Physlib

QuantumInfo.ForMathlib.HermitianMat.LogExp

Properties of the matrix logarithm and exponential

In particular, operator monotonicity and concavity of the matrix logarithm. These are proved using `inv_antitone`, so, first showing that the matrix inverse is operator antitone for positive definite matrices.

42 declarations

theorem

Matrix Logarithm of a Scalar Multiple xAx \cdot A

Let AA be a Hermitian matrix of size d×dd \times d over a field K\mathbb{K}, and let xx be a non-zero scalar. The matrix logarithm (defined via the Continuous Functional Calculus) of the scaled matrix xAx \cdot A satisfies: ln(xA)=(lnx)1A0+lnA\ln(x \cdot A) = (\ln x) \cdot \mathbb{1}_{A \neq 0} + \ln A where ln\ln denotes the matrix logarithm `cfc Real.log`, and 1A0\mathbb{1}_{A \neq 0} is the matrix obtained by applying the indicator function (which is 00 at 00 and 11 elsewhere) to the eigenvalues of AA via functional calculus.

definition

Exponential of a Hermitian matrix AA

Let AA be a Hermitian matrix of dimension dd over a field k\mathbb{k}. The function maps AA to its matrix exponential exp(A)\exp(A), defined via the continuous functional calculus (cfc) applied to the real exponential function exp:RR\exp: \mathbb{R} \to \mathbb{R}. The resulting matrix is also a Hermitian matrix.

theorem

If AA commutes with BB, then exp(A)\exp(A) commutes with BB

Let AA and BB be Hermitian matrices. If the underlying matrix of AA commutes with the underlying matrix of BB (i.e., AmatBmat=BmatAmatA_{mat}B_{mat} = B_{mat}A_{mat}), then the matrix exponential of AA also commutes with the matrix of BB: exp(A)matBmat=Bmatexp(A)mat\exp(A)_{mat}B_{mat} = B_{mat}\exp(A)_{mat}.

theorem

If AA commutes with BB, then AA commutes with exp(B)\exp(B)

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 the matrix of AA also commutes with the matrix exponential of BB, such that Amatexp(B)mat=exp(B)matAmatA_{\text{mat}}\exp(B)_{\text{mat}} = \exp(B)_{\text{mat}}A_{\text{mat}}.

theorem

exp(A.reindex(e))=(expA).reindex(e)\exp(A.\text{reindex}(e)) = (\exp A).\text{reindex}(e)

Let AA be a Hermitian matrix indexed by dd, and let e:dd2e: d \simeq d_2 be a bijection (equivalence) between the index types dd and d2d_2. Then the matrix exponential of the reindexed matrix AA is equal to the reindexing of the matrix exponential of AA. That is, exp(A.reindex(e))=(expA).reindex(e)\exp(A.\text{reindex}(e)) = (\exp A).\text{reindex}(e).

instance

The matrix exponential of a Hermitian matrix is non-singular

For any Hermitian matrix AA, its matrix exponential exp(A)\exp(A) is non-singular (invertible).

theorem

The matrix exponential of a Hermitian matrix is 0exp(A)0 \le \exp(A)

For any Hermitian matrix AHermitianMatd(k)A \in \text{HermitianMat}_d(\mathbb{k}), its matrix exponential exp(A)\exp(A) is positive semidefinite, i.e., 0exp(A)0 \le \exp(A) under the Loewner partial order.

theorem

The matrix exponential of a Hermitian matrix is strictly positive (0<exp(A)0 < \exp(A))

Let dd be a non-empty finite index set and k\mathbf{k} be a field with an involution (such as R\mathbb{R} or C\mathbb{C}). For any Hermitian matrix AHermitianMatd(k)A \in \text{HermitianMat}_d(\mathbf{k}), its matrix exponential exp(A)\exp(A) is strictly positive with respect to the Loewner order, i.e., 0<exp(A)0 < \exp(A). This operator inequality means that exp(A)\exp(A) is a positive definite matrix.

