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# Localization corrections to the anomalous Hall effect in a ferromagnet

## Abstract

We calculate the localization corrections to the anomalous Hall conductivity related to the contribution of spin-orbit scattering into the current vertex (side-jump mechanism). We show that in contrast to the ordinary Hall effect, there exists a nonvanishing localization correction to the anomalous Hall resistivity. The correction to the anomalous Hall conductivity vanishes in the case of side-jump mechanism, but is nonzero for the skew scattering. The total correction to the nondiagonal conductivity related to both mechanisms, does not compensate the correction to the diagonal conductivity.
PACS numbers: 73.20.Fz; 72.15.Rn; 72.10.Fk

The Anomalous Hall (AH) effect can be observed in magnetically ordered metals or semiconductors without external magnetic field. The key point of any explanation of this effect is the presence of spin-orbit (SO) interaction, which breaks the symmetry to spin rotations.

The theory of AH effect has been developed in numerous works. More recently, the interest to this effect is growing due to the importance of the spin polarization and spin-orbit interaction for transport properties of materials and structures of spin electronics. Besides, the measurement of AH effect is proved to be a useful tool to determine the magnitude of magnetization in structures with magnetic layers.

Usually, two relevant mechanisms are distinguished - a skew scattering and a side-jump effect. It is commonly believed that the first mechanism prevails in low-resistivity metals, whereas the other one (side-jump) can be more significant for metal alloys or semiconductors with much larger resistivity.

The theory of localization corrections to the conductivity and Hall conductivity is developed in details for nonmagnetic metals and heavily doped semiconductors, but not for magnetically ordered materials. In our recent works we analysed some effects related with localization and interaction corrections in ferromagnets and in multilayer structures with thin magnetic layers.

The role of quantum corrections (both localization and exchange-interaction) to AH effect has been considered theoretically in Ref. \[\] but only in the case of skew scattering. In the present work we consider the localization corrections in the framework of side-jump mechanism. Also, we revisit the calculation of localization corrections for the skew scattering in the model of itinerant magnetism and confirm the result found in a model of impurities with ordered magnetic moments. We show that the results for the side-jump and skew scattering are quite different.

We consider a ferromagnet with a strong exchange magnetization $`𝐌`$ oriented along the axis $`z`$, and a SO relativistic term (we put $`\mathrm{}=1`$)

$$H=d^3r\psi ^{}(𝐫)[\frac{^2}{2m^{}}M\sigma _z$$

$$\frac{i\lambda _0^2}{4}(\sigma \times V(𝐫))+V(𝐫)]\psi (𝐫),$$
$`(1)`$
where $`m^{}`$ is the electron effective mass, $`\lambda _0`$ is a constant, which measures the strength of the SO interaction, $`V(𝐫)`$ is a random potential created by impurities or defects, $`\sigma =(\sigma _x,\sigma _y,\sigma _z)`$ are the Pauli matrices, and $`\psi ^{}(\psi _{}^{},\psi _{}^{})`$ is the spinor field, corresponding to electrons with spin up and down orientations. The constant $`\lambda _0`$ has the dimensionality of length. For non-relativistic electrons in vacuum, $`\lambda _0`$ is equal to $`\lambda _c/2\pi `$, where $`\lambda _c=2\pi /m_0c`$ is the Compton wavelength of electron and $`m_0`$ is the free electron mass.

We assume that the potential $`V(𝐫)`$ is short-ranged, with zero mean value, $`V(𝐫)=0`$, where the angle brackets mean the configurational averaging over all realizations of $`V(𝐫)`$. We shall characterize this potential by its second, $`\gamma _2`$, and third, $`\gamma _3`$, momenta, denoting $`V(𝐫_1)V(𝐫_2)=\gamma _2\delta (𝐫_1𝐫_2)`$ and $`V(𝐫_1)V(𝐫_2)V(𝐫_3)=\gamma _3\delta (𝐫_1𝐫_3)\delta (𝐫_2𝐫_3)`$.

It should be emphasized that the constants $`\gamma _2`$ and $`\gamma _3`$ are parameters, characterizing not only the strength of the disorder potential, but also the statistical properties of the random field. When the potential $`V(𝐫)`$ is created by impurities, distributed randomly at some points $`𝐑_i`$, we have $`V(𝐫)=_iv(𝐫𝐑_i)`$. It results in $`\gamma _2=N_iv_0^2`$ and $`\gamma _3=N_iv_0^3`$, where $`N_i`$ is the impurity concentration, and $`v_0`$ is the matrix element of the short-ranged potential of one isolated impurity, $`v(𝐫𝐑_i)=v_0\delta (𝐫𝐑_i)`$. In the case of purely Gaussian potential, we should take $`\gamma _3=0`$.

Calculating the matrix elements of the Hamiltonian (1) in momentum representation, we obtain

$$H=\underset{𝐤}{}\psi _𝐤^{}\left(\frac{k^2}{2m^{}}M\sigma _z\right)\psi _𝐤$$

$$+\underset{\mathrm{𝐤𝐤}^{}}{}\psi _𝐤^{}V_{𝐤𝐤^{}}\left[1+\frac{i\lambda _0^2}{4}\left(𝐤\times 𝐤^{}\right)\sigma \right]\psi _𝐤^{},$$
$`(2)`$
where $`V_𝐤`$ is the Fourier transform of the potential $`V(𝐫)`$. The second term in Eq. (2) describes the SO scattering from impurities.

To find the expression for current density operator $`𝐣(t)`$, we switch on an electromagnetic field $`𝐀(t)`$ in a gauge-invariant way, $`𝐤(𝐤e𝐀/c)`$, and calculate the derivative

$$j_\alpha =c\frac{\delta H}{\delta A_\alpha },$$
$`(3)`$
which gives us

$$j_\alpha =\underset{\mathrm{𝐤𝐤}^{}}{}\psi _𝐤^{}[\frac{e}{m^{}}(k_\alpha \frac{eA_\alpha }{c})\delta _{\mathrm{𝐤𝐤}^{}}$$

$$+\frac{ie\lambda _0^2}{4}V_{𝐤𝐤^{}}ϵ_{\alpha \beta \gamma }(k_\beta ^{}k_\beta )\sigma _\gamma ]\psi _𝐤^{},$$
$`(4)`$
where $`ϵ_{\alpha \beta \gamma }`$ is the unit antisymmetric tensor.

According to Eq. (4), the SO interaction contributes to the current vertex in the Feynman diagrams of the conductivity tensor. The additional anomalous vertex (second term in Eq. (4)) can be presented by a three-leg vertex, Fig. 1, where the dashed line corresponds to the interaction $`V_{𝐤𝐤^{}}`$ with impurities, and the black point implies the coupling to the external electromagnetic field.

Calculating the Feynman diagrams for the off-diagonal (Hall) conductivity, Fig. 2, we find (an additional factor ’2’ comes from the contributions of right vertices)

$$\sigma _{xy}^{(sj)}=\frac{ie^2\lambda _0^2\gamma _2}{4\pi m^{}}\mathrm{Tr}\underset{\mathrm{𝐤𝐤}^{}}{}\sigma _zk_y^2G_𝐤^RG_𝐤^A\left(G_𝐤^{}^RG_𝐤^{}^A\right),$$
$`(5)`$
where the retarded (R) and advanced (A) Green functions at the Fermi surface are diagonal matrices

$$G_𝐤^{R,A}=\mathrm{diag}(\frac{1}{\mu \epsilon _{}(k)\pm i/2\tau _{}},\frac{1}{\mu \epsilon _{}(k)\pm i/2\tau _{}}).$$
$`(6)`$
Here $`\epsilon _,(k)=k^2/(2m^{})M`$ are the energy spectra of spin-up and spin-down electrons, respectively, $`\mu `$ is the chemical potential, and $`\tau _,`$ are the corresponding relaxation times. The relaxation times are determined by the scattering from the random potential, and they are equal to $`\tau _,=\left(2\pi \nu _,\gamma _2\right)^1`$, where $`\nu _{}`$ and $`\nu _{}`$ are the densities of states for spin-up (majority) and spin-down (minority) electrons at the Fermi level.

After calculating the integrals in Eq. (5), we find the side-jump AH conductivity (in final formulae we restore $`\mathrm{}`$ and use the electron parameters at the Fermi surfaces)

$$\sigma _{xy}^{(sj)}=\frac{e^2}{6\mathrm{}}\lambda _0^2\left(\nu _{}\mathrm{}k_Fv_F\nu _{}\mathrm{}k_Fv_F\right),$$
$`(7)`$
where $`k_{F,}`$ and $`v_{F,}`$ are the momenta and velocities of majority and minority electrons at the Fermi surfaces, respectively.

Now we consider the localization corrections to $`\sigma _{xy}^{(sj)}`$. They can be presented by the loop diagrams with Diffusons and Cooperons.. Assuming the exchange energy $`M`$ larger than $`1/\tau `$, we can restrict ourselves by considering only triplet Cooperons and Diffusons, with the same orientation of spins in the particle-particle (Cooperon) or particle-hole (Diffuson) channels.

There are eight diagrams containing such Cooperons and four diagrams with Diffusons, presented in Figs. 3 and 4, respectively (the figures show only diagrams with left anomalous vertices).

We calculate first the quantum corrections due to the Cooperons. Calculating the first two diagrams of Fig. 3 ($`a`$ and $`b`$), we find

$$\mathrm{\Delta }\sigma _{xy}^{(1)}=\frac{ie^2\lambda _0^2\gamma _2}{8\pi m^{}}$$

$$\times \mathrm{Tr}\underset{\mathrm{𝐤𝐤}^{}𝐪}{}\sigma _zk_y^2\left(G_𝐤^{}^RG_𝐤^{}^A\right)\left(G_𝐤^R\right)^2\left(G_𝐤^A\right)^2C(0,𝐪),$$
$`(8)`$
where the spin components of the Cooperon are equal to

$$C_\sigma (\omega ,𝐪)=\frac{1}{2\pi \nu _\sigma \tau _\sigma ^2}\frac{1}{i\omega +D_\sigma q^2+1/\tau _{so,\sigma }+1/\tau _{\phi ,\sigma }}.$$
$`(9)`$
Here $`D_\sigma =v_{F\sigma }^2\tau _\sigma /d`$ is the diffusion constant of electrons ($`d`$ the effective dimensionality), $`\tau _{so,\sigma }`$ and $`\tau _{\phi ,\sigma }`$ are the spin-orbit and phase relaxation times, respectively. In Eq. (8) we neglected small momentum $`qkk_F`$ in the arguments of Green’s functions.

