In mathematics, a Hilbert space is a real number or complex number inner product space that is also a complete metric space with respect to the metric induced by the inner product. It generalizes the notion of Euclidean space. The inner product allows lengths and angles to be defined. Furthermore, completeness means that there are enough limits in the space to allow the techniques of calculus to be used. A Hilbert space is a special case of a Banach space.
Hilbert spaces were studied beginning in the first decade of the 20th century by David Hilbert, Erhard Schmidt, and Frigyes Riesz. They are indispensable tools in the theories of partial differential equations, quantum mechanics, Fourier analysis (which includes applications to signal processing and heat transfer), and ergodic theory (which forms the mathematical underpinning of thermodynamics). John von Neumann coined the term Hilbert space for the abstract concept that underlies many of these diverse applications. The success of Hilbert space methods ushered in a very fruitful era for functional analysis. Apart from the classical Euclidean vector spaces, examples of Hilbert spaces include spaces of square-integrable functions, Sequence space, consisting of generalized functions, and of holomorphic functions.
Geometric intuition plays an important role in many aspects of Hilbert space theory. Exact analogs of the Pythagorean theorem and parallelogram law hold in a Hilbert space. At a deeper level, perpendicular projection onto a linear subspace plays a significant role in optimization problems and other aspects of the theory. An element of a Hilbert space can be uniquely specified by its coordinates with respect to an orthonormal basis, in analogy with Cartesian coordinates in classical geometry. When this basis is countably infinite, it allows identifying the Hilbert space with the space of the infinite sequences that are square-summable. The latter space is often in the older literature referred to as the Hilbert space.
The dot product satisfies the properties
An operation on pairs of vectors that, like the dot product, satisfies these three properties is known as a (real) inner product. A vector space equipped with such an inner product is known as a (real) inner product space. Every finite-dimensional inner product space is also a Hilbert space.However, some sources call finite-dimensional spaces with these properties pre-Hilbert spaces, reserving the term "Hilbert space" for infinite-dimensional spaces; see, e.g., . The basic feature of the dot product that connects it with Euclidean geometry is that it is related to both the length (or norm) of a vector, denoted , and to the angle between two vectors and by means of the formula
Multivariable calculus in Euclidean space relies on the ability to compute limits, and to have useful criteria for concluding that limits exist. A mathematical series consisting of vectors in is absolutely convergent provided that the sum of the lengths converges as an ordinary series of real numbers:
Just as with a series of scalars, a series of vectors that converges absolutely also converges to some limit vector in the Euclidean space, in the sense that
This property expresses the completeness of Euclidean space: that a series that converges absolutely also converges in the ordinary sense.
Hilbert spaces are often taken over the . The complex plane denoted by is equipped with a notion of magnitude, the absolute value , which is defined as the square root of the product of with its complex conjugate:
If is a decomposition of into its real and imaginary parts, then the modulus is the usual Euclidean two-dimensional length:
The inner product of a pair of complex numbers and is the product of with the complex conjugate of :
This is complex-valued. The real part of gives the usual two-dimensional Euclidean dot product.
A second example is the space whose elements are pairs of complex numbers . Then an inner product of with another such vector is given by
The real part of is then the four-dimensional Euclidean dot product. This inner product is Hermitian symmetric, which means that the result of interchanging and is the complex conjugate:
To say that a complex vector space is a means that there is an inner product associating a complex number to each pair of elements of that satisfies the following properties:
\langle x, x\rangle > 0 & \quad \text{ if } x \neq 0, \\ \langle x, x\rangle = 0 & \quad \text{ if } x = 0\,.\end{alignat}
It follows from properties 1 and 2 that a complex inner product is , also called , in its second argument, meaning that
A is defined in the same way, except that is a real vector space and the inner product takes real values. Such an inner product will be a bilinear map and will form a dual system.
The norm is the real-valued function and the distance between two points in is defined in terms of the norm by
That this function is a distance function means firstly that it is symmetric in and secondly that the distance between and itself is zero, and otherwise the distance between and must be positive, and lastly that the triangle inequality holds, meaning that the length of one leg of a triangle cannot exceed the sum of the lengths of the other two legs:
This last property is ultimately a consequence of the more fundamental Cauchy–Schwarz inequality, which asserts with equality if and only if and are linearly dependent.
With a distance function defined in this way, any inner product space is a metric space, and sometimes is known as a . Any pre-Hilbert space that is additionally also a complete space is a Hilbert space.
