8 The Spectral analysis of selfadjoint operators.

In this section A will always denote a selfadjoint operator with spectrum = (A)
where (A) [m, M ] as defined in Section 6.

Theorem 8.1 (Spectral Mapping Theorem) Let T B(H). For any polynomial p,

(p(T )) = {p() : (T )} .

Proof. Let p be any polynomial. By the elementary scalar remainder theorem, x

is a factor of p(x) p(), that is, p(x) p() = (x )q(x) for some polynomial q.
Therefore,
p(T ) p()I = (T I)q(T ) .
Now if p() 6 (p(T )) then p(T ) p()I has an inverse X and so

I = X.[p(T ) p()I] = X.q(T ).(T I) = [p(T ) p()I].X = (T I).q(T ).X .

Therefore (T I) has both a left inverse (namely X.q(T )) and a right inverse
(q(T ).X). An easy algebraic argument shows that these are equal and (T I)
has an inverse, that is, 6 (T ). That is, if (T ) then p() (p(T )).
Conversely, if k (p(T )) then the polynomial p(x) k factors over the complex
field into linear factors: p(x) k = (x 1 )(x 2 )(x 3 ) (x n ) . Where
1 , 2 , 3 n are the roots of p(x) = k. Then

p(T ) kI = (T 1 I)(T 2 I)(T 3 I) (T n I) ,

and these factors clearly commute. If each T i I has an inverse then the product of
all these would be an inverse of p(T ) kI. Therefore T i I fails to have an inverse
for at least one root i of p(x) = k. That is k = p(i ) for some i (T ).

Corollary 8.2 If A is a selfadjoint operator then, for any polynomial p,

kp(A)k = sup{|p()| : (A)}

Proof. If p is real, p(A) is selfadjoint. We know from Theorem 5.5 that for selfadjoint
operators, the norm equals the spectral radius. Therefore, using the result of the
theorem,

kp(A)k = sup{|k| : k (p(A))} = sup{|p()| : (A)} .

For the general case, since (p.p)(A) = p(A).p(A) = p(A) .p(A) we have, using Corol-
lary 5.4

kp(A)k2 = kp(A) .p(A)k = sup{|pp()| : (A)}

= sup{|p()|2 : (A)}
= (sup{|p()| : (A)})2 .
Definition. The functional calculus. Let f C[m, M ]. From Weierstrass
approximation theorem there is a sequence (pn ) of polynomials converging to f uni-
formly on [m, M ]. [If f = g + ih is complex, (pn ) is found by combining sequences
approximating g and h.] The operator f (A) is defined by

f (A) = lim pn (A) .

n

Theorem 8.3 The operator f (A) B(H) and is well defined. The map f 7 f (A)
is a *-algebra homomorphism of C[m, M ] into B(H) and

kf (A)k = sup{|f ()| : (A)} .

Proof. We first show that the above definition determines an operator f (A). Let
pn be a sequence of polynomials converging to f uniformly on [m, M ]; that is, in the
norm of C[m, M ]. Then Corollary 1.2 shows that

kpn (A) pm (A)k = sup{|pn () pm ()| : (A)}

sup{|pn () pm ()| : [m, M ]} = kpn pm k .

Since (pn ) is a Cauchy sequence in C[m, M ], it is clear that (pn (A)) is a Cauchy
sequence in B(H) and so is convergent. To show that this defines a unique operator
we must show that it is independent of the choice of the sequence. Suppose that (pn )
and (qn ) are two sequence of polynomials converging to f uniformly on [m, M ]. Write
lim pn (A) = X and lim qn (A) = Y . Then
kX Y k = kX pn (A) + pn (A) qn (A) + qn (A) Y k
kX pn (A)k + kpn (A) qn (A)k + kqn (A) Y k
kX pn (A)k + kqn (A) Y k + sup |pn (t) qn (t)|
mtM

and, since kX Y k is independent of n and the right hand side 0 as n , this

implies that X = Y = f (A) and that the limit depends only on the function f .
To demonstrate the *-algebra homomorphism statement, we need to show that,

(f + g)(A) = f (A) + g(A)

(f.g)(A) = f (A).g(A)
f(A) = f (A) .

