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# Algebraic Rainich theory and antisymmetrisation in higher dimensions

## 1 Introduction

Classical Rainich theory is concerned with studying conditions under which a given energy-momentum tensor in four dimensions can be constructed from a Maxwell field. The algebraic part, which here will be called the algebraic Rainich conditions, gives necessary and sufficient constraints on when a given energy-momentum tensor $`T_{ab}`$ can be constructed from a 2-form, i.e., when there exists a 2-form $`F_{ab}`$ such that $`T_{ab}=F_{ac}F_b{}_{}{}^{c}\frac{1}{4}F_{cd}F^{cd}g_{ab}`$. The conditions, first found by Rainich , are

$$T_a{}_{}{}^{a}=0$$
(1)
$$T_{ac}T_b{}_{}{}^{c}g_{ab}$$
(2)
$$T_{ab}u^av^b0\text{ for every pair of future-causal vectors }u^a\text{ and }v^a.$$
(3)
The last condition is usually called the dominant energy condition, and it can be replaced by some other energy condition. Using Einstein’s equations and the fact that $`T_{ab}`$ is trace-free, one may replace $`T_{ab}`$ by the Ricci curvature tensor $`R_{ab}`$ in these equations. Then one obtains necessary and sufficient conditions on a four dimensional Lorentzian geometry to correspond (algebraically) to an Einstein-Maxwell spacetime. For $`F_{ab}`$ to satisfy Maxwell’s equations, one also adds a differential condition on $`T_{ab}`$ or $`R_{ab}`$. This view of geometrising physical situations, without going to higher dimension than four, was especially developed by Misner and Wheeler . The theory is well developed for four dimensions and 2-forms but conditions have also been developed for massless scalar fields and some other physical situations (see  for many references). It is of interest to generalise the results to other cases and higher dimensions for several reasons. Some gravitation theories live in higher dimensions and can therefore not make use of the classical algebraic Rainich conditions. It can also shed some light on the four dimensional case by considering what happens when the number of dimensions is different than four, thereby showing what is special to four dimensions. Another reason is that there is some nice mathematics to be discovered.

In Bergqvist and Senovilla  superenergy tensors of simple forms in arbitrary dimension were examined. One of the results found is that the square of the superenergy tensor of any simple form is proportional to the metric. Conversely, it was also shown that if the square of a symmetric tensor is proportional to the metric, then the tensor is, up to sign, the superenergy tensor of a simple $`p`$-form. Furthermore, the trace of the tensor determines the value of $`p`$, i.e., what kind of form that can be used to construct the superenergy tensor. These results therefore give a complete generalisation of the classical algebraic Rainich theory in the case the condition $`T_{ac}T_b{}_{}{}^{c}g_{ab}`$ is preserved. As the energy-momentum tensors of Maxwell fields and massless scalar fields are special cases of superenergy tensors of $`p`$-forms, it seems that superenergy tensors are the natural objects to consider when a more general algebraic Rainich theory is sought.

In this paper we will regain these results and extend considerations to non-simple forms. The problem is naturally divided into two parts. The first part is to find a necessary identity, which replaces $`T_{ac}T_b{}_{}{}^{c}g_{ab}`$, for the superenergy tensor. The second part is to show that this identity is the best possible for that case, or even better, show that the condition together with the energy condition is sufficient.

The first part will be done by antisymmetrising over the indices of the forms involved. In that process, and even in later cases, it turns out that the metric structure is not relevant. Therefore those parts will be presented without the metric structure of the vector space.

The metric structure is however crucial for the converse and we will be mainly interested in real vector spaces with Lorentz signature. In this case we obtain complete results for 2-forms of rank 4 in arbitrary dimension. From this we immediately find the necessary and sufficient conditions for an energy-momentum tensor in five dimensions to originate in a 2-form, which is a complete generalisation of the classical algebraic Rainich theory to five dimensions. We also discuss cases of higher rank of the 2-form and $`p`$-forms with $`p3`$. However, it could also be interesting to work out the converse for other signatures, e.g., with a positive definite metric. The first step would have to be to find a replacement of the dominant energy condition.

In section 2 we present some notation, basic definitions, and a theorem for Lorentz metrics corresponding to the spectral theorem for positive definite metrics. In section 3 we use antisymmetrisation to study Rainich theory for simple forms. Then 2-forms of rank 4 are considered in section 4, with some of the calculations presented in A. More general forms are treated in sections 5 and 6, and we finish with a discussion in section 7.

## 2 Notation and prerequisites

In this paper we will use the abstract index notation. The letter $`n`$ will always refer to the number of dimensions. With a tensor we will mean a multilinear mapping on an $`n`$-dimensional vector space. If so preferred it can be seen as a tensor field taken pointwise on an $`n`$-dimensional manifold. When talking about $`(1,1)`$-tensors we will use an index free notation. Thus $`T`$ will mean $`T^a_b`$ and $`T^2`$ will mean $`T^a{}_{c}{}^{}T_{}^{c}_b`$ etc. The trace $`T^c_c`$ will be written as $`[T]`$. In the context of tensors any scalar term will have an implicit identity mapping $`\delta _b^a`$ on it. Due to preference the objects in the index free notation can instead of tensors be viewed as linear mappings with the product being composition, or as matrices with the product being matrix multiplication.

The metric free parts are very general. The tensors can be taken over any finite dimensional vector space over any field of zero characteristic (a sufficient condition for the results in this paper). Occasionally we need to extend the field in order to solve for eigenvalues. The reader who so prefers, may just think of vector spaces over real numbers and extend that to complex numbers whenever necessary.

Whenever we talk about the algebraic multiplicity of an eigenvalue we refer to its multiplicity as a solution of the characteristic equation, not its multiplicity as a solution of the equation at hand. The geometrical multiplicity refers to the dimension of the eigenspace associated with the eigenvalue.

A $`p`$-form $`A`$ is a tensor with $`p`$ indices that is totally antisymmetric. The *rank* of a $`p`$-form $`A`$ is the dimension of the subspace that is spanned by

$$A_{a_1a_2\mathrm{}a_p}u^{a_2}v^{a_3}\mathrm{}w^{a_p}$$
(4)
when the vectors $`u^a,\mathrm{},w^a`$ varies. Equivalently, the rank of a $`p`$-form $`A`$ is the lowest number of linearly independent (dual-)vectors that must be used in order to construct the $`p`$-form.

The $`p`$-form $`A`$ is *simple* if it is a product of 1-forms, i.e.,

$$A_{a_1\mathrm{}a_p}=u_{[a_1}\mathrm{}w_{a_p]}$$
(5)
where $`u_a,\mathrm{},w_a`$ are 1-forms, and where the brackets $`[]`$ denote the antisymmetric part.

The superenergy tensor $`T_{ab}`$ of a $`p`$-form $`A=A_{c_1\mathrm{}c_p}`$, $`1pn`$, is given by

$$T_{ab}=T_{ab}\{A\}=\frac{1}{(p1)!}\left(A_a{}_{}{}^{c_2\mathrm{}c_p}A_{bc_2\mathrm{}c_p}^{}\frac{1}{2p}A^{c_1\mathrm{}c_p}A_{c_1\mathrm{}c_p}g_{ab}\right)$$
(6)
if the metric $`g_{ab}`$ is assumed to have (Lorentz) signature $`(+\mathrm{}+)`$. As shown in , for $`1pn1`$, this expression is equivalent to the original definition first presented by Senovilla, also in , which involves $`A`$ and its Hodge dual. Note that the $`p`$-form $`A`$ and its dual ($`np`$)-form have the same superenergy tensors if $`1pn1`$ .

We would now like to have a definition that does not include the metric structure. Raising the first index on $`T`$ makes the metric disappear from the definition.

$$T^a{}_{b}{}^{}=\frac{1}{(p1)!}(A^{ac_2\mathrm{}c_p}A_{bc_2\mathrm{}c_p}\frac{1}{2p}A^{c_1\mathrm{}c_p}A_{c_1\mathrm{}c_p}\delta _b^a).$$
(7)
Without a metric there is no way to relate $`A_{a_1\mathrm{}a_p}`$ to $`A^{a_1\mathrm{}a_p}`$. We use different letters for the two forms to emphasise this. In order to simplify things further we omit the non-zero coefficient since that will not affect the metric free part of this paper and will only rescale eigenvalues for the metric dependent parts. So, in this paper the *superenergy tensor* will be defined as

$$T^a{}_{b}{}^{}=T^a{}_{b}{}^{}\{A,B\}=A^{ac_2\mathrm{}c_p}B_{bc_2\mathrm{}c_p}\frac{1}{2p}A^{c_1\mathrm{}c_p}B_{c_1\mathrm{}c_p}\delta _b^a.$$
(8)
The product of two $`p`$-forms $`A`$ and $`B`$ will be used frequently in this paper, so we introduce the notation

$$P^a{}_{b}{}^{}=A^{ac_2\mathrm{}c_p}B_{bc_2\mathrm{}c_p}.$$
(9)
Thus the superenergy tensor can now be written

$$T=P\frac{1}{2p}[P]$$
(10)
using index-free notation.

If the signature $`(+\mathrm{})`$ is used then the omitted coefficient has a sign that depends on $`p`$ and that will of course not just add a rescaling but will also change the sign of the eigenvalues.

Whenever a metric is present we assume that $`A`$ and $`B`$ are equal relative to the metric. That implies that the superenergy tensor is symmetric relative to this metric, i.e., $`g_{ac}T^c{}_{b}{}^{}=g_{bc}T^c_a`$.

The fact that $`T`$ is symmetric relative to a given metric says something about the structure of $`T`$. Exactly what it says depends on the metric. If the metric is positive definite in a real vector space then the spectral theorem says that there is a basis of orthogonal eigenvectors of $`T`$. Here we are mainly concerned with metrics with Lorentz signature $`(+\mathrm{}+)`$, and then the situation is a little bit more involved. The following theorem covers that case. The formulation is due to Hall et al.  and is slightly adopted to this paper and extended to arbitrary dimension. The Segré types are not used elsewhere in this paper and can here be considered as just a convenient classification.

###### Theorem 1

Let $`V`$ be an $`n`$-dimensional vector space over the real numbers, $`n3`$, with a Lorentz metric $`g`$ with signature $`(+\mathrm{}+)`$. Let $`T_{ab}`$ be a real symmetric second order tensor on $`V`$. Then (with respect to $`g`$) $`T`$ must take one of the Segré types $`\{1,1111\mathrm{}\}`$, $`\{2111\mathrm{}\}`$, $`\{311\mathrm{}\}`$ and $`\{z\overline{z}111\mathrm{}\}`$ or a degeneracy thereof. The corresponding canonical forms in some appropriate basis (either orthonormal $`t^a`$, $`(x_i)^a`$, $`i=2\mathrm{}n`$, or null $`l^a`$, $`m^a`$, $`(x_i)^a`$, $`i=3\mathrm{}n`$, in which the only non-vanishing inner products are respectively, $`t_at^a=(x_i)_a(x_i)^a=1`$ and $`l_am^a=(x_i)_a(x_i)^a=1`$) are:

$`(i)`$ for the type $`\{1,111\mathrm{}\}`$ either of

$$T_{ab}=\alpha _1t_at_b+\underset{i=2}{\overset{n}{}}\alpha _i(x_i)_a(x_i)_b$$
(11)
or, equivalently using $`l^a`$ and $`m^a`$,

$$T_{ab}=(\alpha _2\alpha _1)l_{(a}m_{b)}+\frac{1}{2}(\alpha _1+\alpha _2)(l_al_b+m_am_b)+\underset{i=3}{\overset{n}{}}\alpha _i(x_i)_a(x_i)_b$$
(12)
$`(ii)`$ for the type $`\{2111\mathrm{}\}`$

$$T_{ab}=2\beta _1l_{(a}m_{b)}\pm l_al_b+\underset{i=3}{\overset{n}{}}\beta _i(x_i)_a(x_i)_b$$
(13)
$`(iii)`$ for the type $`\{311\mathrm{}\}`$

$$T_{ab}=2\gamma _1l_{(a}m_{b)}+2l_{(a}(x_3)_{b)}+\underset{i=3}{\overset{n}{}}\gamma _i(x_i)_a(x_i)_b$$
(14)
$`(iv)`$ finally for the type $`\{z\overline{z}111\mathrm{}\}`$

$$T_{ab}=2\delta _1l_{(a}m_{b)}+\delta _2(l_al_bm_am_b)+\underset{i=3}{\overset{n}{}}\delta _i(x_i)_a(x_i)_b$$
(15)
where $`\alpha _1,\alpha _2,\mathrm{},\delta _n`$ and $`\delta _20`$.

Case $`(i)`$ means that there is a basis of eigenvectors. In case $`(iv)`$ there is a basis of complex eigenvectors, which here means that there is an invariant two dimensional subspace and real eigenvectors. In the other two cases there is a basis of eigenvectors and Jordan-strings. A Jordan-string of a linear mapping $`T^a_b`$ is a sequence of vectors $`(e_i)^a`$, $`i=1\mathrm{}k`$ such that $`T^a{}_{b}{}^{}(e_i)_{}^{b}=\lambda (e_i)^a+(e_{i1})^a`$ for $`i=2\mathrm{}k`$ and $`T^a{}_{b}{}^{}(e_1)_{}^{b}=\lambda (e_1)^a`$. If $`k`$ is maximal then $`k`$ is said to be the length of the Jordan-string. If the length is one then vi call the Jordan-string trivial.

