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PhyslibAlpha.ProbabilisticTheory.HilbertSpace.Unbounded.CayleySpectralData.Basic

The spectral measure of the Cayley transform

i. Overview

The Cayley transform `U` of a self-adjoint operator `T` is a unitary. The continuous functional calculus gives it a spectral measure on the unit circle. Since `1` is not an eigenvalue of `U`, this measure gives no mass to `1`, so it pulls back along the inverse Cayley transform to a spectral measure on `ℝ`, the candidate spectral measure of `T`.

ii. Key results

  • `cayleyBoundedOperator` : the Cayley transform of `T`, as a bounded operator.
  • `cayleyBoundedSpectralMeasure` : its spectral measure on `ℂ`.
  • `cayleyBoundedSpectralMeasure_singleton_one` : the spectral measure gives no mass to `1`.
  • `cayleyRealSpectralMeasure` : the pulled-back spectral measure on `ℝ`.

iii. Table of contents

- A. Spectral data from the functional calculus - A.1. A bounded extension of the Cayley difference multiplier

A. Spectral data from the functional calculus

The Riesz--Markov construction is carried out on the compact spectrum. The public spectral certificate should expose a measure on the ambient scalar field, since that is what the later functional-calculus and Cayley APIs consume. This wrapper performs exactly that harmless subtype pushforward and does not impose any unitary or Cayley support hypothesis.

A unitary with no spectral mass at `1` is now the exact input expected by the Cayley inverse. The only extra work is the support calculation: the normal PVM is pushed forward from the compact spectrum, and the spectrum of a unitary lies on the unit circle.

A.1. A bounded extension of the Cayley difference multiplier

The function `1 - z` is bounded on the unit circle, where the spectral measure lives, but not on `ℂ`. It is extended by zero outside the closed unit disk.

31 declarations

definition

Real part function on the spectrum σ(U)\sigma(U)

Given a continuous linear operator UU on a complex Hilbert space HH, this definition represents the function mapping each spectral point z∈σ(U)z \in \sigma(U) to its real part Re(z)\text{Re}(z). It is a continuous function from the spectrum σ(U)⊆C\sigma(U) \subseteq \mathbb{C} to the real numbers R\mathbb{R}, and since the spectrum of a bounded operator is compact, this function is compactly supported.

definition

Imaginary part function on the spectrum σ(U)\sigma(U)

For a continuous linear operator UU acting on a complex Hilbert space HH, let σ(U)⊆C\sigma(U) \subseteq \mathbb{C} denote its spectrum. This definition represents the continuous function f:σ(U)→Rf: \sigma(U) \to \mathbb{R} that maps each spectral point z∈σ(U)z \in \sigma(U) to its imaginary part Imz\text{Im} z. Since the spectrum of a bounded operator is compact, this function is an element of the space of compactly supported continuous maps on σ(U)\sigma(U).

theorem

Decomposition of ∫z dμv\int z \, d\mu_v into Real and Imaginary Parts

Let HH be a complex Hilbert space and U:H→HU: H \to H be a normal bounded linear operator. For any vector v∈Hv \in H, let μv\mu_v be the scalar spectral measure associated with UU and vv via the continuous functional calculus. Then the integral of the identity function z↦zz \mapsto z over the spectrum σ(U)\sigma(U) with respect to μv\mu_v is equal to the sum of the integrals of its real and imaginary parts: ∫σ(U)z dμv(z)=∫σ(U)Re⁡(z) dμv(z)+i∫σ(U)Im⁡(z) dμv(z)\int_{\sigma(U)} z \, d\mu_v(z) = \int_{\sigma(U)} \operatorname{Re}(z) \, d\mu_v(z) + i \int_{\sigma(U)} \operatorname{Im}(z) \, d\mu_v(z) where Re⁡(z)\operatorname{Re}(z) and Im⁡(z)\operatorname{Im}(z) denote the real and imaginary parts of the spectral values z∈σ(U)⊆Cz \in \sigma(U) \subseteq \mathbb{C}.

theorem

The integral of zz with respect to the polarized spectral measure equals ⟨y,Ux⟩\langle y, Ux \rangle

