1 Elementary properties of Hilbert space

Definition A (complex) inner (scalar) product space is a vector space H together

with a map h , i : H H C such that, for all x, y, z H and , C,

1. hx + y, zi = hx, zi + hy, zi,

2. hx, yi = hy, xi,
3. hx, xi 0, and hx, xi = 0 x = 0 .
Properties 1,2 and 3 imply
4. h(x, y + zi = hx, yi + hx, zi,
5. hx, 0i = h0, xi = 0.

Theorem 1.1 (Cauchy-Schwartz inequality)

|hx, yi| hx, xi1/2 hy, yi1/2 , x, y H.

Proof. For all we have hx + y, x + yi 0. That is, for real

2 hx, xi + (hx, yi + hy, xi) + hy, yi 0 .
In the case that hx, yi is real, we have that the discriminant (b2 4ac) of this
quadratic function of is negative which gives the result.
In general, put x1 = ei x where is the argument of the complex number hx, yi.
Then hx1 , yi = ei hx, yi = |hx, yi| is real and hx1 , x1 i = hx, xi. Applying the above to
x1 , y gives the required result.
hy,xi
[Alternatively, put = hx,xi in hx + y, x + yi 0.]

Theorem 1.2
kxk = hx, xi1/2 is a norm on H.

1
Proof. The facts that kxk 0, kxk = 0 x = 0 and kxk = hx, xi 2 = ||.kxk
are all clear from the equivalent properties of the inner product. For the triangle
inequality,
kx + yk2 = kxk2 + kyk2 + hx, yi + hy, xi
kxk2 + kyk2 + 2|hx, yi|
kxk2 + kyk2 + 2kxk.kyk using (1.1)
2
= (kxk + kyk) .

Lemma 1.3 (Polarization identity)

1h i
hx, yi = kx + yk2 kx yk2 + ikx + iyk2 ikx iyk2 .
4
Proof.

kx + yk2 = kxk2 + kyk2 + hx, yi + hy, xi

kx yk2 = kxk2 + kyk2 + hx, yi + hy, xi
ikx + iyk2 = ikxk2 + ikyk2 + hx, yi hy, xi
ikx iyk2 = ikxk2 + ikyk2 + hx, yi hy, xi .

Adding the above gives the result.

Lemma 1.4 (Paralellogram law)

kx + yk2 + kx yk2 = 2kxk2 + 2kyk2 .

Proof.

kx + yk2 = kxk2 + kyk2 + hx, yi + hy, xi

kx yk2 = kxk2 + kyk2 hx, yi hy, xi .

Adding the above gives the result.

Definition x is said to be orthogonal to y if hx, yi = 0; we write x y.

Lemma 1.5 (Theorem of Pythagoras)

hx, yi = 0 = kxk2 + kyk2 = kx + yk2 .

Proof. Obvious.
Definition. If H is an inner product space and (H, k k ) is complete then H is called
a Hilbert space.
A set C (in a vector space) is convex if

x, y C = x + (1 )y C whenever 0 1 .

In a metric space, the distance from a point x to a set S is

d(x, S) = inf{kx sk : s S}.

Theorem 1.6 If K is a closed convex set in a Hilbert space H and h H then there
exists a unique k K such that

d(h, K) = kh kk.

Proof. Let C = K h = {k h : k K}. Note that C is also closed and convex,

d(h, K) = d(0, C) and if c = k h C is of minimal norm then k is the required
element of K. Therefore it is sufficient to prove the theorem for the case h = 0.
Let d = d(0, C) = inf cC kck. The kck d for all c C. Choose a sequence (cn ) such
that (kcn k) d. Using the parallelogram law (Lemma 1.4),

kcn + cm k2 + kcn cm k2 = 2kcn k2 + 2kcm k2 .

cn +cm
But, since C is convex, 2
C and so k cn +c
2
m
k d; that is kcn + cm k2 4d2 .
Therefore

0 kcn cm k2 = 2kcn k2 + 2kcm k2 kcn + cm k2

2(kcn k2 + kcm k2 ) 4d2 0 ()

as n, m . It follows easily that (cn ) is a Cauchy sequence. [ Since (kcn k) d,

2
given > 0, there exists n0 such that for n > n0 , 2(kcn k2 d2 ) < 2 . Then (*) shows
that for n, m > n0 , kcn cm k < .] Since H is complete and C is closed, (cn ) converges
to an element c C and kck = limn kcn k = d.
To prove uniqueness, suppose also that c0 C with kc0 k = d. The same calculation
as for (*) (with cn = c and cm = c0 ) shows that

0 kc c0 k2 2kck2 + 2kc0 k2 kc + c0 k2 2d2 + 2d2 4d2 = 0

and so c = c0 .

Lemma 1.7 If N is a closed subspace of a Hilbert space H and h H then

d(h, N ) = kh n0 k if and only if hh n0 , ni = 0 for all n N .

Proof. Suppose d(h, N ) = kh n0 k. Write z = h n0 . Then for all non-zero n N ,

2
hz, nin
2
kzk z


knk2
2|hz, ni|2 |hz, ni|2
= kzk2 +
knk2 knk2
|hz, ni|2
= kzk2
knk2

so hz, ni = 0.
Conversely if h n0 N then, by Pythagoras (Lemma 1.5) for all n N ,

kh nk2 = kh n0 + n0 nk2 = kh n0 k2 + kn0 nk2 kh n0 k2 .