definition

Positivity extension for exp(A)>0\exp(A) > 0

This is a `positivity` extension for the matrix exponential function. For a Hermitian matrix AA of dimension d×dd \times d over a field k\mathbb{k}, if dd is non-empty, the extension automatically proves that the matrix exponential exp(A)\exp(A) is strictly positive definite (written exp(A)>0\exp(A) > 0) by utilizing the property `HermitianMat.exp_pos`.

definition

Logarithm of a Hermitian matrix logA\log A

For a Hermitian matrix ACd×dA \in \mathbb{C}^{d \times d} (or Rd×d\mathbb{R}^{d \times d}), the matrix logarithm logA\log A is defined via the Continuous Functional Calculus (CFC). Specifically, if A=UΛUA = U \Lambda U^\dagger is a spectral decomposition where Λ=diag(λ1,,λd)\Lambda = \text{diag}(\lambda_1, \dots, \lambda_d) is the diagonal matrix of real eigenvalues, then logA=Ulog(Λ)U\log A = U \log(\Lambda) U^\dagger, where log(Λ)=diag(lnλ1,,lnλd)\log(\Lambda) = \text{diag}(\ln \lambda_1, \dots, \ln \lambda_d). The real logarithm function ln(x)\ln(x) is applied elementwise to the eigenvalues. Note that for λ0\lambda \le 0, the behavior follows the convention of the underlying real logarithm `Real.log` (typically lnx\ln |x| or 00 for x0x \le 0 in formal libraries), and the result coincides with the standard matrix logarithm when AA is positive definite.

theorem

If AA commutes with BB, then log(A)\log(A) commutes with BB

Let AA and BB be Hermitian matrices of dimension dd over a field k\mathbb{k}. If the matrices AA and BB commute (i.e., AB=BAAB = BA), then the matrix logarithm of AA, denoted log(A)\log(A), also commutes with BB (i.e., log(A)B=Blog(A)\log(A)B = B\log(A)).

theorem

If AA commutes with BB, then AA commutes with log(B)\log(B)

Let AA and BB be Hermitian matrices of dimension dd over the field K\mathbb{K}. If the matrices AA and BB commute (i.e., AB=BAAB = BA), then AA also commutes with the matrix logarithm of BB, denoted as log(B)\log(B). In other words, Alog(B)=log(B)AA \log(B) = \log(B) A.

theorem

log(A.reindex(e))=(logA).reindex(e)\log(A.\text{reindex}(e)) = (\log A).\text{reindex}(e)

Let AA be a Hermitian matrix indexed by dd, and let e:dd2e: d \simeq d_2 be a bijection. Then the matrix logarithm of the reindexed matrix AA is equal to the reindexing of the matrix logarithm of AA. That is, log(A.reindex(e))=(logA).reindex(e)\log(A.\text{reindex}(e)) = (\log A).\text{reindex}(e).

theorem

log(0)=0\log(0) = 0 for Hermitian matrices

For a zero Hermitian matrix 00 of dimension dd over the field K\mathbb{K}, its matrix logarithm is also zero, i.e., log(0)=0\log(0) = 0.

theorem

log(1)=0\log(1) = 0 for Hermitian matrices

For the identity Hermitian matrix II (denoted as 11) of dimension dd over the field K\mathbb{K}, its matrix logarithm is zero, i.e., log(I)=0\log(I) = 0.

theorem

log(xA)=(logx)supportProj(A)+logA\log(x A) = (\log x) \cdot \text{supportProj}(A) + \log A for Hermitian matrices and x0x \neq 0

Let AA be a Hermitian matrix of dimension dd over the field k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}), and let xx be a non-zero real number. The matrix logarithm of the scalar multiple xAx \cdot A is given by log(xA)=(logx)supportProj(A)+logA,\log(x \cdot A) = (\log |x|) \cdot \text{supportProj}(A) + \log A, where supportProj(A)\text{supportProj}(A) is the Hermitian matrix representing the orthogonal projection onto the support (range) of AA.