The fact that the forms $`A`$ and $`B`$ are equal may under some circumstances imply further conditions. In the case of Lorentz metric in a real vector space the following general result holds for any $`T`$ defined by (6)

$$T_{ab}u^av^b0\text{ for every pair of future-causal vectors }u^a\text{ and }v^a.$$
(16)
As stated above, this is the dominant energy condition (DEC). It is a special case of the so-called dominant property which has been proven for general superenergy tensors with an arbitrary number of indices .

It is straightforward to check which cases in Theorem 1 that are consistent with the DEC. In case $`(i)`$ we shall in what follows only need $`T`$ on the form (11).

###### Theorem 2

Assumptions as in Theorem 1. If, in addition, the DEC is satisfied then the following cases are the only possible ones.

$`(i)`$ for the type $`\{1,111\mathrm{}\}`$

$$T_{ab}=\alpha _1t_at_b+\underset{i=2}{\overset{n}{}}\alpha _i(x_i)_a(x_i)_b$$
(17)
$`(ii)`$ for the type $`\{2111\mathrm{}\}`$

$$T_{ab}=2\beta _1l_{(a}m_{b)}+l_al_b+\underset{i=3}{\overset{n}{}}\beta _i(x_i)_a(x_i)_b$$
(18)
where $`\alpha _1\alpha _i\alpha _1`$ and $`\beta _1\beta _i\beta _1`$.

## 3 Simple forms

### 3.1 Metric free

###### Lemma 3

Let $`P^a{}_{b}{}^{}=A^{ac_2\mathrm{}c_p}B_{bc_2\mathrm{}c_p}`$ where $`A`$ and $`B`$ are $`p`$-forms and $`A`$ is simple. Then

$$0=P\left(P\frac{1}{p}[P]\right).$$
(19)
* Using the property that $`A`$ is simple gives the first equality

$`0=(p+1)A^{[c_1\mathrm{}c_p}A^{a]d_2\mathrm{}d_p}B_{c_1\mathrm{}c_p}B_{bd_2\mathrm{}d_p}`$
$`=A^{c_1\mathrm{}c_p}B_{c_1\mathrm{}c_p}A^{ad_2\mathrm{}d_p}B_{bd_2\mathrm{}d_p}`$
$`pA^{ac_2\mathrm{}c_p}B_{c_1c_2\mathrm{}c_p}A^{c_1d_2\mathrm{}d_p}B_{bd_2\mathrm{}d_p}.`$ (20)
Translating this into index free notation gives the lemma. $`\mathrm{}`$

###### Theorem 4

If $`A`$ and $`B`$ are $`p`$-forms and $`A`$ is simple then $`T=T^a{}_{b}{}^{}\{A,B\}`$ satisfies

$$T^2=\frac{1}{(2p)^2}[P]^2$$
(21)
which, if $`n2p`$, can be written as

$$T^2=\frac{1}{(n2p)^2}[T]^2.$$
(22)
This is a more general result than the one presented in  as only $`A`$ is assumed to be simple.

The following Corollary follows by repeatedly multiplying equation (22) by $`T`$ and taking traces.

###### Corollary 5

If $`A`$ and $`B`$ are $`p`$-forms, $`n2p`$ and $`A`$ is simple then $`T=T^a{}_{b}{}^{}\{A,B\}`$ satisfies

$$[T^k]=\{\begin{array}{cc}\frac{n}{(n2p)^k}[T]^k\hfill & \text{if }k\text{ is even}\hfill \\ \frac{1}{(n2p)^{k1}}[T]^k\hfill & \text{if }k\text{ is odd.}\hfill \end{array}$$
(23)
### 3.2 Lorentz metric

We now assume that $`T`$ is symmetric, and satisfies $`T^2=f`$ and the DEC.

That $`T`$ satisfies $`T^2=f`$ gives that $`T`$ have the two eigenvalues $`\pm \sqrt{f}`$. Theorem 2 shows that these must be real, which means that $`f0`$.

If $`f=0`$ then either we have case $`(i)`$ in Theorem 2 with all coefficients zero implying $`T=0`$, or we have case $`(ii)`$ with all coefficients zero. The 1-form $`l_a`$ gives this $`T`$. The $`p`$-form obtained from $`l_a`$ and $`p1`$ vectors orthogonal to $`l_a`$ also gives this $`T`$.

If $`f0`$ then we have case $`(i)`$ with $`\alpha _1=+\sqrt{f}`$ and $`\alpha _i=\pm \sqrt{f}`$ for $`i=2\mathrm{}n`$. This means that we have two non-degenerate eigenspaces: a space-like eigenspace with eigenvalue $`+\sqrt{f}`$ and an eigenspace containing a time-like direction with eigenvalue $`\sqrt{f}`$. Constructing a form from a basis of any of these two eigenspaces and scaling it appropriately gives this particular $`T`$.

If $`k`$ is the dimension of the eigenspace containing the time-like direction, then $`[T]=(n2k)\sqrt{f}`$; the proportionality constant $`f`$ and the trace of $`T`$ give the possible values on $`p`$, i.e., $`p=k`$ or $`p=nk`$.

We have thus proved of the following theorem.

###### Theorem 6

A real symmetric tensor $`T`$ of a real vector space with signature $`(+\mathrm{}+)`$ is the superenergy tensor of a simple form if and only if

a) $`T`$ satisfies DEC

b) $`T^2=f`$

Further, if $`f=0`$ then the form is a null-form and if $`f0`$ then the form can be chosen as a space-like $`\frac{1}{2}(n[T]/\sqrt{f})`$-form or as a $`\frac{1}{2}(n+[T]/\sqrt{f})`$-form containing a time-like direction.

This theorem was first proved in , but the proof presented here is both simpler and shorter. In the next section we will use our new methods to generalise the theorem to cases with non-simple forms.

## 4 2-forms of rank four

### 4.1 Metric free

###### Theorem 7

Let $`A`$ and $`B`$ be 2-forms, $`\mathrm{rank}A4`$, $`n4`$ and $`T=T^a{}_{b}{}^{}\{A,B\}`$. Then

$$\left(T^2\frac{1}{4}[T^2]+\frac{1}{4(n4)}[T]^2\right)\left(T\frac{1}{n4}[T]\right)=0.$$
(24)
* Since $`A`$ has rank at most four the following holds,

$$0=A^{a[c}A^{de}A^{fg]}B_{bc}B_{de}B_{fg}.$$
(25)
Expanding the antisymmetry and collecting the forms together appropriately gives

$$0=P^3\frac{1}{2}[P]P^2\frac{1}{4}[P^2]P+\frac{1}{8}[P]^2P.$$
(26)
It is possible to rewrite this with $`T`$ instead of $`P`$ provided that the number of dimensions is not four,

$`0=T^3{\displaystyle \frac{1}{n4}}[T]T^2{\displaystyle \frac{1}{4}}[T^2]T+{\displaystyle \frac{1}{4(n4)}}[T]^2T`$
$`+{\displaystyle \frac{1}{4(n4)}}[T^2][T]{\displaystyle \frac{1}{4(n4)^2}}[T]^3.`$ (27)
Factoring this gives the theorem. $`\mathrm{}`$

Solving equation (24) is a little bit more involved than the previous case; see A for details. Table 1 summarises the solutions in terms of eigenvalues and Jordan strings for the product $`P`$ and the superenergy tensor $`T`$ (which is just a shift in the eigenvalues but otherwise the same structure). While solving the equation it might be necessary to extend the field of numbers in order for the square roots to exist.

### 4.2 Lorentz metric

Assume now that we have a vector space over the real numbers with a metric with Lorentz signature, and that $`T`$ is symmetric with respect to this metric and satisfies the DEC and equation (24). Then the assumptions in Theorem 2 are satisfied and we can compare the solutions given above with the two cases in the theorem. We want to show that if these conditions are satisfied then there are forms that gives this particular superenergy tensor.

Solution (a) corresponds to case (i) in the theorem. All eigenvalues are real so $`[T^2][T]^2/(n4)>0`$. Then there are two cases: $`[T^2]>n[T]^2/(n4)^2`$ and $`[T^2]<n[T]^2/(n4)^2`$. In the first case $`\frac{1}{2}\sqrt{[T^2][T]^2/(n4)}>\left|[T]/(n4)\right|`$ which means that the timelike eigenvalue is $`\frac{1}{2}\sqrt{[T^2][T]^2/(n4)}`$. Numbering the other vectors in the theorem such that $`(x_2)^a`$ has the same eigenvalue as the timelike vector and $`(x_3)^a`$ and $`(x_4)^a`$ have the other eigenvalue with multiplicity two, then we can find that one form that gives this superenergy tensor is

$`2\sqrt{{\displaystyle \frac{1}{n4}}[T]+{\displaystyle \frac{1}{2}}\sqrt{[T^2]{\displaystyle \frac{1}{n4}}[T]^2}}t_{[a}(x_2)_{b]}`$
$`+2\sqrt{{\displaystyle \frac{1}{n4}}[T]+{\displaystyle \frac{1}{2}}\sqrt{[T^2]{\displaystyle \frac{1}{n4}}[T]^2}}(x_3)_{[a}(x_4)_{b]}.`$ (28)
In the other case, $`[T^2]<n[T]^2/(n4)^2`$, the theorem gives $`\frac{1}{2}\sqrt{[T^2][T]^2/(n4)}<\left|[T]/(n4)\right|`$ which means that the timelike eigenvalue must be $`[T]/(n4)`$ and that that $`[T]`$ must be negative. Numbering the vectors in the theorem appropriately showes that $`T`$ is obtained from

$`2\sqrt{{\displaystyle \frac{1}{n4}}[T]+{\displaystyle \frac{1}{2}}\sqrt{[T^2]{\displaystyle \frac{1}{n4}}[T]^2}}(x_2)_{[a}(x_3)_{b]}`$
$`+2\sqrt{{\displaystyle \frac{1}{n4}}[T]{\displaystyle \frac{1}{2}}\sqrt{[T^2]{\displaystyle \frac{1}{n4}}[T]^2}}(x_4)_{[a}(x_5)_{b]}.`$ (29)
Solution (b) in the case where there are only trivial Jordan-strings gives case (i) in the theorem. The timelike eigenvalue must be $`[T]/(n4)`$ and $`[T]`$ must be negative. One form that gives this superenergy tensor is

$$2\sqrt{\frac{1}{n4}[T]}\left((x_2)_{[a}(x_3)_{b]}+(x_4)_{[a}(x_5)_{b]}\right).$$
(30)
Solution (b) in the case where there are non-trivial Jordan-strings corresponds to case (ii) in the theorem. However, the eigenvalue $`\beta _1`$ that permits Jordan-strings in solution (b) is zero and that is not compatible with case (ii) in the theorem, i.e., the DEC is not satisfied.

Solution (c) in the case where there are only trivial Jordan-strings gives case (i) in the theorem. The timelike eigenvalue is $`[T]/(n4)`$ if $`[T]`$ is negative and $`[T]/(n4)`$ if $`[T]`$ is positive. In the first case the form

$$2\sqrt{\frac{2}{n4}[T]}t_{[a}(x_2)_{b]}$$
(31)
gives this superenergy tensor and in the second case

$$2\sqrt{\frac{2}{n4}[T]}t_{[a}(x_2)_{b]}$$
(32)
gives it.

Solution (c) in the case where there is a non-trivial Jordan-string gives case (ii) in the theorem. Then $`[T]`$ must be negative and $`[T]/(n4)`$ is the null eigenvalue. The form

$$2l_{[a}(x_3)_{b]}+2\sqrt{\frac{2}{n4}[T]}(x_4)_{[a}(x_5)_{b]}$$
(33)
gives this $`T`$.

Solution (d) in the case where there are only trivial Jordan-strings gives that $`T=0`$.

Solution (d) in the case where there are non-trivial Jordan-strings gives case (ii) in the theorem (which excludes Jordan-strings of length three) where all $`\beta _i`$ are zero. The form

$$2l_{[a}(x_2)_{b]}$$
(34)
gives this superenergy tensor.

Thus we have proved the following theorem.

###### Theorem 8

A real symmetric tensor $`T=T^a_b`$ in an $`n`$-dimensional real vector space, $`n>4`$, with Lorentz signature is the superenergy tensor of a 2-form of rank at most four if and only if

a) $`T`$ satisfies DEC

b) $`\left(T^2{\displaystyle \frac{1}{4}}[T^2]+{\displaystyle \frac{1}{4(n4)}}[T]^2\right)\left(T{\displaystyle \frac{1}{n4}}[T]\right)=0`$.

Further, if $`(n4)^2[T^2]<n[T]^2`$ then the 2-form is the sum of two simple spacelike 2-forms, and if $`(n4)^2[T^2]>n[T]^2`$ then the 2-form is the sum of one simple spacelike 2-form and one simple 2-form containing a timelike direction.

Since the dual of a $`p`$-form gives the same superenergy tensor as the $`p`$-form itself we have the following corollary.

###### Corollary 9

A real symmetric tensor $`T=T^a_b`$ in an $`n`$-dimensional real vector space, $`n>4`$, with Lorentz signature is the superenergy tensor of a ($`n2`$)-form which is a sum of at most two simple ($`n2`$)-forms if and only if

a) $`T`$ satisfies DEC

b) $`\left(T^2{\displaystyle \frac{1}{4}}[T^2]+{\displaystyle \frac{1}{4(n4)}}[T]^2\right)\left(T{\displaystyle \frac{1}{n4}}[T]\right)=0`$.

