Bourbaki

§ 6. Spectral properties of endomorphisms of Banach spaces

Unless otherwise stated, the vector spaces considered in this paragraph are vector spaces over C\mathbf{C}. The spectrum of an endomorphism of a complete normable space E is the spectrum relative to the unital algebra L(E)(\mathscr{L}(E) (cf. no7^o7 of I, p. 127).

1. Isolated points and sensitive points of the spectrum

Let E be a complete normable space and let uu be an endomorphism of E. Let λ\lambda be an isolated point of the spectrum of uu. We recall that eλ(u)e_{\lambda}(u) denotes the spectral projector associated with uu and with the closed and open set {λ}\{\lambda \} of the spectrum of uu (no3^o3 of I, p. 131). The endomorphism u−λ1Eu-\lambda 1_E induces an automorphism of Ker(eλ(u)e_{\lambda}(u)) and a quasinilpotent endomorphism of Im(eλ(u)e_{\lambda}(u)) ((loc. cit.).

Definition 1 02UE

One says that λ\lambda is of finite spectral multiplicity for uu if the spectral projector eλ(u)e_{\lambda}(u) is of finite rank; in this case, the integer mλ(u)=m_{\lambda}(u) = dim(Im(eλ(u)e_{\lambda}(u))) is called the spectral multiplicity of λ\lambda for uu.

Definition 2 02UF

The isolated points of Sp(uu) of finite spectral multiplicity are called the sensitive points of the spectrum of uu. The set of sensitive points of Sp(uu) is called the sensitive spectrum of uu and is denoted by Sps(u)_s(u).[^1] The complementary set Sp(uu) - Sps(u)_s(u) is called the essential spectrum of uu and is denoted by Spe(u)_e(u).

Since the set Sps(u)_s(u) consists of isolated points of Sp(uu), it is open in Sp(uu), discrete, and countable (III, p. 78, lemma 3); it is also bounded. The set Spe(u)_e(u) is closed in Sp(uu), hence compact.

By Prop. 14 of III, p. 54, the sensitive points of the spectrum of uu are the complex numbers λ\lambda such that u−λ1Eu-\lambda 1_E is a Riesz endomorphism of E which is not an automorphism of E.

For every complex number λ\lambda, let Nλ(u)N_{\lambda}(u) and Iλ(u)I_{\lambda}(u) denote the nilspace and the conilspace of the endomorphism u−λ1Eu-\lambda 1_E of E. Since E is a Fréchet space, u−λ1Eu-\lambda 1_E is a Riesz endomorphism if and only if Nλ(u)N_{\lambda}(u) is of finite dimension and Iλ(u)I_{\lambda}(u) is of finite codimension (prop. 13 of III, p. 53); when this is so, u−λ1Eu-\lambda 1_E is invertible if and only if Nλ(u)N_{\lambda}(u) is reduced to 0 (III, p. 47, prop. 6). The sensitive points of the spectrum of uu are therefore the complex numbers λ\lambda such that Nλ(u)N_{\lambda}(u) is of nonzero finite dimension and Iλ(u)I_{\lambda}(u) is of finite codimension in E (III, p. 54, prop. 14). The spectral multiplicity mλ(u)m_{\lambda}(u) of λ\lambda is then the dimension of Nλ(u)N_{\lambda}(u), the endomorphism u−λ1Eu-\lambda 1_E defines by restriction an automorphism of Iλ(u)I_{\lambda}(u) and a nilpotent endomorphism of Nλ(u)N_{\lambda}(u). Since Nλ(u)N_{\lambda}(u) is not reduced to 0, it follows that λ\lambda is an eigenvalue of uu. The smallest integer n⩾1n\geqslant 1 such that Ker((u−λ1Eu-\lambda 1_E)n^n) is equal to Nλ(u)N_{\lambda}(u) is the order of the pole of the resolvent of uu at the point λ\lambda (No.o3^o3 of I, p. 131), which is bounded above by mλ(u)m_{\lambda}(u).

In particular, we have therefore proved:

Proposition 1 02UG

The sensitive points of the spectrum of uu are eigenvalues of finite spectral multiplicity.

The essential spectrum of uu consists of the complex numbers λ\lambda such that u−λ1Eu-\lambda 1_E is not a Riesz endomorphism of E. In particular, if uu is compact, then every λ∈\lambda \in Sp(uu)−{0}-\{0\} is a sensitive point of the spectrum (cor. 2 of III, p. 77).

Proposition 2 02UH

Let E be a complete normable space and uu an endomorphism of E. Let H be a finite subset of Sps(u)_s(u). The set H is open and closed in Sp(uu). The spectral projector eH(u)e_H(u) is of finite rank, has image ∑λ∈HNλ(u)\sum_{\lambda\in H}N_{\lambda}(u) and kernel ⋂λ∈HIλ(u)\bigcap_{\lambda\in H}I_{\lambda}(u).

This follows from No.o3^o3 of I, p. 131 since, for every λ∈\lambda \in Sps(u)_s(u), the subspaces Nλ(u)N_{\lambda}(u) and Iλ(u)I_{\lambda}(u) are respectively the image and the kernel of the spectral projector eλ(u)e_{\lambda}(u).

Corollary 1 02UI

Let V be a neighbourhood of Spe(u)_e(u).

a) There exists a decomposition of E into a topological direct sum F⊕F\oplus G such that F is of finite dimension, that F and G are stable under every endomorphism commuting with uu, and that the spectrum of the endomorphism of G induced by uu is contained in V;

b) Suppose V nonempty. There exists an element vv of the bicommutant of uu in L(E)\mathscr{L}(E) whose spectrum is contained in V and such that v−uv-u is of finite rank.

Let H = Sp(uu)∩(C−V˚)\cap (\mathbf{C}-\mathring{V}). The set H is contained in Sps(u)_s(u), hence is discrete; since it is closed in the compact space Sp(uu), it is finite. One can take for F and G the image and the kernel of the spectral projector eH(u)e_H(u) (Prop. 2).

Suppose that V is nonempty. Let μ∈V\mu\in V and let vv denote the endomorphism of E which agrees with the homothety of ratio μ\mu in F and with uu in G. Its spectrum is contained in {μ}∪\{\mu\} \cup (Sp(uu) - H), hence in V, and v−uv-u is of finite rank since F is finite-dimensional.

For every compact subset S of C\mathbf{C}, let O(S)\mathscr{O}(S) denote the algebra of germs of holomorphic functions in a neighbourhood of S with values in C\mathbf{C} (I, p. 49, §4, No. 11).

Corollary 2 02UJ

Let f∈Of\in \mathscr{O}(Sp(uu)) and let μ\mu be a complex number. Let H be the set of λ∈\lambda \in Sp(uu) such that f(λ)=μf(\lambda ) =\mu. Then μ\mu is a point of the discrete spectrum of f(u)f(u) if and only if H is finite, nonempty, and contained in the discrete spectrum of uu. Under these conditions, the spectral projector eμ(f(u))e_\mu(f(u)) is equal to the projector eH(u)e_H(u) associated with uu and H. One has

Nμ(f(u))=⨁λ∈HNλ(u),Iμ(f(u))=⋂λ∈HIλ(u) N_\mu(f(u)) =\bigoplus_{\lambda\in H}N_{\lambda}(u),I_\mu(f(u)) =\bigcap_{\lambda\in H}I_{\lambda}(u)

and the spectral multiplicity of μ\mu for f(u)f(u) is the sum of the spectral multiplicities of the elements of H, that is to say

mμ(f(u))=∑λ∈Hmλ(u) m_\mu(f(u)) =\sum_{\lambda\in H}m_{\lambda}(u)

The complex number μ\mu belong to ff(Sp(uu)), and hence to the spectrum of f(u)f(u) (Prop. 8 of I, p. 75), if and only if H is nonempty. One then has eμ(f(u))=eH(u)e_\mu(f(u)) =e_H(u) (No. 11 of I, p. 127). The other assertions are deduced from this by Prop. 2.

