Each result cited below is universally quantified over the data in its own statement. The following facts are used throughout.
(Ops) By Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §operations, sums, scalar multiples and composites of elements of L(H) lie in L(H), and so does I. Composition distributes over sums and commutes with scalar multiples. Composition of maps is associative.
(Adj) Let A,B∈L(H). By Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §adjoint, A has an adjoint A∗∈L(H), so ⟨A∗η,ξ⟩=⟨η,Aξ⟩ for all ξ,η∈H (Adjoint of a Linear Map between Complex Inner Product Spaces §adjoint). By Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §adjoint-calculus, A is the adjoint of A∗. Hence (A∗)∗=A by Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §adjoint-unique, and ⟨Aη,ξ⟩=⟨η,A∗ξ⟩. Again by Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §adjoint-calculus, B∗A∗ is the adjoint of AB.
(Def) If w∈H and ⟨w,w⟩=0, then w=0, by condition 4 of Complex Inner Product Space.
Proof of clause 1 (Algebra). We have I∈L(H) and IA=A=AI for every A, so I∈S′. Let S,T∈S′, c∈C and A∈S. By (Ops), S+T, cS and ST lie in L(H), and
(S+T)A=SA+TA=AS+AT=A(S+T),(cS)A=c(SA)=c(AS)=A(cS),
(ST)A=S(TA)=S(AT)=(SA)T=(AS)T=A(ST).
Now assume S∗⊆S, and let S∈S′ and A∈S. Then A∗∈S, so A∗S=SA∗. By (Adj), the adjoint of A∗S is S∗(A∗)∗=S∗A and the adjoint of SA∗ is (A∗)∗S∗=AS∗. These are adjoints of the same map, so S∗A=AS∗ by Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §adjoint-unique. Since S∗∈L(H), this shows S∗∈S′.
Proof of clause 2 (Order). Let S⊆T and T∈T′. Then T∈L(H) commutes with every element of T, in particular with every element of S, so T∈S′.
For A∈S we have A∈L(H), and AT=TA for every T∈S′ by the definition of S′. So A∈(S′)′=S′′, which proves S⊆S′′.
Applying this inclusion to the set S′ gives S′⊆((S′)′)′=(S′′)′=S′′′. Applying order reversal to S⊆S′′ gives S′′′=(S′′)′⊆S′. Hence S′′′=S′.
Proof of clause 3 (Weak limits). Let A∈S and ξ,η∈H. Apply the hypothesis to the vectors Aξ,η: the sequence ⟨η,TkAξ⟩ converges to ⟨η,TAξ⟩. Apply it to ξ,A∗η: the sequence ⟨A∗η,Tkξ⟩ converges to ⟨A∗η,Tξ⟩=⟨η,ATξ⟩, where the equality is (Adj). Since Tk∈S′, (Adj) gives, for every k,
⟨η,TkAξ⟩=⟨η,ATkξ⟩=⟨A∗η,Tkξ⟩.
So the two sequences are the same sequence in C. By Uniqueness of Limits in a Metric Space in the metric space (C,∣⋅−⋅∣) (a metric by claim 9 of Properties of Complex Conjugation and Modulus), ⟨η,TAξ⟩=⟨η,ATξ⟩. Now put w=TAξ−ATξ. Conditions 2 and 3 of Complex Inner Product Space give ⟨η,w⟩=0 for every η, and η=w gives w=0 by (Def). Hence TA=AT for every A∈S, and T∈S′ because T∈L(H).
For the final sentence, suppose Tk→T in operator norm, and let ξ,η∈H. Conditions 2 and 3 of Complex Inner Product Space, claim 1 of The Induced Norm is a Norm, and Induces a Metric and Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §least-bound give
∣⟨η,Tkξ⟩−⟨η,Tξ⟩∣=∣⟨η,(Tk−T)ξ⟩∣≤∥η∥∥(Tk−T)ξ∥≤∥η∥∥ξ∥∥Tk−T∥op.
