Physlib

QuantumInfo.ForMathlib.HermitianMat.Proj

Projectors associated to Hermitian matrices

* `projector`: The `HermitianMat` that projects onto a given submodule * `supportProj`: The `HermitianMat` that projects onto the range (nonzero eigenvalues) * `kerProj`: The `HermitianMat` that projects onto the kernel * `projLE`: With notation `{A ≤ₚ B}`, `projLE A B` is the projector onto the nonnegative eigenspace of `B - A`. * `projLT`: With notation `{A <ₚ B}`, `projLT A B` is the projector onto the positive eigenspace of `B - A`. * Positive and negative part, written `A⁺` and `A⁻`, give the restriction of a HermitianMat onto its positive (resp. negative) eigenvalues; equivalently, it's nonnegative (resp. nonpositive) eigenvalues.

64 declarations

definition

Orthogonal projector onto a submodule SS

Given a submodule SS of the Euclidean space kn\mathbb{k}^n (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}), the projector PSP_S is the Hermitian matrix representing the orthogonal projection onto SS. It satisfies PS2=PSP_S^2 = P_S, acts as the identity on vectors v∈Sv \in S, and maps any vector in the orthogonal complement S⊥S^\perp to zero.

theorem

PS+PS⊥=IP_S + P_{S^\perp} = I

For any submodule SS of the Euclidean space kn\mathbb{k}^n, the sum of the orthogonal projector onto SS and the orthogonal projector onto its orthogonal complement S⊥S^\perp is equal to the identity matrix II. In other words, PS+PS⊥=IP_S + P_{S^\perp} = I.

theorem

Trace of a Projector is its Rank

Let SS be a submodule of the Euclidean space kn\mathbb{k}^n, where k\mathbb{k} is an `RCLike` field (such as R\mathbb{R} or C\mathbb{C}). Let PSP_S be the Hermitian matrix representing the orthogonal projection onto SS. Then the trace of PSP_S is equal to the rank of the submodule SS over k\mathbb{k}, viewed as a real number: Tr(PS)=rankk(S)\text{Tr}(P_S) = \text{rank}_{\mathbb{k}}(S)

definition

Orthogonal projector onto the support of AA

Given a Hermitian matrix AA acting on the Euclidean space kn\mathbb{k}^n (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}), `supportProj` AA is the Hermitian matrix representing the orthogonal projection onto the support of AA. Here, the support of AA is defined as the submodule spanned by the eigenvectors corresponding to the non-zero eigenvalues of AA, which is equivalent to the range of AA. In other words, this is the orthogonal projector onto (ker⁡A)⊥(\ker A)^\perp.

definition

Orthogonal projector onto the kernel of a Hermitian matrix AA

Let AA be a Hermitian matrix in HermitianMat(n,k)\text{HermitianMat}(n, \mathbb{k}), where k\mathbb{k} is either R\mathbb{R} or C\mathbb{C}. The kernel projector of AA, denoted as Pker⁡AP_{\ker A}, is the Hermitian matrix representing the orthogonal projection onto the kernel (null space) of AA. Specifically, it is defined as the projector onto the submodule S=ker⁡(A)S = \ker(A).

theorem

Pker⁡A+Psupp A=IP_{\ker A} + P_{\text{supp } A} = I

Let AA be a Hermitian matrix in Hermn(k)\text{Herm}_n(\mathbb{k}). Let Pker⁡AP_{\ker A} (denoted by `kerProj`) be the orthogonal projector onto the kernel of AA, and let Psupp AP_{\text{supp } A} (denoted by `supportProj`) be the orthogonal projector onto the support of AA (the subspace spanned by eigenvectors with non-zero eigenvalues). Their sum is equal to the identity matrix: Pker⁡A+Psupp A=IP_{\ker A} + P_{\text{supp } A} = I

theorem

The kernel projector of a non-singular Hermitian matrix is zero

Let AA be a Hermitian matrix. If AA is non-singular, then its kernel projector Pker⁡AP_{\ker A} is the zero matrix. Here, the kernel projector A.kerProjA.\text{kerProj} denotes the Hermitian matrix representing the orthogonal projection onto the kernel (null space) of AA.

theorem

The support projector of a non-singular Hermitian matrix AA is 11.

