A Chern number turns local curvature data into a global integer. Let be a complex vector bundle over a compact oriented manifold without boundary, with a unitary connection represented locally by an anti-Hermitian matrix-valued one-form . Its curvature form of a connection is . The Chern-Weil theory representative of the total Chern class is
The coefficients are closed differential forms. They represent the images of integral Chern classes in de Rham cohomology. On an oriented -manifold, a product with pairs with the fundamental class to give a Chern number, an integer independent of the unitary connection.
For example,
For an bundle with , . On an oriented four-manifold the Second Chern number is then
using the fundamental matrix trace and the stated anti-Hermitian convention. The trace-product correction is required for a general bundle; it cannot simply be omitted. The sign of a physical instanton number also depends on the trace and orientation convention, so these conventions must accompany the formula.
The local origin of closure is the Bianchi identity and the cyclic matrix trace: . Independence of the connection one-form follows more concretely by varying a family . Since , the Chern-Weil connection transgression is
Its integral on a closed four-manifold is zero by the Generalized Stokes theorem. This proves connection independence of ; the integrality is the global Chern class statement, not merely a consequence of the local formula.
The local primitive of the Second Chern form is the Chern-Simons three-form
Here we continue to use , so . The cubic coefficient is forced by the exterior derivative. In the graded cyclic matrix trace, and , the latter because cycling one degree-one factor past the other three changes its sign. Therefore
Matrix-valued differential forms require both matrix order and the graded signs; treating all factors as commuting scalars would lose this derivation.
The Chern-Simons three-form depends on a local trivialization and is not itself gauge-invariant. For the Yang-Mills gauge transformation convention , set . The gauge change of the Chern-Simons three-form is
The last term is closed by the Maurer-Cartan equation. On a closed three-manifold its integral is an integer with the fundamental normalization. Consequently the Chern-Simons integral is naturally defined modulo integers, while its exponential is invariant under large Yang-Mills gauge transformations for integer level .
This also explains why a nonzero Chern number is compatible with : need not be a globally defined three-form. On , trivialize over two hemispheres and let on their common equator , oriented as the boundary of the northern hemisphere. The Generalized Stokes theorem and the gauge-change formula give
For , this is the degree of the transition map, with compatible group orientation; for it is the corresponding integer in . Thus the Second Chern number measures the obstruction to choosing one trivialization over the whole four-sphere.
A simpler First Chern class example is a line bundle over . Write and choose local real potentials
They have common curvature , so . Their difference corresponds to the transition function , which is single-valued exactly when . This illustrates how the global integer arises from patching, rather than from an arbitrary flux normalization.
In physics, these constructions distinguish topological sectors of Yang-Mills instantons and relate four-dimensional characteristic densities to three-dimensional boundary actions. The Chern-Simons three-form itself gives a metric-independent gauge action in three dimensions. On a closed manifold its first variation is
so its classical equation is . The common thread is that a local expression in the connection one-form records global topology: curvature produces the invariant Chern number, while its local Chern-Simons three-form primitive retains gauge and boundary information.
Use the part-preserving bipartite four-cycle density convention
Here is the indicator function of adjacency, and repeated labels are allowed. This is the homomorphism density convention appropriate to the four-cycle norm. We derive the needed counting and operator norm facts directly.
Let be the -by- biadjacency matrix, let be the all-ones vector, let , and put . The degree hypothesis says
so the centered matrix annihilates on both sides. In particular, , and
The two terms have zero products in either order. Expanding the matrix trace directly counts four adjacency factors:
Since and , we obtain
The given upper bound therefore implies
This computation proves the centered four-cycle identity for a biregular graph, rather than assuming a four-cycle norm identity.
The matrix is a positive semidefinite matrix. By the spectral theorem for real symmetric matrices it has nonnegative eigenvalues , and
Moreover, for the Euclidean norm,
Indeed , whose maximum on unit vectors is ; the Cauchy-Schwarz inequality characterization also shows that and have the same operator norm. Taking fourth roots thus gives
where the error parameter is nonnegative, as in the claimed bound.
