Lemma 13.7.1. Let $F : \mathcal{D} \to \mathcal{D}'$ be an exact functor between triangulated categories. If $F$ admits a right adjoint $G: \mathcal{D'} \to \mathcal{D}$, then $G$ is also an exact functor.
Proof. Let $\xi _ X : F(X[1]) \to F(X)[1]$ be as in Definition 13.3.3. Let $\epsilon _ A : F(G(A)) \to A$ be the adjunction map. Consider the composition
This map is adjoint to a map $G(A)[1] \to G(A[1])$ which we claim to be an isomorphism. To see this, by the Yoneda lemma it suffices to show that we get a bijection on applying $\mathop{\mathrm{Mor}}\nolimits _\mathcal {D}(X[1], -)$ for every object $X$ of $\mathcal{D}$. Now, every morphism $f : X[1] \to G(A)[1]$ is of the form $g[1]$ for a unique $g : X \to G(A)$ and every $g$ is adjoint to a unique $h : F(X) \to A$ and in turn $h[1] \circ \xi _ X$ is adjoint to a unique $i : X[1] \to G(A[1])$. The rule sending $f$ to $i$ gives a bijection between $\mathop{\mathrm{Mor}}\nolimits _\mathcal {D}(X[1], G(A)[1])$ and $\mathop{\mathrm{Mor}}\nolimits _\mathcal {D}(X[1], G(A[1]))$. That this bijection is given by the morphism above follows from the discussion in Categories, Section 4.24 and the following calculation
Some details omitted. We will show that $G$ is an exact functor using the inverse of the isomorphisms $G(A)[1] \to G(A[1])$. These isomorphisms are functorial in $A$ (details omitted).
Let $A \to B \to C \to A[1]$ be a distinguished triangle in $\mathcal{D}'$. Choose a distinguished triangle
in $\mathcal{D}$. Then $F(G(A)) \to F(G(B)) \to F(X) \to F(G(A))[1]$ is a distinguished triangle in $\mathcal{D}'$. By TR3 we can choose a morphism of distinguished triangles
Recall that the arrow $F(X) \to F(G(A))[1]$ is the composition of $F(X) \to F(G(A)[1])$ with $\xi _{G(A)}$. Hence using that $G$ is the right adjoint of $F$ and our discussion above, we conclude the existence of a morphism $X \to G(C)$ such that the diagram
commutes and the right vertical arrow is the morphism constructed above. Applying the homological functor $\mathop{\mathrm{Hom}}\nolimits _{\mathcal{D}'}(W, -)$ for an object $W$ of $\mathcal{D}'$ we deduce from the $5$ lemma that
is a bijection and using the Yoneda lemma once more we conclude that $X \to G(C)$ is an isomorphism. Hence we conclude that $G(A) \to G(B) \to G(C) \to G(A)[1]$ is a distinguished triangle which is what we wanted to show. $\square$
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