43.8 Unbounded Functional Calculus

Definition 43.8.1 (Closed).label Let $H$ be a complex Hilbert space, $T: D(T) \to H$ be a linear operator, then $T$ is closed if its graph

\[\Gamma(T) = \bracsn{(x, y) \in D(T) \times H| Tx = y}\]

is a closed subspace of $H \times H$.

The operator $T$ is closable if it admits a closed extension $S \supset T$.

Definition 43.8.2 (Adjoint).label Let $H$ be a complex Hilbert space, $T: D(T) \to H$ be a densely defined linear operator,

\[D(T^{*}) = \bracsn{\xi \in H| (\eta \mapsto \dpn{\xi, T\eta}{H}) \text{ is bounded on }D(T)}\]

and[1]

\[T^{*}: D(T^{*}) \to H \quad \dpn{T^*\xi, \eta}{H}= \dpn{\xi, T\eta}{H}\]

then $T^{*}$ is a closed operator, known as the adjoint of $T$.

Proof. Let $\seq{\xi_n}\subset D(T^{*})$ and $\xi, \eta \in H$ such that $\xi_{n} \to \xi$ and $T^{*}\xi_{n} \to \eta$, then for any $\theta \in D(T)$,

\[\dpn{\eta, \theta}{H}= \limv{n}\dpn{T^*\xi_n, \theta}{H}= \limv{n}\dpn{\xi_n, T\theta}{H}= \dpn{\xi, T\theta}{H}\]

As $D(T)$ is dense, $T \circ \xi \in D(T)^{*}$, and $\eta = T^{*}\xi$. Thus the graph of $T^{*}$ is closed.$\square$

Definition 43.8.3 (Self-Adjoint).label Let $H$ be a complex Hilbert space, $T: D(T) \to H$ be a densely defined linear operator, then $T$ is self-adjoint if $D(T) = D(T^{*})$[2] and $T = T^{*}$.

Lemma 43.8.4.label Let $H$ be a complex Hilbert space, $T: D(T) \to H$ be a densely defined, self-adjoint operator, then:

  1. (1)

    For any $\xi \in D(T)$,

    \[\norm{(T \pm i)\xi}_{H}^{2} = \norm{T\xi}_{H}^{2} + \norm{\xi}_{H}^{2} \ge \norm{\xi}_{H}^{2}\]

    In particular, $T \pm i$ is injective.

  2. (2)

    $(T \pm i)(H) = H$.

In other words, $(T \pm i)$ is bijective onto $H$.

Proof. (1): For any $\xi \in D(T)$,

\begin{align*}\normn{(T + i)\xi}_{H}^{2}&= \norm{T\xi}_{H}^{2} + \norm{\xi}_{H}^{2} + \dpn{T\xi, i\xi}{H}+ \dpn{i\xi, T\xi}{H}\\&= \norm{T\xi}_{H}^{2} + \norm{\xi}_{H}^{2} + i\dpn{T\xi, \xi}{H}-i \dpn{\xi, T\xi}{H}\\&= \norm{T\xi}_{H}^{2} + \norm{\xi}_{H}^{2} \ge \normn{\xi}_{H}^{2}\end{align*}

(2, closed range): For any $\seq{\xi_n}\subset D(T)$ and $\eta \in H$ with $(T + i)\xi_{n} \to \eta$, (1) implies that $\seq{\xi_n}\subset D(T)$ and $\seq{T\xi_n}$ are both Cauchy. Let $\xi = \limv{n}\xi_{n}$, then since $T$ is self-adjoint, it is closed, so $T\xi = \limv{n}T\xi_{n} \in T(H)$, and $\eta = (T + i)\xi \in (T+i)(H)$.

(2, dense range): Let $\eta \in H$, then the following are equivalent:

  1. (a)

    $\eta \perp (T + i)(H)$.

  2. (b)

    $\dpn{T\xi, \eta}{H}= \dpn{\xi, i\eta}{H}$ for all $\xi \in D(T)$.