Let HH be a complex Hilbert space and U:H→HU: H \to H be a normal bounded linear operator. For any vectors x,y∈Hx, y \in H, let μx,y\mu_{x,y} be the polarized spectral measure of UU obtained via the continuous functional calculus. Then the integral of the identity function z↦zz \mapsto z over the spectrum of UU with respect to μx,y\mu_{x,y} is equal to the inner product of yy and UxUx: ∫σ(U)z dμx,y(z)=⟨y,Ux⟩\int_{\sigma(U)} z \, d\mu_{x,y}(z) = \langle y, Ux \rangle where σ(U)\sigma(U) denotes the spectrum of the operator UU.

definition

Cayley transform of a self-adjoint operator TT

Given a self-adjoint operator TT acting on a Hilbert space HH, this definition constructs its Cayley transform as a bounded continuous linear map from HH to HH. The Cayley transform of a self-adjoint operator is a unitary operator, typically expressed in the form (T−iI)(T+iI)−1(T - iI)(T + iI)^{-1}.

theorem

The application of the bounded Cayley transform to a vector xx equals the application of the Cayley continuous linear map.

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. For any vector x∈Hx \in H, the value of the bounded operator representing the Cayley transform of TT applied to xx is equal to the value of the Cayley transform defined as a continuous linear map applied to xx. That is, cayleyBoundedOperator(T)x=cayleyContinuousLinearMap(T)x\text{cayleyBoundedOperator}(T)x = \text{cayleyContinuousLinearMap}(T)x.

theorem

The Cayley transform of a self-adjoint operator is normal

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Then the Cayley transform of TT is a normal operator, meaning it commutes with its adjoint.

theorem

The Cayley Transform of a Self-Adjoint Operator is Unitary

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Then the Cayley transform of TT is a unitary operator in the space of bounded linear operators on HH.

definition

Spectral measure of the Cayley transform of a self-adjoint operator TT

Given a self-adjoint operator TT acting on a complex Hilbert space HH, let UU be its Cayley transform. This definition constructs the spectral measure of UU on the complex plane C\mathbb{C} by taking the spectral measure obtained from the continuous functional calculus (which is natively supported on the spectrum σ(U)⊆C\sigma(U) \subseteq \mathbb{C}) and pushing it forward along the inclusion map σ(U)↪C\sigma(U) \hookrightarrow \mathbb{C}.

theorem

⟨y,Ux⟩=∫z d⟨y,μUx⟩\langle y, U x \rangle = \int z \, d\langle y, \mu_U x \rangle for normal operators UU

Let HH be a complex Hilbert space and UU be a normal bounded linear operator on HH. Let μU\mu_U be the spectral measure associated with UU via the continuous functional calculus, supported on the spectrum σ(U)⊆C\sigma(U) \subseteq \mathbb{C}. For any vectors x,y∈Hx, y \in H, the inner product ⟨y,Ux⟩\langle y, U x \rangle can be reconstructed by integrating the identity function z↦zz \mapsto z over the spectrum with respect to the complex scalar measure μx,y\mu_{x, y} (where μx,y(E)=⟨y,μU(E)x⟩\mu_{x, y}(E) = \langle y, \mu_U(E) x \rangle): ∫σ(U)z d⟨y,μU(z)x⟩=⟨y,Ux⟩\int_{\sigma(U)} z \, d\langle y, \mu_U(z) x \rangle = \langle y, U x \rangle

theorem

⟨y,Ux⟩=∫Cz d⟨y,μ~Ux⟩\langle y, U x \rangle = \int_{\mathbb{C}} z \, d\langle y, \tilde{\mu}_U x \rangle for normal operators UU

