Functanal PDF

FUNCTIONAL ANALYSIS
Lecture notes by Razvan Gelca
Contents
1 Topological Vector Spaces
1.1 What is functional analysis? . . . . . . . . .
1.2 The denition of topological vector spaces .
1.3 Basic properties of topological vector spaces
1.4 Hilbert spaces . . . . . . . . . . . . . . . . .
1.5 Banach spaces . . . . . . . . . . . . . . . . .
1.6 Frechet spaces . . . . . . . . . . . . . . . . .
1.6.1 Seminorms . . . . . . . . . . . . . . .
1.6.2 Frechet spaces . . . . . . . . . . . . .
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2 Linear Functionals
2.1 The Riesz representation theorem . . . . . . .
2.2 The Riesz Representation Theorem for Hilbert
2.3 The Hahn-Banach Theorems . . . . . . . . . .
2.4 A few results about convex sets . . . . . . . .
2.5 The dual of a topological vector space . . . . .
2.5.1 The weak -topology . . . . . . . . . . .
2.5.2 The dual of a normed vector space . .
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35
3 Fundamental Results about Bounded Linear Operators

3.1 Continuous linear operators . . . . . . . . . . . . . . . . .
3.1.1 The case of general topological vector spaces . . . .
3.2 The three fundamental theorems . . . . . . . . . . . . . .
3.2.1 Baire category . . . . . . . . . . . . . . . . . . . . .
3.2.2 Bounded linear operators on Banach spaces . . . .
3.3 The adjoint of an operator between Banach spaces . . . . .
3.4 The adjoint of an operator on a Hilbert space . . . . . . .
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4 Banach Algebra Techniques in Operator Theory

4.1 Banach algebras . . . . . . . . . . . . . . . . . . .
4.2 Spectral theory for Banach algebras . . . . . . . .
4.3 Functional calculus with holomorphic functions .
4.4 Compact operators, Fredholm operators . . . . .
4.5 The Gelfand transform . . . . . . . . . . . . . . .
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4
5 algebras
5.1 The denition of -algebras . . . . . . .
5.2 Commutative -algebras . . . . . . . .
5.3 -algebras as algebras of operators . . .
5.4 Functional calculus for normal operators
CONTENTS
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6 Topics presented by the students
81
A Background results
A.1 Zorns lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
83
83
Chapter 1
Topological Vector Spaces
1.1
What is functional analysis?
Functional analysis is the study of vector spaces endowed with a topology, and of the maps
between such spaces.
Linear algebra in innite dimensional spaces.
It is a eld of mathematics where linear algebra and geometry/topology meet.
Origins and applications
The study of spaces of functions (continuous, integrable) and of transformations between them (dierential operators, Fourier transform)
The study of dierential and integral equations (understanding the solution set).
Quantum mechanics (the Heisenberg formalism)
1.2
The denition of topological vector spaces
The eld of scalars will always be either or , the default being .

Denition. A vector space over (or ) is a set endowed with an addition and a scalar
multiplication with the following properties
to every pair of vectors , corresponds a vector + such that
+ = + for all ,
+ ( + ) = ( + ) + for all , ,
there is a unique vector 0 such that + 0 = 0 + = for all
for each there is such that + () = 0.
5
CHAPTER 1. TOPOLOGICAL VECTOR SPACES

for every (respectively ) and , there is such that
1 = for all
() = () for all , ,
( + ) = + , ( + ) = + .
A set is called convex if + (1 ) for every [0, 1].
A set is called balanced if for every scalar with 1, .
Denition. If and are vector spaces, a map : is called a linear map (or
linear operator) if for every scalars and and every vectors , ,
( + ) = + .
Denition. A topological space is a set together with a collection of subsets of with
the following properties
and are in
The union of arbitrarily many sets from is in
The intersection of nitely many sets from is in .
The sets in are called open.
If and are topological spaces, the is a topological space in a natural way, by
dening the open sets in to be arbitrary unions of sets of the form 1 2 where 1
is open in and 2 is open in .
Denition. A map : is called continuous if for every open set , the set
1 ( ) is open in .
A topological space is called Hausdor if for every , , there are open sets 1
and 2 such that 1 , 2 and 1 2 = .
A neighborhood of is an open set containing . A system of neighborhoods of is a
family of neighborhoods of such that for every neighborhood of there is a member of this
family inside it.
A subset is closed if is open. A subset is called compact if every
covering of by open sets has a nite subcover. The closure of a set is the smallest closed
set that contains it. If is a set then denotes its closure. The interior of a set is the
largest open set contained in it. We denote by () the interior of .
Denition. A topological vector space over the eld (which is either or ) is a vector
space endowed with a topology such that every point is closed and with the property that
both addition and scalar multiplication,
+ : and : ,
are continuous.
1.3. BASIC PROPERTIES OF TOPOLOGICAL VECTOR SPACES
Example. is an example of a nite dimensional topological vector space, while ([0, 1])
is an example of an innite dimensional vector space.
A subset of a topological vector space is called bounded if for every neighborhood
of 0 there is a number > 0 such that for every > .
A topological vector space is called locally convex if every point has a system of neighborhoods that are convex.
1.3
Basic properties of topological vector spaces
Let be a topological vector space.

Proposition 1.3.1. For every , the translation operator 7 + is continuous.
As a corollary, the topology on is completely determined by a system of neighborhoods
at the origin.
Proposition 1.3.2. Let be a neighborhood of 0 in . Then there is a neighborhood of
0 which is symmetric ( = ) such that + .
Proof. Because addition is continuous there are open neighborhoods of 0, 1 and 2 , such
that 1 + 2 . Choose = 1 2 (1 ) (2 ).
Proposition 1.3.3. Suppose is a compact and is a closed subset of such that
= . Then there is a neighborhood of 0 such that
( + ) ( + ) = .
Proof. Applying twice Proposition 1.3.2 twice we we deduce that for every neighborhood
of 0 there is an open symmetric neighborhood of 0 such that + + + . Since
the topology is translation invariant, it means that for every neighborhood of a point
there is an open neighborhood of 0, such that + + + + .
Now let K and = . Then + + + + , and since is
symmetric, ( + + ) ( + + ) = .
Since is compact, there are nitely many points 1 , 2 , . . . , such that (1 +
1 ) (2 + 2 ) ( + ). Set = 1 + 2 + . Then
+ (1 + 1 ) + ) (2 + 2 + ) ( + + )
1 + 1 ) + 1 ) (2 + 2 + 2 ) ( + + )
[( + 1 + 1 ) + ( + + ) ( + ),
and we are done.
Corollary 1.3.1. Given a system of neighborhoods of a point, every member of it contains
the closure of some member.
Proof. Set equal to a point.
Corollary 1.3.2. Every topological vector space is Hausdor.

Proof. Let each of and be a point.
Proposition 1.3.4. Let be a topological vector space.
a) If then = ( + ), where runs through all neighborhoods of 0.
b) If and , then + + .
c) If is a subspace of , then so is .
d) If is convex, then so are and ().
e) If is a balanced subset of , then so is , if 0 (), then () is balanced.
f) If is bounded, then so is .
Theorem 1.3.1. In a topological vector space ,
a) every neighborhood of 0 contains a balanced neighborhood of 0
b) every convex neighborhood of 0 contains a balanced convex neighborhood of 0.
Proof. a) Because multiplication is continuous, for every neighborhood of 0 there are a
number > 0 and a neighborhood of 0 such that for all such that < .
The balanced neighborhood is the union of all for < .
b) Let be a convex neighborhood of 0. Let = , where ranges over all scalars
of absolute value 1. Let be as in a). Then = , so . It follows
that () . Because is the intersection of convex sets, it is convex, and hence so it
(). Let us show that is balanced, which would imply that () is balanced as well.
Every number such that < 1 can be written as = with 0 1 and = 1. If
, then and so (1 )0 + = is also in by convexity. This proves that
is balanced.
Proposition 1.3.5. a) Suppose is a neighborhood of 0. If is a sequence of positive
numbers with lim = , then
=
=1 .
b) If is a sequence of positive numbers converging to 0, and if is bounded, then ,
0 is a system of neighborhoods at 0.
Proof. a) Let . Since 7 is continuous, there is such that 1/ . Hence
.
b) Let be a neighborhood of 0. Then there is such that if > then .
Choose < 1/.
Corollary 1.3.3. Every compact set is bounded.
1.4
Hilbert spaces
Let be a linear space (real or complex). An inner product on is a function

,
that sastises the following properties
1.4. HILBERT SPACES

, = ,
1 + 2 , = 1 , + 2 ,
, 0, with equality precisely when = 0.
Example. The space endowed with the inner product
x, y = x y.
Example. The space endowed with the inner product
z, w = z w.
Example. The space ([0, 1]) of continuous functions : [0, 1] with the inner product
, =
()().
0
The norm of an element is dened by
= , ,
and the distance between two elements is dened to be . Two elements, and , are
called orthogonal if
< , >= 0.
The norm completely determines the inner product by the polarization identity which in
the case of vector spaces over is
1
, = ( + 2 2 )
4
and in the case of vector spaces over is
1
, = ( + 2 2 + + 2 2 ).
4
Note that we also have the parallelogram identity
+ 2 + 2 = 22 + 22 .
Proposition 1.4.1. The norm induced by the inner product has the following properties:
a) = ,
b) (the Cauchy-Schwarz inequality) , ,
c) (the Minkowski inequality aka the triangle inequality) + + .
10
Proof. Part a) follows easily from the denition. For b), choose of absolute value 1 such
that , > 0. Let also be a real parameter. We have
0 2 = ,
= 2 2 (, + < , ) + 2
= 2 2 2 2 , + 2 .
As a quadratic function in this is always nonnegative, so its discriminant is nonpositive.
The discriminant is equal to
4( , 2 2 2 ),
and the fact that this is less than or equal to zero is equivalent to the Cauchy-Schwarz
inequality.
For c) we use the Cauchy-Schwarz inequality and compute
+ 2 = + , + = 2 + , + , + 2
2 + , + , + 2 = 2 + 2 , + 2
2 + 2 + 2 = ( + )2 .
Hence the conclusion.
Proposition 1.4.2. The vector space endowed with the inner product has a natural
topological vector space structure in which the open sets are arbitrary unions of balls of the
form
(, ) = { },
, > 0.
Proof. The continuity of addition follows from the triangle inequality. The continuity of the
scalar multiplication is straightforward.
Denition. A Hilbert space is a vector space endowed with an inner product, which is
complete, in the sense that if is a sequence of points in that satises the condition
0 for , , then there is an element such that 0.
We distinguish two types of convergence in a Hilbert space.
Denition. We say that converges strongly to if 0. We say that
converges weakly to if , , for all .
Using the Cauchy-Schwarz inequality, we see that strong convergence implies weak convergence.
Denition. The dimension of a Hilbert space is the smallest cardinal number of a set of
elements whose nite linear combinations are everywhere dense in the space.
We will only be concerned with Hilbert spaces of either nite or countable dimension.
11
1.4. HILBERT SPACES
Denition. An orthonormal basis for a Hilbert space is a set of unit vectors that are pairwise
orthogonal and such that the linear combinations of these elements are dense in the Hilbert
space.
Proposition 1.4.3. Every separable Hilbert space has an orthonormal basis.
Proof. Consider a countable dense set in the Hilbert space and apply the Gram-Schmidt
process to it.
From now on we will only be concerned with separable Hilbert spaces.
Theorem 1.4.1. If , 1 is an orthonormal basis of the Hilbert space , then:
a) Every element can be written uniquely as
=
,
where =< , >.
b) The inner product of two elements = and = is given by the Parseval

formula:
, =
,
and the norm of is computed by the Pythagorean theorem:
2 =
2 .
Proof. Let us try to approximate by linear combinations. Write

2 =
,

=1
=1
= ,
2
=1
=1
,
2
, +
=1
=1
=1
, +
=1
, 2 .
This expression is minimized when = , . As a corollary of this computation, we

obtain Bessels identity

=1
, =
=1
and then Bessels inequality
=1
, 2 2 .
, 2 .
12
Note that
=1
, =
=1
, 2 ,
and so Bessels inequality shows that 1 , converges.
Given that the set of vectors of the form

=1 is dense in the Hilbert space, and
that such a sum best approximates if =< , >, we conclude that
=
=1
, .
This proves a).

The identities form b) are true for nite sums, the general case folows by passing to the
limit.
Remark 1.4.1. Because strong convergence implies weak convergence, if in norm,
then , , for all . So if in norm then the coecients of the series of
converge to the coecients of the series of .
Example. An example of a nite dimensional complex Hilbert space is with the inner
product z, w = z w. The standard orthonormal basis consists of the vectors e , =
1, 2, . . . , where e has all entries equal to 0 except for the th entry which is equal to 1.
Example. An example of a separable innite dimensional Hilbert space is 2 ([0, 1]) which
consists of all square integrable functions on [0, 1]. This means that
{
}
1
2
2
([0, 1]) = : [0, 1]
() < .
0
The inner product is dened by

, =
()().
0
An orthonormal basis for this space is

2 ,
The expansion of a function 2 ([0, 1]) as

() =
, 2 2
is called the Fourier series expansion of .

Note also that the polynomials with rational coecients are dense in 2 ([0, 1]), and hence
the Gram-Schmidt procedure applied to 1, , 2 , . . . yields another orthonormal basis. This
basis consists of the Legendre polynomials
() =
1
[(2 1) ].
2 !
13
1.4. HILBERT SPACES
Example. The Hardy space on the unit disk 2 (). It consists of the holomorphic functions
on the unit disk for which
( 2
)1/2
1
2
sup
( )
2 0
0<<1
is nite. This quantity is the norm of 2 (); it comes from an inner product. An orthonormal
basis consists of the monomials 1, , 2 , 3 , . . ..
Example. The Segal-Bargmann space
2 (, )
which consists of the holomorphic functions on for which
2
()2 / <
(here = + ). The inner product on this space is
2
1
()() / .
, = ()
An orthonormal basis for this space is
,
!
= 0, 1, 2, . . . .
Here is the standard example of an innite dimensional separable Hilbert space.