  3. (c)

    $\eta \in D(T^{*})$ with $T^{*}\eta = i\eta$.

  4. (d)

    $\eta \in D(T)$ with $(T - i)\eta = 0$.

By (1), $\eta \perp (T+i)(H)$ if and only if $\eta = 0$.$\square$

Definition 43.8.5 (Cayley Transform).label Let $H$ be a complex Hilbert space, $T: D(T) \to H$ be a densely defined, self-adjoint operator, then

\[U(T): H \to H \quad U(T) = (T - i)(T + i)^{-1}\]

is a unitary operator, known as the Cayley transform of $T$.

Proof. By Lemma 43.8.4, $(T+i)^{-1}: H \to D(T)$ and $(T - i): D(T) \to H$ are well-defined linear bijections, so $U(T)$ is a well-defined linear isomorphism. For any $\xi \in D(T)$, (1) of Lemma 43.8.4 implies that $\norm{(T + i)\xi}_{H} = \norm{(T - i)\xi}_{H}$. As $(T+i)^{-1}$ and $(T - i)$ are both bijections, $U(T)$ is an isometry. Therefore $U(T)$ is unitary.$\square$

Definition 43.8.6 (Unbounded Integration Against Spectral Measure).label Let $X$ be a compact Hausdorff space, $H$ be a complex Hilbert space, $E: \cb_{X} \to B(H)$ be a spectral measure relative to $H$. For each Borel measurable function $f: X \to \complex$, let

\[D\paren{\int_X f dE}= \bracs{\xi \in H \bigg | \int_X |f|^2 dE_{\xi, \xi} < \infty}\]

and

\[\int_{X} f dE: D\paren{\int_X f dE}\to H \quad \angles{\int_X fdE \xi, \eta}_{H} = \int_{X} f dE_{\xi, \eta}\]

Then,

  1. (1)

    $\int_{X} f dE: D(\int_{X}f dE) \to H$ is a densely defined linear operator.

  2. (2)

    For any Borel measurable functions $f, g: X \to \complex$,

    \[D\paren{\int_X f dE \int_X g dE}= D\paren{\int_X g dE}\cap D\paren{\int_X fg dE}\]

    and $\int_{X} f dE \int_{X} g dE = \int_{X} fg dE$.

  3. (3)

    For any Borel measurable function $f: X \to \complex$, $(\int_{X} f dE)^{*} = \int_{X} \ol f dE$. In particular, $\int_{X} f dE$ is always closed.

Proof. (1): For each $n \in \natp$, $\one_{\bracsn{f \le n}}f \in B^{\infty}(X; \complex)$. Thus for each $\xi \in H$, by a monotone class argument,

\begin{align*}\int_{X} |f|^{2} dE_{E(\bracsn{f \le n})\xi, E(\bracsn{f \le n})\xi}&= \int_{\bracsn{f \le n}}|f|^{2} dE_{\xi, \xi}< \infty \\ \normn{\xi - E(\bracsn{f \le n})\xi}_{H}^{2}&= \normn{E(\bracsn{f > n})\xi}_{H}^{2}\end{align*}

where by continuity from above, $E(\bracsn{f > n})\xi \to 0$ as $n \to \infty$. Therefore $D(\int_{X} f dE)$ is dense in $H$.

It remains to show that $\int_{X} f dE$ is defined on the claimed domain. Let $\xi \in D(\int_{X} f dE)$, $\eta \in H$, and $B \in \cb_{X}$, then by (1) and (3) of Lemma 43.6.2,

\[\int_{X} \one_{B} d|E_{\xi, \eta}| \le E_{\xi, \xi}(B)^{1/2}E_{\eta, \eta}(B)^{1/2}\]

