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Two-state reversible walk and its endpoint phases

Example

For a∈[0,1], take

Pa=(1−aaa1−a),π=(1/2,1/2).

Compute the discriminant and the complete eigenvalue multisets of the one-reflection walk U and its square W=U2, including both endpoint parameters.

Facts & Assumptions

Given: The finite row-stochastic kernel (X,Pa) with the supplied law π and the definitions of T,S,D,U,W from Szegedy row-preparation map and discriminant and Szegedy reflection walk and its two-reflection square.

[F1]

Finite reversible Markov chain with positive stationary law: a finite reversible chain has a positive stationary probability law and satisfies detailed balance.

[F2]

The Szegedy discriminant is self-adjoint and contractive: T∗T=I and Dxy=(Pa)xy(Pa)yx.

[F3]

Szegedy row-preparation map and discriminant: the label/product bases are orthonormal; T∣x⟩=∣x⟩∑y(Pa)xy∣y⟩, S∣x,y⟩=∣y,x⟩, and D=T∗ST.

[F4]

Szegedy reflection walk and its two-reflection square: U=S(2TT∗−I) and W=U2.

[F5]

Szegedy walk invariant subspaces from discriminant eigenvectors: for Dv=μv, the span of Tv,STv is an invariant line when μ=±1 and an invariant plane when −1<μ<1.

[F6]

Szegedy reflections and walk operators are unitary: S is unitary and, with A=ran⁡T, U=−S on A⊥.

[F7]

Szegedy spectral mapping for one and two reflections: an interior discriminant eigenvalue μ contributes e±iarccos⁡μ to U and e±2iarccos⁡μ to W; a +1 or −1 endpoint eigendirection contributes that same sign to U and +1 to W.

[F8]

Write σmult(T) for the multiset of eigenvalues counted with algebraic multiplicity. The ordinary spectrum σ(T) is a set. Eigenvalues, eigenvectors, eigenspaces Eλ(T)=ker⁡(T−λI), and the spectrum σF(T) of an endomorphism: the spectrum of an endomorphism is the set of scalars with a nonzero eigenvector; the zero-space endomorphism has empty spectrum.

[F9]

Kernel and image of a linear map: the image of a linear map T is {T(v):v∈V}.

[F11]

The orthogonal complement W⊥={v:⟨v,w⟩=0 for all w∈W}: H⊥ consists of vectors whose inner product with every vector of H is zero.

[F12]

For a subspace W of a finite-dimensional inner product space, V=W⊕W⊥: in a finite-dimensional inner-product space, V=H⊕H⊥.

Verification

1.1F1givenalgebra

Both rows of Pa sum to one, πPa=π, and Pa is symmetric, so πx(Pa)xy=πy(Pa)yx for all x,y. Thus π is a positive stationary reversible law.

1.2F2algebra

Since Pa is symmetric and has nonnegative entries, [F2] gives D=Pa. The vectors u+=(1,1) and u−=(1,−1) form a basis with Du+=u+ and Du−=(1−2a)u−.

1.3F3F4F6F8algebra

At a=0, T∣0⟩=∣00⟩ and T∣1⟩=∣11⟩, so A=B=span⁡{∣00⟩,∣11⟩}. On A, RA=2TT∗−I is +I and S=I, so U=+I. On K=span⁡{∣01⟩,∣10⟩}, [F6] gives U=−S, whose eigenvectors ∣01⟩+∣10⟩ and ∣01⟩−∣10⟩ have eigenvalues −1 and +1. Hence σmult(U)={1,1,1,−1} and W=I has four eigenvalues +1.

1.4F3F4F6F8algebra

At a=1, T∣0⟩=∣01⟩ and T∣1⟩=∣10⟩, so A=B=span⁡{∣01⟩,∣10⟩}. On A, RA=+I and U=S, with eigenvalues +1,−1. On K=span⁡{∣00⟩,∣11⟩}, S=I, so [F6] gives U=−I. Thus σmult(U)={1,−1,−1,−1} and W=I has four eigenvalues +1.

2.1F5F7F8step 1.2algebra

Suppose 0<a<1 and set λ=1−2a∈(−1,1) and θ=arccos⁡λ∈(0,π). By [F7], the u+ endpoint line contributes +1 to U and W, and the u− invariant plane contributes eiθ,e−iθ to U and e2iθ,e−2iθ to W.

3.1F2F3F4F5F6F9F10F11F12step 1.2step 2.1algebra∎

Under the hypothesis of step 2.1, put r=1−a and s=a. Let A=im⁡T and B=im⁡(ST); these are subspaces by [F9]–[F10]. By [F3], their spanning vectors are T∣0⟩=r∣00⟩+s∣01⟩, T∣1⟩=s∣10⟩+r∣11⟩, ST∣0⟩=r∣00⟩+s∣10⟩, and ST∣1⟩=s∣01⟩+r∣11⟩. The vector k=(s∣00⟩−r∣01⟩−r∣10⟩+s∣11⟩)/2 has norm one because r2+s2=1 and is orthogonal to each spanning vector by cancellation of the two rs terms. Hence [F11] gives 0≠k∈K:=(A+B)⊥; since the product register has dimension four, [F12] implies dim⁡(A+B)≤3. By [F5], STu+=Tu+ gives a common nonzero vector in A∩B, while Tu− and STu− are linearly independent because −1<λ<1. These two vectors are orthogonal to the common vector: ⟨Tu+,Tu−⟩=⟨STu+,STu−⟩=0 by isometry of T and unitarity of S, and ⟨Tu+,STu−⟩=⟨u+,Du−⟩=0 by the distinct eigenvalues in step 1.2; the reverse cross-pairing vanishes by conjugate symmetry. Thus dim⁡(A+B)≥3, so it is exactly 3 and K is one-dimensional, hence K=span⁡{k}. The coefficients of ∣01⟩ and ∣10⟩ in k are equal, so [F3] gives Sk=k. By [F6], U=−S=−I on K. Combining this complement eigenvalue with the line and plane eigenvalues from step 2.1 yields σmult(U)={1,−1,eiθ,e−iθ} and σmult(W)={1,1,e2iθ,e−2iθ}.

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