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Anders Munk-Nielsen
October 2010
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Anders Munk-Nielsen
October 2010
Contents
1 1.1 1.2 First lecture ............................................................................................................................................... 7 Theorem 1.5 .......................................................................................................................................... 8 Something ......................................................................................................................................... 9 Proof, something about convergent .............................................................................................. 9
1.2.1 1.3
Norms ................................................................................................................................................. 10 Theorem 1.8: Proof that the norm is in fact a norm.................................................................... 10
Theorem 1.9: Cauchy-Schwartz.......................................................................................................... 11 Chapter 1 continued ................................................................................................................................ 12 Recap .................................................................................................................................................. 12 Theorem 1.11: Triangular inequality .................................................................................................. 12 Metric .................................................................................................................................................. 13 Proof of the triangle bandit (3) ................................................................................................... 13
Theorem 1.13: Parallelogram identity ................................................................................................ 13 Theorem 1.14: recovering the inner product from the norm ............................................................... 14 Chapter 2: Normed spaces ...................................................................................................................... 14 Example .............................................................................................................................................. 15 Continuity ........................................................................................................................................... 16 Theorem 2.5: Continuity of addition and scalar multiplication .................................................. 16
Lecture 3 ................................................................................................................................................. 18 Recap .................................................................................................................................................. 18 Theorem 2.9 ........................................................................................................................................ 19 Ll ....................................................................................................................................................... 20 Ex 2.11 + thm 2.12 ..................................................................................................................... 20
4.3.1 4.4
4.4.1 4.5 5
Theorem 2.13 ...................................................................................................................................... 21 Chapter 3: Hilbert and Banach spaces .................................................................................................... 23 Page 2 of 85
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Hilbert spaces...................................................................................................................................... 26 The Hilbert space L2........................................................................................................................... 26 Reminder: the Riemann integral ................................................................................................. 27 Lebesgue integral........................................................................................................................ 27 Onwards...................................................................................................................................... 29 Summing up ............................................................................................................................... 29
5th lecture ............................................................................................................................................... 30 Convexity............................................................................................................................................ 30 Theorem; closest point property ......................................................................................................... 31 Chapter 4; orthogonal expansions ........................................................................................................... 32 Definition of orthogonality ................................................................................................................. 32 Examples .................................................................................................................................... 32
Fourier combo ..................................................................................................................................... 33 Theorem 4.4; Pythagoras theorem ..................................................................................................... 33 Lemma 4.5 .......................................................................................................................................... 33 Theorem 4.6; a form for the closest point .................................................................................. 34
Theorem; Bessels inequality.............................................................................................................. 34 Convergence of a series of vectors ..................................................................................................... 35 Theorem 4.11 ...................................................................................................................................... 35 Complete, orthonormal sequences. ..................................................................................................... 36 Orthonormal sequences ........................................................................................................................... 36 Theorem 4.4 ........................................................................................................................................ 37 Theorem 4.15 ...................................................................................................................................... 37 Hilbert spaces with an orthonormal sequence..................................................................................... 38 Theorem: isomorphism ............................................................................................................... 38 Theorem 4.19.............................................................................................................................. 38 Page 3 of 85
9.3.1 9.3.2
Anders Munk-Nielsen
October 2010
9.5.1 9.6 10
Definition 4.26: Direct sum and orthogonal direct sum...................................................................... 41 Convergence in L2 (section 4.2) ............................................................................................................. 42 Kinds of convergence ..................................................................................................................... 42 Proving uniform => L2............................................................................................................... 43 L2 almost implies pointwise ....................................................................................................... 43 Example A .................................................................................................................................. 43 Example B .................................................................................................................................. 44
Fourier series........................................................................................................................................... 44 Lelenptz ...................................................................................................................................... 44 Reminders from AN1 ..................................................................................................................... 45 Results from AN1 ........................................................................................................................... 46 A remark on where your functions live ...................................................................................... 46 The new stuff in chapter 5 .............................................................................................................. 46 Idea about how the proof goes.................................................................................................... 47
Fourier ..................................................................................................................................................... 48 Recapping ....................................................................................................................................... 48 Theorem 5.1 e_n ON basis ............................................................................................................. 48 Theorem 5.5 (Fejr) ........................................................................................................................ 49 Recalling metic spaces ............................................................................................................... 49 Proving the griner ........................................................................................................................... 49 Calculating Fourier coefficients ..................................................................................................... 51 Proving thm 5.5 .............................................................................................................................. 52 Lemma 0: preeesenting the Fejr Kernel .................................................................................... 52 Lemma 5.2 .................................................................................................................................. 53 Lemma 5.3 .................................................................................................................................. 53
