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A uniform derivative bound certifies contraction of relaxed density mixing

Statement

Let K⊆Dr be nonempty, closed, and convex in Frobenius norm. Suppose F is C1 on an open neighborhood of K, every matrix F(D) there has a strict rth gap so the gapped projector map Φ is defined, and for a fixed α∈[0,1] the relaxed map Tα(D)=(1−α)D+αΦ(D) satisfies Tα(K)⊆K. If a certified induced-norm bound ∥DTα(D)∥F→F≤q(D∈K),0≤q<1, holds, where ∥A∥F→F:=sup⁡∥H∥F=1∥A[H]∥F, then Tα is a contraction on K and its iterates converge to a unique fixed point. The derivative is DTα(D)=(1−α)I+αDΦ(D). The derivative bound is a separate hypothesis; α>0 alone does not imply contraction.

Facts & Assumptions

Given: A nonempty closed convex K⊆Dr, a C1 map Φ defined on a neighborhood of K with Φ(K)⊆Pr, a fixed α∈[0,1], invariance Tα(K)⊆K, and sup⁡D∈K∥DTα(D)∥F→F≤q<1.

[F1]

The response map is Φ(D)=Πr(F(D)) wherever F(D) has a strict rth gap (The occupied-projector response map on its strict-gap domain).

[L1]

At a strict gap, the response map has a unique rank-r projector value (A strict occupied gap defines a unique rank-r spectral projector).

[F2]

The gapped block projector is C1 and has the contour derivative on its common-gap neighborhood (A separated block spectral projector is Frechet differentiable with a resolvent bound).

[F3]

A continuously differentiable vector-valued map with derivative norm bounded by q on an interval is q-Lipschitz (If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz).

[F4]

A contraction of a nonempty complete metric space has a unique fixed point and convergent iterates (A contraction of a nonempty complete metric space into itself has exactly one fixed point, the limit of the iterates from any starting point).

[F6]

A C1 map has a continuous Frechet derivative on its open domain (Continuously differentiable maps, local inverses, and local diffeomorphisms).

[F7]

The admissible density domain is complete in Frobenius norm (The admissible Hermitian density domain is closed, convex, and complete).

Proof

1.1givenF1L1F2F5F6algebra

For D,E∈K, convexity puts the segment Z(t)=E+t(D−E) in K for t∈[0,1]. By [F1] and [L1], Φ is defined along this segment; [F2] gives its local C1 regularity. For an increment H, Tα(D+H)−Tα(D)=(1−α)H+α(Φ(D+H)−Φ(D)), so Frechet differentiability of Φ gives DTα(D)=(1−α)I+αDΦ(D). The chain rule [F5] on the segment gives ddtTα(Z(t))=DTα(Z(t))[D−E]. Its norm is at most q∥D−E∥F by the assumed induced-norm bound; continuity follows from [F2] and [F6].

2.1step 1.1F3

Apply [F3] on [0,1] to this path. It yields ∥Tα(D)−Tα(E)∥F≤q∥D−E∥F, so Tα is a contraction on K.

3.1givenstep 2.1F4F7∎

Any Frobenius-Cauchy sequence in K is Cauchy in Dr, so [F7] gives a limit in Dr; closedness of K places that limit in K. Thus K is complete. Invariance and step 2.1 allow [F4] to give a unique fixed point and convergence of all iterates from K.

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