Example 1 02UK

Let E be a finite-dimensional vector space and uu an endomorphism of E. The spectrum of uu is finite and coincides with Sps(u)_s(u). Its elements are the roots of the characteristic polynomial χu\chi_u of uu; they are the eigenvalues of uu. The spectral multiplicity mλ(u)m_{\lambda}(u) of an element λ∈\lambda \in Sp(uu) is the multiplicity of λ\lambda as a root of the polynomial χu\chi_u (A, VII, p. 36, cor.). By Corollary 2 above, one has

χf(u)(T)=∏λ∈Sp(u)(T−f(λ))mλ \chi_{f(u)}(T) =\prod_{\lambda\in Sp(u)}(T-f(\lambda ))^{m_{\lambda}}

for every f∈Of\in \mathscr{O}(Sp(uu)). This generalizes Prop. 10 of A, VII, p. 36.

Example 2 02UL

Let X be a compact subset of C\mathbf{C}, and C(X)\mathscr{C}(X) the Banach space of continuous complex-valued functions on X. Let uu denote the endomorphism of C(X)\mathscr{C}(X) which to f∈C(X)f\in \mathscr{C}(X) associates the function z↦zf(z)z\mapsto zf(z) of C(X)\mathscr{C}(X). The spectrum of uu is equal to X, its points of the discrete spectrum are the isolated points of X, and their spectral multiplicities are equal to 1.

2. A partition of the spectrum

Let Z‾\overline{\mathbf{Z}} denote the subset Z∪{−∞,+∞}\mathbf{Z}\cup \{-\infty ,+\infty \} of R‾\overline{\mathbf{R}}. If uu is a linear mapping whose kernel or cokernel is of finite dimension, the index of uu is the element ind(uu) of Z‾\overline{\mathbf{Z}} defined by

ind(uu) == dim Coker(uu)−- dim Ker(uu)

(cf. Noo6^o6 of III, p. 67).

Definition 3 02UM

Let E be a complete normable space and uu an endomorphism of E. For every n∈Z‾n\in \overline{\mathbf{Z}}, denote by Spn(u)_n(u) the set of complex numbers λ∈\lambda \in Spe(u)_e(u) such that u−λ1Eu-\lambda 1_E is a strict morphism whose kernel or cokernel is of finite dimension, and whose index is nn. Denote by Spω(u)_{\omega}(u) the complement in Spe(u)_e(u) of the union of the subsets Spn(u)_n(u) for n∈Zn\in \mathbf{Z}.

The sets Sps(u)_s(u), Spn(u)_n(u) for n∈Z‾n\in \overline{\mathbf{Z}}, and Spω(u)_{\omega}(u) form a partition of the spectrum of uu.

Every endomorphism of E whose cokernel is of finite dimension is strict (III, p. 52, Lemma 6). The Fredholm endomorphisms of E are the endomorphisms of E whose kernel and cokernel are of finite dimension (III, p. 52, Prop. 11). The set C−\mathbf{C}- Spe(u)_e(u) consists of the λ∈C\lambda \in \mathbf{C} such that u−λ1Eu-\lambda 1_E is a Riesz endomorphism of E, and such an endomorphism is a Fredholm endomorphism of E of index 0.

Consequently, for λ∈C\lambda \in \mathbf{C} and for n∈Z−{0}n\in \mathbf{Z}-\{0\}, we have:

λ∈C−\lambda \in \mathbf{C}- Sp(uu)⇐⇒u−λ1E\Leftarrow \Rightarrow u-\lambda 1_E is an automorphism ;

λ∈\lambda \in Sps(u)⇐⇒u−λ1E_s(u)\Leftarrow \Rightarrow u-\lambda 1_E is a Riesz endomorphism, but

is not an automorphism ;

λ∈\lambda \in Sp0(u)⇐⇒u−λ1E_0(u)\Leftarrow \Rightarrow u-\lambda 1_E is a Fredholm endomorphism

of index 0 of E but is not a Riesz endomorphism of E ;

λ∈\lambda \in Spn(u)⇐⇒u−λ1E_n(u)\Leftarrow \Rightarrow u-\lambda 1_E is a Fredholm endomorphism

(n≠0)(n\not = 0) of index nn of E ;

λ∈\lambda \in Sp−∞(u)⇐⇒u−λ1E_{-\infty}(u)\Leftarrow \Rightarrow u-\lambda 1_E is strict, its kernel is of dimension

infinite and its cokernel is of finite dimension ; λ∈\lambda \in Sp+∞(u)⇐⇒u−λ1E_{+\infty}(u)\Leftarrow \Rightarrow u-\lambda 1_E is strict, its kernel is of dimension

finite and its cokernel is of dimension infinite ; λ∈\lambda \in Spω(u)⇐⇒_{\omega}(u)\Leftarrow \Rightarrow either u−λ1Eu-\lambda 1_E is not strict, or its kernel

and its cokernel are of dimension infinite.

Remark 02UN

Let π\pi denote the canonical homomorphism of L(E)\mathscr{L}(E) onto the Calkin algebra C\mathscr{C}alk(E) of E (cf. No. 4 of III, p. 75). The spectrum of π(u)\pi (u) relative to the algebra C\mathscr{C}alk(E) is sometimes called the stable spectrum of uu. Its elements are the complex numbers λ\lambda such that u−λ1Eu-\lambda 1_E is not a Fredholm endomorphism of E (cor. 1 of theorem 3 of III, p. 73). It is therefore equal to Spω(u)∪_{\omega}(u)\cup Sp−∞(u)∪_{-\infty}(u)\cup Sp+∞(u)_{+\infty}(u).

Let A be the set of endomorphisms of E which commute with uu. The closure B of π(A)\pi (A) in C\mathscr{C}alk(E) is a complete normable algebra and the spectrum of π(u)\pi (u) relative to B is the essential spectrum Spe(u)_e(u) of uu (III, p. 77, prop. 3). By the cor. of prop. 6 of I, p. 28, applied to the subalgebra B of C\mathscr{C}alk(E), the set Spe(u)_e(u) is the union of Spω(u)∪_{\omega}(u)\cup Sp−∞(u)∪_{-\infty}(u)\cup Sp+∞(u)_{+\infty}(u) and of certain bounded connected components of its complement.

Theorem 1 02UO

Let E be a complete normable space and uu an endomorphism of E.

a) The set Spω(u)_{\omega}(u) is compact. It is non-empty if E is infinite-dimensional;

b) Let n∈Z‾n\in \overline{\mathbf{Z}}. The set Spn(u)_n(u) is the union of a family of bounded connected components of C−\mathbf{C}- Spω(u)_{\omega}(u). It is open in C\mathbf{C}, and its boundary in C\mathbf{C} is contained in Spω(u)_{\omega}(u).

The set C−\mathbf{C}- Spω(u)_{\omega}(u) consists of the complex numbers λ∈C\lambda \in \mathbf{C} such that u−λ1Eu-\lambda 1_E is a strict morphism, whose kernel or cokernel has finite dimension. By props. 11 of III, p. 67 and 13 of III, p. 70, it is open. The set Spω(u)_{\omega}(u) is therefore closed. Since it is bounded, it is compact.

Let us prove b). Let n∈Z‾n\in \overline{\mathbf{Z}}. The set Spn(u)_n(u) is contained in C−\mathbf{C}-Spω(u)_{\omega}(u). Let U be a connected component of C−\mathbf{C}- Spω(u)_{\omega}(u) which meets Spn(u)_n(u). The mapping λ↦\lambda \mapsto ind(u−λ1Eu-\lambda 1_E) from C−\mathbf{C}- Spω(u)_{\omega}(u) into Z‾\overline{\mathbf{Z}} being locally constant (cor. 1 of prop. 12 of III, p. 68 and cor. 1 of prop. 13 of III, p. 70), the index of u−λ1Eu-\lambda 1_E is equal to nn for every λ∈U\lambda \in U. If n≠0n\not = 0, this implies that U is contained in Spn(u)_n(u). If n=0n= 0, remark that the set U is a connected component of C−\mathbf{C}- (Spω(u)∪_{\omega}(u)\cup Sp−∞(u)∪_{-\infty}(u)\cup Sp+∞(u)_{+\infty}(u)). Since U meets Sp0(u)_0(u) and hence Spe(u)_e(u), it follows then from Remark 2 that the set U is contained in Spe(u)_e(u), and consequently in Sp0(u)_0(u). In all cases we conclude that Spn(u)_n(u) is the union of the connected components of C−\mathbf{C}- Spω(u)_{\omega}(u) which meet Spn(u)_n(u). These are necessarily bounded since the set Sp(uu) is bounded. Consequently, Spn(u)_n(u) is open in C\mathbf{C} and its boundary is contained in Spω(u)_{\omega}(u). This proves b).