Further, if $`(n4)^2[T^2]<n[T]^2`$ then the ($`n2`$)-form is the sum of two simple ($`n2`$)-forms containing a timelike direction, and if $`(n4)^2[T^2]>n[T]^2`$ then the ($`n2`$)-form is the sum of one simple spacelike ($`n2`$)-form and one simple ($`n2`$)-form containing a timelike direction.

### 4.3 Five dimensions, Lorentz metric

All cases in five dimensional spaces with a Lorentz metric are now covered; 1-forms and 4-forms are always simple, 2-forms cannot have higher rank than four and 3-forms can be referred back to 2-forms by taking duals of them. Hence, an immediate consequence of Theorem 8 is

###### Theorem 10

A real symmetric tensor $`T=T^a_b`$ in an $`5`$-dimensional real vector space with Lorentz signature is the superenergy tensor of a 2-form if and only if

a) $`T`$ satisfies DEC

b) $`\left(T^2{\displaystyle \frac{1}{4}}[T^2]+{\displaystyle \frac{1}{4}}[T]^2\right)\left(T[T]\right)=0`$.

This theorem is the generalisation of the classical algebraic Rainich theory to five dimensions. It gives necessary and sufficient conditions on $`T`$ to correspond algebraically to the energy-momentum tensor of an electromagnetic field. Note that the difference with four dimensions is the factor $`T[T]`$, and that the trace of $`T`$, which is non-zero in five dimensions, is built into the equation.

### 4.4 Four dimensions, metric free

Four dimensions were excluded in Theorem 7. That case was already discussed in detail in Edgar and Höglund . It turns out that the interesting identity is a dimensionally dependent identity. Antisymmetrising over five indices, one more than the number of dimensions, gives the identity

$$0=\delta _b^{[a}A^{cd}A^{ef]}B_{cd}B_{ef}.$$
(35)
Expanding the antisymmetry and substituting for $`T`$ gives the following theorem.

###### Theorem 11

If $`A`$ and $`B`$ are 2-forms in four dimensions then $`T=T^a{}_{b}{}^{}\{A,B\}`$ satisfies

$$T^2=\frac{1}{4}[T^2].$$
(36)
Combining this with Theorem 4 shows that the square of all superenergy tensors of forms are proportional to the identity mapping in four dimensions.

Note that also Lovelock  used antisymmetrising and two different forms $`A`$ and $`B`$ to study this case.

## 5 2-forms of higher rank

It is always possible to get an identity for 2-forms of at most a given rank $`k`$ by antisymmetrising over $`k+1`$ indices in the following way.

$$0=A^{a[c_1}A^{c_2c_3}\mathrm{}A^{c_kc_{k+1}]}B_{bc_1}B_{c_2c_3}\mathrm{}B_{c_kc_{k+1}}.$$
(37)
This will give an identity of order $`k/2+1`$ (note that the rank of a 2-form is always even).

In the special case where $`n=k`$ we can get a dimensionally dependent identity of order $`k/2`$ by antisymmetrising over $`n+1`$ indices in the following way.

$$0=\delta _b^{[a}A^{c_1c_2}\mathrm{}A^{c_{k1}c_k]}B_{c_1c_2}\mathrm{}B_{c_{k1}c_k}.$$
(38)
It is not possible to get a lower order identity for any of these cases. To see this, take $`k`$ linearly independent vectors $`(v_i)^a`$ and $`k`$ dual vectors $`(\omega ^i)_a`$ such that

$$(\omega ^i)_a(v_j)^a=\{\begin{array}{cc}1\hfill & \text{if }i=j\hfill \\ 0\hfill & \text{if }ij\hfill \end{array}$$
(39)
and define 2-forms $`A`$ and $`B`$ by

$`A^{ab}=\alpha _1(v_1)^{[a}(v_2)^{b]}+\mathrm{}+\alpha _{k/2}(v_{k1})^{[a}(v_k)^{b]}`$ (40)
$`B_{ab}=\alpha _1(\omega ^1)_{[a}(\omega ^2)_{b]}+\mathrm{}+\alpha _{k/2}(\omega ^{k1})_{[a}(\omega ^k)_{b]}`$ (41)
where all $`\alpha _j^2`$, which will be the eigenvalues of the product $`P`$, are chosen distinct. In the first case $`P`$ will also have the eigenvalue zero. Thus, in the two cases $`P`$ has $`k/2+1`$ and $`k/2`$ different eigenvalues respectively. So will $`T`$ and therefore cannot satisfy any polynomial equation of lower order.

When a metric is present an orthonormalised basis can of course be used instead of the basis presented above.

It is possible to obtain the identities (37) and (38) recursively. The following theorem tells us how to do that.

###### Theorem 12

Let

$$\widehat{\mathrm{Id}}_k=\delta _b^{[a}A^{c_1c_2}\mathrm{}A^{c_{k1}c_k]}B_{c_1c_2}\mathrm{}B_{c_{k1}c_k}$$
(42)
and

$$\mathrm{Id}_k=A^{a[c_1}A^{c_2c_3}\mathrm{}A^{c_kc_{k+1}]}B_{bc_1}B_{c_2c_3}\mathrm{}B_{c_kc_{k+1}}.$$
(43)
Then the following identities hold.

$$\widehat{\mathrm{Id}}_k=\frac{k}{k+1}\left(\mathrm{Id}_{k2}\frac{1}{k}[\mathrm{Id}_{k2}]\right)$$
(44)
$$\mathrm{Id}_k=\frac{k}{k+1}P\left(\mathrm{Id}_{k2}\frac{1}{k}[\mathrm{Id}_{k2}]\right)$$
(45)
$$\mathrm{Id}_k=\frac{k}{k+1}\left(T\mathrm{Id}_{k2}\frac{1}{n4}[T]\mathrm{Id}_{k2}\frac{1}{k}[\mathrm{Id}_{k2}]T+\frac{1}{k(n4)}[T][\mathrm{Id}_{k2}]\right)$$
(46)
* Consider

$$\widehat{\mathrm{Id}}_k=\delta _b^{[a}A^{c_1c_2}\mathrm{}A^{c_{k1}c_k]}B_{c_1c_2}\mathrm{}B_{c_{k1}c_k}$$
(47)
and split the right hand side into the two cases where in the first case the index $`a`$ is on the delta and in the second case $`a`$ is not on the delta.

$`(k+1)\widehat{\mathrm{Id}}_k=\delta _b^aA^{[c_1c_2}\mathrm{}A^{c_{k1}c_k]}B_{c_1c_2}\mathrm{}B_{c_{k1}c_k}`$
$`kA^{[ac_2}\mathrm{}A^{c_{k1}c_k]}B_{bc_2}\mathrm{}B_{c_{k1}c_k}.`$ (48)
By using

$$A^{[c_1c_2}\mathrm{}A^{c_{k1}c_k]}=A^{c_1[c_2}\mathrm{}A^{c_{k1}c_k]}$$
(49)
we get

$`(k+1)\widehat{\mathrm{Id}}_k=\delta _b^aA^{c_1[c_2}\mathrm{}A^{c_{k1}c_k]}B_{c_1c_2}\mathrm{}B_{c_{k1}c_k}`$
$`kA^{a[c_2}\mathrm{}A^{c_{k1}c_k]}B_{bc_2}\mathrm{}B_{c_{k1}c_k}`$ (50)
which is the same as the identity (44).

The next identity is obtain in a similar way, by starting with

$$\mathrm{Id}_k=A^{a[c_1}A^{c_2c_3}\mathrm{}A^{c_kc_{k+1}]}B_{bc_1}B_{c_2c_3}\mathrm{}B_{c_kc_{k+1}}$$
(51)
and spliting the right hand side into the two cases where the index $`c_1`$ is on the first form and the case where it is not on the first form.

$`(k+1)\mathrm{Id}_k=A^{ac_1}B_{bc_1}A^{[c_2c_3}\mathrm{}A^{c_kc_{k+1}]}B_{c_2c_3}\mathrm{}B_{c_kc_{k+1}}`$
$`kA^{ac_3}B_{c_2c_3}A^{[c_2c_1}A^{c_4c_5}\mathrm{}A^{c_kc_{k+1}]}B_{bc_1}\mathrm{}B_{c_kc_{k+1}}.`$ (52)
Using identity (49) gives identity (45).

By substituting $`P=T[T]/(n2p)`$ in identity (45) we obtain identity (46). $`\mathrm{}`$

The coefficient $`\frac{k}{k+1}`$ can safely be ignored if the theorem is used to examine the identities $`\mathrm{Id}_k=0`$ and $`\widehat{\mathrm{Id}}_k=0`$. The expressions $`\mathrm{Id}_k`$ and $`\widehat{\mathrm{Id}}_k`$ can of course be expressed with $`P`$ or $`T`$ as preferred.

The theorem can be used for practical calculations in obtaining identities recursively for 2-forms of higher rank, where the identity for simple forms in Lemma 3 or Theorem 4 can be used as a starting point or even go one step further back to $`\mathrm{Id}_0=P=T[T]/(n4)`$.

It also helps us to understand the structure of the identities for 2-forms. The interesting case for the identity (44) is when $`k=n`$. Then it is clear from Theorem 12 that the left hand side of the identity $`\widehat{\mathrm{Id}}_n=0`$, given by (44), is trivially trace free, i.e., it is not possible to express $`[T^{n/2}]`$ in other traces by taking the trace of this identity. The left hand side of this identity will contain a term $`[T^{n/2}]/n`$ which prevents us from factorising the identity.

The identity (44) also helps us understand why rank four 2-forms did not turn out to be a special case in four dimension. We can see that the recursion only changes the coefficient of the constant term when going to rank $`n`$. For four dimensions that did not change the structure of the identity; the factorisation merely relied on the coefficient to be positive (in the real case). In higher dimensions, we will have higher order polynomials and a change in the constant term will have a larger impact on the factorisation.

## 6 $`p`$-forms, $`3pn3`$

The method of antisymmetrising over the indices of the forms gets more complicated for $`p`$-forms when $`p3`$. If we antisymmetrise over at least two indices on one form and over at least three forms then it happens that the indices that should contract with the indices of one form are spread out over three or more forms. Then it is not possible to combine the forms in such a way that they can be written in terms of the product $`P`$.

Other possibilities fail in the same way, i.e., the forms cannot be combined so that they can be written in terms of the product $`P`$. The best way we can do is to antisymmetrise over one index on each form. This can be written in terms of $`P`$ directly as

$$0=P^{[a}{}_{b}{}^{}P_{}^{c_1}{}_{c_1}{}^{}\mathrm{}P^{c_k]}_{c_k}$$
(53)
where the form $`A`$ in the product $`P`$ is of rank at most $`k`$. For the special case when $`n=k`$ we can get one order lower by

$$0=\delta _b^{[a}P^{c_1}{}_{c_1}{}^{}\mathrm{}P^{c_k]}_{c_k}$$
(54)
which just gives us the Cayley-Hamilton equation.

This complication is not just a break down of the method of getting the identities by antisymmetrising but, as the following example shows, a complication in the structure of the product of the forms.

Assume we have a vector space over the real numbers and a metric with Lorentz signature or a positive definite metric. Let $`(e_i)^a`$, $`i=1\mathrm{}n`$ be an orthonormalised basis with $`(e_1)^a`$ as the timelike base vector in the Lorentz case. Take the vectors

$`x^a=(e_1)^a+(e_2)^a`$ $`y^a=(e_3)^a+2(e_4)^a`$ $`z^a=(e_5)^a+3(e_6)^a`$
$`u^a=(e_1)^a(e_2)^a`$ $`v^a=(e_3)^a2(e_4)^a`$ $`w^a=(e_5)^a3(e_6)^a`$ (55)
and build the form

$$A^{abc}=x^{[a}y^bz^{c]}+u^{[a}v^bw^{c]}.$$
(56)
Use the metric to lower the indices on $`A`$ to get $`B`$. The base vectors $`(e_i)^a`$, $`i=1\mathrm{}6`$, are all eigenvectors of the product $`P^a{}_{b}{}^{}=A^{acd}B_{bcd}`$ with distinct non-zero eigenvalues. If the dimension is more than six then $`(e_i)^a`$, $`i=7\mathrm{}n`$, are eigenvectors with eigenvalue zero. Thus, this $`P`$, and therefore the corresponding $`T`$, can not satisfy a polynomial identity of lower order than six respectively seven.

This example does of course not rule out the possibility of special cases where it might be possible to obtain something better than the identities (53) and (54).

## 7 Discussion

The main point in this paper is to highlight the relation between identities from antisymmetrisation and Rainich theory. We have shown how to obtain such identities in several cases and in some cases also shown that they are sharp in the sense that they, together with the DEC, are sufficient conditions for those cases. In some other cases we have argued that there is no better algebraic identity without showing that everything which satisfies the particular identity is also a superenergy tensor of that type.

As we have seen in this paper the problem naturally divides into two parts: $`(i)`$ obtaining identities, and $`(ii)`$ showing that the identity so obtained is the best possible or, even stronger, show that it characterises that class of superenergy tensors.

It is interesting that the first part (if the energy condition is not included) is independent of the metric. The generalisations come “for free” once this fact is respected. Nothing would have been simpler by restricting to real vector spaces with some special metric and assuming that $`A`$ and $`B`$ were equal with respect to that metric. Actually, the absence of a metric prevents us from unnecessary raising or lowering indices and thereby helps us to avoid complicating the derivations unnecessarily.

