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Bounded Linear Operators | Mathematics

A linear operator T:XYT : X \to Y between normed spaces is bounded if there exists C0C \geq 0 such that TxYCxX\|Tx\|_Y \leq C\|x\|_X for all xXx \in X. The operator norm is

T=sup{TxY:xX1}=sup{TxY:xX=1}\|T\| = \sup\{\|Tx\|_Y : \|x\|_X \leq 1\} = \sup\{\|Tx\|_Y : \|x\|_X = 1\}

Proposition 3.1. A linear operator is bounded if and only if it is continuous.

Proposition 3.2. TT is bounded if and only if it maps bounded sets to bounded sets.

The space B(X,Y)\mathcal{B}(X, Y) of all bounded linear operators from XX to YY is a Banach space when YY is complete, with the operator norm.

Example 1. The identity operator I:XXI : X \to X has I=1\|I\| = 1.

Example 2. The zero operator 0:XY0 : X \to Y has 0=0\|0\| = 0.

Example 3. Let T:22T : \ell^2 \to \ell^2 be defined by T(x1,x2,)=(0,x1,x2,)T(x_1, x_2, \ldots) = (0, x_1, x_2, \ldots) (right shift). Then T=1\|T\| = 1.

Example 4. The multiplication operator (Mgf)(x)=g(x)f(x)(M_g f)(x) = g(x)f(x) on L2L^2 is bounded with Mg=g\|M_g\| = \|g\|_\infty.

The dual space of XX is X=B(X,R)X^* = \mathcal{B}(X, \mathbb{R}) (or B(X,C)\mathcal{B}(X, \mathbb{C})), the space of all bounded linear functionals.

Theorem 3.3. XX^* is always a Banach space.

Theorem 3.4. (1)(\ell^1)^* \cong \ell^\infty via φ(x)=xnyn\varphi(x) = \sum x_n y_n for yy \in \ell^\infty.

Theorem 3.5. (p)q(\ell^p)^* \cong \ell^q for 1p<1 \leq p < \infty where 1/p+1/q=11/p + 1/q = 1.

Theorem 3.6. (c0)1(c_0)^* \cong \ell^1 where c0={(xn):xn0}c_0 = \{(x_n) : x_n \to 0\}.

Let MM be a subspace of a normed space XX. The annihilator of MM is

M={φX:φ(x)=0 for all xM}M^\perp = \{\varphi \in X^* : \varphi(x) = 0 \text{ for all } x \in M\}

Let NN be a subspace of XX^*. The pre-annihilator of NN is

N={xX:φ(x)=0 for all φN}{}^\perp N = \{x \in X : \varphi(x) = 0 \text{ for all } \varphi \in N\}

Proposition 3.7. If MXM \subseteq X is a subspace, then MM^\perp is a closed subspace of XX^*. If NXN \subseteq X^* is a subspace, then N{}^\perp N is a closed subspace of XX.

Proposition 3.8. For a subspace MXM \subseteq X, (M)=M{}^\perp(M^\perp) = \overline{M} (the closure of MM).

Proposition 3.9. For finite-dimensional subspaces MXM \subseteq X, (X/M)M(X/M)^* \cong M^\perp.

The double dual (or bidual) of XX is X=(X)X^{**} = (X^*)^*. There is a natural embedding J:XXJ : X \hookrightarrow X^{**} defined by (Jx)(φ)=φ(x)(Jx)(\varphi) = \varphi(x) for φX\varphi \in X^*. The Hahn-Banach theorem guarantees that JJ is an isometric embedding: JxX=xX\|Jx\|_{X^{**}} = \|x\|_X.

Definition. A normed space XX is reflexive if the canonical embedding J:XXJ : X \to X^{**} is surjective, i.e., J(X)=XJ(X) = X^{**}.

Proposition 3.10. Every reflexive space is a Banach space.

Example. p\ell^p is reflexive for 1<p<1 < p < \infty since (p)(q)p(\ell^p)^{**} \cong (\ell^q)^* \cong \ell^p.

Example. Lp(μ)L^p(\mu) is reflexive for 1<p<1 < p < \infty.

Example. 1\ell^1, \ell^\infty, and c0c_0 are not reflexive. In particular, (1)()1(\ell^1)^{**} \cong (\ell^\infty)^* \supsetneq \ell^1, and (c0)c0(c_0)^{**} \cong \ell^\infty \supsetneq c_0.

Theorem 3.11. A Banach space XX is reflexive if and only if its closed unit ball is weakly compact.