Let AA be a Hermitian matrix in Hermn(k)\text{Herm}_n(\mathbb{k}). If AA is non-singular, then its support projector (the projector onto the subspace spanned by eigenvectors with non-zero eigenvalues) is equal to the identity matrix II.

theorem

The orthogonal projector PSP_S equals the sum of outer products of an orthonormal basis of SS

Let SS be a submodule of the Euclidean space kn\mathbb{k}^n (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}) and let {bi}i∈ι\{b_i\}_{i \in \iota} be an orthonormal basis for SS. The matrix representation of the orthogonal projector PSP_S onto the submodule SS is equal to the sum over i∈ιi \in \iota of the outer products of the basis vectors, i.e., (PS)mat=∑i∈ιvivi† (P_S)_{\text{mat}} = \sum_{i \in \iota} v_i v_i^\dagger where vi=subtype(bi)v_i = \text{subtype}(b_i) is the inclusion of the basis vector bib_i into kn\mathbb{k}^n, and vi†v_i^\dagger denotes its conjugate transpose.

theorem

The support projector of AA equals the sum of rank-one projections onto eigenvectors with non-zero eigenvalues

Let AA be a Hermitian matrix of size nn over k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}). The matrix representing the orthogonal projector onto the support of AA (the subspace spanned by eigenvectors with non-zero eigenvalues) is given by the sum: supportProj(A)=∑if(λi)⋅vivi∗ \text{supportProj}(A) = \sum_{i} f(\lambda_i) \cdot v_i v_i^* where λi\lambda_i are the eigenvalues of AA, viv_i are the corresponding orthonormal eigenvectors, vi∗v_i^* denotes the conjugate transpose of viv_i, and the coefficient f(λi)f(\lambda_i) is 11 if λi≠0\lambda_i \neq 0 and 00 if λi=0\lambda_i = 0.

theorem

supportProj(A)=A.cfc(1x≠0)\text{supportProj}(A) = A.\text{cfc}(\mathbb{1}_{x \neq 0})

Let AA be a Hermitian matrix. The orthogonal projector onto the support of AA, denoted supportProj(A)\text{supportProj}(A), is equal to the result of the continuous functional calculus applied to AA with the indicator function f(x)f(x) that is 00 if x=0x = 0 and 11 otherwise. That is, supportProj(A)=f(A) \text{supportProj}(A) = f(A) where f(x)=1k∖{0}(x)={0if x=01if x≠0f(x) = \mathbb{1}_{\mathbb{k} \setminus \{0\}}(x) = \begin{cases} 0 & \text{if } x = 0 \\ 1 & \text{if } x \neq 0 \end{cases}.

definition

Projector onto the non-negative eigenspace of B−AB - A

Given two Hermitian matrices AA and BB, the function projLE(A,B)\text{projLE}(A, B) (denoted as {A≤pB}\{A \le_p B\}) returns the Hermitian matrix representing the orthogonal projector onto the subspace spanned by the eigenvectors of B−AB - A corresponding to non-negative eigenvalues. Specifically, it is defined by applying the continuous functional calculus to the matrix (B−A)(B - A) with the indicator function f(x)={1if x≥00if x<0f(x) = \begin{cases} 1 & \text{if } x \ge 0 \\ 0 & \text{if } x < 0 \end{cases}. This operator is the unique maximum projector PP (satisfying P2=PP^2 = P) such that PAP≤PBPP A P \le P B P holds in the Loewner order.

definition

Projector onto the positive eigenspace of B−AB - A (denoted {A<pB}\{A <_p B\})

Given two Hermitian matrices AA and BB in the space HermitianMatn(k)\text{HermitianMat}_n(\mathbb{k}), the projector onto the positive eigenspace of B−AB - A is defined as the result of applying the continuous functional calculus to B−AB - A with the indicator function f(x)={1if x>00otherwisef(x) = \begin{cases} 1 & \text{if } x > 0 \\ 0 & \text{otherwise} \end{cases}. This operator projects onto the subspace spanned by the eigenvectors of B−AB - A corresponding to strictly positive eigenvalues.

definition

The projector onto the non-negative eigenspace {A≥pB}\{A \ge_p B\}

For two Hermitian matrices AA and BB, the notation {A≥pB}\{A \ge_p B\} represents the Hermitian projector onto the subspace spanned by the eigenvectors of A−BA - B corresponding to non-negative eigenvalues.

definition

Notation {A≤pB}\{A \le_p B\} for the projector onto the nonnegative eigenspace of B−AB - A

For any two Hermitian matrices AA and BB (of type `HermitianMat`), the notation {A≤pB}\{A \le_p B\} represents the orthogonal projector onto the nonnegative eigenspace of the operator B−AB - A.

