Bourbaki

Exercise 4, § 4

Topological Vector Spaces, V, p. 75

Let EE be a complex hilbertian space of finite dimension dd. a) For every u≥0u \geq 0 in L(E)\mathscr{L}(E) (V, p. 45), prove that there exists a unique v≥0v \geq 0 in L(E)\mathscr{L}(E) such that u=v2u = v^2 (diagonalize uu); we write v=u1/2v = u^{1/2}.

b) For every u∈L(E)u \in \mathscr{L}(E), put abs⁡(u)=(u∗u)1/2\operatorname{abs}(u) = (u^*u)^{1/2}. Show that uu and abs⁡(u)\operatorname{abs}(u) have the same norm and that we have abs⁡(Λn(u))=Λn(abs⁡(u))\operatorname{abs}(\Lambda^n(u)) = \Lambda^n(\operatorname{abs}(u)) for every integer n≤dn \leq d. c) Let s1(u)≥s2(u)≥…≥sd(u)≥0s_1(u) \geq s_2(u) \geq \ldots \geq s_d(u) \geq 0 be the sequence of eigenvalues of abs⁡(u)\operatorname{abs}(u) counted with their order of multiplicity. Show that ∥u∥=s1(u)\|u\| = s_1(u) and that for every integer n≤dn \leq d, ∥Λn(u)∥=s1(u)s2(u)…sn(u)\|\Lambda^n(u)\| = s_1(u) s_2(u) \ldots s_n(u). In order that ∥Λn(u)∥=∥u∥n\|\Lambda^n(u)\| = \|u\|^n for all nn such that 1≤n≤d1 \leq n \leq d, it is necessary and sufficient that u∗uu^*u is a homothety, in other words, that uu is a scalar multiple of a unitary operator.

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