Example. Let = or . The space 2 () consisting of all sequences of scalars
= (1 , 2 , 3 , . . .)
with the property that
=1
2 < .
We set
< , >=
=1
Then 2 () is a Hilbert space (prove it!). The norm of an element is

v
u
u
2 .
=
=1
14
Theorem 1.4.2. Every two Hilbert spaces (over the same eld of scalars) of the same
dimension are isometrically isomorphic.
Proof. Let ( ) and ( ) be orthonormal bases of the rst, respectively second space. The
map
preserves the norm. The uniqueness of writing an element in an orthonormal basis implies
that this map is linear.
Corollary 1.4.1. Every separable Hilbert space over is isometrically isomorphic to either
for some or to 2 (). Every separable Hilbert space over is isometrically isomorphic
to either for some or to 2 ().
Subspaces of a Hilbert space
Proposition 1.4.4. A nite dimensional subspace is closed.
Proof. Let be an -dimensional subspace. Using Gram-Schmidt, produce a basis
1 , 2 , 3 , . . . of such that 1 , 2 , . . . , are a basis for . Then every element in is of
the form
=
=1
and because convergence in norm implies the convergence of coecients, it follows that the
limit of a sequence of elements in is also a linear combination of 1 , 2 , . . . , , hence is in
.
However, if the Hilbert space is innite dimensional, then there are subspaces which are
not closed. For example if 1 , 2 , 3 , . . . is an orthonormal basis, then the linear combinations
of these basis elements dene a subspace which is dense, but not closed because it is not the
whole space.
Denition. We say that an element is orthogonal to a subspace if for every .
The orthogonal complement of a subspace is
= { , = 0 for all } .
Proposition 1.4.5. is a closed subspace of .
Proof. If , and , , then for all ,
+ , = , + , = 0,
which shows that is a subspace. The fact that it is closed follows from the fact that strong
convergence implies weak convergence.
15
1.4. HILBERT SPACES
Theorem 1.4.3. (The decomposition theorem) If is a closed subspace of the Hilbert space
, then every can be written uniquely as = + , where and .
Proof. (Following Riesz-Nagy) Consider as variable and consider the distances .
Let be their inmum, and a sequence such that
.
Now we use the parallelogram identity to write
( ) + ( )2 + ( ) ( )2 = 2 2 + 2 2 .
Using it we obtain
2 = 2( 2 + 2 ) 4
2( 2 + 2 ) 42 .
+ 2
The last expression converges to 0 when , . This implies that is Cauchy, hence
convergent. Let be its limit. Then = .
Set = . We will show that is orthogonal to . For this, let 0 be an arbitrary
element of . Then for every ,
2 = 2 0 2 = 2 , 0 0 , + 0 , 0 .
Set = , 0 / 0 , 0 to obtain
, 0 2
0.
0 2
(Adapt this proof to prove Cauchy-Schwarz!)
It follows that , 0 = 0, and so = .
If there are other , such that = + , then + = + so
= . This implies = = 0, hence = , = proving
uniqueness.
Corollary 1.4.2. If is a subspace of then ( ) = .
Proof. Clearly = and ( ) , because if , 1 and , and if

, then 0 = , , . We have
= = ( ) .
Hence cannot be a proper subspace of ( ) .
Exercise. Show that every nonempty closed convex subset of contains a unique element
of minimal norm.
16
1.5
Banach spaces
Denition. A norm on a vector space is a function

: [0, )
with the following properties
= for all scalars and all .
(the triangle inequality) + + .
= 0 if and only if = 0.
The norm induces a translation invariant metric (distance) (, ) = .
A vector space endowed with a normed is called a normed vector space. Like in the
case of Hilbert spaces, can be given a topology that turns it into a topological vector
space. The open sets are arbitrary unions of balls of the form
, = { < },
, (0, ).
Denition. A Banach space is a normed vector space that is complete, namely in which
every Cauchy sequence of elements converges.
Example. Every Hilbert space is a Banach space. In fact, the necessary structure for a
Banach space to have an underlying Hilbert space structure (prove it!) is that the norm
satises
+ 2 + 2 = 2(2 + 2 ).
Example. The space with the norm
(1 , 2 , . . . , ) = sup
is a Banach space.
Example. Let 1 be a real number. The space endowed with the norm
(1 , 2 , . . . , ) = (1 + 2 + + )1/
is a Banach space.
Example. The space ([0, 1]) of continuous functions on [0, 1] is a Banach space with the
norm
= sup ().
[0,1]
17
1.5. BANACH SPACES

Example. Let 1 be a real number. The space
() = { :
() < },
with the norm

=
()
)1/
is a Banach space. It is also separable. In general the space over any measurable space
is a Banach space.
The space () of functions that are bounded almost everywhere is also Banach. Here
two functions are identied if they coincide almost everywhere. The norm is dened by
= inf{ 0 () for almost every }.
The space is not separable.
Example. The Hardy space on the unit disk (). It consists of the holomorphic functions
on the unit disk for which
)1/
( 2
1

( )
sup
2 0
0<<1
is nite. This quantity is the norm of (). The Hardy space () is separable.
Also (), the space of bounded holomorphic functions on the unit disk with the sup
norm is a Banach space.
Example. Let be a domain in . Let also be a positive integer, and 1 < .
The Sobolev space , () is the space of all functions () such that for every
multi-index = (1 , 2 , . . . , ) with 1 + 2 + + , the weak partial derivative
belongs to ().
Here the weak partial derivative of is a function that satises
= (1)
,
for all real valued, compactly supported smooth functions on .

The norm on the Sobolev space is dened as
, :=
.
The Sobolev spaces with 1 < are separable. However, for = , one denes the
norm to be
max ,
and in this case the Sobolev space is not separable.
18
1.6
Fr
echet spaces
This section is taken from Rudins Functional Analysis book.
1.6.1
Seminorms
Denition. A seminorm on a vector space is a function

: [0, )
satisfying the folowing properties
0 for all ,
+ + for all , ,
= for all scalars and .
We will also denote seminorms by to avoid the confusion with norms.
A convex set in is called absorbing if for every there is > 0 such that
. Every absorbing set contains 0. The Minkowski functional dened by an absorbing
set is
: [0, ),
() = inf{ > 0, 1 }.
Proposition 1.6.1. Suppose is a seminorm on a vector space . Then

a) { () = 0} is a subspace of ,
b) () () ( )
c) The set 0,1 = { : () < 1} is convex, balanced, absorbing, and = 0,1 .
Proof. a) For , such that () = () = 0, we have
0 ( + ) () + () = 0,
so ( + ) = 0.
b) This is just a rewriting of the triangle inequality.
c) The fact that is balanced follows from = . For convexity, note that
( + (1 )) () + (1 )().
Proposition 1.6.2. Let be a convex absorbing subset of .

a) ( + ) () + (),
b) () = (), for all 0. In particular, if is balanced then is a seminorm,
c) If = { < 1} and = { 1}, then and = = .

1.6. FRECHET
SPACES
19
Proof. a) Consider > 0 and let = () + , = () + . Then / and / are in

and so is their convex combination
+
=
+
.
+
+
+
It follows that ( + ) + = () + () + 2. Now pass to the limit 0.
b) follows from the denition and c) follows from a) and b).
For d) note that the inclusions show that . For the converse
inequalities, let and choose , such that () < < . Then / so (/) 1
and (/) < 1. Hence / , so () . Vary to obtain .
A family of seminorms on a vector space is called separating if for every = , there
is a seminorm such that ( ) > 0.
Proposition 1.6.3. Suppose has a system of neighborhoods of 0 that are convex and
balanced. Associate so each open set in this system of neighborhoods its Minkowski
functional . Then = { () < 1}, and the family of functionals dened for
all such s is a separating family of continuous functionals.
Proof. If then / is still in for some > 1, so () < 1. If , then /
implies 1 because is balanced and convex. This proves that = { () < 1}.
By Proposition 1.6.2, is a seminorm for all . Applying Proposition 1.6.1 b) we have
that for every > 0 if then
() () ( ) < ,
which proves the continuity of at . Finally, is separating because is Hausdor.
Theorem 1.6.1. Suppose is a separating family of seminorms on a vector space .
Associate to each and to each positive integer the set
1/, = { () < 1/}.
Let be the set of all nite intersections of such sets. Then is a system of convex,
balanced, absorbing neighborhoods of 0, which denes a topology on and turns into a
topological vector space such that every is continuous and a set is bounded if and
only if is bounded for all .
Proof. Proposition 1.6.1 implies that each set 1/, is convex and balanced, and hence so are
the sets in . Consider all translates of sets in , and let the open sets be arbitrary unions
of such translates. We thus obtain a topology on . Because the family is separating,
the topology is Hausdor. We need to check that addition and scalar multiplication are
continuous.
Let be a neighborhood of 0 and let
1/1 ,1 1/2 ,2 1/ , .
Set
= 1/21 ,1 1/22 ,2 1/2 , .
20
Then + , which shows that addition is continuous.

Let also be as above. Because is convex and balanced, for all 1. This
shows that multiplication is continuous. We see that every seminorm is continous at 0 and
so by Proposition 1.6.1 it is continuous everywhere.
Let be bounded. Then for each 1/, , there is > 0 such that 1/, . Hence
< / on showing that is bounded on . Conversely, if < on , = 1, 2, . . . , ,
then 1, , and so
max( ) =1 1, .
Since every open neighborhood of zero contains such an open subset, is bounded.
1.6.2
Fr
echet spaces
Let us consider a vector space together with a countable family of seminorms ,

= 1, 2, 3, . . .. We dene a topology on such that a set set is open if it is an arbitrary
union of sets of the form
,, = { < for all }.
If the family is separating then is a topological vector space.
The topology on is Hausdor if and only if for every , there is such that
> 0, namely if the family of seminorms is separating.
Denition. A Frechet space is a topological vector space with the properties that
it is Hausdor
the topology is induced by a countable family of seminorms
the topology is complete, meaning that every Cauchy sequence converges.
The topology is induced by the metric : [0, ),
1
.
(, ) =
1 +
2
=1
This metric is translation invariant.

Recall that a metric is a function : [0, ) such that
(, ) = 0 if and only if = ,
(, ) = (, ),
(, ) + (, ) (, ).
Example. Every Banach space is a Frechet space.

1.6. FRECHET
SPACES
21
Example. ([0, 1], ) becomes a Frechet space with the seminorms

= sup () ().
[0,1]
Example. (, ) is a Frechet space with the seminorms

= sup ().
Example. Let be an open subset of the complex plane. There is a sequence of compact
sets 1 2 3 whose union is . Let () be the space of holomorphic
functions on endowed with the seminorms
= sup{ () }.
Then () endowed with these seminorms is a Frechet space.
Theorem 1.6.2. A topological vector space has a norm that induces the topology if and
only if there is a convex bounded neighborhood of the origin.
Proof. If a norm exists, then the open unit ball centered at the origin is convex and bounded.
For the converse, assume is such a neighborhood. By Theorem 1.3.1, contains a
convex balanced neighborhood, which is also bounded. Let be the Minkowski functional
of this neighborhood. By Proposition 1.3.5, the , 0, is a family of neighborhoods of 0.
Moreover, because is bounded, for every there is > 0 such that . Then
so = 0 if and only if = 0. Thus is a norm and the topology is induced by this
norm.
22
Chapter 2
Linear Functionals
In this chapter we will look at linear functionals
: (or ),
where is a vector space.
2.1
The Hamburger moment problem and the Riesz

representation theorem on spaces of continuous functions
This section is based on a series of lectures given by Hari Bercovici in 1990 in Perugia.
Problem: Given a sequence , 0, when does there exist a positive function such
that

()
=
for all 0?
We ask the more general problem, if there is a measure on such that 1 () for
all and

().
=
It is easy to see that not all such sequences are moments. Set
() =
.
=0
Then
() () =
,=0
+ ()
,=0
23
+ .
24
CHAPTER 2. LINEAR FUNCTIONALS
This shows that for all , the matrix
0
1 . . .
.
.
.
,
2
+1

+1 . . . 2
is semipositive denite. So this is a necessary condition.

We will show that this is also a sucient condition.
(2.1.1)
Theorem 2.1.1. (M. Riesz) Let be a linear space over and a cone, meaning
that if , and > 0 then + and . Assume moreover that the cone is
proper, meaning that () = {0} and dene the order if and only if .
Let be a subspace and let 0 : be a linear functional such that 0 () 0
for all . Supose that for every there is and > 0 such that
. Then there is a linear functional : such that = 0 and () 0
for all .
Proof. First, let us assume = + with . Suppose we are able to set () = .
If such that + then we should have () + () 0 so 0 () + 0. All
we need to show is that inf{0 () + } is not . Write = with
and . Then , so 0 () 0 (). We set
() = inf(0 () + }.
For the general case, apply Zorns Lemma. Consider the set of functionals :
such that , positive, and = 0 . Order it by
if and only if and = .
If ( ) is totally ordered, then = is a subspace, and = on for all is
a functional that is larger that all . Hence the conditions of Zorns Lemma are satised.
If : is a maximal functional, then = , for if but not in , then we can
extend to + as seen above.
Theorem 2.1.2. (F. Riesz) Let : ([0, 1]) be a positive linear functional. Then
there is a unique positive measure on [0, 1] such that
1
( ) =
()().
(2.1.2)
0
Proof. We use the theorem of M. Riesz. Let ([0, 1]) be the space of bounded functions on
[0, 1]. We have Set = ([0, 1]) and = ([0, 1]). The conditions of Theorem 2.1.1 are
satised, because every bounded function is the dierence between a continuous bounded
function and a positive function. Hence there is a positive linear functional : such
that ([0, 1]) = . Dene the monotone increasing function : [0, 1] such that
() = ([0,] ).
2.1. THE RIESZ REPRESENTATION THEOREM
25
Let = . To prove (2.1.2) consider an approximation of by step functions
{0} +
( ,+1 ]) {0} +
( + )( ,+1 ]) .
Because is positive, it preserves inequalities, hence
({0} ) +
(( ,+1 ]) )) ( ) ({0} ) +
(( ,+1 ]) )) + (1).
This can be rewritten as
(0) +
( (+1 ) ( )) ( ) (0) +
( (+1 ( )) + (1).
The conclusion follows.
For those with more experience in measure theory, here is the general statement of this
result.
Theorem 2.1.3. Let be a compact space, in which the Borel sets are the -algebra
generated by open sets. Let : () be a positive linear functional. Then there is a
unique regular (positive) measure on such that
( ) =
.
(2.1.3)
Proof. The same proof works, the measure is dened as

() = ( ),
where is the characteristic function of the Borel set .
Now we are in position to prove the Hamburger moment problem.
Theorem 2.1.4. (Hamburger) Let , 1 be a sequence such that for all , the matrix
(2.1.1) is positive denite. Then there is a measure on such that for all , 1 ()
and

().
=
Proof. Denote by [] the real valued polynomial functions on and by () the continuous functions with compact support. Consider
= [] + (),
= [],
and
= { () 0 for all }.
For a polynomial () =
=0
, let
0 () =
=0
26
Let us show that 0 is positive on . We have 0 if and only if = 2 + 2 . If p and q

are the vectors with coordinates the coecients of and , then
0 () = 0 (2 ) + 0 ( 2 ) = p p + q q 0.
The conditions of Theorem 2.1.1 are veried. Then there is a linear positive functional
: such that = 0 . By Theorem 2.1.2, on every interval [, ], 1
there
is a measure such that if is continuous with the support in [, ], then ( ) =
() (). Uniqueness implies that for 1 > 2 , 1 [2 , 2 ] = 2 . Hence we can
dene on such that [, ] = . Then for all (),

()().
( ) =
The fact that is a nite measure is proved as follows. Given an interval [, ], let
be compactly supported, such that
[,] 1.
Then
([, ]) = ([,] ) ( ) 0 (1) = 0 .
Let us now show that
() =
()().
If is an even degree polynomial with positive dominant coecient, then it can be approximated from below by compactly supported continuous functions, and so using the positivity
of we conclude that for every such function

()().
() ( ) =
By passing to the limit we nd that
()
()().
Let be a polynomial of even degree with dominant coecient positive, whose degree is less
than . Then for every > 0,

( )()().
( )
Said dierently
()
This can only happen if
()() ()
() =
()() .
()().
Varying and we conclude that this is true for every with even degree and with positive
dominant coecient. Since every polynomial can be written as the dierence between two
such polynomials, the property is true for all polynomials.
2.2. THE RIESZ REPRESENTATION THEOREM FOR HILBERT SPACES
2.2
27
The Riesz Representation Theorem for Hilbert spaces
Theorem 2.2.1. (The Riesz Representation Theorem) Let be a Hilbert space and let
: be a continuous linear functional. Then there is such that
() = , , for all .
Proof. Let us assume that is not identically equal to zero, for otherwise we can choose
= 0.
Because is continuous, Ker = 1 (0) is closed. Let = Ker . Then is one
dimensional, because if 1 , 2 were linearly independent in , then ((2 )1 (1 )2 ) = 0,
but (2 )1 (1 )2 is a nonzero vector orthogonal to the kernel of . Let be a nonzero
vector in , so that () = 0. Replace by = /(). Let = / 2 . Then
() = 1/ 2 = , .
Every vector can be written uniquely as = + with Ker and a scalar.
Then
() = ( + ) = () = ,
= + , = , .
Example. If : 2 () 7 is a continuous linear functional, then there is an 2 function
such that

()(),
( ) =
for all 2 ().
Example. Consider the Hardy space 2 (), and the linear functionals ( ) = (), .
Then for all , is continuous, and so there is a function () 2 () such that
() = , .
The function (, ) 7 () is called the reproducting kernel of the Hardy space.
Example. Consider the Segal-Bargmann space 2 (, ). The linear functionals ( ) =

(), are continuous. So we can nd () 2 (, ) so that
() =
() () .
Again, (, ) 7 () is called the reproducing kernel of the Segal-Bargmann space.

