We study the density of states measure for some class of random unitary band matrices and prove a Thouless formula relating it to the associated Lyapunov exponent. This class of random matrices appears in the study of the dynamical stability of certain quantum systems and can also be considered as a unitary version of the Anderson model. We further determine the support of the density of states measure and provide a condition ensuring it possesses an analytic density.
Random non-Hermitian Jacobi matrices $J_n$ of increasing dimension $n$ are considered. We prove that the normalized eigenvalue counting measure of $J_n$ converges weakly to a limiting measure $μ$ as $n\to\infty$. We also extend to the non-Hermitian case the Thouless formula relating $μ$ and the Lyapunov exponent of the second-order difference equation associated with the sequence $J_n$. The measure $μ$ is shown to be log-Hölder continuous.
Factorization of an $n\times n$ unitary matrix as a product of $n$ diagonal matrices containing only phases interlaced with $n-1$ orthogonal matrices each one generated by a real vector as well as an explicit form for the Weyl factorization are found.
We describe calculations of Jarlskog's determinant in the case of n=3,4 in detail. Next, we investigate some formulas for invariant phases of unitary matrices and derive some explicit relations of them.
We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the limit of large matrix dimension. We show that as long as N(Q) is smaller than a critical value (at which the quadratic level repulsion of the Gaussian unitary ensemble of random matrices may be destroyed) all spectral fluctuation measures have the same form as for the Gaussian unitary ensemble.
A parametrization of 3x3 unitary matrices is presented. This mathematical approach is inspired on polarization algebra and is formulated through the identification of a set of three orthonormal three-dimensional Jones vectors representing the respective pure polarization states. This approach leads to the representation of a 3x3 unitary matrix as an orthogonal similarity transformation of a particular type of unitary matrix that depends on six independent parameters, while the remaining three parameters correspond to the orthogonal matrix of the said transformation. The results obtained are ap…
This paper is devoted to the spectral properties of a class of unitary operators with a matrix representation displaying a band structure. Such band matrices appear as monodromy operators in the study of certain quantum dynamical systems. These doubly infinite matrices essentially depend on an infinite sequence of phases which govern their spectral properties. We prove the spectrum is purely singular for random phases and purely absolutely continuous in case they provide the doubly infinite matrix with a periodic structure in the diagonal direction. We also study some properties of the singula…
We study eigenvectors in the deformed Gaussian unitary ensemble of random matrices $H=W\tilde{H}W$, where $\tilde{H}$ is a random matrix from Gaussian unitary ensemble and $W$ is a deterministic diagonal matrix with positive entries. Using the supersymmetry approach we calculate analytically the moments and the distribution function of the eigenvectors components for a generic matrix $W$. We show that specific choices of $W$ can modify significantly the nature of the eigenvectors changing them from extended to critical to localized. Our analytical results are supported by numerical simulations…
By studying the minimum resources required to perform a unitary transformation, families of metrics and pseudo-metrics on unitary matrices that are closely related to a recently reported quantum speed limit by the author are found. Interestingly, this family of metrics can be naturally converted into useful indicators of the degree of non-commutativity between two unitary matrices.
We present further properties of a previously proposed recursive scheme for parameterisation of n-by-n unitary matrices. We show that the factors in the recursive formula may be introduced in any desired order. The method is used to study the invariant phases of unitary matrices. The case of four-by-four unitary matrices is investigated in detail. We also address the question of how to construct symmetric unitary matrices using the recursive approach.
We investigate diverse relations of the colour-flavour transformations (CFT) introduced by Zirnbauer in \cite{Z1,Z2} to various topics in random matrix theory and multivariate analysis, such as measures on truncations of unitary random matrices, Jacobi ensembles of random matrices, Berezin reproducing kernels and a generalization of the Selberg integral due to Kaneko, Kadell and Yan involving the Schur functions. Apart from suggesting explicit formulas for bosonic CFT for the unitary group in the range of parameters beyond that in \cite{Z2}, we also suggest an alternative variant of the transf…
This paper reveals the relation between the canonical coset decomposition of unitary matrices and the corresponding decomposition via Householder reflections. These results can be used to parametrize unitary matrices via Householder reflections.
