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QuantumInfo.ForMathlib.HermitianMat.CFC

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theorem

The underlying matrix of a `HermitianMat` is self-adjoint

#isSelfAdjoint

Let AA be a Hermitian matrix of type `HermitianMat n α`. Then its underlying matrix A.matA.\text{mat} is self-adjoint, meaning A.mat=A.matA.\text{mat}^* = A.\text{mat}.

theorem

Any function is continuous on a finite subset of a T1T_1 space

#continuousOn_finite

Let α\alpha and β\beta be topological spaces, and let SαS \subseteq \alpha be a finite subset of α\alpha. If α\alpha satisfies the T1T_1 separation axiom, then any function f:αβf: \alpha \to \beta is continuous on SS.

theorem

The matrix f(A)f(A) is self-adjoint for Hermitian AA

#conjTranspose_cfc

Let AA be a Hermitian matrix of type `HermitianMat n α`, and let A.matA.\text{mat} denotes its underlying n×nn \times n matrix. Let ff be a function applied to the matrix via the Continuous Functional Calculus (CFC). Then the conjugate transpose of the resulting matrix is equal to itself, i.e., (f(A.mat))=f(A.mat)(f(A.\text{mat}))^* = f(A.\text{mat}). In other words, applying the functional calculus to a Hermitian matrix results in a self-adjoint matrix.

definition

Continuous functional calculus for Hermitian matrices \( \text{cfc}(f, A) \)

#cfc

Let \( d \) be a finite type and \( \mathbb{k} \) be a field. For a Hermitian matrix \( A \in \text{HermitianMat}_d(\mathbb{k}) \) and a function \( f: \mathbb{k} \to \mathbb{k} \), \( \text{cfc}(f, A) \) is the transformation of \( A \) by applying the continuous functional calculus of \( f \) to its underlying matrix representation \( A_{\text{mat}} \). The resulting matrix is also Hermitian.

theorem

The continuous functional calculus A.cfc fA.\text{cfc } f equals the pair of cfc fA.mat\text{cfc } f A.\text{mat} and its Hermitian proof

#cfc_eq

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜` and f:RRf: \mathbb{R} \to \mathbb{R} be a function. The continuous functional calculus (CFC) of AA under ff, denoted as A.cfc fA.\text{cfc } f, is equal to the Hermitian matrix formed by the pair consisting of the matrix-level continuous functional calculus cfc fA.mat\text{cfc } f A.\text{mat} and the proof that this matrix satisfies the Hermitian property, denoted by cfc_predicate fA.mat\text{cfc\_predicate } f A.\text{mat}.

theorem

The Underlying Matrix of the CFC for Hermitian Matrices is the CFC of the Underlying Matrix

#mat_cfc

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜` and f:RRf: \mathbb{R} \to \mathbb{R} be a function. Then the underlying matrix of the continuous functional calculus (CFC) applied to AA using ff is equal to the continuous functional calculus applied to the underlying matrix of AA. That is, (f(A))mat=f(Amat)(f(A))_{\text{mat}} = f(A_{\text{mat}}).

theorem

A.cfc(f)=A.cfc(g)A.\text{cfc}(f) = A.\text{cfc}(g) iff f=gf = g on σ(A)\sigma(A)

#cfc_eq_cfc_iff_eqOn

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜` where dd is a finite index type and k=R\mathbb{k} = \mathbb{R}. For any two functions f,g:RRf, g: \mathbb{R} \to \mathbb{R}, the results of the continuous functional calculus (CFC) applied to AA are equal, A.cfc(f)=A.cfc(g)A.\text{cfc}(f) = A.\text{cfc}(g), if and only if ff and gg coincide on the spectrum of the underlying matrix A.matA.\text{mat} (denoted σ(A)\sigma(A)).

theorem

fσ(A)=gσ(A)    f(A)=g(A)f|_{\sigma(A)} = g|_{\sigma(A)} \implies f(A) = g(A) for Hermitian matrices

#cfc_congr

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}) where dd is a finite index type. For any two functions f,g:RRf, g: \mathbb{R} \to \mathbb{R}, if ff and gg are equal on the spectrum of the underlying matrix AmatA_{\text{mat}} (denoted σ(A)\sigma(A)), then applying the continuous functional calculus to AA with ff yields the same result as with gg, i.e., f(A)=g(A)f(A) = g(A).

theorem

f(A)=g(A)f(A) = g(A) for A0A \ge 0 if f,gf, g agree on [0,)[0, \infty)

#cfc_congr_of_nonneg

Let AA be a Hermitian matrix such that A0A \ge 0 (i.e., AA is positive semidefinite). If two functions f,g:RRf, g: \mathbb{R} \to \mathbb{R} agree on the interval [0,)[0, \infty) (so that f(x)=g(x)f(x) = g(x) for all x0x \ge 0), then the continuous functional calculus (CFC) applied to AA yields the same result for both functions, i.e., f(A)=g(A)f(A) = g(A).

theorem

f(0,)=g(0,)    f(A)=g(A)f|_{(0, \infty)} = g|_{(0, \infty)} \implies f(A) = g(A) for positive definite Hermitian matrices AA.

#cfc_congr_of_posDef

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}). If AA is positive definite (denoted by A.mat.PosDefA.\text{mat}.\text{PosDef}) and two functions f,g:RRf, g: \mathbb{R} \to \mathbb{R} agree on the set of positive real numbers (0,)(0, \infty), then the continuous functional calculus of AA applied to ff is equal to its application to gg, i.e., f(A)=g(A)f(A) = g(A).

theorem

If AA and BB commute, then f(A)f(A) and BB commute via CFC

#cfc_left

Let AA and BB be Hermitian matrices. If the underlying matrices of AA and BB commute (i.e., AmatBmat=BmatAmatA_{\text{mat}} B_{\text{mat}} = B_{\text{mat}} A_{\text{mat}}), then for any function f:RRf: \mathbb{R} \to \mathbb{R}, the matrix (f(A))mat(f(A))_{\text{mat}} obtained via continuous functional calculus also commutes with BmatB_{\text{mat}}.

theorem

AA commutes with B    AB \implies A commutes with f(B)f(B) for Hermitian matrices

#cfc_right

Let AA and BB be Hermitian matrices. If the underlying matrix of AA commutes with the underlying matrix of BB (i.e., AmatBmat=BmatAmatA_{\text{mat}} B_{\text{mat}} = B_{\text{mat}} A_{\text{mat}}), then for any function f:RRf: \mathbb{R} \to \mathbb{R}, AmatA_{\text{mat}} also commutes with the matrix obtained by applying the continuous functional calculus of ff to BB, denoted (B.cfc f)mat(B.\text{cfc } f)_{\text{mat}}.

theorem

If AA and BB commute, then f(A)f(A) and g(B)g(B) commute via CFC

#cfc_commute

Let AA and BB be Hermitian matrices. If the underlying matrices of AA and BB commute (i.e., A.matB.mat=B.matA.matA.mat \cdot B.mat = B.mat \cdot A.mat), then for any functions f:RRf: \mathbb{R} \to \mathbb{R} and g:RRg: \mathbb{R} \to \mathbb{R}, the matrices resulting from the continuous functional calculus (CFC), (A.cfc f).mat(A.\text{cfc } f).mat and (B.cfc g).mat(B.\text{cfc } g).mat, also commute.

