The Peter-Weyl theorem
From Tao’s Blog: The Peter-Weyl theorem, and non-abelian Fourier analysis on compact groups.
Let $G$ be a compact group. (Throughout this post, all topological groups are assumed to be Hausdorff.) Then $G$ has a number of unitary representations, i.e. continuous homomorphisms $\rho: G \rightarrow U(H)$ to the group $U(H)$ of unitary operators on a Hilbert space $H$, equipped with the strong operator topology. In particular, one has the left-regular representation $\tau: G \rightarrow U(L^2(G))$, where we equip $G$ with its normalised Haar measure $\mu$ (and the Borel $\sigma$-algebra) to form the Hilbert space $L^2(G)$, and $\tau$ is the translation operation
$$
\tau(g) f(x) := f(g^{-1} x).
$$
We call two unitary representations $\rho: G \rightarrow U(H)$ and $\rho’: G \rightarrow U(H’)$ isomorphic if one has $\rho'(g) = U \rho(g) U^{-1}$ for some unitary transformation $U: H \rightarrow H’$, in which case we write $\rho \equiv \rho’$.
Given two unitary representations $\rho: G \rightarrow U(H)$ and $\rho’: G \rightarrow U(H’)$, one can form their direct sum $\rho \oplus \rho’: G \rightarrow U(H \oplus H’)$ in the obvious manner: $\rho \oplus \rho'(g)(v) := (\rho(g) v, \rho'(g) v)$. Conversely, if a unitary representation $\rho: G \rightarrow U(H)$ has a closed invariant subspace $V \subset H$ of $H$ (thus $\rho(g) V \subset V$ for all $g \in G$), then the orthogonal complement $V^\perp$ is also invariant, leading to a decomposition $\rho \equiv \rho\downharpoonright_V \oplus \rho\downharpoonright_{V^\perp}$ of $\rho$ into the subrepresentations $\rho\downharpoonright_V: G \rightarrow U(V)$, $\rho\downharpoonright_{V^\perp}: G \rightarrow U(V^\perp)$. Accordingly, we will call a unitary representation $\rho: G \rightarrow U(H)$ irreducible if $H$ is nontrivial (i.e. $H \neq \{0\}$) and there are no nontrivial invariant subspaces (i.e. no invariant subspaces other than $\set{0}$ and $H$); the irreducible representations play a role in the subject analogous to those of prime numbers in multiplicative number theory. By the principle of infinite descent, every finite-dimensional unitary representation is then expressible (perhaps non-uniquely) as the direct sum of irreducible representations.
The Peter-Weyl theorem asserts, among other things, that the same claim is true for the regular representation:
定理 1 (Peter-Weyl theorem). Let $G$ be a compact group. Then the regular representation $\tau: G \rightarrow U(L^2(G))$ is isomorphic to the direct sum of irreducible representations. In fact, one has $\tau \equiv \bigoplus_{\xi \in \hat G} \rho_\xi^{\oplus \dim(V_\xi)}$, where $(\rho_\xi)_{\xi \in \hat G}$ is an enumeration of the irreducible finite-dimensional unitary representations $\rho_\xi: G \rightarrow U(V_\xi)$ of $G$ (up to isomorphism). (It is not difficult to see that such an enumeration exists.)
In the case when $G$ is abelian, the Peter-Weyl theorem is a consequence of the Plancherel theorem; in that case, the irreducible representations are all one dimensional, and are thus indexed by the space $\hat G$ of characters $\xi: G \rightarrow\R/\Z$ (i.e. continuous homomorphisms into the unit circle $\R/\Z$), known as the Pontryagin dual of $G$. (See for instance my lecture notes on the Fourier transform.) Conversely, the Peter-Weyl theorem can be used to deduce the Plancherel theorem for compact groups, as well as other basic results in Fourier analysis on these groups, such as the Fourier inversion formula.
Because the regular representation is faithful (i.e. injective), a corollary of the Peter-Weyl theorem (and a classical theorem of Cartan) is that every compact group can be expressed as the inverse limit of Lie groups, leading to a solution to Hilbert’s fifth problem in the compact case. Furthermore, the compact case is then an important building block in the more general theory surrounding Hilbert’s fifth problem, and in particular a result of Yamabe that any locally compact group contains an open subgroup that is the inverse limit of Lie groups.
I’ve recently become interested in the theory around Hilbert’s fifth problem, due to the existence of a correspondence principle between locally compact groups and approximate groups, which play a fundamental role in arithmetic combinatorics. I hope to elaborate upon this correspondence in a subsequent post, but I will mention that versions of this principle play a crucial role in Gromov’s proof of his theorem on groups of polynomial growth (discussed previously on this blog), and in a more recent paper of Hrushovski on approximate groups (also discussed previously). It is also analogous in many ways to the more well-known Furstenberg correspondence principle between ergodic theory and combinatorics (also discussed previously).