The of is expressed using a form of the Cauchy criterion for sequences in : a pre-Hilbert space is complete if every Cauchy sequence converges with respect to this norm to an element in the space. Completeness can be characterized by the following equivalent condition: if a series of vectors converges absolutely in the sense that then the series converges in , in the sense that the partial sums converge to an element of .
As a complete normed space, Hilbert spaces are by definition also . As such they are topological vector spaces, in which topology notions like the open set and closed set of subsets are well defined. Of special importance is the notion of a closed linear subspace of a Hilbert space that, with the inner product induced by restriction, is also complete (being a closed set in a complete metric space) and therefore a Hilbert space in its own right.
The inner product on is defined by:
This second series converges as a consequence of the Cauchy–Schwarz inequality and the convergence of the previous series.
Completeness of the space holds provided that whenever a series of elements from converges absolutely (in norm), then it converges to an element of . The proof is basic in mathematical analysis, and permits mathematical series of elements of the space to be manipulated with the same ease as series of complex numbers (or vectors in a finite-dimensional Euclidean space).
In the first decade of the 20th century, parallel developments led to the introduction of Hilbert spaces. The first of these was the observation, which arose during David Hilbert and Erhard Schmidt's study of integral equations, that two square-integrable real-valued functions and on an interval have an inner product
The second development was the Lebesgue integral, an alternative to the Riemann integral introduced by Henri Lebesgue in 1904.. Further details on the history of integration theory can be found in and . The Lebesgue integral made it possible to integrate a much broader class of functions. In 1907, Frigyes Riesz and Ernst Sigismund Fischer independently proved that the space of square Lebesgue-integrable functions is a complete metric space. As a consequence of the interplay between geometry and completeness, the 19th century results of Joseph Fourier, Friedrich Bessel and Marc-Antoine Parseval on trigonometric series easily carried over to these more general spaces, resulting in a geometrical and analytical apparatus now usually known as the Riesz–Fischer theorem.
Further basic results were proved in the early 20th century. For example, the Riesz representation theorem was independently established by Maurice Fréchet and Frigyes Riesz in 1907.In , the result that every linear functional on is represented by integration is jointly attributed to and . The general result, that the dual of a Hilbert space is identified with the Hilbert space itself, can be found in . John von Neumann coined the term abstract Hilbert space in his work on unbounded Hermitian operators. Although other mathematicians such as Hermann Weyl and Norbert Wiener had already studied particular Hilbert spaces in great detail, often from a physically motivated point of view, von Neumann gave the first complete and axiomatic treatment of them. Von Neumann later used them in his seminal work on the foundations of quantum mechanics, and in his continued work with Eugene Wigner. The name "Hilbert space" was soon adopted by others, for example by Hermann Weyl in his book on quantum mechanics and the theory of groups.
The significance of the concept of a Hilbert space was underlined with the realization that it offers one of the best mathematical formulations of quantum mechanics. In short, the states of a quantum mechanical system are vectors in a certain Hilbert space, the observables are hermitian operators on that space, the symmetry of the system are , and measurements are orthogonal projections. The relation between quantum mechanical symmetries and unitary operators provided an impetus for the development of the unitary representation theory of groups, initiated in the 1928 work of Hermann Weyl. On the other hand, in the early 1930s it became clear that classical mechanics can be described in terms of Hilbert space (Koopman–von Neumann classical mechanics) and that certain properties of classical dynamical systems can be analyzed using Hilbert space techniques in the framework of ergodic theory.
The algebra of in quantum mechanics is naturally an algebra of operators defined on a Hilbert space, according to Werner Heisenberg's matrix mechanics formulation of quantum theory. Von Neumann began investigating in the 1930s, as rings of operators on a Hilbert space. The kind of algebras studied by von Neumann and his contemporaries are now known as von Neumann algebras. In the 1940s, Israel Gelfand, Mark Naimark and Irving Segal gave a definition of a kind of operator algebras called C*-algebras that on the one hand made no reference to an underlying Hilbert space, and on the other extrapolated many of the useful features of the operator algebras that had previously been studied. The spectral theorem for self-adjoint operators in particular that underlies much of the existing Hilbert space theory was generalized to C*-algebras. These techniques are now basic in abstract harmonic analysis and representation theory.
The inner product of functions and in is then defined as or
where the second form (conjugation of the first element) is commonly found in the theoretical physics literature. For and in , the integral exists because of the Cauchy–Schwarz inequality, and defines an inner product on the space. Equipped with this inner product, is in fact complete. The Lebesgue integral is essential to ensure completeness: on domains of real numbers, for instance, not enough functions are Riemann integral.
