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# Sweeping the Space of Admissible Quark Mass Matrices

## I Introduction

The four three-generation mass sectors of quarks and leptons belong to the deepest enigmas of the standard model of strong and electroweak interactions. While there is a great amount of experimental information of steadily increasing accuracy, theoretical models of mass matrices and mixing matrices are scarce. In this unsatisfactory situation it seems of utmost importance to parameterize the available data in such a way that possible textures in the mass matrices of a given charge sector become visible in an unambiguous manner. For instance, in the case of quarks, there are 10 data, viz. the masses of the three charge $`+2/3`$ quarks, the masses of the three charge $`1/3`$ quarks, and four observables in the Cabibbo-Kobayashi-Maskawa (CKM) matrix, to be compared to 12 physically significant parameters in the mass matrices $`M^{(u)}`$ and $`M^{(d)}`$. Therefore, reconstructing mass matrices from the data really amounts to finding an optimal parameterization that exhibits the remaining two-parameter freedom in a transparent way.

An important step in this direction was taken by Branco et al. who realized that the class of so-called nearest-neighbour-interaction (NNI)-bases for chiral states are economical but still completely general , and may hence be used in attempts to reconstruct the mass matrices from the observed mass eigenvalues and the empirical mixing matrices. These authors also gave an explicit procedure for constructing mass matrices in an NNI basis, for arbitrary mass sectors of quarks. Unfortunately, their analysis involves solving cubic equations. Although soluble in principle, these equations are too cumbersome to solve and do not allow for a practical and efficient reconstruction.

In this paper we propose a new method of reconstruction that avoids these shortcomings. We conjecture that this method and the appropriate parameterization are optimal in the sense of concentrating the remaining freedom in a single complex parameter whose domain of variation can be restricted to the interior of a circle in the complex plane. In particular, we succeed in reconstructing the mass matrices proper, up to unobservable changes of basis. This goes beyond, say, the work of Harayama and Okamura  who express the CKM matrix in terms of six parameters, with a two-parameter freedom. The way from their result to the mass matrices seems involved and not well suited for a practical analysis.

We make use of the polar decomposition theorem for nonsingular matrices

$$M=TW,$$

where $`T`$ is a lower-triangular matrix and $`W`$ is a unitary matrix which, when applying this formula to three generations of chiral quarks, can be absorbed in the right-chiral fields. If, in addition, we work in the class of NNI bases in which the $`(21)`$-element of $`T`$ is seen to vanish, we still cover the most general case but get rid of all redundant quantities. More precisely, if

$$\widehat{H}^{(q)}=M^{(q)}M^{(q)}=\widehat{T}^{(q)}\widehat{T}^{(q)},q=u,d,$$

are the “squared” hermitean mass matrices and $`D^{(q)}=\text{diag }(m_1^2,m_2^2,m_3^2)`$ with $`m_1m_u`$ or $`m_d`$ etc. their diagonal forms, then, in any NNI basis,

$$\widehat{H}^{(u)}=U^{}D^{(u)}U,\widehat{H}^{(d)}=U^{}V_{\mathrm{CKM}}D^{(d)}V_{\mathrm{CKM}}^{}U.$$

The matrix $`U`$ which is known analytically , depends on two complex parameters, say $`a`$ and $`b`$ defined in eq. (54) below. These parameters are related through a *quadratic* equation whose coefficients are elements of the matrix

$$V_{\mathrm{CKM}}D^{(d)}V_{\mathrm{CKM}}^{},$$

i.e. of a matrix that is obtained solely from experimental data! Solving for one or the other of them, say $`b=b(a)`$, reduces the set of admissible mass matrices to the expected two-parameter freedom in the variable $`a`$. Progress achieved in this way is twofold: On the one hand, parameterization in terms of, say, $`a`$ is analytically simple and transparent. On the other hand, the domain of variation of $`a`$ and the formulae for the elements of $`\widehat{H}^{(u)}`$ and $`\widehat{H}^{(d)}`$ are such that the space of admissible mass matrices can be studied graphically and numerically, as $`a`$ sweeps through all allowed values, in a quantitatively reliable manner. Although we have not done this yet, one can even follow the propagation of the error bars of the experimental input, in not too involved a procedure.

The paper is organised as follows: In sect. 2 we review the choice of NNI bases and recapitulate the relevance of the polar decomposition theorem for the problem at stake. Sect. 3 which is the main body of our work, describes the explicit construction of the matrix $`U`$ as well as its parameterization in terms of $`a`$, $`b`$, and the squared masses of the *up-*sector. The NNI condition is encoded in the quadratic equation (64) below. In sect. 4 we discuss symmetries helpful in solving that constraint, and consider some limiting cases in order to illustrate the method. We also propose an expansion of the solutions in terms of a parameter which, due to the hierarchy in the quark masses, is numerically very small. The final sect. 5 gives two examples of how a conjectured texture of mass matrices can be checked against the data in a simple and transparent manner, by converting the mass matrices to the (general) form studied here. It ends with a few conclusions.

## II General nearest-neighbour bases and triangular matrices

In the case of three generations the mass matrices $`\widehat{M}^{(u)}`$ and $`\widehat{M}^{(d)}`$ in the so called *nearest neighbour interaction* (NNI) basis are characterized by the following generic structure,

$$\widehat{M}^{(u)},\widehat{M}^{(d)}=\left(\begin{array}{ccc}0& & 0\\ & 0& \\ 0& & \end{array}\right).$$
(1)
Here the “$``$”-entries appearing on the r.h.s. of (1) are arbitrary non-vanishing, complex numbers. The interpretation of this particular choice of the mass matrices that is usually given by its proponents is the following: the $`(11)`$\- and $`(22)`$-elements are put equal to zero, while letting the $`(33)`$-element be different from zero, with the idea of describing an initial, no-interaction situation where two quarks are massless and only one is massive. Furthermore, only neighbouring generations are allowed to interact, by assuming nonvanishing $`(12)`$-, $`(21)`$-, $`(23)`$-, and $`(32)`$-elements, but vanishing $`(13)`$\- and $`(31)`$-elements.

However, it has been known for a long time that this setting, although very tempting and intuitive at first sight, is ill-defined unless it is supplemented by further assumptions. Indeed, Branco, Lavoura, and Mota showed in  that any set of admissible mass matrices $`\{M^{(u)},M^{(d)}\}`$ of the standard model, i.e. any set of two *completely arbitrary* non-singular $`3\times 3`$-matrices, can be transformed to the form given in (1) without the need for any further assumption. In other words, in the framework of the minimal standard model where only left-chiral fermion fields participate in charged current weak interactions, the mass matrices in (1) are still completely general, the specific form (1) reflecting no more than a specific choice of chiral basis. This fact is mainly due to the observation that weak interactions of quarks remain unchanged under the simultaneous transformations

$`M^{(u)}`$ $``$ $`\widehat{M}^{(u)}=U^{}M^{(u)}V_u\text{ and}`$ (2)
$`M^{(d)}`$ $``$ $`\widehat{M}^{(d)}=U^{}M^{(d)}V_d,`$ (3)
of the mass matrices, where $`U,V_u`$ and $`V_d`$ are arbitrary unitary $`3\times 3`$-matrices: On the one hand, the unitaries $`V_u`$ and $`V_d`$ act on the right-chiral fields $`(u_R,c_R,t_R)`$ and $`(d_R,s_R,b_R)`$, respectively, and, hence, can be absorbed by a redefinition of these unobservable fields, without loss of generality. On the other hand, the common unitary matrix $`U`$ in (2) which acts on the left-chiral quark fields, drops out when calculating the physical Cabibbo-Kobayashi-Maskawa (CKM) matrix

$$V_{\mathrm{CKM}}=U_L^{(u)}U_L^{(d)}.$$
(4)
In (4) $`U_L^{(u)}`$ and $`U_L^{(d)}`$ are the unitary matrices which diagonalize the “squared”, hermitean mass matrices

$$H^{(q)}=M^{(q)}M^{(q)},q=u,d,$$
(5)
of the up- and down-sector, respectively, viz.

$`U_L^{(u)}H^{(u)}U_L^{(u)}`$ $`=`$ $`\text{diag}(m_u^2,m_c^2,m_t^2)D^{(u)},`$ (6)
$`U_L^{(d)}H^{(d)}U_L^{(d)}`$ $`=`$ $`\text{diag}(m_d^2,m_s^2,m_b^2)D^{(d)}.`$ (7)
Thus, as proved in , the structure (1) of the mass matrices corresponds to no more than a special, physically admissible choice of the electroweak basis. The interpretation sketched above fully rests on this choice and will no longer be valid in other electroweak bases. Unless this special choice is singled out by additional arguments that could stem, e.g., from physics beyond the standard model, the above interpretation loses its physical significance because *physics*, of course, *must not depend on the choice of basis*.
There is an alternative derivation of the same conclusion which, at the same time, helps us to fix notations for our subsequent calculations. As was shown in , , when dealing with questions of reconstructing mass matrices from the experimental data, i.e. from four independent absolute values of CKM matrix elements and the six quark masses, a most economic but nevertheless physically completely general parameterization of the quark mass matrices is given by *triangular mass matrices*,

$$T^{(u)},T^{(d)}=\left(\begin{array}{ccc}& 0& 0\\ & & 0\\ & & \end{array}\right).$$
(8)
This parameterization results upon exploiting the polar decomposition theorem for non-singular, but otherwise arbitrary matrices:

$$M^{(q)}=T^{(q)}W^{(q)},q=u,d,\text{with }W^{(q)}\text{ unitary}.$$
(9)
Again, the unitaries $`W^{(q)}`$, $`q=u,d`$, can be absorbed by a redefinition of the right-chiral quark fields, without loss of generality.
At the level of the squared mass matrices $`\widehat{H}^{(q)}`$ the NNI structure (1) of the mass matrices is equivalent to a vanishing $`(12)`$-element (and – because $`\widehat{H}^{(q)}`$ is hermitean – also a vanishing $`(21)`$-element):

$$\widehat{H}_{12}^{(q)}=\mathrm{\hspace{0.33em}0}=\widehat{H}_{21}^{(q)},q=u,d.$$
(10)
Because of $`\widehat{H}^{(q)}=\widehat{M}^{(q)}\widehat{M}^{(q)}=\widehat{T}^{(q)}\widehat{T}^{(q)}`$, $`q=u,d`$, a straightforward calculation shows that within the triangular parameterization the NNI condition (10) reads

$$\widehat{T}_{21}^{(q)}=\mathrm{\hspace{0.33em}0},q=u,d.$$
(11)
Mimicking for a moment the (invalid) interpretation mentioned in connection with the NNI structure (1), eq. (11) would suggest that there is *no* direct interaction between the first and the second generation while, in the basis (1), these evidently do mix, and, in fact, mix strongly. Direct interactions seem to be present between the second and third generations as well as between the first and third generations only, due to the non-vanishing $`(32)`$\- and $`(31)`$-elements of $`\widehat{T}^{(q)}`$, respectively, in contrast to (1) where seemingly there is no direct coupling between first and third generations.
These statements underpin once more that such an interpretation is dependent on the electroweak basis chosen for the representation of the mass matrices and, hence, should better be avoided altogether.