theorem

Logarithm of Scalar Multiple of a Non-Singular Hermitian Matrix log(xA)=(logx)I+logA\log(x A) = (\log x) I + \log A

Let AA be a non-singular Hermitian matrix of dimension dd over k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}), and let xx be a non-zero real number. Then the matrix logarithm of the scalar product xAx \cdot A is given by log(xA)=(logx)I+logA,\log(x \cdot A) = (\log x) \cdot I + \log A, where II denotes the identity matrix.

theorem

Matrix Inverse is Operator Antitone for Positive Definite Matrices

Let AA and BB be Hermitian matrices. If AA is positive definite (A>0A > 0) and ABA \le B with respect to the Loewner partial order, then B1A1B^{-1} \le A^{-1}. Here, \le denotes the Loewner order where XYX \le Y if and only if YXY - X is a positive semidefinite matrix.

theorem

Integral of 1/(1+t)1/(x+t)1/(1+t) - 1/(x+t) from 00 to TT equals logx+log((1+T)/(x+T))\log x + \log ((1 + T) / (x + T))

For any real numbers xx and TT such that x>0x > 0 and T>0T > 0, the definite integral of the difference of reciprocals is given by 0T(11+t1x+t)dt=logx+log(1+Tx+T).\int_{0}^{T} \left( \frac{1}{1 + t} - \frac{1}{x + t} \right) dt = \log x + \log \left( \frac{1 + T}{x + T} \right).

theorem

limTlog((1+T)/(x+T))=0\lim_{T \to \infty} \log((1 + T) / (x + T)) = 0

For any real number xx, the limit of the function f(T)=log(1+Tx+T)f(T) = \log\left(\frac{1 + T}{x + T}\right) as TT approaches infinity is 00. That is, limTlog(1+Tx+T)=0.\lim_{T \to \infty} \log\left(\frac{1 + T}{x + T}\right) = 0.

theorem

xy    logApprox(x,T)logApprox(y,T)x \le y \implies \text{logApprox}(x, T) \le \text{logApprox}(y, T)

Let xx and yy be Hermitian matrices in HermitianMatd(k)\text{HermitianMat}_d(\mathbb{k}) such that both xx and yy are positive definite. If xyx \le y with respect to the Loewner partial order, then for any real number T>0T > 0, the following inequality holds between the finite integral approximations: 0T(11+tI(x+tI)1)dt0T(11+tI(y+tI)1)dt,\int_{0}^{T} \left( \frac{1}{1 + t} I - (x + tI)^{-1} \right) dt \le \int_{0}^{T} \left( \frac{1}{1 + t} I - (y + tI)^{-1} \right) dt, where II denotes the identity matrix.

definition

Integral approximation of the matrix logarithm log(x)\log(x) with parameter TT

For a finite-dimensional space nn and a field k{R,C}\mathbb{k} \in \{\mathbb{R}, \mathbb{C}\}, the function `logApprox` maps a Hermitian matrix xHermn(k)x \in \text{Herm}_n(\mathbb{k}) and a real parameter TT to another Hermitian matrix defined by the Bochner integral: 0T(11+tI(x+tI)1)dt\int_{0}^{T} \left( \frac{1}{1+t} I - (x + tI)^{-1} \right) dt where II is the identity matrix. This expression serves as a parameterized approximation of the matrix logarithm log(x)\log(x), specifically satisfying the property that as TT \to \infty, the integral converges to log(x)\log(x).

definition

Scalar approximation of the logarithm 0T(11+t1u+t)dt\int_0^T \left( \frac{1}{1 + t} - \frac{1}{u + t} \right) dt