The Lebesgue spaces appear in many natural settings. The spaces and of square-integrable functions with respect to the Lebesgue measure on the real line and unit interval, respectively, are natural domains on which to define the Fourier transform and Fourier series. In other situations, the measure may be something other than the ordinary Lebesgue measure on the real line. For instance, if is any positive measurable function, the space of all measurable functions on the interval satisfying is called the weighted space , and is called the weight function. The inner product is defined by
The weighted space is identical with the Hilbert space where the measure of a Lebesgue-measurable set is defined by
Weighted spaces like this are frequently used to study orthogonal polynomials, because different families of orthogonal polynomials are orthogonal with respect to different weighting functions.
For a non-negative integer and , the Sobolev space contains functions whose of order up to are also . The inner product in is where the dot indicates the dot product in the Euclidean space of partial derivatives of each order. Sobolev spaces can also be defined when is not an integer.
Sobolev spaces are also studied from the point of view of spectral theory, relying more specifically on the Hilbert space structure. If is a suitable domain, then one can define the Sobolev space as the space of ; roughly,
Here is the Laplacian and is understood in terms of the spectral mapping theorem. Apart from providing a workable definition of Sobolev spaces for non-integer , this definition also has particularly desirable properties under the Fourier transform that make it ideal for the study of pseudodifferential operators. Using these methods on a compact space Riemannian manifold, one can obtain for instance the Hodge decomposition, which is the basis of Hodge theory.Details can be found in .
Hardy spaces in the disc are related to Fourier series. A function is in if and only if where
Thus consists of those functions that are L2 on the circle, and whose negative frequency Fourier coefficients vanish.
A Bergman space is an example of a reproducing kernel Hilbert space, which is a Hilbert space of functions along with a kernel that verifies a reproducing property analogous to this one. The Hardy space also admits a reproducing kernel, known as the Szegő kernel. Reproducing kernels are common in other areas of mathematics as well. For instance, in harmonic analysis the Poisson kernel is a reproducing kernel for the Hilbert space of square-integrable harmonic functions in the unit ball. That the latter is a Hilbert space at all is a consequence of the mean value theorem for harmonic functions.
A typical example is the Poisson equation with Dirichlet boundary conditions in a bounded domain in . The weak formulation consists of finding a function such that, for all continuously differentiable functions in vanishing on the boundary:
This can be recast in terms of the Hilbert space consisting of functions such that , along with its weak partial derivatives, are square integrable on , and vanish on the boundary. The question then reduces to finding in this space such that for all in this space
where is a continuous bilinear form, and is a continuous linear functional, given respectively by
Since the Poisson equation is elliptic, it follows from Poincaré's inequality that the bilinear form is coercive. The Lax–Milgram theorem then ensures the existence and uniqueness of solutions of this equation., section 9.5
Hilbert spaces allow for many elliptic partial differential equations to be formulated in a similar way, and the Lax–Milgram theorem is then a basic tool in their analysis. With suitable modifications, similar techniques can be applied to parabolic partial differential equations and certain hyperbolic partial differential equations.
An ergodic dynamical system is one for which, apart from the energy—measured by the Hamiltonian—there are no other functionally independent conserved quantities on the phase space. More explicitly, suppose that the energy is fixed, and let be the subset of the phase space consisting of all states of energy (an energy surface), and let denote the evolution operator on the phase space. The dynamical system is ergodic if every invariant measurable functions on is constant almost everywhere., Proposition 2.14. An invariant function is one for which for all on and all time . Liouville's theorem implies that there exists a measure theory on the energy surface that is invariant under the time translation. As a result, time translation is a unitary transformation of the Hilbert space consisting of square-integrable functions on the energy surface with respect to the inner product
The von Neumann mean ergodic theorem states the following:
For an ergodic system, the fixed set of the time evolution consists only of the constant functions, so the ergodic theorem implies the following: for any function ,
That is, the long time average of an observable is equal to its expectation value over an energy surface.
The example of adding up the first few terms in a Fourier series for a sawtooth function is shown in the figure. The basis functions are sine waves with wavelengths (for integer ) shorter than the wavelength of the sawtooth itself (except for , the fundamental wave).
A significant problem in classical Fourier series asks in what sense the Fourier series converges, if at all, to the function . Hilbert space methods provide one possible answer to this question.A treatment of Fourier series from this point of view is available, for instance, in or . The functions form an orthogonal basis of the Hilbert space . Consequently, any square-integrable function can be expressed as a series and, moreover, this series converges in the Hilbert space sense (that is, in the mean convergence).
