LINEAR FUNCTIONAL ANALYSIS

W W L CHEN

c W W L Chen, 2001, 2008.
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Chapter 8
LINEAR TRANSFORMATIONS
ON HILBERT SPACES

8.1. Adjoint Transformations

We begin with a result which is a consequence of the Riesz-Fréchet theorem first studied in Section 6.3.

THEOREM 8A. Suppose that V and W are Hilbert spaces over F. For every linear transformation
T ∈ B(V, W ), there exists a unique linear transformation T ∗ ∈ B(W, V ) such that

hT (x), yi = hx, T ∗ (y)i for every x ∈ V and y ∈ W .

Remark. Note that in the above, hT (x), yi is an inner product in the Hilbert space W , while hx, T ∗ (y)i
is an inner product in the Hilbert space V .

Definition. Suppose that V and W are Hilbert spaces over F. The unique linear transformation
T ∗ ∈ B(W, V ) satisfying the conclusion of Theorem 8A is called the adjoint transformation of the linear
transformation T ∈ B(V, W ).

Proof of Theorem 8A. Suppose that y ∈ W is fixed. It is easy to check that the mapping S : V → F,
given for every x ∈ V by S(x) = hT (x), yi, is a linear functional on V . Furthermore, we have

|S(x)| = |hT (x), yi| ≤ kT (x)kkyk ≤ kT kkxkkyk = (kT kkyk)kxk for every x ∈ V ,

so that S : V → F is a bounded, and continuous, linear functional on V . It follows from the Riesz-Fréchet
theorem that there exists a unique u ∈ V such that S(x) = hx, ui for every x ∈ V . Write u = T ∗ (y).
Then T ∗ : W → V is a mapping satisfying

hT (x), yi = hx, T ∗ (y)i for every x ∈ V and y ∈ W .

Chapter 8 : Linear Transformations on Hilbert Spaces page 1 of 6

Linear Functional Analysis
c W W L Chen, 2001, 2008

Next we show that T ∗ ∈ B(W, V ). Suppose first of all that y, z ∈ W and c ∈ F. Then for every x ∈ V ,
we have

hx, T ∗ (y + z)i = hT (x), y + zi = hT (x), yi + hT (x), zi

= hx, T ∗ (y)i + hx, T ∗ (z)i = hx, T ∗ (y) + T ∗ (z)i

and

hx, T ∗ (cy)i = hT (x), cyi = chT (x), yi = chx, T ∗ (y)i = hx, cT ∗ (y)i,

so that T ∗ (y + z) = T ∗ (y) + T ∗ (z) and T ∗ (cy) = cT ∗ (y) by Theorem 4B. It follows that T ∗ : W → V
is a linear transformation. Furthermore, for every y ∈ W , we have

kT ∗ (y)k2 = hT ∗ (y), T ∗ (y)i = hT (T ∗ (y)), yi ≤ kT (T ∗ (y))kkyk ≤ kT kkT ∗ (y)kkyk.

Suppose that kT ∗ (y)k > 0. Then dividing the above by kT ∗ (y)k, we obtain kT ∗ (y)k ≤ kT kkyk. Note
that this last inequality is satisfied trivially if kT ∗ (y)k = 0. It follows that

kT ∗ (y)k ≤ kT kkyk for every y ∈ W ,

and so T ∗ : W → V is bounded, whence T ∗ ∈ B(W, V ). Finally, suppose that T1 , T2 ∈ B(W, V ) satisfy

hT (x), yi = hx, T1 (y)i = hx, T2 (y)i for every x ∈ V and y ∈ W .

Then it follows from Theorem 4B that T1 (y) = T2 (y) for every y ∈ W , so that T1 = T2 . The uniqueness
of T ∗ ∈ B(W, V ) follows immediately.

Example 8.1.1. Suppose that a, b ∈ R and a < b. Consider the vector space L2 [a, b] of all complex
valued Lebesgue measurable functions that are square integrable on [a, b]. We know that the norm
!1/2
Z b
2
kf k = |f (t)| dt ,
a

given in Example 7.1.3, is in fact induced by the inner product

!1/2
Z b
hf, gi = f (t)g(t) dt .
a

Let φ ∈ C[a, b] be chosen and fixed, and consider the bounded linear operator T : L2 [a, b] → L2 [a, b],
where for every f ∈ L2 [a, b], the function T (f ) ∈ L2 [a, b] is defined by

(T (f ))(t) = φ(t)f (t) for every t ∈ [a, b],

as discussed in Example 7.1.3. It follows from Theorem 8A that the adjoint operator T ∗ satisfies

hT (f ), gi = hf, T ∗ (g)i for every f, g ∈ L2 [a, b].

In other words, we must have

Z b Z b
φ(t)f (t)g(t) dt = f (t)(T ∗ (g))(t) dt for every f, g ∈ L2 [a, b].
a a

Clearly

(T ∗ (g))(t) = φ(t)g(t) for every t ∈ [a, b]

would be sufficient. Hence by uniqueness, the adjoint operator T ∗ : L2 [a, b] → L2 [a, b] is given for every
g ∈ L2 [a, b] by this.

