Loewner Order
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Loewner Order
In mathematics, Loewner order is the partial order defined by the convex cone of positive semi-definite matrices. This order is usually employed to generalize the definitions of monotone and concave/convex scalar functions to monotone and concave/convex Hermitian valued functions. These functions arise naturally in matrix and operator theory and have applications in many areas of physics and engineering. Definition Let ''A'' and ''B'' be two Hermitian matrices of order ''n''. We say that ''A ≥ B'' if ''A'' − ''B'' is positive semi-definite. Similarly, we say that ''A > B'' if ''A'' − ''B'' is positive definite. Properties When ''A'' and ''B'' are real scalars (i.e. ''n'' = 1), the Loewner order reduces to the usual ordering of R. Although some familiar properties of the usual order of R are also valid when ''n'' ≥ 2, several properties are no longer valid. For instance, the comparability of two matrices may no longer be valid. In fact, i ...
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Charles Loewner
Charles Loewner (29 May 1893 – 8 January 1968) was an American mathematician. His name was Karel Löwner in Czech and Karl Löwner in German. Karl Loewner was born into a Jewish family in Lany, about 30 km from Prague, where his father Sigmund Löwner was a store owner. Loewner received his Ph.D. from the University of Prague in 1917 under supervision of Georg Pick. One of his central mathematical contributions is the proof of the Bieberbach conjecture in the first highly nontrivial case of the third coefficient. The technique he introduced, the Loewner differential equation, has had far-reaching implications in geometric function theory; it was used in the final solution of the Bieberbach conjecture by Louis de Branges in 1985. Loewner worked at the University of Berlin, University of Prague, University of Louisville, Brown University, Syracuse University and eventually at Stanford University. His students include Lipman Bers, Roger Horn, Adriano Garsia, and P. M. Pu. ...
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Convex Cone
In linear algebra, a ''cone''—sometimes called a linear cone for distinguishing it from other sorts of cones—is a subset of a vector space that is closed under scalar multiplication; that is, is a cone if x\in C implies sx\in C for every . When the scalars are real numbers, or belong to an ordered field, one generally calls a cone a subset of a vector space that is closed under multiplication by a ''positive scalar''. In this context, a convex cone is a cone that is closed under addition, or, equivalently, a subset of a vector space that is closed under linear combinations with positive coefficients. It follows that convex cones are convex sets. In this article, only the case of scalars in an ordered field is considered. Definition A subset ''C'' of a vector space ''V'' over an ordered field ''F'' is a cone (or sometimes called a linear cone) if for each ''x'' in ''C'' and positive scalar ''α'' in ''F'', the product ''αx'' is in ''C''. Note that some authors define co ...
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Positive Definite Matrix
In mathematics, a symmetric matrix M with real entries is positive-definite if the real number z^\textsfMz is positive for every nonzero real column vector z, where z^\textsf is the transpose of More generally, a Hermitian matrix (that is, a complex matrix equal to its conjugate transpose) is positive-definite if the real number z^* Mz is positive for every nonzero complex column vector z, where z^* denotes the conjugate transpose of z. Positive semi-definite matrices are defined similarly, except that the scalars z^\textsfMz and z^* Mz are required to be positive ''or zero'' (that is, nonnegative). Negative-definite and negative semi-definite matrices are defined analogously. A matrix that is not positive semi-definite and not negative semi-definite is sometimes called indefinite. A matrix is thus positive-definite if and only if it is the matrix of a positive-definite quadratic form or Hermitian form. In other words, a matrix is positive-definite if and only if it defines a ...
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Matrix Function
In mathematics, every analytic function can be used for defining a matrix function that maps square matrices with complex entries to square matrices of the same size. This is used for defining the exponential of a matrix, which is involved in the closed-form solution of systems of linear differential equations. Extending scalar function to matrix functions There are several techniques for lifting a real function to a square matrix function such that interesting properties are maintained. All of the following techniques yield the same matrix function, but the domains on which the function is defined may differ. Power series If the analytic function has the Taylor expansion f(x) = c_0 + c_1 x + c_2 x^2 + \cdots then a matrix function A\mapsto f(A) can be defined by substituting by a square matrix: powers become matrix powers, additions become matrix sums and multiplications by coefficients become scalar multiplications. If the series converges for , x, < r, then the ...
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Hermitian Matrices
In mathematics, a Hermitian matrix (or self-adjoint matrix) is a complex square matrix that is equal to its own conjugate transpose—that is, the element in the -th row and -th column is equal to the complex conjugate of the element in the -th row and -th column, for all indices and : or in matrix form: A \text \quad \iff \quad A = \overline . Hermitian matrices can be understood as the complex extension of real symmetric matrices. If the conjugate transpose of a matrix A is denoted by A^\mathsf, then the Hermitian property can be written concisely as Hermitian matrices are named after Charles Hermite, who demonstrated in 1855 that matrices of this form share a property with real symmetric matrices of always having real eigenvalues. Other, equivalent notations in common use are A^\mathsf = A^\dagger = A^\ast, although note that in quantum mechanics, A^\ast typically means the complex conjugate only, and not the conjugate transpose. Alternative characterizations Hermit ...