Because of the above motivation, I have decided to write some notes on how the Peter-Weyl theorem is proven. This is utterly standard stuff in abstract harmonic analysis; these notes are primarily for my own benefit, but perhaps they may be of interest to some readers also.
0.1. Proof of the Peter-Weyl theorem Throughout these notes, $G$ is a fixed compact group.
Let $\rho: G \rightarrow U(H)$ and $\rho’: G \rightarrow U(H’)$ be unitary representations. An (linear) equivariant map $T: H \rightarrow H’$ is defined to be a continuous linear transformation such that $T \rho(g) = \rho'(g) T$ for all $g \in G$.
A fundamental fact in representation theory, known as Schur’s lemma, asserts (roughly speaking) that equivariant maps cannot mix irreducible representations together unless they are isomorphic. More precisely:
引理 2 (Schur’s lemma for unitary representations). Suppose that $\rho: G \rightarrow U(H)$ and $\rho’: G \rightarrow U(H’)$ are irreducible unitary representations, and let $T: H \rightarrow H’$ be an equivariant map. Then $T$ is either the zero transformation, or a constant multiple of an isomorphism. In particular, if $\rho \not \equiv \rho’$, then there are no non-trivial equivariant maps between $H$ and $H’$.
证明 . The adjoint map $T^*: H’ \rightarrow H$ of the equivariant map $T$ is also equivariant, and thus so is $T^* T: H \rightarrow H$. As $T^* T$ is also a bounded self-adjoint operator, we can apply the spectral theorem to it. Observe that any closed invariant subspace of $T^* T$ is $G$-invariant, and is thus either $\set{0}$ or $H$. By the spectral theorem, this forces $T^* T$ to be a constant multiple of the identity. Similarly for $T T^*$. This forces $T$ to either be zero or a constant multiple of a unitary map, and the claim follows. (Thanks to Frederick Goodman for this proof.)
Schur’s lemma has many foundational applications in the subject. For instance, we have the following generalisation of the well-known fact that eigenvectors of a unitary operator with distinct eigenvalues are necessarily orthogonal:
推论 3. Let $\rho\downharpoonright_V: G \rightarrow U(V)$ and $\rho\downharpoonright_W: G \rightarrow U(W)$ be two irreducible subrepresentations of a unitary representation $\rho: G \rightarrow U(H)$. Then one either has $\rho\downharpoonright_V \equiv \rho\downharpoonright_W$ or $V \perp W$.
证明 . Apply Schur’s lemma to the orthogonal projection from $W$ to $V$.
Another application shows that finite-dimensional linear representations can be canonically identified (up to constants) with finite-dimensional unitary representations:
推论 4. Let $\rho: G \rightarrow GL(V)$ be a linear representation on a finite-dimensional space $V$. Then there exists a Hermitian inner product $\langle,\rangle$ on $V$ that makes this representation unitary. Furthermore, if $V$ is irreducible, then this inner product is unique up to constants.
证明 . To show existence of the Hermitian inner product that unitarises $\rho$, take an arbitrary Hermitian inner product $\langle,\rangle_0$ and then form the average
$$
\langle v, w \rangle := \int_G \langle \rho(g) v, \rho(g) w \rangle_0\ d\mu(g).
$$
(this is the “Weyl averaging trick”, which crucially exploits compactness of $G$). Then one easily checks (using the fact that $V$ is finite dimensional and thus locally compact) that $\langle,\rangle$ is also Hermitian, and that $\rho$ is unitary with respect to this inner product, as desired. (This part of the argument does not use finite dimensionality.)
To show uniqueness up to constants, assume that one has two such inner products $\langle,\rangle$, $\langle,\rangle’$ on $V$, and apply Schur’s lemma to the identity map between the two Hilbert spaces $(V, \langle,\rangle)$ and $(V, \langle,\rangle’)$. (Here, finite dimensionality is used to establish
$$
\langle v, w \rangle := \int_G \langle \rho(g) v, \rho(g) w \rangle_0\ d\mu(g).
$$
(this is the “Weyl averaging trick”, which crucially exploits compactness of $G$). Then one easily checks (using the fact that $V$ is finite dimensional and thus locally compact) that $\langle,\rangle$ is also Hermitian, and that $\rho$ is unitary with respect to this inner product, as desired. (This part of the argument does not use finite dimensionality.)