Two trace formulas for the spectra of arbitrary Hermitian matrices are derived by transforming the given Hermitian matrix $H$ to a unitary analogue. In the first type the unitary matrix is $e^{i(λ\II - H)}$ where $λ$ is the spectral parameter. The new feature is that the spectral parameter appears in the final form as an argument of Eulerian polynomials -- thus connecting the periodic orbits to combinatorial objects in a novel way. To obtain the second type, one expresses the input in terms of a unitary scattering matrix in a larger Hilbert space. One of the surprising features here is that th…
We analyze composed quantum systems consisting of $k$ subsystems, each described by states in the $n$-dimensional Hilbert space. Interaction between subsystems can be represented by a graph, with vertices corresponding to individual subsystems and edges denoting a generic interaction, modeled by random unitary matrices of order $n^2$. The global evolution operator is represented by a unitary matrix of size $N=n^k$. We investigate statistical properties of such matrices and show that they display spectral properties characteristic to Haar random unitary matrices provided the corresponding graph…
It was shown recently that Birkhoff's theorem for doubly stochastic matrices can be extended to unitary matrices with equal line sums whenever the dimension of the matrices is prime. We prove a generalization of the Birkhoff theorem for unitary matrices with equal line sums for arbitrary dimension.
The Birkhoff's theorem states that any doubly stochastic matrix lies inside a convex polytope with the permutation matrices at the corners. It can be proven that a similar theorem holds for unitary matrices with equal line sums for prime dimensions.
Sinkhorn proved that every entry-wise positive matrix can be made doubly stochastic by multiplying with two diagonal matrices. In this note we prove a recently conjectured analogue for unitary matrices: every unitary can be decomposed into two diagonal unitaries and one whose row- and column sums are equal to one. The proof is non-constructive and based on a reformulation in terms of symplectic topology. As a corollary, we obtain a decomposition of unitary matrices into an interlaced product of unitary diagonal matrices and discrete Fourier transformations. This provides a new decomposition of…
We discuss a number of properties of CMV matrices, by which we mean the class of unitary matrices recently introduced by Cantero, Moral, and Velazquez. We argue that they play an equivalent role among unitary matrices to that of Jacobi matrices among all Hermitian matrices. In particular, we describe the analogues of well-known properties of Jacobi matrices: foliation by co-adjoint orbits, a natural symplectic structure, algorithmic reduction to this shape, Lax representation for an integrable lattice system (Ablowitz-Ladik), and the relation to orthogonal polynomials. As offshoots of our anal…
Random unitary matrices find a number of applications in quantum information science, and are central to the recently defined boson sampling algorithm for photons in linear optics. We describe an operationally simple method to directly implement Haar random unitary matrices in optical circuits, with no requirement for prior or explicit matrix calculations. Our physically-motivated and compact representation directly maps independent probability density functions for parameters in Haar random unitary matrices, to optical circuit components. We go on to extend the results to the case of random u…
In this note we make a comment on the paper by Jarlskog (math-ph/0504049) in which she gave a parametrisation to unitary matrices. Namely, we show that her recursive method is essentially obtained by the canonical coordinate of the second kind in the Lie group theory, and propose a problem on constructing unitary gates in quantum computation by making use of the parametrisation.
We study the limiting behavior of $\Tr U^{k(n)}$, where $U$ is a $n\times n$ random unitary matrix and $k(n)$ is a natural number that may vary with $n$ in an arbitrary way. Our analysis is based on the connection with Toeplitz determinants. The central observation of this paper is a strong Szegö limit theorem for Toeplitz determinants associated to symbols depending on $n$ in a particular way. As a consequence to this result, we find that for each fixed $m\in \N$, the random variables $ \Tr U^{k_j(n)}/\sqrt{\min(k_j(n),n)}$, $j=1,..., m$, converge to independent standard complex normals.
Eigenvalues and eigenvectors of non-Hermitian tridiagonal periodic random matrices are studied by means of the Hatano-Nelson deformation. The deformed spectrum is annular-shaped, with inner radius measured by the complex Thouless formula. The inner bounding circle and the annular halo are stuctures that correspond to the two-arc and wings observed by Hatano and Nelson in deformed Hermitian models, and are explained in terms of localization of eigenstates via a spectral duality and the Argument principle.