Although it is unrelated to a specific physical picture of quark masses and mixings, bases that yield the NNI form of the mass matrices turn out to be very useful in the process of reconstructing mass matrices from the observed quark mixings and masses. Therefore, in what follows we shall make extensive use of this class of bases. That is to say, we start from triangular mass matrices whose $`(21)`$-elements are zero, viz.

$$\widehat{T}^{(u)}=\left(\begin{array}{ccc}\widehat{\alpha }& 0& 0\\ 0& \widehat{\beta }& 0\\ \widehat{\kappa }_3e^{\mathrm{i}\widehat{\phi }_3}& \widehat{\kappa }_2e^{\mathrm{i}\widehat{\phi }_2}& \widehat{\gamma }\end{array}\right),\widehat{T}^{(d)}=\left(\begin{array}{ccc}\widehat{\alpha }^{}& 0& 0\\ 0& \widehat{\beta }^{}& 0\\ \widehat{\kappa }_3^{}e^{\mathrm{i}\widehat{\phi }_3^{}}& \widehat{\kappa }_2^{}e^{\mathrm{i}\widehat{\phi }_2^{}}& \widehat{\gamma }^{}\end{array}\right).$$
(12)
Here and in the sequel the hat on the symbols refers to the choice of an NNI basis.

Possible phases can be absorbed into the right-chiral fields and, hence, without loss of generality, the matrix elements $`\widehat{\alpha },\widehat{\beta },\widehat{\gamma }`$ and $`\widehat{\alpha }^{},\widehat{\beta }^{},\widehat{\gamma }^{}`$ along the diagonals may be chosen to be real. In fact, also the phases $`\widehat{\phi }_2`$ and $`\widehat{\phi }_3`$ could be dropped by making use of the unitary matrix $`U`$ in (2) thereby rendering $`\widehat{T}^{(u)}`$ real. In doing so, on the theoretical side we are left with 12 parameters, 5 from the up-sector and 7 from the down-sector. These have to be confronted with 10 experimental data, i.e. 6 quark masses + 4 real observables in the CKM matrix, leaving a freedom of two parameters. This is characteristic for an NNI basis.

## III An efficient reconstruction procedure

The authors of  give a detailed prescription for the construction of mass matrices in an NNI basis, for arbitrary mass matrices: The main step consists in solving the eigenvalue problem

$$(H^{(u)}+\kappa H^{(d)})_{ij}u_{j2}=\lambda u_{i2}$$
(13)
for the matrix $`H^{(u)}+\kappa H^{(d)}`$, where $`\kappa `$ denotes an arbitrary complex number. Note that $`\kappa `$ reflects the two-parameter freedom within the class of NNI matrices. Once the second column $`(u_{i2})`$ of the unitary matrix $`U`$, which transforms the arbitrary squared mass matrices (5) to NNI form (see (2)) is determined according to (13), the first column $`(u_{i1})`$ is calculated by means of

$$u_{i1}ϵ_{ijk}u_{j2}^{}u_{l2}^{}(H^{(u)})_{lk},$$
(14)
see . Finally, the third column $`(u_{i3})`$ follows from the unitarity of $`U`$. It is easily checked that (13) and (14) indeed imply $`u_{i1}^{}(H^{(q)})_{ij}u_{j2}=\mathrm{\hspace{0.33em}0}`$ for $`q=u,d`$ as required.
However, the prescription just outlined is not very well suited when aiming at an *explicit* construction of all NNI mass matrices. This is simply due to the fact that in the interesting case of three generations the eigenvalue problem (13) leads to a cubic equation. The solutions of this cubic equation are, of course, known in principle but the corresponding expressions are rather lengthy and involved and they complicate tremendously subsequent calculations. In this paper we propose a different procedure which will be seen to result in much simpler expressions.
We start from the following observation : Without loss of generality we may assume that the squared mass matrix of $`u`$-quarks is already diagonal, that is, in other words, that the mixing has been shifted entirely to the down-sector. Indeed, this is achieved by exploiting once more the freedom contained in (2) by choosing $`U=U_L^{(u)}`$. With this choice we obtain (using (2), (4), and (6)):

$`H^{(u)}`$ $``$ $`U_L^{(u)}H^{(u)}U_L^{(u)}=D^{(u)}\text{ and}`$ (15)
$`H^{(d)}`$ $``$ $`U_L^{(u)}H^{(d)}U_L^{(u)}=U_L^{(u)}U_L^{(d)}D^{(d)}U_L^{(d)}U_L^{(u)}`$ (17)
$`=V_{\mathrm{CKM}}D^{(d)}V_{\mathrm{CKM}}^{}`$
Thus, in what follows, by this redefinition, the experimental input will be coded in the form

$$H^{(u)}=D^{(u)}\text{ and }H^{(d)}=V_{\mathrm{CKM}}D^{(d)}V_{\mathrm{CKM}}^{}.$$
(18)
Note that $`H^{(d)}`$ is *completely* fixed in terms of the experimental input, i.e. the three quark masses of the down-sector and four physically relevant parameters of the CKM matrix. Let us comment on this point in more detail: Because, in general, normed eigenvectors are only fixed up to arbitrary phase factors, instead of $`U^{}=U_L^{(u)}`$ we can as well choose $`U^{}=P_1U_L^{(u)}`$ in the above reasoning, with $`P_1`$ a diagonal phase matrix,

$$P_1=\text{diag}(e^{\mathrm{i}\varphi _1},e^{\mathrm{i}\varphi _2},e^{\mathrm{i}\varphi _3}).$$
(19)
With this choice the second substitution in (15) becomes:

$`H^{(d)}`$ $``$ $`\widehat{H}^{(d)}=P_1V_{\mathrm{CKM}}D^{(d)}V_{\mathrm{CKM}}^{}P_1^{}`$ (21)
$`=P_1V_{\mathrm{CKM}}P_2^{}D^{(d)}P_2V_{\mathrm{CKM}}^{}P_1^{}`$
In the last line, $`P_2`$ again denotes a diagonal matrix containing only phase factors,

$$P_2=\text{diag}(e^{\mathrm{i}\varphi _4},e^{\mathrm{i}\varphi _5},1),$$
(22)
and the diagonal character of $`D^{(d)}`$ has been used. Eq. (21) shows that we are allowed to choose *any* parameterization for $`V_{\mathrm{CKM}}`$ that we would like to start with. The transition to any other parameterization of $`V_{\mathrm{CKM}}`$ is easily accomplished by means of suitable choices of the phase matrices $`P_1`$ and $`P_2`$.
Next, we have to tackle the task of finding the unitary matrices $`U`$ which transform the squared mass matrices $`H^{(q)}`$ to NNI form. Postponing for a moment the analysis of the down-sector, the corresponding condition for $`U`$ in the up-sector simply reads

$$\widehat{H}^{(u)}=U^{}D^{(u)}UD^{(u)}=U\widehat{H}^{(u)}U^{}.$$
(23)
In other words, at this stage $`U`$ is given by those unitary matrices that diagonalise the most general squared mass matrix $`\widehat{H}^{(u)}=\widehat{T}^{(u)}\widehat{T}^{(u)}`$ where $`\widehat{T}^{(u)}`$ is taken from (12) (with $`\widehat{\phi }_2=0=\widehat{\phi }_3`$, without loss of generality). This is the first condition for the matrix $`U`$.

An analytical expression for the matrix $`U`$ is obtained by restricting to the case $`\kappa _1=0`$ the general solution of the problem of diagonalisation that we had obtained earlier in , viz.

$`U`$ $`=`$ $`P\left(\begin{array}{ccc}f(m_u)/n_1& g(m_u)/n_1& h(m_u)/n_1\\ f(m_c)/n_2& g(m_c)/n_2& h(m_c)/n_2\\ f(m_t)/n_3& g(m_t)/n_3& h(m_t)/n_3\end{array}\right),`$ (27)
where the functions $`f(m_i)`$, $`g(m_i)`$, $`h(m_i)`$ and the denominators $`n_k`$ are given by

$`\begin{array}{c}\hfill f(m_i)\\ \hfill g(m_i)\\ \hfill h(m_i)\end{array}`$ $`\begin{array}{c}=\\ =\\ =\end{array}`$ $`\begin{array}{c}\widehat{\alpha }\widehat{\kappa }_3(\widehat{\beta }^2m_i^2)\hfill \\ \widehat{\beta }\widehat{\kappa }_2(\widehat{\alpha }^2m_i^2)\hfill \\ (\widehat{\alpha }^2m_i^2)(\widehat{\beta }^2m_i^2)\hfill \end{array}\}(i=u,c,t)`$ (37)
$`\begin{array}{c}\hfill n_1^2\\ \hfill n_2^2\\ \hfill n_3^2\end{array}`$ $`\begin{array}{c}=\\ =\\ =\end{array}`$ $`\begin{array}{c}(\widehat{\alpha }^2m_u^2)(\widehat{\beta }^2m_u^2)(m_t^2m_u^2)(m_c^2m_u^2)\hfill \\ (m_c^2\widehat{\alpha }^2)(\widehat{\beta }^2m_c^2)(m_t^2m_c^2)(m_c^2m_u^2)\hfill \\ (m_t^2\widehat{\alpha }^2)(m_t^2\widehat{\beta }^2)(m_t^2m_c^2)(m_t^2m_u^2).\hfill \end{array}`$ (47)
The diagonal phase matrix $`P`$,

$$P=\text{diag}(1,e^{\mathrm{i}\psi _2},e^{\mathrm{i}\psi _3}),$$
(48)
represents the freedom of multiplying each eigenvector of $`\widehat{H}^{(u)}`$ with an arbitrary phase factor***The choice of the first phase, $`\mathrm{exp}\{\mathrm{i}\pi \}`$, is made for the sake of convenience.. As we are aiming at *all* NNI mass matrices this freedom must be taken into account. This will become clear also in a moment when we count the degrees of freedom explicitly.
Furthermore, from the comparison of the characteristic polynomials of $`\widehat{T}^{(u)}\widehat{T}^{(u)}`$ and of $`D^{(u)}`$ the parameters $`\widehat{\kappa }_2`$ and $`\widehat{\kappa }_3`$ are fixed in terms of $`\widehat{\alpha }`$, $`\widehat{\beta }`$ and the squared quark masses of the up-sector by means of the relations:

