§ 6. Spectral properties of endomorphisms of Banach spaces
Unless otherwise stated, the vector spaces considered in this paragraph are vector spaces over . The spectrum of an endomorphism of a complete normable space E is the spectrum relative to the unital algebra cf. n of I, p. 127).
1. Isolated points and sensitive points of the spectrum
Let E be a complete normable space and let be an endomorphism of E. Let be an isolated point of the spectrum of . We recall that denotes the spectral projector associated with and with the closed and open set of the spectrum of (n of I, p. 131). The endomorphism induces an automorphism of Ker() and a quasinilpotent endomorphism of Im() loc. cit.).
Definition 1 02UE
One says that is of finite spectral multiplicity for if the spectral projector is of finite rank; in this case, the integer dim(Im()) is called the spectral multiplicity of for .
Definition 2 02UF
The isolated points of Sp() of finite spectral multiplicity are called the sensitive points of the spectrum of . The set of sensitive points of Sp() is called the sensitive spectrum of and is denoted by Sp.[^1] The complementary set Sp() - Sp is called the essential spectrum of and is denoted by Sp.
Since the set Sp consists of isolated points of Sp(), it is open in Sp(), discrete, and countable (III, p. 78, lemma 3); it is also bounded. The set Sp is closed in Sp(), hence compact.
By Prop. 14 of III, p. 54, the sensitive points of the spectrum of are the complex numbers such that is a Riesz endomorphism of E which is not an automorphism of E.
For every complex number , let and denote the nilspace and the conilspace of the endomorphism of E. Since E is a Fréchet space, is a Riesz endomorphism if and only if is of finite dimension and is of finite codimension (prop. 13 of III, p. 53); when this is so, is invertible if and only if is reduced to 0 (III, p. 47, prop. 6). The sensitive points of the spectrum of are therefore the complex numbers such that is of nonzero finite dimension and is of finite codimension in E (III, p. 54, prop. 14). The spectral multiplicity of is then the dimension of , the endomorphism defines by restriction an automorphism of and a nilpotent endomorphism of . Since is not reduced to 0, it follows that is an eigenvalue of . The smallest integer such that Ker(()) is equal to is the order of the pole of the resolvent of at the point (No. of I, p. 131), which is bounded above by .
In particular, we have therefore proved:
Proposition 1 02UG
The sensitive points of the spectrum of are eigenvalues of finite spectral multiplicity.
The essential spectrum of consists of the complex numbers such that is not a Riesz endomorphism of E. In particular, if is compact, then every Sp() is a sensitive point of the spectrum (cor. 2 of III, p. 77).
Proposition 2 02UH
Let E be a complete normable space and an endomorphism of E. Let H be a finite subset of Sp. The set H is open and closed in Sp(). The spectral projector is of finite rank, has image and kernel .
This follows from No. of I, p. 131 since, for every Sp, the subspaces and are respectively the image and the kernel of the spectral projector .
Corollary 1 02UI
Let V be a neighbourhood of Sp.
a) There exists a decomposition of E into a topological direct sum G such that F is of finite dimension, that F and G are stable under every endomorphism commuting with , and that the spectrum of the endomorphism of G induced by is contained in V;
b) Suppose V nonempty. There exists an element of the bicommutant of in whose spectrum is contained in V and such that is of finite rank.
Let H = Sp(). The set H is contained in Sp, hence is discrete; since it is closed in the compact space Sp(), it is finite. One can take for F and G the image and the kernel of the spectral projector (Prop. 2).
Suppose that V is nonempty. Let and let denote the endomorphism of E which agrees with the homothety of ratio in F and with in G. Its spectrum is contained in (Sp() - H), hence in V, and is of finite rank since F is finite-dimensional.
For every compact subset S of , let denote the algebra of germs of holomorphic functions in a neighbourhood of S with values in (I, p. 49, §4, No. ).
Corollary 2 02UJ
Let (Sp()) and let be a complex number. Let H be the set of Sp() such that . Then is a point of the discrete spectrum of if and only if H is finite, nonempty, and contained in the discrete spectrum of . Under these conditions, the spectral projector is equal to the projector associated with and H. One has
and the spectral multiplicity of for is the sum of the spectral multiplicities of the elements of H, that is to say
The complex number belong to (Sp()), and hence to the spectrum of (Prop. 8 of I, p. 75), if and only if H is nonempty. One then has (No. 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 an endomorphism of E. The spectrum of is finite and coincides with Sp. Its elements are the roots of the characteristic polynomial of ; they are the eigenvalues of . The spectral multiplicity of an element Sp() is the multiplicity of as a root of the polynomial (A, VII, p. 36, cor.). By Corollary 2 above, one has
for every (Sp()). This generalizes Prop. 10 of A, VII, p. 36.
