •
1.5. Example. Let (X, n, /1) and M q,: U(/1)-+ LP(/1) be as in Example III.2.2.
If l~p<oo and 1/p+1/q=l, then M;: U(J.l)-+U(/1) is given by
M:f=c/Jf. That is, M:=Mq,.
1.6. Example. Let K and k be as in Example III.2.3. If 1 ~ p < oo and

1/p + 1/q = 1, then K*: U(J.l)-+U(/1) is the integral operator with kernel
=
k*(x, y) k(y, x ).
1.7. Example. Let X, Y, r, and A be as in Example 111.2.4. Then A*: M(Y)-+

M(X) is given by
(A*J.l)(A) = J.l(r- 1 (A))
for every Borel subset A of X and every 11 in M(Y).
Compare (1.5) and (1.6) with (11.2.8) and (11.2.9) to see the contrast between
the adjoint of an operator on a Banach space with the adjoint of a Hilbert
space operator.
1.8. Proposition. If AE~(fl£, o//), then ker A*= (ran A).L andker A= .L(ran A*).
The proof of this useful result is similar to that of Proposition II.2.19 and
is left to the reader.
§1. The Adjoint of a Linear Operator 169
This enables us to prove the converse of Proposition 1.4c.
1.9. Proposition. If AE~(~, W'), then A is invertible if and only if A* is

invertible.
PROOF. In light of (1.4c) it suffices to assume that A* is invertible and show
that A is invertible. Since A* is an open mapping, there is a constant c > 0
such that A*(ball CW*) 2 {x*E2l"*: II x* II~ c }. So if XE2l", then
II Ax II =sup {I (Ax, y*) 1: y*Eball CW*}
=sup{ I(x, A*y*) 1: y*Eball CW*}
~sup{l(x,x*)l: x*E2l"* and llx*ll ~c}
= C- 1 llxll.
Thus ker A = (0) and ran A is closed. (Why?) On the other hand,
(ran A )J. = ker A*= (0) since A* is invertible. Thus ran A is also dense. This
implies that A is surjective and thus invertible. •
This section concludes with the following useful result that seems to be
somewhat unfamiliar to parts of the mathematical community.
1.10. Theorem. If 2l and CW are Banach spaces and AE81(2l, <W), then the
(a) ran A is closed.
(b) ran A* is weak* closed.
(c) ran A* is norm closed.
PROOF. It is clear that (b) implies (c), so it will be shown that (a) implies (b)
and (c) implies (a). Before this is done, it will be shown that it suffices to
prove the theorem under the additional hypothesis that A is injective and
has dense range.
Let .::r = cl(ran A). Thus A: 2l---+ .::r induces a bounded linear map B:
!f jker A -+ .::r defined by B(x + ker A) = Ax. If Q: 2l-+ 2l jker A is the natural
map, the diagram
2[ ~ .::r~<W
Q\ ?£ jker A
/B
commutes. (Why is B bounded?) It is easy to see that B is injective and that
B has dense range. In fact, ran B = ran A, so ran A is closed if and only if
ran B is closed. Let's examine B*: ,q'* -+(2l" /ker A)*. By (V.2.2), (2l" /ker A)*=
(kerA)-'-=wk*cl(ranA*)s;;2l"* by (1.8). Also by (V.2.3), since .::r~cw,
:! *=!II* I .:! J. = !II* /(ran A)J. = CW* /ker A* by (1.8). Thus,
B*: '!1J* jker A*-+ (ker A)J..
1.11. Claim. B*(y* + ker A*)= A *y* for all y* in OJ/*.
To see this, let xE!r and y*EOJI*. Making the appropriate identifications
as in (V.2.2) and (V.2.3) gives (x + ker A, B*(y* + ker A*))= (B(x +
ker A), y* + ker A*)= (Ax, y* +(ran A).l) =(Ax, y*) = (x, A*y*) = (x +
.L(ranA*),A*y*)=(x+kerA,A*y*). Since x was arbitrary. (1.11) is
established.
Note that Claim 1.11 implies that ranB* =ran A*. Hence ran A* is weak*
(resp., norm) closed if and only if ran B* is weak* (resp., norm) closed.
This discussion shows that the theorem is equivalent to the analogous
theorem in which there is the additional hypothesis that A is injective and
has dense range. It is assumed, therefore, that ker A = (0) and cl(ran A)= OJ/.
(a)=>(b): Since ran A is closed, the additional hypothesis implies that A is
bijective. By the Inverse Mapping Theorem, A- 1 E~( OJ/, !r). Hence A* is
invertible (1.4c). Since A* is invertible, ran A* = !r* and hence is weak* closed.
(c)=>(b): Since ranA is dense in OJ/, kerA*=(ranA).l (1.8)=(0). Thus
A*:OJ/*-+ranA* is a bijection. Since ranA* is norm closed, it is a Banach
space. By the Inverse Mapping Theorem, there is a constant c > 0 such that
IIA*y*ll ~clly*ll for ally* in OJ/*.
To show that ran A* is weak* closed, the Krein-Smulian Theorem (V.12.6)
will be used. Thus suppose {A* yn is a net in ran A* with II A* yj II ~ 1 such
that A*yj -+x*u(q'*, !r) for some x* in !r*. Thus II yj II ~ c- 1 for all yj. By
Alaoglu's Theorem there is a y* in OJ/* such that y:"---+I cl
y* u(OJ/*, OJ/). Thus
(1.3), A*yj---+A*y* u(q'*,!r), and so x*=A*y*EranA*. By (V.12.6),
cl
ran A* is weak* closed.
(b)=>(a): Since ranA* is weak* closed, ranA*=(kerA).l=fr*. Also
ker A* = (ran A) .L = (0) since A has dense range. Thus A* is a bijection and
is thus invertible. By Proposition 1.9, A is invertible and thus has closed
range. •
A proof that condition (c) in the preceding theorem implies (a) which
avoids the weak* topology can be found in Kaufman [1966].
EXERCISES
3. Verify the statement made in (1.5).
6. Let 1 ~p< oo and define S:fP_.[P by S(a 1 ,a 2 , .•• )=(0,a 1 ,1X 2 , .•• ). ComputeS*.
7. Let AE~(c 0 ) and for n ~ 1, define e. in c0 by e.(n) = 1 and e.(m) = 0 for m =1- n.
Put 1Xmn = (Ae.)(m) form, n ~ 1. Prove: (a) M = supm~:'= 1 11Xmn1 < oo; (b) for every
§2. The Banach-Stone Theorem 171
n, amn ->0 as ,J-> oo. Conversely, if {am.: m, n;::, 1} are scalars satisfying (a) and (b),
then
L
00
(Ax)(m) = 1Xmnx(n)
n=l
defines a bounded operator A on c0 and IIA II= M. Find A*.
8. Let AEfiW) and for n;::, 1 define e. in f1 by e.(n) = 1, e.(m) = 0 for m i= n. Put
1Xmn = (Ae.)(m) form, n;::, 1. Prove: (a) M = sup.:L,:'= 1 I1Xmnl < oo; (b) for every m,
sup.\amnl < oo. Conversely, if {am.: m, n;::, 1} are scalars satisfying(a) and (b), then
w
(Af)(m) = L iXm.f(n)
n::::l
defines a bounded operator A on 11 and II A II = M. Find A*.
9. (Bonsall [1986]) Let !I be a Banach space, Z a nonempty set, and u: Z ->!I. If

there are positive constants M 1 and M 2 such that (i) II u(z) II ~ M 1 for all z in Z
and (ii) for every x* in !I, sup {I< u(z), x*) \: zEZ};::, M 2 11 x* II; then for every x
in !I there is an f in [I (Z) such that ( * )x = :L {f(z)u(z): zEZ} and
M z inf II flit ~ II x II ~ M 1 inf II f 11 1 , where the infimum is taken over all f in 11 (Z)
such that ( *) holds. (Hint: define T: / 1 (Z)-> !I by Tf = :L {f(z)u(z): zEZ}.)
10. (Bonsall [1986]) Let m be normalized Lebesgue measure on 8][) and for \z\ < 1
and Iw\ = 1 let p.(w) = (l -\z\ 2 )1\1 - zw\ 2 . So Pz is the Poisson kernel. Show that
if jEL 1 (m), then there is a sequence {z.} c:; JD and a sequence {)..} in [I such
that (•)f=:L;:-'= 1 AnPz.· Moreover, llfll 1 =inf:L;;-'= 1 \A..\, where the infimum is
taken over all {A..} in / 1 such that ( *) holds. (Hint: use Exercise 9.)
11. If;;[ and Ware Banach spaces and BEfi(W*,!i£*), then there is an operator A
in .:!I( :if, ~Y) such that B =A* if and only if B is wk*-continuous.
12. If ;;[ is a Banach space and A and .AI are closed subspaces, show that the
following statements are equivalent. (a) A +.AI is closed. (b) the range of the
linear transformation x-> (x +A) EB (x +.AI) from !I into !I I A EB !I I .AI is closed.
(c) j{'L + A~'L is norm closed in!£*. (d) A'L +.¥'Lis weak* closed in !I*.
§2*. The Banach-Stone Theorem

As an application of the adjoint of a linear map, the isometries between
spaces of the form C(X) and C(Y) will be characterized. Note that if X and
Y are compact spaces, r: Y--+ X is continuous map, and Af =for for f in
C(X), then (III.2.4) A is a bounded linear map and I A II= 1. Moreover, A
is an isometry if and only if r is surjective. If A is a surjective isometry, then
r must be a homeomorphism. Indeed, suppose A is a surjective isometry; it
must be shown that r is injective. If y 0 , y 1 E Y and y 0 ,toY~> then there is a g
in C(Y) such that g(y 0 ) = 0 and g(y 1 ) = 1. Let f eC(X) such that Af =g.
Thus f(r(y 0 )) = g(y 0 ) = 0 and f(r(yd) = 1. Hence r(y 0 ) #- r(yd.
So if r: Y--+ X is a homeomorphism and oc Y--+ F' is a continuous function,
with Iex(y)l = 1, then T: C(X)--+ C(Y) defined by (Tf)(y) = ex(y)f(r(y)) is a
surjective isometry. The next result gives a converse to this.
2.1. The Banach-Stone Theorem. If X and Yare compact and T: C(X)--+ C( Y)

is a surjective isometry, then there is a homeomorphism r: Y--+ X and a function
ex in C(Y) such that ia(y)l = 1 for ally and
(Tf)(y) = a(y)f(r(y))
for all fin C(X) and y in Y.
PROOF. Consider T*: M(Y)--+ M(X). Because Tis a surjective isometry, T*
is also. (Verify.) Thus T* is a weak* homeomorphism of ball M(Y) onto ball
M(X) that distributes over convex combinations. Hence (Why?)
T*(ext[ball M(Y)]) = ext[ball M(X)].
By Theorem V.8.4 this implies that for every y in Y there is a unique r(y) in
X and a unique scalar a(y) such that la(y)l = 1 and
T*(by) = ex(y)b,<y>·
By the uniqueness, ex: Y--+ F' and r: Y--+ X are well-defined functions.
2.2. Claim. ex: Y--+ F' is continuous.
If { y;} is a net in Y and Yi--+ y, then by;--+ by weak* in M(Y). Hence

a(yJb,(Yd = T*(by)--+ T*(by) = a(y)b,<Y> weak* in M(X). In particular, a(yi) =
< <
1, T*(by))--+ 1, T*(by)) = ex(y), proving (2.2).
2.3. Claim. r: Y--+ X is a homeomorphism.
As in the proof of (2.2), if Yi--+ y in Y, then a(yMr(y;)--+ a(y)b,<Y> weak* in

M(X). Also, a(yi)--+ a(y) in F' by (2.2). Thus b,(y;) = a(yi) - l [a(yi)b,(y;)]--+ b,<y>·
By (V.6.1) this implies that r(yi)--+r(y), so that r: Y -+X is continuous.
If y 1 , Y2 E Y and Y1 #- y 2 , then a(ydby, #- a(y 2 )by,· Since T* is injective, it
is easy to see that r(yd #- r(y 2 ) and so r is one-to-one. If xeX, then the fact
that T* is surjective implies that there is a J.L in M(Y) such that T* J.l = bx-
It must be that JJ.Eext[ball M(Y)] (Why?), so that J.l = f3bY for some yin Y
and f3 in F' with 1/31 = 1. Thus bx = T*(/3by) = f3a(y)b,<y>· Hence f3 = a(y) and
r(y) = x. Therefore r: Y--+ X is a continuous bijection and hence must be a
homeomorphism (A.2.8). This establishes (2.3).
If feC(X) and yeY, then T(f)(y)= <Tf, by)= <f, T*by) = <f,ex(y)b,<Y>> =
ex(y)f(r(y)). •
§3. Compact Operators

The following definition generalizes the concept of a compact operator from
a Hilbert space to a Banach space.
3.1. Definition. If !1[ and qy are Banach spaces and A: :r . _. qy is a linear

transformation, then A is compact if cl A (ball :J:) is compact in I!Y.
The reader should become reacquainted with Section 11.4.

It is easy to see that compact operators are bounded.
For operators on a Hilbert space the following concept is equivalent to
compactness, as will be seen.
3.2. Definition. If :r and qy are Banach spaces and A E:J8(!1[, I!Y), then A is
completely continuous if for any sequence {x.} in !1[ such that x • .._.. x weakly
it follows that II Ax. - Ax II .._.. 0.
3.3. Proposition. Let !1[ and qy be Banach spaces and let A E:J8(!1[, I!Y).
(a) If A is a compact operator, then A is completely continuous.
(b) If !1[ is reflexive and A is completely continuous, then A is compact.
PROOF. (a) Let {x.} be a sequence in !1[ such that x • .._.. 0 weakly. By the PUB,
M =sup. II x. II < oo. Without loss of generality, it may be assumed that
M ~ 1. Hence {Ax.} £ cl A(ball !1[). Since A is compact, there is a subse-
quence {x.J and a y in qy such that I Ax.k- y II .._.. 0. But x.k .._.. 0 (wk) and
A: (!1[, wk) .._.. (I!Y, wk) is continuous ( l.lc). Hence Ax.k .._.. A(O) = 0 (wk). Thus
y = 0. Since 0 is the unique cluster point of {Ax.} and this sequence is con-
tained in a compact set, II Ax. II .._.. 0.
(b) First assume that .il£ is separable; so (ball :r, wk) is a compact metric
space. So if {x.} is a sequence in ball !1[ there is an x in !1[ and a subsequence
{x.J such that x.k .._.. x weakly. Since A is completely continuous, II Ax.k-
Axil ..... o. Thus A(ball!l[) is sequentially compact; that is, A is a compact
operator.
Now let !1[ be arbitrary and let {x.} s;ball:r. If !1[ 1 =the closed linear
span of {x.}, then !1[ 1 is separable and reflexive. If A 1 =A I!1[ 1 , then
A 1 : .il£ 1 .._.. qy is easily seen to be completely continuous. By the first paragraph,
A 1 is compact. Thus {Ax.} = {A 1 x.} has a convergent subsequence. Since
{x.} was arbitrary, A is a compact operator. •
In the proof of (3.3b), the fact that A(ball .il£) is compact, and hence closed,
is a consequence of the reflexivity of :r.
By Proposition V.5.2, every operator in 88(P) is completely continuous.
However, there are noncom pact operators in 88(1 1 ) (for example, the identity
operator).
There has been relatively little study of completely continuous operators
that I am aware of. Most of the effort has been devoted to the study of
compact operators and this is the direction we now pursue.
3.4. Schauder's Theorem. If A E~(.q[, 'W'), then A is compact if and only if A*

is compact.
PROOF. Assume A is a compact operator and let { y:} be a sequence in ball 'W'*.
It must be shown that {A*y:} has a norm convergent subsequence or,
equivalently, a cluster point in the norm topology. By Alaoglu's Theorem,
there is a y* in ball 'W'* such that y*n ------>
cl
y* (weak*). It will be shown that
A* y*n ------>
cl
A* y* in norm.
Let e > 0 and fix N ~ l. Because A(ball fl') has compact closure, there are
vectors y 1 , ... ,ym in 'W' such that A(ballfl')~ U~=l {yE'W': lly- hll <e/3}.
Since y:------> y* (weak*), there is an n ~ N such that I(yk, y*- y:) I< e/3
cl
for 1 ~ k ~ m. Let x be an arbitrary element in ball fl' and choose Yk such
that II Ax- Yk II < e/3. Then
I( x, A *y*- A *y:) I= I(Ax, y*- y:) I
~ I(Ax - Yk> y* - Y: >I + I( Jk, y* - Y: > I
~ 211 Ax - Yk II + e/3 < e.
Thus IIA*y-A*y:ll ~e.

For the converse, assume A* is compact. By the first half of the proof,
A**:fl'**--+'W'** is compact. It is easy to check that A=A**Ifl' is
compact. •
For Banach spaces fl' and 'W', ~ 0 (fl', 'W') denotes the set of all compact
operators from fl' into 'W'; ~ 0 (fl') = &6 0 (fl', fl').
3.5. Proposition. Let fl', 'W', and :!l' be Banach spaces.

(a) ~ 0 (fl', 'W') is a closed linear subspace of ~(fl', 'W').
(b) If KE&6 0 (fl', 'W') and AE&6('W', :!!'),then AKE~ 0 (fl', :!l').
(c) If K E&6 0 (fl', <??/)and AE&6(:!l', fl'), then KAE&6 0 (:!l', 'W').
The proof of (3.5) is left as an exercise.
3.6. Corollary. If fl' is a Banach space, &6 0 (fl') is a closed two-sided ideal in
the algebra ~(fl').
Let &6 00 (fl', <??/)=the bounded operators T: fl'--+ <??!for which ranT is finite
dimensional. Operators in &6 00 (fl', ®') are called operators with finite rank.
It is easy to see that ~ 00 (fl', <??/) ~ ~ 0 (fl', <??/) and by (3.5a) the closure of
&6 00 (fl', <??/) is contained in ~ 0 (fl', <??/). Is &6 00 (fl', 'W') dense in &6 0 (fl', <??/)?
It was shown in (II.4.4) that if Yf is a Hilbert space, then PJ 0 (Yf) is indeed

the closure of PJ 00 (Yf). Note that the availability of an orthonormal basis
in a Hilbert space played a significant role in the proof of this theorem. There
is a concept of a basis for a Banach space called a Schauder basis. Any
Banach space."£ with a Schauder basis has the property that PJ 00 (."£) is dense
in PJ 0 (.?t). Enflo [1973] gave an example of a separable reflexive Banach
space .?[ for which af 00 (.?l") is not dense in PJ 0 (.?t), and, hence, .Yf has no
Schauder basis. Davie [1973] and [1975] have simplifications of Enflo's
proof. For the classical Banach spaces, however, every compact operator is
the limit of a sequence of finite-rank operators.
The remainder of this section is devoted to proving that for X compact,
PJ 00 (C(X)) is dense in PJ 0 (C(X)). This begins with material that may be
familiar to many readers but will be presented for those who are unacquainted
with it.
3.7. Definition. If X is completely regular and ff <;; C(X), then ff is

equicontinuous if for every c > 0 and for every x 0 in X there is a neighborhood
U of x 0 such that lf(x)- f(x 0 )1 < c for all x in U and for all fin ff.
Note that for a single function f in C(X), ff = {!} is equicontinuous.

The concept of equicontinuity states that one neighborhood works for all f
in ff.
3.8. The Arzela-Ascoli Theorem. If X is compact and .'F <;; C(X), then ff is
totally bounded if and only if ff is bounded and equicontinuous.
PROOF. Suppose ff is totally bounded. It is easy to see that ff is bounded.

If c>O, then there are j 1 , ••• ,f. in .'F such that ff<;;U~= 1 {!EC(X):
II f- fk II < c/3}. If x 0 EX, let U be an open neighborhood of x 0 such that
for 1 :s:; k :s:; n and x in U, Ifk(x)- .fk(x 0 ) I < c/3. Iff Eff, let fk be such that
II!- fk II< c/3. Then for x in U,
l.f(x)- f(xo)l :s:; lf(x)- fk(x)l + lfk(x)- fk(xo)l
+ l.fk(xo)- .f(xo)l
<E.
Hence ff is equicontinuous.
Now assume that ff is equicontinuous and ff <;;ball C(X). Let c > 0. For
each x in X, let U x be an open neighborhood of x such that l.f(x)- f(y)l < c/3
for .fin ff andy in Ux. Now {Ux:xEX} is an open covering of X. Since X
is compact, there are points x 1 , ... , x. in X such that X= Ui= 1 Ux·
Let {a 1, ... , am}<;;[) such that cl [) <;; U~= 1 {a: Ia- akl <c/6}. Consider the
collection B of those ordered n-tuples b = (/3 1 , ... , fJ.) for which there is a
function fh in ff such that lfb(xi)- fJil < c/6 for 1 :s:;j :s:; n. Note that B is
not empty since f(x) £ cl D for every fins;. In fact, each fins; gives rise
to such a b in B. Moreover B is finite. Fix one function fb in s; associated
as above with b in B.
3.9. Claim. ff £ ubeB {!: II f - fb II < e}.

Note that (3.9) implies that s; is totally bounded.
If jEs;, there is a b in B such that lf(xi)- fb(xi)l < e/3 for 1 ~j ~ n.
Therefore if xEX, let xi be chosen such that xEUxj· Thus lf(x)- fb(x)l ~
lf(x)- f(xi)l + lf(xi)- fb(xi)l + lfb(xi)- fb(x)l <e. Since x was arbitrary,
II!- fbll <e. •
3.10. Corollary. If X is compact and s; £ C(X), then s; is compact if and only

if s; is closed, bounded, and equicontinuous.
3.11. Theorem. If X is compact, then ai 00 (C(X)) is dense in ai 0 (C(X)).
PROOF. Let TEai 0 (C(X)). Thus T(ball C(X)) is bounded and equicontinuous
by the Arzela-Ascoli Theorem. If e > 0 and xEX, let U x be an open neigh-
borhood of x such that I(Tf)(x)-(Tf)(y)l <e for all fin ball C(X) and
yin Ux. Let {x 1 , ... ,xn}s::X such that Xs::Uj= 1 Uxj· Let {</1 1 , ... ,</Jn}
be a partition of unity subordinate to {U x,, ... , UxJ. Define T,: C(X)-+
C(X) by
II
TJ = }: (Tf)(xi)</Ji.
j= 1
Since ranT,£ V {</1 1 , ... ,</J,.}, T,Eai 00 (C(X)).

If /Eball C(X) and xEX, then
I(TJ)(x)- (Tf)(x)l =I i t [(Tf)(x)- (Tf)(x)]</Ji(x)l
n
~ L I(Tf)(xi)- (Tf)(x)I</Ji(x)
j=1
<e.
•
If X is locally compact, then the operators on C0 (X) of finite rank are
dense in ai 0 (C 0 (X)). See Exercise 18.
EXERCISES
I. If;!{ is reflexive and A e.\i(;!{, 1!?/), show that A(ball ;!{) is closed in 1!?/.
3. If Ae.si 0 (;!{,1!?/), show that cl[ranA] is separable.
4. If Ae£?6 0 (&r, <19') and ran A is closed, show that ran A is finite dimensional.
5. If Ae£?6 0 (&r) and A is invertible, show that dim&r < oo.
6. Let (X, Q, Jl.) be a finite measure space, 1 < p < oo, and 1/p + 1/q = 1. If
k: X x X --+IF is an Q x !l-measurable function such that sup{Jik(x,y)lqdJ1.(y):
J
xeX} < oo, then (Kf)(x) = k(x, y)f(y)dJl.(Y) defines a compact operator on
U(Jl.).
7. Let (X, n, Jl.) be an arbitrary measure space, 1 < p < oo, and 1/p + 1/q = 1.
If k: X x X-+ IF is an Q x !l-measurable function such that M =
(J J
[J lk(x, y)IP dJ1.(x))qfp dJ1.(y)] 11q < oo and if (Kf)(x) = k(x, y)f(y)dJl.(y), then
Ke£?6 0 (U(J1.)) and IlK II ~M.
8. Let X be a compact space and let J1. be a positive Borel measure on X. Let
Te£?6(U(J1.), C(X)) where 1 < p < oo. Show that if A: U(Jl.)--+ U(Jl.) is defined by
Af = Tf, then A is compact.
9. (B.J. Pettis) If &tis reflexive and Te£?6(&r, [I), then Tis a compact operator. Also,
if <19' is reflexive and Te£?6(c 0 , <19'), Tis compact.
10. If X is compact and {f~>···,f.,g 1 , ... ,g.} £;; C(X), define k(x,y) = r_;=Jix)giy)
for x, yeX. Let J1. be a regular Borel measure on X and put Kf(x) =
J k(x, y)f(y)dJ1.(y). Show that Ke£?6(C(X)) and K has finite rank.
11. If X is compact, keC(X x X), and J1. is a regular Borel measure on X, show that
J
Kf(x) = k(x, y)f(y)dJ1.(y) defines a compact operator on C(X).
12. Let (X, Q, Jl.) be a a-finite measure space and for t/J in L "'(Jl.) let M q,: U(Jl.)--+ U(Jl.)
be the multiplication operator defined in Example 111.2.2. Give necessary and
sufficient conditions on (X, Q, Jl.) and tjJ for M q, to be compact.
13. Let r: [0, 1]-+ [0, 1] be continuous and define A: C[O, 1]--+ C[O, 1] by Af =for.
Give necessary and sufficient conditions on r for A to be compact.
14. Let Ae£?6(c 0 ) and let (cxm.) be the corresponding matrix as in Exercise 1.7. Give
necessary and sufficient conditions on (cxm.) for A to be compact.
15. Let A e£?6(zt) and let (cxm.) be the corresponding matrix as in Exercise 1.8. Give
a necessary and sufficient condition on (cxm.) for A to be compact.
16. If(X,d) is a compact metric space and :F £;; C(X), show that :F is equicontinuous
if and only if for every e > 0 there is a {J > 0 such that lf(x)- f(y)l < e whenever
d(x, y) < f> and f e:F.
17. If X is locally compact and :F £;; C0 (X), show that :F is totally bounded if and
only if (a) :F is bounded; (b) :F is equicontinuous; (c) for every e > 0 there is a
compact subset K of X such that lf(x)l < e for all f in :F and x in X\K.
18. If X is locally compact and Ae£?6 0 (C 0 (X)), then there is a sequence {A.} of finite-
rank operators such that II A. - A II -+ 0.
19. Let &t be a Banach space and suppose there is a net {F;} of finite-rank operators
on &t such that (a) sup; II F; II < oo; (b) II F;x- x II--+ 0 for all x in &t. Show that if
Ae£?6 0 (&r), then II F;A- A 11--+0 and hence there is a sequence {A.} of finite-rank
operators on &t such that II A.- A 11-+0.
20. Let 1 ::;; p::;; oo and let (X, n, Jl) be a a-finite measure space. If AEBB 0 (U(J1)), show
that there is a sequence {A.} of finite-rank operators such that II A.- A I --> 0.
(Hint: Use Exercise 19.)
21. Let X be compact and let UU be the collection of all pairs (C, F) where
C = { U 1 , ... , U"} is a finite open cover of X and F = {x ~> ... , x.} 5; X such that
xjEUj for l ::;;j::;; n. If(C 1 , F d and (C 2 , F 2 )EUU, define (C 1 , F 1 )::;; (C 2 , F 2 ) to mean:
(a) C 2 is a refinement of C 1 ; that is, each member of C 2 is contained in some
member ofC 1 • (b) F 1 5; F 2 • If IX =(C,F)EUU let {</> 1 , .•• , </>.}be a partition of unity
subordinate to C. If F = {x 1 , ... , x.}, define T.: C(X)--> C(X) by
n
(T.f)(x) = I f(x)<P)x).
Then: (a) T.EBB 00 (C(X)); (b) I T.ll = 1; (c) (UU, ::;; ) is a directed set and { T.: IXEUU}
is a net; (d) II T.f- fll-->0 for each f. Now apply Exercise 19 to obtain a new
proof of Theorem 3.11.
§4. Invariant Subspaces

4.1. Definition. If !!l is a Banach space and TE&?l(!!l), an invariant subspace
for Tis a closed linear subspace A of !!l such that TxEA whenever xEA.
A is nontrivial if A =I (0) or !!f. Lat T =the collection of all invariant
subspaces for T. If .91£ &?J(!!l), then Lat .91 = n {Lat T: TEd}.
This generalizes the corresponding concept of invariant subspace for an

operator on Hilbert space (11.3.5). Note that the idea of a reducing subspace
for an operator on a Hilbert space has no generalization to Banach spaces
since there is no concept of an orthogonal complement in Banach spaces.
4.2. Proposition.
(a) If A 1 ,A 2 ELatT, then A 1 vA 2 :=:cl(A 1 +A 2 )ELatT and A 1 A
A 2 :=:A 1 nA 2 ELat T.
(b) If {Ai: iEI} £ Lat T, then V { Ai: iEI}, the closed linear span of UiAi,
and 1\ {Ai: iEI} :=: niAi belong to Lat T.
The proof of this proposition is left as an exercise. The proposition,

however, does justify the use of the symbol "Lat" to denote the collection
of invariant subspaces. With the operations v and 1\ , Lat T is a lattice
(a) that is complete (b). Moreover, Lat T has a largest element, !!l, and a
smallest element, (0).
The main question is: does Lat T have any elements besides (0) and !!l?
In other words, does T have a nontrivial invariant subspace? C.J. Read
[1984] showed the existence of a Banach space and an operator on the
Banach space having no non-trivial invariant subspaces. This was preceded
by some work of P Enflo (not published, but circulated) which did the same
thing. Later B Beauzamy [1985] sorted out Enflo's ideas and gave an
exposition and simplification of Enflo's construction. Enflo's work eventually
appeared in Enflo [1987]. Read [1986] gave a self contained exposition
showing that there is a bounded operator on f1 having no nontrivial invariant
subspace. This deep work does not completely settle the matter. Which
Banach spaces !!£ have the property that there is a bounded operator on !!£
with no nontrivial invariant subspaces? If !!l' is reflexive, is Lat T nontrivial
for every T in PJ(!!l')? The question is unanswered even if !!l' is a Hilbert
space. However, for certain specific operators and classes of operators it has
been shown that the lattice of invariant subs paces is not trivial. In this section
it will be shown that any compact operator has a nontrivial invariant
subspace. This will be obtained as a corollary of a more general result of V.
Lomonosov. But first some examples.
4.3. Example. If !!l' is a finite dimensional space over cr

and TePJ(!!£), then
Lat T is not trivial. In fact, let !!l' = <ed and let T = a matrix. Then
p(z) = det(T- zl) is a polynomial of degree d. Hence it has a zero, say tx. If
det (T- tx/) = 0, then (T- tx/) is not invertible. But in finite dimensional
spaces this means that T- tx/ is not injective. Thus ker(T- tx/) =F (0). Let
.A~ ker(T- tx/) such that .A =F (0). If xe.A, then Tx = txxE.A, so .A eLat T.
4.4. Example. If T = [ ~ - ~ Jon R 2, then Lat Tis trivial. Indeed, if Lat T

is not trivial, there is a one-dimensional space .A in Lat T. Let
.A= {txe: txER}. Since .AeLat T, Te = .A.e for some A. in R. Hence
T 2 e = T(Te) = .A.Te = .A. 2 e. But T 2 = -I, so -e = .A. 2 e and it must be that
A. 2 = - I if e =F 0. But this cannot be if A. is real.
If d): 3, however, and TePJ(R4 ), then Lat Tis not trivial (Exercise 6).
4.5. Example. If V: L 2 [0, I] -+L 2 [0, l] is the Volterra operator, Vf(x) =

J~f(t)dt, and 0 ~ tx ~ 1, put .Aa= {f EL 2 [0, 1]: f(t) = 0 for 0 ~ t ~ tx }. Then
JlaELat V. Moreover, it can be shown Lat V = {Jta: 0 ~ tx ~ 1}. (See
Donoghue [1957], and Radjavi and Rosenthal [1973], p. 68.)
4.6. Example. If S:[P-+[P is defined by S(tx 1 ,tx 2 , ... )=(0,tx 1 ,tx 2 , ... ), and
Jtn = {xe[P: x(k) = 0 for 1 ~ k ~ n }, then .AneLat S.
4.7. Example. Let (X, n, Jl) be a u-finite measure space and for cjJ in L 00 (Jl)
let Mq, denote the multiplication operator on U(Jt), 1 ~P~ oo. If .1en, let
.#d={feU(J.t): f=O a.e. [Ji,] off .1}. Then for each cjJ in L'x'(J.t),
JtdeLatMq,.
It is a difficult if not impossible task to determine all the invariant subspaces

of a specific operator. The Volterra operator and the shift operator are
examples where all the invariant subspaces have been determined. But there
are multiplication operators M q, for which there is no characterization of

Lat M q, as well as some M q, for which such a characterization has been
achieved. One such example follows: let J1. = Lebesgue area measure on lD
and let (Af)(z) = zf(z) for fin U(Jl.). There is no known characterization of
LatA.
It is necessary at this point to return to the geometry of Banach spaces
to prove the following classical theorem, which appeared as Exercise V.13.2.
4.8. Mazur's Theorem. If f!C is a Banach space and K is a compact subset of