definition

Projector onto the positive eigenspace of A−BA - B

For two Hermitian matrices AA and BB, the notation {A>pB}\{A >_p B\} (or {A>pB}\{A >ₚ B\}) represents the projector onto the positive eigenspace of the Hermitian matrix A−BA - B. This is equivalent to `projLT B A`.

definition

Notation {A<pB}\{A <_p B\} for the projector onto the positive eigenspace of B−AB - A

This is a scoped notation used to represent the projector onto the positive eigenspace of the difference of two Hermitian matrices BB and AA. Specifically, the notation {A<pB}\{A <_p B\} denotes the operator `projLT A B`, which is the Hermitian matrix projecting onto the subspace spanned by the eigenvectors of B−AB - A corresponding to strictly positive eigenvalues.

theorem

Definition of the Projector {A≤pB}\{A \le_p B\} via Functional Calculus

For any two Hermitian matrices AA and BB, the projector onto the nonnegative eigenspace of B−AB - A, denoted as {A≤pB}\{A \le_p B\}, is defined as the result of applying the continuous functional calculus to the matrix B−AB - A with the indicator function f(x)={1if 0≤x0if x<0f(x) = \begin{cases} 1 & \text{if } 0 \le x \\ 0 & \text{if } x < 0 \end{cases}.

theorem

Definition of the Projector {A<pB}\{A <_p B\} via Functional Calculus

For any two Hermitian matrices AA and BB, the projector {A<pB}\{A <_p B\} onto the positive eigenspace of B−AB - A is defined as the continuous functional calculus of B−AB - A with the indicator function f(x)={1if x>00otherwisef(x) = \begin{cases} 1 & \text{if } x > 0 \\ 0 & \text{otherwise} \end{cases}.

theorem

The Nonnegative Eigenspace Projector {A≤pB}\{A \leq_p B\} is Idempotent

Let AA and BB be Hermitian matrices of size nn over a field k\mathbb{k}. Let {A≤pB}\{A \leq_p B\} denote the projector onto the nonnegative eigenspace of the difference B−AB - A, defined via the continuous functional calculus as χ[0,∞)(B−A)\chi_{[0, \infty)}(B - A). Then, this operator is idempotent, satisfying {A≤pB}2={A≤pB}\{A \leq_p B\}^2 = \{A \leq_p B\}.

theorem

The projector {A<pB}\{A <_p B\} is idempotent

Let AA and BB be Hermitian matrices of size nn over a field k\mathbb{k}. Let {A<pB}\{A <_p B\} denote the projector onto the positive eigenspace of the Hermitian matrix B−AB - A. Then, {A<pB}\{A <_p B\} is idempotent, specifically {A<pB}2={A<pB}\{A <_p B\}^2 = \{A <_p B\}.

theorem

{0≤pA}\{0 \leq_p A\} equals the functional calculus of AA by the indicator of [0,∞)[0, \infty)

Let AA be a Hermitian matrix in HermitianMatn(k)\text{HermitianMat}_n(\mathbb{k}). The projector onto the nonnegative eigenspace of AA, denoted by {0≤pA}\{0 \leq_p A\}, is equal to the result of applying the continuous functional calculus to AA with the indicator function f(x)={1if 0≤x0otherwisef(x) = \begin{cases} 1 & \text{if } 0 \le x \\ 0 & \text{otherwise} \end{cases}.

theorem

{0<pA}=A.cfc(1(0,∞))\{0 <ₚ A\} = A.\text{cfc}(\mathbb{1}_{(0, \infty)})

Let AA be a Hermitian matrix. The projector onto the positive eigenspace of AA, denoted by {0<pA}\{0 <ₚ A\}, is equal to the result of applying the continuous functional calculus to AA with the indicator function f(x)={1if 0<x0otherwisef(x) = \begin{cases} 1 & \text{if } 0 < x \\ 0 & \text{otherwise} \end{cases}.

theorem

{A≤p0}\{A \leq_p 0\} as a Continuous Functional Calculus of AA

For a Hermitian matrix AA, the projector onto the non-positive eigenspace, denoted by {A≤p0}\{A \leq_p 0\}, is equal to the continuous functional calculus of AA applied to the indicator function of the interval (−∞,0](-\infty, 0]. That is, {A≤p0}=cfcA(f)\{A \leq_p 0\} = \text{cfc}_A(f), where f(x)=1f(x) = 1 if x≤0x \leq 0 and f(x)=0f(x) = 0 otherwise.