The antisymmetrisations that are the foundations for the identities have different roles in the identities obtained in this paper. In most cases the antisymmetrisation is over more indices than the rank of the tensors involved. On some occasions the number of indices that is antisymmetrised over is larger than the number of dimensions and the identities can thus be viewed as dimensionally dependent identities. When this happens it is not important that the indices antisymmetrised over belong to a particular tensor but can be on any tensor. Normally this is used to replace one pair of forms by a delta and thus reducing the order of the final identity. However, when the rank of the tensors involved is strictly less than the number of dimensions there is nothing to gain from antisymmetrising over more indices just to get a dimensionally dependent identity.

It is surprising that it is only the structure of one of the forms $`A`$ and $`B`$, the simpler one if given a choice, that matters. The forms always have the same structure when constructing superenergy tensors so it is hard to see that this will have any practical impact. However, from a mathematical point of view it is interesting.

A natural question to ask is if it is possible to find forms $`A`$ and $`B`$ for any tensor $`T`$ that satisfies any of the identities obtained in this paper. In other words, does the energy condition together with the symmetry assumption correspond to the requirement that $`A`$ and $`B`$ should be equal with respect to a given metric? It is obvious that we get more tensors $`T`$ when $`A`$ and $`B`$ are aloud to be independent. One way to see this is to take any $`T`$ that satisfies the energy condition and then change sign on one of the forms. The new superenergy tensor so obtained does not satisfy the energy condition except in special cases.

However, there are tensors $`T`$ which satisfy an identity without being obtainable as a superenergy tensor. One such tensor in five dimensions is the one with a Jordan-string of length three and all eigenvalues zero. The fact that the trace is zero implies that the tensor $`T`$ and the product of the forms are identical. This tensor satisfies the identity in Theorem 7 but it does not satisfy the identity in Theorem 4 so neither $`A`$ nor $`B`$ can be simple. This means that the forms must be 2-forms or 3-forms. Those two cases are equivalent in five dimensions so we may assume 2-forms, which is also what we would expect since Theorem 7 refers to 2-forms. Since the 2-forms cannot be simple they must both be of rank 4 which means that the dimension of the kernel is one. The kernel of the composition of these two forms, and thus the tensor $`T`$, has at most dimension two. This is in contradiction with the assumed $`T`$ whose kernel has dimension three.

Another question which comes naturally is whether we could have avoided the DEC in Theorem 8 by allowing that either of $`\pm T`$ is a superenergy tensor as was done in . This is not the case here as is easy to see by considering, e.g., the solution of equation (24) where all eigenvalues are zero and with one Jordan-string of length three. This solution is compatible with a symmetric $`T`$ according to Theorem 1. However, neither of $`\pm T`$ is compatible with the DEC according to Theorem 2.

We have seen that the complexity of the algebraic Rainich theory increases with increasing dimension $`n`$, and increasing rank of the $`p`$-forms. Furthermore, we have not discussed the non-uniqueness problem; how many forms can have the same superenergy tensor, a problem which has been solved in four dimensions (see, e.g., ). There are indications that there is a higher degree of uniqueness if $`n2p`$ than if $`n=2p`$. One may also develop a Rainich theory for superenergy tensors with more indices, such as the Bel and Bel-Robinson tensors .

G.B. is grateful to the (former) Ministerio de Educación, Cultura y Deporte in Spain for support for a sabatical year 2001 at the University of the Basque Country in Bilbao (SAB1999-0135).

## Appendix A Solving equation (24)

The equation we want to solve is

$$\left(T^2\frac{1}{4}[T^2]+\frac{1}{4(n4)}[T]^2\right)\left(T\frac{1}{n4}[T]\right)=0.$$
(24)
It is clear that we have at most three eigenvalues

$$\pm \frac{1}{2}\sqrt{[T^2]\frac{1}{n4}[T]^2}\text{ and }\frac{1}{n4}[T]$$
(57)
where it might have been necessary to extend the field of numbers in order for the square root to exist. It remains to find the multiplicities of these and to identify the cases when two or all three of them coincides.

Let the algebraic multiplicities of the eigenvalues be $`a`$, $`b`$ and $`c`$. Then we find that

$$[T^2]=\frac{n}{4}\left([T^2]\frac{1}{n4}[T]^2\right)\frac{c}{4}\left([T^2]\frac{n}{(n4)^2}[T]^2\right).$$
(58)
Thus $`c=n4`$ is always a solution to this equation. It is the only solution if the last parenthesis is non-zero. Assume this is the case, i.e., $`[T^2]n[T]^2/(n4)^2`$. Note that this happens precisely when the last eigenvalue is distinct from the others. Calculating the trace of $`T`$ one finds

$$[T]=[T]+\frac{ab}{2}\sqrt{[T^2]\frac{1}{n4}[T]^2}.$$
(59)
If the square root is non-zero then $`a=b`$, and $`c=n4`$ implies that $`a=b=2`$. In this case all eigenvalues are distinct. If the square root is zero, i.e., $`[T^2]=[T]^2/(n4)`$, then equation (24) can be written as

$$T^2\left(T\frac{1}{n4}[T]\right)=0.$$
(60)
This gives that 0 is an eigenvalue which admits a Jordan-string of length at most two. The fact that $`c=n4`$ gives that the algebraic multiplicity of this eigenvalue must be four.

Consider now the case $`[T^2]=n[T]^2/(n4)^2`$. Then equation (24) can be written as

$$\left(T+\frac{1}{n4}[T]\right)\left(T\frac{1}{n4}[T]\right)^2=0.$$
(61)
If $`[T]`$ is non-zero then there are two distinct eigenvalues, $`\pm [T]/(n4)`$, where the one with $`+`$ admits non-trivial Jordan-strings of length at most two. Assume that their algebraic multiplicities are $`na`$ and $`a`$. Then

$$[T]=\frac{n2a}{n4}[T]$$
(62)
which implies that $`a=2`$.

If $`[T]=0`$ then equation (24) becomes

$$T^3=0$$
(63)
which gives that all eigenvalues are zero and that there might be Jordan-strings of length at most three.

## References


text:
# Magnetoconductance of parabolically confined quasi-one dimensional channels

## I  Introduction

The observation of the conductance quantization  more than a decade brought new attention to Landauer’s formula  for the conductance of single-channel one-dimensional electronic systems and to its multichannel version derived in Ref.  from arguments similar to those used by Landauer. The single-channel formula  and a modified version of it  have been derived from linear-response theory. Slight variations between different results were a source of discussion  and crucial importance was given to the conditions of measurement. It was established that four-probe measurements do not give the same answer as the two-probe ones . For a review of the subject we refer the reader to Refs.  and .

The conductance has also been studied in the presence of a magnetic field. The two-probe formula and its generalization have been found to hold. It was derived again using linear-response theory . The Onsager’s relation, relating the symmetry of the conductance upon changing the direction of the magnetic field, was verified. For the four-probe measurement it was realized  and confirmed theoretically  and experimentally  that the conductance can be asymmetric under reversal of the magnetic field.

As noted by the authors of Ref.  their multichannel formula does not reduce, for uncoupled channels, to that of Ref. . This drawback results from their assumption that all channels originating from the reservoirs have the same electrochemical potential regardless of their velocities. In a recent Ph. D. thesis, Ref. , completed under the direction of one of us (CMVV), a multichannel formula, free from this drawback, has been derived for zero magnetic field.

In this work, following Ref. , we derive a rigorous multichannel conductance formula in the presence of a magnetic field from a revised linear-response theory. As in almost all works of the literature, it is valid for elastic scattering, i.e., in mesoscopic conductors. The formulation shows explicitly the cancellation in the product of the velocity with the quasi-one-dimensional density of states in the current carried by a channel or mode and therefore reflects some of the intuition of the original work . The formula is made very explicit for parabolically confined quasi-one-dimensional channels. This type of confinement allows us to easily include the Hall field which simulates the electron-electron interaction in a mean-field sense . We also consider the case of tilted magnetic fields.

In Sec. II we present a general formula for the conductivity and give the related one-electron characteristics. In Sec. III we evaluate the conductance using a scattering formulation and present various limits. Finally in Sec. IV we present a discussion of the results.

## II Expression for the conductivity

### A New linear-response expressions

In order to explain our approach we first present some general results, in line with those from Refs.  and , which will be used to derive a general expression for the magnetoconductance. The model of the conductor or sample we use is illustrated in Fig. 1. It consists of two perfect leads (reservoirs) with random scattering centers in the middle. The longitudinal electric field representing the potential difference is applied in the inhomogenous part. A magnetic field B is applied along the z axis ($`\stackrel{}{B}=B\widehat{z}`$).

The many-body Hamiltonian that enters von Neuman’s equation is

$$H_{tot}(t)=H_0+W(t)+H^I,$$
(1)
where $`H^I`$ represents the scattering or perturbation and $`W(t)`$ the external force. The free-electron part $`H_0`$ will be specified later for the geometry of Fig. 1. For elastic scattering the equation for the many-body density operator can be transformed to a similar one for the one-body density operator $`\rho (t)`$. The latter is the sum of the unperturbed, Fermi-Dirac operator $`f(h)`$ and of the perturbation operator $`\stackrel{~}{\rho }(t)`$, i.e., $`\rho (t)=f(h)+\stackrel{~}{\rho }(t)`$. For linear responses and with the initial condition $`\stackrel{~}{\rho }(0)=0`$ the equation for $`\stackrel{~}{\rho }(t)`$ reads

$$(\stackrel{~}{\rho }(t)/t)+i\stackrel{~}{}\stackrel{~}{\rho }(t)=(i/\mathrm{})[\stackrel{~}{w}(t),f(h)],$$
(2)
where $`\stackrel{~}{}(1/\mathrm{})[h(t),]`$ and $``$ stands for an arbitrary one-body operator. The solution is found using the resolvent of $`\stackrel{~}{}`$, i.e., the Laplace transform of Eq. (2). In the Laplace domain Eq. (2) reads

$$\stackrel{~}{\rho }(s)=\frac{i}{\mathrm{}}\frac{1}{s+i\stackrel{~}{}}[\stackrel{~}{w}(s),f(h)]$$
(3)
In a representation in which $`H_0`$ is diagonal so is its one-body counterpart $`h_0`$. In this representation the operator $`\stackrel{~}{\rho }`$ has a diagonal ($`\stackrel{~}{\rho }_d`$) and a nondiagonal ($`\stackrel{~}{\rho }_{nd}`$) part, $`\stackrel{~}{\rho }=\stackrel{~}{\rho }_d+\stackrel{~}{\rho }_{nd}`$. Substituting this in Eq. (3) and acting on it with diagonal ($`𝒫`$) and nondiagonal ($`1𝒫`$) projection superoperators leads to two coupled equations, one for $`\stackrel{~}{\rho }_d`$ and one for $`\stackrel{~}{\rho }_{nd}`$. The steady state solution of these equations is represented by the limit $`t\mathrm{}`$. In Laplace domain this is equivalent to the limit $`s0+`$.

The result obtained for the diagonal part $`\stackrel{~}{\rho }_d`$ of the density operator, the only one pertinent to the conductance, is

$$\stackrel{~}{\rho }_d=\frac{i}{\mathrm{}}\stackrel{~}{\mathrm{\Lambda }}^1\mathrm{\Gamma }\underset{\alpha \beta }{}[w,f(h)]_{\alpha \beta }|\psi _\alpha \psi _\beta |.$$
(4)
Here $`\stackrel{~}{\mathrm{\Lambda }}`$ and $`\mathrm{\Gamma }`$ are superoperators associated with the transitions caused by the perturbation $`h^I`$. They are given by $`\stackrel{~}{\mathrm{\Lambda }}=𝒫^1[1/(i+0^+)]^1`$ and $`\mathrm{\Gamma }=𝒫\left[1^1[1/(i+0^+)]^1\right]`$ with $``$ and $`^1`$ defined by $`[H,]/\mathrm{}`$ and $`^1[V,]/\mathrm{}`$. $`\stackrel{~}{\mathrm{\Lambda }}`$ is the one-particle scattering operator. The one-body analog $`w`$ of $`W`$ is related to the electric field by $`e𝐄(𝐫)=w(𝐫)`$. Further, $`|\psi _i`$ are the eigenstates of $`h=h_0+h^I`$, i.e., $`h|\psi _i=E_i|\psi _i`$. The operator $`\mathrm{\Gamma }`$ doesn’t affect the sum and the number $`[w,f(h)]_{\alpha \beta }`$. Using the relation $`\mathrm{\Gamma }|\psi _\alpha \psi _\beta |=|\phi _\alpha \phi _\beta |\delta _{\alpha \beta }`$, where $`|\phi _\alpha `$ is the eigenstate of $`h_0`$ and

$$\psi _\alpha |[w,f(h)]|\psi _\beta =i\mathrm{}\frac{f(ϵ_\beta )f(ϵ_\alpha )}{ϵ_\beta ϵ_\alpha }_{V_0}𝑑𝐫^{}E(𝐫^{})\psi _\alpha |j(𝐫^{})|\psi _\beta ,$$
(5)
with $`f(h)\psi _i=f(ϵ_i)`$, we have

$$\phi _\theta |\stackrel{~}{\rho _d}|\phi _\gamma =\underset{\alpha \beta }{}\phi _\theta |\stackrel{~}{\mathrm{\Lambda }}^1|\phi _\alpha \delta _{\beta \gamma }f^{}(ϵ_\alpha )\delta _{\alpha \beta }_{V_0}𝑑𝐫^{}\psi _\alpha |j(𝐫^{})|\psi _\beta E(𝐫^{}),$$
(6)
where $`V_0`$ is the volume. The current density is

$$J(𝐫)=Tr\{j(𝐫)\stackrel{~}{\rho }_d\}=\underset{\gamma \theta }{}\phi _\gamma |j(𝐫)|\phi _\theta \phi _\theta |\stackrel{~}{\rho }_d|\phi _\gamma .$$
(7)
Substituting Eq. (6) into Eq. (7) and comparing the result with the general expression

$$J(𝐫)=_{V_0}𝑑𝐫^{}\sigma (𝐫,𝐫^{})E(𝐫^{})$$
(8)
we find the following expression for the conductivity

$$\sigma (𝐫,𝐫^{})\underset{d}{\overset{}{\sigma }}(𝐫,𝐫^{})=\underset{\gamma \theta }{}j_{\gamma \theta }(𝐫)\phi _\theta |\stackrel{~}{\mathrm{\Lambda }}^1|\phi _\gamma f^{}(ϵ_\gamma )\psi _\gamma |j(𝐫^{})|\psi _\gamma ,$$
(9)
where the left-right arrow indicates that $`\sigma (𝐫,𝐫^{})`$ is a tensor. The conductance $`G`$ is given by

$$G=_A_A^{}dA.\underset{d}{\overset{}{\sigma }}(𝐫,𝐫^{}).dA^{}$$
(10)
where $`A`$ and $`A^{}`$ are two suitably chosen surfaces.