Chapter 8 : Linear Transformations on Hilbert Spaces page 2 of 6

Linear Functional Analysis
c W W L Chen, 2001, 2008

Example 8.1.2. Suppose that a, b, c, d ∈ R, with a < b and c < d. Consider the vector spaces L2 [a, b]
and L2 [c, d]. We know that the respective norms
!1/2 !1/2
Z b Z d
2 2
kf k = |f (t)| dt and khk = |h(s)| ds ,
a c

given in Example 7.1.4, are in fact induced by the respective inner products
!1/2 !1/2
Z b Z d
hf, gi = f (t)g(t) dt and hh, ki = h(s)k(s) ds .
a c

Let φ : [c, d] × [a, b] → C be a fixed continuous function, and consider the bounded linear transformation
T : L2 [a, b] → L2 [c, d], where for every f ∈ L2 [a, b], the function T (f ) ∈ L2 [c, d] is defined by
Z b
(T (f ))(s) = φ(s, t)f (t) dt for every s ∈ [c, d],
a

as discussed in Example 7.1.4. It follows from Theorem 8A that the adjoint operator T ∗ satisfies

hT (f ), ki = hf, T ∗ (k)i for every f ∈ L2 [a, b] and k ∈ L2 [c, d].

In other words, we must have

!
Z d Z b Z b
φ(s, t)f (t) dt k(s) ds = f (t)(T ∗ (k))(t) dt for every f ∈ L2 [a, b] and k ∈ L2 [c, d].
c a a

By Fubini’s theorem, clearly

Z d
(T ∗ (k))(t) = φ(s, t)k(s) ds for every t ∈ [a, b]
c

would be sufficient. Hence by uniqueness, the adjoint transformation T ∗ : L2 [c, d] → L2 [a, b] is given for
every k ∈ L2 [c, d] by this.

8.2. Hermitian Operators

We conclude our discussion by studying a special type of adjoint operators.

Definition. Suppose that V is a Hilbert space over F. A linear operator T ∈ L(V ) is said to be
self-adjoint or Hermitian if T ∗ = T .

Example 8.2.1. Suppose that a, b ∈ R and a < b. Consider the Hilbert space L2 [a, b] of all complex
valued Lebesgue measurable functions that are square integrable on [a, b], as discussed in Example 8.1.1.
Let φ ∈ C[a, b] be chosen and fixed. For the bounded linear operator T : L2 [a, b] → L2 [a, b], where for
every f ∈ L2 [a, b], the function T (f ) ∈ L2 [a, b] is defined by (T (f ))(t) = φ(t)f (t) for every t ∈ [a, b], we
have shown earlier that the adjoint operator T ∗ : L2 [a, b] → L2 [a, b] is given for every g ∈ L2 [a, b] by
(T ∗ (g))(t) = φ(t)g(t) for every t ∈ [a, b]. Hence T : L2 [a, b] → L2 [a, b] is Hermitian if φ ∈ C[a, b] is real
valued.

The following result gives a technique for finding the norm of a Hermitian operator.

Chapter 8 : Linear Transformations on Hilbert Spaces page 3 of 6

Linear Functional Analysis
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THEOREM 8B. Suppose that V is a Hilbert space over F. Suppose further that T ∈ B(V ) is an
Hermitian operator. Then

kT k = sup |hT (x), xi|.

x∈V, kxk=1

Proof. For every x ∈ V satisfying kxk = 1, we have

|hT (x), xi| ≤ kT (x)kkxk ≤ kT kkxk2 = kT k,

so that

kT k ≥ sup |hT (x), xi|.

x∈V, kxk=1

To prove the opposite inequality, let

M= sup |hT (x), xi|.

x∈V, kxk=1

For any non-zero vector u ∈ V , the vector u/kuk has norm 1. It follows easily from linearity that

|hT (u), ui| ≤ M kuk2 for every u ∈ V .

For every x, y ∈ V , noting that T ∗ = T , it is not difficult to check that

hT (x + y), x + yi = hT (x) + T (y), x + yi

= hT (x), xi + hT (x), yi + hT (y), xi + hT (y), yi
= hT (x), xi + hT (x), yi + hy, T ∗ (x)i + hT (y), yi
= hT (x), xi + hT (x), yi + hT (x), yi + hT (y), yi
= hT (x), xi + 2RehT (x), yi + hT (y), yi,

and similarly

hT (x − y), x − yi = hT (x), xi − 2RehT (x), yi + hT (y), yi,

and so

4RehT (x), yi = hT (x + y), x + yi − hT (x − y), x − yi

≤ M (kx + yk2 + kx − yk2 )
= 2M (kxk2 + kyk2 ),

the last step as a consequence of the Parallelogram law. We can replace x by λx, where λ ∈ F satisfies
|λ| = 1 and RehT (λx), yi = |hT (x), yi|. Then

|hT (x), yi| ≤ 21 M (kxk2 + kyk2 ) for every x, y ∈ V .