The problem can also be studied from the abstract point of view: every Hilbert space has an orthonormal basis, and every element of the Hilbert space can be written in a unique way as a sum of multiples of these basis elements. The coefficients appearing on these basis elements are sometimes known abstractly as the Fourier coefficients of the element of the space. The abstraction is especially useful when it is more natural to use different basis functions for a space such as . In many circumstances, it is desirable not to decompose a function into trigonometric functions, but rather into orthogonal polynomials or for instance, and in higher dimensions into spherical harmonics.
For instance, if are any orthonormal basis functions of , then a given function in can be approximated as a finite linear combination
The coefficients are selected to make the magnitude of the difference as small as possible. Geometrically, the best approximation is the orthogonal projection of onto the subspace consisting of all linear combinations of the , and can be calculated by
That this formula minimizes the difference is a consequence of Bessel's inequality and Parseval's formula.
In various applications to physical problems, a function can be decomposed into physically meaningful of a differential operator (typically the Laplace operator): this forms the foundation for the spectral study of functions, in reference to the spectral theorem of the differential operator.The classic reference for spectral methods is . A more up-to-date account is . A concrete physical application involves the problem of hearing the shape of a drum: given the fundamental modes of vibration that a drumhead is capable of producing, can one infer the shape of the drum itself? The mathematical formulation of this question involves the Dirichlet eigenvalues of the Laplace equation in the plane, that represent the fundamental modes of vibration in direct analogy with the integers that represent the fundamental modes of vibration of the violin string.
Spectral theory also underlies certain aspects of the Fourier transform of a function. Whereas Fourier analysis decomposes a function defined on a compact set into the discrete spectrum of the Laplacian (which corresponds to the vibrations of a violin string or drum), the Fourier transform of a function is the decomposition of a function defined on all of Euclidean space into its components in the continuous spectrum of the Laplacian. The Fourier transformation is also geometrical, in a sense made precise by the Plancherel theorem, that asserts that it is an isometry of one Hilbert space (the "time domain") with another (the "frequency domain"). This isometry property of the Fourier transformation is a recurring theme in abstract harmonic analysis (since it reflects the conservation of energy for the continuous Fourier Transform), as evidenced for instance by the Plancherel theorem for spherical functions occurring in noncommutative harmonic analysis.
The inner product between two state vectors is a complex number known as a probability amplitude. During an ideal measurement of a quantum mechanical system, the probability that a system collapses from a given initial state to a particular eigenstate is given by the square of the absolute value of the probability amplitudes between the initial and final states. The possible results of a measurement are the eigenvalues of the operator—which explains the choice of self-adjoint operators, for all the eigenvalues must be real. The probability distribution of an observable in a given state can be found by computing the spectral decomposition of the corresponding operator.
For a general system, states are typically not pure, but instead are represented as statistical mixtures of pure states, or mixed states, given by density matrix: self-adjoint operators of trace one on a Hilbert space. Moreover, for general quantum mechanical systems, the effects of a single measurement can influence other parts of a system in a manner that is described instead by a positive operator valued measure. Thus the structure both of the states and observables in the general theory is considerably more complicated than the idealization for pure states.
The conditional expectation has a natural interpretation in the Hilbert space., p. 477, ex. 34.13}} Suppose that a probability space is given, where is a sigma algebra on the set , and is a probability measure on the measure space . If is a sigma subalgebra of , then the conditional expectation is the orthogonal projection of onto the subspace of consisting of the -measurable functions. If the random variable in is independent of the sigma algebra then conditional expectation , i.e., its projection onto the -measurable functions is constant. Equivalently, the projection of its centering is zero.
In particular, if two random variables and (in ) are independent, then the centered random variables and are orthogonal. (This means that the two variables have zero covariance: they are uncorrelated.) In that case, the Pythagorean theorem in the kernel of the expectation operator implies that the of and satisfy the identity: sometimes called the Pythagorean theorem of statistics, and is of importance in linear regression. As puts it, "the analysis of variance may be viewed as the decomposition of the squared length of a vector into the sum of the squared lengths of several vectors, using the Pythagorean Theorem."
The theory of martingales can be formulated in Hilbert spaces. A martingale in a Hilbert space is a sequence of elements of a Hilbert space such that, for each , is the orthogonal projection of onto the linear hull of ., Exercise 16.45. If the are random variables, this reproduces the usual definition of a (discrete) martingale: the expectation of , conditioned on , is equal to .