### B One-electron characteristics

Eigenfunctions and eigenvalues. We consider an electron gas which interacts only with impurities. As shown in Fig. 1, a magnetic field B=$`B\widehat{z}`$ is applied along the z axis. When an electric field $`\stackrel{}{E}_x`$ is applied the resulting Hall field $`E_{}`$ is opposite to the y axis. We consider a parabolic confining potential along the y axis, $`V_y=m\mathrm{\Omega }^2y^2/2`$ and use the vector potential $`𝐀=By\widehat{x}`$. Including the field $`E_{}`$ in the one-electron hamiltonian $`h_0`$ gives

$$h_0=\frac{1}{2m}\left(\stackrel{}{P}q𝐀\right)^2qE_{}y+\frac{1}{2}m\mathrm{\Omega }^2y^2.$$
(11)
We attempt a solution of Eq. (11) in the form $`\phi (x,y)=\chi (y)\mathrm{exp}(ik_xx)`$ and introduce the variable $`\xi =\mathrm{}k_x/qB+qE_{}/m\omega _c^2`$, where $`\omega _c=qB/m`$ is the cyclotron frequency. Using $`\omega _T^2=\omega _c^2+\mathrm{\Omega }^2`$, $`h_0\phi (x,y)=ϵ\phi (x,y)`$ and completing the square we can rewrite Eq. (11) as

$$\frac{m\omega _T^2}{2}(y\frac{\omega _c^2}{\omega _T^2}\xi )^2\frac{\mathrm{}^2}{2m}\chi ^{^{\prime \prime }}(y)=E\chi (y),$$
(12)
where $`E=ϵE(k)`$. With $`\zeta =[y(\omega _c^2/\omega _T^2)\xi ](m\omega _T/\mathrm{})^{1/2}`$ the solution of Eq. (12) is $`\chi _n(\zeta )=e^{\zeta ^2/2}H_n(\zeta )`$, where $`H_n(\zeta )`$ are the Hermite polynomials. The corresponding eigenvalues $`ϵ=E+E(k)ϵ(k_x,n)`$ are given by

$$ϵ(k_x,n)=(n+1/2)\mathrm{}\omega _T+(\mathrm{}^2k_x^2\mathrm{\Omega }^22\omega _C\mathrm{}k_xqE_{}q^2E_{}^2)/2m\omega _T^2,$$
(13)
where $`n`$ is the Landau level index. From this expression we obtain the velocity $`𝐯=_𝐤ϵ(𝐤)/\mathrm{}`$ along the direction of propagation. The result is

$$v_x=(\mathrm{}k_x\mathrm{\Omega }^2\omega _cqE_{})/m\omega _T^2.$$
(14)
Current density. The current density operator is expressed in terms of the one-particle eigenfunctions in matrix form. From quantum field theory  $`𝐣=(\mathrm{}/i)\mathrm{\Psi }^{}𝐯\mathrm{\Psi }d^3r`$ we obtain

$$𝐣_{\beta \alpha }=\frac{iq\mathrm{}}{2m}\left[\phi _\beta ^{}(\phi _\alpha )(\phi _\beta ^{})\phi _\alpha \right]\frac{q}{m}𝐀\phi _\beta ^{}\phi _\alpha ;$$
(15)
the term in the square brackets represents the standard ponderomotive or diffusion current and the term $`𝐀`$ a deflection due to the magnetic field. We rewrite Eq. (15) in terms of the gauge-invariant derivative  $`𝐃=iq𝐀/m`$ in the form ($`f\stackrel{}{D}g=fgg^{}f`$)

$$𝐣_{\beta \alpha }=\frac{iq\mathrm{}}{2m}\phi _\beta ^{}\stackrel{}{D}\phi _\alpha .$$
(16)
The current density in the x direction depends on the y coordinate. It vanishes along the y direction due to the parabolic potential confinement.

Equation (16) leads to some useful properties of the current density expressed in terms of the relevant eigenvalues. For different eigenvalues one has

$$𝐣_{\beta \alpha }=\frac{iq}{\mathrm{}}(ϵ_\alpha ϵ_\beta )\phi _\alpha \phi _\beta ^{}.$$
(17)
On the other hand, for eigenfunctions of the same energy the following properties hold

$$dy\overline{\phi }_{\pm \beta }^{}(\stackrel{}{D}𝐱)\overline{\phi }_{\pm \alpha }=\frac{\pm 2mi}{\mathrm{}}\delta _{\alpha \beta },ϵ_\beta =ϵ_\alpha ,$$
(18)
$$dy\overline{\phi }_\beta ^{}(\stackrel{}{D}𝐱)\overline{\phi }_{\pm \alpha }=0,ϵ_\beta =ϵ_\alpha ,$$
(19)
if the current flux is normalized instead of the eigenfunctions as shown in Ref. . The new normalized eigenfunction is

$$\overline{\phi }_{\pm ,a}=e^{\pm ik_{x_a}x}\overline{\chi }_{n_a,\pm k_{x_a}}(y)/\sqrt{\theta _a};$$
(20)
the normalization ($`\overline{\chi }^2𝑑y=1`$) constant $`\theta `$ has the units of velocity; it is given by

$$\theta _{\pm a}=\left[\mathrm{}|k_a|\mathrm{\Omega }^2q\omega _cE_{}\right]/m\omega _T^2=v_{\pm a}$$
(21)
Notice the difference between $`v_{\pm a}`$, always positive, cf. Eq. (13), and the velocity given by Eq. (14).

Conductivity. In terms of the eigenfunctions of Eq. (12) the conductivity reads

$$\underset{d}{\overset{}{\sigma }}(𝐫,𝐫^{})=f^{}(ϵ_p)\underset{d}{\overset{ϵ_p}{\stackrel{}{\sigma }}}(𝐫,𝐫^{})dϵ_p,$$
(22)
where

$$\underset{d}{\overset{ϵ_p}{\stackrel{}{\sigma }}}(𝐫,𝐫^{})=\underset{s}{}\delta (ϵ_pϵ_s)\left(\stackrel{~}{\mathrm{\Lambda }}^1j(𝐫)\right)_{ss}j(𝐫^{})_{SS}.$$
(23)
Here $`f^{}(ϵ_s)`$ is the derivative of the Fermi-Dirac function, $`s\{n,k_x\}`$, $`\phi _s`$ are the unperturbed states, and $`\psi _S`$ the scattering states. We have also used the notation $`\phi _s|X|\phi _s^{}=X_{ss^{}}`$ and $`\psi _S|X|\psi _S^{}=X_{SS^{}}`$ for the matrix elements of $`X`$. The Dirac $`\delta `$ function is rewritten in terms of $`k_x`$ using the property $`\delta \left(g(k_x)\right)=_i\delta (k_xk_{x_i})/|g^{}(k_{x_i})|`$, where $`g^{}`$ is the derivative of $`g(k_x)`$ and $`k_{n\pm }`$ are the roots of $`g(k_x)=0`$ written explicitly as

$$[\mathrm{}^2\mathrm{\Omega }^2k_x^22\omega _c\mathrm{}qE_{}k_xq^2E_{}^2]/2m\omega _T^2+(n+1/2)\mathrm{}\omega _Tϵ_p=0.$$
(24)
The roots $`k_{n\pm }`$ of this quadratic equation are of the form $`k_{n\pm }=[b\pm (b^24ac)^{1/2}]/2a`$. They are real-and opposite to each other-if $`c`$ is negative. If this condition holds the wave functions can propagate in different channels. For complex roots, the wave functions have negative exponentials and their amplitude decreases with propagation. These two roots are opposite to each other if $`c`$ is negative. The propagation modes depend on confinement, magnetic field, Landau-level index, and electric field. For a given energy, $`g^{}(k_{n\pm })=(\mathrm{}^2\mathrm{\Omega }^2k_{n\pm }\omega _c\mathrm{}qE_{})/m\omega _T^2`$ and the replacement of the sum over $`k_x`$ by an integral, $`_{k_x}(L/2\pi )_{L/2}^{L/2}𝑑k_x`$, lead to

$`\underset{d}{\overset{ϵ_p}{\stackrel{}{\sigma }}}(𝐫,𝐫^{})`$ $`=`$ $`{\displaystyle \underset{n}{\overset{ϵ_p}{}}}{\displaystyle \frac{L}{2\pi }}{\displaystyle _{\frac{L}{2}}^{\frac{L}{2}}}𝑑k_x\left[{\displaystyle \frac{\delta (k_xk_{n+})}{|g^{}(k_+)|}}+{\displaystyle \frac{\delta (k_xk_n)}{|g^{}(k_{})|}}\right]\left(\stackrel{~}{\mathrm{\Lambda }}^1j(𝐫)\right)_{ss}j(𝐫^{})_{SS}`$ (25)
$`=`$ $`{\displaystyle \frac{L}{2\pi }}{\displaystyle \underset{n_s}{\overset{ϵ_p}{}}}\left[M_{k_{n+}}+M_{k_n}\right],`$ (27)
where

$$M_{k_{n\pm }}=\frac{1}{|g^{}(k_{n\pm })|}j(𝐫^{})_{S\pm S\pm }\left(\stackrel{~}{\mathrm{\Lambda }}^1j(𝐫)\right)_{s\pm s\pm };$$
(28)
the notation $`s\pm `$ or $`S\pm `$ indicates that only the values $`k_{n\pm }`$ are involved in the relevant $`X_{ss^{}}`$ or $`X_{SS^{}}`$ matrix element.

## III New conductance expressions in terms of transmission <br>and reflection coefficients

### A  Scattering formulation

For clarity the two roots $`k_{n\pm }`$ are assumed to be in opposite directions. This holds if $`ac`$ is negative and it is the case when the Hall field is neglected. Then Eqs. (10) and (23) give

$$G(ϵ_p)=\frac{L}{2\pi }\underset{n}{\overset{ϵ_p}{}}\left(N_{k_{n+}}+N_{k_n}\right),$$
(29)
where

$$N_{k_{n\pm }}=\frac{1}{|g^{}(k_{n\pm })|}𝑑A^{}j(𝐫^{})_{S\pm S\pm }𝑑A\left(\stackrel{~}{\mathrm{\Lambda }}^1j(𝐫)\right)_{s\pm s\pm }.$$
(30)
We now proceed with the evaluation of these two integrals that are related to transmission and reflection coefficients. We can carry out the integrations by choosing two surfaces $`A`$ and $`A^{}`$ in an asymptotic region. The choice of surface is arbitrary. It is not necessary to know the exact scattering states. It is sufficient to have their asymptotic expression in a region away from the scattering centers. The scattering states are represented by a linear combination of eigenfunctions of the unperturbed Hamiltonian. The results for the various regions are

$`\overline{\psi }_{n+}`$ $`=`$ $`{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}t_{nn^{}}^L(ϵ)\overline{\phi }_{n^{}+}(𝐫),xL_s,`$ (31)
$`\overline{\psi }_{n+}`$ $`=`$ $`\overline{\phi }_{n+}(𝐫)+{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}r_{nn^{}}^L(ϵ_p)\overline{\phi }_n^{}(𝐫),x0,`$ (32)
$`\overline{\psi }_n`$ $`=`$ $`\overline{\phi }_n(𝐫)+{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}r_{nn^{}}^R(ϵ_p)\overline{\phi }_{n^{}+}(𝐫),xL_s,`$ (33)
$`\overline{\psi }_n`$ $`=`$ $`{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}t_{nn^{}}^R(ϵ_p)\overline{\phi }_n^{}(𝐫)x0.`$ (34)
Using the normalization of the flux the current density is

$$𝐣_{\beta \alpha }=\sqrt{v_\beta v_\alpha }\lambda \overline{\psi }_\beta ^{}\stackrel{}{D}\overline{\psi }_\alpha ,$$
(35)
where $`\lambda =iq\mathrm{}/2mL`$. Specifically for the different regions we have

