Physlib

QuantumInfo.ForMathlib.HermitianMat.CFC

Matrix operations on HermitianMats with the CFC

Here we give HermitianMat versions of many cfc theorems, like `cfc_id`, `cfc_sub`, `cfc_comp`, etc. We need these because (as above) `HermitianMat.cfc` is different from `_root_.cfc`.

92 declarations

theorem

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

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

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

theorem

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

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 cfc(f,A) \text{cfc}(f, A)

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

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜` and f:R→Rf: \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

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜` and f:R→Rf: \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)

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:R→Rf, 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

f∣σ(A)=g∣σ(A)  ⟹  f(A)=g(A)f|_{\sigma(A)} = g|_{\sigma(A)} \implies f(A) = g(A) for Hermitian matrices

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:R→Rf, 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 A≥0A \ge 0 if f,gf, g agree on [0,∞)[0, \infty)

Let AA be a Hermitian matrix such that A≥0A \ge 0 (i.e., AA is positive semidefinite). If two functions f,g:R→Rf, 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 x≥0x \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.

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:R→Rf, 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

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:R→Rf: \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

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:R→Rf: \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

Let AA and BB be Hermitian matrices. If the underlying matrices of AA and BB commute (i.e., A.mat⋅B.mat=B.mat⋅A.matA.mat \cdot B.mat = B.mat \cdot A.mat), then for any functions f:R→Rf: \mathbb{R} \to \mathbb{R} and g:R→Rg: \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

Let AA be a Hermitian matrix of type `HermitianMat d 𝕜`. For any two functions f,g:R→Rf, 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

Let AA be a Hermitian matrix indexed by dd, and let f:R→Rf: \mathbb{R} \to \mathbb{R} be a function. For any equivalence e:d≃d2e: 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

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbf{k}) and f:R→Rf: \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

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 U∗U^* is the conjugate transpose of UU.

theorem

Eigenvalues of f(A)f(A) for a Hermitian Matrix AA are ff applied to its 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:R→Rf: \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:d≃d\sigma: d \simeq d such that the eigenvalues of f(A)f(A) are given by the composition f∘λ∘σf \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

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)

Let AA be a Hermitian matrix in HermitianMatd(k)\text{HermitianMat}_d(\mathbb{k}) and let (⋅)(\cdot) denote the identity function x↦xx \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

Let AA be a Hermitian matrix in Hermd(k)\text{Herm}_d(\mathbb{k}). For any functions f,g:k→kf, 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

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

Let AA be a Hermitian matrix of size d×dd \times d over a field k\mathbb{k}. For any functions f,g:k→kf, g: \mathbb{k} \to \mathbb{k}, the continuous functional calculus (CFC) satisfies the following subtractivity 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 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(f−g)=A.cfc(f)−A.cfc(g)A.\text{cfc}(f - g) = A.\text{cfc}(f) - A.\text{cfc}(g) for Hermitian matrices

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, (f−g)(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

Let AA be a Hermitian matrix of size d×dd \times d over a field k\mathbb{k}. For any function f:k→kf: \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)).

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 x↦−f(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

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

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

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:R→Rf, 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, (f⋅g)(A)=f(A)⋅g(A)(f \cdot g)(A) = f(A) \cdot g(A) where (f⋅g)(x)=f(x)g(x)(f \cdot g)(x) = f(x)g(x).

theorem

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

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 g∘fg \circ f to AA is equal to applying gg to the Hermitian matrix resulting from applying ff to AA. That is, (g∘f)(A)=g(f(A)) (g \circ f)(A) = g(f(A))

theorem

Composition Law for Continuous Functional Calculus on Hermitian Matrices

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 g∘fg \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(x↦g(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)†=(f⋅g2)(A)g(A) f(A) g(A)^\dagger = (f \cdot g^2)(A) for Hermitian matrices via CFC

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)†=(f⋅g2)(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 x↦f(x)g(x)2x \mapsto f(x)g(x)^2.

theorem

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

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:d→Rg: 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:R→Rf: \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 f∘gf \circ g. That is, cfc(f,diag(g))=diag(f∘g) \text{cfc}(f, \text{diag}(g)) = \text{diag}(f \circ g)

theorem

CFC of Hermitian Matrices Commutes with Unitary Congruence

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:R→Rf: \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 U†U^\dagger denotes the conjugate transpose of UU.