theorem

CFC of a Hermitian Matrix commute with each other

#cfc_self_commute

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜`. For any two functions f,g:RRf, g: \mathbb{R} \to \mathbb{R}, the matrices obtained by applying the continuous functional calculus (CFC) to AA commute with each other. That is, (A.cfc(f)).mat(A.cfc(g)).mat=(A.cfc(g)).mat(A.cfc(f)).mat(A.cfc(f)).mat \cdot (A.cfc(g)).mat = (A.cfc(g)).mat \cdot (A.cfc(f)).mat where A.cfc(f)A.cfc(f) and A.cfc(g)A.cfc(g) are the Hermitian matrices resulting from applying functions ff and gg to AA via the CFC, and .mat.mat denotes their underlying matrix representations.

theorem

CFC Commutes with Reindexing for Hermitian Matrices

#cfc_reindex

Let AA be a Hermitian matrix indexed by dd, and let f:RRf: \mathbb{R} \to \mathbb{R} be a function. For any equivalence e:dd2e: d \simeq d_2 between the index types dd and d2d_2, the continuous functional calculus (CFC) of the reindexed Hermitian matrix satisfies: (A.reindex(e)).cfc(f)=(A.cfc(f)).reindex(e)(A.\text{reindex}(e)).\text{cfc}(f) = (A.\text{cfc}(f)).\text{reindex}(e) where A.reindex(e)A.\text{reindex}(e) denotes the Hermitian matrix AA with both its rows and columns reindexed by ee, and cfc\text{cfc} denotes the application of the continuous functional calculus to the Hermitian matrix.

theorem

The spectrum of f(A)f(A) is the image of the spectrum of AA under ff for Hermitian matrices

#spectrum_cfc_eq_image

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbf{k}) and f:RRf: \mathbb{R} \to \mathbb{R} be a function. Let f(A)f(A) denote the matrix obtained by applying the continuous functional calculus to AA with respect to ff (denoted as `A.cfc f`). The spectrum of the matrix f(A)f(A) is equal to the image of the spectrum of AA under the function ff, i.e., σ(f(A))=f(σ(A))\sigma(f(A)) = f(\sigma(A)).

theorem

Spectral decomposition of (f(A))mat(f(A))_{\text{mat}} as a sum of scaled projections

#cfc_toMat_eq_sum_smul_proj

Let AA be a Hermitian matrix and ff be a function. The underlying matrix of the continuous functional calculus f(A)f(A) can be decomposed as the sum (f(A))mat=if(λi)(UEiiU)(f(A))_{\text{mat}} = \sum_{i} f(\lambda_i) \cdot (U E_{ii} U^*) where λi\lambda_i are the eigenvalues of AA, UU is the unitary matrix of eigenvectors (represented by `A.H.eigenvectorUnitary`), EiiE_{ii} is the elementary matrix with 11 at position (i,i)(i, i) and 00 elsewhere (represented by `Matrix.single i i 1`), and UU^* is the conjugate transpose of UU.

theorem

Eigenvalues of f(A)f(A) for a Hermitian Matrix AA are ff applied to its Eigenvalues

#cfc_eigenvalues

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbf{k}), where k\mathbf{k} is a conjugate-reals-like field, and let f:RRf: \mathbb{R} \to \mathbb{R} be a function. Let f(A)f(A) denote the matrix obtained by applying the continuous functional calculus to AA with respect to ff (denoted in the formal statement as `A.cfc f`). Then there exists a permutation σ:dd\sigma: d \simeq d such that the eigenvalues of f(A)f(A) are given by the composition fλσf \circ \lambda \circ \sigma, where λ\lambda are the eigenvalues of AA. That is, the eigenvalues of the transformed matrix are the results of applying ff to the original eigenvalues, up to a reordering of the indices.

theorem

A.cfc(id)=AA.\text{cfc}(\text{id}) = A

#cfc_id

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜`. Let cfc\text{cfc} denote the continuous functional calculus for Hermitian matrices, and let id\text{id} be the identity function. Then applying the identity function to AA via the continuous functional calculus results in the matrix AA itself, i.e., A.cfc(id)=AA.\text{cfc}(\text{id}) = A.

theorem

A.cfc(id)=AA.\text{cfc}(\text{id}) = A for Hermitian matrices (identity map notation)

#cfc_id'

Let AA be a Hermitian matrix in HermitianMatd(k)\text{HermitianMat}_d(\mathbb{k}) and let ()(\cdot) denote the identity function xxx \mapsto x. Then, applying the continuous functional calculus to AA with respect to the identity function results in the matrix AA itself, i.e., A.cfc()=AA.\text{cfc}(\cdot) = A.

theorem

A.cfc(f+g)=A.cfc(f)+A.cfc(g)A.\text{cfc}(f + g) = A.\text{cfc}(f) + A.\text{cfc}(g) for Hermitian matrices

#cfc_add

Let AA be a Hermitian matrix in Hermd(k)\text{Herm}_d(\mathbb{k}). For any functions f,g:kkf, g: \mathbb{k} \to \mathbb{k}, the continuous functional calculus (CFC) satisfies the additivity property: A.cfc(f+g)=A.cfc(f)+A.cfc(g)A.\text{cfc}(f + g) = A.\text{cfc}(f) + A.\text{cfc}(g) where f+gf+g denotes the pointwise sum of the functions, and the addition on the right-hand side is the addition of Hermitian matrices.

theorem

A.cfc(f+g)=A.cfc(f)+A.cfc(g)A.\text{cfc}(f+g) = A.\text{cfc}(f) + A.\text{cfc}(g) for Hermitian matrices via pointwise sum

#cfc_add_apply

Let AA be a Hermitian matrix in Hermd(k)\text{Herm}_d(\mathbb{k}) and let ff and gg be functions from k\mathbb{k} to k\mathbb{k}. The continuous functional calculus applied to the pointwise sum (f+g)(x)=f(x)+g(x)(f+g)(x) = f(x) + g(x) satisfies: A.cfc(λx.f(x)+g(x))=A.cfc(f)+A.cfc(g)A.\text{cfc}(\lambda x. f(x) + g(x)) = A.\text{cfc}(f) + A.\text{cfc}(g) where the addition on the right-hand side is the addition of Hermitian matrices.

theorem

A.cfc(fg)=A.cfc(f)A.cfc(g)A.\text{cfc}(f - g) = A.\text{cfc}(f) - A.\text{cfc}(g) for Hermitian matrices

#cfc_sub

Let AA be a Hermitian matrix of size d×dd \times d over a field k\mathbb{k}. For any functions f,g:kkf, g: \mathbb{k} \to \mathbb{k}, the continuous functional calculus (CFC) satisfies the following subtractivity property: A.cfc(fg)=A.cfc(f)A.cfc(g)A.\text{cfc}(f - g) = A.\text{cfc}(f) - A.\text{cfc}(g) where fgf - g denotes the pointwise difference of the functions, and the subtraction on the right-hand side is the subtraction operation in the additive group of Hermitian matrices.

theorem

A.cfc(fg)=A.cfc(f)A.cfc(g)A.\text{cfc}(f - g) = A.\text{cfc}(f) - A.\text{cfc}(g) for Hermitian matrices

#cfc_sub_apply

Let AA be a Hermitian matrix of type HermitianMat(n,k)\text{HermitianMat}(n, \mathbb{k}). For any functions ff and gg in the domain of the continuous functional calculus for AA, the continuous functional calculus applied to their pointwise difference, (fg)(x)=f(x)g(x)(f - g)(x) = f(x) - g(x), is equal to the difference of the results of the functional calculus applied to ff and gg individually. That is, A.cfc(λx.f(x)g(x))=A.cfc(f)A.cfc(g)A.\text{cfc}(\lambda x. f(x) - g(x)) = A.\text{cfc}(f) - A.\text{cfc}(g).

theorem

cfc(f,A)=cfc(f,A)\text{cfc}(-f, A) = -\text{cfc}(f, A) for Hermitian matrices

#cfc_neg

Let AA be a Hermitian matrix of size d×dd \times d over a field k\mathbb{k}. For any function f:kkf: \mathbb{k} \to \mathbb{k}, the continuous functional calculus (CFC) satisfies the following property: cfc(f,A)=cfc(f,A)\text{cfc}(-f, A) = -\text{cfc}(f, A) where f-f denotes the pointwise negation of the function, and the negation on the right-hand side is the additive inverse in the group of Hermitian matrices.

theorem

The continuous functional calculus of Hermitian matrices is odd with respect to the function argument (A.cfc(f)=A.cfc(f)A.\text{cfc}(-f) = -A.\text{cfc}(f)).