$`m_u^2m_c^2m_t^2`$ $`=`$ $`\widehat{\alpha }^2\widehat{\beta }^2\widehat{\gamma }^2`$ (49)
$`m_u^2m_c^2+m_u^2m_t^2+m_c^2m_t^2`$ $`=`$ $`\widehat{\alpha }^2\widehat{\beta }^2+\widehat{\beta }^2\widehat{\gamma }^2+\widehat{\gamma }^2\widehat{\alpha }^2+\widehat{\alpha }^2\widehat{\kappa }_2^2+\widehat{\beta }^2\widehat{\kappa }_3^2`$ (50)
$`m_u^2+m_c^2+m_t^2`$ $`=`$ $`\widehat{\alpha }^2+\widehat{\beta }^2+\widehat{\gamma }^2+\widehat{\kappa }_2^2+\widehat{\kappa }_3^2`$ (51)
As a consequence, $`U`$ is a function of four real parameters (and, of course, the masses of the up-quarks),

$$U=U(\widehat{\alpha },\widehat{\beta },\psi _2,\psi _3),$$
(52)
see appendix A for more details.
Next we turn to the down-sector. In order to guarantee the NNI form in the down-sector, too, the unitary matrix $`U`$, eq. (27), has to fulfill one additional condition. With $`\widehat{H}^{(d)}=U^{}H^{(d)}U`$ and setting $`U=(u_{ij})`$ and $`H^{(d)}=V_{\mathrm{CKM}}D^{(d)}V_{\mathrm{CKM}}^{}=(h_{ij})`$, see (18), this condition reads

$$(\widehat{H}^{(d)})_{12}=u_{i1}^{}h_{ij}u_{j2}\stackrel{!}{=}\mathrm{\hspace{0.33em}0}.$$
(53)
This yields the second condition for the matrix $`U`$. As this is an equation for complex numbers, two out of the four parameters $`\widehat{\alpha },\widehat{\beta },\psi _2`$ and $`\psi _3`$ are fixed this way, leaving a freedom of two real parameters. This is characteristic for the NNI form. Please note that it is essential to take into account properly the freedom parametrized in $`P`$, eq. (48). Had we missed the phase matrix $`P`$, $`U`$ would have been completely determined by (53) and only *one* special set of NNI mass matrices would have resulted, contrary to our purpose of reconstructing *all* NNI mass matrices.
The parameterization of $`U`$, eq. (27), in terms of $`\widehat{\alpha },\widehat{\beta },\psi _2`$ and $`\psi _3`$ is not suited for constructing the solutions of (53), simply because the resulting equation contains a complicated sum of cosines with arguments $`\psi _2`$, $`\psi _3`$, as well as their difference $`\psi _2\psi _3`$. The practical reconstruction in this framework would not be simpler than within the original proposal of Branco, Lavoura and Mota. The situation changes decisively if we use a new parameterization of $`U`$ in terms of two complex numbers defined as followsThe case $`u_{12}=0`$ must be excluded at this point. However, as we shall see below, this is no restriction: The case where $`a`$ tends to infinity, $`a\mathrm{}`$, is mapped, by a symmetry of the equations, to the point $`a=0`$, cf. eq. (79) below.

$$a:=\frac{u_{22}}{u_{12}}\text{ and }b:=\frac{u_{32}}{u_{12}}.$$
(54)
In particular, the moduli and phases of $`a`$ and $`b`$ are given by

$`|a|`$ $`=`$ $`\sqrt{{\displaystyle \frac{(\widehat{\beta }^2m_u^2)(m_c^2\widehat{\alpha }^2)(m_t^2m_u^2)}{(\widehat{\alpha }^2m_u^2)(\widehat{\beta }^2m_c^2)(m_t^2m_c^2)}}},`$ (55)
$`|b|`$ $`=`$ $`\sqrt{{\displaystyle \frac{(\widehat{\beta }^2m_u^2)(m_t^2\widehat{\alpha }^2)(m_c^2m_u^2)}{(\widehat{\alpha }^2m_u^2)(m_t^2\widehat{\beta }^2)(m_t^2m_c^2)}}},`$ (56)
$`\psi _a`$ $`=`$ $`\{\begin{array}{ccc}\psi _2& \text{for}& m_u^2\widehat{\alpha }^2m_c^2\widehat{\beta }^2m_t^2\\ \psi _2+\pi & \text{for}& m_u^2\widehat{\beta }^2m_c^2\widehat{\alpha }^2m_t^2\end{array},`$ (59)
$`\psi _b`$ $`=`$ $`\psi _3.`$ (60)
The two complex variables $`a`$ and $`b`$ replace the four real variables $`\widehat{\alpha },\widehat{\beta },\psi _2`$ and $`\psi _3`$. In fact, a straightforward calculation shows that $`U`$, eq. (27), when expressed in terms of the new variables $`a`$ and $`b`$ reads as follows:

$$U=\left(\begin{array}{ccc}\frac{(m_t^2m_c^2)|a||b|}{N_2}& \frac{1}{N_1}& \frac{|a|^2(m_c^2m_u^2)+|b|^2(m_t^2m_u^2)}{N_1N_2}\\ \frac{(m_t^2m_u^2)|b|a}{N_2|a|}& \frac{a}{N_1}& \frac{a(|b|^2(m_t^2m_c^2)(m_c^2m_u^2))}{N_1N_2}\\ \frac{(m_c^2m_u^2)|a|b}{N_2|b|}& \frac{b}{N_1}& \frac{b(|a|^2(m_t^2m_c^2)+(m_t^2m_u^2))}{N_1N_2}\end{array}\right)$$
(61)
$`\text{with }N_1^2`$ $`=`$ $`1+|a|^2+|b|^2`$ (62)
$`\text{and }N_2^2`$ $`=`$ $`|ab|^2(m_t^2m_c^2)^2+|a|^2(m_c^2m_u^2)^2+|b|^2(m_t^2m_u^2)^2`$ (63)
As long as only the up-sector is under consideration $`a`$ and $`b`$ remain arbitrary and are not restricted at all. It is the second NNI condition (53) that imposes a constraint on them: in the new parameterization this condition takes the simple form of a *quadratic* equation, viz.

$`(m_t^2m_c^2)ab(h_{11}+ah_{12}+bh_{13})`$ (64)
$`(m_t^2m_u^2)b(h_{21}+ah_{22}+bh_{23})`$ (65)
$`+(m_c^2m_u^2)a(h_{31}+ah_{32}+bh_{33})`$ $`=`$ $`0`$ (66)
Depending on whether (64) is solved for $`a=a(b)`$ or for $`b=b(a)`$ the complex parameter $`b`$ or the complex parameter $`a`$ remains free and, thus, we recover the two-parameter freedom of the NNI reconstruction.
By means of the above formulae elementary calculations yield all parameters of the NNI mass matrices in terms of $`a`$ and $`b`$. For instance, for $`\widehat{\beta }`$ we obtain:

$$\widehat{\beta }^2=\frac{m_u^2+|a|^2m_c^2+|b|^2m_t^2}{1+|a|^2+|b|^2}$$
(67)
After insertion of $`a=a(b)`$ or $`b=b(a)`$ according to (64) this equation specifies *all* admissible values for the parameter $`\widehat{\beta }`$ in the NNI form of the mass matrices by varying the unconstrained parameter $`b`$ or $`a`$, respectively.
The results for all other parameters are quoted in appendix B.

## IV Parameter dependencies, symmetries and expansions

The results derived in the previous section whose details are spelled out in appendix B, are completely general and analytical in the sense that no approximations whatsoever have been made. Furthermore, we conjecture that the parameterization and reduction to the complex parameter $`a`$ (or, alternatively, the parameter $`b`$) described in the previous section is the best one can do in reconstructing mass matrices from their eigenvalues and the CKM observables. In this section we provide further support for this conjecture by giving some examples and by showing that it is possible to classify, in a procedure that is suitable for practical studies, the set of all mass matrices that are compatible with the given observables.

Generally speaking, due to the use of a (as we conjecture) optimal parameterization the task of finding *all* mass matrices in NNI form is reduced to the simple problem of solving a *quadratic* equation, see (64). To begin with we note that the left-hand side of eq. (64) can be written as a scalar product

$`\left(\begin{array}{ccc}(m_t^2m_c^2)ab,& (m_t^2m_u^2)b,& (m_c^2m_u^2)a\end{array}\right)\left(h_{ij}\right)\left(\begin{array}{c}1\\ a\\ b\end{array}\right)`$ (72)
$`=`$ $`(m_t^2m_c^2)ab\left(\begin{array}{ccc}1,& \mu _1/a,& \mu _2/b\end{array}\right)\left(h_{ij}\right)\left(\begin{array}{c}1\\ a\\ b\end{array}\right)=0,`$ (77)
where the constants $`\mu _1`$ and $`\mu _2`$ denote the ratios

$$\mu _1=\frac{m_t^2m_u^2}{m_t^2m_c^2},\mu _2=\frac{m_c^2m_u^2}{m_t^2m_c^2}=\mu _11.$$
(78)
When the condition (72) is written in this form and using the fact that $`\widehat{H}^{(d)}`$ is hermitean, we see at once that if $`(a,b)`$ is a solution, so is $`(\mu _1/a^{},\mu _2/b^{})`$. The simultaneous substitution

$$\left(\begin{array}{c}a\\ b\end{array}\right)\left(\begin{array}{c}a^{}=\mu _1/a^{}\\ b^{}=+\mu _2/b^{}\end{array}\right)$$
(79)
maps the circle with radius $`R_a=\sqrt{\mu _1}`$ in the complex $`a`$-plane onto itself (by relating antipodes), while in the complex $`b`$-plane every point of the circle $`\sqrt{\mu _2}e^{\mathrm{i}\varphi _b}`$ is a fixed point. At the same time, this substitution means interchanging the first and second columns of $`U`$, eq. (61). Therefore, if we restrict, e.g., $`a=a_{\mathrm{inner}}`$ to the interior of the first circle, and calculate $`b(a_{\mathrm{inner}})`$ from (64) as well as the mass matrices $`\left(\widehat{H}^{(u),(d)}\right)_{\mathrm{inner}}`$, then the solution pertaining to $`a_{\mathrm{outer}}a^{}=\mu _1/a_{\mathrm{inner}}^{}`$ and the corresponding value of $`b^{}(a_{\mathrm{outer}})`$ yields the mass matrices

$$\left(\widehat{H}^{(u),(d)}\right)_{\mathrm{outer}}=U_0^{}\left(\widehat{H}^{(u),(d)}\right)_{\mathrm{inner}}U_0\text{with}$$

$$U_0=\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 1\end{array}\right).$$

