Singular value decomposition of unbounded operators
Abstract
The singular value decomposition has been established for matrices, Hilbert--Schmidt operators, trace-class operator, compact operators, and bounded operators, but surprisingly not for unbounded operators. Unfortunately, most interesting operators in applied math are unbounded, as any operators involving some form of derivatives --- gradient, exterior derivatives, Laplacians, Fourier and other transforms of derivatives, Hamiltonians, etc. --- are likely unbounded. In this article, we fill in this last missing piece by establishing the existence of singular value decompositions for unbounded operators in three natural forms: multiplication-operator, direct-integral, and operator-valued-measure. We show it inherits classical properties of finite-dimensional singular value decomposition including approximation results, relationships with fundamental subspaces, and the Moore--Penrose inverse. This discovery opens the door to the singular value decompositions of a myriad of well-known unbounded operators in mathematics, physics, statistics, and finnance --- gradients on Euclidean spaces and manifolds, Petrov--Galerkin method, finite-difference operators, Hilbert--Schmidt operators, Hilbert complexes, supersymmetric quantum mechanics, Sturm--Liouville theory, nonparametric density estimation, and the Black--Scholes equation. The resulting decompositions reveal a number of novel insights, among many others: bosonic and fermionic states in supersymmetric quantum mechanics arise as left and right singular vectors of generalized ladder operators; the Riesz transform appears as the left singular operator of the Euclidean gradient; and the Hodge decomposition follows directly from the singular value decompositions of the exterior derivatives.
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BibTeX
@misc{wang2026singular,
title = {{Singular value decomposition of unbounded operators}},
author = {Rongbiao Thomas Wang and Haoming Wang and Lek-Heng Lim},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.15076},
eprint = {2609.15076},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.15076},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Singular value decomposition of unbounded operators
AU - Rongbiao Thomas Wang
AU - Haoming Wang
AU - Lek-Heng Lim
PY - 2026
DA - 2026/09/14
PB - arXiv
DO - 10.48550/arxiv.2609.15076
UR - https://arxiv.org/abs/2609.15076
AB - The singular value decomposition has been established for matrices, Hilbert--Schmidt operators, trace-class operator, compact operators, and bounded operators, but surprisingly not for unbounded operators. Unfortunately, most interesting operators in applied math are unbounded, as any operators involving some form of derivatives --- gradient, exterior derivatives, Laplacians, Fourier and other transforms of derivatives, Hamiltonians, etc. --- are likely unbounded. In this article, we fill in this last missing piece by establishing the existence of singular value decompositions for unbounded operators in three natural forms: multiplication-operator, direct-integral, and operator-valued-measure. We show it inherits classical properties of finite-dimensional singular value decomposition including approximation results, relationships with fundamental subspaces, and the Moore--Penrose inverse. This discovery opens the door to the singular value decompositions of a myriad of well-known unbounded operators in mathematics, physics, statistics, and finnance --- gradients on Euclidean spaces and manifolds, Petrov--Galerkin method, finite-difference operators, Hilbert--Schmidt operators, Hilbert complexes, supersymmetric quantum mechanics, Sturm--Liouville theory, nonparametric density estimation, and the Black--Scholes equation. The resulting decompositions reveal a number of novel insights, among many others: bosonic and fermionic states in supersymmetric quantum mechanics arise as left and right singular vectors of generalized ladder operators; the Riesz transform appears as the left singular operator of the Euclidean gradient; and the Hodge decomposition follows directly from the singular value decompositions of the exterior derivatives.
ER -