Math 2.0

Operator theory Definition

Singular values of a compact operator

Builds on Hilbert spaceCompact operatorHilbert space adjointPositive operatorSquare root of a positive operatorSpectral theorem for compact self-adjoint operatorsEigenvalueSingular valueFinite-rank operator

Definition

Let HH and KK be complex Hilbert spaces, and let T ⁣:H→KT \colon H \to K be a compact operator with adjoint T∗T^*. Let ∣T∣=(T∗T)1/2\abs{T} = (T^* T)^{1/2} be the square root of the positive operator T∗TT^* T; it is compact and self-adjoint. List the nonzero eigenvalues of ∣T∣\abs{T} in decreasing order, each repeated as many times as the dimension of its eigenspace. If there are only finitely many, append zeros. The resulting sequence s1(T)≥s2(T)≥⋯≥0s_1(T) \ge s_2(T) \ge \cdots \ge 0 is the sequence of singular values of TT.

Remarks

The list is well defined by the spectral theorem for compact self-adjoint operators, and sn(T)→0s_n(T) \to 0. One has s1(T)=∥T∥s_1(T) = \norm{T}, and more generally sn(T)=min⁡{∥T−F∥:F of rank less than n},s_n(T) = \min \set{\norm{T - F} : F \text{ of rank less than } n}, the distance from TT to the finite-rank operators of rank less than nn. There are orthonormal families (un)(u_n) in HH and (vn)(v_n) in KK such that Tx=∑nsn(T)⟨x,un⟩vnT x = \sum_n s_n(T) \ip{x}{u_n} v_n for all x∈Hx \in H, the Schmidt decomposition of TT. Example: if TT is diagonal in an orthonormal basis (en)(e_n) of ℓ2\ell^2, with Ten=dnenT e_n = d_n e_n and dn→0d_n \to 0, then ∣T∣en=∣dn∣en\abs{T} e_n = \abs{d_n} e_n, so the singular values are the numbers ∣dn∣\abs{d_n} arranged in decreasing order. Non-example: the identity of an infinite-dimensional Hilbert space is not compact, so it has no singular values in this sense; the eigenvalue 11 of ∣I∣=I\abs{I} = I has infinite multiplicity. For matrices, this is the usual notion of singular value.

Reading path

To understand this page from the ground up, read these 36 pages in order. The foundations come first.

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Banach space, concept, no evidence levelBanach spaceconceptCompact operator, concept, no evidence levelCompact operatorconceptEigenvalue, concept, no evidence levelEigenvalueconceptEigenvector, concept, no evidence levelEigenvectorconceptFinite-rank operator, concept, no evidence levelFinite-rank operatorconceptHilbert space, concept, no evidence levelHilbert spaceconceptHilbert space adjoint, concept, no evidence levelHilbert space adjointconceptImage of a linear map, concept, no evidence levelImage of a linear mapconceptKernel of a linear map, concept, no evidence levelKernel of a linear mapconceptOrthonormal basis, concept, no evidence levelOrthonormal basisconceptPositive operator, concept, no evidence levelPositive operatorconceptSingular value, concept, no evidence levelSingular valueconceptSpectrum of an operator, concept, no evidence levelSpectrum of an operat…conceptSquare root of a positive operator, concept, no evidence levelSquare root of a posi…conceptVector space, definition, no evidence levelVector spacedefinitionSpectral theory of compact operators, statement, no evidence levelSpectral theory of co…statementInner product, definition, no evidence levelInner productdefinitionLinear combination, definition, no evidence levelLinear combinationdefinitionLinear map, definition, no evidence levelLinear mapdefinitionLinear subspace, definition, no evidence levelLinear subspacedefinitionInner product space, definition, no evidence levelInner product spacedefinitionOrthogonal vectors, definition, no evidence levelOrthogonal vectorsdefinitionLinear independence, definition, no evidence levelLinear independencedefinitionEndomorphism, definition, no evidence levelEndomorphismdefinitionLinear span, definition, no evidence levelLinear spandefinitionOrthonormal family, definition, no evidence levelOrthonormal familydefinitionAdjoint of a linear map, definition, no evidence levelAdjoint of a linear m…definitionEigenvalue, definition, no evidence levelEigenvaluedefinitionSpanning set, definition, no evidence levelSpanning setdefinitionEigenvector, definition, no evidence levelEigenvectordefinitionSelf-adjoint operator, definition, no evidence levelSelf-adjoint operatordefinitionBasis, definition, no evidence levelBasisdefinitionOrthonormal basis, definition, no evidence levelOrthonormal basisdefinitionSpectral theorem, statement, no evidence levelSpectral theoremstatementSpectral theorem for compact self-adjoint operators, statement, no evidence levelSpectral theorem for …statementSingular values of a compact operator, definition, no evidence levelSingular values of a …definition
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Banach space concept
  2. Compact operator concept
  3. Eigenvalue concept
  4. Eigenvector concept
  5. Finite-rank operator concept
  6. Hilbert space concept
  7. Hilbert space adjoint concept
  8. Image of a linear map concept
  9. Kernel of a linear map concept
  10. Orthonormal basis concept
  11. Positive operator concept
  12. Singular value concept
  13. Spectrum of an operator concept
  14. Square root of a positive operator concept
  15. Vector space definition
  16. Spectral theory of compact operators statement
  17. Inner product definition
  18. Linear combination definition
  19. Linear map definition
  20. Linear subspace definition
  21. Inner product space definition
  22. Orthogonal vectors definition
  23. Linear independence definition
  24. Endomorphism definition
  25. Linear span definition
  26. Orthonormal family definition
  27. Adjoint of a linear map definition
  28. Eigenvalue definition
  29. Spanning set definition
  30. Eigenvector definition
  31. Self-adjoint operator definition
  32. Basis definition
  33. Orthonormal basis definition
  34. Spectral theorem statement
  35. Spectral theorem for compact self-adjoint operators statement
  36. Singular values of a compact operator definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Singular_value
About this page
TagV2H578D4RT
URIm2://V2H578D4RT
Kinddefinition
WritingW0 stub
MSC47B10, 47B07, 15A18
DefinesSingular values of a compact operator
UsesHilbert space, Compact operator, Hilbert space adjoint, Positive operator, Square root of a positive operator, Spectral theorem for compact self-adjoint operators, Eigenvalue, Singular value, Finite-rank operator
Changed2 November 2026

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