On the subject of 2x2 matrices.
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Bokuan Li
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@@ -73,7 +73,7 @@ The following is a slight generalisation of one form of the above example, but s
\normn{\phi_n(1_{M_n(A)})}_{M_n(B)}^{-1} &\le \phi_n(1_{M_n(A)})^{-1} \normn{\phi_n(1_{M_n(A)})}_{M_n(B)}^{-1} &\le \phi_n(1_{M_n(A)})^{-1}
\end{align*} \end{align*}
By the \hyperref[Schur complement condition]{lemma:schur-complement-positive}, By the \hyperref[Schur complement condition]{proposition:schur-complement-positive},
\begin{align*} \begin{align*}
\phi_n(1_{M_n(A)}) &\ge \phi_n(T)\phi_n(1_{M_n(A)})^{-1}\phi_n(T)^* \\ \phi_n(1_{M_n(A)}) &\ge \phi_n(T)\phi_n(1_{M_n(A)})^{-1}\phi_n(T)^* \\
&\ge \normn{\phi_n(1_{M_n(A)})}_{M_n(B)}^{-1}\phi_n(T)\phi_n(T)^* \\ &\ge \normn{\phi_n(1_{M_n(A)})}_{M_n(B)}^{-1}\phi_n(T)\phi_n(T)^* \\
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@@ -90,74 +90,6 @@
% Omitted % Omitted
\begin{lemma}
\label{lemma:norm-matrix-test}
Let $A$ be a unital $C^*$-algebra, then for any $x \in A$ and $y \in A_{sa}$, $x^*x \le y$ if and only if
\[
\begin{bmatrix}
1 &x \\
x^* &y
\end{bmatrix} \ge 0
\]
in $M_2(A)$. In particular, $\norm{x}_A \le 1$ if and only if
\[
\begin{bmatrix}
1 &x \\
x^* &1
\end{bmatrix} \ge 0
\]
in $M_2(A)$.
\end{lemma}
\begin{proof}[Proof, {{\cite[Lemma 3.1]{Paulsen}}}. ]
Using the \hyperref[Gelfand-Naimark Theorem]{theorem:gns}, assume without loss of generality that there exists a complex Hilbert space $H$ such that $A \subset B(H)$. For any $\xi, \eta \in H$,
\[
\angles{ \begin{bmatrix}
1 &x \\
x^* &y
\end{bmatrix}\begin{bmatrix}
\xi \\
\eta
\end{bmatrix}, \begin{bmatrix}
\xi \\
\eta
\end{bmatrix}}_{H^2} = \norm{\xi}_H^2 + \dpn{x\eta, \xi}{H} + \dpn{\xi, x\eta}{H} + \dpn{y\eta, \eta}{H}
\]
($\Rightarrow$): If $y \ge x^*x$, then by the \hyperref[Cauchy-Schwarz inequality]{proposition:cauchy-schwarz},
\begin{align*}
\angles{ \begin{bmatrix}
1 &x \\
x^* &y
\end{bmatrix}\begin{bmatrix}
\xi \\
\eta
\end{bmatrix}, \begin{bmatrix}
\xi \\
\eta
\end{bmatrix}}_{H^2} &\ge \norm{\xi}_H^2 + \dpn{x\eta, \xi}{H} + \dpn{\xi, x\eta}{H} + \dpn{x\eta, x\eta}{H} \\
&\ge \norm{\xi}_H^2 - 2\norm{\xi}_H\norm{x\eta}_H + \norm{x\eta}_H^2 \ge 0
\end{align*}
($\Leftarrow$): If the matrix is positive, then for each $\eta \in H$,
\begin{align*}
0 &\le \angles{ \begin{bmatrix}
1 &x \\
x^* &y
\end{bmatrix}\begin{bmatrix}
-x\eta \\
\eta
\end{bmatrix}, \begin{bmatrix}
-x\eta \\
\eta
\end{bmatrix}}_{H^2} = \norm{x\eta}_H^2 -2\dpn{x\eta, x\eta}{H} + \dpn{y\eta, \eta}{H} \\
&\le \dpn{y\eta, \eta}{H} - \dpn{x\eta, x\eta}{H} = \dpn{(y - x^*x)\eta, \eta}{H}
\end{align*}
so $y \ge x^*x$.