The unitary Birkhoff theorem states that any unitary matrix with all row sums and all column sums equal unity can be decomposed as a weighted sum of permutation matrices, such that both the sum of the weights and the sum of the squared moduli of the weights are equal to unity. If the dimension~$n$ of the unitary matrix equals a power of a prime $p$, i.e.\ if $n=p^w$, then the Birkhoff decomposition does not need all $n!$ possible permutation matrices, as the epicirculant permutation matrices suffice. This group of permutation matrices is isomorphic to the general affine group GA($w,p$) of orde…
Columns of d^2 x N matrices are shown to create different sets of N operators acting on $d$-dimensional Hilbert space. This construction corresponds to a formalism of the star-product of operator symbols. The known bases are shown to be partial cases of generic formulas derived by using d^2 x N matrices as a source for constructing arbitrary bases. The known examples of the SIC-POVM, MUBs, and the phase-space description of qubit states are considered from the viewpoint of the developed unified approach. Star-product schemes are classified with respect to associated d^2 x N matrices. In partic…
We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After having derived some general identities describing additive properties of unitary matrices, we solve three particular models: CUE plus CUE, CUE plus... plus CUE (i. e. the sum of an arbitrary number of CUE matrices), and CUE plus GUE. By solution of a given model we mean here to calculate the borderline of the eigenvalues' two-dimensional domain, as well as th…
Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we show that the same generic form of n-level correlation functions are obtained for the Jacobi family of crossover ensembles, including the Laguerre and Gaussian cases. For large matrices we find universal forms of unfolded correlation functions when expressed in terms of a rescaled transition parameter with arbitrary initial level density.
We prove that the squared singular values of a fixed matrix multiplied with a truncation of a Haar distributed unitary matrix are distributed by a polynomial ensemble. This result is applied to a multiplication of a truncated unitary matrix with a random matrix. We show that the structure of polynomial ensembles and of certain Pfaffian ensembles is preserved. Furthermore we derive the joint singular value density of a product of truncated unitary matrices and its corresponding correlation kernel which can be written as a double contour integral. This leads to hard edge scaling limits that also…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral density and the eigenvalue correlation functions in various scaling limits. In the limit of strong non-unitarity the universal complex Ginibre form of the correlation functions is recovered in the spectral bulk off the real line after unfolding the spectrum. In the limit of weak non-unitarity we obtain the spectral density and eigenvalue correlation functio…
Following the work of Conrey, Rubinstein and Snaith and Forrester and Witte we examine a mixed moment of the characteristic polynomial and its derivative for matrices from the unitary group U(N) (also known as the CUE) and relate the moment to the solution of a Painleve differential equation. We also calculate a simple form for the asymptotic behaviour of moments of logarithmic derivatives of these characteristic polynomials evaluated near the unit circle.
We study the structure of bipartite unitary operators which generate via the Stinespring dilation theorem, quantum operations preserving some given matrix algebra, independently of the ancilla state. We characterize completely the unitary operators preserving diagonal, block-diagonal, and tensor product algebras. Some unexpected connections with the theory of quantum Latin squares are explored, and we introduce and study a Sinkhorn-like algorithm used to randomly generate quantum Latin squares.
Birkhoff's theorem tells that any doubly stochastic matrix can be decomposed as a weighted sum of permutation matrices. A similar theorem reveals that any unitary matrix can be decomposed as a weighted sum of complex permutation matrices. Unitary matrices of dimension equal to a power of~2 (say $2^w$) deserve special attention, as they represent quantum qubit circuits. We investigate which subgroup of the signed permutation matrices suffices to decompose an arbitrary such matrix. It turns out to be a matrix group isomorphic to the extraspecial group {\bf E}$_{2^{2w+1}}^+$ of order $2^{2w+1}$. …
The permanent of unitary matrices and their blocks has attracted increasing attention in quantum physics and quantum computation because of connections with the Hong-Ou-Mandel effect and the Boson Sampling problem. In that context, it would be useful to know the distribution of the permanent or other immanants for random matrices, but that seems a difficult problem.We advance this program by calculating the average of the squared modulus of a generic immanant for blocks from random matrices in the unitary group, in the orthogonal group and in the circular orthogonal ensemble. In the case of th…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density. Then, by studying some deformation of the moments, we get a family of differential equations of first order which the densities satisfy (see Theorem 1.2), and give the densities by solving them. Further, we prove that the density is invariant after the polynomial perturbation of the weight function (see Theorem 1.5).