theorem

Representation of {A<p0}\{A <_p 0\} via functional calculus on AA with x<0x < 0

Let AA be a Hermitian matrix. The projector onto the positive eigenspace of 0−A0 - A (denoted by {A<p0}\{A <_p 0\}) is equal to the result of the continuous functional calculus applied to AA with the indicator function of the negative real numbers f(x)={1if x<00if x≥0f(x) = \begin{cases} 1 & \text{if } x < 0 \\ 0 & \text{if } x \geq 0 \end{cases}.

theorem

The projector {A≤pB}\{A \le_p B\} is positive semidefinite

Let AA and BB be Hermitian matrices of size nn over a field k\mathbf{k}. Let {A≤pB}\{A \le_p B\} denote the projector onto the nonnegative eigenspace of the difference B−AB - A, defined via the continuous functional calculus as the indicator function of the interval [0,∞)[0, \infty). Then {A≤pB}\{A \le_p B\} is a positive semidefinite matrix, i.e., 0≤{A≤pB}0 \le \{A \le_p B\} in the Loewner partial order.

theorem

The Projector {A<pB}\{A <_p B\} is Positive Semidefinite

Let AA and BB be Hermitian matrices in HermitianMat(n,k)\text{HermitianMat}(n, \mathbb{k}). Let {A<pB}\{A <_p B\} denote the projector onto the positive eigenspace of the difference B−AB - A. Then {A<pB}\{A <_p B\} is a positive semidefinite matrix, i.e., 0≤{A<pB}0 \le \{A <_p B\} in the Loewner partial order.

theorem

The projector {A≤pB}\{A \le_p B\} is bounded above by the identity matrix II in the Loewner order.

Let AA and BB be Hermitian matrices in HermitianMat(n,k)\text{HermitianMat}(n, \mathbf{k}). Let {A≤pB}\{A \le_p B\} (denoted in Lean as `projLE A B`) be the Hermitian projector onto the nonnegative eigenspace of the difference B−AB - A. Then {A≤pB}≤I\{A \le_p B\} \le I, where II is the identity matrix and ≤\le denotes the Loewner partial order.

theorem

The product of the projector {A≤pB}\{A \le_p B\} and (B−A)(B - A) is non-negative

Let nn be a natural number and k\mathbb{k} be a field. For any two Hermitian matrices A,B∈HermitianMatn(k)A, B \in \text{HermitianMat}_n(\mathbb{k}), let {A≤pB}\{A \le_p B\} denote the projector onto the nonnegative eigenspace of B−AB - A. Then the product of the matrix {A≤pB}\{A \le_p B\} and the matrix (B−A)(B - A) is a positive semidefinite matrix, i.e., 0≤{A≤pB}⋅(B−A)0 \le \{A \le_p B\} \cdot (B - A).

theorem

Compatibility of the projector {A≤pB}\{A \leq_p B\} with the inequality PA≤PBP A \leq P B

Let AA and BB be Hermitian matrices of size nn over a field k\mathbb{k}. Let P={A≤pB}P = \{A \leq_p B\} be the projector onto the nonnegative eigenspace of the matrix B−AB - A. Then, the product of PP and AA is less than or equal to the product of PP and BB in terms of their underlying matrices, i.e., PA≤PBP A \leq P B.

theorem

{A<pB}+{B≤pA}=1\{A <_p B\} + \{B \le_p A\} = 1

Let AA and BB be Hermitian matrices in Hermn(k)\text{Herm}_n(\mathbb{k}). Let {A<pB}\{A <_p B\} denote the projector onto the positive eigenspace of B−AB - A, and let {B≤pA}\{B \le_p A\} denote the projector onto the non-negative eigenspace of A−BA - B. Then the sum of these two projectors is the identity matrix II, i.e., {A<pB}+B≤pA=1\{A <_p B\} + {B \le_p A} = 1.

theorem

A{A<p0}A∗+A{0≤pA}A∗=AA \{A <_p 0\} A^* + A \{0 \le_p A\} A^* = A for Hermitian matrices