Let HH be a complex Hilbert space and UU be a normal bounded linear operator on HH. Let μU\mu_U be the spectral measure associated with UU via the continuous functional calculus, which is initially defined on the spectrum σ(U)⊆C\sigma(U) \subseteq \mathbb{C}. Let μ~U\tilde{\mu}_U be the pushforward of this measure to the ambient complex plane C\mathbb{C} under the inclusion map i:σ(U)↪Ci: \sigma(U) \hookrightarrow \mathbb{C}. For any vectors x,y∈Hx, y \in H, the inner product ⟨y,Ux⟩\langle y, U x \rangle can be reconstructed by integrating the identity function z↦zz \mapsto z over C\mathbb{C} with respect to the complex scalar measure associated with μ~U\tilde{\mu}_U and the vectors x,yx, y: ∫Cz d⟨y,μ~U(z)x⟩=⟨y,Ux⟩\int_{\mathbb{C}} z \, d\langle y, \tilde{\mu}_U(z) x \rangle = \langle y, U x \rangle

definition

Bounded normal spectral data for a normal operator UU

Let HH be a complex Hilbert space and U:H→HU: H \to H be a normal bounded linear operator. This definition constructs a "bounded normal spectral data" object for UU using its continuous functional calculus. The associated spectral measure μ\mu is obtained by pushing forward the spectral measure from the spectrum σ(U)\sigma(U) to the complex plane C\mathbb{C} under the inclusion map i:σ(U)↪Ci: \sigma(U) \hookrightarrow \mathbb{C}. This data object includes the reconstruction property that for all x,y∈Hx, y \in H: ⟨y,Ux⟩=∫Cz d⟨y,μ(z)x⟩\langle y, U x \rangle = \int_{\mathbb{C}} z \, d\langle y, \mu(z) x \rangle

definition

Spectral data for a unitary operator UU with 1∉σ(U)1 \notin \sigma(U)

Let HH be a complex Hilbert space. Given a unitary operator U:H→HU : H \to H (provided as a linear isometry) such that 11 is not in the spectrum of UU (i.e., 1∉σ(U)1 \notin \sigma(U)), this definition constructs the associated bounded unitary spectral data. This data includes a spectral measure μ\mu on C\mathbb{C} that is supported on the unit circle excluding the point 11 (the set {z∈C∣∣z∣=1,z≠1}\{z \in \mathbb{C} \mid |z| = 1, z \neq 1\}) and satisfies the reconstruction formula: ⟨y,Ux⟩=∫Cz d⟨y,μ(z)x⟩\langle y, U x \rangle = \int_{\mathbb{C}} z \, d\langle y, \mu(z) x \rangle for all vectors x,y∈Hx, y \in H.

theorem

Reconstruction of the Cayley transform UU via its spectral measure EE: ∫z d⟨y,Ex⟩=⟨y,Ux⟩\int z \, d\langle y, E x \rangle = \langle y, U x \rangle

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let UU be the Cayley transform of TT (viewed as a bounded operator) and EE be its associated spectral measure on C\mathbb{C}. For any vectors x,y∈Hx, y \in H, the integral of the identity function z↦zz \mapsto z with respect to the scalar measure ⟨y,E(⋅)x⟩\langle y, E(\cdot) x \rangle is equal to the inner product of yy and UxU x: ∫Cz d⟨y,Ex⟩=⟨y,Ux⟩.\int_{\mathbb{C}} z \, d\langle y, E x \rangle = \langle y, U x \rangle.

theorem

The scalar measure of the Cayley transform's spectral measure has finite variation

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let EE be the spectral measure on C\mathbb{C} associated with the Cayley transform of TT. For any vectors x,y∈Hx, y \in H, the scalar complex measure μx,y\mu_{x, y} defined by μx,y(S)=⟨y,E(S)x⟩\mu_{x, y}(S) = \langle y, E(S)x \rangle for measurable sets S⊆CS \subseteq \mathbb{C} has finite total variation.

theorem

Atoms of a Spectral Measure are Eigenvectors of the Reconstructed Operator VV (i.e., V(E({a})x)=aE({a})xV(E(\{a\})x) = a E(\{a\})x)

Let HH be a complex Hilbert space and EE be a spectral measure on C\mathbb{C} (in the weak operator topology). Let VV be a bounded linear operator on HH that is reconstructed from EE in the sense that for all vectors x,y∈Hx, y \in H, the identity function z↦zz \mapsto z satisfies ∫Cz d⟨y,Ex⟩=⟨y,Vx⟩.\int_{\mathbb{C}} z \, d\langle y, E x \rangle = \langle y, V x \rangle. For any a∈Ca \in \mathbb{C} such that the singleton {a}\{a\} is measurable, and for any x∈Hx \in H such that the scalar complex measures ⟨y,E(⋅)x⟩\langle y, E(\cdot) x \rangle have finite variation for all y∈Hy \in H, the vector E({a})xE(\{a\})x is an eigenvector of VV with eigenvalue aa. That is, V(E({a})x)=aE({a})x.V(E(\{a\})x) = a E(\{a\})x.