For a given upper limit TRT \in \mathbb{R} and a value uRu \in \mathbb{R}, the function is defined as the integral: scalarLogApprox(T,u)=0T(11+t1u+t)dt \text{scalarLogApprox}(T, u) = \int_0^T \left( \frac{1}{1 + t} - \frac{1}{u + t} \right) dt This function serves as a scalar approximation of the natural logarithm, appearing in the context of proving operator monotonicity for the matrix logarithm.

theorem

Explicit Formula for scalarLogApprox(T,x)\text{scalarLogApprox}(T, x)

For any real numbers xx and TT such that x>0x > 0 and T>0T > 0, the scalar logarithmic approximation function satisfies the identity scalarLogApprox(T,x)=logx+log(1+Tx+T).\text{scalarLogApprox}(T, x) = \log x + \log \left( \frac{1 + T}{x + T} \right).

theorem

logApprox(x,T)\text{logApprox}(x, T) equals the CFC of scalarLogApprox\text{scalarLogApprox} for xx

Let xx be a positive definite Hermitian matrix in Hermd(k)\text{Herm}_d(\mathbb{k}) and let T>0T > 0 be a real number. The matrix logarithm approximation logApprox(x,T)\text{logApprox}(x, T) is equal to the continuous functional calculus (CFC) of the scalar logarithm approximation function scalarLogApprox(T,)\text{scalarLogApprox}(T, \cdot) applied to xx, denoted as: logApprox(x,T)=cfcx(scalarLogApprox(T,))\text{logApprox}(x, T) = \text{cfc}_x(\text{scalarLogApprox}(T, \cdot))

theorem

Approximation of matrix logarithm logApprox(x,T)\text{logApprox}(x, T) equals logx\log x plus error term f(x)f(x) for f(u)=log((1+T)/(u+T))f(u) = \log((1+T)/(u+T))

Let xx be a positive definite Hermitian matrix in Hermd(k)\text{Herm}_d(\mathbb{k}) and let T>0T > 0 be a real number. The matrix logarithm approximation logApprox(x,T)\text{logApprox}(x, T) is equal to the matrix logarithm log(x)\log(x) plus an error term defined via the continuous functional calculus (CFC) as logApprox(x,T)=log(x)+f(x)\text{logApprox}(x, T) = \log(x) + f(x) where ff is the scalar function f(u)=log(1+Tu+T)f(u) = \log\left(\frac{1 + T}{u + T}\right).

theorem

The error term x.cfc(log1+Tu+T)0x.\text{cfc} \left( \log \frac{1+T}{u+T} \right) \to 0 as TT \to \infty

Let xx be a Hermitian matrix in Hermd(k)\text{Herm}_d(\mathbb{k}). As TT \to \infty, the error term in the logarithm approximation, defined via continuous functional calculus as x.cfc(ulog(1+Tu+T)),x.\text{cfc} \left( u \mapsto \log \left( \frac{1 + T}{u + T} \right) \right), converges to the zero matrix 00 in the norm topology of Hermd(k)\text{Herm}_d(\mathbb{k}).

theorem

logApprox(x,T)log(x)\text{logApprox}(x, T) \to \log(x) as TT \to \infty for positive definite Hermitian matrices

Let xx be a Hermitian matrix in Hermd(k)\text{Herm}_d(\mathbb{k}) such that xx is positive definite. As TT \to \infty, the log approximation of xx, denoted by logApprox(x,T)\text{logApprox}(x, T), converges to the matrix logarithm log(x)\log(x) in the norm topology.

theorem

If AA is positive definite and ABA \le B, then BB is positive definite

Let AA and BB be Hermitian matrices. If AA is positive definite and ABA \le B (with respect to the Loewner order), then BB is also positive definite. Here, ABA \le B is defined as BAB - A being a positive semidefinite matrix.

theorem

The Matrix Logarithm is Operator Monotone

Let AA and BB be d×dd \times d Hermitian matrices over a field k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}). If AA is positive definite and ABA \le B in the Loewner order (meaning BAB - A is positive semidefinite), then log(A)log(B)\log(A) \le \log(B).