These follow easily from the definitions since, if (pn ) and (qn ) are sequences of poly-
nomials converging uniformly on [m, M ] to f and g respectively, then

(f + g)(A) = lim (pn + qn )(A) = lim pn (A) + lim qn (A) = f (A) + g(A)
n n n

and the other statements are easily proved in the same way.
Finally,

kf (A)k = k lim pn (A)k = lim kpn (A)k = lim sup |pn ()| = sup |f ()| .
n n n
The extension of the functional calculus. We wish to extend the functional cal-
culus to limits of pointwise monotonically convergent sequences of continuous func-
tions. (The immediate goal is to attach a meaning to [,t] (A). Note that [,t]
is a real function which is equal to its square. Our hope is that Et = [,t] (A) will
satisfy Et = Et2 = Et ; that is, that Et is a projection.)
We first need a definition some technical results.
Definition. An operator A is said to be positive (in symbols A 0) if hAx, xi 0
for all x H. We write A B to mean A B 0.
Note that, from the polarization identity, Theorem 2.3 and one of the exercises, any
positive operator is selfadjoint. Also, it follows from Theorem 5.5 that A 0 if and
only if (A) R+ .

Lemma 8.4 Let A be a positive operator. Then

(i) |hAx, yi| hAx, xi.hAy, yi
(ii) kAxk kAkhAx, xi.

Proof. (i) This is proved in exactly the same way as Theorem 1.1 from the fact that
hA(x + y), (x + y)i 0 for all .
(ii) The result is obvious if Ax = 0. If Ax 6= 0, using (i) with y = Ax we have

kAxk4 = |hAx, Axi|2 hAx, xi.hA2 x, Axi

hAx, xi.kA2 xk.kAxk
hAx, xi.kAk.kAxk2

and the result follows on dividing by kAxk2 .

Theorem 8.5 Let (An ) be a decreasing sequence of positive operators. Then (An )
converges pointwise (strongly) to an operator A such that 0 A An for all n.

Proof. Note that for each n, using Lemma normsa, kAn k = supkxk=1 hAn x, xi
supkxk=1 hA1 x, xi = kA1 k. The hypothesis shows that, for each x H, the sequence
(hAn x, xi) is a decreasing sequence of positive real numbers and hence is convergent.
If m > n then Am An 0 and from Lemma 1.4 (ii),

k(Am An )xk2 kAm An k.h(Am An )x, xi

2.kA1 k.[hAm x, xi hAn x, xi]

and this shows that (An ) is a Cauchy sequence, and so convergent. Call the limit Ax.
It is routine to show that A is linear, bounded, selfadjoint and 0 A An for all n.
[E.g. to show that A is selfadjoint, we write

hAx, yi = lim hAn x, yi = lim hx, An yi = hx, Ayi .

n n
Lemma 8.6 If the sequences (An ), (Bn ) converge pointwise (strongly) to an operators
A, B respectively (and if kAn k is bounded) then (An .Bn ) AB pointwise.

[Note that pointwise convergence is convergence in a topology on B(H) called the

strong operator topology; hence the alternative terminology. Note also that by a
theorem of Banach space theory (the Uniform Boundedness Theorem) the condition
in brackets is implied by the convergence of (An ).]
Proof. For any x H we have
k(An Bn AB)xk = k(An Bn An B+An BAB)xk kAn k.k(Bn B)xk+k(An A)Bxk
and the right hand side 0 from the pointwise convergence of (An ) and (Bn ) [at the
points Bx and x respectively].
Definition. The extended functional calculus. Let be a positive function on
[m, M ] that is the pointwise limit of a decreasing sequence (fn ) of positive functions
C[m, M ]. The operator (A) is defined as the pointwise limit of the sequence
(fn (A)).
It is a fact that (A) is well defined (that is, it depends only on and not on the
approximating sequence).

Lemma 8.7 Let , be a positive functions on [m, M ] that are the pointwise limits
of a decreasing sequences of positive functions C[m, M ]. Then
(i) (A) + (A) = ( + )(A) .
(ii) (A).(A) = (.)(A) .
(iii) If X commutes with A then X commutes with (A) .

Proof. (i) Let (fn ) and (gn ) be decreasing sequences of functions that are continuous
on [m, M ] and converge pointwise [m, M ] to and respectively. Then (fn + gn ) is
a decreasing sequence of continuous functions converging pointwise to + and
( + )(A) = lim (fn + gn )(A) = lim fn (A) + lim gn (A) = (A) + (A)
n n n

where the limits indicate pointwise convergence in H.

