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MIPRE.Background.Orthonormalization.Orthogonalization.FinDim.JointDiag

A joint orthonormal eigenbasis for a pair of operators x a : H →L[ℂ] H: an orthonormal basis basis of H, indexed by Fin (finrank ℂ H), each of whose vectors is an eigenvector of x with real eigenvalue lam k and an eigenvector of a with real eigenvalue mu k.

Such a datum exists exactly when x and a are commuting self-adjoint operators: see Orthogonalization.FinDim.exists_jointEigenbasis for one direction and JointEigenbasis.isSelfAdjoint_fst, JointEigenbasis.isSelfAdjoint_snd, JointEigenbasis.commute for the other.

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    Simultaneous diagonalization. Two commuting self-adjoint operators on a finite-dimensional complex inner product space admit a joint orthonormal eigenbasis with real eigenvalues.

    Elementary consequences of the eigen-equations #

    theorem Orthogonalization.FinDim.JointEigenbasis.ext_basis {H : Type u_1} [NormedAddCommGroup H] [InnerProductSpace ℂ H] [FiniteDimensional ℂ H] {x a : H →L[ℂ] H} (J : JointEigenbasis x a) {S T : H →L[ℂ] H} (h : ∀ (k : Fin (Module.finrank ℂ H)), S (J.basis k) = T (J.basis k)) :
    S = T

    Two continuous operators agreeing on the joint eigenbasis are equal.

    Exchanging the roles of the two operators.

    Equations
    • J.swap = { basis := J.basis, lam := J.mu, mu := J.lam, apply_fst := ⋯, apply_snd := ⋯ }
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      The rank-one spectral projections #

      The orthogonal projection onto the line spanned by the k-th joint eigenvector, i.e. the k-th rank-one spectral projection of the pair.

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        Each P k is an orthogonal (star) projection: self-adjoint and idempotent.

        A variant of P_apply_basis phrased as a scalar multiple of basis l, convenient for module-style computations.

        Distinct rank-one spectral projections are orthogonal.

        The rank-one spectral projections form a resolution of the identity.

        Spectral decomposition #

        The spectral decomposition of x in its joint eigenbasis.

        The spectral decomposition of a in its joint eigenbasis.

        An operator carrying a joint eigenbasis (with real eigenvalues) is self-adjoint.

        The second operator of a joint eigenbasis is self-adjoint.

        Operators sharing a joint eigenbasis commute.

        Commutation with the spectral projections #

        A self-adjoint operator having basis k as an eigenvector with a real eigenvalue commutes with the corresponding rank-one projection P k.

        Trace #

        The trace of x is the sum of its eigenvalues.

        The trace of a is the sum of its eigenvalues.

        The Loewner order and the eigenvalues #

        A nonnegative combination of the rank-one spectral projections is a positive operator.

        If all eigenvalues of x are nonnegative then 0 ≤ x in the Loewner order.

        If all eigenvalues of x are at most 1 then x ≤ 1 in the Loewner order.

        Conversely, 0 ≤ x forces every eigenvalue of x to be nonnegative.

        Conversely, x ≤ 1 forces every eigenvalue of x to be at most 1.

        x is in the operator interval [0, 1] exactly when all its eigenvalues are.

        The projections among the operators of a joint eigenbasis #

        An operator diagonal in an orthonormal basis with real eigenvalues is a star projection exactly when all its eigenvalues are 0 or 1.

        Perturbations: moving eigenvalue mass between two basis vectors #

        These are the operations Lemma 3.1 performs on an extreme point of its convex set: they preserve the joint eigenbasis (hence the commutation with a and the self-adjointness), preserve or shift the trace by a controlled amount, and stay inside [0, 1] as long as the perturbed eigenvalues do.

        noncomputable def Orthogonalization.FinDim.JointEigenbasis.shiftPair {H : Type u_1} [NormedAddCommGroup H] [InnerProductSpace ℂ H] [FiniteDimensional ℂ H] {x a : H →L[ℂ] H} (J : JointEigenbasis x a) (k l : Fin (Module.finrank ℂ H)) (δ : ℝ) :
        JointEigenbasis (x + ↑δ • (J.P k - J.P l)) a

        Adding δ to the k-th eigenvalue and subtracting δ from the l-th one: the operator x + δ • (P k - P l) is still diagonal in J.basis, and still has a as a joint partner.