Remark 2.2.1. Using the Cauchy-Schwarz inequality, we see that
() .
In fact it can be seen that the continuity of is equivalent to the existence of an inequality
of the form () that holds for all , where is a xed positive constant.
28
2.3
The Hahn-Banach Theorems
Theorem 2.3.1. (Hahn-Banach) Let be a real vector space and let : be a

functional satisfying
( + ) () + (),
() = ()
if , , 0. Let be a subspace and 0 : a linear functional such that

0 () () for all . Then there is a linear functional : such that = 0
and () () for all .
Remark 2.3.1. The functional can be a seminorm, or more generally, a Minkowski functional.
Proof. First choose 1 such that 1 and consider the space
1 = { + 1 , }.
Because
0 () + 0 ( ) = 0 ( + ) ( + ) ( 1 ) + (1 + )
we have
0 () ( 1 ) ( + 1 ) 0 ( )
for all , . Then there is such that
0 () ( 1 ) ( + 1 ) 0 ( )
for all , . Then for all ,
0 () ( 1 ) and 0 () + ( + 1 ).
Dene 1 : 1 , by
1 ( + 1 ) = 0 () + .
Then 1 is linear and coincides with on . Also, when 1 ( + ) 0,
1 ( + 1 ) = 1 (/ 1 ) = (0 (/) )
(/ 1 ) = ( + 1 ).
(The inequality obviously holds when 1 ( + 1 ) < 0.)
To nish the proof, apply Zorns lemma to the set of functionals : , with
and = 0 , () (), ordered by < if the domain of is a
subspace of the domain of of and = .
2.3. THE HAHN-BANACH THEOREMS
29
Theorem 2.3.2. (Hahn-Banach) Suppose is a subspace of the vector space , is a

seminorm on , and 0 is a linear functional on such that 0 () () for all .
Then there is a linear functional on that extends 0 such that () () for all
.
Proof. This is an easy consequence of the previous result. If we work with real vector spaces,
then because is linear, by changing to if necessary, we get () () for all .
If is a complex vector space, note that a linear functional can be decomposed as
= Re + Im. Then Re() = Im(), so () = Re() + Re(). So the real part
determines the functional.
Apply the theorem to Re0 to obtain Re, and from it recover . Note that for every
, there is , = 1 such that () = (). Then
() = () = () = Re() () = ().
The theorem is proved.
Denition. Let be a vector space, , , : . We say that a nontrivial
functional separates from if () ( ) for all and .
Denition. Let be a convex set, 0 . We say that 0 is internal to if 0 is
absorbing.
Theorem 2.3.3. (Hahn-Banach) Let be a vector space, , convex subsets of ,
= and has an internal point. Then and can be separated by a nontrivial linear
functional.
Proof. Fix , such that is internal in . Consider the set
= { + , }.
It is not hard to check that is convex, it is also absorbing. Consider the Minkowski
functional . Because and are disjoint, . Hence ( ) 1.
Set = ( ) and dene 0 (( )) = . Then 0 () () for all . By
the Hahn-Banach theorem, there is : such that () () for all , and
also ( ) = 0 ( ) = 1.
If , then () 1, so () 1. Hence if , , then
( + ) 1.
In other words
( ) + ( ) 1, for all , .
Since ( ) = 1, it follows that ( ) 0, so () ( ) for all , .
30
Theorem 2.3.4. (Hahn-Banach) Suppose and are disjoint, nonempty, convex sets in
a locally convex topological vector space .
a) If is open then there is a continuous linear functional on and such that
Re() < Re() for all , .
b) If is compact and is closed then there is a continuous linear functional and 1 , 2
such that
Re() 1 < 2 Re()
for all and .
Proof. We just consider the real case. Because is open, every point of is internal. So
there is and such that { () } and { () }. Let 0 be a point in
. Then ( 0 ) = () (0 ) (0 ). So there is an open neighborhood of 0
such that () if , where = (0 ).. Choosing to be balanced, we conclude
that () for all . But this is the condition that is continuous.
We claim that because is open () < for all . If not, let be such that
() = . Given , there is a small (0, 1) such that ( )/(1 ) (because of
the continuity of addition and multiplication). Call this point . Then = + (1 ), and
because () and () are both less than or equal to , () = () = () = . Hence
is constant in a neighborhood of . Consequently is constant in a neighborhood of 0, and
because the neighborhoods of 0 are absorbing, it is constant everywhere. This is impossible.
Hence a) is true.
For b) we use Proposition 1.3.3 to conclude that there is an open set such that +
+ = . By shrinking, we can make balanced and convex. Let 0 {0} such
that (0 ) = = 0. Then
sup () + sup (),
inf () inf ().
The conclusion follows.
2.4
A few results about convex sets
For a subset of a vector space , we denote by Ext() the extremal points of , namely
the points which cannot be written as = + (1 ) with , {}, (0, 1).
This denition can be extended from points to sets by saying that a subset of is extermal
if for , and (0, 1) such that +(1) , it automatically follows that , .
Note that a point is extemal if an only if {} is an extremal set.
Also, for a subset of the vector space , we denote by co() the convex hull of ,
namely the convex set consisting of all points of the form + (1 ) where , and
[0, 1].
Theorem 2.4.1. (Krein-Milman) Suppose is a locally convex topological vector space,
and let be a subset of that is compact and convex. Then
= co(Ext()).
31
2.4. A FEW RESULTS ABOUT CONVEX SETS

Proof. Let us dene the family of sets
= { : closed, convex, nonempty, and extremal in }.
If is a subfamily that is totally ordered by inclusion, then because is compact,
0 = = .
It is not hard to see that 0 is also extremal. Hence we are in the conditions of Zorns
Lemma. We deduce that has minimal elements.
Let be a minimal element; we claim it is a singleton. Arguing by contradiction,
let us assume that has two distinct points. By the Hahn-Banach Theorem there is a
continuous linear functional : such that () = (). Let
= max ().
Dene
1 = { 0 () = }.
Then 1 is a nonempty extremal subset of and consequently an extremal subset of .
It is also compact and convex, which contradicts the minimality of . Hence contains
only one point. This proves
Ext() = .
Let = co(Ext()). Note that is compact. Assume = . Then there is .
By the Hahn-Banach theorem, there is a continuous linear functional : such that
max () < (). Set
2 = { () = max ()}.
It is not hard to see that 2 is extremal in , so it is extremal in . Hence 2 .

Applying again Zorns Lemma, we conclude that there is an extremal set in that is
included in 2 . So there is 2 Ext(). But 2 is disjoint from Ext(), which is a
contradiction. The conclusion follows.
Theorem 2.4.2. (Milman) Let be a locally convex topological vector space. Let be a
compact set such that co() is also compact. Then every extreme point of co() lies in .
Proof. Assume that some extreme point 0 co() is not in . Then there is a convex
balanced neighborhood of 0 in such that
(0 + ) = .
Choose 1 , 2 , . . . , such that =1 ( + ). Each of the sets
= co( ( + )),
32
is compact and convex. Note in particular that, because is convex,

+ = + .
Also 1 . We claim that co(
1 2 ) is compact as well.
To prove this, let = {(1 , 2 , . . . , ) [0, 1] = 1}, and consider the function
: 1 2 . . . ,
(1 , . . . , , 1 , . . . , ) =
.
Let be the image of . Note that co(1 2 ). Clearly is compact, being

the image of a compact set, and is also convex. It contains each , and hence it coincides
with co(1 2 ).
So
co() co(1 ).
The opposite inclusion also holds, because co() for every . Hence
co() = co(1 ).
In particular,
0 = 1 1 + 2 2 + + ,
where and 0,
of the . Thus for some ,
= 1. But 0 is extremal in co(), so 0 coincides with one

0 + + ,
which contradicts our initial assumption. The conclusion follows.

We will show an application of these results. Given a convex subset of a vector space
, and a vector space , a map : is called ane if for every , and [0, 1],
( + (1 )) = () + (1 ) ().
The result is about groups of ane transformations from into itself. If has a topological
vector space structure, a group of ane transformations is called equicontinuous if for every
neighborhood of 0 in , there is a neighborhood of 0 such that () () for
every , such that and for every .
Theorem 2.4.3. (Kakutanis Fixed Point Theorem) Suppose that is a nonempty compact
convex subset of a locally topological space and is an equicontinuous group of ane
transformations taking into itself. Then there is 0 such that (0 ) = 0 for all
.
2.5. THE DUAL OF A TOPOLOGICAL VECTOR SPACE
33
Proof. Let
= { : nonempty, compact, convex , ( ) for all }.
Note that , so this family is nonempty. Order by inclusion and note that if is a
subfamily that is totally ordered, then because is compact,
0 = = .
Clearly (0 ) 0 , so the conditions of Zorns lemma are satised. It follows that has
minimal elements. Let 0 be such a minimal element. We claim that it is a singleton.
Assume, to the contrary, that 0 contains , with = . Let be a neighborhood of
0 such that , and let be the neighborhood of 0 associated to by the denition
of equicontinuity. Then for every , () () , for else, because 1 ,
= 1 ( ()) 1 ( ()) .
Set = 12 ( + ). Then 0 . Let
() = { () }.
the () is -invariant, hence so is its closure 1 = (). Consequently, co(1 ) is a
-invariant, compact convex subset of 0 . The minimality of 0 implies
0 = co(1 ).
By the Krein-Milman Theorem (Theorem 2.4.1), 0 has extremal points. Applying Milmans
Theorem (Theorem 2.4.2), we deduce that every extremal point of 0 lies in 1 . Let be
such a point.
Consider the set
= {( , , ) } 0 0 0 .
Since 1 = (), and 0 0 is compact, there is a point (1 , 1 ) 0 0
such that (0 , 1 , 1 ) . Indeed, if this were not true, then every (1 , 1 ) 0 0
had a neighborhood (1 ,1 ) and there would exist a neighborhood (1 ,1 ) of such that
(1 ,1 ) (1 ,1 ) = . Then 0 0 is covered by nitely many of the (1 ,1 ) and the
intersection of the corresponding (1 , 1 )s is a neighborhood of that does not intersect
1 .
Because 2 = + for all , we get 20 = 1 + 1 , hence 0 = 1 = 1 , because 0
is an extremal point. But for all , hence 1 1 , and so 1 = 1 .
This is a contradiction, which proves our initial assumption was false, and the conclusion
follows.
2.5
2.5.1
The dual of a topological vector space

The weak -topology
Let be a topological vector space.
34
Denition. The space of continuous linear functionals on is called the dual of .

is a vector space. We endow it with the weak topology, in which a system of
neighborhoods of the origin is given by
(1 , 2 , . . . , , ) = { ( ) < ,
= 1, 2, . . . , },
where 1 , 2 , . . . , range in and > 0.

Proposition 2.5.1. The space endowed with the weak topology is a locally convex
topological vector space.
The Hahn-Banach Theorem implies automatically that the weak -continuous linear functionals on separate the points of this space. In fact this can be seen directly. Each point
denes a weak -continuous linear functional on dened by
() = ().
In fact we have the following result.
Theorem 2.5.1. Every weak -continuous linear functional on is of the form for some
. Hence ( ) = . 1
Proof. Assume that is a weak -continuous linear functional on . Then () < 1
for all in some set (1 , 2 , . . . , , ). This means that there is a constant such that
() max () for all .
Let be the set on which = 0, = 1, 2, . . . , . Then is zero on , so we can
factor by so that we are in the nite
dimensional situation. We can identify /
with Span(1 , 2 , . . . , ) . In / , = , and so this must be the case in as
well. Hence
= (
) ,
and we are done.

Theorem 2.5.2. (Banach-Alaoglu) Let be a topological vector space, a neighborhood
of 0 and
= { () 1, for all }.
Then is compact in the weak topology.
Proof. Let , and dene
= { 1}.
1
It is important that on we have the weak topology, if we put a dierent topology on it, ( ) might
not equal .
35
The set
is compact in the product topology, by Tychonos Theorem. Dene
:
, () = (()) .
We will show
(1) () is closed.
(2) : () is a homeomorphism.
For (1) assume that ( ) is in (). Dene () = 1 for such that .
Approximating ( ) with linear functionals (), = 1, 2, . . . , . We have
( + ) = () + ().
For large enough, ( + ) approximates well (), while () and () approximate
() and (). By passing to the limit we obtain that is linear.
Also for , () 1, and again by passing to the limit, () 1. This implies
the continuity of , as well as the fact that it lies in (). This proves (1).
For (2), note that is one-to-one, hence it is an inclusion. Moreover, the weak topology
was chosen so that it coincides with the topology induced by the product topology. Hence
(2).
2.5.2
The dual of a normed vector space
If is a normed vector space, then is also a normed space with the norm
= sup{() 1}.
Proposition 2.5.2. The dual of a normed space is a Banach space.
Proof. The only dicult part is to show that is Banach. Let , 1 be a Cauchy
sequence in . Dene () = lim (). It is not hard to check that is linear. On
the other hand, because is Cauchy, is Cauchy as well, by the triangle inequality.
For a given , if we choose large enough then
() () < ,
so
() < ( + 1).
Because , 1 is a bounded sequence (being Cauchy), it follows that is a bounded
linear functional, and we are done.
36
So has two topologies the one induced by the norm, and the weak topology. It is
not hard to check that the second is weaker than the rst.
Here is an example.
Theorem 2.5.3. Let [1, ). Then ( ([0, 1])) = ([0, 1]), where satises 1/+1/ =
1. A function ([0, 1]) denes a functional by
( ) =
()().
0
Proof. Note that every ([0, 1]) denes a continuous linear functional by the above
formula because of Holders inequality:
1 .
Moreover, it is not hard to see that if 1 and 2 dene the same functional then 1 = 2
almost everywhere. This follows from the fact that if
1
()[1 () 2 ()] = 0
0
for all then 1 2 = 0 almost everywhere.