Theorem 3.12. If XX is reflexive, then every bounded sequence has a weakly convergent subsequence (Eberlein-Smulian theorem). In particular, every continuous linear functional achieves its norm on the closed unit ball.

Worked Example. Show that c0c_0 is not reflexive. Since (c0)1(c_0)^* \cong \ell^1 by Theorem 3.6, and (1)(\ell^1)^* \cong \ell^\infty by Theorem 3.4, we have (c0)(c_0)^{**} \cong \ell^\infty. The canonical embedding J:c0J : c_0 \hookrightarrow \ell^\infty is the inclusion map. Since \ell^\infty contains bounded sequences that do not converge to zero (e.g., the constant sequence (1,1,1,)(1, 1, 1, \ldots)), JJ is not surjective, so c0c_0 is not reflexive.

  • Boundedness and continuity are equivalent for linear operators between normed spaces.
  • The operator norm is submultiplicative: STST\|ST\| \leq \|S\|\|T\| for composable operators.
  • Reflexivity implies the Banach space property but not conversely.
  • The double dual XX^{**} is always reflexive when XX is a Banach space.
  • Assuming that every bounded linear functional on a subspace extends to the whole space without invoking the Hahn-Banach theorem. Extension requires the Hahn-Banach theorem and is not automatic.
  • Confusing weak convergence with strong convergence. A sequence can converge weakly but not strongly (e.g., the standard basis in 2\ell^2).
  • Forgetting that B(X,Y)\mathcal{B}(X,Y) is a Banach space only when YY is complete. If YY is not complete, the space of bounded operators need not be.
  • Assuming reflexivity when only the canonical embedding is injective. Injectivity holds for all normed spaces by Hahn-Banach; reflexivity requires surjectivity.
  • Quantum mechanics: Observables are modelled as self-adjoint bounded operators on Hilbert spaces.
  • Numerical analysis: The spectral radius of an iteration matrix determines convergence of iterative methods.
  • Partial differential equations: Bounded operators on Sobolev spaces encode weak formulations of PDEs.
  • Signal processing: Bounded linear operators on L2L^2 spaces represent filters and transforms.

Theorem 3.13 (Open Mapping Theorem). If XX and YY are Banach spaces and T:XYT : X \to Y is a surjective bounded linear operator, then TT is an open map (it maps open sets to open sets).

Corollary 3.14 (Bounded Inverse Theorem). If T:XYT : X \to Y is a bijective bounded linear operator between Banach spaces, then T1T^{-1} is also bounded.

Theorem 3.15 (Closed Graph Theorem). A linear operator T:XYT : X \to Y between Banach spaces is bounded if and only if its graph {(x,Tx):xX}\{(x, Tx) : x \in X\} is closed in X×YX \times Y.

flowchart TD
A[3_Bounded Linear Operators] --> B[Key Concepts]
A --> C[Core Principles]
A --> D[Practical Applications]
B --> E[Fundamental definitions]
C --> F[Design patterns]
D --> G[Real-world usage]

Bounded linear operators are the continuous linear maps between normed spaces — they do not blow up small inputs into large outputs. The operator norm measures the maximum stretching factor. The open mapping theorem says that surjective bounded operators between Banach spaces are automatically open maps, which implies the bounded inverse theorem: an invertible bounded operator has a bounded inverse. The closed graph theorem provides a practical test: a linear operator is bounded if and only if its graph is closed. These three results — open mapping, bounded inverse, and closed graph — are the fundamental theorems of functional analysis, guaranteeing that well-behaved operators behave as expected.

Problem. Let T:C[0,1]C[0,1]T : C[0,1] \to C[0,1] be defined by (Tf)(x)=xf(x)(Tf)(x) = xf'(x). Show that TT is unbounded.

Solution

Consider the sequence fn(x)=xnf_n(x) = x^n. Then fn=1\|f_n\|_\infty = 1 for all n1n \geq 1.

(Tfn)(x)=xnxn1=nxn(Tf_n)(x) = x \cdot nx^{n-1} = nx^n, so Tfn=n\|Tf_n\|_\infty = n.

Since Tfn/fn=n\|Tf_n\|/\|f_n\| = n \to \infty as nn \to \infty, the operator TT is unbounded. \blacksquare

This section provides detailed coverage of advanced concepts, including full derivations, proofs, and extended examples.

Complete mathematical derivations and proofs are provided where appropriate. Each step is explained to ensure understanding of the underlying reasoning.

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