theorem

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

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:R→Rf: \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)=r⋅If(A) = r \cdot I.

theorem

The CFC of a Hermitian matrix AA for f(x)=r⋅xf(x) = r \cdot x is r⋅Ar \cdot A

Let AA be a d×dd \times d Hermitian matrix over a field k\mathbb{k}, and let r∈kr \in \mathbb{k} be a scalar. Let f:k→kf: \mathbb{k} \to \mathbb{k} be the function defined by f(x)=r⋅xf(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)=r⋅A 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.

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:k→kf: \mathbb{k} \to \mathbb{k}, the Continuous Functional Calculus (CFC) applied to AA with the function x↦r⋅f(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,r⋅f)=r⋅cfc(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

Let 00 be the zero Hermitian matrix of size d×dd \times d over the field k\mathbb{k}, and let f:k→kf: \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

Let II be the identity Hermitian matrix of type HermitianMatd(k)\text{HermitianMat}_d(\mathbb{k}). For any continuous function f:k→kf: \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(x↦xn,A)=An\text{cfc}(x \mapsto x^n, A) = A^n for Hermitian matrices

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 x↦xnx \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

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

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}). For a function f:R→Rf: \mathbb{R} \to \mathbb{R}, the matrix f(A)f(A) (defined via the continuous functional calculus for Hermitian matrices) is positive semidefinite (0≤f(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.

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbf{k}) and f:R→Rf: \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 A≥0A \ge 0 and f≥0f \ge 0 on the non-negative reals, then f(A)≥0f(A) \ge 0 via CFC.

Let AA be a Hermitian matrix in HermitianMat(n,k)\text{HermitianMat}(n, \mathbb{k}) and f:R→Rf: \mathbb{R} \to \mathbb{R} be a real-valued function. If AA is positive semidefinite (0≤A0 \le A) and f(x)≥0f(x) \ge 0 for all x≥0x \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 (0≤f(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

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbf{k}) and f:R→Rf: \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 A⋅f(A)A \cdot f(A) Equals ∑λif(λi)\sum \lambda_i f(\lambda_i)

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}) and f:R→Rf: \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(A⋅f(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 ∥A∥2=∑λi2\|A\|^2 = \sum \lambda_i^2

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbf{k}). The square of the Frobenius norm of AA, denoted ∥A∥2\|A\|^2, is equal to the sum of the squares of its eigenvalues λi\lambda_i, i.e., ∥A∥2=∑i∈dλi2\|A\|^2 = \sum_{i \in d} \lambda_i^2.

theorem

If ∥A∥≤r\|A\| \le r, then A≤r⋅IA \le r \cdot I for Hermitian matrices

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 ∥A∥≤r\|A\| \le r, then AA is less than or equal to r⋅Ir \cdot I in the Loewner partial order, where II is the identity matrix.

theorem

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

For any Hermitian matrix A∈HermitianMatd(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 [A−rI,A+rI][A - rI, A + rI] defined by the Loewner partial order. That is, for any Hermitian matrix BB, if ∥B−A∥<r\|B - A\| < r, then A−rI≤BA - rI \le B and B≤A+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 A≤x≤BA \le x \le B, then σ(x)\sigma(x) is contained in a bounded interval [a,b][a, b] depending on AA and BB.

Let dd be a finite type and k\mathbb{k} be a real or complex field. For any two Hermitian matrices A,B∈HermitianMat(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 A≤xA \le x and x≤Bx \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 A↦f(A)A \mapsto f(A) is continuous on Hermd(C)\text{Herm}_d(\mathbb{C}) for continuous ff.

