5.6 The Riesz Representation Theorem
Theorem 5.24 (The Riesz Lemma). (Riesz Representation theorem for Hilbert spaces)
Let \(H\) be a Hilbert space. For each \(T\in H^*\), there is a unique \(y\in H\) such that \(T(x)=(x,y)\) for all \(x\in H\). Furthermore, \(||y||_H=||T||_{H^*}\).
Proof. Let \(A=\{x\in H: T(x)=0\}\). Since \(T\) is continuous, \(A\) is a closed subspace of \(H\). If \(A=H\), then \(T(x)=0=(x,0)\) for all \(x\in H\), which proves the assertion.
Now, suppose that \(A\neq H\). By Projection theorem, \(\exists \) a non-zero vector \(z\in A^{\perp }\). Define
\[y=\overline {T(z)}||z||^{-2}z\]
we show that this \(y\) works. If \(x\in A\), then \(T(x)=0=(x,y)\hspace {.5cm} \text {since}\hspace {0.3cm} y\in A^{\perp }\)
If \(x=\alpha z\), then \begin {align*} T(x) &=T(\alpha z)=\alpha T(z),\hspace {0.3cm} \text {since}\hspace {0.3cm} T\hspace {0.3cm} \text {is linear}\\ &=\Big (\alpha z,\overline {T(z)}||z||^{-2}z\Big )\\ &=(x,y) \end {align*}
i.e \(T(x)=(x,y)\)
Since the functions \(T(x)\) and \((x,y)\) are linear and agree on both \(A\) and \(z\) they must agree on the space spanned by \(A\)
and \(z\). But \(A\) and \(z\) span \(H\) since every element \(w\in H\) can be written as
\[w=\Bigg (w-\frac {T(w)}{T(z)}z\Bigg )+\frac {T(w)}{T(z)}z\]
Thus, \(T(x)=(x,y)\) for all \(x\in H\).
Now suppose there is another vector \(y'\in H\) with \(T(x)=(x,y')\), then \begin {align*} ||y'-y||^2 &=(y'-y,y'-y)\\ &=(y'-y,y')-(y'-y,y)\\ &=T(y'-y)-T(y'-y)\\ &=0 \end {align*}
and so \(y'=y\), proving uniqueness.
Finally, we prove that \(||y||_H=||T||_{H^*}\) Firstly \begin {align*} ||T| &=\sup _{x\in H}\Bigg \{\frac {|T(x)|}{||x||}\Bigg \}=\sup _{x\in H}\Bigg \{\frac {|(x,y)|}{||x||}\Bigg \}\\ &\leq \sup _{x\in H}\Bigg \{\frac {||x||||y||}{||x||}\Bigg \}\\ &=||y||\qquad (1) \end {align*}
Conversely, \begin {align*} ||T|| &=\sup _{x\in H}\Bigg \{\frac {|T(x)|}{||x||}\Bigg \}=\sup _{x\in H}\Bigg |T\Bigg (\frac {x}{||x||}\Bigg )\Bigg |\\ &\geq \Bigg |T\Bigg (\frac {y}{||y||}\Bigg )\Bigg |\\ &=\Bigg (\frac {y}{||y||},y\Bigg )\\ &=||y||\qquad (2) \end {align*}
Combining (1) and (2) proves that \(||y||_H=||T||_{H^*}\). Concludes the proof. □
Remark.
- i
- This theorem says that for \(T\in H^*\) defines a unique \(y_T\in H\ni T(x)=(x,y_T)\)
- ii
- The Schwarz inequality implies that the converse of the Riesz Lemma is true. That is, each \(y\in H\) defines a continuous linear functional \(T_y\) on \(H\) by \(T_y(x)=(x,y)\).
The Riesz Lemma has the following corollary which is very important in many applications.
Corollary 5.25. Let \(B(\cdot ,\cdot ):H\times H\rightarrow \mathbb {C}\) satisfies the following for all \(x,y,z\in H\) and \(\alpha , \beta \in \mathbb {C}\).
- i
- \(B(\alpha x+\beta y,z)=\alpha B(x,z)+\beta B(y,z)\)
- ii
- \(B(x,\alpha y+\beta z)=\overline {\alpha } B(x,y)+\overline {\beta } B(x,z)\)
- iii
- \(|B(x,y)|\leq C||x||\,||y||\) where \(C>0\).
Then there is a unique bounded linear transformation \(A:H\rightarrow H\) such that \(B(x,y)=(Ax,y)\) for all \(x,y\in H\).
Proof. Fix \(x\in H\) and consider \[\varphi _x(y)=\overline {B(x,y)} .\] By (ii) this is linear in \(y\), and by (iii) \(|\varphi _x(y)|\leq C||x||\,||y||\), so \(\varphi _x\in H^*\) with \(||\varphi _x||\leq C||x||\).
By the Riesz representation theorem there is a unique vector, call it \(Ax\), with \[\varphi _x(y)=(y,Ax)\quad \text {for all }y, \qquad \text {that is}\qquad B(x,y)=(Ax,y).\]
\(A\) is linear
For scalars \(\alpha ,\beta \) and all \(y\), \[\big (A(\alpha x_1+\beta x_2),y\big )=B(\alpha x_1+\beta x_2,y) =\alpha B(x_1,y)+\beta B(x_2,y)=\big (\alpha Ax_1+\beta Ax_2,\ y\big ),\] using (i). A vector is determined by its inner products against all \(y\), so \(A(\alpha x_1+\beta x_2)=\alpha Ax_1+\beta Ax_2\).
\(A\) is bounded
Taking \(y=Ax\) in \(B(x,y)=(Ax,y)\) gives \(||Ax||^2=B(x,Ax)\leq C||x||\,||Ax||\), so \(||Ax||\leq C||x||\) and \(||A||\leq C\).
Uniqueness
If \((Ax,y)=(A'x,y)\) for all \(x,y\) then \((Ax-A'x,y)=0\) for all \(y\); taking \(y=Ax-A'x\) gives \(Ax=A'x\). □
Remark.
- 1.
- The norm of \(A\) is the smallest \(C\) such that [iii] holds.
- 2.
- A bi linear function on \(H\) obeying [i] and [iii] is called a sesquilinear form.
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