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Uniform polynomial approximation transfers to a Hermitian matrix

Statement

Let V be a finite-dimensional complex inner-product space, let H:V→V be Hermitian, and let I⊆R contain its spectrum. For functions f:I→C, a polynomial p∈C[x], and η≥0, if ∣p(λ)−f(λ)∣≤η for every λ∈σ(H), then ∥p(H)−f(H)∥≤η. In particular, a uniform bound on all of I suffices. Here f(H) is the finite spectral functional calculus.

Facts & Assumptions

Given: A finite-dimensional complex inner-product space V, a Hermitian endomorphism H, an interval I⊇σ(H), functions f:I→C and p∈C[x], and η≥0 with ∣p(λ)−f(λ)∣≤η on σ(H).

[F1]

A normal endomorphism is a sum of its eigenvalues times pairwise orthogonal projections, and each spectral projection is a polynomial in the endomorphism: H=∑λ∈σ(H)λPλ, where the distinct-eigenvalue projections are pairwise orthogonal and sum to the identity.

[F2]

The spectral functional calculus f(T) for a normal endomorphism and For normal endomorphisms, the spectral functional calculus respects sums, products, adjoints, and composition of scalar functions: g(H)=∑λg(λ)Pλ for every function g on the finite spectrum, and polynomial evaluation agrees with this calculus.

[F3]

The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||: ∥T∥=sup⁡∥v∥=1∥Tv∥.

[F4]

Pythagoras and finite orthogonal sums: the squared norm of a finite sum of pairwise orthogonal vectors is the sum of their squared norms.

Proof

1.1F1F2F3F4given

If V=0, [F3] defines the operator norm as zero, so the result is immediate. Otherwise [F1]–[F2] give p(H)−f(H)=∑λ(p(λ)−f(λ))Pλ. For any v∈V, the vectors Pλv are pairwise orthogonal by [F1]; hence [F4] gives ∥(p(H)−f(H))v∥2=∑λ∣p(λ)−f(λ)∣2∥Pλv∥2≤η2∑λ∥Pλv∥2=η2∥v∥2, with the last equality following from ∑λPλ=I and [F4].

2.1F3step 1.1algebra∎

For every unit vector v, step 1.1 yields ∥(p(H)−f(H))v∥≤η. Taking the supremum over unit vectors using [F3] proves the asserted operator-norm bound. A bound on all of I implies the required bound on its subset σ(H).

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