Chapter I

Operators on FiniteDimensional Spaces

1. Spectrum of an operator.
Let E be a finitedimensional, complex, normed space, and let dim E = d .
Let also T be a linear operator from E into itself. First, we observe that T
is automatically continuous : indeed, take an algebraic basis ( e l , . . . ,e d ) of E ,
and write z = El c r j e j , y = Cf &e;. Then :
d

with K = IfI I T c j l l .

We define the operator norm of T :

Since the unit ball is compact (see for instance B.B. [ I ] ) , and since T is con-
tinuous, this supremum is actually attained, and is a maximum.
We will usually drop the subscript "opn, and we just write [(TI(.

We denote by t ( E )the set of linear continuous operators on E , equipped

with this norm.

When a basis ( e l , . . . ,e d ) is chosen, T can be represented by a matrix

M = ( t i , j ) i j = l , . _ _dr,

the j - t h column of which is made with the components of T e , on the basis, that
is T e j = El t , , , e , . If a vector z is given by its components X = ( 2 1 , . . . ,zd)
on the basis, the vector T x has MX as components on the same basis. Of
course, the matrix depends on the choice of the basis, the operator norm does
not.
6 Chapter I

We are not going here to deal with the theory of matrices, which is a huge
theory in itself ; we will instead restrict ourselves t o the notions related to our
future study of operators on infinite dimensional Banach spaces.
T h e characteristic polynomial of T is the determinant of T - X I :

c=(X) = det (T- XI) , for X E (c,

and this polynomial is also the determinant of the matrix M - X I , if M r e p

resents T is a given basis. It is easily seen t o be independent from the choice
of the basis.
This determinant is of the form :

It has degree d , and therefore has d complex roots, not necessarily distinct. If
X is one of them, det (T - X I ) = 0 , which means that T -- X I is not invertible.
Since the space is finite dimensional, this is equivalent to the fact that T - X I is
not injective (or not surjective). Consequently, there exists a vector z, z # 0 ,
such t h a t (T - XI)z = 0 , or Tz = Xz. T h e vector z is called an cigenucctor
associated with the eigenualue A .
To simplify our notation, we write T - X instead of T - XI.
Let now XI,. . . ,A,be an enumeration of the roots ( m 5 d ) . T h e set
a(T) = {XI,. . . ,A,} is called the spectrum of T . It is a finite subset of the
complex plane, consisting of a t most d points. It is never empty, b u t may
consist in a single point : the spectrum of the identity is (1). T h e spectrum
of any projection is { O , 1 } .
Conversely, given any d points XI,. . . ,X d in the plane, it is easy t o see
that there is an operator T on C d with a(T) = {XI , . . . , A , + } . Indeed, let
( e l , . . . , ed) be the canonical basis of C d , and define T e , = X j e , .

Therefore, the spectrum has a simple structure. This does not mean,
however, that all questions in finite-dimensional operator theory are necessarily
easy. Among the hardest (and, quite often, with no satisfactory solution), let’s
mention : precise computations of the operator norm, approximation of a given
operator by operators in a given class, and so on.
 Finite Dimensional Spaces 7

2. Minimal Polvnomial.
Let p(z) = 1,"
aktk be a polynomial with complex coefficients. We de-
fine :

We will show th a t there is a "smallest" polynomial m, such t hat m ( T ) = 0.

This polynomial will be called the minirnol polynomial of T .
For this, let ( e l , . . . , e d ) be a basis of E. T h e vectors e l r T e l , .. . ,Tdel
cannot b e independent : there exists a linear combination :
d

that is, by definition ( I ) , a polynomial s1, d"s1 5 d , with sl(T)el = 0.

T h e same way, we find polynomials s2,. . . ,S d , with :

sj(T)ej = 0 , for all j = 2,. . . ,d.

P u t s = ~ 1 . ~ 2 . .sd.
. Then s ( T ) e , = 0 for all j = 1,. .,, d , and therefore
s(T)z= 0 for all x in E.
We have found a polynomial s, such t hat s ( T ) = 0 . But s has t o be
reduced : its degree may be d Z , and we will see later t hat such a polynomial
exists with dos 5 d .
n,=,
We factor .(A) = Q M (A - A,)". , and we may assume Q = 1 . If a point
X i is not in the spectrum, the corresponding term T - A i l is invertible, so can
be removed from s. Let

.(A) = 0 (A - A,)Q'.
A, E u ( T )

Now, we look a t all z ' s such that (T- X1)alz = 0. If for all of them we also
have (T - X 1 ) Q l - l z = 0 , we replace a1 by a1 - 1 in u. We start again with
a1 - 1, and so on, until we cannot proceed further. We then pass to a2,and
so on. More precisely, we define, for i = 1,. . . ,m (where m is the number of
points in a ( T ) ,m 5 d ) :

vi = inf{k E IN ; ( T - A , ) ~ Z= 0, for a11 z s.t. (T - ~ , ) ' + ' z = 01.