To show uniqueness up to constants, assume that one has two such inner products $\langle,\rangle$, $\langle,\rangle’$ on $V$, and apply Schur’s lemma to the identity map between the two Hilbert spaces $(V, \langle,\rangle)$ and $(V, \langle,\rangle’)$. (Here, finite dimensionality is used to establish
A third application of Schur’s lemma allows us to express the trace of a linear operator as an average:
推论 5. Let $\rho: G \rightarrow GL(H)$ be an irreducible unitary representation on a non-trivial finite-dimensional space $H$, and let $T: H \rightarrow H$ be a linear transformation. Then
$$
\frac{1}{\dim(H)} \tr_{H}(T) I_H = \int_G \rho(g) T \rho(g)^*\ d\mu(g),
$$
where $I_H: H \rightarrow H$ is the identity operator.
$$
\frac{1}{\dim(H)} \tr_{H}(T) I_H = \int_G \rho(g) T \rho(g)^*\ d\mu(g),
$$
where $I_H: H \rightarrow H$ is the identity operator.
证明 . The right-hand side is equivariant, and hence by Schur’s lemma is a multiple of the identity. Taking traces, we see that the right-hand side also has the same trace as $T$. The claim follows.
Let us now consider the irreducible subrepresentations $\rho\downharpoonright_V: G \rightarrow U(V)$ of the left-regular representation $\rho: G \rightarrow U(L^2(G))$. From Corollary 3, we know that those subrepresentations coming from different isomorphism classes in $\hat G$ are orthogonal, so we now focus attention on those subrepresentations coming from a single class $\xi \in \hat G$. Define the $\xi$-isotypic component $L^2(G)_\xi$ of the regular representation to be the finite-dimensional subspace of $L^2(G)$ spanned by the functions of the form
$$
f_{\xi,v,w}: g \mapsto \langle v, \rho_\xi(g) w \rangle_{V_\xi}
$$
where $v, w$ are arbitrary vectors in $V_\xi$. This is clearly a left-invariant subspace of $L^2(G)$ (in fact, it is bi-invariant, a point which we will return to later), and thus induces a subrepresentation of the left-regular representation. In fact, it captures precisely all the subrepresentations of the left-regular representation that are isomorphic to $\rho_\xi$:
命题 6. Let $\xi \in \hat G$. Then every irreducible subrepresentation $\tau\downharpoonright_V: G \rightarrow U(V)$ of the left-regular representation $\tau: G \rightarrow U(L^2(G))$ that is isomorphic to $\rho_\xi$ is a subrepresentation of $L^2(G)_\xi$. Conversely, $L^2(G)_\xi$ is isomorphic to the direct sum $\rho_\xi^{\dim(V_\xi)}$ of $\dim(V_\xi)$ copies of $\rho_\xi: G \rightarrow U(V_\xi)$. (In particular, $L^2(G)_\xi$ has dimension $\dim(V_\xi)^2$).
证明 . Let $\tau\downharpoonright_V: G \rightarrow U(V)$ be a subrepresentation of the left-regular representation that is isomorphic to $\rho_\xi$. Thus, we have an equivariant isometry $\iota: V_\xi \rightarrow L^2(G)$ whose image is $V$; it has an adjoint $\iota^*: L^2(G) \rightarrow V_\xi$.
Let $v \in V_\xi$ and $K \in L^2(G)$. The convolution
$$
\iota(v) * K(g) := \int_G \iota(v)(gh) K(h^{-1})\ d\mu(h)
$$
can be re-arranged as
$$\begin{align*}
\int_G \tau(g^{-1})(\iota(v))(h) \overline{\tilde K(h)}\rd\mu(h)
& = \langle \tau(g^{-1})(\iota(v)), \tilde K \rangle_{L^2(G)}\\
&= \langle \iota(\rho_\xi(g^{-1}) v), \tilde K \rangle_{L^2(G)}\\
&= \langle \rho_\xi(g^{-1}) v, \iota^* \tilde K \rangle_{V_\xi}\\
&= \langle v, \rho_\xi(g) \iota^* \tilde K \rangle_{V_\xi}\\
\end{align*}$$
where
$$
\tilde K(g) := \overline{K(g^{-1})}.
$$
In particular, we see that $\iota(v) * K \in L^2(G)_\xi$ for every $K$. Letting $K$ be a sequence (or net) of approximations to the identity, we conclude that $\iota(v) \in L^2(G)_\xi$ as well, and so $V \subset L^2(G)_\xi$, which is the first claim.