For any $\phi \in \Sigma(X; \complex)$, by the Cauchy-Schwarz inequality,

\begin{align*}\int_{X} |\phi| d|E_{\xi, \eta}|&\le \norm{\eta}_{H}\sum_{\alpha \in \phi(X)}|\alpha| E_{\xi, \xi}(\bracsn{\phi = \alpha})^{1/2}E_{\eta, \eta}(\bracsn{\phi = \alpha})^{1/2}\\&\le \norm{\eta}_{H}\braks{\int_X |\phi|^2 dE_{\xi, \xi}}^{1/2}\end{align*}

By the Monotone Convergence Theorem,

\[\int_{X} |f| d|E_{\xi, \eta}| \le \norm{\eta}_{H} \braks{\int_X |f|^2 dE_{\xi, \xi}}^{1/2}\]

so $\int_{X} f dE \xi \in H$ is well-defined.

(2): For each $\xi \in D(\int_{X} g dE)$, by a monotone class argument,

\[\int_{X} |fg|^{2} dE_{\xi, \xi}= \int_{X} |f|^{2} |g|^{2} dE_{\xi, \xi}= \int_{X} |f|^{2} dE_{\int_X gdE\xi, \int_X gdE\xi}\]

so $\int_{X} g dE \xi \in D(\int_{X} f dE)$ if and only if $\xi \in D(\int_{X} fg dE)$, and

\[D\paren{\int_X f dE \int_X g dE}= D\paren{\int_X g dE}\cap D\paren{\int_X fg dE}\]

Let $\xi \in D(\int_{X} g dE) \cap D(\int_{X} fg dE)$ and $\eta \in H$, then

\begin{align*}\angles{\int_X f dE \int_X g dE \xi, \eta}_{H}&= \int_{X} f dE_{\int_X g dE \xi, \eta}= \int_{X} fg dE_{\xi, \eta}\\&= \angles{\int_X f g dE \xi, \eta}_{H}\end{align*}

(3): For any $\xi, \eta \in D(\int_{X} f dE) = D(\int_{X} \ol f dE)$,

\begin{align*}\angles{\int_X f dE\xi, \eta}_{H}&= \int_{X} f dE_{\xi, \eta}= \ol{\int_X \ol f dE_{\eta, \xi}}\\&= \ol{\dpn{\int_X \ol f dE\eta, \xi}H}= \dpn{\xi, \int_X \ol f dE \eta}{H}\end{align*}

so $\int_{X} \ol f dE \subset (\int_{X} f dE)^{*}$. On the other hand, for each $\xi \in H$ and $\eta \in D[(\int_{X} f dE)^{*}]$, by the bounded $L^{\infty}$ functional calculus and (2),

\begin{align*}\angles{\xi, \int_X \frac{\ol f}{1 + |f|} dE\eta}_{H}&= \angles{\int_X \frac{f}{1 + |f|} dE\xi, \eta}_{H} \\&= \angles{\int_X f dE \int_X (1 + |f|)^{-1}dE\xi, \eta}_{H} \\&= \angles{ \int_X (1 + |f|)^{-1}dE\xi, \paren{\int_X f dE}^{*}\eta}_{H} \\&= \angles{\xi, \int_X (1 + |f|)^{-1}dE\paren{\int_X f dE}^{*}\eta}_{H} \\\end{align*}

so

\[\int_{X} \frac{\ol f}{1 + |f|}dE = \int_{X} (1 + |f|)^{-1}dE\paren{\int_X f dE}^{*}\]

By (2) and multiplication of $\int_{X} (1 + |f|) dE$ from the left, $\int_{X} \ol f dE = \paren{\int_X f dE}^{*}$.$\square$

Theorem 43.8.7 (Spectral Theorem I (Unbounded)).label Let $H$ be a complex Hilbert space and $T: D(T) \to H$ be a densely defined, self-adjoint operator, then there exists a unique spectral measure $E: \cb_{\real} \to B(H)$ such that $T = \int_{\real}\lambda E(d\lambda)$.