$`j_{\overline{\psi }_{n+}}(𝐫^{})`$ $`=`$ $`\lambda v_{n+}{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}{\displaystyle \underset{n\mathrm{"}}{\overset{ϵ_p}{}}}t_{nn^{}}^Lt_{nn\mathrm{"}}^L\overline{\phi }_{n^{}+}\stackrel{}{D}\overline{\phi }_{n\mathrm{"}+},xL_s,`$ (36)
$`j_{\overline{\psi }_{n+}}(𝐫^{})`$ $`=`$ $`\lambda v_{n+}\{\overline{\phi }_{n+}^{}\stackrel{}{D}\overline{\phi }_{n+}+{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}r_{nn^{}}^L\overline{\phi }_n^{}^{}\stackrel{}{D}\overline{\phi }_{n\mathrm{"}+}`$ (37)
$`+`$ $`{\displaystyle \underset{n^{\prime \prime }}{\overset{ϵ_p}{}}}r_{nn\mathrm{"}}^L\overline{\phi }_{n^{}+}^{}\stackrel{}{D}\overline{\phi }_{n\mathrm{"}}+{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}{\displaystyle \underset{n^{\prime \prime }}{\overset{ϵ_p}{}}}r_{nn^{}}^Lr_{nn\mathrm{"}}^L\overline{\phi }_n^{}^{}\stackrel{}{D}\overline{\phi }_{n\mathrm{"}}\},x0,`$ (38)
$`j_{\overline{\psi }_n}(𝐫^{})`$ $`=`$ $`\lambda v_n\{\overline{\phi }_n^{}\stackrel{}{D}\overline{\phi }_n+{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}r_{nn^{}}^R\overline{\phi }_{n^{}+}^{}\stackrel{}{D}\overline{\phi }_{n\mathrm{"}}`$ (39)
$`+`$ $`{\displaystyle \underset{n^{\prime \prime }}{\overset{ϵ_p}{}}}r_{nn\mathrm{"}}^R\overline{\phi }_n^{}^{}\stackrel{}{D}\overline{\phi }_{n\mathrm{"}+}+{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}{\displaystyle \underset{n^{\prime \prime }}{\overset{ϵ_p}{}}}r_{nn^{}}^Rr_{nn\mathrm{"}}^R\overline{\phi }_{n^{}+}^{}\stackrel{}{D}\overline{\phi }_{n\mathrm{"}+}\},xL_s,`$ (40)
$`j_{\overline{\psi }_n}(𝐫^{})`$ $`=`$ $`\lambda v_n{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}{\displaystyle \underset{n^{\prime \prime }}{\overset{ϵ_p}{}}}t_{nn^{}}^Rt_{nn\mathrm{"}}^R\overline{\phi }_n^{}^{}\overline{\phi }_{n\mathrm{"}},x0.`$ (41)
Evaluation of the first integral. Using Eqs. (18) and (19) we obtain

$`{\displaystyle j_{\overline{\psi }_{n+}}(𝐫^{})𝑑A^{}}`$ $`=`$ $`{\displaystyle \frac{qv_{n+}}{L}}{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}|t_{nn^{}}^L|^2,xL_s,`$ (42)
$`{\displaystyle j_{\overline{\psi }_{n+}}(𝐫^{})𝑑A^{}}`$ $`=`$ $`{\displaystyle \frac{qv_{n+}}{L}}\{1{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}|r_{nn^{}}^L|^2\}x0,`$ (43)
$`{\displaystyle j_{\overline{\psi }_n}(𝐫^{})𝑑A^{}}`$ $`=`$ $`{\displaystyle \frac{qv_n}{L}}\{1{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}|r_{nn^{}}^R|^2\},xL_s`$ (44)
$`{\displaystyle j_{\overline{\psi }_n}(𝐫^{})𝑑A^{}}`$ $`=`$ $`{\displaystyle \frac{qv_n}{L}}{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}|t_{nn^{}}^R|^2,x0.`$ (45)
With flux conservation ($`1=|r|^2+|t|^2`$) we obtain the same result far away from each scattering region

$$j(𝐫^{})_{n\pm n\pm }𝑑A^{}=\pm \frac{qv_{n\pm }}{L}\underset{s^{}}{}|t_{nn^{}}^{L(R)}|^2$$
(46)
Evaluation of the second integral. The second integral has the superoperator $`\stackrel{~}{\mathrm{\Lambda }}`$. For elastic scattering it can be shown  that $`\stackrel{~}{\mathrm{\Lambda }}`$ has an exact inverse with dimension of time (=energy/$`\mathrm{}`$). We therefore write $`\stackrel{~}{\mathrm{\Lambda }}j(𝐫))_{ss}=(1/\tau _s)j_{ss}`$ which leads to $`(\stackrel{~}{\mathrm{\Lambda }}^1j(𝐫))_{ss}=\tau _sj_{ss}`$ and

$$(\stackrel{~}{\mathrm{\Lambda }}j(𝐫))_{ss}𝑑A=\frac{1}{\tau _s}j_{ss}𝑑A,$$
(47)
where $`\tau _s`$ is a characteristic time qualified below. We deduce the value of $`\tau _s`$ as follows. Using Eqs. (18) and (36) we have

$$\beta _\pm =j_{n\pm n\pm }𝑑A=\pm (qv_{n\pm }/L).$$
(48)
For the integral on the left-hand side of Eq. (47), we use the result

$$\left(\stackrel{~}{\mathrm{\Lambda }}j(𝐫)\right)_{n\pm n\pm }=\frac{2\pi }{\mathrm{}}\underset{n^{}}{}\delta (ϵ_pϵ_n^{})|T_{n\pm n^{}\pm }|^2\left(j_{n\pm n\pm }j_{n^{}n^{}}\right),$$
(49)
where $`T_{n\pm n^{}\pm }=<\phi _{n\pm }|V|\psi _{n^{}\pm }>`$ is the transition operator and $`V`$ the scattering potential. With $`(\stackrel{~}{\mathrm{\Lambda }}^1j(𝐫))_{ss}=\tau _sj_{ss}`$ inspection of Eq. (49) shows that $`\tau _s`$ is a characteristic time associated with the tunnel-scattering process. In the following though we will refer to it simply as the characteristic time.

The Dirac $`\delta `$ function is rewritten in terms of the longitudinal components of the wavevector and of the two roots $`k_\pm `$. Then replacing the sum over $`k_x^{^{}}`$ by an integral leads to

$$\left(\stackrel{~}{\mathrm{\Lambda }}j(𝐫)\right)_{n\pm n\pm }=\frac{L}{\mathrm{}}\underset{n^{}}{\overset{ϵ_p}{}}\left[\frac{|T_{n\pm n^{}+}|^2}{|g^{}(k_{n^{}+}^{^{}})|}(j_{nn}j_{n^{}+})+\frac{|T_{n\pm n^{}}|^2}{|g^{}(k_n^{}^{^{}})|}(j_{nn}j_n^{})\right].$$
(50)
Using Eqs. (47), (48), and (50) the characteristic time becomes

$$\frac{1}{\tau _{n\pm }}=\frac{L}{\mathrm{}}\underset{n^{}}{\overset{ϵ_p}{}}\left[\frac{|T_{n\pm n^{}+}|^2}{|g^{}(k_{n^{}+}^{^{}})|}\left(1\frac{\beta _+^{^{}}}{\beta _{n\pm }}\right)+\frac{|T_{n\pm n^{}}|^2}{|g(k_n^{}^{^{}})|}\left(1\pm \frac{\beta _{}^{^{}}}{\beta _{n\pm }}\right)\right].$$
(51)
Using Eqs. (46), (48), (51), and (30) we get

$$N_{k_{n\pm }}=\frac{q^2}{L^2}\frac{v_{n\pm }^2\tau _{n\pm }}{|g^{}(k_{n\pm })|}\underset{n^{}}{}|t_{nn^{}}|^2.$$
(52)
### B Evaluation of the conductance

Expression of $`T_{ss^{}}`$. With $`V=hh_0`$ the matrix element $`T_{ss^{}}=<\phi _s|V|\psi _s^{}>`$ of the transition operator $`T`$, between a state $`\phi _s`$ and a scattering state $`\psi _s^{}`$, becomes

$$T_{ss^{}}=ϵ_s^{}<\psi _s|\phi _s^{}><\phi _s|\left(H_0|\psi _s^{}>\right).$$
(53)
We modify the second term on the right-hand side so that the Hamiltonian operates on the left element. In order to do so we recall the expression

$$\phi ^{}P_x\psi 𝑑v=P_x(\phi ^{}\psi )𝑑v+(P_x^{}\phi ^{})\psi 𝑑v.$$
(54)
With that we obtain

$$\phi ^{}P_x(P_x\psi )𝑑v=(P^2\phi ^{})\psi 𝑑v\frac{\mathrm{}^2}{x}\left[\phi ^{}\frac{}{x}\psi \psi \frac{}{x}\phi ^{}\right]𝑑v.$$
(55)
If we combine these results with the Hamiltonian given by Eq. (11) we obtain

$$<\phi _s|(H_0|\psi _s^{}>)=(<\phi _s|H_0|)\psi _s^{}>\frac{\mathrm{}^2}{2m}(\phi ^{}\stackrel{}{}\psi )dv\frac{qB}{m}P_x(\phi ^{}y\psi )dv.$$
(56)
If we combine this result with Green’s theorem, we obtain

$$T_{ss^{}}=(ϵ_sϵ_s^{})<\phi _s|\psi _s^{}>+\frac{\mathrm{}^2}{2m}_A𝑑𝐀(\phi _s^{}\stackrel{}{}\psi _s^{})+\frac{qB}{m}P_x(\phi _s^{}y\psi _s^{})𝑑v$$
(57)
The first term is zero if the energies are the same. If so, the remaining terms can be simplified. The result can be written compactly as

$$T_{ss^{}}=\frac{\mathrm{}^2}{2m}_A𝑑𝐀\widehat{𝐱}\phi _s^{}(\stackrel{}{D})\psi _s^{}.$$
(58)
Finally, if we write it in terms of the normalized flux, we obtain

$$T_{ss^{}}=\frac{\sqrt{v_sv_s^{}}}{L}\frac{\mathrm{}^2}{2m}_A𝑑𝐀\widehat{𝐱}\overline{\phi }_s^{}(\stackrel{}{D})\overline{\psi }_s^{}$$
(59)
$`T_{ss^{}}`$ in terms of transmission and reflection coefficients. To evaluate the term $`T_{n\pm n^{}+}`$, we use Eqs. (31) and (33) together with Eqs. (18) and (19). For $`xL_s`$ we obtain

$$T_{n+n^{}+}=\frac{i\mathrm{}}{L}\sqrt{v_{n+}v_{n^{}+}}t_{n^{}n}^L,T_{nn^{}+}=0.$$
(60)
For $`x0`$ the results are

$$T_{n+n^{}+}=\frac{i\mathrm{}}{L}\sqrt{v_{n+}v_{n^{}+}}\delta _{nn^{}},T_{nn^{}+}=\frac{i\mathrm{}}{L}\sqrt{v_nv_{n^{}+}}r_{n^{}n}^L.$$
(61)
To evaluate the term $`T_{n\pm n^{}}`$ we use Eqs. (32) and (34) together with Eqs. (18) and (19). For $`xL_s`$ we obtain

$$T_{n+n^{}}=\frac{i\mathrm{}}{L}\sqrt{v_{n+}v_n^{}}r_{n^{}n}^R,T_{nn^{}}=\frac{i\mathrm{}}{L}\sqrt{v_nv_n^{}}\delta _{nn^{}}.$$
(62)
and for $`x0`$

$$T_{nn^{}}=\frac{i\mathrm{}}{L}\sqrt{v_nv_n^{}}t_{n^{}n}^RT_{n+n^{}}=0.$$
(63)
Characteristic time in terms of transmission and reflection coefficients. With the form of $`T`$ and the characteristic time given by Eq. (51), the results for the various asymptotic regions are as follows. For $`xL_s`$ we have $`1/\tau _n=0`$ and $`1/\tau _{n+}0`$. For $`x0`$ the results are $`1/\tau _{n+}=0`$ and $`1/\tau _n0`$. These nonzero results are given by

$`{\displaystyle \frac{1}{\tau _{n\pm }}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}}{L}}{\displaystyle \underset{n^{}}{\overset{ϵ_p}{}}}[v_{n\pm }v_{n^{}+}|t_{nn^{}}^{L(R)}|^2(1b_\pm )/|g^{}(k_{n^{}+}^{^{}})|`$ (64)
$`+`$ $`v_{n\pm }v_n^{}|r_{nn^{}}^{R(L)}|^2(1+b_\pm )/|g^{}(k_n^{}^{^{}})|];`$ (65)
here $`b_\pm =\beta _{n^{}\pm }/\beta _n`$ and $`+`$ (-) corresponds to $`t^L,r^R`$ ($`t^R,r^L`$). This is simplified by noticing that $`g^{}(𝐤)=\stackrel{}{}_𝐤ϵ(𝐤)=\mathrm{}𝐯`$ gives $`|g^{}(k_{n\pm })|=\mathrm{}v_{n\pm }`$. Then Eq. (65) takes the simpler form

$$\frac{1}{\tau _{n\pm }}=\frac{1}{L}\underset{n^{}}{\overset{ϵ_p}{}}\left[v_{n\pm }|t_{nn^{}}^{L(R)}|^2(1b_\pm )+v_{n\pm }|r_{nn^{}}^{R(L)}|^2(1+b_\pm )\right].$$
(66)
We emphasize the importance of this result. To our knowledge, with the exception of Ref.  for $`B=0`$, the transmission and reflection coefficients have not been associated with actual scattering time in the literature. Here, through a Master equation approach we have an explicit result, for finite $`B`$, relating these coefficients to the characteristic time.