f!C, then co(K) is compact.
PROOF. It suffices to show that co(K) is totally bounded. Let e > 0 and
choose x 1 , ... , xn inK such that K s;: Ui= 1 B(xi; e/4). Put C =co {x 1 , ... , xn}·
It is easy to see that C is compact (Exercise V.7.8). Hence there are vectors
Y1' ... ' Ym inc such that c s;: u~= 1B(y;; e/4). If WECo(K), there is a z in co(K)
with I w- z II< e/4. Thus z = L~= 1 aPkP, where kPEK, aP ~ 0, and :LaP= 1.
Now for each kP there is an xi<P) with II kP- xi<P) I < e/4. Therefore
~ L aP!IkP-xi(p)ll
p=1
.
<e/4.
But L:PaPxi(P)EC so there is a Y; with I Lpapxj(p)- Y; II < e/4. The triangle
inequality now shows that co(K) s;: U~= 1 B(y;; e) and so co(K) is totally
~~~
The next result is from Lomonosov [1973]. When it appeared it caused

great excitement, both for the strength of its conclusion and for the simplicity
of its proof. The proof uses Schauder's Fixed-Point Theorem (V.9.5).
4.9. Lomonosov's Lemma. If d is a subalgebra of ~(fi[) such that 1Ed and

Lat d = {(0), f£} and if K is a nonzero compact operator on f!C, then there is
an A in d such that ker(AK- 1) i= (0).
PROOF. It may be assumed that I K I = 1. Fix x 0 in f£ such that II Kx 0 I > 1
and putS= {xE:!C: I x- x 0 II~ 1}. It is easy to check that
4.10 Of#S and O¢cl K (S).
Now if xE:!C and xi= 0, cl {Tx: TEd} is an invariant subspace ford (because
d is an algebra) that contains the nonzero vector x (because 1Ed). By
hypothesis, cl {Tx: TEd}= f£. By (4.10) this says that for every yin cl K(S)
there is a T in d with I Ty- x 0 I < 1. Equivalently,
clK(S)£ U {y: I/Ty-x 0 1/ < 1}.

Tesl
Because cl K (S) is compact, there are T 1 , ..• , Tn in .91 such that

n
4.11 clK(S)£ U {y:I\Tiy-x0 1\<1}.
j=1
For yin clK(S) and 1~j ~ n, let ai(y)=max{O, 1-11 Tiy-x 0 II}. By (4.11),
:Lj= 1 ai(y)>0 for ally in clK(S). Define bi:clK(S)-R by
b ( )- ai(y)
j Y - n '
L a;(Y)
i= 1
and define 1/J: S -f!l by

n
ljl(x) = L bi(Kx)TiKx.
j= 1
It is easy to see that ai: cl K(S)- [0, 1] is a continuous function. Hence bi

and ljJ are continuous.
If xeS, then KxeK(S). If biKx) > 0, then ai(Kx) > 0 and so
I TiKx- x 0 I < 1. That is, TiKxeS whenever bi(Kx) > 0. Since Sis a convex
set and :Lj= 1 bi(Kx) = 1 for x in S,
1/J(S) £ S.
Note that TiK e!JI 0 (f!l) for eachj so that Ui= 1 7JK(S) has compact closure.
By Mazur's Theorem, co (Uj= 1 TiK(S)) is compact. But this convex set
contains 1/J(S) so that cllji(S) is compact. This is, ljJ is a compact map. By the
Schauder Fixed-Point Theorem, there is a vector x 1 inS such that ljl(x 1 ) = x 1 .
Let Pi= bi(Kx 1 ) and put A= L.}= 1 P;Ti. So Aesl and AKx 1 = ljl(x 1 ) = x 1 .
Since x 1 t= 0 (Why?), ker(AK- 1) t= 0. •
4.12. Definition. If T e!JI(f!l), then a hyperinvariant subspace forT is a subspace

.A of f!l such that A.A £ .A for every operator A in the commutant of T,
{T}'; that is, A.A £.A whenever AT = T A.
Note that every hyperinvariant subspace for T is invariant.
4.13. Lomonosov's Theorem. Iff£ is a Banach space over <C, Te!JI(f£), T is

not a multiple of the identity, and TK = KT for some nonzero compact operator
K, then T has a nontrivial hyperinvariant subspace.
PROOF. Let .91 = {T}'. We want to show that Lat .91 t= { (0), f£}. If this is not
the case, then Lomonosov's Lemma implies that there is an operator A in
.91 such that fi=ker(AK-1)#(0). But JVeLat(AK) and AK\JV is the
identity operator. Since AK E£?8 0 (¥), AK I% E£?8 0 (%). Thus dim%< oo.
Since AK Ed= { T}', for any x in %, AK(Tx) = T(AKx) = Tx; hence
T% s; %. But dim% < oo so that T I% must have an eigenvalue A. Thus
ker(T- ,l.) =.It# (0). But .It#¥ since T is not a multiple of the identity.
It is easy to check that .It is hyperinvariant for T. •
A proof of a slightly weaker version of Lomonosov's Theorem that avoids

Schauder's Fixed Point Theorem can be found in Michaels [1977].
4.14. Corollary. (Aronszajn-Smith [1954].) If K EPl 0 (¥), then Lat K is

nontrivial.
The next result appeared in Bernstein and Robinson [1966], where it is

proved using nonstandard analysis. Halmos [1966] gave a proof using
standard analysis. Now it is an easy consequence of Lomonosov's Theorem.
4.15. Corollary. If¥ is infinite dimensional, AEPJ(Et), and there is a polynomial

in one variable, p, such that p(A)E£?8 0 (¥), then LatA is nontrivial.
PROOF. If p(A) # 0, then Lomonosov's Theorem applies. If p(A) = 0, let p(z) =
et: 0 + et: 1 z + ··· + a:nz", et:n # 0. For x # 0, let .It= V {x, Ax, ... , A"- 1 x}. Since
A"= -a:; 1 [et: 0 + et: 1 A+ ·· · + et:n-t A"- 1 ], Jt ELatA. Since xEJI, Jt # (0);
since dim .It < oo, .It # ¥. •
4.16. Corollary. If K 1 , K 2 E£?8 0 (:?£) and K 1 K 2 = K 2 K 1 , then K 1 and K 2 have

a common nontrivial invariant subspace.
EXERCISES
I. Let A, B, T E:Jl(Er) such that T A = BT. Show that graph (T)E Lat(A EBB).
2. Prove that .AELat T if and only if .Aj_ELat T*. What does the map .A~--+.AJ.
of Lat T into Lat T* do to the lattice operations?
3. Let {e 1,e 2 ,e 3 } be the usual basis for IF 3 and let IX 1,1X 2 ,1X 3 EIF. Define T: IF 3 -+IF 3
by Tei = IXiei, I ~j ~ 3. (a) If IX 1 ,1X 2 ,1X 3 are all distinct, show that .AELat T if and
only if .A= V E, where E~ {e 1,e 2 ,e 3 }. (b) If IX 1 =IX 2 #IX 3 , show that .AELat T
if and only if .A= JV + 2', where JV ~ V {e 1,e 2 } and 2' ~ {1Xe 3: IXEIF}.
4. Generalize Exercise 3 by characterizing Lat T, where T is defined by Tei = IXiei,
I ~j~d, for any choice of scalars IX 1 , ... ,1Xd and where {e 1 , ... ,ed} is the usual
basis for JFd.
5. Let {e 1 , ... ,ed} be the usual basis for JFd, let {1X 1 , ... ,1Xd-d ~IF with no IXi=O. If
Tei = IXiei+ 1 for I ~j ~ d- 1 and Ted= 0, find Lat T.
6. If TE:Jl(JR.d) and d ~ 3, show that T has a nontrivial subspace.
7. Show that if TE:Jl(Er) and Er is not separable, then T has a nontrivial invariant
subspace.
8. Give an example of an invertible operator T on a Banach space f!l' and an invariant

subspace vii for T such that vii is not invariant for r- 1•
9. Let f![ be a Banach space over <C, let KE~ 0 (?l') and show that if rc is a maximal
chain in Lat K, then rc is a maximal chain in the lattice of all subspaces of f!l'.
§5. Weakly Compact Operators

5.1. Definition. Iff!( and IJ!J are Banach spaces, an operator T in 91(f!£, IJ!J) is
weakly compact if the closure of T(ball X) is weakly compact.
Weakly compact operators are generalizations of compact operators, but

the hypothesis is not sufficiently strong to yield good information about their
structure.
Recall that in a reflexive Banach space the weak closure of any bounded
set is weakly compact. Also, a bounded operator T: f!(-+ IJ!J is continuous if
both f!( and IJ!J have their weak topologies (1.1). With these facts in mind,
the proof of the next result becomes an easy exercise for the reader.
5.2. Proposition.
(a) If either f!( or IJ!J is reflexive, then every operator in 91(f!£, IJ!J) is weakly
compact.
(b) If T: f!£-+ IJ!J is weakly compact and AE91(1J!J, .2"), then AT is weakly
compact.
(c) If T: f!£-+IJ!J is weakly compact and BE91(.2", f!£), then TB is weakly
compact.
This proposition shows that assuming that an operator is weakly compact

is not that strong an assumption. For example, iff!( is reflexive, every operator
in 91(f!£) is weakly compact. In particular, every operator on a Hilbert space
is weakly compact. So any theorem about weakly compact operators is a
theorem about all operators on a reflexive space.
In fact, there is a degree of validity for the converse of this statement. In
a certain sense, theorems about operators on reflexive spaces are also
theorems about weakly compact operators. The precise meaning of this
statement is the content of Theorem 5.4 below. But before we begin to prove
this, a lemma is needed.
Let IJ!J be a Banach space and let W be a bounded convex balanced subset
of IJ!J. For n > 1 put U" = 2"W + 2-"int[balliJ!J]. Let Pn =the gauge of U"
(IV.l.14). Because Un22-"int[ball1J!J], it is easy to check that Pn is a norm
on IJ!J. In fact, Pn and II· II are equivalent norms. To see this note that if
I y I < 1, then 2 -nyEU n so that Pn(Y) < 2". Hence Pn(Y)::;; 2" I y II- Also, because
Wis bounded, un must be bounded; let M >sup{ II Yll: yEUn}· So ifpn(Y) < 1,
II y II< M. Thus II y II::;; Mp"(y), and 11·11 and Pn are equivalent norms.
5.3. Lemma. For a Banach space OJ/ let W, U"' and P. be as above. Let f!4 =the
set of ally in OJ/ such that IIlY/II = u:::~ 1p.(y) 2] 112 < 00. Then
(a) W ~ { y: IIlY/II < l};
(b) (~.II/· 1//) is a Banach space and the inclusion map A: f!4-+ OJ/ is continuous;
(c) A**: ~**-+ OJJ** is injective and (A**) - 1 (0J/) = f!i;
(d) ~ is reflexive if and only if cl W is weakly compact.
PROOF. (a) If weW, then 2"weU •. Hence 1 > p.(2"w) = 2"p.(w), so p.(w) < r•.
Thus 1//w/1/ 2 < :L.(2-") 2 < 1.
(b) Let OJJ. =OJ/ with the norm p. and put f!l = EB 2 ~. (111.4.4). Define <1>:
.<Yt-+ f!l by ( y) = ( y, y, .. .). It is easy to see that is an isometry though it
is clearly not surjective. In fact, ran = {(y.)ef!l: Y. = Ym for all n, m}. Thus
~ is a Banach space. Let P 1 = the projection of f!l onto the first coordinate.
Then A = P 1 o and hence A is continuous.
(c) With the notation from the proof of (b), it follows that f!l** = EB 2 ~:*
and <1>**: ~**-+f!l** is given by **(y**)=(A**y**,A**y**, ... ). Now the
fact that is an isometry implies that * is surjective. (This follows in two
ways. One is by a direct argument (see Exercise 2). Also, ran * is closed
since ran is closed ( 1.1 0), and ran * is dense since ..L(ran *) = ker = (0).)
Hence ker ** =(ran *)..L = (0); that is, ** is injective. Therefore A** is
injective.
Now let y**eA**- 1 (~).1t follows that <l>**y** =xef!l. Let {Y;} be a net
in ~ such that II yd/ ~ I y** II for all i and Y;-+ y** u(~**, ~*) (V.4.1). Thus
**( y;)-+ **( y**) u(f!l**, f!l*). But **( Y;) = <l>(y;)Ef!l and **( y**) = x.
Hence <l>(y;)-+x u(f!l,f!l*). Since ran<l> is closed, xeran<l>; let <l>(y)=x. Then
0 = <l>**(y**- y). Since ** is injective, y** = yE~.
(d) An argument using Alaoglu's Theorem shows that A **(ball~**)= the
u(~**, OJ/*) closure of A(ball ~). Put C = A(ball~). Suppose cl W is weakly
compact. Now C ~ 2" cl W + 2 -• ball ~·· and this set is u(OJJ**, ~*) com-
pact. From the preceding comments, A **(ball~**)~ 2" cl W + 2 -·ball OJ/**.
Thus,
A**(ball~**)~ n [2"clW+2-"ballOJJ**]
00
n~1
~ n [OJ/+ r· ball OJ/**]

00
n~1
=~.
By (c), ~·· = .C/l and fit is reflexive.

Now assume .C/t is reflexive; thus ball ~ is u(~. ~*)-compact. Therefore
C = A(ball.C/t) is weakly compact in ~- By (a), cl W is weakly compact. •
The next theorem, as well as the preceding lemma, are from Davis, Figiel,
Johnson, and Pelczynski [1974].
5.4. Theorem. If fl£, llJ/ are Banach spaces and TE!!l(fl£, llJ/), then Tis weakly
compact if and only if there is a reflexive space f?t and operators A in PJ(f?t, llJ/)
and B in &l(.q[, f?t) such that T = A B.
PRooF. If T = AB, where A, B have the described form, then T is weakly

compact by Proposition 5.2.
Now assume that Tis weakly compact and put W = T(ball fl£). Define fJl
as in Lemma 5.3. By (5.3d), f?t is reflexive. Let A: f}l-.llJ/ be the inclusion
map. Note that if xEball fl£, then TxEW. By (5.3a), IIITxlll < 1 whenever
II x II ~ 1. So B: fl£--. f?t defined by Bx = Tx is a bounded operator. Clearly
AB= T. •
The preceding result can be used to prove several standard results from
antiquity.
5.5. Theorem. If fl£, llJ/ are Banach spaces and TEBI(fl£, llJ/), the following
(a) T is weakly compact.

(b) T**(fl£**) £ llJ/.
(c) T* is weakly compact.
PROOF. (a) =>(b): Let f?t be a reflexive space, AEBI(fJl, llJ/), and BEBI(fl£, f?t) such
that T=AB. So T**=A**B**. But A**: [?i-.llJ/** since f?t**=f?i. Hence
A**= A. Thus T** = AB**, and so ranT**£ ran A£ llJ/.
(b)=>(a): T**(ballfl£**) is a(llJ/**, llJ/*) compact by Alaoglu's Theorem and
the weak* continuity ofT**. By (b), T**(ball fl£**) =Cis a(llJ/, llJ/*) compact
in llJ/. Hence T(ball fl£) £ C and must have weakly compact closure.
(c)=>(a): Let!/ be a reflexive space, CEBI(IlJ/*, !/), DEBI(!/, fl£*) such that
T*=DC. So T**=C*D*, D*: fl£**-.!/*, and C*: !/*-.llJ/**. Put
fJl = cl D*(fl£) and B = D* Ifl£; then B: fl£--. f?t and f?t is reflexive. Let A = C* If?t;
so A: f}l-.llJ/**. But if xEfl£, ABx = C*D*x = T**x = TxEilJI. Thus A: [?i-.llJ/.
Clearly AB = T.
(a)=>(c): Exercise. •
EXERCISES
2. If f1l and;![ are Banach spaces and : fll-+f!' is an isometry, give an elementary
proof that * is surjective.
3. Let ;![ be a Banach space and recall the definition of a weakly Cauchy sequence
(V.4.4). (a) Show that every bounded sequence in c0 has a weakly Cauchy
subsequence, but not every weakly Cauchy sequence in c0 converges. (b) Show
that if TEBI(c 0 ) and Tis weakly compact, then Tis compact.
4. Say that a Banach space f!{ is weakly compactly generated (WCG) if there is a
weakly compact subset K off!{ such that f!{ is the closed linear span of K. Prove
(Davis, Figiel, Johnson, and Pelczynski, [1974]) that !![ is WCG if and only if
there is a reflexive space and an injective bounded operator T:Yl--+ !![ such that
ranT is dense. (Hint: The Krein-Smulian Theorem (V.I3.4) may be useful.)
5. If (X,Q,tt) is a finite measure space, kEL"'(X x X,Q x Q,tt x tt), and K:
J
L1 (tt)--+ L1(tt) is defined by (Kf)(x) = k(x, y)f(y)dtt(y), show that K is weakly
compact and K 2 is compact.
6. Let '!If be a weakly sequentially complete Banach space. That is, if { Yn} is a sequence
in '!If such that { <y., y*)} is a Cauchy sequence in IF for every y* in '!If*, then
there is a y in '!If such that Y.--+ y weakly [see (V.4.4)]. (a) If TEf!J(!!C, '!If) and
x**E!!C** such that x** is the a(!!C**,!!C*) limit of a sequence {x;*} from !!C** such
that T**(x**)E'!Y for every n, show that T**(x**)E'!Y. Let X be a compact space
and put ff "= all subsets of X that are the union of a countable number of compact
G~ sets. Let .!l' =the linear span of {XF: FEff} considered as a subset of
M(X)* = C(X)**. (b) Show that if TEf!J(C(X), '!If), then T**(.!l') s; '!If. (c)
(Grothendieck [1953].) If TEf!J(C(X), '!If), then Tis weakly compact. [Hint (Spain
[1976]): Use James's Theorem V.l3.3).]
CHAPTER VII
Banach Algebras and Spectral Theory for

Operators on a Banach Space
The theory of Banach algebras is a large area in functional analysis with

several subdivisions and applications to diverse areas of analysis and the rest
of mathematics. Some monographs on this subject are by Bonsall and Duncan
[1973] and C.E. Rickart [1960].
A significant change occurs in this chapter that will affect the remainder
of this book. In order to prove that the spectrum of an element of a Banach
algebra is nonvoid (Section 3), it is necessary to assume that the underlying
field of scalars 1F is the field of complex numbers <C. It will be assumed from
Section 3 until the end of this book that all vector spaces are over <C. This
will also enable us to apply the theory of analytic functions to the study of
Banach algebras and linear operators.
In this chapter only the rudiments of this subject are discussed. Enough,
however, is presented to allow a treatment of the basics of spectral theory
for operators on a Banach space.
§ 1. Elementary Properties and Examples

An algebra over 1F is a vector space d over 1F that also has a multiplication
defined on it that makes .9/ into a ring such that if aE1F and a, bEd,
a(ab) = (aa)b = a(ab).
1.1. Definition. A Banach algebra is an algebra d over 1F that has a norm

11·11 relative to which d is a Banach space and such that for all a, b in d,
1.2 llabll ~ llallllbll·

188 VII. Banach Algebras and Spectral Theory
If .91 has an identity, e, then it is assumed that II e II = 1.

The fact that (1.2) is satisfied is not essential. If .91 is an algebra and has
a norm relative to which .91 is a Banach space and is such that the map of
.91 x .91--. .91 defined by (a, b)t-+ab is continuous, then there is an equivalent
norm on .91 that satisfies (1.2) (Exercise 1).
If .91 has an identity e, then the map ex~-+exe is an isomorphism ofF into
.91 and II exe II = Iex 1. So it will be assumed that F £: .91 via this identification.
Thus the identity will be denoted by 1.
The content of the next proposition is that if .91 does not have an identity,
it is possible to find a Banach algebra .9/1 that contains .9/, that has an
identity, and is such that dimdtfd = 1.
1.3. Proposition. If .91 is a Banach algebra without an identity, let .911 = .91 x F.
Define algebraic operations on .911 by
(i) (a, ex)+ (b, p) =(a + b, ex + {3);
(ii) fJ(a, ex) = ({Ja, fJex);
(iii) (a, cx)(b, fJ) = (ab + exb + {Ja, exfJ).
Define II (a, ex) II = II a II + Iex 1. Then .911 with this norm and the algebraic
operations defined in (i), (ii), and (iii) is a Banach algebra with identity (0, 1)
and a~-+(a, 0) is an isometric isomorphism of .91 into .911 .
PROOF. Only (1.2) will be verified here; the remaining details are left to the
reader. If (a, ex), (b, fJ)ed 1 , then II (a, ex)(b, fJ) II = II (ab + {Ja + exb, exfJ) II = II ab +
fJa + exbll + lex/31 ~II all lib II+ IPI II all+ lexl lib II+ lexll/31 = ll(a,ex)ll ll(b,/3)11 .
1.4. Example. If X is a compact space, then .91 = C(X) is a Banach algebra

•
if (fg)(x) = f(x)g(x) whenever f, ged and x eX. Note that .91 is abelian and
has an identity (the constantly 1 function).
If X is completely regular and .91 = Cb(X), then .91 is also a Banach algebra.
In fact, Cb(X) ~ C(fJX) (V.6) so that this is a special case of Example 1.4.
Another special case is 100 •
1.5. Example. If X is a locally compact space, .91 = C 0 (X) is a Banach algebra

when the multiplication is defined pointwise as in the preceding example. .91
is abelian, but if X is not compact, .91 does not have an identity. If X oo is
the one-point compactification of X, then C(X 00 ) 2 C0 (X) and C(X 00 ) is a
Banach algebra with identity.
Note that c0 is a special case of Example 1.5.
1.6. Example. If (X,!l,Jl) is au-finite measure space and .91 = L"'(X,!l,Jl),

then .91 is an abelian Banach algebra with identity if the operations are
defined pointwise.
1.7. Example. Let!!£ be a Banach space and put .s.1 = 86(!!£). If multiplication
is defined by composition, then .s.1 is a Banach algebra with identity, l. If
dim!!£ ~ 2, .91 is not abelian.
1.8. Example. If!!£ is a Banach space and .s.1 = 860 (!!£), the compact operators
on !!£, then .s.1 is a Banach algebra without identity if dim!!£ = oo. In fact,
860 (!!£) is an ideal of 86(!!£).
Note that a special case of Example l. 7 occurs when .s.1 = M n(IF), the n x n
matrices, where .s.1 is given the norm resulting when M n(IF) is identified with
86(1P).
1.9. Example. Let G be a locally compact topological group and let

M(G) =all finite regular Borel measures on G. If J.l, vEM(G), define
L: C0 (G)-+IF by
L(f) = I I f(xy) dJ.1(X) dv(y) = I I f(xy) dv(y) dJ.l(X).

Then Lis a linear functional on C 0 (G) and
IL{f)l :(IIlf(xy)ldiJ.11(x)dlvl(y)
:( 11/IIIIJ.lllll v 11.
SoLE C0 (G)* = M(G). Define J.l*V by L(f) =Sf dJ.1*Vforfin C 0 (G). That is,
1.10 If dJ.1*V =II f(xy)dJ.l(x)dv(y).
Note that II J.1 *vII = II L II :( II J.1 II I vII. If follows that M( G) is a Banach algebra
with this definition of multiplication. The product J.l* vis called the convolution
of J.1 and v.
Let e =the identity of G and let <>e =the unit point mass at e. Iff EC 0 (G),
then
If dJ.l*De =II f(xy)dJ.l(x)dDe(Y)
= I f(xe) dJ.1(X)
= IfdJ.1.
So J.l*De = J.1; similarly, De*J.l = J.l. Hence <>e is the identity for M(G).
If x, yEG, then it is easy to check that Dx*Dy = <>xy and M(G) is abelian if
and only if G is abelian.
1.11. Example. Let G be a a-compact locally compact group and let m =right
Haar measure on G. That is, m is a non-negative regular Borel measure on
G such that m(U) > 0 for every nonempty open subset U of G and
f f(xy)dm(x) = f f(x)dm(x) for every fin C,(G) (the continuous functions f:
G-+ IF with compact support). If G is compact, the existence of m was
established in Section V.ll. If G is not compact, m exists but its existence
must be established by nonfunctional analytic methods. If G is not assumed
to be a-compact, then a Haar measure exists but it is not regular in the sense
defined in this book. (See Nachbin [1965].)
If J, gEL1(m), let p. = fm and v = gm as in the proof of (V.8.1). Then
p.,vEM(G) and IIP.II = llfl1 1, II vii= llgll 1 • In fact, the Radon-Nikodym
Theorem makes it possible to identify L 1(m) with a closed subspace of M(G).
Is it a closed subalgebra?
Let </JECc(G). Then
I </Jdp.*V =I I cf>(xy)f(x)g(y)dm(x)dm(y)
=I g(y{I cf>(xy)f(x)dm(x) }m(y)
= Ig(y{I cf>(x)f(xy- 1 )dm(x)}m(y)
=I </J(x{ I f(xy- 1 )g(y)dm(y) }m(x)
= Icf>(x)h(x)dm(x),
where h(x)=ff(xy- 1 )g(y)dm(y), x in G. It follows that hEL1(m) (see

Exercise 4). Thus Jl.*V = hm, so L1(m) is a Banach subalgebra of M(G). In fact,
the preceding discussion enables us to define/ *gin L 1(m) forf, gin L 1(m) by
f *g(x) =I f(xy- 1 )g(y)dm(y).
The algebra L 1(m) is denoted by L1(G).

It can be shown that L1(G) is abelian if and only if G is abelian and L1(G)
has an identity if and only if G is discrete (in which case L1( G) = M( G)-what
ism?). This algebra is examined more closely in Section 9.
If {dJ is a collection of Banach algebras, let (f) 0 d; = {aEfl;d;: for all
s>O, {i: lla(i)ll ~~:}is finite}.
1.12. Proposition. If {d;} is a collection of Banach algebras, (f) 0 d; and (f) 00 d;

are Banach algebras.
PROOF. Exercise.
EXERCISES
1. Let .W be an algebra that is also a Banach space and such that if aEd, the maps
xr->ax and xr-> xa of .0'/--> d are continuous. Let .0'/ 1 = d x F as in
Proposition 1.3. If a Ed, define La: .0'/ 1 --> d 1 by La( X,¢)= (ax+ ¢a, 0). Show that
La E.;d(d 1 ) and if Ill a Ill = II La II, then 111·111 is equivalent to the norm of d and d with
111·111 is a Banach algebra.

3. Verify the statements made in Examples (1.4) through (1.9) and (1.11).
4. Let G be a locally compact group. (a) If c/JECc{G) and e > 0, show that there is an
open neighborhood U of e in G such that II ¢x- c/Jy II< e whenever xy- 1 E U. [Here
¢)z)=¢(xz).] (b) Show that ifjEIJ'(G), 1~p<oo, and e>O, there is an open
neighborhood U of e in G such that II fx- JY II P< e whenever xy- 1 E U. (c) Show
that if jEU(G) and gEL"'(G), h(x)= Jj(xy- 1 )g(y)dm(y) defines a bounded
continuous function h: G--> F. (d) Iff, gEL1(G) and his defined as in (c), show that
hEL1(G).

6. Let {.ol;: iEI} be a collection of Banach algebras. (a) Show that EB 0 d; is a closed
ideal of EB wol;. (b) Show that EB 00 ..91; has an identity if and only if each d; has
an identity. (c) Show that EBod; has an identity if I is finite and each d; has an
identity.
7. If X, Y are completely regular, show that Cb(X)EBooCb(Y) is isometrically

isomorphic to Cb(X EB Y), where X EB Y is the disjoint union of X and Y.
8. If X and Y are locally compact, show that C 0 (X)EB 00 C 0 (Y) is isometrically
isomorphic to C 0 (X EB Y).
9. Let {X;: iEI} be a collection of locally compact spaces and let X= the disjoint
union of these spaces furnished with the topology {Us;X: UnX; is open in X;
for all i}. Show that X is locally compact and EB 0 C 0 (X;) is isometrically isomorphic
to C 0 (X).
§2. Ideals and Quotients
If d is an algebra, a left ideal of .<:1 is a subalgebra A of d such that axE A

whenever aEd, xEA. A right ideal of dis a subalgebra A such that xaEA
whenever aE.r4, xEA. A (bilateral) ideal is a subalgebra of d that is both
a left ideal and a right ideal.
If aE.r4 and d has an identity 1, say that a is left invertible if there is an
x in .<:1 with xa = 1. Similarly, define right invertible and invertible elements.
If a is invertible and x, yE.s:xl such that xa= 1=ay, then y= 1y=(xa)y=x(ay)=
xl = x. So if a is invertible, there is a unique element a- 1 such that
aa - 1 = a - 1 a = 1.
If ..# is a left ideal in .<4, aEA, and a is left invertible, then A= d. In
fact, if xa = 1, then 1E.A since .A is a left ideal. Thus for y in d, y = y1 Evil.

This forms a link between ideals and invertibility.
In the case of a Banach algebra some bonuses occur due to the interplay
of the norm and the algebra. The results of this section will be for Banach
algebras with an identity. To discuss invertibility this is, of course, the only
feasible setting. For Banach algebras without an identity some analogous
results can be obtained, however, by a consideration of the algebra obtained
by adjoining an identity (1.3). The concept of a modular ideal and a modular
unit can also be employed (see Exercise 6).
The next proof is based on the geometric series.
2.1. Lemma. If d is a Banach algebra with identity and xEd such that
II x - 111 < 1, then x is invertible.
PROOF. Let y = 1 - x; so II y II = r <1. Since IIY" II ~ II y II"= r" (Why?),
'L:'=o II y" II < oo.Hence z = 'L:'=oY" converges in d. If zn = 1 + y + y 2
+ 000 + y",
Zn(l- y) = (1 + Y + ··· + y")- (y + y 2 + ··· + yn+ 1) = 1- y"+l.
But II y"+ 1 II ~ r"+ 1, soy"+ 1 -+0 as n-+ oo. Hence z(1- y) =lim zi1- y) = 1.
Similarly, (1 - y)z = 1. So (1 - y) is invertible and (1- y)- 1 = z = 2.; y". But
1- y= 1-(1-x)=x. •
Note that completeness was used to show that 2,y" converges.
2.2. Theorem. If d is a Banach algebra with identity, G1 = {a Ed: a is left

invertible}, G,= {aEd: a is right invertible}, and G= {aEd: a is invertible},
then G,, G, and G are open subsets of d. Also, the map af-+a- 1 of G-+ G is
continuous.
PROOF. Let a 0 EG1 and let b0 Ed such that b0 a0 = 1. If II a- a0 II < II b0 11- 1 ,

then I b0 a- 111 = I b0 (a - a0 ) II < 1. By the preceding lemma, x = b0 a is
invertible. If b = x- 1b0 , then ba = 1. Hence G, 2 {a Ed: II a- a0 II < II b0 II- 1 }
and G, must be open. Similarly, G, is open. Since G = G; n G, (Why?), G is open.
To prove that aHa- 1 is a continuous map of G-+ G, first assume that
{an} is a sequence in G such that an-+ 1. Let 0 < {) < 1 and suppose
I a"- 111 < 1>. From the preceding lemma, a;; 1 = (1- (1- a"))- 1 =
2.:'= 0 (1- a")k = 1 + 2.:'= 1(1 -ant Hence
00
~ L 111-anllk
k=1
< f>/(1 - 1>).

If e > 0 is given, then J can be chosen such that J/(1 - J) <e. So II an- 1 II < J
implies II an- 1 - 111 <e. Hence lim a;; 1 = 1.
Now let aeG and suppose {an} is a sequence in G such that an-+a. Hence
a- 1 an-+l. By the preceding paragraph, a;; 1 a=(a- 1 an)- 1 -+l. Hence
an- 1 = an- 1 aa- 1 -+ a- 1. •
Two facts surfaced in the preceding proofs that are worth recording for
the future.
2.3. Corollary. Let .91 be a Banach algebra with identity.

(a) If lla - 111 < 1, then a- 1 = Lk'=o(1 - at
(b) If boao = 1 and lla- a0 11 < llboii-1, then a is left invertible.
A maximal ideal is a proper ideal that is contained in no larger proper ideal.
2.4. Corollary. If .91 is a Banach algebra with identity, then

(a) the closure of a proper left, right, or bilateral ideal is a proper left, right,
or bilateral ideal;
(b) a maximal left, right, or bilateral ideal is closed.
PROOF. (a) Let .A be a proper left ideal and let G1 be the set of left-invertible
elements in d. It follows that .An G1 = 0. (See the introduction to this
section.) Thus .A£ d\G1• By the preceding theorem, d\G1 is closed. Hence
cl .A£ d\G 1; and thus cl .At= .91. It is easy to check that cl .A is an ideal.
The proof of the remainder of (a) is similar.
(b) If .A is a maximal left ideal, cl.A is a proper left ideal by (a). Hence
.A = c1 .A by maximality. •
If .91 does not have an identity, then .91 may contain some proper, dense
ideals. For example, let .91 = C 0 (R). Then Cc(R), the continuous functions
with compact support, is a dense ideal in C0 (R). There is something that
can be said, however (see Exercise 6).
2.5. Proposition. If .91 is a Banach algebra with identity, then every proper left,
right, or bilateral ideal is contained in a maximal ideal of the same type.
The proof of the preceding proposition is an exercise in the application

of Zorn's Lemma and is left to the reader. Actually, this is a theorem from
algebra and it is not necessary to assume that .91 is a Banach algebra.
Let .91 be a Banach algebra and let .A be a proper closed ideal. Note that
.91/.A becomes an algebra. Indeed, (x + .A)(y +.A)= xy +.A is a
well-defined multiplication on .91/.A. (Why?)
2.6. Theorem. If .91 is a Banach algebra and .A is a proper closed ideal in .91,
then .91I.A is a Banach algebra. If .91 has an identity, so does .91I.A.
PROOF. We have already seen that .91/.R is a Banach space and, as was
mentioned prior to the statement of the theorem, .91I.it is an algebra. If
x, yed and u, ve.it, then (x + u)(y + v) = xy + (xv + uy + uv)exy +.it.
Hence ll(x + .itXy + .11)11 = llxy + .1111 ~ ll(x + u)(y + v)ll ~ llx + ullll Y +vii.
Taking the infimum over all u, v in .it gives that II (x + .itXy+ .It) II~ llx +.II II
II y + .R 11. The remainder of the proof is left to the reader. •
It may be that .91/.11 has an identity even if .91 does not. For example,
let .91 = C0 (lR) and let .it= {cjJeC 0 (lR): c/J(x) = 0 when lxl ~ 1}. If cjJ 0 eC 0 (lR)
such that c/J 0 (x) = 1 for lxl ~ 1, then c/J 0 +.it is an identity for .91/.11. In fact,
if cjJeC0 (lR), (c/Jc/Jo- c/J)(x) = 0 if lxl ~ 1. Hence (c/J + .lt)(c/J0 + .R) = cP + .R
(see Exercises 6 through 9).
EXERCISES
1. Let d be a Banach algebra and let !l' be all of the closed left ideals in d. If I 1 ,
12 e!l', define / 1 v/ 2 ::cl(/ 1 +/ 2 ) and 11 Al 2 =1 1 nl 2 • Show that with these
definitions !l' is a complete lattice with a largest and a smallest element.
2. Let X be locally compact. For every open subset U of X, let /(U) = {<f>eC 0 (X):
4> = 0 on X\ U}. Show that U 1--+ /(U) is a lattice monomorphism of the collection
of open subsets of X into the lattice of close ideals of C0 (X). (It is, in fact, surjective,
but the proof of that should wait.)
3. Let (X, !l, Jl) be a u-finite measure space and let I be an ideal in L00 (X, !l, Jl) that
is weak* closed. Show that there is a set i\ in Q such that I= {<f>eL00 (X,!l,Jl):
4> = 0 a.e. on i\}.
4. Let d={[; ~}a.PeiF} and let Jf={[~ ~}PelF} Show that dis a
Banach algebra and .A is a maximal ideal in d.
5. Show that for n ~ 1, M.(<C) has no nontrivial ideals. How about M.(R)?
6. Let d be a Banach algebra but do not assume that d has an identity. If I is a
left ideal of d, say that I is a modular left ideal if there is a u in d such that
d(1 - u) = {a- au: aed} s;; I; call such an element u of d a right modular unit
for I. Similarly, define right modular ideals and left modular units. Prove the
following. (a) If u is a right modular unit for the left ideal I and ue/, then I= d.
(b) Maximal modular left ideals are maximal left ideals. (c) If I is a proper modular
left ideal, then I is contained in a maximal left ideal. (d) If I is a proper modular
left ideal and u is a modular right unit for I, then II u- x II ~ 1 for all x in I and
cl I is a proper modular left ideal. (e) Every maximal modular left ideal of d is
closed.
7. Using the terminology of Exercise 6, let I be an ideal of d. Show: (a) if u is a
right modular unit for I and vis a left modular unit for/, then u- vel. (b) If I
is closed, d/1 has an identity if and only if there is a right modular unit and a
left modular unit for/. Call an ideal I such that d/1 has an identity a modular
ideal. An element u such that u +I is an identity for d/1 is called a modular
identity for /.
8. If d is a Banach algebra, a net {eJ in d is called an approximate identity for

d if sup; II e;ll < oo and for each a in d, e;a-+ a and ae;-+ a. Show that d has
an approximate identity if and only if there is a bounded subset E of d such
that for every e > 0 and for every a in d there is an e in E with
I ae- a I + I ea- a II <e. See Wichmann [1973] for more information.
9. Show that if X is locally compact, then C0 (X) has an approximate identity.
10. If .1f is a Hilbert space, show that fJI 0 (.1f) has an approximate identity.
11. If G is a locally compact group, show that L 1( G) (1.11) has an approximate identity.
[Hint: Let o/.1 = all neighborhoods U of the identity e of G such that cl U is
compact. Order o/.1 by reverse inclusion. For U in o/1, letfu=m(U)- 1 Xu· Then
Uu: U eo/.1} is an approximate identity for O(G).]
12. For O<r< 1, let P,: aD-+[O,oo) defined by P,.(z)=:L:=-oorl•lz• (the Poisson
kerne[). Show that {P,} is an approximate identity for L 1(aD)(under convolution).
13. If .1f is a Hilbert space and P is a projection, show that fJI 0 (.1f)P is a closed
modular left ideal of fJI 0 (.1f). What is the associated right modular unit?
14. Find the minimal proper left ideals of M.(F).
15. Find the minimal closed proper left ideals of fJI 0 (.1f), .1f a Hilbert space. How
about for fJI 0 (fl"), fl" a Banach space?
16. What are the maximal modular left ideals of fJI 0 (.1f), .1f a Hilbert space?
§3. The Spectrum

3.1. Definition. If .91 is a Banach algebra with identity and aed, the spectrum
of a, denoted by a(a), is defined by
a(a) = { oce1F: a - oc is not invertible}.
The left spectrum, a1(a), is the set {oce1F: a- oc is not left invertible}; the right
spectrum, a,(a), is defined similarly.
The resolvent set of a is defined by p(a) = 1F\a(a). The left and right
resolvents of a are p1(a) = 1F\a1(a) and p,(a) = 1F\a,(a).
3.2. Example. Let X be compact. Iff eC(X), then a(f) = f(X). In fact, if
oc = f(x 0 ), then f - oc has a zero and cannot be invertible. So f(X)!;;; a(f). On
the other hand, if oc¢f(X), f- oc is a nonvanishing continuous function on
X. Hence (f- oc)- 1 eC(X) and so f- oc is invertible. Thus oc¢a(f).
3.3. Example. Iff!{ is a Banach space and Ae&l(f£), then a(A) = {oce1F: either
ker(A - oc) ¥= (0) or ran(A - oc) ¥=X}. In fact, this means that p(A) = 1F\a(A) =
{oce1F: A- oc is bijective}. If ocep(A), there is an operator Tin &l(f£) such that
T(A- oc) =(A- oc)T = 1; clearly, A- oc is bijective. On the other hand, if
A- oc is bijective, (A- oc)- 1 e&l(f£) by the Inverse Mapping Theorem.
3.4. Example. If £ is a Hilbert space and A E~(£), then a 1(A) = {IXE1F:

inf{II(A-IX)hll: llhll=1}=0}. In fact, suppose BE~(£) such that
B(A- IX)= 1. If II h II = 1, then 1 = II h II = II B(A -IX)h II ~ II B 1111 (A -IX)h 11- So
II (A - IX)h II ~ II B II- 1 whenever II h II = 1. _
Conversely, suppose II (A - a.)h II ~ (J > 0 whenever II h II = 1. Note that
ker(A - IX) = (0). It will now be shown that ran(A -a.) is closed. In fact, assume
that (A -a.)f. __.g. Then (j II/.- fm II ~ II(A- IX)(/.- fm) II = II (A- IX)/.-
(A -a.)fmll- Thus {!.} is a Cauchy sequence. Let f.-+ f. Then
g = lim(A - a.)f. =(A- a.)f; hence gEran(A -IX). Let % = ran(A- IX); so
(A -a.): £-+% is a bijection. Thus (A -a.)- 1 : %-+ Jf is bounded. Define
B: Jf-+ Jf by letting B(k +h)= (A- 1X)- 1 k when kE% and hE% J._ Thus
BE~(£') and B(A -a.)= 1.
3.5. Example. If d = M iR) and A= 1 [0 -1] 0 , then a( A)= 0. In fact, A -a.

is not invertible if and only if 0 = det(A -a.)= a. 2 + 1, which is impossible
in R.
The phenomenon of the last example does not occur if d is a Banach

algebra over <C.
3.6. Theorem. If dis a Banach algebra over <C with an identity, then for each
a in d, a( a) is a nonempty compact subset of <C. Moreover, ifla.l > II a 11. a.¢a(a)
and z~---+(z- a)- 1 is an d-valued analytic function defined on p(a).
Before beginning the proof, a few words on vector-valued analytic

functions are in order. If G is a region in <C and f£ is a Banach space, define
the derivative off: G-+f£ at z 0 to be limh_ 0 h- 1 [f(z0 +h)-f(z 0 )] if the
limit exists. Say that f is analytic iff has a continuous derivative on G. The
whole theory of analytic functions transfers to this situation. The statements
and proofs of such theorems as Cauchy's Integral Formula, Liouville's
Theorem, etc., transfer verbatim. Also, f: G-+ f£ is analytic if and only if for
each z0 in G there is a sequence x 0 , x 1, x 2 , ••• in f£ such that
f(z) = :L:'=o(Z- Zo)kxk whenever ZEB(zo; r), where r = dist(zo. oG). Moreover,
the convergence is. uniform on compact subsets of B(z 0 ; r).
There is also a way of obtaining the vector-valued case as a consequence of
the scalar-valued case (see Exercise 4).
PROOF OF THEOREM 3.6. If Ia. I> II a II, then IX- a= a.(l - aja.) and II aja. II < 1.
By Corollary 2.3, (1 - a/IX) is invertible. Hence a.- a is invertible and so
IX¢a(a). Thus a(a) ~ {IXE<C: Ia. I ~ II a II} and a(a) is bounded.
Let G be the set of invertible elements of d. The map IX~-+( IX- a) is a
continuous function of <C-+ d. Since G is open and p(a) is the inverse image
of G under this map, p(a) is open. Thus a(a)= <C\p(a) is compact.
Define F: p(a)-+ d by F(z) = (z - a)- 1 • In the identity x- 1 - y- 1 =
x- 1(y- x)y- 1 , let x =(a+ h- a) andy= (a- a), where aEp(a) and hE<C such
that hi= 0 and a+ hEp(a). This gives
F(a +h)- F(a) (a+ h- a)- 1( - h)(a- a)- 1
------·----~
h h
=-(a+ h- a)- 1(a- a)- 1 .
Since (a+ h- a)- 1 -(a- a)- 1 ash -o, F'(a) exists and
F'(a) = -(a- a)- 2 .
Clearly F': p(a)- d is continuous, so F is analytic on p(a).
From the first paragraph of the proof and Corollary 2.3, if lzl >II a II, then
F(z) = z- 1 (1- a/z)- 1 . But as z-oo, (1- ajz) -1 and so (1- a/z)- 1 -1. Thus
F(z)-0 as z-oo.
Therefore if p(a) = <C, F is an entire function that vanishes at oo. By
Liouville's Theorem F is constant. Since F' i= 0, this is a contradiction. Thus
p(a) i= <C, or O"(a) i= 0. •
Because the spectrum of an element of a complex Banach algebra is not

empty, the following assumption is made.
Assumption. Henceforward, all Banach spaces and all Banach algebras are
over <C.
3.7. Definition. If dis a Banach algebra with identity and aEd, the spectral
radius of a, r(a), is defined by
r(a) = sup{lal: aEO"(a)}.
Because O"(a) i= D and is bounded, r(a) is well defined and finite; because O"(a)
is compact, this supremum is attained.
Let d=M 2 (<C) and let A=[~ ~l Then A 2 =0 and O"(A)={O}; so

r(A) = 0. So it is possible to have r(A) = 0 with A i= 0.
3.8. Proposition. If dis a Banach algebra with identity and a Ed, lim I an ll 11n
exists and
r(a) =lim II an ll 11n.
PROOF. Let G = {zE<C: z = 0 or z- 1Ep(a) }. Define f: G - d by f(O) = 0 and
for z i= 0, f(z) = (z- 1 - a)- 1. Since (a- a)- 1 -o as a- oo, f is analytic on
G, and so f has a power series expansion. In fact, by Corollary 2.3, for
lzl < llall- 1 ,
L L
00 00
f(z)= an/(z-1)n+1 =Z znan.
n=O n=O
From complex variable theory, this power series converges for lzl <
=
R dist(O,aG) = dist(O, a(a)- 1 ) (Here a(a)- 1 = {z- 1 : zea(a)} ). Thus R =
inf {1a 1: a- 1 e cr(a)} = r( a)- 1• Also, from the theory of power series,
R- 1 =lim sup lla"ll 11". Thus
r(a) =lim sup II a"ll 11".
Now if ae([ and n~l, a"-a"=(a-a)(a"- 1 +a"- 2 a+···+a"- 1 )=
(oc"- 1 + a"- 2 a + ... + a"- 1)(a- a). So if a"- a" is invertible, a- a is invertible
and (ex- a) - 1 =(a"- a")- 1(oc"- 1 + ··· + a"- 1). So for a in cr(a), a"- a" is not
invertible for every n ~ 1. By Theorem 3.6, loci"~ II a" 11. Hence loci~ II a" 11 11"
for all n ~ 1 and a in a( a). So if ocecr(a), Ia I ~lim inf II a" 11 11". Taking the
supremum over all a in a( a) gives that r(a) ~lim inf II a"ll 11" ~lim sup II a"ll 11" =
r(a). So r(a) = lim II a" 11 1'"· •
3.9. Proposition. Let .91 be a Banach algebra with identity and let ae.!il.
(a) If aep(a), then dist(a, a(a))~ II (a- a)- 1 11- 1 .
(b) If a, pep(a), then
(oc-a)- 1 -(P-a)- 1 =(P-oc)(oc-a)- 1(P-a)- 1

= (p- a)(P- a)- 1 (oc- a)- 1 .
PROOF. (a) By Corollary 2.3, if ocep(a) and II x- (a- a) II < II (ex- a)- 1 11- 1 , x
is invertible. So if peer and IPI < II (a- a)- 1 11- 1, (p +a- a) is invertible; that
is, a + pep(a). Hence dist(oc, a(a))~ II (a- a)- 1 II- 1. (b) This follows by letting
x=a-a and y=P-a in the identity x- 1 -y- 1 =x- 1(y-x)y- 1 =
y-1(y-x)x-1. •
The identity in part (b) of the preceding proposition is called the resolvent
identity and the function oc~-+(oc -a)- 1 of p(a)--+ .91 is called the resolvent of a.
EXERCISES
l. Let S be the unilateral shift on 12 (11.2.10). Show that S is left invertible but not
right invertible.
2. If d is a Banach algebra with identity and aed and is nilpotent (that is, a• = 0
for some n), then cr(a) = {0}.
3. Let (X,Q,J.I) be a a-finite measure space and let d=L00 (X,Q,J.t) (l.6). If ¢ed,
show that the following are equivalent: (a) rx.ecr(tf>); (b) O=sup{inf{ltf>(x)-rx.l:
xeX\L\}: L\eQ and J.t(L\) = 0}; (c) if e > 0, J.t( {xeX: lt/>(x)- rx.l < e}) > 0; (d) if v is
the measure defined on the Borel subsets of«:: by v(L\)=J.t(¢- 1(£\)), then rx.ethe
support of v.
4. If G is an open subset of«:: and f: G--+ PI is a function such that for each x* in
PI*, x*o f: G--+d: is analytic, then f is analytic. If the word "continuous" is
substituted for both occurrences of the word "analytic", is the preceding statement
still true?
5. If .w is a Banach algebra with identity, {a.} ~ d, a.-+ a, IJ(.eu(a.), and IJ(•-+ IJ(, then
IJ(Ea(a).
6. If d is a Banach algebra with identity and r: d-+ [0, oo) is the spectral radius,
show that r is upper semicontinuous. If aed such that r(a) = 0, show that r is
continuous at a.
7. If d is a Banach algebra with identity, a, bed, and IJ( is a nonzero scalar such
that (IJ(- ab) is invertible, show that (IJ(- ba) is invertible and (IJ(- ba) -t =
IJ(-t +IJ(- 1b(IJ(-ab)- 1a. Show that u(ab)v{O} =a(ba)v{O} and give an example
such that u(ab) "# u(ba).
§4. The Riesz Functional Calculus

Before coming to the main course of this section, it is necessary to have an
appetizer from complex analysis. Many of these topics can be found in
Conway [1978] with complete proofs. Only a few results are presented here.
Ify is a closed rectifiable curve in <rand a¢{y}={y(t): O::::;t::::;1}, then
the winding number of y about a is defined to be the number
n(y; a) =~I -
1-dz.
2m rz- a
The number n(y; a) is always an integer and is constant on each component
of<r\{y} and vanishes on the unbounded component of<r\{y}.
Let G be an open subset of <r and let P£ be a Banach space. If f: G-+ P£
is analytic and x* EP£*, then z~--+ (f(z), x*) is analytic on G and its derivative
is (f'(z), x* ). By Exercise 4 of the preceding section, iff: G-+ P£ is a function
such that z~--+ (f(z), x*) is analytic for each x* in P£*, thenf: G-+ P£ is analytic.
These facts will help in discussing and proving many of the results below.
If y is a rectifiable curve in G and f is a continuous function defined in a
neighborhood of {y} with values in f£, then Jrf can be defined as for a
scalar-valued f as the limit in fl" of sums of the form
I [y(tj)- y(tj_ 1 )Jf(y(t)),

j
where {t 0 , t 1, ••• , t.} is a partition of [0, 1]. Hence Jrf = J~f(y(t))dy(t)EP£. It

is easy to see that for every x* in fl"*, <Jrf,x*) = L<f(·),x*).
4.1. Cauchy's Theorem. If fl" is a Banach space, G is an open subset of <r, f:

G-+fl" is an analyticfunction, and y 1, ••• ,ym are closed rectifiable curves in G
such that L:j= 1 n(yi; a)= 0 for all a in <r\ G, then L:j= 1 LJ = 0.
PROOF. If x*EP£*, then <L:j= 1 frJ,x*)=L:j= 1 fr/f(·),x*)=O by the
scalar-valued version of Cauchy's Theorem. Hence L:j= 1 LJ = 0. •
4.2. Cauchy's Integral Formula. If :!l' is a Banach space, G is an open subset of

([,f: G--+ :!l' is analytic, y is a closed rectifiable curve in G such that n(y; a)= 0
for every a in ([\ G, and AE G\ { y}, then for every integer k ~ 0,
n(y; Jc)j<kl(Jc) = -.
k!
2m
I
Y
(z- Jc)-<k+ 1)f(z)dz.
4.3. Definition. A closed rectifiable curve y is positively oriented if for every

a in G\{y}, n(y;a) is either 0 or 1. In this case the inside of y, denoted by
ins y, is defined by
insy = {aE([\{y}: n(y;a) = 1}.
The outside of y, denoted by out y, is defined by
outy:{aECf,\{y}: n(y;a)=O}.
Thus([= {y}uinsyuouty.
A curve y: [0, 1] --+ ([ is simple if y(s) = y(t) implies that either s = t or s = 0
and t = 1. The Jordan Curve Theorem says that if y is a simple closed
rectifiable curve, then ([\ {y} has two components and {y} is the boundary
of each. Hence n(y; a) takes on only two values and one of these must be 0;
the other must be ± 1.
If r = {y 1 , ... , Ym} is a collection of closed rectifiable curves, then r is
positively oriented if: (a) {y;} n {yi} = D for i =f j; (b) for a in Cf,\Uj= 1 {yi},
n(r; a)= 'Lj= 1 n(yi; a) is either 0 or 1; (c) each Yi is a simple curve. The inside
of r, ins r, is defined by
ins r = {a: n(r; a)= 1}.
The outside of r, out r, is defined by
outr ={a: n(r;a) = 0}.
Let {r} = u{yi: 1 ,;;,j,;;, m}.
4.4. Proposition. If G is an open subset of ([ and K is a compact subset of G,

then there is a positively oriented system of curves r = {y 1 , 00., Ym} in G\K
such that K <;;ins rand ([\G <;;out r. The curves y1 ,. 00 ,ym can be found such
that they are infinitely differentiable.
The proof of this proposition can be found on p. 195 of Conway [1978],

though some details are missing.
If r = {y 1 , ... , Ym} and each yi is rectifiable, define
whenever f is continuous in a neighborhood of {r}.

Let .91 be a Banach algebra with identity and let a Ed. One of the principal
uses of Proposition 4.4 in this book will occur when K = u(a). Iff: G--+ CC is
analytic and u(a) s;;: G, we will define an element f(a) in .91 by
4.5 f(a) = ~j f(z)(z- a)- 1dz

J
2m r
where r is as in Proposition 4.4 with K = u(a). But first it must be shown
that (4.5) does not depend on the choice of r. That is, it must be shown that
f(a) is well defined.
4.6. Proposition. Let d be a Banach algebra with identity, let ar;:d, and let
G be an open subset of CC such that u(a) s;;: G. If r = {y 1 , ... , Ym} and
A= {A. 1, •.. , A.k} are two positively oriented collections of curves in G such that
u(a) s;;: ins r s;;: G and u(a) s;;: ins A s;;: G and iff: G--+ <C is analytic, then
Lf(z)(z- a)- 1dz = Lf(z)(z- a)- 1 dz.
PROOF. For 1 ~j ~ k, let Ym+ i = A.i- 1 ; that is, Ym+ it)= A.i(1- t) for 0 ~ t ~ 1.
If zrjG\u(a), then either zr;;CC\G or zEu(a). If zECC\G, then L.j=+1kn(yi;z) =
n(r; z)- n(A; z) = 0-0 = 0. If zEu(a), then L.j=\kn(yp) = n(r; z)- n(A; z) =
1- 1 = 0. Thus I:= {yi: 1 ~ j ~ m + k} is a system of closed curves in
U = G\u(a) such that n(I:; z) = 0 for all z in CC\ U. Since zr-+ f(z)(z- a)- 1 is
analytic on U, Cauchy's Theorem implies
0 = { f(z)(z- a)- 1 dz = L f(z)(z- a)- 1 dz- L f(z)(z- a)- 1 dz. •
As was pointed out before, Proposition 4.6 implies that (4.5) gives a
well-defined element f(a) of .91 whenever f is analytic in a neighborhood of
u(a). Let Hol(a) =all of the functions that are analytic in a neighborhood of
u(a). Note that Hol(a) is an algebra where iff, gEHol(a) and f and g have
domains D(f) and D(g), then fg and f + g have domain D(f) n D(g). Hol(a)
is not, however, a Banach algebra.
4.7. The Riesz Functional Calculus. Let .91 be a Banach algebra with identity
and let aEd.
(a) The map fr-+ f(a) ofHol(a)--+.91 is an algebra homomorphism.
(b) If f(z) = L.::O=o~kzk has radius of convergence> r(a), then f EHol(a) and
f(a) = L.::O=o~kak.
(c) If f(z) = 1, then f(a) = 1.
(d) If f(z) = z for all z, f(a) =a.
(e) Iff,f 1,f2 , ... are all analytic on G, u(a) s;;: G, and fn(z)--+ f(z) uniformly on
compact subsets of G, then llfn(a)- f(a) 11--+0 as n--+ oo.
PRooF. (a) Let f, gEHol(a) and let G be an open neighborhood of u(a) on

which both f and g are analytic. Let r be a positively oriented system of
closed curves in G such that o-(a) <;;ins r. Let A be a positively oriented system
of closed curves in G such that (ins r) u {r} = cl(ins r) <;;ins A. Then
f(a)g(a) = - 4: 2[ t f(z)(z- a)- 1dz J[Lg(()((- a)- 1d( J

=-~f
4n r
fA
f(z)g(O(z-a)- 1((-a)- 1d(dz
[by (3.9b)] =-~If f(z)g(()[(z-a)-1-(( -a)-l]d(dz

4n r (- z
I [f
A
= - - 1
4n
2
r
f(z) -
g(()
z
J -
d ( (z- a) 1dz
f [I
A (-
+-
12
4n A
g(() f(z)
-
r(- z
J
d z ((-a)- 1 d(.
But for (on A, (Eout rand hence frU(z)/((- z)]dz = 0 (Cauchy's Theorem).
If zE{r}, then ZEins A and so fA[g(O/((- z)]d( = 2nig(z). Hence
f(a)g(a) = ~
2m r J
r f(z)g(z)(z- a)- 1dz
= (f g)(a).
The proof that (af + f3g)(a) = af(a) + f3g(a) is left to the reader.
(c) and (d). Let f(z) = zk, k;:::, 0. Let y(t) = R exp(2nit), 0:::;; t:::;; 1, where
R > II a 11. So o-(a) c ins y, and hence
f(a) =~I zk(z- a)- 1dz

2m Y
=~f 2k- 1 (1-~)- 1 dz

2m z
f
Y
= _1__
2m y
zk-1 f an;zndz,
n~o
since II a/ z I < 1 for Iz I = R. Since this infinite series converges uniformly for
z on y,
f(a) = I [~I
n~o 2m z y
1
n- k+ 1 dz]an.
If n # k, then z-<n-k+ IJ has a primitive and hence Lz-<n-k+ 1ldz = 0. For

n = k this integral becomes Lz- 1dz = 2ni. Hence f(a) = ak.
(e) Let r = { y1, ... , Ym} be a positively oriented system of closed curves in
G such that O"(a) s;: ins r. Fix 1 :( k :( m; then
I {k fn(z)(z- a)- 1 dz- {k f(z)(z- a)- 1 dzll
=II L Un(Yk(t))- f(Yk(t))] [yk(t)- a] -ldyk(t)ll
:(I lfbk(t))- f(Yk(t))lll [yk(t)- a] - 1 lldlykl(t).
Now t~--+ I [Yk(t)- a] - I I is continuous on [0, 1] and hence bounded by some

constant, say M. Thus
I {k fn(z)(z- a)- 1 dz- {k f(z)(a- a)- 1 dzll
:( M I Yk I max { lfn(z)- f(z)l: zE{Yk} },

where I Yk I is the total variation (length) of Yk· By hypothesis it follows that
I fn(a)- f(a) II-+ 0 as n--+ oo.
(b) If p(z) = L:~=oakzk is a polynomial, then (a), (c), and (d) combine to
give that p(a) = L:~=oakak. Now letf(z) = L::'=oakzk have radius of convergence
R > r(a), the spectral radius of a. If Pn(z) = L:~= 0 akz\ Pn(z)--+ f(z) uniformly
on compact subsets of {z: lzl < R}. By (e), Pn(a)--+ f(a). So (b) follows. •
The Riesz Functional Calculus is used in the study of Banach algebras

and is especially useful in the study of linear operators on a Banach space
(Sections 6 and 7). Now our attention must focus on the basic properties of
this functional calculus. The first such property is its uniqueness.
4.8. Proposition. Let d be a Banach algebra with identity and let aEd. Let
r: Hol(a)--+ d be a homomorphism such that (a) r(1) = 1, (b) r(z) =a, (c) if Un}
is a sequence of analytic functions on an open set G such that O"(a) s;: G and
fn(z)--+ f(z) uniformly on compact subsets of G, then r(fn)--+ r(f). Then
r(f) = f(a) for every fin Hol(a).
PROOF. The proof uses Runge's Theorem (111.8.1), but first it must be shown
that r(f) = f(a) whenever f is a rational function. If n ~ 1, r(zn) = r(zt =an;
hence r(p) = p(a) for any polynomial p. Let q be a polynomial such that q
never vanishes on O"(a), so 1/qE Hol(a). Also, 1 = r(l) = r (q-q- 1 ) = r(q)r(q- 1 ) =
q(a)r(q- 1 ). Hence q(a) is invertible and q(a) -I = r(q- 1 ). But using the Riesz
Functional Calculus, a similar argument shows that q(a)- 1 = (1/q)(a). Thus
r(q- 1 ) = (1/q)(a). Therefore iff= pjq, where p and q are polynomials and q
never vanishes on O"(a), r(f) = r(p· q- 1 ) = r(p)r(q- 1 ) = p(a)(1/q)(a) = f(a).
Now let f E Hol(a) and suppose f is analytic on an open set G such that
O"(a) s;: G. By Runge's theorem there are rational functions {fn} in Hol(a) such
that fiz)-+ f(z) uniformly on compact subsets of G. By (c) of the hypothesis,

r(fn)-+ r(f). But r(fn) = fia) and fn(a)-+ f(a) by (4. 7e). Hence r(f) = f(a). •
A fact that has been implicit in the manipulations involving the functional
calculus is that f(a) and g(a) commute for all f and g in Hol(a). In fact, if r:
Hol(a)-+ dis defined by r(f) = f(a), thenf(a)g(a) = r(fg)= r(gf) = g(a)f(a).
Still more can be said.
4.9. Proposition. Ifa,bEd, ab=ba, and /EHol(a), thenf(a)b=bf(a).
PROOF. An algebraic exercise demonstrates thatf(a)b = bf(a) iff is a rational

function with poles off cr(a). The general result now follows by Runge's
Theorem. •
4.10. The Spectral Mapping Theorem. If a Ed and f EHol(a), then

cr(f(a)) = f(cr(a)).
PROOF. If ocEcr(a), let gEHol(a) such that f(z)- f(oc) = (z- oc)g(z). If it were
the case that f(oc)~cr(f(a)), then (a- oc) would be invertible with inverse
g(a)[f(a)- f(oc)] - 1 • Hence f(oc)Ecr(f(a)); that is, f(cr(a)) s cr(f(a)).
Conversely, if P~f(cr(a)), then g(z) = [f(z)- Pr 1 EHol(a) and so
g(a)[f(a)- p] = 1. Thus p~cr(f(a)); that is, cr(f(a)) s f(cr(a)). •
This section closes with an application of the functional calculus that is

typical.
4.11. Proposition. Suppose aEd and cr(a) = F 1 uF 2 , where F 1 and F 2 are

disjoint nonempty closed sets. Then there is a nontrivial idempotent e in d
such that
(a) if ba = ab, then be= eb;
(b) if a 1 = ae and a 2 = a(1- e), then a= a 1 + a 2 and a 1 a 2 = a 2 a 1 = 0;
(c) cr(ad = F 1 u {0}, cr(a 2 ) = F 2 u {0}.
PROOF. Let G1 , G2 be disjoint open subsets of <C such that Fi c Gi, j = 1, 2.
Let r be a positively oriented system of closed curves in G1 such that
F 1 sins r, F 2 s out r. Iff= the characteristic function of G1, f EHol(a); let
e = f(a). Since F = f, e 2 =e. Part (a) follows from (4.9).
Note that e(1 -e)= 0 = (1 - e)e. Hence (b) is immediate. Let f 1(z) = zf(z),
/ 2 (z) = z(1 - f(z)). It follows from (4.7a) that ai = fi(a), j = 1, 2. Hence the
Spectral Mapping Theorem implies that cr(a) = Ncr(a)) = Fiu {0}. The proof
that e is neither 0 nor 1 is left to the reader. •
Part (c) of the preceding proposition has the somewhat unattractive

conclusion that cr(a 1 ) = F 1 u {0}. It would be much neater if the conclusion
were that cr(a 1 )=F 1 . This is, in a sense, the case. Since a 1 (1-e)=0 and
I - e # 0, a 1 cannot be invertible. However, consider the algebra d 1 = {bEd:

ab = ba and be = eb = b}. It is left to the reader to show that d 1 is a Banach
algebra and e is the identity ford 1 . If a 1 is considered as an element of the
algebra d 1 , then its spectrum as an element of d 1 is F 1 • This is an illustration
of how the spectrum depends on the Banach algebra (the subject of the next
section; also see Exercise 9).
EXERCISES
1. Let Jil = C(X), X compact (see Example 3.2). If geC(X) andfeHol(g), show that
J(g)=Jog.
2. Let a be a nilpotent element of Jil. For f,g in Hol(a), give a necessary and
sufficient condition on f and g that f(a) = g(a).
3. Let d ~ 1 and let AeMA<C). Give a necessary and sufficient condition on fin
Hol(A) such that f(A) = 0. (Hint: Consider the Jordan canonical form for A.)
4. If Jil is a Banach algebra with identity, aeJ!'I, feHol(a), and g is analytic in a
neighborhood of f(a(a)), then go f E Hol(a) and g(f(a)) =go f(a).
5. If!£ is a Banach space, AeaJ(!£), and Jt :s:; !![such that (A- ~X)- 1 Jt £ Jt for all
IX in p(A), show that f(A)Jt £ Jt whenever f E Hol(A).
6. If!![ is a Banach space, AeaJ(¥), and feHoi(A), show that f(A)* = f(A*). (See
(6.1) below.)
7. If Yf is a Hilbert space, AeaJ(Yf), andfeHol(A), show thatf(A)* =](A*), where
](z) = f(z) (See (6.1) below.)
8. If .Yf is a Hilbert space, A is a normal operator on .Yf, andfeHol(A), show that

f(A) is normal.
9. Let !£ be a Banach space and let A eaJ(¥). Show that if a( A)= F 1 u F 2 where
F 1 , F 2 are disjoint closed subsets ofCC, then there are topologically complementary
subs paces !£1 , ¥ 2 of!£ such that (a) Bf![i £ f![i (j = 1, 2) whenever BA = AB; (b) if
Ai =A l!l"i, a( A i) = Fi; (c) there is an invertible operator R: f![-> f![ 1 $ 1 f![ 2 such
that RAR- 1 =A 1 $A 2 •
10. Let AeMA<C), a(A)= {~X 1 , ••• ,1X.}, where IX;-:/-IXi for i-:f-j. Show that for 1 ::s;;j::s;;n
there is a matrix Ai in Md/<C) such that a(Ai) ={~Xi} and A is similar to
A 1 E9 ···$A •.
11. If Jil is a Banach algebra, I is an ideal of Jil (not necessarily closed), ael, and
feHol(a) such that f(O) = 0, show that f(a)el.
§5. Dependence of the Spectrum on the Algebra

If oD = {zE<C: izi =I}, let !!J =the uniform closure of the polynomials in
C(oD). (Here "polynomial" means a polynomial in z.) If d = C(oD), then
the spectrum of z as an element of d is oD (Example 3.2). That is,
a.<~(z) = oD.
Now zE!JI and so it has a spectrum as an element of this algebra; denote

this spectrum by u ,M(z). There is no reason to believe that u ,M(z) = u d(z). In
fact, they are not equal.
5.1. Example. If !11 =the closure in C(oiD) of the polynomials in z, then

u ..,(z) =cliO.
To see this first note that II z II = 1, so that u"'(z) s; cliO by Theorem 3.6.
If 1A. I ~ 1 and A.~u ,M(z), there is an f in !11 such that (z- A.)f = 1. Note that
this implies that IA. I < 1. Because f E!JI, there is a sequence of polynomials
{Pn} such that Pn--. f uniformly on olD. Thus for every 6 > 0 there is a N
such that for m, n ~ N, 6 > II Pn- Pm II m =sup{ IPn(z)- Pn(z)l: ZEOID}. By the
Maximum Principle, 6 > II Pn- Pm II cl D for m, n ~ N. Thus g(z) = lim Pn(z) is
analytic on ID and continuous on cliO; also, g IolD= f. By the same argument,
since Pn(z)(z- A.)--. 1 uniformly on olD, Pn(z)(z- A.) --.1 uniformly on ID. Thus
g(z)(z - A.)= 1 on ID. But 1 = g(A.)(A. - ..1.) = 0, a contradiction. Thus,
cliO s; u ,M(z).
Thus the spectrum not only depends on the element of the algebra, but
also on the algebra. Precisely how this dependence occurs is given below,
but it can be said that the example above is typical, both in its statement
and its proof, of the general situation. To phrase these results it is necessary
to introduce the polynomially convex hull of a compact subset of <C.
5.2. Definition. If A is a set and f: A --. <C, define

II filA= sup{lf(z)l: zEA}.
If K is a compact subset of <C, define the polynomially convex hull of K to
be the set K. given by
K• = {zE<C: ip(z)l ~ II p ilK for every polynomial p}.
The set K is polynomially convex if K = K•.
Note that the polynomially convex hull of olD is cliO. This is, again, quite
typical. If K is any compact set, then <C\K has a countable number of
components, only one of which is unbounded. The bounded components are
sometimes called the holes of K; a few pictures should convince the reader
of the appropriateness of this terminology.
5.3. Proposition. If K is a compact subset of <C, then <C\K. is the unbounded

component of <C\K. Hence K is polynomially convex if and only if <C\K is
connected.
PROOF. Let U 0 , U 1 , ... be the components of <C\K, where U 0 is unbounded.
Put L = <C\U 0; hence L = Ku U.~'= 1 vn. Clearly K s; KA. If n ~ 1, then un is
a bounded open set and a topological argument implies oU" c K. By the
Maximum Principle un s; KA . Thus, L s; KA .
If aE U 0 , (z- a)- 1 is analytic in a neighborhood of L. By (III.8.5), there

is a sequence of polynomials {p.} such that I Pn- (z- a)- 1 llc-+0. If
q. = (z- a)p., then II q.- 1 lie-+ 0. Thus for large n, II q.- 1 ilL< 1/2. Since
K c Land lq.(a)- 11 = 1, this implies that af$KA. Thus KA s;: L. •
5.4. Theorem. If d and !14 are Banach algebras with a common identity such
that !14 s;: d and aE!14, then
(a) O".ct(a) s;: (j ~(a) and aa ~(a) s;: aa.ct(a).
(b) a.ct(a)' =a ~(a)'.
(c) If G is a hole of a .ct(a), then either G s;: a ~(a) or G n a .eM(a)= 0.
(d) If !14 is the closure in d of all polynomials in a, then a ~(a)= a "'"'(a)'.
PROOF. (a) If a¢a ~(a), then there is a bin !14 such that b(a- a)= (a- a)b = 1.
Since !14 s;: d, af$a"ct(a). Now assume that AE8a ~(a). Since int a .ct(a) s;: int a :M(a),
it suffices to show that A.Ea.ct(a). Suppose A.f$a .ct(a); there is thus an x in d
such that x(a- A)= (a- A.)x = 1. Since AE8a :M(a), there is a sequence {A.} in
<C\a ~(a) such that A..-+ A. Let (a- A..)- 1 be the inverse of (a- A..) in !14; so
(a-),.)- 1 Ed. Since A..-+ A., (a- A..)-+ (a- A.). By Theorem 2.2, (a-),.) -I-+ x.
Thus xE!14 since fJ6 is complete. This contradicts the fact that AEO" .eM( a).
(b) This is a consequence of (a) and the Maximum Principle.
(c) Let G be a hole of a.ct(a) and put G 1 = Gna:M(a) and G2 = G\a:M(a).
So G = G 1 u G2 and G 1 n G2 = 0. Clearly G2 is open. On the other hand,
the fact that aa ~(a) s;: a.ct(a) and Gna.ct(a) = 0 implies that G 1 = Gninta :M(a),
so G 1 is open. Because G is connected, either G 1 or G2 is empty.
(d) Let !14 be as in (d). From (a) and (b) it is known that
(j cW(a) s;: (j ~(a) s;: (j .ct(a)
A. Fix A in (j d(a)'. If A.¢a Jl(a), (a - A.)- I Ef14 s;: d. Hence
there is a sequence of polynomials {p.} such that p.(a)-+(a-A.)- 1 • Let
q.(z) = (z- A.)p.(z). Thus II q.(a)- 1 II -+ 0. By the Spectral Mapping Theorem,
a.ct(q.(a)) = q.(act(a)). Thus, because ),Ea.ct(ar,
II q.(a)- 1 II ~ r(q.(a)- 1)
= sup{lz -11: zEa.ct(q.(a))}
=sup {I q.(w)- 11: WEa.<>'(a)}
~ lq.(A)- 11
=1.
This is a contradiction.
EXERCISES
•
1. If K is a compact subset of <C, let P(K) be the closure of the polynomials in C(K).
Show that the identity map on polynomials extends to an isometric isomorphism
of P(K) onto P(K' ).
2. If K is a compact subset of <C, let R(K) be the closure in C(K) of all rational
functions with p~oles off K. Iff._ER(K), show that a R<KJ(f) = f(K). If jEP(K), show
that a P<KJ(f) = f(K' ), where f is a natural extension off to K'.
3. Let d, :!1 be as in Theorem 5.4. If aE!JI and u &~(a)£;; .JR., show that u ""'(a)= u.o~(a).
4. Let d be a Banach algebra with identity and let aEd. If G1 , G2 , ... are the holes
of u.o~(a) and 1 ~ n 1 ~ n2, ... , show that there is a subalgebra ffB of d such that
aEffB and a -"'(a)= a.ot(a)u U:'= 1 G••.
5. If d, f!B, and a are as in Theorem 5.4, dis not abelian, and ffB is a maximal abelian
subalgebra of d, show that u.<>"(a) = u ""'(a).
6. If K is a nonempty compact subset of <C that is polynomially convex, show that
the components of int K are simply connected.
§6. The Spectrum of a Linear Operator

The proof of the first result is left as an exercise.
6.1. Proposition.
(a) Iff!{ is a Banach space and A e&l(f!l'), a( A*)= a( A).
(b) If .Yt' is a Hilbert space and Ae&I(.Yt'), a(A*) = a(A)*, wherefor any subset
A of <r, A*= {z:zeA}.
In this section only results about operators on Banach spaces will be

given. For the corresponding results about operators on a Hilbert space
involving the adjoint, the reader is asked to supply the details. The preceding
proposition should be kept in mind as a model of the probable differences.
In this section and the next f!{ always denotes a Banach space over <r.
6.2. Definition. If A e&l(f!l'), the point spectrum of A, a p(A), is defined by

ap(A) ={A.e<r:ker(A- A) #:(0)}.
As in the case of operators on a Hilbert space, elements of a p(A) are called
eigenvalues. If AEa p(A), non-zero vectors in ker(A- A) are called eigenvectors;
ker(A- A) is called the eigenspace of A at A.
6.3. Definition. If A e&l(f!l'), the approximate point spectrum of A, aap(A ), is

defined by
aap(A) = {Ae<r: there is a sequence {x.} in 9{
such that I x. II = l for all nand II (A - A)x. I _,.. 0}.
Note that ap(A)~aap(A).
6.4. Proposition. If A e&l(f!l') and ).e<r, the following statements are equivalent.
(a) ).¢aap(A).
(b) ker(A -A)= (0) and ran( A - ).) is closed.
(c) There is a constant c > 0 such that I (A - A.)x I ~ c I x II for all x.

PROOF. Clearly it may be assumed that A.= 0.
(a)=>(c): Suppose (c) fails to hold; then for every n there is a non-zero
vector Xn with IIAxnll ~ llxnll/n. If Yn=Xn/llxnll, IIYnll = 1 and IIAYnll--+0.
Hence 0Euap(A).
(c)=>(b): Suppose I Ax II~ cllxll. Clearly ker A= (0). If Axn--+ y, llxn-xm II~
c - 1 I Axn- Axm II' so {xn} is a Cauchy sequence. Let X= lim xn; therefore
Ax = y and ran A is closed.
(b)=>(a): Let <?9' =ran A; so A: _q- --+<?¥ is a continuous bijection. By the
Inverse Mapping Theorem, there is a bounded operator B: <?9'--+ !!( such that
BAx = x for all x in ¥. Thus if II x II = 1, 1 = II BAx I ~ II B II II Ax 11. That is,
II Ax II ~ I B 11- 1 whenever I x I = 1. Hence O¢uap(A). •
It may be that u p(A) is empty, but it will be shown that uap(A) is never
empty. The first statement follows from the next result (or from other examples
that have been presented); the second statement will be proved later.
6.5. Proposition. If 1 ~ p ~ oo, defineS: fP--+ fP by S(x 1, x 2, ... ) = (0, x 1, x 2, ... ).

Then u(S)=cl [), up(S)= 0, and uap(S)=oD. Moreover, for IA.I < 1,
ran(S- A.) is closed and dim [fP /ran(S- A.)]= 1.
PRooF. Let SP be the shift on fP. For 1 ~P~ oo, define TP: fP--+fP by
Tp{x 1,x 2, ... )=(x 2,x 3, ... ). It is easy to check that for 1 ~p< oo and
1/p + 1/q = 1, s; = Tq. Since II Sp II = 1, u(Sp) s; c1 n
Suppose x=(x 1,x 2, ... )E/P, A.¥:0. If SPx=A.x, 0=A.x 1, x 1 =Ax 2, ....
Hence 0 = x1 = x 2 = ···. Since Sp is an isometry, ker Sp = (0). Thus
up(Sp) = 0.
Let 1 ~ p ~ oo and lA. I< 1. Put X;.= (1, A., A. 2, ... ). Then II x.~.ll~ =
L::'=oiA.PI"<oo. Also, Tpx;.=(A.,A. 2 , ••• )=Ax;.. Hence AEup(Tp) and
X;.Eker(Tp-A.).If1 ~p< ooand 1/p+ 1/q= 1, Tq=s;;so[)s;u(Tq)=u(Sp).
Also, Soo = T'f, so [) s; u(S 00 ). Thus for all p, [) s; u(Sp) s; cl D. Since u(Sp)
is necessarily closed, u(Sp) = cl [).
If lA. I¥= 1 and xE/P, II(SP- A.)x liP= I SPx- A.x liP~ Ill SPx liP -lA-III x II PI=
lllxiiP-I).IIIxiiPI=I1-IA.IIIIxiiP. By (6.4), A.¢uap(Sp). Hence uap(S)s;oD.
The fact that uap(Sp) = iJ[) follows from the next proposition (6.7).
Fix lA. I< 1; we will show that dim ker(Tp- A.)= 1 for 1 ~ p ~ oo. Indeed,
if XEfP and TPX=AX, then (x2,x3····)=(A.x1,A.x2, ... ). So xn+1 =Axn for all
n. Thus xn+1 =A."x1 for n~ 1. That is, if X;.=(1,A.,A. 2, ... ), then X=X1X;..
Since it has already been shown that X;.Eker(Tp- A.), we have that the
dimension of this kernel is 1. Therefore, if 1 ~ p < oo, 1 =dim ker(Tq- ).) =
dim ker(s;- A.)=dim[ran(SP- A.).L] (VI.1.8)=dim[/P /ran(Sp- A.)]* (Why?).
But this implies that dim[IP/ran(SP- A.)]= 1, completing the proof for the
case where pis finite. The proof for p = oo is similar and is left to the reader. •
then a(T)=cliD and for IA.I < 1, ker(T-A.) is the one-dimensional space
spanned by the vector (1,).,). 2 , ... ).
The next result shows that if S is as in (6.5), then olD c:; aap(S).
6.7. Proposition. If AE£16l(Et), then oa(A) c:; aap(A).

PROOF. Let A.Eoa(A) and let Pn} <:; <C\a(A) such that ).n-+ A..
6.8. Claim. II (A - ),n) -J II -+ oo as n-+ oo.
In fact, if the claim were false, then by passing to a subsequence if necessary,

it follows that there is a constant M such that II (A - ).n)- 1 II ~ M for all n.
Choose n sufficiently large that I).n- ),I < M- 1 . Then II (A-).)- (A - A.n) II <
II (A- ).n)- 1 II - 1 . By (2.3b), this implies that (A- A.) is invertible, a contradiction.
This establishes (6.8).
Let llxnll=l such that an=II(A-A.n)- 1 xnii>II(A-A.n)- 1 ll-n- 1 , so
an-+ oo. Put Yn = a; 1 (A- A.n)- 1 xn; hence llYn II= 1. Now
(A - A.)yn =(A - A.n)Yn +(A.- ).n)Yn
=a; I Xn +(A- An)Yn·
Thus II (A - A.)yn II ~an- 1 + IA.- A.n I, so that II (A - A.)yn II-+ 0 as n-+ oo. That
is, AEO"ap(A). •
Let AE£161(.¥) and suppose A is a clopen subset of a(A); that is, A is a subset
of a(A) that is both closed and relatively open. So a(A) = Au(a(A)\A). As
in Proposition 4.11 (and Exercise 4.9),
1
6.9 E(A) = E(A; A)= -.J (z- A)- 1 dz,
2m r
where r is a positively oriented Jordan system such that A c:; ins r and
a(A)\A c:; out r, is an idempotent. Moreover, E(A)B = BE(A) whenever
AB = BA and if ."l~ = E(A).o£, O"(A lEt~)= A. Call E(A) the Riesz idempotent
corresponding to A If A= a singleton set {A.}, let E(A.) = E( {A.}) and
.or;.= .olp}· Note that if A. is an isolated point of O"(A), then {).} is a clopen
subset of O"(A).
6.10. Example. Let {an}EI<XJ, 1~p~oo, and define A: [P-+/P by

(Ax)(n) = anx(n). Then O"(A) = cl {an} and O" p(A) = {an}. For each k, define
Nk = {nEIN; an= ad and define Pk: fP-+ /P by Pkx = XNkx. If ak is an isolated
point of a( A), then {ad is a clopen subset of O"(A) and E( {ad; A)= Pk.
Suppose AE.?l(."l) and ..1. 0 is an isolated point in a( A). Hence E(A. 0 ) = E(A. 0 ; A)
is a well-defined idempotent. Also, ..1. 0 is an isolated singularity of the analytic
function zf--->(Z- A)- 1 on <C\O"(A). Perhaps the nature of this singularity (pole
or essential singularity) will reveal something of the nature of A. 0 as an element

of a(A). First it is helpful to get the precise form of the Laurent expansion
of(z-A)- 1 about A. 0 .
6.11. Lemma. If A. 0 is an isolated point of a(A), then
L
00
(z- A)- 1 = (z- A. 0 )"A.

n=- oo
for 0 < iz- A- 0 1 < r 0 = dist(A. 0 ,a(A)\{A}), where
A.=··~
2m
I Y
(z- A. 0 )_"_ 1(z-
'
A)- 1dz
for y =any circle centered at ),0 with radius < r 0 .
The proof follows the lines of the usual Laurent series development
(Conway [1978]).
6.12. Proposition. If A. 0 is an isolated point of a(A), then A. 0 is a pole of(z- A)- 1

of order n if and only if (A. 0 - A)"E(A. 0 ) = 0 and (A. 0 - A)"- 1 E(A. 0 ) # 0.
PROOF. Let (z- A)- 1 = :L:'~ _00 (Z- A. 0 }" A. as is (6.11). Now A. 0 is a pole of
order n if and only if A-·# 0 and A -k = 0 for k > n. Let r be a positively
oriented system of curves such that a( A)\ {A. 0 } £ins r and A. 0 Eout r. Let y
be a circle centered at A. 0 and contained in out r. Let e(z) 1 in a =
=
neighborhood of y u ins y and e(z) 0 in a neighborhood of ruins r. So
eEHol(A) and e(A) = E(A. 0 ). If k ~ 1,
A -k = - 1-.
2m
f (z- A. 0 )k- 1(z- A)- 1 dz
f
Y
= - 1-. e(z)(z- A. 0 )k- 1 (z- A)- 1 dz

2m y+r
= E(A. 0 )(A- A.ot- 1
since a( A)£ ins(y + f)= ins y u ins r. The proposition now follows. •
6.13. Corollary. If ), 0 is an isolated point ofa(A) and is a pole of(z-A)- 1 ,

then A. 0 EaP(A).
In fact, the preceding result implies that if n is the order of the pole, then
(0) # (). 0 - A)" -I E(A. 0 )~ £ ker(A - A. 0 ).
6.14. Example. A measurable function k: [0, 1] x [0, 1]-+<C is called a

Volterra kernel if k is bounded and k(x, y) = 0 when x < y. If 1 ~ p ~ oo and
k is a Volterra kernel, define Vk: 1!(0, 1) -+1!(0, 1) by
Vd(x) =I k(x, y)f(y)dy =I: k(x, ~)f(y)dy.

Then VkE!?J(l!) and I Vk I ::::; II k II oo (III.2.3).
If k, h are Volterra kernels and
(hk)(x, y) = I h(x, t)k(t, y)dt,
then hk is a Volterra kernel, I hk I oo ::::; I h II oo I k II 00 , and vhk = vh vk. Note that

if k(x, y) is the characteristic function of {(x, y)E[O, 1] x [0, 1]: y < x }, then
Vk is the Volterra operator (11.1.7).
If k is a Volterra kernel, then
cr(Vk) = {0}.
Indeed, from the preceding paragraph it is known that vz = Vk"· This will
be used to show that the spectral radius of Vk is 0.
6.15. Claim. Ikn(x, y)l::::; (II k 11:,/(n- 1)!)(x- Yt- 1 for y < x.
This is proved by induction. Clearly it holds for n = 1. Suppose (6.15) is

true for some n ~ 1. Then
Ikn + 1(x, y)J = llx k(x, t)kn(t, y)dt I

: :; lx Jk(x,t)llkn(t, y)Jdt
::::; I I (! ~ 1 tJYX
k 00 (t- Yt- 1 dt
::::; I k 11:,+ 1 (x _ yt.
n!
This establishes the claim.
From (6.15) it follows that
IIVnll::::;llknll
k oo
::::;~.
(n-1)!
Therefore
I v~ l 11n::::; I k I OC![(n- 1)!] - 11n.
Since [ (n- 1)!r 11n-+ 0 as n ...... oo, r(Vd = 0. Thus D =I cr(Vk)!:; {A.E<r: IAI ::::; 0};
that is, cr(Vk) = {0}.
It is possible for ker Vk to be nontrivial. For example, if k(x, y) = x< 0 •112 )(y)
when y < x and 0 otherwise, then
t ifx ~ i,
f
_f f(y)dy
Vd(x) - t 112
f(y)dy ifx ~ i·
0
So if f(y) = 0 for 0 ~ y ~ i, Vd = 0.
On the other hand, the Volterra operator V [ = Vk for k(x, y) = the
characteristic function of {(x, y): y < x}] has ker V = (0). In fact, if 0 = Vf,
then for all x, 0 = J~f(y)dy. Differentiating gives thatf = 0.
Is there an analogy between Vk for a Volterra kernel k and a lower
triangular matrix?
EXERCISES
2. Show that for f£ a Banach space and A in ~(f£), a1(A) = o'r(A*). What happens
in a Hilbert space?
3. If .Yf is an infinite dimension Hilbert space and K is a non-empty compact subset

ofCC, show that there is an A in ~(.Yf) such that a( A)= K. Can A be found such that
a( A)= a.p(A) = K?
4. Let K be a compact subset of CC. Does there exist an operator A in ~(C[O, 1])
such that a( A)= K?
5. Iff£ is a Banach space and Ae~(f£), show that A is left invertible if and only if
ker A = (0) and ran A is a closed complemented subspace of f£.
6. Iff£ is a Banach space and Ae~(f£), show that A is right invertible if and only
if ran A = f£ and ker A is a complemented subspace off£.
7. If;!{ is a Banach space and T: f£-+ !!l' is an isometry, then either a(T) £ oD or
a(T) = cl D.
9. Let 1 ~ p ~ oo and suppose 0 < IX 1 ~ IX 2 ···such that r =lim IX"< oo. Define A:
[P-+/P by A(x 1,x 2 , ...)=(0,1X 1 x 1 ,1X 2 X 2 , ... ). Show that a(A)=(zeCC: lzl~r} and
a.p(A) = oa(A). If 121 < r, then ran(A- A.) is closed and has codimension 1. Also,
ap(A) = O.
11. Let 1 ~ p ~ oo and let (X, Q, JI) be a a-finite measure space. For ljJ in L00 (JI), define
Mq, on l!(JI) as in Example III.2.2. Find a(Mq,), a.p(Mq,), and ap(M q,).
12. If Ae~(!!l'), feHol(A), and A.eap(A), is f(A.)Eap(f(A))? If A.ea.P(A), is
f(.A)ea.P(f(A))? Is there a relation between f(a.p(A)) and a.p(f(A))?
13. If Ae&iJ(;!l') say that a complex number A has finite index if there is a positive
integer k such that ker(A - _A)k = ker(A - .At' 1; the index of A., denoted by v(.A)
or vA(lc), is the smallest such integer k. (a) Show that if ). is an isolated point of
a(A) and a pole of order n of (z- A)- 1 , then v(ic) = n. (b) If v(A) < oo, show that
0
0
ker(A- ,t)'("l = ker(A- /c)'("' +k for all k ~ 0. (c) If :r = <C" and A=
0
then a(A) = {0} and v(O) = n.
14. If Vis the Volterra operator, show that 0 is an essential singularity of(z- V)- 1 •
15. Let d be a Banach algebra with identity. If aEd, define L., R.eJH(d) by
L.(x) =ax and R.(x) = xa. Show that a(L.) = a(R.) =a( a).
16. If Eisa projection on a Hilbert space and E is neither 0 nor 1, then a(E) = { 0, I}.
17. (McCabe [1984]) If :r is a complex Banach space and TE!JH(fl£), show that the
following statements are equivalent. (a) r(T) < 1. (b) I Tm II < l for some positive
integer m. (c) L:. II T"(x) II < oo for every x in :r.
§7. The Spectral Theory of a Compact Operator

Recall that for a Banach space f!C, P4 0 (f!C) is the algebra of all compact
operators. This Banach algebra has no identity, so if AEP40 (f!C), then a(A)
refers to the spectrum of A as an element of &B(.'?C). Of course, if .s1 = &9 0 (.'?C) +
<C, then .s1 is a Banach algebra with identity (Why?) and we could consider
a,r,~(A) for A in &9 0 (f!C). By Theorem 5.4, a(A) s;; a.w(A), oa_w(A) s;; a(A), and
a(A) = a.r,~(A). Below, in Theorem 7.1, it will be shown that a(A) is a countable
set and hence a(A) = oa(A) = a(Ar. Thus a(A) = as1 (A).
7.1. Theorem. (F. Riesz) If dim.'?[= rxJ and A E.?4 0 (.'?C), then one and only one
of the following possibilities occurs.
(a) a(A) = {0}.
(b) a( A)= {0, }, 1 , ... , A..}, where for 1 ~ k ~ n, Ak # 0, each Ak is an eigenvalue
of A, and dim ker(A- Ak) < <X:J.
(c) a( A)= {0, A. 1 , A2 , ... }, where for each k ~ 1, Ak is an eigenvalue of A,
dim ker(A - },d < oo, and, moreover, lim A.k = 0.
The proof will use several lemmas. The first lemma was given in the case
that fi£ is a Hilbert space in Proposition II.4.14. The proof is identical and
will not be repeated here.
7.2. Lemma. If A E.?4 0 (.0£), A# 0, and ker(A - ),) = (0), then ran(A -A.) is closed.
The proof of the next lemma is like that of Corollary 11.4.15.
7.3. Lemma. If AE81 0 (.ol), A# 0, and AEa(A), then eithedEa p(A) odE a p(A*).
7.4. Lemma. If.#:::;%, .# # %, and e > 0, then there is a y in % such that

II y II = I and dist(y, .#);;:: 1 -e.
PROOF. Let J(y) = dist(y, .#) for every y in %. Now if y 1E%\.#, there is
an x 0 in .# such that J(yd:::; II x 0 - y 1 II :::; (1 + e)J(yd. Let Y2 = y 1 - x 0 .
Then (1 + e)J(y2) = (1 +e) inf{ II Y2- x II: XE.#} = (1 +e) inf {II y 1 - x 0 - x II:
XE.#} = (1 + e)J(yd since X0 E.#. Thus (1 + e)J(y 2) > II x 0 - y 1 ll = II Y211- Let
Y = II Y2ll- 1Y2· So II y II = 1, yE%, and if xE.#, then
lly-xll = IIIIY2II- 1Y2-xll
= II Y2ll- 1 II Y2- II Yzll x II > [(1 + e)J(yz)] - 1 II Yz- II Yzll x II
;;::(1 +e)- 1 > 1-e.
•
If .# and % are finite dimensional in the preceding lemma, then y can
be chosen in % such that II y II = 1 and dist( y, .#) = 1 (see Exercise 1).
7.5. Lemma. If A E81 0 (.¥) and {A.} is a sequence of distinct elements in a p(A),
then lim A• = 0.
PROOF. For each n let x.Eker(A- A.) such that x. # 0. It follows that if
A.= V {x 1, ... ,x.}, then dim.A.=n (Exercise). Hence .A.:::;.A.+ 1 and
.#. # .#. +1. By the preceding lemma there is a vector Yn in .#. such that
II Yn II = 1 and dist(y., .# n- d > t· Let Yn = cx 1x 1 + · ·· + cx.x•. Hence
(A- A.)Y. = cx1 (A1- A.)x1 + ... + cxn-1 (An-1- A.)xn-1 E.# n-1·
So if n > m,
A(Jc,;- 1y.)- A(A.;;; 1Ym) =A; 1(A- A.)y.- Jc;;; 1(A- Am)Ym + Yn- Ym
= Yn- [Ym + Jc;;; 1 (A- Jcm)Ym- Jc,;- 1 (A- Jc.)Y.J.
But the bracketed expression belongs to .# n- 1· Hence II A(A.; 1Y.)-
AV;;; 1Ym) II ;;:: dist(y., .A._ 1) > 1- Therefore A(A.; 1y.) can have no convergent
subsequence. But A is a compact operator so that if Sis any bounded subset
of .of, cl A(S) is compact. Thus it must be that P.- 1y.} has no bounded
subsequence. Since II Y.ll = 1 for all n, it must be that II A; 1Yn II =I An l- 1 -+ oo.
That is, 0 = lim A.. •
PROOF OF THEOREM 7.1. The first step is to establish the following.
7.6. Claim. If AEa(A) and A# 0, then A is an isolated point of a(A).
In fact, if {A..} ~ a(A) and A.-+ A, then each An belongs to either a p(A) or
a p(A *) (7.3). So either there is a subsequence {A •.} that is contained in a p(A)
or there is a subsequence contained in ap(A*). If {A.nJ £; ap(A), then

Lemma 7.5 implies An•-+ 0, a contradiction. If P.n.} £; a p(A *), then the fact
that A* is compact gives the same contradiction. Thus A must be isolated if
i..#O.
7.7. Claim. If AEa(A) and A# 0, then AEa p(A) and dim ker(A -A.)< oo.
By (7.6), A. is an isolated point of a(A) so that E(A.) can be defined as in

(6.9). Let ff" = E(A)ff and A"= A iff.<· By Exercise 4.9 [also see (4.11)],
a(A ... ) ={A}. Thus A" is an invertible compact operator. By Exercise Vl.3.5,
dim Et .<. < oo. If n =dim Et.., then A;.- A. is a nilpotent operator on an
n-dimensional space. Thus (A"- A.)"= 0. Let v =the positive integer such
that (A;. -A)•=O but (A;. -A).- 1 #0. Let xeEt;. such that O#(A;.- A.)"- 1 x= y;
then (A- A.)y = 0. Thus AEap{A).
Also, ker(A - A.)E LatA and A Iker(A -A.) is compact. But Ax = Ax for all
x in ker(A -A.), so dim ker(A -A)< oo.
Now for the denouement. If dim Et = oo and A E~ 0 (ff), then A cannot be
invertible (Exercise V1.3.5). Thus 0Ea(A).If AEa(A) and A# 0, then Claim 7.7
says that AEa p(A) and dim ker(A- A)< oo. So if a( A) is finite, either (a) or
(b) of (7.1) hold. If a(A) is infinite, then Claim 7.6 implies that a( A) is countable.
So let a(A)= {O,A. 1 ,A 2 , •.. }. By Lemma 7.5 and Claim 7.7, (c) holds. •
Part of the following surfaced in the proof of the theorem.
7.8. Corollary. If Ae~ 0 (Et) and A.ea(A) with A.# 0, then A. is a pole of (z- A)-1,
ker(A -A)£; E(A)Et, and dim E(A)Et < oo.
PROOF. The only part of this corollary that did not appear in the preceding
proof is the fact that ker(A - A.) £; E(A.)Et.
Let .1 = a( A)\ {A}, Et,1 = E(,1}Et, A,1 = A IEt 4 . By Exercise 4.9, a(A 4 ) = .1; so
A 4 - A is invertible on Et 4 . If xEker(A- A), then x = E(A)x + E(,1)x. Hence
0 =(A - A.)x =(A - A.)E(A.)x +(A - A.)E(.1)x =(A;.- A.)E(A.)x + (A 4 - A.)E(.1)x.
But Et" and Et 4 ELatA, so (A"- A.)E(A.)xeff" and (A 4 - A.)E(.1)xEff4 ; since
Et;. nEt4 = (0), 0 =(A"- A.)E(A)x = (A 4 - A.)E(.1)x. But A 4 - A. is invertible so
E(.1)x = 0; that is, x = E(A.)xe,q[ .<· Hence ker(A -A.)£; ,q[ .<· •
If k is a Volterra kernel (6.14), then Vk is a compact operator

(Exercise VI.3.6) and a(Vk) = {0}. So the first possibility of Theorem 7.1 can
occur. If V is the Volterra operator, then a p(V) = 0.
Let V be the Volterra operator on 1!(0, 1), l < p < oo. If A1 , .•• , AnE<C, let
D: <C"-+ <C" be defined by D(z 1 , •.• , zn) = (A 1 z 1 , •.. , A.nzn). Then A = V El7 D on
1!(0, l)Ei7<f" is compact and a(A)= {O,A. 1 , .•• ,A.n}· So the second possibility
of (7 .l) occurs. If {An} £; <C and lim An = 0, then define D: /P-+ /P ( l ~ p ~ oo)
by (Dx)(n) = A.nx(n). If A = V El7 D on 1!(0, 1) E17IP, A is compact and
a( A)= {0,}. 1 , ), 2 , .•. } (see Exercise 3).
The next result has a number of applications in the theory of integral

equations.
7.9. The Fredholm Alternative. If AEYH 0 (2r), AE<C, and A -:f. 0, then ran(A- ).)
is closed and dim ker(A- ).) =dim ker(A- ).)* < oo.
PROOF. It suffices to assume that ).Err(A). Put ~ = rr(A)\{A}, 2l";. = E(A).?t,
1"11. = E(~).?t, A;.= Al.?t;., and A11. = Ai2[11.. Now A.¢~= rr(A11.), so A11.- A
•0
is invertible. Thus ran(A11.- A)= 2l" 11.· Hence ran(A- A)= (A- A).?t A+
(A- A).?t /',. = ran(A;.- A.)+ 2l" 11.· Since dim 2l";. < oo, ran(A- A) is closed
(III.4.3).
Also note that
.?tjran(A- A)= (.?t 11. + 2l" J/[ran(A;. .1.) + 2l" 11.J
~ 2l" ~.!ran(A;.- A).
Since dim.?t;. < oo, dim[.?t/ran(A -A)] = dim.?tA - dimran(AA- A) =
dim ker(A;. - A) = dim ker(A - A) < oo since ker(A - A.) s::: 2l";. (7.8). But
[.?t/ran(A - A.)]* = [ran(A - A.)] l_ (111.10.2) = ker(A - A.)*. Hence
dim ker(A - A.) =dim ker(A -A.)*. •
7.10. Corollary. If A E88 0 (.?t), AE<C, and A -:f. 0, then for every y in 2l" there is
an x in 2l" such that
7.11 (A- A)x = y
if and only if the only vector x such that (A - ).)x = 0 is x = 0. If this condition
is satisfied, then the solution to (7.11) is unique.
This corollary is a rephrasing of part of the Fredholm Alternative together

with the fact that an operator has dense range if and only if its adjoint has
a trivial kernel.
The applications of the Fredholm Alternative occur by taking the compact
operator to be an integral operator.
EXERCISES
1. If A, vii~are finite dimensional spaces and A ~ %, A =1- %, then there is a yin%
such that IIYII = 1 and dist(y,A) = 1.
2. Let AE~(?£) and let lc 1 , ... ,}.n be distinct points in ap(A). If xkEker(A-I,d,
1 ~ k ~ n, and xk =1- 0, show that {x 1 , .•• , xn} is a linearly independent set.
3. Let ?£ 1 ,.'If' 2 ... be Banach spaces and put!¥= Ei3p!rn. Let AnE~(!rn) such that
supn I An I < 00 and define A: !¥--> !¥ by A {Xn} = {Anxn }. Show that A E~(!¥) and
I A II= supn I An 11. Show that AE~ 0 (.'!l") if and only if each AnE~ 0 (.'!l") and
lim I An I =0.
4. Suppose AE~(.Jf') and there is a polynomial p such that p(A)E~ 0 (!¥). What can
be said about a(A)?
5. Suppose A EaJ(_q[) and there is an entire function f such that f(A)E£il 0 (_q[). What
can be said about u(A)?
6. With the terminology of Exercise 6.13, if AEa1 0 (_q[), AEu(A), and At= 0, what can
be said about the index of/.?
§8. Abelian Banach Algebras

Recall that it is assumed that every Banach algebra is over <C. Also assume
that all Banach algebras contain an identity.
A division algebra is an algebra such that every nonzero element has a
multiplicative inverse. It may seem incongruous that the first theorem in this
section allows the algebra to be nonabelian. However, the conclusion is that
the algebra is abelian-and much more.
8.1. The Gelfand-Mazur Theorem. If .91 is a Banach algebra that is also a

division ring, then .91 = <C ( ={A.l: A.e<C} ).
PROOF. If aed, then u(a) =1 0. If A.eu(a), then a- A. has no inverse. But .91
is a division ring, so a - A. = 0. That is, a = A.. •
As a corollary of the preceding theorem, the algebra of quaternions, 1H,

is not a Banach algebra. That is, it is impossible to put a norm on 1H that
makes it into a Banach algebra over <C. Can you show this directly?
8.2. Proposition. If .91 is an abelian Banach algebra and ..Jt is a maximal ideal,
then there is a homomorphism h: .91-+ CC such that ..Jt = ker h. Conversely, if
h: .91 -+ <C is a nonzero homomorphism, then ker h is a maximal ideal. Moreover,
this correspondence hr-+ ker h between homomorphisms and maximal ideals is
bijective.
PROOF. If ..Jt is a maximal ideal, then ..Jt is closed (2.4b). Hence .91/..Jt is a
Banach algebra with identity. Let n: .91-+.91/..Jt be the natural map. If aed
and n(a) is not invertible in .91/..Jt, then n(da) = n(a)[d f..Jt] is an ideal in
.91/..Jt that is proper. Let I= {bed: n(b)en(da)} = n- 1(n(da)). Then I is a
proper ideal of .91 and ..Jt £I. Since ..Jt is maximal, ..Jt =I. Thus
n(ad) £ n(l) = n(..Jt) = (0). That is, n(a) = 0. This says that .91/..Jt is a field.
By the Gelfand-Mazur Theorem .91/..Jt = <C ={A.+ ..Jt: A.e<C}. Define ii:
.91I..Jt-+ <C by h(A. + ..Jt) = A. and define h: .91 -+ <C by h = ii on. Then h is a
homomorphism and ker h = ..Jt.
Conversely, suppose h: .91-+<C is a nonzero homomorphism. Then
ker h = ..Jt is a nontrivial ideal and .91/..Jt ~<C. (Why?) So ..Jt is maximal.
If h, h' are two nonzero homomorphisms and ker h = ker h', then there is
an a in <C such that h = ah' (A.l.4). But l = h(l) = ah'(l) =a, so h = h'. •
8.3. Corollary. If .91 is an abelian Banach algebra and h: d---> <C is a

homomorphism, then h is continuous.
PROOF. Maximal ideals are closed (2.4b).
•
The next result improves the preceding corollary a little. Remember that
by (8.3) if h: d---> <C is a homomorphism, then hEd* (the Banach space dual
of sl).
8.4. Proposition. If d is abelian and h: d---> <C is a non-zero homomorphism,

then II h II = t.
PROOF. Let a Ed and put A= h(a).lfiA.I >II a 11. then II ajA II< 1. Hence 1- a/A.
is invertible. Let b=(1-ajA.)- 1 , so 1 =b(1-ajA)=b-bajX Since h(l)= 1,
1 = h(b- bajA.) = h(b)- h(b)h(a)jA. = h(b)- h(b) = 0, a contradiction. Hence
II a II;;;:: lA-I = lh(a)l; so II h II~ t. Since h(l) = 1, II h II= t. •
8.5. Definition. If d is an abelian Banach algebra, let :E = the collection of

all nonzero homomorphisms of d---> <C. Give :E the relative weak* topology
that it has as a subset of d*. :E with this topology is called the maximal
ideal space of d.
8.6. Theorem. If d is an abelian Banach algebra, then its maximal ideal space
t is a compact Hausdorff space. Moreover, if aEd, then a(a) = :E(a) =
{h(a): hE:E}.
PROOF. Since :E s; ball d*, it suffices for the proof of the first part of the
theorem to show that :E is weak* closed. Let {h;} be a net in :E and suppose
hE ball d* such that h;---> h weak*. If a, bEd, then h(ab) =lim; h;(ab) =
!im;h;(a)h;(b) = h(a)h(b). Soh is a homomorphism. Since h(l) = lim;h;(l) = 1,
hE'I:.. Thus :r. is compact.
If hE :I:. and A= h(a), then a- AEker h. So a- A is not invertible and AEa(a);
that is, I:.( a) s; a( a). Now assume that AEa(a); so a- A is not invertible and,
hence, (a- A.)d is a proper ideal. Let .A be a maximal ideal in d such that
(a- A.)d s; .A. If hE I:. such that .A= ker h, then 0 = h(a- )") = h(a)- A.; hence
a( a)£ I:.( a). •
Now it is time for an example. Here is one that is a little more than an
example. If X is compact and XE X, let bx: C(X)---> <C be defined by bx(f) = f(x).
It is easy to see that bx is a homomorphism on the algebra C(X).
8.7. Theorem. If X is compact and :E is the maximal ideal space of C(X), then
the map xHbx is a homeomorphism of X onto :r..
PROOF. Let .1: X---> :E be defined by £\(x) = bx. As was pointed out before,
£\(X) s; r.. It was shown in Proposition V.6.1 that .1: X --->(£\(X), weak*) is a
homeomorphism. Thus it only remains to show that £\(X)= :r.. If hE :I:., then
there is a measure p in M(X) such that h(f) = J fdp for all f in C(X). Also,
Jt
I PII = I h I = 1 and p(X) = dp = h(l) = 1. Hence p ~ 0 (Exercises 111.7.2).
Let XEsupport (p). It will be shown that h = ()x·
Let At= {!EC(X): f(x) = 0}. So At is a maximal ideal of C(X). Note that
if it can be shown that ker h c;; At, then it must be that ker h =At and so
h=C5x. So let fEkerh. Because kerh is an ideal, 1/1 2 =/JEkerh. Hence
0 = h(l/1 2 ) = Jl/l 2 dp. Since p ~ 0 and 1/1 2 ~ 0, it must be that f = 0 a.e. [p].
Since f is continuous, f = 0 on support (p). In particular, f(x) = 0 and so
/EA. •
It follows from the preceding theorem that the maximal ideals of C(X)
are all of the form {! EC(X): f(x) = 0} for some x in X.
8.8. Definition. Let d be an abelian Banach algebra with maximal ideal

space L. If a Ed, then the Gelfand transform of a is the function a: L---> <C
defined by a( h)= h(a).
8.9. Theorem. If d is an abelian Banach algebra with maximal ideal space L

and a Ed, then the Gelfand transform of a, a, belongs to C(L). The map aHa
of .91 into C(L) is a continuous homomorphism of d into C(L) of norm 1 and
its kernel is
n{At: At is a maximal ideal ofs1}.
Moreover, for each a in .91,
I aI oo = lim I a" 11 11 ".
PROOF. If h;-->h in L, then h;-->h weak* in d*. So if aEd, a(h;) = h;(a)-->

h(a) = a(h). Thus aEC(L).
Define y: .91---> C(L) by y(a) =a. If a, bEd, then y(ab)(h) = ;J}(h) = h(ab) =
h(a)h(b) = a(h)b(h). Therefore y(ab) = y(a)y(b). It is easy to see that y is linear,
so y is a homomorphism. Also, by (8.4), if aEd, la(h)l = lh(a)l :(II a II; thus
I y(a) I oo = I a I oo :( II a 11. So y is continuous and I y I :( 1. Since y(l) = l,
IIY II= 1.
Note that aEker y if and only if a= 0; that is, aEker y if and only if h(a) = 0
for each h in L. Thus aE ker y if and only if a belongs to every maximal ideal
of d.
a
Finally, by Theorem 8.6, if a Ed, then II I CD= sup{ lA. I: ),EO"(a)}. The last
part of this theorem is thus a consequence of this observation and
Proposition 3.8. •
The homomorphism aHa of d into C(L) is called the Gelfand trans-

form of d. The kernel of the Gelfand transform is called the radical of d,
radd. So
rad d = n {At: At is a maximal ideal of d}.
If X is compact and l:, the maximal ideal space of C(X), is identified with
X as in Theorem 8. 7, then the Gelfand transform C(X)-+ C(l:) becomes the
identity map.
If d is an abelian algebra, say that a in d is a generator of d if {p(a): p
is a polynomial} is dense in d.
Recall that if r: X-+ Y is a homeomorphism, then A: C(Y)-+ C(X) defined
by Af =for is an isometric isomorphism (VI.2.1). Denote the relationship