\end{proof}
\begin{proposition} \begin{proposition}
\label{proposition:unital-2-positive-contractive} \label{proposition:unital-2-positive-contractive}
Let $A, B$ be unital $C^*$-algebras, $S \subset A$ be an operator system, $\phi: S \to B$ be a unital $2$-positive map, then $\norm{\phi}_{L(S; B)} \le 1$. Let $A, B$ be unital $C^*$-algebras, $S \subset A$ be an operator system, $\phi: S \to B$ be a unital $2$-positive map, then $\norm{\phi}_{L(S; B)} \le 1$.
@@ -213,194 +145,6 @@
By \autoref{lemma:norm-matrix-test}, $\phi(x)^*\phi(x) \le \phi(x^*x)$. By \autoref{lemma:norm-matrix-test}, $\phi(x)^*\phi(x) \le \phi(x^*x)$.
\end{proof} \end{proof}
\begin{lemma}[Schur Complement Condition for Positivity]
\label{lemma:schur-complement-positive}
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
\[
\begin{bmatrix}
P &A \\
A^* &Q
\end{bmatrix} = \begin{bmatrix}
P^{1/2} &0 \\
A^*P^{-1/2} &I
\end{bmatrix}\begin{bmatrix}
I &0 \\
0 & Q - AP^{-1}A^*
\end{bmatrix}\begin{bmatrix}
P^{1/2} &P^{-1/2}A \\
0 &I
\end{bmatrix}
\]
\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
\[
\begin{bmatrix}
P &A \\
A^* &Q
\end{bmatrix} = \begin{bmatrix}
P^{1/2} &0 \\
A^*P^{-1/2} &I
\end{bmatrix}\begin{bmatrix}
I &0 \\
0 & Q - A^*P^{-1}A
\end{bmatrix}\begin{bmatrix}
P^{1/2} &P^{-1/2}A \\
0 &I
\end{bmatrix}
\]
(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,
\[
\begin{bmatrix}
I &0 \\
0 & Q - A^*P^{-1}A
\end{bmatrix} = \begin{bmatrix}
P^{-1/2} &0 \\
-P^{-1}A^* &I
\end{bmatrix}\begin{bmatrix}
P &A \\
A^* &Q
\end{bmatrix} \begin{bmatrix}
P^{-1/2} &-P^{-1}A \\
0 &I
\end{bmatrix}
\]
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*}
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} \begin{example}
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\input{./dilation.tex} \input{./dilation.tex}
\input{./os.tex} \input{./os.tex}
\input{./two.tex}
\input{./completely.tex} \input{./completely.tex}
\input{./complete-upgrade.tex} \input{./complete-upgrade.tex}
\input{./module.tex} \input{./module.tex}
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By \autoref{lemma:matrix-positive-topleft-corner-zero}, $\phi(b)\phi(a) - \phi(ba) = 0$. By \autoref{lemma:matrix-positive-topleft-corner-zero}, $\phi(b)\phi(a) - \phi(ba) = 0$.
\end{proof} \end{proof}
\begin{definition}[Conditional Expectation]
\label{definition:cstar-conditional-expectation}
Let $A, B$ be unital $C^*$-algebras and $\phi: A \to B$ be a linear map, then $\phi$ is a \textbf{conditional expectation} if:
\begin{enumerate}
\item $\phi$ is unital and completely positive.
\item $\phi|_B$ is the identity.
\end{enumerate}
\end{definition}
\begin{example}[Conditional Expectation]
\label{example:matrix-conditional-expectation}
Let $\phi: M_n(\complex) \to \complex^n$ be defined by $\phi(A)_k = a_{kk}$, then:
\begin{enumerate}
\item $\phi$ is unital and completely positive.
\item The multiplicative domain of $\phi$ is the diagonal matrices on $M_n(\complex)$.