12.1 12.2 12.3 12.3.1 12.4 12.5 12.6 12.6.1 12.6.2 12.6.3 13
Notes for Analysis 2 (v 1.0) 13.1 13.1.1 13.1.2 13.1.3 13.2 13.3 13.4 13.5 14
Anders Munk-Nielsen
October 2010
Recapping ....................................................................................................................................... 54 How far did we get in the proof.................................................................................................. 55 LEMMA 5.3 ............................................................................................................................... 56 Theorem 5.5................................................................................................................................ 56 Lemma ............................................................................................................................................ 58 Thm 5.6 + cor 5.7 ........................................................................................................................... 59 Theorem 5.8 .................................................................................................................................... 60 Dual spaces (chapter 6)................................................................................................................... 60
Kap 6 dual spaces................................................................................................................................. 61 St i gnag ....................................................................................................................................... 61 Theorem 6.3 .................................................................................................................................... 62 Norm of a bounded linear functional .............................................................................................. 63 Examples .................................................................................................................................... 64 Combojoe ....................................................................................................................................... 65 Climax: Thoerem 6.8 (Riesz-Frecht) ............................................................................................ 65 jesus ............................................................................................................................................ 66
Ch 7 Operators on Banach and Hilbert spaces ........................................................................................ 67 Lets go ........................................................................................................................................... 67 Thm 7.4........................................................................................................................................... 67 Continuity of linear maps ............................................................................................................... 68 Various examples ........................................................................................................................... 68 An operator interpretable as an infinitely dimensional matrix ....................................................... 69 Example integral operators ............................................................................................................. 70 Differential operators ...................................................................................................................... 71 blah ................................................................................................................................................. 72
Chapter 7 contd...................................................................................................................................... 73 Spectrum ......................................................................................................................................... 73 Theorem 7.22.............................................................................................................................. 73 Adjoint operator.............................................................................................................................. 74 Theorem (linAlg ......................................................................................................................... 74 Thoerem A** = A....................................................................................................................... 76 Page 5 of 85
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On the exam ............................................................................................................................................ 79 Overview of the syllabus......................................................................................................................... 79 Normed spaces................................................................................................................................ 79 Inner product spaces ....................................................................................................................... 80 Orthonormal sets ........................................................................................................................ 81 Basis ........................................................................................................................................... 81 Combojuice ................................................................................................................................ 82 Fourier series .................................................................................................................................. 82 Linear functional............................................................................................................................. 83 Dual space .................................................................................................................................. 83 Operators ........................................................................................................................................ 84 Spectrum..................................................................................................................................... 84 Adjoint ........................................................................................................................................ 84 Hermitian operators .................................................................................................................... 85
18.1 18.2 18.2.1 18.2.2 18.2.3 18.3 18.4 18.4.1 18.5 18.5.1 18.5.2 18.5.3
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1 First lecture
vector space over DEFINITION inner procuct on A map; I.e. For all satisfies
NOTE! Reformulation of If is a vector space over with inner product, then is an inner product space.
EXAMPLE
Why this definition? positivity See e.g. and (modulus, length of vector)
Scalar?
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Actually,
1.1
Theorem 1.5
We are assuming that hold. Then the following statements are true
We start with
use assume
with
(since we think of functions from the natural numbers as series) NOTE is written ell.
(another question;
??)
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1.2
Something
is absolutely convergent if and only if is convergent
Discount inequalities
PROOF first;
(since convergent)
means that
and
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1.3
Let
Norms
be an inner product space. Norm, , since the inner product is never negative
EXAMPLE
EXAMPLE
For instance
Since
is finite,
belongs to
, i.e.
1.3.1
Theorem 1.8: Proof that the norm is in fact a norm inner pr space,
Anders Munk-Nielsen
October 2010
(we take squares so we dont have to worry about the square root)
we have
1.4
which is strictly positive for all values of . We need a trick o We need to get rid of for think e.g. of polar decomposition , where has this structure;
since
by creation
This is a quadratic equation in WE KNOW THAT ITS POSITIVE! This means that the discriminant must be negative
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2 Chapter 1 continued
2.1 Recap
inner product on for all Norm Defines We proved that And Cauchy-Schwarz Also, Angles between vectors Then we can define associates ok since if
so that NOTE! Since we take of , we cant distinquish between acute and obtuse (spids / stump) angles This is because we are taking absolute values BUT otherwise we might risk that was complex and then we wouldnt know what the angle was AHA this is the price for working with complex numbers.
2.2
PROOF Surprisingly non-trivial to prove. We will start by squaring (which we showed last time) since . Now use, if then we can write and then and Page 12 of 85 and
October 2010
2.3
Metric
We have to use some axioms for this 1. 2. 3. 2.3.1 Proof of the triangle bandit (3) and
to be a metric
2.4
and
) Page 13 of 85
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REMARK the proof uses the rewriting which thus requires that be induced by an inner product.
2.5
Or equivalently
so if you now the norm, you can recover the inner product in this way PROOF Lets go murphys! By expanding, we get; And
And
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A normed space is a vector space with a norm. METRIC The norm gives a metric We verified earlier that is a metric
3.1
Let
Example
be a compact metric space, e.g. Consider continuous functions We could define
NOTE
( then the supremum theorem states that CLAIM NOTE Take then Why? on
NICE2KNOW as an exercise, we will show that there is no inner procduct on that norm (unless consists of only one point) -
so that
comes from
IDEA for the proof doesnt satisfy the parallelogram identity which any norm induced by an inner product must (this is used in the proof of the parallelogram identity). Page 15 of 85
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3.2
Continuity
If we have two metric spaces, and , and we have a function is an open subset of . , then we say that
RECALL
- i.e. for all open subsets of , the originalmngde by THEOREM (more useful way of thinking about it) 3.2.1
Theorem 2.5: Continuity of addition and scalar multiplication normed vector space the addition is continuous scalar multiplication is continuous
i) ii)
Actually, ii is more difficult than i PROOF OF ii Show that CLARIFYING What does it mean that It means that Or that and and then
large
BUT our assumption is that PROBLEM we only know that SOLUTION o o The map means that
is continuous
o THEN
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3.3
Let
(Linear) subspaces
be a normed vector space over
NOTATION Let the closure of with respect to metric DEFINITION a point is in clos(A) if it is the limit of a sequence entirely in A. GRINER In other news A is closed if Closed linear subspace DEFINITION , is a closed linear subspace if and is a subspace in , and , then
3.4
Theorem 2.13
normed vector space. Then all finite dimensional linear subspaces are automatically closed.