Let us show that every continuous linear functional is of this form. The map
: 7 ( )
is a measure on the Lebesgue measurable sets in [0, 1]. Note that is absolutely continuous
with respect to the Lebesgue measure, since if the Lebesgue measure of is zero, then
is the zero vector in ([0, 1]), and so () = ( ) = 0.
Using the Radon-Nikodym Theorem, we deduce that there is a function 1 ([0, 1])
such that
1
( ) =
()().
0
Approximating the functions in ([0, 1]) by step functions, and using the continuity of both
the left-hand side on ([0, 1]) and of the right-hand side on ([0, 1]) ([0, 1]), we
deduce that
1
()() for all ([0, 1]).
( ) =
0
Let us show that ([0, 1]).

Case 1. = 1. We have
() = ( ) 1 (),
where () is the Lebesgue measure of . So almost everywhere.
37
1
Case 2. > 1. We want to show that if 0 ()() is nite for all ([0, 1]), then
([0, 1]). By multiplying by /, we can make be positive, so let us consider just
this case.
Let be a step function that approximates from below, 0. Consider
1
1
1
1/
1/
1/
1/
( ) =
() ()
() () =
().
0
By the continuity of , this inequality forces
() 1/ .
(2.5.1)
We also have
1/
()
0
]1/
so from (2.5.1) we get
1
0
()
()
0
)1/
Dividing through we get

(
()
0
)1/
Passing to the limit with , we obtain , as desired.

Here is this result in full generality.
Theorem 2.5.4. Let (, ) be a measure space, and let [1, ) and such that 1/ +
1/ = 1. Then ( ()) = (), where () denes the functional
( ) =
.
Moreover = .
Theorem 2.5.5. (([0, 1])) is the set of nite complex valued measures on [0, 1].
Proof. Each nite measure denes a continuous linear functional by
1
().
( ) =
0
Let us prove conversely, that every linear functional is of this form. For every complex
continuous linear functional , we have = Re + Im where the real and the imaginary
part are themselves continuous. So we reduce the problem to real functionals. We show that
38
each such functional is the dierence between two positive functionals, and then apply the
Riesz Representation Theorem.
For 0, set
+ ( ) = sup{() ([0, 1]), 0 }.
Because is continuous, hence bounded, + takes nite values. Since = 0 , and
(0) = 0, we have that + is positive.
It is clear that + ( ) = + ( ), for 0, 0. Also, since = 0 , and (0) = 0,
we have that + is positivie. It is also clear that + (1 + 2 ) + (1 ) + + (2 ) because we
can use for 1 + 2 the 1 + 2 .
On the other hand, if = 1 + 2 , and , set 1 = sup( 2 , 0) and 2 = inf(, 2 ).
Then 1 + 2 = , and 0 , = 1, 2. Hence
() = (1 ) + (2 ) + (1 ) + + (2 ).
Consequently + ( ) = + (1 + 2 ) + (1 ) + + (2 ). Therefore we must have equality.
This holds of course for 1 , 2 0.
For arbitrary , write = 1 2 , where 1 , 2 0, and dene + ( ) = + (1 ) + (2 ).
It is not hard to see that + is well dened, linear, and positive. Also + is a linear
positive functional. We have
= + (+ ),
and the claim is proved. We can therefore write every continuous complex linear functional
as
= 1 2 + (3 4 ),
where , = 1, 2, 3, 4 are positive. Each of these is given by a positive measure , by the
Riesz representation Theorem, so is given by the complex measure
= 1 2 + (3 4 ).
Remark 2.5.1. Using the general form of the Riesz Representation Theorem, we see that
[0, 1] can be replaced by any compact space.
Theorem 2.5.6. (Banach-Alaoglu) Let be a normed vector space. Then the closed unit
ball in is weak -compact.
Here are some applications.
Proposition 2.5.3. Place a number in [0, 1] at each node of the lattice 2 such that the
number at each node is the average of the four numbers at the closest nodes. Then all
numbers are equal.
39
Proof. Consider the Banach space (2 ). Let be the set of elements in (2 ) satisfying
the condition from the statement. Then is a weak -closed subset of the unit ball; by
applying the Banach-Alaoglu theorem we deduce that it is weak -compact. It is also convex.
By the Krein-Milman Theorem, = co(Ext()). Let : 2 [0, 1] be an extremal point in
. Let , be the operators that shift up and left. Then , 1 , , 1 are functions
with the same property, and
1
= ( + 1 + + 1 ).
4
Because is extremal, = = 1 = = 1 , meaning that is constant. In
fact = 0 or = 1. The convex hull of the two extremal constant functions is the set of
all constant functions with values in [0, 1], this set is closed, so consists only of constant
functions. Done.
Theorem 2.5.7. The space 1 () is not the dual of any normed space.
Proof. If 1 () were the dual of a normed space, then the Banach-Alaoglu Theorem implies
that the closed unit ball in 1 () is weak -compact. By the Krein-Milman Theorem it has
extreme points. But this is not true, since every function in the closed unit ball can be
written as the convex combination of two functions in the unit ball.
Consider ([0, 1]), the Banach space of continuous functions on [0, 1], with the norm
= sup[0,1] ().
Theorem 2.5.8. (Stone-Weierstrass) Let ([0, 1]) be a subalgebra with the following
properties
(1) if then ,
(2) the function identically equal to 1 is in ,
(3) separates the points of [0, 1].
Then is dense in ([0, 1]),
Proof. (de Brange) We argue by contradiction. Let
= { ([0, 1]) 1, = 0}.
By the Banach-Alaoglu Theorem, it is compact in the weak topology. is also convex, so
by the Krein-Milman Theorem it has extremal points. Moreover, the Hahn-Banach Theorem
implies that = {0}, so then Krein-Milman implies the existence of at least two extremal
points. This means that there is an extremal functional that is not identically equal
to zero.
Because ([0, 1]) is the space of nite complex measures (Theorem 2.5.5), is given by
a measure . We claim that every function in is constant on the support of . If this is so
then because the functions in separate points, the support of consists of just one point,
so = 0 for 0 [0, 1] and . Because = 0, and 1 , we get that = 0, a
contradiction. Hence the conclusion.
40
Let us prove the claim. Suppose there is not constant on the support of . We
have = 1 + 2 , so 1 = ( + )/2 and 2 = ( )/2, and because , 1 , 2 as
well. One of these is nonconstant, so we may assume that is real valued. Replacing by
( + )/ we may assume 0 1. Dene the measures 1 and 2 by
1 = ,
2 = (1 ).
Then = 1 + 2 . Note
1both zero on .
1 that 1 , 2 are
We have 1 = 0 , 2 = 0 (1 ). And also = = 1 + 2 .
Then
)
)
(
(
2
1
1 +
2 .
=
1
2
Note that
1 ,
2
1
2
Because is an extreme point, either 1 or 2 is zero. So must be identically equal to 1,
a contradiction. The claim is proved, and so it the theorem.
Remark 2.5.2. Using the general form of the Riesz Representation Theorem, we see that
[0, 1] can be replaced by any compact space.
Chapter 3
Fundamental Results about Bounded
Linear Operators
3.1
3.1.1
Continuous linear operators

The case of general topological vector spaces
We now start looking at continuous linear operators between topological vector spaces:
: .
Proposition 3.1.1. Let : be a linear operator between topological vector spaces
that is continuous at 0. Then is continuous everywhere, moreover, for every open neighborhood of 0 there is an open neighborhood of 0 such that if then .
Denition. A linear operator is called bounded if it maps bounded sets to bounded sets.
Proposition 3.1.2. A continuous linear operator is bounded.
Proof. Let : be a continuous linear operator. Consider a bounded set . Let
also be a neighborhood of 0 in . Because is continous, there is a neighborhood of 0 in
such that ( ) . Choose {0} such that . Then () = () .
It follows that () is bounded.
Denition. Let : be a linear operator. The kernel of is
ker( ) = { = 0}.
The range or image of is
im( ) = { there is with = }.
Both ker( ) and im( ) are vector spaces. If is a continuous linear operator between
topological vector spaces, then ker( ) is closed. This is not necessarily true about im( ).
41
42CHAPTER 3. FUNDAMENTAL RESULTS ABOUT BOUNDED LINEAR OPERATORS
3.2
3.2.1
The three fundamental theorems

Baire category
Denition. A topological space is said to be of the rst category if it is a countable union

of nowhere dense subsets. Otherwise it is said to be of the second category.
Theorem 3.2.1. (Baire Category Theorem) A complete metric space is of the second category.
Proof. Assume by contradiction that is a complete metric space of the rst category.
Write =
=1 , with = where is a dense open set. Dene inductively the
set of balls such that and 1 . The centers of the balls form a Cauchy
sequence that converges to a point . This point belongs to all and hence it is in
the complement of every . But this is impossible because is the union of all .
Corollary 3.2.1. If is of second category and =
=1 , then there is such that
contains an open subset.
3.2.2
Bounded linear operators on Banach spaces
From now on we will focus just on continuous linear operators between Banach spaces.
Theorem 3.2.2. Let : be a linear operator. Then is continuous if and only if
it is bounded.
Proof.
Denition. Let be a bounded linear operator. The norm of is
= sup{ 1}.
Theorem 3.2.3. (Banach-Steinhaus) Let be a Banach space, a normed space, and
let be a family of continuous operators from to . Suppose that for all ,
sup < . Then sup < .
Proof. Let
= { for all }.
These sets are convex and balanced. They are also closed, so by the Baire Category Theorem
is such that the interior of is nonempty. Because is convex and balanced, its interior
contains the origin. Hence there is a ball 0, centered at origin such that for
all and with . We have / for all , and the theorem is
proved.
Here is an application that I learned from Hari Bercovici. We have
1
=
(1)1 1 .
+ 1 =1
3.2. THE THREE FUNDAMENTAL THEOREMS
43
The left-hand side takes the value 1/2 when = 1, so it is natural to impose that the
right-hand side converges to 1/2. A way to do this is to consider the sequence =
1 1
and then notice that

=1 (1)
1
(1 + 2 + + )
(3.2.1)
converges to the same limit as when the latter converges (Cesaro), but moreover for = 1
(3.2.1) converges to 1/2.
Denition. A summation method associates to each convergent sequence , 1 another
convergent sequence , 1 such that
(1) lim = lim ;
(2) =
=1 for = 1, 2, . . ., where is an array of complex numbers that does
not depend on and denes the summation method.
An example of a summation method, introduced by Cesaro, is = 1/, = 1, 2, . . .,
1 , and = 0 otherwise.
Theorem 3.2.4. (Toeplitz) The array , , 1, denes a summation method if and
only if it satises the following three conditions
(1) lim = 0, = 1, 2, . . .;
(2) lim
=1 = 1;
(3) sup
=1 < .
Proof. Let us prove that the three conditions are necessary. If = for some , then
= . The fact that 0implies lim = 0, hence (1).
If = 1, 1, then =
=1 . Because 1, it follows that lim
=
1, hence (2).
For (3) we apply the Banach-Steinhaus Theorem. Denote by 0 the Banach space of
convergent sequences with the sup norm (i.e. continuous functions on {} with the sup
norm, where {} is given the topology such that the map () = 1/
from it to is
a homeomorphism onto the image). Let , 1 be a sequence
such that
=1 converges
for every convergent sequence , 1. We claim that =1 < .
Indeed, if this is not the case, then choose > 0 such

that
that
0
and
=
. The sequence = / converges to 0, but =

= , which is
impossible. This proves our claim.
Additionally,

sup
=
.

=1
{ }0 , 1
The fact that the left-hand side does not exceed the right-hand side follows from the triangle
inequality. On the other hand, if = / , 1 and zero otherwise makes
=
=1 . Taking we obtain that the right-hand side is less than or
equal to the left-hand side. Hence the two are equal.
Dene
: 0 ,
({ }) =
=1
Then (0 ) and
=
=1
The sequence ({ }), 1 is bounded for all convergent sequences { }. Hence by the
Banach-Steinhaus Theorem, , 1 is bounded, which is (3).
Now let us check that the conditions are sucient. Let = sup
=1 . Consider
a sequence converging to . We want to show that converges to as well. We compute

(
)

+
1

=1
=1
=1
+
1

=1
=1

+ sup +
1 .

+1
=1
=1
We obtain lim = 0.
Theorem 3.2.5. (Open Mapping Theorem) Let : be a surjective bounded linear

operator between Banach spaces. Then maps open sets to open sets.
Proof. It is enough to show that the set
= { < 1}
is a neighborhood of 0 in . We have
=
=1 .
Because is of the second category (by the Baire Category Theorem), it follows that there
is such that has nonempty interior. Consequently has nonempty interior.
But is convex and balanced, because it is the image through a linear map of a convex
and balanced set. Hence so it , and consequently contains a neighborhood of 0. Let
> 0 be such that
{ < } = { < 1}.
3.2. THE THREE FUNDAMENTAL THEOREMS
45
We want to show that

{ < } { }.
Fix , < and x 0 < < 1. Choose 1 in the unit ball of such that 1 < .
There is 2 , 2 < / with 1 2 < 2 , ..., there is with < 1 /
and
1 2 < . Because is Banach, there is a point such
that =
=1 . We have
= lim 1 2 = 0,
so = . The theorem is proved.

Corollary 3.2.2. Let : be a bounded linear operator between Banach spaces that
is onto. Then there is a constant > 0 such that for every , there is such that
= and .
Proof. The image of the unit ball of is open in . Let > 0 such that < implies
= with < 1. Then = 1/ does the job.
Theorem 3.2.6. (Inverse Mapping Theorem) Let : be an invertible bounded
linear operator between Banach spaces. Then 1 is also a bounded linear operator.
Proof. Because maps open sets to open sets, the preimage of an open set through 1 is
open, showing that 1 is continuous.
Denition. Let : be a function. The graph of is the set
{(, ()) } .
We denote the graph of by .
Theorem 3.2.7. (Closed Graph Theorem) Let and be Banach spaces and let :
be a linear operator such that the graph of is closed in with the product topology.
Then is continuous.
Proof. The product space is a Banach space. The graph is a linear subspace. By
hypothesis it is closed, so it is a Banach subspace. Dene
1 : ,
1 (, ) =
and
2 : ,
2 (, ) = .
Both these operators are linear and continuous. The operator 1 is invertible and bijective.
By the Inverse Mapping Theorem (Theorem 3.2.6) its inverse is also continuous. We have
= 2 11 , and hence is invertible.
Here is an application.