To prove the converse claim, write $n := \dim(V_\xi)$, and let $e_1,\ldots,e_n$ be an orthonormal basis for $V_\xi$. Observe that we may then decompose $L^2(G)_\xi$ as the direct sum of the spaces
$$
L^2(G)_{\xi,e_i} := f_{\xi,v,e_i}: v \in V_\xi
$$
for $i=1,\ldots,n$. The claim follows.
Let $v \in V_\xi$ and $K \in L^2(G)$. The convolution
$$
\iota(v) * K(g) := \int_G \iota(v)(gh) K(h^{-1})\ d\mu(h)
$$
can be re-arranged as
$$\begin{align*}
\int_G \tau(g^{-1})(\iota(v))(h) \overline{\tilde K(h)}\rd\mu(h)
& = \langle \tau(g^{-1})(\iota(v)), \tilde K \rangle_{L^2(G)}\\
&= \langle \iota(\rho_\xi(g^{-1}) v), \tilde K \rangle_{L^2(G)}\\
&= \langle \rho_\xi(g^{-1}) v, \iota^* \tilde K \rangle_{V_\xi}\\
&= \langle v, \rho_\xi(g) \iota^* \tilde K \rangle_{V_\xi}\\
\end{align*}$$
where
$$
\tilde K(g) := \overline{K(g^{-1})}.
$$
In particular, we see that $\iota(v) * K \in L^2(G)_\xi$ for every $K$. Letting $K$ be a sequence (or net) of approximations to the identity, we conclude that $\iota(v) \in L^2(G)_\xi$ as well, and so $V \subset L^2(G)_\xi$, which is the first claim.
To prove the converse claim, write $n := \dim(V_\xi)$, and let $e_1,\ldots,e_n$ be an orthonormal basis for $V_\xi$. Observe that we may then decompose $L^2(G)_\xi$ as the direct sum of the spaces
$$
L^2(G)_{\xi,e_i} := f_{\xi,v,e_i}: v \in V_\xi
$$
for $i=1,\ldots,n$. The claim follows.
From cor:3, the $\xi$-isotypic components $L^2(G)_\xi$ for $\xi \in \hat G$ are pairwise orthogonal, and so we can form the direct sum $\oplus_{\xi \in \hat G} L^2(G)_\xi \equiv \oplus_{\xi \in \hat G} \rho_\xi^{\oplus \dim(G)}$, which is an invariant subspace of $L^2(G)$ that contains all the finite-dimensional irreducible subrepresentations (and hence also all the finite-dimensional representations, period). The essence of the Peter-Weyl theorem is then the assertion that this direct sum in fact occupies all of $L^2(G)$:
命题 7. We have $L^2(G) = \oplus_{\xi \in \hat G} L^2(G)_\xi$.
证明 . Suppose this is not the case. Taking orthogonal complements, we conclude that there exists a non-trivial $f \in L^2(G)$ which is orthogonal to all $L^2(G)_\xi$, and is in particular orthogonal to all finite-dimensional subrepresentations of $L^2(G)$.
Now let $K \in L^2(G)$ be an arbitrary self-adjoint kernel, thus $\overline{K(g^{-1})} = K(g)$ for all $g \in G$. The convolution operator $T: f \mapsto f*K$ is then a self-adjoint Hilbert-Schmidt operator and is thus compact. (Here, we have crucially used the compactness of $G$.) By the spectral theorem, the cokernel $\ker(T)^\perp$ of this operator then splits as the direct sum of finite-dimensional eigenspaces. As $T$ is equivariant, all these eigenspaces are invariant, and thus orthogonal to $f$; thus $f$ must lie in the kernel of $T$, and thus $f*K$ vanishes for all self-adjoint $K \in L^2(G)$. Using a sequence (or net) of approximations to the identity, we conclude that $f$ vanishes also, a contradiction.
Now let $K \in L^2(G)$ be an arbitrary self-adjoint kernel, thus $\overline{K(g^{-1})} = K(g)$ for all $g \in G$. The convolution operator $T: f \mapsto f*K$ is then a self-adjoint Hilbert-Schmidt operator and is thus compact. (Here, we have crucially used the compactness of $G$.) By the spectral theorem, the cokernel $\ker(T)^\perp$ of this operator then splits as the direct sum of finite-dimensional eigenspaces. As $T$ is equivariant, all these eigenspaces are invariant, and thus orthogonal to $f$; thus $f$ must lie in the kernel of $T$, and thus $f*K$ vanishes for all self-adjoint $K \in L^2(G)$. Using a sequence (or net) of approximations to the identity, we conclude that $f$ vanishes also, a contradiction.
thm:1 follows by combining this proposition with 6.
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