between A and r by A = r#.
8.10. Proposition. If d is an abelian Banach algebra with identity and a is a

generator of d, then there is a homeomorphism r: l:-+ a(a) such that if y:
d-+ C(l:) is the Gelfand transform and pis a polynomial, then y(p(a)) = r#(p).
PRooF. Define r: l:-+ a( a) by r(h) = h(a). By Theorem 8.6 r is surjective. It is
easy to see that r is continuous. To see that r is injective, suppose r(hd = r(h 2 ),
so h 1 (a) = h2 (a). Hence h 1 (an) = h2 (an) for all n ~ 0. By linearity, h1 (p(a)) =
h2 (p(a)) for every polynomial p. Since a is a generator ford and h 1 and h2
.
are continuous on d, h 1 = h 2 , and r is injective. Since l: is compact, r is a
homeomorphism.
The remainder of the proposition follows from the fact that y and r# are
homomorphisms. Hence y(p(a))(h) = p(y(a))(h) = p(a)(h) = p(a(h)) = p(r(h)) =
~~
8.11. Corollary. If d has two elements a 1 and a 2 each of which is a generator,

then a(ad and a(a 2 ) are homeomorphic.
The converse to (8.11) is not true. If d = C[- 1, 1], then f(x) = x defines
a generator f for d. If g(x) = x 2 , then a(g) = g([- 1, 1]) = [0, 1]. So a(f)
and a(g) are homeomorphic. However, g is not a generator for d. In fact,
the Banach algebra generated by g consists of the even functions inC[- 1, 1].
8.12. Example. If V: L2 (0, 1)-+ L2 (0, 1) is the Volterra operator and d is the
closure in &B(L2 (0, 1)) of {p(V): pis a polynomial in z}, then d is an abelian
Banach algebra and rad d = cl {p(V): p is a polynomial in z and p(O) = 0}.
In other words, d has a unique maximal ideal, rad d. In fact, if
BB=BI(L2 (0, 1)), Theorem 5.4 implies that 8a.o~(V)£a:AJ(V)£a.w(V). Since
a:AJ(V) = {0} (6.14), a.o~(V) = {0}. The statement above now follows by
Proposition 8.10.
8.13. Example. Let d be the closure in C(8D) of the polynomials in z. If l:

is the maximal ideal space of d, then l: is homeomorphic to a.o~(z). (Here z
is the function whose value at A. in aD is A..) Now a .,;(z) = cl D as was shown
in Example 5.1. If jEd, then the Maximum Modulus Theorem shows that
f has a continuous extension to clD that is analytic in D [see (5.1)]. Also
denote this extension by f. The proof of (8.10) shows that the continuous
homomorphisms on d are of the form !~---+ f(A.) for some A. in cl D.
In the next section the Banach algebra L 1(G) is examined for a locally
compact abelian group and its maximal ideals are characterized.
EXERCISES
1. Let .st1 be a Banach algebra with identity and let 1 be the smallest closed two-sided
ideal of .st1 containing {xy- yx: x,yE.stl}. 1 is called the commutator ideal of .stl.
(a) Show that .stl/1 is an abelian Banach algebra. (b) If I is a closed ideal of .st1
such that .sti/I is abelian, then I~ 1. (c) If h: sl--+ <C is a homomorphism, then
1 c;; ker h and h induces a homomorphism ii: .st1I1--+ <C such that ii on = h, where
n: s;f--+ sl /1 is the natural map. Hence II ii II = 1. (d) Let ~ be the set of
homomorphisms of .st1--+ <C and let I: be the set of homomorphisms of .st1/]. Show
that the map hf-->h defined in (c) is a homeomorphism of~ onto f.
2. Using the terminology of Exercises 2.6 and 2.7, let .st1 be an abelian Banach
algebra without identity and show that if vii is a maximal modular ideal, then
there is a homomorphism h: .stl--+ <C such that vii = ker h. Conversely, if h: .st/--+ <C
is a nonzero homomorphism, then ker h is a maximal modular ideal. Moreover,
the correspondence h--+ ker his a bijection between homomorphisms and maximal
modular ideals.
3. If .st1 is an abelian Banach algebra and h: .st1--+ <C is a homomorphism, then h is
continuous and II h II ::;; 1. If .st1 has an approximate identity {ei} such that II ei II ::;; 1
for all i, then II h II = 1 (see Exercise 2.8).
4. Let .st1 be an abelian Banach algebra and let ~ be the set of nonzero homomor-
phisms of .st1--+ <C. Show that ~ is locally compact if it has the relative weak*
topology from s#* (Exercise 3).
5. With the notation of Exercise 4, assume that .st1 has no identity and let .st/ 1 be
the algebra obtained by adjoining an identity. For a in .stl, let a( a) be the spectrum
of a as an element of .st/ 1 and show that a( a)= {h(a): hE~} u {0}. Also, show that
the maximal ideal space of .st/ 1 , ~ 1 , is the one-point compactification of~.
6. With the notation of Exercise 4, for each a in .st1 define a: ~--+ <C by a(h) = h(a).
Show that aEC 0 (~) and the map af-->a of .st1 into C 0 (~) is a contractive homo-
morphism with kernel= n {vii: vii is a maximal modular ideal of .stl}.
7. If X is locally compact, show that Xf-->bx is a homeomorphism of X onto the
maximal ideal space of C0 (X).
8. Let X be locally compact and for each open subset U of X let C0 (U) = {f EC 0 (X):
f(x) = 0 for x in X\ U}. Show that C0 {U) is a closed ideal of C0 (X) and that every
closed ideal of C0 (X) has this form. Moreover, the map Uf-->C 0 (U) is a lattice
isomorphism from the lattice of open subsets of X onto the lattice of ideals of
C0 (X).
9. With the notation of the preceding exercise, show that C 0 {U) is a modular ideal
if and only if X\ U is compact.
10. If .st1 is an abelian Banach algebra and aE.stl, say that a is a rational generator
of .<4 if {J(a): f is a rational function with poles ofT a( a)} is dense in .stl. Show
that if a is a rational generator of .stl, then ~ is homeomorphic to a(a).
§9. The Group Algebra of a Locally Compact Abelian Group 223
II. Verify the statements made in Example 8.12.

12. Say that a1 , ••• ,a. are generators of d if dis the smallest Banach algebra with
identity that contains {a 1 , ... , a.}. Show that a 1 , •.• , a. are generators of d if and
only if .<1 = cl {p(a 1 , ••• , a.): p is a polynomial in n complex variables z 1 , .•. , z.},
and if t is the maximal ideal space, then there is a homeomorphism r of t onto
a compact subset K of <C" such that if p is a polynomial in n variables, then
y(p(a 1 , ••• , a.))= r#(p).

14. (Zelazko [ 1968].) Let d be an algebra and suppose~: d-+ <Cis a linear functional
such that ~(a 2 ) = cp(a) 2 for all a in .r!/. Show that 1J is a homqmorphism.
15. Let sl be an abelian Banach algebra with identity that is semisimple [that is,
rad .r!/ = (0)]. If 11·11 is the norm on d and 11·11 1 is another norm on d that also
makes d into a Banach algebra, then these two norms are equivalent. (Hint: use
the Closed Graph Theorem to show that the identity map i: (d, 11·11 )-+(d, 11·11 d
is continuous.)
16. Let d be as in Example 8.13 and let K = { c/JEd*: cp(l) = llc/J II = I}. Show that
ext K = { bz: \z\ = I}. (See (V.7).)
17. Show that f(x) = exp(nix) is a generator of C( [0, l]) but g(x) = exp(2nix) is not.
18. Show that C(i3[)) does not have a single generator though it does have a single
rational generator (that is, an element a such that {r(a): r is a rational function
with poles off u(a)} is dense.)
§9*. The Group Algebra of a Locally Compact

Abelian Group
If G is a locally compact abelian group and m is Haar measure on G, then
=
L1 (G) L1 (m) is a Banach algebra (Example 1.11), where for f, gin L1 (G) the
product f * g is the convolution off and g:
f*g(x)= Lf(xy- 1 )g(y)dy.
Note that dy is used to designate integration with respect to m rather than

J
dm(y). Because G is abelian, V(G) is abelian. In fact, 9* f(x) = g(xy- 1 )f(y)dy.
If y- 1 x is substituted for y in this integral, the value of the integral does not
change because Haar measure is translation invariant. Hence g* f(x) =
Jg(y)f(y- 1 x)dy = Jg(y)f(xy- 1 )dy = f *g(x).
Let e denote the identity of G. If G is discrete, then b.EV(G) and(). is an
identity for L1(G). If G is not discrete, then L1(G) does not have an identity
(Exercise 1).
Some examples of nondiscrete locally compact abelian groups are IR" and
Y", where Y =the unit circle olD in <C with the usual multiplication. Note
that yoo is also a compact abelian group while 1R oo fails to be locally compact.
The Cantor set can be identified with the product of a countable number of
copies of 71 2 and is thus a compact abelian group. Indeed, the product of a
countable number of finite sets (with the discrete topology) is homeomorphic
to the Cantor set, so that the Cantor set has infinitely many nonisomorphic
group structures.
For a topological group G,V(G) is called the group algebra for G. If G is
discrete, the algebraists talk of the group algebra over a field K as the set of
all f = LgEGa9 g, where a9 EK and a9 # 0 for at most a finite number of g in
G. If K = <C, this is the set of functions f: G-+ <C with finite support. Thus
in the discrete case the group algebra of the algebraists can be identified with
a dense manifold in L1(G) = l 1(G).
Unlike §V.11, iff: G-+<C and XEG, define fx: G-+<C by fAy)=f(yx- 1 );
so fAy)=f(x- 1 y) for G abelian. We want to examine the function X"t--+fx
of G-+ I!( G), 1 ~ p < oo. To do this we first prove the following (see
Exercise V.11.1 0).
9.1. Proposition. If G is a topological group and f: G-+ <C is a continuous

function with compact support, then for any e > 0 there is a neighborhood U
ofe such that lf(x)- f(y)f <e whenever x- 1 yEV.
PROOF. Let !Jlt be the collection of open neighborhoods U of e such that
U = U- 1 . Note that if V is any neighborhood of e, then U = V n V- 1 EUU
and U s;; V. Order !Jlt by reverse inclusion.
Suppose the result is false. Then there is an s > 0 such that for every U
in !Jlt there are points Xu, Yu in G with x;; 1 Yu in U and lf(xu)- f(Yu)l ~e.
=
Note that either Xu or Yu EK support f. Since U = U- 1 , we may assume
that xuEK for every U in !Jlt. Now {xu: U EUU} is a net in K. Since K is
compact, there is a point x inK such that xu7x. But x;; 1 Yu-+e. Since
multiplication is continuous, Yu = xu(x;; 1 Yu) 7 x. Therefore if W is any
neighborhood of x, there is a U in !Jlt with xu,YuEW. But f is continuous
at x so W can be chosen such that lf(x)- f(w)f < ej2 whenever wE W. With
this choice of W, lf(xu)- f(Yu)l < e, a contradiction. •
One can rephrase (9.1) by saying that continuous functions on a topological

group that have compact support are uniformly continuous.
In the next result it is the case p = 1 which is of principal interest for us
at this time. The proof of the general theorem is, however, no more difficult
than this special case.
9.2. Proposition. IfG is a locally compact group, 1 ~ p < oo, andfEU(G), then
the map x .,__... fx is a continuous function from G into U( G).
PROOF. Fix fin U(G), x in G, and e > 0; it must be shown that there is a
neighborhood V of x such that for y in V, II fY- fx liP< e. First note that
there is a continuous function ¢: G-+ <C having compact support such that
II!- <P liP< e/3. Let K = spt </J. Note that because Haar measure is translation
invariant, for any y in G, II JY- </Jy liP= II f- <P liP< e/3. Now by
Proposition 9.1, there is a neighborhood U of e such that 1</J(y)- </J(w)l <
j-e[2m(K)r 11 P whenever y- 1 wE U. Put V = Ux. If yE V, then
I </Jy- <Px 11: = JI</J(zy- 1 ) - </J(zx- 1 )IPdz.

But y=ux for some u in U, so (zy- 1 )- 1 (zx- 1 )=yx- 1 =ueU. Thus
II </Jy- <Pxll: = f KyuKx

1</J(zy- 1 ) - </J(zx- 1 )jPdz
: :; (~Y [2m(K)r 1 m(KyuKx)
Therefore if YE V, II fx- fy liP::::; II fx- <Px liP+ II <Px- </Jy liP+ II </Jy- fy liP< e.
The aim of this section is to discuss the homomorphisms on L 1 (G) when •
G is abelian and to examine the Gelfand transform. There is a bit of a
difficulty here since U(G) does not have an identity when G is not discrete.
If (je is the unit point mass at e, then (je is the identity for M(G) and hence
acts as an identity for L 1 (G). Nevertheless (je¢L 1 (G) if G is not discrete. All
is not lost as L 1 (G) has an approximate identity (Exercise 2.8) of a nice type.
9.3. Proposition. Iff EL 1 (G) and e > 0, then there is a neighborhood U of e

such that if g is a non-negative Borel function on G that vanishes off U and
has Jg(x)dx= 1, then llf- f*gll 1 <e.
PROOF. By the preceding proposition, there is a neighborhood U of e such
that II!- JYII 1 <e whenever yEV. If g satisfies the conditions, then
f(x)- f *g(x) = J[J(x)- f(xy- 1 )]g(y)dy for all x. Thus,
llf- f*gll 1 = Jlt [f(x)- f(xy- 1 )]g(y)dyidx
: :; L g(y) Jlf(x)- f(xy- 1 )idxdy
= L g(y)llf- fylltdY
::::; e.
•
9.4. Corollary. There is a net {e;} of non-negative functions in L 1 (G) such that
Je;dm= 1 for all i and lle;*f- !11 1 -+0 for allfin L 1 (G).
PROOF. Let !5I! be the collection of all neighborhoods of e and order !5I! by
reverse inclusion. Let o/1 = {U;: iEI} where i ~j if and only if Uj ~ U;. For
f
each i in I put e; = m(U;)- 1 xu,, so e; ~ 0 and e;dm = l. If feU( G) and t: > 0,
let U; be as in the preceding proposition. So ifj ~ i, ej satisfies the conditions
on gin (9.3) and hence II!- f•ejll 1 <t:. •
9.5. Corollary. If h: L 1 (G)-+ <C is a nonzero homomorphism, then h is bounded

and II h II = l.
PROOF. The fact that h is bounded and II h II ~ 1 is Exercise 8.3. In light of
the preceding corollary if h(J) =f:. 0, h(J) =lim h(J •e;) = h(J)lim h(e;). Hence
h(e;)-+ 1. Since lie; II= 1 for all i, llhll = 1. •
Even though Haar measure on most of the popular examples is a-finite,

this is not true in general. For example, if Dis an uncountable discrete group,
the Haar measure on Dis counting measure and, hence, not a-finite. Similarly,
Haar measure on D x lR is not a-finite. Nevertheless, it is true that
L 1 (G)* = L 00 (G) for any locally compact group because (G, m) is an example
of a decomposable measure space, though L 00 (G) must be redefined to be
the equivalence classes of bounded Borel functions that are equal a.e. on
every set of finite Haar measure. This fact will be assumed here. The interested
reader can consult Hewitt and Ross [1963].
9.6. Theorem. If G is a locally compact abelian group and y: G-+ 1I' is a

continuous homomorphism, define ](y) by
9.7 ](y)= If(x)y(x- 1 )dx
for every fin L 1 (G). Then Jt-+ ](y) is a nonzero homomorphism on L 1 (G).
Conversely, if h: L 1 (G)-+ <C is a nonzero homomorphism, there is a continuous
homomorphism y: G-+ 1I' such that h(J) = ](y).
PROOF. First note that if y: G-+ 1I' is a homomorphism, y(xy) = y(x)y(y) and
y(x- 1 )=y(x)- 1=y(x), the complex conjugate ofy(x). If J, geL 1 (G), then
J~(y) = Iu •g)(x)y(x- 1 )dx
=I y(x- 1 ) I f(xy- 1)g(y)dydx
= Ig(y)y(y-1{If(xy-1)y((xy-1)-1)dx Jdy.
But the in variance of the Haar integral gives that f f(xy- 1)y((xy- 1 )- 1 )dx =
Jf(x)y(x- 1 )dx. Hence
f;;g(y)= fg(y)y(y- 1{ff(x)y(x- 1 )dx ]dy=](y)g(y).
So fr-+ ](y) is a homomorphism. Since y is continuous and y(G) £ Y, yeL 00 (G)

and II y II oo = 1. Thus fr-+ ](y) is not identically zero.
Now assume that h: L 1 (G)-+<C is a nonzero homomorphism. Since his a
bounded linear functional, there is a cjJ in L 00 (G) such that h(f) = Jf(x)cjJ(x)dx
and II c/J II oo =II h II= 1. If J, geU(G), then h(f *g)= JU *g)(x)c/J(x)dx =
Jg(y)[Jf(xy- 1 )cjJ(x)dx]dy= Jg(y)h(fy)dy. [Note that yr-+h(fy) is a continuous
scalar-valued function by Proposition 9.2.] But h(f *g)= h(f)h(g) =
Jg(y)h(f)cjJ(y)dy. So
0 = f g(y)[h(fy)- h(f)cjJ(y)]dy
for every gin L 1 (G). But yr-+h(fy)-h(f)cjJ(y) belongs to L 00 (G), so for any
fin L 1 (G),
9.8 h(fy) = h(f)cjJ(y)
for locally almost all y in G. Pick f in U(G) such that h(f) =F 0. By (9.8),
cjJ(y) = h(fy)/h(f) a.e. But the right-hand side of this equation is continuous.
Hence we may assume that cjJ is a continuous function. Thus for every f in
U(G), (9.8) holds everywhere.
In (9.8), replace y by xy and we obtain h(f)cjJ(xy) = h(fxy) = h((fx))y). Now
replace fin (9.8) by fx to get h(fx)c/J(y) = h(fxy). Thus h(f)cjJ(xy) = h(fx)c/J(y) =
[h(f)cjJ(x)]cjJ(y). If h(f) # 0, this implies cjJ(xy) = cjJ(x)cjJ(y) for all x, y in G.
Thus ¢: G-+ <C is a homomorphism and IcjJ(x)l ::::;; 1 for all x. But
1 = cjJ(e) = c/J(x)c/J(x- 1 ) = c/J(x)c/J(x)- 1 and I c/J(x)l, I c/J(x) - 1 1::::;; 1. Hence I ¢(x)l = 1
for all x in G. If y(x) = cjJ(x- 1 ), then y: G-+ Y is a continuous homomorphism
and h(f) = ](y) for all fin L 1 (G). •
Let~ be the set of nonzero homomorphisms on U(G), where G is assumed

to be abelian (both here and throughout the rest of the chapter). So
~£ball U(G)*. If he ball U(G)* and {h;} is a net in~ such that hi-+ h weak*,
then it is easy to see that h is multiplicative. Thus the weak* closure of
~ £ ~u {0}. Hence the relative weak* topology on~ makes~ into a locally
compact Hausdorff space (see Exercise 8.4).
Let r = all the continuous homomorphisms y: G-+ Y. By Theorem 9.6, ~
and r can be identified using formula (9.7). In fact, the map defined in (9.7)
is the Gelfand transform when this identification is made. (Just look at the
definitions.) Since ~ and r are identified and ~ has a topology, r can be
given a topology. Thus r becomes a locally compact space with this topology.
(For another description of the topology, see Exercise 6.) The functions in
r are called characters and are sometimes denoted by r = Gand called the
dual group.
Also notice that in a natural way r is a group. If y 1 ,y 2 er, then

(YI1'2)(x)=yi(x)y 2(x) and y 1 y2 er.
9.9. Proposition. r is a locally compact abelian group.
Clearly r is an abelian group and we know that r is a locally compact

space. It must be shown that r is a topological group. To do this we first
prove a lemma.
9.10. Lemma.
(a) The map (x, y)~y(x) of G x r -...'][' is continuous.
(b) If {y;} is a net in r and ')';-...')' in r, then ')';(x)-...y(x) uniformly for x
belonging to any compact subset of G.
PROOF. First note that if x e G and f e L 1 (G), then for every y in r,
]x(y) =I fx(y)y(y-i )dy
= ff(yx-i)y(y-i)dy
= Jf(z)y(z- 1 x- 1 )dz
=y(x-I)j(y).
So if')';-.../' in rand x;-...x in G,
\](y;)')';(X;)- ](y)y(x)\ = \]x:-'(')';)- fx- ,(y)\
~ \] '_,(')';}- lx- ,(y;}\ + \Jx-•(/';)- Jx_,(y)\.
X;
But lfx:-•(')';)- fx_,(y;)\ ~ \ifx:-'- fx-•11 1 -+0 by (9.2). Because fx_,eU(G),

fx_,(y;) ~ fx_,(y) since')';-...')'. Thus ](y;)yi(x;)-... ](y)y(x). Iff is chosen so that
](y) =f. 0, then because ](yi)-... ](y), there is an i 0 such that ](y;) =f. 0 for i ~ i0 .
Therefore ')';(x;)-... y(x) and (a) is proven.
Now let K be a compact subset of G and let {y;} be a net in r such that
'l'i-...'l'o· Suppose {yi(x)} does not converge uniformly on K to y0 (x). Then
there is an e > 0 such that for every i, there is a ji ~ i and an X; in K such
that I'Yi;(x;)-y 0 (x;)\ ~e. Now {'Yj;} is a net and 'l'j;-...')' 0 (Exercise). Since K is
compact, there is an x 0 in K such that X; 7 x 0 . Now part (a) implies that
the map (x, y)~(y(x), y0 (x)) of G x r into 11' x 11' is continuous. Since
(xi, /'j) 7(Xo, Yo) in G X r, (/'j;(x;), 'Yo(X;)) 7(/'o(Xo). Yo(Xo)). So for any io,
there is an i ~ i 0 such that i'Yi;(x;)- y0 (x 0 )\ < e/2 and \y 0 (x;)- y0 (x 0 )\ < e/2.
Hence i'Yi;(x;)- y0 (xi)\ < e, a contradiction. •
PROOF OF PROPOSITION 9.9. Let {y;}, {A;} be nets in r such that 'l'i-...1' and
).i-+A. It must be shown that y)i-I -...y;. -I. Let <f>eCc(G) and put K = spt<f>.
Then ¢(Y);- 1 ) = JK¢(x)y;(x- 1 P-;(x) dx. By the precedipg lemma,~yJx -I)--+

y(x- 1 ) and l.lx)-+A(x) uniformly for x inK. Thus ¢(Y);- 1 )-+¢(yl_- 1 ). If
jEU(G) and ~:>0, let ¢ECc(G) such that II! -¢11 1 <<:/3. Then
~ ~ 2~; ~ ~
lf(y);- 1 ) - f(y), - 1 )I< 3 +I ¢(Y);- 1 ) - ¢(y.A.- 1 )I.
It follows that ](y);- 1 )--+ ](y)_ - 1 ) for every fin U(G). Hence Y;A;- 1 --+ yr 1
in r. •
Since r is a locally compact abelian group, it too has a dual group. Let
f be this dual group. If XEG, define p(x): r--+ 1I' by p(x)(y) = y(x). It is easy
to see that p is a homomorphism. It is a rather deep fact, entitled the
Pontryagin Duality Theorem, that p: G--+ f is a homeomorphism and an
isomorphism. That is, G "is" the dual group of its dual group. The interested
reader may consult Rudin [1962]. We turn now to some examples.
9.11. Theorem. If yE1R, then /'y(x) = eixy defines a character on 1R and every
character on 1R has this form. The map YHYY is a homeomorphism and an
isomorphism of1R onto Jlt If yE1R and /EL1(1R), then
9.12
the Fourier transform off.

PROOF. If yE1R, then IYy(x)l = 1 for all x and yy(x 1 + x 2 ) = yy(xdyy(x 2 ). So
/'yER;. Also, Yy, +y 2 (x) = yYJx)yn(x). Hence yHyY is a homomorphism of 1R
into 1R.
Now let yElR. y(O) = 1 so that there is a b > 0 such that gy(x)dx =a# 0.
Thus
ay(x) = y(x) J: y(t)dt
= J: + y(x t)dt
= r+b y(t)dt.
Hence y(x) = a- 1 J~Hy(t)dt. Because y is continuous, the Fundamental

Theorem of Calculus implies that y is differentiable. Also,
y(x ~-h~- y(x) = y(x{ y(h~- ~ J.
So y'(x) = y'(O)y(x). Since y(O) = 1 and ly(x)l = 1 for all x, the elementary
theory of differential equations implies that y = yY for some y in JR. This

implies that y~-+yy is an isomorphism of JR. onto JR.
It is clear from (9.7) that (9.12) holds. From here it is easy to see that
y~-+yy is a homeomorphism of JR. onto lR. •
So the preceding result says that JR. is its own dual group. Because of
J
(9.12), the function as defined in (9.7) is called the Fourier transform of f.
The next result lends more weight to the use of this terminology.
9.13. Theorem. If nElL, define Yn: 'I~ 'I by Yn(z) = z". Then YnEit and the map
n~-+yn is a homeomorphism and an isomorphism of 7L onto t. If nelL and
fEL 1 ('f), then
9.14
PROOF. It is left to the reader to check that YnEit and n~-+yn is an injective
homomorphism of 7L into it. If y Eit, define u: JR.~ 'f by u(t) = y(eir); it follows
that uElR. By (9.11), u(t) = eiyt for some y in JR. But u(t + 2n) = u(t), so
e 2 "iY = l. Hence y =nelL. Thus y(ei11 ) = u(8) = ei"11, y = Yn• and n~-+y" is an
isomorphism of 7L onto it. Formula (9.14) is immediate from (9.7). The fact.
that n~-+y" is a homeomorphism is left as an exercise. •
So it= 7L, a discrete group. This can be generalized.

9.15. Theorem. If G is compact, G is discrete; if G is discrete, G is compact.
PROOF. Put r =G. If G is discrete, then L 1 (G) has an identity. Hence its
maximal ideal space is compact. That is, r is compact.
Now assume that G is compact. Hence r £ L 1 (G) since m(G) = 1. Suppose
y E r and y ¥-the identity for r, then there is a point Xo in G such that
y(x 0 ) ¥- 1. Thus
f y(x)dx = fy(xx~ 1 x 0 )dx
fy(xx~
= y(x 0 ) 1 )dx
f
= y(x 0 ) y(x)dx,
since Haar measure is translation invariant. Since y(x 0 ) ¥- 1, this implies

that
L y(x)dx = 0 if y ¥- l.
Of course if y= 1, ftdx=m(G)= 1. So iff= I on G, fEL 1 (G) and

](y) = Jy(x _, )dx = X:q(y). Since is continuous on r, { 1} is an open set. By

J
translation, every singleton set in r is open and hence r is discrete. •
9.16. Theorem. If a Elf, define Ya: Z-+ 1f by Ya(n) =a". Then YaEZ and the map
af--+}'a is a homeomorphism and an isomorphism of 1f onto Z. If aElf and
fEL 1 (Z) = / 1 (Z), then
L
00
9.17 ](ya) =](a)= f(n)a-•.

n=- oo
PROOF. Again the proof that af-+Ya is a monomorphism of 1f -+Z is left to

the reader. If yEZ, let y(l) =a Elf. Also, y(n) = y(l)" =a", so y = Ya· Hence
af-+Ya is an isomorphism. It is easy to show that this map is continuous and
hence, by compactness, a homeomorphism. •
For additional reading, consult Rudin [1962].
EXERCISES
1. Prove that if L 1(G) has an identity, then G is discrete.
2. Iff E L "'(G), show that xr-+ fx is a continuous function from G into (L '"'(G), wk*).
3. Is there a measure J1 on JR. different from Lebesgue measure such that for f in
L 1(J1), xr--+ fx is continuous? Is there a measure for which this map is discontinuous?
4. If /EC 0 (G), show that xr--+fx is a continuous map from G->C 0 (G).
5. If /EL '"'(G) and f is uniformly continuous on G, show that xr-+ fx is a continuous
function from G->L'"'(G). Is the converse true? See Edwards [1961].
6. If K is a compact subset of G, Yo E r, and e > 0, let U(K, Yo. e)= {y E r:
ly(x)- y0 (x)l < e for all x in K}. Show that the collection of all such sets is a base
for the topology of r. (This says that the topology on r is the compact-open
topology.)
7. Show that there is a discontinuous homomorphism y: JR.-> 1l'. If y: JR.-> 1[' is a

homomorphism that is a Borel function, show that y is continuous.
8. If G is a compact abelian group, show that the linear span of r is dense in C( G).
9. If G is a compact abelian group, show that r forms an orthonormal basis in L2 (G).
lO. If G is a compact abelian group, show that G is metrizable if and only if r is
countable.
11. Let {G.} be a family of compact abelian groups and G = n.G •. If r. =G., show
that the character group of G is { {y.} E n.r.: y. = e except for at most a finite
number of IX}.
CHAPTER VIII
C*-Algebras
A C*-algebra is a particular type of Banach algebra that is intimately

connected with the theory of operators on a Hilbert space. If£' is a Hilbert
space, then ~(£') is an example of a C*-algebra. Moreover, if .91 is any
C*-algebra, then it is isomorphic to a subalgebra of ~(£') (see Section 5).
Some of the general theory developed in this chapter will be used in the next
chapter to prove the Spectral Theorem, which reveals the structure of normal
operators.
A more thorough treatment of C*-algebras is available in Arveson [1976]
or Sakai [1971].

If .91 is a Banach algebra, an involution is a map a~---+a* of .91 into d such
that the following properties hold for a and b in d and IX in <r:
(i) (a*)* = a;
(ii) (ab)* = b*a*;
(iii) (1Xa +b)* =cia* + b*.
Note that if .91 has involution and an identity, then 1*·a= (1 *·a)**=
(a*·l)* =(a*)*= a; similarly, a·l *=a. Since the identity is unique, 1* = 1.
Also, for any IX in <r, IX* = !X.
1.1. Definition. A C*-algebra is a Banach algebra .91 with an involution such

that for every a in .91,
1.2. Example. If Yf is a Hilbert space, cr# =&I(£) is a C*-algebra where for

each A in &I(£), A*= the adjoint of A. (See Proposition II.2.7.)
1.3. Example. If Yf is a Hilbert space, .'11 0 (£) is a C*-subalgebra of &I(£),

though 8l 0 (£) does not have an identity if Yf is infinite dimensional.
1.4. Example. If X is a compact space, C(X) is a C*-algebra where

f*(x) = f(x) for f in C(X) and x in X.
1.5. Example. If (X, n, .u) is a a--finite measure space, L"J(X, n, .u) 1s a

C*-algebra where the involution is defined as in (1.4).
1.6. Example. If X is locally compact but not compact, C 0 (X) is a C*-algebra

without identity.
1.7. Proposition. If dis a C*-algebra and aEd, then lla*ll = llall.

PROOF. Note that II a 1 2 = II a* a II~ II a* 1111 a II; so II a II~ I a* 11. Since a= a**,
substituting a* for a in this inequality gives II a* II ~ II a 11. •
1.8. Proposition. If cr<l is a C*-algebra and aE.91, then
II a II =sup{ II ax II: xEd, II x I ~ 1}

=sup{ II xa II: xEd, II x II~ 1}.
PROOF. Let a= sup {II ax II: xEd, II x II ~ 1}. Then II ax II ~ II a 1111 x II for any x
in d; hence a~ llall. If x=a*/llall, then llxll = 1 by the preceding
proposition. For this x, II ax II = II a II, so a = II a 11. The proof of the other
equality is similar. •
This last proposition has an alternative formulation that is useful. If a Ed,

define La: .s# ___. d by La(x) =ax. By (1.8), La EfJH(d) and II La II = II a 11. If p:
d--. fJH(d) is defined by p(a) =La, then p is a homomorphism and an
isometry. That is, d is isometrically isomorphic to a subalgebra of Bl(d).
The map p is called the left regular representation of d.
The left regular representation can be used to discuss the process of
adjoining an identity to .r#. Since cr# is isomorphic to a subalgebra fJH(d)
and 8d(d) has an identity, why not just look at the subalgebra of fJH(d)
generated by .r# and the identity operator? Why not, indeed. This is just
what is done below.
If .r# and Cf5 are Banach algebras and v: d--. Cf/, then vis *-homomorphism
if v is an algebra homomorphism such that v(a*) = v(a)* for all a in d.
1.9. Proposition. If d is a C*-algebra, then there is a C*-algebra d 1 with an

identity such that .r<1 1 contains d as an ideal. If d does not have an identity,
then .r<1 1 j.r<l is one dimensional. IfCf/ is a C*-algebra with identity, and v: d--. Cf5
234 VIII. C*-Algebras
is a *-homomorphism, then v1 : d 1 -+ 'if, defined by v1 (a+ IX)= v(a) +IX for a

in d and IX in <C, is a *-homomorphism.
PROOF. It may be assumed that d does not have an identity. Let d 1 = {a +IX:
a Ed, IXE<C} (a+ IX is just a formal sum). Define multiplication and addition
in the obvious way. Let (a+ IX)*= a*+ eX and define the norm on d 1 by
II a+ lXII =sup{ II ax+ lXXII: xEd, llxll:,;; 1}.
Clearly, this is a norm on d 1 . It must be shown that II y*y II = II y 11 2 for every
yin .91 1 •
Fix a in d and IX in <C. If e > 0, then there is an x in d such that II x II :,;; l and
II a+ IX 11 2 - E <II ax+ lXX 11 2 =II (x*a* + cXx*)(ax + lXX) II
= II x*(a + IX)*(a + IX)x II :,;; II (a + IX)*(a + IX) 11.
Thus II a+ IX 11 2 :,;; II (a+ 1X)*(a +IX) 11.
It is left to the reader to prove that the norm on d 1 makes d 1 a
Banach algebra. For the other inequality, note that II (a+ 1X)*(a +IX) II :,;;
II a + IX)* II II a +IX 11. So the proof will be complete if it can be shown that
II (a+ IX)* II :,;; II a+ IX 11. Now if x,yEd and II x II, II y II :,;; l, then II y(a + 1X)*x II =
II ya*x + cXyx II = II x*ay* + IXx*y* II = II x*(a + 1X)y* II :,;; II a+ IX 11. Taking the
supremum over all such x, y gives the desired inequality.
It remains to prove the statement concerning the *-homomorphism v, that
v(a*) = v(a)*. The details are left to the reader. •
If d is a C*-algebra with identity and aEd, then a(a), the spectrum of

a, is well defined. If d does not have an identity, a(a) is defined as the
spectrum of a as an element of the C*-algebra d 1 obtained in Proposition 1.9.
1.10. Definition. If d is a C*-algebra and aEd, then (a) a is hermitian if

a= a*; (b) a is normal if a*a = aa*; (c) a is unitary if a*a = aa* = 1 (this only
makes sense if .91 has an identity).
1.11. Proposition. Let d be a C*-algebra and let aEd.

(a) If a is invertible, then a* is invertible and (a*)- 1 = (a- 1 )*.
(b) a= x + iy where x andy are hermitian elements of d.
(c) If u is a unitary element of d, II u II =I.
(d) IfPA is a C*-algebra and p: d -+fA is a •-homomorphism, then II p(a) II :,;; II a 11.
(e) If a= a*, then II a II = r(a).
PROOF. The proofs of (a), (b), and (c) are left as exercises.
(e) Since a* =a, II a 2 ll = II a* a II = II a 11 2 ; by induction, II a 2 " II = II a 11 2 " for
n ~ 1. That is, II a 2 " 11 112 " = II a II for n ~ 1. Hence r(a) =lim II a 2 " 11 112 " = II a 11.
(d) If d has an identity, it is not assumed that p(l) =the identity of 1!4.
However, it is easy to see that p(l) is the identity for clp(d). If d does not
have an identity, then p can be extended to a •-homomorphism p 1 : d 1 -+ 1!4 1
such that p 1 ( 1) = 1 (1.9). Thus it suffices to prove the proposition under the
additional assumption that d and 81 have identities and p(l) = 1.
If xEd, then it follows that a(p(x)) s;; a(x) (Verify!) and hence r(p(x)) ~ r(x).
So, using part (e) and the fact that a* a is hermitian, I p(a) 1 2 = I p(a*a) I =
r(p(a*a)) ~ r(a*a) =II a* a II= I a 1 2 . •
1.12. Proposition. If d is a C*-algebra and h: d ~ <C is a non-zero homomor-

phism, then:
(a) h(a)E1R whenever a= a*;
(b) h(a*) = h(a) for all a in d;
(c) h(a*a) ~ 0 for all a in d;
(d) if 1Ed and u is unitary, then lh(u)l = 1.
PROOF. If d has no identity, extend h to d 1 by letting h(l) = 1. Thus, we
may assume that d has an identity. By Exercise VII.8.1, I h II= l. If a= a*
and tEIR,
Ih(a + itW ~ II a+ it 11 2 = II (a+ it)*(a +it) I
= I (a- it)(a + it) I
= I a2 + t 2 ll ~ I a 1 2 + t 2 •
If h(a) = rJ. + i/3, rJ., f3 in IR, then this yields
I a 1 2 + t 2 ~ Ir1. + i(/3 + tW
= r/.2 + (/3 + t)2
= r/.2 + /32 + 2f3t + t2;
hence I a 1 2 ~ r1. 2 + p2 + 2f3t for all t in IR. If f3 # 0, then letting t ~ ± oo,
depending on the sign of /3, gives a contradiction. Therefore f3 = 0 or h(a)ElR.
This proves (a).
Let a= x + iy, where x andy are hermitian. Since h(x), h(y)ElR by (a) and
a*= x- iy, (b) follows. Also, h(a*a) = h(a*)h(a) = lh(a)l 2 ~ 0, so (c) holds.
Finally, if u is unitary, lh(uW = h(u*)h(u) = h(u*u) = h(l) = 1. •
Note that part (b) of the preceding proposition implies that any
homomorphism h: d ~<Cis a *-homomorphism. This, coupled with (VII.8.6),
gives the following corollary.
1.13. Corollary. If sf is an abelian C*-algebra and a is a hermitian element

of sci, then a( a) s;; IR.
This corollary is short-lived as the conclusion remains valid even if .sci is

not abelian.
1.14. Proposition. Let d and 81 be C*-algebras with a common identity and

norm such that sf s;; 81. If aE/;1, then a"'(a) =a .;~(a).
PRooF. First assume that a is hermitian and let rrl = C*(a), the C*-algebra
generated by a and 1. So rrl is abelian. By Corollary 1.13 cr~(a) s R.. By
Theorem VII.5.4, cr.<>'(a) s crrc(a) = ocr~(a) s cr.,...(a); so cr .w(a) = cr~(a) s 1R. By
similar reasoning, cr '*(a)= cr~(a), and hence cr .w(a) = cr"'(a).
Now let a be arbitrary. It suffices to show that if a is invertible in fA, a
is invertible in d. So suppose there is a bin 1A such that ab = ba = 1. Thus,
(a*a)(bb*) = (bb*)(a*a) = 1. Since a* a is hermitian, the first part of the proof
implies a*a is invertible in d. But inverses are unique, so bb* =(a*a)- 1 Ed.
Hence b = b(b*a*) = (bb*)a*Ed. •
This result must, of course, be contrasted with Theorem VII.5.4.
EXERCISES
1. Verify the statements made in Examples 1.2 through 1.6.
2. Let d = {! EC(cl D): f is analytic in D} and for find define f* by f*(z) = f(i).
Show that dis a Banach algebra, /*Ed when /Ed, and II!* II= llfll, but dis
not a C*-algebra.
3. If {d;: iEI} is a collection of C*-algebras, show that Etl 00 d; and Etl 0 d; are
C*-algebras.
4. Let X be a locally compact space and Jet d be a C*-algebra. If Cb(X,d) =the
collection of bounded continuous functions from X -+d, show that Cb(X,d) is
a C*-algebra. Let C 0 (X, d)= all of the continuous functions f: X-+ d such that
for every e > 0, {xEX: I f(x) II ;?; e} is compact. Show that C0 (X, d) is a C*-algebra.
§2. Abelian C*-Algebras and the Functional

Calculus in C*-Algebras
The next theorem is the basic result of this section. It will be used to develop
a functional calculus for normal elements that extends the Riesz Functional
Calculus.
2.1. Theorem. If dis an abelian C*-algebra with identity and~ is its maximal
ideal space, then the Gelfand transform y: d--+ C(~) is an isometric •-isomorphism
of d onto C(~).
PROOF. By Theorem VII.8.9, II x II oo ~ I x I for every x in d. But II x II 00 is the
spectral radius of x, so by (l.lle), I x I = II x I oo for every hermitian element
x of d. In particular, II x*x II = II x*x II oo for every x in d.
If a Ed and hE~, then a*(h) = h(a*) = h(a) = a(h). That is, {l* =d.
Equivalently, y(a*) = y(a)* since the involution on C(~) is defined by complex
conjugation. Thus, y is a •-homomorphism. Also, II a 11 2 = I a* a II = II a*a II oo =
lllal 2 lloo =II all~; therefore II all= llalloo andy is an isometry.
§2. Abelian C*-Algebras and the Functional Calculus in C*-Algebras 237
Because y is an isometry, it has closed range. To show that y is surjective,

therefore, it suffices to show that it has dense range. This is accomplished
by applying the Stone-Weierstrass Theorem. Note that i = 1, so y(d) is a
subalgebra of C(l:) containing the constants. Because y preserves the
involution, y(d) is closed under complex conjugation. It remains to show
that y(d) separates the points of L. But if h 1 and h2 are distinct homomor-
phisms in L, they are distinct because there is an a in d such that h 1 (a) i= h2 (a).
Hence a(hd i= a(h 2 ). •
By combining the preceding theorem with Proposition 1.9 and

Exercise VII.8.6, the following is obtained.
2.2. Corollary. If d is an abelian C*-algebra without identity and L is its

maximal ideal space, then the Gelfand transform y: d-+ C0 (l:) is an isometric
*-isomorphism of d onto C 0 (L).
In order to focus our attention on the key concepts and not be distracted
by peripheral considerations, we now make the following.
Assumption. All C*-algebras that are considered have an identity.
Let f!J be an arbitrary C*-algebra and let a be a normal element of f!J. So

if d = C*(a), the C*-algebra generated by a (and 1), d is abelian. Hence
d ~ C(L), where L is the maximal ideal space of d. So by Theorem 2.1 if
fEC(L), there is a unique element x of d such that .X= f. We want to think
of x as f(a) and thus define a functional calculus for normal elements of a
C*-algebra. To be useful, however, we should have a ready way of identifying
L. Moreover, since d = C*(a) and thus depends on a, it should be that L
depends on a in a clear way. The idea embodied in Proposition VII.8.10 that
L and a(a) are homeomorphic via a natural map is the key here, although
(VII.8.1 0) is not directly applicable here since a is not a generator of C*(a)
as a Banach algebra but only as a C*-algebra. [If a= a*, then a is a generator
of C*(a) as a Banach algebra.] Nevertheless the result is true.
2.3. Proposition. If si is an abelian C*-algebra with maximal ideal space L

and a Ed such that d = C*(a), then the map r: L-+ a( a) defined by r(h) = h(a)
is a homeomorphism. If p(z, z) is a polynomial in z and z and y: d-+ C(l:) is
the Gelfand transform, then y(p(a, a*))= par.
The proof of this result follows, with a few variations, along the lines of
the proof of Proposition VII.8.10 and is left to the reader.
If r: L-+ a( a) is defined as in the preceding proposition, then r#: C(a(a))-+
C(L) is defined by r#(f) =for. Note that r# is a *-isomorphism and an
isometry, because r is a homeomorphism. Note that d = C*(a) is the closure
of {p(a, a*): p(z, z) is a polynomial in z and z}. Now such a polynomial p(z, z)
238 VIII. C*-Aigebras
is, of course, a function on o-(a). [Just evaluate the polynomial at any z in

o-(a).] The last part of (2.3) says that y(p(a, a*))= r#(p). We define a map p:
C(o-(a)) ~ C*(a) so that the following diagram commutes:
2.4 C*(a) ~ C(~)

~ ~
C(o-(a))
Note that if f!4 is any C*-algebra and a is a normal element of f!J, then
.91 = C*(a) is an abelian C*-algebra contained in f!4 and so (2.4) applies.
Moreover, in light of Proposition 1.14, the spectrum of a does not depend
on whether a is considered as an element of .91 or f!J. The following definition
is, therefore, unambiguous.
2.5. Definition. If !JI is a C*-algebra with identity and a is a normal element

of !JI, let p: C(o-(a)) ~ C*(a) £: f!4 be as in (2.4). Iff eC(o-(a)) define
f(a) =p(f).
The map ft--+ f(a) of C(o-(a))-+ !JI is called the functional calculus for a.
Note that if p(z, z) is a polynomial in z and z, then p(p(z, z)) = p(a, a*). In
particular, p(z"zm) = a"a*m so that p(z) =a and p(Z) =a*. Also, p(l) = 1.
The properties of this functional calculus can be obtained from the fact
that pis an isometric •-isomorphism of C(o-(a)) into !JI-with one exception.
How does this functional calculus compare with the Riesz Functional
Calculus? If feHol(a), flo-(a)eC(o-(a)); so f(a) has two possible
interpretations. Or does it?
2.6. Theorem. If !J1 is a C*-algebra and a is a normal element of !JI, then the
functional calculus has the following properties.
(a) ft--+ f(a) is a •-monomorphism.
(b) llf(a)ll=llflloo·
(c) ft--+ f(a) is an extension of the Riesz Functional Calculus.
Moreover, the functional calculus is unique in the sense that ifr: C(o-(a))-+
C*(a) is a •-homomorphism that extends the Riesz Functional Calculus, then
r(f) = f(a) for every fin C(o-(a)).
PROOF. Let p: C(o-(a))-+ C*(a) be the map defined by p(f) = f(a). From (2.4),
(a) and (b) are immediate.
Let n: Hol(a)-+ .91 £: !JI denote the map defined by the Riesz Functional
Calculus. Since p(z) = n(z) = a, an algebraic manipulation gives that p(f) =
n(f) for every rational function f with poles off a(a). If feHol(a), then by
Runge's Theorem there is a sequence Un} of such rational functions such
that fn(z) ~ f(z) uniformly in a neighborhood of o-(a). Thus n(fn) ~ n(f). By
(b), p(fn) ~ p(f). Thus p(f) = n(f).
To prove uniqueness, let r: C(o-(a))-+!JI be a •-homomorphism that extends
§2. Abelian C*-Aigebras and the Functional Calculus in C*-Aigebras 239
the Riesz Functional Calculus. If fEC(<T(a)), then there is a sequence {P.} of

polynomials in z and z such that Pn(z, z)-> f(z) uniformly on <T(a). But
r(pn) = Pn(a, a*), r(p.)-> r(f) (1.11 d), and P.(a, a*)-> f(a). Hence r(f) = f(a) .
•
Because of the uniqueness statement in the preceding theorem, it is not
necessary to remember the form of the functional calculus fr---+ f(a), but only
the fact that it is an isometric *-monomorphism that extends the Riesz
Functional Calculus. Indeed, by the uniqueness of the Riesz Functional
Calculus, it suffices to have that fr---+ f(a) is an isometric *-monomorphism
such that iff(z) = 1, thenf(a) = 1, and iff(z) = z, thenf(a) =a. Any properties
or applications of the functional calculus can be derived or justified using
only these properties. There may, however, be an occasion when the precise
form of the functional calculus [viz., (2.4)] facilitates a proof. There are also
situations in which the definition of the functional calculus gets in the way
of a proof and the properties in (2.6) give the clean way of applying this
powerful tool.
2.7. Spectral Mapping Theorem. If dis a C*-algebra and a is a normal element

of d, thenfor every fin C(<T(a)),
<J(j(a)) = f(<T(a)).
PROOF. Let p: C(<T(a))--.. C*(a) be defined by p(f) = f(a). So p is a

*-isomorphism. Hence <T(j(a)) = <T(p(f)) = <T(f). But <J(j) = f(<T(a)) (VII.3.2) .
•
Once again (1.14) was used implicitly in the preceding proof.
EXERCISES
I. Prove a converse to Proposition 2.3. If K is a compact subset of <C, C(K) is a
singly generated C*-algebra.
2. If .w is an abelian C*-algebra with a finite number of C*-generators a 1 , ... , a.,
then there is a compact subset X of <C" and an isometric •-isomorphism p: d-->
C(X) such that p(ak) = zk, 1 ,:; k,:; n, where zk(). 1, ... , ).• ) = A.k (see Exercise VII.8.12).
3. If X is a compact Hausdorff space, show that X is totally disconnected if and only
if C(X) is the closed linear span of its projections (=hermitian idempotents).
4. Using the terminology of Exercise 3, show that if (X, Q, Jl) is a 0'-finite measure
space, the maximal ideal space of U'(X, Q, Jl) is totally disconnected.
5. If .vi is a C*-algebra with identity and a= a*, show that exp(ia) = u is unitary. Is
the converse true?
6. Let X be compact and fix a point x 0 in X. Lets#= { {!.}: /.EC(X), sup. II f. I < oo,
and {f.(x 0 )} is a convergent sequence}. Show that s</ is an abelian C*-algebra
with identity and find its maximal ideal space.
7. If X is completely regular, then Cb(X) is a C*-algebra and its maximal ideal space
is the Stone-Cech compactification of X.
§3. The Positive Elements in a C*-Algebra

This section is an application of the functional calculus developed in the
preceding section. The results here are very useful in the study of opera-
tors on Hilbert space and they demonstrate the power of the functional
calculus.
If d is a C*-algebra, let Red denote the hermitian elements of d.
3.1. Definition. If dis a C*-algebra and aed, then a is positive if aeRed

and u(a) s; [0, oo ). If a is positive, this is denoted by a ~ 0. Let d + be the
set of all positive elements of d.
3.2. Example. If d = C(X), then f is positive in d if and only if f(x) ~ 0

for all x in X.
3.3. Example. If d = L 00 (J.l) and f E L 00 (J.l), then f ~0 if and only if f(x) ~ 0

a.e. [J.l].
3.4. Proposition. If a ERe d, then there are unique positive elements u, v in d

such that a = u - v and uv = vu = 0.
PROOF. Let f(t) = max(t, 0), g(t) = - min(t, 0). Then f, geC(R.) and
f(t)- g(t) = t. Using the functional calculus, let u = f(a) and v = g(a). So u
and v are hermitian and by the Spectral Mapping Theorem u, v ~ 0. Also,
u- v = f(a)- g(a) =a and uv = vu = (gf)(a) = 0 sincefg 0. =
To show uniqueness, let u 1 ,v 1 ed + such that u 1 -v 1 =a and u 1 v1 =
v1 u 1 = 0. Let {Pn} be a sequence of polynomials such that Pn(O) = 0 for all n
and Pn(t)--+ f(t) uniformly on u(a). Hence Pn(a)--+u in d. But uta= aut. So
u 1 pn(a) = Pn(a)u 1 for all n; hence u 1 u = uu 1 • Similarly, it follows that a, u, v, ut,
and v 1 are pairwise commuting hermitian elements of d. Let 84 =the
C*-algebra generated by a, u, v, u1 , and v 1 ; so 84 is abelian. Hence 84 ~ C(I:)
where I: is the maximal ideal space of f!J. The uniqueness now follows from
the uniqueness statement for C(I:) (Exercise 1). •
The next result follows in a similar way.
3.5. Proposition. If aed + and n ~ 1, there is a unique element b in d + such

that a= b".
The decomposition a = u - v of a hermitian element a is sometimes called

the orthogonal decomposition of a. The elements u and v are called the
positive and negative parts of a and are denoted by u =a+ and v =a_. Note
that a_~ 0.
If a Ed+, then the unique b obtained in (3.5) is called the nth root of a
and is denoted by b = a 11 n. Note that if b is not assumed to be positive, it is
not necessarily unique (see Exercise 5).
If X is compact and fEC(X)+, then notice that lf(x)-tl~t for every
real number t ~II f 11. Conversely, if lf(x)- tl ~ t for some t ~II fll, then
f(x) ~ 0 for all x and so f ~ 0. These observations are behind some of the
statements in the next result.
3.6. Theorem. If d is a C*-algebra and aesl, then the following statements

are equivalent.
(a) a~ 0.
(b) a= b 2 for some bin Red.
(c) a= x*x for some x in d.
(d) a= a* and II t- a I ~ t for all t ~ I a 11.
(e) a=a*and llt-all~tforsomet~llall.
PROOF. It is clear that (b) implies (c) and (d) implies (e). By (3.5), (a) implies (b).
(e)=>(a): Since a= a*, C*(a) is abelian. If X= a(a), X s; JR. and fH f(a) is
a *-isomorphism of C(X) onto C*(a). Using this isomorphism and (e),
lt-xl~t for some t~llall=sup{lsl: sEX} and all x in X. From the
discussions preceding this theorem (with f(x) = x), x ~ 0 for all x in X. That
is, X =a( a) s; [0, oo ). Hence a~ 0.
(a)=>(d): This proof follows the lines of the preceding paragraph and is
left to the reader.
(c)=>(a): If a= x*x for some x in d, then it is clear that a= a*. Let
a= u- v, where u, v ~ 0 and uv = vu = 0. It must be shown that v = 0.
If xv 112 = b + ic, where b, cERed, then (xv 1i 2 )*(xv 1i 2 ) = (b- ic)(b + ic) =
b + c 2 + i(bc- cb). But also (xv 112 )*(xv 112 ) = v 1 12 x*xv 1 12 = v 112 (u- v)v 1 12 =
2
- v2 . Hence i(bc- cb) = - v2 - b 2 - c 2 . By Proposition 3.7 below, i(bc- cb) ~

0. Also (xv 1i 2 )*(xv 112 ) = - v2 ~ 0 because (a) and (b) are equivalent. By
Exercise VII.3.7, (xv 112 )(xv 112 )* ~ 0. Put (xv 112 )(xv 112 )* = - y, where yEd +.
So - y = (b + ic)(b- ic) = b 2 + c 2 - i(bc- cb). Hence i(bc- cb) = b 2 + c 2 +
yEd +by (3.7). Therefore i(bc- cb)E(- d +)nd + = (0). But this implies that
-v 2 =(xv 1 i 2 )*(xv 112 )=b 2 +c 2 E(-d+)nd+, so that v2 =0. But v~O so
v = 0. That is, a = u ~ 0. •
The next result will be proved only using the equivalence of (a), (d), and
(e) from the preceding theorem.
3.7. Proposition. If d is a C*-algebra, then d + is a closed cone.

PROOF. Let {an} s; d + and suppose an-+a. Clearly aERed. By (3.6d),
I an- I an 1111 ~II an 11. Hence I a- I a 1111 ~II a 11. so by (3.6e), a~ 0.
242 VIII. C*-Aigebras
Clearly, A.a ~ 0 if a~ 0 and A~ 0. Let a, bEd+; it must be shown that

a+ b ~ 0. It suffices to assume that II a II, II b II :::; 1. But Ill - t<a +b) II =
H(l -a)+ (1- b) II :::; 1 by (3.6d). So by (3.6e), t<a +b)~ 0.
If a Ed+ n(- d + ), then a= a* and cr(a) = {0}. But II a II = r(a) (l.lle).
•
Now to look at one more example-a very important one.
3.8. Theorem. If Yf is a Hilbert space and AE~(Yf), then A~ 0 if and only

if (Ah,h) ~0 for all h in Yf.
PROOF. If A~ 0, then (3.6c) A= T*T for some Tin ~(Yf). Hence (Ah, h)=
Thll 2 ~0. Conversely, suppose (Ah,h) ~0 for all h in Yf. By (11.2.12),
11
A= A*. It remains to show that cr(A) s [0, oo). If hEYf and A.< 0, then
II(A- A.)h 11 2 =II Ah 11 2 - 2A.(Ah,h) + ). 2 11 h 11 2
~ - 2A. ( Ah, h) + A. 2 11 h 11 2 ~ A. 2 11 h 11 2
since).< 0 and (Ah, h)~ 0. By (VII.6.4), A.¢crap(A). But this implies that A- A.
is left invertible (Exercise VII.6.5). Since A - A. is self-adjoint, A - A. is also
right invertible. Thus A.¢cr(A) and A ~ 0. •
3.9. Definition. If dis a C*-algebraanda,bERed, then a:::; b ifb- aEd +.
This ordering makes a C*-algebra as well as Rea into ordered vector

spaces.
Note that if A and B are hermitian operators on the Hilbert space Yf,
then A:::; B if and only if (Ah,h):::; (Bh,h) for all h in Yf.
This section closes with an application of positivity to obtain the polar
decomposition of an operator. If A.E<C, then A.= IA.Iei8 for some(}; this is the
polar decomposition of A.. Can an analogue be found for operators? To
answer this question we might first ask what is the analogue of IA.I and ei8
among operators. If AE~(Yf), then the proper definition for IAI would seem
to be IA I= (A* A) 112 [see (3.5)]. How about an analogue of ei8? Should it be
a unitary operator? An isometry? For an arbitrary operator neither of these
is appropriate. The following new class of operators is needed.
3.10. Definition. A partial isometry is an operator W such that for h in

(ker W)1., II Wh II = II h 11. The space (ker W)l. is called the initial space of W
and the space ran W is called the final space of W. See Exercises 15-20 for
more on partial isometries.
3.11. Polar Decomposition. If AE~(Yf), then there is a partial isometry W

with (ker A)l. as its initial space and cl(ran A) as its final space such that
A= WI A 1. Moreover, if A= UP where P ~ 0 and U is a partial isometry with
ker U = ker P, then P = IA I and U = W.
PROOF. IfhEJ't', then 11Ahii 2 =<Ah,Ah)=<A*Ah,h)=<IAih, IAih). Thus

3.12 11Ahll 2 = 111Aihll 2 •
Since (ran A*)J. = ker A, ran A* is dense in (ker A)J.. If /Han A*, f = A*g
for gin (ker A*)J. = ci ran A. Therefore, {A* Ak: kEJ't'} is dense in cl[ran A*]=
(ker A)j_. But A* Ak =I A 12 k =I A lh, where h = lA lk. That is, { lA lh: hEJ't'} is
dense in (kerA)J..If W: raniAI--+ranA is defined by
3.13 W(IAih) = Ah,
then (3.12) implies that W is a well-defined isometry. Thus W extends to an
isometry W: (ker A)J.--+ cl(ran A). If Wh is defined to be 0 for h in ker A, W
is a partial isometry. By (3.13), WI AI= A.
For the uniqueness, note that A* A= PU*UP. Now U*U = E =the
projection onto the initial space of U (Exercise 16), (ker U)J. = (ker P)J. =
cl (ran P). Thus A* A= PEP= P 2 • By the uniqueness of the positive square
root, P = IA 1. Since A = U IA I, U IA Ih = Ah = WI A Ih. That is, U and W agree
on a dense subset of their common initial space. Hence U = W. •
EXERCISES
1. Prove the uniqueness statement in Proposition 3.4 for the case that dis abelian.
3. Let AE.'?B(L2 (0, 1)) be defined by (Af)(t) = tf(t). Show that A~ 0 and find A 11•.
4. Let (X,Q,/1) beau-finite measure space, let f/JEL"'(X,Q,J1), and define Mq, as in
Theorem II.l.S. Show that Mq, ~ 0 if and only if f/J(x) ~ 0 a.e. [11]. What is M!1"?
If M q,E Re [j(.tf), find the positive and negative parts of M q,·
S. Find an example of a positive operator on a Hilbert space that has a nonhermitian
square root.
6. If a ERe ,q/, show that Ia I= (a 2 ) 112 =a+ +a_.
7. If aE.q/ +, show that x*axEd + for every x in sl.
8. If a, bEd, 0 ~a~ b, and a is invertible, then b is invertible and b - t ~a- 1 •
9. If a, bE Red, a~ b, and ab = ba, then f(a) ~ J(b) for every increasing continuous
function f on lR.
10. If aERe,q/ and I all~ 1, show that a is the sum of two unitaries. (Hint: First
solve this for d = CC.)
11. If oc>O, define f.: (-oc-t,oo)--+lR. by J.(t)=t/(1 +oct)=oc- 1 [1-(1 +oct)- 1].
Show:
(a) If 0 ~a~ b in d, f.( a)~ f.( b) for all oc > 0;
(b) /,(t) <min {t, oc- 1 } for t > 0;
(c) lim._ 0 f.(t) = t uniformly on bounded intervals in [0, oo);
(d) if 0 ~ oc ~ {J, f. ~/p on [0, oo );
(e) J,o /p = fa+p;
(f) lim,_"' ocf.(t) = 1 uniformly on bounded intervals in [0, oo ).
12. If a, bed+ and a~ b, show that all~ bll for 0 ~ {3 ~ 1. (a 11 = f(a) where f(t) = t11 .)
(Hint: Let f. be as in Exercise 11 and show that J;;' f.(t)a.-Pda. = ytfl where y > 0.
Use the definition of the improper integral and the functional calculus.)
13. Give an example of a C*-algebra d and positive elements a, b in d such that
a ~b but b2 -a 2 'fd +·
14. Let d = eiW), let a= the unilateral shift on /2 , and let b =a*. Show that
u(ab) # u(ba).
15. Let Weei(Jf) and show that the following statements are equivalent: (a) W is a
partial isometry; (b) W* is a partial isometry; (c) W*W is a projection; (d) WW*
is a projection; (e) WW*W = W; (f) W*WW* = W*.
16. If W is a partial isometry, show that W*W is the projection onto the initial space
of Wand WW* is the projection onto the final space of W.
17. If W 1 , W2 are partial isometries, define W 1 ~ W2 to mean that W~ W 1 ~ W2 , w;
W 1 W~ ~ W2 w;,and W2 h = W 1 h whenever his in the initial space of W 1 • Show
that ~ is a partial ordering on the set of partial isometries and that a partial
isometry W is a maximal element in this ordering if and only if either W or W*
is an isometry.
18. Using the terminology of Exercise 17, show that the extreme points of ballei(Jf)
are the maximal partial isometries. (See Exercise V.7.10.)
19. Find the polar decomposition of each of the following operators: (a) M~ as defined
in (11.1.5); (b) the unilateral shift; (c) the weighted unilateral shift [A(x 1 , x 2 , •• •) =
(0, a. 1 x 1 , a. 2 x 2 , • .. ) for x in 12 and supnla.nl < oo] with nonzero weights; (d) A ED a.
(in terms of the polar decomposition of A).
20. Let Aeei(Jf) such that ker A= (0) and A~ 0 and defineS on%= Jf ED Jf EB · · ·
by S(h 1 ,h 2 , ... )=(0,Ah 1 ,Ah 2 , ...). Find the polar decomposition of S,S= WISI,
and show that S =lSI W.
21. Show that the parts of the polar decomposition of a normal operator commute.
22. If Aeei(Jf), show that there is a positive operator P and a partial isometry W
such that A= PW. Discuss the uniqueness of P and W.
23. If A is normal and invertible, show that the parts of the polar decomposition of
A belong to C*(A).
24. Give an example of a normal operator A such that the partial isometry in the
polar decomposition of A does not belong to C*(A).
25. Show that for an arbitrary C*-algebra d it is not necessarily true that abed+
whenever a and bed+. If, however, a, bed+ and ab = ba, then abed+.
§4. Ideals and Quotients of C*-Aigebras 245
§4*. Ideals and Quotients of C*-Algebras

We begin with a basic result.
4.1. Proposition. If I is a closed left or right ideal in the C*-algebra d, aei

with a= a*, and iffeC(a(a)) withf(O) = 0, thenf(a)ei.
PROOF. Note that if I is proper, then Oea(a) since a cannot be invertible.
Since a(a) s;; .R, the Weierstrass Theorem implies there is a sequence {Pn} of
polynomials such that Pn(t)~ f(t) uniformly for t in a(a). Hence
Pn(O) ~f(O) = 0. Thus q"(t) = Pn(t)- Pn(O) ~f(t) uniformly on a(a) and
q"(O) = 0 for all n. Thus q"(a)ei and by the functional calculus,
llqn(a)- f(a) II ~o. Hence f(a)ei. •
4.2. Corollary. If I is a closed left or right ideal, aei with a= a*, then a+, a_,
lal, and lal 112 ei.
Note that if I is a left ideal of d, then {a*: a E I} is a right ideal. Therefore

a left ideal I is an ideal if a* e I whenever a E /.
4.3. Theorem. If I is a closed ideal in the C*-algebra d, then a* E I whenever

aei.
PROOF. Fix a in I. Thus a*aei since I is an ideal. The idea is to construct
a sequence {u"} of continuous functions defined on [0, oo) such that
(i) u"(O) = 0 and u"(t) ~ 0 for all t;
4.4
(ii) II au"( a* a)- a II ~ 0 as n ~ oo.
Note that if such a sequence {u"} can be constructed, then u"(a*a) ~ 0 and
un(a*a)ei by Proposition 4.1. Also, un(a*a)a*ei since I is an ideal and
llun(a*a)a* -a* II= llau"(a*a)-all ~o by (ii). Thus a*ei whenever aei. It
remains to construct the sequence {u"}.
Note that
II au"( a* a)- a 11 2
= II [au"(a*a)- a]*[au"(a*a)- a] II
=II u"(a*a)a*au"(a*a)- a*au"(a*a)- u"(a*a)a*a + a*a 11.
If b =a* a, then the fact that bu"(b) = u"(b)b implies that II au"( a* a)- a 11 2 =
II fn(b) II ~sup{ lfn{t)l: t ~ 0}, where fn(t) = tu"(t) 2 - 2tu"(t) + t = t[u"(t)- 1]2.
If u"{t) = nt for 0 ~ t ~ n- 1 and u(t) = 1 for t ~ n- 1, then it is seen that
sup {I fn{t)l: t ~ 0} = 4/27n ~ 0 as n ~ oo; so (4.4) is satisfied. •
Notice that the construction of the sequence {u"} satisfying (4.4) actually
proves more. It shows that there is a "local" approximate identity. That is,
the proof of the preceding theorem shows that the following holds.
4.5. Proposition. If d is a C*-algebra and I is an ideal of d, then for every

a in I there is a sequence {e.} of positive elements in I such that:
(a) e 1 ~e 2 ~···and lie. II~ 1 for all n;
(b) llae.-aii~Oasn~oo.
In the preceding proposition the sequence {e.} depends on the element

a. It is also true that there is a positive increasing net {e;} in I such that
II e;a- a II-+ 0 and II ae;- a II-+ 0 for every a in I (seep. 36 of Arveson [1976] ).
We turn now to an important consequence of Theorem 4.3.
4.6. Theorem. If dis a C*-algebra and I is a closed ideal of d, then for each
a+I in d/I define (a+I)*=a*+I. Then d/I with its quotient norm is a
C*-algebra.
To prove (4.6), a lemma is needed.
4.7. Lemma. If I is an ideal in a C*-algebra d and aEd, then

lla+III =inf{lla-axll: xEI, x~O, and llxll ~ 1}.
PROOF. If (ball I)+= {xEball I: x ~ 0}, then clearly II a+ I II~ inf{ II a- ax II:
x E(ball I)+} since ai £ I. Let y EI and let {e.} be a sequence in (ball/)+ such
that II y- ye. II -+ 0 as n-+ oo. Now 0 ~ 1 -e.~ 1, so II (a+ y)(1 -e.) II ~
II a+ Yll· Hence
II a+ y II ~lim infll (a+ y)(l - e") II

=lim infll (a- aen) + (y- ye.) II
=lim infll a- ae. II
since lly- ye.ll ~o. Thus II a+ Yll ~ infnlla-ae.ll ~inf{ lla-axll: xE(balll)+ }.
Taking the infimum over ally in I gives the desired remaining inequality. •
PROOF OF THEOREM 4.6. The only difficult part of this proof is to show that
lla+III 2 = lla*a+III for every a in d. Since x*EI whenever xEI (4.3),
II a* +I II = II a+ I I for all a in d. Thus the submultiplicativity of the norm
in d II (VII.2.6) implies
II a* a+ I II = II (a*+ I)(a +I) II

~ II a* + I II II a + I II
=II a+ I 11 2 •
On the other hand, the preceding lemma gives that
II a + I 11 2 = inf { II a - ax 11 2 : x E(ball I)+}

=inf{lla(l-x)ll 2 : xE(balli)+}
= inf{ II (1- x)a*a(l- x) II: XE(balll)+}
§4. Ideals and Quotients of C*-Algebras 247
~ inf{ II a*a(l - x) II: x E(ball I)+}

= inf{ II a* a- a* ax II: XE(ball I)+}
= lla*a+III-
If d, !14 are C*-algebras with ideals I, J, respectively, and p: d-+ !14 is a
•
*-homomorphism such that p(J) s; J, then p induces a *-homomorphism p:
d/I-+!14/1 defined by p(a+I)=p(a)+J. In particular, if I=kerp and
J = (0), then p: d /ker p-+ !14 is a *-homomorphism and p on = p, where n:
d-+ d /ker p is the natural map. Keep these facts in mind when reading the
proof of the next result.
4.8. Theorem. If d,f!J are C*-algebras and p: d -+f!J is a *-homomorphism,

then II p(a) II ~ II a II for all a and ran p is closed in f!J. If p is a *-monomorphism,
then p is an isometry.
PROOF. The fact that II p(a) II ~ II a II is a restatement of (l.lld). Now assume
that pis a *-monomorphism. As in the proof of (l.lld), it suffices to assume
that d and fJ4 have identities and p(l) = 1. (Why?)
If a Ed and a = a*, then it is easy to see that p(a) = p(a)* and u(p(a)) s; u(a).
If u(p(a)) '# u(a), there is a continuous function f on u(a) such that f(t) = 0
for all tin u(p(a)) but f is not identically zero on u(a). Thus f(p(a)) = 0, but
f(a) '# 0. Let {Pn} be polynomials such that Pn(t)-+ f(t) uniformly on u(a).
Thus Pn(a)-+ f(a) and Pn(p(a))-+ f(p(a)) = 0. But Pn(p(a)) = p(pn(a))-+ p(f(a)).
Thus p(f(a)) = f(p(a)) = 0. Since p was assumed injective, f(a) = 0, a
contradiction. Hence u(a) = u(p(a)) if a= a*. Thus by (l.lle), II a II = r(a) =
r(p(a)) = II p(a) II if a= a*. But then for arbitrary a, II a 11 2 = II a* a II = II p(a*a) II =
II p(a)* p(a) II = II p(a) 11 2 and p is an isometry.
To complete the proof let p: d-+ f!J be a *-homomorphism and let p:
d /ker p-+ @J be the induced *-monomorphism. Sop is an isometry and hence
ran p is closed. But ran p = ran p. •
We turn now to some specific examples of C*-algebras and their ideals.
4.9. Proposition. If X is compact and I is a closed ideal of C(X), then there

is a closed subset F of X such that I= {!EC(X): f(x) = 0 for all x in F}.
Moreover, C(X)/I is isometrically isomorphic to C(F).
PROOF. Let F = {xEX: f(x) = 0 for all fin I}, so F is a closed subset of X.
If J,LEM(X) and J,Ll_I, then Jlfl 2 dJ,L=0 for every fin I since lfl 2 =fJEI
whenever fEI. Thus each f must vanish on the support of J,L; hence
IJ-LI(X\F) = 0. Conversely, if J,LEM(X) and the support of 11 is contained in
F, Sf dJ,L = 0 for every fin I. Thus I J. = {J-LEM(X): IJ-LI(X\F) = 0}. Since I is
closed, I= J.(J J.) = {! EC(X): f(x) = 0 for all x in F}. The remainder of the
proof is left to the reader. •
4.10. Proposition. If I is a closed ideal of r!J(J'f), then I 2 f!4 0 (J'f) or I= (0).

PROOF. Suppose I -# (0) and let T be a nonzero operator in /. Thus there

are vectors fo, / 1 in Jf such that Tf0 = / 1 -# 0. Let g0 , g 1 be arbitrary nonzero
vectors Jf. Define A: Jf-+Jf by letting Ah= ll9oll- 2 (h,g 0 ) /0 . Then
Ag 0 = fo and Ah = 0 if h .l g0 . Define B: Jf-+ Jf by letting Bh =
ll/1 ll- 2 (h,f 1 )g 1 • So B/1 = g 1 and Bh = 0 if h.l/1 • Thus BT Ah = 0 if h.l g0
and BTAg0 =g 1 . Hence for any pair of nonzero vectors g0 ,g 1 in Jf the
rank-one operator that takes g0 to g 1 and is zero on [g 0 F belongs to I.
From here it easily follows that I contains all finite-rank operators. Since I
is closed, J::;;u?U 0 (Jf). •
It will be shown in (IX.4.2), after we have spectral theorem, that if I is a

closed ideal in .?6'(£) and Jf is separable, then I= (0), .?6' 0 (£), or .?6'(£).
EXERCISES
I. Complete the proof of Proposition 4.9.
2. Show that M.(<C) has no nontrivial ideals. Find all of the left ideals.
3. If rx is an infinite cardinal number, let I.= {A E~(Jt"): dim cl(ran A)~ rx}. Show that
I. is a closed ideal in ~(Jt").
4. Let S be the unilateral shift on /2 . Show that C*(S) 2 &B 0 W) and C*(S)/BB 0 W) is
abelian. Show that the maximal ideal space of C*(S)/~ 0 W) is homeomorphic to olD.
5. If Vis the Volterra operator on L2 (0, 1), show that C*(V) = <C + ~ 0 (L2 (0, !)).
6. If s:l is a C*-algebra, I is a closed ideal of d, and 8B is a C*-subalgebra of d,
show that the C*-algebra generated by Iuf!.B is I +f!.B.
7. If .<4 is a C*-algebra and I and J are closed ideals in d, show that I+ J is a
closed ideal of .rd.
§5*. Representations of C*-Algebras and the

Gelfand-Naimark-Segal Construction
5.1. Definition. A representation of a C*-algebera is a pair (rr, £),where Jf is
a Hilbert space and rr: .91-+ .?6'(£) is a *-homomorphism. If d has an identity,
it is assumed that rr(l) = 1. (The algebras considered in this book are assumed
to have an identity. The reader should be aware that not all authors make
this assumption and so he should be cautious when consulting the literature.)
Often mention of Jf is suppressed and we say that rr is a representation.
5.2. Example. If Jf is a Hilbert space and d is a C*-subalgebra of .?6'(£),

then the inclusion map d c...'?#(£) is a representation.
5.3. Example. If n is any cardinal number and Jf is a Hilbert space, let Jt<•l
denote the direct sum of Jf with itself n times. If A E.?l(£), then A <•l is the
§5. Representations of C*-Algebras 249
direct sum of A with itself n times; so A<"lE,qj(£<•>) and II A<nl II= II A 11. The
operator A<•l is called the inflation of A. If n: d --+gj(£) is a representation,
the inflation of n is the map n<•>: d--+ gj(£<"l) defined by n<">(a) = n(aj<•l for
all a in .Pi.
5.4. Example. If (X, n, 11l is a a-finite measure space and £ = U(11), then n:
L (11)--+gj(£) defined by n(¢)= Mq, is a representation.
00
5.5. Example. If X is a compact space and 11 is a positive Borel measure on

X, then n: C(X)--+ gj(L 2 (11)) defined by n(f) = M 1 is a representation.
5.6. Definition. A representation n of a C*-algebra d is cyclic if there is a

vector e in £ such that cl[n(.Pi)e] = £; e is said to be a cyclic vector for
the representation n.
Note that the representations in Examples 5.4 and 5.5 are cyclic (Exercises
2 and 3). Also, the identity representation i: gj(£)--+ gj(£) is cyclic and every
nonzero vector is a cyclic vector for this representation. If d = <C + gj 0 (£),
then the identity representation is cyclic. On the other hand, if n ? 2, then
the inflation n<nJ of a representation of C(X) is never cyclic (Exercise 4).
There is another way to obtain representations.
5.7. Definition. If { (ni, £J i El} is a family of representations of .91, then

the direct sum of this family is the representation (n, £),where£= EBi£i and
n(a) = {ni(a)} for every a in d.
Note that since II ni(a) II ,;::; II a II for every i (4.8), n(a) is a bounded operator
on £. It is easy to check that n is a representation.
5.8. Example. Let X be a compact space and let {11n} be a sequence of

measures on X. For each n let n.: C(X) --+gj(L 2 (11.)) be defined by nn(f) = M 1
on U(/1"). Then n = EB.n. is a representation. If the measures {~t.} are pairwise
mutually singular, then n is equivalent (below) to the representation f--+ M 1
of C(X)--+ gj(U(11)), where 11 = L:;:'= 1 11./2" lllln II (Exercise 5).
The concept of equivalence for representations is that of unitary

equivalence. That is, two representations of a C*-algebra d, (n 1 ,£ 1 ) and
(n 2 , £ 2 ), are equivalent if there is an isomorphism U: £ 1 --+ £ 2 such that
Un 1 (a)U - 1 = n 2 (a)for every a in d. The importance of cyclic representations
arises from the fact, given in the next result, that every representation is
equivalent to the direct sum of cyclic representations.
5.9. Theorem. If n is a representation of the C*-algebra d, then there is a

family of cyclic representations {nJ ofs4 such that nand EBini are equivalent.
PROOF. let g = the collection of all subsets E of nonzero vectors in £ such
that n(d)e .l n(d)f for e, f in E with e =!=f. Order g by inclusion. An
application of Zorn's Lemma implies that cC has a maximal element E0 • Let

£ 0 = EB {cl[n(sl)e]: eeE0 }. If he£8£ 0 , then 0 = (n(a)e,h) for every a
in d and e in E 0 . So if a, bed and eeE 0 , 0 = ( n(b*a)e, h)= ( n(b)*n(a)e, h)=
( n(a)e, n(b)h ). That is, n(d)e .l n(d)h for all e in E 0 . Hence E 0 u { h} E cff; by
the maximality of E 0 it must be that h = 0. Therefore Yl' = Yl' 0 .
For e in E 0 let Yl'e = cl[n(d)e]. If aed, clearly n(a)Yl'e s;;; Yl'e. Since
a* ed and n(a)* = n(a*), Yl' e reduces n(a). So if ne: d-+ ~(£e) is defined
by ne(a) = n(a)IYI' e• ne is a representation of a. Clearly n = EB {ne: eeE 0 } .
•
In light of the preceding theorem, it becomes important to understand
cyclic representations. To do this, let n: d-+ !JI(Yl') be a cyclic representation
with cyclic vector e. Define f: d-+ <C by f(a) = ( n(a)e, e). Note that f is a
bounded linear functional on d with llfll ~ llell 2 • Since f(l)= llell 2 ,
llfll = llell 2 • Moreover,f(a*a)= (n(a*a)e,e) = (n(a)*n(a)e,e) = lln(a)ell 2 ~0.
5.10. Definition. If dis a C*-algebra, a linear functional f: d -+<Cis positive

if f(a) ~ 0 whenever aed +. A state on d is a positive linear functional on
d of norm 1.
5.11. Proposition. Iff is a positive linear functional on a C*-algebra d, then

lf(y*xW ~ f(y*y)f(x*x)
for every x, y in d.
PROOF. If [x,y] = f(y*x) for x,y in d, then[-,·] is a semi-inner product on
d. The proposition now follows by the CBS inequality (1.1.4). •
5.12. Corollary. Iff is a non-zero positive linear functional on the C*-algebra

d, then f is bounded and II !II = f ( l ).
5.13. Example. If X is a compact space, then the positive linear functionals

on C(X) correspond to the positive measures on X. The states correspond
to the probability measures on X.
As was shown above, each cyclic representation gives rise to a positive

linear functional. It turns out that each positive linear functional gives rise
to a cyclic representation.
5.14. Gelfand-Naimark-Segal Construction. Let d be a C*-algebra with

identity.
(a) Iff is a positive linear functional on d, then there is a cyclic representation
( n 1 , Yl' 1 ) of d with cyclic vector e such that f(a) = ( n 1 (a)e, e) for all a
in d.
(b) If (n, Yl') is a cyclic representation of d with cyclic vector e and
§5. Representations of C*-Aigebras 251
f(a) = ( n(a)e, e) and if (n 1 , Yf 1 ) is constructed as in (a), then n and n1 are

equivalent.
Before beginning the proof, it will be helpful if the theorem is examined

when d is abelian. So let ,r;l = C(X) where X is compact. Iff is a positive
linear functional on .91, then there is a positive measure 11 on X such that
f(cf>) = J cf>dp for all¢ in d. The representation (n 1 , .Yf1 ) is the one obtained
by Jetting .Yf1 = L 2 (p) and n1 (¢) = M<P, but let us look a little closer. One
way to obtain U(p) from C(X) and 11 is to let ff = {c/>EC(X): Jl¢1 2 dp = 0}.
Note that ff is an ideal in C(X). Define an inner product on C(X)/ ff by
( 1> + ff, 1/J + ff) = J 1> !if dp. The completion of C(X)I ff with respect to this
inner product is L 2 (p).
To see part (b) in the abelian case, let n: C(X)--+ 9l(£) be a cyclic
representation with cyclic vector e. Let 11 be the positive measure on X such
that J cf>dp = (n(cf>)e, e)= f(cf>). Now define U 1 : C(X)--+ .Yf by U 1 (¢) = n(cf>)e.
Note that U 1 is linear and has dense range. If ff is in the preceding
paragraph and 1> E ff, then II U 1 (¢) 11 2 = ( n(cf>)e, n(cf>)e) = ( n(cf>*cf>)e, e) =
Jl¢1 2 dp=0. So U 1 ff=0. Thus V 1 induces a linear map U: C(X)Iff-+.Yf
where U(c/>+ff)=n(cf>)e. If (c/>+ff,I/J+ff)=Jcf> lifdp, then (V(c/>+ff),
V(I/J + !£)) = (n(cf>)e, n(I/J)e) = (n(c/>1/J*)e,e) = Jcf>lifdp = (¢ + f£,1/J + !£).
Thus U extends to an isomorphism U from the completion of dlff = L 2 (p)
onto£. SoU: L 2 (p)-+.Yf and if c/>EC(X) and we think of C(X) as a (dense)
subset of L 2 (p), Ucf> = n(cf>)e. If ¢,1/JEC(X), then UM<PI/J = U(c/>1/J) = n(c/>1/J)e =
n(cf>)n(I/J)e = n(cf>)U(I/J); that is, UM)U on a dense subset of L 2 (p) and,
hence, U M)U for every 4> in C(X). In other words, n is equivalent to
the representation 1> H M <J>·
PROOF OF THEOREM 5.14. Let f be a positive linear functional on d and put
ff = {xE.l41': f(x*x) = 0}. It is easy to see that ff is closed in d. Also if aE.l41'
and xEf£, then (5.11) implies that
f((ax)*(ax)) 2 = f(x*(a*ax)) 2
~f(x*x)f(x*a*aa*ax)
=0.
That is, ff is a closed left ideal in d. Now consider d Iff as a vector space.
(Since ff is only a left ideal, d Iff is not an algebra.) For x, y in d, define
(x + ff,y + !£) = f(y*x).
It is left as an exercise for the reader to show that ( ·, ·) is a well-defined
inner product on d Iff. Let .Yf1 be the completion of d Iff with respect to
the norm defined on d Iff by this inner product.
Because ff is a left ideal of d,x + ff~--+ax + ff is a well-defined linear
transformation on dlff. Also, II ax+ ff 11 2 =(ax+ ff,ax + f£) = f(x*a*ax).
Now if II a a* II is considered as an element of d (it is a multiple of the identity),
then an appeal to the functional calculus for a* a shows that II a* a II -a* a> 0.
Hence (Exercise 3.7) O~x*(lla*all-a*a)x= llall 2 x*x-x*a*ax; that is,

x*a*ax ~ II a ll 2 x*x. Therefore II ax+ .P 11 2 ~ II a 11 2 f(x*x) = II a 11 2 11 x + .P 11 2 .
Thus if 1lj(a): d I .P-+ d I.P is defined by n Aa)(x + .P) =ax+ .P, n f(a) is a
bounded linear operator with II n!(a) II ~ II a 11. Hence n!(a) extends to an
element of go(Yff). It is left to the reader to verify that n/ d-+PA(.Yff) is a
representation.
Put e = l + .P in .Yf f· Then nf(d)e ={a+ .P: a Ed}= di.P which, by
definition, is dense in .YfJ· Thus e is a cyclic vector for n f· [Also note that
<n f(a)e, e) = f(a).] This proves (a).
Now let (n, £), e, and f be as in (b) and let (n I• .Yf f) be the representation
constructed. Let e f be the cyclic vector for n f so that f(a) = n f(a)e I• ef)<
for all a in st. Hence <n Aa)e J• ef) = <n(a)e, e) for all a in .r:1. Define U on
the dense manifold nf(d)e f in .Yf f by U n f(a)e f = n(a)e. Note that
lln(a)ell 2 = (n(a)e,n(a)e) = (n(a*a)e, e)= (nf(a*a)ef, ef) = llnf(a)efll 2 .
This implies that U is well defined and an isometry. Thus U extends to an
isomorphism of .Yff onto .Yf. If x, aEd, then Unf(a)nf(x)ef= Unf(ax)ef=
n(a)n(x)e = n(a)Unf(x)e f· Thus n(a)U = Un !(a) so that n and n f are
equivalent. •
The Gelfand-Naimark-Segal construction is often called the GNS

construction.
It is not difficult to show that if f is a positive linear functional on d
and a> 0, then the representations nf and naf are equivalent (Exercise 8).
So it is appropriate to only consider the cyclic representations corresponding
to states. If d is a C*-algebra, let S.c~ =the collection of all states on d.
Note that S 4 ~ball d*. Sc~ is called the state space of d.
5.15. Proposition. If d is a C*-algebra with identity, then Sst is a weak*

compact convex subset of d* and if a Ed +• then II a II= sup{f(a):fES.w} and
this supremum is attained.
PROOF. Since s.cl ~ball d*, to show that s.cl is weak* compact, it suffices
to show that Sc~ is weak* closed. The reader can supply this proof using
nets. Clearly S.w is convex.
If d = C(X) with X compact and fEC(X)+, then there is a point x in X
such that f(x)= llfll. Thus 11!11 = Sfdox=sup{JfdJ.L: J.LE(ballM(X))+}. If
dis arbitrary and aEd +• then II all ;?:sup{f(a): fES.c~}- Also, from the
argument in the abelian case, there is a state f 1 on C*(a) such that f 1 (a)= II a 11.
If we can show that f 1 extends to a state f on d, the proof is complete.
That this can be done is a consequence of the next result. •
5.16. Proposition. Let d, go be C*-algebras with go~ d. If f 1 is a state on

go, then there is a state f on d such that f Igo = f 1 •
PROOF. Consider the real linear spaces Red and Re !18. If a Ed+, then
a~ II a II in d. Since l ERe go, Re go has an order unit. By Corollary III.9.l2,
§5. Representations of C*-Algebras 253
if f 1 ES;1 there is a positive linear functional f on Red such that fl Re f!4 = f 1 .

Since 1EBl, f(1) = f 1 (1) = 1. Now let f(a) = f((a + a*)/2) + if((a- a*)/2i) for
an arbitrary a in d. It follows that fES.<Y and flf!l = f 1 . •
The next result says that every C*-algebra is isomorphic to a C*-algebra

contained in f!J(Yf) for some Yf. Thus each C*-algebra "is" an algebra of
operators.
5.17. Theorem. If d is a C*-algebra, then there is a representation (n, Yf) of

d such that n is an isometry. If dis separable, then .1f can be chosen separable.
PROOF. Let F be a weak* dense subset of S.<Y and let n = EB{nifEF},
.1f = EB {.1fi f EF}. Thus II a 11 2 ~ lin( a) 11 2 = sup1 lin1 (a) 11 2 • If e1 is the cyclic
vector for n1 , then lle1 11 2 =<e1 ,e1 )=<n1 (1)e1 ,e1 )=f(l)=l. Hence
lln1 (a)ll 2 ~ lln1 (a)e1 11 2 = <n1 (a*a)e1 ,e1 ) =f(a*a), and llall 2 ~ lln(a)ll 2 ~
sup{!(a*a): fEF}. Since F is weak* dense in S.<Y• Proposition 5.15 implies
sup{!(a*a): fEF} = lla*all = llall 2 • Hence n is an isometry.
If d is separable, (ball d*, wk*) is a compact metric space (V.5.1 ). Hence
S.rY is weak* separable so that the set F of the preceding paragraph can be
chosen to be countable. Now iff EF, n(d)e1 is a separable dense submanifold
in .1f1 since d is separable. Thus .1f1 is separable. It follows that .1f is
separable. •
Actually, more can be said if d is separable. In fact, every separable

C*-algebra has a cyclic representation that is isometric (Exercise 11).
EXERCISES
1. Let sYI be a C*-algebra with identity and let n: d--> ~(£')be a *-homomorphism
[but don't assume that n( 1) = 1]. Let P 1 = n( 1). Show that P 1 is a projection and
'-*'i =
P 1ff reduces n(d). If n 1 (a) = n(a)l£' 1 , show that n 1 : d-->~(£'tl is a
representation.
2. Show that the representation in Example 5.4 is a cyclic representation and find
all of the cyclic vectors.
3. Show that the representation in Example 5.5 is a cyclic representation and find
all the cyclic vectors.
4. If X is compact and J1 is a positive measure on X, let nil: C(X)-->~(L 2 (J1)) be the
representation defined in Example 5.5. If Jl, v are positive measures on X show
that nil EB n. is cyclic if and only if J1.l v. If J1.l v, then nil EB n. is equivalent to
nll + v . Also, n<•l
11
is not cyclic if n ~ 2.
6. If .c1 = <C + ~ 0 (£') and n: .cl--> ~(£') is the identity representation, show that
n<" l is a cyclic representation.
7. Fix a Banach limit LIM on / 00 (1N") and let ff be a separable Hilbert space with
an orthonormal basis {e.}. Define f: .:M(£')--> <C by f(T) =LIM { (Te., e.)}. Show
that f is a state on 111(£'). If n1 is the corresponding cyclic representation, show

that kern1 = 111 0 (£'). Hence n1 induces a cyclic representation of 111(£')/111 0 (£')
that is isometric. Is £'1 separable?
8. Iff is a positive linear functional on d and cxe(O, oo), show that n1 and n.1 are
equivalent representations.
9. If aed, then a~ 0 if and only if f(a) ~0 for every state f.
lO. If aed and a =f:. 0, then there is a state fond such that f(a) =f:. 0.
II. If d is a separable C*-algebra and {!.} is a countable weak* dense subset of
S·'"" let f = L..2-"f•. Show that n1 is an isometry.
CHAPTER IX
Normal Operators on Hilbert Space
In this chapter the Spectral Theorem for normal operators on a Hilbert

space is proved. This theorem is then used to answer a number of questions
concerning normal operators. In fact, the Spectral Theorem can be used to
answer essentially every question about normal operators.
§ 1. Spectral Measures and Representations of

Abelian C*-Algebras
Before beginning this section the reader should familiarize himself with the
definitions and examples in (VIII.5.1) through (VIII.5.8).
In this secton we want to focus our attention on representations of abelian
C*-algebras. The reason for this is that the Spectral Theorem and its
generalizations can be obtained as a special case of such a theory. The idea
is the following. Let N be a normal operator on Jt. Then C*(N) is an abelian
C*-algebra and the functional calculusf~--+ f(N) is a *-isomorphism of C(cr(N))
onto C*(N) (VIII.2.6). Thus!~---+ f(N) is a representation C(cr(N))-+ .11(£) of
the abelian C*-algebra C(cr(N)). A diagnosis of such representations yields
the Spectral Theorem.
A representation p: C(X)-+ .11(£) is a *-homomorphism with p(l) = 1.
Also, I p II= 1 (VIII.l.lld). Iff EC(X)+, then f = g2 where gEC(X)+; hence
p(f) = p(g) 2 = p(g)*p(g) ~ 0. So p is a positive map. One might expect, by
analogy with the Riesz Representation Theorem, that p(f) = ff dE for some
type of measure E whose values are operators rather than scalars. This is
indeed the case. We begin by introducing these measures and defining the
integral of a scalar-valued function with respect to one of them.
256 IX. Normal Operators on Hilbert Space
1.1. Definition. If X is a set, n is a a-algebra of subsets of X, and Jt is a

Hilbert space, a spectral measure for (X, n, £) is a function E: n __. 36(£)
such that:
(a) for each ~ in n, E(~) is a projection;
(b) E(O) = 0 and E(X) = 1;
(c) E(~l r1~2) = E(~ 1 )E(~2) for ~ 1 and ~2 in 0;
(d) if {~n}:=I are pairWiSe disjoint SetS from Q, then
E c91 ~n) = Jl E(~n).

A word or two concerning condition (d) in the preceding definition. If
{En} is a sequence of pairwise orthogonal projections on Jt, then it was
shown in Exercise 11.3.5 that for each h in £, I.;'= 1 En( h) converges in Jt to
E(h), where E is the orthogonal projection of Jt onto V {En(£): n?: 1}. Thus
it is legitimate to write E=I.;'= 1 En- Now if ~~n~ 2 =0, then (b) and (c)
above imply that 0 = E(~ 1 )E(~ 2 ) = E(~ 2 )E(~d; that is, E(~ 1 ) and E(~ 2 ) have
orthogonal ranges. So if {~n} ~ is a sequence of pairwise disjoint sets in n,
the ranges of {E(~n)} are pairwise orthogonal. Thus the equation
E(U ~ ~n) = L~ E(~n) in (d) has the precise meaning just discussed.
Another way to discuss this is by the introduction of two topologies that
will also be of value later.
1.2. Definition. If Jt is a Hilbert space, the weak operator topology (WOT)

on 36(£) is the locally convex topology defined by the seminorms {Ph.k:
h, kEJt} where Ph.k(A) =I< Ah, k) 1. The strong operator topology (SOT) is the
topology defined on 36(£) by the family of seminorms {ph: hE£}, where
Ph(A) =II Ah II.
1.3. Proposition. Let Jt be a Hilbert space and let {A J be a net in 36( £).
(a) A;__. A (WOT) if and only if <A;h, k) __. <Ah, k) for all h, kin Yr.
(b) If sup; IIA;II < oo and !Y is a total subset of Jt, then A;__. A (WOT) if and
only if <A;h, k) __. <Ah, k) for all h, kin !Y.
(c) A;__. A (SOT) if and only if I A;h- Ah I __. 0 for all h in Yr.
(d) If sup; I A; I < oo and !Y is a total subset of Jt, then A;__. A (SOT) if and
only if I A;h- Ah II __. 0 for all h in !Y.
(e) If Jt is separable, then the WOT and SOT are metrizable on bounded
subsets of 36(£).
PROOF. The proofs of (a) through (d) are left as exercises. For (e), let {hn} be
any countable total subset of ball Yr. If A, BE36(£), let
L
00
ds(A,B)= 2-nii(A-B)hnll,
n=l
L
00
dw(A,B)= 2-n-mi<(A-B)hn>hm)l.
m,n-== 1
§l. Spectral Measures and Representations of Abelian C*-Aigebras 257
Then d. and dw are metrics on ~(£). It is left as an exercise to show that

d. and dw define the SOT and WOT on bounded subsets of 31(£). •
1.4. Example. Let (X,Q,Ji) be a a-finite measure space. If cpeL"'(Ji), let Mtf>
be the multiplication operator on L2 (Ji). Then a net {cp;} in L"'(Ji) converges
weak* to cp if and only if Mt/>;-+ Mtf> (WOT). In fact, iff, geL2(Ji) and cpi-+ cp
weak* in L"'(Ji), then (M.pJ.g) = JtfoJgdji-+ Jtfofgdji = (M.p/.g) since
fgeV(Ji). Conversely, if Mt/>;-+ Mtf> (WOT) and/ eV(Ji), then/= g 1g2 , where
g 1 , g2 EL2(Ji). (Why?) So JcpJ dji = ( M tf>;g 1 , g2)-+ (Mtf>g 1 , gz) = Jcp f dji.
1.5. Example. If {En} is a sequence of pairwise orthogonal projections on

£, then I.'f' En converges (SOT) to the projection of£' onto V {En(£):
n ~ 1}.
In light of (1.5), a spectral measure for (X, Q, £) could be defined as a
SOT-countably additive projection-valued measure.
1.6. Example. Let X be a compact set. Q =the Borel subsets of X, Ji =a

measure on Q, and £' = L2(Ji). For ~ in Q, let E(~) =multiplication by XtJ.•
the characteristic function of~. E is a spectral measure for (X, Q, £).
1.7. Example. If E is a spectral measure for (X, Q, £), the inflation, E<nl, of
E, defined by E<nl(M = E(~)<nl, is a spectral measure for (X, Q, £<nl).
1.8. Example. Let X be any set, Q =all the subsets of X,£'= any separable
Hilbert space, and fix a sequence {xn} in X. If {e 1,e 2, ... } is some orthonormal
basis for£, define E(M =the projection onto V {en: xne~}. Eisa spectral
measure for (X, Q, £).
The next lemma is useful in studying spectral measures as it allows us to

prove things about spectral measures from known facts about complex-
valued measures.
1.9. Lemma. If E is a spectral measure for (X, Q, £) and g, he£, then
defines a countably additive measure on Q with total variation~ II g 1111 h 11.

PROOF. That Ji = Eg,h as defined above, is a countably additive measure is
left for the reader to verify. If ~ 1 .... , ~n are pairwise disjoint sets in Q, let
aie<C such that letil=1 and I(E(~)g,h)l=et/E(~)g,h). So Lilti(~i)l=
l:p/E(~i)g,h) = <L.iE(~)aig,h) ~ III.iE(~i)aigllllhll. Now {E(~)aig: 1 ~j~n}
is a finite sequence of pairwise orthogonal vectors so that II LiE(~)aig 11 2 =
Ljll E(~)g 11 2 =II E(Ui= 1 ~)gll 2 ~ llg 11 2; hence Lilli(~) I~ llg llllh 11. Thus
II ti II ~ II g II II h 11. . •
It is possible to use spectral measures to define representations. The next

result is crucial for this purpose. It tells us how to integrate with respect to
a spectral measure.
l.IO. Proposition. If E is a spectral measure for (X, n, £) and <f>: X -4 <C is a

bounded Q-measurable function, then there is a unique operator A in ~(£)
such that if t: > 0 and {~ 1 , ... , ~n} is an Q-partition of X with sup { 1</>(x)- </>(x')l:
x,x'E~k} <efor 1 ~k~n, thenfor any xk in ~k•
J
PROOF. Define B(g, h)= <f>dEg.h for g, h in £. By the preceding lemma it is
easy to see that B is a sesquilinear form with IB(g, h) I ~ II</> II oo II g II II h 11.
Hence there is a unique operator A such that B(g, h)= ( Ag, h) for all g and
h in£.
Let {~ 1 , ... , ~n} be ann-partition satisfying the condition in the statement
of the proposition. If g and h are arbitrary vectors in £ and xkE~k for
1 ~ k ~ n, then
I(Ag,h)- J <f>(xd(E(~k)g,h)l=lktiJ...
1 [<f>(x)-<f>(xk)]d(E(x)g,h)l
~ ktl J... 1</>(x)- </>(xk)l dl ( E(x)g, h) I

~e f di(E(x)g,h)l ~ t:11 g 1111 h 11. •
The operator A obtained in the preceding proposition is the integral of

4> with respect to E and is denoted by
J</>dE.
Therefore if g, hE£ and </> is a bounded Q-measurable function on X, the
preceding proof implies that
1.11
Let B(X, Q) denote the set of bounded n-measurable functions </>: X -4 <C
and let 114>11 =sup{l</>(x)l: xEX}. It is easy to see that B(X,Q) is a Banach
=
algebra with identity. In fact, if </>*(x) <f>(x), then B(X, Q) is an abelian
C*-algebra. The properties of the integral .f </>dE are summarized by the
following result.
1.12. Proposition. If E is a spectral measure for (X, n, £) and p:

B(X, Q) -4 ~(,~)is defined by p(<f>) = J</>dE, then pis representation of B(X, Q)
and p( </>) is a normal operator for every </> in B(X, Q).
§l. Spectral Measures and Representations of Abelian C*-Algebras 259
PROOF. It will only be shown that p is multiplicative; the remainder is an

exercise. Let cJ> and 1/JEB(X,Q). Let e > 0 and choose a Borel partition
{.::\ 1, ... , .::\"} of X such that sup{ lw(x)- w(x')l: x, x' E.::\t} < e for w = c/>, 1/1 or
c/>1/1 and for 1 :::; k:::; n. Hence, if xkEL\k (1 :::; k:::; n),
for w = cf>, 1/J, or c/>1/1. Thus, using the triangle inequality,
:::; e +II J cf>(xk)ljl(xk)E(L\k)- [itt c/>(xi)E(.::\i) ][it 1/J(xi)E(.::\j) Jll

1
+II[ Jt cf>(xi)E(.::\i) JLt 1/J(x)E(L\) J- ( f c/>dE)( f ljldE )II·

But E(.::\;)E(.::\) = E(L\in .::\)and {.::\ 1, ... , .::\"}is a partition. So the middle term
in this sum is zero. Hence
I f c/>1/1 dE- ( f c/> dE) ( f cf>dE) I

:::; e +II[ itt c/>(xi)E(.::\i) ][ Jt 1/J(x)E(L\i)- fljldE Jll
+II[ itt cf>(xi)E(.::\i)- f f
cf>dE ][ I/! dE Jll:::; e[l +II c/> II+ I 1/1 II].
Since e was arbitrary, Jc/>1/1 dE= (J cf>dE)(J ljl dE).
•
1.13. Corollary. If X is a compact H ausdroff space and E is a spectral measure
defined on the Borel subsets of X, then p: C(X)-+ ~(Yf) defined by p(u) =JudE
is a representation of C(X).
The next result is the main result of this section and it states that the
converse to the preceding corollary holds.
1.14. Theorem. If p: C(X)-+ ~(Yf) is a representation, there is a unique spectral

measure E defined on the Borel subsets of X such that for all g and h in Yf,
Eg,h is a regular measure and
f
p(u)= udE
for every u in C (X).

PROOF. The idea of the proof is similar to the idea of the proof of the Riesz
Representation Theorem for linear functionals on C(X). We wish to extend

p to a representation p: B(X) -+~(Jf'), where B(X) is the C*-algebra of
bounded Borel functions. The measure E of a Borel set A is then defined by
letting E(A) = p(x 4 ). In fact, it is possible to give a proof of the theorem
patterned on the proof of the Riesz Representation Theorem. Here, however,
the proof will use the Riesz Representation Theorem to simplify the technical
details.
If g,hEJf', then u~--+(p(u)g,h) is a linear functional on C(X) with
norm ~ II g II II h 11. Hence there is a unique measure, Jlg,h in M(X) such that
1.15 <p(u)g, h) = f udp. ,h 9
for all u in C(X). It is easy to verify that the map (g, h)~--+Jl 9 ,h is sesquilinear
(use uniqueness) and II Jlg,h II ~ II g 1111 h 11. Now fix <P in B(X) and define
[g, h] = J</Jdp. 9 ,h. Then [·, ·] is a sesquilinear form and I[g, h] I ~ II <P 1111 g 1111 h 11.
Hence there is a unique bounded operator A such that [g, h] = (Ag, h) and
II A II~ 11</J II (11.2.2). Denote the operator A by p(</J). Sop: B(X)-+~(Jf') is a
well-defined function, II p(</J) II ~ 11</J II, and for all g, h in Jf',
1.16 (p(</J)g,h)= f</Jdp.g,h·
1.17. Claim. p: B(X)-+~(Jf') is a representation and piC(X) = p.
The fact that p(u) = p(u) whenever uEC(X) follows immediately from (1.15)
and (1.16). If </JEB(X), consider <P as an element of M(X)* ( = C(X)**); that
is, <P corresponds to the linear functional p.t--+S</Jdp.. By Proposition V.4.1,
{uEC(X): \lull~ 11</J\1} is a(M(X)*, M(X)) dense in {LEM(X)*: \ILII ~ 11</JII}.
Thus there is a net {u;} in C(X) such that II u;il ~ II <P II for all u; and
J J
u;dp.-+ </Jdp. for every p. in M(X). If t/JEB(X), then t/Jp.EM(X) whenever
J J
p.E M(X). Hence u;t/1 dp.-+ </Jt/1 dp. for every t/1 in B(X) and p. in M(X). By
(1.16), p(u;t/1)-+ p(</Jt/1) (WOT) for all t/1 in B(X). In particular, if t/JEC(X), then
p(</Jt/1) = WOT -lim p(u;t/J) = WOT -lim p(u;)p(t/1) = p(</J)p(t/J). That is,
p(</Jt/1) = p(</J)p(t/1)
whenever </JEB(X) and t/JEC(X). Hence p(u;t/1) = p(u;)p(t/1) for any t/1 in B(X)