Denition. A linear operator : is called a projection if 2 = .
Proposition 3.2.1. Let be a Banach space and let : be a projection. Then
is continuous if and only if both the kernel and the image of are closed.
Proof. Assume that the kernel and the image are closed. Because = + ( ), and
( ) = 2 = 0 every element in is the sum of an element in and an
element in . Moverover, if , then = , for some , so 2 = = 0.
But 2 = = , so = 0. It follows that
= .
Let us show that the graph of is closed. Consider a sequence ( , ), 1, that
converges to (, ); we want to show that = . Because is closed, . The
sequence converges to . Because , there is such that
. So = . It follows that . We thus have ( ) = = 0.
But But = , so ( ) = . It follows that = . From the Closed Graph
Theorem it follows that is continuous.
Conversely, if is continuous, then = 1 (0) is closed. Also, = (1 ),
and 1 is also continuous. Hence is closed.
Corollary 3.2.3. If is a continuous projection then = is a decomposition
of as a direct sum of two closed subspaces.
Example. Let be a closed subset of [0, 1], and let ([0, 1]) be the set of continuous
functions that are zero on . Then there is a closed subspace of ([0, 1]) such that
([0, 1]) = ([0, 1]) .
Indeed, there is a bounded linear operator : () ([0, 1]) such that =
(the complement of is a disjoint union of open intervals, and on such an interval (, )
we can dene ( + (1 )) = () + (1 )()). If : ([0, 1]) () is the
restriction operator, then = is a projection. It is also continuous because and
are continuous. Hence
([0, 1]) = = ([0, 1]) .
Set = .
The operator dened in this example is called a simultaneous extension. It has been
proved that such operators exist in more general situations (e.g. for compact spaces). The
existence of such an operator is a stronger version of the Tietze Extension Theorem.
3.3
The adjoint of an operator between Banach spaces
Denition. Let : be a bounded linear operator between Banach spaces. The

adjoint of , denoted by , is the operator : given by = .
3.3. THE ADJOINT OF AN OPERATOR BETWEEN BANACH SPACES
47
Theorem 3.3.1. The operator is linear and bounded, and = .

Proof. We have
(1 + 2 ) = 1 + 2
which shows that is linear.
Lemma 3.3.1. If is a Banach space and , then
= sup{() , 1}
Proof. We have () , so the left-hand side is greater than or equal to the righthand side. For the converse inequality, dene 0 : , 0 () = . Then 0 = 1.
By the Hahn-Banach Theorem, there is a continuous linear functional : such that
= 1, and (0 ) = 0 .
Returning to the theorem and using the lemma, we have
= sup{ 1} = sup{( ) 1, 1}
= sup{( )() 1, 1} = sup{ 1} = .
Proposition 3.3.1. Let : be a bounded linear operator between Banach spaces

and let be its adjoint. Then ker( ) if and only if im( ) = 0 and ker( ) if and
only if () = 0 for all im( ).
Proof. We have
ker( ) = 0 ( )() = ( ) = 0, im( ) = 0.
and
ker( ) = 0 ( ) = ( )() = 0, () = 0, im( ).
Corollary 3.3.1. ker( ) is weak closed, im( ) is dense if and only if is injective, and
is injective if and only if im( ) is weak dense.
Theorem 3.3.2. Let : be a bounded linear operator between Banach spaces.
The following conditions are equivalent:
(a) im( ) is closed in ;
(b) im( ) is weak closed in ;
(c) im( ) is norm closed in .

Proof. Suppose (a) holds. Then by Proposition 3.3.1, () = 0 for all im( ) if and only
if ker( ). We claim that the functionals that are zero on ker( ) are the weak closure
of im( ). Indeed, this set is weak closed and contains im( ). To prove the converse
inclusion, recall that the dual of with the weak topology is . Assume that there is
0 that is zero on ker( ) but is not in the weak -closure of im( ). Then by the HahnBanach Theorem, there is such that 0 () = 0 and () = 0 for all im( ).
But ( ) = 0 for all means that = 0, so ker( ). Then 0 () = 0, a
contradiction. This proves our claim.
We are left to show that any functional that is zero on ker( ) is in the image of . Let
be such a functional. Dene a linear functional on im( ) by
( ) = ().
It is not hard to see that is well dened. Apply the Open Mapping Theorem to
: im()
to conclude that there is > 0 such that for every im( ) there is such that
= and . Hence
() = ( ) = () .
Hence is continuous. Extend to the entire space using Hahn-Banach. Because
() = ( ) = ( )(),
it follows that = . Hence im( ), as desired. We thus proved that (a) implies (b).
(b)(c) is straightforward.
Now let us suppose that (c) holds. Let bet he closure of im( ) in . Dene : ,
= . As a corollary to Proposition 3.3.1, : is one-to-one.
If , the Hahn-Banach Theorem provides an extension of . For every
, we have
( )() = ( ) = () = ( )().
Hence = . It follows that and have identical images, in particular the image
of is closed. Apply the Inverse Mapping Theorem to : im( ) to conclude that
it is invertible. The conclusion follows from the following result.
Lemma 3.3.2. Suppose : is a bounded linear operator such that :
is invertible. Then is onto.
Proof. Because is invertible, there is > 0 such that for all .
Let and be the unit balls in and . We will show that ( ), namely
that ( ), where = 1/.
Choose 0 ( ). Because ( ) is convex, closed, and balanced, an application of
the Hahn-Banach Theorem shows that we can separate it from 0 , so there is such
that () 1 for ( ) but (0 ) > 1. If , then
() = () 1.
3.4. THE ADJOINT OF AN OPERATOR ON A HILBERT SPACE
49
Hence 1. We have
< (0 ) 0 0 0 .
We deduce that if then necessarily ( ).
Now let us show that moreover ( ). Rescaling we may assume = 1. Then
( ), and hence for every and every > 0 there is such that
and < . Choose 1 . Let = 31 (1 1 ). Dene the sequences and
inductively as follows. Assume is already picked, and let be such that
and
< . Set +1
.
=
If =
, the =
= ( +1 ) = 1 . Hence 1 ( ). This proves
our claim. The conclusion follows.
Using the lemma we conclude that im() = im(), and so the image of is closed. But
im() = im( ), and so the theorem is proved.
Theorem 3.3.3. Let : be a bounded linear operator between Banach spaces.
Then im( ) = if and only if is one-to-one and im( ) is norm closed.
Proof. By Proposition 3.3.1 is one-to-one. By the Open Mapping Theorem there is
> 0 such that
{ } { () 1}.
Then for a functional ,
= sup{( )() 1} = sup{( ) 1}
sup{() } = .
We claim that given this inequality, im( ) is closed. Let im( ), and let be such
that . Then is Cauchy, so the above inequality implies is Cauchy. If is
its limit, then = . The implication is proved.
By Theorem 3.3.2, im( ) is closed, and by Proposition 3.3.1 it is dense. Hence
im( ) = .
3.4
The adjoint of an operator on a Hilbert space
Let be a Hilbert space over and let : be a bounded linear operator. There is
a dierent construction of based on the Riesz representation theorem. Recall that there is
an antilinear isometry between and which associates to each functional the element
such that () = , .
The linear operator 7 induces a linear operator 7 . Moreover, the two
operators have the same norm. We will use the notation for the second. A direct way to
dene this operator is by the equality
, = , .
(3.4.1)
Because the adjoint is dened using the inner product, we will use the following lemma
several times.

Lemma 3.4.1. Two linear operators and on a Hilbert space are equal if and only if
, = , for all .
Proof. Recall the polarization formula for the inner product:
1
, = ( + 2 2 + + 2 2 ).
4
We can adapt it to write
1
, = ( ( + ), + ( ), + ( + ), + ( ), ).
4
So if , = , for all , then
, = , for all , .
This condition implies = for all , i.e. = .
By Theorem 3.3.1 = . Note that (3.4.1) implies that
( ) = .
Also, it is easy to check that
( + ) = +
( ) =

( ) = .
Example. If = , and : is linear, then the matrix of is the transpose
conjugate of the matrix of .
Proposition 3.4.1. If : is a bounded linear operator on a Hilbert space, then
= 2 .
Proof. We have
2 = , = , 2 .
So 2 . On the other hand,
= 2 .
Hence the equality.
As a corollary of Proposition 3.3.1, we obtain the following result.
Proposition 3.4.2. Let : be a bounded linear operator on a Hilbert space. Then
ker( ) = im( ) and ker( ) = im( ) .
51
Proof. = 0 if and only if , = 0 for all . This is further equivalent to , = 0

for all , meaning that im( ) .
Denition. A bounded linear operator on a Hilbert space is said to be
normal if =
self-adjoint if =
unitary if = =
an isometry if =
It is standard to denote unitaries by and isometries by . An alternative way to say
that is an isometry is to say that = . It is also important to note that isometries
keep the inner product invariant, that is
, = , .
is unitary if it is an invertible isometry. Isometries and in particular unitaries have norm
1. Note also that self-adjoint operators are normal.
Proposition 3.4.3. is normal if and only if
= , for all .
Consequently ker( ) = ker( ).
Proof. Note that the equality from the statement yields
2 = , = , = ,
= , = 2
For the converse, note that all equalities in this sequence are obvious except , =
, . By Lemma 3.4.1 this condition is equivalent to the fact that is normal.
Proposition 3.4.4. If is normal then the following properties hold:
im( ) is dense if and only if is one-to-one.
is invertible if and only if there is > 0 such that .
Proof. The rst property is a consequence of Proposition 3.4.3 and Proposition 3.4.2.
Assume that is invertible. Then by the Inverse Mapping Theorem the inverse of is
continuous, so we can choose = 1 .
For the converse, the existence of such a implies that ker( ) = {0}. Moreover, im( )
is closed. And by the rst property im( ) is dense. So is one-to-one and onto, hence
invertible.
Proposition 3.4.5. An operator is self-adjoint if and only if , is real for all .

Proof. If is self-adjoint, then , = , . But by the properties of the inner product,
, = , . Hence the quantity must be real. Conversely, if the quantity is real then
, = , = , .
So = by Lemma 3.4.1.
A projection is called orthogonal if im( ) = ker( ) .
Proposition 3.4.6. A projection is orthogonal if and only if is self-adjoint.
Proof. Assume that is orthogonal. Then every is of the form = + with
ker( ) and im( ). Then
, = , + = 2
and
, = + , = 2 .
Hence = .
For the converse, note that = implies normal, so ker( ) = im( ) = im( ) .
But is a projection, so im( ) is closed. The conclusion follows.
As a corollary, a property that characterizes orthogonal projections is , = 2 .
Proposition 3.4.7. Let be a normal operator. Then there are self-adjoint operators 1
and 2 that commute such that = 1 + 2 .
Proof. 1 = ( + )/2, 2 = ( )/2.
Proposition 3.4.8. Let be a self-adjoint operator. Then exp() is unitary.
Proof. First, note that
exp() = +
2 3
+
1!
2!
3!
is well dened because the series is absolutely convergent hence convergent. We have
exp() = exp(),
and because and commute,
exp() exp() = exp() exp() = .
It follows that exp() is unitary.
Corollary 3.4.1. If is a bounded operator, then exp[( + )] and exp( ) are
unitary.
Proof. We have ( + ) = + , and [( )/] = ( )/.
53
Theorem 3.4.1. (Fuglede-Putnam-Rosenblum) Assume that , , are bounded linear

operators on a Hilbert space such that and are normal and
= .
Then
= .
Proof. From the statement we obtain by induction that = for all , so
exp( ) = exp( ).
It follows that
= exp( ) exp( ).
Multiply to the right by exp( ) and to the left by exp( ) to obtain
exp( ) exp( ) = exp( ) exp( ) exp( ) exp( ),
and because = and = , we obtain
exp( ) exp( ) = exp( ) exp( ).
Set 1 = exp( ), 2 = exp( ). In view of the above corollary, these are unitary,
in particular 1 = 2 . We then obtain
exp( ) exp( ) exp( ) exp( ) = .
Now replace and by and and repeat the same argument to conclude that
exp( ) exp( ) for all .
Dene the operator valued function
() = exp( ) exp( ).
Then for every pair of vectors , , the function
, : ,
, () = (),
is holomorphic. Using the Cauchy-Schwarz inequality, we conclude that

, () () () ,
namely that , is bounded. By Liouvilles theorem , is constant. It follows that itself
is constant, so () = (0) = for all . Hence
exp( ) exp( ) = () = .

Write this as
exp( ) = exp( ).
This gives for every , , the equality of two power series
exp( ) , = exp( ), ,
which must be equal term-by-term. Considering the -term we obtain that for all , ,
, = , .
Hence = , as desired.
Corollary 3.4.2. If is normal and commutes with , then commutes with and
commutes with .
Show that the hypothesis of the theorem does not necessarily imply = .
Chapter 4
Banach Algebra Techniques in
Operator Theory
4.1
Banach algebras
This section and the next follow closely R.G. Douglas, Banach Algebra Techniques in Operator Theory, Academic Press 1972 with some input from Rudins Functional Analysis.
Denition. A Banach algebra is an associative algebra with unit 1 over the complex (or
real) numbers that is at the same time a Banach space, and so that the norm satises
, and 1 = 1.
Example. The Banach algebra () of bounded linear operators on a Banach space .
Example. The Banach algebra of continuous functions ([0, 1]).
We will almost always be concerned with Banach algebras over the complex numbers.
Denition. A series
=0
with and is called absolutely convergent if
=0
<
Proposition 4.1.1. An absolutely convergent series is convergent.

Theorem 4.1.1. Let be a Banach algebra and let be an element such that 1 <
1. Then is invertible and
1
1
.
1 1
55
56
CHAPTER 4. BANACH ALGEBRA TECHNIQUES IN OPERATOR THEORY
Proof. Set = 1 . Then 1. Then the series

1 + + 2 + 3 +
is absolutely convergent so it is convergent. We have
(1 )(1 + + 2 + 3 + ) = lim (1 )(1 + + 2 + + )
= 1 lim = 1.
Hence
1 = (1 )1 = 1 + + 2 + 3 + .
By the triangle inequality
1 1 + + 2 + 3 + =
1
1
=
.
1
1 1
Denition. For a Banach algebra , let , , and be respectively the sets of invertible
elements, right invertible elements that are not invertible, and left invertible elements that
are not invertible.
Proposition 4.1.2. If is a Banach algebra, then each of the sets , , and is open.
Proof. If is invertible, and

1
,
1
then
1 1 1 < 1.
Hence 1 1 is invertible, and so is (1 1 ) = . This proves that for every
there is a ball of radius 1/1 centered at and contained in . Hence is open.
By the same argument, if and is such that = 1, then if is such that
< 1/ then is invertible. We have (()1 ) = 1, showing that is left invertible.
Note that itself cannot be invertible, or else , being close to it would be invertible too.
This proves open. The proof that is open is similar.
Proposition 4.1.3. If is a Banach algebra and is the subgroup of invertible elements,
then the map
7 1
is continuous.
4.2. SPECTRAL THEORY FOR BANACH ALGEBRAS
57
Proof. Fix . We want to show that for every > 0, there is > 0 such that if
< then 1 1 < . We have
1 1 = 1 ( )1 1 1 .
So we have to choose so that 1 < /1 for all such that < . If
< 1/(21 ), then 1 1 < 1/2 and so by Theorem 4.1.1
1 1 1 = (1 )1 1
1
1 = 21 .
1 12
Hence it suces to choose

= min
,
1
2 21 2
We conclude that is a topological group.