#cfc_neg_apply

Let AA be a Hermitian matrix in the type HermitianMat(n,α)\text{HermitianMat}(n, \alpha). For any function ff in the domain of the continuous functional calculus for AA, the continuous functional calculus of the pointwise negation of ff, denoted by xf(x)x \mapsto -f(x), is equal to the negation of the continuous functional calculus of ff in the additive group of Hermitian matrices. That is, A.cfc(λx.f(x))=A.cfc(f)A.\text{cfc}(\lambda x. -f(x)) = -A.\text{cfc}(f).

theorem

(fg)(A)=f(A)g(A)(f \cdot g)(A) = f(A) \cdot g(A) for Hermitian matrices AA under Continuous Functional Calculus

#mat_cfc_mul

Let AA be a Hermitian matrix of type `HermitianMat n 𝕜`. For any functions f,g:RRf, g: \mathbb{R} \to \mathbb{R}, the matrix representation of the continuous functional calculus (CFC) applied to the product fgf \cdot g at AA is equal to the product of the matrix representations of the CFC of ff and gg at AA. That is, (fg)(A)=f(A)g(A)(f \cdot g)(A) = f(A) \cdot g(A).

theorem

The matrix of the functional calculus of a product is the product of the matrices: (A.cfc(fg)).mat=A.cfcfA.cfcg(A.cfc (f \cdot g)).mat = A.cfc f \cdot A.cfc g

#mat_cfc_mul_apply

Let AA be a Hermitian n×nn \times n matrix over k\mathbf{k}, where k\mathbf{k} is a field. For any continuous functions f,g:RRf, g: \mathbb{R} \to \mathbb{R} (or appropriate scalar functions defined on the spectrum of AA), the underlying matrix of the functional calculus of AA applied to the pointwise product of ff and gg is equal to the product of the matrices obtained by applying the functional calculus to ff and gg individually. That is, (fg)(A)=f(A)g(A)(f \cdot g)(A) = f(A) \cdot g(A) where (fg)(x)=f(x)g(x)(f \cdot g)(x) = f(x)g(x).

theorem

(gf)(A)=g(f(A))(g \circ f)(A) = g(f(A)) for Continuous Functional Calculus on Hermitian Matrices

#cfc_comp

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜`. For any functions ff and gg such that the continuous functional calculus (CFC) is well-defined, the result of applying the composition gfg \circ f to AA is equal to applying gg to the Hermitian matrix resulting from applying ff to AA. That is, (gf)(A)=g(f(A)) (g \circ f)(A) = g(f(A))

theorem

Composition Law for Continuous Functional Calculus on Hermitian Matrices

#cfc_comp_apply

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜`. For any functions ff and gg such that the continuous functional calculus (CFC) is well-defined, the matrix obtained by applying the composition gfg \circ f to AA via the CFC is equal to the matrix obtained by first applying ff to AA and then applying gg to the resulting Hermitian matrix. That is, A.cfc(xg(f(x)))=(A.cfc(f)).cfc(g) A.\text{cfc}(x \mapsto g(f(x))) = (A.\text{cfc}(f)).\text{cfc}(g)

theorem

g(A)f(A)g(A)=(fg2)(A)g(A) f(A) g(A)^\dagger = (f \cdot g^2)(A) for Hermitian matrices via CFC

#cfc_conj

Let AA be an n×nn \times n Hermitian matrix. For any real-valued functions ff and gg such that the continuous functional calculus (CFC) is well-defined, the congruence transformation of the matrix f(A)f(A) by the matrix g(A)g(A) satisfies: g(A)f(A)g(A)=(fg2)(A) g(A) f(A) g(A)^\dagger = (f \cdot g^2)(A) where ()(\cdot)^\dagger denotes the conjugate transpose, and the right-hand side denotes the CFC applied to AA with the function xf(x)g(x)2x \mapsto f(x)g(x)^2.

theorem

cfc(f,diag(g))=diag(fg)\text{cfc}(f, \text{diag}(g)) = \text{diag}(f \circ g) for Hermitian matrices

#cfc_diagonal

Let dd be an index set and k\mathbb{k} be a field with a star-additive monoid structure (such as R\mathbb{R} or C\mathbb{C}). Let g:dRg: d \to \mathbb{R} be a function and let diag(g)\text{diag}(g) be the corresponding diagonal Hermitian matrix in HermitianMatd(k)\text{HermitianMat}_d(\mathbb{k}). For a real-valued function f:RRf: \mathbb{R} \to \mathbb{R}, the continuous functional calculus (CFC) of ff applied to the diagonal matrix is equal to the diagonal Hermitian matrix formed by the composition fgf \circ g. That is, cfc(f,diag(g))=diag(fg) \text{cfc}(f, \text{diag}(g)) = \text{diag}(f \circ g)

theorem

CFC of Hermitian Matrices Commutes with Unitary Congruence

#cfc_conj_unitary

Let AA be a d×dd \times d Hermitian matrix over a field k\mathbb{k} and UU be a unitary matrix in the unitary group U(d,k)U(d, \mathbb{k}). For any continuous function f:RRf: \mathbb{R} \to \mathbb{R}, applying the continuous functional calculus (CFC) to the congruence transformation of AA by UU is equal to the congruence transformation of the CFC of AA by UU. That is, f(UAU)=Uf(A)U f(U A U^\dagger) = U f(A) U^\dagger where UU^\dagger denotes the conjugate transpose of UU.

theorem

f(A)=rIf(A) = r \cdot I for constant functions f(x)=rf(x) = r in the CFC of Hermitian matrices

#cfc_const

Let AA be a Hermitian matrix of size d×dd \times d over k\mathbb{k}, and let rr be a real constant. Let f:RRf: \mathbb{R} \to \mathbb{R} be the constant function f(x)=rf(x) = r. Then the continuous functional calculus (CFC) of AA with respect to ff, denoted f(A)f(A), is equal to the scalar multiple of the identity matrix by rr, i.e., f(A)=rIf(A) = r \cdot I.

theorem

The CFC of a Hermitian matrix AA for f(x)=rxf(x) = r \cdot x is rAr \cdot A

#cfc_const_mul_id

Let AA be a d×dd \times d Hermitian matrix over a field k\mathbb{k}, and let rkr \in \mathbb{k} be a scalar. Let f:kkf: \mathbb{k} \to \mathbb{k} be the function defined by f(x)=rxf(x) = r \cdot x. Then the continuous functional calculus (CFC) of AA with respect to ff is equal to the scalar multiplication of rr and AA, i.e., f(A)=rA f(A) = r \cdot A where f(A)f(A) denotes the application of the functional calculus to AA with function ff.

theorem

The Continuous Functional Calculus for Hermitian matrices is RR-linear with respect to scalar multiplication.

