Every scalar holomorphic function on a compact connected complex manifold is constant by the maximum modulus principle. Apply this to each entry of the holomorphic Adjoint representation of a Lie group; its value is constantly the identity. Differentiation makes the complex Lie algebra abelian, hence connectedness makes the group abelian. The holomorphic Lie exponential map identifies it with modulo a discrete subgroup. Compactness forces that subgroup to span the underlying real vector space, giving a full-rank Euclidean lattice and a complex torus.
A translation and positive uniform scaling of a finite configuration in a real vector space. It preserves the ratios and directions of differences between its points. In an integer lattice, the Gallai theorem for an integer lattice guarantees a monochromatic homothetic copy of every finite pattern in any finite colouring, with positive integer scaling factor.
Infimal convolution Created 2026-10-05 Updated 2026-10-14
An infimal convolution is the cheapest way to split a prescribed total between two costs. Suppose two activities contribute and to a required total , costing and . Their combined cost is optimized over all splits , rather than charging both activities for the entire total.
For proper extended-real functions on a real vector space , define
The definition does not require convexity. An infinite cost forbids that contribution, as with an indicator functional of a constraint set. If no split has two finite costs, set ; if the costs of admissible splits are unbounded below, . Thus proper inputs need not produce a proper extended-real function. The notation denotes the same operation. See Parikh and Boyd, Proximal Algorithms, §3.1 for the standard convex analysis definition and its connection to the Moreau envelope.
An infimum is a best lower bound, whereas a minimum is a value realized by some split. Writing in place of requires an attaining pair . For convex functions, mixing two nearly optimal splits and applying convexity to each cost proves that their infimal convolution is convex whenever it is proper; one must use nearly optimal splits because exact minimizers need not exist. Its convex conjugate is whenever the extended real number arithmetic is well defined; see conjugate of an infimal convolution for the precise identity. This turns the optimization over splits into addition in the conjugate variables.
Two quadratic costs: share the load according to its price. Let and let the convex quadratic functions be
For fixed , eliminate . The derivative of the total cost is , so equal marginal costs give
The cheaper activity receives more of a positive total: when and , . Completing the square gives an exact certificate for every competing split:
Consequently the infimum is a unique minimum, and
The effective quadratic coefficient is , with . It is smaller than either or : allowing both activities reduces the cost compared with assigning everything to either one. If , each receives half the total and . This is a simple quadratic optimization problem whose answer preserves the form of the original costs.
Figure 1.
Optimizing the split of two quadratic costs gives a cheaper quadratic total cost
. An exact illustrative calculation, not measured data: , and give and cost , compared with cost for an equal split. The right panel compares the optimized cost with assigning the whole total to either activity. Details.
Smoothing a corner by splitting its cost. Take the absolute value function and the convex quadratic function , with . This infimal convolution is the Moreau envelope of the absolute value function:
Here is the sign function, with . The optimal is soft thresholding. In the central region, the quadratic function carries the whole total; outside it, stays at and the absolute value function carries the excess. At the result is the Huber loss in the normalization near zero and outside. Its derivative is for and outside, so the corner becomes a continuous change of slope. Parikh and Boyd's [ref] uses twice this normalization for the Huber loss; the explicit formula here fixes the convention. This is also the one-dimensional case of the existing Moreau envelope of the Euclidean norm.
Figure 2.
Splitting absolute-value and quadratic costs produces a smooth Huber loss
. Exact illustrative curves with , not measured data. The left panel compares with its Moreau envelope; the right shows the optimal contributions and , whose sum is . Beyond the cutoffs , the quadratic contribution remains clipped while the absolute-value contribution grows. Details.
Kalman filter Created 2026-10-03 Updated 2026-10-14
The Kalman filter alternates a Kalman prediction step with a Kalman measurement update. It carries a state estimate forward using a state-space model, then adjusts it by the part of the new observation that was not predicted: the innovation. The Kalman gain determines the adjustment from the uncertainty of the prediction and the measurement noise. A noisy measurement should have less influence than an equally surprising precise one.
For a precise discrete-time statement, let the state and observation be vectors in real vector spaces obeying the linear state-space model
The matrices and control inputs are known. Assume a Gaussian random vector with mean and covariance matrix , and mutually independent centered Gaussian noises , independent of , with covariance matrices . Suppose is positive-definite, so the observation innovation covariance is invertible. Then the recursions below give the exact posterior mean and posterior covariance matrix , hence the full conditional multivariate normal distribution. They also minimize mean squared error. Without the Gaussian assumptions, suitable second-order assumptions still give best affine state estimates, but do not generally give an exact posterior distribution. [ref].