Let AA be a Hermitian matrix in Hermn(k)\text{Herm}_n(\mathbb{k}). Let {A<p0}\{A <_p 0\} denote the projector onto the negative eigenspace of AA, and let {0≤pA}\{0 \le_p A\} denote the projector onto the nonnegative eigenspace of AA. Then the sum of the conjugations of these projectors by AA satisfies: A{A<p0}A∗+A{0≤pA}A∗=AA \{A <_p 0\} A^* + A \{0 \le_p A\} A^* = A where A.conj(P)A.conj(P) represents the action of the matrix on a projector via conjugation, and the notation {A<p0}\{A <_p 0\} and {0≤pA}\{0 \le_p A\} refers to the projectors onto the strictly negative and nonnegative parts of the spectrum of AA, respectively.

theorem

A.supportProj={A<p0}+{0<pA}A.\text{supportProj} = \{A <_p 0\} + \{0 <_p A\}

For any Hermitian matrix A∈Hermn(k)A \in \text{Herm}_n(\mathbb{k}), the projector onto the support of AA (the subspace spanned by eigenvectors with non-zero eigenvalues), denoted by A.supportProjA.\text{supportProj}, is equal to the sum of the projector onto the negative eigenspace of AA (denoted by {A<p0}\{A <_p 0\}) and the projector onto the positive eigenspace of AA (denoted by {0<pA}\{0 <_p A\}).

instance

The positive part of a Hermitian matrix A+ A^+

For a Hermitian matrix A∈HermitianMatn(k) A \in \text{HermitianMat}_n(\mathbb{k}) , its positive part A+ A^+ is defined as the application of the continuous functional calculus to A A with the function f(x)=max⁡(x,0) f(x) = \max(x, 0) . This corresponds to the projection of the matrix onto the subspace spanned by its positive eigenvalues.

instance

The negative part of a Hermitian matrix A− A^-

For a Hermitian matrix A A in the space of n×n n \times n Hermitian matrices over a field k \mathbb{k} , the negative part A− A^- is defined using the continuous functional calculus (CFC) as A.cfc(f) A.cfc(f) , where f(x)=max⁡(−x,0) f(x) = \max(-x, 0) . This corresponds to the projection of the matrix onto the subspace spanned by its negative eigenvalues.

theorem

A+=cfc(A,max⁡(⋅,0))A^+ = \text{cfc}(A, \max(\cdot, 0))

Let AA be a Hermitian matrix (represented as `HermitianMat n 𝕜`). The positive part of AA, denoted as A+A^+, is equal to the result of applying the continuous functional calculus to AA with the function f(x)=max⁡(x,0)f(x) = \max(x, 0) (written as x⊔0x \sqcup 0).

theorem

A−A^{-} equals f(A)f(A) for f(x)=max⁡(−x,0)f(x) = \max(-x, 0)

Let AA be a Hermitian matrix. The negative part of AA, denoted A−A^{-}, is equal to the result of applying the continuous functional calculus to AA with the function f(x)=max⁡(−x,0)f(x) = \max(-x, 0).

theorem

The positive part A+A^+ equals f(A)f(A) for f(x)=max⁡(x,0)f(x) = \max(x, 0) via CFC

Let AA be a Hermitian matrix. The positive part of AA, denoted A+A^+, is equal to the result of applying the continuous functional calculus to AA with the function f(x)={xif x≥00if x<0f(x) = \begin{cases} x & \text{if } x \ge 0 \\ 0 & \text{if } x < 0 \end{cases}.

theorem

Negative part of a Hermitian matrix A−A^- equals f(A)f(A) for f(x)=max⁡(−x,0)f(x) = \max(-x, 0)

Let AA be a Hermitian matrix. The negative part of AA, denoted A−A^{-}, is equal to the result of applying the continuous functional calculus to AA with the function f(x)={−xif x≤00if x>0f(x) = \begin{cases} -x & \text{if } x \le 0 \\ 0 & \text{if } x > 0 \end{cases}.

theorem

Agreement of Positive Part for `HermitianMat` and `Matrix`: A+=A.mat+A^+ = A.\text{mat}^+

Let AA be a Hermitian matrix. The positive part of AA as defined on the type of Hermitian matrices, denoted A+A^+, is equal to the positive part of its underlying matrix representation, denoted A.mat+A.\text{mat}^+. This theorem establishes that the specific `PosPart` instance for `HermitianMat` is consistent with the standard `PosPart` instance on general matrices.

theorem

Agreement of Negative Part for `HermitianMat` and `Matrix`: A−=A.mat−A^- = A.\text{mat}^-