#cfc_const_mul

Let AA be a Hermitian matrix of size d×dd \times d over a field k\mathbb{k}. For any scalar rr and any continuous function f:kkf: \mathbb{k} \to \mathbb{k}, the Continuous Functional Calculus (CFC) applied to AA with the function xrf(x)x \mapsto r \cdot f(x) is equal to the scalar multiple rr of the matrix obtained by applying the CFC to AA with the function ff. That is, cfc(A,rf)=rcfc(A,f) \text{cfc}(A, r \cdot f) = r \cdot \text{cfc}(A, f) where cfc\text{cfc} denotes the functional calculus for Hermitian matrices.

theorem

cfc(0,f)=f(0)1\text{cfc}(0, f) = f(0) \cdot 1 for Hermitian matrices

#cfc_apply_zero

Let 00 be the zero Hermitian matrix of size d×dd \times d over the field k\mathbb{k}, and let f:kkf: \mathbb{k} \to \mathbb{k} be a continuous function. The Continuous Functional Calculus (CFC) for Hermitian matrices applied to the zero matrix with the function ff is equal to the scalar f(0)f(0) multiplied by the identity Hermitian matrix 11, i.e., cfc(0,f)=f(0)1 \text{cfc}(0, f) = f(0) \cdot 1

theorem

cfc(I,f)=f(1)I\text{cfc}(I, f) = f(1) \cdot I for Hermitian matrices

#cfc_apply_one

Let II be the identity Hermitian matrix of type HermitianMatd(k)\text{HermitianMat}_d(\mathbb{k}). For any continuous function f:kkf: \mathbb{k} \to \mathbb{k}, the Continuous Functional Calculus (CFC) of ff applied to II is equal to the scalar f(1)f(1) times the identity matrix II. That is, cfc(I,f)=f(1)I \text{cfc}(I, f) = f(1) \cdot I where 11 denotes the identity element in the algebra of Hermitian matrices.

theorem

cfc(xxn,A)=An\text{cfc}(x \mapsto x^n, A) = A^n for Hermitian matrices

#cfc_pow

Let AA be a Hermitian matrix and nn be a natural number. Let cfc\text{cfc} denote the continuous functional calculus for Hermitian matrices. Then applying the power function xxnx \mapsto x^n to AA via the functional calculus yields the nn-th power of the matrix AA, i.e., f(A)=Anf(A) = A^n where f(x)=xnf(x) = x^n.

theorem

0f(A)    i,0f(λi)0 \le f(A) \iff \forall i, 0 \le f(\lambda_i)

#cfc_nonneg_iff

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}). For a function f:RRf: \mathbb{R} \to \mathbb{R}, the matrix f(A)f(A) (defined via the continuous functional calculus for Hermitian matrices) is positive semidefinite (0f(A)0 \le f(A)) if and only if f(λi)0f(\lambda_i) \ge 0 for all eigenvalues λi\lambda_i of AA.

theorem

f(A)f(A) is positive definite     i,f(λi)>0\iff \forall i, f(\lambda_i) > 0 for Hermitian matrices.

#cfc_posDef

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbf{k}) and f:RRf: \mathbb{R} \to \mathbb{R} be a function. The matrix f(A)f(A), obtained by applying the continuous functional calculus to AA with respect to ff, is positive definite if and only if f(λi)>0f(\lambda_i) > 0 for all eigenvalues λi\lambda_i of AA.

theorem

If A0A \ge 0 and f0f \ge 0 on the non-negative reals, then f(A)0f(A) \ge 0 via CFC.

#cfc_nonneg_of_nonneg

Let AA be a Hermitian matrix in HermitianMat(n,k)\text{HermitianMat}(n, \mathbb{k}) and f:RRf: \mathbb{R} \to \mathbb{R} be a real-valued function. If AA is positive semidefinite (0A0 \le A) and f(x)0f(x) \ge 0 for all x0x \ge 0, then the matrix obtained by applying the continuous functional calculus (CFC) to AA via ff, denoted f(A)f(A), is also positive semidefinite (0f(A)0 \le f(A)).

theorem

f(A)f(A) is non-singular if f(λi)0f(\lambda_i) \neq 0 for all eigenvalues λi\lambda_i of AA

#cfc_nonSingular

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbf{k}) and f:RRf: \mathbb{R} \to \mathbb{R} be a function. If for every eigenvalue λi\lambda_i of AA, the value f(λi)f(\lambda_i) is non-zero, then the matrix f(A)f(A) (obtained by applying the continuous functional calculus to AA with respect to ff) is non-singular.

theorem

Trace of Af(A)A \cdot f(A) Equals λif(λi)\sum \lambda_i f(\lambda_i)

#trace_mul_cfc

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}) and f:RRf: \mathbb{R} \to \mathbb{R} be a real-valued function. Let f(A)f(A) denote the matrix obtained by applying the continuous functional calculus to AA via ff. If λi\lambda_i are the eigenvalues of AA, then the trace of the product of AA and f(A)f(A) is given by the sum of the products of the eigenvalues and their images under ff: tr(Af(A))=iλif(λi)\text{tr}(A \cdot f(A)) = \sum_{i} \lambda_i f(\lambda_i)

theorem

The squared norm of a Hermitian matrix equals the sum of its squared eigenvalues A2=λi2\|A\|^2 = \sum \lambda_i^2

#norm_eq_sum_eigenvalues_sq

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbf{k}). The square of the Frobenius norm of AA, denoted A2\|A\|^2, is equal to the sum of the squares of its eigenvalues λi\lambda_i, i.e., A2=idλi2\|A\|^2 = \sum_{i \in d} \lambda_i^2.

theorem

If Ar\|A\| \le r, then ArIA \le r \cdot I for Hermitian matrices

#lt_smul_of_norm_lt

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}) and let rr be a real number. If the norm of AA satisfies Ar\|A\| \le r, then AA is less than or equal to rIr \cdot I in the Loewner partial order, where II is the identity matrix.

theorem

Ball(A,r)[ArI,A+rI]\text{Ball}(A, r) \subseteq [A - rI, A + rI] for Hermitian matrices

#ball_subset_Icc

For any Hermitian matrix AHermitianMatd(k)A \in \text{HermitianMat}_d(\mathbb{k}) and any radius r>0r > 0, the open ball centered at AA with radius rr (with respect to the Frobenius norm) is a subset of the order interval [ArI,A+rI][A - rI, A + rI] defined by the Loewner partial order. That is, for any Hermitian matrix BB, if BA<r\|B - A\| < r, then ArIBA - rI \le B and BA+rIB \le A + rI, where II is the identity matrix and the inequality \le denotes that the difference is a positive semidefinite matrix.

theorem

If AxBA \le x \le B, then σ(x)\sigma(x) is contained in a bounded interval [a,b][a, b] depending on AA and BB.

#spectrum_subset_of_mem_Icc

Let dd be a finite type and k\mathbb{k} be a real or complex field. For any two Hermitian matrices A,BHermitianMat(d,k)A, B \in \text{HermitianMat}(d, \mathbb{k}), there exist real constants aa and bb such that for any Hermitian matrix xx, if AxA \le x and xBx \le B with respect to the Loewner partial order, then the real spectrum of the underlying matrix of xx, denoted σ(x)\sigma(x), is contained within the closed interval [a,b][a, b].

theorem

The continuous functional calculus Af(A)A \mapsto f(A) is continuous on Hermd(C)\text{Herm}_d(\mathbb{C}) for continuous ff.

#cfc_continuous

Let dd be a finite index set and C\mathbb{C} be the field of complex numbers. For any continuous function f:RRf: \mathbb{R} \to \mathbb{R}, the map Af(A)A \mapsto f(A) from the space of Hermitian matrices Hermd(C)\text{Herm}_d(\mathbb{C}) to itself, defined via the continuous functional calculus, is continuous.

theorem

The spectrum of a positive definite matrix is strictly positive (σ(A)(0,)\sigma(A) \subseteq (0, \infty))

#spectrum_subset_Ioi

Let dd be a finite type and k\mathbb{k} be a real or complex field (an `RCLike` field). For any d×dd \times d matrix AA over k\mathbb{k}, if AA is positive definite (A0A \succ 0), then its spectrum σ(A)\sigma(A) is a subset of the open interval (0,)(0, \infty).

theorem

The map xA.cfc(f(x))x \mapsto A.\text{cfc}(f(x)) is continuous if ff is a continuous family of functions.