\end{enumerate}
\end{example}
\begin{proof}
(1): Identify $\complex^n$ as the diagonal matrices in $M_n(\complex)$, then for each $A \in M_n(\complex)$,
\[
\phi(A) = \sum_{j = 1}^n E_{jj}AE_{jj}
\]
By \autoref{proposition:multiply-completely-bounded}, $\phi$ is completely positive.
(2): ???
\end{proof}
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@@ -147,6 +147,7 @@
\begin{enumerate} \begin{enumerate}
\item The numerical radius $w: B(H) \to [0, \infty)$ is a norm on $B(H)$. \item The numerical radius $w: B(H) \to [0, \infty)$ is a norm on $B(H)$.
\item For any $T \in B(H)$, $w(T) \le 1$ if and only if $2 + (\lambda T) + (\lambda T)^* \ge 0$ for all $\lambda \in \partial B_\complex(0, 1)$. \item For any $T \in B(H)$, $w(T) \le 1$ if and only if $2 + (\lambda T) + (\lambda T)^* \ge 0$ for all $\lambda \in \partial B_\complex(0, 1)$.
\item For each $T \in B(H)_{sa}$, $w(T) = \norm{T}_{B(H)}$.
\item For each $T \in B(H)$, $w(T) \le \norm{T}_{B(H)} \le 2w(T)$. Both inequalities are sharp in general. \item For each $T \in B(H)$, $w(T) \le \norm{T}_{B(H)} \le 2w(T)$. Both inequalities are sharp in general.
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
@@ -179,7 +180,21 @@
so $|\dpn{T\xi, \xi}{H}| \le 1$, and $w(T) \le 1$. so $|\dpn{T\xi, \xi}{H}| \le 1$, and $w(T) \le 1$.
(3): For any $\xi \in H$ with $\norm{\xi}_H = 1$, $\dpn{T\xi, \xi}{H} \le \norm{T}_{B(H)}$, so $w(T) \le \norm{T}_H$. The sharp case is given by $I_H$. (3): For any $\xi \in H$ with $\norm{\xi}_H = 1$, $\dpn{T\xi, \xi}{H} \le \norm{T}_{B(H)}$, so $w(T) \le \norm{T}_H$. On the other hand, if $w(T) \le 1$, then for each $\xi, \eta \in H$,
\begin{align*}
\dpn{T\xi, \eta}{H} &= \frac{1}{4}\sum_{k = 0}^3 i^k\dpn{T(\xi + i^k\eta), \xi + i^k\eta}{H} \\
&= \frac{1}{4}(\dpn{T(\xi + \eta), \xi + \eta}{H} - \dpn{T(\xi - \eta), \xi - \eta}{H}) \\
&\le \frac{w(T)}{4}(\norm{\xi + \eta}_H^2 + \norm{\xi - \eta}_H^2) \\
&= \frac{1}{2}(\norm{\xi}_H^2 + \norm{\eta}_H^2)
\end{align*}
by \hyperref[polarisation]{proposition:polarisation-complex} and the parallelogram law. In particular,
\begin{align*}
\norm{T\xi}_{H}^2 &\le \frac{1}{2}(\norm{\xi}_H^2 + \norm{T\xi}_H^2) \\
\norm{T\xi}_H^2 &\le \norm{\xi}_H^2
\end{align*}
(4): For any $\xi \in H$ with $\norm{\xi}_H = 1$, $\dpn{T\xi, \xi}{H} \le \norm{T}_{B(H)}$, so $w(T) \le \norm{T}_H$. The sharp case is given by $I_H$.