Expression for the conductance  Using Eqs. (52), (66) and (48) we obtain

$$N_{k_{n\pm }}=\frac{q^2v_{n\pm }}{L|g^{}(k_{n\pm })|}\frac{_n^{}|t_{nn^{}}|^2}{_n^{}X(n,n^{})},$$
(67)
where

$$X(n,n^{})=|t_{nn^{}}^{L(R)}|^2(1v_{n^{}+}/v_{n\pm })+|r_{nn^{}}^{R(L)}|^2(1+v_n^{}/v_{n\pm }).$$
(68)
With current conservation $`_n^{}\left(|t_{nn^{}}^{L(R)}|^2+|r_{nn^{}}^{R(L)}|^2\right)=1`$, this becomes

$$N_{k_{n\pm }}=\frac{q^2}{L}\underset{n^{}}{}|t_{nn^{}}^{L(R)}|^2/[1+\underset{n^{}}{\overset{ϵ_p}{}}Y_\pm ^{RL}(n,n^{})],$$
(69)
where

$$Y_\pm ^{RL}(n,n^{})=(|r_{nn^{}}^R|^2v_n^{}|t_{nn^{}}^L|^2v_{n^{}+})/v_{n\pm }.$$
(70)
Equations (29) and (32) give the conductance as

$$G(ϵ_p)=\frac{q^2}{h}\underset{n}{\overset{ϵ_p}{}}\left[\frac{_n^{}|t_{nn^{}}^L|^2}{_n^{}Y_+^{RL}(n,n^{})}+\frac{_n^{}|t_{nn^{}}^R|^2}{_n^{}Y_{}^{LR}(n,n^{})}\right]$$
(71)
This new conductance expression is more general than the two-terminal expressions of the literature. This can be easily appreciated by realizing that it has the following interesting features.

i) It is simplified considerably if we neglect the Hall field; then $`v_{n+}=v_n`$ and the two terms in the square brackets become identical. The same holds in the absence of the magnetic field. Actually, for $`B=0`$ Eq. (66) takes the form of Eq. (4.184) of Ref. . The only difference is that in Eq. (66) the transverse channels and confining potential are explicitly specified whereas in Ref.  they are not.

ii) For uncoupled channels, i.e., for $`r_{nn^{}}=r_{nn^{}}\delta _{nn^{}}`$ and $`t_{nn^{}}=t_{nn^{}}\delta _{nn^{}}`$, Eq. (64) gives the multichannel version of Landauer’s result, for identical terminals,

$$G(ϵ_p)=\frac{q^2}{h}\underset{n}{\overset{ϵ_p}{}}\frac{|t_{nn}|^2}{|r_{nn}|^2}=\frac{q^2}{h}\underset{n}{\overset{ϵ_p}{}}\frac{T_n}{R_n}$$
(72)
To our knowledge this is the first expression that shows this expected , but absent from the literature, limit in the presence of a magnetic field.

iii) It is interesting to contrast the $`B=0`$ limit of Eq. (66) with the $`B=0`$ result of Ref. . In this case $`v_{n+}=v_n`$. Proceeding then as in Ref.  we may replace $`1/v_{n^{}+}\tau _n`$ by $`(1/N)_n^{}(1/v_n^{})`$ and make an average over the channels to obtain the result of Ref. , i.e.,

$$G(ϵ_p)=\frac{q^2}{h}\underset{n}{}T_n\frac{_n(2/v_n)}{_n(1+R_nT_n)/v_n},$$
(73)
if we remember that $`R_n=_n^{}|r_{nn^{}}|^2`$ and $`T_n=_n^{}|t_{nn^{}}|^2`$. Despite its approximate character the procedure indicates that Eq. (66) is more general than Eq. (68) even for $`B=0`$.

iv) For $`R1`$ and $`T1`$, Eq. (66) gives the standard ,  result $`G(ϵ)=(q^2/h)Tr\{tt^{}\}`$ if we assume a weak  channel coupling such that $`v_n^{}v_n,n^{}<n`$.

v) When the strength of the scattering is vanishingly small, we have $`r0`$ and $`t1`$. As expected, in this case for identical terminals and $`v_n^{}v_n,n^{}<n`$, the conductance diverges, as realized in a four-terminal (two leads, two probes) experiment.

iv) Finally, we notice that the expression contains the Hall field, through the factors $`v_{n\pm }`$, cf. Eq. (21), which accounts for the electron-electron interaction in the Hartree sense .

### C Conductance in tilted magnetic fields

Equation (66) is valid for a perpendicular magnetic field $`B`$ parallel to the z axis. It is of interest to have an expression valid for tilted fields $`B`$ but the solution of Schroedinger’s equation becomes very unwieldy and, to our knowledge, can be obtained only numerically when $`B`$ points in an arbitrary direction. However, in one particular case a simple analytic solution exists and leads to a generalization of the conductance (66). Below we briefly derive the relevant expression since we are not aware of any pertinent result in the literature. This is the case when the field $`B`$ is in the (x,z) plane and has components $`B_{}`$ along $`\widehat{x}`$ and $`B_{}`$ along $`\widehat{z}`$. The situation is described by the vector potential $`𝐀=B_{}y\widehat{x}+B_{}y\widehat{z}`$. Assuming an eigenfunction $`\psi (x,y)=f(y)e^{ik_xx}`$ the Hamiltonian gives

$$\left[\frac{\mathrm{}^2k_x^2}{2m}y(\omega _{}\mathrm{}k_x+qE_{})+\frac{1}{2}m(\omega _B^2+\mathrm{\Omega }^2)y^2\right]f(y)\frac{\mathrm{}^2}{2m}f^{^{\prime \prime }}(y)=ϵf(y)$$
(74)
With $`\xi =(\omega _{}\mathrm{}k_x+qE_{})/m\omega _B^2`$ this equation is transformed to

$$\frac{m\stackrel{~}{\omega }_T^2}{2}(y\frac{\omega _B^2}{\stackrel{~}{\omega }_T^2}\xi )^2f(y)\frac{\mathrm{}^2}{2m}f^{^{\prime \prime }}(y)=Ef(y),$$
(75)
where $`\stackrel{~}{\omega }_T^2=\omega _B^2+\mathrm{\Omega }^2`$ and $`\omega _B^2=\omega _{}^2+\omega _{}^2`$. This is again an equation for a (displaced) harmonic oscillator. The corresponding eigenvalues $`ϵϵ(k_x,n)`$ are

$$ϵ(k_x,n)=(n+1/2)\mathrm{}\stackrel{~}{\omega }_T\left[\mathrm{}^2k_x^2(\mathrm{\Omega }^2+\omega _{}^2)2qE_{}\omega _{}\mathrm{}k_xq^2E_{}^2\right]/2m\omega _T^2$$
(76)
As can be seen these results are similar to those obtained when the field $`B`$ is parallel to the z axis. In fact, Eq. (13) can be obtained from Eq. (71) by setting $`B_{}=0`$ which entails $`\omega _B^2=\omega _c^2`$. All the analysis of Sec. III can be repeated and the result for the conductance has the same form. The only thing that changes in Eq. (66) are the roots $`k_{n\pm }`$, cf. Eq. (26); they now involve Eq. (71) rather than Eq. (13). As a side remark we notice that in a longitudinal magnetic field, with $`B_{}=0`$, we obtain formally the same result as in the absence of the magnetic field since the carriers are free in a parallel magnetic field.

## IV Discussion

The expression for the conductance, given by Eq. (66), is very general and not limited to two identical terminals. We can interchange the indices $`R`$ and $`T`$ without changing the expression. This means that the conductance does not depend on the direction of the current. This and the various limits this expression reproduces show its generality.

This result for the conductance, valid when a magnetic field is present, was not anticipated in Ref. . Since at first sight in a magnetic field the eigenfunctions along two opposite directions would be separated by a distance $`2k_x`$, it was thought that the expression would change dramatically. As shown though, incorporating directly in the one-electron Hamiltonian the magnetic field, the (parabolic) confining potential, and the Hall field, lead to an eigenfunction suitable for the calculations. It showed explicitly the cancellation in the product of the velocity with the quasi-one-dimensional density of states in the current carried by a channel or mode and simplified the final result. In addition, it allowed the consideration of tilted magnetic fields (in the (x,z) plane) and of the electron-electron interaction in a mean-field or Hartree sense since the Hall field was taken constant across the width whereas it is not since its value near the edges is different than that in the main part of the sample . The last two aspects, limit ii) of Eq. (66), and Eq. (61) for the characteristic time are missing from other expressions for the magnetoconductance . The most common general formula  reads $`G_{mn}(ϵ)=(q^2/h)_{ac}^ϵ|t_{mn,ac}|^2`$, where $`t_{mn,ac}`$ is the transmission coefficient between channel $`a`$ in terminal $`m`$ and channel $`c`$ in terminal $`n`$. This formula applies to a multiterminal configuration and two-probe measurements  whereas ours applies to a two-terminal configuration.

###### Acknowledgements.

We thank Dr. F. Benamira for fruitful discussions. This work was supported by the Canadian NSERC Grant No. OGP0121756.


text:
# Non-negative Sparse Coding

## 1 Introduction

Linear data representations are widely used in signal processing and data analysis. A traditional method of choice for signal representation is of course Fourier analysis, but also wavelet representations are increasingly being used in a variety of applications. Both of these methods have strong mathematical foundations and fast implementations, but they share the important drawback that they are not adapted to the particular data being analyzed.

Data-adaptive representations, on the other hand, are representations that are tailored to the statistics of the data. Such representations are learned directly from the observed data by optimizing some measure that quantifies the desired properties of the representation. This class of methods include principal component analysis (PCA), independent component analysis (ICA), sparse coding, and non-negative matrix factorization (NMF). Some of these methods have their roots in neural computation, but have since been shown to be widely applicable for signal analysis.

In this paper we propose to combine sparse coding and non-negative matrix factorization into *non-negative sparse coding* (NNSC). Again, the motivation comes partly from modeling neural information processing. We believe that, as with previous methods, this technique will be found useful in a more general signal processing framework.

## 2 Non-negative sparse coding

Assume that we observe data in the form of a large number of i.i.d. random vectors $`𝐱_n`$, where $`n`$ is the sample index. Arranging these into the columns of a matrix $`𝐗`$, then linear decompositions describe this data as $`𝐗\mathrm{𝐀𝐒}`$. The matrix $`𝐀`$ is called the *mixing matrix*, and contains as its columns the *basis vectors* (features) of the decomposition. The rows of $`𝐒`$ contain the corresponding *hidden components* that give the contribution of each basis vector in the input vectors. Although some decompositions provide an exact reconstruction of the data (i.e. $`𝐗=\mathrm{𝐀𝐒}`$) the ones that we shall consider here are approximative in nature.

In linear sparse coding , the goal is to find a decomposition in which the hidden components are *sparse*, meaning that they have probability densities which are highly peaked at zero and have heavy tails. This basically means that any given input vector can be well represented using only a few significantly non-zero hidden coefficients. Combining the goal of small reconstruction error with that of sparseness, one can arrive at the following objective function to be minimized :

$$C(𝐀,𝐒)=\frac{1}{2}𝐗\mathrm{𝐀𝐒}^2+\lambda \underset{ij}{}f(S_{ij}),$$
(1)
where the squared matrix norm is simply the summed squared value of the elements, i.e. $`𝐗\mathrm{𝐀𝐒}^2=_{ij}[𝐗_{ij}(\mathrm{𝐀𝐒})_{ij}]^2`$. The tradeoff between sparseness and accurate reconstruction is controlled by the parameter $`\lambda `$, whereas the form of $`f`$ defines how sparseness is measured. To achieve a sparse code, the form of $`f`$ must be chosen correctly: A typical choice is $`f(s)=|s|`$, although often similar functions that exhibit smoother behaviour at zero are chosen for numerical stability.

There is one important problem with this objective: As $`f`$ typically is a strictly increasing function of the absolute value of its argument, the objective can always be decreased by simply scaling up $`𝐀`$ and correspondingly scaling down $`𝐒`$. The consequences of this is that optimization of (1) with respect to both $`𝐀`$ and $`𝐒`$ leads to the elements of $`𝐀`$ growing (in absolute value) without bounds whereas $`𝐒`$ tends to zero. More importantly, the solution found does not depend on the second term of the objective as it can always be eliminated by this scaling trick. In other words, some constraint on the scales of $`𝐀`$ or $`𝐒`$ is needed. Olshausen and Field  used an adaptive method to ensure that the hidden components had unit variance (effectively fixing the norm of the rows of $`𝐒`$), whereas Harpur  fixed the norms of the columns of $`𝐀`$.

With either of the above scale constraints the objective (1) is well-behaved and its minimization can produce useful decompositions of many types of data. For example, it was shown in  that applying this method to image data yielded features closely resembling simple-cell receptive fields in the mammalian primary visual cortex. The learned decomposition is also similar to wavelet decompositions, implying that it could be useful in applications where wavelets have been successfully applied.