The calculation of two other diagrams of Fig. 3 ($`c`$ and $`d`$) gives us

$$\mathrm{\Delta }\sigma _{xy}^{(2)}=\frac{ie^2\lambda _0^2\gamma _2}{8\pi m^{}}$$

$$\times \mathrm{Tr}\underset{\mathrm{𝐤𝐤}^{}𝐪}{}\sigma _z(k_y^{})^2\left(G_𝐤^{}^RG_𝐤^{}^A\right)G_𝐤^{}^RG_𝐤^{}^AG_𝐤^RG_𝐤^AC(0,𝐪).$$
$`(10)`$
After integrating over $`𝐤`$ and $`𝐤^{}`$, we find that the contributions of all diagrams with Cooperons, Eqs. (8) and (10), cancel each other exactly. This result can also be seen by comparing directly Eqs. (8) and (10) and by using the property of Green’s functions: $`G_𝐤^RG_𝐤^A=(i/\tau )G_𝐤^RG_𝐤^A`$.

The diagrams with Diffusons (Fig. 4) can be taken into account as a renormalization of the anomalous vertex by impurities. As is known, the normal electromagnetic vertex without SO correction (first term in Eq. (4)) can be renormalized only for non-pointlike defects. Here we show that the anomalous vertex is renormalized in the case of pointlike defects, too.

The equation for the three-leg vertex has the following form (Fig. 5)

$$\mathrm{\Gamma }(𝐤,𝐤^{})=\mathrm{\Gamma }^0(𝐤,𝐤^{})$$

$$+\gamma _2\underset{𝐤_1}{}G_{𝐤_1}^A\mathrm{\Gamma }(𝐤_1,𝐤_1+𝐤^{}𝐤)G_{𝐤^{}𝐤+𝐤_1}^R,$$
$`(11)`$
where

$$\mathrm{\Gamma }_\alpha ^0(𝐤,𝐤^{})=\frac{ie\lambda _0^2}{4}V_{𝐤𝐤^{}}ϵ_{\alpha \beta \gamma }(k_\beta ^{}k_\beta )\sigma _\gamma .$$
$`(12)`$
In view of Eq. (12), we can look for a solution of Eq. (11) in the form of matrix in the spin space that depends only on the difference of momenta, $`\mathrm{\Gamma }_\alpha (𝐤,𝐤^{})=\mathrm{\Gamma }_\alpha (𝐤^{}𝐤)`$. Hence, the solution can be presented as

$$\mathrm{\Gamma }_\alpha (𝐪)=\mathrm{\Gamma }_\alpha ^0(𝐪)\left[1\gamma _2\mathrm{\Pi }(𝐪)\right]^1,$$
$`(13)`$
where $`\mathrm{\Pi }(𝐪)`$ is the diagonal matrix

$$\mathrm{\Pi }(𝐪)=\underset{𝐤}{}G_{𝐤+𝐪}^RG_𝐤^A.$$
$`(14)`$
According to (11) and (12), we can present the $`x`$-component of the vertex $`\mathrm{\Gamma }(𝐪)`$ as

$$\mathrm{\Gamma }_x(𝐪)=q_y\mathrm{\Gamma }_x^y(𝐪)+q_z\mathrm{\Gamma }_x^z(𝐪),$$
$`(15)`$
where

$$\mathrm{\Gamma }_x^y(𝐪)=\frac{ie\lambda _0^2}{4}V_𝐪\mathrm{diag}(\frac{1}{D_{}q^2\tau _{}},\frac{1}{D_{}q^2\tau _{}}),$$
$`(16)`$
and only $`\mathrm{\Gamma }_x^y(𝐪)`$ component is needed, since the second term in Eq. (15) gives the vanishing contribution to $`\mathrm{\Delta }\sigma _{xy}^{(sj)}`$.

Using (15) and (16), we find the localization corrections to $`\sigma _{xy}^{(sj)}`$

$$\mathrm{\Delta }\sigma _{xy}^{(sj)}=\frac{ie^2\lambda _0^2\gamma _2}{8\pi m^{}}$$

$$\times \mathrm{Tr}\underset{\mathrm{𝐤𝐪}}{}\sigma _z\frac{q_yk_y}{D_\sigma q^2\tau _\sigma }\left(G_{𝐤+𝐪}^R+G_{𝐤𝐪}^A\right)G_𝐤^RG_𝐤^A.$$
$`(17)`$
Taking into account that very small momenta $`q`$ can be essential for the Diffuson, $`q<(D\tau )^{1/2}kk_F`$, we can present (17) in the form

$$\mathrm{\Delta }\sigma _{xy}^{(sj)}=\frac{ie^2\lambda _0^2\gamma _2}{8\pi m^{}}$$

$$\times \mathrm{Tr}\underset{\mathrm{𝐤𝐪}}{}\sigma _z\frac{q_y^2}{D_\sigma q^2\tau _\sigma }\left(G_𝐤^RG_𝐤^A\right)G_𝐤^RG_𝐤^A,$$
$`(18)`$
and, after calculating the integral over $`𝐤`$, we find

$$\mathrm{\Delta }\sigma _{xy}^{(sj)}=\frac{e^2\lambda _0^2}{4\pi m^{}}\mathrm{Tr}\underset{𝐪}{}\sigma _zP(𝐪),$$
$`(19)`$
where $`P(𝐪)`$ is a diagonal matrix with the elements

$$P_\sigma (𝐪)\frac{q_y^2}{D_\sigma q^2}.$$
$`(20)`$
The integral over $`q`$ in (19) is mainly determined by the Diffuson at the upper limit, $`q(D\tau )^{1/2}`$, for which the vertex $`\mathrm{\Gamma }_x^y(𝐪)`$, Eq. (16), was not found correctly.

In the three-dimensional case we can estimate the integral as

$$\frac{d^3q}{(2\pi )^3}P_\sigma (𝐪)\frac{m^{}k_{F\sigma }^3}{(\epsilon _{F\sigma }\tau _\sigma )^4}.$$
$`(21)`$
Combining (19),(20) with Eq. (6), we find the relative value of the quantum correction, $`\mathrm{\Delta }\sigma _{xy}^{(sj)}/\sigma _{xy}^{(sj)}(\epsilon _F\tau )^4`$. Since the usual correction to the conductivity $`\sigma _{xx}`$ has the relative magnitude of $`(\epsilon _F\tau )^2`$, the localization correction to the off-diagonal conductivity $`\sigma _{xy}^{(sj)}`$ turns out to be very small.

In the case of effective two-dimensionality of quantum corrections (when the thickness of magnetic film $`d`$ obeys inequalities $`dL_\phi ,L_{so}`$, where $`L_\phi `$ is the phase-breaking length and $`L_{so}`$ is the SO scattering length), using (19), we get $`\mathrm{\Delta }\sigma _{xy}^{(sj)}/\sigma _{xy}^{(sj)}(\epsilon _F\tau )^3`$, whereas $`\mathrm{\Delta }\sigma _{xx}/\sigma _{xx}(\epsilon _F\tau )^1`$. Thus, the correction to $`\sigma _{xy}^{(sj)}`$ can be neglected for any effective dimensionality.

The localization corrections for the skew scattering has been calculated earlier. It should be noted, however, that the result of Ref. \[\] was obtained in a different model - without spin polarization of electron gas due to the Stoner-like itinerant field $`M`$ (the second term in the Hamiltonian (1)) but with a partial polarization of spin-orbit scatterers. To avoid possible differences related with the choice of model, we have calculated the localization corrections to the AH effect due to the skew scattering from the Hamiltonian of Eq. (1).

In frame of the skew scattering, we take into account the diagrams with the third-order corrections due to scattering from impurities, keeping the first order of SO-depending matrix elements. Without quantum corrections, the relevant diagrams for the skew scattering mechanism are presented in Fig. 6. Calculating these diagrams, we find

$$\sigma _{xy}^{(ss)}=\frac{\pi e^2\lambda _0^2}{18\mathrm{}}\left(k_F^2\nu _{}v_F^2\tau _{}\frac{\nu _{}\gamma _3}{\gamma _2}k_F^2\nu _{}v_F^2\tau _{}\frac{\nu _{}\gamma _3}{\gamma _2}\right).$$
$`(22)`$
In this formula, the dimensionless factor $`\nu \gamma _3/\gamma _2`$ contains the information about both the strength of the random potential and its statistical properties. To make it more physically sound, we introduce the average values of the second and third powers of the mean potential at an elementary cell, $`V^2`$ and $`V^3`$.

Taking into account that $`V^2=\gamma _2/a_0^3`$ and $`V^3=\gamma _3/a_0^6`$ (where $`a_0`$ is the lattice parameter), we obtain

$$\sigma _{xy}^{(ss)}=\frac{\pi }{6}\frac{V^3}{V^2^{3/2}}\left[\sigma _{xx,}\left(\lambda _0k_F\right)^2\left(\nu _{}a_0^3V^2^{1/2}\right)\sigma _{xx,}\left(\lambda _0k_F\right)^2\left(\nu _{}a_0^3V^2^{1/2}\right)\right].$$
$`(23)`$
Here the dimensionless factor $`V^3/V^2^{3/2}`$ depends only on statistical properties of the random field $`V(𝐫)`$, whereas the dimensionless combination $`\nu a_0^3V^2^{1/2}`$ characterizes the relative strength of the potential.

Now we consider the diagrams with one Cooperon and three-leg impurity vertices. There are twelve non-vanishing diagrams of the type like presented in Fig. 7. Here the SO-dependent vertex (indicated by the white circle) lies on one of four possible Green function lines. The other nine diagrams are similar to those of Fig. 7, but differ by the location of the SO vertex. The corrections from diagrams with Diffusons vanish.

After calculating all the diagrams, we find for the skew scattering

$$\mathrm{\Delta }\sigma _{xy}^{(ss)}=\frac{\pi e^2\gamma _3\lambda _0^2}{9\gamma _2}\left(k_F^2\nu _{}^2v_F^2\tau _{}^3\underset{𝐪}{}C_{}(0,𝐪)k_F^2\nu _{}^2v_F^2\tau _{}^3\underset{𝐪}{}C_{}(0,𝐪)\right).$$
$`(24)`$
Using Eq. (9) and calculating the integral over $`𝐪`$, the skew-scattering correction can be presented in the three-dimensional case as

$$\mathrm{\Delta }\sigma _{xy}^{(ss)}=\frac{e^2\lambda _0^2}{8\sqrt{3}\pi \mathrm{}}\left\{k_F^2\frac{\nu _{}\gamma _3}{\gamma _2}\frac{1}{v_F\tau _{}^{1/2}}\left[\frac{1}{\tau _0^{1/2}}\left(\frac{1}{\tau _{so}}+\frac{1}{\tau _\phi }\right)^{1/2}\right]k_F^2\frac{\nu _{}\gamma _3}{\gamma _2}\frac{1}{v_F\tau _{}^{1/2}}\left[\frac{1}{\tau _0^{1/2}}\left(\frac{1}{\tau _{so}}+\frac{1}{\tau _\phi }\right)^{1/2}\right]\right\},$$
$`(25)`$
where $`\tau _{0\sigma }`$ are some constants ($`\tau _{0\sigma }\tau _\sigma `$), which can not be calculated exactly in the diffusion approximation of Eq. (9).

