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Theorem (Convergence).

Let (e ) be an orthonormalk
sequence in a Hilbert space H. Then:
(a) The series converges (in the norm on H) if and only if the
following series converges:
⃓2
where , ……… are any scalars.

(b) If The series converges, then the coefficients ak are the Fourier
coefficients <x, ek>, where x denotes the sum of The series ; hence
in this case, The series can be written
= >ek

(c) For any x H, The series with ak = <x, ek> converges (in the
norm of H).
Proof.
(a) Let
sn =

And n =⃓α1⃓2+ ⃓α2⃓2+ ⃓α3⃓2+ ⃓α4⃓2+………………..+ ⃓αn⃓2

Then, because of the orthonormality, for any m and n> m,

⃦sn - sm 2⃦ = ⃦𝛼 𝑚+1𝑒 𝑚+1+………………+𝛼𝑛𝑒𝑛 ⃦2

⃓αm+1⃓2+ ⃓αm+2⃓2+ ⃓αm+3⃓2+ ⃓αm+4⃓2+………………..+ ⃓αn⃓2


=

= n -m

Hence (sn) is Cauchy in H if and only if ( ) is Cauchy in R. Since H


and R are complete, the first statement of the theorem follows.
(b) Taking the inner product of Sn and ej and using the
orthonormality,
we have
< sn , ej > =
By assumption, sn x. Since the inner product is continuous .
{Lemma (Continuity of inner product). If in an inner product space,
xn x and yn y, then (xn, yn)(x, y). }

Here we can take k (n) as large as we please because n , so that we


have
< sn , ej > = for every j = 1,2, ....
(c) From the Bessel inequality
{(Bessel inequality). Let (ek) be an orthonormal sequence in an inner product space X. Then for
every x X
>⃓2 }

We see that the series


>⃓2

converges. From this and (a) we conclude that (c) must hold.
Theorem (Isomorphism and Hilbert dimension): Two
Hilbert spaces H1and H2, both real or both complex, are isomorphic if
and only if they have the same Hilbert dimension.

Proof. If H1 is isomorphic with H2 and T: H1 H2 is an isomorphism,


then
<Tx, Ty> = <x, y> shows that orthonormal elements in H1 have
orthonormal images under T. Since T is bijective, we thus conclude
that T maps every total orthonormal set in H1 onto a total
orthonormal set in H2. Hence H1and H2 have the same Hilbert
dImension.

Conversely, suppose that H1and H2 have the same Hilbert dimension.


The case H1 ={0} and H2 ={0} is trivial. Let H{O}.
Then H2 {O}, and any total orthonormal sets M1 in H1and M2 in H2
have the same cardinality, so that we can index them by the same
To show that H1 and H2 are isomorphic, we construct an isomorphism
of H1 onto H2. For every H we have
(1)

where the right-hand side is a finite sum or an infinite series .


and by the Bessel inequality. Defining
(2) X=T =

we thus have convergence by above theorem, so that X. The operator T


is linear since the inner product is linear with respect to the first factor.
T is isometric, because by first using (2) and then (1) we obtain
||X||2=||T ||2=
From this
and for a real inner product space we have
<x,y>

I
and for a complex inner product space we have
Re<x,y>=(||𝑥+𝑦||2−||𝑥−𝑦||2)
Im<x,y>=||x+iy||2-||x-iy||2)we see that T preserves the inner
product. Furthermore, isometry implies injectivity. In fact, if Tx = Ty,
Then
||x-y||=||Tx–Ty||=||T(x-y)||=0
So that x=y and T is injective.
We finally show that T is surjective. Given any
X= in H2.
We have by the Bessel inequality. Hence

is a finite sum or a series which converges to an x H1by above


theorem, and k = <x, ek> by the same theorem. We thus have
X= Tx by (2).
Since Xwas arbitrary, this shows that T is surjective.
(*)Riesz's Theorem (Functionals on Hilbert spaces). Every bounded linear
functional f on a Hilbert space H can be represented in terms of the inner product, namely,
f(x) = (x, z)
where z depends on f, is uniquely determined by f and has norm
Ilzll=llfll·

(**)We have for all x and scalars


(f1+ f2)(x) = f1(x) + f2(x)
= (x, X1)+ (x, X2)
= (x, X1 + X2).
By the definition of A1 this shows conjugate linearity
A1(f1+ f2)= A2f2
Where A1:
(***)Theorem (Dual space). The dual space X' of a normed space X is a Banach space
(whether or not X is).
(****)(lPl) <x+y, z>=<x, z>+<y, z> ,(lP2) <x, y>=<x, y>
(IP3) <x, y>=
(IP4) <x,x>
Theorem (Hilbert space). Every Hilbert space H is
reflexive.
Proof. We shall prove surjectivity of the canonical mapping
C: H H" by showing that for every gH" there is an xH such
that g = Cx.
As a preparation we define
A: H' H by Af = z,
where z is given by the Riesz representation f(x) = <x, z> in (*).

From (*) we know that A is bijective and isometric. A is conjugate


linear, as we see from (**).
Now H' is complete by (***)
and a Hilbert space with inner product defined by
<f1,f2>=<Af2,Af1>
Note the order of f1, f2 on both sides. (IP1) to (IP4) in (****)is
readily verified. In particular, (IP2) follows from the conjugate
linearity of A:
Note the order of f1,f2 on both sides. (IP1) to (IP4) in (****) is readily
verified. In particular, (IP2) follows from the conjugate linearity of A:

< = <Af2,Af1>=

Let g H" be arbitrary. Let its Riesz representation be

G(f)=< f,f > =<Af ,Af>.


o 1 o

We now remember that f(x) = <x, z> where z = Af. Writing Afo = x, we
thus have
<Afo, Af> = <x, z> = f(x).
Together, g(f) = f(x), that is, g = Cx by the definition of C. Since gH"
was arbitrary, C is surjective, so that H is reflexive. I

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