Suppose first of all that T (x) 6= 0. Then taking

kxk
y= T (x),
kT (x)k

we have kyk = kxk and

kxk
|hT (x), T (x)i| ≤ M kxk2 , so that kT (x)k ≤ M kxk.
kT (x)k

The last inequality holds trivially if T (x) = 0, and therefore holds for every x ∈ V . It follows that
kT k ≤ M as required.

Chapter 8 : Linear Transformations on Hilbert Spaces page 4 of 6

Linear Functional Analysis
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Problems for Chapter 8

1. Suppose that V and W are Hilbert spaces over F, and that T ∈ B(V, W ).
a) Show that hy, (T ∗ )∗ (x)i = hy, T (x)i for every x ∈ V and y ∈ W , using condition (IP1) twice.
Explain why this implies that (T ∗ )∗ = T .
b) Deduce that kT ∗ k = kT k. You may wish to study the proof of Theorem 8A for some useful
information.
c) Show that kT (x)k2 ≤ kT ∗ T kkxk2 for every x ∈ V . Explain why this implies the inequality
kT k2 ≤ kT ∗ T k.
d) Deduce that kT ∗ T k = kT k2 .

2. Suppose that V , W and U are Hilbert spaces over F, and that T ∈ B(V, W ) and S ∈ B(W, U ).
Show that (ST )∗ = T ∗ S ∗ .

3. Suppose that V and W are Hilbert spaces over F. Show that for every c, a ∈ F and T, S ∈ B(V, W ),
we have (cT + aS)∗ = cT ∗ + aS ∗ .

4. Suppose that V and W are Hilbert spaces over F. Show that the function f : B(V, W ) → B(W, V ),
defined for every T ∈ B(V, W ) by f (T ) = T ∗ , is continuous in B(V, W ).
[Hint: Show that kf (T ) − f (S)k = kT − Sk for every T, S ∈ B(V, W ).]

5. Suppose that V is a complex Hilbert space, and that x1 , x2 ∈ V are fixed. Consider the bounded
linear operator T : V → V , where T (x) = hx, x1 ix2 for every x ∈ V . Show that the adjoint operator
T ∗ : V → V is given by T ∗ (y) = hy, x2 ix1 for every y ∈ V .

6. Consider the vector space `2 of all square summable infinite sequences of complex numbers, with
inner product

∞
!1/2
X
hx, yi = xi yi .
i=1

For each of the given bounded linear operators T : `2 → `2 , find the adjoint operator T ∗ : `2 → `2 :
a) T (x) = (0, x1 , x2 , x3 , . . .) for every x = (x1 , x2 , x3 , . . .), as discussed in Example 7.1.6.
b) T (x) = (0, 2x1 , x2 , 2x3 , x4 , . . .) for every x = (x1 , x2 , x3 , x4 , . . .), as discussed in Problem 1 in
Chapter 7.

7. Suppose that (xn )n∈N is an orthonormal basis in a Hilbert space V over C, and that (cn )n∈N is a
fixed bounded sequence of complex numbers. Consider the bounded linear operator T : V → V
such that T (xn ) = cn xn for every n ∈ N, discussed in Problem 3 in Chapter 7. Find the adjoint
operator T ∗ : V → V .

8. Suppose that V and W are Hilbert spaces over F, and that T ∈ B(V, W ). Suppose also that R(T )
and R(T ∗ ) denote respectively the range of the linear transformations T : V → W and T ∗ : W → V .
a) Show that hx, zi = 0 for every x ∈ ker(T ) and z ∈ R(T ∗ ).
b) Deduce that ker(T ) ⊆ (R(T ∗ ))⊥ .
c) Show that hT (u), T (u)i = 0 for every u ∈ (R(T ∗ ))⊥ .
d) Deduce that (R(T ∗ ))⊥ ⊆ ker(T ).
e) It follows from parts (b) and (d) that ker(T ) = (R(T ∗ ))⊥ . Use this and Problem 1 to show that
ker(T ∗ ) = (R(T ))⊥ .

9. Suppose that V is a Hilbert space over F. Suppose further that T ∈ B(V ) is invertible, so that
T T −1 = T −1 T = I, where I ∈ B(V ) is the identity linear operator.
a) Show that I ∗ = I.
b) By studying the adjoint of the equation T T −1 = T −1 T = I, show that T ∗ is invertible, with
inverse (T ∗ )−1 = (T −1 )∗ .

Chapter 8 : Linear Transformations on Hilbert Spaces page 5 of 6

Linear Functional Analysis
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10. Suppose that V is a Hilbert space over F. Suppose further that H is the subset of all Hermitian
operators in B(V ).
a) Show that cT + aS ∈ H for every c, a ∈ R and T, S ∈ H.
b) Show that H is a closed subset of B(V ).
[Hint: Use Problem 4.]

11. Suppose that V is a Hilbert space over F, and that T ∈ B(V ).

a) Show that T ∗ T and T T ∗ are both Hermitian.
b) Show that there exist Hermitian R, S ∈ B(V ) such that T = R + iS.

Chapter 8 : Linear Transformations on Hilbert Spaces page 6 of 6