In particular, for unprimed and primed parameters of the triangular matrices this is equivalent to

$$\left(\alpha ^2\right)_{\mathrm{inner}}=\left(\beta ^2\right)_{\mathrm{outer}}\left(\beta \kappa _2\right)_{\mathrm{inner}}=\left(\alpha \kappa _3\right)_{\mathrm{outer}},$$

$$\left(\gamma ^2+\kappa _2^2+\kappa _3^2\right)_{\mathrm{inner}}=\left(\gamma ^2+\kappa _2^2+\kappa _3^2\right)_{\mathrm{outer}},$$

and likewise for the primed quantities:

$$\left(\alpha ^{\mathrm{\hspace{0.17em}2}}\right)_{\mathrm{inner}}=\left(\beta ^{\mathrm{\hspace{0.17em}2}}\right)_{\mathrm{outer}}\left(\beta ^{}\kappa _2^{}e^{\mathrm{i}\phi _2^{}}\right)_{\mathrm{inner}}=\left(\alpha ^{}\kappa _3^{}e^{\mathrm{i}\phi _3^{}}\right)_{\mathrm{outer}},$$

$$\left(\gamma ^{\mathrm{\hspace{0.17em}2}}+\kappa _2^{\mathrm{\hspace{0.17em}2}}+\kappa _3^{\mathrm{\hspace{0.17em}2}}\right)_{\mathrm{inner}}=\left(\gamma ^{\mathrm{\hspace{0.17em}2}}+\kappa _2^{\mathrm{\hspace{0.17em}2}}+\kappa _3^{\mathrm{\hspace{0.17em}2}}\right)_{\mathrm{outer}}.$$

Clearly, this symmetry simplifies greatly any practical analysis.

Before turning to the general case we illustrate our formulae by a few special cases:
(i) If the parameter $`a`$ vanishes, $`a=0`$, eq. (64) gives $`b(a=0)=h_{21}/h_{23}`$. For the $`u`$-sector we then obtain

$$\widehat{\alpha }^2=m_c^2,\widehat{\beta }^2=\frac{m_u^2|h_{23}|^2+m_t^2|h_{21}|^2}{|h_{23}|^2+|h_{21}|^2},$$

$$\widehat{\kappa }_3=0,\widehat{\beta }\widehat{\kappa }_2=\frac{|h_{21}||h_{23}|(m_t^2m_u^2)}{|h_{23}|^2+|h_{21}|^2},$$

$$\widehat{\gamma }^2=\frac{m_u^2m_t^2}{\widehat{\beta }^2}.$$

Similarly, for the $`d`$-sector we find in this case

$$\widehat{\alpha }^{\mathrm{\hspace{0.17em}2}}=h_{22},\widehat{\beta }^{\mathrm{\hspace{0.17em}2}}=\frac{h_{11}|h_{23}|^2+h_{33}|h_{21}|^22\text{Re }\left(h_{12}h_{13}h_{23}\right)}{|h_{23}|^2+|h_{21}|^2},$$

$$\widehat{\alpha }^{}\widehat{\kappa }_3^{}e^{\mathrm{i}\widehat{\phi }_3^{}}=\sqrt{|h_{23}|^2+|h_{21}|^2}\frac{h_{12}}{|h_{12}|}e^{\mathrm{i}\psi _2},$$

$$\widehat{\beta }^{}\widehat{\kappa }_2^{}e^{\mathrm{i}\widehat{\phi }_2^{}}=\frac{|h_{21}||h_{23}|}{|h_{23}|^2+|h_{21}|^2}\left(h_{33}h_{11}+\frac{h_{21}h_{13}}{h_{23}}\frac{h_{23}h_{31}}{h_{21}}\right),$$

$$\widehat{\gamma }^{\mathrm{\hspace{0.17em}2}}=\frac{m_d^2m_s^2m_b^2}{\widehat{\alpha }^{\mathrm{\hspace{0.17em}2}}\widehat{\beta }^{\mathrm{\hspace{0.17em}2}}}.$$

This example illustrates the power and the simplicity of the reconstruction procedure: Given the experimental data (18), with $`V_{\mathrm{CKM}}`$ given in an arbitrary, but fixed parameterization, the above formulae yield all entries of the triangular matrices (12), hence the mass matrices of the $`u`$\- and $`d`$-sectors in an NNI-basis.

(ii) If we set $`b=0`$, hence $`a(b=0)=h_{31}/h_{32}`$ the mass matrix in the $`u`$-sector is given by

$$\widehat{\alpha }^2=m_t^2,\widehat{\beta }^2=\frac{m_u^2|h_{32}|^2+m_c^2|h_{31}|^2}{|h_{32}|^2+|h_{31}|^2},$$

$$\widehat{\kappa }_3=0,\widehat{\beta }\widehat{\kappa }_2=\frac{|h_{31}||h_{32}|(m_c^2m_u^2)}{|h_{32}|^2+|h_{31}|^2},$$

$$\widehat{\gamma }^2=\frac{m_u^2m_c^2}{\widehat{\beta }^2}.$$

For the $`d`$-sector we obtain the following expressions

$$\widehat{\alpha }^{\mathrm{\hspace{0.17em}2}}=h_{33},\widehat{\beta }^{\mathrm{\hspace{0.17em}2}}=\frac{h_{11}|h_{32}|^2+h_{22}|h_{31}|^2h_{32}h_{13}h_{21}h_{31}h_{23}h_{12}}{|h_{32}|^2+|h_{31}|^2},$$

$$\widehat{\alpha }^{}\widehat{\kappa }_3^{}e^{\mathrm{i}\widehat{\phi }_3^{}}=\sqrt{|h_{32}|^2+|h_{31}|^2}\frac{h_{13}}{|h_{31}|}e^{\mathrm{i}\psi _3},$$

$$\widehat{\beta }^{}\widehat{\kappa }_2^{}e^{\mathrm{i}\widehat{\phi }_2^{}}=\frac{|h_{32}||h_{31}|}{|h_{32}|^2+|h_{31}|^2}\left(h_{22}h_{11}+\frac{h_{31}h_{12}}{h_{32}}\frac{h_{32}h_{21}}{h_{31}}\right),$$

$$\widehat{\gamma }^{\mathrm{\hspace{0.17em}2}}=\frac{m_d^2m_s^2m_b^2}{\widehat{\alpha }^{\mathrm{\hspace{0.17em}2}}\widehat{\beta }^{\mathrm{\hspace{0.17em}2}}}.$$

As in the previous example this shows that it is possible to reconstruct the triangular matrices (12) from the data and, from there, the squared mass matrices $`\widehat{H}^{(q)}=\widehat{T}^{(q)}\widehat{T}^{(q)}`$.

The two preceding examples are degenerate cases because, by setting $`a`$ (or $`b`$) equal to zero, hence fixing $`b(0)`$ (or $`a(0)`$, respectively), the remaining two-parameter freedom is partly “frozen”. The only freedom left over is contained in the phases $`\psi _2`$ or $`\psi _3`$, respectively, which come from the phase matrix (48). Also, the substitution (79) shows that two more special cases can be obtained where one of the parameters is sent to infinity. We also remark in passing that, although unrealistic in the light of the data, one can easily study the even more degenerate case of $`a`$ and $`b`$ both going to zero, for instance via

$$a0,b=\frac{(m_c^2m_u^2)h_{31}}{(m_t^2m_u^2)h_{21}}a0.$$

In the procedure proposed by Branco et al., this limit corresponds to the case $`\kappa =0`$ in (13). While their analysis needs more care in this case, ours can be extrapolated smoothly to $`(a=0,b=0)`$ in the way described above. Thus, there is no obstruction against choosing $`a`$ (or $`b`$) anywhere in the complex plane.

We now turn to the general case but keep in mind the actual values of the observables (quark masses and CKM angles). We first notice that with

$$\left(m_u=5.1\text{ MeV},m_c=1350\text{ MeV},m_t=330000\text{ MeV}\right),$$
(80)
$$\left(m_d=8.9\text{ MeV},m_s=175\text{ MeV},m_b=5600\text{ MeV}\right)$$
(81)
the first ratio (78) is approximately 1 while the second is very small,

$$\mu _111.67\times 10^5,\mu _2=\mu _111.67\times 10^5.$$

It seems appropriate to expand our formulae in terms of $`\mu _2=\mu _11`$. So, for a given value of $`a`$, the two solutions $`b_{1/2}(a)`$ of the quadratic equation (64) are given by

$`b_1(a)`$ $`=`$ $`{\displaystyle \frac{h_{31}+ah_{32}}{h_{21}+a(h_{22}h_{11})a^2h_{12}}}a\mu _2+𝒪(\mu _2^2),`$ (82)
$`b_2(a)`$ $`=`$ $`{\displaystyle \frac{h_{21}+a(h_{22}h_{11})a^2h_{12}}{ah_{13}h_{23}}}+𝒪(\mu _2).`$ (83)
Whether or not this is a good approximation, in principle, depends on the range of $`a`$ and on the matrix elements $`h_{ij}`$, hence on the experimental input. In order to estimate its quality it is useful to compare the product and the sum of the two approximate solutions to the product and the sum of the *exact* solutions of the quadratic equation (64). Thus, denoting the above approximations by $`b_i(a)`$, the exact solutions by $`b_i^{\mathrm{exact}}`$, we define

$`\delta _P`$ $`:=`$ $`{\displaystyle \frac{b_1(a)b_2(a)}{b_1^{\mathrm{exact}}(a)b_2^{\mathrm{exact}}(a)}}1,`$ (84)
$`\delta _S`$ $`:=`$ $`{\displaystyle \frac{b_1(a)+b_2(a)}{b_1^{\mathrm{exact}}(a)+b_2^{\mathrm{exact}}(a)}}1.`$ (85)
If the data are such that $`\delta _P`$ and $`\delta _S`$ are small, and using the fact that the ratio $`b_1/b_2`$ is proportional to $`\mu _2`$, estimates for the approximate solutions are seen to be the following

$$\frac{b_1(a)}{b_1^{\mathrm{exact}}(a)}1+\delta _P\delta _S,\frac{b_2(a)}{b_2^{\mathrm{exact}}(a)}1+\delta _S.$$

