Difference between revisions of "Hilbert-Schmidt operator"
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+ | An operator $ A $ | ||
+ | acting on a Hilbert space $ H $ | ||
+ | such that for any orthonormal basis $ \{ x _ {i} \} $ | ||
+ | in $ H $ | ||
+ | the following condition is met: | ||
+ | |||
+ | $$ | ||
+ | \| A \| ^ {2} = \ | ||
+ | \sum _ { i } \| Ax _ {i} \| ^ {2} < \infty | ||
+ | $$ | ||
(however, this need be true for some basis only). A Hilbert–Schmidt operator is a [[Compact operator|compact operator]] for which the condition | (however, this need be true for some basis only). A Hilbert–Schmidt operator is a [[Compact operator|compact operator]] for which the condition | ||
− | + | $$ | |
+ | \sum _ { i } | \lambda _ {i} ( A) | ^ {2} | ||
+ | \leq \sum _ { i } s _ {i} ^ {2} ( A) = \ | ||
+ | \| A \| ^ {2} = \mathop{\rm Tr} ( A ^ {*} A); | ||
+ | $$ | ||
− | applies to its | + | applies to its $ s $- |
+ | numbers $ s _ {i} ( A) $ | ||
+ | and its eigen values $ \lambda _ {i} ( A) $; | ||
+ | here $ A ^ {*} A $ | ||
+ | is a trace-class operator ( $ A ^ {*} $ | ||
+ | is the adjoint of $ A $ | ||
+ | and $ \mathop{\rm Tr} C $ | ||
+ | is the trace of an operator $ C $). | ||
+ | The set of all Hilbert–Schmidt operators on a fixed space $ A $ | ||
+ | forms a Hilbert space with scalar product | ||
− | + | $$ | |
+ | \langle A, B \rangle = \ | ||
+ | \mathop{\rm Tr} ( AB ^ {*} ). | ||
+ | $$ | ||
− | If | + | If $ R _ \lambda ( A) = ( A - \lambda E ) ^ {-} 1 $ |
+ | is the resolvent of $ A $ | ||
+ | and | ||
− | + | $$ | |
+ | \mathop{\rm det} _ {2} ( E - zA) = \ | ||
+ | \prod _ { i } ( 1 - z \lambda _ {i} ( A)) e ^ {z \lambda _ {i} ( A) } | ||
+ | $$ | ||
is its regularized characteristic determinant, then the Carleman inequality | is its regularized characteristic determinant, then the Carleman inequality | ||
− | + | $$ | |
+ | \left \| \mathop{\rm det} _ {2} \left ( E - { | ||
+ | \frac{1} \lambda | ||
+ | } A \right ) | ||
+ | R _ \lambda ( A) \right \| | ||
+ | \leq | \lambda | \mathop{\rm exp} \left [ | ||
+ | { | ||
+ | \frac{1}{2} | ||
+ | } \left ( 1 + | ||
+ | \frac{\| A \| ^ {2} }{| \lambda | ^ {2} } | ||
+ | |||
+ | \right ) \right ] | ||
+ | $$ | ||
holds. | holds. | ||
A typical representative of a Hilbert–Schmidt operator is a [[Hilbert–Schmidt integral operator|Hilbert–Schmidt integral operator]] (which explains the origin of the name). | A typical representative of a Hilbert–Schmidt operator is a [[Hilbert–Schmidt integral operator|Hilbert–Schmidt integral operator]] (which explains the origin of the name). | ||
− | |||
− | |||
====Comments==== | ====Comments==== | ||
− | The | + | The $ s $- |
+ | numbers or [[singular value]]s of $ A $ | ||
+ | are the (positive) eigen values of the self-adjoint operator $ A ^ {*} A $. | ||
+ | Instead of Hilbert–Schmidt operator one also says "operator of Hilbert–Schmidt class" . A bounded operator $ T $ | ||
+ | on a Hilbert space is said to be of trace class if $ \sum \langle T \phi _ {j,\ } \psi _ {j} \rangle < \infty $ | ||
+ | for arbitrary complete orthonormal systems $ \{ \phi _ {j} \} $, | ||
+ | $ \{ \psi _ {j} \} $. | ||
+ | Equivalently, $ T $ | ||
+ | is of trace class if $ \sum s _ {i} ( T) < \infty $. | ||
+ | The trace of such an operator is defined as $ \sum \langle T \phi _ {j} , \phi _ {j} \rangle $, | ||
+ | where $ \phi _ {j} $ | ||
+ | is any orthonormal basis. The product of two Hilbert–Schmidt operators is of trace class and the converse is also true. | ||
− | The norm | + | The norm $ \| A \| $ |
+ | in the above article is not the usual operator norm of $ A $ | ||