and for all u;. Since p(u;)-+p(</J) (WOT) and p(u;t/J)-+p(</Jt/1) (WOT), this
implies that
p(</Jt/1) = p(</J)p(t/1)
whenever¢, t/JEB(X).
The proof that pis linear is immediate by (1.16). To see that p(</J)* = p(¢).
Let {u;} be the net obtained in the preceding paragraph. If p.EM(X), let ji
be the measure defined by ji(A) = p.(A). Then p(u;)-+ p(</J) (WOT) and so
J J J J
p(u;)*-+ p(</J)* (WOT). But ii;dp. = u;dji-+ </Jdji = ¢dp. for every measure
§l. Spectral Measures and Representations of Abelian C*-Aigebras 261
11.. Hence p(iii)-+ p(iF). But p(ui)* = p(iii) since pis a •-homomorphism. Thus
p(</J)* = p(iF) and p is a representation.
For any Borel subset.:\ of X let £(.:\) = p(x 4 ). We want to show that E is
a spectral measure. Since x4 is a hermitian idempotent in B(X), £(.:\) is a
projection by (1.17). Since x0 = 0 and Xx = 1, E( 0) = 0 and E(X) = 1. Also,
E(.:\1 n.:\2) = P(X4,n 4) = P(X4,X4 2 ) = E(.:\ 1)£(.:\ 2). Now let {.:\.} be a pairwise
disjoint sequence of Borel sets and put A. = U~=. + 1 i\k. It is easy to see that
E is finitely additive so if hE.tf, then
11
Ec91 L\k)h- kt E(L\k)hr = (E(A")h.E(A.)h)
= (E(A")h, h)
= (P(XA)h,h)
= fXA.dllh,h
00
= L ~th,h<i\k) __. o
k=n+l
as n--+ oo. Therefore E is a spectral measure.

It remains to show that p(u) = f udE. It will be shown that p(</J) = f </JdE
for every 0. If { .::\ 1, ... , .::\.} is any Borel
partition of X such that sup {I </J(x)- </J(x')l: x, x' E.::\k} < e for 1 ~ k ~ n, then
II II p(</J)- L:~= 1</J(xk)E(.::\k) 11. This implies that p(</J) = f</JdE for any <P in
B(X).
The proof of the uniqueness of E is left to the reader. •
EXERCISES
2. Show that ball ~(Jf') is WOT compact.
3. Show that Re~(Jf') and ~(Jf'), are WOT and SOT closed.
4. If L: ~(Jf')-+ <C is a linear functional, show that the following statements are
equivalent: (a) Lis SOT-continuous; (b) Lis WOT-continuous; (c) there are vectors
hw .. ,h.,gl' ... ,g. in Jf such that L(A)=L.;=/Ahi,gi).
5. Show that a convex subset of ~(Jf') is WOT closed if and only if it is SOT closed.
7. Verify the statements made in Examples 1.6, l.7, and 1.8.
8. For the spectral measures in (1.6), (1.7), and (1.8), give the corresponding
representations.
9. If {EJ is a net of projections and E is a projection, show that Ei-+ E (WOT) if
and only if Ei-+ E (SOT).
10. For the representation in (VIII.5.5), find the corresponding spectral measure.
11. In Example VIII.5.4, the representation is not quite covered by Theorem 1.14
since it is a representation of L 00 (!1) and not C(X). Nevertheless, this representation
is given by a spectral measure defined on fl. Find it.
12. Let X be a compact Hausdorff space and let {x.} be a sequence in X. Let {e.}
be an orthonormal basis for Jf and for each u in C(X) define p(u) in £!~(£) by
p(u)e. = u(x.)e•. Show that p is a representation and find the corresponding
spectral measure.
13. A representation p: sl--> £!~(£) is irreducible if the only projections in £!~(£) that
commute with every p(a), a in sl, are 0 and 1. Prove that if sl is abelian and p
is an irreducible representation of sl, then dim Jf = 1. Find the corresponding
spectral measure.
14. Show that a representation p: C(X)--> £!~(£) is injective if and only if E( G) # 0
for every non-empty open set G, where E is the corresponding spectral measure.
15. Let {A;} be a net of hermitian operators on Jf and suppose that there is a
hermitian operator T such that A;~ T for all i. If { <A;h, h)} is an increasing
net in R for every h in £, then there is a hermitian operator A such that
A;-->A(WOT).
16. Show that there is a contraction r: £!~(£)**--> £!~(£) such that r(T) = T for T in
£!~(£). If p: C(X) ..... £!~(£) is a representation, show that the map p in the proof
of Theorem 1.14 is given by p(4J) = ro p**(4>).
§2. The Spectral Theorem

The Spectral Theorem is a landmark in the theory of operators on a Hilbert
space. It provides a complete statement about the nature and structure of
normal operators. This accolade will be seen to be deserved when in Section
10 the Spectral Theorem is used to give a complete set of unitary invariants.
Two operators A and Bare unitarily equivalent if there is a unitary operator
U such that U AU* = B; in symbols, A ~ B. Using the Spectral Theorem, a
(countable) set of objects is attached to a normal operator Non a (separable)
Hilbert space. It is then shown that two normal operators are unitarily
equivalent if and only if these objects are equal.
The Spectral Theorem for a normal operator N on a Hilbert space with
dim ;Yt = d < oo says that N can be diagonalized. That is, if a 1 , ... , ad are the
eigenvalues of N (repeated as often as their multiplicities), then the
corresponding eigenvectors e 1 , e2, ... , ed from an orthonormal basis for Yf.
In infinite dimensional spaces a normal operator need not have eigenvalues.
For example, let N =multiplication by the independent variable on L 2 (0, 1).
So an alternative formulation that can be generalized is desired.
Let N be normal on Yf, dim ;Yt = d < oo. Let A1 , ... , An be the distinct
eigenvalues of N and let Ek be the orthogonal projection of ;Yt onto
§2. The Spectral Theorem 263
ker(N- ),d, I ~ k ~ n. Then the Spectral Theorem says that
2.1
In this form a generalization is possible. Rather than discuss orthogonal

projections on eigenspaces (which may not exist), the concept of a spectral
measure is used; rather than the sum that appears in (2.1 ), an integral is
used. It is worth mentioning that the finite dimensional version is a
corollary of the general theorem (see Exercise 4).
2.2. The Spectral Theorem. If N is a normal operator, there is a unique spectral

measure E on the Borel subsets of CJ(N) such that:
f
(a) N = z dE(z);
(b) if G is a nonempty relatively open subset of CJ(N), E(G) # 0;
(c) if A E gj(Yf), then AN = N A and AN* = N* A if and only if AE(A) =
E(A)A for every A.
PROOF. Let s1 = C*(N), the C*-algebra generated by N. So s1 is the closure
of all polynomials in Nand N*. By Theorem VIII.2.6, there is an isometric
isomorphism p: C(CJ(N))-+ s1 ~ Pl(Yf) given by p(u) = u(N) (the functional
calculus). By Theorem 1.14 there is a unique spectral measure E defined on
the Borel subsets of CJ(N) such that p(u) = f u dE for all u in C(CJ(N)). In
particular, (a) holds since N = p(z).
If G is a nonempty relatively open subset of CJ(N), there is a nonzero
continuous function u on CJ(N) such that 0 ~ u ~ Xa· Using Claim 1.17, one
obtains that E(G) = p(xa) ~ p(u) # 0; so (b) holds.
Now let A Egj(Yf) such that AN= N A and AN* = N* A. It is not hard
to see that this implies, by the Stone-Weierstrass Theorem, that
Ap(u) = p(u)A for every u in C(CJ(N)); that is, Au(N) = u(N)A for all u in
C(CJ(N) ). Let Q = {A: A is a Borel set and AE(A) = E(A)A}. It is left to the
reader to show that Q is a CJ-algebra. If G is an open set in CJ(N), there is a
sequence {un} of positive continuous functions on CJ(N) such that un(z) ixa(z)
for all z. Thus
(AE(G)g,h) = (E(G)g, A*h)
= Eg.A*h(G)
=lim fun dEg.A*h
= lim(un(N)g, A*h)
= lim(Aun(N)g, h)
= Iim(un(N)Ag, h)
= (E(G)Ag, h).
So f.l contains every open set and, hence, it must be the collection of Borel
sets. The converse is left to the reader. •
The unique spectral measure E obtained in the Spectral Theorem is called

the spectral measure for N. An abbreviation for the Spectral Theorem is to
say, "Let N = J2 dE(.A.) be the spectral decomposition of N." If¢ is a bounded
Borel function on a(N), define ¢(N) by
¢(N)= f¢dE,
where E is the spectral measure for N.
2.3. Theorem. If N is a normal operator on Jt' with spectral measure E and

B(a(N)) is the C*-algebra of bounded Borel functions on a(N), then the map
¢~-+¢(N)
is a representation of the C*-algebra B(a(N)). If{¢;} is a net in B(a(N)) such

that Jf/J;df.l-+0 for every f.1 in M(a(N)), then f/J;(N)-+0 (WOT). This map is
unique in the sense that if r: B(a(N))-+BB(Jf) is a representation such that
r(z) =Nand r(¢;)-+0 (WOT) whenever{¢;} is a bounded net in B(a(N)) such
J
that ¢; df.l-+Oforevery f.1 in M(a(N)), then r(¢) = ¢(N)for all¢ in B(a(N)).
PROOF. The fact that ¢~-+¢(N) is a representation is a consequence of
Proposition 1.12.1£ {¢;}is as in the statement, then the fact that E9 ,hEM(a(N))
implies that ¢;(N)-+O (WOT).
To prove uniqueness, let r: B(a(N))-+ &B(Jt') be a representation with the
appropriate properties. Then r(u) = u(N) if uEC(a(N)) by the uniqueness of
the functional calculus for normal elements of a C*-algebra (VII1.2.6). If
¢EB(a(N)), then Proposition V.4.1 implies that there is a net {u;} in C(a(N))
such that 11«;11 :>:; 11¢11 for all u; and Ju;df.l-+J¢df.l for every f.1 in M(a(N)).
Thus u;(N)-+¢(N) (WOT). But r(¢) = WOT -lim r(u;) = WOT -lim u;(N);
therefore r(¢) = ¢(N). •
It is worthwhile to rewrite (1.11) as
2.4 <¢(N)g, h) = f
¢ dE 9 ,h
for¢ in B(a(N)) and g, h in Jf. If ¢EB(C[), then the restriction of¢ to a(N)
belongs to B(a(N)). Since the support of each measure E9 ,h is contained in
a(N), (2.4) holds for every bounded Borel function ¢ on cr. This has
certain technical advantages that will become apparent when we begin to
apply (2.4).
Proposition 2.3 thus extends the functional calculus for normal operators.
This functional calculus or, equivalently, the Spectral Theorem, will be
exploited in this chapter. But right now we look at some examples.
2.5. Example. If 11 is a regular Borel measure on <C with compact support

K, define N 11 on L 2 (11) by N J = zf for each f in L2 (11). It is easy to check
that N: f = zf, and, hence, N 11 is normal.
(a) (j(N 11 ) = K =support of 11· (Exercise.)
(b) If, for a bounded Borel function¢, we define Mq, on L2 (11) by Mq,f = </Jf,
then </J(N 11 ) = M <t>·
Indeed, this is an easy application of the uniqueness part of (2.3).
(c) If E is the spectral measure for N 11 , then E(~) = M x,·
Just note that E(~) = Xt.(N 11 ).
2.6. Example. Let (X, Q, 11) be any (j-finite measure space and put Jf =
L 2 (X,f!,11). For¢ in L00 (11):==L 00 (X,Q,I1), define Mq, on Jf by M<t>f=<Pf.
(a) M"' is normal and M; = M;p (II.2.8).

(b) </J~--+M"' is a representation of L00 (11) (VIII.5.4).
(c) If </JEL (11), 11</JIIoo = IIM</>11 (II.l.5).
00
(d) Define the essential range of¢ by

ess-ran(¢) == n {cl(¢(~)): ~EQ and 11(X\A) = 0}.
Then (j(M"') = ess-ran(¢). (This appears as Exercise VII.3.3, but a proof
is given here.)
First assume that A~ess-ran(¢). So there is a set ~ in Q with 11(X\~) = 0
and A not in cl(¢(~)); thus there is a b > 0 with I</J(x)- AI ~ b for all x in ~.
Ifi/J=(</J-A)- 1 , I/JEL00 (11) and Mt/I=(Mq,-A)- 1 .
Conversely, assume AEess-ran(¢). It follows that for every integer n there
is a set 1'1" in Q such that 0 < ,u(~") < oo and I</J(x)- AI < 1/n for all x in ~n·
Putfn = (11(~.W 112 x"'"; sof.EU(I1) and llf.ll 2 = l. However, II(M- A)fn II~=
(11(~.))- 1 Jt..I<P-J.I 2 dl1~ l/n 2 , showing that AE(jap(M).
(e) If E is the spectral measure for M<P [so E is defined on the Borel subsets
of (j(M"') = ess-ran(¢) s <C], then for every Borel subset ~ of (j(M"'),
E(~)= M .
Xq:,- '<~)
2.7. Proposition. If for k ~ 1, Nk is a normal operator on Jfk with

supk II N k II < oo, Ek is the spectral measure for N k, and if N = EB;:"= 1 N k on
Jf = EB;:"= 1 Jfk, then:
(a) (j(N)=ci[U;:"= 1 (j(NdJ;
(b) if E is the spectral measure for N, E(~) = EB;:"= 1 Ek(~ n (j(N d) for every
Borel subset ~ of (j(N).
PROOF. Exercise.
A historical account of the spectral theorem is an enormous undertaking

by itself. One such account in Steen [1973]. You might also consult the notes
in Dunford and Schwartz [1963] and Halmos [1951].
EXERCISES
Throughout these exercises, N is a normal operator on .Yf with spectral measure E.
I. Show that AEa P(N) if and only if E( {A})# 0. Moreover, if AEa p(N), E( {).}) is the
orthogonal projection onto ker(N -A).
2. If~ is a clopen subset of a(N), show that E(~) is the Riesz idempotent associated
with~-
3. Prove Theorem II.5.1 and its corollaries by using the Spectral Theorem.
4. Prove Theorem 11.7.6 and its corollaries by using the Spectral Theorem.
5. Obtain Theorem 11.7.11 as a consequence of (2.3).
7. Verify (2.6e).
8. Show that if .Yf is separable, there are at most a countable number of points {z.}
in a(N) such that E(z.) ;<oO. By Exercise 1, these are the eigenvalues of N.
9. Show that a normal operator N is (a) hermitian if and only if a(N) s;: IR;
(b) positive if and only if a(N) s;: [0, co); (c) unitary if and only if a(N) s;: an
10. Let A be a hermitian operator with spectral measure E on a separable space.
For each real number t define a projection P(t) = E(- co, t). Show:
(a) P(s) ~ P(t) for s ~ t;
(b) if t" ~ tn+ 1 and t"--+ t, P(t.)--+ P(t) (SOT);
(c) for all but a countable number of points t, P(t.)--+ P(t) (SOT) if t"--+ t;
(d) for fin C(a(A)), f(A) = J~ oof(t)dP(t), where this integral is to be defined (by
the reader) in the Riemann-Stieltjes sense.
II. If a p(N) is a Borel set, show that E(a(N)\a p(N)) = 0 if and only if N is diagonaliz-
able; that is, there is a basis for .Yf consisting of eigenvectors for N. If a p(N) is
not assumed to be a Borel set, is it still possible to characterize diagonalizable
normal operators in a similar way? Give an example of a normal operator N
such that a p(N) is not a Borel set.
12. Show that if N= UINI (INI=(N*N) 112 ) is the polar decomposition of N,
U = cf>(N) for some Borel function 1> on a(N). Hence VINI = INI U (see Exercise
VIII.3.21).
13. Show that N =WIN I for some unitary W that is a function of N.
14. Prove that if A is hermitian, exp(iA) is unitary. Is the converse true?
15. Show that there is a normal operator M such that M 2 = N and M = cf>(N) for
some Borel function cf>. How many such normal operators M are there?
16. Define N: L2 (IR)--+ L2 (IR) by (Nf)(t) = f(t + 1). Show that N is normal and find
its spectral decomposition. ((X.6.17) is useful here.)
17. Suppose that N 1 , ... , Nd are normal operators such that NjN; = N; Nj for
l ~j, k ~d. Show that there is a subset X of (Cd and a spectral measure E defined
J
on the Borel subsets of X such that N k = zk dE(z) for 1 ~ k ~ d (zk =the kth
coordinate function) (see Exercise VIII.2.2).
18. If N 1 , ..• , N d are as in Exercise 17 and each is compact, show that there is a basis
for Yf consisting of eigenvectors for each N k· (This is the simultaneous diagonaliz-
ation of N 1 , ... ,Nd.)
19. This exercise gives the properties of Hilbert-Schmidt operators (defined below).
(a) If {e;} and {fi} are two orthonormal bases for Yf and Aeai(.Yf), then
I IIAe;llz =I 11Afill 2 = III<Ae;,Ji)l 2 .

i j i j
(b) If Aeai(Yf) and {e;} is a basis for Yf, define
By (a) II A 11 2 is independent of the basis chosen and hence is well defined. If

II A liz< oo, A is called a Hilbert-Schmidt operator. alz = alz(Yf) denotes the set
of all Hilbert-Schmidt operators. (c) II A II~ II A liz for every A in ai(Yf) and ll·llz
is a norm on alz. (d) If Teal= ai(Yf) and Aealz, then II T A liz~ II Til II A liz,
II A* liz= II A liz, and II AT liz~ II A liz II Til. (e) alz is an ideal of aJ that contains
al00 , the finite-rank operators. (f) A eal2 if and only if IA I =(A* A) 1 ' 2 eal2 ; in this
case II A 11 2 = Ill A I liz. (g) al2 <;;;. al0 ; moreover, if A is a compact operator and
A. 1 ,A 2 , ••. are the eigenvalues of IAI, each repeated as often as its multiplicity,
then Aeai2 (Yf) itq:;;o= 1 ~c; < oo. In this case, II A 11 2 = (I:A.;) 112 . (h) If (X, n, Jl) is
a measure space and keL2 (Jl x Jl), let K: L2 (Jl)--+ Lz(Jl) be the integral operator
with kernel k. Then K eai2 (L2 (Jl)) and II K 11 2 = II k 11 2 (see Proposition 11.4.7 and
Lemma 11.4.8). (i) Interpret part (h) for a purely atomic measure space. More
information on al2 is contained in the next exercise.
20. This exercise discusses trace-class operators (defined below) and assumes a
knowledge of Exercise 19. al1 (Yf) = {AB: A and Beai2 (Yf) }. Operators belonging
to al1 (.Yf) are called trace-class operators and al1 (Yf) = al1 is called the trace class.
(a) If Aeai1 (Yf) and {e;} is a basis, then I:I(Ae;,e;)l < oo. Moreover, the sum
L ( Ae;, e;) is independent of the choice of basis. (Hint: If A = C* B, B, C in al2 ,
show that I(Ae;,e;)l=i(IIBe;ll 2 + IICe;llz).) (b) If {e;} is a basis for Yf, define
tr: al1 --+ <C by
tr(A) = I ( Ae;, e; ).
i
By (a) the definition of tr(A) does not depend on the choice of a basis; tr(A) is
called the trace of A. If dim Yf < oo, then tr(A) is precisely the sum of the diagonal
terms of any matrix representation of A. (c) If Aeai(Yf), then the following are
equivalent: (l) Aeal1 ; (2) IAI=(A*A) 112 eal1 ; (3) IAI 112 eal2 ; (4) tr(IAI)<oo. (d)
If Aeal1 and Teal, then AT and T A are in al1 and tr(AT) = tr(T A). Moreover,
tr: il 1 --+ <C is a positive linear functional such that if A eal1 , A ;:: 0, and tr(A) = 0,
then A=O. (e) If Aeal1 , define IIAII 1 =tr(IAI). If Aeal1 and Teal, show that
ltr(TA)I~ IITIIIIAk (f) IIAII 1 = IIA*II 1 if Aeal1 . (g) If Teal and Ae~ 1 , then
IITAII 1 ~11TIIIIAII 1 and IIATII 1 ~IITIIIIAII 1 . (h) 11·11 1 is a norm on~,. It is
called the trace norm. (i) ~~ is an ideal in ai(Yf) that contains ~00 . (j) If Aeal 1
and {ed and {fd are two bases for £', then :Ed< Ae;,f; >I~ II A 11 1 . (d) ~ 1 ~ ~0 .
Also, if A E~o and A1 , ic 2 , ... are the eigenvalues of IA I, each repeated as often as
its multiplicity, then A E~ 1 if and only if 2:::'~ 1 Jc. < oo. In this case, II A 11 1 = 2:::'~ 1 Jc •.
(1) If A and BE~2 , define (A, B)= tr(B* A). Then(-,·) is an inner product on ~2 ,
11·11 2 is the norm defined by this inner product, and ~2 is 11·11 2 complete. In other
words, ~2 is a Hilbert space. (m) (~1 , 11·11 1 ) is a Banach space. (n) ~00 is dense
in both ~ 1 and ~2 . (For more on these matters, see Ringrose [1971] and Schatten
[1960].)
21. This exercise assumes a knowledge of Exercise 20. If g, hE£', let g ® h denote the
rank-one operator defined by (g ® h)(f) = (f, h )g. (a) If g, hE£' and A E~(£'),
tr(A(g@ h))= (Ag, h). (b) If TE~ 1 , then II T 11 1 =sup{ ltr(CT)I: CE~ 0 , II C II~ 1}.
(c) If TE~ 1 , define LT: ~ 0 -+<C by LT(C) = tr(TC) ( = tr(CT)). Show that the map
T~--->4 is an isometric isomorphism of~ 1 onto~~. (d) If BE~, define F 8 : ~ 1 -+<C
by F 8 (T) = tr(BT). Show that B~---> F 8 is an isometric isomorphism of~ onto ~~.
(e) If LE~* show that L = L 0 + L 1 where L 0 , L 1 E~*, L 1(B) = tr(BT) for some
T in ~ 1, and L0 (C) = 0 for every compact operator C. Show that
II L II= II L 0 II+ II L 1 II and that L 0 and L 1 are unique. Give necessary and sufficient
conditions on £' for ~(£') to be a reflexive Banach space.
22. Prove that if U is any unitary operator on£', then there is a continuous function u:
[0, I]-+~(£') such that u(t) is unitary for all t, u(O) = U, and u(l) =I.
23. If N is normal, show that there is a sequence of invertible normal operators that
converges to N.
§3. Star-Cyclic Normal Operators

Recall the definition of a reducing subspace and some of its equivalent
formulations (Section 11.3).
3.1. Definition. A vector e0 in Yf is a star-cyclic vector for A if Yf is the smallest

reducing subspace for A that contains e0 • The operator A is star cyclic if it
has a star-cyclic vector. A vector e0 is cyclic for A if Yf is the smallest
invariant subspace for A that contains e0 ; A is cyclic if it has a cyclic vector.
3.2. Proposition. (a) A vector e0 is a star-cyclic vector for A if and only if

Yf = cl {Te0 : TEC*(A) }, where C*(A) =the C*-algebra generated by A. (b) A
vector e0 is a cyclic vector for A if and only if Yf = cl {p(A)e 0 : p =a polynomial}.
PROOF. Exercise.
Note that if e 0 is a star-cyclic vector for A, then it is a cyclic vector for the
algebra C*(A).
3.3. Proposition. If A has either a cyclic or a star-cyclic vector, then Yf is

separable.
§3. Star-Cyclic Normal Operators 269
PROOF. It is easy to see that C*(A) and {p(A): p =a polynomial} are separable
subalgebras of .11(£'). Now use (3.2). •
Let p, be a compactly supported measure on <C and let N Jl be defined on

L2 (p,) as in Example 2.5. If K=support p,, then C*(NJ.t)={Mu: uEC(K)}.
Since C(K) is dense in L 2 (p,), it follows that 1 is a star-cyclic vector for N w
The converse of this is also true.
3.4. Theorem. A normal operator N is star-cyclic if and only if N is unitarily

equivalent to N J.t for some compactly supported measure p, on <C. If e0 is a
star-cyclic vector for N, then p, can be chosen such that there is an isomorphism
V: £'--. L 2 (p,) with Ve 0 = 1 and V NV- 1 = N w Under these conditions, V is
unique.
PROOF. If N ~ N J.t' then we have already seen that N is star-cyclic. So suppose
that N has a star-cyclic vector e0 . If E is the spectral measure for N, put
p,(A)=IIE(A)e0 II 2 =(E(A)e 0 ,e 0 ) for every Borel subset A of <C (see
Lemma 1.9). Let K = support p,.
If cj>EB(K), then (2.4) implies
II cf>(N)e0 11 2 = ( cf>(N)e 0 , cf>(N)e 0 )

= <lcf>I 2 (N)e 0 ,e 0 )
= flcf>(zWd(E(z)e 0 ,e 0 )
= flcf>l 2 dp,.
So if B(K) is considered as a submanifold of L2 (p,), Ucf> = cf>(N)e 0 defines an

isometry from B(K) onto {cf>(N)e 0 : cj>EB(K) }. But e0 is a star-cyclic vector,
so the range of U is dense in £'. Hence U extends to an isomorphism U:
Lz(p,)-.£'.
If cj>EB(K), then UNJ.tV- 1(cf>(N)e 0 )=VNJ.t(cf>)=V(zcf>)=Ncf>(N)e0 • Hence
UNJ.IU- 1 =Non {cf>(N)e 0 : cf>eB(K)}, which is dense in£'. So UNJ.tU- 1 = N.
Let V = u- 1 .
The proof of the uniqueness statement is an exercise.
•
Any theorem about the operators N Jl is a theorem about star-cyclic normal
operators. With this in mind, the next theorem gives a complete unitary
invariant for star-cyclic normal operators. But first, a definition.
3.5. Definition. Two measures, p, 1 and p, 2 , are mutually absolutely continuous

if they have the same sets of measure zero; that is, p, 1(A) = 0 if and ony if
p, 2(A) = 0. This will be denoted by [p, 1] = [p, 2 ]. (The more standard notation
=
in the literature is p, 1 p, 2 , but this seems insufficient.) If [p, 1 ] = [p, 2 ], then
the Radon-Nikodym derivatives dp, 1 jdp, 2 and dp, 2 jdp, 1 are well defined. Say
that p. 1 and p. 2 are boundedly mutually absolutely continuous if [p. 1 ] = [p. 2]

and the Radon-Nikodym derivatives are essentially bounded functions.
3.6. Theorem. N '" ~ N P.l if and only if [P.t] = [p.2J.

PROOF. Suppose [p. 1 ] = [p. 2 ] and put <P = dp.tfdp. 2 • So if gEL1(p. 1 ), g¢eV(p.2)
J J
and g</Jdp. 2 = gdp. 1 • Hence, iff EL2 (P.t), flf EL2 (P.2) and I flf l\2 = \If l\2;
that is, U: L2 (p. 1 )-+ L2 (p. 2 ) defined by U f = f l f is an isometry. If geL2 (p. 2 ),
thenf = <P - 112 geL2 (p.d and U f = g; hence U is surjective and U -tg = <P - 112 g
for gin U(p. 2 ). If geL2 (p. 2 ), then UN P.• u- 1 g = UN p.,</J -tl 2 g = Uz</J -tl 2 g = zg,
and so UNp.,u- 1 = Np. 2 •
Now assume that V:L2 (p. 1)-+ L2 (p. 2 )isanisomorphismsuch that VN P.• y-t =
N P.l' Put 1/1 = V(l); so l/JeL2 (p. 2 ). For convenience, put Ni = NP.1 ,j = 1, 2. It is easy
to see that VN~V- 1 =N~ and VNTkV- 1 =Nj,k. Hence Vp(N 1 ,Ni)V- 1 =
p(N 2 , Ni) for any polynomial p in z and z. Since N 1 ~ N 2 , u(N d = u(N 2 );
hence support p. 1 =support p. 2 = K. By taking uniform limits of polynomials
in z and z, Vu(N 1 )V- 1 = u(N 2) for u in C(K). Hence for u in C(K),
V(u) = Vu(N 1 )1 = u(N 2 )Vl = ul/J. Because Vis an isometry, this implies that
Jlu\ 2 dp. 1 = J\u\ 2 \l/l\ 2 dp. 2 for every u in C(K). Hence Jvdp. 1 = Jvll/J\ 2 dp. 2 for v
in C(K), v ~ 0. By the uniqueness part of the Riesz Representation Theorem,
11-t =I 1/1\ 2 ll-2• so 11-1 « ll-2·
By using V- 1 instead of V and reversing the roles of N 1 and N 2 in the
preceding argument, it follows that p. 2 « p. 1 . Hence [p. 1] = [p. 2 }. •
EXERCISES
1. If 1-1 is a compactly supported measure on <C andf EL2(J-L),f is a star-cyclic vector for
N~' if and only if J-L( {x: f(x) = 0}) = 0.

3. If J-1 1 and J-1 2 are compactly supported measures on <C, show that the following
statements are equivalent: (a) J-1 1 and 1-1 2 are boundedly mutually absolutely
continuous; (b) there is an isomorphism V: L2 (J-L 1 )--+ L2 (J-L 2 ) such that
VN~'Y- 1 =N~' 1 and VL"'(J-L 1)=L"'(J-L 2 ); (c) there is a bounded bijection R:
L2 (J-1 1)--+ e(J-1 2 ) such that Rp(z, Z) = p(z, z) for every polynomial in z and z.
4. Show that if N is a star-cyclic normal operator and A.ea p(N), then
dim ker(N- A.)= l.
5. If N is diagonalizable and star-cyclic and if a p(N) = {A." A. 2 , ... }, show that N is
unitarily equivalent to N ~'' where 1-1 = :L:'= 12 -•CJl. (see Exercise 2.11).
6. Let N be a diagonalizable normal operator. Show that N ;;;; M if and only if
M is a diagonalizable normal operator, ap(N) = ap(M), and dim ker(N- A.)=
dim ker(M- J.) for all A.. (Compare this with Theorem 11.8.3.)
7. Let U be the bilateral shift on f2(Z). If e0 is the vector in /2(Z) that has l in the zeroth
place and zeros elsewhere, then e0 is a star-cyclic vector for U. If 1-1 is the compactly
supported measure on <C and V: /2 (Z)--+ L2 (J-L) is the isomorphism such that V e0 = l
and V U V- 1 = N ~'' then
(a) fl = m =normalized arc length on an;

(b) v- 1 =the Fourier transform on L2(m) = L2(aD).
8. Suppose N 1, ••• , N d are normal operators such that NiN: = N: Ni for 1 ~ j, k ~ d
and suppose there is a vector e0 in Jf such that Jf is the only subspace of Jf
containing e0 that reduces each of the operators N 1, .•• ,Nd. Show that there is a
compactly supported measure J1 on C£:<1 and an isomorphism V: Jf--+ L2 (J1) such
that V N kV- 1 f = zd for fin L2 (/l) and 1 ~ k ~ d (zk =the kth coordinate function)
(see Exercise 2.17).
§4. Some Applications of the Spectral Theorem

In this section a few diverse applications of the Spectral Theorem are
presented. These will show the power and finesse of the Spectral Theorem
as well as demonstrate some of the methods used to apply it. One result in
this section (Theorem 4.6) is more than an application. Indeed, many regard
this as the optimal statement of the Spectral Theorem.
If N is a normal operator and N = J z dE(z) is its spectral representation,
=
then cfJt--+cjJ(N) J ¢dE is a *-homomorphism of B(<C) into 86(.1l'). Thus, if¢,
tjJEB(<C), (J¢dE)(Jt/ldE) = Jc/Jt/ldE and IIJc/JdEII::;; sup{l¢(z)l: zEu(N)}.
J
4.1. Proposition. If N is a normal operator and N = zdE(z), then N is compact
if and only if for every t: > 0, E( {z: Iz I > t:}) has finite rank.
PROOF. If t: > 0, let A,= {z: lzl > t:} and E, = E(A,). Then
N-NE,= I
zdE(z)- I zxd.(z)dE(z)
= I
ZXcr;\d,(z)dE(z) = cjJ(N)
where c/J(z) = zxcr\d,(z). Thus II N- NEJ::;; sup{lzl: zE<C\A,}::;; e. If E, has

finite rank for every e > 0, then so does N E,. Thus N E86 0 (.1l').
Now assume that N is compact and let e > 0. Put cjJ(z) = z- 1 xd,(z); so
cjJEB(<C). Since N is compact, so is Ncf>(N). But Ncf>(N) = J zz- 1 x,~Jz)dE(z) = E,.
Since E, is a compact projection, it must have finite rank. (Why?) •
The preceding result could have been proved by using the fact that compact
normal operators are diagonalizable and the eigenvalues must converge to 0.
4.2. Theorem. If Yf is separable and I is an ideal of 8i(Yf) that contains a

noncompact operator, then I= 86(.1l').
PROOF. If AE/ and A¢86 0 (.1l'), consider A* A; let A* A= JtdE(t)
(u(A *A)£ [0, oo )). By the preceding proposition, there is an e > 0 such that
P=E(e,oo) has infinite rank. But P=(Jt- 1 x1,, 001(t)dE(t))A*Ael. Since Yf is

separable, dim PYf =dim Yf = ~ 0 • Let U: Yf-+ PYf be a surjective isometry.
It is easy to check that 1 = U* PU. But Pel, so 1ei. Hence I= PA(Yf). •
In Proposition VIII.4.10, it was shown that every nonzero ideal of PA(Yf)

contains the finite-rank operators. When combined with the preceding result,
this yields the following.
4.3. Corollary. If Yf is separable, then the only nontrivial closed ideal of PA(Yf)
is the ideal of compact operators.
The next proposition is related to Theorem VIII.5.9. Indeed, it is a

consequence of it so that the proof will only be sketched.
Let N be a normal operator on Yf and for every vector e in Yf let
Yf e =
V {N*k N ie: k, j ~ 0}. So Yf e is the smallest subspace of Yf that contains
e and reduces N. Also, N IYf e is a star-cyclic normal operator.
4.4. Proposition. If N is a normal operator on Yf, then there are reducing

subs paces {Yf ;: i E I} for N such that Yf = E9 ;Yf; and N IYf; is star cyclic.
PROOF. Using Zorn's Lemma find a maximal set of vectors c! in Yf such

that if e, f ec! and e # f, then Yf e l_ Yf 1 . It follows that Yf = E9 eYf e· •
4.5. Corollary. Every normal operator is unitarily equivalent to the direct sum
of star-cyclic normal operators.
By combining the preceding proposttlon with Theorem 3.4 on the

representation of star-cyclic normal operators we can obtain the following
theorem.
4.6. Theorem. If N is a normal operator on Yf, then there is a measure space

(X,il,,u) and afunction cjJ in L 00 (X,il,,u) such that N is unitarily equivalent to
M<l> on L2 (X,il,,u).
PROOF. If .His a reducing subspace for N, then N~NI.HE9NI.H.l; thus
a(N I.H)~ a(N). So if {N;} is a collection of star-cyclic normal operators such
that N ~ Etl;N; (4.5), then a(N;) ~ a(N) for every N;. By Theorem 3.4 there is
a measure ,U; supported on a(N) such that N; ~ N Jl;" Let X;= the support of
.U; and let il; =the Borel subsets of X;. Let X= the disjoint union of {X;}.
Define n to be the collection of all subsets A of X such that An X;Eil; for
all i. It is easy to check that n is a a-algebra. If Aen let ,u(A) = L;.U;(A n X;);
then (X,il,,u) is a measure space. If feL2 (X,il,,u) then f; = fiX;eL2 (,u;).
Moreover, the map U: L2 (,u)-+ E9;L2(,u;) defined by U f = Ee;(fiX;) is easily
seen to be an isomorphism. Define¢: X -+<C by letting c/J(z) = z if zeX; (~<C);
since X;~ a(N) for every i, cjJ is a bounded function. If G is an open subset of <C,
4>- 1(G)nXi = GnXiE!li; hence 4> is !l-measurable. Therefore c/>EL00 (X,!l, J.L).
It is left to the reader to check that UMq,U- 1 = EBiNp., ~ N. •
4.7. Proposition. If .1f is separable, then the measure space in Theorem 4.6 is
a-finite.
PROOF. First note that the measure space (X, n, J.L) constructed in the preceding
theorem has no infinite atoms. Now let cf be a collection of pairwise disjoint
sets from n having non-zero finite measure. A computation shows that
{(J.L(~)) - 1' 2 x4 : ~Ecf} are pairwise orthogonal vectors in L2(J.L). If L2 (J.L) is
separable, then tff must be countable. Therefore (X, !l, J.L) is a-finite. •
Of course if(X, !l, J.L) is finite it is not necessarily true that L2 (J.L) is separable.
The next result will be useful later in this book and it also provides a
different type of application of the Spectral Theorem.
4.8. Proposition. If .91 is an SOT closed C*-subalgebra of &l(Jf), then .91 is

the norm closed linear span of the projections in .91.
PROOF. If A E.91, A + A* and A - A* E.91; hence .91 is the linear span of Re d.
Suppose A ERe .91 and A = Jt dE(t). If [a, b] £ R, then there is a sequence
{u.} in C(R) such that 0 ~ u. ~ 1, u.(t) = 1 for a~ t ~ b- n- 1, u.(t) = 0 for
t ~a-n - 1 and t ~b. Hence u.(t)-+ x1a,b,(t) as n-+ oo. If hE£, then
II { u.(A)- E[a, b) }h 11 2 = Jlu.(t)- X!a,bJ(tWdEh,h(t)-+0
by the Lebesgue Dominated Convergence Theorem. That is, u,.(A)-+E[a,b)

(SOT). Since .91 is SOT-closed, E[a, b)Ed. Now let (rx, p) be an open interval
containing a(A). If e > 0, then there is a partition {rx = t 0 < ... < t,. = P} such
that It- LZ= 1 tkXI,k-•·'k'(t)l < dor tin a(A); hence IIA- LZ= 1 tkE[tk_ 1 ,tk)ll <e.
Thus every self-adjoint operator in .91 belongs to the closed linear span of
the projections in .91. •
EXERCISES
l. If N is a normal operator show that ran N is closed if and only if 0 is not a limit
point of u(N).
2. Give an example of a non-normal operator A such that 0 is an isolated point of
a( A) and ran A is closed. Give an example of a non-normal operator B such that
ran B is closed and 0 is not an isolated point of a( B).
3. If Yf is a nonseparable Hilbert space find an example of a nontrivial closed ideal
of .si(Yf) that is different from .si 0 (Yf).
4. Let (X, Q, Jl) be the measure space obtained in the proof of Theorem 4.6 and show
that O(X,Q,Jl)* is isometrically isomorphic to L00 (X,Q,J1).
5. Show that Yf is separable if and only if every collection of pairwise orthogonal
projections in .si(Yf) is countable.
6. If(X, n, Jl) is a measure space, then (X, Q, Jl) is a-finite or L 2 (J1) is finite dimensional
if and only if every collection of pairwise orthogonal projections in {M .pEL""(Jl)}
is countable.
7. If N = f zdE(z) and e > 0, show that ran E( {z: lzl > e}) ~ran N.
8. (Calkin [1939]) Let .A be a linear manifold in £' and show that .A has the
property that .A contains no closed infinite dimensional subspaces if and only
if whenever AE~(£') and ran A~ .A, then A is compact.
9. Show that the extreme points of {A E~(£'): 0 ~A ~ 1} are the projections.
10. (Halmos [1972]) If N is a normal operator, show that there is a hermitian operator
A and a continuous function f such that N = f(A). (Hint: Use Theorem 4.6.)
§5. Topologies on &I(J't')

In this section some results on the SOT and WOT on JI(Jf) are presented.
These results are necessary for understanding some of the results that are to
follow in later sections and also for a proper comprehension of a number of
other subjects in mathematics.
The first result appeared as Exercise 1.4.
5.1. Proposition. If L: 86'(£')-+ <C is a linear functional, then the following

(a) Lis SOT continuous.
(b) Lis WOT continuous.
(c) There are vectorsg 1 , ••• ,gno h 1 , ... ,hn in£' such that L(A) = L:Z=t <Agk,hk)
for every A in JI(Jf).
PROOF. Clearly (c) implies (b) and (b) implies (a). So assume (a). By (IV.3.1f)
there are vectors g 1 , ... , gn in £' such that
IL(A)I ~ J 1 II Agk II~ Jn[ kt II Agk 11 2 J

12
for every A in JI(Jf). Replacing gk by Jngk, it may be assumed that
IL(A)I ~[ktl 11Agkll 2 J

12
=p(A).
Now pis a seminorm and p(A) = 0 implies L(A) = 0. Let$"= cl {Ag 1 EBAg 2
EB · · · EB Agn: AE86'(£') }; so $" s £' EB · · · EB £' (n times). Note that if
Ag 1 EB ··· EBAgn = O,p(A) = 0, and hence,L(A) = 0. Thus F(Ag 1 EB ··· EBAgn) =
L(A) is a well-defined linear functional on a dense manifold in %.
But
IF(Agt EB ··· EBAgn)l ~ p(A) =II Agt EB ··· EBAgnll.
§5. Topologies on 91(£) 275
So F can be extended to a bounded linear functional F 1 on ~(n>. Hence

there are vectors h 1, ... , hn in ~ such that
k=1
In particular, L(A) = F(Ag 1 EB ··· EB Agn) = L~ = 1 (Agk, hk ).

•
5.2. Corollary. JfC(f is a convex subset of 84(~), the WOT closure ofC(f equals
the SOT closure of C(f.
PROOF. Combine the preceding proposition with Corollary V.l.4. •
When discussing the closure (WOT or SOT) of a convex set it is usually

better to discuss the SOT. Shortly an "algebraic" characterization of the
SOT closure of a subalgebra of 84(~) will be given. But first recall (VIII.5.3)
that if 1 ~ n ~ oo, ~(n> denotes the direct sum of~ with itself n times (~ 0
times if n = oo). If AE84(~), A(n) is the operator on ~<n> defined by
={
A(n)(h 1, ... , hn) = (Ah 1, •.• , Ahn). If Y' c 84(~), g<n> A<n>: A EY'}. It is rather
interesting that the SOT closure of an algebra can be characterized using its
lattice of invariant subspaces.
5.3. Proposition. If d is a subalgebra of 84(~) containing 1, then the SOT

closure of d is
5.4 {BE84(~): for every finite n, Latd<n> ~ LatB(n>}.
PROOF. It is left as an exercise for the reader to show that if BESOT- cld,
B belongs to the set (5.4). Now assume that B belongs to the set (5.4). Fix
/ 1 , /2 , ... Jn in ~and e > 0. It must be shown that there is an A in d such
that II (A- B)fk II < c for 1 ~ k ~ n.

Let .A= V { (Af 1 , ... , Afn): A Ed}. Because dis an algebra, .AELat d<n>;
hence .A ELat B<n>. Because 1Ed, (/1 , ... Jn)E.A. Since {(Af 1 , .•• , Afn); A Ed}
is a dense manifold and (B f 1 , ... , B fn)E.A, there is an A in d with
c2 > L:~ = 1 II (A - B)fk 11 2 ; hence BESOT- cl d. •
5.5. Proposition. The closed unit ball of 84(~) is WOT compact.

PROOF. The proof of this proposition follows along the lines of the proof of
Alaoglu's Theorem. For each h in ball ~ let Xh =a copy of ball ~ with
the weak topology. Put X=ll{Xh: llhll~l}. If AEball84(~) let r(A)EX
defined by r(Ah = Ah. Give X the product topology. Then r: (ball 84(~),
WOT) ...... X is a continuous function and a homeomorphism onto its image
(verify). Now show that r(ball 84(~)) is closed in X. From here it follows
that ball 84(~) is WOT compact. •
EXERCISES
1. Show that if BESOT- cl d, then B belongs to the set defined in (5.4).
2. Show that 91 00 is SOT dense in 91.

3. If { Ak} and {Bk} are sequences in 91(£') such that Ak-+ A(WOT) and Bk-+ B(SOT),
then AkBk-+ AB(WOT).
4. With the notation of Exercise 3, show that if Ak-+ A(SOT), then AkBk-+ AB(SOT).
5. Let S be the unilateral shift on 12(111') (11.2.10). Examine the sequences {Sk} and
{ S*k} and their relation to Exercises 3 and 4.
6. (Halmos.) Fix an orthonormal basis {e.: n ~ 1} for £'. (a) Show that Oeweak
closure of {j~e.: n ~ l} (Halmos (1982], Solution 28). (b) Let {n;} be a net of
integers such that J~e.;-+ 0 weakly. Define AJ = j~(f, e.,>e.; for fin £'. Show
that Ai-+ 0 (SOT) but {A~} does not converge to 0 (SOT).
§6. Commuting Operators

If!/' s; PA(Jft'), let !/'' = {AePA(Jft'): AS= SA for every Sin !/'}. !/'' is called
the commutant of !/'. It is not difficult to see that !/'' is always an algebra.
=
Similarly, !/'" (!/'')' is called the double commutant of!/'. This process can
continue, but (happily)!/'"'=!/'' (Exercise 1). In some circumstances,!/'=!/'".
The problem of determining the commutant or double commutant of a
single operator or a collection of operators leads to some exciting and
interesting mathematics. The commutant is an algebraic object and the idea
is to bring the force of analysis to bear in the characterization of this algebra.
We begin by examining the commutant of a direct sum of operators.
Recall that if Jft' = Jft' 1 Ef) Jft' 2 Ef) .. · and A.ePA(Jft'.) for n;?; 1, then
A = A 1 Ef) A 2 Ef) .. · defines a bounded operator on Jft' if and only if
sup. II A. II < oo; in this case II A II =sup. II A. 11. Also, each operator B on Jft'
has a matrix representation [Bii] where BiiePA(Jft'i, Jft'i).
6.1. Proposition. (a) If A= A 1 Ee A 2 Ef) ... is a bounded operator on Jft' =

Jft' 1 Ef) Jft' 2 Ef) · • · and B = [Bii] EfA(Jft'), then AB = BA if and only if BiiAi = AiBii
for all i, j.
(b) If B = [Bii]ePA(Jft'1">), BA 1•> = A1">B if and only if BiiA = ABii for all i,j.
The proof of this proposition is an easy exercise in matrix manipulation

and is left to the reader.
6.2. Proposition. If AePA(Jft') and 1 ~ n ~ oo, then {AI•>}" = {BI•>: Be{A}"} =

{{A}"}I•>.
PROOF. The second equality in the statement is a tautology and it is the first
equality that forms the substance of the proposition. If Be{A}", then the
preceding proposition implies that _B<•>e{A 1">}". Now let Be{AI•>}". To
simplify the notation, assume n = 2. So Be{A $A}"; let B = [Bii], BiiePA(Jft').
Since[~ ~]e{AEBA}', matrix multiplication shows that Bu =B 22 and
B21 = 0. Similarly, the fact that [ ~ ~ Jcommutes with A Ef) A implies that
B 12 = 0. If C = Bu ( = Bd, B = CEf) C. If Te{A}', then TEf) Te{AEf>A}', so
B(TEf> T) = (TEf> T)B. This shows that Ce{A}". •
The next result is a corollary of the preceding proof.
Say that a subspace .It of Yf reduces a collection !/' of operators if it

reduces each operator in!/'. By Proposition 11.3.7, .It reduces!/' if and only
if the projection of Yf onto .It belongs to !/''. This is important in the next
theorem, due to von Neumann [1929].
6.4. The Double Commutant Theorem. If d is a C*-subalgebra of &I(Yt')

containing 1, then SOT- cld = WOT- cld = d".
PROOF. By Corollary 5.2, WOT- cld =SOT- cld. Also, since d" is SOT
closed (Exercise 2) and d s;;; d", SOT- cld s;;; d".
It remains to show that d" s;;; SOT- cld. To do this Proposition 5.3 will
be used.
Let Bed", n ~ 1, and let .lteLatd<•>. It must be shown that B<•>.~t s;;; .If.
Because d is a C*-algebra, so is d<•>. So the fact that .lteLatd<•> and
A*<•>ed<•> whenever A<•>ed<•J implies that .It reduces A<•J for each A in d.
Si if Pis the projection of yt<•J onto .It, Pe{d<•>y. But Bed"; so by Corollary
6.3, B<•>e{d<•l}". Hence B<•>p = PB<•J and .lteLatB<•>. •
6.5. Corollary. If d is a SOT closed C*-subalgebra of BI(Yf) containing 1 and

Ae~(Yf) such that A(PYf) s;;; PYf for every projection Pin d', then Aed.
PROOF. This uses, in addition to the Double Commutant Theorem,

Proposition 4.8 as applied to d'. Indeed, d' is a SOT closed C*-algebra
and hence it is the norm-closed linear span of its projections. So if Ae&I(Yf)
and APYf s;;; PYf for every projection P in d', then A(1 - P)Yf s;;; ( 1 - P)Yf
for every projection P in d'. Thus PYf reduces A and, hence, AP = P A. By
(4.8), Aed" =d. •
6.6. Theorem. If(X,O,Jl.) is au-finite measure space and 1/JeL"'(Jl.), define Mq,
on L2 (J1.) by Mq,f = </Jf. If d" = {Mq,: </JeL"'(Jl.) }, then d~ = d" = d:.
PROOF. It is easy to see that if d = d', then d = d". Since d" s;;; d~, it
suffices to show that d~ s;;; dw So fix A in d~; it must be shown that A= Mq,
for some <P in L "'(Jl.).
Case 1: JJ.(X) < oo. Here 1eL2 (J1.); put </J = A(1). Thus </JeL2 (J1.). If ljleL"'(Jl.),
then t/JeL2 (Jl.) and A(t/J)=AM"'1=MI/JA1=M"'t/J=t/Jt/J. Also, llt/Jt/111 2 =

IIAI/III2~IIAIIIII/III2·
Let L\n = {xeX: lt/J(x)l ~ n}. Putting 1/1 = X4 " in the preceding argument
gives
II A II 2 Jl.(dn) =II A 11 2 II t/i 11 2 ~ llt/Jt/J 11

2 = L" lt/JI 2dJ1. ~ n 2 Jl.(dn).
So if Jl.(dn) ¥ 0, II A II ~ n. Since A is bounded, Jl.(dn) = 0 for some n; equivalently,

t/JeL00 (Jl.). But A= M"' on L00 (Jl.) and L00 (Jl.) is dense in L2(J1.), so A= M"' on
L2(Jl.).
Case 2: Jl.(X) = oo. If Jl.(d) < oo, let L2 (Jl.IL\) = {feL2(Jl.):f = 0 off L\}. For
fin L2 (Jl.ld), ;t! = Ax4 f = x4 AfeL2 (Jl.IL\). Let A 4 =the restriction of A to
L2 (Jl.ld). By Case 1, there is a t/J 4 in L00 (Jl.ld) such that A 4 = M<J>•· Now if
Jl.(d 1 ) < oo and Jl.(L\ 2 ) < oo, t/J 41 Ii1 1 nl\ 2 = t/J 42 Id 1 nl\ 2 (Exercise).
Write X= U:'= 1L\"' where L\neO and Jl.(dn) < oo. From the argument
above, if t/J(x) = t/J 4 Jx) when xel\n, tjJ is a well-defined measurable function
on X. Now II tP11IIoo = IIM"'J (11.1.5) = IIA 4 11 ~ IIA II; hence II tP II~ A 11. It is
easy to check that A= M"'. •
The next result will enable us to solve a number of problems concerning

normal operators. It can be considered as a result that removes a technicality,
but it is much more than that.
6.7. The Fuglede-Putnam Theorem. If Nand Mare normal operators on Jt

and .Yt, and B: .Yt-+ Jf' is an operator such that N B = BM, then N* B = BM*.
PROOF. Note that it follows from the hypothesis that Nk B = BMk for all
k ~ 0. So if p(z) is a polynomial, p(N)B = Bp(M). Since for a fixed z in CC,
exp(izN) and exp(izM) are limits of polynomials in N and M, respectively,
it follows that exp(izN)B = B exp(izM) for all z in CC. Equivalently,
B=e-izNBeizM. Because exp(X+Y)=(expX)(expY) when X and Y
commute, the fact that N and M are normal implies that
f(z) =e-izN• BeizM•

= e-izN•e-izNBeizMeizM•
But for every z in CC, zN* + zN and zM* + zM are hermitian operators.
Hence exp[- i(zN* + zN)] and exp[i(zM* + zM)] are unitary (Exercise
2.14). Therefore llf(z)ll ~liB II. Butf: CC-+aJ(.Jt",Jt) is an entire function. By
Liouville's Theorem, f is constant.
Thus, O=f'(z)= -iN*e-izN*BeizM*+ie-izN*BM*eizM•. Putting z=O
giv~s 0 = - iN* B + iBM*, whence the theorem. •
This theorem was originally proved in Fuglede [1950] under the

assumption that N = M. As stated, the theorem was proved in Putnam

[1951]. The proof given here is due to Rosenblum [1958]. Another proof is
in Radjavi and Rosenthal [1973]. Berberian [1959] observed that Putnam's
version can be derived from Fuglede's original theorem by the following
matrix trick. If
L =[ ~ ~ J and A =[ ~ ~J
then Lis normal on :If Ei3 :If and LA = AL. Hence L* A= AL*, and this gives
Putnam's version.
6.8. Corollary. If N = Jz dE(z) and BN = N B, then BE( A) = E(A)B for every

Borel set A.
PROOF. If BN = N B, then BN* = N* B; the conclusion now follows by The
Spectral Theorem. •
The Fuglede-Putnam Theorem can be combined with some other results

we have obtained to yield the following.
6.9. Corollary. If Jl. is a compactly supported measure on CC, then

{N1,}' = .9111 =: {M: c/>EL00 (Jl.)}.
PROOF. Clearly .9111 ~ {N11 }'. If AE{N11 }', then Theorem 6.7 implies
AN!= N! A. By an easy algebraic argument, AM"'= M4>A whenever c/> is a
polynomial in z and z. By taking weak* limits of such polynomials, it follows
that AE.Jil~. By Theorem 6.6 AE.Silw •
Putnam applied his generalization of Fuglede's Theorem to show that

similar normal operators must be unitarily equivalent. This has a formal
generalization which is useful.
6.10. Proposition. Let N 1 and N 2 be normal operators on :lf1 and :lf2 • If

X: .tf1 -+:lf2 is an operator such that XN 1 = N 2 X, then:
(a) cl(ran X) reduces N 2 ;
(b) ker X reduces N 1 ;
(c) If M 1 = N 1 l(ker X).L and M 2 = N 2 lcl(ran X), then M 1 ~ M 2 •
PROOF. (a) If f 1 E.tf1 , N 2 Xf1 =X N d 1 Eran X; so cl(ran X) is invariant for
N 2 • By the Fuglede-Putnam Theorem, X NT= NiX, so cl(ran X) is invariant
for N!.
(b) Exercise.
(c) Since X(ker X).L ~ cl(ran X), part (c) will be proved if it can be shown
that N 1 ~ N 2 when ker X = (0) and ran X is dense. So make these assumptions
and consider the polar decomposition of X, X= UA (see Exercise 11).
Because ker X = (0) and ran X is dense, A is a positive operator on ,n'\ and
U: £ 1 --+£2 is an isomorphism. Now X* Ni =NT X*, so X* N 2 = N 1 X*.
A calculation shows that A2 =X*XE{NJ}', so AE{NJ}'. (Why?) Hence
N 2 VA=N 2 X=UAN 1 =VN 1 A; that is, N 2 V=VN 1 on the range of A.
But kerA=(O), so ranA is dense in £ 1 . Therefore N 2 U=VN 1 , or N 2 =
UN 1 U- 1 • •
6.11. Corollary. Two similar normal operators are unitarily equivalent.
The corollary appears in Putnam [1951], while Proposition 6.10 first

appeared in Douglas [1969].
EXERCISES
1. If !7 <;; £/l(£), show that !7' = !7"'.
2. If ff <;; £/l(£), show that !7' is always a SOT closed subalgebra of £/l(£).
4. Let £ be a Hilbert space of dimension oc and define S: £(oo)---> X(oo) by
S(h 1 ,h 2 , ... )=(0,h 1 ,h 2 , ... ). Sis called the unilateral shift of multiplicity oc.
(a) Show that A=[Aij]e{S}' if and only if Aii=O for j>i and Aij=A;+t,j+t
for i~j. (b) Show that A=[A;Je{S}" if and only if Aii=O for j>i and
Aij =A;+ l.i+ 1 =a multiple of the identity fori~ j.
5. What is {N#(JJN#}'? {N#(JJN#}"?
6. If d is a subalgebra of .'31(£), show that d is a maximal abelian subalgebra of
£/l(£) if and only if d = d'.
7. Find a non-normal operator that is similar to a normal operator. (Hint: Try
dim£= 2.)
8. Let J1 be a compactly supported measure on <C and let .% be a separable Hilbert
space. A function f: <C--->.% is a Borel function iff - 1(G) is a Borel set when G is
weakly open in.%. Define L 2 (J1, .%) to be the equivalence classes of Borel functions
f: <C--->.% such that JII f(xW dJ1(X) < oo. Define (f, g)= J<f(x), g(x)) dJ1(X) for
f and g in L2 (J1, .%). (a) Show that L2 (J1, .%) is a Hilbert space. Define N on
L 2 (J1, .%) by (Nf)(z) = zf(z). (b) Show that N is a normal operator and
u(N) =support Jl. Calculate N*. (c) Show that N;;;:, N(•), where oc =dim.%. (d)
#
Find {N}'. (Hint: Use 6.1.) (e) Find {N}".
9. Let£ be separable with basis {e.}. Let A be the diagonal operator on£ given
by Ae. = .l..e., where sup.l.l..l < oo. Determine {A}' and {A}". Give necessary and
sufficient conditions on {A.} such that {A}'= {A}".
10. Let d be a C*-subalgebra of £/l(£) but do not assume that d contains the
identity operator. Let ult = v {ran A: A ed} and let P =the projection of £
onto ult. Show that SOT- cl d = d" P = Pd".
ll. Formulate and prove a polar decomposition for operators between different
Hilbert spaces.
12. Let (X,Q,Jl) be an arbitrary measure space and let LEL1(f.l)*. (a) Show that for
J
every fin L 2 (f.l), there is an h in L2 (f.l) such that L(gf) = gh df.l for all g in L 2 (JI).
(b) Iff EL2 (f.l), Jet Tf be the function h in L 2 (f.l) obtained in part (a). Show that
T: L 2 (f.l)-+ L 2 (f.l) defines a bounded linear operator and T commutes with M"' for
every cp in L 00 (JI). (c) In light of parts (a) and (b), compare Theorem 6.6 and
Example 20.17 in Hewitt and Stromberg [1975].
§7. Abelian von Neumann Algebras

7.1. Definition. A von Neumann algebra dis a C*-subalgebra of~(£') such
that d=d".
Note that if d is a von Neumann algebra, then 1ed and d is SOT

closed. Conversely, if 1ed and d is a SOT closed C*-subalgebra of~(£'),
then d is a von Neumann algebra by the Double Commutant Theorem.
It is a result of S. Sakai that a C*-algebra is isomorphic to a von Neumann
algebra if it is the dual of a Banach space. The converse to this is an easy
consequence of the fact that gj!(Jt') is a dual space (Exercise 2.21). For an
account of the history of this result and its predecessors, as well as a number
of proofs, see Kadison [1985].
7.2. Examples. (a) gji(Jt') and CC are von Neumann algebras.

(b) If (X,Q,f.l) is a IT-finite measure space, then d,.= {Mq,:</JeL00 (J.t)} £
gji(L2 ( f.l)) is an abelian von Neumann algebra by Theorem 6.6. In fact, it is
a maximal abelian von Neumann algebra.
It will be shown in this section that d,. is the only abelian von Neumann
algebra up to a •-isomorphism. However, there are many others that are
not unitarily equivalent to d w
For d i £ gj!(Jt'), j ;;:: 1, d 1 Ef> d 2 Ef> · · · is used to denote the zoo direct sum
of d 1, d 2 , •... That is, d 1 Ef>d 2 Ef> ··· = {A 1 Et>A 2 Ef> ··-: Aiedi forj;;:: 1 and
supiiiAill<oo}. Note that d 1 Et>d 2 Ef>···£gj/(£' 1 Et>£' 2 Ef>···) and
II A1 Et>A2 Ef> ···II= supj II Aill.
7.3. Proposition. (a) If d 1, d 2 , ... are von Neumann, algebras, then so is
d 1 Ef> d 2 Ef> ·· ·. (b) If d is a von Neumann algebra and 1 ~ n ~ oo, then .s;~<n>
is a von Neumann algebra.
PROOF. Exercise.
The proof of the next result is also an exercise.
7.4. Proposition. Let di be a von Neumann algebra on Jt'i, j = 1,2. If U:

Jt' 1 -+ Jt' 2 is an isomorphism such that U d 1U- 1 = d 2, then U d'1U- 1 = d~.
Now let (X,!l,J.t) be a IT-finite measure space and define p: d,.-+.91~2 > by
p(T) = T EB T. Then p is a •-isomorphism. However, .91 fl and .91~2 ) are not

spatially isomorphic. That is, there is no Hilbert space isomorphism U:
L2 (J.J.)-+L2(J.J.)EB L2 (J.J.) such that U.91flu-t = .91~2 ). Why? One way to see that no
such U exists is to note that .91 fl has a cyclic vector (give an example).
However, .91~2 ) does not have a cyclic vector as shall be seen presently
(Theorem 7.8).
7.5. Definition. If .91 ~ 88(Jf) and e 0 EJf, then e 0 is a separating vector for
.91 if the only operator A in .91 such that Ae 0 = 0 is the operator A = 0.
If (X,Q,J.l.) is a u-finite measure space and fEL2 (J.J.) such that J.J.({xEX:
f(x) = 0} = 0 (Why does such an f exist?), then f is a separating vector for
.91 fl as well as a cyclic vector. If .91 = 88(Jt'), then no vector in Jf is separating
for .91 while every nonzero vector is a cyclic vector. If .91 = <C and dim Jf > 1,
then .91 has no cyclic vectors but every nonzero vector is separating for .91.
7.6. Proposition. If e 0 is a cyclic vector for .91, then e 0 is a separating vector

for .91'.
PROOF. If TEd' and Te 0 = 0, then for every A in .91, T Ae 0 = ATe0 = 0. Since
V .91 e 0 = Jf, T = 0. •
7.7. Corollary.If .91 is an abelian subalgebra of 88(£'), then every cyclic vector
for .91 is a separating vector for .91.
PROOF. Because .91 is abelian, .91 5;: .91'.
•
Since 88(£')' = <C, Proposition 7.6 explains some of the duality exhibited
prior to (7.6). Also note that if (X, n, J.J.) is a finite measure space, 1 EB 0, 0 EB 1,
and 1 EB 1 are all separating vectors for .91~2 ). Because .91~2 ) =I= (.91~2 ))', the next
theorem says that .91~2 ) has no cyclic vector.
Although it is easy to see that conditions (a) and (b) in the next result are
equivalent, irrespective of any assumption on Yf, the equivalence of the
remaining parts to (a) and (b) is not true unless some additional assumption
is made on Yf or .91 (see Exercise 5). We are content to assume that Yf is
separable.
7.8. Theorem. Assume that Yf is separable and .91 is an abelian C*-subalgebra

of 88(Jf). The following statements are equivalent.
(a) .91 is a maximal abelian von Neumann algebra.
(b) .91 = .91'.
(c) .91 has a cyclic vector, contains l, and is SOT closed.
(d) There is a compact metric space X, a positive Borel measure J.l. with support
X, and an isomorphism U: L2 (J.J.)-+ Yf such that U .91 flU - t = .91.
PROOF. The proof that (a) and (b) are equivalent is left as an exercise.
(b)=>(c): By Zorn's Lemma and the separability of£', there is a maximal

sequence of unit vectors {e.} such that for n¥m, cl[de.]l.cl[dem]. It
follows from the maximality of {e.} that£'= EB;'= 1 cl[de.].
Let e0 =L::'= 1 e.;..ji". Since e.l.em for n¥m, lle 0 11 2 =L:2-"=1. Let
P. =the projection of Jf onto£'.= cl[de.]. Clearly d leaves£'. invariant
and so, since d is a *-algebra, £'. reduces d. Thus P.Ed' = d and
cl[de 0 ] 2 cl[dP.e 0 ] = cl[de.J =£'•. Therefore cl[de 0 ] = Jf and e0 is a
cyclic vector for d.
(c)=>(d): Since Jf is separable, ball .d is WOT metrizable and compact
(1.3 and 5.5). By picking a countable WOT dense subset of ball d and letting
d 1 be the C*-algebra generated by this countable dense subset, it follows
that d 1 is a separable C*-algebra whose SOT closure is d. Let X be the
maximal ideal space of .d 1 and let p: C(X)-... d 1 s; d s; .ell(£') be the inverse
of the Gelfand map. By Theorem 1.14 there is a spectral measure E defined
on the Borel subsets of X such that p(u) =JudE for u in C(X). If ¢EB(X)
and {u;} is a net in C(X) such that Juidv-.J¢dv for every v in M(X), then
p(ui) = JuidE-... J¢dE (WOT). Thus {f¢dE: ¢EB(X)} s; d since dis SOT
closed.
<
Let e0 be a cyclic vector for d and put ~J(Ll) = I E(Ll)e 0 1 2 = E(Ll)e 0 , e0 ).
Thus <(J ¢ dE)e 0 , e0 ) = J¢ d11 for every ¢ in B(X). Consider B(X) as a linear
manifold in L 2 (Jl) by identifying functions that agree a.e. [JlJ. If tjJEB(X), then
= Jl¢1 2 d1J.
This says two things. First, if ¢ = 0 a.e. [Jl], then (J ¢ dE)e 0 = 0. Hence U:
(J
B(X)-... Jf defined by U¢ = ¢ dE)e 0 is a well-defined map from the dense
manifold B(X) in L 2 (Jl) into £'. Second, U is an isometry. Since the
domain and range of U are dense (Why?), U extends to an isomorphism
U: L2 (Jl)-... £'.
If ¢EB(X) and I/JEL00 (Jl), then UMI/It/J=U(I/Jt/J)=(JI/J¢dE)e 0 =
(Jt/1 dE)(J ¢dE)e 0 = (St/JdE)U¢. Hence U M"'U- 1 = SI/JdE and Ud ,u- 1 s; d.
On the other hand, Ud,U- 1 is a SOT closed C*-subalgebra of .ell(£') that
contains UC(X)U- 1 =d 1 . (Why?) So Ud,U- 1 =d.
Because d 1 is separable, X is metrizable.
(d) =>(b): This is a consequence of Theorem 6.6 and Proposition 7.4. •
Mercer (1986) shows that for a maximal abelian von Neumann algebra
d, there is an orthonormal basis for the underlying Hilbert space consisting
of vectors that are cyclic and separating for d.
7.9. Corollary. If d is an abelian C*-subalgebra of .ell(£') and Jf is separable,

then d has a separating vector.
PROOF. By Zorn's Lemma, d is contained in a maximal abelian C*-algbera,

d m· It is easy to see that d m must be SOT closed, so d m is a maximal
abelian von Neumann algebra. By the preceding theorem, there is a cyclic
vector e0 ford m· But (7.7) e0 is separating ford m• and hence for any subset
of dm. •
The preceding corollary may seem innocent, but it is, in fact, the basis
for the next section.
EXERCISES
3. Why are d ll and d~) not spatially isomorphic?
4. Show that if X is any compact metric space, there is a separable Hilbert space
Yf and a •-monomorphism r: C(X)-+ £11(£). Find the spectral measure for r.
5. Let d be an abelian C*-subalgebra of £11(£) such that d' contains no uncountable

collection of pairwise orthogonal projections. Show that the following statements
are equivalent: (a) d is a maximal abelian von Neumann algebra; (b) d = d';
(c) d has a cyclic vector and is SOT closed; (d) there is a finite measure space
(X,Q,Jl) and an isomorphism U: L 2(Jl)-+Yf such that UdllU- 1 =d.
6. Let {P.} be a sequence of commuting projections in £11(£) and put A=
L:;,"'= I r"(2P.- 1). Show that C*(A) is the C*-algebra generated by {P.}. (Do
you see a connection between A and the Cantor-Lebesgue function?)
7. If d is an abelian von Neumann algebra on a separable Hilbert space £', show
that there is a hermitian operator A such that d equals the smallest von Neumann
algebra containing A. (Hint: Let {P.} be a countable WOT dense subset of the
set projections in d and use Exercise 6. This proof is due to Rickart [1960],
pp. 293-294. Also see Jenkins [1972].)
8. If X is a compact space, show that C(X) is generated as a C*-algebra by its
characteristic functions if and only if X is totally disconnected. If A is as in
Exercise 6, show that a(A) is totally disconnected.
9. If X and Y are compact spaces and r: C(X)-+ C( Y) is a homomorphism with
r(l) = 1, show that there is a continuous function 4>: Y-+ X such that r(u) = uo 4>
for every u in C(X). Show that r is injective if and only if 4> is surjective, and, in
this case, r is an isometry. Show that r is surjective if and only if 4> is injective.
10. Let X and Z be compact spaces, Y =X x Z, and let 4>: Y-+ X be the projection
onto the first coordinate. Definer: C(X)-+ C(Y) by r(u) = uolj>. Describe the range
of r.
11. Adopt the notation of Exercise 9. Define an equilvalence relation - on Y by
saying y 1 - y 2 if and only if lj>(y 1 ) = lj>(y 2 ). Let q: Y-+ Yl- be the natural map
and q*: C( Y I- ) -+ C( Y) the induced homomorphism. Show that there is a
•-epimorphism p: C(X)-+ C( Y I- ) such that the diagram
§8. The Functional Calculus for Normal Operators 285
C(X) C(Y)
~ C(Y/-)
/-
commutes. Find the corresponding injection Y/- -+X.
12. If X is any compact metric space, show that there is a totally disconnected
compact metric space Y and a continuous surjection ¢: Y-+ X. (Hint: Start by
embedding C(X) into ~(Jf) and use Exercises 7 and 8.)
13. Show that every totally disconnected compact metric space is the continuous
image of the Cantor ternary set. (Do this directly; do not try to use C*-algebras.)
Combine this with Exercise 12 to get that every compact metric space is the
continuous image of the Cantor set.
14. If dis an abelian von Neumann algebra and X is its maximal ideal space, then
X is a Stonean space; that is, if U is open in X, then cl U is open in X.
15. This exercise assumes Exercise 2.21 where it was proved that ~~ = ~. When
referring to the weak* topology on ~ = ~(Jf), we mean the topology ~ has as the
Banach dual of ~ 1 . (a) Show that on bounded subsets of ~ the weak*
topology= WOT. (b) Show that a C*-subalgebra of ~(Jf) is von Neumann
algebra if and only if d is weak* closed. (c) Show that WOT and the weak*
topology agree on abelian von Neumann algebras (See Takeda [1951] and Pallu
de Ia Barriere [1954].) (d) Give an example of a weak* closed subspace of~ that
is not WOT closed. (See von Neumann [1936].)
16. Prove the converse of Proposition 7.6.
§8. The Functional Calculus for Normal Operators:

The Conclusion of the Saga
In this section it will always be assumed that
all Hilbert spaces are separable.
Indeed, this assumption will remain in force for the rest of the chapter. This
assumption is necessary for the validity of some of the results and minimizes
the technical details in others.
If N is a normal operator on .tf, let W*(N) be the von Neumann algebra
generated by N. That is, W*(N) is the intersection of all of the von Neumann
algebras containing N. Hence W*(N) is the WOT closure of {p(N, N*): p(z,Z)
is a polynomial in z and z}.
8.1. Proposition. If N is a normal operator, then W*(N) = { N}" 2 { cp(N):

cpeB(u(N)) }.
PROOF. The equality results from combining the Double Commutant
Theorem and the Fuglede-Putnam Theorem. If ¢eB(u(N)), N = JzdE(z),

and Te{N}', then Te{N,N*}' by the Fuglede-Putnam Theorem and
TE(A) = E(A)T for every Borel set A by the Spectral Theorem. Hence
T¢(N) = ¢(N)T since ¢(N) = J¢dE. •
The purpose of this section is to prove that the containment in the

preceding proposition is an equality. In fact, more will be proved. A measure
J.l whose support is u(N) will be found such that ¢(N) is well defined if
¢eU'(JJ.) and the map ¢~-+¢(N) is a *-isomorphism of L 00 (JJ.) onto W*(N).
To find J.l, Corollary 7.9 (which requires the separability of Jf') is used.
By Corollary 7.9, W*(N), being an abelian von Neumann algebra, has a
separating vector e0 • Define a measure J.l on u(N) by
8.2
8.3. Proposition. JJ.(A) = 0if and only if E(A) = 0.

PRooF. If JJ.(A) = 0, then E(A)e 0 = 0. But E(A) = X4 (N)e W*(N). Since e0 is a
separating vector, E(A) = 0. The reverse implication is clear. •
8.4. Definition. A scalar-valued spectral measure for N is a positive Borel

measure J.l on u(N) such that JJ.(A) = 0 if and only if E(A) = 0; that is, J.l and
E are mutually absolutely continuous.
So Proposition 8.3 says that scalar-valued spectral measures exist. It will

be shown (8.9) that every scalar-valued spectral measure is defined by (8.2)
where e0 is a separating vector for W*(N). In the process additional
information is obtained about a normal operator and its functional calculus.
= =
Ifhe.Jf', let J.lh Eh,h and let Jf'h cl[W*(N)h]. Note that Jf'h is the smallest
=
reducing subspace for N that contains h. Let N h N IJf' h· Thus N his a *-cyclic
normal operator with *-cyclic vector h. The uniqueness of the spectral
measure for a normal operator implies that the spectral measure for N h is
E(A)I.Jt'h: that is, X4 (Nh) = x4 (N)I.Jf'h = E(A)I.Jf'h. Thus Theorem 3.4 implies
there is a unique isomorphism Uh: Jf'h-+L2 (JJ.h) such that Uhh = 1 and
UhN hU;; 1 f = zf for all fin L 2 (JJ.h). The notation of this paragraph is used
repeatedly in this section.
The way to understand what is going on is to consider each N h as a
localization of N. Since Nh is unitarily equivalent to Mz on L2 (JJ.h) we can
agree that we thoroughly understand the local behavior of N. Can we put
together this local behavior of N to understand the global behavior of N?
This is precisely what is done in §10.
In the present section the objective is to show that if h is a separating
vector for W*(N), then the functional calculus for N is completely determined
by the functional calculus for N h· The sense in which this "determination"
is made is the following. If A E W*(N), then the definition of Jf' h shows that
AJf'h ~ Jf' h· Since A* E W*(N), Jf' h reduces each operator in W*(N); thus
A I£ h is meaningful. It will be shown that the map A--+ A I£ h is a

*-isomorphism of W*(N) onto W*(Nh) if his a separating vector for W*(N).
Since N h is *-cyclic, Theorem 6.6 and Corollary 6.9 show how to determine
W*(Nh).
We begin with a modest lemma.
8.5. Lemma. If hE£ and ph: W*(N)--+ W*(N h) is defined by ph( A)= A I£ h•
then Ph is a *-epimorphism that is WOT-continuous. Moreover, lfi/IEB(a(N)),
then Ph(I/I(N)) = 1/J(N h) and if A E W*(N), then there is a ¢ in B(a(N h)) such that
Ph(A) = ¢(Nh).
PRooF. First let us see that Ph maps W*(N) into W*(N h). If p(z, z) is a
polynomial in z and z then ph[p(N, N*)] = p(N h• Nt) as an algebraic
manipulation shows. If {p;} is a net of such polynomials such that
P;(N,N*)--+A(WOT), then forf, gin Jrh, (p;(N,N*)f,g)--+(Af,g); thus
p;(N h• Nt)--+ ph(A)(WOT) and so ph(A)E W*(N h). It is left as an exercise for
the reader to show that Ph is a *-homomorphism. Also, the preceding
argument can be used to show that Ph is WOT continuous.
z
If 1/JEB(a(N)), there is a net {P;(z,z)} of polynomials in z and such that
fp;dv--+JI/fdv for every v in M(a(N)). (Why?) Since a(Nh)~a(N) (Why?),
J J
p;d1J--+ 1/1 d1J for every 1J in M(a(Nh)). Therefore p;(N, N*)--+ 1/J(N)(WOT) and
P;(Nh, Nt)--+ 1/J(Nh)(WOT). But Ph(P;(N, N*)) = P;(Nh, Nt) and Ph(p;(N, N*))--+
Ph(I/J(N)); hence Ph(I/J(N)) = 1/J(Nh).
Let Uh: £ h--+ L 2 (J1h) be the isomorphism such that Uhh = 1 and
UhN hU;; 1 = N ~t•· If A E W*(N) and Ah =Ph( A), then AhN h = N hAh; thus
UhAhU;; 1 E{N~'.}'. By Corollary 6.9, there is a ¢ in B(a(Nh)) such that
UhAhU;; 1 = M .p· It follows (How?) that Ah = ¢(N h).
Finally, to show that Ph is surjective note that if BEW*(Nh), then (use the
argument in the preceding paragraph) B = 1/J(Nh) for some 1/1 in B(a(Nh)).
Extend 1/1 to a(N) by letting 1/1 = 0 on a(N)\a(Nh). Then 1/J(N)E W*(N) and
Ph(I/J(N)) = 1/J(Nh) =B. •
8.6. Lemma. If eE£ such that Jle is a scalar-valued spectral measure for N
and if v is a positive measure on a(N) such that v « Jle, then there is an h in
£ e such that v = Jlh·
PROOF. This proof is just an application of the Radon-Nikodym Theorem
once certain identifications are made; namely,f = [dv/dJ1e] 112 EL2 (J1e), so put
J J
h = Ue- 1 f. Hence hEJl'e. For any Borel set .1, v(.1) = X.idv = X.i ff dJ1e =
(M xJJ> = <u; I MxJ, u;1 f> = (E(L'l)h,h) = Jlh(L'l). •
8.7. Lemma. W*(N) = {¢(N): cjJEB(a(N)) }.
PROOF. Let .s1 = {¢(N): c/JEB(a(N)) }. Hence .s1 is a *-algebra and .s1 ~ W*(N)
by Proposition 8.1. Since NEd it suffices to prove that .s1 is WOT closed.
Let{¢;} be a net in B(a(N)) such that c/J;(N)--+A (WOT); so AEW*(N). By
(8.5) <f>;(Nh)-+ A i.tf h(WOT) for any h in Jf. Also, by Lemma 8.5. for every h
in .1f there is a <Ph in B(CC) such that Al.tfh = <f>h(Nh). Fix a separating vector
e for W*(N); hence Jl.e is a scalar-valued spectral measure for N.
If he.tf, then the fact that <f>;(Nh)-+ <f>h(Nh)(WOT) implies ;-+ <Ph weak*
in L""(Jl.h). Also, 4>;-+<f>e weak* in L"'(JJ.e). But Jl.h«Jl.e so that dJ1.h/dJJ.eEL1(JJ.e);
hence for any Borel set /:i
I 4 <f>;dJl.h =I4 <f>i dJ1.h

dJJ.e
dJJ.e-+ I <f>edJl.h·
4
But also
f
So 0 = (<f>e- <f>h)dJl.h for every Borel set /:i. Therefore <Ph= <f>e a.e. [JJ.h]. But
< f f
if ge.tfh~ then <f>h(N h)g, g)= ( <f>h(N)g, g)= <f>hdJ1.9 = <f>edJ1.9 since JJ. 9 « Jl.h·
Thus <<f>h(Nh)g,g)=<<f>e(Nh)g,g); that is, <f>h(Nh)=<f>e(Nh). In particular,
Ah = <f>h(Nh)h = <f>e(Nh)h = <f>e(N)h. Since h was arbitrary, A= <f>e(N). •
8.8. Corollary. If ph: W*(N)-+ W*(N h) is the •-epimorphism of Lemma 8.5,

then ker Ph = { <f>(N): 4> = 0 a.e. [JJ.h]}.
8.9. Theorem. If N is a normal operator and ee.tf, the following statements

are equivalent.
(a) e is a separating vector for W*(N).
(b) Jl.e is a scalar-valued spectral measure for N.
(c) The map Pe: W*(N)-+ W*(N e) defined in (8.5) is a •-isomorphism.
(d) {<f>eB(a(N)): <f>(N) = 0} = { <f>eB(a(N)): <f> = 0 a.e. [JJ.eJ }.
PROOF. (a)=>(b): Proposition 8.3.
(b)=>(c): By Lemma 8.5, Pe is a •-epimorphism. By Corollary 8.8,
ker Pe = {<f>(N): 4> = 0 a.e. [JJ.eJ }. But if 4> = 0 a.e. [JJ.eJ, (b) implies that <f> = 0
J
off a set /:i such that E(/:i) = 0. Thus <f>(N) = 4 <f>dE = 0.
(c)=>(d): Combine (c) with Corollary 8.8.
(d)=>(a): Suppose AeW*(N) and Ae=O. By Lemma 8.7, there is a 4> in
B(a(N)) such that <f>(N)=A. Thus, 0=IIAeii 2 =<A*Ae,e)=fl<f>l 2 dJJ.e· So
4> = 0 a.e. [JJ.eJ. By (d), A= 0. •
These results can now be combined to yield the final statement of the
functional calculus for normal operators.
8.10. The Functional Calculus for a Normal Operator. If N is a normal

operator on the separable Hilbert space .1f and J1. is a scalar-valued spectral
measure for N, then there is a well-defined map p: L"'(JJ.)-+ W*(N) given by the
formula p(<f>) = <f>(N) such that
(a) p is a •-isomorphism and an isometry;

(b) p: (L00 (J.J.), weak*)-+(W*(N), WOT) is a homeomorphism.
PROOF. Let e be a separating vector such that J.1. = J.l.e [by (8.6) and (8.9)]. If
</JEB(a(N)) and </J = 0 a.e. [J.J.], then </J(N) = 0 by (8.9d); so p(</J) = </J(N) is a
well-defined map. It is left to the reader to show that p is a •-homomorphism.
By Lemma 8. 7, p is surjective. Also, if p(</J) = </J(N) = 0, then </J = 0 a.e. [J.J.]
by (8.9d). Thus p is a •-isomorphism. By (VIII.4.8) p is an isometry. (A proof
avoiding (VIII.4.8) is possible-it is left as an exercise.) This proves (a).
Let{¢;} be a net in L00 (J.J.) and suppose that </J;(N)-+O(WOT). If fEL1(J.J.)
and f ~ 0, fJ.J. « J.1. = J.l.e· By Lemma 8.6 there is a vector h such that fJ.J. = J.l.h·
Thus </JJdJ.J. = </J;dJ.l.h = <</J;(N)h, h)-+ 0. Thus </J;-+ 0 (weak*) in L00 (J.J.). This
J J
proves half of (b); the other half is left as an exercise. •
8.11. The Spectral Mapping Theorem. If N is a normal operator on a separable

space and J.1. is a scalar-valued spectral measure for N and if </JEL00 (J.J.), then
a(</J(N)) =the J.J.-essential range of¢.
PROOF. Use (8.10) and the fact (2.6) that the J.J.-essential range of¢ is the
spectrum of </J as an element of L 00 (J.J.). •
8.12. Proposition. Let N, J.l., ¢ be as in (8.11). If N = JzdE, then J.1. </J - 1 is a

0
scalar-valued spectral measure for </J( N) and Eo </J- 1 is its spectral measure.
EXERCISES
I. What is a scalar-valued spectral measure for a diagonalizable normal operator?
2. Let N 1 and N 2 be normal operators with scalar-valued spectral measures 11 1 and
J1 2 . What is a scalar spectral measure for N 1 EB N 2?
3. Let {e.} be an orthonormal basis for Jf and put /1(~) = L;'= 1 2-"11 E(~)e.ll 2 • Show
that J1 is a scalar-valued spectral measure for N.
4. Give an example of a normal operator on a nonseparable space which has no
scalar-valued spectral measure.
5. Prove that the map p in (8.10) is an isometry without using (VIII.4.8).
7. Show that if J1 and v are compactly supported measures on <C, the following
statements are equivalent: (a) N" EB N v is •-cyclic; (b) W*(N" EB N v) = W*(N ") EB
W*(N .); (c) J1.l v.
8. If M and N are normal operators with scalar-valued spectral measures J1 and v,
respectively, show that the following are equivalent: (a) W*(M EB N) = W*(M)EB
W*(N); (b) {M EB N}' = { M}' EB {N}'; (c) there is no operator A such that M A= AN
other than A = 0; (d) Jl.l v.
9. If M and N are normal operators, show that C*(M EB N) = C*(M) EB C*(N) if and
only if a(M)na(N) = 0.
10. Give an example of two normal operators M and N such that W*(M$N)=
W*(M) $ W*(N) but C*(M $ N) # C*(M) $ C*(N). In fact, find M and N such
that W*(M $ N) splits, but u(M) = u(N).
II. If U is the bilateral shift and V is any unitary operator, show that
W*(U $ V) = W*(U)$ W*(V) if and only if V has a spectral measure that is
singular to arc length on aD. (See Exercise 3.7.)
12. If d is an abelian von Neumann algebra on a separable space, show that there
is a compactly supported measure 11 on R such that .s;l is •-isomorphic to L 00 (/1).
(Hint: Use Exercise 7.7.)
J
13. (This exercise assumes a knowledge of Exercise 2.21.) Let N = zdE(z) be a normal
operator with scalar-valued spectral measure 11 and define IX: ti1(Jf")-> L1(/1) by
IX(T)(L\) = tr(TE( .::\)).Show that IX is a surjective contraction. What is IX*? [L1(/1) is
identified, via the Radon-Nikodym Theorem, with the set of complex-valued
measures that are absolutely continuous with respect to 11-J
14. Let n: ti(Jf')->ti(Jf')/ti 0 (Jf') be the natural map and let AEti(Jf'). (a) If n(A) is
hermitian, show that there is a hermitian operator B such that A - B is compact.
(b) If n(A) is positive, show that there is a positive operator B such that A- B
is compact. (See Exercise XI.3.14.)
15. (L.G. Brown) If n: ti(Jf')->ti(Jf')/ti0 (Jf') is the natural map and A and Bare
hermitian operators such that n(A) ~ 0 ~ n(B), then there is a hermitian compact
operator K such that A ~ K ~ B.
§9. Invariant Subspaces for Normal Operators

Remember that we continue to assume that all Hilbert spaces are separable.
Every normal operator on a Hilbert space of dimension at least 2 has a
nontrivial invariant subspace. This is an easy consequence of the Spectral
J
Theorem. Indeed, if N = zdE(z), E(A)~ is a reducing subspace for every
Borel set A.
If A e14(~) • .A is a linear subspace of~. and Pis the orthogonal projection
of~ onto .A, then .A reduces A if and only if Pe{A}'. Also, .AeLat A
(=the lattice of invariant subspaces for A) if and only if AP =PAP. Since
the spectral projections of a normal operator belong to W*(N), they are even
more than reducing.
9.1. Definition. An operator A is reductive if every invariant subspace for A

reduces A. Equivalently, A is reductive if and only if Lat A s;;; LatA*.
Thus, every self-adjoint operator is reductive. Every normal operator on

a finite dimensional space is reductive. More generally, every normal compact
operator is reductive (Ando [1963]). However, the bilateral shift is not
reductive. Indeed, if U is the bilateral shift on f(Z), ~ = {! e/ 2 (71.): f(n) = 0
§9. Invariant Subspaces for Normal Operators 291
if n < O}ELat U, but £¢Lat U*. Wermer [1952] first studied reductive
normal operators and characterized the reductive unitary operators. A first
step towards characterizing the reductive normal operators will be taken
here. The final step has been taken but it will not be viewed in this book.
The result is due to Sarason [1972]. Also see Conway [1981], §VII.5.
9.2. Definition. If J1. is a compactly supported measure on <C, P 00 (J1.) denotes

the weak* closure of the polynomials in L00 (J1.).
Because the support of J1. is compact, every polynomial, when restricted

to that support, belongs to L00 (J1.).
For any operator A, let W(A) denote the WOT closed subalgebra of~(£)
generated by A; that is, W(A) is the WOT closure in~(£) of the polynomials
in A. The next result is an immediate consequence of The Functional Calculus
for Normal Operators.
9.3. Theorem. If N is a normal operator and J1. is a scalar-valued spectral

measure for N, then the functional calculus, when restricted to P 00 (J1.), is an
isometric isomorphism p: P 00 (J1.)-+ W(N) and a weak*- WOT homeomorphism.
Also, p(z) = N.
9.4. Definition. An operator A is reflexive if whenever BE~(£) and

LatA~ LatB, then BEW(A).
It is easy to see that if BE W(A), then LatA~ Lat B (Exercise). An operator

is reflexive precisely when it has sufficiently many invariant subspaces to
characterize W(A). For a survey of reflexive operators and some related
topics, see Radjavi and Rosenthal [1973].
9.5. Theorem. (Sarason [1966].). Every normal operator is reflexive.

PROOF. Suppose N is normal and Lat N ~LatA. If Pis a projection in {N}',
then P £ and (P Jt").L ELat N ~ LatA, so AP = P A. By Corollary 6.5,
AEW*(N). Let J1. be a scalar-valued spectral measure for N. By Theorem
8.10, there is a 4J in L00 (J1.) such that A= c/J(N). By Theorem 9.3, it must be
shown that c/JEP 00 (J1.).
Now let's focus our attention on a special case. Assume that N is *-cyclic;
thus N=Nw Suppose fEL1(J1.) and Jft/JdJ1.=0 for every t/1 in P 00 (J1.). If it
J
can be shown that f cpdJ1. = 0, then the Hahn-Banach Theorem implies that
c/JEP 00 (J1.). This is the strategy we follow. Let f = gh for some g, h in L2 (JJ.).
Put .JI=V{zkg: k~O}. Clearly .JIELatN, so .JIELatA=LatcfJ(N)=
J J
Lat M <P· Hence cpgE.JI. But 0 = zkf dJ1. = lghdJJ. = (Nkg,h) for all k ~ 0;
J J
hence hl_.Jf. Thus 0 = (cpg,h) = cpghdJ1. = c/Jf dJ1., and c/JEP 00 (J1.).
Now we return to the general case. By (7.9) and (8.9) there is a separating
vector e for W*(N) such that Jl.(~) = II E(~)e 11 2 , where N = JzdE(z). Let
%= V{N*kNie: k,j~O}. Clearly % reduces N and NIX'" is •-cyclic.

Hence % reduces A and AI%= </J(NI%). By the preceding paragraph
</JEP 00 (J1.).
•
An immediate consequence of the preceding theorem is the first step in
the characterization of reductive normal operators.
9.6. Corollary. If N is a normal operator and J1. is a scalar-valued spectral

measure for N, then N is reductive if and only if P 00 (J1.) = L00 (J1.).
PROOF. If .;{{ ELat N, then .;{{ ELat </J(N) for every ¢ in P 00 (J1.). So if
P 00 (J1.) = L 00 (J1.), zEP 00 (J1.) and, hence, .;{{ ELat N* whenever .;{{ ELat N.
Now suppose N is reductive. This means that Lat N s;;; Lat N*. By the
preceding theorem, this implies N*E W(N); equivalently, zEP 00 (J1.). Since P 00 (J1.)
is an algebra, every polynomial in z and z belongs to P 00 (J1.). By taking weak*
limits this implies that P 00 (J1.) = L00 (J1.). •
The preceding corollary fails to be a good characterization of reductive

normal operators since it only says that one difficult problem is equivalent
to another. A way is needed to determine when P 00 (J1.) = L00 (J1.). This is what
was done in Sarason [1972].
Are there any reductive operators that are not normal? This natural and
seemingly innocent question has much more to it than meets the eye. Dyer,
Pedersen, and Porcelli [1972] have shown that this question has an
affirmative answer if and only if every operator on a Hilbert space has a
nontrivial invariant subspace.
EXERCISES
l. (Ando [1963].) Use Corollary 9.6 to show that every compact normal operator is
reductive.
2. Determine all of the invariant subspaces of a compact normal operator.
3. (Ando [1963].) Show that every reductive compact operator is normal. (Also see
Rosenthal [1968].)
4. Show that an operator A is reductive if and only if LatA =LatA*.
5. Let N be a normal operator on a Hilbert space Jf, let 9t be an invariant subspace
for N, and let S = Nl9t. Show that S is normal if and only if 9t is a reducing
subspace for N.
6. Let 11 be a compactly supported regular Borel measure on <C and let P 2(11) denote
the closure in L2(/1) of the analytic polynomials; that is, P 2(11) is the closed linear
span of {z": n ;;.: 0}. Show that P 2 (11) is invariant for N 11 and that N 11 IP 2 (/1) is normal
if and only if P 2 ( 11) = L2 ( 11 ).
7. With the notation of Exercise 6, show that if 9t is a reducing subspace for N 11 and
P 2(11) £at, then 9t = L2(11).
§10. Multiplicity Theory for Normal Operators 293
§10. Multiplicity Theory for Normal Operators:

A Complete Set of Unitary Invariants
Throughout this section only separable Hilbert spaces are considered.
When are two normal operators unitarily equivalent? The answer to this
question must be given in the following way: to each normal operator we
must attach a collection of objects such that two normal operators are
unitarily equivalent if and only if the two collections are equal (or equivalent).
Furthermore, it should be easier to verify that these collections are equivalent
than to verify that the normal operators are equivalent. This is contained
in the following result due to Hellinger [1907]. Note that it generalizes
Theorem 3.6.
10.1. Theorem. (a) If N is a normal operator, then there is a sequence (possibly

finite) of measures {JLn} on <C such that Jln+l «Jln for all nand
10.2 N ~ N Ill IJJ N M IJJ · ··.
(b) If N and {JLn} are as in (a) and M ~ N , 1 (fJ N , 2 IJJ · ··, where vn+ 1 « vn for
all n, then N ~ M if and only if [JLn] = [vnJ for all n.
The proof of this theorem requires several lemmas. Before beginning, we

will examine a couple of false starts for a proof. This will cause us to arrive
at the correct strategy for a proof and show us the necessity for some of the
lemmas.
J
Let N = zdE(z). If eE£ and Jt<'e = cl[W*(N)e], then NIJt<'e is a •-cyclic
normal operator. An application of Zorn's Lemma and the separability of
£produces a maximal sequence {en} in £such that Jt<'e"l.Jt<'em· By the
maximality of {en}, Jt<'=Ei7n£e"· If Nn=NI.Yt'e"• Nn=N~'"' where
Jln(A) = II E(A)en 11 2 ; thus N ~ IJJnN ~'". The trouble here is that Jln+ 1 is not
necessarily absolutely continuous with respect to Jln· Just using Zorn's Lemma
to produce the sequence {JLn} eliminates any possibility of having {JLn}
canonical and producing the unitary invariant desired for normal operators.
Let's try again.
Note that if Jln+ 1 « Jln for all n in (10.2), then Jln « JL 1 for all n. This in
turn implies that JL 1 is a scalar-valued spectral measure for N. Using Lemma
8.6 we are thus led to choose JL 1 as follows. Let e 1 be a separating vector
for W*(N); this exists by Corollary 7.9 and the separability of £. Put
JL 1 (A)=IIE(A)e 1 V If £ 1 =cl[W*(N)e 1]. then NI£ 1 ~Nill. Let N 2 =
N I£ f; so N 2 is normal. A pair of easy exercises shows that the spectral
measure E 2 for N 2 is given by E 2 (A) = E(A)IJt<'f and W*(N 2 ) = W*(N)IJt<'f
( = {AEBIJ(Jt<'f): A= TIJt<'f for some Tin W*(N)} ). Let e2 be a separating
vector for W*(N 2 ) and put JLiA) = II E 2 (A)e 2 ll 2 • By the easy exercises above,
=
JL 2 (A) = II E(A)e 2 ll 2 , so that Jlz « JL 1, and£ 2 cl[W*(N)e 2 ] = cl[W*(N 2)e 2]:::::;
.tt'f. Also, Nl£2 ~ NM.
Continuing in this way produces a sequence of vectors {en} such that if

.Yfn = cl [ W*( N)enJ and Jln(.l\) = II E(l\)en 11 2 , then .YI'n .l.Yfm for n =I= m, Jln + 1 « Jln•
and N I.Yfn ~ N "". The difficulty here is that .Yf is not necessarily equal to
Ei1n.YI'n so that N and Ei1nN"" cannot be proved to be unitarily equivalent.
(Actually, N and Ei1nN"" are unitarily equivalent, but to show this we need
the force of Theorem 10.1. See Exercise 2.) The following provides us with
a look at an example to see what can go wrong.
10.3. Example. For n ;;<: 1 let Jln =Lebesgue measure on [0, 1 + 2-n] and let
:=
Jloo = Lebesgue measure on [0, 1]. Put N = Ei1 1 N "" Ei1 N llx. If the process
of the preceding paragraph is followed, it might be that vectors {en} that are
chosen are the vectors with a 1 in the L2 (Jln) coordinate and zeros elsewhere.
Thus the spaces {.YI'n} are precisely the spaces {L2 (Jln)} and [ Ei1 ~ .YI'nJ .l = L2 (Jl 00 ).
(Nevertheless, N ~ Ei1 ~ N "". Indeed, let vn = Jln I[ 1, 1 + 2- n]; so Jln =

Jloo + vn and Jloo .l vn. Thus N lln ~ N Vn Ei1 N llx.. Therefore
N = Ei1~ N"" Ei1Nilx
~~ooN ~N(ool~N
Wt vnW P.x W p1
':!:!
-
Ei1 1oo N Vn Ei1 Nloo>
JJx
~ Ei1~ Nlln')
After an examination of the statement of Theorem 10.1, it becomes clear
that some procedure like the one outlined in the paragraph preceding
Example 10.3 should be used. It only becomes necessary to modify this
procedure so that the vectors {en} can be chosen in such a way that
.Yf = Ei1~ .Yfn. For example, let, as above, e 1 be a separating vector for W*(N)
and let {fn} be an orthonormal basis for .Yf such that f 1 = e 1 • We now want
to choose the vectors {en} such that {!1 , ... , fn} s; £ 1 Ei1· · · Ei1.YI'n. In this way
we will meet success. The vital link here is the next result.
10.4. Proposition. If N is a normal operator on .Yf and eE.Yf, then there is a

separating vector e0 for W*(N) such that eEcl[W*(N)e0 ].
PROOF. Let fo be any separating vector for W*(N), let E be the spectral
measure for N, let Jl(t:\) = II E(L\)f0 11 2 , and put ~ = cl[W*(N)f0 ]. Write
e = g 1 + h1, where g 1 E~ and h1 E~.L.
Let 17(L\) = II E(L\)h 1 11 2 and let .;tJ = cl[W*(N)h 1 ]. Hence 11 « Jl, N is reduced
by both .;tJ and ~. and .;tJ .l ~. Moreover, N I~ ~ N" and N I.;tJ ~ N ,. Now
the fact that 11 « Jl implies that there is a Borel set L\ such that [17] =[~tiL\].
(Why?) Hence NI.;LJ~N. ifv=Jlll\ (Theorem 3.6). Let U: ~Ei1.;LJ-+L2 (Jt)Ei1
L2 (v) be an isomorphism such that U((O) Ei1 .;LJ) s; (0) Ei1 L2 (v) and V(NI ~ Ei1 .;LJ)·
u- 1 =N"Ei1N •. Since e=g 1 +h 1 E~Ei1.;LJ, let Ue=ga1h. Because h1 is a
*-cyclic vector for N 12, h(z) =I= 0 a.e. [ v].
This reduces the proof of this proposition to proving the next lemma.
•
10.5. Lemma. Let Jl. be a compactly supported measure on <C, A a Borel subset
of the support of Jl., and put v = Jl.l A. If N = N 11 13J N. on L2 (JJ.) I3J L2 ( v) and
g tfJ hEL2 (JJ.) 13J L2 (v) such that h(z) :;f: 0 a.e. [v], then there is an f in L2 (JJ.) such
that f I3J h is a separating vector for W*(N) and g tB hEel [W*(N)(f I3J h)].
PROOF. Define f(z) = g(z) for z in A and f(z) = 1 for z not in A. Put
.#'=cl[W*(N)(J13Jh)]=cl{</>f13J<Ph: <j>EL"'(JJ.)} since Jl. is a scalar-valued
spectral measure for N. If A' = the complement of A, then note that
cf>x_ 11.13JO=cf>x11:(f13Jh)E.#' for all cf> in L"'(JJ.). Hence L2 (JJ.IA')IJJ0s;;;.#'. This
implies that (1 - g)x_ 11• I3J OE.#', so g I3J h = f I3J h- (1 - g)x_ 11 • I3J OE.#'.
On the other hand, if c/>EL"'(Jl.) and 0 = cf>f 13J cf>h, then cf>f = cf>h = 0 a.e.
[JJ.J. Since h(z):;f:O a.e. [v], cf>(z)=O a.e. [JJ.] on A. But for z in A', f(z)= 1;
hence cf>(z) = 0 a.e. [JJ.] on A'. Thus, f 13J h is a separating vector for W*(N) .
PROOF OF THEOREM 10.1 (a): Let e 1 be a separating vector for W*(N) and let
•
Un} be an orthonormal basis for.#' such that f 1 = e 1 • Put.#' 1 = cl[W*(N)e 1 ],
JJ. 1(A) =II E(A)e 1 1! 2 , and N 2 = Nl.#'f. Let f~ =the orthogonal projection of
f 2 onto .#'f. By Proposition 10.4 there is a separating vector e2 for W*(N 2 )
such that f~Ecl[W*(N 2 )e 2 ] = .#'2 • Note that .#'2 = cl[W*(N)e 2 ] and
{!1, /2 } £ .#'1 I3J .#' 2 • Put JJ. 2 (A) = II E(A)e 2 ll 2 • Now continue by induction .
Now for part (b) of Theorem 10.1. If [JJ.nJ = [vnJ (the notation is that of
•
Theorem 10.1) for every n, then N 11 • ;;;::;: N •• by Theorem 3.6. Therefore N ; ;: ;: M.
Thus it is the converse that causes difficulties. So assume that N ; ;: ;: M. If
MEBi(%), U: .#'-+%is an isomorphism such that UNU- 1 =M, and e 1 is
a separating vector for W*(N), then Ue 1 = f 1 is easily seen to be a separating
vector for W*(M). Since J1. 1 and v1 are scalar-valued spectral measures for
Nand M, respectively, it follows that [JJ. 1 ] = [v 1]; thus N 11 ,;;;::;: N., by Theorem
3.6. However, here is the difficulty-the isomorphism that shows that
N 11 ,;;;::;: N., may not be related to U; that is, if.#'= ffin.#'n,% = ffinfn, where
Nl.#'n;;;::;: N 11 • and Mlfn;;;::;: N •• , then Nl.#'1 ;;;::;: Ml% 1, but we do not know
that U.#' 1 = % 1 . Thus we want to argue that because N ; ;: ;: M and
Nl.#' 1 ;;;::;: Ml% 1, then Nl.#'~;;;::;: Ml%f. In this way we can prove (10.l.b)
by induction. This step is justified by the following.
10.6. Proposition. If N, A, and B are normal operators, N is *-cyclic, and

N $ A ; ;: ;: N 13J B, then A ; ;: ;: B.
PROOF. Let NEBi(%), AEBi(.#'A), BEBi(.#'8 ), and let U: %13J.#'A-+%13J.#'8
be an isomorphism such that U(N 13J A)U- 1 = N 13J B. Now U can be written
as a 2 x 2 matrix,
v=[ull
u u
ul2],
21 22
where Ull: %-+%, U12: .#'A-+%, u21: f-+.#'B, U22: .#'A-+.#'B.

Expressing NEB A and NEB B as
[ ~ ~J and [ ~ ~J
respectively, the equation V(N EB A)= (NEB B)V becomes
10.7 [ VllN V12A]=[NV11 NV12]·

V 21 N V 22 A BV 21 BV 22
Similarly, V(N EB A)*= (NEB B)*V becomes
10.7* [ VllN* V12A*]=[N*V11 N*V12J·

V 21 N* V 22 A* B*V 21 B*V 22
Parts of the preceding equations will be referred to as (10.7)ii and (10.7m,
i, j = 1, 2.
l
An examination of the equation V* V = 1 and V V* = 1, written in matrix
form, yields the equations
(a) Vi 1V 12 + V! 1V 22 = 0 (on Jf"A)

10.8 (b) V 11 Vi 1 +V 12 Vi 2 =1 (on%)
(c) V 21 Vi 1 + V 22 Vi 2 =0 (on%).
Now equation (10.7) 22 and Proposition 6.10 imply that (ker V 22 )1_ reduces
A, cl(ran V 22 ) = (ker V! 2)j_ reduces B, and
10.9 A !(ker V 22 )1_ ~ B!(ker U~ 2 )j_.
What about A Iker V 22 and BIker Vi 2 ? If they are unitarily equivalent, then
A~ B and we are done. If hEker V 22 s; Jf"A, then
Since V is an isometry, it follows that V 12 maps ker V 22 isometrically onto

a closed subspace of%. Put .# 1 =Vn(kerVn). Equations (10.7) 12 and
(10.7)i 2 and the fact that ker V 22 reduces A imply that .#1 reduces N. Thus,
the restriction of V 12 to ker V 22 is the required isomorphism to show that
10.10 Alker V 22 ~ NI.A 1·
Similarly, V! 1 maps ker V! 2 =(ran V n)l_ isometrically into .#2 =
V! 1(ker V! 2), 112 reduces N, and
10.11 Biker Vi 2 ~ NI.A 2·
Note that if .#1 = 112, then (10.9), (10.10), and (10.11) show that A~ B.
Could it be that .#1 and .#2 are equal?
If hEker V 22 , then (10.8.a) implies that Vi 1V 12 h = - V~ 1 V 22 h = 0. Hence
.#1 = V 12 (ker V d s; ker Vi 1. On the other hand, iff Eker Vi~' then (10.8.b)
implies f = (V 11 Vi 1 + V 12 Vi 2 )f = V 12 Vi 2 f. But by (10.8.c), V 22 Vi 2 f =-
V 21 V! J = 0, so V! 2 f Eker U 22 . Hence fEU dker U n). Thus

A 1 =kerV! 1 .
Similarly,
A 2 = ker V 11 .
Until this point we have not used the fact that N is *-cyclic. Equation
(1 0. 7) 11 implies that U 11 E{ N'}'. By Theorem 3.4 and Corollary 6.9 this implies
that u 11 is normal. Hence, ker urI = ker u II• or AI =A 2· •
If the hypothesis in the preceding proposition that N is *-cyclic is deleted,

the conclusion is no longer valid. For example, let Nand A be the identities
on separable infinite dimensional spaces and let B be the identity on a
finite dimensional space. Then N ffi A ~ N ffi B, but A and B are not
equivalent. However, the requirement that N be *-cyclic can be replaced by
another, even when N, A, and B are not assumed to be normal. For the
details see Kadison and Singer [1957].
The proof of Theorem 10.1(b) is now a straightforward argument as
outlined before the statement of Proposition 10.6. The details are left to the
reader.
If f.1 and v are measures and v « f.1, then there is a Borel set A such that
[ v] = [f.ll A]. Using this fact, Theorem 10.1 can be restated as follows.