Proof. Let $U(T) = (T - i)(T + i)^{-1}\in U(B(H))$ be the Cayley transform of $T$, then $U(T)$ is unitary. By Spectral Theorem I, there exists a unique spectral measure $E: \cb_{\partial B_\complex(0, 1)}\to B(H)$ such that $U(T) = \int_{\partial B_\complex(0, 1)}\lambda E(d\lambda)$. Moreover,

\[(I - U) = (T+i)(T+i)^{-1}- (T - i)(T+i)^{-1}= 2i(T + i)^{-1}\]

is injective, so $1$ is not an eigenvalue of $U$, and $E(\bracsn{1}) = 0$. Let

\[\phi: \partial B_{\complex}(0, 1) \setminus \bracsn{1}\to \real \quad \lambda \mapsto i\frac{1 + \lambda}{1 - \lambda}\]

then the pushforward $F = \phi_{*} E$ defined by $F(B) = E(\phi^{-1}(B))$ is also a spectral measure, with

\begin{align*}\int_{\real} \lambda F(d\lambda)&= \int_{\partial B_\complex(0, 1) \setminus \bracsn{1}}i\frac{1 + \lambda}{1 - \lambda}E(d\lambda) = i(1 + U)(1 - U)^{-1}\\&= i[(T + i)(T+i)^{-1}+ (T-i)(T+i)^{-1}] \cdot (2i(T + i)^{-1})^{-1}\\&= \frac{1}{2}[(T + i)(T+i)^{-1}(T+i) + (T-i)(T+i)^{-1}(T+i)] = T\end{align*}

$\square$

Lemma 43.8.8.label Let $H$ be a complex Hilbert space, $T: D(T) \to H$ be a densely defined linear operator, and

\[\Gamma(T) = \bracsn{(\xi, T\xi)|\xi \in D(T)}\subset H \oplus H\]

be the graph of $T$, then:

  1. (1)

    $\Gamma(T)^{\perp} = \bracsn{(-T^*\eta, \eta)| \eta \in D(T^*)}$.

  2. (2)

    If $T$ is closed, then the mapping $I + T^{*}T: D(T^{*}T) \to H$ is surjective.

Proof. (1): Let $\Gamma(T) = \bracsn{(\xi, T\xi)| \xi \in D(T)}$ be the graph of $T$, then for any $(\xi, \eta) \in H \oplus H$, the following are equivalent:

  1. (i)

    $(\xi, \eta) \perp \Gamma(T)$.

  2. (ii)

    For each $\theta \in D(T)$, $\dpn{\eta, T\theta}{H}= -\dpn{\xi, \theta}{H}$.

  3. (iii)

    $\eta \in D(T^{*})$, with $\dpn{T^*\eta, \theta}{H}= -\dpn{\xi, \theta}{H}$ for all $\theta \in H$.

  4. (iv)

    $\eta \in D(T^{*})$ with $\xi = -T^{*}\eta$.

so $\Gamma(T)^{\perp} = \bracsn{(-T^*\eta, \eta)| \eta \in D(T^*)}$.

(2): Given that $T$ is closed, $H \oplus H = \Gamma(T) \oplus \Gamma(T)^{\perp}$. In particular, for each $\theta \in H$, there exists $\xi \in D(T)$ and $\eta \in D(T^{*})$ such that

\[(\theta, 0) = (\xi, T\xi) + (-T^{*}\eta, \eta)\]

In which case, $T\xi = -\eta \in D(T^{*})$, so $\xi \in D(T^{*}T)$ with

\[\theta = \xi - T^{*}\eta = \xi + T^{*}T\xi\]

so $I + T^{*}T: D(T^{*}T) \to H$ is surjective.$\square$

Theorem 43.8.9 (von Neumann).label Let $H$ be a complex Hilbert space, $T: D(T) \to H$ be a closed, densely defined linear operator, then $T^{*}T: D(T^{*}T) \to H$ is a densely defined, self-adjoint, and positive operator.