Example 2 02UL
Let X be a compact subset of , and the Banach space of continuous complex-valued functions on X. Let denote the endomorphism of which to associates the function of . The spectrum of 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 denote the subset of . If is a linear mapping whose kernel or cokernel is of finite dimension, the index of is the element ind() of defined by
ind() dim Coker() dim Ker()
(cf. No of III, p. 67).
Definition 3 02UM
Let E be a complete normable space and an endomorphism of E. For every , denote by Sp the set of complex numbers Sp such that is a strict morphism whose kernel or cokernel is of finite dimension, and whose index is . Denote by Sp the complement in Sp of the union of the subsets Sp for .
The sets Sp, Sp for , and Sp form a partition of the spectrum of .
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 Sp consists of the such that is a Riesz endomorphism of E, and such an endomorphism is a Fredholm endomorphism of E of index 0.
Consequently, for and for , we have:
Sp() is an automorphism ;
Sp is a Riesz endomorphism, but
is not an automorphism ;
Sp is a Fredholm endomorphism
of index 0 of E but is not a Riesz endomorphism of E ;
Sp is a Fredholm endomorphism
of index of E ;
Sp is strict, its kernel is of dimension
infinite and its cokernel is of finite dimension ; Sp is strict, its kernel is of dimension
finite and its cokernel is of dimension infinite ; Sp either is not strict, or its kernel
and its cokernel are of dimension infinite.
Remark 02UN
Let denote the canonical homomorphism of onto the Calkin algebra alk(E) of E (cf. No. 4 of III, p. 75). The spectrum of relative to the algebra alk(E) is sometimes called the stable spectrum of . Its elements are the complex numbers such that is not a Fredholm endomorphism of E (cor. 1 of theorem 3 of III, p. 73). It is therefore equal to Sp Sp Sp.
Let A be the set of endomorphisms of E which commute with . The closure B of in alk(E) is a complete normable algebra and the spectrum of relative to B is the essential spectrum Sp of (III, p. 77, prop. 3). By the cor. of prop. 6 of I, p. 28, applied to the subalgebra B of alk(E), the set Sp is the union of Sp Sp Sp and of certain bounded connected components of its complement.
Theorem 1 02UO
Let E be a complete normable space and an endomorphism of E.
a) The set Sp is compact. It is non-empty if E is infinite-dimensional;
b) Let . The set Sp is the union of a family of bounded connected components of Sp. It is open in , and its boundary in is contained in Sp.
The set Sp consists of the complex numbers such that 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 Sp is therefore closed. Since it is bounded, it is compact.
Let us prove b). Let . The set Sp is contained in Sp. Let U be a connected component of Sp which meets Sp. The mapping ind() from Sp into 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 is equal to for every . If , this implies that U is contained in Sp. If , remark that the set U is a connected component of (Sp Sp Sp). Since U meets Sp and hence Sp, it follows then from Remark 2 that the set U is contained in Sp, and consequently in Sp. In all cases we conclude that Sp is the union of the connected components of Sp which meet Sp. These are necessarily bounded since the set Sp() is bounded. Consequently, Sp is open in and its boundary is contained in Sp. This proves b).
Suppose finally that the set Sp is empty. According to b), each of the sets Sp, for , is then empty. We therefore have Sp() Sp. The spectrum of 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 Sp. We have Sp() Sp;
b) Any point adherent to Sp which does not belong to Sp belongs to Sp.
Assertion a) is a direct consequence of assertion b) of th. 1. Let be a point adherent to Sp which does not belong to Sp. It belongs to the spectrum of , since the latter is closed. It does not belong to any of the sets Sp, for , since these are open (loc. cit.) and disjoint from Sp. We therefore have Sp, whence b).
Proposition 3 02UQ
Let E and F be complete normed spaces, and continuous linear mappings.
a) The traces on of the sets Sp() and Sp() resp. Sp and Sp, resp. Sp and Sp for , resp. Sp and Sp are equal;
b) Let be an element of Sp distinct from 0. The spectral multiplicities of for and for are equal.
