Difference between revisions of "Cayley transform"
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+ | $#C+1 = 43 : ~/encyclopedia/old_files/data/C021/C.0201100 Cayley transform | ||
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− | + | ''of a linear (dissipative) operator $ A $ | |
+ | with domain $ \mathop{\rm Dom} A $ | ||
+ | dense in a Hilbert space $ H $'' | ||
+ | |||
+ | The operator $ C _ {A} = ( A - iI) ( A + iI) ^ {-} 1 $, | ||
+ | defined on the subspace $ \mathop{\rm Dom} C _ {A} = ( A + iI) \mathop{\rm Dom} A $. | ||
+ | A matrix version of this transform was considered by A. Cayley. The Cayley transform establishes a correspondence between the properties of operators $ A $ | ||
+ | with spectra $ \sigma ( A) $" | ||
+ | close" to the real line and operators with almost-unitary spectra (close to the circle $ \{ {\zeta \in \mathbf C } : {| \zeta | = 1 } \} $). | ||
+ | The following propositions are true: 1) if $ A $ | ||
+ | is a linear [[Dissipative operator|dissipative operator]], then $ C _ {A} $ | ||
+ | is a contraction (i.e. $ \| C _ {A} x \| \leq \| x \| $, | ||
+ | $ x \in \mathop{\rm Dom} A $) | ||
+ | and $ \mathop{\rm Ker} ( I - C _ {A} ) = \{ 0 \} $; | ||
+ | 2) if $ T $ | ||
+ | is a contraction, $ \mathop{\rm Ker} ( I - T) = \{ 0 \} $ | ||
+ | and $ ( I - T) \mathop{\rm Dom} T $ | ||
+ | is dense in $ H $, | ||
+ | then $ T = C _ {A} $ | ||
+ | for some linear dissipative operator $ A $; | ||
+ | in fact, $ A = i ( I + T) ( I - T) ^ {-} 1 $; | ||
+ | 3) $ A $ | ||
+ | is symmetric (self-adjoint) if and only if $ C _ {A} $ | ||
+ | is isometric (unitary); 4) $ \sigma ( A) = \omega ( \sigma ( C _ {A} )) $, | ||
+ | where $ \omega ( \zeta ) = i ( 1 + \zeta ) ( 1 - \zeta ) ^ {-} 1 $, | ||
+ | in particular, $ A $ | ||
+ | is bounded if and only if $ 1 \notin \sigma ( C _ {A} ) $; | ||
+ | and 5) if $ \gamma $ | ||
+ | is an operator ideal in $ H $, | ||
+ | then $ A - B \in \gamma $ | ||
+ | implies $ C _ {A} - C _ {B} \in \gamma $; | ||
+ | if $ A, B $ | ||
+ | are bounded operators, then the converse is also valid: $ C _ {A} - C _ {B} \in \gamma $ | ||
+ | implies $ A - B \in \gamma $. | ||
+ | The Cayley transform also establishes a correspondence between certain other characteristics of the operators $ A $ | ||
+ | and $ C _ {A} $: | ||
+ | classifications of parts of the spectrum, multiplicities of spectra, structures of invariant subspaces, functional calculi, spectral decompositions, etc. Thus, if $ A $ | ||
+ | is a [[Self-adjoint operator|self-adjoint operator]] with resolution of the identity $ \{ E _ {t} \} $, | ||
+ | $ t \in \mathbf R $, | ||
+ | then $ \{ F _ {s} \} $, | ||
+ | $ F _ {s} = E _ {t} $ | ||
+ | for $ s = - 2 \mathop{\rm arctan} t $, | ||
+ | is a resolution of the identity for $ C _ {A} $ | ||
+ | and | ||
+ | |||
+ | $$ | ||
+ | A = \ | ||
+ | \int\limits _ { 0 } ^ { {2 } \pi } | ||
+ | \mathop{\rm cotan} \ | ||
+ | { | ||
+ | \frac{s}{2} | ||
+ | } dF _ {s} . | ||