In the effectively two-dimensional case, similar calculations give us

$$\mathrm{\Delta }\sigma _{xy}^{(ss)}=\frac{e^2\lambda _0^2}{36\pi \mathrm{}}\left\{k_F^2\frac{\nu _{}\gamma _3}{\gamma _2}\mathrm{ln}\left[\tau _{}\left(\frac{1}{\tau _{so}}+\frac{1}{\tau _\phi }\right)\right]k_F^2\frac{\nu _{}\gamma _3}{\gamma _2}\mathrm{ln}\left[\tau _{}\left(\frac{1}{\tau _{so}}+\frac{1}{\tau _\phi }\right)\right]\right\}.$$
$`(26)`$
Thus, the localization correction to the AH conductivity due to the skew scattering is nonzero, in agreement with Ref. \[\].

The anomalous Hall resistivity, determined as

$$R_{AH}=\frac{\sigma _{xy}}{\sigma _{xx}^2},$$
$`(27)`$
acquires the corrections from both diagonal and off-diagonal conductivities

$$\frac{\mathrm{\Delta }R_{AH}}{R_{AH}^0}=\frac{\mathrm{\Delta }\sigma _{xy}}{\sigma _{xy}^0}2\frac{\mathrm{\Delta }\sigma _{xx}}{\sigma _{xx}^0}.$$
$`(28)`$
Since the correction to AH conductivity in frame of the side-jump mechanism is zero, the total localization correction $`\mathrm{\Delta }\sigma _{xy}`$ is given by (25) or (26). The relative magnitude of this correction depends on the prevailing mechanism of AH effect. Using Eqs. (7) and (22), we can find that the relative order of the AH conductivity due to the skew scattering or side-jump is

$$\frac{\sigma _{xy}^{(ss)}}{\sigma _{xy}^{(sj)}}\frac{\nu \gamma _3}{\gamma _2}\left(\epsilon _F\tau \right).$$
$`(29)`$
The weak-localization approach is valid as long as $`(\epsilon _F\tau )1`$. Thus, for $`\nu \gamma _3/\gamma _2>1`$, the skew scattering mechanism is more important, and the localization correction is determined by Eqs. (25) or (26).

In the case of $`(\nu \gamma _3/\gamma _2)(\epsilon _F\tau )1`$, the prevailing mechanism is side-jump. Since the side-jump correction is zero, the total localization correction, determined by Eqs. (25) or (26), turns out to be negligibly small: $`\left(\mathrm{\Delta }\sigma _{xy}^{(ss)}/\sigma _{xy}^{(sj)}\right)\left(\mathrm{\Delta }\sigma _{xy}^{(ss)}/\sigma _{xy}^{(ss)}\right)\left[(\nu \gamma _3/\gamma _2)(\epsilon _F\tau )\right]^{1/2}\left(\mathrm{\Delta }\sigma _{xy}^{(ss)}/\sigma _{xy}^{(ss)}\right)`$.

Collecting all together, we can formulate our final results as follows:

(i) for the low-resistivity metals with prevailing skew scattering, the localization correction to AH resistivity (28) contains both parts with $`\mathrm{\Delta }\sigma _{xy}`$ (described by (25) or (26)) and $`\mathrm{\Delta }\sigma _{xx}`$. No cancellation between them is possible due to the separation of contributions from the different spin channels;

(ii) for the high-resistivity metals or doped semiconductors with prevailing side-jump mechanism, the correction to $`\mathrm{\Delta }\sigma _{xy}`$ is negligibly small, so that the localization correction to AH resistivity, Eq. (28), is exactly twice the relative correction to the diagonal conductivity (with the opposite sign).

These results, concerning the AH effect, differ significantly from what is known for the usual Hall effect, described by a Hall constant $`R_H`$. It has been shown that the localization correction to $`R_H`$, determined by an analogous formula (28), is identically zero due to the mutual cancellation of contributions from the diagonal, $`\mathrm{\Delta }\sigma _{xx}^{(loc)}`$, and off-diagonal, $`\mathrm{\Delta }\sigma _{xy}^{(loc)}`$, conductivities. On the other hand, considering the interaction corrections to $`R_H`$, it has been found that $`\mathrm{\Delta }\sigma _{xy}^{(int)}=0`$. Thus, the total quantum corrections to the Hall constant are reduced to $`\mathrm{\Delta }R_H/R_H^0=2(\mathrm{\Delta }\sigma _{xx}^{(int)}/\sigma _{xx})`$.

The experiments on amorphous ferromagnetic Fe films have shown that the quantum correction to the AH resistivity (28) is double the correction to the diagonal conductivity. This is in accordance with our result for the localization corrections under condition that the side-jump mechanism prevails. The latter is in agreement with the comparatively high resistivity of amorphous Fe films studied in Ref. \[\].

But our main argument in favor of the prevailing side-jump mechanism is that the random field experienced by the electrons in amorphous films is more naturally described by a distribution $`P\{V(𝐫)\}`$ with nearly equal probabilities of positive and negative deviations of the random potential $`V(𝐫)`$ from zero. In such a case the parameter $`\nu \gamma _3/\gamma _2`$ in Eq. (29) is small thanks to $`V^3/V^2^{3/2}1`$.

The authors of the cited works have given another explanation of the measurements: suppression of localization correction to the off-diagonal conductivity due to very strong spin-orbit scattering ($`\tau _{so}\tau `$), upon the prevailing skew scattering mechanism. Besides, the quantum corrections to the AH conductivity due to electron-electron interaction have been also calculated for the skew scattering in Ref. \[\], and the cancellation of interaction corrections in $`\mathrm{\Delta }\sigma _{xy}^{(ss,int)}`$ has been proved. It should be noted, however, that the Hartree diagrams were not taken into account in this calculation.

In conclusion, we have shown that the role of localization corrections is quite different for the skew scattering and side-jump mechanisms of AH effect. We suggest that the experimental results of Ref. \[\] can be interpreted as a relative smallness of the localization correction to the off-diagonal conductivity upon the prevailing side-jump mechanism.

V.D. is thankful to J. Barnaś for numerous discussions and critical reading of the manuscript and to Polish KBN for a partial support under Grant No. 5 P03B 091 20.


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# SELF–SCALED BARRIER FUNCTIONS ON SYMMETRIC CONES AND THEIR CLASSIFICATION

## 1 Introduction

In recent years a theory of interior–point methods for linear, semidefinite, and second–order cone programming has been developed within the unified framework of self–scaled conic programming. The origins of this theory can be traced to the works . The importance of the problems which can be cast in this framework, and the fact that it is possible to develop efficient long–step interior–point methods for these problems have contributed to the popularity of the subject in the optimization community and beyond.

In order to facilitate our exposition, we consider the following pair of convex programs in conic duality

$`\text{(P)}inf`$ $`x,s_0`$ $`\text{(D)}inf`$ $`x_0,s`$ (1.1)
$`x`$ $`\left(L+x_0\right)K`$ $`s`$ $`\left(L^{}+s_0\right)K^{}.`$
Here $`E`$ is a finite dimensional Euclidean space equipped with an inner product $`,`$, $`L`$ is a linear subspace of $`E`$, and $`L^{}`$ its orthogonal complement. The cone $`K`$ is a regular (closed, convex, pointed, solid) cone, $`x_0\mathrm{int}(K)`$, and $`s_0\mathrm{int}(K^{})`$, where $`K^{}`$ is the dual cone

$$K^{}:=\{sE:x,s0,xK\}.$$
(1.2)
Interior–point algorithms can be used to solve (1.1) over any regular cone, provided one has a self–concordant barrier function $`F(x)`$ defined over the interior $`\mathrm{int}(K)`$ of $`K`$. The reader may consult the authoritative monographs  for a detailed treatment of self–concordant functions and interior–point methods. In a generic self–concordant barrier function, one has control over the behaviour of the Hessians $`F^{\prime \prime }(y)`$ only when $`y`$ lies in the local ball $`\{y:F^{\prime \prime }(x)(yx),yx<1\}`$, leading to short–step interior–point methods. Although these methods have a polynomial running–time guarantee, they tend to be less efficient linear programming solvers in practice than long–step interior–point methods. The theoretical basis for this latter type of algorithm is the fact that the self–concordant barrier function

$$x\underset{i=1}{\overset{n}{}}\mathrm{ln}x_i$$

has additional properties which make it possible to control it in all of $`\mathrm{int}(K)`$.

In , Nesterov and Todd isolate two properties of the barrier $`_{i=1}^n\mathrm{ln}x_i`$ which they identify as being responsible for making the long–step approach succeed in linear programming. They generalise these properties (see (1.4) and (1.5)) and call self–concordant barrier functions satisfying these conditions self–scaled. Since these properties also impose certain conditions on the domain of definition of such functions, Nesterov and Todd call the closures of such domains self–scaled cones. For convenience, we recall these concepts here:

###### Definition 1.1.

Let $`KE`$ be a regular cone. A self–concordant barrier function $`F:\mathrm{int}(K)`$ is called self–scaled if $`F^{\prime \prime }(x)`$ is non–singular for every $`xK`$, $`F`$ is logarithmically homogeneous, that is, there exists a constant $`\nu >0`$ such that

$$F(tx)=F(x)\nu \mathrm{ln}t,x\mathrm{int}(K),t>0,$$
(1.3)
and if $`F`$ satisfies the following two properties

$`F^{\prime \prime }(w)x`$ $`\mathrm{int}(K^{}),x,w\mathrm{int}(K),`$ (1.4)
$`F_{}\left(F^{\prime \prime }(w)x\right)`$ $`=F(x)2F(w)\nu ,x,w\mathrm{int}(K).`$ (1.5)
If $`K`$ allows such a barrier function, then $`K`$ is called a self–scaled cone.

The dual barrier $`F_{}:\mathrm{int}(K)`$ that appears in the last Axiom (1.5) is defined as $`F_{}(s):=sup\{x,sF(x):x\mathrm{int}(K)\}`$. Theorem 3.1 in  states that (1.4) can be strengthened to

###### Theorem 1.2.

If $`x\mathrm{int}(K)`$ and $`y\mathrm{int}(K^{})`$, then there exists a unique point $`w\mathrm{int}(K)`$ such that

$$F^{\prime \prime }(w)x=y.$$

Moreover, if $`w\mathrm{int}(K)`$ then $`F^{\prime \prime }(w)(K)=K^{}`$.∎

The point $`w`$ is called the scaling point of $`x`$ and $`y`$. The last statement is a consequence of the first part of the theorem and of Equation (3.2) from Nesterov and Todd’s paper . We reproduce this formula here for convenience:

$$F^{\prime \prime }(x)=F^{\prime \prime }(w)F_{}^{\prime \prime }\left(F^{\prime \prime }(w)x\right)F^{\prime \prime }(w).$$
(1.6)
See also Lemma 2.3 below, where this formula reappears and where we give a proof of this important identity.