Let be a nonzero complex number and let . In order that be an automorphism (resp. a Riesz endomorphism, resp. a strict morphism whose kernel or cokernel is of finite dimension and whose index is ), it is necessary and sufficient that be one (III, p. 49, prop. 10). Assertion a) then follows from the definitions.
Let be a point of Sp distinct from 0. One has
dim Ker(()) dim Ker(())
for every loc. cit.), therefore the spectral multiplicities of for and are equal.
3. Spectrum of the transpose of an endomorphism
Proposition 4 02UR
Let E be a complete normed space, the dual space of E and an endomorphism of E.
a) One has Sp Sp, Sp Sp for every and Sp;
b) Every point of Sp has the same spectral multiplicity for and for .
Assertion a) of prop. 3 of I, p. 131 proves that Sp() Sp(), and assertion c) of loc. cit. implies that Sp Sp and that assertion b) is valid.
For every , lemma 4 of III, p. 69 implies that is a strict morphism if and only if is one, and that
dim Coker() dim Ker()
dim Ker() dim Coker()
in . 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, an endomorphism of E and a compact endomorphism of E. One has Sp Sp and Sp Sp for every .
Let . In order that be a strict morphism whose kernel (resp. cokernel) is of finite dimension, it is necessary and sufficient that be so, by Theorem 1 of III, p. 72 (resp. Theorem 2 of III, p. 73).
The equalities
Sp Sp, Sp Sp,
Sp Sp
follow from this. Moreover, one has Sp Sp by Theorem 3 of III, p. 73 for every .
Corollary 02UT
Suppose that the unbounded connected component of the complement of Sp contains 0. Then is a Riesz endomorphism of E.
One has Sp Sp (Theorem 2), hence 0 belong to the unbounded connected component of Sp. By the corollary to Theorem 1 of III, p. 87, either 0 does not belong to the spectrum of , or else it is a sensitive point of this spectrum. In both cases, 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 over , 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 endowed with the euclidean norm (TVS, I, p. 14, Theorem 2). Since X is denumerable, there exists a real number such that the circle C with center 0 and radius does not meet X. Let - X; if , there exists a point such that the straight line joining and 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 for - ; these sets all contain C, and therefore E- X is connected (TG, I, p. 81, Proposition 2).
Consider the general case. Replacing X by for an element - X, one is reduced to the case where . Since E - X is the union of the sets 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 be an infinite, discrete, bounded and closed set in . Then S is the set of values of a sequence of non-zero complex numbers, pairwise distinct, such that the sequence is decreasing and converges to 0.
For every integer , the set of complex numbers such that is compact and discrete in , hence finite. Let be its cardinal. Since S is infinite, the sequence tends to . Put and . For every , choose a bijection of the interval of onto such that the mapping is decreasing on . The sequence satisfies the required properties.
Let E be a complete normable space of infinite dimension. The algebra is a non-unital subalgebra of . Recall that for every compact endomorphism (E), the spectrum Sp is the spectrum of relative to the unital subalgebra of I, p. 4, No.).
Proposition 5 02UW
Let E be a complete normable space and let be a compact endomorphism of E. Every element of Sp is an eigenvalue of finite spectral multiplicity. Moreover:
a) If E is finite-dimensional, then Sp() Sp;
b) If E is infinite-dimensional, then Sp Sp() and Sp;
c) If Sp is infinite, it is the set of values of a sequence of nonzero complex numbers, pairwise distinct, such that the sequence is decreasing and converges to 0 ;
d) If E is infinite-dimensional, then Sp() Sp.
Every element of Sp 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 Sp(). Then is a Riesz endomorphism of E (cor. 2 of prop. 2 of III, p. 75), hence belongs to Sp. If E is infinite-dimensional, then Sp is not empty (III, p. 87, th. 1, a)). Necessarily one has Sp, whence b).
The set Sp is discrete and bounded. Moreover, one has Sp Sp() by b), hence Sp is closed in . Assertion c) therefore follows from Lemma 2.
The spectrum of is denumerable, and its complement in is therefore connected (lemma 1). By the cor. to prop. 6 of I, p. 28, applied to the unital subalgebra of (E), one concludes that Sp() Sp.
Proposition 6 02UX
Let E be a complete normed space over and a compact endomorphism of E.
a) Let (Sp()) be such that . The endomorphism is compact;
b) Suppose that E is a complex Hilbert space and that is normal. Let be a continuous function on Sp() such that . The normal endomorphism is compact.