10.12. Corollary. (a) If N is a normal operator with scalar-valued spectral

measure Jl, then there is a decreasing sequence {An} of Borel subsets of a(N)
such that A 1 = a(N) and
N ~ N Jl El:1 N lliA2 El:1 N IliA, EB ....

(b) If M is another normal operator with scalar-valued spectral measure v and
if {I:n} is a decreasing sequence of Borel subsets of a(M) such that
M ~ N. EB N • 1 ~ 2 El:1 N • 1 ~, ffi .. ·, then N ~ M if and only if (i) [p] = [ v] and
(ii) p(An \I:n) = 0 = f.l(I:n \An) for all n.
10.13. Example. Let J1 be Lebesgue measure on [0, 1] and let Jln be Lebesgue
measure on [1/(n + 1), 1/n] for n ~ 1. (So J1 = LJln.) Let N = N~', EBN~~lEB
N<1'33 l EB · · ·. The direct sum decomposition of N that appears in Corollary
10.12 is obtained by letting An = [0, 1jn], n ~ 1. Then N ~ N ~' El:1 N lliA 2 El:1
NJliA, EB ....
What does Theorem 10.1 say for normal operators on a finite dimensional
space? If dim Yf < oo, there is an orthonormal basis {en} for Yf consisting
of eigenvectors for N. Observe that N is *-cyclic if and only if each eigenvalue
has multiplicity 1. So each summand that appears in (10.2) must operate on
a subspace of Yf that contains only one basis element en per eigenvalue.
Moreover, since p 1 is a scalar-valued spectral measure for N, it must be that
the first summand in (10.2) contains one basis element for each eigenvalue
for N. Thus, if u(N)={A. 1,A. 2 , ..• ,A.n}, where A;#Ai for i:;Cj, then (10.2)
becomes
10.14
where D 1 = diag(A. 1, A. 2 , ••• , A.n) and, fork~ 2, Dk is a diagonalizable operator
whose diagonal consists of one, and only one, of each of the eigenvalues of
N having multiplicity at least k.
There is another decomposition for normal operators that furnishes a
complete set of unitary invariants and has a connection with the concept of
multiplicity. For normal operators on a finite dimensional space, this
decomposition takes on the following form.
Let Ak = the eigenvalues of N having multiplicity k. So for A. in Ak,
dim ker(N- A.)= k. If Ak = {A.~k>: 1 ~j ~ md, let N k be the diagonalizable
operator on a kmk dimensional space whose diagonal contains each A.jk>
repeated k times. So N;;;;,N 1 (BN 2 (B···(BNP, if u(N)=A 1 u···uAP. Now
u(Nk) = Ak and each eigenvalue of Nk has multiplicity k. Thus Nk;;;;, A~k>,
where Ak is a diagonalizable operator on an mk dimensional space with
u(Ak) = Ak. Thus
10.15 ffi A<22 >W
N -~A lW ffi · · · ffi
W A<Pl
p,
and u(A;)nu(A) = D fori :;C j.

Now the big advantage of the decomposition (10.15) is that it permits a
discussion of {N}'. Because the spectra of the operators Ak are disjoint,
{N}' = {Nd' EB {N 2 }'$ ··· EB {NP}'.
(Why?) If .Jft'<J.k> = ker(N- A,<.k>),
J
then dim .Jft'<~>
J
= k and (B'!'k
J= 1
.Jft'~k> =the domain
J
of N k· Since A.lkJ :;C A.jk> for i :;C j,
{ N k}' = !JI(.Jft'\k>) (B · · · (B !JI(.Jft'~!),
and each !JI(.Jft'jk') is isomorphic to the k x k matrices.
The decomposition of an arbitrary normal operator that is analogous to
decomposition (10.15) for finite dimensional normal operators is contained
in the next result. The corresponding discussion of the commutant will follow
this theorem.
10.16. Theorem. If N is a normal operator, then there are mutually singular

measures J.l J.l 1 , J.l 2 , ••• (some of which may be zero) such that
00 ,
N ~
-
N<oo>(BN
llx. Ill
(BN<P.22 >(B ... •
If M is another normal operator with corresponding measures V 00 , v1 , v2 , ••• ,

then N;;;;, M if and only if [J.ln] = [vnJ for 1 ~ n ~ oo.
PRooF. Let J.l be a scalar-valued spectral measure for N and let {An} be the
sequence of Borel subsets of u(N) obtained in Corollary 10.12. Put
~oo = n:=
1 A" and~"= An\An+ 1 for 1 ~ n < oo; letJ.ln = J.ll~"' 1 ~ n ~ oo. Put
Vn=JliAn, 1~n<oo. Now An=1: 00 u(An\An+ 1 )u(An+ 1 \An+ 2 )U···=

1: 00 u1:nu1:n+ 1 u ···.Hence vn = Jl 00 + Jln + Jln+ 1 +···and the measures Jl 00 ,
Jlm Jln + 1 , . . . are pairwise singular. Hence N •• ~ N", E9 N "" E9 N "" + 1 • • • •
Combining this with Corollary 10.12 gives
N ~ N, 1 E9N, 2 EBN., E9 ···
~(N/ly_ EBN/ll E9N" 2 E9 ···)EB(N/lx E9N,. 2 E9N,.,E9 ···)
E9 (N /lx E9 N "' E9 N ,.. E9 ... ) E9 ...
~ N(oo)
/lX
E9 N /ll E9 N(/l22l E9 N(/l33 l E9. · · .
The proof of the uniqueness part of the theorem is left to the reader. •
Note that the form of the normal operator presented in Example 10.13 is
the form of the operator given in the conclusion of the preceding theorem.
Now to discuss {N}'. Fix a compactly supported positive Borel measure
Jl on <C and let :Yf n be an n-dimensional Hilbert space, 1 ~ n ~ oo. Define a
functionf: <C-+:Yfn to be a Borel function if z~-+<f(z),g) is a Borel function
J
for each g in :Yfn- Iff: <C-+ :Yfn is a Borel function and {e is an orthonormal
basis for :Yfn, then llf(z)II 2 ='Lil<f(z), ei)l 2 , so z-+llf(z)ll 2 is a Borel
function. Let L2 (Jl; :Yfn) be the space of all Borel functions f: <C-+ :Yfn such
=J
that II f 11 2 II f(z) 11 2 dJl(z) < oo, where two functions agreeing a.e. [Jl] are
J
identified. Iff and gEL2 (Jl; :Yfn), <f,g) = <f(z),g(z})dJl(z) defines an inner
product on L 2 (Jl; :Yfn). It is not difficult to show that L 2 (Jl; :Yfn) is a Hilbert
space.
10.17. Proposition. If N is multiplication by z on L 2(Jl; :Yfn), then N ~ N~nl.

PROOF. Let {ei: 1 ~j ~ n} be an orthonormal basis for :Yfn and define U:
L 2 (Jl; :Yfn)-+L2 (Jl)(n) by Uf =(<f(·), e 1 ), <f(-), e2 ), ... ). Then U is an
isomorphism and UN U- 1 = N~l. The details are left to the reader. •
Combining the preceding proposition with Proposition 6.1(b), we can find

{N}'; namely, {N~l}' =all matrices (Tij) on ~(L2 (Jl)(nl) such that TijE{N"}'
for all i,j. By Corollary 6.9, {N~l}' =matrices (Mq,) that belong to ~(L2 (Jl)(nl),
such that cjJijEL00 (Jl). Now the idea is to use Proposition 10.17 to bring this
back to ~(L2 (Jl; :Yfn)) and describe {N}'.
A function cf>: <C-+ ~(:Yf n) is defined to be a Borel function if for each f
and g in :Yf n• zt-+ < cf>(z)f, g) is a Borel function. If {!J is a countable dense
subset of the unit ball of :Yfm llcf>(z)ll =sup{l<cf>(z)fi,Ji)l: 1 ~i,j< oo}, so
Zl-+ II cf>(z) II is a Borel function. Let L 00 (Jl; ~(:Yf n)) be the equivalence classes
of bounded Borel functions from <C into &I(:Yf n) furnished with the Jl-essential
supremum norm.
If cjJEL00 (Jl; ~(:Yfn)) andjEC(Jl; :Yfn), letf(z) = 'Lf/z)ei, where {eJ is an
orthonormal basis for :Yfn andfj(z) = <f(z),e), so 'L IJizW = llf(z)ll 2 • Thus
cf>(z)f(z) = Lifiz)cf>(z)ei. So for any e in :Yfm < cf>(z)f(z), e) = 'Lfj(z)< cf>(z)ei, e)
is a Borel function. It is easy to check that cf> f EL 2 (Jl; :Yf n) and
II¢! II~ II¢ lloo II/ 11. Let M"': L 2 (Jl.; .tf")~L2 (Jl.; .tf") be defined by M"' f =¢f.
Combined with the preceding remarks, the following result can be shown to
hold. (The proof is left to the reader.)
10.18. Proposition. If N is multiplication by z on L 2 (J1.; .tfn), then

{N}' = {M: l/JEL00 (Jl.; aJ(.tfn))}.
Also, II M<l> I = II¢ II oo for every ¢ in L (Jl.; aJ(.tf n)).
00
The next lemma is a consequence of Proposition 6.10 and the fact that
unitarily equivalent normal operators have mutually absolutely continuous
scalar-valued spectral measures.
10.19. Lemma. If N 1 and N 2 are normal operators with mutually singular scalar
spectral measures and X N 1 = N 2 X, then X = 0.
Using the observation made prior to Corollary 6.8, the preceding lemma
implies that {N 1 63 N 2 }' = {N 1 }' 63 { N 2 }' whenever N 1 and N 2 are as in the
lemma.
The next theorem of this section can be proved by piecing together
Theorem 10.16 and the remaining results of this section. The details are left
to the reader.
10.20. Theorem. If N is a normal operator on .tf, there are mutually singular

measures Jl. 00 , J1. 1, J1. 2 , ••. and an isomorphism
such that
U NU - 1 = N oo 63 N 1 63 N 2 63 ···
where Nn =multiplication by z on L2 (Jl.n; .tfn). Also,
{N oo 63 N 1 63 N 2 63 ···}' = L 00 (Jl.oo; aJ(.tf oo)) 63 L 00 (Jl.t)
63 L 00 (J1.2; aJ(.tf 2)) 63 ··· ·
Using the notation of the preceding theorem, if Jl. is a scalar-valued spectral
measure for N, then there are pairwise disjoint Borel sets L\ 00 , L\ 1 , ••• such
that [Jl.nJ = [Jl.l L\nJ. Define a function mN: cr {
~ 0, 1' ... 00} by letting
mN = OOXAx + XA, + 2XA 2 + ···. As it stands the definition of mN depends on
the choice of the sets {L\n} as well as N. However, any two choices of the
sets {L\n} differ from one another by sets of fl.-measure zero. The function mN
is called the multiplicity function for N. Note that mN is a Borel function.
If m: <C ~ { oo, 0, 1, 2, ... } is a Borel function and J1 is a compactly supported
measure such that Jl.( {z: m(z) = 0}) = 0, let L\n = {z: m(z) = n}, n = oo, l, 2, ....
If Nn = N "'"'"' then N = N~>EJJ N 1 63 N~2 >EJJ ··· is a normal operator whose
spectral measure is Jl. and whose multiplicity function agrees with m a.e. [Jl.J.
10.21. Theorem. Two normal operators are unitarily equivalent if and only if
they have the same scalar-valued spectral measure J..l and their multiplicity
functions are equal a.e. [J..ll
There is some notation that is used by many and we should mention its
connection with what we have just finished. Suppose m: <C-+ {oo, 1, 2, ... } is
a Borel function and J..l is a compactly supported measure on <C such that
J..l( {z: m(z) = 0}) = 0. If zE<C let Jlf(z) be a Hilbert space of dimension m(z).
The direct integral of the spaces Jlf(z), denoted by JJlf(z)dJ..l(z), is precisely
the space
L2 (J..ll~oo; Jlf oo)EBU(J..ll~t)EBU(J..ll~2; Jlf 2)EB ···,
where~"= {z: m(z) = n} and dim Jlf" = n.lf cf>: <C-+Bl(Jif 00 )u&i(<C)u&l(Jif 2 )u ···
such that ¢(z)Ef?I(Jif") when zE~"' ¢: ~"-+Bl(Jif") is a Borel function, and
there is a constant M such that llc/>(z) II ::;: M a.e. [J..l], then J¢(z)dJ..l(z) denotes
the operator M <Pia, EB · · · as in (10.20). Although the direct integral notation
is quite suggestive, one must revert to the notation of (10.20) to produce
proofs.
Remarks. There are several sources for multiplicity theory. Most begin by
proving Theorem 10.16. This is done for nonseparable spaces in Halmos
[1951] and Brown [1974]. Another source is Arveson [1976], where the
theory is set in the context of C*-algebras which is its proper milieu. Also,
Arveson shows that the theory can be applied to some non-normal operators.
The details of this more general multiplicity theory are carried out in Ernest
[1976] as part of a more general classification scheme. Another source for
multiplicity theory is Dunford and Schwartz [1963].
By Theorem 4.6, every normal operator is unitarily equivalent to a
multiplication operator M<P on e(X,O.,J..l) for some measure space (X,O.,J..l).
The scalar-valued spectral measure for M can be found in
Abrahamse and Kriete [1973]. Also, Abrahamse [1978] contains a survey
of spectral multiplicity for normal operators treated from this point of view.
An especially accessible and readable account of this can be found in Kriete
[1986].
EXERCISES
1. Let A and B be operators on :If and.%, respectively. Let :If 0 and.% 0 be reducing
subs paces for A and B and suppose that A ~ Bl.% 0 and B ~ A I:If 0 . Show that
A~B.
cr
2. Let J-1 1, J-1 2 , .•. be compactly supported measures on such that lin+ 1 «lin for all
n. Show thaf if M is any normal operator whose spectral measure is absolutely
continuous with respect to each J-Im then N 11 , EB N 112 EB · · · ~ (N 11 , EB N 112 EB · · ·) EB M.
3. If 11 =Lebesgue measure on [0, 1], show that N P ~ N= for 0 in L "'(II)
such that NP ~ 4J(Np).
5. Let 11 =area measure on D and show that N P and N~ are not unitarily equivalent.
6. Let 11 =Lebesgue measure on [0, 1] and let v =Lebesgue measure on [- 1, 1].
Show that N; ~ N P$ N p· How about N~?
7. Let 11 be Lebesgue measure on Rand N =multiplication by sin x on L2 (11). Find
the decompositions of N obtained in Theorem 10.1 and 10.16.
8. If 11 is Lebesgue measure on R and N = multiplication by eix on L2 (11), show that
N ~ N~"'l where m =arc length measure on oD.
9. Define U: L2 (R)-+L2 (R) by (Uf)(t)=f(t-1). Show that U is unitary and find
its scalar-valued spectral measure and multiplicity function.
10. Represent N as in Theorem 10.1 and find the corresponding representation for
N $ N = N< 2 l; for N(3), for N<"'l. (Are you surprised by the result for N<"'l?)
11. Prove the results and solve the exercises from §11.8.
12. Let N be a normal operator and show that N ~ N< 2 l if and only if there is a
•-cyclic normal operator M such that N ~ M<"'l. What does this say about the
multiplicity function for N?
13. Let (X, !l, II) be a measure space such that L2(11) is separable, let 4JeL"'(11), and
let N = M.; on L2(11). Find the decompositions of N obtained in Theorems 10.1
and 10.16.
14. Let 11 be a compactly supported measure on CC, 4> a bounded Borel function on
CC, and suppose {A.} are pairwise disjoint Borel sets such that 4> is one-to-one
on each A. and 11(0:::\U:'= 1 A.)= 0. Let 4>. = 4>XA. and 11. = w4>;; 1 for n ~ 1. Prove
that M.; on L2 (11) is unitarily equivalent to €9:'= 1 Np.·
CHAPTER X
Unbounded Operators
It is unfortunate for the world we live in that all of the operators that arise
naturally are not bounded. But that is indeed the case. Thus it is important
to study such operators.
The idea here is not to study an arbitrary linear transformation on a
Hilbert space. In fact, such a study is the province of linear algebra rather
than analysis. The operators that are to be studied do possess certain
properties that connect them to the underlying Hilbert space. The properties
that will be isolated are inspired by natural examples.
All Hilbert spaces in this chapter are assumed separable.
§ 1. Basic Properties and Examples

The first relaxation in the concept of operator is not to assume that the
operators are defined everywhere on the Hilbert space.
1.1. Definition. If Yf, ff are Hilbert spaces, a linear operator A: Yf--+ ff is a

function whose domain of definition is a linear manifold, dom A, in Yf and
such that A(af + f3g) = aAf + f3Ag for f, gin dom A and a, f3 in <C. A is bounded
if there is a constant c > 0 such that I Af I ~ c II f I for all f in dom A.
Note that if A is bounded, then A can be extended to a bounded linear

operator on cl [ dom A] and then extended to Yf by letting A be 0 on
(dom A)j_. So unless it is specified to the contrary, a bounded operator will
always be assumed to be defined on all of Yf.
If A is a linear operator from Yf into ff, then A is also a linear operator
304 X. Unbounded Operators
from cl[dom A] into X'". So we will often only consider those A such that
dom A is dense in Jff; such an operator A is said to be densely defined. 8i(Jff)
still denotes the bounded operators defined on Jff.
If A, B are linear operators from Jff into X'", then A+ B is defined with
dom(A+B)=domAndomB.If B:Jff-+X'" and A: X'"-+.P, then AB is a
linear operator from Jff into .P with dom(AB) = B- 1 (dom A).
1.2. Definition. If A, B are operators from Jff into X'", then A is an extension
of B if dom B!;;;; dom A and Ah = Bh whenever hedom B. In symbols this is
denoted by B !;;;; A.
Note that if Ae8i(Jff), then the only extension of A is itself. So this concept
is only of value for unbounded operators.
If A: Jff -+ $", the graph of A is the set
graA ={hE9AheJffE9X'": hedomA}.
It is easy to see that B !;;;; A if and only if graB !;;;; gra A.
1.3. Definition. An operator A: Jff-+ X'" is closed if its graph is closed in

Jff $X'". An operator is closable if it has a closed extension. Let rc(Jff, X'")= the
collection of all closed densely defined operators from Jff into X'". Let rc(Jff) =
rc(Jff, Jff). (It should be emphasized that the operators in rc(Jff, $")are densely
defined.)
When is a subset of Jff E9 X'" a graph of an operator from Jff into $"? If
f§ = gra A for some A: Jff-+ X'", then f§ is a submanifold of Jff E9 X'" such that
if ke$" and 0 E9 kef§, then k = 0. The converse is also true. That is, suppose
that f§ is a submanifold of Jff E9 X'" such that if ke$" and 0 E9 kef§, then
k = 0. Let q} = {he.rt': there exists akin X'" with hE9k in f§}. If heq} and
k1 ,k 2 e$" such that hE9k 1 ,hE9k 2 ef§, then OE9(k 1 - k2 ) = h$k 1 - h$k 2 ef§.
Hence k 1 = k 2 • That is, for every h in q} there is a unique k in X'" such that
h E9 ke<§; denote k by k = A h. It is easy to check that A is a linear map and
<§ = gra A. This gives an internal characterization of graphs that will be useful
in the next proposition.
1.4. Proposition. An operator A: Jff-+ X'" is closable if and only if cl[gra A]

is a graph.
PRooF. Let cl [gra A] be a graph. That is, there is an operator B: Jff-+ X'"
such that graB = cl [gra A]. Clearly gra A !;;;; graB, so A is closable.
Now assume that A is closable; that is, there is a closed operator
B: Jff-+X'" with A!;;B. IfOE9kecl[graA], OE9kegraB and hence k=O. By
the remarks preceding this proposition, cl[gra A] is a graph. •
If A is closable, call the operator whose graph is cl [gra A] the closure of A.
1.5. Definition. If A: Jff-+ X'" is densely defined, let

domA* = {kEX: h~---+(Ah,k) is a bounded linear functional on domA}.

Because dom A is dense in £, if kEdom A*, then there is a unique vector f
in .1f such that (Ah, k) = (h, f> for all h in dom A. Denote this unique vector
f by f = A*k. Thus
(Ah.k) = (h,A*k)
for h in dom A and k in dom A*.
1.6. Proposition. If A: .1f--> X is a densely defined operator, then:

(a) A* is a closed operator;
(b) A* is dense[ y defined if and on[ y if A is closable;
(c) if A is closable, then its closure is (A*)*= A**.
Before proving this, a lemma is needed which will also be useful later.
1.7. Lemma. If A: .1f--> X is densely defined and J: .1f EB X--> X EB .1f is

defined by J(h EB k) = (- k) EB h, then J is an isomorphism and
gra A* = [ J gra A]_!_.
PROOF. It is clear that J is an isomorphism. To prove the formula for gra A*,
note that graA* = {kEBA*kEX$.1f: kEdomA*}. So if kEdomA* and
hEdomA,
(kEBA*k,J(hEBAh)) = (k@A*k,- AhEBh)
= - (k, Ah) + (A*k, h)= 0.
Thus gra A*£ [J gra A] _l_. Conversely, if k EB f E[J gra A]_l_, then for every h
is domA, O=(kEBf,-AhEBh)= -(k,Ah)+(f,h), so (Ah,k)=(h,f).
By definition kEdom A* and A*k =f. •
PROOF OF PROPOSITION 1.6. The proof of (a) is clear from Lemma 1.7. For
the remainder of the proof notice that because the mapJ in (1.7) is an
isomorphism, J* = J- 1 and so J*( k ffi h) = h EB (- k ).
(b) Assume A is closable and let k0 E(dom A*)_l_. We want to show that
k0 = 0. Thus k 0 EBOE[gra A*]_!_= [J gra A] u = cl[J gra A]= J[cl(gra A)].
SoO@- k 0 = J*(k 0 @0)EJ*J[(graA)] = cl(graA). But because A is closable,
cl (gra A) is a graph; hence k 0 = 0. For the converse, assume dom A* is dense
in x. Thus A** =(A*)* is defined. By (a), A** is a closed operator. It is
easy to see that A£ A**, so A has a closed extension.
(c) Note that by Lemma 1.7 graA**=[J*graA*]_l_=[J* [JgraAFF.
But for any linear manifold vii and any isomorphism J, (JA)_l_ = J(A_l_).
Hence J*[(JA)_l_]=A_l_ and, thus, [J*[JA]_l_]_l_=Au=clvll. Putting
A= gra A gives that gra A**= cl gra A. •
1.8. Corollary. If AE'?i(Yf,X), then A*E'?i(X,Yf) and A**= A.

1.9. Example. Let e0 ,e 1 , ... be an orthonormal basis for Je and let cx 0 ,cx 1 , ...
be complex numbers. Define .@ = {he.Ye: L~lcxn(h,en)l 2 < oo} and let
Ah=L~cx"(h,en)e" for h in.@. Then Ae~(.Ye) with domA=.@. Also,
domA*=.@ and A*h=L~an(h,e")e" for all h in.@.
1.10. Example. Let (X, 0, Jl) be a u-finite measure space and let ¢: X-+ CC be
an 0-measurable function. Let.@= {feL2(JL): ¢feL2(JL)} and define Af = <Pf
for all fin .@. Then Ae~(L2 (JL)), dom A*=.@, and A*f = {pf for fin .@.
1.11. Example. Let .@=all functions f: [0, 1] -+CC that are absolutely
continuous with f' eL2(0, 1) and such that f(O) = f(1) = 0. .@ includes all
polynomials p with p(O) = p(1) = 0. So the uniform closure of .@ is
{! eC[O, 1]: f(O) = f(1) = 0}. Thus.@ is dense in L2(0, 1). Define A: L2(0, 1)-+
L2(0, 1) by Af =if' for fin.@. To see that A is closed, suppose Un} s;.@ and
Jx
fn (f) if~-+ f (f) g in L2 (f) L2. Let h(x) = - i g(t)dt; so h is absolutely
continuous. Now using the Cauchy-Schwa~z inequality we get that
lfn(x)- h(x)l = WU~(t) + ig(t)]dtl ~ II f~ + ig ll2 = II if~- g ll2· Thus fn(x)-+
h(x) uniformly or!t [0, 1]. Since fn-+ f in L2(0, 1), f(x) = h(x) a.e. So we may
r
assume that f(x) = - i g(t)dt for all X. Therefore f is absolutely continuous
and fn(x)-+ f(x) unifor~ly on [0, 1]; thus f(O) = f(1) = 0 and f' = - ige
L2(0, 1). So fe.@ and f(J?;g = f(J?;g = f(J?;if'egraA; that is, Ae~(L2(0, 1)).
Note that{!': fe.@} = {heL2(0, 1): gh(x)dx =0} = [1].L.
Claim. dom A* = {g: g is absolutely continuous on [0, 1], g' e L2(0, 1)} and
for gin domA*, A*g=ig'.
In fact, suppose gedom A* and let h = A*g. Put H(x) = J~h(t)dt. Using
integration by parts, for every f in .@, igf'g = (Af,g) = (f,h) = gjh =
gf(x)dR(x) = - gf'(x)H(x)dx; that is, (f',- ig) = (f',- H) for all f in
.@.Thus H- ige{f':fe.@}.L = [1]H; hence H- ig = c, a constant function.
Thus g = ic- iH so that g is absolutely continuous and g' = - iheL2 • Also
note that A *g = h = ig'. The proof of the other inclusion is left to the reader.
1.12. Example. LetS= {feL2(0, 1): f is absolutely continuous, f'eL2, and

f(O)=f(1)}. Define Bf=if' for finS. As in (1.11), Be~(L2 (0,1)) and
ran B = [l].L.
Claim. dom B* = S and B*g = ig' for g in S.
Let gedomB*. Put h=B*g and H(x)=Jxh(t)dt. As in (1.11),

H(O) = H(l) = 0 and for every f in S, iJ~f'g;;- grH. Hence 0 =
J~(if'g + f'R) = J~if'(g + iH). Thus g + iH .lranB and so g + iH = c, a
constant function. Thus g = c- iH is absolutely continuous, g' = - iheL2,
and g(O) = g(l) =c. Thus getS and B*g = h = ig'. The proof of the other
inclusion is left to the reader.
The preceding two examples illustrate the fact that the calculation of the
adjoint depends on the domain of the operator, not just the formal definition
of the operator. Note the fact that the next result generalizes (11.2.19).
1.13. Proposition. If A: Yf-... :It is densely defined, then

(ran A)_]_= ker A*.
If A is also closed, then
(ran A*)_j_ = ker A.
PROOF. If h.lran A, then for every fin dom A,O = <Af, h). Hence hEdom A*
and A*h = 0. The other inclusion is clear. By Corollary 1.8, if AE'6'(.Yt, :It),
A**= A. So the second equality follows from the first. •
1.14. Definition. If A: Yf-... :It is a linear operator, A is boundedly invertible

if there is a bounded linear operator B: :It-... Yf such that AB = 1 and BAs;: 1.
Note that if BA s;: 1, then BA is bounded on its domain. Call B a (bounded)

inverse of A.
1.15. Proposition. Let A: Yf-... :It be a linear operator.

(a) A is boundedly invertible if and only if ker A= (0), ran A =:It, and the
graph of A is closed.
(b) If A is boundedly invertible, its inverse is unique and denoted by A - 1 .
PROOF. (a) Let B be a bounded inverse of A. So dom B =:fl. Since BAs;: 1,
ker A = (0); since AB = 1, ran A =:fl. Also, gra A= {h Et> Ah: hEdom A} =
{Bk Et> k: kE:Il}. Since B is bounded, gra A is closed. Conversely, if A has the
stated properties, Bk =A - 1 k for k in :It is a well-defined operator on :fl.
Because gra A is closed, graB is closed. By the Closed Graph Theorem,
BEP4(:1l, .Yf).
(b) This is an exercise. •
1.16. Definition. If A: Yf-... Yf is a linear operator, p(A), the resolvent set for
A, is defined by p(A) = {AEO:::: A- A is boundedly invertible}. The spectrum
of A is the set a(A) = 0:::\p(A):
It is easy to see that if A: Yf-... :It is a linear operator and AEO::, gra A is
closed if and only if gra(A- A) is closed. So if A does not have closed graph,
a( A)= 0:::. Even if A has closed graph, it is possible that a(A) is empty (see
Exercise IO). The spectrum of an unbounded operator, however, does enjoy
some of the properties possessed by the spectrum of an element of a Banach
algebra. The proof of the next result is left to the reader.
1.17. Proposition. If A: Yf-... Yf is a linear operator, then a( A) is closed and

z~(z- A)- 1 is an analytic function on p(A).
Note that if A is defined as in Example 1.9, then u(A) = cl {ex.}. Hence it

is possible for u(A) to equal any closed subset of CC.
1.18. Proposition. Let Ae~(Jf).
(a) A.ep(A) if and only if ker(A- A.)= (0) and ran(A- A.)= Jr.
(b) u(A *) = {I: A.eu(A)} and for A. in p(A), (A- A.)* - 1 = [(A- A.)- 1]*.
PROOF. Exercise.
EXERCISES
l. If A, B, and AB are densely defined linear operators, show that (AB)* 2 B* A*.
4. Define an unbounded weighted shift and determine its adjoint.
6. If Jf is infinite dimensional, show that there is a linear operator A: Jf-+ Jf such
that graA is dense in JfEE)Jf. What does this say about domA*? (See Lindsay
[1984].)
7. Let £P be the set of absolutely continuous functions f such that f' eL2(0, 1). Let
Df = f' for fin £P and let(Af)(x) = xf(x)for fin L2(0, 1). Show that DA- ADs;; 1.
8. If .91 is a Banach algebra with identity, show that there are no elements a, b in
.91 such that ab - ba = l. (Hint: compute a"b - ba".)
10. Define A: L2 (1R)-+ mlR) by (Af)(x) = exp(- x 2 )f(x- 1) for all f in L2 (1R).
(a) Show that AeaJ(L2 (1R)). (b) Find II A"ll and show that r(A) = 0 so that
u(A) = {0}. (c) Show that A is injective. (d) Find A* and show that ran A is dense.
(e) Define B =A - 1 with dom B =ran A and show that BeCC(L2 (1R)) with u(B) = o.
11. If AeCC(Jf), show that A*AeCC(Jf). Show that -1¢u(A*A) and that if
B=(1 +A*A)- 1 , IIBII ~ 1.
12. If B is the bounded operator obtained in Exercise 11, show that C = AB is also
bounded and II C I ~ 1.
13. If A is a self-adjoint operator, then A.ep(A) if and only if A- A. is surjective.
§2. Symmetric and Self-Adjoint Operators

An appropriate introduction to this section consists in a careful examination
of Examples 1.11 and 1.12 in the preceding section. In (1.11) we saw that the
operator A seemed to be inclined to be self-adjoint, but dom A* was different
from dom A so we could not truly say that A= A*. In (1.12), B = B* in any
sense of the concept of equality. This points out the distinction between
symmetric and self-adjoint operators that it is necessary to make in the
theory of unbounded operators.
2.1. Definition. An operator A: :Yf'-+ :Yf' is symmetric if A is densely defined

and (Af, g) = (f, Ag) for all f, g in dom A.
The proof of the next proposition is left to the reader.
2.2. Proposition. If A is densely defined, the following statements are

equivalent.
(a) A is symmetric.
(b) (Af, f)e1R. for all f in dom A.
(c) A£ A*.
If A is symmetric, then the fact that A£ A* implies domA* is dense.

Hence A is closable by Proposition 1.6. Symmetric operators can behave
cantankerously. For example, there is an example of a closed symmetric
operator T such that dom (T 2 ) = (0). See Chernoff [1983].
It is easy to check that the operators in Examples 1.11 and 1.12 are
symmetric.
2.3. Definition. A densely defined operator A: :Yf'-+ :Yf' is self-adjoint if

A=A*.
Let us emphasize that the condition that A = A* in the preceding definition

carries with it the requirement that dom A= dom A*. Now clearly every self-
adjoint operator is symmetric, but the operator A in Example 1.11 shows
that there are symmetric operators that are not self-adjoint. If, however, an
operator is bounded, then it is self-adjoint if and only if it is symmetric. The
operator B in Example 1.12 is an unbounded self-adjoint operator and
Examples 1.9 and 1.10 can be used to furnish additional examples of un-
bounded self-adjoint operators.
Note that Proposition 1.6 implies that a self-adjoint operator is neces-
sarily closed.
2.4. Proposition. Suppose A is a symmetric operator on :ft.

(a) If ran A is dense, then A is injective.
(b) If A= A* and A is injective, then ran A is dense and A - I is self-adjoint.
(c) If dom A= :Yf', then A= A* and A is bounded.
(d) If ran A = :Yf', then A =A* and A - I eBii(:Yf').
PROOF. The proof of (a) is trivial and (b) is an easy consequence of (1.13) and
some manipulation.
(c) We have A~ A*. If dom A = .J't', then A =A* and so A is closed. By

the Closed Graph Theorem Ae8iJ'(.J't').
(d) If ran A = .J't', then A is injective by (a). Let B =A - l with dom B =
ran A= :If. Iff= Agand h = Ak, withg,kindomA, then (Bf,h)=(g,Ak) =
(Ag, k) = (f, k) = (J, Bh). Hence B is symmetric. By (c), B = B*e8iJ'(:If). By
(b), A= B- 1 is self-adjoint. •
We now will turn our attention to the spectral properties of symmetric

and self-adjoint operators. In particular, it will be seen that symmetric
operators can have nonreal numbers in their spectra, though the nature of
the spectrum can be completely diagnosed (2.8). Self-adjoint operators,
however, must have real spectra. The next result begins this spectral
discussion.
2.5. Proposition. Let A be a symmetric operator and let A.= ex + iP, ex and P
real numbers.
(a) For eachfin domA, II(A -A.)fll 2 = II(A -cx)fll 2 + P2 llfll 2 •
(b) If P# 0, ker(A- A.)= (0).
(c) If A is closed and p # 0, ran(A- A.) is closed.
PROOF. Note that
II (A - A.)f 11 2 = II (A - cx)f- iPJ 11 2
= II(A- cx)fll 2 + 2 Rei((A- cx)J,Pf> + P2 llfll 2 •
But
((A- cx)f, PJ> = P<Af,J)- cxp II f II 2 ER,
so (a) follows. Part (b) is immediate from (a). To prove (c), note that
II (A- A.)Ji1 2 ~ P2 11 f 11 2 • Let {fn} ~ dom A such that (A- A.)fn-+ g. The
preceding inequality implies that Un} is a Cauchy sequence in £'; let
f =lim fn· But fn $(A- A.)fnegra(A- A.) and fn $(A- A.)fn-+ f $g. Hence
f $ gegra(A- A.) and so g =(A- A.)f eran(A- A.). This proves (c). •
2.6. Lemma. If .A, .;V are closed subspaces of :If and .A n%1. = (0), then
dim .A ~ dim%.
PROOF. Let P be the orthogonal projection of .J't' onto .;V and define
T: .A -+ .;V by Tf = Pf for f in .A. Since .An .;V l. = (0), T is injective. If fi'
is a finite dimensional subspace of .A, dim fi' =dim T fi' ~dim%. Since fi'
was arbitrary, dim .A ~dim%. •
2.7. Theorem. If A is a closed symmetric operator, then dim ker(A * -A.) is

constant for Im A. > 0 and constant for Im A. < 0.
PROOF. Let A.= ex + ip, ex and p real numbers and p # 0.
Claim. If !A.- .ul <!Pl. ker(A*- ,u)n [ker(A*- A.)J-1 = (0).
Suppose this is not so. Then there is an f in ker(A * - .u) n [ker(A * -A.)] .L
with II !II = 1. By (2.5c), ran(A- ~) is closed. Hence f e[ker(A*- A.)].L =
ran(A- ~).Let gedom A such that f =(A- ~)g. Since feker(A*- ,u),
0 =((A*- .u)f,g) = (f,(A- ji)g)
= (f,(A- ~ + ~- ji)g)
= II !11 2 +(A.- .u)(f, g).
Hence l=llfii 2 =IA.-.ull(f,g)i~IA.-.ulllgll. But (2.5a) implies that
l=llfii=II(A-~)gii~IPI!Igll; so llgii~IPI- 1 • Hence 1~1A.-.ul!lgll~
lA.- .uiiPI- 1 < 1 if lA.- .ul <!Pl. This contradiction establishes the claim.
Combining the claim with Lemma 2.6 gives that dim ker(A*- ,u) ~
dimker(A*-A.) if iA.-.ui<IPI=IImA.I. Note that if IA.-.ul<iiPI. then
IA.- .u I < IIm .u 1. so that the other inequality also holds. This shows that the
function A_,_dim ker(A * -A.) is locally constant on <C\R.. A simple topological
argument demonstrates the theorem. •
2.8. Theorem. If A is a closed symmetric operator, then one and only one of
the following possibilities occurs:
(a) a(A) = <C;
(b) a(A)= {A.e<C: ImA.~O};
(c) a(A) = {A.e<C: ImA. ~ 0};
(d) a(A) ~JR.
PRooF. Let H ± = {A.e<C: ± ImA. > 0}. By (2.5) for A. in H ±• A- A. is injective

and has closed range. So if A- A. is surjective, A.ep(A). But [ran(A- A.)J-1 =
ker(A*- ~). So the preceding theorem implies that either H ± c a(A) or
H ± n a( A)= 0. Since a( A) is closed, if H ± ~a( A), then either a( A)= <C or
a(A)=clH±. If H±na(A)= 0, a(A)~JR. •
2.9. Corollary. If A is a closed symmetric operator, the following statements

are equivalent.
(a) A is self-adjoint.
(b) a( A)~ JR.
(c) ker(A*- i) = ker(A* + i) = (0).
PROOF. If A is symmetric, every eigenvalue of A is real (Exercise 1). So if
A = A* and Im A. #- 0, ker(A * - A.)= ker(A -A.) = (0). Thus A - A. is injective
and has dense range. By (2.5), A - A. has closed range and so A - A. has a
bounded inverse (1.15) whenever Im A.#- 0. That is, a( A)~ R. and so (a)
implies (b).
Ifa(A) ~ JR,ker(A* ± i) = [ran(A + i)].L = Jf'.L = (0). Hence(b)implies(c).
If (c) holds, then this, combined with (2.5c) and (1.13), implies A+ i is
surjective. Let hEdom A*. Then there is an fin dom A such that( A+ i)f =
(A*+ i)h. But A*+ i 2 A+ i, so (A*+ i)f =(A*+ i)h. But A*+ i is injective,
soh= /EdomA. Thus A= A*. •
2.10. Corollary. If A is a closed symmetric operator and a(A) does not contain
R, then A= A*.
It may have occurred to the reader that a symmetric operator A fails to

be self-adjoint because its domain is too small and that this can be rectified
by merely increasing the size of the domain. Indeed, if A is the symmetric
operator in Example 1.11, then the operator B of Example 1.12 is a self-
adjoint extension of A. However, the general situation is not always so
cooperative.
Fix a symmetric operator A and suppose B is a symmetric extension of
A: A~ B. It is easy to verify that B* ~A*. Since B ~ B*, we get
A~ B ~ B* ~A*. Thus every symmetric extension of A is a restriction of A*.
2.11. Proposition. (a) A symmetric operator has a maximal symmetric extension.

(b) Maximal symmetric extensions are closed. (c) A self-adjoint operator is a
maximal symmetric operator.
PROOF. Part (a) is an easy application of Zorn's Lemma. If A is symmetric,
A ~ A* and so A is closable. The closure of a symmetric operator is symmetric
(Exercise 3), so part (b) is immediate. Part (c) is a consequence of the comments
preceding this proposition. •
2.12. Definition. Let A be a closed symmetric operator. The deficiency

subspaces of A are the spaces
!l' + = ker(A*- i) = [ran(A + i)].L,
!l' _ = ker(A* + i) = [ran(A- i)].L.
The deficiency indices of A are the numbers n± =dim !l' ±.
It is possible for any pair of deficiency indices to occur (see Exercise 6).
In order to study the closed symmetric extensions of a symmetric operator
we also introduce the spaces
f + = {fffiif: jEff'+},
f - = {g ffi(- ig): gE!f' _ }.
So f ± ~ :K ffi :K. Notice that f ± are contained in gra A* and are the
portions of graph of A* that lie above !l' ±. The next lemma will indicate
why the deficiency subspaces are so named.
2.13. Lemma. If A is a closed symmetric operator,

graA* = graA (JJf + (JJf _.
PROOF. Let f e.P + and hedom A. Then

(h EB Ah, fEB if) = ( h, f)- i(Ah, f)
= - i( (A + i)h,f)
=0
since .P + = [ran(A + i)F. The remainder of the proof that graA,% +• and
% _ are pairwise orthogonal is left to the reader. Since it is clear that
gra A EB% + EB% _ £ gra A*, it remains to show that this direct sum is dense
in graA*.
Let hedomA* and assume hEBA*h_LgraAEf)% +EB% _. Since hEB
A*h_LgraA, for every fin domA, O=(hEBA*h,fEBAf)=(h,f)+
(A*h,Af). So (A*h,Af) =- (h,f) for every fin domA. This implies
that A*hedom A* and A* A*h = -h. Therefore (A*- i)(A* + i)h =
(A* A* + 1)h = 0. Thus (A* + i)h E .P +. Reversing the order of these factors
also shows that(A*- i)he.P _.But if ge.P +•0 = (hEBA*h,gEf)ig) = (h,g)-
i(A*h,g) =- i((A* + i)h,g). Since g can be taken equal to (A*+ i)h, we get
that (A*+ i)h = 0, or he.P _. Similarly, he.P +· So he.P + n.P _ = (0). •
2.14. Definition. If A is a closed symmetric operator and .A is a linear

manifold in domA*, then .A is A-symmetric if (A*f,g) = (J,A*g) for all
f,g in .A. Call such a manifold A-closed if {!EBA*f: fe.A} is closed in
Jt'Ef)Jf.
So .A is both A-symmetric and A-closed precisely when A*I.A, the

restriction of A* to .A, is a closed symmetric operator; if .A 2 dom A, then
A* lA is a closed symmetric extension of A.
2.15. Lemma. If A is a closed symmetric operator on :Yt' and B is a closed

symmetric extension of A, then there is an A-closed, A-symmetric submanifold
.A of .P + + .P _ such that
2.16 graB= graA + gra(A*I.A).
Conversely, if .A is an A-closed, A-symmetric manifold in .P + + .P _, then
there is a closed symmetric extension B of A such that (2.16) holds.
PROOF. If the A-symmetric manifold .A in .P + + .P _ is given, let
~=domA+.A. Since ~£domA*, B=A*I~ is well defined. Let
f = fo + f1,g = Oo + g 1, fo,Oo in dom A and f 1,g 1 in .A. Then
(A*f,g) = (A*fo + A*fl,go + 01)
= (Afo,oo> + (Afo,gl) + (A*fl,go) + (A*fl,gl).
Using the A-symmetry of .A, the symmetry of A, and the definition of A*
we get
(A*f,g) = <fo,Aoo> + <fo,A*gl) + <fl,Ago) + <f1,A*g1)
= (f,A*g).
So B = A* IP.& is symmetric. Note that gra A .l gra(A *I .A) in £' EB £'. Since
both of these spaces are closed, graB, given by (2.16), is closed.
Now let B be any closed symmetric extension of A. As discussed before,
A s B s A*; so gra A s gra B s gra A* = gra A EB $" + EB $" _. Let t§ =
graB n ( f + EB f _) and let .A= the set of first coordinates of elements in
t§. Clearly, .A is a manifold in .P + + .P _ and .As dom B. Hence for f, g
in .A',(A*f,g)=(Bf,g)=(f,Bg)=(f,A*g). So .A is A-symmetric.
Clearly, gra(A*I.A') = t§, so .A is A-closed. If hEBBhegraB. let
h<=I7Bh = (fffiAf) + k where fedom A and ke% + ffi$" _. Since As B, ke
graB; so ket§. This shows that (2.16) holds. •
2.17. Theorem. Let A be a closed symmetric operator. If W is a partial isometry

with initial space in .P + and final subspace in .P _, let
2.18 P.&w={f+g+Wg: fedomA,geinitial W}
and define Aw on P.&w by
2.19 Aw(f+g+ Wg)=Af+ig-iWg.
Then Aw is a closed symmetric extension of A. Conversely, if B is any closed
symmetric extension of A, then there is a unique partial isometry W such that
B = Aw as in (2.19).
If W is such a partial isometry and W has finite rank, then
n±(Aw) = n±(A)- dim(ran W).
PROOF. Let W be a partial isometry with initial space I+ in !l' + and final
space I_ in !l' _.Define P.&w and Aw as in (2.18) and (2.19). Let .A= {g + Wg:
gel+}; so .A is a manifold in .P + + .P _,If g, he/ +• then< Wg, Wh) = (g, h).
Hence (A*(g + Wg), h + Wh) = (A*g,h) + (A*g, Wh) + (A*Wg,h) +
(A*Wg, Wh). Since geker(A*- i) and Wgeker(A* + i),
(A*(g + Wg),h + Wh) = i(g,h) + i(g, Wh)- i( Wg,h)- i( Wg, Wh)
= i(g, Wh)- i( Wg,h).
Similarly, (g+Wg,A*(h+Wh))=i(g,Wh)-i(Wg,h), so that .A is

A-symmetric. If {gn} S I+ and (gn + W gn) Ef7 (ign- iWgn) ~ f Ef7 h in £' EB £',
then 2ign = i(gn + W gn) + (ign - iWgn)-+ if+ h and 2iWgn = i(gn + W gn)-
(ign- iWgn)~ if- h. If g = (2i)- 1 (if +h), then f = g + Wg and h = ig- iWg.
Hence .A is A-closed. By Lemma 2.15, Aw is a closed symmetric extension
of A.
To prove that n+(Aw)=n+(A)-diml+, let fedomA, gel+. Then
(Aw + i)(f + g + Wg) =(A+ i)f + ig- iWg + ig + iWg
=(A + i)f + 2ig.
Thus ran(Aw + i) = ran(A + i)ffil +• and so n+(Aw) = dim[ran(Aw + i)].L =
dim(.P + 9/ +) = n+(A)- dim/+· Similarly, n_(Aw) = n_(A)- dimL =
n_(A)-diml+.
Now let B be a closed symmetric extension of A. By Lemma 2.15 there

is an A-symmetric, A-closed manifold uH in f£ + + f£ _ such that
graB=graA +gra(A*IuH). If jEult, let f=f+ + f-, where j±Efi' ±;put
I+={!+: /Eult}. Since uH is A-symmetric, O=(A*f,f)-(f,A*f)=
2i(f+,f+)-2i(f-,f-); hence 11!+11=11!-11 for all fin ult. So if
Wf + = f- whenever f = f + + f- Eult and if I+ is closed, W is a partial
isometry and (2.18) and (2.19) are easily seen to hold. It remains to show that
I+ is closed. Suppose{!"}<;; uH and J: ~g+ in f£ +·Since II!;-
J; II=
II f; - f ~ II, there is a g- in f£ _ such that f; ~g-. Clearly fn ~ g + + g- =g.
Also, A*J;=±iJ;~±ig±. It follows that gEBA*gEclgra(A*IuH)=
gra(A*IuH); thus g+ EI +· •
2.20. Theorem. Let A be a closed symmetric operator with deficiency indices n ±.

(a) A is self-adjoint if and only if n + = n _ = 0.
(b) A has a self-adjoint extension if and only ifn+ =n_. In this case the set
of self-adjoint extensions is in natural correspondence with the set of isomor-
phisms off£+ onto f£ _.
(c) A is a maximal symmetric operator that is not self-adjoint if and only if
either n + = 0 and n _ > 0 or n + > 0 and n _ = 0.
PROOF. Part (a) is a rephrasing of Corollary 2.9. For (b), n+ = n_ if and only
if f£ + and f£ _ are isomorphic. But this is equivalent to stating that there
is a partial isometry on Yf with initial and final spaces f£ + and f£ _,
respectively. Part (c) follows easily from the preceding theorem. •
2.21. Example. Let A and !!) be as in Example 1.11; so A is symmetric. The

operator B of Example 1.12 is a self-adjoint extension of A. Let us determine
all self-adjoint extensions of A. To do this it is necessary to determine f£ ±.
Now jEff'± if and only if jEdom A* and ±if= A*f =if', so f£ ± = {1Xe±x:
IXE<C}. Hence n± = 1. Also, the isomorphisms off£+ onto f£ _ are all of the
form w_._ex = A.e-x where 1}~1 =e. If lA. I= e, let
=
!!) ;_ {! + IXex + AIXe -x: IX E<C,f Ef/)}.
A;_ (f + IX ex + AIXe- x) = if' + IXiex - iA.IXe- X,
if j Ef/), IX E<C.
According to Theorem 2.17, {(A;_,!!);.): IA. I= e} are all of the self-adjoint

extensions of A. The operator B of Example 1.12 is the extension Ae.
For more information on symmetric operators and the relation of the
problem of finding self-adjoint extensions to physical problems, see Reed
and Simon [1975] from which much of the present development is taken.
EXERCISES
1. If A is symmetric, show that all of the eigenvalues of A are real.
2. If A is symmetric and A., 11 are distinct eigenvalues, show that ker(A- A.) l. ker(A -11).
3. Show that the closure of a symmetric operator is symmetric.

4. Let~= {f E L2 (0, oo ): for every c > 0, f is absolutely continuous on [0, c], f(O) = 0,
and f' E L2 (0, oo) }. Define Af = if' for f in ~. Show that A is a densely defined
closed operator and find dom A*. Show that A is symmetric with deficiency indices
n + = 0 and n _ = 1.
5. Let C = {! Ee(- oo, 0): for every c < 0, f is absolutely continuous on [c, 0],
f(O) = 0, and f' E L 2( - oo, 0) }. Define Af = if' for fin C. Show that A is a densely
defined closed operator and find dom A*. Show that A is symmetric with deficiency
indices n+ = 1, n_ = 0.
6. If k, I are any nonnegative integers or oo, show that there is a closed symmetric
operator A with n+ = k and n_ =/.(Hint: Use Exercises 4 and 5.)
7. Let c;(o, 1) be all twice continuously differentiable functions on (0, 1) with com-
pact support and let Af = - f" for fin c;(o, 1). Show that the closure of A is
a densely defined symmetric operator and determine all of its self-adjoint
extensions.
8. If AEIC(Jf'), show that A* A is self-adjoint (see Exercise 1.11).

9. Say that an operator A is positive if ( Ah, h) ~ 0 for all h in dom A. Prove that if
A is positive and self-adjoint, then a( A) s [0, oo ). If A is only assumed to be closed
and positive, show that this conclusion may fail. (Hint: Look at the operator in
Exercise 7.)
10. (Lasser [1972]) Let A be a dense linear manifold in Jf' and let d consist of
all linear transformations A such that dom A =A, AA sA, the adjoint of A
exists, As dom A*, and A* As A. Prove that A ->A* IA defines an involution
on d.
§3. The Cayley Transform

Consider the Mobius transformation
z-i
M(z)=-.
z+i
It is immediate that M(O) =- 1, M(1) =- i, and M(oo) = 1. Thus M maps
the upper half plane onto [)and M(IRu oo) = ()[). So if A is self-adjoint,
M(A) should be unitary. Suppose A is symmetric; does M(A) make sense?
What is M(A)?
To answer these questions, we should first investigate the meaning of
M(A) if A is symmetric. We want to define M(A) as (A- i)(A + i)- 1 . As was
seen in the last section, however, ran(A + i) is not necessarily all of :Yt if A
is not self-adjoint. In fact, (ran(A + i))_j_ = 2' + and (ran(A- i))_j_ = 2' _, the
deficiency spaces for A. However (2.5), if A is closed and symmetric, ran(A ± i)
is closed. Also, realize that if w = M(z), then z = M- 1 (w) = i(1 + w)/(1 - w).
§3. The Cayley Transform 317
3.1. Theorem. (a) If A is a closed densely defined symmetric operator with

deficiency subs paces ff' ±, and if U: Jf-+ Jf is defined by letting U = 0 on ff' +
and
3.2 U =(A - i)(A + i)- 1
on ff' ±, then U is a partial isometry with initial space ff' ±, final space ff':,
and such that (1- U)(ff'±) is dense in Jf.
(b) If U is a partial isometry with initial and final spaces A and .AI,
respectively, and such that (1 - U)A is dense in Jf, then
3.3 A= i(1 + U)(1- U)- 1

is a densely defined closed symmetric operator with deficiency subspaces
ff' + = Aj_ and ff' _ = %j_.
(c) If A is given as in (a) and U is defined by (3.2), then A and U satisfy
(3.3). IfU is given as in (b) and A is defined by (3.3), then A and U satisfy (3.2).
PROOF. (a) By (2.5c), ran(A ± i) is closed and so ff'~ = ran(A ± i). By (2.5b),
ker(A + i) = (0), so (A + i)- 1 is well defined on ff' ±. Moreover, (A + i) - 1 ff' ±£
dom A so that U defined by (3.2) makes sense and gives a well-defined
operator. If hEft'±, then h=(A+i)f for a unique fin domA. Hence
II Uh \\ 2 =\\(A- i)f\\ 2 = (2.5a) I Af\\ 2 + \\f\\ 2 =\\(A+ i)f\\ 2 =II h \\ 2 • Hence U
is a partial isometry, (ker U)j_ = ff'±, and ran U = ff':. Once again,
if f Edom A and h =(A + i)f, then (1 - U)h = h- (A- i)f =(A+ i)f-
(A-i)f=2if. So (1- U)ff'± =domA and is dense in Jf.
(b) Now assume that U is a partial isometry as in (b). It follows that
ker(1- U) = (0). In fact, if fEker(1- U), then Uf = f; so \If\\= I Uf\1 and
hence fEinitial U. Since U*U is the projection onto initial U,
f = U*Uf = U*f; so fEker(1- U*) = ran(1- U)j_ £ [(1- U)AF = (0) by
hypothesis. Thus f = 0 and 1 - U is injective.
Let~= (1- U)A and define (1- U)- 1 on~- Because 1- U is bounded,
gra(1 - U)- 1 is closed. If A is defined as in (3.3), it follows that A is a closed
densely defined operator. Iff,gE~,letf = (1- U)h andg = (1- U)k,h, kEA.
Hence
(Af,g) = i((1 + U)h,(1- U)k)
= i[ (h,k) + ( Uh,k)- (h, Uk)- ( Uh, Uk) ].
Since h, kEA, ( Uh, Uk) = (h,k); hence (Af,g) = i[ ( Uh,k)- (h, Uk)].
Similarly, (f,Ag) = - i((1- U)h,(1 + U)k) =- i[ (h, Uk)- ( Uh,k)] =
< Af, g). Hence A is symmetric.
Finally, if hEA and f = (1 - U)h, then (A+ i)f = Af +if= i(1 + U)h +
i(1 - U)h = 2ih. Thus ran(A + i) =A. Similarly, (A- i)f = i(1 + U)h-
i(1- U)h = 2Uh, so that ran(A- i) =ran U = %.
(c) Suppose A is as in (a) and U is defined as in (3.2). If gE(1- U)ff'±,
put g = (1 - U)h, where hE ff' ± = ran(A + i). Hence h =(A+ i)f for some f
in dom A. Thus g =h-Uh= (A+ i)f- (A- i)f = 2if; so f = - tig.
Also,
i(l + U)(l- U)- 1 g = i(l + U)h
= i[h + Uh]
= i[(A + i)f +(A- i)f]
=2iAf
=Ag.
Therefore (3.3) holds.
The proof of the remainder of (c) is left to the reader.
•
3.4. Definition. If A is a densely defined closed symmetric operator, the partial
isometry U defined by (3.2) is called the Cayley transform of A.
3.5. Corollary. If A is a self-adjoint operator and U is its Cayley transform,

then U is a unitary operator with ker(l- U) = (0). Conversely, ifU is a unitary
with 1¢ap(U), then the operator A defined by (3.3) is self-adjoint.
PRooF. If A is a densely defined ·symmetric operator, then A is self-adjoint
if and only if .If± = (0). A partial isometry is a unitary operator if and only
if its initial and final spaces are all of :If. This corollary is now seen to follow
from Theorem 3.1. •
One use of the Cayley transform is to study self-adjoint operators by using

the theory of unitary operators. Indeed, the preceding results say that there
is a bijective correspondence between self-adjoint operators and the set of
unitary operators without 1 as an eigenvalue.
EXERCISES
l. If U is a partial isometry, show that the following statements are equivalent: (a)
ker(1 - U) = (0); (b) ker(1 - U*) = (0); (c) ran(1 - U) is dense; (d) ran(1 - U*) is
dense.
2. Let U be a partial isometry with initial and final spaces .It and%, respectively.
Show that the following statements are equivalent: (a) (l - U).lt is dense; (b)
(1- U*)% is dense; (c) ker(U*- U*U) = (0); (d) ker(U- UU*) = (0).
3. Find a partial isometry U such that ker(l - U) = (0) but (l - U)(ker U)_j_ is not
dense.
4. If A is a densely defined closed symmetric operator and B and C are the operators
defined in Exercises 1.11 and 1.12, then the Cayley transform of A is an extension
of (C- iB)(C + iB)- 1•
5. Find the Cayley transform of the operator in Example 1.9 when each a. is real.
6. Find the Cayley transform of the operator in Example 1.10 when 4J is real valued.
7. Let S be the unilateral shift of multiplicity 1 (see Exercise IX.6.4) and find the
symmetric operator A such that S is the Cayley transform of A.
8. Let U = S*, where S is the unilateral shift of multiplicity 1. Is U the Cayley

transform of a symmetric operator A? If so, find it.
§4. Unbounded Normal Operators and the

Spectral Theorem
If A is self-adjoint, the classical way to obtain the spectral decomposition of
A is to let U be the Cayley transform of A, obtain the spectral decomposition
of U, and then use the inverse Cayley transform to translate this back to a
decomposition for A. There is a spectral theorem for unbounded normal
operators, however, and the Cayley transform is not applicable here.
In this section the approach is to prove the spectral theorem for normal
operators by using that theorem for the bounded case. The spectral theorem
for self-adjoint operators is then only a special case.
4.1. Definition. A linear operator N on Jf is normal if N is closed, densely

defined, and N*N = NN*.
Note that the equation N* N = N N* that appears in Definition 4.1

implicitly carries the condition that dom N* N = dom N N*. The operators
in Examples 1.9 and 1.10 are normal and every self-adjoint operator is normal.
Examining Example 1.9 it is easy to see that for a normal operator it is not
necessarily the case that dom N* N = dom N.
Parts of the next result have appeared in various exercises in this chapter,
but a complete proof is given here.
4.2. Proposition. If A E~(Jf), then

(a) 1 +A* A has a bounded inverse defined on all of Jf.
(b) IfB=(1+A*A)- 1 ,then IIBII~l andB~O.
(c) The operator C=A(l +A*A)- 1 is a contraction.
(d) A* A is self-adjoint.
(e) {hEBAh: hEdomA*A} is dense in graA.
PROOF. Define J: YfEB Jf -+Yf EB Jf by J(hEBk) = (- k)EBh. By Lemma 1.7,
gra A*= [J gra AJ-l. So if hEJf, there are fin dom A and gin dom A* such
thatOEBh=J(fEBAJ)+gEBA*g =( -Af)EBf +gEBA*g. HenceO= -Af +g,
org = Af; also,h= f +A*g = f +A* Af =(1 +A* A)f. Thus ran(l +A* A) =Jf.
Also, for fin domA*A, AfEdomA* and llf+A*Afll 2 =llfll 2 +
211Afll 2 + IIA*Afll 2 ~ 11/11 2 • Hence ker(l + A*A)=(O). Thus (1 + A*A)- 1
exists and is defined on all of Jf. In the next paragraph (the proof of (b)) it
will be shown that (1 +A* A) - 1 is a contraction, completing the proof of(a).
It was shown that 11(1+A*A)fll~llfll whenever fEdomA*A. If
h=(1+A*A)f and B=(l+A*A)- 1 , then this implies that IIBhll~llhll.
Hence liB II:::; 1. In addition, (Bh,h) = (f,(1 +A* A)f) = 11!11 2 + IIAfll 2 ;:,::0,
so (b) holds.
Put C = A(1 +A* A)- 1 = AB; if fEdom A* A and (1 +A* A)f = h, then
II Ch 11 2 =II Afll 2 :::; II (1 +A* A)f 11 2 =II h 11 2 by the argument used to prove (a).
Hence II C II :::; 1, so (c) is proved.
Now to prove (e). Since A is closed, it suffices to show that no nonzero
vector in graA is orthogonal to {hEi1Ah: hEdomA*A}. So let gEdomA and
suppose that for every h in dom A* A,
0 = (g Ei1 Ag, h Ei1 Ah)
= (g,h) + (Ag,Ah)
= (g,h) + (g,A*Ah)
= (g,(1 + A*A)h).
So g l_ ran(1 +A* A)= Jft'; hence g = 0.
To prove (d), note that (e) implies that dom A* A is dense. Now let
f,gEdomA*A; so f,gEdomA and Af,AgEdomA*. Hence (A*Af,g) =
(Af,Ag) = (f,A*Ag). Thus A* A is symmetric. Also, 1 +A* A has a
bounded inverse. This implies two things. First, 1 + A* A is closed, and so
A* A is closed. Also, - 1¢cr(A* A) so that by Corollary 2.10, A* A is self-adjoint.
4.3. Proposition. If N is a normal operator, then dom N = dom N* and

•
I Nfll =II N*fll for every fin domN.
PROOF. Firstobservethatifhedom N*N = domNN*, then NhedomN* and
N*hEdomN. Hence 11Nhii 2 =(N*Nh,h)=(NN*h,h)= IIN*hll 2 • Now if
fEdomN, (4.2e) implies that there is a sequence {hn} in domN*N such that
hn Ei1 Nhn-+ f Ei1 N f; so II Nhn - N fll-+ 0. But from the first part of this proof,
II N*hn- N*hm II = II Nhn- Nhm 11. So there is a g in Jft' such that N*hn-+ g.
Thus hn Ei1 N*hn-+ f Ei1 g. But N* is closed; thus f Edom N* and g = N* f. So
domN ~domN* and IINfll =limiiNhnll =limiiN*hnll = IIN*fll.
On the other hand, N* is normal (Why?), and so dom N* ~ dom N** =
domN. •
4.4. Lemma. Let Jft' 1 , Jft' 2 , ••. be Hilbert spaces and let AnE~(Jft'n) for all n;;,:: 1.
Jf!!} = {(hn)EEi1n.1t'n: :L:'=1 I Anhnll 2 < 00} and A is defined on Jft' = Ei1n.1t'n by
A(hn) = (Anhn) whenever (hn)E!!}, then A E~(Jft'). A is a normal operator if and
only if each An is normal.
PROOF. Since Jft' n ~!!} for each n,!!} is dense in Jft'. Clearly A is linear. If
{h} ~ dom A and h Ei1 Ah(j)-+ h Ei1 g in Jft' Ei1 Jft', then for each n,
h~> Ei1 Anh~>-+ hn Ei1 gn. Since An is bounded, Anhn = gn. Hence Ln II Ahn 11 2 =
:L II gn 11 2 = II g 11 2 < oo; so h Edom A. Clearly Ah = g, so A E~(Jft').
It is left to the reader to show that dom A* = {(hn)EJft': :L:'= 1II A: hn 11 2< oo}
and A*(hn) = (A:hn) when (hn)Edom A*. From this the rest of the lemma easily
fu~WL •
If(X, Q) is a measurable space and :ft' is a Hilbert space, recall the definition
of a spectral measure E for (X,Q,:ft') (IX.l.l). If h,kE:ft', let Eh.k be the
complex-valued measure given by Eh.k(Ll) = <E(!l)h, k) for each Ll in Q.
Let ¢: X-> <C be an Q-measurable function and for each n let Lln = {x EX:
n- I~ l¢(x)l < n}. So Xt."¢ is a bounded 0-measurable function. Put
:=
:ft'n = E(iln):ft'. Since U 1 Lln = X and the sets {Lln} are pairwise disjoint,
:=
EB 1 :ft' n =:ft. If En(il) = E(il n Lln), En is a spectral measure for (X, Q, :ft'n).
Also, J ¢dEn is a normal operator on :ft' n· Define
By Lemma 4.4, N "': :ft'-> :ft' given by
4.6 N <Ph= nt (J
1
¢dEn )E(Lln)h
for h in f0"' is a normal operator. The operator N"' is also denoted by
N"'= I¢dE.
4.7. Theorem. If E is a spectral measure for (X,Q,:ft'), ¢: X -><C is an

Q-measurable function, and f0"' and N"' are defined as in (4.5) and (4.6), then:
(a) f0q, ={hE£: Jl¢1 2 dEh,h < oo};
(b) for h in £:0<1> andfin :ft', ¢EU(IEh.JI) with
4.8 Jl¢1d1Eh.JI ~ llfll (JI¢1 2 dEh.h)

112
,
4.9 ((J ¢dE )h,f) =I ¢dEh,f•

and
II(J )hr
¢dE = Il¢1 2 dEh.h·
PROOF. Using the *-homomorphic properties associated with a spectral

measure (IX.l.12), one obtains
From here, (a) is immediate.

Now let hE£:0"', f E:ft'. By the Radon-Nikodym Theorem, there is an
=
0-measurable function u such that Iu I 1 and IEh.J I = uEh.J• where IEh.f I is
the variation for Eh,f· Let f/J, = L~= 1 x. 4 k¢; so f/J, is bounded, as is uf/J,. Thus
flf/J,IdiEh,JI = flf/J,IudEh,J
= \ (flf/J,IudE )h,J)
~ llfiiii(Jif/J,IudE)hll·
But
II (flf/J,IudE )h r = \ (flf/J,IudE )h, (flf/J,IudE )h)

= \ (flf/J,I 2 dE )h, h)
= flf/J,I 2 dEh,h
~ flf/JI 2 dEh,h·
Combining this with the preceding inequality gives that Jlf/J,IdiEh.JI ~

II f II (JI fjJ 12 dEh,h) 112 for all n. Letting n-+ oo gives (4.8). Since f/J, is bounded,
( (J f/J,dE)h, f) = J f/l,dEh,f· If hE~ <P and f e.Yt', then (4.8) and the Lebesgue
Dominated Convergence Theorem imply that J f/J,dEh,f-+ J f/JdEh,f as n-+ oo.
But
(f f/J,dE )h = (f f/JdE )ECQ Ai )h 1
= ECQ1 Aj )(Jf/JdE )h.

Since E(Uj= 1 Aj)-+ E(X) = 1 (SOT) as n-+ oo, ((J f/J,dE)h,f)-+ ((J f/JdE)h,f)
as n-+ oo. This proves (4.9). •
Note that as a consequence of (4.7) domN"' and the definition of N"' do

not depend on the choice of the sets {A,}, as would seem to be the case from
(4.5) and (4.6). Also, by (4.7.a), E(A)hedomN; if hedomN,.
4.10. Theorem. lf(X, !l) is a measurable space, Jt' is a Hilbert space, and E is
a spectral measure for (X, n, Jt'), let ( X, !l) be the algebra of all 0.-measurable
functions f/J: X-+([: and define p: (X,!l)-+~(Jt') by p(f/J) = If/JdE. Then for
fjl, t/1 in ( X, !l):
(a) p(f/J)* = p(¢);
(b) p(f/Jt/1) 2 p(f/J)p(t/1) and dom(p(f/J)p(t/1)) = ~"'n~<PI/I;
(c) Ifljl is bounded, p(¢)p(ljl) = p(ljl)p(¢) = p(¢1/1);

(d) p(¢)*p(¢) = p(l¢1 2 ).
The proof of this theorem is left as an exercise.
4.11. The Spectral Theorem. If N is a normal operator on Yf', then there is a

unique spectral measure E defined on the Borel subsets of <C such that:
(a) N = JzdE(z);
(b) E(~) = 0 if ~ n a(N) = O;
(c) if U is an open subset of <C and U n a(N) =I= 0, then E(U) =I= 0;
(d) if A E.?i(Yf') such that AN~ N A and AN*~ N* A, then A(j ¢dE)~
(j ¢dE) A for every Borel function ¢ on <C.
Before launching into the proof, a few words motivating the proof are
appropriate. Suppose a spectral measure E defined on the Borel subsets
J
of <Cis given and let N = z dE(z). It is not difficult to see that if 0 ~a ~ b < oo
and~ is the annulus {z: a~lzl~b}, then Yf'<l=E(~)Yf'={hEdomN:
hE dom N" for all n and a" I h I ~ I N"h II ~ b" I h I }. Yf' .1 is a closed subspace
of Yf' that reduces N and N IYf' ,1 is bounded. The idea behind the proof is
to write <Cas the disjoint union of annuli {~i} such that for each ~i there
=
is a reducing subspace Yf' <lj for N with N i N IYf' <lj bounded, and, moreover,
such that Yf' = EB i.Yf'<1r Once this is done the Spectral Theorem for bounded
normal operators can be applied to each Ni and direct sums of these can be
formed to obtain the spectral measure for N.
So we would like to show that for the annulus {z: a~ lzl ~ b}, {hEdom N:
hEdom N" for all nand a" I h I ~ I N"h I ~ b" II h II} is a reducing subspace for
N. To facilitate this, we will use the operator B=(1 +N*N)- 1 which is a
positive contraction (4.2). To understand what is done below note that
Zf-->(1 + lzl 2)- 1 maps <C onto (0, 1] and a~ lzl ~ b if and only if
(1 + a2)-1 ?:(1 + lzl2)-1 ?:(1 + b2)-1.
4.12. Lemma. If N is a normal operator, B = (1 + N* N)- 1 , and C =
N(1 +N*N)-\ then BC=CB and (1 +N*N)- 1 N~C.
PROOF. From (4.2), Band Care contractions and B?: 0. It will first be shown
that (1 +N*N)- 1 N~C; that is, BN~NB. If fEdomBN, then fEdomN.
Let gEdomN*N such that f = (1 + N*N)g. Then N*NgEdomN; hence
NgEdom NN* = dom N*N. Thus Nf = Ng + NN*Ng = (1 + N*N)Ng.
Therefore BNf = B(l + N*N)Ng = Ng. But NBf = Ng, so BN = NB on
dom N. Thus BN ~ N B.
If hEYf', let f Edom N* N such that h = (1 + N* N)f. So BCh = BN Bh =
BNf=NBf=NBBh=CBh. Hence BC=CB. •
J
4.13. Lemma. With the same notation as in Lemma 4.12, if B = tdP(t) is its
spectral representation, 1 > b > 0, and ~ is a Borel subset of [b, 1], then
Yf'A=P(A).zlf's;;domN,Yf'A is invariant/or both Nand N*, and Nl.zlf'A is a

bounded normal operator with II N I£ AII ~ [(1 - <5)/<5] 112 .
PROOF. If hE.n"A, then because P(A)=XA(B), IIBhii 2 =(B 2P(A)h,h)=
JAt 2 dPh,h;?: <5 2 11 h 11 2. So Bl£A is invertible and there is a g in £A such that
h=Bg. But ranB=dom(1+N*N )s;;domN. Hence hEdomN; that is,
.!If'As;; dom N.
Let hE£ Aand again let g E £A such that h = Bg. Hence Nh = N Bg = Cg.
By Lemma 4.12, BC = CB; so by (IX.2.2), P(A)C = CP(A). Since gE£ A•
Nh = CgE£ A' Note that if M = N* and B 1 = (1 + M*M)- 1 , then B 1 =B.
From the preceding argument N* .!If' A= M £As;; .!If' A' It easily follows that
N I.!If'A is normal.
Finally, if hE£ A, then
II Nh 11 2 = <N*Nh,h)
r
= ([(N*N + 1)-1]h,h)
= (t- 1 -1)dPh.h(t)~ llhll 2(1-<5)/b.

Hence II Nl£ AII~ [(1- b)/<5r 12 .
PROOF OF THE SPECTRAL THEOREM. Let B = (1 + N* N)- 1 and C = N (1 +
•
N*N)- 1 as in Lemma 4.12. Let B = JbtdP(t) be the spectral decomposition
of B and put Pn = P(1/(n + 1), 1/n] for n;?: 1. Since kerB= (0) = P( {0} )£,
L.::O= 1 Pn = 1. Let .Jfn = Pn£. By Lemma 4.13, .Jfn <;;; dom N, .Jfn reduces N,
and Nn = Nl Yf'n is bounded normal operator with II Nn I ~ n 112 . Also, if hEYf'n,
(1 + N: Nn)Bh = B(1 + N: Nn)h = h; that is,
BI.Jfn = (1 + N: Nn)- 1.
Thus if AEa(Nn), (1+141 2)- 1 Ea(BI.zlf'n)s;;[1/(n+ 1),1/n]. Thus a(Nn)s;;
{zE<C: (n- 1) 112 ~ lzl ~ n 112 } =An. Let Nn = fzdEn(z) be the spectral
decomposition of Nn. For any Borel subset A of <C, let E(A) be defined by
L En( An An)·
00
4.14 E(A) =
n= 1
Note that En(A nAn) is a projection with range in .Jfn. Since .Jfn .L £ m for
n 'i' m, (4.14) defines a projection in 8l(£). (Technically E(A) should be defined
by E(A) = L.::O= 1 En(A nAn)Pn. But this technicality does not add anything to
understanding.)
Now to show that Eisa spectral measure. Clearly E(<C) = 1 and E(D) = 0.
If A 1 and A 2 are Borel subsets of <C, then
L En(A
00
E(ArnA2)= 1 nA 2 nAn)
n=l
00
= L En(Al n An)En(A2 nAn).

n=l
Again, the fact that the spaces {Jr.} are pairwise orthogonal implies
E(A 1 nA2) = (.~1 E.(A 1 nA.) )(.~1 E.(A 2nA.))

= E(A 1 )E(A2).
If hEJt', then (E(A)h,h)='f.;:'= 1 (E.(AnA.)h,h). So if {Ai}j;. 1 are
pairwise disjoint Borel sets,
L L
00 00
= (E.(AinA.)h, h).
Since each term in this double summation is non-negative, the order of

summation can be reversed. Thus
L (E(A)h, h).
00
=
j=1
So E(Uj;. 1 Ai)=L.j;. 1 E(Ai); therefore Eisa spectral measure.

Let M = fz dE(z) be defined as in Theorem 4. 7. Thus Jr.£;; dom M and
by the Spectral Theorem for bounded operators, Mh = N .h = Nh if hE Jr•.
If his any vector in dom M, h = L.~ h., h.EJr., and L.~ II Nh. 11 2 < oo. Because
N is closed, hEdom N and Nh = Mh. Thus M £;; N. To prove the other
inclusion, note that M is a closed operator by Lemma 4.4. Thus, by (4.2.e),
it suffices to show that {hEFJNh: hEdomN*N} sgraM. If hEdomN*N,
there is a vector g such that h = Bg. Then P.Nh = P.NBg = P.Cg = CP.g
(Why?)= NP.h. If h.= P.h, then L. II Nh. 11 2 = L. II P.Nh 11 2 =II Nh 11 2 < oo.
Therefore hEdom M and so, by the preceding argument, Nh = Mh. That is,
h a?; NhEgra M. This proves (a).
4.15. Claim. a(N) = cl [.9 1

a(N.) J.
It is left to the reader to show that U ;:'= 1 a(N .) £;; a(N). Since a(N) is closed,
this proves half of(4.15). If A.¢cl[U::'= 1 a(N.)], then there is a~> 0 such that
lA.- zl ~ .:5 for all z in U::'= 1 a(N.). Thus (N.- A.)- 1 exists and
II(N.-A.)- 1 11~~- 1 for all n. Thus A=e?J;:'= 1 (N.-A.)- 1 is a bounded
operator. It follows that A = (N - A.) - 1 , so A.¢a(N).
By (4.15) if Ana(N) = 0, Ana(N.) = 0 for all n. Thus E.(A) = 0 for all
n. Hence E(A) = 0 and (b) holds.
If U is open and U na(N) #D. then (4.15) implies U na(N.) # 0 for
some n. Since E.(V) # 0, E(V) # 0 and (c) is true.
Now let A E~(£) such that AN £ N A and AN* £ N* A. Thus

A(! + N* N) £(I + N* N)A. It follows that AB = BA. By the Spectral
Theorem for bounded operators, A commutes with the spectral projections
of B. In particular, each .Yen reduces A and if An= AI .Yen, then AnNn = NnAn.
Hence AnEn(~) = En(~)An for every Borel set ~ contained in ~n· It follows
that AE(~) = E(~)A for every Borel set ~- The remaining details of the proof
of (d) are left to the reader. •
The Fuglede-Putnam Theorem holds for unbounded normal operators

(Exercise 8), so that the hypothesis in part (d) of the Spectral Theorem can
be weakened to AN 5:; N A.
4.16. Definition. If N is a normal operator on £, then a vector e0 is a

star-cyclic vector for N iffor all non-negative integers k and I, e0 Edom(N*kN')
and£= V {N*k N 1e0 : k, I~ 0}.
4.17. Example. Let Jl be a finite measure on ([ such that every polynomial

in z and z belongs to L 2 (Jl) and the collection of such polynomials is dense
in L2 (JJ.). Let~,.= {!EL2 (JJ.): zfEL2 (JJ.)} and define NJ = zffor fin~,.. Then
N,. is a normal operator and 1 is a star-cyclic vector for N,..
Note that dJJ.(z) = e -izid Area(z) is a measure satisfying the conditions of
(4.17).
4.18. Theorem. If N is a normal operator on £ with a star-cyclic vector e0 ,

then there is a finite measure Jl on CC such that every polynomial in z and z
belongs to L2 (Jl) and there is an isomorphism W: £-+ L2 (JJ.) such that W e0 = 1
and WNW- 1 = N,..
The proof of Theorem 4.18 can be accomplished by using the Spectral

Theorem to write N as the direct sum (in the sense of Lemma 4.4) of bounded
normal operators N non .Yen with spectral measures that are pairwise mutually
singular and such that each N n has en, the projection of e0 onto .Yen, as a
*-cyclic vector.lf Jln = Ee",e"' then (IX.3.4) implies that there is an isomorphism
Wn: £n-+L2 (Jln) such that WnNnW,;- 1 =N,.". If W= EB~Wn, then W is an
isomorphism of £ onto Etl ~ L2 (JJ.n). But the fact that the measures Jln
are pairwise mutually singular implies that EB ~ L2 (Jln) = L2 (Jl), where
Jl='L.;;'= 1 Jln=Eeo,eo· Clearly WNW- 1 =N,..
4.19. Theorem. If N is a normal operator on the separable Hilbert space £,

then there is a u:finite measure space (X,Q,Jl) and ann-measurable function
4> such that N is unitarily equivalent to Mq, on L 2 (Jl).
The proof of Theorem 4.19 is only sketched. Write N as the (unbounded)

direct sum of bounded normal operators {Nn}· By Theorem IX.4.6, there is
a u-finite measure space (X n• Qn, Jln) and a bounded Qn-measurable function
<Pn such that N" ~ Mq,"· Let X= the disjoint union of {Xn} and let
Q = {~ S:::: X: ~nXnEQn for every n}. If ~EO, let .u(~) = L:f .Un(~nXn). Let
¢:X ~<C be defined by ¢(x) = ¢n(x) if xEX". Then¢ is 0-measurable and
N ~ Mq, on L 2 (X,Q,,u).
EXERCISES
I. Prove Theorem 4.1 0.
2. Show that if A is a symmetric operator that is normal, then A is self-adjoint.
3. With the notation ofTheorem 4.7, show that for h in fiiJq,, II(J rjJdE)h f = Jlr/11 2 dEh,h·
4. Using the notation of Theorem 4.10, what is a(JrjJdE)?
5. If L'l" and E" are as in the proof of the Spectral Theorem, show that E"(L'ln+ d =
En(L'ln- tJ = 0.
6. Use the Spectral Theorem to show that if 0 <a:( b < oo, L'1 = {ze<C: a:( izl :( b},
J
and N = z dE(z) is the spectral decomposition of the normal operator N, then
E(L'l)£ = {hedom N: a" I h I :(II N"h II:( b" I h II for all n ~I}.
7. State and prove a polar decomposition for operators in CC(£, %).
8. If A is self-adjoint, prove that exp(iA) is unitary.
9. (Fuglede-Putnam Theorem.) If N, Mare normal operators and A is a bounded
operator such that AN£ MA, then AN*£ M* A.
I 0. Prove Theorem 4.18.
11. If /1 1 , f1 2 are finite measures on <C and N #I, N #l are defined as in Example 4.17,
show that N#, ~ NM iff[/1,] = [J1 2 ].
12. Fill in the details of the proof of Theorem 4.19.
§5. Stone's Theorem

If A is a self-adjoint operator on £, then exp(iA) is a unitary operator
(Exercise 4.7). Hence U(t) = exp(itA) is unitary for all t in R The purpose
of this section is not to investigate the individual operators exp(itA), but
rather the entire collection of operators {exp(itA): tE1R}. In fact, as the first
theorem shows, U: 1R. ~ unitaries on £ is a group homomorphism with
certain properties. Stone's Theorem provides a converse to this; every such
homomorphism arises in this way.
5.1. Theorem. If A is self-adjoint and U(t) = exp(itA) for t in 1R., then

(a) U(t) is unitary;
(b) U(s + t) = U(s)U(t) for all sin 1R.;
(c) if hE£, then 1im 5 ~ 1 U(s)h = U(t)h;
(d) if hEdom A, then

1
5.2 lim- [U(t)h- h] = iAh;
r~o t
(e) if hEX and lim,~ 0 t- 1 [U(t)h- h] exists, then hEdom A. Consequently,
dom A is invariant under each U(t).
PROOF. As was mentioned, part (a) is an exercise. Since exp(itx)exp(isx) =
exp(i(s + t)x) for all x in 1R, (b) is a consequence of the functional calculus
for normal operators [(4.10) and (4.11)]. Also note that U(O)U(t) = U(t), so
that U(O) = 1.
(c) If hEX, then I U(t)h- U(s)h I = I U(t- s + s)h- U(s)h I =[by (b)]
I U(s)[U(t- s)h- h] II = I U(t- s)h- h I since U(s) is unitary. Thus (c) will
J:
be shown if it is proved that II U(t)h- h II-+ 0 as t--+ 0. If A = oo x dE(x) is
the spectral decomposition of A, then
I U(t)h- h 11 2 = f~oo leirx- 11 2 dEh,h(x).
Now Eh,h is a finite measure on 1R; for each x in 1R, Ieirx - 11 2 --+ 0 as t-+ 0;
and leirx- 11 2 ,;; 4. So the Lebesgue Dominated Convergence Theorem
implies that U(t)h--+ h as t--+ 0.
(d) Note that t- 1 [U(t) -1]- iA = f,(A), wheref,(x) = t- 1 [exp(itx)-1]-
r
ix. So if hEdom A,
11
~ [U(t)h _ h] _ iAh = I J,(A)h 11 2
= J:oo leirxt_ 1- ixl2 dEh,h(x).

As t --+0, t- 1 [eirx- l]- ix --+0 for all x in 1R. Also, leis- ll :(lsi for all real
numbers s (Why?), hence lf,(x)l :(I tl- 1 leirx- ll + lxl :( 21xl. But lxiEL2 (Eh,h)
by Theorem 4.7(a). So again the Lebesgue Dominated Convergence Theorem
implies that (5.2) is true.
(e) Let~= {hEX: lim,~ 0 t- 1 [U(t)h- h] exists in X}. For h in~. let Bh
be defined by
. . U(t)h-h
Bh = -z 1tm .
r~o t
It is easy to see that~ is a linear manifold in X and B is linear on~- Also,
by (d), B 2 A so that B is densely defined. Moreover, if h, gE~, then
( Bh, g) . (
= - i hm U(t)h- h , g ) .
r~o t
By (b) and the fact that each U(t) is unitary, it follows that U(t)* = U(t)- 1 =
U(- t). Hence
<Bh, g)=- ilim / h, U( -t)g- g)

t~o \ t
= !~~ (h, - { U(- ~:- g J)

= <h, Bg).
Hence B is a symmetric extension of A. Since self-adjoint operators are
maximal symmetric operators (2.11 ), B = A and ~ = dom A. •
The following definition is inspired by the preceding theorem.
5.3. Definition. A strongly continuous one parameter unitary group is a

function U: JR.-+ 9l(Jf) such that for all s and t in JR.: (a) U(t) is a unitary
operator; (b) U(s + t) = U(s)U(t); (c) if hEJf and t 0 EIR, then U(t)h-+ U(t 0 )h
as t-+t 0 .
Note that by Theorem 5.1, if A is self-adjoint, then U(t) = exp(itA) defines
a strongly continuous one parameter unitary group.
Also, U(O) = 1 and U(- t) = U(t)- 1 , so that {U(t): tEIR} is indeed a group.
Property (c) also implies that U: JR.-+ (26'(Jf), SOT) is continuous. By Exercise
1, if U is only assumed to be WOT-continuous, then U is SOT-continuous.
However, this condition can be relaxed even further as the following result
of von Neumann [1932] shows.
5.4. Theorem. If Jf is separable, U: JR.-+ 26'(Jf) satisfies conditions (a) and (b)
of Definition 5.3, and iffor all h, g in Jf the function tf-+ <U(t)h, g) is Lebesgue
measurable, then U is a strongly continuous one-parameter unitary group.
PROOF.IfO <a< oo and h, gEJf, then t~--+< U(t)h, g) is a bounded measurable
function on [0, a] and hence
J: I<U(t)h,g)ldt~allhllllgll.
Thus
hf-+ I< U(t)h, g )dt
is a bounded linear function on Jr. Therefore there is a g. in Jf such that
5.5 <h,g.) =I (U(t)h,g)dt
and llg.ll ~allgll-
Claim. {g.: gEJf, a> 0} is total in Jr.

In fact, suppose hE.1f' and h..L {ga: gE.1f', a> 0}. Then by (5.5), for every
a> 0 and every g in .1f',
0 =I: (U(t)h,g)dt.
Thus for every g in .1f', ( U(t)h, g)= 0 a.e. on R.. Because .1f' is separable
there is a subset A of R. having measure zero such that if t¢A, ( U(t)h, g) = 0
whenever g belongs to a preselected countable dense subset of .1f'. Thus
U(t)h = 0 if t¢A. But I h II = II U(t)h II, so h = 0 and the claim is established.
Now if sER.,
(h, U(s)ga) = ( U(- s)h, ga)
=I: (U(t- s)h,g)dt
= r~· <U(t)h. g )dt.

Thus (h, U(s)ga) ~ (h, ga) as s ~ 0. By the claim and the fact that the group
is uniformly bounded, U: R. ~(11(.1f'), WOT) is continuous at 0. By the group
property, U: R.~(11(.1f'), WOT) is continuous. Hence U is SOT-continuous
(Exercise 1). •
We now turn our attention to the principal result of this section, Stone's
Theorem, which states that the converse of Theorem 5.1 is valid. Note that
if U(t) = exp(itA) for a self-adjoint operator A, then part (d) of Theorem
5.1 instructs us how to recapture A. This is the route followed in the proof
of Stone's Theorem, proved in Stone [1932].
5.6. Stone's Theorem. If U is a strongly continuous one parameter unitary

group, then there is a self-adjoint operator A such that U(t) = exp(itA).
PROOF. Begin by defining :!) to be the set of all vectors h in .1f' such that
h] exists; since 0E:!),:!) =f; 0. Clearly:!) is a linear manifold
lim,~o t- 1 [U(t)h-
in .1f'.
5.7. Claim. :!) is dense in .1f'.
Let !l' =all continuous functions 4J on R. such that c/JEL1(0, oo). Hence
for any h in .1f', tt-+cp(t)U(t)h is a continuous function of R. into .1f'. Because
J'''
II U(t)h II = I h I for all t, a Riemann integral, cp(t)U(t)hdt, can be defined
and is a vector in .1f'. Put 0
5.8 Tq,h = Ioo c/J(t)U(t)hdt.

It is easy to see that Tq,: .1f' ~ .1f' is linear and bounded with I Tq, II ~ f: lc/J(t) Idt.
Similarly, for each ¢ in 2!
5.9 S,ph = tro ¢(t)U(- t)hdt

defines a bounded operator on :ft.
For any¢ in 2! and tin JR.,
U(t)T,ph = U(t) tro ¢(s)U(s)hds

= tro ¢(s)U(t + s)hds
= Jro ¢(s- t)U(s)hds.
Similarly,
U(t)S,ph = f:, ¢(s + t)U(- s)hds.
Now let 5f!(ll =all ¢ in 2! that are continuously differentiable with ¢' in
2!. For¢ in 5f!(ll,
i
- -[U(t)- 1]T,ph = -- iiro ¢(s- t)U(s)hds +-iiro ¢(s)U(s)hds
t t t t 0
= - i fro
r
[¢(s- t)-
t
¢(s)J U(s)hds + ti I'
0
¢(s)U(s)hds.
Now
II I r [¢(s-
0
t)- ¢(s)J
1
II
U(s)hdsl ~ llhll sup{l¢(s- t)- ¢(s)l: 0 ~ s ~ 1} -+0
as t-+ 0. Hence
lim
r~o
Iro t
[¢(s- t)- ¢(s)J U(s)hds = -
t
Iro 0
¢'(s)U(s)hds
= - T,p.h.
Since sHcjJ(s)U(s)h is continuous and U(O) = 1, the Fundamental Theorem

of Calculus implies that
lim-l
r~o t
I'o
¢(s) U(s)h ds = ¢(0)h.
Hence for ¢ in 2! 0 l and h in :It,

i
5.10 lim - -[U(t)- l]T,ph = iT,p.h + i¢(0)h.
r~o t
Similarly, for ljJ in _2"< 1 > and h in Jt',

i
5.11 lim - -[U(t)- 1]S"'h = - iS"',h- il/J(O)h.
r-o t
So (5.10) implies that
~2 {Tt/>h: l/JE.2'( 1l and hEJt'}.
J:
But for every positive integer n there is a ¢n in .2"0 > such that ¢n ~ 0, ¢n(t) = 0
for t ~ 1/n, and l/Jn(t)dt = 1 (Exercise 2). Hence
Tt/>nh- h = (/n l/Jn(t)[U(t)- l]hdt
and so II T"'"h- h II~ sup{ I U(t)h- h II: 0 ~ t ~ 1/n}. Therefore I T"'"h- h 11-+0
as n-+ oo since U is strongly continuous. This says that ~ is dense.
For h in~. define
5.12 Ah= -ilim~[U(t)-1]h.

r-ot
5.13. Claim. A is symmetric.
The proof of this is left to the reader.

By (2.2c), A is closable; also denote the closure of A by A. According to
Corollary 2.9, to prove that A is self-adjoint it suffices to prove that
ker(A* ± i) = (0). Equivalently, it suffices to show that ran(A ± i) is dense. It
will be shown that there are operators B± such that (A± i)B± = 1, so that
A ± i is surjective.
Notice that according to (5.10),
(A+ i)Tt/> =A Ttl>+ iTt/>= i(Tt/>' + Ttl>)+ il/J(O).

So taking l/J(t) = - ie- 1 , (A+ i)Tt/> = 1. According to (5.11),
(A - i)S"' = AS"'- iS"' = - i(S"', + S"') - it/1(0).
Taking 1/f(t) = ie- 1, (A- i)S"' = 1. Hence A is self-adjoint.

Put V(t) = exp(iAt). It remains to show that V = U. Let hE~. By Theorem
5.l(d),
s- 1 [V(t + s)- V(t)]h = s- 1 [V(s)- 1] V(t)h-+ iA V(t)h;

that is, V'(t)h = iA V(t)h. Similarly,
s- 1 [U(t + s)- U(t)]h = s- 1 [U(s)- 1]U(t)h-+ iAU(t)h.
So if h(t) = U(t)h - V(t)h, then h: JR.-+ Jt' is differentiable and
h'(t) = iAU(t)h- iAV(t)h = iAh(t). .
But
~II h(t) 11 2 = <h'(t), h(t) >+ <h(t), h'(t) >

dt
= <iAh(t), h(t)) + <h(t), iAh(t) ).
Thus (d/dt) II h(t) 11 2 = 0 and so II h II: R-+ R is a constant function. But h(O) = 0,
=
so h(t) 0. This says that U(t)h = V(t)h for all h in ~ and all t in R. Since
~ is dense, U = V. •
5.14. Definition. If U is a strongly continuous one parameter unitary group,

then the self-adjoint operator A such that U(t) = exp(itA) is called the
i'!finitesimal generator of U.
By virtue of Stone's Theorem and Theorem 5.1, there is a one-to-one

correspondence between self-adjoint operators and strongly continuous
one-parameter unitary groups. Thus, it should be possible to characterize
certain properties of a group in terms of its infinitesimal generator and vice
versa. For example, suppose the infinitesimal generator is bounded; what
can be said about the group? (Also see Exercise 6.)
5.15. Proposition. If U is a strongly continuous one parameter unitary group

with i'!finitesimal generator A, then A is bounded if and only if
lim,~oII U(t)- 111 = o.
PROOF. First assume that A is bounded. Hence II U(t)- 111 = II exp(itA)- 111 =
sup{leirx_11: xea(A)}-+0 as t-+0 since a(A) is compact.
Now assume that II U(t)- 111-+ 0 as t-+ 0. Let 0 < e < n/4; then there is a
t 0 > 0 such that II U(t)- 111 < e for Itl < t 0 • Since U(t)- 1 = fa<Al(eixt- l)dE(t),
sup {I eixr- 11: xea(A)} = II U(t)- 111 < e for It I < t 0 . Thus for a small b,
txeU:'= _ 00 (2nn- b, 2nn +b)= G whenever xea(A) and It I< t 0 . In fact, if
e is chosen sufficiently s~all, then b is small enough that the intervals
{(2nn- b, 2nn +b)} are the components of G. If xea(A), {tx: 0 ~ t < t 0 } is
the interval from 0 to t 0 x and is contained in G. Hence txe(- b, b) for x in
a(A) and It I< t 0 . In particular, t 0 a(A) £ [ - b, b] so a(A) is compact and A
is bounded. •
Let 11. be a positive measure on Rand let A 1J = xffor fin~ 11 = {! eL2 (11.):
xf eL2 (tL) }. We have already seen that A,. is self-adjoint. Clearly
exp(itA,.) =Me, on L2(R), where e, is the function e,(x) = exp(itx). This can
be generalized a bit.
5.16. Proposition. Let (X,!l,JI.) be a a-finite measure space and let cjJ be a
real-valued 0-measurable function on X. If A= Mtl> on L 2 (tL) and
U(t) = exp(itA), then U(t) =Me,, where e,(x) = exp(itc/J(x)).
Since each self-adjoint operator on a separable Hilbert space can be

represented as a multiplication operator (Theorem 4.19), the preceding
proposition gives a representation of all strongly continuous one parameter
semigroups.
EXERCISES
1. If U: lR-+ aJ(Jf') is such that U(t) is unitary for all t, U(s + t) = U(s)U(t) for all s,
t, and U: IR-+(aJ(Jf'), WOT) is continuous, then U is SOT-continuous.
2. Show that for every integer n there is a continuously differentiable function cf>.
J;
such that both cf>. and cf>~ e L1(0, oo ), cf>.(t) = 0 if t ~ 1/n, and cf>.(t)dt = 1.
3. Prove Claim 5.13.
4. Adopt the notation from the proof of Stone's Theorem. Let cf>, l/fe!£ and show:
(a) T! =S;p; (b) T<PTt/J= T,p,t/J and S<PSt/J=SM; (c) T<PA s;AT<P.
5. Let U be a strongly continuous one parameter unitary group with infinitesimal
generator A. Suppose e is a nonzero vector in Jf' such that Ae = A.e. What is U(t)e?
Conversely, suppose there is a nonzero t such that U(t) has an eigenvector. What
can be said about A? U(s)?
6. (This exercise is designed to give another proof of Proposition 5.15 as well as give
additional information. My thanks to R.B. Burckel for pointing this out to me.)
Let U be a strongly continuous one- parameter unitary group with infinitesimal
generator A. Show that if II U(t)-111-+0ast-+0, then as t-+0, t- 1 s~+'U(s)ds-+U(a)
in norm. From here show that as t -+0, t- 1 [U(t)- 1] has a norm limit, and hence
A is a bounded operator since it is the norm limit of bounded operators.
§6. The Fourier Transform and Differentiation
Perhaps the best way to begin this section is by examining an example.
6.1. Example. Let !?JJ = {! EL2 (1R): f is absolutely continuous on every

bounded interval in 1R and f' EL2 (1R) }. For fin !?JJ, let Af =if'. Then A is
self-adjoint.
First let's show that A is symmetric. Iff E!?JJ, note that f(x)--+ 0 as x--+ ± oo
since f and f'EL 2 (1R). So iff, gE!?JJ, 0 <a< oo,
i fa f'(x)g(x)dx = i[f(a)g(a)- f(- a)g(- a)] - i fa f(x)g'(x)dx.
Hence (Af,g) = (f,Ag) and A is symmetric.

Now let gEdom A* and for 0 <a< oo let !?JJa = {! E!?JJ:f(x) = 0 for Jxl ~a}.
The proof that gEdom A follows the lines of the argument used in
Example 1.11. In fact, let h =A *g. So if f E!?JJ, then Jf(x)h(x)dx =
J
i f'(x)g(x)dx. Let H(x) = J~ h(t) dt. Then using integration by parts we get that
for fin~"'
ra fh = H(a)f(a)- H(- a)f(- a)- ra f' ii
=-I" f'H.
-a
Therefore f f'[ ii - (@] = 0 for every f in ~a· As in (1.11 ), it follows that

H- ig is constant on [-a, a] and g is absolutely continuous. Moreover,
0 = H'- ig' = h- ig'; hence A*g = h = ig'. Thus gE~ and A is self-adjoint.
If A is the differentiation operator in Example 6.1, what is the group
U(t) = exp(itA)? Since A is not represented as a multiplication operator,
Proposition 5.16 cannot be applied. One could proceed to try and discover
J J
the spectral measure for A. Since A= xdE(x), U(t) = eirxdE(x). Or one could
be clever.
Later in this section it will be shown that if YF: L2(R.)--+ L2(R.) is the
Fourier-Plancherel transform, then fF is a unitary operator (6.17) and
fF - 1 AJF = the operator on L 2 (R.) of multiplication by the independent
variable (6.18). Thus fF - 1 U(t)JF is multiplication by eixr. But it is possible
to find U(t) directly.
Recall that iff Edom A,
Af = - i lim U(t)f- f_
r-o t
So
f'(x) =lim_ (U(t)f)(x)- f(x)_
r-o t
Being clever, one might guess that (U(t)f)(x) = f(x- t).
6.2. Theorem. If A and ~ are as in Example 6.1 and U(t) = exp(itA), then
(U(t)f)(x) = f(x- t) for all f in L 2(R.) and x, t in R..
PROOF. Let (V(t)f)(x) = f(x- t).lt is easy to see that Vis a strongly continuous
one parameter unitary group. Let B be the infinitesimal generator of V. It
must be shown that B = A.
Note that f Edom B if and only if lim1_ 0 t- 1(V(t)f- f) exists. Let
f EC~ 1 >(R.); that is, f is continuously differentiable and has compact support.
Thus for t > 0,
[ V(t)f- f](x) =f(x- t)- f(x) = _ ~ fx f'(y)dy

t t t x-t
and
f(x) + f'(x)l ~! fx lf'(x)- f'(y)ldy

IV(t)f(x)-
t t x-r
~sup{ lf'(x)- f'(y)!: lx- Yl ~ t}.
Because f' is continuous with compact support, f' is uniformly continuous.

Let K = {x: dist(x,sptf') ~ 2}. So K is compact. Fore> 0, let <5(e) < 1 be
such that iflx- yl <<5(e), then lf'(x)- f'(y)l <e. Hence llt- 1 [Vf- J] +!'liz~
e2 1K 1. where IK 1=the Lebesgue measure of K. Thus C~ 1 >(1R) s dom B and
Bf = Affor fin C~ 1 l(JR). But iff Edom A, there is a sequence Un} s C~ 1 l(1R)
such thatfnEBAfn-+ fEBAfin gra A (Exercise 1). ButfnEBAfn= fnEBBfnegraB,
so fEB Af egra B; that is, A s B. Since self-adjoint operators are maximal
symmetric operators (2.11 ), A = B. •
To show that the Fourier transform demonstrates that Mx and idjdx are
unitarily equivalent, we introduce the Schwartz space of rapidly decreasing
functions.
6.3. Definition. A function </J: 1R-+ 1R is rapidly decreasing if <P is infinitely

differentiable and for all integers m, n ~ 0,
6.4
Let !/ = f/(1R) be the set of all rapidly decreasing functions on JR.
Note that if </Jef/, then for all m, n ~ 0 there is a constant Cm,n such that
1</J(nl(x)l ~ cm,nlxl-m.
Thus if p is any polynomial and n ~ 0, lp(x)<jJ<n>(x)l-+0 as lxl-+ oo. In fact,
this is equivalent to ef/ for all m, n ~ 0.
It is not difficult to see that ll·llm,n is a seminorm on Y. Also, Y with all
of these seminorms is a Frechet space (Exercise 2). The space Y is sometimes
called the Schwartz space after Laurent Schwartz.
6.5. Proposition. If 1 ~ p ~ oo, !/ s LP(lR). If 1 ~ p < oo, !/is dense in I!(JR);

!/ is weak-star dense in L 00 {1R).
PROOF. We already have that !/ s L 00 (1R.). If 1 ~ p < oo and </JEff, then
J~oo 1</JIPdx = J~oo (1 + x )-P(1 + x )PI<IJIPdx

2 2
~ 11(1 + X 2)PI</JIPIIoo J~oo (1 + x 2 )-Pdx.
II (JR) s !/, the density statements are immediate.
•
6.6. Definition. Iff eL1 (lR), the Fourier transform off is the function] defined
by
~ =1-
f(x) f .
f(t)e-•x'dt.
foR
Because f ELt(R), this integral is well defined.
The interested reader may want to peruse §VII.9, where the Fourier
transform is presented in the more general context oflocally compact abelian
groups. That section will not be assumed here.
Recall that iff, gEV, then the convolution off and g,
f *g(x) = (2n)- ttz fIR f(x - t)g(t)dt,
belongs to L t(R) and II f * g lit ~ II f lit II g lit if the norm of a function f in

f
Lt(R) is defined as II flit= (2n)-t 12 lf(x)ldx. It is also true that iff El!(R),
1 ~ p ~ oo, then f •gEI!(R) and II! *9 liP~ llfiiPIIg lit (see Exercise 4).
6.7. Theorem. (a) If jELt(R), then ]is a continuous function on 1R that vanishes
at ± oo. Also, llflloo ~ llfllt·
(b) If </JE!fl, ~E!/'. Also for m, n ~ 0,
6.8
(c) Iff, gELt(1R), then (f •gr = Jg. Iff and gE!/', then f •gE!/'.
(Note: [ f = the Fourier transform of the function defined in the brackets.)
J
PROOF. (a) The fact that is continuous is an easy consequence of Lebesgue's
Dominated Convergence Theorem; it is clear that llflloo ~ 11!11 1 • For the
other part of (a), let f =the characteristic function of the interval (a, b). Then
f(x) = i(2n)- 112 x- 1 [e-ixb- e-ixa] ..... o as lxl_. oo. So f(x) vanishes at ± oo if
f is a linear combination of such characteristic functions. The result for a
general f follows by approximation.
(b) It is convenient to introduce the notation D.
Also in this proof, as in many others of this section, x will be used to denote
the function whose value at t is t and it will also be used occasionally to
denote the independent variable.
If </JE!/', then differentiation under the integral sign (Why is this justified?)
gives
.
~ =1- f"" ( - it)e-'''<P(t)dt
(D</J)(y)
J2Tc -oo
= [(- ix)</Jr(y).
By induction we get that for n ~ 0,

6.9 D"~ = [(- ix)"</Jr.
Using integration by parts,
(Dtf>ny) =1- fao e-iytt/>'(t)dt

j2ir: -ao
=-
- 1 fao d .
1/>(t)-[e-''']dt
j2ir: -ao dt
= __!L faa e-iytt/>(t)dt.

j2ir: -ao
That is, (Dt/>f = (ix)<$. By induction,
6.10 (D"t/>f = (ix)"¢
for all n;?: 0. Combining (6.9) and (6.10) gives (6.8).
By (6.8) if m, n;?: 0, then for 4> in Y,
<OO
since Dm(x"tf>)eL1(JR) (6.5).
(c) This is an easy exercise in integration theory and is left to the reader.
•
The fact that ](x)-+0 as lxl--+ oo is called the Riemann-Lebesgue
Lemma.
The process now begins whereby it will be shown that the Fourier
transform on V n L2 extends to a unitary operator on L2 (JR). Moreover,
the adjoint of this unitary will be calculated and it will be shown that if
id/dx is conjugated by this unitary, then the resulting self-adjoint operator
is Mx.
Changing notation a little, let u, [instead of U(y)] denote the translation
operator. Moreover, think of U, as operating on all of the LP spaces, not
just L2 , so (U,f)(x) = f(x- y) for fin U(JR). Also, let e, be the function
e,(x) = exp(ixy).
6.11. Proposition. Iff EL1(JR) and yEJR, then

[U,Jr = e_yj,
[eyfr = uyl
I
PROOF. Iff EL1(1R),
[Uyfnx) = (2n)- 112 [UJ](t)e-ixrdt
=(2n)-l/2 ff(t- y)e-ixrdt
I
= (2n)-1/2 f(s)e-ix(s+ylds
= e_y(x)](x).
The proof of the other equation is left as an exercise.

•
J:
In the proof of the next lemma the fact that 00 e- dt = is needed.
J: Jrr,
12
Those who have never seen this can verify it by putting I= e-x2 dx, noting
that I 2 = s: s:e-(x 2+y 2ldxdy, and using polar coordinates.
6.12. Lemma. If e > 0 and p,(t) = e-' 21 \ then
1 -x2/4e2
A
p,x =
( )
e.j2e .
PRooF. Note that p,ef/'. By (6.8), D{J, = (- ixp,r. Using integration by parts,
(Dp,)(x) =-=-!_ foo e-e2r2te-ixr dt

.j2ic -oo
=-=-!_(-!)Ioo e-ixrd(e-e r 2 2)
.j2ic 2e -oo
-x
=-2 {J,(x).
2e
Let t/l,(x) = e-x 2 / 4' 2 • Then both {J, and t/1, satisfy the differential equation
u'(x) = - (x/2e 2)u(x). Hence {J, = ct/1, for some constant c. But t/1 ,(0) = 1, and
{J,(O) = -1- Ioo e-•2r2 dt

.j2ic -oo
1 Ioo -s2 d
= e.j2ic -oo e s
= _1_Jn = _1_.
efo e.j2 •
6.13. Proposition. If lj!EL1 (IR) such that (2n)- 112 JRI/J(x)dx=l and if for
E> 0, 1/J,(x) = c- 1 1/J(x/c), then for every fin C 0 (IR), 1/1,* f(x)-+ f(x) uniformly
on JR.
PROOF. Note that (2n) - 112 JI/J ,(x) dx = 1 for all E> 0. Hence for any x in IR,
1/J,*f(x)- f(x)=(2n)- 112 I[f(x-t)- f(x)]llj!G)dt
=(2n)- 112 I[f(x-sE)- f(x)]ljl(s)ds.
Put w(y) =sup{ 1/(x- y)- f(x)l: yEIR}. Now f is uniformly continuous
(Why?), so if E > 0, then there is a (j > 0 such that w(y) < E if IYI < £5. Thus
w(y)-+0 as lyl-+0. Moreover, the inequality above implies
111/l,*f- flloo ~(2n)- 112 I w(sc)II/J(s)lds.
Since lj!EV(JR), the Lebesgue Dominated Convergence Theorem implies that

III/I ,k *f- f II 00 -+ 0 whenever Ek-+ 0. This proves the proposition. •
The next result is often called the Multiplication Formula. Remember that
if jEL1 (IR), ]EC 0 (JR). Hence ]gEL1 (IR) when both f and gEL1 (IR).
6.14. Theorem. Iff, gEL1 (IR), then
lR.j(x)g(x)dx= IRf(x)g(x)dx.
PROOF. The proof is an easy consequence of Fubini's Theorem. In fact, if

f, gEL1 (IR),
then
I ](x)g(x)dx = f[~f f(t)e-ixrdt Jg(x)dx
= If(t{~fg(x)e-ixrdx Jdt
f
= f(t){j(t) dt.
•
6.15. Inversion Formula. If ¢EY, then
¢(x) = 1_ fro r{)(t)eixr dt.

~2n -oo
PROOF. Let p,(x)=e-' 2 x 2 and put ljl(x)=p 1 (x). Then by Lemma 6.12
t/1 ,(x) = c- 1 t/J(x/c) = 1\(x). Also,
f
(2n)- 11 z t/J(x)dx=(2n)- 11Z J:oo 2- 11Ze-x 1 dx= l.
2 4
So t/J,*h(x)--+h(x) uniformly for any h in C0 (IR). If cpE9', put f=¢ and

g=exp, in (6.14). By Proposition 6.11 and Lemma 6.12, {J= Uxp,= Uxt/1,.
Thus
- 1 J<XJ ¢(t)e'1xe-' 2 12 dt =1- J<XJ ¢(t)t/J,(t- x)dt
A •
j2ic - <Xl j2ic - <Xl

= ¢*1/J,(x)
--+ ¢(x)
as c--+ 0. The Lebesgue Dominated Convergence Theorem implies the
J
left-hand side converges to (2n) - 1/Z </)(t)eixr dt and the theorem is proved .
In many ways the next result is a rephrasing of the preceding theorem.

•
6.16. Theorem. If §': 9'--+ 9' is defined by §' ¢ = </), §' is a bijection with
1 J<Xl cp(t)eixrdt.
(ff'- 1 ¢)(x)=-
j2ic -oo
Moreover, if 9' is given the topology induced by the seminorms { ll·llm.n: m, n ~ 0}
.
that were defined in (6.4), §' is a homeomorphism.
PROOF. By (6.7b), §' 9'!:;;;: 9'. The preceding theorem says that§' is bijective
and gives the formula for §'- 1 . The proof of the topological statement is
~~~~~
6.17. Plancherel's Theorem. If cpE9', then II¢ liz= II</) liz and the Fourier
transform §' extends to a unitary operator on L 2 (JR.).
PROOF. Let ¢E9' and put t/J(x)=¢( ..... x). So p=¢*t/IEL1 (JR) and p=</)t[/.
An easy calculation shows that t[J =$;hence p = l¢1z. Also, the Inversion
Formula shows that p(0)=(2n)- 11 zJ(l(x)dx=(2n)- 11 zJI</)(xWdx. Thus
J1 </)(x)lz dx = (2n) 11 zp(O)
= (2n) 11 z¢*t/J(O)
= f ¢(x)t/J(O- x)dx
= fl¢(xWdx.
So if!/ is considered as a subspace of L2 (R), y;, the Fourier transform, is

