On a Class of Self-Adjoint Compact Operators in Hilbert Spaces and Their Relations with Their Finite-Range Truncations
Abstract
This paper investigates a class of self-adjoint compact operators in Hilbert spaces related to their truncated versions with finite-dimensional ranges. The comparisons are established in terms of worst-case norm errors of the composite operators generated from iterated computations. Some boundedness properties of the worst-case norms of the errors in their respective fixed points in which they exist are also given. The iterated sequences are expanded in separable Hilbert spaces through the use of numerable orthonormal bases.
1. Introduction
Compact operators in infinite-dimensional separable Hilbert spaces are of relevance in the study of certain relevant applied problems in control theory and signal theory, [1]. A natural property of such operators is that they can be represented with expansions using two orthogonal or orthonormal reciprocal bases of the separable Hilbert space. If the bases are orthonormal then both of them coincide so that this basis is autoreciprocal and then the formal study is facilitated [1, 2]. Many of the involved operators in mapping map an input space into an output space in the above problems are in addition self-adjoint. Another property of such operators is that they admit truncations using a finite number of the members of the orthonormal basis so that the truncated operators are also compact in a natural way, [1, 2]. The truncated operator describes a natural orthogonal projection of the involved vectors of the Hilbert space into a finite-dimensional space whose dimension is deceased as the number of members of the basis used for its representation decreases. On the other hand, important attention is being devoted to many aspects of fixed point theory in metric, Banach, and more general spaces including the study of mappings being contractive, nonexpansive, asymptotically contractive, asymptotically nonexpansive, quasi-nonexpansive, Kannan and Meir-Keeler and cyclic-type contractions, and so forth. Also, it has been studied the relevance of the theory in properties in both general theory and applications such as the existence and uniqueness of solutions in differential, difference, and hybrid equations as well as in continuous-time, discrete-time, and hybrid dynamic systems, stability theory in the above problems [3–7], the existence/uniqueness of fixed points and best proximity points, and the boundedness of iterated sequences being constructed through the maps and the convergence of such iterated calculations to limit points. See, for instance, [3–6, 8–15] and the references therein. The investigation of existence and uniqueness of common fixed points and best proximity points for several mappings and related properties is also important [10–12]. The study of fixed and best proximity points has also inherent study of convergence of sequences to such points. Other studies of properties of convergence of sequences and operator sequences have been described in different problems as, for instance, the research on approximating operators and approximation theorems that of sigma convergence of double sequences or that of lamda-statistical convergence and summability. See, for instance, [13–17] and the references therein.
This paper is devoted to the investigation of self-adjoint compact operators in separable Hilbert spaces, their finite-dimensional truncated counterparts, and the relations in-between the corresponding properties for the norms of the mutual errors end the errors in-between the corresponding fixed points and their respective convergence properties when iterated calculations through the operators are performed. Some examples of interest in signal theory and control theory are also given. The operators and the iterated sequences constructed through them are studied by using the expansions of the operators and their finite dimensional truncated versions by using a numerable orthonormal basis of the involved Hilbert space.
2. Preliminaries and Main Results
The following result includes some properties related to the approximations of x ∈ V and x ∈ H through orthonormal systems of different dimensions, complete orthonormal systems in H, and orthonormal basis, that is, a maximal orthonormal system; that is, it is not a proper subset of any orthonormal system of H, where V and H are an inner product space and a Hilbert space, respectively. Note that in the case where H is separable, a complete orthonormal system is always an orthonormal basis and vice versa.
Lemma 1. Let V be an inner product space of inner product 〈·, ·〉:H × H → C (or R) endowed with a norm ∥·∥ : V → R0+ defined by ∥x∥ = 〈x, x〉 1/2 for any x ∈ H, where R0+ = {z ∈ R : z ≥ 0}, let and be a finite orthonormal system in V and a given finite or numerable sequence of scalars, respectively, and let M and N be given integers fulfilling 1 ≤ M ≤ N ≤ ∞. If N = ∞ then is, in addition, assumed to be numerable. Then, the following properties hold for any x ∈ H.