Hilbert spaces are also used throughout the foundations of the Itô calculus., Chapter 3 To any square-integrable martingale, it is possible to associate a Hilbert norm on the space of equivalence classes of progressively measurable processes with respect to the martingale (using the quadratic variation of the martingale as the measure). The Itô integral can be constructed by first defining it for , and then exploiting their density in the Hilbert space. A noteworthy result is then the Itô isometry, which attests that for any martingale M having quadratic variation measure , and any progressively measurable process H: whenever the expectation on the right-hand side is finite.
A deeper application of Hilbert spaces that is especially important in the theory of is an attempt, due to Leonard Gross and others, to make sense of certain formal integrals over infinite dimensional spaces like the Feynman path integral from quantum field theory. The problem with integrals like this is that there is no infinite dimensional Lebesgue measure. The notion of an abstract Wiener space allows one to construct a measure on a Banach space that contains a Hilbert space , called the Cameron–Martin space, as a dense subset, out of a finitely additive cylinder set measure on . The resulting measure on is countably additive and invariant under translation by elements of , and this provides a mathematically rigorous way of thinking of the Wiener measure as a Gaussian measure on the Sobolev space .
When and are orthogonal, one has
By induction on , this is extended to any family of orthogonal vectors,
Whereas the Pythagorean identity as stated is valid in any inner product space, completeness is required for the extension of the Pythagorean identity to series., Theorem 12.6 A series of orthogonal vectors converges in if and only if the series of squares of norms converges, and Furthermore, the sum of a series of orthogonal vectors is independent of the order in which it is taken.
Conversely, every Banach space in which the parallelogram identity holds is a Hilbert space, and the inner product is uniquely determined by the norm by the polarization identity. For real Hilbert spaces, the polarization identity is
For complex Hilbert spaces, it is
The parallelogram law implies that any Hilbert space is a uniformly convex Banach space.
This is equivalent to saying that there is a point with minimal norm in the translated convex set . The proof consists in showing that every minimizing sequence is Cauchy (using the parallelogram identity) hence converges (using completeness) to a point in that has minimal norm. More generally, this holds in any uniformly convex Banach space.
When this result is applied to a closed subspace of , it can be shown that the point closest to is characterized by
This point is the orthogonal projection of onto , and the mapping is linear (see ). This result is especially significant in applied mathematics, especially numerical analysis, where it forms the basis of least squares methods.
In particular, when is not equal to , one can find a nonzero vector orthogonal to (select and ). A very useful criterion is obtained by applying this observation to the closed subspace generated by a subset of .
The Riesz representation theorem affords a convenient description of the dual space. To every element of , there is a unique element of , defined by where moreover,
The Riesz representation theorem states that the map from to defined by is Surjective map, which makes this map an Isometry Antilinear map isomorphism. So to every element of the dual there exists one and only one in such that for all . The inner product on the dual space satisfies
The reversal of order on the right-hand side restores linearity in from the antilinearity of . In the real case, the antilinear isomorphism from to its dual is actually an isomorphism, and so real Hilbert spaces are naturally isomorphic to their own duals.
The representing vector is obtained in the following way. When , the kernel is a closed vector subspace of , not equal to , hence there exists a nonzero vector orthogonal to . The vector is a suitable scalar multiple of . The requirement that yields
This correspondence is exploited by the bra–ket notation popular in physics. It is common in physics to assume that the inner product, denoted by , is linear on the right, The result can be seen as the action of the linear functional (the bra) on the vector (the ket).
The Riesz representation theorem relies fundamentally not just on the presence of an inner product, but also on the completeness of the space. In fact, the theorem implies that the Banach space of any inner product space can be identified with its completion. An immediate consequence of the Riesz representation theorem is also that a Hilbert space is reflexive space, meaning that the natural map from into its dual space is an isomorphism.
For example, any orthonormal sequence converges weakly to 0, as a consequence of Bessel's inequality. Every weakly convergent sequence is bounded, by the uniform boundedness principle.
Conversely, every bounded sequence in a Hilbert space admits weakly convergent subsequences (Alaoglu's theorem). This fact may be used to prove minimization results for continuous , in the same way that the Bolzano–Weierstrass theorem is used for continuous functions on . Among several variants, one simple statement is as follows:
This fact (and its various generalizations) are fundamental for direct methods in the calculus of variations. Minimization results for convex functionals are also a direct consequence of the slightly more abstract fact that closed bounded convex subsets in a Hilbert space are Weak topology, since is reflexive. The existence of weakly convergent subsequences is a special case of the Eberlein–Šmulian theorem.