Let dd be a finite index set and C\mathbb{C} be the field of complex numbers. For any continuous function f:R→Rf: \mathbb{R} \to \mathbb{R}, the map A↦f(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))

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 (A≻0A \succ 0), then its spectrum σ(A)\sigma(A) is a subset of the open interval (0,∞)(0, \infty).

theorem

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

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→(R→R)f: X \to (\mathbb{R} \to \mathbb{R}) be a family of functions such that for every i∈Ri \in \mathbb{R}, the map x↦f(x)(i)x \mapsto f(x)(i) is continuous from XX to R\mathbb{R}. Then the map x↦A.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

x↦f(x,A)x \mapsto f(x, A) is continuous on SS if x↦f(x,i)x \mapsto f(x, i) is continuous for i∈σ(A)i \in \sigma(A)

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×R→Rf: S \times \mathbb{R} \to \mathbb{R} be a function such that for every i∈Ti \in T, the map x↦f(x,i)x \mapsto f(x, i) is continuous on SS. Then the map x↦f(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 ∣d∣⋅sup⁡σ(A)∣f∣\sqrt{|d|} \cdot \sup_{\sigma(A)} |f|

Let dd be a finite index set and A∈Hermd(C)A \in \text{Herm}_d(\mathbb{C}) be a complex Hermitian matrix. Let f:R→Rf: \mathbb{R} \to \mathbb{R} be a function and C∈RC \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)∥≤∣d∣⋅C\|f(A)\| \leq \sqrt{|d|} \cdot C where ∣d∣|d| denotes the cardinality of the index set dd.

theorem

∥f(A)−g(A)∥≤∣d∣⋅sup⁡σ(A)∣f−g∣\|f(A) - g(A)\| \leq \sqrt{|d|} \cdot \sup_{\sigma(A)} |f - g| for Hermitian matrices

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:R→Rf, 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)∥≤∣d∣⋅sup⁡x∈σ(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)∥≤∣d∣⋅ϵ\|f(A) - g(A)\| \leq \sqrt{|d|} \cdot \epsilon if sup⁡T∣f−g∣≤ϵ\sup_T |f - g| \leq \epsilon and σ(A)⊆T\sigma(A) \subseteq T

Let dd be a finite index set and A∈Hermd(C)A \in \text{Herm}_d(\mathbb{C}) be a complex Hermitian matrix. Let f,g:R→Rf, g: \mathbb{R} \to \mathbb{R} be functions, T⊆RT \subseteq \mathbb{R} be a set, and ϵ≥0\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 x∈Tx \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)∥≤∣d∣⋅ϵ\|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

Let XX be a topological space, S⊆XS \subseteq X be a set, and T⊆RT \subseteq \mathbb{R} be a compact set. Let f:X→(R→R)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 x0∈Sx_0 \in S and any ϵ>0\epsilon > 0, there exists a neighborhood UU of x0x_0 such that for all x∈U∩Sx \in U \cap S and all t∈Tt \in T, the inequality ∥f(x,t)−f(x0,t)∥<ϵ\|f(x, t) - f(x_0, t)\| < \epsilon holds.

theorem

The functional calculus A↦g(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

Let dd be a finite index set and K⊆RK \subseteq \mathbb{R} be a compact set. Let g:R→Rg: \mathbb{R} \to \mathbb{R} be a function that is continuous on KK. Then the map A↦g(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 x↦f(x)(A(x))x \mapsto f(x)(A(x)) on Compact Domains

Let XX be a topological space and dd be a finite index set. Let S⊆XS \subseteq X and T⊆RT \subseteq \mathbb{R} be sets, where TT is compact. Suppose we have a family of functions mapping into the real numbers f:X→(R→R)f : X \to (\mathbb{R} \to \mathbb{R}) and a family of complex Hermitian matrices A:X→Hermd(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 x∈Sx \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 x↦A(x)x \mapsto A(x) is continuous on SS with respect to the matrix norm, then the map x↦f(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 ∣λi∣≤∥A∥| \lambda_i | \leq \|A\|

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

theorem

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

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)⊆{x∈R:∣x∣≤∥A∥}\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

Let A0A_0 be a d×dd \times d complex Hermitian matrix and let U⊆RU \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 B↦g(B)B \mapsto g(B) at A0A_0 for gg continuous on T⊇σ(A0)T \supseteq \sigma(A_0)

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:R→Rg: \mathbb{R} \to \mathbb{R} be a function and T⊆RT \subseteq \mathbb{R} be a set such that gg is continuous on TT. If A0∈Hermd(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 B↦g(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.