- (i)
.
- (ii)
.
- (iii)
.
- (iv)
any integers .
- (v)
If V = H is a finite-dimensional Hilbert space of dimension N and an = 〈x, en〉, for all and N = M, then
() - (vi)
If V = H is a finite-dimensional Hilbert space of dimension N and an = 〈x, en〉, for , then
() - (vii)
If V = H is a separable infinite-dimensional Hilbert space and an = 〈x, en〉, for n ∈ N, then
()
Proof. Properties (i)-(ii) follow from the best approximation lemma since
Note that Property (vi) of Lemma 1 quantifies an approximation of an element of a finite-dimensional Hilbert space H via an orthonormal system in H of smaller dimension than that of such a space. Property (vii) relies on the approximation of an element in an infinite-dimensional separable Hilbert space by using a numerable orthonormal basis of H.
Lemma 2. Let T : H → H be a linear, closed, and compact self-adjoint operator in an infinite-dimensional separable Hilbert space H with a numerable orthonormal basis of generalized eigenvectors . Then, the following properties hold:
- (i)
,
for all x ∈ H for any N ∈ N, where λn(T) ∈ σ(T); the spectrum of the operator T is defined by λn(T) = 〈Ten, en〉, for all n ∈ N and with as n → ∞, for all N ∈ N.
If Pn is the orthogonal projection operator of H on the one-dimensional subspace Dn generated by the eigenvector en then
- (ii)
If, in addition, ∥T∥ ≤ α < 1, then
()
Proof. Note that there is a numerable orthonormal basis for H since H is separable and infinite dimensional. Such a basis can be chosen as the set of generalized eigenvectors of the linear self-adjoint T : H → H since it is closed and compact and then bounded
Also, since the linear operator T : H → H is closed and compact, the spectrum σ(T) of T : H → H is a proper nonempty (since T : H → H is infinite dimensional and bounded since it is compact) subset of C and numerable and it satisfies σ(T) = σp(T) ∪ {0}, with σc(T) ∪ σr(T) = {0}, where σp(T), σc(T), and σr(T) are the punctual, continuous, and residual spectra of T : H → H, respectively. Note that {0} ∈ σ(T) is also an accumulation point of the spectrum σ(T) since H is infinite dimensional and T : H → H is compact. Also, since H is separable, the spectrum of T : H → H is numerable, and 〈ej, en〉 = δjn; for all j, n ∈ N, one gets
Lemma 2 becomes modified for compact operators on a finite-dimensional Hilbert space as follows.
Lemma 3. Let T : H → H be a linear closed and compact self-adjoint operator in a finite-dimensional Hilbert space H of finite dimension p with a finite orthonormal basis of eigenvectors of T : H → H. Then, the following properties hold.
- (i)
for any N ∈ N, where λn(T) ∈ σ(T); the spectrum of the operator T is defined by λn(T) = 〈Ten, en〉, for all and , for all N ∈ N.
- (ii)
If, in addition, ∥T∥N ≤ ηαN for some real constants α ∈ (0, 1 ) and η ≥ 1, then
()
Remark 4. It turns out that Lemma 2 (ii) and Lemma 3 (ii) also hold if T : H → H is not self-adjoint since the corresponding mathematical proofs are obtained by using an orthonormal basis formed by all linearly independent vectors generating each of the subspaces. However, if the operator is not self-adjoint or if it is infinite dimensional while being self-adjoint, the set of (nongeneralized) eigenvectors is not always an orthogonal basis of the Hilbert space.
In the following, we relate the properties of operators on H with their degenerate versions obtained via truncations of their expanded expansions.
Theorem 5. Let H be a separable Hilbert space and let T(p) : H → H be a linear degenerated p-finite-dimensional approximating operator of the linear closed and compact self-adjoint operator T : H → H. Then, the following properties hold.
