Topological Vector Spaces, V, p. 76
Bourbaki marks this one as harder than the rest.
Let E be a Hilbert space, and let u be a positive endomorphism of E. a) Now prove that for every x∈E, one has
∥u(x)∥2≤∥u∥⟨u(x)∣x⟩ (observe that
⟨u(x)∣u(x)⟩2≤⟨u(x)∣x⟩⟨u2(x)∣u(x)⟩ by virtue of V, p.3, prop. 2). b) Let M be a closed vector subspace of E, and let
M∘ be its orthogonal supplement. Let
x∈M, and let
f(x) be the greatest lower bound of
⟨u(x+y)∣x+y⟩ when
y runs through
M∘. For every
ε>0, let
E(x,ε) be the set of the
y∈M∘ such that
⟨u(x+y)∣x+y⟩≤f(x)+ε. Now prove that
E(x,ε) is convex and that for every
z∈M∘, one has, for
y∈E(x,ε), (
) ⟨u(x+y)∣z⟩2≤ε⟨u(z)∣z⟩ (consider the function g:t↦⟨u(x+y+tz)∣x+y+tz⟩ of the real variable t, which attains its minimum at a point t0 and note that g(t0)≥f(x) and g(0)≤f(x)+ε˙. c) For every integer n≥1, let yn∈E(x,1/n); now prove that the sequence (u(x+yn)) tends to a limit x1 which belongs to M, and that the sequence (⟨u(yn)∣yn⟩) is bounded (majorize the numbers ⟨u(yn−ym)∣yn−ym⟩ for m≥n and ∣⟨u(x+yn)∣z⟩∣ for z∈M∘ by means of the inequality ()). d) Let
(yn′) be a sequence of points of
M0 such that
⟨u(yn′−ym′)∣yn′−ym′⟩ is arbitrarily small as soon as
m and
n are sufficiently large, and such that the sequence
(u(x+yn′)) has a limit
x1′∈M; now prove that one has
x1′=x1. (Putting, for brevity,
Q(z)=⟨u(z)∣z⟩, prove first that the number
Q((yp−yp′)−(yq−yq′)) is arbitrarily small as soon as
p and
q are sufficiently large, and deduce that the sequence
(Q(yn−yn′)) is bounded; using the fact that
⟨x1′−x1∣yp−yp′⟩=0 for every
p, prove that the sequence
(Q(yn−yn′)) tends to 0 and use a.).)
e) Deduce from d) that the point x1 does not depend on the choice of the yn∈E(x,1/n), and that if one sets u1(x)=x1, u1 is a linear mapping of M into itself. Now prove that one has 0≤⟨u1(x)∣x⟩≤⟨u(x)∣x⟩ for all x∈M, and consequently that u1 is continuous and is an endomorphism ≥0 of M. (Observe that ⟨u(x+yn)∣yn⟩ tends to 0 and ⟨u(x+yn)∣x+yn⟩ to f(x).) f) Let pM be the orthogonal projector with image M, and let u0=u1∘pM. One has 0≤u0≤u, M is stable under u0 and the restriction of u0 to M∘ is null. Now prove that u0 is the greatest element of the set of endomorphisms v≥0 such that v≤u, that M is stable under v and that the restriction of v to M∘ is null.