theorem

eAeBABe^A \le e^B \to A \le B for commuting Hermitian matrices

Let AA and BB be Hermitian matrices. Under the assumption that AA and BB commute, if eAeBe^A \le e^B with respect to the Loewner partial order, then ABA \le B.

theorem

Operator convexity of the matrix inverse for positive definite matrices

Let xx and yy be d×dd \times d Hermitian matrices over a field k\mathbb{k}. Suppose that xx and yy are positive definite matrices. For any real numbers a,b0a, b \ge 0 such that a+b=1a + b = 1, the following inequality holds with respect to the Loewner partial order: (ax+by)1ax1+by1(a x + b y)^{-1} \le a x^{-1} + b y^{-1} In this context, the relation ABA \le B for Hermitian matrices signifies that BAB - A is a positive semidefinite matrix.

theorem

The Shifted Inverse Function is Operator Convex on Positive Definite Matrices

Let xx and yy be d×dd \times d Hermitian matrices over a field k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}), and assume that both xx and yy are positive definite. For any real numbers a,b0a, b \ge 0 such that a+b=1a + b = 1, and for any real number t0t \ge 0, it holds that: (ax+by+tI)1a(x+tI)1+b(y+tI)1(a x + b y + t I)^{-1} \le a (x + t I)^{-1} + b (y + t I)^{-1} where II is the identity matrix and \le denotes the Loewner partial order (i.e., ABA \le B if BAB - A is positive semidefinite).

theorem

The Inverse of a shifted Positive Definite Matrix is Interval Integrable.

Let AA be a Hermitian matrix in Hermd(k)\text{Herm}_d(\mathbb{k}) that is positive definite. For any non-negative real number b0b \ge 0, the function f(t)=(A+tI)1f(t) = (A + tI)^{-1}, where II is the identity matrix, is interval integrable with respect to the Lebesgue measure over the interval [0,b][0, b].

theorem

The finite integral approximation of the matrix logarithm is operator concave

Let xx and yy be n×nn \times n Hermitian matrices over k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}) that are positive definite. For any non-negative real numbers a,ba, b such that a+b=1a + b = 1, and for any non-negative real number TT, the finite integral approximation of the matrix logarithm, logApprox\text{logApprox}, satisfies the operator concavity inequality: alogApprox(x,T)+blogApprox(y,T)logApprox(ax+by,T)a \cdot \text{logApprox}(x, T) + b \cdot \text{logApprox}(y, T) \le \text{logApprox}(a x + b y, T) where \le denotes the Loewner partial order.

theorem

The matrix logarithm is operator concave on positive definite matrices

Let xx and yy be d×dd \times d Hermitian matrices over a field k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}) such that xx and yy are positive definite. For any real numbers a,b0a, b \ge 0 such that a+b=1a + b = 1, the following inequality holds with respect to the Loewner partial order: alog(x)+blog(y)log(ax+by)a \log(x) + b \log(y) \le \log(a x + b y) where log\log denotes the matrix logarithm.

theorem

log(diag(d1)kdiag(d2))=log(diag(d1))k1+1klog(diag(d2))\log(\text{diag}(d_1) \otimes_k \text{diag}(d_2)) = \log(\text{diag}(d_1)) \otimes_k 1 + 1 \otimes_k \log(\text{diag}(d_2))

Let mm and nn be finite types with decidable equality, and let k\mathbb{k} be either R\mathbb{R} or C\mathbb{C}. Given two vectors d1:mRd_1: m \to \mathbb{R} and d2:nRd_2: n \to \mathbb{R} with strictly positive entries (d1(i)>0d_1(i) > 0 and d2(j)>0d_2(j) > 0 for all i,ji, j), the logarithm of the Kronecker product of the diagonal matrices formed by d1d_1 and d2d_2 satisfies: log(diag(d1)kdiag(d2))=log(diag(d1))kIn+Imklog(diag(d2))\log(\text{diag}(d_1) \otimes_k \text{diag}(d_2)) = \log(\text{diag}(d_1)) \otimes_k I_n + I_m \otimes_k \log(\text{diag}(d_2)) where k\otimes_k denotes the Kronecker product, log\log is the matrix logarithm for Hermitian matrices, and Im,InI_m, I_n are the identity matrices of the respective dimensions.