an isometry on!/. By Proposition 6.5 and the preceding theorem, y; extends
to a unitary operator on L2 (R). •
Warning! The content of the Plancherel Theorem is that the Fourier

transform extends to an isometry. The formula for this isometry is not given
by the formula for the Fourier transform. Indeed, this formula does not make
sense when f is not an L1 function. However, the same symbol, y;, will be
used to denote this unitary operator on L2 (R). For emphasis it is called the
Plancherel transform.
6.18. Theorem. Let A be the operator on L 2 (R) given by Af =if' and let M
be the operator defined by Mf = xf. If y;: L 2 (R)--+ L 2 (R) is the Plane here/
Transform, then y; dom M = dom A and
y;- 1 Ay;=M.
PROOF. The fact that Ay; = y; M on !/ is an immediate consequence of
Theorem 6.7(b). Since!/ is dense in both dom A and dom M, the rest ofthe
result follows (with some work-give the details). •
Fourier analysis is a subject unto itself. One source is Stein and Weiss
[1971]; another is Reed and Simon [1975].
EXERCISES
1. If~ is as in Example 6.1, show that for every fin~ there is a sequence {!.} in
C~I)(R.) such that f.-> f and f~-> f' in L2 (R.).
2. Show that the Schwartz spaceY' with the seminorms { ll·llm.• : m, n ~ 0} is a Frechet
space.
3. If tjJ is infinitely differentiable on R., show that tjJeY' if and only iffor every integer
n ~ 0 and every polynomial p, cp<•l(x)p(x)-> 0 as lxl-> oo.
4. Ifjelf(R.), 1 ~P~ oo, andgeL1 (R.), show thatf •gelf(R.) and II! •giiP~ 11/IIPIIg lit·
(Hint: See Dunford and Schwartz [1958], p. 530, Exercise 13 for a generalization
of Minkowski's Inequality.)
5. If 1/1 and 1/1, are as Proposition 6.13 and feiJ(R.), 1 ~ p < oo, show that
II! •1/1.- f IIP->0 as 1:->0. If feL""(R.), show that f •1/1,-> f (weak*).
6. IffeL1 (R.) and]eL1 (R.), show thatf(x)=(2n)- 112 fR](t)eixrdt a.e.
7. If $': L2 (R.)-> L 2 (R.) is the Plancherel Transform and f e L2 (R.), show that
($' - 1/)(x) =($'f)(- x).
8. Show that $'4 = 1 but $' 2 # 1. What does this say about u($')?
9. Find the Fourier transform of the Hermite polynomials. What do you think? (This
exercise is broken up into a series of easier steps on pages 98-99 of Dym and
McKean [1972].)
§7. Moments 343
§7. Moments
To understand this section, the preceding two sections are unnecessary.
J
Let J1. be a positive Borel measure on JR. such that It I" dJl.(t) = m" < oo for
every n? 0. The numbers {mn} are called the moments of Jl. in analogy with
the corresponding concept from mechanics. The central problem here, called
the Hamburger moment problem, is to characterize those sequences of numbers
that are moment sequences. Just as self-adjoint operators are connected to
measures, the theory of self-adjoint operators is connected to the solution
of this moment problem.
7.1. Theorem. If {m": n? 0} is a sequence of real numbers, the following