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×R→Rf: X \times \mathbb{R} \to \mathbb{R} be a function and A:X→HermitianMat(d,C)A: X \to \text{HermitianMat}(d, \mathbb{C}) be a family of Hermitian matrices. Suppose S⊆XS \subseteq X and T⊆RT \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 x∈Sx \in S, the spectrum of the matrix A(x)A(x) is contained in TT. 3. The map x↦A(x)x \mapsto A(x) is continuous on SS. Then for any x0∈Sx_0 \in S and any ϵ>0\epsilon > 0, there exists a neighborhood UU of x0x_0 such that for all y∈U∩Sy \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

Let XX be a topological space and dd be a finite index set. Let f:X→(R→R)f: X \to (\mathbb{R} \to \mathbb{R}) be a family of functions and A:X→HermitianMatd(C)A: X \to \text{HermitianMat}_d(\mathbb{C}) be a family of complex Hermitian matrices. Suppose S⊆XS \subseteq X and T⊆RT \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 x∈Sx \in S, the spectrum of the matrix A(x)A(x) is contained in TT. 3. The map x↦A(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 x↦f(x,A)x \mapsto f(x, A) is continuous on SS for nonsingular AA if x↦f(x,i)x \mapsto f(x, i) is continuous for i≠0i \neq 0

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×R→Rf: X \times \mathbb{R} \to \mathbb{R} be a function and S⊆XS \subseteq X be a set. If for every non-zero real number i≠0i \neq 0, the map x↦f(x,i)x \mapsto f(x, i) is continuous on SS, then the map x↦f(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)

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

theorem

The map x↦f(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)

Let AA be a Hermitian matrix such that its underlying matrix AmatA_{\text{mat}} is positive definite (A≻0A \succ 0). Let f:X×R→Rf: 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 x↦f(x,i)x \mapsto f(x, i) is continuous on SS, then the map x↦f(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=f−1(A)(f(A))^{-1} = f^{-1}(A) for Hermitian matrices

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 u↦f(u)−1u \mapsto f(u)^{-1} on AA. That is, (f(A))−1=f−1(A)(f(A))^{-1} = f^{-1}(A).

theorem

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

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 u↦u−1u \mapsto u^{-1} is equal to the matrix inverse A−1A^{-1}. Here, A−1A^{-1} denotes the inverse in the space of Hermitian matrices.

theorem

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

Let A:R→Hermd(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,T2∈RT_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))mat ∂μ \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

Let T1,T2∈RT_1, T_2 \in \mathbb{R} be two real numbers and μ\mu be a measure on R\mathbb{R}. Let g:R→(d→R)g: \mathbb{R} \to (d \to \mathbb{R}) be a collection of scalar functions gi(t)g_i(t) indexed by i∈di \in d, and let PiP_i be a collection of matrices. If for every index ii, the scalar function t↦gi(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 t↦∑igi(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

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:R→Hermd(k)A: \mathbb{R} \to \text{Herm}_d(\mathbb{k}) be a function mapping real numbers to Hermitian matrices, and let T1,T2∈RT_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

Let AA be a Hermitian matrix with eigenvalues λi\lambda_i. Let f:R×R→Rf: \mathbb{R} \times \mathbb{R} \to \mathbb{R} be a family of functions indexed by t∈Rt \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 t↦ft(λi)t \mapsto f_t(\lambda_i) is interval integrable over [T1,T2][T_1, T_2], then the function t↦ft(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

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:R→R→Rf: \mathbb{R} \to \mathbb{R} \to \mathbb{R} be a function such that for each eigenvalue λi\lambda_i, the function t↦f(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)

Let AA be a Hermitian matrix in HermitianMat(d,k)\text{HermitianMat}(d, \mathbb{k}) and f:R→Rf: \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

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 C∈HermitianMat(d,k)C \in \text{HermitianMat}(d, \mathbb{k}) and functions f,g:R→Rf, 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

f≤gf \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

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:R→Rf, 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 A≤BA \le B

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 A≤BA \le B with respect to the Loewner partial order. If f:R→Rf: \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.cfcf≤B.cfcfA.\text{cfc} f \le B.\text{cfc} f.