Suppose finally that the set Spω(u)_{\omega}(u) is empty. According to b), each of the sets Spn(u)_n(u), for n∈Z‾n\in \overline{\mathbf{Z}}, is then empty. We therefore have Sp(uu) == Sps(u)_s(u). The spectrum of uu is consequently discrete and compact, hence finite, and since all its points are of finite spectral multiplicity, the vector space E is finite-dimensional (III, p. 83, prop. 2). This completes the proof of a).

Corollary 02UP

a) Let Ω be the unbounded connected component of C−\mathbf{C}- Spω(u)_{\omega}(u). We have Ω∩\Omega \cap Sp(uu)⊂\subset Sps(u)_s(u);

b) Any point adherent to Sps(u)_s(u) which does not belong to Sps(u)_s(u) belongs to Spω(u)_{\omega}(u).

Assertion a) is a direct consequence of assertion b) of th. 1. Let λ\lambda be a point adherent to Sps(u)_s(u) which does not belong to Sps(u)_s(u). It belongs to the spectrum of uu, since the latter is closed. It does not belong to any of the sets Spn(u)_n(u), for n∈Z‾n\in \overline{\mathbf{Z}}, since these are open (loc. cit.) and disjoint from Sps(u)_s(u). We therefore have λ∈\lambda \in Spω(u)_{\omega}(u), whence b).

Proposition 3 02UQ

Let E and F be complete normed spaces, u:E→Fu: E\rightarrow F and v:F→Ev: F\rightarrow E continuous linear mappings.

a) The traces on C−{0}\mathbf{C}-\{0\} of the sets Sp(v∘uv\circ u) and Sp(u∘vu\circ v) ((resp. Sps(v∘u)_s(v\circ u) and Sps(u∘v)_s(u\circ v), resp. Spn(v∘u)_n(v\circ u) and Spn(u∘v)_n(u\circ v) for n∈Z‾n\in \overline{\mathbf{Z}}, resp. Spω(v∘u)_{\omega}(v\circ u) and Spω(u∘v))_{\omega}(u\circ v)) are equal;

b) Let λ\lambda be an element of Sps(v∘u)_s(v\circ u) distinct from 0. The spectral multiplicities of λ\lambda for v∘uv\circ u and for u∘vu\circ v are equal.

Let μ\mu be a nonzero complex number and let n∈Z‾n\in \overline{\mathbf{Z}}. In order that μ1E−v∘u\mu1_E-v\circ u be an automorphism (resp. a Riesz endomorphism, resp. a strict morphism whose kernel or cokernel is of finite dimension and whose index is nn), it is necessary and sufficient that μ1F−u∘v\mu1_F-u\circ v be one (III, p. 49, prop. 10). Assertion a) then follows from the definitions.

Let λ\lambda be a point of Sps(v∘u)_s(v\circ u) distinct from 0. One has

dim Ker((λ1E−v∘u\lambda 1_E-v\circ u)n^n) == dim Ker((λ1F−u∘v\lambda 1_F-u\circ v)n^n)

for every n⩾0(n\geqslant 0 (loc. cit.), therefore the spectral multiplicities of λ\lambda for v∘uv\circ u and u∘vu\circ v are equal.

3. Spectrum of the transpose of an endomorphism

Proposition 4 02UR

Let E be a complete normed space, E′E' the dual space of E and uu an endomorphism of E.

a) One has Sps(u)=_s(u) = Sps(tu)_s(^tu), Spn(u)=_n(u) = Sp−n(tu)_{-n}(^tu) for every n∈Z‾n\in \overline{\mathbf{Z}} and Spω(u)=Spω(tu)_{\omega}(u) = Sp_{\omega}(^tu);

b) Every point of Sps(u)_s(u) has the same spectral multiplicity for uu and for tu^tu.

Assertion a) of prop. 3 of I, p. 131 proves that Sp(uu) == Sp(tu^tu), and assertion c) of loc. cit. implies that Sps(u)=_s(u) = Sps(tu)_s(^tu) and that assertion b) is valid.

For every λ∈C\lambda \in \mathbf{C}, lemma 4 of III, p. 69 implies that u−λ1Eu-\lambda 1_E is a strict morphism if and only if tu−λ1E′^tu-\lambda 1_{E'} is one, and that

dim Coker(t(u−λ1E)^t(u-\lambda 1_E)) == dim Ker(u−λ1Eu-\lambda 1_E)

dim Ker(t(u−λ1E)^t(u-\lambda 1_E)) == dim Coker(u−λ1Eu-\lambda 1_E)

in Z‾\overline{\mathbf{Z}}. Assertion a) follows from this, taking account of the definitions of the various parts of the spectrum (def. 3 of III, p. 85).

4. Perturbation by a compact operator

Theorem 2 02US

Let E be a complete normable space, uu an endomorphism of E and hh a compact endomorphism of E. One has Spω(u+h)=_{\omega}(u+h) = Spω(u)_{\omega}(u) and Spn(u+h)=_n(u+h) = Spn(u)_n(u) for every n∈Z‾−{0}n\in \overline{\mathbf{Z}}-\{0\}.

Let λ∈C\lambda \in \mathbf{C}. In order that u+h−λ1Eu+h-\lambda 1_E be a strict morphism whose kernel (resp. cokernel) is of finite dimension, it is necessary and sufficient that u−λ1Eu-\lambda 1_E be so, by Theorem 1 of III, p. 72 (resp. Theorem 2 of III, p. 73).

The equalities

Sp−∞(u+h)=_{-\infty}(u+h) = Sp−∞(u)_{-\infty}(u), Sp+∞(u+h)=_{+\infty}(u+h) = Sp+∞(u)_{+\infty}(u),

Spω(u+h)=_{\omega}(u+h) = Spω(u)_{\omega}(u)

follow from this. Moreover, one has Spn(u+h)=_n(u+h) = Spn(u)_n(u) by Theorem 3 of III, p. 73 for every n∈Z−{0}n\in \mathbf{Z}-\{0\}.

Corollary 02UT

Suppose that the unbounded connected component of the complement of Spω(u)_{\omega}(u) contains 0. Then u+hu+h is a Riesz endomorphism of E.

One has Spω(u+h)=_{\omega}(u+h) = Spω(u)_{\omega}(u) (Theorem 2), hence 0 belong to the unbounded connected component of C−\mathbf{C}- Spω(u+h)_{\omega}(u+h). By the corollary to Theorem 1 of III, p. 87, either 0 does not belong to the spectrum of u+hu+h, or else it is a sensitive point of this spectrum. In both cases, u+hu+h is a Riesz endomorphism of E.

5. Spectrum of a compact operator

Lemma 1 02UU

Let E be a separated topological vector space of dimension ⩾2\geqslant 2 over R\mathbf{R}, and let X be a denumerable subset of E. The complementary set E - X is connected.

Suppose first that E is of dimension 2. One may suppose that E=R2E =\mathbf{R}^2 endowed with the euclidean norm (TVS, I, p. 14, Theorem 2). Since X is denumerable, there exists a real number r∈R+∗r\in \mathbf{R}_+^* such that the circle C with center 0 and radius rr does not meet X. Let x∈Ex\in E - X; if x∉Cx \notin C, there exists a point y∈Cy\in C such that the straight line LxL_x joining xx and yy does not meet X, since X is denumerable. The set E - X is the union of C, which is connected, and of the connected sets Lx∪CL_x\cup C for x∈Ex\in E- (X∪C)(X\cup C); these sets all contain C, and therefore E- X is connected (TG, I, p. 81, Proposition 2).