+ | but its [[Hilbert–Schmidt norm|Hilbert–Schmidt norm]]. | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> M. Reed, B. Simon, "Methods of modern mathematical physics" , '''1. Functional analysis''' , Acad. Press (1972)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> I.C. Gohberg, S. Goldberg, "Basic operator theory" , Birkhäuser (1977)</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top"> N.I. Akhiezer, I.M. Glazman, "Theory of linear operators in Hilbert space" , '''1–2''' , Pitman (1981) (Translated from Russian)</TD></TR></table> | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> M. Reed, B. Simon, "Methods of modern mathematical physics" , '''1. Functional analysis''' , Acad. Press (1972)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> I.C. Gohberg, S. Goldberg, "Basic operator theory" , Birkhäuser (1977)</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top"> N.I. Akhiezer, I.M. Glazman, "Theory of linear operators in Hilbert space" , '''1–2''' , Pitman (1981) (Translated from Russian)</TD></TR></table> |
Latest revision as of 22:10, 5 June 2020
An operator $ A $
acting on a Hilbert space $ H $
such that for any orthonormal basis $ \{ x _ {i} \} $
in $ H $
the following condition is met:
$$ \| A \| ^ {2} = \ \sum _ { i } \| Ax _ {i} \| ^ {2} < \infty $$
(however, this need be true for some basis only). A Hilbert–Schmidt operator is a compact operator for which the condition
$$ \sum _ { i } | \lambda _ {i} ( A) | ^ {2} \leq \sum _ { i } s _ {i} ^ {2} ( A) = \ \| A \| ^ {2} = \mathop{\rm Tr} ( A ^ {*} A); $$
applies to its $ s $- numbers $ s _ {i} ( A) $ and its eigen values $ \lambda _ {i} ( A) $; here $ A ^ {*} A $ is a trace-class operator ( $ A ^ {*} $ is the adjoint of $ A $ and $ \mathop{\rm Tr} C $ is the trace of an operator $ C $). The set of all Hilbert–Schmidt operators on a fixed space $ A $ forms a Hilbert space with scalar product
$$ \langle A, B \rangle = \ \mathop{\rm Tr} ( AB ^ {*} ). $$
If $ R _ \lambda ( A) = ( A - \lambda E ) ^ {-} 1 $ is the resolvent of $ A $ and
$$ \mathop{\rm det} _ {2} ( E - zA) = \ \prod _ { i } ( 1 - z \lambda _ {i} ( A)) e ^ {z \lambda _ {i} ( A) } $$
is its regularized characteristic determinant, then the Carleman inequality
$$ \left \| \mathop{\rm det} _ {2} \left ( E - { \frac{1} \lambda } A \right ) R _ \lambda ( A) \right \| \leq | \lambda | \mathop{\rm exp} \left [ { \frac{1}{2} } \left ( 1 + \frac{\| A \| ^ {2} }{| \lambda | ^ {2} } \right ) \right ] $$
holds.
A typical representative of a Hilbert–Schmidt operator is a Hilbert–Schmidt integral operator (which explains the origin of the name).
Comments
The $ s $- numbers or singular values of $ A $ are the (positive) eigen values of the self-adjoint operator $ A ^ {*} A $. Instead of Hilbert–Schmidt operator one also says "operator of Hilbert–Schmidt class" . A bounded operator $ T $ on a Hilbert space is said to be of trace class if $ \sum \langle T \phi _ {j,\ } \psi _ {j} \rangle < \infty $ for arbitrary complete orthonormal systems $ \{ \phi _ {j} \} $, $ \{ \psi _ {j} \} $. Equivalently, $ T $ is of trace class if $ \sum s _ {i} ( T) < \infty $. The trace of such an operator is defined as $ \sum \langle T \phi _ {j} , \phi _ {j} \rangle $, where $ \phi _ {j} $ is any orthonormal basis. The product of two Hilbert–Schmidt operators is of trace class and the converse is also true.
The norm $ \| A \| $ in the above article is not the usual operator norm of $ A $ but its Hilbert–Schmidt norm.
References
[a1] | M. Reed, B. Simon, "Methods of modern mathematical physics" , 1. Functional analysis , Acad. Press (1972) |
[a2] | I.C. Gohberg, S. Goldberg, "Basic operator theory" , Birkhäuser (1977) |
[a3] | N.I. Akhiezer, I.M. Glazman, "Theory of linear operators in Hilbert space" , 1–2 , Pitman (1981) (Translated from Russian) |
Hilbert-Schmidt operator. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Hilbert-Schmidt_operator&oldid=15046