The (geometrical) Hahn–Banach theorem asserts that a closed convex set can be separated from any point outside it by means of a hyperplane of the Hilbert space. This is an immediate consequence of the best approximation property: if is the element of a closed convex set closest to , then the separating hyperplane is the plane perpendicular to the segment passing through its midpoint.
The sum and the composite of two bounded linear operators is again bounded and linear. For y in H2, the map that sends to is linear and continuous, and according to the Riesz representation theorem can therefore be represented in the form for some vector in . This defines another bounded linear operator , the adjoint of . The adjoint satisfies . When the Riesz representation theorem is used to identify each Hilbert space with its continuous dual space, the adjoint of can be shown to be identical to the transpose of , which by definition sends to the functional
The set of all bounded linear operators on (meaning operators ), together with the addition and composition operations, the norm and the adjoint operation, is a C*-algebra, which is a type of operator algebra.
An element of is called 'self-adjoint' or 'Hermitian' if . If is Hermitian and for every , then is called 'nonnegative', written ; if equality holds only when , then is called 'positive'. The set of self adjoint operators admits a partial order, in which if . If has the form for some , then is nonnegative; if is invertible, then is positive. A converse is also true in the sense that, for a non-negative operator , there exists a unique non-negative square root such that
In a sense made precise by the spectral theorem, self-adjoint operators can usefully be thought of as operators that are "real". An element of is called normal if . Normal operators decompose into the sum of a self-adjoint operator and an imaginary multiple of a self adjoint operator that commute with each other. Normal operators can also usefully be thought of in terms of their real and imaginary parts.
An element of is called unitary operator if is invertible and its inverse is given by . This can also be expressed by requiring that be onto and for all . The unitary operators form a group under composition, which is the isometry group of .
An element of is compact operator if it sends bounded sets to relatively compact sets. Equivalently, a bounded operator is compact if, for any bounded sequence , the sequence has a convergent subsequence. Many integral operators are compact, and in fact define a special class of operators known as Hilbert–Schmidt operators that are especially important in the study of integral equations. Fredholm operators differ from a compact operator by a multiple of the identity, and are equivalently characterized as operators with a finite dimensional kernel and cokernel. The index of a Fredholm operator is defined by
The index is homotopy invariant, and plays a deep role in differential geometry via the Atiyah–Singer index theorem.
The adjoint of a densely defined unbounded operator is defined in essentially the same manner as for bounded operators. Self-adjoint unbounded operators play the role of the observables in the mathematical formulation of quantum mechanics. Examples of self-adjoint unbounded operators on the Hilbert space are:
These correspond to the momentum and position observables, respectively. Neither nor is defined on all of , since in the case of the derivative need not exist, and in the case of the product function need not be square integrable. In both cases, the set of possible arguments form dense subspaces of .
consisting of the set of all where , , and inner product defined by
More generally, if is a family of Hilbert spaces indexed by , then the direct sum of the , denoted consists of the set of all indexed families in the Cartesian product of the such that
The inner product is defined by
Each of the is included as a closed subspace in the direct sum of all of the . Moreover, the are pairwise orthogonal. Conversely, if there is a system of closed subspaces, , , in a Hilbert space , that are pairwise orthogonal and whose union is dense in , then is canonically isomorphic to the direct sum of . In this case, is called the internal direct sum of the . A direct sum (internal or external) is also equipped with a family of orthogonal projections onto the th direct summand . These projections are bounded, self-adjoint, idempotent operators that satisfy the orthogonality condition
The spectral theorem for compact operator self-adjoint operators on a Hilbert space states that splits into an orthogonal direct sum of the eigenspaces of an operator, and also gives an explicit decomposition of the operator as a sum of projections onto the eigenspaces. The direct sum of Hilbert spaces also appears in quantum mechanics as the Fock space of a system containing a variable number of particles, where each Hilbert space in the direct sum corresponds to an additional degree of freedom for the quantum mechanical system. In representation theory, the Peter–Weyl theorem guarantees that any unitary representation of a compact group on a Hilbert space splits as the direct sum of finite-dimensional representations.
This formula then extends by sesquilinearity to an inner product on . The Hilbertian tensor product of and , sometimes denoted by , is the Hilbert space obtained by completing for the metric associated to this inner product.
