Let V be a complex inner product space and T a self-adjoint linear operator on V. Show that
(a) ∥α+iTα∥=∥α−iTα∥ for every α in V.
(b) α+iTα=β+iTβ if and only if α=β.
(c) I+iT is non-singular.
(d) I−iT is non-singular.
(e) Now suppose V is finite-dimensional, and prove that
U=(I−iT)(I+iT)−1
is a unitary operator; U is called the Cayley transform of T. In a certain sense, U=f(T), where f(x)=(1−ix)/(1+ix).