We would like to mention that Rothaus , using rather elementary tools, proves a number of results which are useful in Section 3 of this paper. Two key results are , Theorem 3.12 and Corollary 3.15, p. 205. These results imply Theorem 1.2 for the universal barrier function, a special self–concordant barrier function defined by Nesterov and Nemirovskii  which is further discussed below. Theorem 1.2 is an independently discovered extension of Rothaus’s result to all self–scaled functions. It can be shown that, when suitably modified, all results of Section III in  can be extended to general self–scaled barriers. In particular this is true for Theorem 1.2.

Nesterov and Todd  demonstrate that self–scaled barrier functions can indeed be used to develop various long–step interior–point methods for linear optimization over self–scaled cones, in particular for semidefinite programming and for convex quadratic programming with convex quadratic constraints.

Inspired by the paper of Vinberg , O. Güler  develops the relationship between the universal barrier function of Nesterov and Nemirovskii  and the characteristic function of the cone $`K`$,

$$\phi _K(x):=_K^{}\mathrm{e}^{x,y}dy,$$
(1.7)
introduced in 1957 by Koecher, see . In particular, Güler  shows that if $`K`$ is a regular cone, then the universal barrier function $`U(x)`$ for $`K`$ satisfies the equation

$$U(x)=c_1\mathrm{ln}\phi _K(x)+c_2,$$
(1.8)
for some constants $`c_1>0`$ and $`c_2`$.

Through Güler’s paper  the concepts of homogeneous cones, homogeneous self–dual cones (or symmetric cones), Euclidean Jordan algebras and Siegel domains as well as the classification theory of symmetric cones and Euclidean Jordan algebras, known to mathematicians since 1960 and 1934 respectively, were first introduced into the in the interior–point literature. The interested reader can find a complete treatment of these classification results in the book of J. Faraut and A. Korányi . See also  for a different treatment of some of the same topics. Because of their importance for this paper, we recall some of the concepts mentioned above.

###### Definition 1.3.

Let $`KE`$ be a regular cone. The automorphism group of $`K`$ is the set of all non–singular linear maps $`A:EE`$ that leave $`K`$ invariant, i.e.,

$$\mathrm{Aut}(K):=\{A\mathrm{GL}(E):A(K)=K\}$$

The cone $`K`$ is called homogeneous if $`\mathrm{Aut}(K)`$ acts transitively on $`K`$, that is, given arbitrary points $`x,yK`$, there exists a map $`A\mathrm{Aut}(K)`$ such that $`Ax=y`$. The cone $`K`$ is called self–dual if $`E`$ can be endowed with an inner product such that $`K^{}=K`$ where $`K^{}`$ is defined with respect to this inner product, see (1.2). The cone $`K`$ is called homogeneous self–dual if $`K`$ is both homogeneous and self–dual.

Homogeneous self–dual cones are also called symmetric cones in , a terminology which we shall adopt in this paper.

The motivation behind  in contrast to  is rather different: While the first two papers deal with long–step interior–point methods and regular cones on which such methods can be designed, the latter one deals with the universal barrier function and the symmetry properties of regular cones, both in the group theoretic and the duality theoretic sense. Shortly after the announcement of the paper  Güler  discovers that the families of self–scaled cones and of symmetric cones are identical, thus establishing a connection between these two previously distinct ideas.

As mentioned earlier, symmetric cones are fully classified in the theory of Euclidean Jordan algebras, see  and the references therein. According to this theory, each symmetric cone has a unique decomposition into a direct sum of elementary building blocks, so–called irreducible symmetric cones, of which there exist only five types. Three examples of symmetric cones are of particular interest to the optimization community: The non–negative orthant $`K=_+^n`$, the cone $`K=\mathrm{\Sigma }_n^+`$ of $`n\times n`$ symmetric, positive semidefinite matrices over the real numbers, and the Lorentz cone $`K=\{\left(\begin{array}{c}\tau \\ x\end{array}\right)^{n+1}:\tau x_2\}`$. The general self–scaled conic optimization problems associated with these cones are respectively linear programming, semidefinite programming and second order cone programming. The latter can be seen as a reformulation of convex quadratic programming with convex quadratic constraints. Considering more general symmetric cones, one can treat linear optimization problems with mixed linear, semidefinite and convex quadratic constraints in a single unified framework.

Motivated by  and by the fact that only a small number of examples of self-scaled barrier functions are explicitly known, Hauser develops a partial algebraic classification theory for self–scaled barrier functions in a chapter of his thesis  and later announces a report  based on these result. Hauser shows that any self–scaled barrier over a symmetric cone $`K`$ has an essentially unique decomposition into a direct sum of self–scaled barriers defined on the irreducible summands of $`K`$. Using this decomposition, he classifies in particular the family of isotropic self–scaled barrier functions which are characterised by rotational invariance. The insight gained from a lemma leads Hauser to conjecture that all self–scaled barrier functions defined on irreducible symmetric cones must be isotropic. Hauser points out that this conjecture, if true, would settle the classification problem of general self–scaled barrier functions. This conjecture also implies that all self–scaled barriers over irreducible symmetric cones are of the form $`c_1\mathrm{ln}\phi _K+c_2`$, where $`c_1>0`$ and $`c_2`$ are constants. It follows from this theory that the full set of self–scaled barrier functions is readily known, and that all of these functions are just minor transformations of the universal barrier function.

In a second report , Hauser proves this conjecture in the special case where $`K`$ is the positive semidefinite cone, i.e., he shows that all self–scaled barrier functions for use in semidefinite programming are isotropic and essentially identical to the standard logarithmic barrier function. Starting from first principles, Hauser shows that the orientation preserving part of the automorphism group of the positive semidefinite symmetric cone is generated by the Hessians of an arbitrary self–scaled barrier function defined on this cone, see , Corollary 4.3. Hauser’s solution of the isotropy conjecture in this special case relies on Proposition 3.3, which also forms the key mechanism in the proof of Corollary 4.3 in .

Hauser’s Corollary 4.3 is essentially a rediscovery of a result by Koecher, Theorem 4.9 (b), pp. 88–89 , for the special case of the cone of positive semidefinite symmetric matrices. Shortly after the announcement of Hauser’s report  in March of 2000, Y. Lim  settles the general case of the isotropy conjecture by generalising Hauser’s proof while refereeing the paper. Subsequently, both O. Güler  and S. Schmieta  independently of each other and independently of Y. Lim prove the isotropy conjecture in the general irreducible case. It is interesting to note that all three approaches to the general case of the conjecture, as well as Hauser’s approach to the special case relevant to semidefinite programming, rely on the same deeper principle provided by Koecher’s Theorem 4.9 (b) cited above. See also Remark 5.2 of this article.

The present article is a revision of Hauser’s original report  which is based on parts of his thesis , while incorporating the solution to the general problem using Güler’s approach. Schmieta’s report  constitutes the first document where a proof of the general classification Theorem 5.5 became publicly available.

The rest of the paper is organised as follows. In Section 2 we reconsider self–scaled cones and self–scaled barriers from a symmetric point of view. Section 3 is devoted to certain properties of self–scaled barriers which link self–scaled barriers to the symmetry group of their domain of definition. These results are needed in later sections. In Section 4, we show that any pointed, convex cone has a unique decomposition as a direct sum of irreducible components. This result, of which we manage to locate only technically more involved generalisations, may be of independent interest. We therefore include a simple proof. We then use this decomposition result to show that any self–scaled barrier defined on a symmetric cone $`K`$ decomposes in an essentially unique way into a direct sum of self–scaled barriers defined on the irreducible components of $`K`$, which also shows that the irreducible components are symmetric cones themselves. This decomposition reduces the problem of classifying self-scaled barriers to the case where the domain of definition is irreducible, a problem we solve in Section 5. Theorem 5.5 constitutes the main and final result of this paper. We thus present all the essential elements of the theory of self–scaled barrier functions in a single document.

The following basic properties of $`\nu `$–self–concordant logarithmically homogeneous barrier functions and their duals will be used frequently in later sections. These properties are easy consequences of logarithmic homogeneity, see  or :

###### Proposition 1.4.

Let $`F`$ be a $`\nu `$-self-concordant logarithmically homogeneous barrier function on the regular cone $`KE`$, and let $`x\mathrm{int}(K)`$, $`s\mathrm{int}(K^{})`$. Then

$`i)`$ $`F^{}(x)=F^{\prime \prime }(x)x\mathrm{int}(K^{}),`$ $`ii)`$ $`F_{}^{}\left(F^{}(x)\right)=x,`$
$`iii)`$ $`F_{}^{\prime \prime }(F^{}(x))=F^{\prime \prime }(x)^1,`$ $`iv)`$ $`x,F^{}(x)=\nu ,`$
$`v)`$ $`F^{(k)}(tx)=t^kF^{(k)}(x),t>0,k=1,2,`$ $`vi)`$ $`F_{}\left(F^{}(x)\right)=\nu F(x),`$
$`vii)`$ $`F(x)+F_{}(s)\nu \nu \mathrm{log}\nu \nu \mathrm{log}x,s,`$
where $`F^{(1)}(x)=F^{}(x)`$, $`F^{(2)}(x)=F^{\prime \prime }(x)`$ in $`v)`$. ∎

## 2 A Symmetric View on Self–Scaledness

In this section we undertake a study of self–scaled cones and barrier functions while emphasising their symmetry properties in a duality-theoretic sense.

Let $`F`$ be a self–scaled barrier function on a regular cone $`K`$ in a finite dimensional Euclidean space $`E`$ equipped with an inner product $`,`$. With a given arbitrary point $`e\mathrm{int}(K)`$ we associate an inner product

$$u,v_e:=F^{\prime \prime }(e)u,v.$$

The following result is due to Güler :

###### Theorem 2.1.

The cone $`K`$ is symmetric, and $`F`$ is self–scaled under $`,_e`$.

###### Proof.

We have

$`K_e^{}`$ $`:=\{y:x,y_e0,xK\}=\{y:F^{\prime \prime }(e)x,y0,xK\}`$
$`=\{y:z,y0,zK^{}\}=(K^{})^{}=K,`$
where the third equality follows from Theorem 1.2. Note that

$$F^{\prime \prime }(x)u,v=D^2F(x)[u,v]=F_e^{\prime \prime }(x)u,v_e=F^{\prime \prime }(e)F_e^{\prime \prime }(x)u,v$$

yields $`F^{\prime \prime }(x)=F^{\prime \prime }(e)F_e^{\prime \prime }(x)`$, or

$$F_e^{\prime \prime }(x)=F^{\prime \prime }(e)^1F^{\prime \prime }(x).$$
(2.1)
Theorem 1.2 implies that $`F_e^{\prime \prime }(x)(K)=F^{\prime \prime }(e)^1F^{\prime \prime }(x)(K)=F^{\prime \prime }(e)^1(K^{})=K`$, so that $`F_e^{\prime \prime }(x)\mathrm{Aut}(K)`$. Theorem 1.2 also shows that, given any two points $`u,v\mathrm{int}(K)`$, we can find a (unique) point $`zK`$ such that $`F^{\prime \prime }(z)u=F^{\prime \prime }(e)vK^{}`$. Therefore, $`F_e^{\prime \prime }(x)(u)=v`$, which shows that the set of linear operators $`\{F_e^{\prime \prime }(x):x\mathrm{int}(K)\}`$ acts transitively on $`K`$. Hence, $`K`$ is a symmetric cone.