Proposition 4.1.4. Let be a Banach algebra whose group of invertible elements is . Let
0 be the connected component of that contains the identity element. Then 0 is an open
and closed normal subgroup of . Consequently /0 is a normal subgroup.
Proof. is a locally path connected space, so connected is equivalent to path connected. It
is a standard fact in topology that 0 is open and closed. If and are in 0 and and
is a path connecting them to the identity, then and ( )1 are paths connecting 1 to
respectively 1 to 1 . Hence 0 is a group. Moreover, for every 0 and , 1
connects 1 to 1 , hence 1 0 . This shows that 0 is normal.
Denition. The group = /0 is called the abstract index group for . The abstract
index is the natural homomorphism .
4.2
Spectral theory for Banach algebras
Let be a Banach algebra.

Denition. Let be an element of . The spectrum of is the set
() = { } .
The resolvent is the set
() = { } .
So the spectrum consists of those for which is not invertible, and the resolvent
is the complement in of the spectrum. When there is no risk of confusion, we ignore the
subscript, but be careful, the spectrum depends on the algebra in which your element lies
(in case the given element can be put inside several Banach algebras).
58
Example. If = (), the algebra of matrices, and (), then () is the

set of eigenvalues.
Theorem 4.2.1. The spectrum of an element is nonempty and compact. Moreover,
the spectrum lies inside the closed disk of radius centered at the origin.
Proof. First, note that if > , then by Theorem 4.1.1 1 / is invertible. Hence
(1 /) = is invertible. This shows that the spectrum is included in the closed disk
of radius centered at the origin.
Let us show that the spectrum is nonempty. Assume to the contrary that for some
element the spectrum is empty. Let be a continuous linear functional on . Consider
the function
: ,
() = (( )1 ).
We claim that is holomorphic. Indeed,

)
(
( 0 )1 [( 0 ) ( )]( )1
() (0 )
= lim
lim
0
0
0
0
1
1
2
= ( lim ( 0 ) ( ) ) = ( 0 ) .
0
For > , we have by Theorem 4.1.1 that 1 / is invertible and

(1 /)1 <
Hence
lim () = lim
limsup
1
.
1 /
1
(/ 1)1
1
1
1
(/ 1)1 limsup
1 /
where for the last step we used Theorem 4.1.1. This last limit is zero. Hence is a bounded
holomorphic function. By Liouvilles Theorem it is constant.
Using the Hahn-Banach Theorem we deduce that 7 ( )1 is constant, and since
the inverse is unique, it follows that 7 is constant. But this is clearly not true.
Hence our assumption was false, and the spectrum is nonempty.
Since the map ( ) is continuous, and (the set of invertible elements) is open,
the inverse image of through this map is open. But the inverse image of is the resolvent.
Hence the resolvent is open, and therefore the spectrum is closed. Being bounded (as it lies
inside the disk of radius ), it is compact.
In view of this theorem we dene the spectral radius to be
() = sup{ ()}.
4.2. SPECTRAL THEORY FOR BANACH ALGEBRAS
59
Proposition 4.2.1. (Beurling-Gelfand) The spectral radius is given by the formula

() = lim 1/ = inf{ 1/ 1}
Proof. Fix an element and let > . Then using Theorem 4.1.1 we can write
( )1 = 1 + 2 + 3 2 + .
The series converges absolutely on every circle (0, ) centered at the origin and radius
> . We can therefore integrate term by term and write
=
( )1 , = 1, 2, 3, . . .
(4.2.1)
2 (0,)
Let be a continuous linear functional. Then as we saw before (( )1 ) is holomorphic.
From (4.2.1) we deduce
(( )1 ).
( ) =
2 (0,)
The right-hand side is an integral of a holomorphic function, and so by Cauchys theorem
the equality also holds true for all circles for which (( )1 ) is dened. Thus the equality
holds for (). Because the Hahn-Banach theorem we can conclude that
( )1 , for 0, ().
=
2 (0,)
Let () be the maximum of ()1 on (0, ), (which is nite because 7 ()1
is continuous). Then
+1 (),
0, ().
But () is bounded when , so

lim sup 1/ ,
().
Hence
() lim sup 1/ .
On the other hand, if (), then ( ), because = ( )(1 + +

1 ), which is therefore not invertible. Hence < . We thus have
() inf 1/ .
1
Combining the two inequalities we deduce

() = lim 1/ = inf{ 1/ 1}
and we are done.
60

Here is a rst application of the notion of spectrum.
Theorem 4.2.2. (Gelfand-Mazur) Let be a Banach algebra which is a division algebra

(i.e. every nonzero element has an inverse). Then there is a unique isometric isomorphism
of onto .
Proof. If , then () = . If (), then is not invertible. Hence = 0,

that is = . Moreover, if = , then = , which is invertible. Hence the
spectrum of each element consists of only one point. The map that associates to each element
the unique point in its spectrum is an isometric isomorphism of onto (it is isometric
because = 1 = 1 is a requirement in the denition of a Banach algebra). Moreover,
if were an arbitrary isometric isomorphism, and if is an element in with spectrum
{}, then we saw that = . So () = (1) = (1) = , showing that is the above
constructed homomorphism. Hence the conclusion.
4.3
Functional calculus with holomorphic functions
Let . Then () is a compact subset of the plane. Consider a domain that contains
(), and let be a smooth oriented contour (maybe made out of several curves) that does
not cross itself such that () is surrounded by and such that travels around () in the
counterclockwise direction.
For a holomorphic function in , we have the Cauchy formula
1
(0 ) =
()( 0 )1 .
2
Now let us replace 0 by . Then on , the element ( )1 is dened. With Cauchys
formula in mind, we can dene
1
() =
()( )1 .
(4.3.1)
2
Lemma 4.3.1. The operator () is well dened and does not depend on the contour .
Proof. Because on 7 ( )1 is continuous on () and is a compact subset of (),

it follows that sup ( )1 < . So the integral can be dened using limits of Riemann
sums, which converge by Proposition 4.1.1. Hence the denition makes sense.
Let be a continuous linear functional. The function 7 ()(( )1 ) is holomorphic. By Cauchys theorem, the integral
(
)
1
1
1
1
()(( ) ) =
()( )
2
2
does not depend on . So () itself does not depend on .
However, if () = is an entire function, then we can dene the element
() =
,
since again the series converges. The integral formula (4.3.1) would be meaningful only if in
this particular situation the two versions coincide. And indeed, we have the following result.
4.3. FUNCTIONAL CALCULUS WITH HOLOMORPHIC FUNCTIONS
61
Proposition 4.3.1. If () = is a series that converges absolutely in a disk centered

at the origin that contains (), then
()( )1
=
2
for every oriented contour that surrounds () counterclockwise.
Proof. Choose large enough so that > and sup > are as small as
we wish. Then we can ignore these sums and consider just the case where () =
=0 .
To prove the result in this case, it suces to check it for a power of . Thus let us show
that
=
( )1 .
2
Now we can rely on Cauchys theorem about the integral of a holomorphic function, to to
make a circle of radius greater than . Because on > , we can expand
( )1 =
/ +1 .
0
The series on the right is absolutely convergent, so we can integrate term-by-term to write
(
)
1
1
1
1
( ) =
.
2
2
=0
All of the integrals are zero, except for the one where = , which is equal to 2. Hence
the result is , as desired.
A slight modication of the proof yields the following more general result.
Proposition 4.3.2. Suppose () = ()/() is a rational function with poles outside of

the spectrum of . Then () is well dened and () is invertible, and
() = ()()1 .
Theorem 4.3.1. (The Spectral Mapping Theorem for Polynomials) Let () be a polynomial and an element in . Then
( ()) = (()).
Proof. Let (). Then
() () = ( )().
Because is not invertible, neither is () (). Hence () ( ()). Consequently
(()) ( ()).
Let ( ()), and let 1 , 2 , . . . , be the roots of () = . Then
() = ( 1 )( 2 ) ( ).
Because () is not invertible, there is such that is not invertible. Then
(), and = ( ) (()). This proves ( ()) (()). The double inclusion
yields the desired equality.
62
Theorem 4.3.2. Let be a domain in that contains (). Endow the space of holomorphic functions on , (), with the topology of uniform convergence on compact subsets.
Then the map () , 7 () is a continuous algebra homomorphism.
Proof. The only dicult step is multiplicativity. But we have multiplicativity for polynomials, and hence for rational functions. By Runges theorem, every function in () is the
limit of rational functions. By passing to the limit in () () = ( )(), we conclude
that multiplicativity holds in general.
Theorem 4.3.3. (The Spectral Mapping Theorem for Holomorphic Functions) Let be a
holomorphic function in a neighborhood of the spectrum of . Then
( ()) = (()).
Proof. Let (). Then as before () () = ( )() with a holomorphic function
with the same domain as . By the previous theorem
() () = ( )(),
so () () is not invertible. Hence (()) ( ()).
For the opposite inclusion, let ( ()). If () is nowhere zero on the spectrum
of , then () = ( () )1 is dened on the spectrum of , and then
( () )( )1 () = 1
which cannot happen. So () is zero for some (), that is (()).
4.4
Compact operators, Fredholm operators
In this section we will construct a Banach algebra which is not the algebra of bounded linear
operators on a Banach space. For this we introduce the notion of a compact operator.
Denition. Let be a Banach space. An operator () is called compact if the
closure of the image of the unit ball is compact.
Example. If is such that im() is nite dimensional, then is compact. Such an operator
is said to be of nite rank.
Theorem 4.4.1. The set () of compact linear operators on is a closed two-sided ideal
of ().
Proof. Let 1 and 2 be compact operators. Then 1 (0,1 ) and 2 (0,1 ) are compact.
Then
(1 + 2 )(0,1 ) 1 (0,1 ) + 2 (0,1 )
and the latter is compact because is the image through the continuous map (, ) 7 +
of the compact set 1 (0,1 2 (0,1 ) . This proves that 1 + 2 is compact.
4.4. COMPACT OPERATORS, FREDHOLM OPERATORS
63
Also for every , if is compact then is compact, because the image of the set
1 (0,1 ) through the continuous map 7 is compact.
Finally, if () and () then ((0,1 )) is the image of a compact set
through a continuous map, so it is compact. It follows that (0,1 ) lies inside a compact
set, so its closure is compact. So is compact.
On the other hand, (0,1 ) is a subset of 0, for some , so (0,1 ) is a closed subset
of the compact set (0, ), hence is compact. This proves that is compact.
We thus showed that () is an ideal. Let us prove that it is closed. Let , 1,
be a sequence of compact operators that is norm convergent to an operator . We want
to prove that is compact. For this we use the characterization of compactness in metric
spaces: Every sequence contains a convergent subsequence.
Let , 1 be a sequence of points in the unit ball of . Let us examine the sequence
, 1. For every > 0, there is () such that for (),
. For (),
+ + 2 + .
The sequence has a convergent subsequence, and so we can nd a subsequence
such that < 3 for all , . Do this for = 1, then choose the rst term of a
sequence to be 1 . Inductively let = 1/, and choose from the previous sequence
a subseqence such that < 3 and let be the rst term of this subsequence.
The result is a Cauchy sequence , which therefore converges. We conclude that is
compact.
Theorem 4.4.2. Let () be a compact operator. Then
(a) If im() is closed, then dimim() < .
(b) If = 0, then dimker( ) < .
(c) If dim = , then ().
Proof. (a) If im() is closed, then it is a Banach space. The Open Mapping Theorem
implies that the image of the unit ball is a neighborhood of the origin. This neighborhood
is compact, and this only happens if im() is nite dimensional.
(b) The operator ker( ) is a multiple of the identity operator. This operator is
also compact. By (a) this can only happen if we are in a nite dimensional situation.
(c) The operator cannot be onto.
Theorem 4.4.3. Let be a Banach algebra and let be a two-sided closed ideal. Then
/ is a Banach algebra with the norm
[] = inf{ + }.
Here we denote by [] the image of under the quotient map.
64
Proof. Let us show rst that is a norm. Clearly if [] = 0 then so []

= 0. Now assume that [] = 0. Then There is a sequence such that
lim + = 0. Since is closed, it follows that , so [] = 0. Thus [] = 0
if and only if [] = 0.
If and , then
[] = [] = inf{ + } = inf{ + } = [].
Also
[] + [] = [ + ] = inf{ + + } = inf{ + + + , }
inf{ + } + inf{ + } = [] + [].
Thus is a norm.
Next, let us show that the norm satises the requirements from the denition of a Banach
algebra. First,
[1] = inf{1 } = 1,
where the equality is attained for = 0, and one cannot have 1 < 1 for in that case
must be invertible and hence cannot be an element of an ideal.
Secondly, for , , we have
[][] = [] = inf{ } inf{( 1 )( 2 ) 1 , 2 }
inf{ 1 1 } inf{ 2 2 } = [][].
Finally, let us show that / is complete. Showing that every Cauchy sequence is
convergent is equivalent to showing that every absolutely convergent series is convergent. It
is clear that the fact that every Cauchy sequence is convergent implies that every absolutely
convergent series is convergent. For the converse, let , 1 be a Cauchy sequence. By
choosing a subsequence,
we may assume that 1/2 whenever , . Set
= +1
. Then
is absolutelyconvergent, and its sum is the limit of .
So let [ ] be a series such that [
] = < . Then for each there is
sucht that + + 1/2 . Hence ( + ) is absolutely convergent, and

therefore convergent in . If is its sum, then + is the sum of the original series in
/. This concludes the proof that / is a Banach algebra.
Corollary 4.4.1. The algebra ()/() is a Banach algebra.
Denition. The algebra ()/() is called the Calkin algebra.
Denition. An operator with nite dimensional kernel and with closed image of nite
codimension is called Fredholm.
Theorem 4.4.4. (Atkinson) Let be a Hilbert space. Then the Fredholm operators form
the preimage through the quotient map of the invertible elements of ()/().
Corollary 4.4.2. The Fredholm operators form an open set.

Denition. If is Fredholm, then the index of is
ind( ) = dim ker( ) codim im( ) = codim im( ) dim ker( ).