Moreover, the converse assertions are valid if E is infinite-dimensional, and the condition 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 is an element of the Banach algebra . Since E is infinite-dimensional, one has the equality Sp() Sp by prop. 5, d). The element of the holomorphic functional calculus of the unital Banach algebra deduced from by adjunction of a unit element belongs to if and only if (I, p. 88). But moreover this element coincides with the element of (prop. 7 of I, p. 75), hence is compact if and only if .
The proof of assertion b) and of its converse is exactly the same if one considers the continuous functional calculus of the involutive algebra (I, p. 110, def. 5).
Corollary 02UY
Let E and F be Hilbert spaces and let be a continuous linear mapping from E into F. The linear mapping is compact if and only if the endomorphism of E is compact.
Let be the polar decomposition of (def. 4 of I, p. 140). Since
and (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 . We denote by the canonical homomorphism of onto the involutive algebra alk(E).
Proposition 7 02UZ
Let .
a) If is normal, then is a Riesz endomorphism if and only if is a Fredholm endomorphism of index 0.
b) If is hermitian, then is a Fredholm endomorphism if and only if is a Riesz endomorphism.
Every Riesz endomorphism is a Fredholm endomorphism of index 0 (proposition 5 of III, p. 46). Conversely, suppose that is a Fredholm endomorphism of index 0, and that 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 is a Riesz endomorphism.
Let us prove b). By a), it is enough to verify that the index of a hermitian Fredholm endomorphism is zero. But the orthogonal complement of the image of (which is closed) is then equal to the kernel of (EVT, V, p. 41, prop. 4), whence the assertion.
Corollary 02V0
Let . If is normal, then Sp is empty, and if is hermitian, then Sp coincides with the spectrum of relative to the algebra alk(E).
Both assertions result from the proposition and from the definition of the sets Sp for and of Sp, which form a partition of the essential spectrum of (def. 2 of III, p. 83).
Theorem 3 (Weyl) 02V1
Let be a normal endomorphism of . The essential spectrum of is the intersection of the sets Sp(), where ranges over .
Let . Since Sp is empty (corollary above), Theorem 2 of III, p. 89 implies that Sp Sp. The intersection of the sets Sp() therefore contains Sp.
Let Sp. Let denote the proper subspace of relative to , and the image of the spectral projector associated with and . The space E is the topological direct sum of and . Let be the finite-rank endomorphism of E which is zero on and coincides on with the identity. The endomorphism is invertible, therefore Sp(). The theorem follows.
Thus, if is a normal endomorphism of E, and if (E), the spectrum of can differ from the spectrum of only by isolated points having finite spectral multiplicity.
7. The Krein-Rutman theorem
has a finite radius of convergence . Let be the open disc with center 0 and radius . There does not exist a holomorphic function defined on an open neighbourhood U of in which coincides with on .
Suppose there exists such a holomorphic function defined on an open neighbourhood U of . There exist real numbers and such that and such that the open disk with center and radius is contained in U. The power series expansion of at the point (VAR, R1, p. 26, 3.2.1) then converges for every in the disk with center 0 and radius (VAR, R1, p. 29, 3.3.4). This series is
!!
(VAR, R1, p. 27, 3.2.4). Since , we have
(VAR, R1, p. 28, 3.2.11). Let us take such that . Since , we have
!
!(! )!
(TG, III, p. 40). When , the convergence of this expression contradicts the assumption that the radius of convergence of the power series is equal to .
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 (EVT, II, p. 12, cor. 1). In particular, the cone C is total in E if and only if is dense in E. Recall that C is said to be salient if is reduced to 0 (EVT, II, p. 11).
The polar of C is the set of continuous linear forms such that for all (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 .
Lemma 4 02V3
Let E be a real Banach space and a nonzero endomorphism of . Let C be a total convex cone in E. There exists such that .
Indeed, if vanishes on C, then vanishes on , hence on E, and therefore on .
Theorem 4 (Krein–Rutman) 02V4
Let E be a complete normed space over . Let C be a closed total salient convex cone in E and let be a compact linear mapping such that . If the spectral radius is , then is an isolated point of the spectrum of , and there exists a nonzero eigenvector of for the eigenvalue .
Let be the complexified space of E and the endomorphism of obtained by extension of the scalars from . The spectral radius of is equal to I, p. 86); we denote it simply by . Since , the complex spectrum of is not reduced to 0. There therefore exists Sp such that (Prop. 5 of III, p. 90). Let be the spectral projector of associated with .