theorem

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

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 A≤BA \le B with respect to the Loewner partial order and f:R→Rf: \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

False  ⟹  \text{False} \implies Monotonicity of f(A)f(A) on positive definite Hermitian matrices

Let dd be a finite index set and f:R→Rf: \mathbb{R} \to \mathbb{R} be a function. Assuming a contradiction (the proposition False\text{False}), the continuous functional calculus A↦f(A)A \mapsto f(A) is monotone on the set of positive definite Hermitian matrices A∈HermitianMatd(C)A \in \text{HermitianMat}_d(\mathbb{C}) with respect to the Loewner partial order. Specifically, for any two positive definite Hermitian matrices AA and BB, if A≤BA \le B in the Loewner order, then f(A)≤f(B)f(A) \le f(B).

theorem

A≤I  ⟹  I≤A−1A \le I \implies I \le A^{-1} for positive definite Hermitian matrices

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 (A≤IA \le I) in the Loewner partial order, then the matrix inverse A−1A^{-1} is greater than or equal to the identity matrix (I≤A−1I \le A^{-1}).

theorem

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

Let AA be a Hermitian matrix of dimension dd over C\mathbb{C}. For any continuous function f:R→Rf: \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))=∑i∈df(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

Let AA be a d×dd \times d Hermitian matrix over C\mathbb{C} and let x∈Cdx \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 λi≠0\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

Let AA be a Hermitian matrix of dimension dd over C\mathbb{C}, and let f:R→Rf: \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,x⟩vi(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.

Let AA be a Hermitian matrix of size d×dd \times d over C\mathbb{C}. Let s⊆Rs \subseteq \mathbb{R} be a set containing the spectrum of AA, and let f:R→Rf: \mathbb{R} \to \mathbb{R} be a function. If for all λ∈s\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)=0→i=0)  ⟹  ker⁡(f(A))≤ker⁡(A)(f(i) = 0 \to i = 0) \implies \ker(f(A)) \le \ker(A)

Let AA be a Hermitian matrix and f:R→Rf: \mathbb{R} \to \mathbb{R} be a function. If ff satisfies the property that for any i∈Ri \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))≤ker⁡A\ker(f(A)) \le \ker A for positive semidefinite AA if f(i)=0  ⟹  i=0f(i)=0 \implies i=0 for i≥0i \ge 0

Let AA be a Hermitian matrix such that AA is positive semidefinite (0≤A0 \le A in the Loewner order). Let f:R→Rf: \mathbb{R} \to \mathbb{R} be a function such that for all i≥0i \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))≤ker⁡A\ker(f(A)) \le \ker A.

theorem

σ(A)⊆s and (i∈s,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))

Let AA be a Hermitian matrix of size d×dd \times d over C\mathbb{C}. Let s⊆Rs \subseteq \mathbb{R} be a set containing the spectrum of AA, i.e., σ(A)⊆s\sigma(A) \subseteq s. Let f:R→Rf: \mathbb{R} \to \mathbb{R} be a function such that for all i∈si \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  ⟹  ker⁡A⊆ker⁡f(A)f(0) = 0 \implies \ker A \subseteq \ker f(A) for a Hermitian matrix AA

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, ker⁡A⊆ker⁡f(A)\ker A \subseteq \ker f(A).

theorem

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

Let AA be a Hermitian matrix such that A≥0A \ge 0 (i.e., AA is positive semidefinite). Let ff be a function such that for all i≥0i \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 ker⁡A≤ker⁡(f(A))\ker A \le \ker(f(A)).

theorem

ker⁡(f(A))=ker⁡A\ker(f(A)) = \ker A if f(i)=0  ⟺  i=0f(i) = 0 \iff i = 0

Let AA be a Hermitian n×nn \times n matrix over a field k\mathbb{k} and f:k→kf: \mathbb{k} \to \mathbb{k} be a function. If for all i∈ki \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 ker⁡A\ker A.

theorem

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

Let AA be a Hermitian matrix such that 0≤A0 \le A (i.e., AA is positive semidefinite). Let ff be a function such that for all i≥0i \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 ker⁡A\ker A.