#continuous_cfc_fun

Let XX be a topological space and AA be a Hermitian matrix of type HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}). Let f:X(RR)f: X \to (\mathbb{R} \to \mathbb{R}) be a family of functions such that for every iRi \in \mathbb{R}, the map xf(x)(i)x \mapsto f(x)(i) is continuous from XX to R\mathbb{R}. Then the map xA.cfc(f(x))x \mapsto A.\text{cfc}(f(x)), which applies the continuous functional calculus of AA to the function f(x)f(x), is a continuous map from XX to HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}).

theorem

xf(x,A)x \mapsto f(x, A) is continuous on SS if xf(x,i)x \mapsto f(x, i) is continuous for iσ(A)i \in \sigma(A)

#continuousOn_cfc_fun

Let AA be an n×nn \times n Hermitian matrix over a field k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}). Let SS and TT be sets of real numbers such that the spectrum of AA, denoted σ(A)\sigma(A), is contained in TT. Let f:S×RRf: S \times \mathbb{R} \to \mathbb{R} be a function such that for every iTi \in T, the map xf(x,i)x \mapsto f(x, i) is continuous on SS. Then the map xf(x,A)x \mapsto f(x, A) (the continuous functional calculus of AA with respect to the parameter-dependent function ff) is continuous on SS.

theorem

Upper bound on f(A)\|f(A)\| by dsupσ(A)f\sqrt{|d|} \cdot \sup_{\sigma(A)} |f|

#norm_cfc_le_sqrt_card_mul_bound

Let dd be a finite index set and AHermd(C)A \in \text{Herm}_d(\mathbb{C}) be a complex Hermitian matrix. Let f:RRf: \mathbb{R} \to \mathbb{R} be a function and CRC \in \mathbb{R} be a non-negative constant. If f(x)C|f(x)| \leq C for all xx in the spectrum σ(A)\sigma(A) of the matrix AA, then the Frobenius norm of the matrix obtained by the continuous functional calculus f(A)f(A) (denoted as `A.cfc f`) satisfies the inequality: f(A)dC\|f(A)\| \leq \sqrt{|d|} \cdot C where d|d| denotes the cardinality of the index set dd.

theorem

f(A)g(A)dsupσ(A)fg\|f(A) - g(A)\| \leq \sqrt{|d|} \cdot \sup_{\sigma(A)} |f - g| for Hermitian matrices

#norm_cfc_sub_cfc_le_sqrt_card

Let dd be a finite index set and AA be a complex Hermitian matrix of type HermitianMatd(C)\text{HermitianMat}_d(\mathbb{C}). For any functions f,g:RRf, g: \mathbb{R} \to \mathbb{R}, the Frobenius norm of the difference between the matrices obtained by the continuous functional calculus of ff and gg satisfies the inequality: f(A)g(A)dsupxσ(A)f(x)g(x)\|f(A) - g(A)\| \leq \sqrt{|d|} \cdot \sup_{x \in \sigma(A)} |f(x) - g(x)| where d|d| is the cardinality of the index set dd, and σ(A)\sigma(A) is the spectrum of the underlying matrix of AA.

theorem

f(A)g(A)dϵ\|f(A) - g(A)\| \leq \sqrt{|d|} \cdot \epsilon if supTfgϵ\sup_T |f - g| \leq \epsilon and σ(A)T\sigma(A) \subseteq T

#norm_cfc_sub_le_of_sup_le

Let dd be a finite index set and AHermd(C)A \in \text{Herm}_d(\mathbb{C}) be a complex Hermitian matrix. Let f,g:RRf, g: \mathbb{R} \to \mathbb{R} be functions, TRT \subseteq \mathbb{R} be a set, and ϵ0\epsilon \geq 0 be a constant. If the spectrum of AA, denoted σ(A)\sigma(A), is contained in TT (σ(A)T\sigma(A) \subseteq T) and f(x)g(x)ϵ|f(x) - g(x)| \leq \epsilon for all xTx \in T, then the Frobenius norm of the difference between the matrices obtained by the continuous functional calculus, f(A)f(A) and g(A)g(A), satisfies: f(A)g(A)dϵ\|f(A) - g(A)\| \leq \sqrt{|d|} \cdot \epsilon where d|d| is the cardinality of the index set dd.

theorem

Uniform Continuity in tt for Jointly Continuous f(x,t)f(x, t) on Compact TT

#dist_lt_of_continuous'

Let XX be a topological space, SXS \subseteq X be a set, and TRT \subseteq \mathbb{R} be a compact set. Let f:X(RR)f: X \to (\mathbb{R} \to \mathbb{R}) be a family of functions such that the joint map (x,t)f(x,t)(x, t) \mapsto f(x, t) is continuous on S×TS \times T. Then, for any x0Sx_0 \in S and any ϵ>0\epsilon > 0, there exists a neighborhood UU of x0x_0 such that for all xUSx \in U \cap S and all tTt \in T, the inequality f(x,t)f(x0,t)<ϵ\|f(x, t) - f(x_0, t)\| < \epsilon holds.

theorem

The functional calculus Ag(A)A \mapsto g(A) is continuous on the set of Hermitian matrices with spectrum in a compact set KK for gg continuous on KK

#continuousOn_cfc_of_compact

Let dd be a finite index set and KRK \subseteq \mathbb{R} be a compact set. Let g:RRg: \mathbb{R} \to \mathbb{R} be a function that is continuous on KK. Then the map Ag(A)A \mapsto g(A), defined by the continuous functional calculus for Hermitian matrices, is continuous on the set of complex Hermitian matrices Hermd(C)\text{Herm}_d(\mathbb{C}) whose spectrum is contained in KK.

theorem

Joint Continuity of Continuous Functional Calculus xf(x)(A(x))x \mapsto f(x)(A(x)) on Compact Domains

#continuous_cfc_joint_compact

Let XX be a topological space and dd be a finite index set. Let SXS \subseteq X and TRT \subseteq \mathbb{R} be sets, where TT is compact. Suppose we have a family of functions mapping into the real numbers f:X(RR)f : X \to (\mathbb{R} \to \mathbb{R}) and a family of complex Hermitian matrices A:XHermd(C)A : X \to \text{Herm}_d(\mathbb{C}). If: 1. The joint map (x,t)f(x,t)(x, t) \mapsto f(x, t) is continuous on S×TS \times T, 2. For all xSx \in S, the spectrum of the underlying matrix of A(x)A(x) is contained in TT (i.e., σ(A(x))T\sigma(A(x)) \subseteq T), and 3. The map xA(x)x \mapsto A(x) is continuous on SS with respect to the matrix norm, then the map xf(x)(A(x))x \mapsto f(x)(A(x)), defined via the continuous functional calculus for Hermitian matrices, is continuous on SS.

theorem

Eigenvalues of a complex Hermitian matrix are bounded by the matrix norm λiA| \lambda_i | \leq \|A\|

#eigenvalue_norm_le

Let AA be a complex Hermitian matrix of dimension dd, and let λi\lambda_i denote its ii-th eigenvalue for idi \in d. The absolute value of any eigenvalue is bounded by the Frobenius norm of the matrix, i.e., λiA|\lambda_i| \leq \|A\|.