Let AA be a Hermitian matrix. The negative part of AA as defined on the type of Hermitian matrices, denoted A−A^-, is equal to the negative part of its underlying matrix representation, denoted A.mat−A.\text{mat}^-. This theorem establishes that the specific `NegPart` instance for `HermitianMat` is consistent with the standard `NegPart` instance on general matrices.

theorem

A+=cfc(1(0,∞)⋅x)A^+ = \text{cfc}(\mathbb{1}_{(0, \infty)} \cdot x) for Hermitian matrices AA

Let AA be a Hermitian matrix. The positive part of AA, denoted A+A^+, is equal to the result of applying the continuous functional calculus to AA with the function f(x)={xif 0<x0otherwisef(x) = \begin{cases} x & \text{if } 0 < x \\ 0 & \text{otherwise} \end{cases}. This implies that the positive part can be equivalently defined using either a strict inequality (0<x0 < x) or a non-strict inequality (0≤x0 \le x) within the functional calculus.

theorem

Negative part of a Hermitian matrix A−A^- equals f(A)f(A) for f(x)=if x<0 then −x else 0f(x) = \text{if } x < 0 \text{ then } -x \text{ else } 0

Let AA be a Hermitian matrix. The negative part of AA, denoted A−A^{-}, is equal to the result of applying the continuous functional calculus to AA with the function f(x)={−xif x<00if x≥0f(x) = \begin{cases} -x & \text{if } x < 0 \\ 0 & \text{if } x \ge 0 \end{cases}.

theorem

Decomposition of a Hermitian matrix into positive and negative parts A=A+−A−A = A^+ - A^-

For any Hermitian matrix AA, the difference between its positive part A+A^+ and its negative part A−A^- is equal to the matrix itself, i.e., A+−A−=AA^+ - A^- = A. Here, A+A^+ is the projection of AA onto its nonnegative eigenvalues, and A−A^- is the projection of −A-A onto its nonnegative eigenvalues (corresponding to the absolute value of the negative eigenvalues of AA).

theorem

0≤A  ⟹  A+=A0 \le A \implies A^+ = A

Let AA be a Hermitian matrix in the space HermitianMat(n,k)\text{HermitianMat}(n, \mathbf{k}). If AA is positive semidefinite (denoted as 0≤A0 \le A in the Loewner partial order), then its positive part A+A^+ is equal to AA.

theorem

The positive part of a Hermitian matrix is non-negative (0≤A+0 \le A^+)

Let AA be a Hermitian matrix in HermitianMat(n,k)\text{HermitianMat}(n, \mathbf{k}). Let A+A^+ denote the positive part of AA, which is the result of applying the functional calculus to AA with the function f(x)=max⁡(0,x)f(x) = \max(0, x). Then A+A^+ is a positive semidefinite matrix, i.e., 0≤A+0 \le A^+.

theorem

The negative part A−A^- of a Hermitian matrix is non-negative (0≤A−0 \le A^-)

Let AA be a Hermitian matrix in HermitianMat n k\text{HermitianMat } n \: \mathbb{k}. The negative part of AA, denoted A−A^{-}, is a positive semidefinite matrix, i.e., 0≤A−0 \le A^{-}, where the inequality ≤\le refers to the Loewner partial order.

theorem

A≤A+A \le A^+ for Hermitian matrices

Let AA be a Hermitian matrix in Hermn(k)\text{Herm}_n(\mathbb{k}). Let A+A^+ denote the positive part of AA, which is the restriction of AA to its nonnegative eigenvalues (formally defined via the continuous functional calculus as the function f(x)=max⁡(x,0)f(x) = \max(x, 0) applied to AA). Then it holds that A≤A+A \le A^+ with respect to the Loewner partial order, meaning that A+−AA^+ - A is a positive semidefinite matrix.

theorem

Orthogonality of the Positive and Negative Parts of a Hermitian Matrix (A+A−=0A^+ A^- = 0)

Let AA be a Hermitian matrix. Let A+A^+ and A−A^- denote the positive and negative parts of AA, respectively, defined via the continuous functional calculus. Then the product of their underlying matrices is zero, i.e., A+⋅A−=0A^+ \cdot A^- = 0.

theorem

0≤⟨{A≤pB},B−A⟩0 \le \langle \{A \le_p B\}, B - A \rangle for Hermitian matrices A,BA, B