In practice, i.e. for realistic values of the experimental input, the quantities (84), as well as the modulus of the ratio $`b_1/b_2`$ are very small. Indeed, with the masses (80), (81), and with the following data for the moduli of the CKM matrix elements , (assuming a positive value of the CP-invariant $`𝒥`$)

$$|V_{ud}|=0.9752,|V_{us}|=0.2213,|V_{cd}|=0.2211,|V_{cs}|=0.9744,$$
(86)
the elements of the hermitean matrix $`\widehat{H}^{(d)}=\left(h_{ij}\right)(m_d^2+m_s^2+m_b^2)\left(k_{ij}\right)`$ are found to be

$$k_{11}=6.144\times 10^5,k_{22}=2.584\times 10^3,k_{33}=0.9973,$$

$$k_{12}=(1.089+\mathrm{i}\mathrm{\hspace{0.25em}2.080})\times 10^4,k_{13}=3.352\times 10^3\mathrm{i}\mathrm{\hspace{0.25em}8.4890}\times 10^6,$$

$$k_{23}=4.062\times 10^2+\mathrm{i}\mathrm{\hspace{0.25em}6.988}\times 10^7.$$

The quantity $`\delta _P`$ is easily seen to be

$$\delta _P(a)=\frac{k_{23}}{ak_{13}k_{23}}\mu _2.$$

As the numerical values of the elements of $`\widehat{H}^{(d)}`$ are such that $`|k_{23}|/|k_{13}|12`$ this function is regular over the interior of the circle with radius $`R_a=\sqrt{\mu _1}`$ and may thus be estimated by means of standard techniques of function theory. We find

$$|\delta _P|1.82\times 10^5.$$
(87)
Due to the symmetry (79) this domain is sufficient to cover all NNI solutions. Estimating $`\delta _S(a)`$ is a bit more complicated because, as a function of $`a`$, it has two poles in that same domain, very close to each other. Excluding a small circle around these poles one finds typically

$$|\delta _S|0.023.$$
(88)
Also the ratio $`b_1/b_2`$ as obtained from (82) and (83) is estimated as follows

$$\left|\frac{b_1}{b_2}\right|0.032.$$

Given the experimental values (80), (81), and (86), $`\delta _S`$, eq. (88) is the dominant uncertainty. Thus, in this framework the expressions (82) and (83) are excellent approximations in the interior of the circle with radius $`R_a`$ except in a small neighbourhood of the two poles of $`b_1(a)`$, eq. (82). Note that the approximations are continuous in the parameter $`a`$ which is to say that the reconstructed mass matrices $`\widehat{H}^{(u)}`$ and $`\widehat{H}^{(d)}`$ depend on the remaining freedom in a continuous manner. This is particularly relevant when studying the dependence of the mass matrices on the parameter $`a`$ and when comparing to textures obtained from specific physical assumptions.

We illustrate the method by means of two examples in Figs. 1 and 2. These figures show the parameters $`\widehat{\alpha }^2`$ and $`\widehat{\beta }^2`$ as functions of the complex parameter $`a`$ and for the two approximate solutions $`b_{1/2}(a)`$, eqs. (82) and (83), with $`a`$ chosen from the interior of the circle with radius $`R_a`$. The figures show clearly the smallness of the neighbourhood of the two poles where the approximation breaks down. Note that if in that region one wishes to use the exact solutions $`b_{1/2}^{\mathrm{exact}}`$ care must be taken in insuring continuity when the signs of square roots are chosen.

## V Some examples and conclusions

In a detailed numerical study  we have verified that the procedure that we are proposing, from a practical point of view, is manageable and transparent, and that all dependencies of the NNI parameters of the triangular matrices can be illustrated in a simple manner.

Assumptions about specific textures of the mass matrices obtained on the basis of some physical conjecture, may or may not be compatible with the data. The parameterization that we are proposing in this work is particularly well suited for testing the consistency of any such model in a simple and transparent manner. We illustrate this statement by two examples taken from the literature. Suppose  in an NNI basis the $`u`$-sector is constrained to be, in addition to the NNI condition,

$$M_{\mathrm{model}}^{(u)}=\left(\begin{array}{ccc}0& r_1& 0\\ r_1& 0& r_2\\ 0& r_2& r_3\end{array}\right),\text{with}r_1,r_2,r_3\text{ real}.$$

The corresponding hermitean, squared form is

$$H_{\mathrm{model}}^{(u)}=\left(\begin{array}{ccc}r_1^2& 0& r_1r_2\\ 0& r_1^2+r_2^2& r_2r_3\\ r_1r_2& r_2r_3& r_2^2+r_3^2\end{array}\right)$$

with $`r_3^2=m_u^2+m_c^2+m_t^22(r_1^2+r_2^2)`$. Comparing this to $`\widehat{H}^{(u)}=\widehat{T}^{(u)}\widehat{T}^{(u)}`$ we see that

$$\widehat{\alpha }^2=r_1^2,\widehat{\beta }^2=r_1^2+r_2^2,\widehat{\alpha }\widehat{\kappa }_3=r_1r_2,\widehat{\beta }\widehat{\kappa }_2=r_2r_3.$$

Thus, by eqs. (55), (56) the moduli of $`a`$ and $`b`$ are fixed and the constraint (64) is reduced to an equation for the pase factors $`e^{\mathrm{i}\psi _a}`$ and $`e^{\mathrm{i}\psi _b}`$. It is then easy to decide whether or not this equation has a solution and, thereby, whether or not the ansatz of the model is compatible with the data.

The second example  makes again use of an NNI basis but now constrains the $`d`$-sector further by assuming

$$M_{\mathrm{model}}^{(d)}=\left(\begin{array}{ccc}0& s_1& 0\\ s_1& 0& s_2\\ 0& s_3& s_3\end{array}\right),\text{with}s_1,s_2,s_3\text{ real}.$$

Like in the previous example the remaining freedom is reduced to two phase factors which must obey the constraint (64). As the latter contains the input data, i.e. quark masses and CKM mixing angles, it is not clear a priori that the model is admissible. We note in passing that according to  both models, within the experimental error bars, can indeed be used to parameterize the data. This is checked in our framework by confirming that eq. (64) has solutions of modulus 1.

The point we wish to make by quoting these examples is the following: while in general it is difficult to test the compatibility of a specific model ansatz with the data (wihin their experimental error bars), the model may always be transformed to an NNI-basis. By converting it to our general form in terms of the parameters $`a`$ and $`b`$, its test in the light of the data is reduced to checking the simple quadratic equation (64).

In summary, we found a new parameterization of squared mass matrices in terms of the experimental input (eigenvalues and mixing observables) and one complex parameter that allows to sample the space of solutions in an analytical and transparent manner. Indeed, from the input: quark masses, matrix elements $`h_{ij}`$ as obtained from the CKM data, eq. (18), and a choice of $`a`$ (from which $`b(a)`$ is obtained via (64), or vice versa), the equations given in appendix B directly yield the mass matrices (12). Thus, by varying the parameter $`a`$ over the circle with radius $`R_a`$ in the complex plane, and using the symmetry (79) we scan the space of all admissible mass matrices, up to unobservable changes of basis.

We conjecture that this procedure of reconstructing all mass matrices which are compatible with the data up to (unobservable) changes of bases, is optimal. We obtained this result by combining the idea of using general NNI-bases  with the polar decomposition theorem that allows to restrict the general analysis to triangular matrices , . The formulae that we obtained are sufficiently simple to handle so that they may be implemented in a reconstruction routine that also takes account of the experimental error bars. Alternatively, as demonstrated by the examples we gave, our method allows for a quick test of compatibility with the data for any assumed texture in the mass matrices.

Finally, with our knowledge of neutrino oscillations and of the corresponding mixing matrix increasing, it will eventually be possible to perform the analogous analysis of the leptonic mass matrices in the standard model.

## A

This appendix gives some intermediate results which are skipped in the main text of section III. We begin with the expressions for $`\widehat{\kappa }_2`$ and $`\widehat{\kappa }_3`$ in terms of $`\widehat{\alpha }`$ and $`\widehat{\beta }`$.
Inserting $`\widehat{\kappa }_2^2`$ according to (51) into (50) and making use of (49) leads after a straightforward calculation to

$$\widehat{\kappa }_3^2=\frac{(\widehat{\alpha }^2m_u^2)(m_c^2\widehat{\alpha }^2)(m_t^2\widehat{\alpha }^2)}{\widehat{\alpha }^2(\widehat{\beta }^2\widehat{\alpha }^2)}.$$
(A1)
In a similar way we also get:

$$\widehat{\kappa }_2^2=\frac{(\widehat{\beta }^2m_u^2)(\widehat{\beta }^2m_c^2)(m_t^2\widehat{\beta }^2)}{\widehat{\beta }^2(\widehat{\beta }^2\widehat{\alpha }^2)}$$
(A2)
Defining $`U=:PV`$, where $`U`$ is given by (27), and $`V=(v_{ij})`$ we thus obtain:

$`v_{i1}=\left(\begin{array}{c}\sqrt{\frac{(\widehat{\beta }^2m_u^2)(m_c^2\widehat{\alpha }^2)(m_t^2\widehat{\alpha }^2)}{(m_t^2m_u^2)(m_c^2m_u^2)(\widehat{\beta }^2\widehat{\alpha }^2)}}\\ \sqrt{\frac{(\widehat{\alpha }^2m_u^2)(\widehat{\beta }^2m_c^2)(m_t^2\widehat{\alpha }^2)}{(m_t^2m_c^2)(m_c^2m_u^2)(\widehat{\beta }^2\widehat{\alpha }^2)}}\\ +\sqrt{\frac{(\widehat{\alpha }^2m_u^2)(m_c^2\widehat{\alpha }^2)(m_t^2\widehat{\beta }^2)}{(m_t^2m_c^2)(m_t^2m_u^2)(\widehat{\beta }^2\widehat{\alpha }^2)}}\end{array}\right),v_{i2}=\left(\begin{array}{c}\sqrt{\frac{(\widehat{\alpha }^2m_u^2)(\widehat{\beta }^2m_c^2)(m_t^2\widehat{\beta }^2)}{(m_t^2m_u^2)(m_c^2m_u^2)(\widehat{\beta }^2\widehat{\alpha }^2)}}\\ \pm \sqrt{\frac{(\widehat{\beta }^2m_u^2)(m_c^2\widehat{\alpha }^2)(m_t^2\widehat{\beta }^2)}{(m_t^2m_c^2)(m_c^2m_u^2)(\widehat{\beta }^2\widehat{\alpha }^2)}}\\ +\sqrt{\frac{(\widehat{\beta }^2m_u^2)(\widehat{\beta }^2m_c^2)(m_t^2\widehat{\alpha }^2)}{(m_t^2m_c^2)(m_t^2m_u^2)(\widehat{\beta }^2\widehat{\alpha }^2)}}\end{array}\right)`$ (A9)
$`v_{i3}=(\sqrt{{\displaystyle \frac{(\widehat{\alpha }^2m_u^2)(\widehat{\beta }^2m_u^2)}{(m_t^2m_u^2)(m_c^2m_u^2)}}},\sqrt{{\displaystyle \frac{(m_c^2\widehat{\alpha }^2)(\widehat{\beta }^2m_c^2)}{(m_t^2m_c^2)(m_c^2m_u^2)}}},\sqrt{{\displaystyle \frac{(m_t^2\widehat{\alpha }^2)(m_t^2\widehat{\beta }^2)}{(m_t^2m_c^2)(m_t^2m_u^2)}}})^T`$ (A10)
In (A9) the upper signs for $`v_{21}`$ and $`v_{22}`$ refer to the case

$$m_u^2\widehat{\alpha }^2m_c^2\text{ and }m_c^2\widehat{\beta }^2m_t^2\text{ (case I)},$$
(A11)
whereas the lower signs pertain to the case

$$m_c^2\widehat{\alpha }^2m_t^2\text{ and }m_u^2\widehat{\beta }^2m_c^2\text{ (case II)}.$$
(A12)
In fact, this distinction of two cases easily follows from the positivity of $`n_i^2`$, $`i=1,2,3`$, see (27). At the same time, this argument shows that these two cases exhaust all possibilities.