theorem

Spectrum of a Hermitian Matrix is Contained in the Closed Ball of Radius A\|A\|

#spectrum_subset_closedBall

Let AA be a complex Hermitian matrix of dimension dd. The spectrum of its underlying matrix, denoted σR(A)\sigma_{\mathbb{R}}(A), is contained in the closed ball in R\mathbb{R} centered at 00 with radius equal to the norm of AA. That is, σR(A){xR:xA}\sigma_{\mathbb{R}}(A) \subseteq \{x \in \mathbb{R} : |x| \le \|A\|\}.

theorem

The Property of the Spectrum being Contained in an Open Set is Stable under Small Perturbations of Hermitian Matrices

#spectrum_subset_of_isOpen

Let A0A_0 be a d×dd \times d complex Hermitian matrix and let URU \subseteq \mathbb{R} be an open set. If the spectrum of A0A_0 is contained in UU, then for all Hermitian matrices BB in a sufficiently small neighborhood of A0A_0, the spectrum of BB is also contained in UU.

theorem

Continuity of the Hermitian functional calculus Bg(B)B \mapsto g(B) at A0A_0 for gg continuous on Tσ(A0)T \supseteq \sigma(A_0)

#continuousWithinAt_cfc_of_continuousOn

Let dd be a finite index set and Hermd(C)\text{Herm}_d(\mathbb{C}) be the space of d×dd \times d complex Hermitian matrices. Let g:RRg: \mathbb{R} \to \mathbb{R} be a function and TRT \subseteq \mathbb{R} be a set such that gg is continuous on TT. If A0Hermd(C)A_0 \in \text{Herm}_d(\mathbb{C}) is a Hermitian matrix whose spectrum σ(A0)\sigma(A_0) is contained in TT, then the continuous functional calculus map Bg(B)B \mapsto g(B) is continuous at A0A_0 when restricted to the set of Hermitian matrices BB whose spectra σ(B)\sigma(B) are also contained in TT.

theorem

Uniform bound on ff over the spectrum of a continuous family of Hermitian matrices AA.

#dist_lt_of_continuous_spectrum

Let XX be a topological space, dd an index type, and HermitianMat(d,C)\text{HermitianMat}(d, \mathbb{C}) the space of d×dd \times d complex Hermitian matrices. Let f:X×RRf: X \times \mathbb{R} \to \mathbb{R} be a function and A:XHermitianMat(d,C)A: X \to \text{HermitianMat}(d, \mathbb{C}) be a family of Hermitian matrices. Suppose SXS \subseteq X and TRT \subseteq \mathbb{R} are sets such that: 1. The function (x,t)f(x,t)(x, t) \mapsto f(x, t) is continuous on the product set S×TS \times T. 2. For every xSx \in S, the spectrum of the matrix A(x)A(x) is contained in TT. 3. The map xA(x)x \mapsto A(x) is continuous on SS. Then for any x0Sx_0 \in S and any ϵ>0\epsilon > 0, there exists a neighborhood UU of x0x_0 such that for all yUSy \in U \cap S and every eigenvalue tt in the spectrum of A(y)A(y), the inequality f(y,t)f(x0,t)<ϵ\|f(y, t) - f(x_0, t)\| < \epsilon holds.

theorem

Joint Continuity of Continuous Functional Calculus for Hermitian Matrices

#continuous_cfc_joint

Let XX be a topological space and dd be a finite index set. Let f:X(RR)f: X \to (\mathbb{R} \to \mathbb{R}) be a family of functions and A:XHermitianMatd(C)A: X \to \text{HermitianMat}_d(\mathbb{C}) be a family of complex Hermitian matrices. Suppose SXS \subseteq X and TRT \subseteq \mathbb{R} are sets such that: 1. The map (x,t)f(x,t)(x, t) \mapsto f(x, t) is continuous on S×TS \times T. 2. For every xSx \in S, the spectrum of the matrix A(x)A(x) is contained in TT. 3. The map xA(x)x \mapsto A(x) is continuous on SS. Then the mapping x(A(x)).cfc(f(x))x \mapsto (A(x)).\text{cfc}(f(x)) is continuous on SS, where cfc\text{cfc} denotes the continuous functional calculus for Hermitian matrices.

theorem

The map xf(x,A)x \mapsto f(x, A) is continuous on SS for nonsingular AA if xf(x,i)x \mapsto f(x, i) is continuous for i0i \neq 0

#continuousOn_cfc_fun_nonsingular

Let XX be a topological space and AA be a nonsingular Hermitian matrix of size d×dd \times d over C\mathbb{C}. Let f:X×RRf: X \times \mathbb{R} \to \mathbb{R} be a function and SXS \subseteq X be a set. If for every non-zero real number i0i \neq 0, the map xf(x,i)x \mapsto f(x, i) is continuous on SS, then the map xf(x,A)x \mapsto f(x, A) (defined via the continuous functional calculus for Hermitian matrices) is also continuous on SS.

theorem

Continuity of f(x,A)f(x, A) for positive semidefinite AA and ff continuous on [0,)[0, \infty)

#continuousOn_cfc_fun_nonneg

Let XX be a topological space and SXS \subseteq X be a subset. Let AA be a Hermitian matrix such that 0A0 \le A (i.e., AA is positive semidefinite). Let f:X×RRf: X \times \mathbb{R} \to \mathbb{R} be a function such that for every i0i \ge 0, the map xf(x,i)x \mapsto f(x, i) is continuous on SS. Then the map xf(x,A)x \mapsto f(x, A), defined via the continuous functional calculus for Hermitian matrices, is continuous on SS.

theorem

The map xf(x,A)x \mapsto f(x, A) is continuous on SS for positive definite AA if f(x,)f(x, \cdot) is continuous on (0,)(0, \infty)

#continuousOn_cfc_fun_posDef

Let AA be a Hermitian matrix such that its underlying matrix AmatA_{\text{mat}} is positive definite (A0A \succ 0). Let f:X×RRf: X \times \mathbb{R} \to \mathbb{R} be a function and SS be a subset of a topological space XX. If for every i(0,)i \in (0, \infty), the function xf(x,i)x \mapsto f(x, i) is continuous on SS, then the map xf(x,A)x \mapsto f(x, A) defined via the continuous functional calculus is continuous on SS with respect to the topology on the space of Hermitian matrices.

theorem

(f(A))1=f1(A)(f(A))^{-1} = f^{-1}(A) for Hermitian matrices

#inv_cfc_eq_cfc_inv

Let AA be a Hermitian matrix and ff be a function such that for every eigenvalue λi\lambda_i of AA, f(λi)0f(\lambda_i) \neq 0. Then the inverse of the matrix obtained by the continuous functional calculus (CFC) of ff on AA is equal to the matrix obtained by the CFC of the inverse function uf(u)1u \mapsto f(u)^{-1} on AA. That is, (f(A))1=f1(A)(f(A))^{-1} = f^{-1}(A).

theorem

The continuous functional calculus of uu1u \mapsto u^{-1} for a non-singular Hermitian matrix AA equals A1A^{-1}

#cfc_inv

Let AA be a non-singular Hermitian matrix indexed by dd with entries in k\mathbb{k}. Then the continuous functional calculus of AA applied to the inversion function uu1u \mapsto u^{-1} is equal to the matrix inverse A1A^{-1}. Here, A1A^{-1} denotes the inverse in the space of Hermitian matrices.

theorem

The integral of a Hermitian matrix function commutes with its matrix representation.