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Positive Definite
In mathematics, positive definiteness is a property of any object to which a bilinear form or a sesquilinear form may be naturally associated, which is positive-definite. See, in particular: * Positive-definite bilinear form * Positive-definite function * Positive-definite function on a group * Positive-definite functional * Positive-definite kernel * Positive-definite matrix * Positive-definite quadratic form In mathematics, positive definiteness is a property of any object to which a bilinear form or a sesquilinear form may be naturally associated, which is positive-definite. See, in particular: * Positive-definite bilinear form * Positive-definite fu ... References *. *. {{Set index article, mathematics Quadratic forms ...
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Connected Relation
In mathematics, a relation on a set is called connected or total if it relates (or "compares") all pairs of elements of the set in one direction or the other while it is called strongly connected if it relates pairs of elements. As described in the terminology section below, the terminology for these properties is not uniform. This notion of "total" should not be confused with that of a total relation in the sense that for all x \in X there is a y \in X so that x \mathrel y (see serial relation). Connectedness features prominently in the definition of total orders: a total (or linear) order is a partial order in which any two elements are comparable; that is, the order relation is connected. Similarly, a strict partial order that is connected is a strict total order. A relation is a total order if and only if it is both a partial order and strongly connected. A relation is a strict total order if, and only if, it is a strict partial order and just connected. A strict total or ...
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Eigenvalues
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted by \lambda, is the factor by which the eigenvector is scaled. Geometrically, an eigenvector, corresponding to a real nonzero eigenvalue, points in a direction in which it is stretched by the transformation and the eigenvalue is the factor by which it is stretched. If the eigenvalue is negative, the direction is reversed. Loosely speaking, in a multidimensional vector space, the eigenvector is not rotated. Formal definition If is a linear transformation from a vector space over a field into itself and is a nonzero vector in , then is an eigenvector of if is a scalar multiple of . This can be written as T(\mathbf) = \lambda \mathbf, where is a scalar in , known as the eigenvalue, characteristic value, or characteristic root ass ...
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Identity Matrix
In linear algebra, the identity matrix of size n is the n\times n square matrix with ones on the main diagonal and zeros elsewhere. Terminology and notation The identity matrix is often denoted by I_n, or simply by I if the size is immaterial or can be trivially determined by the context. I_1 = \begin 1 \end ,\ I_2 = \begin 1 & 0 \\ 0 & 1 \end ,\ I_3 = \begin 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end ,\ \dots ,\ I_n = \begin 1 & 0 & 0 & \cdots & 0 \\ 0 & 1 & 0 & \cdots & 0 \\ 0 & 0 & 1 & \cdots & 0 \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & 0 & \cdots & 1 \end. The term unit matrix has also been widely used, but the term ''identity matrix'' is now standard. The term ''unit matrix'' is ambiguous, because it is also used for a matrix of ones and for any unit of the ring of all n\times n matrices. In some fields, such as group theory or quantum mechanics, the identity matrix is sometimes denoted by a boldface one, \mathbf, or called "id" (short for identity). ...
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Least-upper-bound Property
In mathematics, the least-upper-bound property (sometimes called completeness or supremum property or l.u.b. property) is a fundamental property of the real numbers. More generally, a partially ordered set has the least-upper-bound property if every non-empty subset of with an upper bound has a ''least'' upper bound (supremum) in . Not every (partially) ordered set has the least upper bound property. For example, the set \mathbb of all rational numbers with its natural order does ''not'' have the least upper bound property. The least-upper-bound property is one form of the completeness axiom for the real numbers, and is sometimes referred to as Dedekind completeness.Willard says that an ordered space "X is Dedekind complete if every subset of X having an upper bound has a least upper bound." (pp. 124-5, Problem 17E.) It can be used to prove many of the fundamental results of real analysis, such as the intermediate value theorem, the Bolzano–Weierstrass theorem, the extreme val ...
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Lattice (order)
A lattice is an abstract structure studied in the mathematical subdisciplines of order theory and abstract algebra. It consists of a partially ordered set in which every pair of elements has a unique supremum (also called a least upper bound or join) and a unique infimum (also called a greatest lower bound or meet). An example is given by the power set of a set, partially ordered by inclusion, for which the supremum is the union and the infimum is the intersection. Another example is given by the natural numbers, partially ordered by divisibility, for which the supremum is the least common multiple and the infimum is the greatest common divisor. Lattices can also be characterized as algebraic structures satisfying certain axiomatic identities. Since the two definitions are equivalent, lattice theory draws on both order theory and universal algebra. Semilattices include lattices, which in turn include Heyting and Boolean algebras. These ''lattice-like'' structures all admi ...
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Trace Inequalities
In mathematics, there are many kinds of inequalities involving matrices and linear operators on Hilbert spaces. This article covers some important operator inequalities connected with traces of matrices.E. Carlen, Trace Inequalities and Quantum Entropy: An Introductory Course, Contemp. Math. 529 (2010) 73–140 B. Simon, Trace Ideals and their Applications, Cambridge Univ. Press, (1979); Second edition. Amer. Math. Soc., Providence, RI, (2005). Basic definitions Let H''n'' denote the space of Hermitian × matrices, H''n''+ denote the set consisting of positive semi-definite × Hermitian matrices and H''n''++ denote the set of positive definite Hermitian matrices. For operators on an infinite dimensional Hilbert space we require that they be trace class and self-adjoint, in which case similar definitions apply, but we discuss only matrices, for simplicity. For any real-valued function on an interval ⊂ ℝ, one may define a matrix function for any operator with eigenvalue ...
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