For the second assertion, note that if $`sK_e^{}=K`$, then

$$(F_e)_{}(s):=\underset{xK}{sup}\left\{x,s_eF(x)\right\}=\underset{xK}{sup}\left\{x,F^{\prime \prime }(e)sF(x)\right\}=F_{}(F^{\prime \prime }(e)s).$$

For $`x,z\mathrm{int}(K)`$, we thus have

$$(F_e)_{}(F_e^{\prime \prime }(z)x)=F_{}(F^{\prime \prime }(e)F_e^{\prime \prime }(z)x)=F_{}(F^{\prime \prime }(z)x)=F(x)2F(z)\nu ,$$

where the second and last equalities follow from (2.1) and (1.5), respectively. Consequently, $`F`$ is self–scaled under $`,_e`$. ∎

###### Remark 2.2.

Theorem 2.1 shows that from here on we may assume without loss of generality that $`K`$ is a symmetric cone and that there exists a (unique) point $`e\mathrm{int}(K)`$ such that $`F^{\prime \prime }(e)=\mathrm{I}`$.

Together with Equation (1.5) this implies that

$$F_{}(x)=F(x)2F(e)\nu =F(x)+const,$$
(2.2)
and invoking (1.5) once more this implies the identity

$$F(F^{\prime \prime }(w)x)=F(x)2F(w)+2F(e),x,w\mathrm{int}(K).$$
(2.3)
Note that (2.3) is a criterion that involves only the primal barrier $`F`$. Indeed, this identity allows one to characterise self–scaled barrier functions without invoking $`F_{}`$, see Lemma 2.5 below. Changing a barrier function by an additive constant is of no real consequence, as interior–point methods rely on gradient and Hessian information. Therefore, we can assume without loss of generality that $`F(e)=0`$. For the same reason, Equation (2.2) makes it possible to think of $`F`$ and $`F_{}`$ as the same function. Hence, we no longer need to distinguish between primal and dual quantities – between $`F`$ and $`F_{}`$, the primal and dual scaling points and so forth.

We next prove a property of the Hessian $`F^{\prime \prime }(w)`$ which will become an essential tool for our classification of self–scaled barriers. For all $`y\mathrm{int}(K)`$ let us define

$$P(y):=F^{\prime \prime }(y)^1.$$

###### Lemma 2.3.

For all $`x,w\mathrm{int}(K)`$ it is true that

$$P(P(w)x)=P(w)P(x)P(w).$$
(2.4)
###### Proof.

Let us define $`z=P(w)x`$. Equation (2.3) implies that for any $`hE`$ we have $`F(F^{\prime \prime }(w)(z+th))=F(z+th)2F(w)+2F(e)`$. Expanding both sides of this equation and comparing the $`t^2`$ terms one gets

$$D^2F(F^{\prime \prime }(w)z)[F^{\prime \prime }(w)h,F^{\prime \prime }(w)h]=D^2F(z)[h,h],$$

or $`F^{\prime \prime }(x)F^{\prime \prime }(w)h,F^{\prime \prime }(w)h=F^{\prime \prime }(z)h,h`$. Thus, $`F^{\prime \prime }(w)F^{\prime \prime }(x)F^{\prime \prime }(w)=F^{\prime \prime }(z)=F^{\prime \prime }(P(w)x)`$, and (2.4) follows. ∎

In the proof above, we need only the weaker condition $`F(F^{\prime \prime }(w)x)=F(x)+c(w)`$ where $`c(w)`$ is a constant dependent on $`w`$. (However, Lemma 2.5 below shows that this is equivalent to (2.3).) Equation (2.4) is a symmetric version of a Formula (3.2) from , see also Equation (1.6) above. In accordance with the established tradition in the theory of Jordan algebras we call (2.4) the fundamental formula.

###### Remark 2.4.

We do not have a Jordan algebra connected to $`F`$ yet, but the fundamental formula leads one to suspect that there might be one. In spring 2000, inspired by the work of Petersson , Güler  proves that this is indeed the case. Subsequently, S. Schmieta  independently discovers the same result, following essentially the same steps. Schmieta uses this fact as an essential tool to classify self–scaled barriers. As it turns out, the Jordan algebra connected to $`F`$ is already discovered by McCrimmon in his thesis , even without the assumption of convexity for $`F`$. His proof in turn is a generalisation of Koecher’s ideas  on $`\omega `$–domains. Reading both works is instructive in delineating the role of convexity.

The following result provides an alternative definition of self–scaled barrier functions.

###### Lemma 2.5.

Let $`K`$ be a regular, self–dual cone. A logarithmically homogeneous self–concordant barrier function $`F`$ on $`\mathrm{int}(K)`$ is self-scaled if and only if

$`F^{\prime \prime }(w)x`$ $`\mathrm{int}(K),x,w\mathrm{int}(K),`$ (2.5)
$`F(F^{\prime \prime }(w)x)`$ $`=F(x)+c(w),x,w\mathrm{int}(K),`$ (2.6)
where $`c(w)`$ is a constant that depends on $`w`$.

###### Proof.

Since $`K`$ is self–dual, Equation (2.5) is equivalent to Axiom (1.4). If $`F`$ is self–scaled, then Equation (2.6) follows from (2.3). Conversely, assume that $`F`$ satisfies Equation (2.6). Let $`x,s\mathrm{int}(K)`$ be arbitrary points.

We claim that there exists a point $`w\mathrm{int}(K)`$ such that $`F^{\prime \prime }(w)x=s`$. Towards proving the claim, we consider the optimization problem $`\mathrm{min}\{z^{},x:z,s=1\}`$, where $`z^{}=F^{}(z)`$. It is well known that the feasible region is bounded, see , Corollary I.1.6, p. 4. We have $`F(x)+F_{}(z^{})\nu \nu \mathrm{log}\nu \nu \mathrm{log}z^{},x`$ (see Proposition 1.4 $`vii)`$), and $`F(z)+F_{}(z^{})=\nu `$ (see Proposition 1.4 $`vi)`$), which imply $`F(x)F(z)\nu \mathrm{log}\nu \nu \mathrm{log}z^{},x`$. These imply that the objective function of the optimization problem goes to infinity as $`z`$ approaches the boundary of the feasible region, and thus the optimization problem has a minimizer $`\widehat{z}\mathrm{int}(K)`$ satisfying $`F^{\prime \prime }(\widehat{z})x=\lambda s`$ for some scalar $`\lambda `$. Since $`F^{\prime \prime }(\widehat{z})x,s\mathrm{int}(K)`$, we have $`\lambda >0`$. The point $`w=\sqrt{\lambda }\widehat{z}`$ satisfies $`F^{\prime \prime }(w)x=s`$ (see Proposition 1.4 $`v)`$), and proves the claim.

Next, we claim that

$$c(w)=2F(w)+2F(e).$$
(2.7)
Let $`u\mathrm{int}(K)`$ be a point satisfying $`F^{\prime \prime }(u)w=e`$. The fundamental formula (2.4) is a consequence of (2.6) and gives $`F^{\prime \prime }(u)P(w)F^{\prime \prime }(u)=\mathrm{I}`$, or equivalently $`F^{\prime \prime }(w)=F^{\prime \prime }(u)^2`$. From (2.6), we obtain

$$F(e)+c(w)=F(F^{\prime \prime }(w)e)=F(F^{\prime \prime }(u)^2e)=F(e)+2c(u),$$

or $`c(w)=2c(u)`$. Equation (2.6) also implies that

$$F(e)=F(F^{\prime \prime }(u)w)=F(w)+c(u)=F(w)+\frac{1}{2}c(w),$$

hence proving the claim.

Using logarithmic homogeneity alone one can prove that $`F_{}(w^{})=\nu F(w)`$ where $`w^{}:=F^{}(w)`$ (see Proposition 1.4 $`vi)`$). Proposition 1.4 $`ii)`$ shows that the mapping $`ww^{}`$ is involutive, that is, $`w^{}=w`$. These imply $`F_{}(w)=F_{}(w^{})=\nu F(w^{})`$. Since $`F^{\prime \prime }(w)w=w^{}`$ by Proposition 1.4 $`i)`$, we have

$$\nu F_{}(w)=F(w^{})=F(F^{\prime \prime }(w)w)=F(w)2F(w)+2F(e),$$

which is to say that $`F_{}(w)=F(w)2F(e)\nu `$. This implies

$$F_{}(F^{\prime \prime }(w)x)=F(F^{\prime \prime }(w)x)2F(e)\nu =F(x)2F(w)\nu ,$$

where the last equality follows from Equations (2.6) and (2.7). This concludes the proof. ∎

Note that together with Equation (2.2), Lemma 2.5 implies that we can replace Axiom (1.5) of the original definition of a self–scaled barrier function by the requirement $`F_{}(F^{\prime \prime }(w)x)=F(x)+C(w)`$ for some constant $`C(w)`$ which depends on $`w`$. This fact is already known, see .

## 3 Group–Theoretic Aspects of Self–Scaledness

In this section we explore the relationship between the Hessians of self–scaled barrier functions and the symmetry group of their domain of definition. Though we present these results primarily for the purposes of later sections they are also of independent interest.

The universal barrier function $`U(x)`$ defined in (1.8) plays an important role in the context of this section. The choice of the inner product $`,`$ used in the definition of the characteristic function $`\phi _K(x)`$ via (1.7) is irrelevant, since $`\phi _K`$ changes only by an additive constant under a change of $`,`$. Güler  shows that the universal barrier function $`U(x)`$ is self–scaled, see Equation (13) and Theorem 4.4 in . For all $`x\mathrm{int}(K)`$ let

$$Q(x):=U^{\prime \prime }(x)^1,$$

and let $`f\mathrm{int}(K)`$ be the point characterised by the equation

$$Q(f)=\mathrm{I}.$$

###### Remark 3.1.

It follows from Theorem 1.2 that $`f`$ is unique. The existence of such a point is also well known, see for example page 17 of .

The point $`f`$ is the “unit” associated with the self–scaled barrier $`U(x)`$, see  Proposition I.3.5, p. 14, and it is also the unit of the Jordan algebra associated with $`U`$.

The following lemma is Theorem 3.17, pp. 205–206 in . We include a short proof of this result because these ideas play an important role in later sections. See also , Proposition I.4.3, p. 18 for a different approach to proving this result.

