Hilbert Spaces

Hilbert space is a vector space with some extra structure. We start with
formal (axiomatic) definition of a vector space.

Vector Space. Vector space, ν, over the field of complex numbers, C, is a

set of elements |ai, |bi, . . ., satisfying the following axioms.

¦ For each two vectors |ai, |bi ∈ ν there exists a summation procedure:
|ai + |bi = |ci, where |ci ∈ ν. The summation obeys the following laws.

|ai + |bi = |bi + |ai (commutative) , (1)

|ai + (|bi + |ci) = (|ai + |bi) + |ci (associative) . (2)

¦ There exists a zero vector |0i, such that ∀ |ai:

|ai + |0i = |ai . (3)

¦ ∀ |ai ∃ |−ai (additive inverse) such that

|ai + |−ai = |0i . (4)

[Here we start using the symbol ∀ that means ‘for all’ (‘for each’, ‘for any’)
and the symbol ∃ that means ‘there exists’.]

¦ There exists a procedure of multiplication by a scalar α ∈ C. That is

∀ |ai ∈ ν, ∀ α ∈ C: ∃ α |ai ∈ ν. Multiplication by a scalar obeys the
following laws.

α (β |ai ) = (αβ) |ai , (5)

1 · |ai = |ai , (6)
α(|ai + |bi) = α|ai + α|bi , (7)
(α + β)|ai = α|ai + β|ai . (8)

From the above axioms it follows that ∀ |ai

0 · |ai = |0i , (9)

1
 (−1) · | ai = |−ai . (10)

Problem 21. On the basis of the axioms:

(a) Show that the zero element is unique.
(b) Show that for any vector |ai there exists only one additive inverse.
(c) Show that for any vector |ai the relation |ai + |xi = |ai implies that |xi = |0i .
(d) Derive (9)-(10).
Important (!): Here you are not allowed to use the subtraction procedure, which
is not defined yet, and cannot be defined prior to establishing the uniqueness of
additive inverse.

Once the uniqueness of additive inverse is established (Problem 21), it

is convenient to define subtraction as simply adding additive inverse:

| ai − | bi ≡ | ai + |−bi . (11)

Inner product. Now let us formally introduce the inner-product vector

space as a vector space in which for any two vectors |ai and |bi there exists
the inner product, h b | a i, which is a complex-valued function of the two
vectors satisfying the following properties.

hb|ai = ha|bi . (12)

Here the bar denotes complex conjugation. From Eq. (12) it directly follows
that the inner product of a vector with itself is always real. The next axiom
of inner product requires also that ha|ai be positive if |ai 6= |0i, and that
h 0 | 0 i = 0. Finally, we require that

h a | α u + β v i = α h a | ui + β h a | vi . (13)

Here we use a convenient notation | u + v i ≡ |ui + |vi and | α u i ≡ α |ui.

From Eqs. (12) and (13) it follows that

h α u + β v | a i = α∗ h u | ai + β ∗ h v | ai . (14)

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Linear self-adjoint operator. Linear operator, L, is a function from ν to
ν—that is it transforms one vector of the given space into another vector of
the same space—that satisfies the following requirement:

L | α u + β v i = αL |ui + βL |vi . (15)

The operator L† is called adjoint to L if ∀ |ai, |bi ∈ ν:

h b | L | a i = h a | L† | b i . (16)

With a convenient notation | La i ≡ L | a i and taking into account the axiom

(12) we can rewrite (16) as

h b | La i = h L† b | a i . (17)

Clearly, (L† )† ≡ L.
An operator L is self-adjoint (Hermitian) if L† = L, that is if ∀ |ai, |bi :

h b | La i = h Lb | a i . (18)