theorem

The Spectral Measure of the Cayley Transform is Supported on the Unit Circle

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let EE be the spectral measure on the complex plane C\mathbb{C} associated with the Cayley transform of TT. For any measurable set S⊆CS \subseteq \mathbb{C}, it holds that E(S)=E(S∩{z∈C:∣z∣=1}).E(S) = E(S \cap \{z \in \mathbb{C} : |z| = 1\}). This indicates that the spectral measure is supported on the unit circle.

theorem

The 1-Eigenspace of the Cayley Transform of a Self-Adjoint Operator is {0}\{0\}

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let UU be the Cayley transform of TT (defined as the bounded operator (T−iI)(T+iI)−1(T - iI)(T + iI)^{-1}). For any vector x∈Hx \in H, if Ux=xUx = x, then x=0x = 0.

theorem

The Identity Function is Integrable with respect to the Scalar Spectral Measure of the Cayley Transform

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let μ\mu be the spectral measure on the complex plane C\mathbb{C} associated with the Cayley transform of TT. For any vectors x,y∈Hx, y \in H, the identity function f(z)=zf(z) = z is integrable with respect to the complex scalar measure μx,y\mu_{x,y} defined by μx,y(S)=⟨y,μ(S)x⟩\mu_{x,y}(S) = \langle y, \mu(S)x \rangle for measurable sets S⊆CS \subseteq \mathbb{C}.

theorem

The spectral measure of the Cayley transform of a self-adjoint operator has no mass at {1}\{1\}

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let μU\mu_U be the spectral measure on C\mathbb{C} associated with the Cayley transform of TT. Then the measure of the singleton set {1}\{1\} is zero, i.e., μU({1})=0\mu_U(\{1\}) = 0.

theorem

The spectral measure of the Cayley transform is supported on {z∈C∣∣z∣=1,z≠1}\{z \in \mathbb{C} \mid |z| = 1, z \neq 1\}

Let HH be a complex Hilbert space and TT be a self-adjoint operator acting on HH. Let μ\mu be the spectral measure of the Cayley transform of TT (denoted formally as `cayleyBoundedSpectralMeasure T hT`). For any measurable set S⊆CS \subseteq \mathbb{C}, it holds that μ(S)=μ(S∩{z∈C∣∣z∣=1 and z≠1})\mu(S) = \mu(S \cap \{z \in \mathbb{C} \mid |z| = 1 \text{ and } z \neq 1\}) This identity expresses that the spectral measure of the Cayley transform is supported on the unit circle excluding the point 11.

theorem

Inverse Cayley transform identity (cayleyInverse z)(1−z)=i(1+z)(\text{cayleyInverse } z)(1 - z) = i(1 + z) for zz on the unit circle

For any complex number z∈Cz \in \mathbb{C} on the unit circle (i.e., ∣z∣=1|z| = 1) such that z≠1z \neq 1, the inverse Cayley transform of zz satisfies the identity (cayleyInverse z)⋅(1−z)=i(1+z)(\text{cayleyInverse } z) \cdot (1 - z) = i(1 + z) where ii is the imaginary unit.

theorem

Representation of x∈dom⁡(T)x \in \operatorname{dom}(T) and TxTx via the Cayley transform UU

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let UU denote the Cayley transform of TT. For any vector xx in the domain of TT, there exists a vector v∈Hv \in H such that x=v−UvandTx=i(v+Uv),x = v - Uv \quad \text{and} \quad Tx = i(v + Uv), where ii is the imaginary unit.

definition

Cayley difference multiplier z↦1−zz \mapsto 1 - z

The function maps a complex number zz to 1−z1 - z if zz is on the unit circle (∣z∣=1|z| = 1), and to 00 otherwise. This provides a globally bounded extension of the mapping z↦1−zz \mapsto 1 - z from the unit circle to the complex plane.