An example is provided by the Hilbert space . The Hilbertian tensor product of two copies of is isometrically and linearly isomorphic to the space of square-integrable functions on the square . This isomorphism sends a simple tensor to the function on the square.
This example is typical in the following sense. Associated to every simple tensor product is the rank one operator from to that maps a given as
This mapping defined on simple tensors extends to a linear identification between and the space of finite rank operators from to . This extends to a linear isometry of the Hilbertian tensor product with the Hilbert space of Hilbert–Schmidt operators from to .
A system of vectors satisfying the first two conditions basis is called an orthonormal system or an orthonormal set (or an orthonormal sequence if is countable set). Such a system is always linearly independent.
Despite the name, an orthonormal basis is not, in general, a basis in the sense of linear algebra (Hamel basis). More precisely, an orthonormal basis is a Hamel basis if and only if the Hilbert space is a finite-dimensional vector space.
Completeness of an orthonormal system of vectors of a Hilbert space can be equivalently restated as:
This is related to the fact that the only vector orthogonal to a dense linear subspace is the zero vector, for if is any orthonormal set and is orthogonal to , then is orthogonal to the closure of the linear span of , which is the whole space.
Examples of orthonormal bases include:
In the infinite-dimensional case, an orthonormal basis will not be a basis in the sense of linear algebra; to distinguish the two, the latter basis is also called a Hamel basis. That the span of the basis vectors is dense implies that every vector in the space can be written as the sum of an infinite series, and the orthogonality implies that this decomposition is unique.
This space has an orthonormal basis:
This space is the infinite-dimensional generalization of the space of finite-dimensional vectors. It is usually the first example used to show that in infinite-dimensional spaces, a set that is Closed set and Bounded set is not necessarily (sequentially) compact (as is the case in all finite dimensional spaces). Indeed, the set of orthonormal vectors above shows this: It is an infinite sequence of vectors in the unit ball (i.e., the ball of points with norm less than or equal one). This set is clearly bounded and closed; yet, no subsequence of these vectors converges to anything and consequently the unit ball in is not compact. Intuitively, this is because "there is always another coordinate direction" into which the next elements of the sequence can evade.
One can generalize the space in many ways. For example, if is any set, then one can form a Hilbert space of sequences with index set , defined by, Definition 3.7
The summation over B is here defined by the supremum being taken over all finite subsets of . It follows that, for this sum to be finite, every element of has only countably many nonzero terms. This space becomes a Hilbert space with the inner product
for all . Here the sum also has only countably many nonzero terms, and is unconditionally convergent by the Cauchy–Schwarz inequality.
An orthonormal basis of is indexed by the set , given by
1 & \text{if } b=b'\\ 0 & \text{otherwise.}\end{cases}
Then for every . It follows that is orthogonal to each , hence is orthogonal to . Using the Pythagorean identity twice, it follows that
Let , be an arbitrary orthonormal system in . Applying the preceding inequality to every finite subset of gives Bessel's inequality:For the case of finite index sets, see, for instance, . For infinite index sets, see . (according to the definition of the sum of an arbitrary family of non-negative real numbers).
Geometrically, Bessel's inequality implies that the orthogonal projection of onto the linear subspace spanned by the has norm that does not exceed that of . In two dimensions, this is the assertion that the length of the leg of a right triangle may not exceed the length of the hypotenuse.
Bessel's inequality is a stepping stone to the stronger result called Parseval's identity, which governs the case when Bessel's inequality is actually an equality. By definition, if is an orthonormal basis of , then every element of may be written as
Even if is uncountable, Bessel's inequality guarantees that the expression is well-defined and consists only of countably many nonzero terms. This sum is called the Fourier expansion of , and the individual coefficients are the Fourier coefficients of . Parseval's identity then asserts that
Conversely, if is an orthonormal set such that Parseval's identity holds for every , then is an orthonormal basis.
The Hilbert dimension is not greater than the Hamel dimension (the usual dimension of a vector space).
As a consequence of Parseval's identity, if is an orthonormal basis of , then the map defined by is an isometric isomorphism of Hilbert spaces: it is a bijective linear mapping such that for all . The cardinal number of is the Hilbert dimension of . Thus every Hilbert space is isometrically isomorphic to a sequence space for some set .
In the past, Hilbert spaces were often required to be separable as part of the definition.
The set is a closed set subspace of (can be proved easily using the linearity and continuity of the inner product) and so forms itself a Hilbert space. If is a closed subspace of , then is called the of . In fact, every can then be written uniquely as , with and . Therefore, is the internal Hilbert direct sum of and .