Then we put :

rI(A
m
m(A) = ~ A;)".,
i= 1
8 Chapter I

and we have obtained a polynomial m , still satisfying m(T) = 0 .

By construction, all roots A i of m(A) belong to a(T). Conversely, let
A0 E o(T), yo a corresponding eigenvector. Then :

so rn(A0) = 0 , and the roots of m(A) are exactly the points of a ( T ) .

T h e polynomial m(T) is called the minimal polynomial of T ,for the

following reason :

Proposition 2.1. - The polynomial m divides every polynomial p s u c h that

p(T) = o .

Proof. - Let p be such a polynomial. First, as we already observed, p must

have the points in a ( T ) as roots ; we eliminate the others, and write :

We now show that a, 2 u,, for i = I , . . . , m . Assume on the contrary that,

for instance, a1 < P I . Then, by the definition of vl , there is a point z1 such
that :
(T- A p + l Z l = 0, y1 = ( T - Al)(r’z, # O .

From (3), we deduce

p(A) = (A - A p q ( A 1 ,

with q ( A 1 ) # 0. We have Tyl = Alyl, so :

which contradicts p ( T ) = 0 and proves our claim.

Corollary 2.2. - If p , q are two polynomials, we have p ( T ) = q ( T ) if and

only if every A, E a ( T ) is a root of p - q of order 2 v i .

Indeed, this says that p - q is divisible by the minimal polynomial.

 Finite Dimensional Spaces 9

Among all polynomials satisfying p ( T ) = 0 , the most noticeable one is the

characteristic polynomial, which we have already defined :

c(X) = det (T - A).

Theorem 2.3 (Cayley-Hamilton). - The characteristic polynomial satisfies

c(T) = 0.
Proof. - Elementary linear algebra (see for instance I . N . Herstein 111) allows
us t o write in a proper basis, the matrix of T in a triangular form :

[; A{ al,2

... ...
...
... ;;]
al,d

where A:, . . . , A > are the points of a(T), but this time each of them repeated
according t o its multiplicity.
If ( u l , . . . , u d ) is this basis, we get :
Tu1 = Y p l ,

Tu2 = a l p I + X:WZ,

which means :
(T- A{)V, = 0,
(T- x;)vz = 01,2Ulr

(T - A)d)Ud = al,dV1 f ... f ar,dU, $. .. . f ad-1,dvd-1

Therefore ( T - A : ) u l = 0 , ( T - X { ) ( T - X 9 u 2 = 0,.. . , (T-X{)."(T-A&)ud =

0. So the product (T - A',) - . . (T - A:) annihilates all the vectors of the basis.
Since the X i ' s are the roots of the characteristic polynomial, we get c ( T ) = 0 .

From Theorem 2.3 and Proposition 2.2 follows obviously that d"m 5 d .
There are obvious examples in which the minimal polynomial h a s degree strictly
less than the degree of the characteristic polynomial (which is d , the dimension
of the space). For example, a projection always satisfies T 2 - T = 0, that is
m(A) = A' - A .
10 Chapter I
3. T h e analytic functional calculus.
We have already defined p ( T ), when p is a polynomial. We now extend
this definition t o a larger class of functions.
Let f be a function from C into itself. We say t hat f belongs to the space
3 ( T ) if there exists a neighborhood V of a ( T ) on which f is analytic (for an
elementary theory of analytic functions, we refer the reader to H. Cartan 111).
We recall th at f is said to be analytic o n a compact set if it is analytic on
some neighborhood of this compact set. The neighborhood does not need t o
be connected, and depends on the function.
Let f E 3 ( T ) . For every A, E a ( T ) ,we consider the derivatives f ( k ) ( X , ) ,
+
k < Y , (there are v1 + ... Y, = d such derivatives).
Let p be a polynomial such t hat f(k)(X,) = P ( ~ ) ( X , ) , for all A, E a ( T ) ,
all k < v,. We then put :
/(T) = P(T)
This definition does not depend on the choice of the polynomial p : if q is
another one with the same properties, then p ( T ) = q ( T ) ,by Corollary 2.2.