Hence inf nN kh nk is attained at n0 .

Note that the above proof is putting a geometrical argument into symbolic form. The
quantity hz,nin
knk2
is the resolution of the vector z in the direction of n.
In these notes the term subspace (of a Hilbert space) will always mean a closed
subspace. The justification for this is that the prefix sub refers to a substructure;
so the subspace should be a Hilbert space in its own right, that is, it should be
complete. But it is an easy fact that a subset of a complete space is complete if and
only if it is closed.
Definition. Given a subset S of H the orthogonal complement S is defined by

S = {x : hx, si = 0 for all s S} .

Corollary 1.8 If N is a (closed) subspace of a Hilbert space H,

N = (0) N = H

Proof. Clearly, if N = H then N = (0). For the converse, if N 6= H take h

/ N,
Then there is n0 N such that d(h, N ) = kh n0 k and the Lemma shows that
0 6= h n0 N , so N 6= (0).

Lemma 1.9 For subsets of a Hilbert space H

(i) S is a closed subspace,
(ii) S1 S2 = S1 S2 ,
(iii) S S ,
(iv) S = S ,
(v) S S = (0).

Proof. (i) Clearly S is a vector subspace. To show it is closed, let tn S be a

sequence converging to t. Then, by the continuity of the inner product, for all s S,

ht, si = n
lim htn , si = 0

so t S . [In grim detail, |ht, si| = |ht tn , si| kt tn k.ksk 0 , so, since ht, si
does not depend on n, ht, si = 0.]
(ii) and (iii) are clear. For (iv), apply (iii) to S yields S S , and applying (ii)
to (iii) to gives the reverse inclusion. For (v), if x S S then hx, xi = 0 so x = 0.

Lemma 1.10 If M and N are orthogonal subspaces of a Hilbert space then M N

is closed.

Proof. Note that since N M , we have that N M = (0) and the sum M + N is
automatically direct. Let zn M N such that (zn ) z. We need to show that
z M N . Now zn = xn +yn with xn N and yn M . Therefore, using Pythagoras
(Lemma 1.5) since M N ,

kzn+p zn k2 = kxn+p xn k2 + kyn+p yn k2 .

As (zn ) is convergent, it is a Cauchy sequence. If follows easily from the above that
both (xn ) and (yn ) are Cauchy sequences so, since H is complete, (xn ) and (yn ) both
converge. Call the limits x and y. Then, since M and N are closed subspaces, x M
and y N . Thus z = lim(xn + yn ) = x + y M N .
Theorem 1.11 If N is a subspace of a Hilbert space H then N N = H.

Proof. From above, N N is a (closed) subspace. Also, if x (N N ) then

x N N so x = 0. Therefore, from Corollary 1.8, N N = H.

Corollary 1.12
(i) If N is a subspace then N = N .
(ii) For any subset S of a Hilbert space H, S is the smallest subspace containing
S.

Proof. (i) From Lemma 1.9 (iii) N N . Since H = N N , if x N then

x = s + t with s N and t N . But then also t = x s N , so t = 0 and
x = s N.
(ii) Clearly S is a subspace containing S. If M is any subspace containing S then
(Lemma 1.9 (ii)) S M = M .
 Exercises 1

1. For a Hilbert space H, show that the inner product, considered as a map from H H
to C, is continuous.
2. Let H1 and H2 be Hilbert spaces. Let H be the set of ordered pairs H1 H2 with
addition and multiplication defined (in the usual way) as follows:
(h1 , h2 ) + (g1 , g2 ) = (h1 + g1 , h2 + g2 )
(h1 , h2 ) = (h1 , h2 ).
Show that the inner product defined by
h(h1 , h2 ), (g1 , g2 )i = hh1 , g1 i + hh2 , g2 i
satisfies the axioms for an inner product and H with this inner product is a Hilbert
space. [H is called the (Hilbert space) direct sum of H1 and H2 . One writes H =
H1 H2 .]
3. Prove that in the CauchySchwarz inequality |hx, yi| kxkkyk the equality holds iff
the vectors x and y are linearly dependent.
4. For which real does the function f (t) = t belong to
(i) L2 [0, 1] (ii) L2 [1, ] (iii) L2 [0, ] ?
5. Let x and y be vectors in an inner product space. Given that k x + y k=k x k + k y k,
show that x and y are linearly dependent.
6. Let W [0, 1] be the space of complex-valued functions which are continuously differ-
entiable on [0, 1]. Show that,
Z 1
hf, gi = {f (t)g(t) + f 0 (t)g 0 (t)} dt
0

defines an inner product on W [0, 1].

7. Prove that in a complex inner product space the following equalities hold:
N
1 X
hx, yi = kx + e2ik/N yk2 e2ik/N for N 3,
N k=1
1 Z 2
hx, yi = kx + ei yk2 ei d .
2 0
[This generalizes the polarization identity.]
8. Let M and N be closed subspaces of a Hilbert space. Show that
(i) (M + N ) = M N (ii) (M N ) = M + N .
9. Show that the vector subspace of `2 spanned by sequences of the form (1, , 2 , 3 , . . .),
where 0 < 1, is dense in `2 .
A challenging but not very important exercise :
10. Show that, for any four points of a Hilbert space,
k x z k . k y t kk x y k . k z t k + k y z k . k x t k .