Let AA and BB be n×nn \times n Hermitian matrices with entries in an `RCLike` field k\mathbb{k}. Let {A≤pB}\{A \le_p B\} denote the projector onto the nonnegative eigenspace of the Hermitian matrix (B−A)(B - A). Then the inner product of this projector and the difference (B−A)(B - A) is non-negative, i.e., 0≤⟨{A≤pB},B−A⟩0 \le \langle \{A \le_p B\}, B - A \rangle, where the inner product ⟨⋅,⋅⟩\langle \cdot, \cdot \rangle is defined as the trace of the product of the matrices.

theorem

⟨{A≤pB},A⟩≤⟨{A≤pB},B⟩\langle \{A \le_p B\}, A \rangle \le \langle \{A \le_p B\}, B \rangle

Let AA and BB be Hermitian matrices of the same dimension. Let {A≤pB}\{A \le_p B\} denote the projector onto the nonnegative eigenspace of B−AB - A. Then the inner product of the projector and AA is less than or equal to the inner product of the projector and BB: ⟨{A≤pB},A⟩≤⟨{A≤pB},B⟩\langle \{A \le_p B\}, A \rangle \le \langle \{A \le_p B\}, B \rangle where the inner product is defined as ⟨X,Y⟩=Tr(XY)\langle X, Y \rangle = \text{Tr}(XY).

theorem

The inner product ⟨{A≤pB},B−A⟩\langle \{A \le_p B\}, B - A \rangle is non-negative

Let AA and BB be n×nn \times n Hermitian matrices over an R\mathbb{R}-clike field. Let {A≤pB}\{A \le_p B\} denote the projector onto the nonnegative eigenspace of B−AB - A. The inner product of {A≤pB}\{A \le_p B\} and B−AB - A, defined as ⟨{A≤pB},B−A⟩=Tr({A≤pB}(B−A))\langle \{A \le_p B\}, B - A \rangle = \text{Tr}(\{A \le_p B\}(B - A)), is non-negative.

theorem

The Inner Product of {A≤pB}\{A \leq_p B\} with AA is bounded by its Inner Product with BB

Let AA and BB be n×nn \times n Hermitian matrices over a field K\mathbb{K} (such as R\mathbb{R} or C\mathbb{C}). Let {A≤pB}\{A \leq_p B\} denote the projector onto the nonnegative eigenspace of the Hermitian matrix B−AB - A. Then the trace of the product of the projector with AA is less than or equal to the trace of its product with BB, i.e., ⟨{A≤pB},A⟩≤⟨{A≤pB},B⟩\langle \{A \leq_p B\}, A \rangle \leq \langle \{A \leq_p B\}, B \rangle where ⟨⋅,⋅⟩\langle \cdot, \cdot \rangle denotes the Frobenius inner product defined by ⟨X,Y⟩=Tr(XY)\langle X, Y \rangle = \text{Tr}(X Y).

theorem

The Positive Part Operator (⋅)+(\cdot)^+ on Hermitian Matrices is Continuous

The positive part operator (⋅)+(\cdot)^+, which maps a Hermitian matrix A∈HermitianMat(n,C)A \in \text{HermitianMat}(n, \mathbb{C}) to its projection onto its positive eigenvalues (formally defined via the continuous functional calculus as A+=f(A)A^+ = f(A) where f(x)=max⁡(x,0)f(x) = \max(x, 0)), is a continuous function.

theorem

The negative part operator A↦A−A \mapsto A^- is continuous.

Let HermitianMat(n,C)\text{HermitianMat}(n, \mathbb{C}) be the space of n×nn \times n Hermitian matrices over the complex numbers. The negative part operator, denoted by A↦A−A \mapsto A^-, is continuous. Here, the negative part A−A^- is defined via the continuous functional calculus as A−=f(A)A^- = f(A) where f(x)=max⁡(−x,0)f(x) = \max(-x, 0).

theorem

1−{B≤pA}={A<pB}1 - \{B \le_p A\} = \{A <_p B\}

Let AA and BB be Hermitian matrices. Let {B≤pA}\{B \le_p A\} be the orthogonal projector onto the non-negative eigenspace of A−BA - B, and let {A<pB}\{A <_p B\} be the orthogonal projector onto the positive eigenspace of B−AB - A. Then the identity matrix minus the projector onto the non-negative eigenspace of A−BA - B equals the projector onto the positive eigenspace of B−AB - A, i.e., 1−{B≤pA}={A<pB}1 - \{B \le_p A\} = \{A <_p B\}.