We now list some elementary properties of this definition :

Theorem 3.1. - If f,g E 3(T), a , B E Q:,
a) ~f + P g E 3 ( T ) ,and (4 + P g ) ( T ) = a / ( T )+ P g ( T ) ,
f-4 f - 9 E 3 ( T ) ?and f.g(T) = f(T)S(T)
c,"
7

c) if f(x) = 1 ;:akXk, then /(T)= a k T k ,

d) / ( T ) = 0 if and only if f ( k ) ( X , ) = 0 , for all X i E a ( T ) ,all k < v;.
T h e proof is left to the reader.
T h e first quality of the class 7(T)is t hat it contains functions with values
0 and 1 only, thus allowing us t o build projections which commute with T :
For every A, E a ( T ) , let e,(A) defined by : .,(A) = 1 on some neighbor-
hood of A,, = 0 on some neighborhood of all other A] 's, J # i.
We put E, = e , ( T ) ; this is a n operator, with the following properties :
Proposition 3.2. - For 1, j = 1,. . . ,m , we have :
a) E: = E,,
b) E,E, = 0 , for t # J ,

C) I= 1 7E , .
These properties follow immediately from Theorem 3.1.
 Finite Dimensional Spaces 11

For i = 1,. . . ,m, we call X , the image of the operator Ei . Then we get
the formula :
E = X1@..*$Xm.
Indeed, by Proposition 3.2, c ) every
~ z can be written as z = E i z , and xr
this decomposition is unique by b).
Since E; is in fact defined as a polynomial in T , it clearly commutes with
it. Therefore :
TX,c X i , i = 1,...,m ,
which means that XI is invariant by T.
Also, we have :
(T- = 0.
Indeed, El= p,(T), where pI is a polynomial satisfying :

PI(A1) = 1 , P,( k )(A,) = 0, 15 k < Vl

p,(k)(X,) = 0 , Vj # i, V k , 0 5 k < uJ .
Therefore, pl factors as :

P*(A) = 4x1 n(A

J f l
~ A,)”, 7

and (A - X,)”~p,(X) is a multiple of the minimal polynomial m, which proves

(1)-
So we get :
( T -A,)”~X,= 0. (2)
For : = 1,. . . , m , we put N, = Ker(T - A , ) ” ~ , N: = Ker I7,+,(T ~ X,)”J.
Lemma 3.3. ~ For i = I , . ..,rn,N,n N,’ = (0).
Proof. - The polynomials p,(X) = (A - A,)”,, and q l ( A ) = - A,)”, n,,,(A
have no roots in common. By Bezout Identity, there exist polynomials rl(X),
r2 ( A ) such that :

tlP1 +rzq, = 1
which implies :

from which Lemma 3.3 follows obviously.

12 Chapter I

We may now prove :

Proposition 3.4. - For i = I , . . . ,m, X, = N,.
Proof. - 1) We have seen that (T - A,)"# X, = 0 , thus

Xi c K e t ( T - X,)"i .
2) By Lemma 3.3, the sum of the N , is a direct sum ; the sum of the X i is also
direct. Since the latter is E (prop. 3.2,c ) , so is the former. The proposition
follows.
The projections E, , i = 1,. . . ,m , will also allow u s to give an expression
of any function f ( T ) , f E f ( T ) :
Proposition 3.5. - If f E 3 ( T ) ,we may write .-

Proof. - We consider the function :

One checks immediately that, for i = I , , . . , m , and k < v , ,

dk)(X,)= f'k'(X,) ,
and therefore f ( T ) = g ( T ) ,by Theorem 3.1, d).

We now study the convergence of a sequence of operators fn(T) :

Proposition 3.6. - Let ( f n ) n > ~ be a sequence of functions in 3 ( T ) . Then
f n ( T ) converges in operator norm if and only if the d sequences (fik' ,
for i = 1,. . . ,m, k < v , , converge in a .
Proof. - 1) Assume that the d complex sequences converge. Then Proposition
3.5 indicates that fn(T) is Cauchy, and therefore converges.
2) Assume that the sequence (fn(T))nEmconverges in L ( E ) . We know
that (T - X 1 ) " l - ' E 1 # 0, and therefore we may find z such that (T -
 Finite Dimemional Spaces 13

Since y = E l ( z ) , all terms with i # 1 are 0 , by Proposition 3.2, b). So :

All terms with k 2 1 are 0 by the definition of r = v1 - 1, and formula (2).