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        • One or more equations did not get rendered due to their size.
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          theorem Orthogonalization.FinDim.JointEigenbasis.shiftPair_lam_eq_cases {H : Type u_1} [NormedAddCommGroup H] [InnerProductSpace ℂ H] [FiniteDimensional ℂ H] {x a : H →L[ℂ] H} (J : JointEigenbasis x a) {k l : Fin (Module.finrank ℂ H)} (hkl : k ≠ l) (δ : ℝ) (m : Fin (Module.finrank ℂ H)) :
          (J.shiftPair k l δ).lam m = J.lam k + δ ∨ (J.shiftPair k l δ).lam m = J.lam l - δ ∨ (J.shiftPair k l δ).lam m = J.lam m

          Every eigenvalue of the two-sided shift is either one of the two moved ones or an untouched eigenvalue of x.

          The two-sided shift still commutes with a.

          The two-sided shift is self-adjoint.

          The two-sided shift preserves the trace.

          theorem Orthogonalization.FinDim.JointEigenbasis.shiftPair_mem_Icc {H : Type u_1} [NormedAddCommGroup H] [InnerProductSpace ℂ H] [FiniteDimensional ℂ H] {x a : H →L[ℂ] H} (J : JointEigenbasis x a) (k l : Fin (Module.finrank ℂ H)) (δ : ℝ) (h0 : ∀ (m : Fin (Module.finrank ℂ H)), 0 ≤ (J.shiftPair k l δ).lam m) (h1 : ∀ (m : Fin (Module.finrank ℂ H)), (J.shiftPair k l δ).lam m ≤ 1) :
          0 ≤ x + ↑δ • (J.P k - J.P l) ∧ x + ↑δ • (J.P k - J.P l) ≤ 1

          The two-sided shift stays in the operator interval [0, 1] as soon as the shifted eigenvalues do.

          theorem Orthogonalization.FinDim.JointEigenbasis.shiftPair_mem_Icc_of {H : Type u_1} [NormedAddCommGroup H] [InnerProductSpace ℂ H] [FiniteDimensional ℂ H] {x a : H →L[ℂ] H} (J : JointEigenbasis x a) {k l : Fin (Module.finrank ℂ H)} (hkl : k ≠ l) (δ : ℝ) (h : ∀ (m : Fin (Module.finrank ℂ H)), J.lam m ∈ Set.Icc 0 1) (hk : J.lam k + δ ∈ Set.Icc 0 1) (hl : J.lam l - δ ∈ Set.Icc 0 1) :
          0 ≤ x + ↑δ • (J.P k - J.P l) ∧ x + ↑δ • (J.P k - J.P l) ≤ 1

          The form in which Lemma 3.1 uses the previous statement: if x already lies in [0, 1] eigenvalue-wise and the two moved eigenvalues stay in [0, 1], then so does the perturbed operator.

          Adding δ to the k-th eigenvalue only: the operator x + δ • P k is still diagonal in J.basis, and still has a as a joint partner.

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            Every eigenvalue of the one-sided shift is either the moved one or an untouched eigenvalue of x.

            The one-sided shift still commutes with a.

            The one-sided shift is self-adjoint.

            The one-sided shift moves the trace by exactly δ.

            theorem Orthogonalization.FinDim.JointEigenbasis.shiftOne_mem_Icc {H : Type u_1} [NormedAddCommGroup H] [InnerProductSpace ℂ H] [FiniteDimensional ℂ H] {x a : H →L[ℂ] H} (J : JointEigenbasis x a) (k : Fin (Module.finrank ℂ H)) (δ : ℝ) (h0 : ∀ (m : Fin (Module.finrank ℂ H)), 0 ≤ (J.shiftOne k δ).lam m) (h1 : ∀ (m : Fin (Module.finrank ℂ H)), (J.shiftOne k δ).lam m ≤ 1) :
            0 ≤ x + ↑δ • J.P k ∧ x + ↑δ • J.P k ≤ 1

            The one-sided shift stays in the operator interval [0, 1] as soon as the shifted eigenvalues do.

            theorem Orthogonalization.FinDim.JointEigenbasis.shiftOne_mem_Icc_of {H : Type u_1} [NormedAddCommGroup H] [InnerProductSpace ℂ H] [FiniteDimensional ℂ H] {x a : H →L[ℂ] H} (J : JointEigenbasis x a) (k : Fin (Module.finrank ℂ H)) (δ : ℝ) (h : ∀ (m : Fin (Module.finrank ℂ H)), J.lam m ∈ Set.Icc 0 1) (hk : J.lam k + δ ∈ Set.Icc 0 1) :
            0 ≤ x + ↑δ • J.P k ∧ x + ↑δ • J.P k ≤ 1

            The form in which Lemma 3.1 uses the previous statement.