Consider the general case. Replacing X by X−xX-x for an element x∈Ex\in E - X, one is reduced to the case where 0∉X0\notin X. Since E - X is the union of the sets F - (X∩F)(X\cap F) when F runs through the set of 2-dimensional subspaces of E, and since these are connected by the preceding case and contain 0, the set E - X is connected (loc. cit.).

Lemma 2 02UV

Let S⊂CS\subset \mathbf{C} be an infinite, discrete, bounded and closed set in C−{0}\mathbf{C}-\{0\}. Then S is the set of values of a sequence (λn)n∈N(\lambda_n)_{n\in\mathbf{N}} of non-zero complex numbers, pairwise distinct, such that the sequence (∣λn∣)n∈N(|\lambda_n|)_{n\in\mathbf{N}} is decreasing and converges to 0.

For every integer i⩾1i\geqslant 1, the set AiA_i of complex numbers λ∈S\lambda \in S such that ∣λ∣⩾1i|\lambda |\geqslant \frac{1}{i} is compact and discrete in C\mathbf{C}, hence finite. Let aia_i be its cardinal. Since S is infinite, the sequence (ai)(a_i) tends to +∞+\infty. Put A0=∅A_0=\emptyset and a0=0a_0= 0. For every i⩾1i\geqslant 1, choose a bijection n↦λnn\mapsto \lambda_n of the interval [ai−1,ai[[a_{i-1}, a_i[ of N\mathbf{N} onto Ai−Ai−1A_i-A_{i-1} such that the mapping n↦∣λn∣n\mapsto |\lambda_n| is decreasing on [ai−1,ai[[a_{i-1}, a_i[. The sequence (λn)n∈N(\lambda_n)_{n\in\mathbf{N}} satisfies the required properties.

Let E be a complete normable space of infinite dimension. The algebra Lc(E)\mathscr{L}^c(E) is a non-unital subalgebra of L(E)\mathscr{L}(E). Recall that for every compact endomorphism u∈Lcu\in \mathscr{L}^c(E), the spectrum SpLc(E)′(u)'_{\mathscr{L}^c(E)}(u) is the spectrum of uu relative to the unital subalgebra Lc(E)⊕C1E\mathscr{L}^c(E)\oplus \mathbf{C}1_E of L(E)(\mathscr{L}(E) (I, p. 4, No.o4^o4).

Proposition 5 02UW

Let E be a complete normable space and let uu be a compact endomorphism of E. Every element of Sps(u)_s(u) is an eigenvalue of finite spectral multiplicity. Moreover:

a) If E is finite-dimensional, then Sp(uu) == Sps(u)_s(u);

b) If E is infinite-dimensional, then Sps(u)=_s(u) = Sp(uu)−{0}-\{0\} and Spω(u)={0}_{\omega}(u) =\{0\};

c) If Sps(u)_s(u) is infinite, it is the set of values of a sequence (λn)n∈N(\lambda_n)_{n\in\mathbf{N}} of nonzero complex numbers, pairwise distinct, such that the sequence (∣λn∣)n∈N(|\lambda_n|)_{n\in\mathbf{N}} is decreasing and converges to 0 ;

d) If E is infinite-dimensional, then Sp(uu) == SpLc(E)′(u)'_{\mathscr{L}^c(E)}(u).

Every element of Sps(u)_s(u) is an eigenvalue of finite spectral multiplicity (prop. 1 of III, p. 83).

Assertion a) is elementary (III, p. 85, example 1). Suppose now that E is infinite-dimensional.

Let λ∈\lambda \in Sp(uu)−{0}-\{0\}. Then u−λ1Eu-\lambda 1_E is a Riesz endomorphism of E (cor. 2 of prop. 2 of III, p. 75), hence λ\lambda belongs to Sps(u)_s(u). If E is infinite-dimensional, then Spω(u)_{\omega}(u) is not empty (III, p. 87, th. 1, a)). Necessarily one has Spω(u)={0}_{\omega}(u) =\{0\}, whence b).

The set Sps(u)_s(u) is discrete and bounded. Moreover, one has Sps(u)=_s(u) = Sp(uu)∩(C−{0})\cap (\mathbf{C}-\{0\}) by b), hence Sps(u)_s(u) is closed in C−{0}\mathbf{C}-\{0\}. Assertion c) therefore follows from Lemma 2.

The spectrum of uu is denumerable, and its complement in C\mathbf{C} is therefore connected (lemma 1). By the cor. to prop. 6 of I, p. 28, applied to the unital subalgebra Lc(E)⊕C1E\mathscr{L}^c(E)\oplus \mathbf{C}1_E of L\mathscr{L} (E), one concludes that Sp(uu) == SpLc(E)′(u)'_{\mathscr{L}^c(E)}(u).

Proposition 6 02UX

Let E be a complete normed space over C\mathbf{C} and uu a compact endomorphism of E.

a) Let f∈Of\in \mathscr{O}(Sp(uu)) be such that f(0)=0f(0) = 0. The endomorphism f(u)f(u) is compact;

b) Suppose that E is a complex Hilbert space and that uu is normal. Let ff be a continuous function on Sp(uu) such that f(0)=0f(0) = 0. The normal endomorphism f(u)f(u) is compact.

Moreover, the converse assertions are valid if E is infinite-dimensional, and the condition f(0)=0f(0) = 0 is not necessary if E is finite-dimensional.

We may suppose that E is infinite-dimensional.

Let us prove a) and its converse. The endomorphism uu is an element of the Banach algebra Lc(E)\mathscr{L}^c(E). Since E is infinite-dimensional, one has the equality Sp(uu) == SpLc(E)′(u)'_{\mathscr{L}^c(E)}(u) by prop. 5, d). The element f(u)f(u) of the holomorphic functional calculus of the unital Banach algebra deduced from Lc(E)\mathscr{L}^c(E) by adjunction of a unit element belongs to Lc(E)\mathscr{L}^c(E) if and only if f(0)=0f(0) = 0 (I, p. 88). But moreover this element coincides with the element f(u)f(u) of L(E)\mathscr{L}(E) (prop. 7 of I, p. 75), hence f(u)f(u) is compact if and only if f(0)=0f(0) = 0.

The proof of assertion b) and of its converse is exactly the same if one considers the continuous functional calculus of the involutive algebra Lc(E)\mathscr{L}^c(E) (I, p. 110, def. 5).

Corollary 02UY

Let E and F be Hilbert spaces and let uu be a continuous linear mapping from E into F. The linear mapping uu is compact if and only if the endomorphism ∣u∣|u| of E is compact.

Let (j,∣u∣)(j,|u|) be the polar decomposition of uu (def. 4 of I, p. 140). Since

√ \surd

u=j∣u∣u=j|u| and ∣u∣=u∗u|u|=u^*u (prop. 10 of I, p. 139), the equivalence results from prop. 3 of III, p. 5 and assertion b) of the preceding proposition.

6. Case of Hilbert spaces

In this No., E denotes a Hilbert space over C\mathbf{C}. We denote by π\pi the canonical homomorphism of L(E)\mathscr{L}(E) onto the involutive algebra C\mathscr{C}alk(E).

Proposition 7 02UZ

Let u∈L(E)u\in \mathscr{L}(E).

a) If uu is normal, then uu is a Riesz endomorphism if and only if uu is a Fredholm endomorphism of index 0.

b) If uu is hermitian, then uu is a Fredholm endomorphism if and only if uu is a Riesz endomorphism.

Every Riesz endomorphism is a Fredholm endomorphism of index 0 (proposition 5 of III, p. 46). Conversely, suppose that uu is a Fredholm endomorphism of index 0, and that uu is normal. Its nilspace then coincides with its kernel (EVT, V, p. 43, prop. 8), and is therefore of finite dimension. It then results from lemma 2 of III, p. 45 and from the definition that uu is a Riesz endomorphism.

Let us prove b). By a), it is enough to verify that the index of a hermitian Fredholm endomorphism uu is zero. But the orthogonal complement of the image of uu (which is closed) is then equal to the kernel of uu (EVT, V, p. 41, prop. 4), whence the assertion.

