Hilbert–Schmidt theorem
In mathematical analysis, the Hilbert–Schmidt theorem, also known as the eigenfunction expansion theorem, is a fundamental result concerning compact, self-adjoint operators on Hilbert spaces. In the theory of partial differential equations, it is very useful in solving elliptic boundary value problems.
Statement of the theorem
Let (H, ⟨ , ⟩) be a real or complex Hilbert space and let A : H → H be a bounded, compact, self-adjoint operator. Then there is a sequence of non-zero real eigenvalues λi, i = 1, …, N, with N equal to the rank of A, such that |λi| is monotonically non-increasing and, if N = +∞, [math]\displaystyle{ \lim_{i \to + \infty} \lambda_{i} = 0. }[/math]
Furthermore, if each eigenvalue of A is repeated in the sequence according to its multiplicity, then there exists an orthonormal set φi, i = 1, …, N, of corresponding eigenfunctions, i.e., [math]\displaystyle{ A \varphi_{i} = \lambda_{i} \varphi_{i} \mbox{ for } i = 1, \dots, N. }[/math]
Moreover, the functions φi form an orthonormal basis for the range of A and A can be written as [math]\displaystyle{ A u = \sum_{i = 1}^{N} \lambda_{i} \langle \varphi_{i}, u \rangle \varphi_{i} \mbox{ for all } u \in H. }[/math]
References
- Renardy, Michael; Rogers, Robert C. (2004). An introduction to partial differential equations. Texts in Applied Mathematics 13 (Second ed.). New York: Springer-Verlag. pp. 356. ISBN 0-387-00444-0. https://archive.org/details/introductiontopa00roge. (Theorem 8.94)
- Royden, Halsey; Fitzpatrick, Patrick (2017). Real Analysis (Fourth ed.). New York: MacMillan. ISBN 0134689496. (Section 16.6)
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