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QuantumInfo.ForMathlib.HermitianMat.Proj

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definition

Orthogonal projector onto a submodule SS

#projector

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 vSv \in S, and maps any vector in the orthogonal complement SS^\perp to zero.

theorem

PS+PS=IP_S + P_{S^\perp} = I

#projector_add_orthogonal

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 SS^\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

#trace_projector

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

#supportProj

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 (kerA)(\ker A)^\perp.

definition

Orthogonal projector onto the kernel of a Hermitian matrix AA

#kerProj

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 PkerAP_{\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

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

#kerProj_add_supportProj

Let AA be a Hermitian matrix in Hermn(k)\text{Herm}_n(\mathbb{k}). Let PkerAP_{\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: PkerA+Psupp A=IP_{\ker A} + P_{\text{supp } A} = I

theorem

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

#kerProj_of_nonSingular

Let AA be a Hermitian matrix. If AA is non-singular, then its kernel projector PkerAP_{\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.

#supportProj_of_nonSingular

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

#projector_eq_sum_rankOne

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}iι\{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 iιi \in \iota of the outer products of the basis vectors, i.e., (PS)mat=iιvivi (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 viv_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

#projector_support_eq_sum

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, viv_i^* denotes the conjugate transpose of viv_i, and the coefficient f(λi)f(\lambda_i) is 11 if λi0\lambda_i \neq 0 and 00 if λi=0\lambda_i = 0.

theorem

supportProj(A)=A.cfc(1x0)\text{supportProj}(A) = A.\text{cfc}(\mathbb{1}_{x \neq 0})

#supportProj_eq_cfc

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 x0f(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 BAB - A

#projLE

Given two Hermitian matrices AA and BB, the function projLE(A,B)\text{projLE}(A, B) (denoted as {ApB}\{A \le_p B\}) returns the Hermitian matrix representing the orthogonal projector onto the subspace spanned by the eigenvectors of BAB - A corresponding to non-negative eigenvalues. Specifically, it is defined by applying the continuous functional calculus to the matrix (BA)(B - A) with the indicator function f(x)={1if x00if 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 PAPPBPP A P \le P B P holds in the Loewner order.

definition

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

#projLT

Given two Hermitian matrices AA and BB in the space HermitianMatn(k)\text{HermitianMat}_n(\mathbb{k}), the projector onto the positive eigenspace of BAB - A is defined as the result of applying the continuous functional calculus to BAB - 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 BAB - A corresponding to strictly positive eigenvalues.

definition

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

#term{_≥ₚ_}

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

definition

Notation {ApB}\{A \le_p B\} for the projector onto the nonnegative eigenspace of BAB - A

#term{_≤ₚ_}

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

definition

Projector onto the positive eigenspace of ABA - B

#term{_>ₚ_}

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 ABA - B. This is equivalent to `projLT B A`.

definition

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

#term{_<ₚ_}

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 BAB - A corresponding to strictly positive eigenvalues.

theorem

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

#projLE_def

For any two Hermitian matrices AA and BB, the projector onto the nonnegative eigenspace of BAB - A, denoted as {ApB}\{A \le_p B\}, is defined as the result of applying the continuous functional calculus to the matrix BAB - A with the indicator function f(x)={1if 0x0if 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

#projLT_def

For any two Hermitian matrices AA and BB, the projector {A<pB}\{A <_p B\} onto the positive eigenspace of BAB - A is defined as the continuous functional calculus of BAB - 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 {ApB}\{A \leq_p B\} is Idempotent

#projLE_sq

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

theorem

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

#projLT_sq

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 BAB - A. Then, {A<pB}\{A <_p B\} is idempotent, specifically {A<pB}2={A<pB}\{A <_p B\}^2 = \{A <_p B\}.

theorem

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

#projLE_zero_cfc

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

#projLT_zero_cfc

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

{Ap0}\{A \leq_p 0\} as a Continuous Functional Calculus of AA

#projLE_zero_cfc'

For a Hermitian matrix AA, the projector onto the non-positive eigenspace, denoted by {Ap0}\{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, {Ap0}=cfcA(f)\{A \leq_p 0\} = \text{cfc}_A(f), where f(x)=1f(x) = 1 if x0x \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

#projLT_zero_cfc'

Let AA be a Hermitian matrix. The projector onto the positive eigenspace of 0A0 - 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 x0f(x) = \begin{cases} 1 & \text{if } x < 0 \\ 0 & \text{if } x \geq 0 \end{cases}.

theorem

The projector {ApB}\{A \le_p B\} is positive semidefinite

#projLE_nonneg

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

theorem

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

#projLT_nonneg

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 BAB - 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 {ApB}\{A \le_p B\} is bounded above by the identity matrix II in the Loewner order.