Corollary 02V0

Let u∈L(E)u\in \mathscr{L}(E). If uu is normal, then Sp0(u)_0(u) is empty, and if uu is hermitian, then Spe(u)_e(u) coincides with the spectrum of π(u)\pi (u) relative to the algebra C\mathscr{C}alk(E).

Both assertions result from the proposition and from the definition of the sets Spn(u)_n(u) for n∈Z‾n\in \overline{\mathbf{Z}} and of Spω(u)_{\omega}(u), which form a partition of the essential spectrum of uu (def. 2 of III, p. 83).

Theorem 3 (Weyl) 02V1

Let u∈L(E)u\in \mathscr{L}(E) be a normal endomorphism of uu. The essential spectrum of uu is the intersection of the sets Sp(u+hu+h), where hh ranges over Lc(E)\mathscr{L}^c(E).

Let h∈Lc(E)h\in \mathscr{L}^c(E). Since Sp0(u)_0(u) is empty (corollary above), Theorem 2 of III, p. 89 implies that Spe(u+h)=_e(u+h) = Spe(u)_e(u). The intersection of the sets Sp(u+hu+h) therefore contains Spe(u)_e(u).

Let λ∈\lambda \in Sps(u)_s(u). Let EλE_{\lambda} denote the proper subspace of uu relative to λ\lambda, and FλF_{\lambda} the image of the spectral projector associated with uu and C−{λ}\mathbf{C}-\{\lambda \}. The space E is the topological direct sum of EλE_{\lambda} and FλF_{\lambda}. Let hh be the finite-rank endomorphism of E which is zero on FλF_{\lambda} and coincides on EλE_{\lambda} with the identity. The endomorphism u+hu+h is invertible, therefore λ∉\lambda \notin Sp(u+hu+h). The theorem follows.

Thus, if uu is a normal endomorphism of E, and if h∈Lch\in \mathscr{L}^c(E), the spectrum of u+hu+h can differ from the spectrum of uu only by isolated points having finite spectral multiplicity.

7. The Krein-Rutman theorem

Lemma 3 02V2

Let (an)n⩾0(a_n)_{n\geqslant 0} be a sequence of positive real numbers such that the power series

f(z)=∑n⩾0anzn f(z) =\sum_{n\geqslant 0}a_nz^n

has a finite radius of convergence r>0r >0. Let D⊂CD\subset \mathbf{C} be the open disc with center 0 and radius rr. There does not exist a holomorphic function f~\widetilde{f} defined on an open neighbourhood U of rr in C\mathbf{C} which coincides with ff on U∩DU\cap D.

Suppose there exists such a holomorphic function f~\widetilde{f} defined on an open neighbourhood U of rr. There exist real numbers s<rs < r and δ>0\delta >0 such that s+δ>rs+\delta > r and such that the open disk D′D' with center ss and radius δ\delta is contained in U. The power series expansion of f~\widetilde{f} at the point ss (VAR, R1, p. 26, 3.2.1) then converges for every zz in the disk with center 0 and radius δ\delta (VAR, R1, p. 29, 3.3.4). This series is

+∞(n)+∞(n)+\infty (n)+\infty (n)

f~s(z)=∑f~n\widetilde{f}_s(z) =\sum\widetilde{f}n!(s)zn=∑fn(s)z^n=\sum fn!(s)zn(s)z^n

n=0n=0n=0n=0 (VAR, R1, p. 27, 3.2.4). Since s∈Ds\in D, we have

f(n)(s)=∑k=n+∞k(k−1)⋯(k−n+1)aksk−n f^{(n)}(s) =\sum_{k=n}^{+\infty}k(k-1)\cdots (k-n+ 1)a_ks^{k-n}

(VAR, R1, p. 28, 3.2.11). Let us take zz such that 0<z<δ0< z < \delta. Since ak⩾0a_k\geqslant 0, we have

f~s(z)=∑+∞(∑+∞k(k−1)⋯n(\widetilde{f}_s(z) =\sum^{+\infty}(\sum^{+\infty}k(k-1)\cdots n(!k−n+1)aksk−n)znk-n+ 1)a_ks^{k-n})z^n

n=0k=nn=0k=n +∞k+∞+\infty k+\infty

=∑(ak∑n=\sum(a_k\sum n!(kk−kk-! nn)! sk−nzn)=∑ak(s+z)ks^{k-n}z^n)=\sum a_k(s+z)^k

k=0n=0k=0k=0n=0k=0

(TG, III, p. 40). When s+z>rs+z > r, the convergence of this expression contradicts the assumption that the radius of convergence of the power series ff is equal to rr.

Let E be a real Banach space. Let C be a pointed convex cone in E. The vector space generated by C is equal to C−CC-C (EVT, II, p. 12, cor. 1). In particular, the cone C is total in E if and only if C−CC-C is dense in E. Recall that C is said to be salient if C∩(−C)C\cap (-C) is reduced to 0 (EVT, II, p. 11).

The polar C∘C^{\circ} of C is the set of continuous linear forms ℓ∈E′\ell \in E' such that ℓ(x)⩾0\ell (x)\geqslant 0 for all x∈Cx\in C (EVT, II, p. 47, prop. 4). By the bipolar theorem (EVT, II, p. 48, th. 1), if C is a closed pointed convex cone, one has C∘∘=CC^{\circ \circ}= C.

Lemma 4 02V3

Let E be a real Banach space and u∈L(E(C))u\in \mathscr{L}(E_{(\mathbf{C})}) a nonzero endomorphism of E(C)E_{(\mathbf{C})}. Let C be a total convex cone in E. There exists x∈Cx\in C such that u(x)≠0u(x)\not = 0.

Indeed, if uu vanishes on C, then uu vanishes on C−CC-C, hence on E, and therefore on E(C)E_{(\mathbf{C})}.

Theorem 4 (Krein–Rutman) 02V4

Let E be a complete normed space over R\mathbf{R}. Let C be a closed total salient convex cone in E and let u∈L(E)u\in \mathscr{L}(E) be a compact linear mapping such that u(C)⊂Cu(C)\subset C. If the spectral radius ϱ(u)\varrho (u) is >0>0, then ϱ(u)\varrho (u) is an isolated point of the spectrum of uu, and there exists a nonzero eigenvector x∈Cx\in C of uu for the eigenvalue ϱ(u)\varrho (u).

Let E(C)E_{(\mathbf{C})} be the complexified space of E and u(C)u_{(\mathbf{C})} the endomorphism of E(C)E_{(\mathbf{C})} obtained by extension of the scalars from uu. The spectral radius of u(C)u_{(\mathbf{C})} is equal to ϱ(u)(\varrho (u) (I, p. 86); we denote it simply by ϱ\varrho. Since ϱ>0\varrho >0, the complex spectrum of uu is not reduced to 0. There therefore exists λ0∈\lambda_0\in Sps(u(C))_s(u_{(\mathbf{C})}) such that ∣λ0∣=ϱ|\lambda_0|=\varrho (Prop. 5 of III, p. 90). Let e0e_0 be the spectral projector of u(C)u_{(\mathbf{C})} associated with λ0\lambda_0.

The resolvent λ↦R(u(C),λ)=(λ−u(C))−1\lambda \mapsto R(u_{(\mathbf{C})}, \lambda ) = (\lambda -u_{(\mathbf{C})})^{-1} is holomorphic on the complement of the spectrum of u(C)u_{(\mathbf{C})} (Theorem 1 of I, p. 24). The complex number λ0\lambda_0 is a pole of the resolvent and its residue is the spectral projector e0(e_0(I, p. 131).

Let yy and y′y' be elements of E such that y+iy′∈E(C)y+iy'\in E_{(\mathbf{C})} is an eigenvector of u(C)u_{(\mathbf{C})} for the eigenvalue λ0\lambda_0. Since e0(y+iy′)=y+iy′≠0e_0(y+iy') =y+iy'\not = 0, there exists an element x0∈Cx_0\in C such that e0(x0)≠0e_0(x_0)\not = 0 (Lemma 4). Since C is closed and salient, its polar C∘C^{\circ} is total (EVT, II, p. 48, Corollary 1), and there then exists a linear form ℓ0∈C∘\ell_0\in C^{\circ} such that ⟨e0(x0),ℓ0⟩≠0\langle e_0(x_0), \ell_0\rangle \not = 0.