#integral_toMat

Let A:RHermd(k)A: \mathbb{R} \to \text{Herm}_d(\mathbb{k}) be a function mapping real numbers to the space of d×dd \times d Hermitian matrices over k\mathbb{k}, and let μ\mu be a measure on R\mathbb{R}. For any T1,T2RT_1, T_2 \in \mathbb{R}, if AA is interval integrable with respect to μ\mu over the interval from T1T_1 to T2T_2, then the underlying matrix of the integral of AA is equal to the integral of the underlying matrix function of AA. That is, (T1T2A(t)μ)mat=T1T2(A(t))matμ \left( \int_{T_1}^{T_2} A(t) \, \partial \mu \right)_{\text{mat}} = \int_{T_1}^{T_2} (A(t))_{\text{mat}} \, \partial \mu where ()mat(\cdot)_{\text{mat}} denotes the map from a Hermitian matrix to its representation as a d×dd \times d matrix.

theorem

Interval integrability of a sum of scaled constant matrices

#intervalIntegrable_sum_smul_const

Let T1,T2RT_1, T_2 \in \mathbb{R} be two real numbers and μ\mu be a measure on R\mathbb{R}. Let g:R(dR)g: \mathbb{R} \to (d \to \mathbb{R}) be a collection of scalar functions gi(t)g_i(t) indexed by idi \in d, and let PiP_i be a collection of matrices. If for every index ii, the scalar function tgi(t)t \mapsto g_i(t) is interval integrable with respect to μ\mu over [T1,T2][T_1, T_2], then the sum of scaled constant matrices tigi(t)Pit \mapsto \sum_{i} g_i(t) \cdot P_i is also interval integrable over the same interval.

theorem

A function to Hermitian matrices is interval integrable iff its matrix values are interval integrable

#intervalIntegrable_toMat_iff

Let dd be a finite index set and k\mathbb{k} be a field (such as R\mathbb{R} or C\mathbb{C}). Let A:RHermd(k)A: \mathbb{R} \to \text{Herm}_d(\mathbb{k}) be a function mapping real numbers to Hermitian matrices, and let T1,T2RT_1, T_2 \in \mathbb{R} be endpoints of an interval with respect to a measure μ\mu on R\mathbb{R}. Then the function t(A(t))matt \mapsto (A(t))_{\text{mat}}, which maps tt to the underlying d×dd \times d matrix of A(t)A(t), is interval integrable if and only if the function AA is interval integrable as a map into the space of Hermitian matrices.

theorem

The continuous functional calculus ft(A)f_t(A) is interval integrable if ft(λi)f_t(\lambda_i) is interval integrable for all eigenvalues λi\lambda_i

#integrable_cfc

Let AA be a Hermitian matrix with eigenvalues λi\lambda_i. Let f:R×RRf: \mathbb{R} \times \mathbb{R} \to \mathbb{R} be a family of functions indexed by tRt \in \mathbb{R}, denoted ft(x)f_t(x). For a given interval [T1,T2][T_1, T_2] and a measure μ\mu on R\mathbb{R}, if for every eigenvalue λi\lambda_i of AA, the scalar function tft(λi)t \mapsto f_t(\lambda_i) is interval integrable over [T1,T2][T_1, T_2], then the function tft(A)t \mapsto f_t(A) (the continuous functional calculus of AA with respect to ftf_t) is interval integrable over [T1,T2][T_1, T_2] in the space of Hermitian matrices.

theorem

f(t,A)dt=(f(t,)dt)(A)\int f(t, A) \, dt = (\int f(t, \cdot) \, dt)(A) for Hermitian matrices

#integral_cfc_eq_cfc_integral

Let AA be a Hermitian matrix of type HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}) and let λi\lambda_i denote its eigenvalues. Let f:RRRf: \mathbb{R} \to \mathbb{R} \to \mathbb{R} be a function such that for each eigenvalue λi\lambda_i, the function tf(t,λi)t \mapsto f(t, \lambda_i) is interval integrable with respect to a measure μ\mu on the interval [T1,T2][T_1, T_2]. Then the integral of the continuous functional calculus (CFC) of AA with respect to f(t,)f(t, \cdot) is equal to the continuous functional calculus of AA applied to the integral of ff, 즉: T1T2f(t,A)dμ(t)=(T1T2f(t,)dμ(t))(A)\int_{T_1}^{T_2} f(t, A) \, d\mu(t) = \left( \int_{T_1}^{T_2} f(t, \cdot) \, d\mu(t) \right)(A) where f(t,A)f(t, A) denotes the application of the functional calculus to AA using the function ff at a fixed tt.

theorem

0<A    0<f(A)0 < A \implies 0 < f(A) for positive ff on (0,)(0, \infty) and non-negative f(0)f(0)

#cfc_pos_of_pos

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}) and f:RRf: \mathbb{R} \to \mathbb{R} be a function. If AA is positive definite (0<A0 < A), and ff satisfies f(i)>0f(i) > 0 for all i>0i > 0 and f(0)0f(0) \ge 0, then the matrix obtained via the functional calculus f(A)f(A) is also positive definite (0<f(A)0 < f(A)).

theorem

Commuting Hermitian matrices have a common preimage in the Continuous Functional Calculus

#exists_HermitianMat_cfc

Let AA and BB be Hermitian matrices of type HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}). If their underlying matrices A.matA.\text{mat} and B.matB.\text{mat} commute, then there exists a common Hermitian matrix CHermitianMat(d,k)C \in \text{HermitianMat}(d, \mathbb{k}) and functions f,g:RRf, g: \mathbb{R} \to \mathbb{R} such that AA is the functional calculus of CC by ff (A=f(C)A = f(C)) and BB is the functional calculus of CC by gg (B=g(C)B = g(C)).

theorem

fgf \le g on (0,)(0, \infty) implies A.cfc(f)A.cfc(g)A.\text{cfc}(f) \le A.\text{cfc}(g) for positive definite AA

#cfc_le_cfc_of_PosDef

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}) such that its underlying matrix A.matA.\text{mat} is positive definite (A.mat>0A.\text{mat} > 0). Let f,g:RRf, g: \mathbb{R} \to \mathbb{R} be functions such that for all i>0i > 0, f(i)g(i)f(i) \le g(i). Then, the matrix obtained by applying the continuous functional calculus of ff to AA is less than or equal to the matrix obtained by applying the continuous functional calculus of gg to AA with respect to the Loewner partial order, i.e., A.cfc(f)A.cfc(g)A.\text{cfc}(f) \le A.\text{cfc}(g).

theorem

Monotonicity of cfc\text{cfc} on Positive Definite Matrices for Commuting ABA \le B

#cfc_le_cfc_of_commute_monoOn

Let AA and BB be d×dd \times d Hermitian matrices over k\mathbb{k} such that their underlying matrices A.matA.\text{mat} and B.matB.\text{mat} commute. Suppose that both AA and BB are positive definite (A.mat.PosDefA.\text{mat}.PosDef and B.mat.PosDefB.\text{mat}.PosDef) and that ABA \le B with respect to the Loewner partial order. If f:RRf: \mathbb{R} \to \mathbb{R} is a function that is monotone on the interval (0,)(0, \infty), then the matrices obtained by the continuous functional calculus satisfy A.cfcfB.cfcfA.\text{cfc} f \le B.\text{cfc} f.

theorem

ABA \le B and Commute(A,B)    f(A)f(B)\text{Commute}(A, B) \implies f(A) \le f(B) for monotone ff

#cfc_le_cfc_of_commute

Let AA and BB be Hermitian matrices of type HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}) such that their underlying matrices A.matA.\text{mat} and B.matB.\text{mat} commute. If ABA \le B with respect to the Loewner partial order and f:RRf: \mathbb{R} \to \mathbb{R} is a monotone function, then the matrices obtained via the continuous functional calculus satisfy f(A)f(B)f(A) \le f(B).

theorem

AI    IA1A \le I \implies I \le A^{-1} for positive definite Hermitian matrices

#inv_ge_one_of_le_one

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}). If AA is positive definite (A>0A > 0) and AA is less than or equal to the identity matrix (AIA \le I) in the Loewner partial order, then the matrix inverse A1A^{-1} is greater than or equal to the identity matrix (IA1I \le A^{-1}).