One can show that the index is continuous and invariant under compact perturbations.
4.5. THE GELFAND TRANSFORM
4.5
65
The Gelfand transform
Denition. Let be a Banach algebra. A complex linear functional on is said to be

multiplicative if
(a) () = ()() for all , ,
(b) (1) = 1.
We denote the set of all multiplicative functionals by .
Proposition 4.5.1. If is a Banach algebra and , then = 1.
Proof. Since ( ()) = 0 it follows that every element in is of the form + , for
some and ker(). Note that if = 0 and + < = ( + ), then is
invertible. This cannot happen, because () = 0 implies 1 = (1 ) = ()(1 ) = 0.
Hence () for all . Because (1) = 1, the equality is attained, so = 1.
Proposition 4.5.2. is a compact subspace of endowed with the weak topology.
Proof. As a corollary of the previous proposition, is a subset of the unit ball in .
Because of the Banach-Alaoglu theorem, all we have to show is that is weak -closed.
This amounts to showing that if a linear functional is in the weak -closure of this set, then
it is multiplicative.
Assume (1) = 1, and let < (1) 1. If (1, ), then
< (1) 1 = (1) (1) < .
This is impossible, so (1) = 1.
Similarly, if () = ()() for some , (which we may assume to lie in the unit ball),
choose = () ()(), and (, , , /3). Then
< () ()() = () () + () ()() + ()() ()()
() () + ()() ()() /3 + ()() ()() + ()() ()()
/3 + ()() () + ()() () < /3 + /3 + /3 = .
Again this is impossible, so is multiplicative.
Proposition 4.5.3. If is a commutative Banach algebra, then is in one-to-one correspondence with the set of maximal two-sided ideals in .
Proof. The correspondence is 7 ker().
So rst, let us show that if is a multiplicative linear functional, then ker() is a maximal
two-sided ideal. That it is an ideal follows from () = 0 () = ()() = 0. It is
maximal because every element in is of the form + where ker(). If were in an
ideal and + were in an ideal, then and hence 1 would be in an ideal, which is impossible.
Hence the kernel is maximal.
Conversely, let be a maximal two-sided ideal. We will prove that there is
such that ker() = . Because if , then is not invertible, then 1 1, so 1 is
66
not in the closure of . Thus the closure of is an ideal, and because of maximality, this
ideal must be . So is closed.
The quotient algebra / is a division algebra, because is maximal. So by the
Gelfand-Mazur Theorem it is . The quotient map is the desired multiplicative functional.
Recall that for every , the function
: ( )1 given by
() = () is continuous,
where ( )1 is the unit ball in , endowed with the weak topology.

Denition. The Gelfand transform of the Banach algebra is the function : ( )
given by () =
.
Theorem 4.5.1. The Gelfand transform is an algebra homomorphism and ()
for all .
Proof. is clearly linear and (1) = 1. Let us check that is multiplicative. We have
[()]() = () = ()() = [()]()[()]() = [()()]().
Next, let us check that is contractive. We have
() = sup{() } sup{ } = .
If is not commutative, the Gelfand transform has large kernel which is generated by
the elements of the form . For this reason it is not so interesting.
Proposition 4.5.4. If is a commutative Banach algebra and , then is invertible
in if and only if () is invertible in ( ).
Proof. If is invertible, then (1 ) = (())1 . If is not invertible, then 0 = { }
is a proper ideal. It is contained in a maximal ideal, whose associated functional is zero on
. Hence () is not invertible.
Remark 4.5.1. The fact that invertible implies () invertible does not use the fact that
the Banach algebra is commutative. Because () = ()()()() = 0, it follows
that is not invertible. This means that the canonical commutation relations for the
position and momentum operators in quantum mechanics
=
cannot be modeled with bounded linear operators.

Proposition 4.5.5. If is a commutative Banach algebra and , then () = im(())
and () = ().
Proof. If is not in (), then is invertible. This is equivalent to () is invertible.
And this is further equivalent to the fact that is not in the image of ().
Chapter 5
algebras
5.1
The denition of -algebras
Again, most of this chapter is from the book of Ronald Douglas.

Denition. A -algebra is a Banach algebra over the complex numbers with an involution
that satises
( + ) = +

() =
() =
( ) = .
Additionally, the involution should satisfy
= .
(5.1.1)
Alternatively, the involution should satisfy

= 2 .
(5.1.2)
The two conditions (5.1.1) and (5.1.2) are equivalent, though it is hard to show that
(5.1.1) implies (5.1.2). Thus our working denition will be the one with (5.1.2), what is
usually called a -algebra. This condition implies (5.1.1) as follows:
2 = .
Hence and ( ) = . So = . Then = 2 =
. From these calculations we conclude that in a algebra the involution is an
isometry.
Example. The algebra () of bounded linear operators on a Hilbert space with the involution dened by taking the adjoint.
67
CHAPTER 5. ALGEBRAS
68
Example. Let be a compact Hausdor space. The algebra () of complex valued

continuous linear functions on with the sup norm and the involution given by ( )() =
() is a -algebra.
Example. The algebra () of compact operators on a Hilbert space is a -algebra.
We know that it is a subalgebra of (), so all we have to check is that it is closed under
taking the adjoint. Thus we have to show that the adjoint of a compact operator is compact.
Let be compact and consider a sequence , 1 in the unit ball 0,1 centered at
the origin of . Let us prove that has a convergent subsequence. Dene the functions
: (0,1 ) ,
() = ,
where , is the inner product. Note that since is compact, the domain of these functions
is compact. Then
() 1.
So , 1 is a bounded sequence. Also,
() ( ) ,
so the sequence is also equicontinuous. By the Arzela-Ascoli theorem, it has a convergent
subsequence in ( (0,1 )). Note also that
= sup{ () (0,1 )} = sup{ , 0,1 } = sup{ , 0,1 }
= .
Thus has a norm convergent subsequence, showing that is compact.
Denition. If and are -algebras then : is called a homomorphism if it is
an algebra homomorphism and ( ) = () for all .
An element is called self-adjoint if = , normal if = and unitary if =
= 1.
Theorem 5.1.1. In a -algebra the spectrum of a unitary element is contained in the unit
circle, and the spectrum of a self-adjoint element is contained in the real axis.
Proof. If is unitary, then 1 = 1 = = 2 , so = = 1 = 1. Then
if > 1, then is invertible. Also, if < 1, then 1 1 is invertible, and so is
(1 1 ) = . Hence
() { < 1}.
Let be the -algebra. If is self-adjoint, then = exp() is unitary. Indeed,
= exp() = exp(), and
= exp() exp() = exp( ) = 1 = .
Because () is a subset of the unit disk, and, by the Spectral Mapping Theorem, () =
exp(()), the spectrum of must be real.
5.2. COMMUTATIVE -ALGEBRAS
5.2
69
Commutative -algebras
Theorem 5.2.1. (Gelfand-Naimark) If is a commutative -algebra and is the set of

multiplicative functionals on , then the Gelfand transform is a -isometrical isomorphism
of onto ( ).
Proof. Let us show that is a -map. If , then = 12 ( + ) and = 21 ( ) are
self-adjoint operators such that = + and = . Recall that () and () are
subsets of , by Theorem 5.1.1. By Proposition 4.5.5, the functions () and () are real
valued. Hence
() = () + () = () () = ( ).
This shows that is a homomorphism of -algebras.
Let us show that it is an isometry. We have
2 = = ( )2 1/2 = lim ( )2 1/2 = ( ).
By Proposition 4.5.5, this is equal to the sup norm of ( ). We have

( ) = ( )() = ()2 = ()2 .
Hence = (), as desired.
Finally, if and are multiplicative functionals, then ()() = ()() for all means
that () = () for all , hence = . This shows that the functions in the image
of separate points. The image contains the identity function, and for each function it
contains its complex conjugate. So by the Stone-Weierstrass theorem, they are all continuous
functions on .
Theorem 5.2.2. (The Spectral Theorem) If is a Hilbert space and is a normal operator
on , then the -algebra generated by and is commutative. Moreover, the
maximal ideal space of is homeomorphic to ( ) and hence the Gelfand map is a isometrical isomorphism of onto (( )).
Proof. The algebra is commutative because it is the closure of the algebra of all polynomials in and .
Let us show that the set of multiplicative functionals, , is homeomorphic to ( ).
In view of Proposition 4.5.5, we can dene the onto function
: ( ),
() = ( )().
This function is also one-to-one, because if () = ( ), then

( ) = ( )() = ( )( ) = ( ),
and also
( ) = ( )() = ( )() = ( )( ) = ( )( ) = ( ).
CHAPTER 5. ALGEBRAS
70
Hence and coincide on , so they are equal.
Finally, let us show that is continuous. Let
0 , = { ( ) 0 < }.
Set 0 = 1 (0 ). Then
1 (0 , ) = { ( ) 0 ( ) < },
which is open in the weak topology. Hence is continuous.
Because and ( ) are compact Hausdor spaces, is a homeomorphism.
5.3
-algebras as algebras of operators
Denition. Given a -algebra , a -representation is a (continuous) -homomorphism

: (),
for some Hilbert space , that is non-degenerate in the sense that () is dense when
ranges through and ranges through . A vector is called cyclic if the set {() }
is dense in ; in this case the representation is called cyclic.
Denition. A state on a -algebra is a linear functional such that ( ) 0 for all
and = 1.
Note that a state has the property that (1) = 1.
Theorem 5.3.1. (The Gelfand-Naimark-Segal Construction) Given a state of , there is
a -representation : () which is cyclic, and a cyclic vector such that
() = (),
for all .
Proof. Let act on the left on by

() = .
This is the left regular representation. We want this to be a representation on a Hilbert
space, and for that reason we attempt to turn into a Hilbert space. We dene the inner
product by
, = ( ).
This has all the nice properties of an inner product, except that it might be degenerate, in
the sense that there might be such that , = ( ) = 0. Adapting the Cauchy-Schwarz
inequality, we deduce that the set of elements such that , = 0 form a subspace of
.
Let us show that is also a left ideal of . This is because of the Cauchy-Schwarz
inequality:
(( )2 ( )(( )( )) = 0.
5.4. FUNCTIONAL CALCULUS FOR NORMAL OPERATORS
71
Then / is an inner product space. Consider the completion of this space, which
is therefore a Hilbert space. We have
2 = (2 ) = ,
where
= = (2 )1/2 = ( )1/2 .
The element can by dened because the function () = ( )1/2 is continuous on
( ), so we can use Theorem 5.2.2. So, because is positive,
( ) (2 ) = 2 ( ).
It follows that
( + ) 2 + ,
so () is continuous. This implies that () can be extended to the entire Hilbert space
. This representation is cyclic, with cyclic vector 1 + . Also, ()1, 1 = (1 1) =
().
The set of states is a weak closed convex subset of the unit ball of . The extremal
points are called pure states.
Theorem 5.3.2. (Gelfand-Naimark) Every -algebra admits an isometric -representation.
If the -algebra is separable, then the Hilbert space can be chosen to be separable as well.
Proof. Consider the set of pure states and dene
: ( ),
where the sum is taken over all pure states. It suces to show that is faithful, namely
one-to-one, because the fact that it is an isometric -homomorphsm then follows from Theorem 5.4.3 proved in next section. For this we use the theorem of M. Riesz about extension
of positive functionals. Let be a nonzero element of . Then there is a state such that
( ) > 0.
Consider the GNS representation associated to , and let be its cyclic vector. Then
()2 = (), () = ( ), = ( ) > 0.
By the Krein-Milman theorem, there is a pure state that satises ( ) > 0. In this case
= 0, hence the representation is faithful. The theorem is proved.
5.4
Functional calculus for normal operators
Throughout this section we assume that the Hilbert space is separable.
CHAPTER 5. ALGEBRAS
72
Denition. Let be a Hilbert space. The weak operator topology is the topology dened
by the open sets
(0 ; 1 , 2 , . . . , ; 1 , 2 , . . . , ; ) = { () ( 0 ) , < , = 1, 2, . . . , }.
The strong operator topology is the topology dened by the open sets
(0 ; 1 , 2 , . . . , ; ) = { () ( 0 ) < , = 1, 2, . . . , }.
Denition. A von Neumann algebra is a -subalgebra of () that is weakly closed.
Remark 5.4.1. If is a self-adjoint subalgebra of (), then its weak closure is a von
Neumann algebra. If is commutative, then its closure is commutative.
Proposition 5.4.1. If is a normal operator on , then the von Neumann algebra
generated by is commutative. If is the set of multiplicative functionals on , then
the Gelfand transform is a -isometrical isomorphism of onto ( ).
We want to show that there is a unique space structure on and a unique isometrical isomorphism : (( )) which extends the functional calculus with
continuous functions dened by the Spectral Theorem (Theorem 5.2.2).
Assume we have a nite positive regular Borel measure on . We can assume that
the measure of the entire space is 1, so that we have a probability measure. For the moment,
we work in this hypothesis.
The map 7 , where : 2 ( ) 2 ( ), = identies ( )
with a maximal commutative von Neumann subalgebra of the algebra of operators on
2 ( ).
Proposition 5.4.2. The weak operator topology and the weak topology on coincide.
Proof. = 1 , and recall that every function in 1 is the product of two 2 functions.
Thus an element of the form
( ) =
with and 1 , can also be represented as
1 2 = 1 , 2
where = 1 2 . Hence the conclusion.
Proposition 5.4.3. The space (( )) is weak -dense in (( )).
Proof. We will show that the unit ball in (( )) is weak -dense
in the unit ball in
(( )). Consider a step function in the unit ball of , =

, 1 with
disjoint and their union is ( )). For each , choose . Using Tietzes Extension
73
Theorem we can nd in the unit ball of (( )) such that () = for . Then

for 1 ,

( )

=
=1
=1
Because the measure is regular, we can choose such that the integrals are as small as
desired.
Recall that a vector is cyclic for an algebra () if is dense in and separating
if = 0 implies = 0. If is commutative, then cyclic implies separating, because
= 0 implies ker( ), hence = 0.
Theorem 5.4.1. If is a normal operator on such that has a cyclic vector, then
there is a positive regular Borel measure supported on ( ) = and an isometrical
isomorphism from onto 2 (( ), ) such that the map
: (2 (( ), ),
( ) = 1
is a -isometrical isomorphism from onto (( ), ). Moreover, is an extension of

the Gelfand transform : (( )). Lastly, if 1 is a positive regular Borel measure
on ( ) and 1 us a -isometrical isomorphism from that extends , then and 1 are
mutually absolutely continuous, (( ), ) = (( ), 1 ) and 1 = .
Proof. Let be a cyclic vector for with = 1. Consider the linear functional on
(( )) dened by ( ) = ( ), . Then is positive because if 0 then = 2 for
some real valued function , and then
( ) = ( )( ) = ( )( ) = (( )) ( ),
and hence
( ), = ( ), ( ) = ( )2 0.
We also have
( ) = ( ), ( )2 = ,
thus is continuous. By the Reisz Representation Theorem (Theorem 2.1.2), there is a
positive regular measure on ( ) such that
= ( ), for (( )).
( )
If the support of were not the entire spectrum, then, by Urysohns lemma, we could nd
a continuous function that is 1 somewhere on the spectrum and is zero on the support of
CHAPTER 5. ALGEBRAS
74
. Then because is not identically equal to zero, ( ) = 0 and because is separating,

we have
2
0 = ( ) = ( ), ( ) = ( ), =
2 = 0,
( )
impossible. So supp() = ( ).
Dene
0 : 2 (( ), ),
0 ( ( )) = .
The computation
22
( )
2 = 2 ( ), = ( )2
shows that 0 is a Hilbert space isometry. Because is dense in and (( )) is dense

in 2 (( ), ), 0 can be extended uniquely to an isometrical isomorphism
: 2 (( ), ).
Moreover, if we dene
: (2 (( ), )),
( ) = 1
then is a -isometrical isomorphism onto the image.