Consider the function ff defined by f(0)=0f(0) = 0 and by

f(z)=⟨R(u(C),z−1)x0,ℓ0⟩ f(z) =\langle R(u_{(\mathbf{C})}, z^{-1})x_0, \ell_0\rangle

for z∈Cz\in \mathbf{C} such that z−1∉z^{-1}\notin Sp(u(C)u_{(\mathbf{C})}). This function satisfies

f(z)=ℓ0((∑n=0+∞zn+1u(C)n)x0)=∑n=0∞⟨un(x0),ℓ0⟩zn+1(1) f(z) =\ell_0((\sum^{+\infty}_{n=0}z^{n+1}u^n_{(\mathbf{C})})x_0)=\sum_{n=0}^{\infty}\langle u^n(x_0), \ell_0\rangle z^{n+1} \tag{1}

for ∣z∣<1/ϱ|z|<1/\varrho (Theorem 1 of I, p. 24, d)) and is therefore holomorphic in the disc with centre 0 and radius 1/ϱ1/\varrho.

There exists a holomorphic function R~\widetilde{R} defined on an open neighbourhood U of λ0\lambda_0 and with values in L(E)\mathscr{L}(E) such that for zz belonging to U−{λ0}-\{\lambda_0\}, one has

R(u(C),z)=R~(z)+∑n=0+∞(z−λ0)−n−1(u(C)−λ0)ne0 R(u_{(\mathbf{C})}, z) =\widetilde{R}(z) +\sum_{n=0}^{+\infty}(z-\lambda_0)^{-n-1}(u_{(\mathbf{C})}-\lambda_0)^ne_0

(Prop. 17 of I, p. 83). For zz such that z−1∈Uz^{-1}\in U and z≠1/λ0z\not = 1/\lambda_0, one therefore has

f(z)=⟨R~(z−1)x0,ℓ0⟩+∑n=0+∞(z−1−λ0)−n−1⟨(u(C)−λ0)ne0(x0),ℓ0⟩ f(z) =\langle \widetilde{R}(z^{-1})x_0, \ell_0\rangle +\sum_{n=0}^{+\infty}(z^{-1}-\lambda_0)^{-n-1}\langle (u_{(\mathbf{C})}-\lambda_0)^ne_0(x_0), \ell_0\rangle

The term of the series corresponding to n=0n= 0 is (z−1−λ0)−1⟨e0(x0),ℓ0⟩(z^{-1}-\lambda_0)^{-1}\langle e_0(x_0), \ell_0\rangle. Since ⟨e0(x0),ℓ0⟩≠0\langle e_0(x_0), \ell_0\rangle \not = 0, the uniqueness of the Laurent expansion (VAR, R1, p. 30, 3.3.9) implies that ff cannot be prolonged to a holomorphic function in a neighbourhood of 1/λ01/\lambda_0. In particular, the radius of convergence of the power series expansion (1) of the function ff at the point 0 is equal to 1/ϱ1/\varrho.

The coefficients of the power series (1) are ⟨un(x0),ℓ0⟩⩾0\langle u^n(x_0), \ell_0\rangle \geqslant 0 since u(C)⊂Cu(C)\subset C and ℓ0∈C∘\ell_0\in C^{\circ}. By Lemma 3, the function ff cannot be extended to a holomorphic function in a neighbourhood of 1/ϱ1/\varrho. The resolvent of u(C)u_{(\mathbf{C})} therefore cannot be extended to a holomorphic function in a neighbourhood of ϱ\varrho, that is to say, ϱ∈\varrho \in Sp(uu). This implies that ϱ\varrho is an eigenvalue of u(C)u_{(\mathbf{C})} (prop. 5 of III, p. 90). Since ϱ\varrho is real, it is also an eigenvalue of uu.

Let d⩾1d\geqslant 1 be the order of the pole of the resolvent of u(C)u_{(\mathbf{C})} at ϱ\varrho. Let ee be the endomorphism

e=e= limz→ϱ(z−ϱ)dR(u(C),z)_{z\rightarrow\varrho}(z-\varrho )^dR(u_{(\mathbf{C})}, z).

It is nonzero and commutes with u(C)u_{(\mathbf{C})}, and its image is contained in the eigenspace of u(C)u_{(\mathbf{C})} corresponding to ϱ(\varrho (cf. No.o3^o3 of I, p. 131). Let now ℓ\ell be an element of C∘C^{\circ} and xx an element of C. By Theorem 1 of I, p. 24, d), one has

⟨e(x),ℓ⟩=\langle e(x), \ell \rangle = limzz>ϱ→ϱ(z−ϱ)d∑n⩾0⟨un(x),ℓ⟩z−n−1⩾0_{zz>\varrho\rightarrow\varrho}(z-\varrho )^d\sum_{n\geqslant 0}\langle u^n(x), \ell \rangle z^{-n-1}\geqslant 0.

The bipolar theorem (EVT, II, p 48, th. 1) implies that e(x)∈Ce(x)\in C for all x∈Cx\in C. Since C is total, there exists x∈Cx\in C such that e(x)≠0e(x)\not = 0 (Lemma 4), and then e(x)e(x) belongs to C and is an eigenvector of uu for the eigenvalue ϱ\varrho, as required.

Corollary 02V5

Let E be a complete normable space over R\mathbf{R}. Let C be a total salient closed convex cone in E and u∈L(E)u\in \mathscr{L}(E) a compact linear mapping such that u(C)⊂Cu(C)\subset C. If the spectral radius ϱ(u)\varrho (u) of uu is >0>0, then ϱ(tu)=ϱ(u)\varrho (^tu) =\varrho (u) is an eigenvalue of tu^tu, and tu^tu admits an eigenvector corresponding to ϱ(u)\varrho (u) in C∘C^{\circ}.

One has ϱ(tu)=ϱ(u)\varrho (^tu) =\varrho (u) (prop. 3 of I, p. 131). By Corollary 1 of III, p. 9, the endomorphism tu^tu of E′E' is compact. Moreover, one has tu(C∘)⊂C∘^tu(C^{\circ})\subset C^{\circ}; the assertion then follows from the Krein-Rutman theorem applied to tu^tu, and to the closed convex cone C∘C^{\circ}, since the latter is salient (because C is total) and total (because C is salient).

Remark 02V6

The assumption ϱ(u)>0\varrho (u)>0 cannot in general be omitted in the Krein-Rutman theorem. For example, let V be the endomorphism of the Banach space C([0,1])\mathscr{C}([0,1]) defined by

V(f)(x)=∫0xf(y)dy V(f)(x) =\int_0^xf(y)dy

for f∈C([0,1])f\in \mathscr{C}([0,1]). The mapping V is compact and its spectral radius is zero (Exercise 1 of I, p. 187). It preserves the total salient closed convex cone in C([0,1])\mathscr{C}([0,1]) formed by the positive functions, and has no eigenvalue (loc. cit.).

The following proposition describes a sufficient condition for an endomorphism preserving a cone to have a strictly positive spectral radius, and then sharpens the Krein-Rutman theorem.

Proposition 8 02V7

Let E be a nonzero complete normable space over R\mathbf{R}. Let C be a closed salient convex cone with nonempty interior C˚\mathring{C} in E, and let u∈L(E)u\in \mathscr{L}(E) be a compact linear mapping such that u(C−{0})⊂C˚u(C-\{0\})\subset \mathring{C}.

a) One has ϱ(u)>0\varrho (u)>0 and there exists an eigenvector x0x_0 of uu in C˚\mathring{C} for the eigenvalue ϱ(u)\varrho (u);

b) The spectral projector of uu corresponding to ϱ(u)\varrho (u) is of rank 1;

c) For every eigenvalue λ≠ϱ(u)\lambda \not =\varrho (u) of u(C)u_{(\mathbf{C})}, one has ∣λ∣<ϱ(u)|\lambda |< \varrho (u);

d) Let F be a subspace of E stable under uu such that (C −{0}-\{0\})∩F\cap F is nonempty. Then x0∈Fx_0\in F. In particular, the only eigenvectors of uu in C are the multiples of x0x_0.