theorem

trace(f(A))=f(λi)\text{trace}(f(A)) = \sum f(\lambda_i) for Hermitian matrices

#trace_cfc_eq

Let AA be a Hermitian matrix of dimension dd over C\mathbb{C}. For any continuous function f:RRf: \mathbb{R} \to \mathbb{R}, the trace of the matrix obtained by applying the continuous functional calculus to AA with respect to ff, denoted as trace(f(A))\text{trace}(f(A)), is equal to the sum of the function ff applied to each eigenvalue λi\lambda_i of AA: trace(f(A))=idf(λi)\text{trace}(f(A)) = \sum_{i \in d} f(\lambda_i) where λi\lambda_i are the eigenvalues of AA provided by the spectral theorem for Hermitian matrices.

theorem

Ax=0Ax = 0 iff xx is Orthogonal to Eigenvectors of Non-zero Eigenvalues of AA

#mulVec_eq_zero_iff_inner_eigenvector_zero

Let AA be a d×dd \times d Hermitian matrix over C\mathbb{C} and let xCdx \in \mathbb{C}^d be a vector in the corresponding Euclidean space. Let λi\lambda_i denote the eigenvalues and viv_i denote the corresponding orthonormal eigenvector basis of AA. Then Ax=0Ax = 0 if and only if for all indices ii such that λi0\lambda_i \neq 0, the inner product of viv_i and xx is zero, i.e., vi,x=0\langle v_i, x \rangle = 0.

theorem

Eigenvector expansion of f(A)xf(A)x for Hermitian matrices

#cfc_mulVec_expansion

Let AA be a Hermitian matrix of dimension dd over C\mathbb{C}, and let f:RRf: \mathbb{R} \to \mathbb{R} be a function. For any vector xx in the Euclidean space Cd\mathbb{C}^d, the result of the matrix-vector multiplication of f(A)f(A) and xx can be expanded in terms of the eigenvectors of AA as: (f(A))x=if(λi)vi,xvi(f(A))x = \sum_{i} f(\lambda_i) \langle v_i, x \rangle v_i where λi\lambda_i are the eigenvalues and viv_i are the corresponding orthonormal eigenvectors of AA (as provided by the spectral decomposition `A.H`), and ,\langle \cdot, \cdot \rangle denotes the inner product on Cd\mathbb{C}^d.

theorem

ker(f(A))ker(A)\ker(f(A)) \subseteq \ker(A) if f(λ)=0    λ=0f(\lambda)=0 \implies \lambda=0 on the spectrum of AA.

#ker_cfc_le_ker_on_set

Let AA be a Hermitian matrix of size d×dd \times d over C\mathbb{C}. Let sRs \subseteq \mathbb{R} be a set containing the spectrum of AA, and let f:RRf: \mathbb{R} \to \mathbb{R} be a function. If for all λs\lambda \in s, f(λ)=0f(\lambda) = 0 implies λ=0\lambda = 0, then the kernel of the matrix obtained by the continuous functional calculus f(A)f(A) is a subspace of the kernel of AA, i.e., ker(f(A))ker(A)\ker(f(A)) \subseteq \ker(A).

theorem

(f(i)=0i=0)    ker(f(A))ker(A)(f(i) = 0 \to i = 0) \implies \ker(f(A)) \le \ker(A)

#ker_cfc_le_ker

Let AA be a Hermitian matrix and f:RRf: \mathbb{R} \to \mathbb{R} be a function. If ff satisfies the property that for any iRi \in \mathbb{R}, f(i)=0f(i) = 0 implies i=0i = 0, then the kernel of the matrix f(A)f(A) (obtained via the continuous functional calculus) is a submodule of the kernel of AA, denoted as ker(f(A))ker(A)\ker(f(A)) \le \ker(A).

theorem

ker(f(A))kerA\ker(f(A)) \le \ker A for positive semidefinite AA if f(i)=0    i=0f(i)=0 \implies i=0 for i0i \ge 0

#ker_cfc_le_ker_nonneg

Let AA be a Hermitian matrix such that AA is positive semidefinite (0A0 \le A in the Loewner order). Let f:RRf: \mathbb{R} \to \mathbb{R} be a function such that for all i0i \ge 0, if f(i)=0f(i) = 0 then i=0i = 0. Then the kernel of the matrix obtained by the continuous functional calculus, ker(f(A))\ker(f(A)), is a submodule of the kernel of AA, i.e., ker(f(A))kerA\ker(f(A)) \le \ker A.

theorem

σ(A)s and (is,i=0    f(i)=0)    ker(A)ker(f(A))\sigma(A) \subseteq s \text{ and } (i \in s, i=0 \implies f(i)=0) \implies \ker(A) \le \ker(f(A))

#ker_le_ker_cfc_on_set

Let AA be a Hermitian matrix of size d×dd \times d over C\mathbb{C}. Let sRs \subseteq \mathbb{R} be a set containing the spectrum of AA, i.e., σ(A)s\sigma(A) \subseteq s. Let f:RRf: \mathbb{R} \to \mathbb{R} be a function such that for all isi \in s, if i=0i = 0 then f(i)=0f(i) = 0. Then the kernel of AA is a submodule of the kernel of the matrix obtained by applying the continuous functional calculus to AA with respect to ff, denoted as ker(A)ker(f(A))\ker(A) \le \ker(f(A)).

theorem

f(0)=0    kerAkerf(A)f(0) = 0 \implies \ker A \subseteq \ker f(A) for a Hermitian matrix AA

#ker_le_ker_cfc

Let AA be a Hermitian matrix and ff be a continuous function. If f(0)=0f(0) = 0, then the kernel of AA is a subspace of the kernel of the matrix obtained by applying the continuous functional calculus to AA with ff, denoted by f(A)f(A). That is, kerAkerf(A)\ker A \subseteq \ker f(A).

theorem

kerAker(f(A))\ker A \le \ker(f(A)) for positive semidefinite AA and functions vanishing at zero

#ker_le_ker_cfc_nonneg

Let AA be a Hermitian matrix such that A0A \ge 0 (i.e., AA is positive semidefinite). Let ff be a function such that for all i0i \ge 0, if i=0i = 0 then f(i)=0f(i) = 0. Then the kernel of AA is a subspace of the kernel of the matrix obtained by applying the continuous functional calculus to AA with respect to ff, denoted kerAker(f(A))\ker A \le \ker(f(A)).

theorem

ker(f(A))=kerA\ker(f(A)) = \ker A if f(i)=0    i=0f(i) = 0 \iff i = 0

#ker_cfc_eq_ker

Let AA be a Hermitian n×nn \times n matrix over a field k\mathbb{k} and f:kkf: \mathbb{k} \to \mathbb{k} be a function. If for all iki \in \mathbb{k}, f(i)=0f(i) = 0 if and only if i=0i = 0, then the kernel of the matrix obtained by the continuous functional calculus ker(f(A))\ker(f(A)) is equal to the kernel of the original matrix kerA\ker A.

theorem

ker(f(A))=kerA\ker(f(A)) = \ker A for non-negative AA and f(i)=0i=0f(i)=0 \leftrightarrow i=0

#ker_cfc_eq_ker_nonneg

Let AA be a Hermitian matrix such that 0A0 \le A (i.e., AA is positive semidefinite). Let ff be a function such that for all i0i \ge 0, f(i)=0f(i) = 0 if and only if i=0i = 0. Then the kernel of the matrix obtained by the continuous functional calculus ker(f(A))\ker(f(A)) is equal to the kernel of AA, denoted kerA\ker A.