diff --git a/src/op/system/completely.tex b/src/op/system/completely.tex index 6f26c58..dc816cd 100644 --- a/src/op/system/completely.tex +++ b/src/op/system/completely.tex @@ -215,89 +215,194 @@ \begin{lemma}[Schur Complement Condition for Positivity] \label{lemma:schur-complement-positive} - Let $H$ be a complex Hilbert space, $x, y \in B(H)$, and $z \in G(B(H))$, then - \[ - \begin{bmatrix} - x &y \\ - y^* &z - \end{bmatrix} \ge 0 - \] - if and only if $z \ge 0$ and $x - yz^{-1}y^* \ge 0$. -\end{lemma} -\begin{proof} - ($\Leftarrow$): Suppose that $z \ge 0$ and $x - yz^{-1}y^* \ge 0$, then since $z$ is invertible, - \begin{align*} - \begin{bmatrix} - x &y \\ - y^* &z - \end{bmatrix} &= \begin{bmatrix} - I &yz^{-1} \\ - 0 &I - \end{bmatrix}\begin{bmatrix} - x - yz^{-1}y^* &0 \\ - 0 &z - \end{bmatrix}\begin{bmatrix} - I &0 \\ - z^{-1}y^* &I - \end{bmatrix} \\ - &= \begin{bmatrix} - I &0 \\ - z^{-1}y^* &I - \end{bmatrix}^*\begin{bmatrix} - x - yz^{-1}y^* &0 \\ - 0 &z - \end{bmatrix}\begin{bmatrix} - I &0 \\ - z^{-1}y^* &I - \end{bmatrix} - \end{align*} - - Since the middle factor is positive, the given matrix is positive as well. - - ($\Rightarrow$): Now suppose that the given matrix is positive, then for any $\xi \in H$, - \[ - \dpn{z\xi, \xi}{H} = \angles{\begin{bmatrix} - x &y \\ - y^* &z + Let $H$ be a complex Hilbert space, $P, Q, A \in B(H)$. Suppose that $P$ is invertible, then + \begin{enumerate}[label=(P\arabic*)] + \item If $P$ is also positive, then + \[ + \begin{bmatrix} + P &A \\ + A^* &Q + \end{bmatrix} = \begin{bmatrix} + P^{1/2} &0 \\ + A^*P^{-1/2} &I \end{bmatrix}\begin{bmatrix} - 0 \\ - \xi - \end{bmatrix}, \begin{bmatrix} - 0 \\ - \xi - \end{bmatrix}}_{H^2} \ge 0 + I &0 \\ + 0 & Q - AP^{-1}A^* + \end{bmatrix}\begin{bmatrix} + P^{1/2} &P^{-1/2}A \\ + 0 &I + \end{bmatrix} + \] + + \item $\left[\begin{smallmatrix} P & A \\ A^* & Q \end{smallmatrix}\right] \ge 0$ if and only if $P \ge 0$ and $Q - A^*P^{-1}A \ge 0$. + \end{enumerate} + + The operator $Q - A^*P^{-1}A$ is the \textbf{Schur complement} of $P$. Similarly, if $Q$ is invertible, then + \begin{enumerate}[label=(Q\arabic*)] + \item If $Q$ is also positive, then + \[ + \begin{bmatrix} + P &A \\ + A^* &Q + \end{bmatrix} = \begin{bmatrix} + Q^{1/2} &Q^{-1/2}A \\ + 0 &I + \end{bmatrix}\begin{bmatrix} + I &0 \\ + 0 & P - A^*Q^{-1}A + \end{bmatrix}\begin{bmatrix} + Q^{1/2} &0 \\ + A^*Q^{-1/2} &I + \end{bmatrix} + \] + + \item $\left[\begin{smallmatrix} P & A \\ A^* & Q \end{smallmatrix}\right] \ge 0$ if and only if $Q \ge 0$ and $P - A^*Q^{-1}A \ge 0$. + \end{enumerate} + + Finally, let $P^{-1/2}: P^{1/2}(H) \to {P^{1/2}(H)}$ and $Q^{-1/2}: Q^{1/2}(H) \to {Q^{1/2}(H)}$ be inverses of $P^{1/2}$ and $Q^{1/2}$ on their images, respectively, $P^{-1} = (P^{-1/2})^2$, and $Q^{-1} = (Q^{-1/2})^2$, then the following are equivalent: + \begin{enumerate} + \item $\left[\begin{smallmatrix} P & A \\ A^* & Q \end{smallmatrix}\right] \ge 0$. + \item For each $\xi, \eta \in H$, $|\dpn{A\xi, \eta}{H}| \le \dpn{Q\xi, \xi}{H}^{1/2}\dpn{P\eta, \eta}{H}^{1/2}$. + \item $P \ge 0$, $A(H) \subset P^{1/2}(H)$, and $Q - A^*P^{-1}A \ge 0$. + \item $Q \ge 0$, $A(H) \subset Q^{1/2}(H)$, and $P - AQ^{-1}A^* \ge 0$. + \end{enumerate} + +\end{lemma} +\begin{proof}[Proof, {{\cite[Exercise 3.2]{Paulsen}}}. ] + (P1): Since $P$ is positive and invertible, so is $P^{1/2}$. Thus + \begin{align*} + \begin{bmatrix} + P &A \\ + A^* &Q + \end{bmatrix} &= \begin{bmatrix} + P^{1/2}P^{1/2} &P^{1/2}P^{-1/2}A \\ + A^*P^{-1/2}P^{1/2} &Q + \end{bmatrix} \\ + &= \begin{bmatrix} + P^{1/2} &0 \\ + A^*P^{-1/2} &I + \end{bmatrix}\begin{bmatrix} + P^{1/2} &P^{-1/2}A \\ + 0 &Q - A^*P^{-1}A + \end{bmatrix} \\ + \begin{bmatrix} + P^{1/2} &P^{-1/2}A \\ + 0 &Q - A^*P^{-1}A + \end{bmatrix} &= \begin{bmatrix} + I &0 \\ + 0 &Q - A^*P^{-1}A + \end{bmatrix} \begin{bmatrix} + P^{1/2} &P^{-1/2}A \\ + 0 &I + \end{bmatrix} + \end{align*} + + and + + \[ + \begin{bmatrix} + P &A \\ + A^* &Q + \end{bmatrix} = \begin{bmatrix} + P^{1/2} &0 \\ + A^*P^{-1/2} &I + \end{bmatrix}\begin{bmatrix} + I &0 \\ + 0 & Q - A^*P^{-1}A + \end{bmatrix}\begin{bmatrix} + P^{1/2} &P^{-1/2}A \\ + 0 &I + \end{bmatrix} \] - so $z \ge 0$. As such, - \begin{align*} + (P2): If $P$ is also positive and $Q - A^*P^{-1}A \ge 0$, then by (P1), $\left[\begin{smallmatrix} P & A \\ A^* & Q \end{smallmatrix}\right]$ is of the form $MDM^*$, where $D$ is positive. Thus the given matrix is also positive. + + On the other hand, if $\left[\begin{smallmatrix} P & A \\ A^* & Q \end{smallmatrix}\right] \ge 0$, then as a diagonal entry, $P$ is also positive. In addition, + \[ \begin{bmatrix} - x - yz^{-1}y^* &0 \\ - 0 &z - \end{bmatrix} &= \begin{bmatrix} - I &-yz^{-1} \\ - 0 &I - \end{bmatrix}\begin{bmatrix} - x &y \\ - y^* &z - \end{bmatrix}\begin{bmatrix} - I &0 \\ - -z^{-1}y^* &I - \end{bmatrix} \\ - &= \begin{bmatrix} - I &0 \\ - -z^{-1}y^* &I - \end{bmatrix}^*\begin{bmatrix} - x &y \\ - y^* &z - \end{bmatrix}\begin{bmatrix} - I &0 \\ - -z^{-1}y^* &I - \end{bmatrix} \\ + I &0 \\ + 0 & Q - A^*P^{-1}A + \end{bmatrix} = \begin{bmatrix} + P^{-1/2} &0 \\ + -P^{-1}A^* &I + \end{bmatrix}\begin{bmatrix} + P &A \\ + A^* &Q + \end{bmatrix} \begin{bmatrix} + P^{-1/2} &-P^{-1}A \\ + 0 &I + \end{bmatrix} + \] + + is also of the form $MDM^*$, where $D$ is positive, so the diagonal matrix, and hence $Q - A^*P^{-1}A$ are also positive. + + (1) $\Rightarrow$ (2): If $\left[\begin{smallmatrix} P & A \\ A^* & Q \end{smallmatrix}\right] \ge 0$, then $\left[\begin{smallmatrix} P + \eps & A \\ A^* & Q \end{smallmatrix}\right] \ge 0$ for all $\eps > 0$. By (P2), $P + \eps \ge 0$ and $Q - A^*(P + \eps)^{-1}A \ge 0$. Thus for any $\xi, \eta \in H$, by (P2) and the \hyperref[Cauchy-Schwarz inequality]{proposition:cauchy-schwarz}, + \begin{align*} + |\dpn{A\xi, \eta}{H}| &= |\dpn{(P + \eps)^{-1/2}A\xi, (P + \eps)^{1/2}\eta}{H}| \\ + &\le \normn{(P + \eps)^{-1/2}A\xi}_{H} \normn{(P + \eps)^{1/2}\eta}_H \\ + &= \dpn{A^*(P + \eps)^{-1}A\xi, \xi}{H}^{1/2}\normn{(P + \eps)^{1/2}\eta}_H \\ + &= \dpn{Q\xi, \xi}{H}^{1/2}\dpn{(P + \eps)\eta, \eta}{H}^{1/2} + \end{align*} + + As the above holds for all $\eps > 0$, + \[ + |\dpn{A\xi, \eta}{H}| \le \dpn{Q\xi, \xi}{H}^{1/2}\dpn{P\eta, \eta}{H}^{1/2} + \] + + (2) $\Rightarrow$ (3): Let $\xi \in H$, then for all $\eta \in P^{1/2}(H)$, + \[ + |\dpn{A\xi, P^{-1/2}\eta}{H}| \le \dpn{Q\xi, \xi}{H}^{1/2}\dpn{\eta, \eta}{H}^{1/2} + \] + + By the \hyperref[Riesz Representation Theorem]{theorem:riesz-hilbert}, there exists $\theta \in \ol{P^{1/2}(H)}$ such that + \[ + \dpn{A\xi, P^{-1/2}\eta}{H} = \dpn{\theta, \eta}{H} + \] + + for all $\eta \in P^{1/2}(H)$, so + \[ + \dpn{A\xi, P^{1/2}\eta}{H} = \dpn{\theta, P^{1/2}\eta}{H} = \dpn{P^{1/2}\theta, \eta}{H} + \] + + for all $\eta \in H$, and $A\xi \in P^{1/2}(H)$. In addition, for any $\xi \in H$, + \begin{align*} + \dpn{(Q - A^*P^{-1}A)\xi, \xi}{H} &= \dpn{Q\xi, \xi}{H} - \dpn{P^{-1}A\xi, A\xi}{H} \\ + &= \dpn{Q\xi, \xi}{H} - \dpn{A\xi, P^{-1}A\xi}{H} \\ + &= \dpn{Q\xi, \xi}{H} - \dpn{Q\xi, \xi}{H}^{1/2}\dpn{PP^{-1}A\xi, P^{-1}A\xi}{H}^{1/2} \\ + &\ge \dpn{Q\xi, \xi}{H} - \dpn{Q\xi, \xi}{H}^{1/2}\dpn{A^*P^{-1}A\xi, \xi}{H}^{1/2} \\ + &\ge \dpn{Q\xi, \xi}{H} - \frac{\dpn{Q\xi, \xi}{H}}{2} - \frac{\dpn{A^*P^{-1}A\xi, \xi}{H}}{2} \\ + &= \frac{1}{2}\dpn{(Q - A^*P^{-1}A)\xi, \xi}{H} \end{align*} - Since the middle factor is positive, the left hand side is also positive. Therefore $x - yz^{-1}y^* \ge 0$ as well. + by \hyperref[Young's Inequality]{lemma:young-inequality}. Therefore $Q - A^*P^{-1}A \ge 0$. + + (3) $\Rightarrow$ (1): If $A(H) \subset P^{1/2}(H)$ and $Q - A^*P^{-1}A \ge 0$. For each $\xi \in H$, + \[ + \dpn{P^{-1}P^{1/2}\xi, P^{1/2}\xi}{H} = \dpn{P^{-1}P\xi, \xi}{H} = \dpn{\xi, \xi}{H} + \] + + and by the \hyperref[continuous functional calculus]{definition:continuous-functional-calculus}, + \[ + \dpn{(P+\eps)^{-1}P^{1/2}\xi, P^{1/2}\xi}{H} = \dpn{(P+\eps)^{-1}P\xi, \xi}{H} \le \dpn{\xi, \xi}{H} + \] + + Thus $\dpn{P^{-1}\xi, \xi}{H} \ge \dpn{(P+\eps)^{-1}\xi, \xi}{H}$ for all $\xi \in P^{1/2}(H)$. In particular, since $A(H) \subset P^{1/2}(H)$, + \begin{align*} + \dpn{P^{-1}A\xi, A\xi}{H} &\ge \dpn{(P+\eps)^{-1}A\xi, A\xi}{H} \\ + \dpn{A^*P^{-1}A\xi, \xi}{H} &\ge \dpn{A^*(P+\eps)^{-1}A\xi,\xi}{H} + \end{align*} + + so + + \[ + 0 \le Q - A^*P^{-1}A \le Q - A^*(P + \eps)^{-1}A + \] + + and $\left[\begin{smallmatrix} P + \eps & A \\ A^* & Q \end{smallmatrix}\right] \ge 0$. As this holds for all $\eps > 0$, $\left[\begin{smallmatrix} P& A \\ A^* & Q \end{smallmatrix}\right] \ge 0$. + \end{proof} + \begin{example} \label{example:transpose-not-completely-positive} Let $T: M_2(\complex) \to M_2(\complex)$ be the transpose map, then $T$ is positive, but not $2$-positive.