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Trace Norm Unitary Invariance And Positive Formula

Statement

Let A:H→K be a linear map (Linear map between vector spaces over the same field) between finite-dimensional complex inner-product spaces. If U:K→K and V:H→H are unitary, then ∥UAV∥1=∥A∥1. If P:H→H is non-negative (positive semidefinite), then

∥P∥1=tr⁡H(P).

Here non-negative means self-adjoint with ⟨Pv,v⟩≥0 for all v, as in Non-negative and positive operators.

Facts & Assumptions

Given: The finite-dimensional spaces and maps in the Statement.

[F1]

An SVD writes Az=∑i<rsi⟨z,ei⟩fi, and the trace norm is the sum of those singular values; singular values are the eigenvalues of A∗A and are well-defined (Every linear map between finite-dimensional real or complex inner product spaces admits a singular value decomposition, Trace Norm, The singular values of a linear map as the eigenvalues of the positive square root of T^*T, Singular values are well defined because the positive square root of T^*T is unique).

[F4]

Non-negative means self-adjoint with nonnegative quadratic form; such an endomorphism has an orthonormal eigenbasis with nonnegative real eigenvalues (Non-negative and positive operators, A non-negative operator is equivalently self-adjoint with nonnegative eigenvalues, a positive semidefinite matrix in an orthonormal basis, or an operator of the form S^*S).

[F5]

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

[F6]

The trace of an endomorphism is the sum of diagonal entries in any basis, and is 0 on the zero space (The basis-independent trace of an endomorphism of a finite-dimensional vector space).

Proof

1.1F1F2F3choosealgebra

Choose an SVD of A as in [F1], with domain basis (ej) and codomain basis (fi). By [F2], (V∗ej) and (Ufi) are orthonormal bases. For every z∈H, [F3] gives UAVz=∑j<rsj⟨Vz,ej⟩Ufj=∑j<rsj⟨z,V∗ej⟩Ufj. This is an SVD of UAV with the same positive singular values, so [F1] gives ∥UAV∥1=∥A∥1.

1.2F1F4F5choosealgebra

Let P be non-negative. By [F4], choose an orthonormal eigenbasis (ej) with Pej=λjej and λj≥0. Since P∗=P, P∗P=P2. The operator P is a non-negative square root of P2, so uniqueness [F5] gives P∗P=P. Its singular values are therefore the λj; by [F1] the trace norm is ∑jλj.

2.1F1F6step 1.2∎

Computing the trace in the same basis by [F6] gives tr⁡H(P)=∑jλj=∥P∥1. If H=0, both sums are empty and equal 0. This proves both assertions.

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