A vector |ui is called eigenvector of the operator L, if

L|ui = λu |ui , (19)

where λu is some number which is called eigenvalue. For a self-adjoint oper-

ator all the eigenvalues are real. To make it sure we first observe that from
(18) it follows that for any vector |ai the quantity h a | L | a i is real provided
L is self-adjoint. And we just need to note that λu = h u | L | u i/h u | u i.
Two vectors of an inner-product vector space are called orthogonal if
their inner product is zero.
Theorem. Any two eigenvectors, |u1 i and |u2 i, of the linear self-adjoint
operator L are orthogonal if their eigenvalues are different.
Proof. From L|u1 i = λu1 |u1 i and L|u2 i = λu1 |u2 i we get

hu2 |L|u1 i = λu1 hu2 |u1 i , (20)

hu1 |L|u2 i = λu2 hu1 |u2 i . (21)

Complex-conjugating the latter equality and taking into account (12), (18),
and the the fact that eigenvalues of a Hermitian operator are real, we obtain

hu2 |L|u1 i = λu2 hu2 |u1 i . (22)

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Comparing this to (20) we have

λu1 hu2 |u1 i = λu2 hu2 |u1 i , (23)

which given λu1 6= λu2 implies

hu2 |u1 i = 0 . (24)

What if λu1 = λu2 ? In this case |u1 i and |u2 i are not necessarily orthogonal.
What is important, however, is that all the eigenvectors of the same eigen-
value λ form a vector sub-space of the original vector space, because any
linear combination of two eigenvectors with one and the same eigenvalue λ
makes another eigenvector with the same eigenvalue λ. Within this subspace
one can choose an orthogonal basis. This way we arrive at an orthogonal
basis of the eigenvectors of the self-adjoint operator, which is very useful for
many practical applications.

Finite-dimensional inner-product vector space. Suppose we have a

set of n vectors {|φj i}, (j = 1, 2, . . . , n) of a vector space ν. The following
vector,
n
X
|ai = cj |φj i , (25)
j=1

where {cj } are some complex numbers, is called a linear combination of the
vectors {|φj i}. As is directly seen from the axioms of the vector space, all
the linear combinations of the given set {|φj i} form some vector space ν̃—for
such a space we will be using the term sub-space to stress the fact that ν̃ ⊆ ν.
If ν̃ = ν, that is if any vector of the space ν can be represented as a linear
combination of the vectors {|φj i}, then the set {|φj i} is called basis and
the space ν is a finite-dimensional space. For any finite-dimensional vector
space there is a minimal possible number n for a vector set to form a basis.
This number is called dimensionality of the space, and, correspondingly, the
space is called n-dimensional space. In an n-dimensional vector space, all
the vectors of an n-vector basis {|φj i} are linear independent in the sense
that any linear combination of these vectors is different from zero if at least
one of the numbers cj is non-zero. Indeed, if the vectors {|φj i} were linear
dependent, that is if cj 6= 0 for at least one j = j0 , then the vector |φj0 i could
be expressed as a linear combination of the other vectors of the basis, and we
would get a basis of (n − 1) vectors—all the vectors of the original basis, but
the vector |φj0 i. But this is impossible by definition of the dimensionality.

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 Hence, without loss of generality we may deal only with a linear-indepen-
dent basis, since we can always eliminate linear dependent vectors. Below we
assume that our basis is linear independent, so that n is the dimensionality
of our space.
Given an arbitrary basis{|φj i}, we can construct an orthonormal basis
{|ej i}:
h ei | ej i = δij . (26)
[The term orthonormal means orthogonal and normal, where orthogonal
means h ei | ej i = 0, ∀i 6= j, and normal means h ei | ei i = 1, ∀i.] This
is done by the Gram-Schmidt orthonormalization procedure:
q
|ẽ1 i = |φ1 i , |e1 i = |ẽ1 i/ hẽ1 |ẽ1 i ,
q
|ẽ2 i = |φ2 i − he1 |φ2 i |e1 i , |e2 i = |ẽ2 i/ hẽ2 |ẽ2 i ,
q
|ẽ3 i = |φ3 i − he1 |φ3 i |e1 i − he2 |φ3 i |e2 i , |e3 i = |ẽ3 i/ hẽ3 |ẽ3 i ,
· · · · · · · · · · · · · · · · · · · ·q · · ·
|ẽn i = |φn i − he1 |φn i |e1 i − . . . − hen−1 |φn i |en−1 i , |en i = |ẽn i/ hẽn |ẽn i .