#projLE_le_one

Let AA and BB be Hermitian matrices in HermitianMat(n,k)\text{HermitianMat}(n, \mathbf{k}). Let {ApB}\{A \le_p B\} (denoted in Lean as `projLE A B`) be the Hermitian projector onto the nonnegative eigenspace of the difference BAB - A. Then {ApB}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 {ApB}\{A \le_p B\} and (BA)(B - A) is non-negative

#projLE_mul_nonneg

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

theorem

Compatibility of the projector {ApB}\{A \leq_p B\} with the inequality PAPBP A \leq P B

#projLE_mul_le

Let AA and BB be Hermitian matrices of size nn over a field k\mathbb{k}. Let P={ApB}P = \{A \leq_p B\} be the projector onto the nonnegative eigenspace of the matrix BAB - 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., PAPBP A \leq P B.

theorem

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

#proj_le_add_lt

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 BAB - A, and let {BpA}\{B \le_p A\} denote the projector onto the non-negative eigenspace of ABA - B. Then the sum of these two projectors is the identity matrix II, i.e., {A<pB}+BpA=1\{A <_p B\} + {B \le_p A} = 1.

theorem

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

#conj_lt_add_conj_le

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 {0pA}\{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{0pA}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 {0pA}\{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\}

#supportProj_eq_proj_lt_add_proj_lt

For any Hermitian matrix AHermn(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 \( A^+ \)

#instPosPart

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

instance

The negative part of a Hermitian matrix \( A^- \)

#instNegPart

For a Hermitian matrix \( A \) in the space of \( n \times n \) Hermitian matrices over a field \( \mathbb{k} \), the negative part \( A^- \) is defined using the continuous functional calculus (CFC) as \( A.cfc(f) \), where \( f(x) = \max(-x, 0) \). 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))

#posPart_eq_cfc_max

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 x0x \sqcup 0).

theorem

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

#negPart_eq_cfc_min

Let AA be a Hermitian matrix. The negative part of AA, denoted AA^{-}, 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

#posPart_eq_cfc_ite

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 x00if 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 AA^- equals f(A)f(A) for f(x)=max(x,0)f(x) = \max(-x, 0)

#negPart_eq_cfc_ite

Let AA be a Hermitian matrix. The negative part of AA, denoted AA^{-}, is equal to the result of applying the continuous functional calculus to AA with the function f(x)={xif x00if 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}^+

#posPart_eq_posPart_toMat

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.matA^- = A.\text{mat}^-

#negPart_eq_negPart_toMat

Let AA be a Hermitian matrix. The negative part of AA as defined on the type of Hermitian matrices, denoted AA^-, is equal to the negative part of its underlying matrix representation, denoted A.matA.\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

#posPart_eq_cfc_lt

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 (0x0 \le x) within the functional calculus.

theorem

Negative part of a Hermitian matrix AA^- 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

#negPart_eq_cfc_lt

Let AA be a Hermitian matrix. The negative part of AA, denoted AA^{-}, is equal to the result of applying the continuous functional calculus to AA with the function f(x)={xif x<00if x0f(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+AA = A^+ - A^-

#posPart_add_negPart

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

theorem

0A    A+=A0 \le A \implies A^+ = A

#posPart_eq_self

Let AA be a Hermitian matrix in the space HermitianMat(n,k)\text{HermitianMat}(n, \mathbf{k}). If AA is positive semidefinite (denoted as 0A0 \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 (0A+0 \le A^+)

#posPart_nonneg

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., 0A+0 \le A^+.

theorem

The negative part AA^- of a Hermitian matrix is non-negative (0A0 \le A^-)