Since moreover E l y = y , we get :

In(T)yr = fn(Al)(T AI)'Y .

Since the sequence (jn(T)y,)nEmconverges, this implies that (fn(X1)),,m
converges. Then we write :

fn(T)yr-l = +
fn(x~)~r-l fA(Al)~r,

and therefore (J,I,(Al))converges. The same holds for the other points in the
spectrum.
To end this chapter, we give a Cauchy formula for operators :
P r o p o s i t i o n 3.7. - Let U be an open set, containing a ( T ) . We assume
that the boundary 'I of U consists in a finite number of simple closed curves,
oriented in the direct sense. Then, if f E 7(T)is analytic on U , we have :

P r o o f . - For A 4 a ( T ) ,we set R ( z ) = 1/(A ~ 2). Then :

R ( T ) = (A - T)-l

and so :

by the usual Cauchy formula, and finally,

= f(T) 9
and Proposition 3.7 is proved.
14 Chapter I

4. Computing the operator norm on a Hilbert sDace.

The formula 1 ( l ) , given as definition of the operator norm, is not suitable
for practical purposes.
Instead, practical computations are made the following way : Let M be the
matrix representing T in some basis. Let M' be its adjoint, that is M' = t & f .
Then the matrix M ' M is self-adjoint, and, by the results of Chapter IV,
Section 3, or Chapter VII, it has real, positive eigenvalues, and one of them,
X , satisfies
X = llM'Mll = IIMII'.

So fi is the required value of IlTll.

Programs d o exist to find the eigenvalues of a matrix ; however the compu-
tations become obviously longer and less precise when the dimension increases.
 Finite Dimensional Spaces 15

Exercises on Chapter I.

Exercise 1. - Show t h a t the following are equivalent :

a) t I,"-'
~k converges,
b) gT" converges,
c) a ( T ) is contained in D and .(A) = 1 , for all X E a ( T ) ,with 1x1 = 1.
(Hint : consider t h e sequences of functions /,,(A) = x:-'Xk, gn(X) =
Xn/n).

Exercise 2. Let T be a n operator on a Banach space E , and assume that

~

T has a cyclic vector 2 0 , t h a t is :

E = s p a n ( z 0 , T Z O ,T'zo, ...I
Assume moreover t h a t the minimal polynomial of T can be written (with
d=dim E) :
70 + 7lx 4- ' - ' + 7 d - ] X d - l + Ad .
Find a basis in which the matrix of T is of the form :
0 .. I .. . . ..

... ...
Prove t h a t in this case, t h e characteristic polynomial of T is equal to the
minimal polynomial ( u p to a change of sign).

Exercise 3. - Let E , d i m E = d , and T an operator such t h a t T d= 0. Show

that there exists a basis ( 2 1 , . . . , q ) +
of E and k 1 integers 1 n o < nl <
< n k = d , such t h a t Tr; = r ; + l ,except if i E {no,nl,...,nk},in which
case Ti;= 0.
Exercise 4. - In a! n , what is the operator norm of the matrix whose entries
are all 1's ?

[ 2:)
Exercise 5. - Let

M = ( a

Find A such t h a t e A = M .
16 Chapter I

Exerciee 6. - Let

M = ( i i i)
Compute the distance between M and the set of diagonal matrices.
 Finite Dimensional Spaces 17

Notes and Comments.

T h e results of this chapter are mostly reproduced from Dunford-Schwartz
[I],vol.1, with a few modifications in the presentation. The reader may consult
this book, as well as the book by P. Halmos [ I ] .

Complements on Chapter I.
Exercise 4 involves the computation of the operator norm of the matrix,
whose entries are all 1's. In a " , the result is n . But if, instead of 1, one puts
~ ; , ,j ( i , i = 1,.. . ,n), independent random variables with values f1 , then the
operator norm is, with great probability, of the order of fi (see Benett -
Goodman - Newman Ill), thus dropping considerably.

An open problem (communicated by David Larson) :

We consider 3 x 3 matrices. Let P be a "diagonal projection", that is a
matrix of the form :

P = (H !)
where a , b and c take the values 0 or 1.

For any matrix M , let :

a ( M ) = sup{II(Z - P)MPII ; P is a diagonal projection}

and
d(M) = inf{J\M- DJJ; D is a diagonal matrix}
Compute :

and then :

K 3 = s u p { K ( M ) ; M is a non - diagonal 3 x 3 matrix}