###### Lemma 3.2.

The orthogonal subgroup $`\mathrm{O}\left(\mathrm{Aut}(K)\right)\mathrm{Aut}(K)`$ coincides with the stabiliser group at $`f`$, that is,

$$\mathrm{O}\left(\mathrm{Aut}(K)\right)=\{H\mathrm{Aut}(K):Hf=f\}.$$

###### Proof.

If $`A\mathrm{Aut}(K)`$, then

$$D^2U(Af)[Ah,Ah]=D^2U(f)[h,h]$$

for every vector $`hE`$. That is, $`A^{}Q(Af)^1A=\mathrm{I}`$, or $`Q(Af)=AA^{}`$, see for example , Equation (11). This shows that $`A`$ is orthogonal if and only if $`\mathrm{I}=Q(Af)`$. The uniqueness of $`f`$ implies that this condition is equivalent to $`Af=f`$. ∎

Next we note that the elements of $`\mathrm{Aut}(K)`$ have a unique polar decomposition, see , Theorem 3.18, p. 206. For the sake of completeness we give a short proof.

###### Lemma 3.3.

Let $`A\mathrm{Aut}(K)`$. There exists a unique vector $`u\mathrm{int}(K)`$ and a unique orthogonal cone automorphism $`H\mathrm{O}\left(\mathrm{Aut}(K)\right)`$ such that

$$A=Q(u)H.$$

###### Proof.

By virtue of Theorem 1.2, there exists a unique point $`u\mathrm{int}(K)`$ such that $`Q(u)f=Af`$. Then $`H:=Q(u)^1A`$ satisfies $`Hf=Q(u)^1Af=f`$, which implies that $`H`$ is orthogonal by Lemma 3.2. Since $`H`$ is orthogonal and $`Q(u)`$ is symmetric, $`A=Q(u)H`$ is indeed a polar decomposition of $`A`$.

Suppose now that $`A=Q_1H_1=Q_2H_2`$ where $`Q_i`$ is symmetric and $`H_i`$ is orthogonal, $`i=1,2`$. Then, $`H:=Q_2^1Q_1=H_2H_1^1`$ is orthogonal, and we have $`\mathrm{I}=HH^{}=Q_2^1Q_1^2Q_2^1`$, or $`Q_2^2=Q_1^2`$. Since $`Q_1`$ and $`Q_2`$ are symmetric, we have $`Q_1=Q_2`$ and $`H_1=H_2`$. ∎

The following result will play a key role in Section 5 where we classify self–scaled barriers.

###### Lemma 3.4.

The sets of inverse Hessians of $`F`$ and $`U`$ coincide, that is,

$$\{P(v):v\mathrm{int}(K)\}=\{Q(u):u\mathrm{int}(K)\},$$

and for all $`x\mathrm{int}(K)`$ it is true that

$$P(x)=Q(Q(x)^{1/2}e^1)=Q(x)^{1/2}Q(e)^1Q(x)^{1/2},$$
(3.1)
where $`e^1\mathrm{int}(K)`$ is characterised by the equation $`Q(e^1)=Q(e)^1`$.

The point $`e^1`$ is the inverse of $`e`$ in the Jordan algebra associated with $`U(x)`$. Note that Proposition 1.4 $`iii)`$ shows that $`e^1=F^{}(e)`$.

###### Proof.

If $`v\mathrm{int}(K)`$, then Lemma 3.3 implies that we can write $`P(v)=Q(u)H`$ for some $`u\mathrm{int}(K)`$ and $`H\mathrm{O}\left(\mathrm{Aut}(K)\right)`$. By the uniqueness of the polar decompositions $`P(v)=P(v)\mathrm{I}`$ and $`P(v)=Q(u)H`$ it must be true that $`P(v)=Q(u)`$. Thus,

$$\{P(v):w\mathrm{int}(K)\}\{Q(u):u\mathrm{int}(K)\}.$$

Conversely, let $`u\mathrm{int}(K)`$. By Theorem 1.2, there exists a point $`v\mathrm{int}(K)`$ such that $`P(v)f=Q(u)f`$. But this implies that $`Q(u)^1P(v)f=f`$. By virtue of Lemma 3.2 $`H:=Q(u^1)P(v)`$ is therefore orthogonal. This means that $`P(v)`$ has the polar decompositions $`P(v)=P(v)\mathrm{I}`$ and $`P(v)=Q(u)H`$. The uniqueness part of Lemma 3.2 then implies that $`Q(u)=P(v)`$ and $`H=\mathrm{I}`$. This proves the first statement of the lemma.

Now let $`x\mathrm{int}(K)`$ and define $`u`$ by $`x=Q(u)f`$, see Theorem 1.2. We have

$$Q(x)=Q\left(Q(u)f\right)=Q(u)Q(f)Q(u)=Q(u)^2,$$

where the second equality follows from the fundamental Formula (2.4). In a similar vein, taking the first part of this lemma into account we obtain

$$P(x)=P\left(Q(u)f\right)=Q(u)P(f)Q(u).$$

These two equations imply that $`Q(u)=Q(x)^{1/2}`$ and

$$P(x)=Q(x)^{1/2}P(f)Q(x)^{1/2}.$$

In particular, setting $`x=e`$ yields $`\mathrm{I}=Q(e)^{1/2}P(f)Q(e)^{1/2}`$, that is, $`P(f)Q(e)=\mathrm{I}`$, and $`P(f)=Q(e)^1=Q(e^1)`$. The lemma follows, since this implies that

$$P(x)=Q(x)^{1/2}Q(e^1)Q(x)^{1/2}=Q(Q(x)^{1/2}e^1).$$

Although it does not have a direct bearing on later results, the following proposition already shows that the self–scaled barrier function $`F`$ is intimately connected to the universal barrier function.

###### Proposition 3.5.

There exist constants $`\alpha _1>0`$ and $`\alpha _2`$ such that

$$U(x)=\alpha _1\mathrm{ln}\mathrm{det}F^{\prime \prime }(x)+\alpha _2.$$

###### Proof.

¿From Equation (3.1) we see that $`\mathrm{det}P(x)=\mathrm{det}Q(e)^1\mathrm{det}Q(x)`$, implying that $`\mathrm{det}F^{\prime \prime }(x)=c_1\mathrm{det}U^{\prime \prime }(x)`$ for some constant $`c_1>0`$. Theorem 4.4 in  shows that the function $`u(x)=\mathrm{ln}\phi _K(x)`$ satisfies the equation $`u(x)=c_2+\frac{1}{2}\mathrm{ln}\mathrm{det}u^{\prime \prime }(x)`$ for some constant $`c_2`$. These facts combined with (1.8) imply the proposition. ∎

## 4 Decomposition of Cones and Barrier Functions

In this section, we prove two related results. A cone is called pointed if it does not contain any whole lines. First, we show that any pointed, convex cone decomposes into a direct sum of indecomposable or irreducible components in a unique fashion. This result, which is of independent interest, is essentially a special case of Corollary 1 in . Gruber’s paper is the earliest mentioning of this result we could find, though it may have been derived several times independently. Gruber’s original result addresses a more general affine setting which renders his proof more technically involved. Therefore, we include a simple and accessible proof. Second, we use this decomposition to write any self–scaled barrier function defined on the interior of a symmetric cone $`K`$ as a direct sum of self–scaled barriers defined on the irreducible components of $`K`$.

Recall that the Minkowski sum of a set $`\{A_i\}_{i=1}^k`$ of subsets of $`E`$ is defined as

$$A_1+\mathrm{}+A_k:=\{\underset{i=1}{\overset{k}{}}x_i:x_iA_i\}.$$

If all of the $`A_i`$ are linear subspaces $`\{0\}E_iE`$ which satisfy $`E=E_1+\mathrm{}+E_k`$ and $`E_i(_{ji}E_j)=\{0\}`$, then we say that the sum $`E=E_1+\mathrm{}+E_m`$ is direct and write

$$E=E_1E_2\mathrm{}E_m.$$

###### Definition 4.1.

Let $`KE`$ be a pointed, convex cone. $`K`$ is called decomposable if there exist cones $`\{K_i\}_{i=1}^m`$, $`m2`$, such that $`K=K_1+\mathrm{}+K_m`$, where each $`K_i`$ ($`i=1,\mathrm{},m`$) lies in a linear subspace $`E_iE`$, and where the spaces $`\{E_i\}_{i=1}^m`$ decompose $`E`$ into a direct sum $`E=E_1E_2\mathrm{}E_m`$. Each $`K_i`$ is called a direct summand of $`K`$, and $`K`$ is called the direct sum of the $`\{K_i\}`$. We write

$$K=K_1K_2\mathrm{}K_m$$
(4.1)
to denote this relationship between $`K`$ and $`\{K_i\}_{i=1}^m`$. $`K`$ is called indecomposable or irreducible if it cannot be decomposed into a non-trivial direct sum.

Let us define $`\widehat{E}_i:=_{ji}E_j`$ and $`\widehat{K}_i:=_{ji}K_j`$. If $`K`$ is the direct sum (4.1) then every $`xK`$ has a unique representation $`x=x_1+\mathrm{}+x_m`$ with $`x_iK_iE_i`$. Thus, $`x_i=\pi _{E_i}x`$, where $`\pi _{E_i}`$ is the projection of $`E`$ onto $`E_i`$ along $`\widehat{E}_i`$. Also, since $`0K_i`$, we have $`K_i=K_i+_{ji}\{0\}_{j=1}^mK_j=K`$. Therefore,

$$\pi _{E_i}K=K_iK.$$

This implies that $`K_i=\pi _{E_i}K`$ is a convex cone. Similarly, we have

$$(\mathrm{I}\pi _{E_i})K=\pi _{\widehat{E}_i}K=\widehat{K}_iK.$$

We first prove a useful technical result:

###### Lemma 4.2.

Let $`K`$ be a pointed, convex cone which decomposes into the direct sum (4.1). If $`xK_i`$ is a sum $`x=x_1+\mathrm{}+x_k`$ of elements $`x_jK`$, then each $`x_jK_i`$.

###### Proof.

We have $`0=\pi _{\widehat{E}_i}x=\pi _{\widehat{E}_i}x_1+\mathrm{}+\pi _{\widehat{E}_i}x_k`$. Each term $`\widehat{x}_j:=\pi _{\widehat{E}_i}x_j\widehat{K}_iK`$, therefore we have $`\widehat{x}_jK`$ and $`\widehat{x}_j=_{lj}\widehat{x}_lK`$. Since $`K`$ contains no lines it must be true that $`\widehat{x}_j=0`$, that is, $`x_j=\pi _{E_i}x_jK_i`$, ($`j=1,\mathrm{},k`$). ∎

###### Theorem 4.3.

Let $`KE`$ be a decomposable, pointed, convex cone. The irreducible decompositions of $`K`$ are identical modulo indexing, that is, the set of cones $`\{K_i\}_{i=1}^m`$ is unique. Moreover, the subspaces $`E_i`$ corresponding to the non–zero cones $`K_i`$ are also unique. In particular, if $`K`$ is solid, then all the cones $`K_i`$ are non–zero and the subspaces $`E_i`$ are unique.