Proof. For each $\xi, \eta \in D(T^{*}T)$, by definition of the adjoint,

\[\dpn{T^*T\xi, \eta}{H}= \dpn{T\xi, T\eta}{H}= \dpn{\xi, T^*T\eta}{H}\]

(Densely Defined): Let $\eta \in D(T^{*}T)^{\perp}$. By (2) of Lemma 43.8.8, there exists $\xi \in D(T^{*}T)$ such that $\eta = \xi + T^{*}T\xi$. In which case,

\[0 = \dpn{\xi, \eta}{H}= \dpn{\xi, \xi}{H}+ \dpn{\xi, T^*T\xi}{H}= \norm{\xi}_{H}^{2} + \norm{T\xi}_{H}^{2}\]

so $T\xi = \xi = 0$, and $\eta = 0$ as well.

($T^{*}T \subset (T^{*}T)^{*}$): For each $\xi, \eta \in D(T^{*}T)$, $\dpn{T^*T\xi, \eta}{H}= \dpn{\xi, T^*T\eta}{H}$, so $T^{*}T \subset (T^{*}T)^{*}$.

($T^{*}T \supset (T^{*}T)^{*}$): Let $\xi \in D((T^{*}T)^{*})$, then by (2) of Lemma 43.8.8, there exists $\eta \in D(T^{*}T)$ such that $\xi + (T^{*}T)^{*}\xi = \eta + T^{*}T\eta$. In which case, for each $\theta \in D(T^{*}T)$,

\begin{align*}\dpn{(I+T^*T)^*\xi, \theta}{H}&= \dpn{(I+T^*T)\eta, \theta}{H}\\ \dpn{\xi, (I + T^*T)\theta}{H}&= \dpn{\eta, (I+T^*T)^*\theta}{H}\end{align*}

As the above holds for all $\theta \in D(T^{*}T)$, (2) of Lemma 43.8.8 implies that $\dpn{\xi, \theta}{H}= \dpn{\eta, \theta}{H}$ for all $\theta \in H$. Therefore $\xi = \eta \in D(T^{*}T)$, and $T^{*}T \supset (T^{*}T)^{*}$.$\square$

Definition 43.8.10 (Absolute Value).label Let $H$ be a complex Hilbert space, $T: D(T) \to H$ be a closed, densely defined linear operator, and $|T| = (T^{*}T)^{1/2}: D(|T|) \to H$, then:

  1. (1)

    $|T|$ is a densely defined, self-adjoint, and positive operator.

  2. (2)

    Equip $D(T)$ with the inner product $\dpn{\xi, \eta}{D(T)}= \dpn{\xi, \eta}{H}+ \dpn{T\xi, T\eta}{H}$, then $D(T)$ is a Hilbert space with $D(T^{*}T)$ being dense in $D(T)$.

  3. (3)

    Equip $D(|T|)$ with the inner product $\dpn{\xi, \eta}{D(|T|)}= \dpn{\xi, \eta}{H}+ \dpn{|T|\xi, |T|\eta}{H}$, then $D(|T|)$ is a Hilbert space with $D(T^{*}T)$ being dense in $D(|T|)$.

  4. (4)

    $D(T) = D(|T|)$.

  5. (5)

    For each $\xi \in D(T) = D(|T|)$, $\normn{T\xi}_{H} = \norm{|T|\xi}_{H}$. In particular, $\ker T = \ker |T|$.

The operator $|T|$ is the absolute value of $T$.

Proof. (1): By von Neumann’s theorem, $T^{*}T: D(T^{*}T) \to H$ is a densely defined, self-adjoint, and positive operator. Thus $|T| = (T^{*}T)^{1/2}$ is well-defined, self-adjoint, and positive via the spectral theorem.

(2): By definition, $D(T)$ is isomorphic to the graph of $T$, which is a Hilbert space given that $T$ is closed.