Finally use the indicator vectors , . Their Euclidean norms are and , so the Cauchy-Schwarz inequality and the operator norm estimate yield
This is the required discrepancy bound. It also holds when either subset is empty or . In fact, because annihilates constants, replacing by gives the stronger bound . This is the spectral discrepancy bound for a biregular graph.
For , write for multiplication by in . The algebraic differential operator ring is defined by the filtration
The order of an algebraic differential operator is the least for which ; the zero operator may be assigned order . In degree zero, commuting with all multiplication maps means , so . The commutator identity proves by induction that , so the union is a ring under addition and composition.
The derivations of an algebra form
Every such derivation has and , so has differential order at most one. Conversely, if , set and . Then and is a multiplication map. Evaluating at shows it is ; evaluating at gives the Leibniz rule. Hence the first-order algebraic differential operator decomposition is
It is a direct sum as -vector spaces: a multiplication map that is a derivation vanishes at , and is zero.
The complex Weyl algebra has generators and relations
Take . If a nonzero unital module had finite dimension of a vector space over , its representing matrices would satisfy . Taking the matrix trace gives , impossible in characteristic zero. The Weyl algebra has no nonzero finite-dimensional modules. For the algebra is and this assertion has the obvious exception.
For a nonzero finitely generated Weyl algebra module, use the Bernstein filtration
The ordered monomials form a vector space basis, so
To justify the ordered basis, the relations move all to the right and give spanning. Independence follows in the action on : apply a putative zero operator coefficientwise to the formal exponential , obtaining . Thus every coefficient vanishes.
Choose a finite-dimensional nonzero generating subspace and set . The associated graded module is finitely generated over the polynomial associated graded ring, so the Hilbert-Serre theorem implies is eventually a polynomial. Define
This Bernstein growth dimension of a Weyl algebra module equals the Gelfand–Kirillov dimension of a module, not its ordinary vector-space dimension. If a different finite generating subspace is used, each lies in some fixed filtration step of the other. The corresponding are sandwiched between shifted filtrations, so the degree is unchanged.
We prove Bernstein inequality for Weyl algebra modules using an injectivity estimate. The faithful finite-step action of a Weyl algebra claim is that the map
is injective for every . Induct on . For , a scalar annihilating is zero. Suppose annihilates . For any generator or , the commutator belongs to and annihilates : both and vanish. The induction hypothesis gives for every generator. In the ordered basis,
In characteristic zero these identities force to be a scalar. Since it annihilates , it is zero. This proves injectivity.
Consequently
The left side grows as a positive constant times ; the right side has growth degree . Comparing powers proves
The polynomial module , with the usual multiplication and differentiation actions, has , showing the bound is sharp.
Over the complex numbers, every finite-dimensional representation of a solvable Lie algebra has a basis in which every representing matrix is upper triangular. The Lie theorem is often stated first as the existence of a common eigenvector in every nonzero finite-dimensional Lie algebra representation of a solvable Lie algebra. Applying that assertion successively to quotient representations gives an invariant complete flag, and hence the upper triangular form. The same proof works over any algebraically closed field of characteristic zero.
We prove the common eigenvector assertion by induction on , writing the action as . The zero Lie algebra is immediate. If is solvable, its derived series of a Lie algebra shows that . Choose a codimension-one ideal of a Lie algebra containing , and choose . By induction there are and a linear functional such that for all .
Let be the span of . If , the first of these vectors form a basis, and is -invariant. We claim that for each ,
For this is the definition of . For the induction step, use and . Applying the induction hypothesis to both and proves the claim. Consequently is -invariant, and every acts on by an upper triangular matrix with all diagonal entries .
Since both and preserve , the matrix trace of their commutator on is zero. The claim applied to gives
Here characteristic zero is essential: in the field, so . Now the common weight space
is nonzero and -invariant. Indeed, for ,
An endomorphism of a nonzero finite-dimensional complex vector space has an eigenvector, so choose an eigenvector of in . It is a common eigenvector for . This proves the Lie theorem.
For the printed matrices in characteristic , , and there is no common eigenvector. Index the standard basis by . The cyclic entry in the PDF gives
The diagonal eigenvalues of are distinct in . Thus every eigenvector of is a scalar multiple of a single . Since , is never a scalar multiple of , proving the assertion even when is not an algebraically closed field.