## B

In this appendix we quote the results for the parameters of the mass matrices in NNI form in terms of the complex variables $`a`$ and $`b`$ (54). For the up-sector the expressions in question are obtained by means of (23) and inserting $`U`$ according to (61), or, equivalently, by using (54) and (A1) - (A9):

$`\widehat{\alpha }^2`$ $`=`$ $`{\displaystyle \frac{1}{N_2^2}}\left(|a|^2|b|^2m_u^2(m_t^2m_c^2)^2+|a|^2m_t^2(m_c^2m_u^2)^2+|b|^2m_c^2(m_t^2m_u^2)^2\right)`$ (B1)
$`\widehat{\beta }^2`$ $`=`$ $`{\displaystyle \frac{1}{N_1^2}}\left(m_u^2+|a|^2m_c^2+|b|^2m_t^2\right)`$ (B2)
$`\widehat{\beta }\widehat{\kappa }_2`$ $`=`$ $`{\displaystyle \frac{N_2}{N_1^2}}`$ (B3)
$`\widehat{\alpha }\widehat{\kappa }_3`$ $`=`$ $`{\displaystyle \frac{N_1}{N_2^2}}|a||b|(m_t^2m_c^2)(m_t^2m_u^2)(m_c^2m_u^2)`$ (B4)
In addition, $`\widehat{\gamma }^2`$ is determined from (49), viz.

$$\widehat{\gamma }^2=\frac{(m_um_cm_t)^2}{\widehat{\alpha }^2\widehat{\beta }^2}$$
(B5)
The results for the down-sector follow from

$$\widehat{H}^{(d)}=UH^{(d)}U^{},$$

where $`H^{(d)}`$ is given in (18). Setting $`H^{(d)}=(h_{ij})`$ we thus get:

$`\widehat{\alpha }^2`$ $`=`$ $`{\displaystyle \frac{1}{N_2^2}}\{(m_t^2m_c^2)^2|ab|^2h_{11}+(m_t^2m_u^2)^2|b|^2h_{22}+(m_c^2m_u^2)^2|a|^2h_{33}`$ (B6)
$``$ $`2(m_t^2m_u^2)(m_t^2m_c^2)|b|^2\text{Re }(ah_{12})+2(m_c^2m_u^2)(m_t^2m_c^2)|a|^2\text{Re }(bh_{13})`$ (B7)
$``$ $`2(m_c^2m_u^2)(m_t^2m_u^2)\text{Re }(abh_{23})\},`$ (B8)
$`\widehat{\beta }^2`$ $`=`$ $`{\displaystyle \frac{1}{N_1^2}}\left\{h_{11}+|a|^2h_{22}+|b|^2h_{33}+2\left(\text{Re }(ah_{12})+\text{Re }(bh_{13})+\text{Re }(abh_{23})\right)\right\}`$ (B9)
$`\widehat{\beta }^{}\widehat{\kappa }_2^{}e^{i\widehat{\phi }_2^{}}`$ $`=`$ $`{\displaystyle \frac{1}{N_1^2N_2}}\{[|a|^2(m_c^2m_u^2)^2+|b|^2(m_t^2m_u^2)^2](h_{11}+ah_{12}+bh_{13})`$ (B10)
$``$ $`\left[|b|^2(m_t^2m_c^2)(m_c^2m_u^2)\right]a^{}(h_{21}+bh_{22}+bh_{23})`$ (B11)
$`+`$ $`[|a|^2(m_t^2m_c^2)+(m_t^2m_u^2)]b^{}(h_{31}+ah_{32}+bh_{33})\}`$ (B12)
$`=`$ $`{\displaystyle \frac{a(h_{31}+ah_{32}+bh_{33})b(h_{21}+ah_{22}+bh_{23})}{ab(m_t^2m_c^2)}}{\displaystyle \frac{N_2}{N_1^2}}`$ (B13)
$`\widehat{\alpha }^{}\widehat{\kappa }_3^{}e^{i\widehat{\phi }_3^{}}`$ $`=`$ $`{\displaystyle \frac{1}{N_1N_2^2|ab|}}\{[|a|^2(m_c^2m_u^2)+|b|^2(m_t^2m_u^2)][|ab|^2(m_t^2m_c^2)h_{11}`$ (B14)
$`+`$ $`a|b|^2(m_t^2m_u^2)h_{12}b|a|^2(m_c^2m_u^2)h_{13}]`$ (B15)
$`+`$ $`[|b|^2(m_t^2m_c^2)(m_c^2m_u^2)][a^{}|ab|^2(m_t^2m_c^2)h_{21}`$ (B16)
$`+`$ $`|ab|^2(m_t^2m_u^2)h_{22}a^{}b|a|^2(m_c^2m_u^2)h_{23}]`$ (B17)
$`+`$ $`[|a|^2(m_t^2m_c^2)+(m_t^2m_u^2)][b^{}|ab|^2(m_t^2m_c^2)h_{31}`$ (B18)
$``$ $`ab^{}|b|^2(m_t^2m_u^2)h_{32}+|ab|^2(m_c^2m_u^2)h_{33}]\}.`$ (B19)
$$\widehat{\gamma }^{\mathrm{\hspace{0.17em}2}}=\frac{(m_dm_sm_b)^2}{\widehat{\alpha }^{\mathrm{\hspace{0.17em}2}}\widehat{\beta }^{\mathrm{\hspace{0.17em}2}}}.$$
(B20)
The second, alternative form (B13) of (B12) is obtained by a few lines of calculations.


format: text

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# On the nature of X–ray Bright Optically Normal galaxies

## 1 Introduction

Thanks to their revolutionary capabilities (arcsec imaging and high energy throughput) Chandra and XMM–Newton have opened up a new era in the study of the hard X–ray sky. Deep Chandra surveys (Brandt et al. 2001, Rosati et al. 2002) have reached extremely faint fluxes in the 0.5–2 keV and 2–7 keV bands virtually resolving the entire XRB flux at these energies; relatively deep XMM–Newton exposures (Hasinger et al. 2001, Baldi et al. 2002) have extended by a factor 50 the sensistivity in the 2–10 and 5–10 keV bands with respect to previous ASCA and BeppoSAX observations. Extensive programs of optical identifications showed extremely interesting and unexpected results. The most surprising finding is the discovery of a a sizeable number of relatively bright X–ray sources spectroscopically identified with early–type “normal” galaxies without any obvious signature of nuclear activity in the optical spectra (Fiore et al. 2000; Hornschemeier et al. 2001; Giacconi et al. 2001; Barger et al. 2001a,b). The large X–ray to optical flux ratio, which exceeds by more than one order of magnitude the average value of early–type galaxies of similar optical luminosity (Fabbiano, Kim, & Trinchieri 1992), and the hard X–ray spectra, determined from the analysis of X–ray colors, both suggest that (obscured) AGN activity is taking place in their nuclei. In principle X–ray spectroscopy could provide a stringent test on their nature. Unfortunately, all the sources are detected with a number of photons which is too small to apply conventional X–ray spectral fitting techniques and to constrain the absorbing column density. The lack of optical emission lines could be also explained if the nuclear light is overshined by either the stellar continuum or a non–thermal component, or if they are not efficiently produced. A much better understanding of the sources powering X–ray bright, optically quiet galaxies can be achieved only by means of multiwavelength observations.

The first detailed broad band (from radio to X–rays) study of what can be considered the archetypal of this class objects, the Chandra source CXOUJ 031238.9–765134 also known as P3 (Fiore et al. 2000) was recently completed by our group (Comastri et al. 2002). The overall energy distribution is consistent with that of a completely hidden possibly Compton thick ($`N_H>`$ 1.5 $`\times `$ 1024 cm-2) AGN (Fig. 1). If this is the case most of the observed X–ray emission would be due to a scattered/reprocessed nuclear component and a luminous ($`L_X`$ 1044 erg s-1) AGN should be present at higher energies. It is plausible that a sizeable population of completely hidden AGN could be hosted by optically “normal” galaxies. Indeed there are claims of several of these sources in the literature (Mushotzky et al. 2000; Hornschemeier et al. 2001; Barger et al. 2001a,b) which seem to support previous findings based on ROSAT data (Griffiths et al. 1995). A better knowledge of their space density and luminosity distribution would be extremely important to trace the cosmological evolution of obscured accretion responsible of a large fraction of the hard X–ray background.

In order to investigate this issue we have collected multiwavelength data of a well defined sample of X–ray bright optically “normal” galaxies (hereinafter XBONG) selected in the hard ($`>`$2 keV) X–ray band from Chandra and XMM–Newton observations. Here we present preliminary results obtained from the analysis of optical and radio observations.

## 2 The XBONG sample

As a starting point for the source selection we considered a subsample of the XMM High Energy Large Area Survey: HELLAS2XMM (Baldi et al. 2002) which, at present, consists of 495 sources detected in the hard 2–10 keV band down to a flux limit of 3 $`\times `$ 10-15 erg cm-2 s-1 in the field of view of 15 XMM–Newton public observations. Six of these fields, containing 147 sources, were selected for follow–up observations in the optical band using the ESO 3.6 m and the TNG 3.5 m telescopes. At the time of writing we have obtained deep R band images for all the objects in our sample and radio data at 6 cm for one out of the six fields. Spectroscopic identification are available for 71 sources (Fiore et al., 2002). Five of them are classified as XBONG on the basis of a relatively high X–ray luminosity ($`L_{210keV}>10^{41}`$ erg s-1) and the lack of significant emission lines in their optical spectra.