theorem

0≤{A<pB}⋅(B−A)0 \le \{A <_p B\} \cdot (B - A) for Hermitian matrices AA and BB

Let AA and BB be Hermitian matrices of size nn over a field k\mathbb{k}. Let {A<pB}\{A <_p B\} denote the projector onto the positive eigenspace of B−AB - A, defined via continuous functional calculus as 1(0,∞)(B−A)\mathbb{1}_{(0, \infty)}(B - A). Then the product of this projector and the difference matrix B−AB - A is a positive semi-definite matrix, i.e., 0≤{A<pB}⋅(B−A)0 \le \{A <_p B\} \cdot (B - A).

theorem

{A<pB}.mat⋅A.mat≤{A<pB}.mat⋅B.mat\{A <_p B\}.mat \cdot A.mat \le \{A <_p B\}.mat \cdot B.mat

Let AA and BB be Hermitian matrices of size n×nn \times n over a field k\mathbb{k}. Let {A<pB}\{A <_p B\} (denoted as `projLT A B`) be the Hermitian matrix that projects onto the positive eigenspace of B−AB - A. Then, the product of the matrix of this projector and AA is less than or equal to the product of the matrix of this projector and BB: {A<pB}.mat⋅A.mat≤{A<pB}.mat⋅B.mat\{A <_p B\}.mat \cdot A.mat \le \{A <_p B\}.mat \cdot B.mat where the inequality denotes the Loewner order (the difference of the matrices is positive semi-definite).

theorem

⟨A,A−⟩≤0\langle A, A^-\rangle \le 0 for Hermitian matrix AA

For any Hermitian matrix AA, the inner product between AA and its negative part A−A^- is non-positive, i.e., ⟨A,A−⟩≤0\langle A, A^-\rangle \le 0. Here, the inner product is defined as Tr(AB)\text{Tr}(AB) and the negative part A−A^- is the restriction of the matrix to its non-positive eigenvalues.

theorem

The inner product of the positive and negative parts of a Hermitian matrix is zero: ⟨A+,A−⟩=0\langle A^+, A^- \rangle = 0

Let AA be a Hermitian matrix. Let A+A^+ denote the positive part of AA and A−A^- denote the negative part of AA. The inner product ⟨A+,A−⟩\langle A^+, A^- \rangle is equal to 00. Here, the inner product of two Hermitian matrices AA and BB is defined as ⟨A,B⟩=tr(AB)\langle A, B \rangle = \text{tr}(AB).

theorem

⟨A,A−⟩=0↔0≤A\langle A, A^-\rangle = 0 \leftrightarrow 0 \le A

Let AA be a Hermitian matrix and A−A^- denote its negative part, which corresponds to the restriction of the matrix to its non-positive eigenvalues. Let ⟨A,B⟩=Tr(AB)\langle A, B \rangle = \text{Tr}(AB) be the Frobenius inner product on the space of Hermitian matrices. Then, the inner product of AA and its negative part is zero, ⟨A,A−⟩=0\langle A, A^-\rangle = 0, if and only if AA is positive semi-definite (0≤A0 \le A).

theorem

⟨A,A−⟩<0  ⟺  ¬0≤A\langle A, A^- \rangle < 0 \iff \neg 0 \le A

Let AA be a Hermitian matrix. Its negative part is denoted by A−A^-, and the inner product is defined as ⟨A,B⟩=Tr(AB)\langle A, B \rangle = \text{Tr}(AB). Then the inner product between AA and its negative part is strictly negative, ⟨A,A−⟩<0\langle A, A^-\rangle < 0, if and only if AA is not positive semi-definite (i.e., ¬0≤A\neg 0 \le A).

theorem

0≤A  ⟺  ∀B≥0,⟨A,B⟩≥00 \le A \iff \forall B \ge 0, \langle A, B \rangle \ge 0

Let AA be a Hermitian matrix of size n×nn \times n over a field k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}). Then AA is positive semi-definite (0≤A0 \le A) if and only if for every positive semi-definite Hermitian matrix BB, their Frobenius inner product is non-negative, i.e., 0≤⟨A,B⟩0 \le \langle A, B \rangle. The inner product is defined as ⟨A,B⟩=Re(Tr(AB))\langle A, B \rangle = \text{Re}(\text{Tr}(AB)).

theorem

A+=0  ⟺  A≤0A^+ = 0 \iff A \le 0

Let AA be a Hermitian matrix. Its positive part, denoted by A+A^+, is equal to the zero matrix if and only if AA is negative semi-definite, i.e., A≤0A \le 0 in the Loewner partial order.