3.4.1
Examples
what are subspaces? , o i.e. is not closed (in fact, , although ) - PROPOSITION PROOF - Consider , ,
Anders Munk-Nielsen
October 2010
is not closed)
4 Lecture 3
4.1 Recap
over (or ) with a norm cant come from any inner product EX inner product space then also normed with doesnt fulfill parallelogram identity)
EX Continuous functions gives a metric Then we can define Linear subspace linear subspace (or just subspace) if Closure closed subspace if the closure of is closed ( ) and is a subspace. and let a subset of this be a basis for , call it , ok by theorem 2.13. , where since of only EXAMPLE This shows that In fact Page 18 of 85 and . But then , and is not closed . . But then since otherwise we couldnt have , and this means that for . But , and implies on .
Theorem (an exercise) All finite dimensional subspaces of a normed space are closed. Proof (illustration) use a basis for . Lets consider convergence by with
Anders Munk-Nielsen
October 2010
Now consider is a subspace (think about it!) Contains 0, sums / scalar prods of functions are also continuous functions (and defined on the same interval) is not closed Proof @ contradiction Consider , which is clearly Consider Here, but More rigourusly and note that
Proposition: -
, for
(<))
is closed wrt
- Recall Note that from the example before, since the difference evaluated at will always be 1, and this is the largest difference. CONCLUSION Different norms will have very different implications for convergence
4.2
Theorem 2.9
is (still) a (closed) subspace
then Page 19 of 85
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October 2010
(it is clear that the closure of the subspace is closed) FIRST Then Since Now, is a subspace, continuity; where , so . such that and
Since + is continuous,
4.3
Let
Ll
, Want to define linear subspace generated by closed linear subspace generated by , family of subspaces of Then ii) is a subspaces of family of closed subspaces of Then is a closed linear subspace of (fllesmngde af lukkede mngder = lukket) (think of )
FACT i)
then
is the smallest, closed set containing . Put more rigorously)) s.t. s.t.
(define a family which indexes all the sets that contain ) family of all closed subspaces of
INTUITION If then lin(A) is the smallest linear subspace that conatains , then is the smallest closed subspaces that contains Similarly, if 4.3.1
Notes for Analysis 2 (v 1.0) EXERCISE is open (idea for the proof if
October 2010
is a subspace is open
4.4
Equivalent norms
vector space; and and we had the two norms and are our two norms (sorry, strange notation ) The norms map
Suppose
if they define the same open sets. if and only if for all sequences in and all
and
iff
in ;
but
Note that
equivalent norms define the same topology (and actually also the converse)
4.5
Theorem 2.13
Any two norms on a finite dimensional vector space are equivalent. (the example previously didnt hold because it was infinite dimensional) PROOF Choose basis Define Euclidian norm on for . by
INDSKUD - In we have
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on
is equivalent to instead
(which means that in respect to convergence, we might always just use NOTE some claims in the proof are not actually proven - e.g. the claim that Lets now set is a norm on
Now take
WHICH PROOVES THE FIRST INEQUALITY We now want show that Define a mapping NOTICE is continuous (proof omitted to prove it use sequential mappings that are each continuous) Given a this means that for some
NOTICE , such that (basically, NOTE that is a high-dimensional sphere) is closed and bounded is compact Page 22 of 85
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(since a continuous function achieves max and min on any compact set on which it is defined) NOW show a) , , for all
set.
is a Cauchy sequence if
Anders Munk-Nielsen
October 2010
Opposed to , which is not complete Proof take a sequence of rational numbers converging to an irrational number E.g. Here, Hence BUT since is convergent in and thus Cauchy. But then its Cauchy both in and , is only convergent in . .
6 Lecture 4
6.1 Lets roll
metric space DEFINITION DEFINITION EXAMPLE is complete is not complete IDEA you have a space, , but it has holes in it , missing values. This is why we invent in is Cauchy if is complete (fuldstndigt) if all Cauchy sequences are convergent.
THEOREM (@analysis 1) - All compact spaces are complete - (but not opposite, is not compact!) THEOREM complete. .
implies that any open subsets of the real line are incomplete. THEOREM is complete PROOF (indication) Suppose Then Now put Then check that is Cauchy in , if . are Cauchy in since similarly for and and youre done. Then we can write
is complete
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THEOREM and
are complete wrt metric coming from norm coming from inner product
PROOF for Take Given , a Cauchy sequence in so that and each so that for all we have , i.e.