(a) There is a positive regular Borel measure Jl. on IR such that Jltl" dJi.(t) < oo
J
for all n ? 0 and mn = t" dJl.(t).
(b) If a0 , ... ,anE<C, then 'L'i.k=Omi+kai~k? 0.
(c) There is a self-adjoint operator A and a vector e such that eedom A" for
all nand mn = (A"e, e) for all n? 0.
Before proving this theorem, a preliminary result is needed. This result is

useful in many other situations and is one of the standard ways to show that
a symmetric operator has a self-adjoint extension.
7.2. Proposition. Let T be a symmetric operator on Yf and suppose there is a

function J: :Yf--+ Yf having the following properties:
(a) J is conjugate linear (that is, J(h +g)= Jh + Jg and J(ah) = ~Jh);
(b) j2 = 1;
(c) J is continuous;
(d) J dom T s; dom T and T J s; JT.
Then T has a self-adjoint extension.
PROOF. First note that if hedom T, then Jhedom T and h = J(Jh). Hence
Jdom T=dom T and JT= TJ.
<
Let hE£ and define L: Yf--+ <C by L(f) = h, Jf). Since J is conjugate
linear, Lis a linear functional. By (c), Lis continuous. Thus there is a unique
vector h* in £such that L(f) = (f, h*). LetJ*h = h*. ThusJ*: Yf --+.Yf and
7.3 <f, J*h) = (h, Jf).
It is clear that J* is additive. If aE<C, then (f,J*(ah))=(ah,Jf)=
a(f, J*h) = (f, ~J*h). Thus J* is conjugate linear. Since 1 2 = 1, it follows
that 1* 2 = 1.
Let hEdom T* andfEdom T. Then (T Jf,h) = (Jf, T*h) = (J*T*h,f)
by (7.3). But also by (d),< T Jf, h)= (JTf, h)= (J*h, Tf). So (J*T*h,f) =
(J*h, Tf) for all h in dom T* and fin dom T. But this says that J*hEdom T*
whenever hedom T* and, furthermore, T* J*h = J*T*h. Since 1* 2 = 1, it

follows that J* dom T* = dom T* and J* T* = T* J*.
Now let heker(T* ± i). Then T* J*h = J* T*h = J*( ± ih) = iJ*h. Thus +
+
J* ker(T* ± i)!;;; ker(T* i). Since J* 2 = 1, J* ker(T* ± i) = ker(T* i). But +
J* is injective. Indeed, if J*h = 0, then h = J*(J*h) = 0. Thus the deficiency
indices ofT are equal. By Theorem 2.20, T has a self-adjoint extension. •
PROOF OF THEOREM 7.1. (a) implies (b). If a 0 , ... , 1XnECC, then
= II k t 1Xktkl2 djl(t) ~ 0.
(b) implies (c). Let Yf0 =the collection of all finitely nonzero sequences of
complex numbers {IX": n ~ 0}. That is, {IX 0 , IX 1 , ... } EYf0 if a"eCC for all n ~ 0
and IX"= 0 for all but a finite number of values ofn. If x = {1Xn}, y = {Pn}EYf0
define [ x, y] by
00
7.4 [x,y] = L mi+kiX)Jk.

j,k=O
It is easy to see that Yf0 is a vector space and (7.4) defines a semi-inner
product on Yf0 • In fact, it is routine that [·, ·] is sesquilinear and condition
(b) implies that [x, x] ~ 0 for all x in Yf0 •
Let f 0 = {xeYf0 : [x, x] = 0} and let Yf 1 be the quotient vector space
Yf0 /f 0 • If h = x + f 0 and f = y + f 0 EYf1 , then
7.5 (h,f) = [x, y]

can be verified to be a well-defined inner product on Yf1 • Let Yf be the
Hilbert space obtained by completing Yf 1 with respect to the norm defined
by the inner product (7.5).
Now to define some operators. If x = {1Xn}EYf0 , let T0 x = {0, IX 0 , a 1 , ... }.
It is easy to check that T0 is a linear transformation on Yf0 . Also, if x = {1Xn},
y= {Pn}EYf0 , let T0 x= {Yn}· So y0 =0 and Yn=IXn- 1 ifn~ 1. Hence
00
[Tox, y] = L mi+kYiPk
j,k=O
00
= L mi+kiXi-1 Pk
j= 1
k=O
00
= L mi+k+ 11Xipk
j,k=O
§7. Moments 345
00
L mj+kryjfk-1
j=O
k=1
= [x, T0 y].
In particular, if xE.%0 , then the preceding equation and the CBS inequality
imply that
I[T0 x, T0 x] I= I[T~x, x] I~ [T~x, T~x] [x, x]
=0
Hence T0 .%0 s % 0 • Thus T0 induces a linear transformation Ton Jll'1 defined
<
by T(x + .%0 ) = T0 x + .%0 . It follows that Th,f) = (h, Tf) for all h,f in
Jll'1 . Since£'\ is, by definition, dense in £', Tis a densely defined symmetric
operator on £'. Now to show that T has a self-adjoint extension.
Define J 0 : £'0 --> £'0 by J 0 ( {ct.})= {a.}. It is easy to see that J 0 is conjugate
linear and J~ = 1. Also, J 0 T0 = T0 J 0 . An easy calculation shows that
[J 0 x, J 0 y] = [x, y] for all x, y in £'0 . So J 0 .%0 s .%0 and } 0 induces a
conjugate linear function 1 1 : £'1 -->£'1 defined by J 1 (x + .%0 ) = J 0 x + .%0 .
It follows that J 1 T = T J 1 , Ji = 1, and IIJ 1 h I = I h II for all h in £'1 . Thus
J 1 extends to a conjugate linear J: Jll'--> Yf' such that J 2 = 1 and II Jh I = I h I
for all h in £'. Hence J is continuous. Also, J dom T = J 1 £'1 s £'1 = dom T
and T J s JT By Proposition 7.2, T has a self-adjoint extension A.
Let e0 = {1,0,0, ... }E£'0 . Hence T~e 0 has a 1 in the nth place and zeros
elsewhere. If e = e0 + .%0 , then eEdom T" s dom A" for all n ~ 0. Also,
<A"e, e) = [T~e 0 , e 0 ] = m.
for n ~ 0.
(c) implies (a). By the Spectral Theorem there is a spectral measure E for
A. Let 11 = Ee.e; by (4.11) 11 is supported on IR and, since eEdom A, 11 is finite.
Moreover, since eEdom A" for every n ~ 0 it follows (supply the details) that
J J
t" d11(t) < oo for every n ~ 0. Finally, by (4.9), m. = <A"e, e) = t" d11(t) for
every n ~ 0. •
The measure obtained in Theorem 7.1 need not be unique since, in the
proof that (b) implies (c) above, the self-adjoint extension of T may not be
unique. See pages 201-202 of Berg, Christensen, and Ressel [1984] for an
example as well as further discussions of moment problems.
EXERCISES
l. (Stieltjes.) Let {m.: n ~ 0} be a sequence of real numbers and show that the following
statements are equivalent. (a) There is a positive regular Borel measure 11 on [0, oo)
J
such that m. = t" d~t(t) for all n? 0. (b) If IX 0, ... , IX"E<C, then L~.k=omiHIX/ik ~ 0
and L.;.k=omi+k+ 1 11fXk ~ 0. (c) There is a self-adjoint operator A with a( A) s [0, oo)
<
and a vector e in dom A" for all n ~ 0 such that m. = A"e, e) for n ~ 0.
2. (Bochner.) Let m: lR-> <C be a function and show that the following statements are
equivalent. (a) There is a finite positive measure JL on R such that m(t) = eixr dp(x) J
for all t in R.. (b) m is continuous and if IX0 , ... , IX.eCC and t0 , ••• , t.eR., then
r.;.k= 0m(ti- tk)IXi'Xk ~ 0. (c) There is a strongly continuous one-parameter unitary
group U(t) and a vector e such that m(t) = ( U(t)e, e) for all t. (Hint: Let .1f0 =all
functions f: R-+CC that vanish off a finite set.)
3. Let {m.: neZ} s;;; CC and show that the following statements are equivalent. (a)
J
There is a positive measure JL on iJ[) such that m. = z" dp(z) for all n in Z.
(b) If IX -•• ... , IX_ 1 , IX0 , IX 1 , ... , IX.eCC, then r.;.k= -nmi-kiX/ik ~ 0. (c) There is a unitary
operator U and a vector e such that m. = ( u•e, e) for all n.
4. Show that the operator A that appears in the proof that (7.1b) implies (7.1c) is cyclic.
CHAPTER XI
Fredholm Theory
This chapter is entirely independent of the preceding one and only

tangentially dependent on Chapters VIII and IX.
The purpose of this chapter is to study certain properties of operators on
a Hilbert space that are invariant under compact perturbations. That is, we
want to study properties of an operator A in gj(.Jf) that are also possessed
by A+ K for every K in gj 0(£). The correct view here is to consider this
undertaking as a study of the quotient algebra f1J(.Jf)/gj 0(£) = fll/fll 0-the
Calkin algebra. Any property associated with an element of the Calkin algebra
is a property associated with a coset of operators and vice versa. It is
useful-indeed essential-to relate these properties to the way in which the
operators act on the underlying Hilbert space.
§ 1. The Spectrum Revisited

In Section VII.6 we saw several properties of the spectrum of an operator
on a Banach space. In particular, the concepts of point spectrum, a p(A), and
approximate point spectrum, aap(A), were explored. It was also shown
(VII. 6.7) that 8a(A) <:;; aap(A). Recall that alA) is the left spectrum of A and
a,(A) is the right spectrum of A.
1.1. Proposition. If A Egj(.Jf), the following statements are equivalent.

(a) Jc¢aap(A); that is, inf{ I (A- Jc)h II: I h II= 1} > o.
(b) ran(A- Jc) is closed and dim ker(A- A)= 0.
(c) ),¢a1(A).
348 XI. Fredholm Theory
(d) X¢oAA*).
(e) ran(A*- I)= Yf.
PROOF. By Proposition VII.6.4, (a) and (b) are equivalent. Also, if BEBI(Yf),
then B(A -A)= 1 if and only if (A* - X)B* = 1 so that (c) and (d) are easily
seen to be equivalent.
(b) implies (c). Let A= ran(A -A) and define T: Yf-> A by Th =(A - A)h;
then T is bijective. By the Open Mapping Theorem, T- 1 : A-> Yf is
continuous. Define B: Yf -> Yf by letting B = T- 1 on A and B = 0 on A J..
Then BEBI(Yf) and B(A -A)= 1. (Note that we used a property of Hilbert
spaces here; see Exercise VI1.6.5.)
(d) implies (e). Since X¢o'r(A*), there is an operator C in 81(£) such that
(A*- I)C = 1. Hence Yf =(A*- I)CYf ~ ran(A*- I).
(e) implies (a). Let % = ker(A*- I)J. and define T: % ->Yf by
Th =(A*- I)h. Then Tis bijective and hence invertible. Let C: Yf-> Yf be
defined by Ch = T- 1 h. Then CYf =%and (A*- I)C = 1. Thus C*(A- A)= 1
so that if hE£, II h II = II C*(A - A)h II ~ II C* II II (A - A)h 11. Hence
inf{II(A-A)hll: llhll = 1}~ IIC*II- 1 . •
If A~ <C, A*= {X: AEA}.
1.2. Corollary. If AEBI(Yf), then oa(A) ~ a1(A)na,(A) = aap(A)naap(A*)*.

PROOF. The equality is immediate from the preceding theorem. In fact,
a1(A) = aap(A) and a,(A) = a1(A*)* = O'ap(A*)*. If AEoa(A), then (VII.6.7)
AEO'ap(A). But IEoa(A*) so that XEaap(A*). •
For normal elements there is less variety. The pertinent result is proved
here in a more general setting than that of operators.
1.3. Proposition. Let d be a C*-algebra with identity. If a is a normal element

of d, then the following statements are equivalent.
(a) a is invertible.
(b) a is left invertible.
(c) a is right invertible.
PROOF. Assume that a is left invertible, so there is a b in d such that ba = 1.
Thus for any x in d, II x II = II bax II ~ II b 1111 ax II, and hence II ax II ~ II b 11- 1 11 x 11.
In particular, this is true whenever xEC*(a). Because a is normal, C*(a) is
isomorphic to C(K) where K =a(a) and where the isomorphism takes a into
the function z (z(w) = w). The inequality above thus becomes: II zf II ~ II b 11- 1 II! II
for every f in C(K). It must be shown that O¢K ( = a(a)). If OEK, then for
every integer n there is a function fn in C(K) such that 0 ~ fn ~ 1, fn(O) = 1
and fn(z) = 0 for z inK and lzl ~ n- 1 . Since OEK, llfn II= 1. But II zfn II~ 1/n.
This contradicts the inequality and so O¢a(a); that is, a is invertible.
The argument above shows that (b) implies (a). If a is right invertible, then
a* is left invertible. By the preceding argument a* is invertible, and hence

wis~ •
1.4. Proposition. If N is a normal operator, then u(N) = u,(N) = u 1(N). If A. is

an isolated point of u(N), then AEC1 p(N).
PROOF. The first part of the proposition is immediate from the preceding
result. If A. is an isolated point of u(N) and N = zdE(z), then f
0 # E( {A.})£'= ker(N- A.) (Exercise IX.2.1). •
EXERCISES
l. Let S be the unilateral shift of multiplicity 1 on f(IN) and find a 1(S) and a,(S).
2. The compression spectrum of A, ac(A), is defined by ac(A) = {A.eCC: ran(A- A.) is
not dense in Jt"}. Show: (a) leac(A) if and only if Iea p(A*). (b) ac(A) £ a,(A),
but this inclusion may be proper. (c) o'c(A) is not necessarily closed.
(d) a(A) = a.p(A)uac(A).
3. If AE.si(Jt") and feHoi(A), then f(ap(A))£ap(f(A)). Iff is not constant on any

component of its domain, then f(a p(A)) =ap(f(A)).
4. If Ae.si(Jt") and f eHoi(A), then f(a.p(A)) = a.p(f(A)).
§2. Fredholm Operators

We begin with a definition.
2.1. Definition. If Jt' and £'' are Hilbert spaces and A: Jt'-+ £'' is a bounded
operator, then A is said to be left semi-Fredholm if there is a bounded operator
B: £'' -+ Jt' and a compact operator K on Jt' such that BA = 1 + K.
Analogously, A is right semi-Fredholm if there is a such a bounded operator
B and a compact operator K' on £'' such that AB = 1 + K'. A is a
semi-Fredholm operator if it is either left or right semi-Fredholm and A is a
Fredholm operator if it is both left and right semi-Fredholm.
Observe that A is left semi-Fredholm if and only if A* is right
semi-Fredholm. Thus results about semi-Fredholm operators will usually
only be phrased in terms of left semi-Fredholm operators and the reader will
be allowed to make the appropriate statement for right semi-Fredholm
operators.
Note that a left invertible operator is left semi-Fredholm. However it is
easy to get left semi-Fredholm operators that are not left invertible.
2.2. Example. Let Jt' = Jt'0 EB Jt' 1 EB · · ·, where dim Jt'i = tX for all j ~ 0, and
letS be the unilateral shift of multiplicity tX with respect to this decomposition.
(So S maps Jt'i isometrically onto Jt'i+ 1 .) Recall that S*S = 1 so S is left
invertible and hence left semi-Fredholm. Also SS* = 1 - P 0 , where P 0 is the

projection of£' onto £'0 . So S is Fredholm if a< oo.
In the next result, the equivalence of the first three conditions is referred
to as Atkinson's Theorem. The rest of this theorem is from Wolf [1959],
Schechter [1968], and Fillmore, Stampfli and Williams [1972].
2.3. Theorem. If A: £'-+ £'' is a bounded operator, the following statements

are equivalent.
(a) A is left semi-Fredholm.
(b) ran A is closed and dim ker A< oo.
(c) There is a bounded operator B: £''-+ £' and a finite rank operator F
on £' such that BA = 1 +F.
(d) There is no sequence { hn} of unit vectors in £' such that hn-+ 0 weakly
and lim IIAhnll = 0.
(e) There is no orthonormal sequences {en} in£' such that lim IIAen II= 0.
(f) There is a () > 0 such that {hE£': II Ah II ~()II hll} contains no infinite
dimensional manifold.
(g) Ifthe positive operator(A*A) 112 = J~tdE(t), then there is a (j >0 such that
E[O, b]Jt' is finite dimensional.
(h) If K E&l0 (£'), then dim ker(A + K) < oo.
PROOF. (a) implies (b). According to (a) there is a bounded operator B such
that n(B)n(A) = 1; that is, n(BA- 1) = 0. Hence BA = 1 + K for some compact
operator K. But ker Asker BA = ker(l + K). Since the eigenspace
corresponding to nonzero eigenvalues of compact operators are finite
dimensional, dim ker A< oo. Also, the Fredholm Alternative (VII.7.9) implies
ran BA = ran(K + 1) is closed. Hence there is a constant c > 0 such that for
h l. ker(BA), II BAh II ?: c II h 11. Thus if hE[ker BA] _~_, ell h II ~ II B II II Ah II, or
II Ah II ?: (c/ II B II) II h 11. This implies that A([ker BA] _[_) is closed. But
ran A= A([ker BAF) + A(ker BA). Since A(ker BA) is finite dimensional,
ran A is closed.
(b) implies(c). First define A 1 : (ker A)_[_-+ ran A by A 1 =A l(ker A)_[_ and note
that A 1 is invertible by The Open Mapping Theorem. Let P be the projection
of£'' onto ran A and define B: £''-+ £' by B = A 1 - 1 P. It is left to the reader
to check that BA = 1 - F, where F is the orthogonal projection of £' onto
ker A. Since ker A is finite dimensional, this establishes (c).
(c) implies (a). This is clear.
(a) implies (d). Suppose {hn} is a sequence of unit vectors in £' that
converges weakly to 0 and let B: £''-+ £' and K be as in the definition of
a left semi-Fredholm operator. Since BA = 1 + K, 11- II BAhn II I= Ill hn II -
II BAhn Ill ~ II Khn II and II Khn II -+ 0 since K is compact. Thus II BAhn II -+ 1 and
so it is impossible for {Ahn} to converge to 0 in norm.
(d) implies (e). Orthonormal sequences converge weakly to 0.
(e) implies (f). If (f) is false, then for every positive integer n there is an
infinite dimensional manifold An such that II Ah II ~ (1/n) II h II for all h in An.
Let e 1 be a unit vector in .A1 . Suppose e 1 , ••• ,en are orthonormal vectors
such that ekE.itb 1 ~ k ~ n. Let E be the projection of Jf onto V {e 1 , ... ,en}·
If .An+ 1 n [ e 1 , ... , en].!. = (0), then E is injective on .An+ 1 . Since dim .An+ 1 = oo
and dim ran E < oo, this is impossible. Thus there is a unit vector en+ 1 in
.An+ 1 such that en+ 1 .l { e 1 , ... , en}. The orthonormal sequence {en} shows
that (e) does not hold.
J
(f) implies (g). Let IA I= tdE(t) and let J > 0. If hEE[O, J]Jf, then
IIAhll 2 = <A*Ah,h)
=<IAI 2 h,h)
= f: t 2 dEh,h(t) ~J 2 Eh,h[O, J]
= J 2 ll h 11 2 -
So E[O, J]Jf £ { h: II Ah II ~ J II h II}. By (f) there is a b > 0 such that E[O, 6)£
is finite dimensional.
(g) implies (c). Let A~= {E[O, 6]£} 1.. Now IA I maps .A~ bijectively onto
A~. In fact, the inverse of lA I: A~-+A~ is (J:t- 1 dE(t))IA~. Let A= VIAl
be the polar decomposition of A. Since A~£: ran IA I£: initial U, U maps A~
isometrically onto some closed subspace 2 of ran A. Let V = the inverse of
U on 2 and V = 0 on 2.!.; that is, Vl2.l. = 0 and Vl2 = (UIA~)- 1 . Hence
Vis a partial isometry. Let B 1 = J: t- 1 dE(t) and put B = B 1 V. If hE A~, then
BAh= B 1 VUIAih =h. If hEAf = E[O,J]h, IAihEAf and so VIAih.l2;
thus BAh= 0. Hence BA = E(b, oo) = 1 - E[O, b], and E[O, b] has finite rank.
(a) implies (h). Let B: Jf'-+ Jf be a bounded operator such that BA = 1 + L,
where L is a compact operator on Jf. If K: Jf-+ Jf' is any compact
operator, then B(A + K) = 1 + (L + BK) and L + BK is compact. By
definition A + K is left semi-Fredholm. Since we have already shown that
(a) implies (b), dimker(A + K) < oo.
(h) implies (e). Suppose (e) does not hold. So there is an orthonormal
sequence, {en} usch that II A en II-+ 0. By passing to a subsequence if necessary,
it may be assumed that z.::=
1 11 Aen 11 < oo. Thus for any h in£,
2
II <h, en>IIIAen II~ [Li <h. en> l r 0:: II Aen ll

2 12 2 r 12
~ Cllh II,
where C = [ L: II A en 11 2 ] 112 . Thus Kh = L: "'_ < h, en) A en defines a bounded
operator. Moreover, if Knh = L:'J= 1 <h.~~)Aei, it is easy to see that
IIKn- K 11-+0. Thus K is compact. But (A- K)en = 0 for every n, so
dim ker(A - K) = oo. •
As mentioned previously, the result for right semi-Fredholm operators

that is analogous to the preceding theorem is left for the reader to state. We
will, however, make explicit part of this result for Fredholm operators.
2.4. Corollary. A bounded operator A: Yf--+ Yf' is Fredholm if and only if

ran A is closed and both ker A and ker A* are finite dimensional.
In the case of a bounded operator A from a Hilbert space Yf into itself,
the concept of a semi-Fredholm operator can be rephrased in terms of the
corresponding concept in the Calkin algebra, flJ I 810 . In fact, this will be the
primary situation in which the ideas of Fredholm theory are applied. The
next result is immediate from the definition.
2.5. Proposition. For a Hilbert space Yf, let n: flJ--+ flJ I flJ0 be the natural map
and let AEflJ = flJ(Yf). The operator A is left (respectively, right)
semi-Fredholm if and only if n(A) is left (respectively, right) invertible in the
Calkin algebra.
For notation, let fft = fft(Yf) and ff, = ff,(Yf) be the set ofleft and right
semi-Fredholm operators on the Hilbert space £. So ff = ffrnff, and
Y ff = fft u ff, are the sets of Fredholm and semi-Fredholm operators on
Yf. Since ffr =the inverse image under n of the left invertible elements of
the Banach algebra f!l I 810 , the next proposition is immediate.
2.6. Proposition. Each ofthe sets fft. ff,, ff, andYff are open subjects of81.
EXERCISES
1. If AE~(Jt') and ran A is closed, prove than ran A* is closed without using Theorem
VI.l.lO. [Hint: Show that there is a bounded operator Bon Jt' such that BA =the
projection of Jt' onto (ker A).L .]
2. Give a direct proof that (b) implies (a) in Theorem 2.3.
3. Let A, B, C E~(Jt') and define X: Jt'< 2 J-> Jt'< 2 J by the matrix X = [ ~ ~ J

(a) Show
that if AE.?l", then XE.?l" if and only if CE.?l". (b) If AE.?l", show that XEY'.?l"
if and only if CEY'.?l". (c) Suppose A, CEY'.?l" with dim ker A= oo and
dim kerC* = oo. Show that X¢!/'.?.
4. If A E~(Jt'), show that A .A is closed for every closed subspace .A of Jt' if and only
if A has finite rank or A is left Fredholm.
5. If :rand qy are Banach spaces and T E~(P£, qlf) such that the Hamel basis dimension
(that is, the algebraic dimension) of qy /(ran T) is finite, then ran T is closed.
6. Show that a normal operator is Fredholm if and only if 0 is not a limit point of
a(N) and dim kerN < oo. (See Proposition 4.5 below.)
§3. The Fredholm Index

I wish to acknowledge that the basis of this section is a development of the
Fredholm index which I learned from my colleague Hari Bercovici.
If A is a semi-Fredholm operator, define the (Fredholm) index of A, ind A, by

ind A= dim ker A - dim(ran A)_j_
3.1
=dim ker A- dim ker A*.
Note that ind AE1lu { ± oo} and it is necessary for either ker A or ker A*
to be finite dimensional in order for (3.1) to make sense. For ind A to be well
defined, it is not necessary that ran A be closed (the other part of the definition
of semi-Fredholm operators), but this property will be used in a critical way
when the properties of the index are established.
See Dieudonne [1985] for some historical notes on the Fredholm index.
The main properties of the Fredholm index are contained in Theorems 3.7,
3.11, and 3.12 below. But we will begin with some elementary results.
3.2. Proposition. If A: :Yt--+ :Yt' and :Yt and :Yt' are finite dimensional, then
A is Fredholm and ind A= dim :Yt- dim :Yt'.
PROOF. Clearly A is Fredholm. From linear algebra we know that
dim:Yt = dim(ranA) + dim(ker A)= [dim:Yf'- dim(ranA).L] + dim(ker A).
Thus indA = dim(ker A)- dim(ranA).L = dim:Yt- dim:Yt'. •
The next result is actually just a restatement of the Fredholm Alternative

(VII. 7.9).
3.3. Proposition. If K: :Yt--+ :Yt is a compact operator and A. =1= 0, then A. + K

is Fredholm and ind(A. + K) = 0.
We already observed that the adjoint of a semi-Fredholm operator is also

a semi-Fredholm operator. This same reasoning produces the calculation of
the index.
3.4. Proposition. (a) If A is a semi-Fredholm operator, then A* is also

semi-Fredholm and ind A* = - ind A.
(b) If N is a normal operator on a Hilbert space :Yt, then N is semi-Fredholm
if and only if N is Fredholm, in which case ind N = 0.
(c) If A and B are Fredholm operators, then A EBB is Fredholm and
ind(A EBB)= ind A+ ind B.
PROOF. As stated, the proof of (a) is easy. For part (b), recall that for a normal
operator N, II Nh II= II N*h II for every vector h in :Yt. Thus kerN= kerN*.
The result is now immediate. The proof of (c) is left to the reader. •
Also see Exercise 2.6 and Proposition 4.5 below.

The next theorem is one of the main properties of the Fredholm index.
But first two lemmas are required.
3.5. Lemma. Let A: Yf -> Yf', Yf = A ED%, Yf' = A' ED%', and suppose A
has the matrix
relative to these two decompositions of Yf and Yf'. If A 1 is invertible and

.AI and .AI' are finite dimensional, then A is Fredholm and ind A = dim .AI -
dim%'.
PROOF. It is easy to see that ran A is closed since ran A 1 =A' and dim .AI< oo.
Let's show that ker A*= ker Ai and dim(ker A)= dim(ker A 2 ). If this is
done, then ind A= dim(ker A)- dim(ker A*)= dim(ker A2 ) - dim(ker Ai) =
dim .AI- dim .AI' by Proposition 3.2.
For the first of the two desired equalities, let f' EA' and g' E%'. Then
A *(f' ED g') =A if' ED (X* f' + Aig'). So f' ED g' Eker A* if and only if A if' = 0
and Aig' = -X* f'. But A 1 is invertible, so this happens exactly when f' = 0,
and hence Aig' = 0. From here it is clear that ker A*= ker Ai. For the second
equality, note that g-> - A~ 1 X g ED g is a bijection between ker A 2 and ker A .
•
The second lemma is elementary and its proof is left to the reader.
3.6. Lemma. Let A and .AI be two closed subspaces of the Hilbert space Yf.
(a) If An .AI= (0) and dim .AI= r:f), then dim A_]_ = oo.
(b) If dim A_j_ = oo and dim .AI< oo, then dim(A + %)_]_ < oo.
3.7. Theorem. If A: Yf-> Yf' and B: Yf'-> Yf" are left semi-Fredholm operators,
then BA is a left semi-Fredholm operator and ind BA = ind A+ ind B.
PROOF. By definition, there are operators X and Y such that X A = 1 + K
and YB = 1 + K', where K and K' are compact operators on the appropriate
spaces. Hence (XY)(BA) = X(1 + K')A = 1 + (K + XK'A), and K + XK'A is
compact. Therefore BA is left semi-Fredholm.
To prove the formula for the index, we consider 4 cases.
Case 1. Both A and B are Fredholm.
Let A' =(ran A) n (kerB)_]_ and put %' = A'_]_.
Claim 1: %' is finite dimensional.
To see this note that .AI'= A'_]_ =(ran A)_j_ v (kerB). Since both of these
spaces are finite dimensional, so is %'. Let A= A - 1 (A')n(ker A)_j_;
.AI=A_j_; A"=BA'; .AI"=An_j_. Note the following: A(A)=A'; AlA is
invertible (because ker(A IA)= ker An A= (0)); Bl A' is invertible.
Claim 2: .;V is finite dimensional.
Indeed, let A 1 =AI(kerA)j_; so A1 : (kerA)j_-+ranA is invertible. But

A; 1(.1t')=.A, so dim[(kerA)j_n.ltj_]=dim[(ranA)n.A'j_], and this last
dimension is finite since %' is finite dimensional.
Claim 3: %" is finite dimensional.
In fact, dim[(kerB).Ln.A.L]<oo and so dim[(ranB)n.Ad]<oo. This

implies that dim%"< oo. Now represent the operators as 2 x 2 matrices:
.A'
X] :Ef)
A=[ ~1
.A
-+ Ef),
A2 JV .;V'
B=[~1
YJ :Ef).A' -+
.A"
Ef),
B2 JV' .;V"
BA=[B1:1
z],u :Ef) -+
.It"
Ef).
B2A2 JV .;V"
It follows that B 1 and A 1 are invertible. Since %,%',and %" are finite
dimensional, the preceding lemma implies that ind A = dim .;V - dim%',
ind B =dim%'- dim%", and ind BA =dim .;V- dim%"= ind A + ind B.
Case 2. Assume ind B = - oo.
This is equivalent to the assumption that dim(ran B)j_ = oo. But

ran B 2 ran BA and so dim(ran BA)j_ = oo. Hence ind BA = - oo = ind A +
indB.
Case 3. Assume B is invertible.
Without loss of generality we may assume that ind A = - oo since the

alternative situation is covered in Case 1. If .A= B(ran A)= ran BA and
.;V = B([ran A)j_), then the fact that B is invertible implies that .A nJV = (0)
and JV is infinite dimensional. Thus Lemma 3.6(a) implies that
oo = dim .A j_ = dim (ran BA) j_ and so ind BA = - oo = ind A + ind B.
Case 4. B is a Fredholm operator.
Again, without loss of generality we may assume that ind A = - oo. It

must be shown that ind BA = - oo.
Put £'~ = (kerB) j_ and £'~ = ran B; define B 1 : £'~ -+ £'~ as the restriction
of B to £'1 . Clearly B 1 is invertible. If P is the orthogonal projecton of £'

onto £~, let A 1 : Jt-+ £~ be defined by A 1 = P A. Now both P and A are
left semi-Fredholm, so A 1 is left semi-Fredholm as was established at the
opening of the proof.
Note that Lemma 3.6(b) implies that dim(ranA + ker B)j_ = oo. But
(ran A1)j_ = ker Aj = ker A*P =kerB+ (ker A*)n(ker B)j_ =kerB+ (ran A+
ker B)j_ and so indA 1 =- oo. According to Case 3, ind B 1 A1 =- oo.
This is equivalent to the condition that oo = dim(ranB 1 A 1 )j_ =dim(£'{ n
[B(ranA 1 )]j_). But B(ranA 1 )=BP(ranA)=B(ranA)=ranBA and so £'{n
[B(ran A 1)]j_ £(ran BA)j_. Thus ind BA = - oo. •
3.8. Corollary. If A EYi'1 and R is an invertible operator, then RAR- 1 EYi't

and ind RAR- 1 = ind A.
Before going further, let's look at some examples.
3.9. Example. Let S be the unilateral shift of multiplicity ct. We saw in

Example 2.2 that S is left semi-Fredholm. It is easy to calculate that
ind S = -ct. According to the preceding theorem, ind S2 = - 2ct. But, of
course, S 2 is the unilateral shift of multiplicity 2ct.
3.10. Example. Let S be the unilateral shift of multiplicity ct on the Hilbert

space£ and put A=SEBS*. Note that kerA=(O)EBkerS* and
ran A =(ran S) EB £'. Thus A has closed range. The operator A, however, is
semi-Fredholm if and only if a< oo, in which case A is a Fredholm operator.
Also when a < oo, ind A = 0.
3.11. Theorem. If A: £-+ £' is a left (respectively, right) semi-Fredholm

operator and K: £-+£'is a compact operator, then A + K is left (respectively,
right) semi-Fredholm and ind A= ind(A + K).
PROOF. Assume that A is a left semi-Fredholm operator. By definition there
is an operator X: £'-+ Jt and a compact operator K 0 : £-+ £ such that
XA=l+K 0 . Thus X(A+K)=l+(K 0 +XK) and so A+K is left
semi-Fredholm.
To verify that ind A= ind(A + K), first assume that A is Fredholm. So
there is a Fredholm operator X and a compact operator L such that
XA = 1 + L. But Theorem 3.7 implies that XA is Fredholm and, using
Proposition 3.3, 0 = ind(l + L) = ind A + ind X; so ind A = - ind X. But
X(A + K) = 1 + (L + XK) and so the same type of reasoning implies that
ind(A + K) =- indX = indA.
Now assume that A is left semi-Fredholm; so A+ K is also left
semi-Fredholm. If ind A is finite, then A is Fredholm and we are done by
the preceding paragraph. If ind A is - oo, then ind(A + K) must also be - oo
for otherwise A + K is Fredholm and it follows that A =(A + K)- K is also
Fredholm, a contradiction. •
The preceding theorem says that the value of the index is impervious to
compact perturbations. The next result, the third in the list of important
properties ofthe Fredholm index, says that the value ofthe index is unchanged
for all perturbations of the operator, provided that the size of the perturbation
is sufficiently small.
3.12. Theorem. If A: Jf-+ Jf' is a Fredholm operator, then there is an e > 0

such that if Y E!!l(Jf, £') and II Y I < e, then A+ Y is Fredholm and
ind A= ind(A + Y).
PROOF. With respect to the decompositions Jf = (ker A).L EB ker A and
Jf' = ran A Ef> ker A*, the operator A has the matrix
[ ~1 ~]
and A 1: (ker A).l-+ ran A is invertible since A is Fredholm. Thus there is an
e > 0 such that if II Y1 II < e, then A 1 + Y1 is invertible. If Y: Jf-+ Jf' and
I Y II < e, then, with respect to the same decomposition of Jf,
and so
where the first matrix represents a Fredholm operator and the second
represents a finite rank operator. Therefore ind(A + Y) is the index of the
first matrix. But since A 1 + ¥1 is invertible, Lemma 3.5 implies that this index
is equal to dim(ker A) - dim(ker A*) = ind A. •
3.13. Corollary. If!/ ff is given the norm topology and 7l u {± oo} is given
the discrete topology, then the Fredholm index is a continuous function from
!/$' into 7l u { ± oo}.
This continuity statement has an equivalent formulation. Because !/ff is
an open subset of~(£), its components are open sets. Thus the continuity
of the index is equivalent to the statement that it is constant on the
components of!/$'.
For a treatment of the Fredholm index applicable to unbounded operators
on a Banach space, see Kato [1966], pp. 229-244. For other approaches to
Fredholm theory, with variations and generalizations of the material in this
book, see Caradus, Pfaffenberger, and Yood [1974] and Harte [1982].
EXERCISES
1. Prove Lemma 3.6.
2. If Ae~(£') and ran A is closed, show that ran A<"'> is closed. If Ae[!l9' and
ker A= (0), show that A<"">e[!l9' and ind A<"'>= - oo or 0.
3. Does the unilateral shift of multiplicity 1 have a square root?

4. Show that for every n in Z u { ± oo} there is an operator A in !I'.? such that
indA =n.
5. If AE!I'ff, then for every n ~ 1, A"E!I'ff and ind A"= n(indA).
6. If A: Jt'---+ £' is a left semi-Fredholm operator, then there is a finite rank operator
F: Jt'---+ £' such that ker(A +F)= (0) and ind(A + F)= ind A.
7. If A is a Fredholm operator in 96'(£), prove that the following statements

are equivalent. (a) ind A= 0. (b) There is a compact operator K such that
A + K is invertible. (c) There is a finite rank operator F such that A + F is
invertible.
8. If U is the unilateral shift of multiplicity 1 and n: 96'(£) ---+B!l'(£)/96'0 (£) is the
natural map, show that n(U) is normal in B!l'(£)/96'0 (£) but there is no normal
operator N such that U-N is compact. (See Exercise IX.8.14.)
§4. The Essential Spectrum

Now concentrate on operators acting on a single Hilbert space Jf and let
n: f!l~f!l/f110 be the natural map from f!I(Jf') into the Calkin algebra. Since
the Calkin algebra is a Banach algebra with identity, the next definition
makes sense.
4.1. Definition. If AeYI(Jf), the essential spectrum of A, a.(A), is the spectrum

of n(A) in Pl/f110 ; that is, a.(A) = a(n(A)). Similarly the left and right essential
spectrum of A are defined by O'te(A) = O't(n(A)) and a,.(A) = a,(n(A)),
respectively.
The proof of the next proposition is a straightforward application of

the general properties of the various spectra in an arbitrary Banach
algebra.
4.2. Proposition. Let A E f!l( £).

(a) a .(A)= a 1.(A) u a,.(A).
(b) O'te(A) = a,.(A*)*.
(c) O'te(A) £: at(A), a,.(A) £: a,(A), and a.(A) £: a(A).
(d) ar.(A), a,.(A), and a.(A) are compact sets.
(e) If K is a compact operator, ar.(A + K) = at.(A), a,.(A + K) = a,.(A), and
a.(A + K) = a.(A).
Our understanding of semi-Fredholm operators gained in the preceding

sections can now be applied to better understand the essential spectrum.
Indeed, O't.(A) = {Ae<C: A- J.¢~1 }. Thus an application of Theorem 2.3 gives
us the following.
4.3. Proposition. Let A EBI(Yt').

(a) 2Ea 1e{A) if and only if dim ker(A- A.)= oo or ran(A -A.) is not closed.
(b) A.Ea,e(A) if and only if dim [ran(A -A.)] = oo or ran(A -A.) is not closed.
_j_
The reader should compare Proposition 4.3 and Proposition 1.1.
4.4. Proposition. If AEBI(Yt'), then aap(A) = a 1e(A)u {A.Eap(A): dim ker(A- A.)
< oo}.
PROOF. If A.Eaap(A), then (1.1) either ran(A- A.) is not closed or ker(A- A.)# 0.
If ran(A -A.) is not closed or if dim ker(A- A.)= oo, then 2Ea1e(A) by (4.3).
The proof of other inclusion is left to the reader. •
4.5. Proposition. If N is a normal operator and AEa(N), then ran(N - A.) is

closed if and only if A. is not a limit point of a(N).
PROOF. Assume A. is an isolated point of a(N); thus X= a(N)\{2} is a closed
J
subset of a(N). If N = z dE(z) and £ 1 = E(X)Yt', then .1t'1 reduces N
and a(NI.1t'd =X. Hence (N- 2)£1 is closed. Since .1t'f = ker(N- A.),
ran(N- A.)= (N- A.)£1 ; hence N- A. has closed range.
Now assume that A.Ea(N) but A. is not an isolated point. Then there is a
strictly decreasing sequence {rn} of positive real numbers such that rn--+0
and such that each open annulus An= {z: rn+ 1 < lz- A. I< rn} has non-empty
intersection with a(N). Thus E(An)Yt' # (0); let en be a unit vector in E(An)Yt'.
Then en l_ ker(N- A.) ( = E( {A})£) and
II (N- A.)en 11 2 = f lz- 21 2 dEen.e.(z) ~ r; --+0.

An
That is, inf{ II (N- A.)h II: II h II = 1, h l_ ker(N- A.)}= 0 and so, by the Open
Mapping Theorem, N- A. does not have closed range. •
4.6. Proposition. If N is a normal operator, then ae(N) = a1e(N) = a,e(N) and

a(N)\ae(N) = {AEa(N): A. is an isolated point of a(N) that is an eigenvalue of
finite multiplicity}.
PROOF. The first part follows by applying Proposition 1.3 to the Calkin
algebra. If A. is an isolated point of a(N), then ran(N- A.) is closed by the
preceding proposition. So if dim ker(N- A.)< oo, A.¢a1e(N) = ae(N) by
Proposition 4.3. Conversely, if A.Ea(N)\ae(N), then ran(N- A.) is closed and
dim ker(N- A.)< oo. By the preceding proposition, A. is an isolated point of
a(N). •
4.7. Example. Let G be a bounded region in CC and, to avoid pathologies,

assume oG=o[clG]. Let Yt'=L;(G) (1.1.10) and define S:.1t'--+.1t' by
(Sf)(z) = zf(z). Then a(S) = cl G, ae(S) = a 1e(S) = a,e(S) = oG = aap(S),
(J p(S) = o, and for A. in G, ran(S -A.) is closed and dim [ ran(S - A.)] j_ = 1.
Thus ind(S- A.)= - 1 for A. in G.
To show that these statements are true, begin by proving:

4.8 If A.EG, ran(S- A.)= {!EL;(G): f(A.) = 0}.
In fact, if hEL;(G), then [(S- A.)h](z) = (z- A.)h(z) so that f = (z- A.)h
vanishes at A.. Conversely, suppose f EL;(G) andf(A.) = 0; thenf(z) = (z- A.)h(z)
for some analytic function honG. It must be shown that hEL;(G). Let r > 0
such that D = {z: lz- A. I::::; r} s G. Then
Now Hvlhl 2 < oo since his bounded on D. For z in G\D, lh(z)l = lf(z)l/lz- A.l::::;
r- 1 lf(z)l. Hence
fL\D lhl2::::; r-2 fL

lfl2 < oo.
Thus hEL;(G) and f = (S- A.)h. This proves (4.8).

Using Corollary 1.1.12, f~--+ f(A.) is a bounded linear functional on L;(G)
whenever A.EG. By (4.8), ran(S- A.) is the kernel of this linear functional and
hence is closed.
Because G is bounded, the constant functions belong to L;(G). So if
fEL;(G), f = [f- f(A.)J + f(A.) and f- f(A.)Eran(S- A.). Thus L;(G) =
ran(S- ),) +<C. Therefore dim[ran(S- A.)] j_ = dim[L;(G)/ran(S- A.)]= 1
when A.EG.
If A.EG, then S-A. is not surjective; hence G s (J(S). If A.¢cl G, then (z- A.)- 1
is a bounded analytic function on G. If Af = (z- A.) - 1/, then A is a bounded
operator on L;(G) and it is easy to check that A(S- A.)= (S- A.)A = 1. Thus
(J(S) s cl G. Combining these two containments, we get (J(S) = cl G.
From Corollary 2.4 we have that S -A. is a Fredholm operator whenever
AEG; thus G n(Je(S) = o. So (Je(S) saG= 8[cl G]. If AE8G, then AE8(J(S);
thus AE(Jap(S) (1.2). Since ker(S- A.)= (0), ran(S- A.) is not closed. Thus
8G s (J 1e(S)n(J,e(S). This proves that (Je(S) = (J 1e(S) = (J,e(S) = 8G = (Jap(S).
One of the primary uses of Fredholm theory is the examination of the
values ofind(A- A.) for all A. for which this makes sense. Such an examination
often leads to structural information about the operator A. Note that
ind(A -A.) is defined when A.¢(J1e(A) n (J,e(A).
4.9. Proposition. If AE86(.Yl'), then ind(A- A.) is constant on the components

of <C\(J 1e(A)n(J,e(A). If A is a boundary point of (J(A) and A.¢(J 1e(A)n(J,e(A),
then ind(A -A.)= 0.
PROOF. The mapA.t--+A-A. is a continuous map of <C\(J 1e(A)n(J,e(A) into
!/' ff. So the first part of the proposition follows from Corollary 3.13. If A. is a
boundary point of a(A) and A.¢a1e(A)na,e(A), then there is a sequence {A.} in

<C\a(A) such that A..--+ A.. Thus ind(A- A..)--+ ind(A- A.). Since ind(A- A..)= 0
for all n, the result follows. •
Here is the remaining spectral information about an old friend.
4.10. Example. Let S be the unilateral shift on 12 . Then a 1e{S) = a,e(S) = o[)
and ind(S- A.)= -1 for JA.J < 1.
In Proposition VII.6.5 it was shown that a(S) = cl [), a p(S) = 0, and
aap(S) = oD. Thus for JA.J = 1, ran(S- A.) is not closed and hence (7[) ~
a 1e(S)na,e(S). Also, if JA.J < 1, it was shown that ran(S- A.) is closed
and dim[ran(S-A.)]J.=l. This implies that o[)=a1e(S)=a,e(S) and
ind(S- A.)= - 1 for A. in [),
Using this information about the shift and Proposition 3.4(c) we can get
complete information about another operator. (Also see Example 3.10.)
4.11. Example. LetS be the unilateral shift of multiplicity 1 and put A= S$S*.
It follows that a 1e(A) = a,e(A) = o[), a( A)= cl [), and ind(A- A.)= 0 for
JA.J < 1.
EXERCISES
1. Show that the material of this section is only significant for infinite dimensional
Hilbert spaces by showing that the essential spectrum of every operator on !If is
non-empty if and only if !If is infinite dimensional.
2. Let G be a bounded region in ([;such that aG = a[cl G] and let rjJ be a function
that is analytic in a neighborhood of cl G. Define A: L;(G) ..... L;(G) by Af = rjJf.
Find all of the parts of the spectrum of A.
3. (Fillmore, Stampfli, and Williams [1972].) If AE0'1e(A), then there is a projection
P, having infinite rank, such that n(A- A.)n(P) = 0.
4. (Fillmore, Stampfli, and Williams [1972].) Let AE8l(!lf). (a) If A has a cyclic vector
e, show that dim {Ae, A 2 e, ... } .L::;; 1. (b) Let A.Ea 1e(A*). If c; > 0, let f 1 ,f2 be
orthonormal vectors such that I (A*- A.)fi I < c; for j = 1, 2 and let P =the
projection onto v {f1 ,f2 }. Put B = lP + (1- P)A. Show that I B- A II< 2c:. (c)
Show that the noncyclic operators are dense in 81(!/f) if dim !If> 1.
5. Let A EY and suppose f is analytic in a neighborhood of a( A) and does not vanish
on ae(A). Show that f(A)EY and find indf(A).
6. Let S be the unilateral shift and let f be an analytic function in a neighborhood
of cl ID such that f(z) -:f. 0 if izl = 1. Let y(t) = f(exp(2nit)), 0::;; t::;; 1. Show that
ae(f(S)) = f(aiD) = {y(t): 0::;; t::;; 1} and that if A.¢f(aiD), ind(f(S)- /.) = - n(y; A.),
where n(y; A.)= the winding number of y about A.. Moreover, show that if
ind(f(S)- A.)= 0, then A.¢a(f(S)).
7. Let S be the operator defined in Example 2.11 where G = ID. Show that there is
a compact operator K such that S + K is unitarily equivalent to the unilateral shift.
8. If S is the unilateral shift, show that for every e > 0 there is a rank one operator
F with II F I < e such that a(S* EB S +F)= an:>.
9. Let G be an open connected subset of a(A)\a1.(A)ua,.(A) and suppose A0 EG
such that ind(A - A0 ) = 0. Show that there is a finite rank operator F such that
A + F- Ao is invertible. Show that A +F-A is invertible for every A in G.
§5. The Components of !/ ff

Since the index is continuous on !/' §' and assumes every possible value
(Exercise 3.4), !/'§'cannot be connected. What are its components?
Note that because!/'§' is an open subset of a Banach space, its components
are arcwise connected (Exercise IV.1.24).
5.1. Theorem. If A, BE!/'ff', then A and B belong to the same component of

!/' §' if and only if ind A = ind B.
Half of this theorem is easy. For the other half we first prove a lemma.
5.2. Lemma. If AEff' and ind A= 0, then there is a path y: [0, 1] --+§' such
that y(O) = 1 and y(1) =A.
PROOF. By Exercise 3.7 there is a finite-rank operator F such that A+ F is
invertible. If y(t) =A+ tF, y(O) =A, y(1) =A+ F, and y(t)Eff' for all t. Thus
we may assume that A is invertible.
Let A = U IA I be the polar decomposition of A. Because A is invertible,
U is a unitary operator and IAI is invertible. Using the Spectral Theorem,
J
U = exp(iB) where B is hermitian. Also, since O¢a(IAI), IAI = 1a,,1xdE(x),
where 0 < b < r = II A 11. Define y: [0, 1]--+ 81(£') by
y(t)=eitBf xtdE(x)=eitBfAfr.
[b,r]
It is easy to check that y is continuous, y(O) = 1, and y(1) =A. Also, each y(t)
is invertible so y(t)Eff'. •
PROOF OF THEOREM 5.1. First assume that A, BEff' and ind A= ind B. So
there is an operator C such that CB = 1 + K for some compact operator K.
Thus CEff', and indC= -indB= -indA. Hence ACEff' and indAC=O.
By the preceding lemma there is apathy: [0, 1] --+§'such that y(O) = 1 and
y(1) = AC. Put p(t) = y(t)B- tAK. Because AKEYI0 , p(t)Eff' for all tin [0, 1].
Also, p(O) = B and p(1) = ACB- AK = A(l + K)- AK =A.
Now assume that ind A = - oo; so dim(ran A) l. = oo and dim ker A < oo.
Let F be a finite-rank operator such that ker(A + tF) = 0 for t #- 0. (Why
does F exist?) This path shows that we may assume that ker A = (0). Let V
be any isometry such that dim(ran V)l. = oo and consider the polar decom-
position A = U IA I of A. Since A e.9',q;; and ker A = (0), IA I is invertible and

U is an isometry. Also, ran U = ran A, so (Exercise 4) there is a path
p: [0, 1] -.ei(Jt") such that p(t) is an isometry for every t and p(O) = U and
p(1) = V. Let y: [0, 1] -.,q;; be a path such that y(O) = IAI and y(1) = 1. Then
u(t) = p(t)y(t) for 0::::;; t::::;; 1 defines a path u: [0, 1] _.g,q;; (Why?) such that
u(O) =A and u(l) = V. Similarly, if ind B = - oo, there is a path connecting
B to V; so A and B belong to the same component of g,q;;_
If ind A = ind B = + oo, apply the preceding paragraph to A* and B* .
•
5.3. Corollary. The component of the identity in ,q;;, ,q;;-0 , is a normal sub-group
of ,q;; and ,q;;I,q;;0 is an infinite cyclic group.
PROOF. By Theorem 3.7, ind,q;; -.z is a group homomorphism and it is
surjective (Exercise 3.4). By Theorem 5.1, ker(ind) = ,q;;-0 • •
EXERCISES
l. Let G be any topological group and let G0 be the component ofthe identity. Show
that G0 is a normal subgroup of G.
2. What are the components of the set of invertible elements in C(oD)?
3. If S = the unilateral shift, what are the components of the set of invertible elements
of C*(S)?
4. If U and V are isometries, show that there is a path consisting entirely of isometries
connecting U to V if and only if dim(ran U) j_ = dim(ran V) j_.
5. Find the components of the set of partial isometries.
§6. A Finer Analysis of the Spectrum

In this section we will examine the spectrum and index more closely. For
example, one question that arises: If A is semi-Fredholm and {J > 0 is chosen
so that B is semi-Fredholm and ind B = ind A whenever II B- A II< {J
(Corollary 3.13), how does dim kerB differ from dim ker A?
Begin this investigation by associating with every bounded operator A
the following number:
y(A) = inf {II Ah II: II h II = 1 and h .l ker A}.
The first proposition contains some elementary properties of y and its
proof is left to the reader. (Actually part (a) has appeared several times in this
book under different guises.)
6.1. Proposition. Let A be a bounded operator on Jt".

(a) y(A) > 0 if and only if A has closed range.
(b) y(A) = sup{y: II Ah II ~ y II h II for all h in (ker A)_~_}= inf {II Ah 11/11 h II:
he(ker A)l. \ {0} }.
6.2. Proposition. If Ae.si(£), then y(A) = y(A *).

PROOF. Let h.lkerA. Then IIA*Ahii=IIIAIAihii=IIAIAihll- But IAihe
cl ran A* (Why?) = ker A l.. Hence the definition of y(A) implies that
II A* Ah II~ y(A) lilA lh II= y(A) II Ah II; that is, II A*fll ~ y(A) llfll for every fin
ranA. Since ranA is dense in (kerA*)l., y(A*)~y(A). But A=A**, so
y(A) ~ y(A*). •
Note that the preceding two propositions give a proof of the fact that an
operator on a Hilbert space has closed range if and only if its adjoint does.
See Theorem VI.l.lO and Exercise 2.1.
6.3. Lemma. If .A, ..;V ~ £, ..;V is finite dimensional, and dim .A> dim.%,
then there is a non-zero vector m in .A such that II m II = dist(m, .%).
PROOF. Let P be the projection of.#' onto .A, so dim P(.%) ~dim ..;V <dim .A.
Thus P(..;V) is a proper subspace of .A; let me.A nP(.%)1.. If ne.%, then
0 = (Pn, m) = (n, Pm) = (n, m), so m.l.%. Hence II m II= dist(m, .%). •
6.4. Lemma. If he£, then y(A)dist(h, ker A)~ II Ah 11.