- (i)
Assume that ∥T∥N ≤ ηαN, for all N ∈ N for some real constants α ∈ (0, 1) and η ≥ 1, where is a numerable orthonormal basis of generalized eigenvectors of T : H → H. Then,
() - (ii)
Assume that there is a finite n0 ∈ N such that for some positive real constant M0 = M0(n0). Thus, for any given positive real constant ε ≤ 1, there are nonnegative finite integers p0 = p0(ε, n0) > n0 and N0 = N0(p0, ε) such that for any finite p(≥p0)-dimensional degenerated approximating operator T(p) : H → H of T : H → H, the following inequality holds
()
- (iii)
If {TNx} → z as N → ∞ for some x, z ∈ H such that lim N→∞(∥TNx − TN(p)x∥) = 0, then {TN(p)x} → z as N → ∞. Furthermore, such a z is a fixed point of both T : H → H and T(p) : H → H.
Proof. The operator T : H → H is represented as follows:
If {TNx} → z and lim N→∞(∥TNx − TN(p)x∥) = 0 as N → ∞ for some x, z ∈ H, then which converges to zero such that
Note that Theorem 5 (ii) cannot be generalized, in the general case, for the case of a finite dimensional approximating linear operator T(p) : H → H of smaller dimension p < q to any linear degenerated operator T : H → H of (finite) dimension q. The reason is that the property that 0 ∈ σ(T) does not any longer hold, in general if T : H → H is finite dimensional. On the other hand, a way of describing the operator T : H → H and its approximating finite-dimensional counterpart T(p) : H → H is through the absolute error operator : H → H. This is useful if either T : H → H is finite dimensional of dimension q > p where p is the dimension of T(p) : H → H or if T : H → H is nondegenerated. Another useful characterization is the use of the relative error operator satisfying the operator identity . Another alternative operator identity cannot be used properly if T : H → H is infinite dimensional since T(p) : H → H is degenerated of finite dimension p. We discuss some properties of the operator identity through the subsequent result.
Lemma 6. Let H be a separable Hilbert space and let T : H → H be a nonnull and nondegenerated (i.e., of infinite-dimensional image) linear closed and compact operator and let T(p) : H → H be the linear degenerated p-finite-dimensional approximating operator of T : H → H. Then, there is an operator such that T(p) can be represented by , , and with the following properties.
- (i)
There exists an (in general, nonunique) operator , restricted to for each approximating T(p) : H → H of given dimension p.
- (ii)
The operator is nondegenerated, unique, and compact.
- (iii)
The minimum modulus of T : H → H is so that if it is invertible, its inverse is not bounded. If T : H → H is degenerated, that is, finite dimensional of dimension q > p, injective with closed image then its minimum modulus is positive and finite. If, furthermore, T : H → H is invertible then is a compact operator with bounded minimum modulus .
Proof. The existence of such an operator is proved by construction. Let be an orthonormal basis of generalized eigenvectors of T : H → H and an orthonormal basis of , respectively. Then, one gets for some sequences of complex coefficients , for all n ∈ N,
Since the vectors in form an orthonormal basis, (41), if the following constraints defining the operator , restricted as , hold for a nonnull operator T : H → H
Equations (43) are also satisfied with γkn = 0, for all , for all k ∈ N, and for n > p which holds, for instance, if for all n > p. Thus, is then non-unique, in general. Properties (i)-(ii) have been proved.
Now, let μ(Γ) = {inf ∥Γx∥ : x ∈ H, ∥x∥ = 1} be the minimum modulus of the linear operator Γ : H → H. If ∥x∥ = 1, then if T : H → H is injective with closed image (this implies that such an image is finite dimensional), then μ(T) > 0 and since are both bounded since they are compact, one gets
Example 7. Assume that T, T(p) : H → H are two degenerated finite-dimensional operators on a separable Hilbert space H of, respectively, dimensions two and one defined by Tx = λ1(T)〈x, e1〉e1 + λ2(T)〈x, e2〉e2; for all x ∈ H and T(p)x = λ1(T)〈x, e1〉e1; for all x ∈ H. Thus, the constraints (42) hold for an incremental operator of spectrum defined by , with γ22 ≠ 0 and γ21 = 0. Then,
Remark 8. If T : H → H is infinite dimensional and invertible, then is not compact, since T−1 : H → H is unbounded, since μ(T) = 0⇔μ−1(T) = ∥T−1∥ = ∞.