PROBLEM find First, CLAIM; For every fixed The sequence Lets write it out
is Cauchy in
here, each column is Cauchy Proof of the claim since and are Cauchy take ,
This means, that each column has a limit since is complete. , as is square summable, 2) , i.e. and look at the sums up to , since Now make an innocently looking bandit , Page 25 of 85 for , where Then we just define BUT we need to check 1) CLAIM PROOF take
Anders Munk-Nielsen
October 2010
Now we have For IMPORTANT DETOUR WHY FINITE Q: Why did we only look at a finite A: To be able to interchange TRUE o (since the sum of two convergent series is convergent to the sum of the limits) For one, its not sure that the new thing is convergent, and if it is, to the simple sums. Example but , and so , so ? ? and . since
FALSE o o
6.2
-
Hilbert spaces
(complete wrt the metric @ the norm @ the inner product) are Hilbert spaces. , with is not a Hilbert space (i.e. not complete). is complete if and only if it is closed) wasnt closed
DEFINITION A Hilbert space is an inner product space (typically over ) which is complete Example , Example why? because
DEFINITION A Banach space is a normed space that is complete. Example all Hilbert spaces are Banach spaces - All Hilbert spaces are normed (norm induced from inner prod) and they are complete. with is a Banach space. (the proof uses that the uniform limit of a continuous function is again continuous)
6.3
Here, is not complete (problem 3.2) SPOILER for the solution; Page 26 of 85
Notes for Analysis 2 (v 1.0) Consider Problem 3.2 Each For each consider; for
Anders Munk-Nielsen
October 2010
and for
Careful with the second statement. is continuous (albeit pointwise and not differentiable) . is discontinuous and thus cant be the limit of
DOES IT WORK? The problem is that is not always well-defined with the Riemann integral. SOLUTION Lebesgue proposed a new type of integral. 6.3.1 Reminder: the Riemann integral
The Riemann integral Integral area between x-axis and the curve Idea in Riemann partition into rectangular aras, so that
where If is well-behaved (piecewise continuous), then the integral converges. , , , , of the column Example of problematic function, The problem the height, 6.3.2 Lebesgue integral
Instead of deviding the x-axis, we devide the y-axis then the rectangles have fixed height. - we then just multiply with the length on the x-axis, which is (almost surely, though pathalogicalities) well-defined Page 27 of 85
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where
PROBLEM do all -
have a length?
DEPENDS on the choice of set theoretical axioms Axiom of choice possible to create strange subsets that dont have lengths. Let be the smallest family of subsets of satisfying A THEOREM uniqueness of the measure(?) SOLUTION
DEFINITION
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NOTE If both the Riemann integral and the Lebesgue integral exist, they are equal. NOTE if by definition. ** IMPORTANT ** is continuous and is open, then is open and contains all open subsets of
ii) If
DEFINITION REMARK If are measurable, then is also measurable. (recall measurable means that preimages of open sets are not too bad)
(where weve used that integrals preserve order (inequalities)) These two values are finite if the functions are from 6.3.4 Summing up as the functions that are limits of sequences of functions in by the 2-norm. , and hence the inner product is defined.
We define
6.4
THEOREM THEOREM
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This means that every element of is a limit of a sequence in (which was exactly what we tried to define it as)
6.4.1
NEW PROBLEM HAS ARISEN Consider BUT for and where , but for and for and for
- So NEW NOTION
DEFINITION null set If We have . and ( has length 0), then is a null set.
7 5th lecture
Important today The closest point property MOTIVATION - In a Eucledian space, take a closed surface. Then for any given point outside the surface, there is one unique point on the surface, which is closest to that point.
7.1
Let
Convexity
, real or complex vector space. and , then .
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Notes for Analysis 2 (v 1.0) the usual line between hearts shape)
7.2
Let
PROOF Let be a non-empty, closed, convex set in our Hilbert space, . Let since , For each . Then we should find a unique is finite (since such that we may find that fulfills the above. )
).
Rearranging, we get
since
is convex,
(with
Using continuity of
Anders Munk-Nielsen
October 2010
But by a property of
DISCUSS Could we exclude some assumptions on ? Non-emptyness is needed for to be well-defined. Closedness is needed for uniqueness.
Hilbert space we used the parallelogram law, which holds for all inner product spaces (and thus for all Hilbert spaces) but not necessarily for normed spaces (and thus Banach spaces) unless the normed space is also an inner product space. It is the closest point property that enables us to work with projections in Hilbert spaces.
Definition of orthogonality
, inner product space. we say that for all and are orthogonal (written ) whenever . of non-zero vectors is called an orthogonal system if we call it an orthonormal system. also can be indexed by by renumbering.
DEFINITION
If an orthonormal system can be indexed by , we call it and orthonormal sequence. Note that a system inexed by Examples
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October 2010
Consider
(or
since
8.2
.
Fourier combo
and we call the th Fourier coefficient of with respect to
where we call it formal since it doesnt make sense to add infinitely many vectors.
8.3
If
IDEA for the proof Expand as an inner product ( Then observe that most terms cancel out. ) and use linearity.
8.4
Let
Lemma 4.5
be an orthonormal system in an inner product space, . Let and take . Then
where is the th Fourier coefficient. PROOF By theorem 4.4 (Pythagoras) we see that so the rest is just calculations. Page 33 of 85
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and
We now deduce from the lemma that the smallest value of From this, theorem 4.6 follows 8.4.1 Let Theorem 4.6; a form for the closest point be an orthonormal system. is given as the closet point of
to
is
Corollary If (of course;) then showing that , i.e. that is itself the closest point to itself
8.5
If
(this expression makes sense since all the inner products that we are summing over are just numbers, and we learned in analysis 1 how to sum infinite series of numbers first with vectors does it become a problem). PROOF For let be the sum
By theorem 4.6,
Anders Munk-Nielsen
October 2010
8.6
Let
8.7
Let
Theorem 4.11
be an orthonormal sequence in a Hilbert space, Then converges if and only if with .
The
inner
product
is
continuous,
and
thus
letting
we
obtain
(since the tail of an infinite, convergent sum will converge to zero) Thus is a Cauchy sequence, and since we are in a Hilbert space, it also converges.
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October 2010
8.8
From Bessels inequeality and the theorem we just proved (4.11) the series an orthonormal sequence. Q: But what is the limit? If it is we can say that are the basis vectors and A: NO! Not in general need further assumption we make a definition of completeness so that we really can be sure of this. DEFINITION complete orthonormal sequence. is complete iff the following holds;
9 Orthonormal sequences
Given ON (orthonormal) sequence and , we would like
makes sense.)
