Compact Op On Hilbert
Compact Op On Hilbert
Compact operators on a separable Hilbert space have an additional property not shared by
compact operators on a Banach space. On a separable Hilbert space, they can be viewed as
norm limits of finite rank operators. In other words he smallest closed space (closed in the
operator norm) of linear operators that contains the finite rank operators are the compact
operators. In applications, most of the Hilbert spaces are separable and hence much of the
analysis can be reduced to operators with finite rank. This is important for applications, since
computations for compact operators can be reduced to computations with operators of finite
rank. To prove this, we start with a simple lemma.
Lemma 0.1. Let H be a separable Hilbert space and let K : H H be a compact operator.
Further, let {en }
n=1 be an orthonormal basis and define
More precisely,
X
kPN K yk2 = |hen , K yi|2 0
n=N +1
as N . Thus, kyk = 0 and therefore
(1)
lim kKxN k2 = 0
N
Theorem 0.2. Let H be a separable Hilbert space, and K : H H a compact operator. For
any > 0 there exists a finite rank operator K such that
kK K k < .
Proof. Fix a basis {en }
n=1 . Such a basis exists, because H is a separable Hilbert space. Pick
N such that
N = sup{kKxk : x span[e1 , . . . , eN ] , kxk = 1} < .
Such N exists on account of the previous lemma. Define
N
X N
X
K x = (Ken )hx, en i = K en hx, en i .
n=1 n=1
Then
k(K K )xk = kKPN xk
where PN is the projection onto the orthogonal complement of the space spanned by e1 , . . . , eN .
But
kKPN xk N kxk < kxk
and hence kK K k < .