For ,
At the cyclic boundary,
Hence . The two-dimensional Lie subalgebra has derived algebra , whose own derived algebra is zero, so it is solvable. It nevertheless has no common eigenvector, including after extending to its algebraic closure. This is a failure of Lie theorem in positive characteristic. In the proof above, the obstruction is precisely that can vanish as a scalar in .
The derived algebra of a complex solvable Lie algebra is nilpotent. First suppose . By the Lie theorem, put every element of in upper triangular form. The diagonal of a commutator of upper triangular matrices is zero, so consists of strictly upper triangular matrices. The Lie algebra of all such matrices is a nilpotent Lie algebra: if consists of matrices whose entries vanish whenever , then
Therefore the lower central series of a Lie algebra of reaches zero. Alternatively, every element of is a nilpotent linear map, and the Engel theorem states that a finite-dimensional Lie subalgebra consisting of nilpotent linear maps is a nilpotent Lie algebra.
For an abstract complex solvable Lie algebra , apply the preceding result to its Adjoint representation. The Lie algebra is nilpotent. Since is central in , some term of the lower central series of a Lie algebra of lies in that central ideal; the next term is zero. Thus itself is nilpotent.
Conversely, every nilpotent Lie algebra is solvable, since its derived series of a Lie algebra is contained term by term in its lower central series of a Lie algebra. If is nilpotent, it is therefore solvable, and is Abelian. More directly, the derived series of a Lie algebra of , after its first term, is the derived series of a Lie algebra of . Consequently the derived algebra nilpotence criterion is
The form attached to is . More generally, for a Lie algebra representation , the Trace form of a Lie algebra representation is
The unqualified Killing form is the special case of the Adjoint representation,
The distinction matters: a Trace form of a Lie algebra representation can be degenerate even when is semisimple, for example on the trivial Lie algebra representation.
The Trace form of a Lie algebra representation is bilinear and symmetric, because . It is an invariant bilinear form on a Lie algebra:
This follows by expanding both commutators and cyclically permuting factors under the matrix trace. Equivalently,
Its radical of a bilinear form is an ideal of a Lie algebra, since if , then . The Killing form is also preserved by every automorphism of a Lie algebra, because the corresponding adjoint operators are conjugate. On a complex finite-dimensional Lie algebra, the Cartan criterion for semisimplicity says that the Killing form is nondegenerate exactly when the Lie algebra is semisimple. The Cartan solvability criterion says that is solvable exactly when .
We next construct the sl2 subalgebra associated with a root. Use the root-space decomposition
For , , invariance of the Killing form gives
Thus unless , and for nonzero . Nondegeneracy of on now implies that is a root and that pairs and nondegenerately.
Nondegeneracy of defines a unique by
Choose and with . Their Lie bracket lies in the zero root space, namely , and
Therefore .
The essential nonisotropic root lemma is that . Suppose instead that it vanished. Then , so would be a solvable Lie algebra with derived algebra . Apply the Lie theorem to its action on by the Adjoint representation. The commutator is strictly upper triangular in a suitable basis, hence nilpotent. But , so the root-space decomposition makes diagonalizable. A diagonalizable nilpotent linear map is zero. Thus is central in . The center of a Lie algebra of a semisimple Lie algebra is zero; equivalently a central element lies in the radical of the Killing form. This forces , contradicting .
Writing , define
The root-space decomposition and give
The three vectors are linearly independent because they lie in the distinct summands , , and . Their span is therefore a copy of the sl2 Lie algebra.
The weight lattice consists of the functionals integral on all coroots. With the coroot above, the weight lattice is
where the fundamental weights satisfy for the simple roots . Here lies in the real span of the roots, viewed inside .
The classification of finite-dimensional sl2 representations says that every finite-dimensional complex sl2 Lie algebra representation is a direct sum of irreducibles , , on which the standard has eigenvalues . Restrict any finite-dimensional Lie algebra representation of to each sl2 subalgebra associated with a root. If has weight , then , so is an integer. Thus every weight lies in . The same restrictions show that the commuting simple coroots act diagonalizably, justifying the simultaneous weight-space decomposition.