EXAMPLE where the infinite sum doesnt converge to . , Let Then For the standard ON seq, is also an ON seq. , with 1 on the th place. , then the infinite sum with the s as basis doesnt give the same.
Then
From this we would like to infer that is zero. DEFINITION Let ON seq in Hilbert space.
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9.1
Let
Theorem 4.4
be a complete ON seq. in For any we have Hilbert space.
and
PROOF Part 1 already done Part 2 Use Pythagoras theorem (since all vectors in the sum are orthogonal)
Now let
is continuous.
9.2
Let
Theorem 4.15
be an ON seq in Hilbert space. TFAE (the following are equivalent)
PROOF We have already shown (theorems) But Suppose Let Each and hence closed linear subspace). Hence But then Page 37 of 85 . , so is complete. because . But this means that (by property of the and let , . . We must prove that is a closed subspace of . (we can prove it later). s and is a by contraposition. and so for all is false. . Then . Suppose and
Anders Munk-Nielsen
October 2010
9.3
DEFINITION EXAMPLES DEFINITION A map - Linear - Bijective and . Actually no others! between Hilbert spaces is a unitary operator iff it is
Preserves the inner product, i.e. are isomorphic iff there is a unitary operator
for all
. , and we write .
IDEA the spaces are almost the same if we can move from one to another while preserving the structure. REMARK That there are no other separable Hilbert spaces than isomorphic to those. 9.3.1 CLAIM Let Then be linear, is unitary iff Hilbert spaces. for all . is surjective and Theorem: isomorphism and simply means that any other will be
- This means that bijectivity and preservance of the inner product needs not be checked. - Surjectivity is checked by finding the vectors that are sent to the zero vector. PROOF Polarization identity gives us that if the norm is preserved, so is the inner product. (wtf?) 9.3.2 Theorem 4.19 is isomorphic to for some or .
Let be a separable Hilbert space. Then PROOF When Suppose Hence, Hence any Let For any
is separable we have a basis that is either finite or infinite contains a finite orthonormal basis (ONB), , can be written be is orthogonal to each form an algebraic (the usual) basis for . with unique constants.. . and hence zero.
use
, and vectors in
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Anders Munk-Nielsen
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We have to prove some things first, by Thm. 4.15, Linearity is obvious. SURJECTIVITY Remarks Hence, we know all separable Hilbert spaces already or an isomorphic griner to them. We will see, that and are isomorphic. Let And be given. seq, then . converges., i.e. is in . so is surjective. Consider thm. 4.11: If you have an is unitary, and therefore , meaning that should be square summable. follows from thm. 4.15.
Thus
9.4
Orthogonal complements
, is an inner product space. The orthogonal complement of is
DEFINE
9.4.1
- If then also Its also closed. Let , and assume that Let an arbitrary
should be zero
since Thus .
for all .
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Notes for Analysis 2 (v 1.0) This proves closedness. 9.4.2 Let Let Lemma 4.23
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October 2010
REMARK this is a characterization of the orthogonal complement. PROOF Suppose Then (since Suppose Let For , must prove for all . ) . Must show that . and . Must show and thus we can use Pythagoras theorem )
where
. . for this to be able to hold for all . and it should still hold.
This inequality will hold for any Hence, we may let Hence, . Hence, the klemmelemma gives that
9.5
Let
Notes for Analysis 2 (v 1.0) INTUITION In . If We can write any PROOF then as
Anders Munk-Nielsen . .
October 2010
Inspired by the fantastic drawing (intuition above) take (last time we proved that this is possible to choose since Then define Of course For any (because Since (since 9.5.1 Corollary 4.25 Hilbert space, Then . (THINK ABOUT IT) From the definition, PROOF follows from the definition other way Let Since and write , Then which proves that is closed. . . where by showing that and . closed linear subspace. , . and so ) we see by lemma 4.23 that defines all vectors in ) . , but is in ?
to
9.6
Let
Anders Munk-Nielsen
October 2010
, an inner product space, is the direct sum of is the orthogonal direct sum.
and
and
, i.e.
when
REMARKS Whenever we have a closed subspace in a Hilbert space, we can split it into a direct sum. Thus for any closed subspace in a Hilbert space,
Inner product
We use the 2-norm, Think of as the completion of the continuous functions. is a dense subset of (wrt. ). In other words,
Pointwise convergence almost everywhere pointwise almost everywhere (a.e.) if is a null-set. convergence Page 42 of 85
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Uniform implies the two others but no other relations hold 10.1.1 However, pointwise almost holds (need a slight modification)
IDEA it doesnt work for the sequence it self, but the sequence has a subsequence for which it works. 10.1.3 Example A ,
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pointwise , so , uniformly in
10.1.4
Example B
Write One can show that Thus, Fact: Fact: so , , then we will have convergence in (towards 0). uniformly
11 Fourier series
Recall series = rkker = uendelige summer. In analyse 1, we proved pointwise convergence and talked about uniform convergence. We will now be looking at convergence, which happens for all functions.
11.1 Lelenptz
Consider
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FACT PROOF FACT PROOF is continuous and hence measurable. since is an orthonormal system ,
(Later, we want to prove that there holds equality) FACT QUESTION Is (anser; yes) Rephrasing; (since its not trivial what the = means) to clarify Put
Q: Does
- NOTE if there is convergence If yes, what kind of convergence (uni, point, L2)? Page 45 of 85
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i.e. if
is discontinuous in , then the Fourier series converges in that point to the average of the limits
from left and right. THEOREM B If Then THOEREM C is cts and piecewise uniformly. (e.g. ) and
as in thm. B. Then
(equality in Bessels bandit) 11.3.1 A remark on where your functions live CLAIM (intuition there is one and only one way to expand a -periodic function to the entire real line) where , so that and are actually the same. PROOF create a bijective mapping between them.