On the other hand, if $w(T) \le 1$, then $2 + T + T^* = 2 + 2\text{Re}(T) \ge 0$ and $2 - T - T^* = 2 - 2\text{Re}(T) \ge 0$ imply that $\norm{\text{Re}(T)}_{B(H)} \le 1$. Similarly, $\norm{\text{Im}(T)}_{B(H)} \le 1$ as well, so $\norm{T}_{B(H)} \le \norm{\text{Re}(T)}_{B(H)} + \norm{\text{Im}(T)}_{B(H)} \le 2$. Therefore $\norm{T}_{B(H)} \le 2w(T)$. On the other hand, if $w(T) \le 1$, then $2 + T + T^* = 2 + 2\text{Re}(T) \ge 0$ and $2 - T - T^* = 2 - 2\text{Re}(T) \ge 0$ imply that $\norm{\text{Re}(T)}_{B(H)} \le 1$. Similarly, $\norm{\text{Im}(T)}_{B(H)} \le 1$ as well, so $\norm{T}_{B(H)} \le \norm{\text{Re}(T)}_{B(H)} + \norm{\text{Im}(T)}_{B(H)} \le 2$. Therefore $\norm{T}_{B(H)} \le 2w(T)$.
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\section{On the Subject of 2×2 Matrices}
\label{section:op-sys-2by2}
\begin{lemma}
\label{lemma:norm-matrix-test}
Let $A$ be a unital $C^*$-algebra, then for any $x \in A$ and $y \in A_{sa}$, $x^*x \le y$ if and only if
\[
\begin{bmatrix}
1 &x \\
x^* &y
\end{bmatrix} \ge 0
\]
in $M_2(A)$. In particular, $\norm{x}_A \le 1$ if and only if
\[
\begin{bmatrix}
1 &x \\
x^* &1
\end{bmatrix} \ge 0
\]
in $M_2(A)$.
\end{lemma}
\begin{proof}[Proof, {{\cite[Lemma 3.1]{Paulsen}}}. ]
Using the \hyperref[Gelfand-Naimark Theorem]{theorem:gns}, assume without loss of generality that there exists a complex Hilbert space $H$ such that $A \subset B(H)$. For any $\xi, \eta \in H$,
\[
\angles{ \begin{bmatrix}
1 &x \\
x^* &y
\end{bmatrix}\begin{bmatrix}
\xi \\
\eta
\end{bmatrix}, \begin{bmatrix}
\xi \\
\eta
\end{bmatrix}}_{H^2} = \norm{\xi}_H^2 + \dpn{x\eta, \xi}{H} + \dpn{\xi, x\eta}{H} + \dpn{y\eta, \eta}{H}
\]
($\Rightarrow$): If $y \ge x^*x$, then by the \hyperref[Cauchy-Schwarz inequality]{proposition:cauchy-schwarz},
\begin{align*}
\angles{ \begin{bmatrix}
1 &x \\
x^* &y
\end{bmatrix}\begin{bmatrix}
\xi \\
\eta
\end{bmatrix}, \begin{bmatrix}
\xi \\
\eta
\end{bmatrix}}_{H^2} &\ge \norm{\xi}_H^2 + \dpn{x\eta, \xi}{H} + \dpn{\xi, x\eta}{H} + \dpn{x\eta, x\eta}{H} \\
&\ge \norm{\xi}_H^2 - 2\norm{\xi}_H\norm{x\eta}_H + \norm{x\eta}_H^2 \ge 0
\end{align*}
($\Leftarrow$): If the matrix is positive, then for each $\eta \in H$,
\begin{align*}
0 &\le \angles{ \begin{bmatrix}
1 &x \\
x^* &y
\end{bmatrix}\begin{bmatrix}
-x\eta \\
\eta
\end{bmatrix}, \begin{bmatrix}
-x\eta \\
\eta
\end{bmatrix}}_{H^2} = \norm{x\eta}_H^2 -2\dpn{x\eta, x\eta}{H} + \dpn{y\eta, \eta}{H} \\
&\le \dpn{y\eta, \eta}{H} - \dpn{x\eta, x\eta}{H} = \dpn{(y - x^*x)\eta, \eta}{H}
\end{align*}
so $y \ge x^*x$.