theorem

The Cayley Difference Multiplier is Measurable

The Cayley difference multiplier function f:C→Cf: \mathbb{C} \to \mathbb{C}, defined by f(z)=1−zf(z) = 1 - z for complex numbers zz on the unit circle (∣z∣=1|z| = 1) and f(z)=0f(z) = 0 otherwise, is a measurable function.

theorem

The Cayley difference multiplier is bounded

There exists a real constant CC such that for all complex numbers z∈Cz \in \mathbb{C}, the norm of the Cayley difference multiplier satisfies ∥cayleyDifferenceMultiplier(z)∥≤C\|\text{cayleyDifferenceMultiplier}(z)\| \le C. The Cayley difference multiplier is defined as the function mapping zz to 1−z1 - z if zz lies on the unit circle (∥z∥=1\|z\| = 1), and to 00 otherwise.

theorem

Cayley Difference Multiplier equals 1−z1 - z on the Unit Circle

For any complex number z∈Cz \in \mathbb{C} such that ∥z∥=1\|z\| = 1, the Cayley difference multiplier evaluated at zz is equal to 1−z1 - z.

theorem

The spectral integral ∫(1−z) dμU\int (1-z) \, d\mu_U equals I−UI - U for the Cayley transform UU

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let UU be the Cayley transform of TT (regarded as a bounded operator) and μU\mu_U be the spectral measure of UU on the complex plane C\mathbb{C}. Let f(z)f(z) be the Cayley difference multiplier function, which is defined as f(z)=1−zf(z) = 1 - z for zz on the unit circle (∣z∣=1|z| = 1) and f(z)=0f(z) = 0 otherwise. Then the integral of ff with respect to the spectral measure μU\mu_U in the weak operator topology is equal to the difference between the identity operator II and the Cayley transform UU: ∫Cf(z) dμU(z)=I−U\int_{\mathbb{C}} f(z) \, d\mu_U(z) = I - U

definition

Spectral data of the Cayley transform of a self-adjoint operator TT

Given a self-adjoint operator TT acting on a complex Hilbert space HH, let UU be its Cayley transform. This definition constructs the bounded unitary spectral data for UU, which consists of a spectral measure μ\mu on C\mathbb{C} and the properties ensuring that μ\mu is supported on the punctured unit circle {z∈C:∣z∣=1,z≠1}\{z \in \mathbb{C} : |z| = 1, z \neq 1\} and that UU can be reconstructed as the integral of the identity function with respect to this measure, i.e., U=∫Cz dμ(z)U = \int_{\mathbb{C}} z \, d\mu(z).

definition

Real spectral measure of a self-adjoint operator TT

Let HH be a complex Hilbert space and TT be a self-adjoint (partially defined) linear operator on HH. This definition constructs the **real spectral measure** of TT as a spectral measure on the real line R\mathbb{R} with values in the operators on HH. This measure is obtained by pulling back the spectral measure μU\mu_U of the Cayley transform U=(T−iI)(T+iI)−1U = (T - iI)(T + iI)^{-1} along the Cayley map c:R→T∖{1}c: \mathbb{R} \to \mathbb{T} \setminus \{1\} defined by c(x)=x−ix+ic(x) = \frac{x - i}{x + i}. Since TT is self-adjoint, the spectral measure of its unitary Cayley transform UU gives no mass to the point {1}\{1\}, allowing the transport of the measure from the unit circle to the real line.

theorem

The pushforward of the real spectral measure via the Cayley map cc equals the spectral measure of the Cayley transform

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let μR\mu_{\mathbb{R}} be the real spectral measure of TT and μU\mu_U be the spectral measure of the Cayley transform of TT on the complex plane C\mathbb{C}. If c:R→Cc: \mathbb{R} \to \mathbb{C} is the Cayley map defined by c(x)=x−ix+ic(x) = \frac{x-i}{x+i}, then the pushforward of μR\mu_{\mathbb{R}} along cc is equal to μU\mu_U: c∗μR=μU c_* \mu_{\mathbb{R}} = \mu_U