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(complete = you cant add another vector to the set so that its still an orthonormal set) ( means that is a null-set (e.g. differ only at finitely many points)
11.4.1
partial sums)
Then REMARKS -
Previously, we had to assume piecewise Thm. 5.5 shows that we can retain uniform convergence if we use the average instead also when is not fulfilled.
We are going to use thm. 5.5 to prove that 5.1 must follow (that TRICK We will be importing the following result THEOREM (MI) (hence, COROLLARY and is dense in wrt. such that .
is a basis)
The idea is, we are almost home by using the function, , defined so that so that its the linear segment that goes to the endpoint maintained). Then the function is still cts. and it converges to our target for
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12 Fourier
12.1 Recapping
THEOREM
is a Hilbert space.
is an orthonormal set in .
(since
Since Bessels inequality gives that (something) in the book (which says that
equality in means that they are equal almost everywhere (recall that the Fourier series will at the end points be equal to the average of the limits in the end points) Page 48 of 85
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Now define
It takes the averages of the fourier coefficients By comparison, in you apply weights of zero to all larger coefficients. . , then ! uniformly as . , i.e. weight 1 to all coefficients up until and
NAJS2KNOW THEOREM (MI) i.e. COOL think of this as BUT definition of proven. the definition of as set of measurable, finitely square integrable functions makes it a theorem to be is dense in wrt
12.3.1
Consider
What does it mean that there exists ALSO Corrollary is dense (tt) in
is also dense in
Notes for Analysis 2 (v 1.0) HERE prove - that is, if PROOF we show this will imply that So we have to show that every Enough to show , , then
Anders Munk-Nielsen
uniformly, then say that (with extras) it follows that uniformly then is dense in by definition of density. in can be approximated with by an s.t. . is an ONB for
in our clin.
HOW? For any given we can approximate with a function from We can now apply thm. 5.5; NOW - we proved last time that uniform convergence implies convergence in two-norm For some , we have
REMARKS VIEW Fourier as an approximation, e.g. image processing is approximately remembered by the finite set of coefficients for large. so instead of sending all pixels in a picture, we could view it as a function, and then transmit its first Fourier coefficients, which might take less resources. , then , hence
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Hence,
Fourier coefficients
EXAMPLE
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(nice function)
uniformly as
Put
. Then
where
PROOF
(the integral
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and since
Then
CLAIM
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REMARKS Ad Note that this means that collapses like a distribution of sorts For no matter , all the area under the graph will end up being in the interval And do note that the total area is constantly so PROOF Clear, since each Difficult to see that BUT easy to see that BUT from the continuity we see that but it isnt defined as such for is continuous and then it must also be at is -periodic and is made up of these. extremely fast for .
Here,
13 Fourier continued
13.1 Recapping
Still considering , , Theorem 5.1 in particular, this implies I.e. Page 54 of 85 , , orthonormal basis Fourier coefficients for . is an orthonormal basis for
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(If seen in
, then we have
, since
or equivalently
or
(since DEFINE
Theorem 5.5 (Fejr) LAST TIME We proved that Theorem 5.5 + a result from MI theorem 5.1 TODAY we prove theorem 5.5 13.1.1 How far did we get in the proof continuous and -periodic. Then
LEMMA 0 , Then ,
where
The proof now reduces to examining the properties of the Fejr Kernel LEMMA 5.2 , , then
NOW Page 55 of 85
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is easy to see from the sin() expression is most easy shows from the double-sum expression has the interpretation that all the area under the graph of , will end up being in the interval PROOF of Take . for any . , , which is
since
for
and
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October 2010
and
and
-periodic, then
for any
Thus,
Now put Since is continuous and is compact, we get that (extreme value theorem?) ) uniformly continuous on (reminder: Hence
Now we calculate
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October 2010
FIRST the
was chosen! is also in our interval since since we consider . -periodic functions) which is equiv to we have that )
NOW
. Also
(since we could choose NOW (but it is similar) This concludes the proof.
such that
.)
13.2 Lemma
Hilber space with orthonormal basis . Let . Then
, just set
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(since
is an ONB)
We would like to use the linearity of the inner product but that only works for finite sums. But now use
NOW use the continiuityof the inner product (in each variable) (a fact that comes from Cauchy-Schwarz)
or alternatively or alternatively
, where ,
AND
ALTERNATIVELY We have shown that (where Where means isomorphic to, i.e. for all practical bandits theyre the same)
AND the theorem above shows us the connection between the function and the sequence of Fourier coefficients. Page 59 of 85
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can be approximated by polynomials (the rest is simply linear combinations) can be approximated by its Taylor series!
Here,
uniformly on
October 2010
(linearity follows from the fact that the inner product is linear in the first coordinate) PURPOSE We want to show that almost any functional is an inner product form. EXAMPLE (again) for some so if then we must have that WOW!
14.1 St i gnag
DEFINITION Let vector space over . A linear functional [liner functional] is a linear map NOTE EXAMPLE , so (and is linear) EXAMPLE Hilbert space, This is linear since the inner product is linear in the first variable (and EXAMPLE If we want EXAMPLE , If EXAMPLE then is a linear functional Page 61 of 85 , then must be is fixed) always
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is a linear functional.
where REMARKS PROOF CLAIM Assume Note, always true that subspace is also closed.
is Exercise 6.8 (difficult!) is trivial (if continuous everywhere, then in particular continuous at continuous at . . )
We will use a different definition, namely the - definition of continuoity at True for CLAIM (the claim implies that PROOF Take Then We also have But now we have CLAIM Assume CLAIM PROOF . by with . Put . . . Hence .