3. Examples
Hilbert spaces for the formulation of equilibrium points, stability, controllability [16, 18, 19], boundedness, and square integrability (or summability in the discrete formalism) of the solution in the framework of square-integrable (or square-summable) control and output functions are of relevant importance in signal processing and control theory and in general formulations of dynamic systems, in general. See, for instance, [1, 2, 7, 9, 16, 17, 19, 20] and the references therein. Two examples with the use of the above formalism to dynamic systems and control issues are now discussed in detail.
Example 1. Consider the forced linear time-invariant differential system of real coefficients and nth as
The matrix function eAt is a C0-semigroup generated by the infinitesimal generators A, respectively [17, 19]. Using a sampling period of length θ, we can write from (48) for time instants being integer multiples of the sampling period
Proposition 2 (constant piecewise constant open-loop control). Assume that Re(λ) < 0, for all λ ∈ σ(A), and consider a constant open-loop control un = u0, for all n ∈ N. The following properties hold.
- (i)
The sequence satisfies yn+1 = Tyn = Tn+1y0, subject to y0 = u0h0, for all n ∈ N0, where the operator T : N0 × R → R is defined as the sequence of scalar gains , for all n ∈ N in the Banach space (R, |·|) which is the Euclidean Hilbert space for the product of real numbers being an inner product. Furthermore, .
- (ii)
Assume that p(∈N) ≥ p0 for some given p0 ∈ N, and . Then, and as N → ∞, for all n ∈ N, for all p(≥p0) ∈N for some finite p0 ∈ N.
- (iii)
There is p0 = p0(ε, u0) ∈ N for each given ε ∈ R+ and u0 ∈ R such that , for all n(∈N0) ≥ p ≥ p0. Also, for each given u0 ∈ R satisfying , for all n(∈N) ≥ p − 1, it follows that
()
Proof. Property (i) follows from , or equivalently, , for all n ∈ N0 subject to an initial condition y0 = u0h0. Since {hn} is bounded, {hn} → 0 as n → ∞, and , then . Thus, the sequence is generated as yn+1 = Tyn = Tn+1y0, subject to y0 = u0h0, for all n ∈ N0, where the operator T : N0 × R → R is defined in the Banach space (R, |·|) as the sequence of scalar gains , for all n ∈ N which is the Euclidean Hilbert space for the product of real numbers being an inner product. Furthermore, . Property (i) has been proved. On the other hand, since , it follows that and then
Property (ii) has been proved. Now, note that for any given ε ∈ R+ and u0 ∈ R, there is p0 = p0(ε, u0) ∈ N such that for any p(≥p0) ∈N
Example 2. Consider again (47) with Re(λ) < 0, for all λ ∈ σ(A). If one measures some more state variables than just the solution, then an extended solution (48) of the form
If the nominal (i.e., unperturbed) solution is a fixed point z* and, since as t → ∞ since A′ is a stability matrix, then applying Holder’s inequality to (76a) and (76b), it follows that x ∈ L∞ with , and then
for any δ ∈ R+ satisfying , and KA ≥ 1 and ρA > 0 are real constants such that , for all t ∈ R0+. In particular, (−ρA) is the stability abscissa of the dominant eigenvalue of A if it is either simple or it has an associate diagonal Jordan block, or a number arbitrarily close to it but larger.
Acknowledgments
The author is very grateful to the Spanish Government for its support of this research through Grant DPI2012-30651 and to the Basque Government for its support of this research through Grants IT378-10 and SAIOTEK S-PE12UN015. He is also grateful to the University of Basque Country for its financial support through Grant UFI 2011/07.