(ii) As in (i) (fn .gn ) is a decreasing sequence of continuous functions converging
pointwise to . and
(.)(A) = lim (fn .gn )(A) = lim fn (A). lim gn (A) = (A).(A),
n n n

using Lemma 1.6, where the limits indicate pointwise convergence in H.

(iii) If X commutes with A then X commutes with f (A) for every f C[m, M ] since
if (pn ) is a sequence of polynomials converging uniformly to f on [m, M ],
X.f (A) = n
lim X.pn (A) = n
lim pn (A).X = f (A).X .

Now if (fn ) is a decreasing sequences of functions in C[m, M ] that converge pointwise

[m, M ] to then, using Lemma 1.6,
X.(A) = n
lim X.fn (A) = n
lim fn (A).X = (A).X .
For every real we define the operator E as follows: let

1
t<
fn, = 1 n(t ) t + n1

0 t > + n1

Then (fn, ) is is a decreasing sequence of continuous functions converging pointwise

to [,] . Now let E = [,] (A). If < m then for all t [m, M ] we have
fn, (t) = 0 for all sufficiently large n and so E = 0. Similarly, E = I for M .
Note that
E .E = E where = min[, ] .
It follows that E = E2 . Also E 0 and so E = E .
A family of projections with these properties is called a bounded resolution of the
identity.
We call the family {E : < < } as obtained above the bounded resolution of
the identity for the operator A. It is fact that it is (essentially) uniquely determined
by A.
We say that the integral Z M
f () dE
m
of a function with respect to a bounded resolution of the identity exists and is equal
to T if, given any > 0 there exists a partition

0 < 1 < 2 < n1 < n

with 0 < m and n > M such that, for any (i1 , i ],

n
X

T f (i )(Ei Ei1 < .
)

i=1

For the proof of the Spectral Theorem, we need the following lemmas.

Pn
Lemma 8.8 Let {i : 1 i n} be orthogonal projections such that I = i=0 i
and i .j = 0 when i 6= j. If X B(H) commutes with each i then

kXk = max ki Xi k .
1in

Proof. Let h H. Then

n
* n n
+ n
X X X X
2 2
khk = k i hk = i h, j h = ki hk2
i=0 i=0 j=0 i=0

since the cross terms are zero. Therefore, since Xi = X2i = i Xi = i X

n
X n
X
kXhk2 = ki Xhk2 = ki Xi .i hk2
i=0 i=0
 n
X
ki Xi k2 .ki hk2
i=0
n
X
2
max ki Xi k . ki hk2
1in
i=0
= max ki Xi k2 . khk2 .
1in

Thus kXk max1in ki Xi k . But the opposite inequality is clear, since for each
i we have ki Xi k ki k.kXk.ki k = kXk.

Corollary 8.9
Z
M

f () dE sup |f (t)| .
m mtM

Proof. From the lemma,

X n

f (i )(E i E i1 = max kf (i )(Ei Ei1 )k = max |f (i )| sup |f (t)| .

) 1in 1in mtM
i=1

Since the integral is approximated arbitrarily closely in norm by these sums, the result
follows.

Lemma 8.10 For > ,

(E E ) (E E )A(E E ) (E E ) .

Proof. First note the general fact that if S T then for any operator X we have
X SX X T X. This is clear since for any h H,
hX SXh, hi = hSXh, Xhi hT Xh, Xhi = hX T Xh, hi .

Next we claim that AE E . Let f,n be as in the definition of E and define

gn (t) = ( t)f,n + n1 . It is easy to see that gn 0. [This is obvious when t ,
and also when t + n1 , for then f,n (t) = 0; for t (, + n1 ) we have t > n1
so, since 0 f,n (t) 1, it follows that gn (t) 0.] Also (gn ) is decreasing (this is an
elementary but tedious exercise) and so the pointwise (strong) limit of (gn (A)) exists
and is positive. But (gn (t)) is pointwise convergent to (, ](t) t(, ](t).
Therefore
E AE 0
proving the claim.
Note that E commutes with A and AE2 = AE . Therefore we have that
E AE = AE2 E .
We now use that (I E ) = (I E ) and the general fact from the start of the proof
to conclude that
(E E )A(E E ) = (I E )E AE (I E ) (I E )E (I E ) = (E E ) .
The fact that (E E ) (E E )A(E E ) is proved in an exactly similar
way.
Theorem 8.11 (The Spectral Theorem for bounded selfadjoint operators.) For any
bounded selfadjoint operator A there exists a bounded resolution of the identity E
such that Z M
A= dE .
m