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Notes for Analysis 2 (v 1.0) We know, that if Now take Put Then Also, By Show continuous. Note . since and arbitrary but (ok since
October 2010 ). )
by the claim we just proved. Take a sequence But since CLAIM PROOF Since where is singleton and thus closed. The original def of continuity was that the preimage of a closed set is also closed. REMARKS Definition of preimage , in by definition. , we now have that which is the def of cont.!
NOTE we dont assume the existence of an inverted function. is said to continuous or bounded if condition in theorem 6.3 hold. (i.e. bounded = continuous)
VERY important thing! Here, we will only be interested in the dual space of a Hilbert space. Page 63 of 85
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the book also proves that the norm on this space is in fact a norm. 14.3.1 Examples
Hilber space, (where the inequality is by Cauchy-Schwarz, my homies) Hence CLAIM PROOF We already have Assume Put Then EXAMPLE , Is 1. 2. ( Lets look 1. This shows It is also true that (consider . , ). , . bounded in ? , so that since . is a particular vector of length 1 and is sup over such vectors is bounded (continuous)
IMPORTANT COMMENT He just said that is a Banach space but spaces where is not! (perhaps) it is the converse (??!?!?!?!) Recall the difference from measurability and
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14.4 Combojoe
FACT Hilbert space, closed subspace, , then RECALL Why the fact? , hence Another way, Pick , then and then Otherwise , then . . for and .
meaning that we can think of it as but unfortunately . REMARKS Weve already proved PROOF is already proved CLAIM PROOF holds
First we need theorem 1.5(iv): , (easy proof, follows from 1.5(iv)) CLAIM PROOF Take CASE 1 holds bounded linear functional
so that
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Notes for Analysis 2 (v 1.0) , now take CASE 2 . Then Since o , Put Then , (note . .
October 2010
Now we have found a vector of length 1 in the orthogonal complement to Now take consider , and note
is just a number.
REMARK Lecturer THIS IS THE MOST FUNDAMENTAL PROOF OF THINKING (w00t??) 14.5.1 jesus
EXAMPLE , (not a Hilbert space) Easy to see Bounded? linear functional on . for some
- if we just set . Huzzah, this instantly gives us that And we now that which helps
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15.1 Lets go
vector spaces over . A mapping, is linear if , i.e. we almost view it as a product of for some
and . matrix
Thus,
REMARK - The new thing in this course is that we work with metrics often (typically derived from the norm) DEFINITION is linear, then is bounded if
(we call the operator norm of .) REMARK - It looks like a theorem from last time (which also included that the kernel of something was closed) i.e. is not necessarily closed. PROOF Exactly analogous to that from last time. FURTHER Page 67 of 85
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GENERAL REMARK on notation and it all really depends on the input for the norm. The subscript merely emphasizes the obvious, that the norm must correspond to its input.
Here, CLAIM PROOF Hence, This gives . EXAMPLE (ii), the Fibonacci map Now, Tak arbitrary, First, . Hence .
By
CLAIM REMARK
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Notes for Analysis 2 (v 1.0) Eigenvalues of ; There are eigenvectors, AND such that -
October 2010
EXTRA REMARK .
The reason is that is symmetric (or rather, something-something complex symmetric, but that is just like being symmetric when all elements are real) PROOF (incomplete similar to the previous) take . Since is a basis, we can write any such vector as .
THE RESULT the maximum eigenvalue must be the norm of EXAMPLE (iii)
gives that Eigenvalues of are (note that and is upper triangular) . is not equal to the All eigenvectors are
NOTE then the eigenvectors do not represent an orthonormal basis and hence largest eigenvalue.
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Hence, Hence NOTE linear and BECAUSE EXAMPLE , Hence, Show i.e. find . .
st . . Note that .
then
. , and
this turns out to be impossible! But a little less might do if we can only find since then we would just take the Take one can now check that Now see that . and get what we want (sup = 2 2).
so that
PURPOSE NOW - Input = , output - This is actually a linear map. More generally, Consider the two intervals Consider the function And Page 70 of 85 and in .
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at a given value, is
Then
Returning to the general case, we want to show that such a kernel operator is always linear and bounded CLAIM If then . Moreover, linear, bounded and
However, this is not generally possible since and even if it is, its not sure that domain of (actually dense) NOTE INSTEAD, let Clearly, BUT,
is linear ( is unbounded;
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15.8 blah
EXAMPLE
Then Consider
is a dense subspace.
Moreover, we see that the set of eigenvectors, NOW Why does this show that It now follows that Finally, is unbounded?
Wow, have we now defined the derivateive of any well not exactly, it only works when function?
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16 Chapter 7 contd
16.1 Spectrum
Banach space (or Hilbert space) (where .) A
EXAMPLE In physics, the spectrum of a operator is the set of numerical observations for that operator. 16.1.1 Theorem 7.22
Banach space,
equivalently, Ingredients for the proof We showed these last time. PROOF Consider Now define is a continuous mapping. Now we can define the spectrum of PROOF Take such that . Enough to show that This implies that (showing that the negation of RHS implies the negation of LHS) Here, note that By this show that is invertible. Hence it is also when multiplied by . Page 73 of 85 . is closed (omvendte af ben) (Kugle = Ball)
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More generally
16.2.1
Hermitian (self-adjoint) case, THEOREM Hilbert spaces, Then SPECIAL CASE , then it is formulated as MOREOVER LEMMA (not in book) Let . Then
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October 2010
.)