theorem

log(UAU)=U(logA)U\log(U A U^\dagger) = U (\log A) U^\dagger

Let AA be a Hermitian matrix and UU be a unitary matrix. The logarithm of the Hermitian matrix formed by the unitary conjugation of AA—defined as UAUU A U^\dagger—is equal to the unitary conjugation of the logarithm of AA. That is, log(UAU)=U(logA)U\log(U A U^\dagger) = U (\log A) U^\dagger.

theorem

Inner product of log(xA)\log(x A) and BB equals (logx)Tr(B)+logA,B(\log x)\text{Tr}(B) + \langle \log A, B \rangle

Let AA be a non-singular Hermitian matrix and BB be a Hermitian matrix. For any non-zero real number xx, the inner product of the matrix logarithm of the scaled matrix xAx \cdot A with BB satisfies: log(xA),B=(logx)Tr(B)+logA,B\langle \log(x \cdot A), B \rangle = (\log x) \cdot \text{Tr}(B) + \langle \log A, B \rangle where Tr(B)\text{Tr}(B) denotes the trace of BB, and the inner product is the Frobenius inner product on the space of Hermitian matrices.

theorem

log(diag(f)diag(g))=log(diag(f))projg+projflog(diag(g))\log(\text{diag}(f) \otimes \text{diag}(g)) = \log(\text{diag}(f)) \otimes \text{proj}_g + \text{proj}_f \otimes \log(\text{diag}(g))

Let f:dRf: d \to \mathbb{R} and g:d2Rg: d_2 \to \mathbb{R} be functions defining the diagonal Hermitian matrices diag(f)\text{diag}(f) and diag(g)\text{diag}(g). Then the matrix logarithm of their Kronecker product is given by: log(diag(f)diag(g))=log(diag(f))supportProj(diag(g))+supportProj(diag(f))log(diag(g))\log(\text{diag}(f) \otimes \text{diag}(g)) = \log(\text{diag}(f)) \otimes \text{supportProj}(\text{diag}(g)) + \text{supportProj}(\text{diag}(f)) \otimes \log(\text{diag}(g)) where \otimes denotes the Kronecker product, and supportProj(M)\text{supportProj}(M) is the orthogonal projector onto the support of a matrix MM.

theorem

log(AB)=(logA)supportProj(B)+supportProj(A)(logB)\log(A \otimes B) = (\log A) \otimes \text{supportProj}(B) + \text{supportProj}(A) \otimes (\log B) for Hermitian matrices

Let AA and BB be Hermitian matrices. The matrix logarithm of their Kronecker product ABA \otimes B is given by log(AB)=(logA)PB+PA(logB)\log(A \otimes B) = (\log A) \otimes P_B + P_A \otimes (\log B) where \otimes denotes the Kronecker product and PAP_A, PBP_B denote the orthogonal projectors onto the support (the subspace spanned by eigenvectors with non-zero eigenvalues) of AA and BB, respectively. This generalizes the rule for non-singular matrices by replacing the identity matrix with the projector onto the range.

theorem

log(AB)=(logA)I+I(logB)\log(A \otimes B) = (\log A) \otimes I + I \otimes (\log B) for non-singular Hermitian matrices A,BA, B

Let AA and BB be non-singular Hermitian matrices. Then the matrix logarithm of their Kronecker product is given by the sum of the Kronecker products of their individual logarithms with the identity matrix: log(AB)=(logA)I+I(logB)\log(A \otimes B) = (\log A) \otimes I + I \otimes (\log B) where \otimes denotes the Kronecker product and II denotes the identity matrix of the appropriate dimension.