For an exact scalar example, suppose the predicted state has normal distribution and a measurement reports in the same units. With measurement noise variance , the Kalman gain is and the posterior distribution is
With the same prediction and observed value but measurement noise variance , the Kalman gain becomes and the posterior distribution is instead . Both updates move toward the observation; the more precise measurement moves the estimate further and reduces uncertainty more.
Figure 1.
The same observed value produces different Kalman measurement updates when its uncertainty changes
. Both panels start from and observe . The green curve is the likelihood function normalized over the scalar state for this unit-coefficient observation model. The orange curve is the posterior density; its narrower width reflects reduced variance. The vertical dotted line marks the observed value, rather than a known true state. Details.
The useful compression is exact under the stated model: the two objects contain everything from the past observations needed for the next update. Their size depends on the state dimension, not on the length of the observation history. This makes causal state filtering practical when observations arrive continually. It also gives Linear-quadratic-Gaussian control an estimate of the state on which to act.
Rudolf E. Kalman's 1960 paper organized linear filtering around state transitions, error covariance and recursive computation, connecting estimation with optimal regulation. Its introduction acknowledges earlier work by Wiener, Bode, Shannon and others; the useful historical claim is this particular formulation, rather than that estimation began in 1960. [ref].
Take a normalized spin one-half state in the eigenbasis. Since , direct multiplication of the Pauli matrices gives
Substitution of the half-angle parametrization gives
Thus and are precisely the polar and azimuthal angles of the mean spin. Two complex coefficients contain four real parameters; normalization removes one and an unobservable common quantum phase removes another. The resulting pure states form the Bloch sphere. One may choose real and nonnegative away from the patch where . At the poles the azimuth is redundant. The length should not be confused with .
For a spatial plane wave, becomes , so the Hamiltonian operator reduces to the Weyl Hamiltonian matrix
Define and . The matrix
satisfies by the angle-addition identities. Consequently the displayed spinor is an energy eigenstate for either or , with respective energies and , for . Equivalently, at each fixed nonzero wavevector the two branches are
If , the two energy labels exchange; the ordered eigenvalues are . Taking sets the convention in the sketches. An orthogonal spinor obeys and supplies the other branch at .
The Pauli matrix multiplication law independently gives . The dispersion relation is therefore a pair of cones touching at zero energy and momentum; a signed straight-line cut has upper and lower branches . In the plane, , and the upper-branch mean spin points radially outwards, the lower-branch spin radially inwards. This is spin-momentum locking, not a tangential spin texture. At the touching point the two states are degenerate and the spin direction is not selected by the Hamiltonian operator.
Figure 1.
Radial spin locking and a shifted Weyl cone, including a plane that misses its node
. Details.
Now let a spatially constant perturbation have matrix , with real. The Hermitian two-by-two matrix in the Pauli basis decomposition follows explicitly from
where , , , and are real. Equivalently, and . The four matrices are linearly independent under the trace inner product and span the four-dimensional real vector space of Hermitian two-by-two matrices.
Spatial constancy means the perturbation does not mix different wavevectors, so each momentum sector can still be diagonalized independently. Write . The full matrix and its exact eigenvalues are
This constant matrix perturbation of a Weyl Hamiltonian translates the cone to
In three-dimensional momentum space the energy bands still touch; the perturbation produces no full spectral gap. The new branch spin directions are parallel and antiparallel to , so their radial texture is centered on the shifted point.
A restricted cut must be distinguished from the full dispersion relation. In the fixed plane , the energies are , with minimum branch separation . This plane misses the crossing if . Along any line through the dispersion relation still crosses linearly. Thus a sketch of a gapped fixed-plane cut alone would not describe the gapless three-dimensional Hamiltonian operator. The cone after a general perturbation is also no longer a function of about the old origin alone.
No. On the real vector space , use the symmetric bilinear form
Its matrix of a bilinear form is , whose determinant is , so it is a nondegenerate bilinear form. Let
A vector belongs to the bilinear orthogonal complement exactly when . Hence
In particular, the claimed direct sum fails. The isotropic vector has zero self-pairing, although it pairs nontrivially with other vectors of .
The dimension identity in part (i) counts both vector subspaces but does not force their intersection of vector subspaces to be zero. For a symmetric bilinear form, is the radical of a bilinear form restricted to . Thus the precise criterion is
Indeed, trivial intersection of vector subspaces and part (i) give a sum of vector subspaces of dimension . A positive-definite bilinear form would guarantee this for every ; symmetry alone does not.