PROOF OF THE THEOREM of the existence of the adjoint operator Take and define is linear since CLAIM PROOF is linear and is linear in the first variable. is bounded
Hence, (sicne qed By Riesz-Frechet Put Then Hence So we must show that CLAIM PROOF Take , (we still have Look at the following ) is linear is linear and that is bounded (and then we have proved existence) such that )
(SO FAR we have proved that a mapping exists we need to prove that its linear and bounded)
We now want to conclude that this implies that This is true because (chapter 1): qed CLAIM PROOF is bounded
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CALAIM PROOF Similar to above, write out each side, then they are both equal to and hence 16.2.2 is an adjoint operator and by the theorem from before, it is the unique.
Thoerem A** = A
THEOREM REMARKS Note that PROOF Take Hence, we have that Page 76 of 85 and . and look at for all and use that . is the adjoint.
Notes for Analysis 2 (v 1.0) 16.2.3 sets, Then (note that THEOREM PROOF Take . and not ) Sammensatte operatorer
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Now use the defining equation for the adjoint operator of Hence, is the adjoint operator of . By the theorem from earlier, it is the only adjoint operator, i.e. THEOREM , , then
Then is Hermetian (da: hermitesk) or self-adjoint (da: selv-adjungeret) if REMARKS In many senses, in a complex world, being hermitian means that you are real (have imaginary part zero) Also, you can make spectral theory from it (analogous to diagonalizing) EXAMPLE . Which of the following are Hermetian?
is is not Page 77 of 85
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But now we can state the following i.e. that being hermetian is equal to being real. INSHOT (indskud) Take EXAMPLE , put CLAIM PROOF Take and , are hermetian and . . Now use that is conjugated linear . , then , .
REMARK The conclusion is that if you have an operator, , that is not hermetian, then you can create a hermetian operator from it by using this recipe. 16.3.1 LEMMA Lemma , complex Hilbert space, then
NOTE! This does not hold for a real Hilbert space (mgwtf?) THEOREM THEOREM EXAMPLE , multiplication operator The thing is We can almost see this fact because Page 78 of 85 , then , hermetian, then
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so PROOF OF THEOREM Assume Now since , We assume that This is so because for , .
for some
Now by the first part of the proof, But we now that By lemma, this means that
by the assumption and hence the imaginary part of this must be zero. and hence . Since , .
17 On the exam
If you write in hand, he recommends using a kuglepen end not a blyant. We are allowed to use facts stated in the book even if theres no proof for them (if theyre in a bistning) We are allowed to use problems that were proved during exercises. - However, in the true/false questions, less argument is required sometimes even just stating false; we proved this in an exercise.
EXAMPLE subspaces - We have subspaces, but in particular we can talk about open and closed subspaces Page 79 of 85
Notes for Analysis 2 (v 1.0) Not all subspaces are closed, e.g.
October 2010
EXERCISE Normed space, finite dimensional subspace, then is closed. COMPLETE SPACE BANACH SPACE complete if all Cauchy sequences are convergent. is a Banach space if normed space and complete.
HILBERT SPACE Inner product space that is complete. CAUCHY SCHWARZ Also, equality holds if and only if , In In Hilbert space with norm Not Hilbert space I.e. there are Cauchy sequences in Contains but also piecewise functions and even more exotic functions. is the completion of with respect to . , include it in and if their limit is not in that arent convergent. , , Hilbert space with (and this will converge since for a .
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Orthonormal sets
Relevant in Hilbert spaces. ORTHONORMAL SET Let Then be a Hilbert space. Let is an orthonormal set if , . . I.e. and .
FINITE CASE INFINITE CASE EXAMPLE , here the orthonormal basis is or (instead of using an arbitrary index set, , we will be using the natural numbers)
18.2.2 Basis
COMPLETE An orthonormal set is complete if i.e. is the maximal wrt being an ON set is an orthonormal basis for if it is an ON set and is complete ORTHONORMAL BASIS THEOREM Let be a Hilbert space, and let ON
P Page 81 of 85
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Combojuice )
THEOREM Closest point property (proved using parallelogram identity) Hilbert space, closed and conved. Then
- We say that is the closest point in to - Only works in Hilbert spaces (not Banach) since the parallelogram identity is used. THEOREM 4.6 Hilbert space, Put Let orthonormal set in to . is given by (which is also the closed linear span(!)) . Then the closest point, , in
THEOREM It works for all closed subsets, in particular subspaces hence it can be used somehow in relation to the closest point theorem (didnt quite hear that)
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PRACTICAL REMARK - Finding coefficients can be tedious since the inner product involves an integral - But for some nicer functions, it will be doable THEOREM Fejr Then for , (or continuous and -periodic) we have
18.4.1
Dual space is
DUAL SPACE the dual space to is a Banach space - This holds even if EXAMPLE Hilbert space,
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October 2010
From Cauchy-Schwarz (more or less) we get Since C-S gives bounded linear functional , and compare it with
18.5 Operators
normed spaces If linear, we can (in analogy to the functional norm) define the operator norm
Sammensatte operatorer - We get that INVERTIBILITY 18.5.1 invertible if Where Spectrum then we define Properties of the spectrum 18.5.2 closed Generalizes the notion of eigenvalues from linear algebra Adjoint Hilbert spaces, Page 84 of 85 and then we can associate
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18.5.3
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