Tricky complex square matrix problem

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    Complex Matrix Square
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Discussion Overview

The discussion revolves around a complex square matrix \textbf{C} that satisfies a specific equation involving the Hadamard product and is Hermitian. Participants explore whether \textbf{C} can be proven to equal the identity matrix \textbf{I} under certain conditions, and they delve into the implications of positive definiteness in relation to matrix \textbf{A}.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant states that \textbf{C}\textbf{C} = (\textbf{I} \odot \textbf{C}) implies \textbf{C} must be diagonal if \textbf{C} = \textbf{I} is the only solution.
  • Another participant suggests taking the square root of the equation, leading to the conclusion that \textbf{C} is the identity matrix.
  • A different participant provides a proof approach using a specific matrix form and derives conditions under which \textbf{C} must equal \textbf{I}.
  • One participant questions the positive definiteness of (\textbf{A}^{H}\textbf{A})^{-1} when \textbf{A} is tall and has linearly independent columns, proposing that it may be positive semi-definite.
  • Another participant counters that while (\textbf{A}^{H}\textbf{A}) is semi-positive definite, its inverse does not exist if the null space is non-trivial.
  • Further clarification is sought regarding the conditions under which (\textbf{A}^{H}\textbf{A}) is positive definite or semi-definite, and the implications for its inverse.

Areas of Agreement / Disagreement

Participants express differing views on the proof of \textbf{C} being equal to \textbf{I} and the conditions of positive definiteness related to matrix \textbf{A}. No consensus is reached on the general proof for all sizes of matrices or on the implications of positive definiteness.

Contextual Notes

Participants note that certain assumptions about the rank and dimensions of matrix \textbf{A} affect the discussion on positive definiteness and the existence of inverses, but these assumptions are not fully resolved.

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I have a complex square matrix, \textbf{C}, which satisfies:

\textbf{C}\textbf{C} = (\textbf{I} \odot \textbf{C})

where \textbf{I} is the identity matrix and \odot denotes the Hadamard (element-by-element) product. In other words, \textbf{C}\textbf{C} is a diagonal matrix whose diagonal entries are the same as the diagonal entries of \textbf{C}, which is not necessarily diagonal itself.

Furthermore, \textbf{C} is Hermitian:

\textbf{C}^{H}=\textbf{C}

and \textbf{C} must be full rank (because actually, in my problem, \textbf{C} \triangleq (\textbf{A}^{H}\textbf{A})^{-1}, where \textbf{A} is complex square invertible).

I want to determine whether \textbf{C} = \textbf{I} is the only solution (because this would imply that \textbf{A} is unitary). (This is equivalent to proving that \textbf{C} is diagonal). By expanding out terms, I've shown that \textbf{C} = \textbf{I} is the only invertible solution for (3 \times 3) matrices, but I can't seem to obtain a general proof.

Any help or insight would be very much appreciated - I'm completely stumped!
 
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you can take the square root of your equation

since C is positive definite (C=(A^\dagger A)^{-1}) on the left you have C
and you obtain (in components):
C_{ij}=\sqrt{C_{ij}}\delta_{ij}

from which you can conclude that C is the identity matrix
 
aesir said:
you can take the square root of your equation

Brilliant! Thank you very much indeed! I had really be scratching my head over that one. Many thanks again for your help!
 
You can show this from "first principles". Let the matrix be
\left(\begin{array}{cc} a & b \\ b* & c \end{array}\right)
where a and c are real.

Mlutiplying the matrices out gives 3 equations

a^2 + bb* = a
c^2 + bb" = c
ab + bc = 0

Subtracting the first two equations, either a = c, or a+c = 1
From the third equation, either b = 0, or a+c = 0

So either b = 0, or a = c = 0

But from the first two equations, if a = c = 0 then b = 0 also.

So, the first two equations reduce to a^2 = a and c^2 = c, and the only solution which gives a matrix of full rank is C = I.
 
Thanks AlephZero. That is the approach I took in order to obtain a proof for (2 \times 2) and (3 \times 3) matrices. (If I understand correctly, your a, b and c are scalars.) However, aesir's solution is valid for the general (n \times n) case, which is especially important for me.

A final question on positive definiteness:
If \textbf{A} is not square, but instead is tall (with linearly independent columns) then is it correct to say that (\textbf{A}^{H}\textbf{A})^{-1} is now positive semi-definite?

My reasoning is that \textbf{z}^H\textbf{A}^H\textbf{A}\textbf{z} = \left\Vert{\textbf{Az}}\right\Vert^2 \geq 0 for any \textbf{z} (with equality when \textbf{z} lies in the null space of \textbf{A}).

(Therefore aesir's square root still exists in this case).
 
weetabixharry said:
...
A final question on positive definiteness:
If \textbf{A} is not square, but instead is tall (with linearly independent columns) then is it correct to say that (\textbf{A}^{H}\textbf{A})^{-1} is now positive semi-definite?

My reasoning is that \textbf{z}^H\textbf{A}^H\textbf{A}\textbf{z} = \left\Vert{\textbf{Az}}\right\Vert^2 \geq 0 for any \textbf{z} (with equality when \textbf{z} lies in the null space of \textbf{A}).

(Therefore aesir's square root still exists in this case).

I don't think so.
It is true that if \textbf{z} is in the null space of \textbf{A} then \textbf{z}^H\textbf{A}^H\textbf{A}\textbf{z} = \left\Vert{\textbf{Az}}\right\Vert^2 = 0, but this means that (\textbf{A}^{H}\textbf{A}) is semi-positive definite, not its inverse (which does not exists if the null space is non-trivial). BTW if \textbf{A} has linearly independent columns its null space is \{0\}
 
aesir said:
I don't think so.
It is true that if \textbf{z} is in the null space of \textbf{A} then \textbf{z}^H\textbf{A}^H\textbf{A}\textbf{z} = \left\Vert{\textbf{Az}}\right\Vert^2 = 0, but this means that (\textbf{A}^{H}\textbf{A}) is semi-positive definite, not its inverse (which does not exists if the null space is non-trivial). BTW if \textbf{A} has linearly independent columns its null space is \{0\}

Ah yes, of course. Thanks for clearing that up!

So are the following two statements correct?
(1) (\textbf{A}^H\textbf{A}) is positive definite when the columns of \textbf{A} are independent (which requires that \textbf{A} is tall or square). Therefore (\textbf{A}^H\textbf{A})^{-1} is also positive definite.

(2) When the rank of \textbf{A} is less than its number of columns (which includes all fat matrices), (\textbf{A}^H\textbf{A}) is positive semidefinite. In this case, (\textbf{A}^H\textbf{A})^{-1} does not exist.
 
weetabixharry said:
Ah yes, of course. Thanks for clearing that up!

So are the following two statements correct?
(1) (\textbf{A}^H\textbf{A}) is positive definite when the columns of \textbf{A} are independent (which requires that \textbf{A} is tall or square). Therefore (\textbf{A}^H\textbf{A})^{-1} is also positive definite.

(2) When the rank of \textbf{A} is less than its number of columns (which includes all fat matrices), (\textbf{A}^H\textbf{A}) is positive semidefinite. In this case, (\textbf{A}^H\textbf{A})^{-1} does not exist.

Yes, that's true.
In case (2) you can say a little more. If you split the vector space in null{A} and its orthogonal complement V_1 you have A^H A = \left(\begin{array}{cc} B^HB & 0 \\ 0 & 0 \end{array} \right)
that has a positive definite inverse if restricted from V_1 to V_1
 

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