By construction, each successive vector |ẽj0 i is orthogonal to all previous

vectors |ej i, and then it is just properly normalized to yield |ej0 i.
With the tool of the orthonormal basis, it is easy to show that each n-
dimensional inner-product space is isomorphic—the precise meaning of this
word will become clear later—to the vector space C n of the complex-number
rows, (x1 , x2 , . . . , xn ), where the summation, multiplication by a complex
number, and inner product are defined as follows.

(x1 , x2 , . . . , xn ) + (y1 , y2 , . . . , yn ) = (x1 + y1 , x2 + y2 , . . . , xn + yn ) , (27)

α (x1 , x2 , . . . , xn ) = (α x1 , α x2 , . . . , α xn ) , (28)
(x1 , x2 , . . . , xn ) · (y1 , y2 , . . . , yn ) = x∗1 y1 + x∗2 y2 + . . . + x∗n yn . (29)
Fixing some orthonormal basis {|ej i} in our vector space ν, we first note
that ∀ |xi ∈ ν, the coefficients xj —referred to as components of the vector
|xi with respect to the given basis—in the expansion
n
X
|xi = xj |ej i , (30)
j=1

are unique, being given by

xj = hej |xi , (31)

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which is seen by constructing inner products of the r.h.s. of (30) with the
basis vectors. This leads to a one-to-one mapping between the vectors of
the spaces ν and C n :
|xi ↔ (x1 , x2 , . . . , xn ) . (32)
By the axioms of the inner product, from (30)-(31) one makes sure that if
|xi ↔ (x1 , x2 , . . . , xn ) and |yi ↔ (y1 , y2 , . . . , yn ), then
|xi + |yi ↔ (x1 , x2 , . . . , xn ) + (y1 , y2 , . . . , yn ) , (33)
α |xi ↔ α (x1 , x2 , . . . , xn ) , (34)
hx|yi = (x1 , x2 , . . . , xn ) · (y1 , y2 , . . . , yn ) , (35)
That is we see a complete equivalence of the two vector spaces, and it is
precisely this type of equivalence which we understand by the word isomor-
phism.

Normed vector space. A vector space ν is said to be normed if ∀ x ∈ ν

there is defined a non-negative real number kxk satisfying the following re-
quirements (axioms of norm).
kx + yk ≤ kxk + kyk (Triangle inequality) . (36)
∀α ∈ C, ∀ x ∈ ν :
kαxk = |α| · kxk (Linearity of the norm) . (37)
Note that the linearity of the norm implies k0k = 0.
Finally, we require that from kxk = 0 it should follow that x = 0. Hence,
the norm is positive for all vectors, but zero.

Problem 22. Consider the vector space R2 , i.e. the set of pairs (x, y) of real
numbers.
(a) Show that the function k · kM defined by k(x, y)kM = max{|x|, |y|} is a norm
on R2 .
(b) Show that the function k · kS defined by k(x, y)kS = |x| + |y| is a norm on R2 .
(c) In any normed space ν the unit ball B1 is defined to be {u ∈ ν | kuk ≤ 1}. Draw
the unit ball in R2 for each of the norms, k · kM and k · kS .

An inner-product vector space is automatically a normed vector space, if one

defines the norm as q
kxk = h x | x i . (38)

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Problem 23. Prove that with the definition (38): (i) all the axioms of norm are
satisfied and (ii) there take place the following specific to the inner-product norm
properties.
hy|xi = 0 ⇒ kx + yk2 = kxk2 + kyk2 , (39)
Cauchy-Bunyakovsky-Schwarz inequality:

Re h y | x i ≤ kxk · kyk , (40)

moreover,
|h y | x i| ≤ kxk · kyk , (41)
parallelogram law:

kx − yk2 + kx + yk2 = 2 kxk2 + 2 kyk2 , (42)

and “polar identity”

© ª
h y | x i = (1/4) kx + yk2 − kx − yk2 + ikx + iyk2 − ikx − iyk2 . (43)

Hints. The triangle inequality directly follows from the simplest version of Cauchy-
Bunyakovsky inequality, Eq. (40). To prove Eq. (40), utilize the fact that the
product h x + λy | x + λy i is a second order polynomial of λ which is non-negative
∀λ (by an axiom of the inner product), which implies a certain constraint on its
discriminant. To arrive at Eq. (41), use the same approach, but with λ → λh y | x i.