###### Proof.

Suppose that $`K`$ admits two irreducible decompositions

$`K`$ $`={\displaystyle \underset{i=1}{\overset{m}{}}}K_i{\displaystyle \underset{i=1}{\overset{m}{}}}E_i\text{ and}`$
$`K`$ $`={\displaystyle \underset{j=1}{\overset{q}{}}}C_j{\displaystyle \underset{j=1}{\overset{q}{}}}F_j.`$
Note that each non–zero summand in either decomposition of $`K`$ must lie in $`\mathrm{span}(K)`$ and that the subspace corresponding to each zero summand must be one–dimensional, for otherwise the summand would be decomposable. This implies that the number of zero summands in both decompositions is $`\mathrm{codim}\left(\mathrm{span}(K)\right)`$. We may thus concentrate our efforts on $`\mathrm{span}(K)`$, that is, we can assume that $`K`$ is solid and all the summands of both decompositions of $`K`$ are non–zero. By (4.1), each $`xC_jK`$ has a unique representation $`x=x_1+\mathrm{}+x_m`$ where $`x_i=\pi _{E_i}xK_iK`$. Also, Lemma 4.2 implies that $`x_iC_j`$, and hence $`x_iK_iC_j`$. Consequently, every $`xC_j`$ lies in the set $`(K_1C_j)+\mathrm{}+(K_mC_j)`$. Conversely, we have $`K_iC_jC_j`$, implying that $`(K_1C_j)+\mathrm{}+(K_mC_j)C_j`$. Therefore, we have

$$C_j=(K_1C_j)+\mathrm{}+(K_mC_j).$$

We have $`K_iC_jE_iF_j`$, $`F_j=(E_1F_j)+\mathrm{}+(E_mF_j)`$, and the intersection of any two distinct summands in the last sum is the trivial subspace $`\{0\}`$. The above decompositions of $`F_j`$ and $`C_j`$ are thus direct sums. Since $`C_j`$ is indecomposable, exactly one of the summands in the decomposition of $`C_j`$ is non–trivial. Thus, $`C_j=K_iC_j`$, and hence $`C_jK_i`$ for some $`i`$. Arguing symmetrically, we also have $`K_iC_l`$ for some $`l`$, implying that $`C_jC_l`$. Therefore, $`j=l`$ for else $`C_jF_jF_l=\{0\}`$, contradicting our assumption above. This shows that $`C_j=K_i`$. The theorem is proved by repeating the above arguments for the cone $`\widehat{K}_i=_{ki}K_k=_{lj}C_l`$. ∎

Next, we show that self–scaled barrier functions have irreducible decompositions as well. Let $`F`$ be defined on $`\mathrm{int}(K)`$ where $`K`$ is a symmetric cone with irreducible decomposition (4.1). For $`i=1,\mathrm{},m`$, let $`F_i`$ be a function defined on $`\mathrm{ri}(K_i)`$, the relative interior of $`K_i`$ in $`E`$. If $`F(x)=_{i=1}^mF_i(x_i)`$ for every $`x=_{i=1}^mx_i_{i=1}^m\mathrm{ri}(K_i)=\mathrm{int}(K)`$, then we say that $`F`$ is the direct sum of the $`F_i`$ and write

$$F=\underset{i=1}{\overset{m}{}}F_i.$$
(4.2)
###### Theorem 4.4.

Let $`K`$ be a symmetric cone with irreducible decomposition (4.1). The irreducible components $`K_i`$ are symmetric cones. Let $`F(x)`$ be a self–scaled barrier for $`K`$. There exist self–scaled barrier functions $`F_i`$ for the cones $`K_i`$ such that

$$F=F_1\mathrm{}F_m.$$

The functions $`F_i`$ are unique up to additive constants.

###### Proof.

Recall that the universal barrier function $`U(x)`$ is given in (1.8). Changing the inner product used in the definition of the characteristic function $`\phi _K(x)`$ changes $`U(x)`$ only by an additive constant, hence we may assume that $`x,y=_{i=1}^mx_i,y_i_{E_i}`$ for the purposes of this definition. Here, $`,_{E_i}`$ is an inner product defined on $`E_i`$ chosen so that $`U_i^{\prime \prime }(f_i)=id_{E_i}`$ for some elements $`f_i\mathrm{ri}(K_i)`$ where $`U_i`$ denotes the universal barrier function defined on $`\mathrm{ri}(K_i)`$. Then we have $`Q(f)=\mathrm{I}`$ for $`f=_{i=1}^mf_i\mathrm{int}(K)`$, in full consistency with our previous notation. Moreover, $`K`$ is self–dual under $`,`$, since $`K^{}=Q(f)K=K`$. Hence, we may choose the vector $`e\mathrm{int}(K)`$ specified in Remark 2.2 as the unique element in $`\mathrm{int}(K)`$ such that $`F^{\prime \prime }(e)=\mathrm{I}`$ under $`,`$, see Remark 3.1.

Thus, $`U`$ can be written as the direct sum $`U(x)=_{i=1}^mU_i(x_i)`$ and $`Q(x)`$ has block structure corresponding to the subspaces $`E_i`$, $`Q(x)=_{i=1}^mQ_i(x_i)`$ where $`Q_i(x_i)=U_i^{\prime \prime }(x_i)^1`$. Consequently, Equation (3.1) implies that $`P(x)`$ also has the same block structure,

$$P(x)=P_1(x_1)\mathrm{}P_m(x_m),$$
(4.3)
where $`P_i(x)=Q_i\left(Q_i(x_i)^{1/2}e_i^1\right)\mathrm{Aut}(K_i)`$ with $`e_i^1=\pi _{E_i}\left(F^{}(e)\right)`$, $`\pi _{E_i}`$ being the projection at the beginning of this section.

So far we know that $`P(x)`$ has block structure corresponding to the direct sum $`E=_{i=1}^mE_i`$, but it is not a priori clear that $`P_i(x_i)^1`$ is the Hessian of a function defined on $`\mathrm{ri}(K_i)`$. Let the spaces $`\widehat{E}_i`$ be defined as earlier in this section, and let us consider the vector fields $`v_i:x\pi _{E_i}F^{}(x)`$, defined on $`\mathrm{int}(K)`$ and taking values in $`E_i`$ for all $`i`$, $`i=1,\mathrm{},m`$. We claim that $`v_i`$ depends only on $`x_i=\pi _{E_i}x`$. In fact, for any two vectors $`x,y\mathrm{int}(K)`$ such that $`x_i=y_i`$ we have

$`v_i(y)`$ $`=\pi _{E_i}F^{}(y)=\pi _{E_i}\left[F^{}(x)+{\displaystyle _0^1}F^{\prime \prime }\left(ty+(1t)x\right)[yx]𝑑t\right]`$
$`=v_i(x)+{\displaystyle _0^1}P_i\left(\pi _{E_i}\left[ty+(1t)x\right]\right)^1\pi _{E_i}[yx]𝑑t=v_i(x)+{\displaystyle _0^1}0𝑑t,`$
which shows our claim. Hence, the quotient vector fields

$`\widehat{v}_i:\mathrm{int}(K)/\widehat{E}_i`$ $`E_i,`$
$`xmod\widehat{E}_i`$ $`\pi _{E_i}F^{}(x)`$
are well defined and can be identified with vector fields $`\widehat{v}_i`$ defined on the cones $`\mathrm{ri}(K_i)`$. The direct sum of these vector fields amounts to the gradient field

$$F^{}=\widehat{v}_i\mathrm{}\widehat{v}_m:\mathrm{int}(K)E.$$
(4.4)
$`F^{}`$ being conservative, the $`\widehat{v}_i`$ must be conservative too, implying that these are the gradient vector fields of some functions $`F_i`$ defined on $`\mathrm{ri}(K_i)`$ which are uniquely determined up to additive constants. We may choose these constants so that $`F=_{i=1}^mF_i`$. Clearly, we have $`F_i^{\prime \prime }(x_i)=P_i(x)^1`$ for any $`x\mathrm{int}(K)`$.

Using Equation (4.3), it is straightforward to check that the $`F_i`$ are self-concordant, see . Applying Proposition 1.4 $`i)`$ and $`iv)`$ to $`F`$, using Equation (4.4) and considering variations of $`x\mathrm{int}(K)`$ only in the part $`x_i=\pi _{E_i}x`$, we obtain that $`x_i,F_i^{}(x_i)=\nu _i`$ for some number $`\nu _i>0`$. Moreover, applying Proposition 1.4 $`v)`$ to $`F`$ and using Equation (4.4) we get $`F_i^{}(\tau x_i)=\tau ^1F_i^{}(x_i)`$ for all $`\tau >0`$. Hence,

$$\begin{array}{cc}\hfill F_i\left(\tau x_i\right)& =F_i(x_i)+_1^\tau \frac{d}{d\xi }F_i\left(\xi x_i\right)𝑑\xi =F_i(x_i)+_1^\tau x_i,F_i^{}(\xi x_i)𝑑\xi \hfill \\ & =F_i(x_i)_1^\tau \xi ^1x_i,F_i^{}(x_i)𝑑\xi =F_i(x_i)\nu _i_1^\tau \xi ^1𝑑\xi \hfill \\ & =F_i(x_i)\nu _i\mathrm{ln}\tau .\hfill \end{array}$$

This shows that the functions $`F_i`$ are $`\nu _i`$-logarithmically homogeneous. It is a well–known fact that any logarithmically homogeneous self–concordant function is also a barrier function, see for example  or . It remains to show that the functions $`F_i`$ are self–scaled. As previously noted, Condition (2.5) is satisfied, since $`P_i(x_i)\mathrm{Aut}(K_i)`$ for all $`i`$. Finally, Condition (2.6) holds for $`F_i`$ because we can apply this condition to $`F`$, choosing $`w=w_i\left(_{ji}e_i\right)`$ and $`x=x_i\left(_{ji}e_i\right)`$ and using the block structures of $`F`$ and $`F^{\prime \prime }`$.

Note that the irreducible components $`K_i`$ of $`K`$ must be symmetric cones, since the $`F_i`$ are self–scaled barriers defined on $`\mathrm{ri}(K_i)`$. The symmetry of the $`K_i`$ can also be directly derived from the block structure of $`Q(x)=_{i=1}^mQ_i(x_i)`$ and the fact that the set of cone automorphisms $`\{Q(x):x\mathrm{int}(K)\}`$ acts transitively on $`K`$. ∎

The decomposition Theorem 4.4 shows that for the purposes of classifying self–scaled barriers we may concentrate our efforts on irreducible cones.

## 5 Classification of Self–Scaled Barriers

In this section, we give a complete classification of self–scaled barrier functions on the symmetric cone $`K`$.

The definition of a self–scaled barrier function $`F`$ requires that $`F`$ changes only by an additive constant under the action of symmetric cone automorphisms $`\{P(u):u\mathrm{int}(K)\}`$, see Equation (2.3). However, it is not a priori known how $`F`$ behaves under the action of an arbitrary element of $`\mathrm{Aut}(K)`$. Note that this is in marked contrast to the case where $`F`$ is the universal barrier function $`U`$, which is known to change only by an additive constant under the action of any element of the symmetry group of $`K`$. This explains in a sense the main difficulty one faces when proving the results below.