Let us show that extends the Gelfand transform
: (2 (( ), )).
Indeed, if (( )), then for all (( )),
[ ( ( ))] = ( ) 1 = ( )( ) = [( )( )] = = .
Since (( )) is dense in 2 (( ), ), it follows that
( ( )) = = ( ( )).
Because the weak operator topology and the weak topology coincide on (Proposition 5.4.2), is a continuous map from with the weak operator topology to (( ), )
with the weak topology. And because continuous functions are weak -dense in , it follows that ( ) = (( ), ). Thus is a -isometrical isomorphism mapping onto
(( ), ).
Finally, if (1 , 1 ) are a dierent pair with the above properties, then 1 1 is a
-isometrical isomorphism from (( ), 1 ) onto (( ), ) which is the identity on
(( )). Then and 1 are mutually absolutely continous, (( )) = (( ), 1 )
and 1
is the identity. This completes the proof.
1
75
However, not all operators have cyclic vectors. Instead we will use non-separating vectors
and replace by the smallest invariant subspace containing a non-separating vector. We
proceed to show that every normal has a separating vector.
An easy application of Zorns lemma yields the following result.
Proposition 5.4.4. Every commutative -algebra is contained in a maximal commutative
von Neumann algebra.
Denition. If (), then the commutant of , denoted , is the set of operators in
() which commute with every operator in .
Proposition 5.4.5. A -algebra in () is a maximal commutative von Neumann algebra
if and only if it is equal to its own commutant.
Proof. Let be the -algebra. If is commutative, then . If is maximal
commutative then necessarily we have equality.
Conversely, if equality holds, then is a von Neumann algebra. It must be maximal
commutative, for if commutes with everything in , then = .
Lemma 5.4.1. Let (), is a closed subspace of , and the orthogonal projection
onto . Then = if and only if is an invariant subspace for both and .
Moreover, in this case both and are invariant for .
Proof. is invariant for if and only if = . So is invariant for both and
if and only if = and = . The latter is equivalent, by conjugating
to = . So is invariant for both and if and only if = (in which
case the equality to is superuous). Note also that invariant for implies
invariant for (by the equality , = , ).
Denition. A subspace of is a reducing subspace for if it satises any of the equivalent
conditions from the statement of the above lemma.
Lemma 5.4.2. If is a -algebra contained in () and , then the projection onto
is in .
Proof. By Lemma 5.4.1, it suces to show that is invariant for both and for every
. Note that so both and leave invariant.
Theorem 5.4.2. If is a maximal commutative von Neumann algebra on a separable
Hilbert space , then has a cyclic vector.
Proof. Let be the set of all collections of projections { } in such that
For each there is {0} so that is the projection onto
= = 0 for = .
CHAPTER 5. ALGEBRAS
76
Clearly is not empty, since we can build an element in starting with one vector, via
Lemma 5.4.2. Order by inclusion. The hypothesis of Zorns Lemma is satised. Pick a
maximal element { } .
Let be the collection of all nite subsets of the index set partially ordered by inclusion
and let { } be the net of the orthgonal projections dened by
=
.
Then the net is increasing. If > then
( )2 = ( )2 , = ( ), = , , .
The net , is increasing and bounded from above by 2 , so it is convergent. Hence

it is Cauchy, and so is . Then is norm convergent. Dene = lim . Then
is an orthgonal projection.
The range of has the property that both and are invariant under . Moreover
by Lemma 5.4.2. Note that if , then is orthogonal to each so we can
add the projection onto this space to the family { } , contradicting maximality. Hence
= 0.
Because is separable, is countable. Thus we can dene = . Then for each

, the range of is contained in . So is a cyclic vector for .
Corollary 5.4.1. Every commutative -algebra of operators on a separable Hilbert space
has a separating vector.
Theorem 5.4.3. If : 1 2 is a -homomorphism of -algebras, then 1 and

is an isometry if and only if it is one-to-one.
Proof. If 1 and = (i.e. is self-adjoint), then is a commutative -algebra contained in 1 and ( ) is a commutative -algebra contained in 2 . If is a multiplicative
linear functional on ( ), then is a multiplicative linear functional on . Because of
the Gelfand-Naimark Theorem, we can choose so that (()) = (). Then
(()) = (),
so is a contraction on self-adjoint elements. For arbitrary 1 ,
2 = ( ) = () () = ()2 .
Hence 1.
For the second part, clearly if is an isometry than it is one-to-one. Assume that is
not an isometry and choose such that = 1 but () < 1. Set = ; then = 1
but () = 1 with > 0. Choose a function ([0, 1]) such that (1) = 1 and
() = 0 if 0 1 . Using the functional calculus on , dene (). Since
( ()) = im(( ()) = (()),
we conclude that 1 ( ()), so () = 0. We have ( ()) = (()) (true on polynomials
then pass to the limit). But () = 1 , so (( ()) [0, 1 ]. Hence ( ()) =
(()) = 0. Thus is not one-to-one.
77
Let be a separable Hilbert space and normal on . By Corollary 5.4.1, the commutative von Neumann algebra has a separating vector . If we set = , then
both and are invariant under . We can therefore dene a map : ( )
by ( ) = .
Lemma 5.4.3. The map dened above is a -isometrical isomorphism. Moreover () ( ) =
( ) ( ) for all .
Proof. In view of the previous theorem, let us show that is one-to-one. And indeed, if
( ) = 0 then = 0, because = . So = 0, because is separating of .
The equality of spectra is proved as follows.
First,
() ( ) = ( ).
Indeed, () ( ) ( ) because the inverse of might or might not be in .
Moreover, because the resolvent is open both for () and for , ( ) is obtained
from () ( ) by adding to it some bounded components of its complement. So if is
invertible in (), then ( )( ) is self-adjoint, so its spectrum is real and hence
necessarily the same in () and . So this operator must be invertible in , and hence
so is . Next
( ) = ( ) ( )
because is a -isometrical isomorphism onto the image. Repeating the above argument we
also have
( ) ( ) = ( ) ( )
and we are done.
Theorem 5.4.4. (Functional Calculus for Normal Operators - Version I) Let be a normal
operator on the separable Hilbert space let the : (( )) be the Gelfand
transform. Then there is a positive regular Borel measure having support ( ) and a
-isometrical isomorphism from onto (( ), ) which extends . Moreover is
unique up to mutual absolute continuity while (( ), ) and are unique.
Proof. Let be a separating vector for , = , and
: ( ),
( ) = .
Let be the von Neumann algebra generated by . The map is continuous in the
weak operator topology (because it is obtained by restricting the domain). Hence ( )
. Moreover, if
0 : (( ))
is the Gelfand transform, then = 0 .
CHAPTER 5. ALGEBRAS
78
Because is normal and has the cyclic vector , by Theorem 5.4.1 there is a positive
regular Borel measure with support ( ) = ( ) (here we use the previous lemma),
and a -isometrical (onto) isomorphism
0 : (, ( ), ), such that 0 = .
Moreover, 0 is continuous form the weak operator topology of to the weak -topology on
(( ), ). Hence = 0 is a -isometrical isomorphism from into (( ), ),
continuous in the weak/weak topologies, and which extends the Gelfand transform.
The only thing that remains to show is that takes onto (( ), ). For this we
need the following result.
Lemma 5.4.4. Let be a Hilbert space. Then the unit ball of () is compact in the
weak operator topology.
Proof. The proof is from the book of Kadison and Ringrose, Fundamental of the theory of
operator algebras. For two vectors , , let , be the closed disk of radius
in the complex plane. The mapping which assigns to each (())1 the point
{ , , }
,
,
is a homeomorphism of (())1 with the weak operator

topology onto its image in the
topology induced on by the product topology of , , . As the latter is a compact
Hausdor topology by Tychonos theorem, is compact if it is closed. So let us prove
that is closed.
Let . Choose 1 , 2 , 2 , 2 . Then for every > 0 there is (())1 such
that each of
( , ) , , ( , ) , ,
(1 + 2 , ) (1 + 2 ), , ( , 1 + 2 ) , 1 + 2
is less than . It follows that
(1 + 2 , 1 ) (1 , 1 ) (2 , 1 ) < 3
(1 , 1 + 2 ) (1 , 1 ) (1 , 2 ) < 3.
Thus
(1 + 2 , 1 ) = (1 , 1 ) + (2 , 1 ) (1 , 1 + 2 ) = (1 , 1 ) + (1 , 2 ).
Additionally, (, ) . Hence is a conjugate-bilinear functional on bounded
by 1. Using the Riesz representation theorem we conclude that there is an operator 0 such
that (, ) = 0 , . This operator has norm at most 1 and we are done.
Using the lemma, we obtain that the unit ball in is compact in the weak operator
topology. It follows that its image is weak -compact in (( ), ), and hence weak -closed.
Since this image contains the unit ball of (( )), it follows that it contains the unit ball
in (( ), ). Hence takes the unit ball in onto the unit ball of (( ), ). So
is onto.
The uniqueness is as in Theorem 5.4.1. We are done.
79
Denition. If is a normal operator and : (( ), ) is the map constructed

in the above theorem, then for each (( ), ) we can dene
( ) = 1 ( ).
The spectral measure of a normal operator is dened as follows. For each Borel set
( ), let
() = 1 ( ).
Because
2 = =
() is an orthogonal projection. Moreover, if = , then ()( ) = ( )() =
0. Hence
(=1 ) =
( ).
=1
Hence is a projection-valued measure.

For every , , , () = (), is a genuine positive regular Borel measure.
Thus we can dene for each function (( )) an operator ( ) by
( ), =
, .
( )
It turns out that ( ) is the functional calculus dened by the Gelfand transform. In fact
muc more is true.
Let : ( ) be a measurable function. There is a countable collection of open
disks, , 1, that form a basis for the topology on ( ). Let be the union of those
disks for which ( 1 ( )) = 0. Then ( 1 ()) = 0. The complement of is the
essential range of . We say that is essentially bounded if its essential range is bounded.
Theorem 5.4.5. (Functional Calculus for Normal Operators - Version II) There is a isometrical isomorphism : (( ), ) which is onto, dened by the formula
( ), =
, .
( )
Moreover, = 1 .
Proof. Check on step functions, then use density.
This justies the notation
( ) =
.
( )
In particular,
=
.
( )
80
CHAPTER 5. ALGEBRAS
Theorem 5.4.6. (The spectral mapping theorem) The spectrum of ( ) is the essential
range of .
Proposition 5.4.6. If is normal and has spectral measure , and if ( ), then
( ) is also normal and the spectral measure of ( ) is dened by ( ) () = ( 1 ()).
Example. If is self-adjoint, then the spectral measure of is supported on a compact
subset of . If is unitary, then the spectral measure of is supported on a compact subset
of the unit circle.
Example. Let be a normal operator on . Let 1 , . . . , be the eigenvalues of . The
spectral measure associates to each eigenvalue the projection onto its eigenspace.
Chapter 6
Topics presented by the students
The abstract index
Volterra operators; the Fredholm alternative
Multiplication operators
The Fourier transform
Applications of the spectral theorem for normal operators
Distributions
81
82
CHAPTER 6. TOPICS PRESENTED BY THE STUDENTS
Appendix A
Background results
A.1
Zorns lemma
Theorem A.1.1. Suppose a partially ordered set has the property that every totally
ordered subset has an upper bound in . Then the set contains at least one maximal
element.
Remark A.1.1. This result is proved using the Axiom of Choice.
83

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FUNCTIONAL ANALYSIS

Lecture notes by Razvan Gelca

3 Fundamental Results about Bounded Linear Operators

4 Banach Algebra Techniques in Operator Theory

6 Topics presented by the students

What is functional analysis?

The denition of topological vector spaces

The eld of scalars will always be either or , the default being .

CHAPTER 1. TOPOLOGICAL VECTOR SPACES

1.3. BASIC PROPERTIES OF TOPOLOGICAL VECTOR SPACES

Basic properties of topological vector spaces

Let be a topological vector space.

CHAPTER 1. TOPOLOGICAL VECTOR SPACES

Corollary 1.3.2. Every topological vector space is Hausdor.

Let be a linear space (real or complex). An inner product on is a function

1.4. HILBERT SPACES

The norm of an element is dened by

CHAPTER 1. TOPOLOGICAL VECTOR SPACES

1.4. HILBERT SPACES

where =< , >.

b) The inner product of two elements = and = is given by the Parseval

and the norm of is computed by the Pythagorean theorem:

Proof. Let us try to approximate by linear combinations. Write

This expression is minimized when = , . As a corollary of this computation, we

and then Bessels inequality

CHAPTER 1. TOPOLOGICAL VECTOR SPACES

and so Bessels inequality shows that 1 , converges.

Given that the set of vectors of the form

This proves a).

The inner product is dened by

An orthonormal basis for this space is

The expansion of a function 2 ([0, 1]) as

is called the Fourier series expansion of .

1.4. HILBERT SPACES

(here = + ). The inner product on this space is

An orthonormal basis for this space is

Here is the standard example of an innite dimensional separable Hilbert space.

Then 2 () is a Hilbert space (prove it!). The norm of an element is

CHAPTER 1. TOPOLOGICAL VECTOR SPACES

1.4. HILBERT SPACES

Proof. Clearly = and ( ) , because if , 1 and , and if

CHAPTER 1. TOPOLOGICAL VECTOR SPACES

Denition. A norm on a vector space is a function

1.5. BANACH SPACES

with the norm

for all real valued, compactly supported smooth functions on .

CHAPTER 1. TOPOLOGICAL VECTOR SPACES

This section is taken from Rudins Functional Analysis book.

Denition. A seminorm on a vector space is a function

Proposition 1.6.1. Suppose is a seminorm on a vector space . Then

Proposition 1.6.2. Let be a convex absorbing subset of .

Proof. a) Consider > 0 and let = () + , = () + . Then / and / are in

CHAPTER 1. TOPOLOGICAL VECTOR SPACES

Then + , which shows that addition is continuous.

Let us consider a vector space together with a countable family of seminorms ,

This metric is translation invariant.

Example. ([0, 1], ) becomes a Frechet space with the seminorms

Example. (, ) is a Frechet space with the seminorms

CHAPTER 1. TOPOLOGICAL VECTOR SPACES

The Hamburger moment problem and the Riesz

CHAPTER 2. LINEAR FUNCTIONALS

This shows that for all , the matrix

is semipositive denite. So this is a necessary condition.