Given ε>0, put M=∥η∥∥ξ∥+1. By Limit of a Sequence of Real Numbers there is N with ∥Tk−T∥op<ε/M for k≥N, and then the left-hand side is below ε. So ⟨η,Tkξ⟩→⟨η,Tξ⟩ for all ξ,η, and T∈S′ by what was just proved.
Proof of clause 4 (Conjugation). By Conjugation of a Complex Hilbert Space §conjugation, J is additive, J(cξ)=cJξ, J(Jξ)=ξ and ⟨Jξ,Jη⟩=⟨η,ξ⟩. Let X,Y:H→H be maps. For every ξ∈H, by Conjugation of a Complex Hilbert Space §conjugated, (JXJ)(JYJ)ξ=J(X(J(J(Y(Jξ)))))=J(X(Y(Jξ)))=J(XY)Jξ and J(JXJ)Jξ=J(J(X(J(Jξ))))=Xξ, because J(Jη)=η for every η∈H (Conjugation of a Complex Hilbert Space §conjugation). Hence every pair of maps X,Y:H→H satisfies
(JXJ)(JYJ)=J(XY)JandJ(JXJ)J=X.(∗)
Also ∥Jξ∥2=⟨Jξ,Jξ⟩=⟨ξ,ξ⟩=∥ξ∥2, so ∥Jξ∥=∥ξ∥ by the uniqueness of nonnegative square roots in Norm Induced by a Complex Inner Product.
Let A,B∈L(H) and c∈C. For ξ,η∈H,
JAJ(ξ+η)=J(AJξ+AJη)=JAJξ+JAJη,JAJ(cξ)=J(cAJξ)=cJAJξ=cJAJξ,
using claim 1 of Properties of Complex Conjugation and Modulus. So JAJ is linear. Moreover ∥JAJξ∥=∥AJξ∥≤∥A∥op∥Jξ∥=∥A∥op∥ξ∥. Hence JAJ∈L(H) and ∥JAJ∥op≤∥A∥op by Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §least-bound. The identity J(JAJ)J=A is (∗). Applying the inequality just proved to JAJ in place of A gives ∥A∥op=∥J(JAJ)J∥op≤∥JAJ∥op. So ∥JAJ∥op=∥A∥op.
For the adjoint, let ξ,η∈H. Use ⟨Ju,Jv⟩=⟨v,u⟩ twice, together with J∘J=I and (Adj):
⟨η,JAJξ⟩=⟨J(JAJξ),Jη⟩=⟨AJξ,Jη⟩=⟨Jξ,A∗Jη⟩=⟨J(A∗Jη),J(Jξ)⟩=⟨JA∗Jη,ξ⟩.
Since A∗∈L(H), the map JA∗J is linear by the above, so it is an adjoint of JAJ (Adjoint of a Linear Map between Complex Inner Product Spaces §adjoint). By Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §adjoint-unique, (JAJ)∗=JA∗J.
The identity (JAJ)(JBJ)=J(AB)J is (∗). Pointwise, J(A+B)Jξ=J(AJξ+BJξ)=JAJξ+JBJξ and J(cA)Jξ=J(cAJξ)=cJAJξ.
Finally, JSJ⊆L(H) by the above, so its commutant is defined. Let T∈L(H), so that JTJ∈L(H). For A∈S, (∗) gives
J(T(JAJ))J=(JTJ)AandJ((JAJ)T)J=A(JTJ).
The map X↦JXJ is injective on maps H→H, by (∗). So T(JAJ)=(JAJ)T if and only if (JTJ)A=A(JTJ). Consequently T∈(JSJ)′ if and only if JTJ∈S′. If JTJ∈S′, then T=J(JTJ)J∈JS′J. Conversely, if T=JRJ with R∈S′, then T∈L(H) and JTJ=R∈S′. Hence (JSJ)′=JS′J.