\end{proof}
\begin{proposition}[Schur Complement Condition for Positivity, Invertible Case]
\label{proposition:schur-complement-positive}
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
\[
\begin{bmatrix}
P &A \\
A^* &Q
\end{bmatrix} = \begin{bmatrix}
P^{1/2} &0 \\
A^*P^{-1/2} &I
\end{bmatrix}\begin{bmatrix}
I &0 \\
0 & Q - A^*P^{-1}A
\end{bmatrix}\begin{bmatrix}
P^{1/2} &P^{-1/2}A \\
0 &I
\end{bmatrix}
\]
\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
\[
\begin{bmatrix}
P &A \\
A^* &Q
\end{bmatrix} = \begin{bmatrix}
I &AQ^{-1/2} \\
0 &Q^{1/2}
\end{bmatrix}\begin{bmatrix}
P - AQ^{-1}A^* &0 \\
0 & I
\end{bmatrix}\begin{bmatrix}
I &0 \\
Q^{-1/2}A^* &Q^{1/2}
\end{bmatrix}
\]
\item $\left[\begin{smallmatrix} P & A \\ A^* & Q \end{smallmatrix}\right] \ge 0$ if and only if $Q \ge 0$ and $P - AQ^{-1}A^* \ge 0$.
\end{enumerate}
\end{proposition}
\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
\[
\begin{bmatrix}
P &A \\
A^* &Q
\end{bmatrix} = \begin{bmatrix}
P^{1/2} &0 \\
A^*P^{-1/2} &I
\end{bmatrix}\begin{bmatrix}
I &0 \\
0 & Q - A^*P^{-1}A
\end{bmatrix}\begin{bmatrix}
P^{1/2} &P^{-1/2}A \\
0 &I
\end{bmatrix}
\]
(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,
\[
\begin{bmatrix}
I &0 \\
0 & Q - A^*P^{-1}A
\end{bmatrix} = \begin{bmatrix}
P^{-1/2} &0 \\
-A^*P^{-1} &I
\end{bmatrix}\begin{bmatrix}
P &A \\
A^* &Q
\end{bmatrix} \begin{bmatrix}
P^{-1/2} &-P^{-1}A \\
0 &I
\end{bmatrix}
\]
is also of the form $MDM^*$, where $D$ is positive, so the diagonal matrix, and hence $Q - A^*P^{-1}A$ are also positive.
\end{proof}
\begin{proposition}[Schur Complement Condition for Positivity]
\label{proposition:schur-complement-positive-general}
Let $H$ be a complex Hilbert space, $P, Q, A \in B(H)$, $P^{-1/2}: P^{1/2}(H) \to \ker(P)^\perp$ and $Q^{-1/2}: Q^{1/2}(H) \to \ker(Q)^\perp$ be partial inverses of $P^{1/2}$ and $Q^{1/2}$, respectively, 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 $Q - (P^{-1/2}A)^*(P^{-1/2}A) \ge 0$.
\item $Q \ge 0$, $A^*(H) \subset Q^{1/2}(H)$, and $P - (Q^{-1/2}A)^*(Q^{-1/2}A) \ge 0$.
\end{enumerate}
\end{proposition}
\begin{proof}[Proof, {{\cite[Exercise 3.2]{Paulsen}}}. ]
(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) of \autoref{proposition:schur-complement-positive}, $P + \eps \ge 0$ and $Q - A^*(P + \eps)^{-1}A \ge 0$. Thus for any $\xi, \eta \in H$, by 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 \\
&\le \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
\[
\dpn{A\xi, \eta}{H} = \dpn{\theta, P^{1/2}\eta}{H} = \dpn{P^{1/2}\theta, \eta}{H}
\]
for all $\eta \in H$, and $A\xi \in P^{1/2}(H)$.
Now, for each Cauchy sequence $\seq{\xi_n} \subset H$ such that $\bracsn{P^{-1/2}A\xi_n}_1^\infty \subset \ker(P)^\perp$ is Cauchy, then there exists $\eta \in \ker(P)^\perp$ such that $P^{-1/2}A\xi_n \to \eta$ as $n \to \infty$. By continuity of $P^{1/2}$, $P^{1/2}P^{-1/2}A\xi_n \to P^{1/2}\eta$ as $n \to \infty$. Since $\eta$ is the unique element of $\ker(P)^\perp$ with $P^{1/2}\eta = A\xi = A\limv{n}\xi_n$, $\eta = P^{-1/2}A\limv{n}\xi_n$. By the \hyperref[Closed Graph Theorem]{theorem:closed-graph}, $P^{-1/2}A \in B(H)$, and the second part of the condition is well-defined.