The aim of this note is to prove that fluctuations of uniformly random alternating sign matrices (equivalently, configurations of the six-vertex model with domain wall boundary conditions) near the boundary are described by the Gaussian Unitary Ensemble and the GUE-corners process.
I use quaternion free probability calculus - an extension of free probability to non-Hermitian matrices (which is introduced in a succinct but self-contained way) - to derive in the large-size limit the mean densities of the eigenvalues and singular values of sums of independent unitary random matrices, weighted by complex numbers. In the case of CUE summands, I write them in terms of two "master equations," which I then solve and numerically test in four specific cases. I conjecture a finite-size extension of these results, exploiting the complementary error function. I prove a central limit …
In this note, we consider quantum correlations of bipartite systems having a slight interaction, and reinterpret Tsirelson's problem (and hence Kirchberg's and Connes's conjectures) in terms of finite-dimensional asymptotically commuting positive operator valued measures. We also consider the systems of asymptotically commuting unitary matrices and formulate the Stronger Kirchberg Conjecture.
We investigate eigenvector statistics of the Truncated Unitary ensemble $\mathrm{TUE}(N,M)$ in the weakly non-unitary case $M=1$, that is when only one row and column are removed. We provide an explicit description of generalized overlaps as deterministic functions of the eigenvalues, as well as a method to derive an exact formula for the expectation of diagonal overlaps (or squared eigenvalue condition numbers), conditionally on one eigenvalue. This complements recent results obtained in the opposite regime when $M \geq N$, suggesting possible extensions to $\mathrm{TUE}(N,M)$ for all values …
In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $\operatorname{GL}_n(\mathbb{C})$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a hamiltonian random in time. We find that the result is universal and depends only on the second moment of the generator of the stochastic evolution. We find indications of critical behavior (eigenvalue spacing scaling like $1/N^{3/4}$) close to $θ=π$ for a specific critical evolution time $t_c$.
Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study ensembles of tensor product of k random unitary matrices of size n which describe independent evolution of a composite quantum system consisting of k subsystems. In the asymptotic case, as the total dimension N = n^k becomes large, the nearest neighbor distribution P(s) becomes Poissonian, but statistics of extreme spacings P(s_min) and P(s_max) reveal certai…
We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these ensembles. This allows us to compute the joint law of the eigenvalues, which have a natural interpretation as resonances for open quantum systems or as electrostatic charges located in a dielectric medium. Our methods allow us to consider all values of $β>0$, not merely $β=1,2,4$.
We give elementary proofs of two theorems concerning bounds on the maximum argument of the eigenvalues of a product of two unitary matrices --- one by Childs \emph{et al.} [J. Mod. Phys., \textbf{47}, 155 (2000)] and the other one by Chau [arXiv:1006.3614]. Our proofs have the advantages that the necessary and sufficient conditions for equalities are apparent and that they can be readily generalized to the case of infinite-dimensional unitary operators.
Unitary transformations and density matrices are central objects in quantum physics and various tasks require to introduce them in a parameterized form. In the present article we present a parameterization of the unitary group $\mathcal{U}(d)$ of arbitrary dimension $d$ which is constructed in a composite way. We show explicitly how any element of $\mathcal{U}(d)$ can be composed of matrix exponential functions of generalized anti-symmetric $σ$-matrices and one-dimensional projectors. The specific form makes it considerably easy to identify and discard redundant parameters in several cases. In…
We study Hermitian unitary matrices $\mathcal{S}\in\mathbb{C}^{n,n}$ with the following property: There exist $r\geq0$ and $t>0$ such that the entries of $\mathcal{S}$ satisfy $|\mathcal{S}_{jj}|=r$ and $|\mathcal{S}_{jk}|=t$ for all $j,k=1,\ldots,n$, $j\neq k$. We derive necessary conditions on the ratio $d:=r/t$ and show that these conditions are very restrictive except for the case when $n$ is even and the sum of the diagonal elements of $§$ is zero. Examples of families of matrices $\mathcal{S}$ are constructed for $d$ belonging to certain intervals. The case of real matrices $\mathcal{S}$…
The value of spectral form factor at the origin, called level compressibility, is an important characteristic of random spectra. The paper is devoted to analytical calculations of this quantity for different random unitary matrices describing models with intermediate spectral statistics. The computations are based on the approach developed by G. Tanner in [J. Phys. A: Math. Gen. 34, 8485 (2001)] for chaotic systems. The main ingredient of the method is the determination of eigenvalues of a transition matrix whose matrix elements equal squared moduli of matrix elements of the initial unitary ma…
We establish the asymptotics of the joint moments of the characteristic polynomial of a random unitary matrix and its derivative for general real values of the exponents, proving a conjecture made by Hughes in 2001. Moreover, we give a probabilistic representation for the leading order coefficient in the asymptotic in terms of a real-valued random variable that plays an important role in the ergodic decomposition of the Hua-Pickrell measures. This enables us to establish connections between the characteristic function of this random variable and the $σ$-Painlevé III' equation.