For , the roots are , , and . Work on with the alternating bilinear form having matrix
The symplectic Lie algebra is
Using the matrix units , take the Cartan subalgebra
Define . A regular diagonal element of has centralizer precisely , and every element of acts diagonalizably. Thus it is a Cartan subalgebra. The requested Cartan decomposition is the root-space decomposition
Choose positive roots , , , . The symplectic root sl2 triple are given explicitly by
For the negative root spaces, use the corresponding . These eight root vectors, together with , form a basis: the block description above has dimension , and the ten listed vectors are independent. Finally, the matrix unit identity
verifies for every row. The diagonal differences verify and . Thus each row supplies a basis of the required sl2 subalgebra associated with a root.
Let and . Here a closed submanifold means compact and without boundary, which is the condition needed for a compactly supported dual class. The orientations of and orient the normal bundle . Its Thom class is the unique relative class of degree restricting to the chosen orientation generator on every normal fiber. A tubular neighborhood identifies this class with one near in . Choose a compact normal disc neighborhood and extend the relative class to compactly supported cohomology of . Equivalently, apply Poincare duality to the pushed-forward fundamental class of :
This compactly supported dual of a compact submanifold is independent of the tubular neighborhood and represents intersection with . Fix the convention in complementary degree. Its image in ordinary cohomology restricts to zero on , because it comes from relative cohomology supported near . If a submanifold is only closed as a subset but is noncompact, its usual dual lies in ordinary cohomology instead; compact support is not asserted in that situation.
Now let be the diagonal, with the orientation inherited from , and let . For each , choose a basis of and its dual basis of satisfying . The Poincare duality pairing and the Künneth theorem give the cohomology class of the diagonal
The sign can be checked from the defining identity
For , moving the degree- class in the second factor past contributes , and interchanging and contributes ; the displayed coefficient cancels their product. Equivalently its exponent is modulo two.
The cohomological pushforward between closed oriented manifolds is characterized by
for complementary degrees. This follows immediately from its definition by Poincare duality and naturality of evaluation on pushed-forward homology. In degree , the matrix trace of on is consequently
For finite-dimensional maps between two possibly different vector spaces, . Thus this matrix trace equals that of on . Pulling back the diagonal formula by and applying graded commutativity of the cup product now yields
This establishes the Lefschetz coincidence number with the requested sign convention.
If for every , the map factors through . The diagonal class restricts to zero there, so its pullback is zero and . Taking the contrapositive proves the Lefschetz coincidence theorem:
No transversality or isolated-coincidence assumption is needed. This cohomological argument also applies to continuous maps, which covers the last request.
For a map of degree , the adjoint identity above gives, for all complementary classes on ,
Nondegeneracy therefore gives . Cyclic invariance of matrix trace proves the self-coincidence number of a map of nonzero degree formula
In particular, has one even-dimensional cohomology generator in each degree , so . Hence
If is homotopic to , homotopy invariance of cohomology gives and thus . The Lefschetz coincidence theorem supplies a point at which and agree.
Write for a positive-definite matrix. Up to a constant independent of the parameters, the log-likelihood of the multivariate normal distribution is
The identity
shows that, for each , the unique optimizing mean is . Using the matrix trace to rewrite the first quadratic sum, the profile likelihood is
Therefore maximum likelihood estimation of the precision matrix, whenever the maximum exists, is exactly
This is the profile likelihood for a Gaussian precision matrix. The sample covariance matrix here uses divisor , as appropriate for maximum likelihood estimation.
There is an important rank qualification in the printed assumptions. If , differentiation gives , so the unique minimizer is . Uniqueness follows because the negative log-determinant is a strictly convex function on the positive-definite matrices. But full column rank of the uncentered alone does not imply : the rank of a centered sample covariance matrix depends on the centered design. For example, with and raw data matrix ,
Although has full column rank, setting gives objective . Thus an unpenalized maximizer need not exist under the literal raw-rank assumption. The likelihood reduction remains valid; existence requires full column rank of the centered data, equivalently . For the nonsingular Gaussian model this holds almost surely when .