Let $\xi \in D(T)$ with $\xi \perp D(T^{*}T)$, then for each $\eta \in D(T^{*}T)$,

\[0 = \dpn{\xi, \eta}{H}+ \dpn{T\xi, T\eta}{H}= \dpn{\xi, (I + T^*T)\eta}{H}\]

By (2) of Lemma 43.8.8, $(I+T^{*}T): D(T^{*}T) \to H$ is surjective, so $\xi = 0$, and $D(T^{*}T)$ is dense in $D(T)$.

(3): By (3) of Definition 43.8.6, $|T|$ is self-adjoint, and in particular closed. Since $D(T)$ is isomorphic to the graph of $|T|$, $D(|T|)$ is a Hilbert space. Similarly, for any $\xi \in D(|T|)$ with $\xi \perp D(T^{*}T)$ and $\eta \in D(T^{*}T)$, by the Borel functional calculus[3],

\[0 = \dpn{\xi, \eta}{H}+ \dpn{|T|\xi, |T|\eta}{H}= \dpn{\xi, (I + T^*T)\eta}{H}\]

By (2) of Lemma 43.8.8, $\xi = 0$, and $D(T^{*}T)$ is dense in $D(|T|)$.

(4): For any $\xi \in D(T^{*}T)$, $\norm{\xi}_{D(T)}= \norm{\xi}_{D(|T|)}$. By (2) and (3), $D(T)$ and $D(|T|)$ are both the completions of $D(T^{*}T)$ under the same norm, so, $D(T) = D(|T|)$.

(5): For each $\xi \in D(T^{*}T)$,

\[\normn{T\xi}_{H}^{2} = \dpn{T\xi, T\xi}{H}= \dpn{\xi, T^*T\xi}{H}= \dpn{|T|\xi, |T|\xi}{H}= \norm{|T|\xi}_{H}^{2}\]

By the density provided in (2) and (3), $\normn{T\xi}_{H}^{2} = \norm{|T|\xi}_{H}^{2}$ for all $\xi \in D(T)$.$\square$

Theorem 43.8.11 (Polar Decomposition (Unbounded)).label Let $H$ be a complex Hilbert space, $T: D(T) \to H$ be a closed, densely defined linear operator, then there exists a unique partial isometry $U \in B(H)$ with $\ker U = \ker T$ such that $T = U|T|$, where $|T|$ is the absolute value of $T$.

Proof. By Definition 43.8.10, $|T|: D(T) \to H$ is a densely defined, self-adjoint, and positive operator with $\normn{T\xi}_{H} = \norm{|T|\xi}_{H}$ for all $\xi \in D(T)$ and $\ker(T) = \ker(|T|)$. Let

\[U: |T|(D(T)) \to T(D(T)) \quad |T|\xi \mapsto T\xi\]

then $U$ extends into a well-defined isometry $\ol{|T|(D(T))}\to \ol{T(D(T))}$. Further extend $U$ to $H$ by setting $U|_{|T|(D(T))^\perp}= 0$, then $U: H \to \ol{T(D(T))}\subset H$ is a partial isometry with $T = U|T|$. As $|T|$ is self-adjoint,

\[\ker(U) = |T|(D(T))^{\perp} = \ker(|T|) = \ker(T)\]

Finally, let $V: H \to H$ be a partial isometry with $T = V|T|$ and $\ker(V) = \ker(T)$, then for each $\xi \in D(T)$, $V|T|\xi = T\xi = U|T|\xi$, so $U = V$ on $|T|(D(T))$. By continuity, $U = V$ on $\ol{|T|(D(T))}$. As

\[\ker(V) = \ker(T) = \ker(U) = |T|(D(T))^{\perp}\]

and $H = \ker(V) \oplus \ol{|T|(D(T))}$, $U = V$.$\square$

  1. $\eta$ sampled from $D(T)$.keyboard_return
  2. Written out to emphasise.keyboard_return
  3. The fact that the spectral measure of a positive element is supported in $[0, \infty)$ is needed here.keyboard_return

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