Now, for any $\xi \in H$,
\[
\dpn{(Q - (P^{-1/2}A)^*(P^{-1/2}A))\xi, \xi}{H} = \dpn{Q\xi, \xi}{H} - \normn{P^{-1/2}A\xi}_H^2
\]
As $P^{-1/2}A\xi \in \ker(P)^\perp = \ol{P(H)}$,
\begin{align*}
\normn{P^{-1/2}A\xi}_H &= \sup_{\substack{\eta \in H \\ \normn{P^{1/2}\eta}_H \le 1}}|\dpn{P^{-1/2}A\xi, P^{1/2}\eta}{H}| = \sup_{\substack{\eta \in H \\ \normn{P^{1/2}\eta}_H \le 1}}|\dpn{A\xi, \eta}{H}| \\
&\le \sup_{\substack{\eta \in H \\ \normn{P^{1/2}\eta}_H \le 1}}\dpn{Q\xi, \xi}{H}^{1/2}\dpn{P^{1/2}\eta, P^{1/2}\eta}{H}^{1/2} = \dpn{Q\xi, \xi}{H}^{1/2}
\end{align*}
so
\[
\dpn{(Q - (P^{-1/2}A)^*(P^{-1/2}A))\xi, \xi}{H} \ge \dpn{Q\xi, \xi}{H} - \dpn{Q\xi, \xi}{H} = 0
\]
(3) $\Rightarrow$ (1): For each $\xi \in H$,
\[
\dpn{P^{-1/2}P^{1/2}\xi, P^{-1/2}P^{1/2}\xi}{H} = \dpn{\xi, \xi}{H}
\]
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 $\dpn{P^{-1/2}\xi, P^{-1/2}\xi}{H} \ge \dpn{(P+\eps)^{-1/2}\xi, (P+\eps)^{-1/2}\xi}{H}$ for all $\xi \in P^{1/2}(H)$. In particular, since $A(H) \subset P^{1/2}(H)$,
\begin{align*}
\dpn{P^{-1/2}A\xi, P^{-1/2}A\xi}{H} &\ge \dpn{(P+\eps)^{-1/2}A\xi, (P+\eps)^{-1/2}A\xi}{H} \\
\dpn{(P^{-1/2}A)^*(P^{1/2}A) \xi, \xi}{H} &\ge \dpn{A^*(P+\eps)^{-1}A\xi,\xi}{H}
\end{align*}
so
\[
0 \le Q - (P^{-1/2}A)^*(P^{1/2}A) \le Q - A^*(P+\eps)^{-1}A
\]
and $\left[\begin{smallmatrix} P + \eps & A \\ A^* & Q \end{smallmatrix}\right] \ge 0$ by (P2) of \autoref{proposition:schur-complement-positive}. As this holds for all $\eps > 0$, $\left[\begin{smallmatrix} P& A \\ A^* & Q \end{smallmatrix}\right] \ge 0$.
\end{proof}
\begin{proposition}
\label{proposition:schur-complement-positive-estimate}
Let $H$ be a complex Hilbert space and $P, Q, A \in B(H)$ such that
\[
\begin{bmatrix}
P & A \\
A^* & Q
\end{bmatrix} \ge 0
\]
then
\begin{enumerate}
\item For each $\xi \in H$,
\[
0 \le \dpn{(P + A + A^* + Q)\xi, \xi}{H} \le (\dpn{P\xi, \xi}{H}^{1/2} + \dpn{Q\xi, \xi}{H}^{1/2})^2
\]
\item $\normn{P + A + A^* + Q}_{B(H)} \le (\norm{P}_{B(H)}^{1/2}+\norm{Q}_{B(H)}^{1/2})^2$.