PROOF. Let P be the projection of.#' onto ker A 1.; then II Ph II = dist(h, ker A).
Hence II Ah II = II A Ph II ~ y(A) II Ph II = y(A)dist(h, ker A). •
If the role of y(A) in the next and subsequent propositions impresses

the reader as somewhat mysterious, reflect that if A is invertible, then
y(A) = II A - 1 11- 1 (Exercise 1). Now in Corollary VII.2.3, it was shown that
if d is a Banach algebra, a 0 ed, and b 0 a 0 = 1, then a+ b is left invertible
whenever II b II < II b 0 II - 1 . Of course, a similar result holds for right invertible
elements. The number y(A) is trying to play the role of the reciprocal of the
norm of a one-sided inverse.
For example, if A is left invertible, then ran A is closed and ker A= (0);
hence Ae9'§". The next result implies that if II B II < y(A), then A+ B is left
invertible.
6.5. Proposition. If Ae9'§" and Be.si(£) such that IIBII <y(A), then
A+ Be9'§" and:
(a) dim ker(A + B) ~ dim ker A;
(b) dim ran(A +B) l. ~dim ran A l..
PROOF. First note that because Ae9'§", y(A) > 0.
If heker(A +B) and h # 0, then Ah = - Bh. By Lemma 6.4,
y(A)dist(h, ker A)~ II Bh II ~ II B II II h II < y(A) II h 11. Thus dist(h, ker A)< II h II
for every nonzero vector h in ker(A + B). By Lemma 6.3, (a) holds.
Since II B II = II B* II and y(A) = y(A*), (a) implies that dim ker(A* + B*) ~
dim ker A*. But this inequality is equivalent to (b).
It remains to prove that ran(A +B) is closed. Since AEY'~. either
dim ker A < oo or dim ker A* < oo. Suppose dim ker A < oo. It will be shown
that A+ BE~ 1 by using Theorem 2.3(f) and showing that if b < y(A) -IIBII,
then {h: II (A + B)h II ~ b II h II } contains no infinite dimensional manifold.
Indeed, if it did, it would contain a finite dimensional subspace .A with
dim .A >dim ker A. By Lemma 6.3 there is a non-zero vector h in .A with
II h II = dist(h, ker A). Now II (A + B)h II ~ b II h II. so Lemma 6.4 implies that
y(A) II h II= y(A)dist(h, ker A)~ II Ah II ~ II (A+ B)h II+ II Bh II ~ (b +II B II) II h II <
y(A) II h 11. a contradiction. Thus A + BE~1 and so ran(A +B) is closed.
If dim ker A= oo, then dim ker A*< oo. The argument of the preceding
paragraph gives that ran(A* + B*) is closed. By (VI.l.lO), ran(A +B) is
closed. •
6.6. Proposition. If A EY' ~ and either ker A = (0) or ran A = Jf, then
there is a b > 0 such that if II B- A II < b, then dim kerB = dim ker A and
dim ran B = dim ran A.
PROOF. By Proposition 6.5 and Theorem 3.12 there is a b > 0 such that if
II B - A II < b, then ind A = ind B, dim kerB ~ dim ker A, and dim ran B .L ~
dim ran A .L. Since one of these dimensions for A is 0, the proposition is
proved. •
If both ker A and ran A are nonzero, then there are semi-Fredholm
operators B that are arbitrarily close to A such that dim kerB< dim ker A
(see Exercise 2). In fact, just about anything that can go wrong here does go
wrong. However, dim ker(A- A.) does behave rather nicely as a function of A..
6.7. Theorem. If A.¢a1e(A)rHr,e(A), then there is a b > 0 such that

dim ker(A- Jl) and dim ran( A- Jl).L are constant for 0 < IJ1- A. I< b.
PROOF. We may assume that A.= 0. We may also assume that ker A is finite
dimensional. Indeed, if this is not the case, then ker A* must be finite
dimensional and the proof that follows applies to A*. But observe that if
the conclusion of the theorem is demonstrated for A*, then it also holds for
A. It follows that for each n ~ 1, A"EY'~ (Theorem 3.7). Thus .An= ran A"
is closed. Note that .An+ 1 r;;;. .An and A.An =.An+ 1 . Let .A= 1 .An andn:;
put B= A I.A.
Claim. Bvll = .A.
Since ker A is finite dimensional and the spaces .An are decreasing, there
is an integer m such that .Annker A= .A,.nker A for all n ~ m. If hE.A and
n ~ m, there is an fn in .An such that h = Afn· But f,.- fnE(ker A)n.A,. =
(ker A)n.An. Therefore f,.E.An for every n ~ m. That is, f,.E.A and so
h = Af,. = Bf,.EB.A.
Thus Be!/~ and indB=dimkerB. By (3.12) and (6.5) there is a b>O

such that if IJll < b, then dim ker(B- Jl) ~dim kerB, dim ran(B- Jl) l. = 0,
and ind(B- Jl) = ind B. Thus dim ker(B- Jl) =dim kerB for IJll < b. Also,
choose b such that ind(A- Jl) = ind A for IJll <b.
On the other hand, if Jl =I= 0, then ker(A- Jl) ~ .K. In fact, if heker(A- Jl),
then A"h = Jl"h, so that h = A"(Jl-"h)e.K" for every n. Thus for 0 < IJll < b,
dim ker(A - Jl) =dim ker(B- Jl) =dim kerB; that is, dim ker(A - Jl) is
constant for 0 < IJll <b. Since ind(A- Jl) is constant for these values of Jl,
dim ran(A- Jl)l. is also constant. •
The next result is from Putnam [1968].
6.8. Theorem. If A.eiJu(A), then either A. is an isolated point of u(A) or

A.eu1e(A) n u,e(A).
PROOF. Suppose A.eiJu(A) but A. is not a point of u1e(A)nu,e(A). Thus
A- A.e!/~. By the preceding theorem, there is a b > 0 such that A- JlE!/~
and dimker(A- Jl) and dimran(A- Jl)l. are constant for 0 < IJl- A. I< b.
Since A.eiJu(A), there is a v with 0 < lA.- vi< b such that A- v is invertible.
Therefore ker(A - Jl) = (0) = ran(A - Jl) l. for 0 < IA.- Jll <b. But A - JlE!/ ~
for these values of Jl and hence has closed range. It follows that A - Jl is
invertible whenever 0 < lA.- Jll <b. This says that A. is an isolated point of
u(A). •
What happens if A. is an isolated point of u(A)?
6.9. Proposition. If A. is an isolated point of u(A), the following statements are

equivalent.
(a) A.¢u1e(A) n u,e(A).
(b) The Riesz idempotent E(A.) has finite rank.
(c) A- A.e~ and ind(A -A.)= 0.
PROOF. Exercise 4.
If ne7lu{ ± oo} and Ae~(£'), define

P"(A) = {A.eu(A): A- A.e!/~ and ind(A- A.)= n}.
So for n =I= 0, Pn(A) is an open subset of the plane; the set P0 (A) consists of
an open set together with some isolated points of u(A). In fact, Proposition 6.9
can be used to show that P0 (A) contains precisely the isolated points of u(A)
for which the Riesz idempotent has finite rank. The proof of the next result
is easy.
6.10. Proposition. If Ae~(£'), then ue(A) = [u1e(A)nu,e(A)] uP+ 00 (A)u

P_ 00 (A).
6.11. Definition. If AEBl(£), then the Weyl spectrum of A, aw(A), is defined by

a w(A) = n {a(A + K): K EBl0 }.
Note that since ae(A + K) = ae(A) for every compact operator, aw(A) is
nonempty and ae(A) s::: aw(A). The way to think of the Weyl spectrum is that
it is the largest part of the spectrum of A that remains unchanged under
compact perturbations. It is clear that aw(A) = aw(A + K) for every K in 810
and aw(A) s::: a(A). The following is a result of Schechter [1965].
6.12. Theorem. If AEBl(£), then trw(A) = tr.{A)u u.., P.(A).

0
PROOF. Clearly X= a.(A)u u..,

0 P.(A) <;:; trw(A). Now suppose A¢X. Then
A- AEff and ind(A- A)= 0. By Exercise 3.7 there is a finite rank operator
F such that A+ F-A is invertible. Hence A¢a(A +F) so that A¢aw(A). •
So for every operator A in 81(£) there is a spectral picture for A (a term

coined in Pearcy [1978]). There are the open sets {P.(A): 0 <In I::::; oo },
the set P0 (A) = G0 u D where D consists of isolated points A for which
dim E(A) = n;. < oo, and there is the remainder of a( A), which is the set
a 1.(A)na,.(A). The next result is due to Conway [1985].
6.13. Proposition. Let K be a compact subset of <r, let {G.: - oo ::::; n::::; oo} be
disjoint open subsets of K (some possibly empty), let D be a subset of the set
of isolated points of K, and for each A in D let n;. E { 1, 2, ... }. Then there
is an operator A on £ such that a(A) = K, P.(A) =G. for 0 <In I::::; oo,
P 0 (A) = G0 u D, and dim E(A.) = n;. for every A in D.
We prove only a special case of this result; the general case is left to the
reader. Let K be any compact subset of <C and let G be an open subset of
K. Put H = int[cl G]; so G s::: H, but it may be that Hi= G. However,
8H=8[clH]. Let Tf=zffor fin L;(H), so H=P_ 1 (T), a(T)=clH, and
a1.(T)na,.(T) = aH = 8[cl G]. Let {Ad be a countable dense subset of K\G
and let N be the diagonalizable normal operator with a p(N) = {Ad and such
that dim ker(N- Ak) = oo for each Ak. If 0 < n::::; oo and A =NEB T<•l, then
a(A) = K, P -.(A)= G, and K\G = tr 1e(A)na,e(A).
EXERCISES
1. If A is an invertible operator, show that y(A) = I A- 1 II- 1 •
2. Let A E.'F and suppose that ker A # (0) and ran A J. # (0). Show that for every fJ > 0
there is an operator B in :F such that I B- A II < fJ, dim kerB< dim ker A, and
dim ran B J. < dim ran A J..
3. If AE9'.'F, show that there is a fJ > 0 such that dim ker(A -tL) =dim ker A and
dim ran(A- !l) J. =dim ran A J. for ltLI < fJ if ker A£; ran A" for every n ~ 1.
5. Prove Proposition 6.10

6. If JcEaP.(A) and n # 0, show that ran(A- .Jc) is not closed. What happens if n = 0?
7. (Stampfli [1974].) If AE86'(£'), then there is aKin 86'0 (£') such that a( A+ K) = aw(A).
9. (Conway [1985].) If Land R are nonempty compact subsets of <C, then there is a
bounded operator A on£' such that alA)= Land a,(A) = R if and only if aL,;; R
and aR,;; L.
APPENDIX A
Preliminaries
As was stated in the Preface, the prerequisites for understanding this book
are a good course in measure and integration theory and, as a corequisite,
analytic function theory. In this and the succeeding appendices an attempt
is made to fill in some of the gaps and standardize some notation. These
sections are not meant to be a substitute for serious study of these topics.
In Section 1 of this appendix some results from infinite dimensional linear
algebra are set forth. Most ofthis is meant as review. Proposition 1.4, however,
seems to be a fact that is not stressed or covered in courses but that is used
often in functional analysis. Section 2 on topology is presented mainly to
discuss nets. This topic is often not covered in the basic courses and it is
especially useful in discussing various ideas and proving results in functional
analysis.
§1. Linear Algebra

Let :i£ be a vector space over IF= JR. or <C. A subset E of :i£ is linearly
independent if for any finite subset {e 1 , ... ,e.} of E and for any finite set of
scalars {a 1 , ... , a.}, if L:~ ~ 1 akek = 0, then a 1 = ··· =a.= 0. A Hamel basis is
a maximal linearly independent subset of :r.
1.1. Proposition. If E is a linearly independent subset of :i£, then E is a Hamel

basis if and only if every vector x in :i£ can be written as x = L:~ ~ 1 akek for
scalars a 1 , ... , a. and {e 1 , ... , e.}~ E.
PROOF. Suppose Eisa basis and xE:i£, xrj;E. Then Eu{x} is not linearly
independent. Thus there are a0 , a 1 , ... , a. in IF and e 1 , ... , e. in E such that
0 = a 0 x + a 1 e 1 + ··· + a.e., with a0 =f. 0. (Why?) Thus x = L:~~ 1 ( - ak/a 0 )ek.
370 Appendix A. Preliminaries
Conversely, if :1£ is the linear span of E, then for every x in :1£\E, E u { x}

is not linearly independent. Thus E is a basis. •
1.2. Proposition. If E0 is a linearly independent subset of :1£, then there is a

basis E that contains E0 .
PROOF. Use Zorn's Lemma.
A linear functional on :1£ is a function f: :1£--+ IF such that

f(ax + f3y) = af(x) + f3f(y) for x, yin :1£ and a, f3 in IF. If :1£ and O!J are vector
spaces over IF, a linear transformation from :1£ into O!J is a function T: !J:--+ O!J
such that T(a 1 x 1 + a 2 x 2 ) = a 1 T(x 1 ) + a 2 T(x 2 )for xt> x 2 in !J: and a 1 , a2 in IF.
If A,B <: :1£, then A+ B ={a+ b: aEA, bEB}; A- B ={a- b: aEA, bEB}.
For a in IF and A c: !J:, aA = {aa: aEA}. If A is a linear manifold in :1£ (that
is, A c: :1£ and A is also a vector space with the same operations defined
on :1£), then define :1£I A to be the collection of all the subsets of :1£ of the
form x +A. A set of the form x +A is called a coset of A. Note that
(x +A)+ (y +A)= (x + y) +A and a(x +A)= ax+ A since A is a linear
manifold. Hence !J:/A becomes a vector space over IF. It is called the quotient
space of :1£ mod A.
Define Q: f!C--+ f!{I A by Q(x) = x +A. It is easy to see that Q is a linear
transformation. It is called the quotient map.
If T: :1£--+ O!J is a linear transformation,
ker T = {xE:i£: Tx = 0},
ranT= {Tx: XE:i£};
ker T is the kernel of T and ran T is the range of T. If ran T = O!J, T is
surjective; if ker T = (0), T is injective. If T is both injective and surjective,
then T is bijective. It is easy to see that the natural map Q: :1£--+ :1£j A is
surjective and ker Q = A.
Suppose now that T: :1£--+ O!J is a linear transformation and A is a linear
manifold in :1£. We want to define a map T: :lf/A --+O!J by T(x +A)= Tx.
But T may not be well defined. To ensure that it is we must have Tx 1 = Tx 2
if x 1 +A= x 2 +A. But x 1 +A= x 2 +A if and only if x 1 - x 2 EA, and
Tx 1 = Tx 2 if and only if x 1 - x 2 Eker T. So Tis well defined if A c: ker T.
It is easy to check that if T is well defined, T is linear.
1.3. Proposition. If T: :1£--+ O!J is a linear transformation and A is a linear

manifold in :1£ contained in ker T, then there is a linear transformation T:
:1£/A--+ O!J such that the diagram
T
------+
Q~. h
:lf/A
commutes.
§A.2. Topology 371
The preceding proposition is especially useful if A= ker T. In that case

Tis injective.
The last proposition of this section will be quite helpful in the book.
1.4. Proposition. Let f, f 1 , ••• , f. be linear functionals in fl£. If kerf 2

n z; 1 ker fk, then there are scalars a 1 , ... , a. such that f = :LZ; 1 akfk (that is,
f(x) = :LZ; 1 rxdk(x) for every x in fl£).
PROOF. It may be assumed without loss of generality that for 1 ~ k ~ n,
"
n ker fj # n ker fj'
j*k j; 1
(Why?). So for 1 ~ k ~ n, there is a Yk in ni*kker fi such that Yk¢ n1;

1 ker fi·
So fi(Yk) = 0 for j # k, but fk(Yk) # 0. Let xk = [fk(Yk)]- 1h· Hence fk(xk) = 1
and fi(xk) = 0 for j # k.
Now let f be as in the statement of the proposition and put rxk = f(xk).
If XEfl£, let y = x- :LZ; 1 fk(x)xk. Then fiY) =fix)- :LZ; 1 fk(x)fixk) = 0. By
hypothesis, f(y) = 0. Thus
0 = f(x)- L" fk(x) f(xk)

k;l
" rxdk(x);
= f(x)- L
k;l
equivalently, f = :LZ; 1 rxdk·

•
§2. Topology
In this book all topological spaces are assumed to be Hausdorff.
This section will review some of the concepts and results using nets, as
this idea is frequently used in the text.
A directed set is a partially ordered set {1, ~)such that if i 1 ,i 2 EI, then
there is an i 3 in I such that i 3 ~ i 1 and i 3 ~ i2. A good example of a directed
set is to let (X, Y') be a topological space and for a fixed x 0 in X let o/1 =
{Uin Y': x 0 EU}. If U, VEo/1, define U ~ V if Us:: V (so bigger is smaller). o/1 is
said to be ordered by reverse inclusion. Another example is found if Sis any
set and .fii is the collection of all finite subsets of S. Define F 1 ~ F 2 in ff if
F 1 2 F 2 (bigger means bigger). Here ff is said to be ordered by inclusion.
Both of these examples are used frequently in the text.
A net in X is a pair ({1, ~),x) where {1, ~)is a directed set and x is a
function from I into X. Usually we will write X; instead of x(i) and will use
the phrase "let {x;} be a net in X."
Note that IN, the natural numbers, is a directed set, so every sequence is
a net. If(X,§') is a topological space, x 0 eX, and 1111 = {U in§': x 0 eU}, then
let XuE U for every U in tl/1. So {xu: U e1111} is a net in X.
2.1. Definition. If {xi} is a net in a topological space X, then {xJ converges

to x 0 (in symbols, xi-+ x 0 or x 0 =lim xi) if for every open subset U of X such
that x 0 eU, there is an i0 = i0 (U) such that xieU fori~ i0 • The net clusters
at x 0 (in symbols, xi 7 x 0 ) if for every i0 and for every open neighborhood
U of x 0 , there exists an i ~ i0 such that xie U.
These notions generalize the corresponding concepts for sequences. Also,
if xi-+x 0 , then xi7x 0 • Note that the net {xu: Ue1111} defined just prior to
the definition converges to x 0 • This is a very important example of a
convergent net.
2.2. Proposition. If X is a topological space and A£ X, then xecl A (closure

of A) if and only if there is a net {ai} in A such that ai-+x.
PROOF. Let tl/1 = {U: U is open and xe U}. If xecl A, then for each U in tl/1
there is a point au in An U.lf U0 etl/l, then aue U0 for every U ~ U0 ; therefore
x = lim au. Conversely, if {aJ is a net in A and ai-+ x, then each U in 1111
contains a point ai and aieA n U. Thus xecl A. •
2.3. Proposition. If A£ X, {ai} is a net in A, and ai 7 x, then xecl A.
PROOF. Exercise.
There is a concept of a subnet of a net and with this concept it is possible

to prove that if a net clusters at a point x, then there is a subnet that converges
to x. The concept of a subnet is, however, somewhat technical and is not
what you might at first think it should be. Since this concept is not used in
this book, the interested reader is referred to Kelley [1955]. It might also
be appropriate to mention that a topological space is Hausdorff if and only
if each convergent net has a unique limit point.
2.4. Proposition. If X and Y are topological spaces and f: X-+ Y, then f is

continuous at x 0 if and only if f(xi)-+ f(x 0 ) whenever xi-+ x 0 •
PROOF. First assume that f is continuous at x 0 and let {xi} be a net in X
such that xi-+x 0 in X. If Vis open in Y and f(x 0 )eV, then there is an open
set U in X such that x 0 eU and f(U) £ V. Let i0 be such that xieU fori~ i0 •
Hence f(xi)e V for i ~ i0 . This says that f(xi)-+ f(x 0 ).
Let 1111 = {U: U is open in X and x 0 eU}. Suppose f is not continuous at
x 0 . Then there is an open subset V of Y such that f(x 0 )e V and f(U)\ V =!- D
for every U in tl/1. Thus for each U in tl/1 there is a point xu in U with f(xu)¢ V.
But {xu} is a net in X with Xu-+ x 0 and clearly {!(xu)} cannot converge to
f(xo). •
§A.2. Topology 373
2.5. Proposition. Iff: X-+ Y, f is continuous at x0 , and {x;} is a net in X that

clusters at x 0 , then {f(x;)} clusters at f(x 0 ).
PROOF. Exercise.
2.6. Proposition. Let K £X. Then K is compact if and only if each net in K
has a cluster point in K.
PPROOF. Suppose that K is compact and let {x;: iei} be a net inK. For each
i let F; = cl{xi j ~ i}, so each F; is a closed subset of K. It will be shown
that {F;: ie I} has the finite intersection property. In fact, since I is directed,
if il, ... , i.E I, then there is an i ~ i!, ... , i •. Thus F; £ n~= I F;k and {F;} has
the finite intersection property. Because K is compact, there is an Xo in n;F;.
But if U is open with x 0 in U and i0 EI, the fact that x 0 Ecl {x;: i ~ i0 }, implies
there is an i ~ i0 with X; in U. Thus X;~ x 0 •
Now assume that each net inK has a cluster point inK. Let {K«: cxeA}
be a collection of relatively closed subsets of K having the finite intersection
property. If fJ' = the collection of all finite subsets of A, order fJ' by inclusion.
By hypothesis, if Fefl', there is a point XF in n{K«: CXEF}. Thus {xF} is a
net inK. By hypothesis, {xF} has a cluster point x 0 inK. Let cxeA, so {cx}efl'.
Thus if U is any open set containing x 0 there is an Fin fJ' such that cxeF and
xFEV. Thus xFEV nK«; that is, for each ex in A and for every open set U
containing x 0 , U n K« =P 0. Since K« is relatively closed, x 0 eK« for each ex
in A. Thus x 0 enaKa and K must be compact. •
The next result is used repeatedly in this book.
2.7. Proposition. If X is compact, {x;} is a net in X, and x 0 is the only cluster

point of {x;}, then the net {xJ converges to x 0 .
PROOF. Let U be an open neighborhood of x 0 and let J = {jei: x /f U}. If
{x;} does not converge to x 0 , then for every i in I there is a j in J such that
j ~ i. In particular, J is also a directed set. Hence {xj: jeJ} is a net in the
compact set X\ U. Thus it has a cluster point y 0 . But the property of J
mentioned before implies that y 0 is also a cluster point of {x;: jEI},
contradicting the assumption. Thus X;-+ x 0 . •
The next result is rather easy, but it will be used so often that it should
be explicitly stated and proved.
2.8. Proposition. Iff: X-+ Y is bijective and continuous and X is compact,

then f is a homeomorphism.
PROOF. IfF is a closed subset of X, then F is compact. Thus f(F) is compact
in Y and hence closed. Since f maps closed sets to closed sets, f- 1 is
continuous. •
Note that the Hausdorff property was used in the preceding proof when
we said that a compact subset of Y is closed.
In the study of functional analysis it is often the case that the
mathematician is presented with a set that has two topologies. It is useful
to know how properties of one topology relate to the other and when the
two topologies are, in fact, one.
If X is a set and !/1, !/2 are two topologies on X, say that !/2 is larger
or stronger than !/1 if !/2 2 !/1 ; in this case you may also say that !/1 is
smaller or weaker. In the literature there is also an unfortunate nomenclature
for these concepts; the words "finer" and "coarser" are used.
The following result is easy to prove (it is an exercise) but it is enormously
useful in discussing a set with two topologies.
2.9. Lemma. If !/1,!/2 are topologies on X, then !12 is larger than !11 if and
only if the identity map i: (X, !/2 )---+ (X, :Td is continuous.
2.10. Proposition. Let !11 , !/2 be topologies on X and assume that !12 is larger
than !11 .
(a) IfF is !11 -closed, F is !12 -closed.
(b) Iff: Y ---+(X,!/2 ) is continuous, then f: Y ---+(X,!/ 1 ) is continuous.
(c) If f(X, :Td---+ Y is continuous, then f: (X, !/2 )---+ Y is continuous.
(d) If K is !12 -compact, then K is !1 1 -compact.
(e) If X is !12 -compact, then !11 = !/2 .
PROOF. (b) Note that f: Y---+(X,!/1 ) is the composition off: Y---+(X,!/2 )
and i: (X,!/2 )---+(X,!/1 ) and use Lemma 2.9.
(d) Use Lemma 2.9.
(e) Use Lemma 2.9 and Proposition 2.8.
The remainder of the proof is an exercise. •
APPENDIX B
The Dual of l!(Jl)
In this section we will prove the following which appears as III.5.5 and III.5.6
in the text.
Theorem. Let (X, 0, /1) be a measure space, let 1 ::::;; p < oo, and let 1/p + 1/q = 1.
If gEU(Jl), define Fg: l!(J1)-4JF by
Fg(f) =If gdJl.
If 1 < p< r:tJ, the map gf--+Fg defines an isometric isomorphism of U(/1) onto
U(/1)*. If p = 1 and (X, 0, /1) is a-finite, gf--+F g is an isometric isomorphism of
L"0 (/1) onto V(/1)*.
PROOF. If gEU(Jl), then Holder's Inequality implies that IFg(f)l::::;; llfiiPIIgllq
for all fin l!(Jl). Hence FgEI!(/1)* and IIFgll::::;; ligllq· Therefore gf--+Fg is a
linear contraction. It must be shown that this map is surjective and an
isometry. Assume FEI!(J1)*.
Case 1: Jl(X) < oo. Here X!iEI!(Jl) for every din 0. Define v(d) = F(x!i).
It is easy to see that v is finitely additive. If { dn} £ 0 with d 1 2 d 2 2 · · · and
n:= 1 dn = o, then
llx!iJp=[Jix!iYdll J 1
p
= Jl(dn)lfp -4 0.
Hence v(dn) -4 0 since F is bounded. It follows by standard measure theory
that v is a countably additive measure. Moreover, if Jl(d) = 0, X!i = 0 in l!(Jl);
hence v(d) = 0. that is, v « 11· By the Radon-Nikodym Theorem there is an
0-measurable function g such v(d) = J!igd/1 for every din 0; that is, F( X!i) =
376 Appendix B. The Dual of U(J1)
fxllgdp. for every L\ in !l. It follows that
8.1 F(f) =I fgdp.
for every simple function f.

8.2. Claim. geLq(p.) and llgllq::::; IIFII.
Note that once this claim is proven, the proof of Case 1 is complete. Indeed,
(8.2) says that F 9 el!(J.1.)* and since F and F9 agree on a dense subset of
I!(J.I.)(B.l), F = F9 • Also, I g llq::::; II F II = II F9 II ::::; II g llq·
To prove (8.2), let t>O and put E,={xeX:Ig(x)l::::;t}. If fel!(p.) such
that f = 0 off E,, then there is a sequence Un} of simple functions such that
for every n, fn = 0 off E,, Ifni::::; lfl, and fn(x)-+ f(x) a.e. [J.I.J. (Why?) Thus
l(fn-f)gl::::;2tlfl and flfldJ.I.=flfl·1dJ.1.::::;11fiiPJ.I.(X) 11q<oo. By the
Lebesgue Dominated Convergence Theorem, F(fn) = f fngdJ.I.-+ f f gdJ.I.. Also,
lfn- fiP::::;2PifiP, so llfn- fiiP-+0; thus F(fn)-+F(f). Combining these
results we get that for any t > 0 and any fin l!(J.I.) that vanishes off E,, (8.1)
holds.
Case 1a: 1 < p < oo. So 1 < q < oo. Let f = XE,Iglq/g, where g(x) # 0, and
put f(x) = 0 when g(x) = 0. If A= {x: g(x) # 0}, then
since pq - p = q. Therefore
L.lglqdp.= ffgdp.=F(f):::;; IIFIIIIfllp= IIFI{t,lglqdj.l. J'p.

Thus
IIFII ~[t,lglqdp. J-ttp ~[t,lglqdJ.I. J'q.
Letting t -+ oo gives that II g II q ::::; II F 11.
Case 1b: p = 1. So q = oo. For e > 0 let A = {x: Ig(x) I > II F II + e}. For t > 0
let f = XE,nA/Igl. Then llfll 1 = J.I.(AnE,), and so
I F II J.I.(A n E,) ~If gdp. =I lgldJ.I. ~ (II F II + e)J.I.(A nE,).

AnE,
Letting t-+ oo we get that II F II J.I.(A) ~ (II F II + e)J.I.(A), which can only be if
J.I.(A)=O. Thus llglloo::::;IIFII.
Case 2: (X, !l, p.) is arbitrary. Let 8 =all of the sets E in Q such that
J.I.(E) < oo. ForE in Q let QE = {1\e!l: L\ £ E} and define (J.I.IE)(L\) = J.I.(L\) for
L\ in QE· Put I!(p.l E)= I!(E, QE, p.IE) and notice that I!(p.l E) can be identified
in a natural way with the functions in I!( X, !l, J.l.) that vanish off E. Make
this identification and consider the restriction of F: I!(J.I.)-+ IF to I!(J.I.I E);
B. The Dual of I!(.u) 377
denote the restriction by FE: LJ'(,u IE)--+ F. Clearly FE is bounded and

II FEll ~ I F I for every E in lff.
By Case 1, for every E in fff there is a gE in Lq(.uiE) such that for f in
U(,uiE),
B.3 F(f)= I
EfgEd,uand llgdq~ IIFII.
If D,EEfff, then LJ'(,uiDnE) is contained in both LJ'(,uiD) and IJ'(,uiE).
Moreover, FviLP(,uiDnE)=FEILJ'(,uiD nE)=Fv,E· Hence gv=gE=gvnE
U
a.e. [.u] on D n E. Thus, a function g can be defined on {E: EElff} by letting
U
g = gE on E; put g = 0 off {E: EElff}. A difficulty arises here in trying to
show that g is measurable.
Case 2a: 1 < p < oo. Put a= sup { llgdq: EElff}; so a~ IIFII < oo. Since
llgvllq~ llgdq if DsE, there is a sequence {En} in fff such that EnsEn+l
for all nand llgEJq--+a. Let G= U:'; 1 En. If EElff and EnG= 0, then
II gEuEJ: = II gE 11: + I gEJ:--+ I gd: + aq; thus gE = 0. Therefore g = 0 off G
and clearly g is measurable. Moreover, gELq(,u) with I g II q =a.
Iff EIJ'(,u), then {x: f(x) # 0} = U:'; 1 Dn where DnEfff and Dn S Dn+ 1 for
all n. Thus XvJ--+ fin IJ'(,u) and so F(f) =lim F(xvJ) = (B.3) lim Jv.gf d,u =
Jgfd,u. Thus F=F 9 and IIFII = IIF9 I ~ llgllq~a~ IIFII-
Case 2b: p = oo and (X, n, .u) is a-finite. This is left to the reader. •
EXERCISE
Look at the proof of the theorem and see if you can represent L 1(X, Q, .u)* for an
arbitrary measure space.
APPENDIX C
The Dual of C0 (X)
The purpose of this section is to show that the dual of C 0 (X) is the space of
regular Borel measures on X and to put this result, and the accompanying
definitions, in the context of complex-valued measures and functions.
Let X be any set and let n be a a-algebra of subsets of X; so (X, Q) is a
measurable space. If J1. is a countably additive function defined on n such
that Jl.( 0) = 0 and 0 ~ Jl.(L\) ~ oo for all L\ in n, call J1. a positive measure on
(X,Q); (X, n, Jl.) is called a measure space.
If (X, Q) is a measurable space, a signed measure is a countably additive
function J1. defined on n such that Jl.(D) = 0 and J1. takes its values in
lRu { ± oo }. (Note: J1. can assume only one of the values ± oo.) It is assumed
that the reader is familiar with the following result.
C.l. Hahn-Jordan Decomposition. If J1. is a signed measure on (X, Q), then

J1. = J1. 1 - Jl.z, where J1. 1 and Jl.z are positive measures, and X= E 1 u£ 2 , where
E 1 ,E 2 E!l, E 1 nE 2 = 0, J1. 1(E 2 )=0=J1. 2(E 1 ). The measures J1. 1 and Jl.z are
unique and the sets E 1 and E 2 are unique up to sets of J1. 1 + Jl.z measure zero.
A measure (or complex-valued measure) is a complex-valued function J1.

defined on n that is countably additive and such that Jl.(D) = 0. Note that
J1. does not assume any infinite values. If J1. is a measure, then
= =
(Re Jl.}(L\) Re(Jl.(L\)) is a signed measure, as is (lm Jl.}(L\) Im(Jl.(A)); hence
J1. = Re J1. + i Im Jl.. Applying (C.l) to Re J1. and Im J1. we get
C.2 J1. = (Jl.l - Jl.z) + i(J1.3- Jl.4)
where Jl.j (1 ~ j ~ -4) are positive measures, J1. 1 l_J1. 2 (Jl. 1 and Jl.z are mutually
singular) and J1. 3l_ J1. 4. (C.2) will also be called the Hahn-Jordan
decomposition of Jl..
C. The Dual of C 0 (X) 379
C.3. Definition. If 11 is a measure on (X, Q) and .1E!l, define the variation of

f1, lf11, by
1!11(.1) = sup{J11!1(Ei)l: {Ei}7 is a measurable partition of .1 }·
C.4. Proposition. If11 is a measure on (X, Q), then 1111 is a positive finite measure
on (X, Q). If 11 is a signed measure, 1111 is a positive measure. If(C.2) is satisfied,
then 1111(.1):::::; I.~= 1/l.k(.1); if 11 is a signed measure, then 1111 = 11 1 + f1z·
PROOF. Clearly 1/l.I(A) ~ 0. Let {.1n} be pairwise disjoint measurable sets and
let .1 = U:'= 1 .1n. If e > 0, then there is a measurable partition {EJj= 1 of A
such that Ill. I( A)- E < L.j= 11/l.(E)I. Hence
1111(.1)- E:::::; i~1 IJ1/l.(EinAn)l

oo m
: : :; L L 1!1(Ein.1n)l.
n=1j=1
But {EinAn}J=l is a partition of Am so 1!11(.1)-e::::;I,;'= 11/l.I(An). Therefore
1111(.1):::::; I.;'= 1lll.i(.1n). For the reverse inequality we may assume that
l.ul(.1) < oo. It follows that 1/l.I(An) < oo for every n. (Why?) Let E > 0 and for
each n~llet {E\nl, ... ,E~~} be a partition of .1n such that Ljl/l.(E~nl)l>
l.ui(An)- e/2n. Then
N
:::::; E + L L l,u(E~n))l
n= 1 j
:::::;~:+1!11(.1).
Letting N ~ oo and ~:~o gives that I.~l/11(.1n):::::; 1111(.1).

Clearly 111(.1) I :::::; I.t = 11l.k(.1), so l.ul :::::; I.t= 1.Uk· It is left to the reader to show
that Ill. I= ,u 1 + ,u 2 if 11 is a signed measure. Since 11 1, ,u 2 , 11 3 , 114 are all finite,
1111 is finite if 11 is complex-valued. •
C.5. Definition. If .u is a measure on (X, Q) and v is a positive measure on

(X, Q), say that 11 is absolutely continuous with respect to v (,u « v) if ,u(A) = 0
whenever v(.1) = 0. If v is complex-valued, 11 « v means .u «I v 1.
C.6. Proposition. Let 11 be a measure and v a positive measure on (X,Q). The
(a) ,u « v.
(b) Ill. I« v.
(c) If (C.2) holds, ll.k « v for 1 ~ k ~ 4.
380 Appendix C. The Dual of C0 (X)
PROOF. Exercise.
The Radon-Nikodym Theorem can now be proved for complex-valued

measures Jl by using (C.6) and applying the usual theorem to the real and
imaginary parts of Jl. The details are left to the reader.
C.7. Radon-Nikodym Theorem. If (X,O, v) is a a-finite measure space and Jl

is a complex-valued measure on (X,O) such that Jl « v, then there is a unique
complex-valuedfunctionfin L 1 (X, 0, v) such that Jl(L\) = J,d dv for every L\ in 0.
The function f obtained in (C.7) is called the Radon-Nikodym derivative

of Jl with respect to v and is denoted by f = dJl/dv.
C.8. Theorem. Let (X,O, v) be a a-finite measure space and let Jl be a

complex-valued measure on (X, 0) such that Jl « v and let f = dJl/dv.
(a) IfgeL(X,O,IJll), then gfeL1(X,O,v) and JgdJl= Jgfdv.
f
(b) For L\ in 0, IJli(L\) = 4 lfldv.
PROOF. Part (a) follows from the corresponding result for signed measures
by using (C.2) and a similar decomposition for f.
To prove (b), let {Ei} be a measurable partition of L\. Then
~ IJl(Ej)l:::;; ~
J J
f
E1
lfldv = f4
lfldv.
For the reverse inequality, let g(x) = f(x)/1 f(x)l if xel\ and f(x) # 0; let
g(x) = 0 otherwise. Let {g,.} be a sequence of 0-measurable simple functions
such that g,.(x) = 0 off L\, lu,.l:::;; lgl:::;; 1, and g,.(x)--+g(x) a.e. [v]. Thus
fg,--+lfiX4 a.e. [v]. Also, lfg,l:::;; lflx4 and fX 4EL1(v) [see (C.2)]. By
the Lebesgue Dominated Convergence Theorem, Jfg,dv--+ 4 lfldv. If J
g, = LP·iXE1 , where {Ei} is a partition of L\ and ltXil:::;; 1, then
IJ fg,dvl = iJg,dJll = IL.PiJl(E)I:::;; IJli(L\). Thus f4 lfldv:::;; IJli(L\). •
One way of phrasing (C.8b) is that ldJl/dvl = diJll/dv. The next result is
left to the reader.
C.9. Corollary. If Jl is a complex-valued measure on (X,O), then there is an

0-measurablefunction f on X such that If I= 1 a.e. [II" I] and Jl(L\) = J4fd1Jll
for each L\ in 0.
C.lO. Definition. Let X be a locally compact space and let 0 be the smallest
a-algebra of subsets of X that contains the open sets. Sets in 0 are called
Borel sets. A positive measure Jl on (X,O) is a regular Borel measure if (a)
Jl(K) < oo for every compact subset K of X; (b)for any £in 0, Jl(E) = sup{Jl(K):
K ~ E and K is compact}; (c) for any E in 0, Jl(E) = inf{Jl(U): U 2 E and U
is open}. If Jl is a complex-valued measure on (X,O), Jl is a regular Borel
measure if If.l.l is. Let M(X) = all of the complex-valued regular Borel measures
on X. Note that M(X) is a vector space over <C. For f.1. in M(X), let
C.ll llf.l.ll =lf.l.I(X).
C.t2. Proposition. (C.ll) defines a norm on M(X).
PROOF. Exercise.
C.t3. Lemma. If f.l.EM(X), define Fll: C0 (X)-dC by Fll(f)= Jfdf.l.. Then

FllEC 0 (X)* and IIFilll = llf.l.ll.
PROOF. If fEC 0 (X), then IFif)l ~ Jlfldlf.l.l ~ llfllllf.l.ll. Hence FllEC 0 (X)*
and II Filii~ llf.l.II-
To show equality, let fo be a Borel function such that lfol = l a.e. [lf.l.l]
and f.l.(~) = J.1fodlf.l.l· By Lusin's Theorem, if e > 0, there is a continuous
function ¢ on X with compact support such that J I¢ - ] 0 Id If.l.l < e and
II <P] ~ suplfo(x)l = l. Thus II f.l.ll = J folodlf.l.l (C.8a) = J]odf.l. =I SJodf.l.l ~
ISUo- </J)df.l.l + IJ ¢df.1.1 ~ e + IFi¢)1 ~ e +II Filii. Hence II f.l.ll ~II Filii. •
C.14. Corollary. (a) If U is an open subset of X and f.l.EM(X), then

lf.l.I(V)=sup{IJ¢df.1.1: </JECc{X), spt¢sU, and 11¢11~1}. (b) If f.l.~O,
f.l.(K) = inf{J ¢df.1.: </JEC 0 (X) and ¢ ~ XK}·
PROOF. (a) If U is given the relative topology from X, U is locally compact.
Let v be the restriction of f.1. to U. Then (a) becomes a restatement of (C.13)
for the space U together with the fact that Cc{U) is norm dense in C0 (U).
(b) If ¢ ~ XK. then because f.1. is positive, J ¢df.1. ~ f.l.(K). Thus
f.l.(K) ~a= inf{J ¢df.1.: </JEC 0 (X) and </> ~ XK}· Using the regularity of f.l., for
every integer n there is an open set U" such that K s U" and f.l.( U" \K) < n- 1 .
Let tf;"ECiX) such that 0 ~ tf;" ~ l, tf;" = l on K, and tf;" = 0 off U". Thus
t/Jn~XK and so a~St/Jndf.l.~f.l.(U")<f.l.(K)+n- 1 • •
The next step in the process of representing bounded linear functionals

on C0 (X) by measures is to associate with each such functional a positive
functional. If f.J.EM(X), then the next lemma would associate with the
functional F ll the positive functional I = F 11l 1•
C.t5. Lemma. IfF: C 0 (X)---+<C is a bounded linear functional, then there is

a unique linear functional I: C 0 (X)---+<C such that ijfEC 0 (X) andf~O, then
C.t6 I (f)= sup { IF(g)l: gEC 0 (X) and lgl ~ f}.
More over IIlii = llfll.
PROOF. Let C0 (X)+ be the positive functions in C0 (X) and for fin C 0 (X)+
define /(f) as in (C.16). If a> 0, then clearly J(rxf) = al(f) iff EC 0 (X)+. Also,
if gEC 0 (X) and lgl~f, then IF(g)I~IIFIIIIgii~IIFIIIIfll. Hence J(f)~
IIFIIIIfll < oo.
382 Appendix C. The Dual of C0 (X)
Now we will show that J(f1 + f 2) = J(f1) + J(f2) whenever f1.!2eC(X)+.

If e > 0, let g 1, g 2eC 0 (X) such that Igil ~fi and IF(gi)l > J(fi)- iefor j = 1, 2.
There are complex numbers pi, j = 1,2, with IPil = 1 and F(gi) = PiiF(gi)l.
Thus
J(f1) + J(f2) < e + IF(g1)1 + IF(g2)1
= e + iJ1F(g1) + iJ2F(g2)
= e + IF(iJ1g1 + iJ2g2)l.
But liJ1g1 + iJ2g2)l ~ lg1l + lg2l ~ f1 + f2· Hence J(f1) + l(f2)~e+ l(f1 + f2).
Since e was arbitrary, we have half of the desired equality.
For the other half of the equality, let geC 0 (X) such that lgl ~f1 + f 2 and
/(/1 + f 2) < IF(g)l +e. Let h 1 = min(lgl,/1) and h2 = lgl- h 1. Clearly
h1, h2eC 0 (X)+, h1 ~ f 1, h2 ~ f 2, and h1 + h2 = lgl. Define gi: X --+CC by
0 ifg(x) = 0,
{
gix) = hi(x)g(x) if g(x) i= 0.
lg(x)l
It is left to the reader to verify that giEC 0 (X) and g 1 + g 2 =g. Hence
I(f1 + f2) < IF(g1) + F(g2)l +e
~ IF(g1)1 + IF(g2)1 + e
~ J(f1) + J(f2) +e.
Now let e--+0.

Iff is a real-valued function in C0 (X), thenf = f 1 - f 2 wheref1f 2eC0 (Xk
If also f = g 1 - g 2 for some g 1, g 2 in C 0 (X)+, then g 1 + f 2 = f 1 + g 2 . By the
preceding argument J(g 1) + J(f2) = J(f1) + J(g 2). Hence if we define J:
Re C 0 (X)--+R. by /(f)= /(/1)- J(/2) where f = f 1 - f 2 withf1, f 2 in C 0 (X)+,
I is well defined. It is left to the reader to verify that I is R.-linear.
IffeC 0 (X), thenf=f1 +if2, wheref1,f2eReC0 (X). Let J(f)=J(f1)+
il(f2). It is left to the reader to show that J: C 0 (X)--+ CC is a linear functional.
To prove that IIlii = IIFII, first letfeC0 (X) and put J(f)=iXIJ(f)l where
IlXI = 1. Hence rif = f 1 + if2 , where f 1,f2eRe C 0 (X). Thus II(!) I= fil(f) =
J(f1) + il(/2). Since ll(f)l is a positive real number, J(f2) = 0 and
J(f1) = II(f)l. Butf1 = Re(fif) ~ lfl. Hence
II(f)l ~ J(ifl).
From here we get, as in the beginning of this proof, that IIlii ~ II F 11. For the
other half, if e > 0, let f eC 0 (X) such that II f II ~ 1 and II F II <I F(f)l +e. Thus
II F II < I (If I) + e ~ IIlii + e. •
C.17. Theorem. If J: C 0 (X)--+CC is a bounded linear functional such that l(f)~O

whenever f eC 0 (X)+, then there is a positive measure v in M(X) such that
l(f) = fJ dv for every f in C 0 (X) and II I II = v(X).
The proof of this is an involved construction. Inspired by Corollary C.14,

one defines v(U) for an open set U by
v(U) =sup {I(¢): </>ECc(X)+, ¢::;; 1, spt ¢c.;; U}.
Then for any Borel set E, let
v(E)=inf{v(U):Ec;; U and U is open}.
It must now be shown that v is a positive measure and /(f)= f dv. For J
the details see (12.36) in Hewitt and Stromberg [1975] or §56 in Halmos
[1974]. Indeed, Theorem C.17 is often called the Riesz Representation
Theorem.
C.18. Riesz Representation Theorem. If X is a locally compact space and

J1EM(X), define F,.: C 0 (X)~<C by
F ,.(f) = Jf dJ1.
Then F,.EC0 (X)* and the map Jl~--+F,. is an isometric isomorphism of M(X)
onto C0 (X)*.
PROOF. The fact that JlH F,. is an isometry is the content of Lemma C.13.
It remains to show that Jl~--+F,. is surjective. Let FEC 0 (x)* and define /:
C 0 (X)~<C as in Lemma C.15. By Theorem C.17, there is a positive measure
v in M(X) such that /(f)= J f dv for all f in C0 (X). Iff EC 0 (X), then the
definition of I implies that IF(f)l::;; /(If I)= Jlfldv. Thus, f~--+F(f) defines a
bounded linear functional on C 0 (X) considered as a linear manifold in L 1(v).
Now C 0 (X) is dense in U(v) (Why?), so F has a unique extension to a bounded
linear functional on L 1 (v). By Theorem B.l there is a function¢ in L 00 (v) such
that F(f) = J f <f>dv for every fin C 0 (X) and II¢ II 00 ::;; 1. Let Jl(E) = h<f>dv for
every Borel set E. Then J1EM(X) and by Theorem C.8(a), F(f) = Jf d11; that
is, F=F,.. •
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List of Symbols
0 ix
IF, IR, <C l
<x,y) 2
ZZ(I), F 4
B(a; r) 5
L;(G) 5
A J. lO
A~£',P. 11 10
VA ll
L {hi: iEI} 16
H) 21
f(n) 22
£'EBf,E8{£'i:iEI} 24
&6(£', %), &6(£') 27
Mq, 28,68
EBiAi 30
EBi..tti 38
A8A1 38
AlA 39
ball £' 41
ap(A) 44
XI),. 56
/"'(<C) 56
A ?0 57
A 2;: B 60
Cb(X), C 0 (X), C(X) 65
/
00
( / ) , / 00 65
392 List of Symbols
c 0 65
fP(J), fP 66
c<•> [0, 1] 66
w;[o, 1] 66
c 67
Cc{X) 67
sptf 67
r!l(?r, ~). r!I(El) 68
$p~;. $o~. 72
El* 74
L00 (M(X)) 76
A(K) 81
coo 86
{t 84
vii .l 88
graA 91
C(X), H(G) 101
a(El,El*),a(El*,El) 101
[a,b] 101
co(A), co(A) 101
s 104
c~ool(Q),.92J(%),.92J(Q) 116
ffiEl 118
(x,x*), (x*,x) 124
wk, a(?l',?l'*) 124
wk*, a(?r*,?r) 125
cl A, wk-cl A 125
A B, A 126
0
,
0 0 0
A.i, .LB 127

ball ?l' 130
~X 137
{JX 138
extK 141
J 145
hf.-1 146
IR, 0 155
fx:J, J# 155, 224
~I 166
A* 167
r!I 0 (El, ~). r!I 0 (El), r!I 00 (El, ~) 174
Lat T 178
L1 (G) 190, 223
a(a), a 1(a), a,(a) 195
p(a), p 1(a), p,(a) 195
r(a) 197
List of Symbols 393
n(y;a) 199
ins y, out y 200
ins r, out r 200
Hol(a) 201
rrc~(a) 205
II! IIA 206
K' 206
O"ap(A) 208
E(il) = E(il; A), f!l',.. 210
E(J.),f!l'A 210
L,L(a) 219
radd 220
r# 221
f*g 223, 337
'll' 223
6 221
C*(a) 236
f(a) 238
Red 240
d + 240
a+, a_ 241
a~ b 242
IAI 242
JtO(n), A("), n(n) 248
S.o~ 252
Eg.h 257
J ¢dE 258
B(X,Q) 258
N~< 265, 326
ess-ran(¢) 265
II· h go 2(Jt") 267
tr(A) 267
11·111 go 1(Jt") 267
g@h 268
[/l1] = [fl2] 269
g(n) 275
!/',!/" 276
dJJ 277
W*(N) 285
PCXJ(/l) 291
W(A) 291
L 2 (fl; Jt"), L") (/l; go(Jt")) 299
J Jt"(z)dfl(Z) 301
domA 303
B~ A 304
394 List of Symbols
graA 304
CC( Yf, f), CC( Yf) 304
dom A* 305
p(A), O"(A) 307
2 ±•n± 312
X"± 312
initial W 314
11·11 m n• g' = Y'(JR) 336
J 337
o"c(A) 349
A* 354
O"e(A), O"le(A), O",e(A) 358
.JF,, .Ji',, .Ji', Y'.Ji' 352
ind A 353
y(A) 363
Pn(A) 366
O"w(A) 367
A+ B, A- B, cxA 370
ker T, ranT 370
Xr->Xo,Xj~Xo,Xo = limxj 372
clA372
}1 1 l_ }1 2 378
IJ.li,J.l « v 379
dj.ljdv 380
M(X},I!J111 381
Index
Absolutely continuous, 379 Bessel's Inequality, 15

absorbing, 102 bijective, 370
absorbing at a, 102 bilateral ideal, 191
A -closed, 313 bilateral shift, 40, 270, 290
adjoint, 31, 167, 305 Bipolar Theorem, 127
affine Borel measure, 380
hyperplane, 109 Borel set, 380
manifold, 109 bounded linear functional, 12, 74
map, 142, 151 bounded operator, 27, 68, 303
subspace, 109 bounded sesquilinear form, 31
Alaoglu's Theorem, 130 bounded set, 106, 107
algebra, 187 bounded transformation, 27, 68
algebraically complemented, 93 boundedly invertible, 307
almost periodic, 158 boundedly mutually absolutely
antisymmetric, 86 continuous, 270
approximate identity, 195, 222 Brouwer's Fixed Point Theorem, 149
approximate point spectrum, 208, 349
Arzela-Ascoli Theorem, 175
A-symmetric, 313 c 0 , 65, 76, 143, 185
C(X), 101, 106, 114, 134, 136, 175, 186,
188
Backward shift, 33, 209 Cb(X), 65, 105, 107, 116, 137, 139, 140,
balanced set, 102 188
Banach C 0 (X), 65, 75, 177, 188
algebra, 187 Calkin algebra, 347
limit, 82, 83, 253 Cantor set, 285
space, 63 Cauchy-Bunyakowsky-Schwarz
Banach-Steinhaus Theorem, 96 Inequality, 3
Banach-Stone Theorem, 172 Cauchy's Integral Formula, 200
basis, 14, 16, 98 Cauchy's Theorem, 199
Hamel, 369 Cayley transform, 318
Bergman space, 5 CBS inequality, 3
396 Index
character, 227 division algebra, 218

clopen set, 210 double commutant, 276
closable operator, 304 Double Commutant Theorem, 277
closed convex hull, 101 dual group, 227, 230
Closed Graph Theorem, 91 dual space, 74, 114
closed half-space, 109
closed linear span, 11
closed operator, 304 Eberlein-Smulian Theorem, 163
closure of an operator, 304 eigenspace, 208
cluster point of a net, 372 eigenvalue, 44, 208
cofinal, 86 eigenvector, 44, 208
commutant, 181, 276 equicontinuous, 175
commutator ideal, 222 equivalent representations, 249
compact function, 149 essential range, 264, 289
compact-open topology, 231 essential spectrum, 358
compact operator, 41, 173, 214, 272 essential supremum, 28
complementary subspaces, 94 extension, 304
completely continuous, 173 extreme point, 141, 274
completely regular, 137, 141
complex measure, 378
complexification, 7 Final space, 242
compression spectrum, 349 finite rank, 41, 174
cone, 86 Fourier coefficient, 22
convergence Fourier expansion, 22
nets, 372 Fourier series, 22
unconditional, 18 Fourier transform, 22, 230, 336
uncountable sums, 16 Frechet space, 106, 107, 336
convex hull, 101 Fredholm Alternative, 217, 353
convex set, 8, 101 Fredholm index, 353
convolution, 189, 223, 337, 342 Fredholm operator, 349
coset, 370 Fuglede-Putnam Theorem, 278, 327
C*-algebra, 232 function algebra, 147
cyclic operator, 269, 326, 361 functional calculus, 56, 201, 238, 288
cyclic representation, 249 for compact normal operators, 56
cyclic vector, 59, 249, 269 for normal operators, 238, 288
Riesz, 201
Deficiency indicies, 312 Gauge, 103

deficiency subspaces, 312 Gelfand-Mazur Theorem, 218
densely defined, 304 Gelfand-N aimark -Segal Construction,
derivative of a distribution, 123 250
diagonal operator, 30, 42, 44, 54 Gelfand transform, 220
diagonalizable, 30, 44, 46, 54-56, 266, generator, 221-223
270 GNS construction, 252
dimension, 17 gra A, 91, 305
direct integral, 301 Gram-Schmidt Orthogonalization
direct sum Process, 14, 18
of Hilbert spaces, 24 graph, 305
of normed spaces, 72 Green function, 51
of operators, 30 group algebra, 224
of representations, 249
directed set, 371
distribution, 120 H(G), 101, 114
derivative of, 123 Haar measure, 155
Index 397
Hahn-Banach Theorem, 78, 108 [ 1, 66, 76, 135

Hahn-Jordan decomposition, 378 / 00 ,66, 76, 188
half-space, 109 L 1 (Jl), 75, 134
Hamburger moment problem, 343 L;(G), 5, 359
Hamel basis, 369 l!(J1), 66, 75, 89, 375
Hermite polynomials, 18, 342 L00 (J1), 76, 134
hermitian, 33, 234 Laguerre polynomials, 18
Hilbert matrix, 30 larger topology, 374
Hilbert-Schmidt operator, 267 Laurent expansion, 211
Hilbert space, 4 LCS, 100
holes of a set, 206 left essential spectrum, 358
hyperinvariant subspace, 181 left Fredholm operator, 349
hyperplane, 73 left ideal, 191
left invertible, 191
left modular ideal, 194
Ideal, 191 left modular unit, 194
modular, 194 left regular representation, 233
of~(£), 247, 272
left resolvent set, 195
idempotent, 36, 45 left spectrum, 195
imaginary part of an operator, 34 of an operator, 196
index, 213, 353 Legendre polynomials, 18
inductive limit topology, 117 line segment, 101
inductive system, 116 linear functional, 11, 73, 108, 370
infinitesimal generator, 333 linear manifold, 10, 370
inflation, 249, 276 linear operator, 303
initial space, 242 linear subspace, 10
injective, 370 linear transformation, 26, 68, 370
inner product, 2 linearly independent, 369
inside of curve, 200 Lipschitz function, 98
integral operator, 29, 43, 68, 168 locally convex space, 100
integral with respect to a spectral Lomonosov's Lemma, 180
measure 258 Lomonosov's Theorem, 181
invariant subspace, 38, 178
Inverse Mapping Theorem, 91
Inversion Formula, 340 M"', 28, 68, 168, 272, 277, 300
invertible, 32, 168, 191 M(X), 75, 76, 147
involution, 232 Markov-Kakutani Fixed Point
irreducible operator, 61 Theorem, 151
irreducible representation, 262 maximal ideal, 193
isometrically isomorphic, 66 maximal ideal space, 219
isometry, 19, 213 maximal symmetric extension, 312
isomorphic, 19, 93 maximal symmetric operator, 312, 315
isomorphism Mazur's Theorem, 180
of Banach spaces, 66, 93 measurable space, 378
of Hilbert spaces, 19 measure, 378
measure space, 378
James's Theorem, 163 metrizable, 106, 107, 134
Jordan decomposition, 378 Minkowski functional, 103
modular ideal, 194, 222
modular identity, 194
Kernel of an integral operator, 29 moments, 343
kernel of an operator, 370 Multiplication Formula, 340
Krein-Milman Theorem, 142 multiplication operator, 28, 46, 68, 168,
Krein-Smulian Theorem, 159, 164 272, 277
398 Index
multiplicity, 60, 280, 293, 300 positive linear map, 57, 87

multiplicity function, 60, 300 positive measure, 378
mutually absolutely continuous, 269 positive operator, 57, 87
mutually singular, 378 positive part, 241
positively oriented, 200
prepolar, 126
N #' 265, 269, 270, 279, 326 Principle of Uniform Boundedness, 95,
natural map, 89 97, 127
negative part, 241 probability measure, 81, 147
net, 371 product of normed spaces, 72
noncontracting family, 153 projection, 10, 37
norm, 4, 12, 27, 63, 68 proximinal, 133
equivalent, 64 PUB, 95
essential supremum, 28 Pythagorean Theorem, 7
normable, 107
normal, 33, 234, 319
normed space, 63 Quotient map, 370
normal operator, 33 quotient space, 70, 128, 370
One parameter unitary group, 329 Radical, 220

one point compactification, 67, 222 Radon-Nikodym derivative, 380
open half-space, 109 Radon-Nikodym Theorem, 380
open line segment, 141 range of an operator, 370
Open Mapping Theorem, 90 rapidly decreasing function, 336
order unit, 86 rational generator set, 222
ordered by inclusion, 371 real part of an operator, 34
ordered by reverse inclusion, 371 reducing subspace, 38
ordered vector space, 86 reductive operator, 290
orthogonal, 7 reflexive operator, 291
orthogonal difference, 38 reflexive space, 89, 132
orthogonal projection, 10, 37 regular Borel measure, 380
orthonormal subset, 14 representation, 248
outside of curve, 200 resolvent, 198
resolvent identity, 198
resolvent set, 195, 307
Pairwise orthogonal, 54 restriction of an operator, 39
Parallelogram Law, 8 retract, 149
Parseval's Identity, 17 retraction, 69
partial isometry, 240, 242, 314 Riemann-Lebesgue Lemma, 22, 338
partition of the identity, 54 Riesz Functional Calculus, 201, 266
partition of unity, 139 Riesz idempotent, 210, 266, 366
p-diameter, 152 Riesz Representation Theorem, 11, 75,
Plancherel's Theorem, 341 389
Plancherel's transform, 341 right essential spectrum, 358
point spectrum, 208 right Fredholm operator, 349
Poisson kernel, 195 right ideal, 191
polar, 126 right invertible, 191
polar decomposition, 59, 242, 266, 327 right modular ideal, 194
polar identity, 4 right modular unit, 194
polynomially convex, 206 right resolvent set, 195
polynomially convex hull, 206 right spectrum, 195
Pontryagin Duality Theorem, 229 Runge's Theorem, 83
positive element in a C*-algebra, 240 Ryii-Nardzewski Fixed Point Theorem,
positive functional, 87, 250 153
Index 399
s, 104 Sturm-Liouville system, 50

scalar-valued spectral measure, 286 sublinear functional, 77, 108
Schauder Fixed Point Theorem, 150 subordinate to a cover, 140
Schauder's Theorem, 174 support, 67, 116
Schur test, 30, 135 surjective, 370
Schwarz space, 336 symbol, 28
second dual, 89 symmetric operator, 309
self-adjoint, 33, 309
semi-Fredholm operator, 349
semi-inner product, 1 Topological group, 155
seminorm, 63, 100 topological semigroup, 155
semisimple, 223 topological vector space, 99
separate points, 145 topologically complementary, 11, 94,
separated, 109 122,213
separating vector, 282 totally disconnected, 144
sesquilinear form, 31, 344 trace, 267
a.p(A), 208 trace class operator, 267
a-compact, 106, 136 trace norm, 267
ap(A), 44, 208 translation invariant, 106
signed measure, 378 trigonometric polynomial, 21
simple compact normal operator, 61 TVS, 99
simple curve, 200
simultaneous diagonalization, 267
simultaneous extension, 95 Unconditional convergence, 18
smaller topology, 374 uniform algebra, 147
SOT, 256, 274, 277 unilateral shift, 29, 33, 198, 209, 280,
spatially isomorphic, 282 349, 358, 361-363
spectral decomposition, 264 unitarily equivalent, 60, 61, 262, 293,
Spectral Mapping Theorem, 204, 239, 301, 326
289 unitary, 20, 234
spectral measure, 256, 264, 321
scalar-valued, 286
spectral picture, 367 Vanish at infinity, 65
spectral radius, 197 variation of a measure, 379
Spectral Theorem Volterra integral operator, 211
for compact normal operators, 55 Volterra kernel, 211
for compact self-adjoint operators, Volterra operator, 29, 44, 179, 211
46,49 von Neumann algebra, 281
for normal operators, 263, 323
spectrum, 195, 307
star-cyclic, 269, 270, 271, 326 Weak operator topology, 256, 274, 277
*-homomorphism, 233, 247 weak topology, 101, 124
state, 250 weaker topology, 374
state space, 252 weakly Cauchy sequence, 132, 185, 186
Stonean space, 285 weakly compact operator, 183
Stone-Cech compactification, 137, 138, weakly compactly generated, 185
240 weakly sequentially complete, 186
Stone's Theorem, 330 weak-star (weak* or wk*) topology,
Stone-Weierstrass Theorem, 145 101, 124
strict inductive limit, 119 wedge, 86
strict topology, 105, 107, 116 weighted shift, 244, 308
strictly separated, 109 Weyl spectrum, 367
strong operator topology, 256, 274, 277 winding number, 199
strongly continuous group, 329 WOT, 256, 274, 277
Sturm-Liouville operator, 50 Wronskian, 50
Graduate Texts in Mathematics
(continued from page ii)
76 liT AKA. Algebraic Geometry. 108 RANGE. Holomorphic Functions and

77 HECKE. Lectures on the Theory of Integral Representations in Several
Algebraic Numbers. Complex Variables.
78 BuRRis/SANKAPPANAVAR. A Course in 109 LEHTO. Univalent Functions and
Universal Algebra. Teichmiiller Spaces.
79 WALTERS. An Introduction to Ergodic 110 LANG. Algebraic Number Theory.
Theory. 111 HUSEMOLLER. Elliptic Curves. 2nd ed.
80 ROBINSON. A Course in the Theory of 112 LANG. Elliptic Functions.
Groups. 2nd ed. 113 KARA TZAS/SHREVE. Brownian Motion and
81 FoRSTER. Lectures on Riemann Surfaces. Stochastic Calculus. 2nd ed.
82 BoTT/Tu. Differential Forms in Algebraic 114 KoBLITZ. A Course in Number Theory and
Topology. Cryptography. 2nd ed.
83 WASHINGTON. Introduction to Cyclotomic 115 BERGERIGOSTIAUX. Differential Geometry:
Fields. 2nd ed. Manifolds, Curves, and Surfaces.
84 IRELAND/RosEN. A Classical Introduction 116 KELLEY/SRINIVASAN. Measure and
to Modem Number Theory. 2nd ed. Integral. Vol. I.
85 EDWARDS. Fourier Series. Vol. II. 2nd ed. 117 J.-P. SERRE. Algebraic Groups and Class
86 vAN LINT. Introduction to Coding Theory. Fields.
2nded. 118 PEDERSEN. Analysis Now.
87 BROWN. Cohomology of Groups. 119 RoTMAN. An Introduction to Algebraic
88 PiERCE. Associative Algebras. Topology.
89 LANG. Introduction to Algebraic and 120 ZIEMER. Weakly Differentiable Functions:
Abelian Functions. 2nd ed. Sobolev Spaces and Functions of Bounded
90 BR0NDSTED. An Introduction to Convex Variation.
Polytopes. 121 LANG. Cyclotomic Fields I and II.
91 BEARDON. On the Geometry of Discrete Combined 2nd ed.
Groups. 122 REMMERT. Theory of Complex Functions.
92 DIESTEL. Sequences and Series in Banach Readings in Mathematics
Spaces. 123 EBBINGHAUS/HERMES eta!. Numbers.
93 DUBROVINIFOMENKO/NOVIKOV. Modem Readings in Mathematics
Geometry-Methods and Applications. 124 DUBROVIN/FOMENKO/NOVIKOV. Modern
Part I. 2nd ed. Geometry-Methods and Applications
94 WARNER. Foundations of Differentiable Part Ill.
Manifolds and Lie Groups. 125 BERENSTEINIGAY. Complex Variables: An
95 SHIRYAEV. Probability. 2nd ed. Introduction.
96 CoNwAY. A Course in Functional Analysis. 126 BoREL. Linear Algebraic Groups. 2nd ed.
2nded. 127 MASSEY. A Basic Course in Algebraic
97 KoBLITZ. Introduction to Elliptic Curves Topology.
and Modular Forms. 2nd ed. 128 RAUCH. Partial Differential Equations.
98 BROCKERITOM DIECK. Representations of 129 FULTON/HARRIS. Representation Theory: A
Compact Lie Groups. First Course. Readings in Mathematics
99 GROVE/BENSON. Finite Reflection Groups. 130 DoDSON/PosTON. Tensor Geometry.
2nded. 131 LAM. A First Course in Noncommutative
100 BERG/CHRISTENSEN/RESSEL. Harmonic Rings. 2nd ed.
Analysis on Semigroups: Theory of 132 BEARDON.Iteration of Rational Functions.
Positive Definite and Related Functions. 133 HARRIS. Algebraic Geometry: A First
101 EDWARDS. Galois Theory. Course.
102 VARADARAJAN. Lie Groups, Lie Algebras 134 ROMAN. Coding and Information Theory.
and Their Representations. 135 RoMAN. Advanced Linear Algebra. 3rd ed.
103 LANG. Complex Analysis. 3rd ed. 136 ADKINS/WEINTRAUB. Algebra: An
104 DUBROVIN/FOMENKO/NOVIKOV. Modem Approach via Module Theory.
Geometry-Methods and Applications. 137 AXLER!BOURDON!RAMEY. Harmonic
Part II. Function Theory. 2nd ed.
105 LANG. SLZ (R). 138 CoHEN. A Course in Computational
106 SILVERMAN. The Arithmetic of Elliptic Algebraic Number Theory.
Curves. 139 BREDON. Topology and Geometry.
107 OLVER. Applications of Lie Groups to 140 AUBIN. Optima and Equilibria. An
Differential Equations. 2nd ed. Introduction to Nonlinear Analysis.
141 BECKERfWEISPFENNING/KREDEL. Griibner 177 NEWMAN. Analytic Number Theory.
Bases. A Computational Approach to 178 CLARKE/LEDYAEV/STERN/WOLENSKI.
Commutative Algebra. Nonsmooth Analysis and Control Theory.
142 LANG. Real and Functional Analysis. 179 DouGLAS. Banach Algebra Techniques in
3rd ed. Operator Theory. 2nd ed.
143 DooB. Measure Theory. 180 SRIVASTAvA. A Course on Borel Sets.
144 DENNIS/FARB. Noncommutative Algebra. 181 KRESS. Numerical Analysis.
145 VICK. Homology Theory. An Introduction 182 WALTER. Ordinary Differential Equations.
to Algebraic Topology. 2nd ed. 183 MEGGINSON. An Introduction to Banach
146 BRIDGES. Computability: A Mathematical Space Theory.
Sketchbook. 184 BOLLOBAS. Modern Graph Theory.
147 ROSENBERG. Algebraic K-Theory and Its 185 CoxiLITTLE/O'SHEA. Using Algebraic
Applications. Geometry. 2nd ed.
148 RoTMAN. An Introduction to the Theory of 186 RAMAKRISHNANN ALENZA. Fourier
Groups. 4th ed. Analysis on Number Fields.
149 RATCLIFFE. Foundations of Hyperbolic 187 HARRIS/MORRISON. Moduli of Curves.
Manifolds. 2nd ed. 188 GoLDBLATT. Lectures on the Hyperreals:
150 EISENBUD. Commutative Algebra with a An Introduction to Nonstandard Analysis.
View Toward Algebraic Geometry. 189 LAM. Lectures on Modules and Rings.
151 SILVERMAN. Advanced Topics in the 190 ESMONDEIMURTY. Problems in Algebraic
Arithmetic of Elliptic Curves. Number Theory. 2nd ed.
152 ZIEGLER. Lectures on Polytopes. 191 LANG. Fundamentals of Differential
153 FuLTON. Algebraic Topology: A First Geometry.
Course. 192 HIRSCH/LACOMBE. Elements of Functional
154 BROWN/PEARCY. An Introduction to Analysis.
Analysis. 193 CoHEN. Advanced Topics in Computational
155 KASSEL. Quantum Groups. Number Theory.
156 KECHRIS. Classical Descriptive Set Theory. 194 ENGEL/NAGEL. One-Parameter Semigroups
157 MALLIA YIN. Integration and Probability. for Linear Evolution Equations.
158 ROMAN. Field Theory. 195 NATHANSON. Elementary Methods in
159 CoNWAY. Functions of One Complex Number Theory.
Variable II. 196 OsBORNE. Basic Homological Algebra.
160 LANG. Differential and Riemannian 197 EISEN BUD/HARRIS. The Geometry of
Manifolds. Schemes.
161 BoRWEINIERDilLYI. Polynomials and 198 RoBERT. A Course inp-adic Analysis.
Polynomial Inequalities. 199 HEDENMALMIKORENBLUM/ZHU. Theory of
162 ALPERIN/BELL. Groups and Bergman Spaces.
Representations. 200 BAo/CHERNISHEN. An Introduction to
163 DIXON/MORTIMER. Permutation Groups. Riemann-Finsler Geometry.
164 NATHANSON. Additive Number Theory: 201 HINDRY/SILVERMAN. Diophantine
The Classical Bases. Geometry: An Introduction.
165 NATHANSON. Additive Number Theory: 202 LEE. Introduction to Topological
Inverse Problems and the Geometry of Manifolds.
Sumsets. 203 SAGAN. The Symmetric Group:
166 SHARPE. Differential Geometry: Cartan's Representations, Combinatorial
Generalization of Klein's Erlangen Algorithms, and Symmetric Functions.
Program. 204 ESCOFIER. Galois Theory.
167 MORANDI. Field and Galois Theory. 205 FELIX/HALPERIN/THOMAS. Rational
168 EwALD. Combinatorial Convexity and Homotopy Theory. 2nd ed.
Algebraic Geometry. 206 MURTY. Problems in Analytic Number
169 BHATIA. Matrix Analysis. Theory. Readings in Mathematics
170 BREDON. Sheaf Theory. 2nd ed. 207 GODSILIROYLE. Algebraic Graph Theory.
171 PETERSEN. Riemannian Geometry. 2nd ed. 208 CHENEY. Analysis for Applied
172 REMMERT. Classical Topics in Complex Mathematics.
Function Theory. 209 ARVESON. A Short Course on Spectral
173 DIESTEL. Graph Theory. 2nd ed. Theory.
174 BRIDGES. Foundations of Real and Abstract 210 ROSEN. Number Theory in Function Fields.
Analysis. 211 LANG. Algebra. Revised 3rd ed.
175 LICKORISH. An Introduction to Knot 212 MATOUSEK. Lectures on Discrete Geometry.
Theory. 213 FRITZSCHE/GRAUERT. From Holomorphic
176 LEE. Riemannian Manifolds. Functions to Complex Manifolds.
214 JosT. Partial Differential Equations. 2nd ed. 230 STROOCK. An Introduction to Markov
215 GOLDSCHMIDT. Algebraic Functions and Processes.
Projective Curves. 231 BJORNERIBRENTI. Combinatories of
216 D. SERRE. Matrices: Theory and Coxeter Groups.
Applications. 232 EVEREST/WARD. An Introduction to
217 MARKER. Model Theory: An Introduction. Number Theory.
218 LEE. Introduction to Smooth Manifolds. 233 ALBIAC/KALTON. Topics in Banach Space
219 MACLACHLAN/REID. The Arithmetic of Theory.
Hyperbolic 3-Manifolds. 234 JoRGENSON. Analysis and Probability.
220 NESTRUEV. Smooth Manifolds and 235 SEPANSKI. Compact Lie Groups.
Observables. 236 GARNETT. Bounded Analytic Functions.
221 GRUNBAUM. Convex Polytopes. 2nd ed. 237 MARTINEZ- AVENDANO/ROSENTHAL. An
222 HALL. Lie Groups, Lie Algebras, Introduction to Operators on the
and Representations: An Elementary Hardy-Hilbert Space.
Introduction. 238 AIGNER, A Course in Enumeration.
223 VRETBLAD. Fourier Analysis and Its 239 CoHEN, Number Theory, Vol. I.
Applications. 240 CoHEN, Number Theory, Vol. II.
224 W ALSCHAP. Metric Structures in 241 SILVERMAN. The Arithmetic of Dynamical
Differential Geometry. Systems.
225 BuMP. Lie Groups. 242 GRJLLET. Abstract Algebra. 2nd ed.
226 ZHU. Spaces of Holomorphic Functions in 243 GEOGHEGAN. Topological Methods in
the Unit Ball. Group Theory.
227 MILLERISTURMFELS. Combinatorial 244 BONDY/MURTY. Graph Theory.
Commutative Algebra. 245 GILMAN!KRA!RODRJGUEZ. Complex
228 DIAMOND/SHURMAN. A First Course in Analysis.
Modular Forms. 246 KANIUTH. A Course in Commutative
229 EISENBUD. The Geometry of Syzygies. Banach Algebras.

Conway - A Course in Functional Analysis

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Graduate Texts in Mathematics 96

Mathematical Subject Classification (2000): 46-01, 46L05, 47B15, 47B25

Library of Congress Cataloging-in-Publication Data

(~) 2007 Springer Science+Business Media New York

Functional analysis has become a sufficiently large area of mathematics that it

Uniform Roundedness, are proved. For this reason I contemplated not

in those courses were a big help. My colleague Grahame Bennett gave me

Bloomington, Indiana John B. Conway

§3. Finite Dimensional Normed Spaces 69

List of Symbols 391

A Hilbert space is the abstraction of the finite-dimensional Euclidean spaces

§1. Elementary Properties and Examples

1.1. Definition. If :!{ is a vector space over F, a semi-inner product on f!l is

({an}, {/Jn}) = L anlfn,

all define inner products on fi£.

1.3. Example. Let (X,il,J.l) be a measure space consisting of a set X, a

1.4. The Cauchy-Bunyakowsky-Schwarz Inequality. If ( ·, ·) is a semi-inner

0 ~ (x- ay,x -1Xy)

Suppose ( y, x) = bei6 , b;?!: 0, and let IX = e- i6 t, t in R. The above inequality

The inequality in (1.4) will be referred to as the CBS inequality.

If ( ·, ·) is an inner product, then

= llxii 2 +2Re(x,y)+ IIYII 2 •

By the CBS inequality, Re<x,y)::::; l<x,y)l::::; llxll IIYII- Hence,

1.6. Definition. A Hilbert space is a vector space Jf over F' together

Then 12(/) is a Hilbert space (Exercise 2).

Recall that an absolutely continuous function on the unit interval [0, 1]

1.8. Example. Let Yf = the collection of all absolutely continuous functions

IL lf(x + iyWdxdy< oo.

L;(G) is called the Bergman space for G.

Several alternatives for the integral with respect to two-dimensional

1.11. Lemma. Iff is analytic in a neighborhood of B(a;r), then

[Here B(a;r)={z: lz-al<r} and B(a;r)={z: lz-al:::::;r}.]

= (2/r 2 ) t tf(a)dt = f(a).

<f, g >= Jl L j<kl(t)g(k)(t)dt.

Show that .Yf is a Hilbert space.

2.1. Definition. If Jf is a Hilbert space andf, geJf, thenfand g are orthogonal

PROOF. If/ 1.l / 2, then

Note that iff .l g, then/ ..L - g, so II f - g 1 2 = II f 11 2 + II g 11 2. The next result

Since K is convex, i(k. + km)E K. Hence, II t{k. + km) 11 2 ? d 2. If t: > 0, choose N

II k. ~ ~"f < i(2d2 + it:2) - d2 = ±t:2.

Thus, I k.- km I < t: for n, m? N and {k.} is a Cauchy sequence. Since Yf is

PROOF. Suppose / 0 EA and I h- fo I = dist(h, A). If fEA, then

I h- f 1 2 = I (h- fo) + Uo- f) 1 2

2.8. Definition. If .A is a closed linear subspace of .Yl' and P is the linear

It also seems appropriate to introduce the notation .A ~ .Yl' to signify

2.9. Corollary. If .A~ .Yl', then ( .A.l).l =.A.

6. Prove Corollary 2.11.

§3. The Riesz Representation Theorem

3.1. Proposition. Let Yf be a Hilbert space and L: Yf -4IF a linew functional.

1> ILLih~h+JI = llhl~ +t:IL(h)l;

3.3. Proposition. If L is a bounded linear functional, then

Fix an h0 in Yf and define L: Yf-+ 1F by L(h) = ( h, h0 ). It is easy to see

3.4. The Riesz Representation Theorem. If L: .tf--+ lF is a bounded linear

3.5. Corollary. If(X,O.,J.l) is a measure space and F: L2 (J.l)--+lF is a bounded

F(h) = fhh0 dJ.l

for every h in L2 (J.l).

Of course the preceding corollary is a special case of the theorem on

§4. Orthonormal Sets of Vectors and Bases

4.1. Definition. An orthonormal subset of a Hilbert space Jf is a subset tf

Every vector space has a Hamel basis (a maximal linearly independent

4.2. Proposition. If G is an orthonormal set in Jf, then there is a basis for Jf

4.3. Example. Let Jf = LHO. 2n] and for n in 7l define en in Jf by

4.5. Example. Let Jf = l2 (I) as in Example 1.7. For each i in I define e; in

4.6. The Gram-Schmidt Orthogonalization Process. If Jf is a Hilbert space

2.7. Proposition. If Aeei(Jl'), IIAII = IIAII = IIAAii 112 •