Convergent sequence. Let ν be a normed vector space. The sequence of

vectors {xk , k = 1, 2, 3, . . .} ∈ ν is said to be convergent to the vector x ∈ ν,
if ∀ ε > 0 ∃ kε , such that if k > kε , then kx − xk k < ε. The fact that the
sequence {xk } converges to x is symbolically written as x = limk→∞ xk .

Cauchy sequence. The sequence of vectors {xk , k = 1, 2, 3, . . .} ∈ ν is

said to be a Cauchy sequence if ∀ ε > 0 ∃ kε , such that if m, n > kε , then
kxm − xn k < ε.

Any convergent sequence is necessarily a Cauchy sequence.

Problem 24. Show this.

The question now is: Does any Cauchy sequence in a given vector space
ν converge to some vector x ∈ ν? The answer is not necessarily positive
and essentially depends on the structure of the vector space ν. (Normed

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spaces where all Cauchy sequences converge are called complete spaces, or
Banach spaces.) For any inner-product vector space of a finite dimension
the answer is positive and is readily proven by utilizing the fact of existence
of the orthonormal basis, {|ei i}. First we note that if
n
X
|ai = α i | ei i , (44)
i=1

then q
kak = |α1 |2 + |α2 |2 + . . . + |αn |2 . (45)
If we have a Cauchy sequence of vectors |a(k) i, then for any given i =
(k)
1, 2, · · · , n the i-th coordinates of the vectors, αi , form a Cauchy sequence
of complex numbers. Any Cauchy sequence of complex numbers converges
to some complex number.—This is a consequence of the fact that a complex-
number Cauchy sequence is equivalent to two real-number Cauchy sequences
(for the real and imaginary parts, respectively) and a well-known fact of the
theory of real numbers that any real-number Cauchy sequence is convergent
(completeness of the set of real numbers). We thus introduce the numbers
(k)
αi = lim αi , (46)
k→∞

and easily see that our vector sequence converges to the vector
n
X
|ai = αi | ei i . (47)
i=1

A complete inner-product space is called Hilbert space. We have demon-

strated that all finite-dimensional inner-product vector spaces are Hilbert
spaces. What about infinite-dimensional ones?
An important example of complete infinite-dimensional vector space is
the space C[a, b] of all continuous complex-valued functions f (x), x ∈ [a, b]
with the norm defined as kf ksup = max{|f (x)|, x ∈ [a, b]}. This norm
(which is called ‘sup’ norm, from ‘supremum’) guaranties that any Cauchy
sequence of functions fk (x) converges homogeneously to some continuous
function f (x). A problem with the ‘sup’ norm however is that it does not
satisfy the parallelogram law Eq. (42) which means that it cannot be asso-
ciated with this or that inner product.

Problem 25. Show by an example that the ‘sup’ norm does not imply the paral-
lelogram law.

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Hence here we have an example of a Banach space which is not a Hilbert
space.

Countably infinite orthonormal system. Let {|ej i}, j = 1, 2, 3, . . . be

an infinite countable orthonormal set of vectors in some infinite-dimensional
inner-product vector space. The series
∞
X
hej |xi |ej i (48)
j=1

is called Fourier series for the vector |xi with respect to the given orthonor-
mal systems; the numbers hej |xi are called Fourier coefficients.
Theorem. Partial sums of the Fourier series form a Cauchy sequence.
Proof. We need to show that {|x(n) i}, where
n
X
(n)
|x i= hej |xi |ej i (49)
j=1

a Cauchy sequence. From (39) we have

m
X
kx(m) − x(n) k2 = |hej |xi|2 (m > n) , (50)
j=n

which means that it is sufficient to show that the real-number series

∞
X
|hej |xi|2 (51)
j=1

converges. The series (51) is non-negative, and to prove its convergence it

is enough to demonstrate that it is bounded from above. This is done by
utilizing the inequality
h x − x(n) | x − x(n) i ≥ 0 . (52)
A straightforward algebra shows that
n
X
h x − x(n) | x − x(n) i = kxk2 − |hej |xi|2 . (53)
j=1