The resolvent is holomorphic on the complement of the spectrum of (Theorem 1 of I, p. 24). The complex number is a pole of the resolvent and its residue is the spectral projector I, p. 131).
Let and be elements of E such that is an eigenvector of for the eigenvalue . Since , there exists an element such that (Lemma 4). Since C is closed and salient, its polar is total (EVT, II, p. 48, Corollary 1), and there then exists a linear form such that .
Consider the function defined by and by
for such that Sp(). This function satisfies
for (Theorem 1 of I, p. 24, d)) and is therefore holomorphic in the disc with centre 0 and radius .
There exists a holomorphic function defined on an open neighbourhood U of and with values in such that for belonging to U, one has
(Prop. 17 of I, p. 83). For such that and , one therefore has
The term of the series corresponding to is . Since , the uniqueness of the Laurent expansion (VAR, R1, p. 30, 3.3.9) implies that cannot be prolonged to a holomorphic function in a neighbourhood of . In particular, the radius of convergence of the power series expansion (1) of the function at the point 0 is equal to .
The coefficients of the power series (1) are since and . By Lemma 3, the function cannot be extended to a holomorphic function in a neighbourhood of . The resolvent of therefore cannot be extended to a holomorphic function in a neighbourhood of , that is to say, Sp(). This implies that is an eigenvalue of (prop. 5 of III, p. 90). Since is real, it is also an eigenvalue of .
Let be the order of the pole of the resolvent of at . Let be the endomorphism
lim.
It is nonzero and commutes with , and its image is contained in the eigenspace of corresponding to cf. No. of I, p. 131). Let now be an element of and an element of C. By Theorem 1 of I, p. 24, d), one has
lim.
The bipolar theorem (EVT, II, p 48, th. 1) implies that for all . Since C is total, there exists such that (Lemma 4), and then belongs to C and is an eigenvector of for the eigenvalue , as required.
Corollary 02V5
Let E be a complete normable space over . Let C be a total salient closed convex cone in E and a compact linear mapping such that . If the spectral radius of is , then is an eigenvalue of , and admits an eigenvector corresponding to in .
One has (prop. 3 of I, p. 131). By Corollary 1 of III, p. 9, the endomorphism of is compact. Moreover, one has ; the assertion then follows from the Krein-Rutman theorem applied to , and to the closed convex cone , since the latter is salient (because C is total) and total (because C is salient).
Remark 02V6
The assumption cannot in general be omitted in the Krein-Rutman theorem. For example, let V be the endomorphism of the Banach space defined by
for . 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 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 . Let C be a closed salient convex cone with nonempty interior in E, and let be a compact linear mapping such that .
a) One has and there exists an eigenvector of in for the eigenvalue ;
b) The spectral projector of corresponding to is of rank 1;
c) For every eigenvalue of , one has ;
d) Let F be a subspace of E stable under such that (C ) is nonempty. Then . In particular, the only eigenvectors of in C are the multiples of .
Let us prove two preliminary lemmas.
Lemma 5 02V8
Let E be a real Banach space, C a convex cone in E, and such that . Let be an eigenvector of . Then the kernel of is stable under and does not meet C .
Let be such that . For every Ker( ), one has
therefore Ker( ) is stable under .
Let be a nonzero element of Ker( ). For every element of E such that , one has , whence it follows that since . It follows that does not belong to . Since , this implies that .
Lemma 6 02V9
Let E be a finite-dimensional real vector space and B a compact convex neighbourhood of 0 in E. Let be an endomorphism of E such that . Then the complex spectrum of is contained in the unit disk of and, in particular, does not meet the circle with center 0 and radius 1 in .
Replacing B by , we are reduced to the case where B is balanced. The gauge 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 for every element of E , hence that the spectral radius of is ; as this is also the spectral radius of cf. I, p. 86), the conclusion follows.
Let us now prove the proposition.
Let us denote by the order relation on E associated with the convex cone C (EVT, II, p. 13, n), that is to say, if and only if . We have if . Since is nonempty, the vector space 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 . Let be an element of . We have . Let be such that the closed ball with center and radius is contained in C. For every , we have , hence for every .
Since , the hypotheses imply that . There therefore exists such that . Let us put . It is a compact endomorphism of E such that and . For every integer , we have
therefore . Since C is salient, this implies that , whence I, p. 20, prop. 1).
By the Krein-Rutman theorem (th. 4), the real number is an eigenvalue of , and there exists an eigenvector of in C for the eigenvalue . We have by hypothesis, therefore . This proves assertion a).