Let us prove two preliminary lemmas.

Lemma 5 02V8

Let E be a real Banach space, C a convex cone in E, and u∈L(E)u\in \mathscr{L}(E) such that u(C−{0})⊂C˚u(C-\{0\})\subset \mathring{C}. Let ℓ∈C∘\ell \in C^{\circ} be an eigenvector of tu^tu. Then the kernel of ℓ\ell is stable under uu and does not meet C −{0}-\{0\}.

Let λ∈R\lambda \in \mathbf{R} be such that tu(ℓ)=λℓ^tu(\ell ) =\lambda \ell. For every x∈x\in Ker(ℓ\ell ), one has

⟨u(x),ℓ⟩=⟨x,tu(ℓ)⟩=λ⟨x,ℓ⟩=0 \langle u(x), \ell \rangle =\langle x,^tu(\ell )\rangle =\lambda \langle x, \ell \rangle = 0

therefore Ker(ℓ\ell ) is stable under uu.

Let xx be a nonzero element of Ker(ℓ\ell ). For every element yy of E such that ⟨y,ℓ⟩<0\langle y, \ell \rangle <0, one has ⟨u(x)+y,ℓ⟩<0\langle u(x) +y, \ell \rangle <0, whence it follows that u(x)+u(x) + y∉Cy \notin C since ℓ∈C∘\ell \in C^{\circ}. It follows that u(x)u(x) does not belong to C˚\mathring{C}. Since u(C−{0})⊂C˚u(C-\{0\})\subset \mathring{C}, this implies that x∉Cx \notin C.

Lemma 6 02V9

Let E be a finite-dimensional real vector space and B a compact convex neighbourhood of 0 in E. Let uu be an endomorphism of E such that u(B)⊂B˚u(B)\subset \mathring{B}. Then the complex spectrum of uu is contained in the unit disk of C\mathbf{C} and, in particular, does not meet the circle with center 0 and radius 1 in C\mathbf{C}.

Replacing B by B∩(−B)B\cap (-B), we are reduced to the case where B is balanced. The gauge pp of B (EVT, II, p. 28, ex. 3) is then a norm on E, which defines its topology (EVT, I, p. 14, th. 2). The hypothesis implies that p(u(x))<p(x)p(u(x))< p(x) for every element xx of E −{0}-\{0\}, hence that the spectral radius of uu is <1<1; as this is also the spectral radius of u(C)(u_{(\mathbf{C})}(cf. I, p. 86), the conclusion follows.

Let us now prove the proposition.

Let us denote by x≼yx\preccurlyeq y the order relation on E associated with the convex cone C (EVT, II, p. 13, no5^o5), that is to say, x≼yx\preccurlyeq y if and only if y−x∈Cy-x\in C. We have u(x)≼u(y)u(x)\preccurlyeq u(y) if x≼yx\preccurlyeq y. Since C˚\mathring{C} is nonempty, the vector space C−CC-C generated by C (EVT, II, p. 12, cor. 1) contains a neighbourhood of 0, therefore the cone C is total.

Let us prove assertion a). Let ϱ=ϱ(u)\varrho =\varrho (u). Let y0y_0 be an element of C˚\mathring{C}. We have y0≠0y_0\not = 0. Let r>0r >0 be such that the closed ball with center y0y_0 and radius rr is contained in C. For every y∈E−{0}y\in E-\{0\}, we have y0−r∥y∥−1y∈Cy_0-r\|y\|^{-1}y\in C, hence y≼r−1∥y∥y0y\preccurlyeq r^{-1}\|y\|y_0 for every y∈Ey\in E.

Since y0≠0y_0\not = 0, the hypotheses imply that u(y0)∈C˚u(y_0)\in \mathring{C}. There therefore exists t>0t >0 such that tu(y0)−y0∈Ctu(y_0)-y_0\in C. Let us put v=tuv=tu. It is a compact endomorphism of E such that v(C)⊂Cv(C)\subset C and v(y0)≽y0v(y_0)\succcurlyeq y_0. For every integer n⩾1n\geqslant 1, we have

y0≼vn(y0)≼r−1∥vn(y0)∥y0≼r−1∥vn∥∥y0∥y0 y_0\preccurlyeq v^n(y_0)\preccurlyeq r^{-1}\|v^n(y_0)\|y_0\preccurlyeq r^{-1}\|v^n\| \|y_0\|y_0

therefore (r−1∥vn∥∥y0∥−1)y0∈C(r^{-1}\|v^n\|\|y_0\| -1)y_0\in C. Since C is salient, this implies that tn∥un∥=∥vn∥⩾r/∥y0∥t^n\|u^n\|=\|v^n\|\geqslant r/\|y_0\|, whence ϱ⩾t−1>0(\varrho \geqslant t^{-1}>0 (I, p. 20, prop. 1).

By the Krein-Rutman theorem (th. 4), the real number ϱ\varrho is an eigenvalue of uu, and there exists an eigenvector x0x_0 of uu in C for the eigenvalue ϱ\varrho. We have ϱx0=u(x0)∈C˚\varrho x_0=u(x_0)\in \mathring{C} by hypothesis, therefore x0∈C˚x_0\in \mathring{C}. This proves assertion a).

Let K be the intersection of the spectrum of u(C)u_{(\mathbf{C})} and of the circle with center 0 and radius ϱ\varrho in C\mathbf{C}. Since uu is compact and ϱ>0\varrho >0, the set K is finite and the image of the spectral projector eKe_K is a subspace of E(C)E_{(\mathbf{C})} of finite dimension (prop. 2 of III, p. 83 and prop. 5 of III, p. 90). Since K is stable under complex conjugation, the image of eKe_K is a subspace of E(C)E_{(\mathbf{C})} rational over R\mathbf{R} (A, V, p.60, prop. 6) ; let F be the subspace of E such that F(C)F_{(\mathbf{C})} is equal to the image of eKe_K. The space F is stable under uu and contains the eigenspace of uu corresponding to ϱ\varrho, therefore F is nonzero.

To prove assertions b) and c), it is enough to prove that F is of dimension 1.

Let vv denote the endomorphism of F deduced from uu by passing to subspaces. Let CF=C∩FC_F= C\cap F. This is a closed salient convex cone with nonempty interior in F (since x0∈C˚∩Fx_0\in \mathring{C}\cap F), hence total; it satisfies v(CF−{0})⊂C˚Fv(C_F-\{0\})\subset \mathring{C}_F, and in particular is stable under vv. Since ϱ(v)⩽ϱ\varrho (v)\leqslant \varrho and x0∈Fx_0\in F, we have ϱ(v)=ϱ\varrho (v) =\varrho. From the corollary to Theorem 4, applied to CFC_F and vv, there exists an eigenvector ℓ\ell of tv^tv in CF∘C^{\circ}_F for the eigenvalue ϱ(v)=ϱ>0\varrho (v) =\varrho >0.

The subspace Ker(ℓ\ell ) of F is stable under vv. Let ww denote the endomorphism of Ker(ℓ\ell ) deduced from ϱ−1v\varrho^{-1}v by passing to subspaces; its spectrum is contained in the unit circle. The set B of the y∈y\in Ker(ℓ\ell ) such that x0+y∈CFx_0+y\in C_F is a closed convex neighbourhood of 0 in Ker(ℓ\ell ). For every y∈By\in B and every z∈z\in Ker(ℓ\ell ), we have

x0+(w(y)+z)=ϱ−1(v(x0+y)+ϱz) x_0+ (w(y) +z) =\varrho^{-1}(v(x_0+y) +\varrho z)

which belongs to CFC_F if the norm of zz is sufficiently small, hence w(y)∈B˚w(y)\in \mathring{B}.