Hence, we obtain
n
X
|hej |xi|2 ≤ kxk2 (Bessel inequality) , (54)
j=1

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and prove the theorem.
Moreover, rewriting Eq. (53) as
v
u n
X
(n) u
kx − x k = tkxk2 − |hej |xi|2 . (55)
j=1

we see that for the series (49) to converge to the vector |xi it is necessary
and sufficient to satisfy the condition
∞
X
|hej |xi|2 = kxk2 (Parseval relation) . (56)
j=1

Spanning. As we discussed earlier, a set ν̃ of all linear combinations con-

structed out of a finite number of given vectors, {|φj i} (j = 1, 2, . . . , n) forms
a subspace of the original vector space ν. In this connection we use the term
span: ν̃ is a span of vectors {|φj i}. Equivalently, we say that vectors {φj }
span subspace ν̃.
In a Hilbert space, the notion of span can be generalized to a countably
infinite number of vectors in a system. Now we consider all the Cauchy
sequences that can be constructed out of finite-number linear combinations
of the vectors of our system. Without loss of generality, we can consider only
orthonormal systems (ONS), and only special Cauchy sequences. Namely,
the ones that correspond to Fourier series for elements of the original vector
space in terms of the given ONS. The vector properties of the new set follow
from the definition of the Fourier series. Denoting by |x0 i the Fourier series
corresponding to the vector |xi, we see that |x0 i + |y 0 i = |(x + y)0 i and
α|x0 i = |(αx)0 i. The vector |x0 i is called projection of the vector |xi on the
subspace spanned by the orthonormal system.
¦ In Quantum Mechanical Measurement Theory, such projections play
most crucial part: They describe the collapse of the wave function after
the measurement. For example, the measurement of the sign of momentum
of 1D particle projects the wavefunction onto subspace spanned by all the
eigen states of momentum corresponding to the observed sign.
By the definition of the span ν̃, corresponding ONS forms an orthonor-
mal basis (ONB) in it, that is any vector x ∈ ν̃ can be represented as the
Fourier series over this ONS, that converges to x. Correspondingly, if ONS
spans the whole Hilbert space, then it forms ONB in this Hilbert space, and
for any vector of the Hilbert space the Fourier series converges to

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Completion. Actually, any normed vector space can be upgraded to a
complete space. And any inner-product vector space can be upgraded to a
Hilbert space. Corresponding vector space is called completion. The proce-
dure of completing an incomplete vector space ν is as follows. Consider a
set ν̃ of all Cauchy sequences {xk } ∈ ν. The set ν̃ is a vector space with
respect to the addition and multiplication by a complex number α defined
as
| {xk } i + | {yk } i = | {xk + yk } i , (57)
α | {xk } i = | {α xk } i . (58)
[That is the sum of sequences is defined as the sequence of sums; the product
of a sequence and a number is the sequence of products.] We also need to
introduce the equality as

| {xk } i = | {yk } i , if lim kxk − yk k = 0 . (59)

k→∞

The space ν̃ naturally contains ν as a subspace, since all convergent in

ν sequences can be identified with their limits. The crucial point is to
introduce the norm/inner product in ν̃. This is done by an observation
(the proof is not difficult, but goes beyond the scope of our course) that for
any Cauchy sequence the sequence of norms is convergent, and for any two
Cauchy sequences in an inner-product space the sequence of inner products
is convergent. One then simply defines

k{xk }k = lim kxk k , (60)

k→∞

and, if ν is an inner-product space,

h {yk } | {xk } i = lim h yk | xk i . (61)

k→∞

Isomorphism of Hilbert spaces with a countably infinite basis.