In standard sparse coding, described above, the data is described as a combination of elementary features involving both additive and subtractive interactions. The fact that features can ‘cancel each other out’ using subtraction is contrary to the intuitive notion of combining parts to form a whole . Thus, Lee and Seung  have recently forcefully argued for non-negative representations . Other arguments for non-negative representations come from biological modeling , where such constraints are related to the non-negativity of neural firing rates. These non-negative representations assume that the input data $`𝐗`$, the basis $`𝐀`$, and the hidden components $`𝐒`$ are all non-negative.

Non-negative matrix factorization111Note that error measures other than the summed squared error were also considered in . (NMF) can be performed by the minimization of the following objective function :

$$C(𝐀,𝐒)=\frac{1}{2}𝐗\mathrm{𝐀𝐒}^2$$
(2)
with the non-negativity constraints $`ij:A_{ij}0,S_{ij}0`$. This objective requires no constraints on the scales of $`𝐀`$ or $`𝐒`$.

In , the authors showed how non-negative matrix factorization applied to face images yielded features that corresponded to intuitive notions of face parts: lips, nose, eyes, etc. This was contrasted with the holistic representations learned by PCA and vector quantization.

We suggest that both the non-negativity constraints and the sparseness goal are important for learning parts-based representations. Thus, we propose to combine these two methods into non-negative sparse coding:

###### Definition 1

Non-negative sparse coding (NNSC) of a non-negative data matrix $`𝐗`$ (i.e. $`ij:X_{ij}0`$) is given by the minimization of

$$C(𝐀,𝐒)=\frac{1}{2}𝐗\mathrm{𝐀𝐒}^2+\lambda \underset{ij}{}S_{ij}$$
(3)
subject to the constraints $`ij:A_{ij}0,S_{ij}0`$ and $`i:𝐚_i=1`$, where $`𝐚_i`$ denotes the $`i`$:th column of $`𝐀`$. It is also assumed that the constant $`\lambda 0`$.

Notice that we have here chosen to measure sparseness by a linear activation penalty (i.e. $`f(s)=s`$). This particular choice is primarily motivated by the fact that this makes the objective function quadratic in $`𝐒`$. This is useful in the development and convergence proof of an efficient algorithm for optimizing the hidden components $`𝐒`$.

## 3 Estimating the hidden components

We will first consider optimizing $`𝐒`$, for a given basis $`𝐀`$. As the objective (3) is quadratic with respect to $`𝐒`$, and the set of allowed $`𝐒`$ (i.e. the set where $`S_{ij}0`$) is convex, we are guaranteed that no suboptimal local minima exist. The global minimum can be found using, for example, quadratic programming or gradient descent. Gradient descent is quite simple to implement, but convergence can be slow. On the other hand, quadratic programming is much more complicated to implement. To address these concerns, we have developed a multiplicative algorithm based on the one introduced in  that is extremely simple to implement and nonetheless seems to be quite efficient. This is given by iterating the following update rule:

###### Theorem 1

The objective (3) is nonincreasing under the update rule:

$$𝐒^{t+1}=𝐒^t.(𝐀^T𝐗)./(𝐀^T\mathrm{𝐀𝐒}^t+\lambda )$$
(4)
where $`.`$ and $`./`$ denote elementwise multiplication and division (respectively), and the addition of the scalar $`\lambda `$ is done to every element of the matrix $`𝐀^T\mathrm{𝐀𝐒}^t`$.

This is proven in the Appendix. As each element of $`𝐒`$ is updated by simply multiplying with some non-negative factor, it is guaranteed that the elements of $`𝐒`$ stay non-negative under this update rule. As long as the initial values of $`𝐒`$ are all chosen strictly positive, iteration of this update rule is in practice guaranteed to reach the global minimum to any required precision.

## 4 Learning the basis

In this section we consider optimizing the objective (3) with respect to both the basis $`𝐀`$ and the hidden components $`𝐒`$, under the stated constraints. First, we consider the optimization of $`𝐀`$ only, holding $`𝐒`$ fixed.

Minimizing (3) with respect to $`𝐀`$ *under the non-negativity constraint only* could be done exactly as in , with a simple multiplicative update rule. However, the constraint of unit-norm columns of $`𝐀`$ complicates things. We have not found any similarly efficient update rule that would be guaranteed to decrease the objective while obeying the required constraint. Thus, we here resort to projected gradient descent. Each step is composed of three parts:

1. $`𝐀^{}=𝐀^t\mu (𝐀^t𝐒𝐗)𝐒^T`$
2. Any negative values in $`𝐀^{}`$ are set to zero
3. Rescale each column of $`𝐀^{}`$ to unit norm, and then set $`𝐀^{t+1}=𝐀^{}`$.

This combined step consists of a gradient descent step (Step 1) followed by projection onto the closest point satisfying both the non-negativity and the unit-norm constraints (Steps 2 and 3). This projected gradient step is guaranteed to decrease the objective if the stepsize $`\mu >0`$ is small enough and we are not already at a local minimum. (In this case there is no guarantee of reaching the *global* minimum, due to the non-convex constraints.)

In the previous section, we gave an update step for $`𝐒`$, holding $`𝐀`$ fixed. Above, we showed how to update $`𝐀`$, holding $`𝐒`$ fixed. To optimize the objective with respect to both, we can of course take turns updating $`𝐀`$ and $`𝐒`$. This yields the following algorithm:

Algorithm for NNSC    Initialize $`𝐀^0`$ and $`𝐒^0`$ to random *strictly positive* matrices of the appropriate dimensions, and rescale each column of $`𝐀^0`$ to unit norm. Set $`t=0`$.    Iterate until convergence:    $`𝐀^{}=𝐀^t\mu (𝐀^t𝐒^t𝐗)(𝐒^t)^T`$    Any negative values in $`𝐀^{}`$ are set to zero    Rescale each column of $`𝐀^{}`$ to unit norm, and then set $`𝐀^{t+1}=𝐀^{}`$.    $`𝐒^{t+1}=𝐒^t.((𝐀^{t+1})^T𝐗)./((𝐀^{t+1})^T(𝐀^{t+1})𝐒^t+\lambda )`$    Increment $`t`$.

## 5 Experiments

To demonstrate how sparseness can be essential for learning a parts-based non-negative representation, we performed a simple simulation where the generating features were known. The interested reader can find the code to perform these experiments (as well as the experiments reported in ) on the web at:

http://www.cis.hut.fi/phoyer/code/

In our simulations, the data vectors were $`3\times 3`$ -pixel images with non-negative pixel values. We manually constructed $`10`$ original features: the six possible horizontal and vertical bars, and the four possible horizontal and vertical double bars. Each feature was normalized to unit norm, and entered as a column in the matrix $`𝐀_{\text{orig}}`$. The features are shown in the leftmost panel of Figure 1. We then generated random sparse non-negative data $`𝐒_{\text{orig}}`$, and obtained the data vectors as $`𝐗=𝐀_{\text{orig}}𝐒_{\text{orig}}`$. A random sample of $`12`$ such data vectors are also shown in Figure 1.

We ran NNSC and NMF on this data $`𝐗`$. With $`10`$ hidden components (rows of $`𝐒`$), NNSC can correctly identify all the features in the dataset. This result is shown in Figure 1 under NNSC. However, NMF cannot find all the features with any hidden dimensionality. With $`6`$ components, NMF finds all the single bar features. With a dimensionality of $`10`$, not even all of the single bars are correctly estimated. These results are illustrated in the two rightmost panels of Figure 1.

It is not difficult to understand why NMF cannot learn all the features. The data $`𝐗`$ can be perfectly described as an additive combination of the six single bars (because all double bars can be described as two single bars). Thus, NMF essentially achieves the optimum (zero reconstruction error) already with $`6`$ features, and there is no way in which an *overcomplete* representation could improve that. However, when sparseness is considered as in NNSC, it is clear that it is useful to have double bar features because these allow a sparser description of such data patterns.

In addition to these simulations, we have performed experiments with natural image data, reported elsewhere . These confirm our belief that sparseness is important when learning non-negative representations from data.

## 6 Relation to other work

In addition to the tight connection to linear sparse coding  and non-negative matrix factorization , this method is intimately related to independent component analysis . In fact, when the fixed-norm constraint is placed on the rows of $`𝐒`$ instead of the columns of $`𝐀`$, the objective (3) could be directly interpreted as the negative joint log-posterior of the basis vectors and components, given the data $`𝐗`$, in the noisy ICA model . This connection is valid when the independent components are assumed to have exponential distributions, and of course the basis vectors are assumed to be non-negative as well.

Other researchers have also recently considered the constraint of non-negativity in the context of ICA. In particular, Plumbley  has considered estimation of the noiseless ICA model (with equal dimensionality of components and observations) in the case of non-negative components. On the other hand, Parra et al.  considered estimation of the ICA model where the basis (but not the components) was constrained to be non-negative. The main novelty of the present work is the application of the non-negativity constraints in the sparse coding framework, and the simple yet efficient algorithm developed to estimate the components.

## 7 Conclusions

In this paper, we have defined non-negative sparse coding as a combination of sparse coding with the constraints of non-negative matrix factorization. Although this is essentially a special case of the general sparse coding framework, we believe that the proposed constraints can be important for learning parts-based representations from non-negative data. In addition, the constraints allow a very simple yet efficient algorithm for estimating the hidden components.

## 8 Appendix

To prove Theorem 1, first note that the objective (3) is separable in the columns of $`𝐒`$ so that each column can be optimized without considering the others. We may thus consider the problem for the case of a single column, denoted $`𝐬`$. The corresponding column of $`𝐗`$ is denoted $`𝐱`$, giving the objective

$$F(𝐬)=\frac{1}{2}𝐱\mathrm{𝐀𝐬}^2+\lambda \underset{i}{}s_i.$$
(5)
The proof will follow closely the proof given in  for the case $`\lambda =0`$. (Note that in , the notation $`v=𝐱`$, $`W=𝐀`$ and $`h=𝐬`$ was used.) We define an auxiliary function $`G(𝐬,𝐬^t)`$ with the properties that $`G(𝐬,𝐬)=F(𝐬)`$ and $`G(𝐬,𝐬^t)F(𝐬)`$. We will then show that the multiplicative update rule corresponds to setting, at each iteration, the new state vector to the values that minimize the auxiliary function:

$$𝐬^{t+1}=\mathrm{arg}\underset{𝐬}{\mathrm{min}}G(𝐬,𝐬^t).$$
(6)
This is guaranteed not to increase the objective function $`F`$, as

$$F(𝐬^{t+1})G(𝐬^{t+1},𝐬^t)G(𝐬^t,𝐬^t)=F(𝐬^t).$$
(7)
Following , we define the function $`G`$ as

$$G(𝐬,𝐬^t)=F(𝐬^t)+(𝐬𝐬^t)^TF(𝐬^t)+\frac{1}{2}(𝐬𝐬^t)^T𝐊(𝐬^t)(𝐬𝐬^t)$$
(8)
where the diagonal matrix $`𝐊(𝐬^t)`$ is defined as

$$K_{ab}(𝐬^t)=\delta _{ab}\frac{(𝐀^T\mathrm{𝐀𝐬}^t)_a+\lambda }{𝐬_a^t}.$$
(9)
It is important to note that the elements of our choice for $`𝐊`$ are always greather than or equal to those of the $`𝐊`$ used in , which is the case where $`\lambda =0`$. It is obvious that $`G(𝐬,𝐬)=F(𝐬)`$. Writing out

$$F(𝐬)=F(𝐬^t)+(𝐬𝐬^t)^TF(𝐬^t)+\frac{1}{2}(𝐬𝐬^t)^T(𝐀^T𝐀)(𝐬𝐬^t),$$
(10)
we see that the second property, $`G(𝐬,𝐬^{})F(𝐬)`$, is satisfied if

$$0(𝐬𝐬^t)^T[𝐊(𝐬^t)𝐀^T𝐀](𝐬𝐬^t).$$
(11)
Lee and Seung proved this positive semidefiniteness for the case of $`\lambda =0`$ . In our case, with $`\lambda >0`$, the matrix whose positive semidefiniteness is to be proved is the same except that a strictly non-negative diagonal matrix has been added (see the above comment on the choice of $`𝐊`$). As a non-negative diagonal matrix is positive semidefinite, and the sum of two positive semidefinite matrices is also positive semidefinite, the $`\lambda =0`$ proof in  also holds when $`\lambda >0`$.

It remains to be shown that the update rule in (4) selects the minimum of $`G`$. This minimum is easily found by taking the gradient and equating it to zero:

$$_𝐬G(𝐬,𝐬^t)=𝐀^T(\mathrm{𝐀𝐬}^t𝐱)+\lambda 𝐜+𝐊(𝐬^t)(𝐬𝐬^t)=0,$$
(12)
where $`𝐜`$ is a vector with all ones. Solving for $`𝐬`$, this gives

$`𝐬`$ $`=`$ $`𝐬^t𝐊^1(𝐬^t)(𝐀^T\mathrm{𝐀𝐬}^t𝐀^T𝐱+\lambda 𝐜)`$ (13)
$`=`$ $`𝐬^t(𝐬^t./(𝐀^T\mathrm{𝐀𝐬}^t+\lambda 𝐜)).(𝐀^T\mathrm{𝐀𝐬}^t𝐀^T𝐱+\lambda 𝐜)`$ (14)
$`=`$ $`𝐬^t.(𝐀^T𝐱)./(𝐀^T\mathrm{𝐀𝐬}^t+\lambda 𝐜))`$ (15)
which is the desired update rule (4). This completes the proof.

## 9 Acknowledgements

I wish to acknowledge Aapo Hyvärinen for useful discussions and helpful comments on an earlier version of the manuscript.