The next result is key in resolving this difficulty and is just a slight reformulation of the conjecture raised in , according to which self-scaled barriers on irreducible symmetric cones are isotropic. Let us denote by $`\mathrm{Aut}(K)_0`$ the connected component of the identity in $`\mathrm{Aut}(K)`$.

###### Theorem 5.1.

Let $`K`$ be a symmetric cone. If $`H\mathrm{Aut}(K)_0`$ is orthogonal, then $`F(Hx)=F(x)`$ for all $`x\mathrm{int}(K)`$.

###### Proof.

Koecher  proves that if $`K`$ is a symmetric cone, then $`\mathrm{Aut}(K)_0`$ is generated by $`\{Q(u):u𝒱\}`$ where $`𝒱`$ is a neighbourhood of the identity $`f`$, see , Theorem 4.9 (b), pp. 88–89. Koecher’s proof exploits the fact that all derivations of the Jordan algebra associated with $`U(x)`$ are inner. An accessible proof for the case where $`K`$ is irreducible is given in , Lemma VI.1.2, pp. 101–102, based on certain non–trivial results from the theory of Jordan algebras. If $`H\mathrm{Aut}(K)_0`$ is orthogonal, it follows from Koecher’s result that

$$H=\underset{1}{\overset{l}{}}Q(u_i)=\underset{1}{\overset{l}{}}P(v_i),$$

for some $`u_i,v_i\mathrm{int}(K)`$, $`(i=1,\mathrm{},l)`$. Here the second equality follows from Lemma 3.4. Therefore, it follows from Equation (2.3) that

$$F(Hx)=F(\underset{1}{\overset{l}{}}P(v_i)x)=F(x)2\underset{1}{\overset{l}{}}F(v_i).$$

Since $`Hf=f`$, setting $`x=f`$ above yields $`_1^lF(v_i)=0`$ and settles the claim of the theorem. ∎

The group $`\mathrm{Aut}(K)_0`$ already acts transitively on $`K`$, see , page 5. Thus, the above result is significant.

###### Remark 5.2.

Hauser’s approach  to solving the isotropy conjecture for the cone of positive semidefinite symmetric matrices is based on similar ideas. Hauser essentially rediscovers Koecher’s Theorem 4.9 (b) in this special case, see  Proposition 3.3 and Corollary 4.3. He then uses Proposition 3.3 in conjunction with the fundamental formula as the key mechanism in the proof of the conjecture. Y. Lim  generalised this approach to arbitrary irreducible symmetric cones while refereeing the paper , thus completing the classification of self–scaled barriers. However, since Lim was an anonymous referee, his result was not publicly announced.

Now, assume that $`K`$ is irreducible and let $`U`$ be the universal barrier function for $`K`$. Let $`k`$ be the rank of the Jordan algebra associated with $`U(x)`$. Let $`x`$ be an arbitrary point in $`\mathrm{int}(K)`$. Then there exists an orthogonal frame $`\{e_1,\mathrm{},e_k\}`$ such that $`x=_{i=1}^k\lambda _ie_i`$, $`\lambda _i>0`$, $`i=1,\mathrm{},k`$, see , Theorem III.1.2, pp. 44–45. By $`C`$ let us denote the cone generated by this frame, that is,

$$C=\{\underset{i=1}{\overset{k}{}}\lambda _ie_i:\lambda _i0\}.$$

Note that $`C`$ is a direct sum of the half–lines $`\{\lambda _ie_i:\lambda _i0\}`$ and thus a symmetric cone.

###### Lemma 5.3.

If $`F`$ is a self–scaled barrier function defined on the interior of the irreducible symmetric cone $`K`$, and if $`C`$ is as defined above, then

$$F(\underset{i=1}{\overset{k}{}}\alpha _ie_i)=\frac{\nu }{k}\underset{i=1}{\overset{k}{}}\mathrm{log}\alpha _i,\alpha _i>0(i=1,\mathrm{},k).$$

###### Proof.

Let $`\sigma `$ be any permutation of $`\{1,\mathrm{},k\}`$. Theorem IV.2.5 in  implies that there exists an orthogonal automorphism $`HAut(K)_0`$ such that $`He_i=e_{\sigma (i)}`$ ($`i=1,\mathrm{},k`$). Using Theorem 5.1, we then obtain

$$F(\underset{i=1}{\overset{k}{}}\alpha _ie_{\sigma (i)})=F(\underset{i=1}{\overset{k}{}}\alpha _ie_i),\alpha _i>0(i=1,\mathrm{},k).$$

Define $`g(\alpha _1,\mathrm{},\alpha _k):=F(_{i=1}^k\alpha _ie_i)`$. Note that $`g`$ is a symmetric function. Consider a point $`e+_{i=1}^k\beta _ie_i=_{i=1}^k\alpha _ie_i\mathrm{ri}(C)`$, with arbitrary $`\beta _i0`$ and $`\alpha _i:=1+\beta _i`$. Applying Theorem 5.1 in  repeatedly, we obtain

$$F(e+\underset{i=1}{\overset{k}{}}\beta _ie_i)F(e)=\underset{i=1}{\overset{k}{}}(F(e+\beta _ie_i)F(e)).$$

Using the symmetry of $`g`$ and $`F(e)=0`$, the above equation translates into

$$g(\alpha _1,\mathrm{},\alpha _k)=\underset{i=1}{\overset{k}{}}g(\alpha _i,1,\mathrm{},1),\alpha _i1(i=1,\mathrm{},k).$$

If $`\alpha _1=\mathrm{}=\alpha _k=\alpha `$ above, we have $`g(\alpha ,\mathrm{},\alpha )=F(\alpha e)=F(e)\nu \mathrm{log}\alpha =\nu \mathrm{log}\alpha `$. This gives $`g(\alpha ,1,\mathrm{},1)=\frac{\nu }{k}\mathrm{log}\alpha `$ for all $`\alpha 1`$. Consequently, we have

$$g(\alpha _1,\mathrm{},\alpha _k)=\frac{\nu }{k}\underset{i=1}{\overset{k}{}}\mathrm{log}\alpha _i,\alpha _i1(i=1,\mathrm{},k).$$
(5.1)
Now, if $`\alpha _i>0`$ ($`i=1,\mathrm{},k`$) are arbitrary, choose $`t>0`$ such that $`\widehat{\alpha }_i=\alpha _i/t1`$. Since $`F`$ is logarithmically homogeneous, we have $`g(\alpha _1,\mathrm{},\alpha _k)=g(\widehat{\alpha }_1,\mathrm{},\widehat{\alpha }_k)\nu \mathrm{log}t`$ by the logarithmic homogeneity of $`F`$. A simple calculation shows that (5.1) holds true for all $`\alpha _i>0`$. The lemma is proved. ∎

The following theorem classifies self–scaled barrier functions for irreducible symmetric cones.

###### Theorem 5.4.

Let $`K`$ be an irreducible symmetric cone, and let $`F`$ be a self–scaled barrier function defined on $`\mathrm{int}(K)`$. Then there exist constants $`\alpha >0`$ and $`\beta `$ such that

$$F(x)=\alpha U(x)+\beta ,$$

where $`U(x)`$ is the universal barrier function on $`\mathrm{int}K`$.

###### Proof.

Lemma 5.3 describes the restriction of $`F`$ on $`\mathrm{ri}(C)`$. Since the universal barrier function is also self–scaled, the same considerations apply to $`U(x)U(e)`$. Thus, the functions $`F`$ and $`U`$ are homothetic transformations of each other on $`\mathrm{ri}(C)`$, that is, there exist $`\alpha >0`$, $`\beta `$ such that

$$F(x)=\alpha U(x)+\beta .$$
(5.2)
Let $`y\mathrm{int}(K)`$ be an arbitrary point with the spectral decomposition $`y=_{i=1}^k\nu _id_i`$. Corollary IV.2.7 in  implies that there exists $`AO(\mathrm{Aut}(K)_0)`$ such that $`Ae_i=d_i`$ ($`i=1,\mathrm{},k`$). We have $`y=Ax`$ where $`x=_{i=1}^k\nu _ie_i\mathrm{ri}(C)`$. Theorem 5.1 gives $`F(y)=F(x)`$ and $`U(y)=U(x)`$, and hence the Identity (5.2) extends to all of $`\mathrm{int}(K)`$. ∎

We are now ready to give the final classification theorem for self–scaled barrier functions on arbitrary symmetric cones. This theorem shows that all self–scaled barrier functions are related to the standard logarithmic or the universal barrier via homothetic transformations.

###### Theorem 5.5.

Let $`F`$ be a self–scaled barrier function for a symmetric cone $`K`$ with irreducible decomposition (4.1). Then there exist constants $`c_0`$ and $`c_11,\mathrm{},c_m1`$ such that

$$F=c_0\underset{i=1}{\overset{m}{}}c_i\mathrm{ln}\mathrm{det}_{K_i},$$

see Equation (4.2). Here $`\mathrm{det}_{K_i}x_i`$ denotes the determinant of $`x_i\mathrm{ri}(K_i)`$ in the Jordan algebraic sense, see , Chapter 2. Conversely, any function of this form is a self–scaled barrier for $`K`$.

###### Proof.

Theorems 4.4 and 5.4 imply that there exist constants $`d_0`$ and $`d_1>0,\mathrm{},d_m>0`$ such that

$$F(x)=d_0+d_1u_1(x_1)+\mathrm{}+d_mu_m(x_m),$$

where $`u_i(x_i)=\mathrm{ln}\phi _{K_i}(x_i)`$. It is known that $`u_i(x_i)=constn_i/r_i\mathrm{ln}\mathrm{det}x_i`$, where $`r_i`$ is the rank of the Jordan algebra associated with $`u_i(x)`$, and $`n_i`$ is the dimension of the cone $`K_i`$, see , Proposition III.4.3, p. 53. Finally, Theorem 4.1 in  implies that the function $`\alpha \mathrm{ln}\mathrm{det}x_i`$ is self–concordant if and only if $`\alpha 1`$. ∎

## 6 Acknowledgements

R. Hauser conducted his research on this paper partially while writing his Ph.D. at the School of Operations Research and Industrial Engineering of Cornell University, and partially as a postdoctoral fellow at the University of Cambridge. He wishes to thank Mike Todd, Jim Renegar and Arieh Iserles for numerous valuable discussions and for their continuous support. This research was supported by a “bourse pour chercheur débutant” from the Swiss National Science Foundation and the Swiss Academy of Technical Sciences, and by the Engineering and Physical Sciences Research Council of the UK, EPSRC grant GR/M30975.

The research of O. Güler on this paper was conducted at the Industrial Engineering Department at Bilkent University, Ankara, Turkey, while on a sabbatical leave from the Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, Maryland. The author thanks the Industrial Engineering Department at Bilkent University for providing him a congenial atmosphere and excellent working conditions. This research was partially supported by the National Science Foundation under grant DMS–0075722.