Use the entrywise-penalty convention for the Graphical Lasso:
The sum is the entrywise matrix L1 norm. Its Graphical-Lasso Karush-Kuhn-Tucker conditions are
Here is symmetric; its nonzero-entry values are , and its zero-entry values are any numbers in . These are the subgradient optimality condition for this convex optimization problem. Since a positive-definite matrix has positive diagonal, and . Counting both off-diagonal entries in the penalty and in the trace makes the same appear in their stationarity equations. The common variant penalizing only off-diagonal entries instead sets ; the off-diagonal equations and the column argument below are unchanged.
For the given column problem, abbreviate
Its smooth part expands to plus a constant, because is symmetric and . The matrix is a positive-definite matrix, so this quadratic is a strictly convex function. Adding the convex L1 norm penalty preserves strict convexity, and the objective tends to infinity as . The minimizer exists and is unique. Its Karush-Kuhn-Tucker conditions are
We identify that minimizer directly from the precision matrix. Write and define
The denominator is positive. The off-diagonal part of column of gives
On the other hand, the off-diagonal Graphical-Lasso Karush-Kuhn-Tucker conditions read
Because , the coordinates of have the opposite signs from those of and vanish at exactly the same positions. The subgradient of the absolute value therefore satisfies
It follows that
These are exactly the Lasso column problem's Karush-Kuhn-Tucker conditions. Its unique minimizer must be , yielding
This is the Graphical Lasso column regression identity. The minus sign is essential: it converts the precision-entry subgradient into the regression-coefficient subgradient. The argument uses the inverse identity directly, so it does not require proving the supplied block inverse formula.
The Pauli matrix commutator identity gives
for the anti-Hermitian basis of the SU(2) Lie algebra. In the ordered basis the Adjoint representation matrices, with columns recording the images of basis elements, are
Their squared matrix traces are , and the mixed products have zero trace. Therefore the Killing form of the SU(2) Lie algebra is
It is negative definite and nondegenerate, so this real Lie algebra is semisimple. It is also simple: the displayed bracket is the three-dimensional cross product; if an ideal of a Lie algebra contains nonzero , the vectors span the plane perpendicular to , and together with span the whole algebra. This confirms that the simplicity implication applies with a nonzero Killing form.
A Lie algebra representation on a vector space is a linear map preserving the Lie bracket:
The Adjoint representation acts on by . The Jacobi identity gives
If is nonabelian, some is nonzero, so this Adjoint representation is not the trivial Lie algebra representation. It is the required nontrivial representation of dimension . Nontriviality does not require its homomorphism to be injective.
For the finite-dimensional algebras here, with normalization one, the Killing form is
It is a symmetric bilinear form by cyclicity of the matrix trace. To prove its invariance, write , , . Then
This also gives , the equivalent invariant bilinear form on a Lie algebra identity.
For the unheaded structural requests, a simple Lie algebra is nonabelian and has no ideals of a Lie algebra other than zero and itself. A semisimple Lie algebra has no nonzero solvable ideal of a Lie algebra; in finite dimension over or this is equivalently a direct sum of simple Lie algebras.
Suppose first that the Killing form is nondegenerate. If is an abelian ideal of a Lie algebra and , then maps into and vanishes on . Every preserves . Therefore has zero diagonal blocks relative to a basis adapted to , and
Nondegeneracy forces . If a nonzero solvable ideal of a Lie algebra existed, its last nonzero derived series of a Lie algebra term would be a nonzero abelian ideal of a Lie algebra, again impossible. Hence the solvable radical is zero, proving
This argument proves the needed implication rather than assuming the Cartan criterion for semisimplicity.
One can also see the direct-sum formulation explicitly through orthogonal ideal splitting for a nondegenerate Killing form. For an ideal of a Lie algebra , invariance makes an ideal of a Lie algebra. If , then for , , so . Thus is an abelian ideal of a Lie algebra, and must vanish. Consequently and the two summands commute. Select a minimal nonzero ideal; it is nonabelian, and any ideal inside it is an ideal of because the complementary summand commutes with it. It is therefore simple. The restricted form is the remaining summand’s own Killing form, because the two ideals commute. Repeating the splitting there terminates in a direct sum of simple ideals.
