Blueprint: Norm Discretization

2.5 Rank-one updates

Let \(H\) be a complex Hilbert space and \(u \in H\), and write \(u u^*\) for the rank-one operator \(z \mapsto \langle u, z \rangle u\); for \(H = \mathbb {C}^{\iota }\) it is the matrix \(u u^*\), and \(\langle u, A u \rangle = u^* A u\).

(a) Let \(A\) be a self-adjoint invertible operator on \(H\) and \(t\) a scalar with \(1 + t \langle u, A^{-1} u \rangle \neq 0\). Then \(A + t \, u u^*\) is invertible and

\[ \bigl( A + t \, u u^* \bigr)^{-1} = A^{-1} - \frac{t}{1 + t \langle u, A^{-1} u \rangle } \, \bigl( A^{-1} u \bigr) \bigl( A^{-1} u \bigr)^* . \]

For \(H = \mathbb {C}^{\iota }\) consequently

\[ \operatorname {Tr}\bigl( A + t \, u u^* \bigr)^{-1} = \operatorname {Tr}A^{-1} - \frac{t}{1 + t \, u^* A^{-1} u} \, u^* A^{-2} u . \]

(b) Let \(A\) be strictly positive and \(w \geq 0\). Then \(A + w \, u u^*\) is strictly positive. If moreover \(w \operatorname {Re}\langle u, A^{-1} u \rangle {\lt} 1\), then \(A - w \, u u^*\) is strictly positive.

(c) \(u u^* \preceq \| u\| ^2 \cdot 1\).

Proof ▼

(a) The candidate is verified to be a two-sided inverse: multiplying it by \(A + t \, u u^*\) collapses, by self-adjointness of \(A^{-1}\), to \(1\) plus a multiple of a rank-one operator whose scalar factor vanishes by the choice of the coefficient. For matrices one product suffices; for operators both products are computed, and together they exhibit \(A + t \, u u^*\) as a unit. Taking traces and using \(\operatorname {Tr}\bigl( (A^{-1} u)(A^{-1} u)^* \bigr) = u^* A^{-2} u\) gives the trace identity.

(b) The first is a strictly positive operator plus a positive one; it is positive, and invertible because it dominates an invertible positive operator. For the second, the hypothesis makes the Sherman–Morrison denominator positive, so (a) shows that \(A - w \, u u^*\) is invertible and exhibits its inverse as a strictly positive operator plus a positive one; an invertible operator whose inverse is positive is itself positive.

(c) A self-adjoint element \(a\) of a C\(^*\)-algebra satisfies \(a \preceq \| a\| \cdot 1\), and \(u u^*\) is self-adjoint with \(\| u u^*\| = \| u\| ^2\). For matrices the formalisation derives \(u u^* \preceq \| u\| ^2 \cdot 1\) from Lemma 2.1(b), since the trace of \(u u^*\) is \(\| u\| ^2\).

Lemma 2.9 Determinant of a rank-one update
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Let \(\iota \) be a finite set with \(m = \# \iota \) elements, let \(v \in \mathbb {C}^{\iota }\), let \(A \in \mathbb {C}^{\iota \times \iota }\) be invertible, \(\beta \neq 0\) a scalar and \(\alpha \) a scalar. Then

\[ \det (\beta A + \alpha \, v v^*) = \beta ^{\, m-1} \det A \, \bigl( \beta + \alpha \, v^* A^{-1} v \bigr). \]
Proof ▼

Factor \(\beta A\) out and apply the matrix determinant lemma \(\det (A + v w^*) = \det A \, (1 + w^* A^{-1} v)\), which holds because the added matrix has rank one. The dependence on \(\alpha \) is affine; this identity is what replaces the derivative of the determinant.