Given a Hilbert space with a countably infinite basis {|ej i}, one can con-
struct an isomorphism of this space with a particular space, l2 , which consists
of infinite complex-number rows, (x1 , x2 , x3 , . . .), subject to the condition
∞
X
|xj |2 < ∞ . (62)
j=1

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The construction of the isomorphism is absolutely the same as in the pre-
viously considered case of the finite-dimensional space, and we do not need
to repeat it. The only necessary remark is that the convergence of corre-
sponding series in the space l2 is guaranteed by Eq. (62). This isomorphism
means that all the Hilbert spaces with a countably infinite basis have a
similar structure which is very close to that of a finite-dimensional Hilbert
space.

Inner product space of functions. Let us try to define an inner product

in the space C[a, b] as
Z b
hf |gi = f¯g w dx , (63)
a
where w ≡ w(x) is some real positive-definite function [for the sake of brief-
ness, below we set w ≡ 1, since we can always restore it in all the integrals
by dx → w(x) dx.] All the axioms of the inner product are satisfied. What
about completeness? The norm now is given by
s
Z b
kf k = |f |2 dx , (64)
a

and it is easy to show that the space C[a, b] is not complete with respect
to this norm. Indeed, consider a Cauchy sequence of functions fk (x), x ∈
[−1, 1], where fk (x) = 0 at x ∈ [−1, 0], fk (x) = kx at x ∈ [0, 1/k], and
fk (x) = 1 at x ∈ [1/k, 1]. It is easily seen that in the limit of k → ∞
the sequence {fk } converges to the function f (x) such that f (x) = 0 at
x ∈ [−1, 0], f (x) = 1 at x ∈ (−1, 0]. But the function f (x) is discontinuous
at x = 0, that is f ∈/ C[a, b].
Is it possible to construct a Hilbert space of functions? The answer is
“yes”, but the theory becomes quite non-trivial. Here we confine ourselves
with outlining some most important results. First, one has to understand
the integral in the definition of the inner product (63) as a Lebesgue integral,
which is a more powerful integration scheme than the usual one. Then, one
introduces the set of functions, L2 [a, b], by the following rule: f ∈ L2 [a, b] if
the Lebesgue integral
Z b
|f |2 dx (65)
a
does exist. For the set L2 [a, b] to be a vector space, one has to introduce a
weaker than usual notion of equality. Namely, two functions, f (x) and g(x),

12
if considered as vectors of the space L2 [a, b], are declared “equal” if
Z b
|f − g|2 dx = 0 . (66)
a

Fore example, the function f (x) = 0 at x ∈ [a, b) and f (b) = 1 is “equal”

to the function g(x) ≡ 0. It can be proven that this definition of equality
implies that the two “equal” functions coincide almost everywhere, where the
term ‘almost everywhere’ means that the set of points where the functions
do not coincide is of the measure zero. [A set of points is of measure zero
if it can be covered by a countable set of intervals of arbitrarily small total
length.] Correspondingly, the convergence by the inner product norm is
actually a convergence almost everywhere.
According to the Riesz-Fisher theorem, the vector space L2 [a, b] is a
Hilbert space with countably infinite basis.
Also important is the Stone-Weierstrass theorem which states that the
set of polynomials {xk , k = 0, 1, 2, . . .} forms a basis in L2 [a, b]. That is any
f ∈ L2 [a, b] can be represented as a series
∞
X
|f i = ak xk , (67)
k=0

which converges to |f i by the inner product norm, that is the series (67)
converges to f (x) almost everywhere. The basis of polynomials {xk , k =
0, 1, 2, . . .} is not orthogonal. However, one can easily orthonormalize it
by the Gram-Schmidt process. The orthonormalized polynomials are called
Legendre polynomials. Clearly, the particular form of Legendre polynomials
depends on the interval [a, b].
It is worth noting that while the space L2 [a, b] contains pretty weird
functions—for example, featuring an infinite number of jumps—the poly-
nomial basis consists of analytic functions. This is because any function in
L2 [a, b] can be approximated to any given accuracy—in the integral sense
of Eq. (63)—by some polynomial. In this connection they say that the set
of all polynomials is dense in L2 [a, b].

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