Conversely the radical of the Killing form
is an ideal of a Lie algebra by the invariance just proved. For a simple Lie algebra it is either zero or the whole algebra. The permitted hypothesis that is not identically zero excludes the second alternative. Thus
The computations in the two following parts illustrate both a nondegenerate compact example and a degenerate algebra with an abelian ideal.
The real vector space of symmetric matrices has dimension . By the conic Carathéodory theorem, every member of is a conic combination of at most generators. Absorb each nonnegative coefficient into its vector through .
If converges to , write, padding with zero vectors if necessary,
The matrix trace satisfies
The left side is bounded because converges. Thus the finite tuple is bounded. The Bolzano-Weierstrass theorem gives a subsequence on which every vector converges, say . Continuity of the outer product now gives . Hence
This proves closedness of the completely positive cone. The uniform bound on the number of factors and the matrix trace bound are both essential: an arbitrary conic hull of a closed generating set need not be closed.
Every feasible sign vector gives the rank-one matrix . It is a positive semidefinite matrix, since , and . The matrix trace identity gives
Thus all original feasible objectives appear among the relaxed ones, proving
The semidefinite relaxation of binary quadratic optimization drops the rank-one requirement and keeps the elliptope constraints.
An optimal relaxed matrix exists. The feasible set is nonempty, since it contains , and closed. Its two-by-two principal minors give , so it is bounded and therefore compact. The linear objective attains its maximum. Also and hence , including the zero-objective case.
For on the unit circle, use the conjugated monomial vector
Then the prescribed diagonal sums give
Positive semidefiniteness proves
This is the Gram matrix representation of a trigonometric polynomial. The Hermitian condition also implies , so its values on the unit circle are real. The conjugated monomial vector is required by the source's convention; the unconjugated vector would represent instead.
In particular . If this matrix trace is zero, all nonnegative eigenvalues vanish and , so . A general feasible Gram matrix need not have matrix rank one; the Fejér–Riesz theorem ensures a rank-one representative exists whenever the nonnegative trigonometric polynomial is nonzero.
The characteristic polynomial of the displayed rotation matrix is , so its eigenvalues are , all of modulus one. The real eigenvector spans the rotation axis, while the arguments of the conjugate eigenvalues record the rotation angle on its perpendicular plane.
Applying first the -rotation and then the -rotation gives
Its -eigenspace is spanned by , so . The matrix trace identity gives . Thus .
In the matrix expression, denotes a fundamental generator, whereas the component adjoint covariant derivative uses adjoint generators. With ,
Using antisymmetry to write and gives exactly the component mass term. This is the gauge-boson mass matrix from an adjoint scalar.
For , the Gell-Mann matrices commute with . Their gauge bosons are therefore massless. The generators connect the first two eigenspaces to the third; the eigenvalue difference is . Directly taking the matrix trace gives
with all remaining entries zero. Thus
The factor is the canonical real-vector mass term normalization. The unbroken Lie algebra is , giving the usual description SU(2) × U(1). More precisely, the centralizer of the vacuum expectation value inside is
This global quotient refines the adjoint-Higgs breaking of SU(3) to SU(2) and U(1) without changing the local gauge boson spectrum.
Taking the matrix trace of the adjugate expansion and using part (b) gives
Hence . Taking traces in gives, for ,
For , the same formula follows by taking the trace of . Iterating the recursion from part (a) also gives
Consequently the Faddeev–LeVerrier algorithm is
Starting with , this recursively expresses every using only ; these are the Newton identities for the characteristic polynomial.
Replace coordinate inequalities by the Loewner order and coordinate sums by matrix trace. The maximizing semidefinite program is
Its feasible set is the fantope. In an orthonormal eigenbasis of , its objective is , and the diagonal entries of belong to the capped simplex. Choosing as the orthogonal projection matrix onto the largest eigenvectors attains the sum of the largest eigenvalues, as in the Ky Fan maximum principle.
The minimizing semidefinite program is
For example, its Lagrangian arises by assigning to , keeping in the domain, and using free for . Finiteness of the supremum over requires .
Equality follows directly by choosing to have eigenvalues in the same orthonormal eigenbasis, with between the th and st eigenvalues, or below the smallest one for . This is the threshold semidefinite program for the largest eigenvalues, and it also verifies the endpoint case .