Let K be the intersection of the spectrum of and of the circle with center 0 and radius in . Since is compact and , the set K is finite and the image of the spectral projector is a subspace of 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 is a subspace of rational over (A, V, p.60, prop. 6) ; let F be the subspace of E such that is equal to the image of . The space F is stable under and contains the eigenspace of corresponding to , therefore F is nonzero.
To prove assertions b) and c), it is enough to prove that F is of dimension 1.
Let denote the endomorphism of F deduced from by passing to subspaces. Let . This is a closed salient convex cone with nonempty interior in F (since ), hence total; it satisfies , and in particular is stable under . Since and , we have . From the corollary to Theorem 4, applied to and , there exists an eigenvector of in for the eigenvalue .
The subspace Ker( ) of F is stable under . Let denote the endomorphism of Ker( ) deduced from by passing to subspaces; its spectrum is contained in the unit circle. The set B of the Ker( ) such that is a closed convex neighbourhood of 0 in Ker( ). For every and every Ker( ), we have
which belongs to if the norm of is sufficiently small, hence .
The set B is bounded: in fact, if there existed a sequence in Ker( ) such that and then, by passing to a subsequence if necessary, we should have where Ker( ) is nonzero, and lim would belong to , contrary to Lemma 5. Hence the set B is compact.
It then follows from Lemma 6, applied to Ker( ), to B and to , that the complex spectrum of does not meet the circle with center 0 and radius 1; this implies that the spectrum of is empty, which means that Ker( ) is reduced to , hence that F has dimension 1. Assertions b) and c) are thus established.
The linear mapping is compact (Corollary 1 of III, p. 9) and ; moreover (prop. 3 of I, p. 131). From the corollary to Theorem 4, there exists in an eigenvector of for the eigenvalue . The kernel of is stable under and does not meet C (Lemma 5). In particular, we have Ker( ).
Let F be a subspace of E stable under . We have the decomposition Ker( )). If F does not contain , we therefore have Ker( ), hence F does not meet C. This establishes d) and concludes the proof of the proposition.
Corollary 02VA
Let E be a nonzero complete normable space over . Let C be a closed salient convex cone with nonempty interior in E, and let be a compact endomorphism of E such that . Suppose that there exists an integer such that .
a) One has and there exists an eigenvector of in for the eigenvalue ;
b) The spectral projector of corresponding to is of rank 1;
c) For every eigenvalue of , one has ;
d) The only eigenvectors of in C are the multiples of .
Put . We may apply Theorem 4 to and Proposition 8 to . There therefore exists an eigenvector of in C for the eigenvalue . Since (formula (4) of I, p. 21), we have in particular , and since is an eigenvector of for the eigenvalue , we have .
We have Sp() Sp() (remark 4 of I, p. 2), hence every eigenvalue of such that satisfies , and since every eigenvector corresponding to is an eigenvector of for , hence proportional to , we have .
If the spectral projector of for the eigenvalue were of rank at least 2, the same would be true of that of for the eigenvalue cf. No. of I, p. 129).
Finally, if is an eigenvector of , it is also one for , hence is proportional to .
Let be an integer . The set is a closed pointed salient convex cone in , with nonempty interior equal to .
Let A be a real matrix of type , and the endomorphism of . Let be its spectral radius.
Lemma 7 02VB
We have if and only if for all and , and if and only if for all and .
Let be the canonical basis of . The vectors belong to and for every (resp. for every ) if and only if for all and (resp. for all and ). The result follows by linearity.
Theorem 5 (Perron–Frobenius) 02VC
a) If for all and in , then the real number is an eigenvalue of A;
b) If for all and in , then and the primary space of relative to , that is to say the nilespace of , is of dimension 1 and is generated by a vector . There exists no other eigenvalue of A having an eigenvector in , and all complex eigenvalues of A satisfy .
If , assertion a) is elementary, for 0 is then an eigenvalue of A. If , 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 such that all the coefficients of are (such a matrix is sometimes called primitive). Then, by the cor. to Prop. 8, the spectral radius is an eigenvalue of A, the primary space of relative to is of dimension 1, and is generated by a vector . Moreover, there exists no other complex eigenvalue of A admitting an eigenvector in and all the complex eigenvalues of A satisfy .
Exercises
See the exercises for § 6.
[^1]: Some authors speak of a "finite point" of the spectrum, or of a "discrete spectrum".