In order to increase the number of objects we have also considered the sample of 69 hard X–ray (2–7 keV) selected sources compiled by Barger et al. (2001a,b) and based on Chandra observations of three different fields : Abell 370 (Bautz et al. 2000), SSA13 (Mushotzky et al. 2000) and the CDF–N (Hornschemeier et al. 2001). Extremely deep radio observations at 20 cm and multicolour optical imaging data are available for all the sources in this sample while a spectroscopic redshift has been obtained for 45 out of the 69 objects. The optical spectra have been classified by Barger et al. (2001a,b) into three general categories: (1) broad emission lines, (2) clear signs of high excitation emission lines and (3) no sign of any of the above signatures. There are 10, 15 and 20 sources respectively in each of the above mentioned categories.

In order to build an homogeneus and fairly well defined sample of XBONG we have carefully checked the published optical spectra and applied the same selection criterium adopted for the HELLAS2XMM sample. Only five out of the 20 galaxies classified by Barger et al. (2001a,b) in the third category do not show any evidence of line emission (with the exception of a weak H$`\alpha `$ in a few cases).

The sample discussed in the present paper consists of 10 bona–fide XBONG. The hard X–ray and optical fluxes are reported in Table 1 along with the source redshift and 2–10 keV luminosity. Fluxes and luminosities for Chandra sources have been converted from the quoted 2–7 keV energy range assuming a power law spectrum with $`\mathrm{\Gamma }=1.4`$. R band magnitudes for the Chandra selected objects have been obtained from the published I band magnitudes assuming R–I colors consistent with the values of Fukugita et al. (1995).

The X–ray Hubble diagram for all the spectroscopically identified sources in the HELLAS2XMM and Chandra samples is reported in Fig. 2. For the purposes of the present paper all the sources with emission lines optical spectra (irrespective of their intensity and/or width) are reported with the same symbols and classified as Active Galaxies. The XBONG populate the low redshift, low luminosity end of the diagram. Indeed about 75% of the X–ray sources in the present sample with L$`{}_{210keV}{}^{}<`$ 1043 erg s-1 and z $`<`$ 0.4 are XBONG.

This result seems to suggest a sharp transition in the optical appearance of accreting sources at relatively low luminosities possibly related to a different mechanism powering the X–ray emission. Given that low luminosity objects are strongly biased against in flux limited surveys they might constitute an important fraction of the sources responsible of the background light.

## 3 X–ray and optical properties

Useful constraints on the nature of the XBONG source population can be obtained from the analysis of the already available optical and X–ray fluxes and from an estimate of their average X–ray spectral properties inferred from the hardness ratio analysis. The R band magnitudes plotted versus the 2–10 keV flux are reported in Fig. 3.

The so far identified AGN show a relatively well-defined correlation with the optical magnitude around $`F_X/F_{opt}`$ 1. This correlation is similar to that found by ROSAT for soft X–ray selected quasars (Hasinger et al. 1998) and extended by Chandra (Alexander et al. 2002) and XMM–Newton observations (Lehmann et al. 2001) also for hard X–ray selected sources. The X–ray to optical flux ratio distribution of the galaxies in our sample is characterized by a larger dispersion and a lower average value than that of emission lines AGN suggesting that the optical light is dominated by the host galaxy as expected if an obscured nucleus is responsible for the observed X–ray emission. If this were the case, hard X–ray spectra due to strong low energy absorption are expected. The analysis of X–ray colours might give useful information in this respect. The H/S band ratio, where H and S correspond to the fluxes in the 2–10 keV and 0.5–2 keV energy ranges, has been computed for both the HELLAS2XMM and the Chandra samples and reported in Fig. 4 as a function of the hard X–ray flux.

Although three of the faint Chandra XBONG not detected in the soft X–ray band are characterized by an extremely hard band ratio the X–ray spectrum of the brighter galaxies in the HELLAS2XMM sample is not particulary hard. A heavily buried Compton thick AGN may still be present if the observed X–ray emission is due to a scattered/reflected nuclear component (Comastri et al. 2002).

Figure 5 shows the relation between the 2–10 keV X–ray luminosity and the blue band luminosity (LB) compared with that obtained for a nearby sample of early–type galaxies observed with ASCA (Matsumoto et al. 1997). The ASCA 0.5–4.5 keV luminosities have been converted in the 2–10 keV band assuming a power law spectrum with $`\mathrm{\Gamma }`$ = 1.8 (the average value of the hard component in the ASCA sample). The solid line represents the best fit relation between the blue and the hard X–ray luminosities for bulge–dominated spiral galaxies (Canizares et al. 1987). The hard X–ray luminosity of nearby early–type galaxies is proportional to the optical one and the relation is similar to that of spiral galaxies suggesting that high energy X–ray emission in both early–type and spiral galaxies is due to the integrated contribution of low mass X–ray binaries. These findings have been recently confirmed by high resolution Chandra observations (Loewenstein et al. 2001).

Although a few XBONG could be luminous examples of otherwise normal elliptical galaxies whose X–ray emission arise from the integrated contribution of stellar sources such a possibility is clearly inconsistent with the most luminous objects in our sample.

## 4 Radio and optical properties

Deep radio observations at 1.4 GHz are available for all the 5 Chandra selected XBONG. Although all but one have been detected, their radio to optical flux ratios qualify these objects as radio quiet (Fig. 6). Only two of the five HELLAS2XMM XBONG have been observed at 5 GHz with the Australia Telescope Compact Array (Brusa et al. 2002). Interesting enough one object is a relatively bright (S5GHz = 1.3 mJy) radio source. The radio and broad band properties of the object which was not detected at 5 GHz (P3) have been extensively discussed elsewhere (Comastri et al. 2002).

In order to put the present observations on a broader context we have collected multiwavelength data for two samples of radio selected early–type galaxies from the ATESP survey (S$`{}_{1.4GHz}{}^{}>`$ 0.5 mJy; Prandoni et al. 2001) and the Marano field radio survey (S$`{}_{1.4GHz}{}^{}>`$ 0.2 mJy; Gruppioni, Mignoli & Zamorani 1999). All the objects in these radio selected samples are characterized by an almost featureless optical spectrum without emission lines and thus are very similar to the optical spectra of X–ray selected XBONG.

The presence of relatively bright radio sources hosted by optically normal galaxies has been pointed out already several years ago (Sadler, Jenkins, & Kotany 1989). As long as the radio properties are concerned these objects are classified as AGN, however the lack of an AGN signature in the optical band has never been fully understood.

The optical and radio properties of both the X–ray selected XBONG and the radio selected galaxies brighter than R $``$ 20 are reported in Fig. 6. There are no X–ray observations available for the ATESP galaxies while deep ROSAT PSPC observations are available for the Marano field (Zamorani et al. 1999). The X–ray selected galaxies are on average weaker in the radio band. We note that among the objects with an X–ray detection the two brightest radio sources (one from the HELLAS2XMM sample and the other one in the Marano field) have an optical to radio flux ratio typical of radio loud AGN.

## 5 Conclusions

The high X–ray luminosities and the relative ratios between X–ray, optical and radio fluxes strongly suggest that nuclear activity is going on in almost all the XBONG. The very nature of the mechanism responsible of the observed properties is still puzzling. Based on a detailed multiwavelength study of what can be considered the prototype of this class of objects (P3; Comastri et al. 2002) it has been concluded that an heavily obscured (possibly Compton thick) AGN is the most likely explanation. It is important to point out that such a possibility is not unique and alternative solutions could still be viable. Indeed the presence of an advection dominated accretion flow (ADAF) or a BL Lac object cannot be ruled out among the XBONG which are also relatively luminous at radio frequencies.

Whatever is the nature of the central engine powering the XBONG X–ray emission, a better knowledge of their luminosity and redshift distribution would have important consequences for the synthesis of the X–ray background and in turn for a better understanding of the evolution of accretion powered sources. In this context it is interesting to note that both Compton thick AGN (Fabian 1999; Wilman, Fabian & Nulsen 2001) and ADAF (Di Matteo & Allen 1999) have been proposed as an important class of contributors to the X–ray background.

Even though the bulk of the high energy background is produced by a mixture of type 1 and type 2 AGN as predicted by “standard” population synthesis models (Comastri et al. 2001; Gilli Salvati & Hasinger 2001), these models are far from being unique as they contain a number of naive assumptions concerning the source spectral properties and their cosmological evolution. The recent Chandra and XMM–Newton surveys have already suggested that some revisions are needed in order to explain the observed redshift distribution which peaks at much lower redshifts ($`z<`$ 1) than the model prediction (Hasinger 2002).

Our knowledge of the XBONG population is so far limited to the local Universe. If a significant fraction of unidentified hard X–ray sources discovered in deep surveys (Alexander et al. 2001) is made of high redshift XBONG (which at $`z>1`$ would be extremely faint in the otpical band), this could alleviate the discrepancy between the observed and the predicted redshift distribution.

Sensitive broad band observations of a larger sample of XBONG are clearly required to settle these issues.

###### Acknowledgements.

This research has been partially supported by ASI contracts I/R/103/00 and I/R/107/00, and by the MURST grant Cofin-00–02–36. CV also thanks the NASA LTSA grant NAG5–8107 for financial support. It is a pleasure to thank Roberto Gilli and Paolo Tozzi for many enlightening discussions.


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# Tunnel magnetoresistance and interfacial electronic state

## I Introduction

The tunnel magnetoresistance (TMR) of ferromagnetic tunnel junctions (FTJs) has attracted much interest due to its potentials for technological applications. miyazaki ; moodera1  To realize the high MR ratio and low resistance required for technological applications, more information on the electronic states and tunneling process in FTJs is needed. Thus far, a simple Julliere’s modeljulliere ; maekawa  for the TMR ratio, given as

$$MRratio=\frac{2P_LP_R}{1+P_LP_R},$$
(1)
where $`P_{L(R)}`$ is the spin polarization of the left(right)-hand side ferromagnetic leads, has frequently been used to analyze the TMR ratio. Although this expression well accounts for the experimental results of the TMR ratio once we adopt the values of the spin polarization $`P`$ observed, the meaning of $`P`$ is not sufficiently clear. In order to clarify the relation between the realistic electronic state and the TMR ratio, first principles and realistic tight-binding calculations have been performed to give higher TMR ratios than those observed. butler ; mathon  Also, as a result of the roughness of the amorphous-like barrier, the effects of resonant tunneling, bratkovsky  scattering by disorder, and spin-flip tunneling due to magnetic impurities have been intensively studied. guinea ; inoue1 ; itoh1 ; itoh2

In spite of these intensive theoretical studies, the role of the interface is not yet completely understood. Recent experiments, however, have indicated the importance of the interfacial electronic states: Moodera $`etal.`$ moodera2  showed that a formation of quantum well states at the interface by Cu spacer decreased the TMR ratio in a oscillatory way. Teresa $`etal.`$ teresa  showed that the sign of $`P`$ depends on the combination of the atomic species of the ferromagnetic leads and the barrier materials. LeClair $`etal.`$ leclair  demonstrated that the Cr-dusted interface strongly reduced the TMR ratio of Co/Al-O/Co FTJs, whereas the Cu-dusted interface showed a much smaller effect, suggesting a close relationship between the electronic density of states at interfaces and the TMR ratio of FTJs. As for the decay of the TMR ratio due to the quantum well state, Zhang and Levy levy  proposed that a loss of the coherence due to non-ideal structure of the inserted spacer may give rise to an exponentical decay of the TMR ratio as a function of spacer thickness. The difference between Cr and Cu spacers, however, appears even for 0.1 nm thickness of the spacer, which may indicate that a disorderd configuration of atoms at the interface must be properly taken into consideration.