We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed unitary matrices with appropriate dimensional growth. In the general case we develop a new approach to obtain complex integral representations for densities of measures whose Stieltjes transforms satisfy algebraic equations of a certain type. In the special cases in which at most one factor of the product is a complex Gaussian we derive elementary expression…
We investigate the statistical properties of $C=uvu^{-1}v^{-1}$, when $u$ and $v$ are independent random matrices, uniformly distributed with respect to the Haar measure of the groups $U(N)$ and $O(N)$. An exact formula is derived for the average value of power sum symmetric functions of $C$, and also for products of the matrix elements of $C$, similar to Weingarten functions. The density of eigenvalues of $C$ is shown to become constant in the large-$N$ limit, and the first $N^{-1}$ correction is found.
In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes previous results in the scalar case to the multivariate setting, and we also give the precise dependence on the dimensions $m$ and $n$ in the estimate with explicit constants. We are especially interested in the regime where $m$ grows with $n$ and our main result basically states that if $m\ll \sqrt{n}$, then the rate of convergence in the Gaussian approximatio…
Periodic orbits in chaotic systems form clusters, whose elements traverse approximately the same points of the phase space. The distribution of cluster sizes depends on the length n of orbits and the parameter p which controls closeness of orbits actions. We show that counting of cluster sizes in the baker's map can be turned into a spectral problem for an ensemble of truncated unitary matrices. Based on the conjecture of the universality for the eigenvalues distribution at the spectral edge of these ensembles, we obtain asymptotics of the second moment of cluster distribution in a regime wher…
In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity. This is achieved by relating these quantities to a lattice point count problem. Our main result is a new explicit expression for the leading order coefficient in the asymptotic as a volume of a certain region involving continuous Gelfand-Tsetlin patterns with constraints.
Recently, Chau [Quant. Inform. & Comp. 11, 721 (2011)] showed that one can define certain metrics and pseudo-metrics on U(n), the group of all $n\times n$ unitary matrices, based on the arguments of the eigenvalues of the unitary matrices. More importantly, these metrics and pseudo-metrics have quantum information theoretical meanings. So it is instructive to study this kind of metrics and pseudo-metrics on U(n). Here we show that any symmetric norm on ${\mathbb R}^n$ induces a metric on U(n). Furthermore, using the same technique, we prove an inequality concerning the eigenvalues of a product…
We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=α$, the empirical spectral measure is well-approximated by a deterministic measure $μ_α$ supported on the unit disc. In earlier work, we showed that for fixed $n$ and $m$, the bounded-Lipschitz distance between the empirical spectral measure and the corresponding $μ_α$ is typically of order $\sqrt{\frac{\log(m)}{m}}$ or smaller. In this paper, we consider eigenvalues on a microscopic scale,…
We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such matrices are called truncated unitary matrices or random contractions. We first derive the joint probability distribution for the eigenvalues of the product matrix for fixed $N,\ L$, and $M$, given by a standard determinantal point process in the complex plane. The weight however is non-standard and can be expressed in terms of the Meijer G-function. The exp…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. Deviation from unitarity are characterized by rank $M$ and eigenvalues $T_i, i=1,...,M$ of the matrix $\hat{T}=\hat{\bf 1}-\hat{A}^{\dagger}\hat{A}$. For the case M=1 we solve the problem completely by deriving the joint probability density of eigenvalues and calculating all $n-$ point correlation functions. For a general case we present the cor…