+ | $$ | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</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><TR><TD valign="top">[2]</TD> <TD valign="top"> B. Szökefalvi-Nagy, Ch. Foiaş, "Harmonic analysis of operators on Hilbert space" , North-Holland (1970) (Translated from French)</TD></TR></table> | <table><TR><TD valign="top">[1]</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><TR><TD valign="top">[2]</TD> <TD valign="top"> B. Szökefalvi-Nagy, Ch. Foiaş, "Harmonic analysis of operators on Hilbert space" , North-Holland (1970) (Translated from French)</TD></TR></table> |
Revision as of 16:43, 4 June 2020
of a linear (dissipative) operator $ A $
with domain $ \mathop{\rm Dom} A $
dense in a Hilbert space $ H $
The operator $ C _ {A} = ( A - iI) ( A + iI) ^ {-} 1 $, defined on the subspace $ \mathop{\rm Dom} C _ {A} = ( A + iI) \mathop{\rm Dom} A $. A matrix version of this transform was considered by A. Cayley. The Cayley transform establishes a correspondence between the properties of operators $ A $ with spectra $ \sigma ( A) $" close" to the real line and operators with almost-unitary spectra (close to the circle $ \{ {\zeta \in \mathbf C } : {| \zeta | = 1 } \} $). The following propositions are true: 1) if $ A $ is a linear dissipative operator, then $ C _ {A} $ is a contraction (i.e. $ \| C _ {A} x \| \leq \| x \| $, $ x \in \mathop{\rm Dom} A $) and $ \mathop{\rm Ker} ( I - C _ {A} ) = \{ 0 \} $; 2) if $ T $ is a contraction, $ \mathop{\rm Ker} ( I - T) = \{ 0 \} $ and $ ( I - T) \mathop{\rm Dom} T $ is dense in $ H $, then $ T = C _ {A} $ for some linear dissipative operator $ A $; in fact, $ A = i ( I + T) ( I - T) ^ {-} 1 $; 3) $ A $ is symmetric (self-adjoint) if and only if $ C _ {A} $ is isometric (unitary); 4) $ \sigma ( A) = \omega ( \sigma ( C _ {A} )) $, where $ \omega ( \zeta ) = i ( 1 + \zeta ) ( 1 - \zeta ) ^ {-} 1 $, in particular, $ A $ is bounded if and only if $ 1 \notin \sigma ( C _ {A} ) $; and 5) if $ \gamma $ is an operator ideal in $ H $, then $ A - B \in \gamma $ implies $ C _ {A} - C _ {B} \in \gamma $; if $ A, B $ are bounded operators, then the converse is also valid: $ C _ {A} - C _ {B} \in \gamma $ implies $ A - B \in \gamma $. The Cayley transform also establishes a correspondence between certain other characteristics of the operators $ A $ and $ C _ {A} $: classifications of parts of the spectrum, multiplicities of spectra, structures of invariant subspaces, functional calculi, spectral decompositions, etc. Thus, if $ A $ is a self-adjoint operator with resolution of the identity $ \{ E _ {t} \} $, $ t \in \mathbf R $, then $ \{ F _ {s} \} $, $ F _ {s} = E _ {t} $ for $ s = - 2 \mathop{\rm arctan} t $, is a resolution of the identity for $ C _ {A} $ and
$$ A = \ \int\limits _ { 0 } ^ { {2 } \pi } \mathop{\rm cotan} \ { \frac{s}{2} } dF _ {s} . $$
References
[1] | N.I. Akhiezer, I.M. Glazman, "Theory of linear operators in Hilbert space" , 1–2 , Pitman (1981) (Translated from Russian) |
[2] | B. Szökefalvi-Nagy, Ch. Foiaş, "Harmonic analysis of operators on Hilbert space" , North-Holland (1970) (Translated from French) |
Cayley transform. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Cayley_transform&oldid=46290