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Hermitian Trace Norm Positive Negative Parts

Statement

Let H be a finite-dimensional complex inner-product space and let X:H→H be self-adjoint. There are non-negative endomorphisms X+,X− such that

X=X+−X−,⟨X+u,X−v⟩=0(u,v∈H),

and

∥X∥1=tr⁡(X+)+tr⁡(X−).

If tr⁡(X)=0, then ∥X∥1=2tr⁡(X+)=2tr⁡(X−).

The trace norm is the finite singular-value norm from Trace Norm.

Facts & Assumptions

Given: A finite-dimensional complex inner-product space H and a self-adjoint endomorphism X:H→H.

[F2]

The inner product is linear in its first argument, conjugate-symmetric, and its induced length satisfies ⟨v,v⟩=∥v∥2 (Real and complex inner-product spaces and their induced length).

[F4]

For self-adjoint H, the trace norm is the trace of H∗H (Trace Norm Spectral Formula).

[F5]
[F6]

Every vector expands in a finite orthonormal basis, including the empty basis (Bessel's inequality for a finite orthonormal list and Parseval's identity for an orthonormal basis).

[F7]

A non-negative endomorphism has a unique non-negative square root (A non-negative operator has a unique non-negative square root).

[F8]

The adjoint identity is ⟨Tv,w⟩=⟨v,T∗w⟩ (The adjoint T∗:W→V is characterised by ⟨Tv,w⟩W=⟨v,T∗w⟩V).

[F9]

A linear map preserves linear combinations (Linear map between vector spaces over the same field).

Proof

1.1givenF1F2F8choose

By [F1], choose an orthonormal eigenbasis (ej)j<n with Xej=λjej. Self-adjointness and conjugate symmetry give λj=⟨Xej,ej⟩=⟨ej,X∗ej⟩=⟨ej,Xej⟩=⟨Xej,ej⟩‾, so every λj is real.

2.1F2F3F6F9step 1.1algebraconstruct

For v∈H, define X+v=∑j<nmax⁡(λj,0)⟨v,ej⟩ej and X−v=∑j<nmax⁡(−λj,0)⟨v,ej⟩ej. These are linear by the first-slot rule [F2] and the finite-sum definition [F9]. Their diagonal entries are real and nonnegative. If v=∑jcjej, then [F2] gives ⟨X+v,v⟩=∑jmax⁡(λj,0)∣cj∣2≥0, and the same calculation applies to X−. Thus [F3] makes both operators non-negative. Every X+u is a linear combination of basis vectors with λj>0, while every X−v is a linear combination of basis vectors with λj<0; these subsets of the orthonormal basis are orthogonal. Thus ⟨X+u,X−v⟩=0 for all u,v. On every ej, (X+−X−)ej=λjej=Xej, hence X=X+−X−.

3.1F3F4F5F7step 1.1step 2.1algebra

In this basis X∗X=X2 has eigenvalues λj2. Define R by Rej=∣λj∣ej. Its diagonal entries are nonnegative, so [F3] makes it non-negative, and R2=X∗X; uniqueness [F7] therefore gives R=X∗X. Thus [F4]–[F5] give ∥X∥1=∑j∣λj∣, tr⁡(X+)=∑λj>0λj, and tr⁡(X−)=∑λj<0(−λj). Their latter two sums add to ∑j∣λj∣, proving the trace-norm identity.

4.1F5step 3.1algebra∎

If tr⁡(X)=0, [F5] gives ∑jλj=0. Hence the sum of positive eigenvalues equals the sum of absolute values of negative eigenvalues. Step 3.1 then yields ∥X∥1=2tr⁡(X+)=2tr⁡(X−). If n=0, all sums are empty and the identities still hold.

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