The linear operator that maps to is called the onto . There is a natural one-to-one correspondence between the set of all closed subspaces of and the set of all bounded self-adjoint operators such that . Specifically,
This provides the geometrical interpretation of : it is the best approximation to x by elements of V.
Projections and are called mutually orthogonal if . This is equivalent to and being orthogonal as subspaces of . The sum of the two projections and is a projection only if and are orthogonal to each other, and in that case ., Theorem 16 The composite is generally not a projection; in fact, the composite is a projection if and only if the two projections commute, and in that case .
By restricting the codomain to the Hilbert space , the orthogonal projection gives rise to a projection mapping ; it is the adjoint of the inclusion mapping meaning that for all and .
The operator norm of the orthogonal projection onto a nonzero closed subspace is equal to 1:
Every closed subspace V of a Hilbert space is therefore the image of an operator of norm one such that . The property of possessing appropriate projection operators characterizes Hilbert spaces:
While this result characterizes the metric structure of a Hilbert space, the structure of a Hilbert space as a topological vector space can itself be characterized in terms of the presence of complementary subspaces:
The orthogonal complement satisfies some more elementary results. It is a monotone function in the sense that if , then with equality holding if and only if is contained in the closure of . This result is a special case of the Hahn–Banach theorem. The closure of a subspace can be completely characterized in terms of the orthogonal complement: if is a subspace of , then the closure of is equal to . The orthogonal complement is thus a Galois connection on the partial order of subspaces of a Hilbert space. In general, the orthogonal complement of a sum of subspaces is the intersection of the orthogonal complements:
If the are in addition closed, then
The spectrum of an operator , denoted , is the set of complex numbers such that lacks a continuous inverse. If is bounded, then the spectrum is always a compact set in the complex plane, and lies inside the disc . If is self-adjoint, then the spectrum is real. In fact, it is contained in the interval where
Moreover, and are both actually contained within the spectrum.
The eigenspaces of an operator are given by
Unlike with finite matrices, not every element of the spectrum of must be an eigenvalue: the linear operator may only lack an inverse because it is not surjective. Elements of the spectrum of an operator in the general sense are known as spectral values. Since spectral values need not be eigenvalues, the spectral decomposition is often more subtle than in finite dimensions.
However, the spectral theorem of a self-adjoint operator takes a particularly simple form if, in addition, is assumed to be a compact operator. The spectral theorem for compact self-adjoint operators states:See, for instance, or . This result was already known to in the case of operators arising from integral kernels.
This theorem plays a fundamental role in the theory of integral equations, as many integral operators are compact, in particular those that arise from Hilbert–Schmidt operators.
The general spectral theorem for self-adjoint operators involves a kind of operator-valued Riemann–Stieltjes integral, rather than an infinite summation. The spectral family associated to associates to each real number λ an operator , which is the projection onto the nullspace of the operator , where the positive part of a self-adjoint operator is defined by
The operators are monotone increasing relative to the partial order defined on self-adjoint operators; the eigenvalues correspond precisely to the jump discontinuities. One has the spectral theorem, which asserts
The integral is understood as a Riemann–Stieltjes integral, convergent with respect to the norm on . In particular, one has the ordinary scalar-valued integral representation
A somewhat similar spectral decomposition holds for normal operators, although because the spectrum may now contain non-real complex numbers, the operator-valued Stieltjes measure must instead be replaced by a resolution of the identity.
A major application of spectral methods is the spectral mapping theorem, which allows one to apply to a self-adjoint operator any continuous complex function defined on the spectrum of by forming the integral
The resulting continuous functional calculus has applications in particular to pseudodifferential operators.
The spectral theory of unbounded self-adjoint operators is only marginally more difficult than for bounded operators. The spectrum of an unbounded operator is defined in precisely the same way as for bounded operators: is a spectral value if the resolvent operator
fails to be a well-defined continuous operator. The self-adjointness of still guarantees that the spectrum is real. Thus the essential idea of working with unbounded operators is to look instead at the resolvent where is nonreal. This is a bounded normal operator, which admits a spectral representation that can then be transferred to a spectral representation of itself. A similar strategy is used, for instance, to study the spectrum of the Laplace operator: rather than address the operator directly, one instead looks as an associated resolvent such as a Riesz potential or Bessel potential.
A precise version of the spectral theorem in this case is:
There is also a version of the spectral theorem that applies to unbounded normal operators.
|
|