Proof. Let E be the resolution of the identity as found above. Let > 0 be given.
Choose 0 < 1 < 2 < n with 0 < m, n > M such that 0 i i1 < .
Write i = Ei Ei1 . From Lemma 1.10 we have that

i1 i i Ai i i .

Hence, for any i [i1 , i ],

(i1 i )i i Ai i i (i i )i .

Note that when khk = 1, since i is an orthogonal projection, 0 hi h, hi =

ki hk2 1 . Therefore, using Theorem 5.3

ki Ai i i k max[|i i |, |i1 i |] < .

Observe that {i : 1 i n} satisfies the hypotheses of Lemma 1.8 and that

P
X = (A ni=1 i i ) commutes with each i . Therefore, applying Lemma 1.8 we
have that n X
k(A i i )k = max ki Ai i i k <
1in
i=1

and this is exactly what is required.

i .j = 0 when i 6= j.

Corollary 8.12 If f is continuous on [m, M ] then

Z M
f (A) = f () dE .
m

Proof. For any integer k, choose n, 1 , 2 n , 0 , 1 , . . . , n as in the Theorem so

that
X n 1

(A i i ) <
k
i=1
Pn
and write Ik = i=1 i i . Then limk Ik = A. Therefore, for any integer r,

Ar = lim Ikr .
k

But n !r
X n
X
Ikr = i i = ir i ,
i=1 i=1
RM
and the right hand side is the approximating sum to m r dE . Therefore
Z M
Ar = r dE .
m
and, by taking linear combinations,
Z M
p(A) = p() dE
m

for all polynomials p.

For f C[m, M ], given any > 0, choose a polynomial p such that

sup |f () p()| < .

mM

Then, from Theorem 1.3 kf (A) p(A)k < and

Z M Z M Z Z M
M

f (A) f () dE f (A) p() dE + p() dE f () dE
m m m m
Z
M
= kf (A) p(A)k + p() f () dE
m
< 2 ,

the last step using Corollary 1.9. Since is arbitrary, it follows that
Z M
f (A) = f () dE .
m
 Exercises 8

1. (More spectral mapping results.) If X B(H) show that

(i) (X ) = { : (X)},
(ii) if X is invertible then (X 1 ) = {1 : (X)}.
Deduce that every member of the spectrum of a unitary operator has modulus 1.
2. For any selfadjoint operator A, prove that ker A = (ran A) .
3. Let A and B be selfadjoint operators. Show that if there exists an invertible operator
T such that T 1 AT = B then there exists a unitary operator U such that U AU = B
(that is, if A and B are similar then they are unitarily equivalent).
[Hint: use the polar decomposition of T .]

4. Suppose X B(H) is selfadjoint and k X k 1. Observe that X + i I X 2 can be
defined and prove that it is unitary. Deduce that any operator T can be written as
a linear combination of at most 4 unitary operators. [First write T = X + iY with
X, Y selfadjoint.]
5. (i) Use results on the spectrum show that A kI (where k R) if and only if for
all (A), k. [Note that A is selfadjoint, since hAx, xi is real make sure you
know how this follows!] Deduce that if A I then An I for every positive integer
n. [Alternatively factorise An I.]
(ii) If B and C commute and B C 0 then prove that B n C n for every
positive integer n. [Factorise B n C n .]
6. Let U be both selfadjoint and unitary. Prove that (U ) = {1, 1} (unless U = I).
[Use Question 1.] Use the spectral theorem to find an orthogonal projection E such
that U = 2E I; (alternatively, if you are given the result it is trivial to verify that
E = 21 (U + I) is a suitable E). Note that a self adjoint isometry must be unitary [use
Question 2]. Deduce that the only positive isometry is I.
[Definition: V is an isometry if kV hk = khk for all h H.]