\item If $P = Q$, then $A^*A \le \norm{P}_{B(H)}P$ and $\norm{A}_{B(H)} \le \norm{P}_{B(H)}$.
\end{enumerate}
\end{proposition}
\begin{proof}[Proof, {{\cite[Exercise 3.2]{Paulsen}}}. ]
(1): For each $\xi \in H$,
\[
0 \le \angles{\begin{bmatrix}
P & A \\
A^* & Q
\end{bmatrix}\begin{bmatrix}
\xi \\ \xi
\end{bmatrix}, \begin{bmatrix}
\xi \\ \xi
\end{bmatrix}}_{H^2} = \dpn{(P + A + A^* + Q)\xi, \xi}{H}
\]
and
\begin{align*}
\dpn{A + A^*\xi, \xi}{H} &= 2\text{Re}\dpn{A + A^*\xi, \xi}{H} \\
|\dpn{A + A^*\xi, \xi}{H}| &\le 2 \dpn{P\xi, \xi}{H}^{1/2}\dpn{Q\xi, \xi}{H}^{1/2} \\
\dpn{(P + A + A^* + Q)\xi, \xi}{H} &\le \dpn{P\xi, \xi}{H} + 2 \dpn{P\xi, \xi}{H}^{1/2}\dpn{Q\xi, \xi}{H}^{1/2} + \dpn{Q\xi, \xi}{H} \\
&= (\dpn{P\xi, \xi}{H}^{1/2} + \dpn{Q\xi, \xi}{H}^{1/2})^2 \\
\end{align*}
(2): By (3) of \autoref{proposition:bh-numerical-radius-gymnastics} and (1),
\begin{align*}
\norm{P + A + A^* + Q}_{B(H)} &= \sup_{\substack{\xi \in H \\ \norm{\xi}_H \le 1}}\dpn{(P + A + A^* + Q)\xi, \xi}{H} \\
&\le \sup_{\substack{\xi \in H \\ \norm{\xi}_H \le 1}}(\dpn{P\xi, \xi}{H}^{1/2} + \dpn{Q\xi, \xi}{H}^{1/2})^2 \\
&\le (\norm{P}_{B(H)}^{1/2}+\norm{Q}_{B(H)}^{1/2})^2
\end{align*}
(3): Using (2) of \autoref{proposition:schur-complement-positive}, assume without loss of generality that $P \ne 0$. For each $\xi, \eta \in H$,
\begin{align*}
0 &\le \angles{\begin{bmatrix}
P & A \\
A^* & P
\end{bmatrix}\begin{bmatrix}
\xi \\ \eta
\end{bmatrix}, \begin{bmatrix}
\xi \\ \eta
\end{bmatrix}}_{H^2} \\
&= \dpn{P\xi, \xi}{H} + \dpn{P\eta, \eta}{H} + \dpn{A\eta, \xi}{H} + \dpn{A^*\xi, \eta}{H}
\end{align*}
In particular, for $\xi = -A\eta/\norm{P}_{B(H)}$,
\begin{align*}
0 &\le \frac{\dpn{PA\eta, A\eta}{H}}{\norm{P}_{B(H)}^2} + \dpn{P\eta, \eta}{H} - \frac{\dpn{A\eta, A\eta}{H}}{\norm{P}_{B(H)}} - \frac{\dpn{A^*A\eta, \eta}{H}}{\norm{P}_{B(H)}} \\
&= \frac{\dpn{PA\eta, A\eta}{H}}{\norm{P}_{B(H)}} + \norm{P}_{B(H)}\dpn{P\eta, \eta}{H} - 2\norm{A\eta}_H^2 \\
&\le\norm{A\eta}_H^2 + \norm{P}_{B(H)}\dpn{P\eta, \eta}{H} - 2\norm{A\eta}_H^2 \\
&= \norm{P}_{B(H)}\dpn{P\eta, \eta}{H} - \dpn{A^*A\eta, \eta}{H}
\end{align*}
so $A^*A \le \norm{P}_{B(H)}P$, and $\norm{A}_{B(H)} \le \norm{P}_{B(H)}$.
\end{proof}