The set B is bounded: in fact, if there existed a sequence (yn)n∈N(y_n)_{n\in\mathbf{N}} in Ker(ℓ\ell ) such that ∥yn∥→+∞\|y_n\| \rightarrow +\infty and x0+yn∈CFx_0+y_n\in C_F then, by passing to a subsequence if necessary, we should have yn/∥yn∥→yy_n/\|y_n\| \rightarrow y where y∈y\in Ker(ℓ\ell ) is nonzero, and y=y= lim ∥yn∥−1(x0+yn)\|y_n\|^{-1}(x_0+y_n) would belong to CFC_F, contrary to Lemma 5. Hence the set B is compact.

It then follows from Lemma 6, applied to Ker(ℓ\ell ), to B and to ww, that the complex spectrum of ww does not meet the circle with center 0 and radius 1; this implies that the spectrum of ww is empty, which means that Ker(ℓ\ell ) is reduced to {0}\{0\}, hence that F has dimension 1. Assertions b) and c) are thus established.

The linear mapping tu^tu is compact (Corollary 1 of III, p. 9) and tu(C∘)⊂C∘^tu(C^{\circ})\subset C^{\circ}; moreover ϱ(tu)=ϱ>0\varrho (^tu) =\varrho >0 (prop. 3 of I, p. 131). From the corollary to Theorem 4, there exists in C∘C^{\circ} an eigenvector ℓ≠0\ell \not = 0 of tu^tu for the eigenvalue ϱ\varrho. The kernel of ℓ\ell is stable under uu and does not meet C −{0}-\{0\} (Lemma 5). In particular, we have x0∉x_0\notin Ker(ℓ\ell ).

Let F be a subspace of E stable under uu. We have the decomposition F=(F∩Rx0)⊕(F∩F = (F\cap \mathbf{R}x_0)\oplus (F\cap Ker(ℓ\ell )). If F does not contain x0x_0, we therefore have F⊂F\subset Ker(ℓ\ell ), hence F does not meet C−{0}-\{0\}. This establishes d) and concludes the proof of the proposition.

Corollary 02VA

Let E be a nonzero complete normable space over R\mathbf{R}. Let C be a closed salient convex cone with nonempty interior C˚\mathring{C} in E, and let uu be a compact endomorphism of E such that u(C)⊂Cu(C)\subset C. Suppose that there exists an integer k⩾1k\geqslant 1 such that uk(C−{0})⊂C˚u^k(C-\{0\})\subset \mathring{C}.

a) One has ϱ(u)>0\varrho (u)>0 and there exists an eigenvector x0x_0 of uu in C˚\mathring{C} for the eigenvalue ϱ(u)\varrho (u);

b) The spectral projector of uu corresponding to ϱ(u)\varrho (u) is of rank 1;

c) For every eigenvalue λ≠ϱ(u)\lambda \not =\varrho (u) of u(C)u_{(\mathbf{C})}, one has ∣λ∣<ϱ(u)|\lambda |< \varrho (u);

d) The only eigenvectors of uu in C are the multiples of x0x_0.

Put ϱ=ϱ(u)\varrho =\varrho (u). We may apply Theorem 4 to uu and Proposition 8 to uku^k. There therefore exists an eigenvector x0x_0 of uu in C for the eigenvalue ϱ\varrho. Since 0<ϱ(uk)=ϱk0< \varrho (u^k) =\varrho^k (formula (4) of I, p. 21), we have in particular ϱ>0\varrho >0, and since x0x_0 is an eigenvector of uku^k for the eigenvalue ϱ(uk)\varrho (u^k), we have x0∈C˚x_0\in \mathring{C}.

We have Sp(u(C)ku^k_{(\mathbf{C})}) == Sp(u(C)u_{(\mathbf{C})})k^k (remark 4 of I, p. 2), hence every eigenvalue λ∈C\lambda \in \mathbf{C} of u(C)u_{(\mathbf{C})} such that ∣λ∣=ϱ|\lambda |=\varrho satisfies λk=ϱk\lambda^k=\varrho^k, and since every eigenvector corresponding to λ\lambda is an eigenvector of uku^k for ϱk\varrho^k, hence proportional to x0x_0, we have λ=ϱ\lambda =\varrho.

If the spectral projector of uu for the eigenvalue ϱ\varrho were of rank at least 2, the same would be true of that of uku^k for the eigenvalue ϱk(\varrho^k(cf. No.o2^o2 of I, p. 129).

Finally, if x∈Cx\in C is an eigenvector of uu, it is also one for uku^k, hence is proportional to x0x_0.

Let nn be an integer ⩾1\geqslant 1. The set R+n\mathbf{R}_+^n is a closed pointed salient convex cone in Rn\mathbf{R}^n, with nonempty interior equal to (R+∗)n(\mathbf{R}_+^*)^n.

Let A =(ai,j)= (a_{i,j}) be a real matrix of type (n,n)(n, n), and uAu_A the endomorphism x↦Axx\mapsto Ax of Rn\mathbf{R}^n. Let ϱ=ϱ(uA)\varrho =\varrho (u_A) be its spectral radius.

Lemma 7 02VB

We have uA(R+n)⊂R+nu_A(\mathbf{R}^n_+)\subset \mathbf{R}_+^n if and only if ai,j⩾0a_{i,j}\geqslant 0 for all ii and jj, and uA(R+n−{0})⊂(R+∗)nu_A(\mathbf{R}^n_+-\{0\})\subset (\mathbf{R}_+^*)^n if and only if ai,j>0a_{i,j}>0 for all ii and jj.

Let (e1,...,en)(e_1, . . . , e_n) be the canonical basis of Rn\mathbf{R}^n. The vectors eie_i belong to R+n\mathbf{R}_+^n and uA(ei)∈R+nu_A(e_i)\in \mathbf{R}_+^n for every ii (resp. uA(ei)∈(R+∗)nu_A(e_i)\in (\mathbf{R}_+^*)^n for every ii) if and only if ai,j⩾0a_{i,j}\geqslant 0 for all ii and jj (resp. ai,j>0a_{i,j}>0 for all ii and jj). The result follows by linearity.

Theorem 5 (Perron–Frobenius) 02VC

a) If ai,j⩾0a_{i,j}\geqslant 0 for all ii and jj in {1,...,n}\{1, . . . , n\}, then the real number ϱ\varrho is an eigenvalue of A;

b) If ai,j>0a_{i,j}>0 for all ii and jj in {1,...,n}\{1, . . . , n\}, then ϱ>0\varrho >0 and the primary space of uAu_A relative to ϱ\varrho, that is to say the nilespace of A−ϱ1RnA-\varrho 1_{\mathbf{R}^n}, is of dimension 1 and is generated by a vector x0∈(R+∗)nx_0\in (\mathbf{R}_+^*)^n. There exists no other eigenvalue of A having an eigenvector in R+n\mathbf{R}^n_+, and all complex eigenvalues λ≠ϱ\lambda \not =\varrho of A satisfy ∣λ∣<ϱ|\lambda |< \varrho.

If ϱ=0\varrho = 0, assertion a) is elementary, for 0 is then an eigenvalue of A. If ϱ>0\varrho >0, assertion a) follows from theorem 4 in view of lemma 7. Assertion b) is, for the same reason, a consequence of proposition 8.

Remark 02VD

Assume that there exists an integer k⩾1k\geqslant 1 such that all the coefficients of AkA^k are >0>0 (such a matrix is sometimes called primitive). Then, by the cor. to Prop. 8, the spectral radius ϱ\varrho is an eigenvalue of A, the primary space of uAu_A relative to ϱ\varrho is of dimension 1, and is generated by a vector x0∈(R+∗)nx_0\in (\mathbf{R}^*_+)^n. Moreover, there exists no other complex eigenvalue of A admitting an eigenvector in R+n\mathbf{R}_+^n and all the complex eigenvalues λ≠ϱ\lambda \not =\varrho of A satisfy ∣λ∣<ϱ|\lambda |< \varrho.

Exercises

See the exercises for § 6.

[^1]: Some authors speak of a "finite point" of the spectrum, or of a "discrete spectrum".

Machine translation of the English, by gpt-5.4, gpt-5-6-mini, against glossary version 34. Not checked by a person. That model is a cut down version of the one the rest of this language was written by.