#negPart_nonneg

Let AA be a Hermitian matrix in HermitianMat nk\text{HermitianMat } n \: \mathbb{k}. The negative part of AA, denoted AA^{-}, is a positive semidefinite matrix, i.e., 0A0 \le A^{-}, where the inequality \le refers to the Loewner partial order.

theorem

AA+A \le A^+ for Hermitian matrices

#posPart_le

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 AA+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)

#posPart_mul_negPart

Let AA be a Hermitian matrix. Let A+A^+ and AA^- 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{ApB},BA0 \le \langle \{A \le_p B\}, B - A \rangle for Hermitian matrices A,BA, B

#projLE_inner_nonneg

Let AA and BB be n×nn \times n Hermitian matrices with entries in an `RCLike` field k\mathbb{k}. Let {ApB}\{A \le_p B\} denote the projector onto the nonnegative eigenspace of the Hermitian matrix (BA)(B - A). Then the inner product of this projector and the difference (BA)(B - A) is non-negative, i.e., 0{ApB},BA0 \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

{ApB},A{ApB},B\langle \{A \le_p B\}, A \rangle \le \langle \{A \le_p B\}, B \rangle

#projLE_inner_le

Let AA and BB be Hermitian matrices of the same dimension. Let {ApB}\{A \le_p B\} denote the projector onto the nonnegative eigenspace of BAB - A. Then the inner product of the projector and AA is less than or equal to the inner product of the projector and BB: {ApB},A{ApB},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 {ApB},BA\langle \{A \le_p B\}, B - A \rangle is non-negative

#inner_projLE_nonneg

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

theorem

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

#inner_projLE_le

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 {ApB}\{A \leq_p B\} denote the projector onto the nonnegative eigenspace of the Hermitian matrix BAB - 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., {ApB},A{ApB},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

#posPart_Continuous

The positive part operator ()+(\cdot)^+, which maps a Hermitian matrix AHermitianMat(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 AAA \mapsto A^- is continuous.

#negPart_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 AAA \mapsto A^-, is continuous. Here, the negative part AA^- 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{BpA}={A<pB}1 - \{B \le_p A\} = \{A <_p B\}

#one_sub_projLT

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

theorem

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

#projLT_mul_nonneg

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 BAB - A, defined via continuous functional calculus as 1(0,)(BA)\mathbb{1}_{(0, \infty)}(B - A). Then the product of this projector and the difference matrix BAB - A is a positive semi-definite matrix, i.e., 0{A<pB}(BA)0 \le \{A <_p B\} \cdot (B - A).

theorem

{A<pB}.matA.mat{A<pB}.matB.mat\{A <_p B\}.mat \cdot A.mat \le \{A <_p B\}.mat \cdot B.mat

#proj_lt_mul_lt

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 BAB - 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}.matA.mat{A<pB}.matB.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,A0\langle A, A^-\rangle \le 0 for Hermitian matrix AA

#inner_negPart_nonpos

For any Hermitian matrix AA, the inner product between AA and its negative part AA^- is non-positive, i.e., A,A0\langle A, A^-\rangle \le 0. Here, the inner product is defined as Tr(AB)\text{Tr}(AB) and the negative part AA^- 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

#posPart_inner_negPart_zero

Let AA be a Hermitian matrix. Let A+A^+ denote the positive part of AA and AA^- 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=00A\langle A, A^-\rangle = 0 \leftrightarrow 0 \le A

#inner_negPart_zero_iff

Let AA be a Hermitian matrix and AA^- 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 (0A0 \le A).

theorem

A,A<0    ¬0A\langle A, A^- \rangle < 0 \iff \neg 0 \le A

#inner_negPart_neg_iff

Let AA be a Hermitian matrix. Its negative part is denoted by AA^-, 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., ¬0A\neg 0 \le A).

theorem

0A    B0,A,B00 \le A \iff \forall B \ge 0, \langle A, B \rangle \ge 0

#nonneg_iff_inner_nonneg

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 (0A0 \le A) if and only if for every positive semi-definite Hermitian matrix BB, their Frobenius inner product is non-negative, i.e., 0A,B0 \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)).