The Lie group–Lie algebra correspondence separates local differential structure from global topology. For a Lie group , define as a real vector space. Extend each to the left-invariant vector field
The commutator of two such vector fields is again left-invariant. Set
The vector-field commutator is bilinear, antisymmetric and satisfies the Jacobi identity, so this makes a Lie algebra. For a matrix group this bracket is .
For a smooth Lie group homomorphism , its differential at the identity is the linear map
The identity shows that the corresponding left-invariant fields are -related. Brackets of related vector fields are related, hence
The chain rule also gives and . Thus differentiation is a functor from Lie groups and smooth homomorphisms to real Lie algebras and bracket-preserving linear maps.
To see what information the differential retains, apply to a one-parameter subgroup. Its initial tangent is , so uniqueness yields
If is connected, a small exponential neighbourhood generates it. Every is a finite product , and therefore
For an already existing homomorphism this expression is independent of the chosen product because it equals . Two homomorphisms with the same differential agree on that neighbourhood and hence everywhere. This proves that a Lie group homomorphism determined by its differential requires a connected source.
On a disconnected source only the restriction to is determined. For instance a nontrivial finite discrete group has zero Lie algebra, so its identity and trivial endomorphisms have the same zero differential but are different maps. The discussion of all components must therefore include additional global data. The remaining parts explain the corresponding existence and topology conditions.
The Hermitian operators form a real vector space of dimension . To see that the same basis spans all complex operators, decompose an arbitrary as , where and are Hermitian. Expand in the real orthonormal basis and combine their coefficients. The resulting complex expansion is unique because . Taking the Hilbert-Schmidt inner product with gives
If is Hermitian, then by cyclicity. Hence . The basis is a real basis of Hermitian operators and its complexification is a complex basis of all operators.
A traceless skew-Hermitian matrix has the unique form
This real-linear parametrization is bijective, proving as real vector spaces. It is not a complex vector space: multiplication by generally turns a skew-Hermitian matrix into a Hermitian one.
For a basis of the real vector space , the Gram-Schmidt process constructs an orthonormal basis successively:
The inner product makes orthogonal to all earlier . Moreover , since otherwise would be a linear combination of its predecessors, contrary to linear independence. Induction gives . Starting with a basis of a linear subspace and extending it to a basis of gives the same construction with the first vectors spanning .
The orthogonal complement is . For every , set . Then and . If , then , so by definiteness of the inner product. Thus the direct sum is
This also covers and .
For the polynomial space, the form is immediately a symmetric bilinear form, and . A nonzero polynomial of degree of a polynomial at most two cannot have three distinct roots of a polynomial, so this form is an inner product for . For , the nonzero polynomial has . Therefore, among the stipulated positive integers,
The finite-dimensional real vector space consists of real combinations of Cartier divisors modulo numerical equivalence of divisors. Its elements are numerical divisor classes. The space of curve classes paired with it is .
For a finite pattern in a real vector space, pull a finite colouring back to words through the displayed sum map. A combinatorial line with active coordinates J maps to . The Hales-Jewett theorem therefore forces a monochromatic homothetic copy. Integer patterns remain in the integer lattice; choosing b sufficiently large gives the positive-lattice version.
Take labels and vectors in the real vector space :
Here is the complete independence check for all eight subsets. The empty set is independent. Each of is independent because its vector is nonzero. Every pair is independent: the determinants of the two-column matrices , , and are respectively , , and . The triple is dependent because . Therefore
Deleting elements from any listed subset stays in this list, verifying heredity. Every exchange comparison has sizes , , or . From the empty set, any element of the larger matroid independent set works: this covers three singleton targets and three pair targets. From any singleton to any pair, every element of the pair outside the singleton works, since every resulting pair is independent. This covers all nine singleton-pair comparisons, including disjoint ones. There are no other comparisons: all fifteen ordered size-increasing pairs satisfy exchange.
Figure 1.
Three vectors have three independent pairs and one dependent triple; the heaviest matroid basis is with weight
. Details.
The three matroid bases are , , and , all of cardinality two, with weights , , and . The matroid greedy algorithm considers , then , then : it admits , admits because their determinant is nonzero, and rejects because the triple is dependent. The resulting matroid basis has weight , the largest of the three totals. Every singleton can grow, so none is maximal; the three pairs are both maximal and maximum in cardinality.