In this paper, we focus our attention on electronic states of the magnetic impurities at the interfaces, which have partly been argued by LeClair $`etal.`$, leclair  and will show that the observed phenomena for Cr-dusted FTJs can be explained by the concept that the $`s`$-electron tunneling, which is dominant in the tunneling process, is strongly affected by changes induced by magnetic impurities in the electronic states at the interfaces. Below we adopt the periodic Anderson Hamiltonian to model the impurity-doped Co/Al-O/Co type FTJs, calculate the tunnel conductance and TMR ratio by using the Kubo formula, and show that the TMR ratio of FTJs made of Co or permalloy is actually sensitive to the majority spin electronic states induced by magnetic impurities at interfaces. Strong reduction in the giant magnetoresistance (GMR) or inverse GMR induced by magnetic impurities in metallic multilayers has already been reported. hsu ; vouille ; marrows  Such reduction in GMR ratios has been interpreted in terms of the change in the spin asymmetry parameter. campbell  We calculate the effects of magnetic impurities on the GMR ratio in a generalized periodic Anderson model ($`sd`$ model), then compare the effects of magnetic impurities between TMR and GMR .

## II Model and formalism

In order to describe TMR and the electronic states of magnetic impurities in the interfacial Co layers in Co/Al-O/Co type FTJs, we must take into account the following two aspects. First, the positive spin polarization of the tunnel current and the reasonably large TMR ratio of Co/Al-O/Co type FTJs must be properly reproduced in the model. The simplest way to satisfy these conditions is to use $`s`$-electron tunneling that is spin-polarized by spin-dependent $`sd`$ mixing. Second, it is well known that transition metal impurities such as Cr and V in Co metal have magnetic moments antiparallel to the Co moment, and form the so-called virtual bound state (VBS) in the majority spin state of Co. friedel ; hasegawa  Because the formation of VBS results from the mixing of the impurity $`d`$-level with the $`s`$-band of Co metal, we inevitably include the $`s`$-band in the model as well as the $`d`$-band in order to describe the ferromagnetism of Co leads. Thus, the periodic Anderson model can include the basic features necessary to elucidate the electronic states and the characteristics of TMR.

The Hamiltonian of the periodic Anderson model is given by

$$H=H_s+H_d+H_{sd}.$$
(2)
$`H_s`$ is the Hamiltonian for conduction electrons in a tight-binding version given as

$$H_s=t^s\underset{ij\sigma }{}c_{i\sigma }^{}c_{j\sigma }+\underset{i\sigma }{}v^sc_{i\sigma }^{}c_{i\sigma },$$
(3)
where $`t^s`$ is the nearest neighbor (n.n.) hopping integral for $`s`$-electrons being independent of materials, $`v^s`$ is the energy level of the $`s`$-electrons, and $`\sigma `$ indicates the spin ($``$ or $``$). The second term of eq.(2) indicates the $`d`$-levels, and is given as

$$H_d=\underset{i\sigma }{}v_{i\sigma }^dd_{i\sigma }^{}d_{i\sigma }.$$
(4)
The last term indicates the $`sd`$ mixing, as

$$H_{sd}=\gamma \underset{i\sigma }{}(c_{i\sigma }^{}d_{i\sigma }+h.c.).$$
(5)
We neglect $`dd`$ hopping because the tunneling is dominated by $`ss`$ hopping, and assume that, by taking $`\gamma =0`$ in the barrier region, only $`s`$-electrons tunnel through the barrier. Because we deal with transition metal impurities, $`v_{i\sigma }^d`$ represents both the $`d`$-levels $`v_\sigma ^d`$ of the ferromagnetic leads and those of the impurities $`V_{\mathrm{imp}\sigma }`$ introduced at the interface.

The tunnel conductance at the zero-bias limit is calculated in numerical simulations using the Kubo formula. itoh1  We adopt a simple cubic structure for a finite-sized system; the cross section of the system includes $`12\times 12`$ sites and the barrier thickness is 4 in units of the lattice constant $`a`$ . Thereafter, the parameter values are taken in units of $`t^s`$, such that $`v^s=0.0`$, $`v_{}^d=2.5`$, $`v_{}^d=2.0`$, and $`\gamma =1.5`$ for ferromagnetic leads. The barrier potential is taken to be 9.0. As can be seen later, a rather large value of $`\gamma `$ is required to obtain an appreciable TMR ratio by the $`sd`$ mixing.

## III Calculated results

We first calculate the tunnel conductance without impurities, $`\mathrm{\Gamma }_\mathrm{P}`$ and $`\mathrm{\Gamma }_{\mathrm{AP}}`$, in parallel (P) and antiparallel (AP) alignment of the magnetizations of the ferromagnetic leads, respectively. The TMR ratio is defined as

$$MRratio=\frac{\mathrm{\Gamma }_\mathrm{P}\mathrm{\Gamma }_{\mathrm{AP}}}{\mathrm{\Gamma }_\mathrm{P}}.$$
(6)
Figure 1 shows the calculated results of tunnel conductance as a function of the Fermi energy $`ϵ_\mathrm{F}`$.

As a result of the hybridization gap, $`\mathrm{\Gamma }_\mathrm{P}`$ is zero between $`ϵ_\mathrm{F}=2.75`$ and $`1.80`$ for $``$ spin channel, and between $`ϵ_\mathrm{F}=2.25`$ and $`1.40`$ for $``$ spin channel. Consequently, $`\mathrm{\Gamma }_{\mathrm{AP}}=0.0`$ for $`2.75<ϵ_\mathrm{F}<1.40`$. The inset of the figure shows the results of the TMR ratio as a function of $`ϵ_\mathrm{F}`$. The high TMR ratio below $`ϵ_\mathrm{F}=1.4`$ is due to opening of the hybridization gap, but there is no current in AP alignment in this energy region. Above $`ϵ_\mathrm{F}=1.0`$, there is almost no TMR effect, because the current is carried by spin-unpolarized $`s`$-electrons. The physically meaningful values of the TMR ratio appear in a rather narrow range of energy, $`(1.3<ϵ_\mathrm{F}<1.1)`$ where the $`s`$-electrons of the minority spin states carry less current than the majority $`s`$-electrons due to the stronger $`sd`$ mixing at $`ϵ_\mathrm{F}`$. Because the range in which a meaningful TMR ratio appears becomes narrower with decreasing $`\gamma `$, we take $`ϵ_\mathrm{F}=1.2`$ with a rather large value of $`\gamma =1.5`$ hereafter, which brings about an $`MRratio`$ of $`0.25`$, which is not unreasonable when compared with the experimental values.

Now we introduce impurities into a ferromagnetic metal-layer adjacent to the insulating barrier. Because the transition metal impurities of the Cr type in which we are interested may form magnetic moments antiparallel to the magnetic moments of the ferromagnetic leads made, for example, of Co, there is a relation such that $`V_{\mathrm{imp}}>V_{\mathrm{imp}}`$. Because of the relation, the up spin state of the impurities forms VBS, while the down spin state is almost occupied. Therefore, in order to realize the situation, we take $`V_{\mathrm{imp}}=2.5`$, which is slightly below $`v_{}^d=2.0`$, and treat $`V_{\mathrm{imp}}`$ as a variable parameter. In order to gain insight into the electronic state of the impurity, we calculated the density of states (DOS) of a single impurity on the metallic surface, which value is a reasonable approximation of the impurity DOS at the interface of FTJs. We show in the inset of Fig. 2 the dependence of the number of $``$ spin electron $`n_{\mathrm{imp}}`$ of the impurity as a function of $`V_{\mathrm{imp}}`$.

With increasing $`V_{\mathrm{imp}}`$, $`n_{\mathrm{imp}}`$ decreases, indicating that the spin polarization of the impurity becomes negative for larger values of $`V_{\mathrm{imp}}`$ because $`n_{\mathrm{imp}}0.79`$. Because the drop in $`n_{\mathrm{imp}}`$ becomes stronger when $`V_{\mathrm{imp}}`$ approaches $`ϵ_\mathrm{F}=1.2`$, we find that the impurity DOS or VBS is located near $`ϵ_\mathrm{F}`$. Although we did not carry out self-consistent calculations for the impurity state, the magnetic moment of the impurity is about 0.4 per $`d`$-orbital for $`V_{\mathrm{imp}}=0.5`$ and $`V_{\mathrm{imp}}=2.5`$, which gives an on-site Coulomb interaction of $`5`$ in units of $`t^s`$, corresponding to $``$1eV for 3$`d`$ transition metals when we take $`t^s1`$eV. It should be noted, however, that the spin polarization of the ferromagnetic leads is rather small; this is a shortcoming of the present model, which was adopted to reproduce both positive spin polarization and a reasonable TMR ratio.

The tunnel conductance of FTJs including impurities with concentration $`c_{\mathrm{imp}}`$ is calculated by averaging over ten samples for different impurity-configurations. The root-mean-square deviation of the conductance is almost one order of magnitude smaller than the conductance itself. Figure 2 shows the tunnel conductance $`\mathrm{\Gamma }_\mathrm{P}`$ in the parallel alignment as a function of $`V_{\mathrm{imp}}`$. It can be seen that the conductance decreases pronouncedly when $`V_{\mathrm{imp}}`$ exceeds $`ϵ_\mathrm{F}`$. This is because the $`sd`$ mixing decreases the $`s`$-component of the majority spin state near $`ϵ_\mathrm{F}`$ as the VBS approaches $`ϵ_\mathrm{F}`$, and blocks the $`s`$-electron tunneling. In other words, an anti-resonance of the $`s`$-states appears at the interfacial layer where the impurities are introduced. The broken curve in the inset of Fig. 2 shows the $`s`$-component of the DOS of an impurity on a surface of an electrode. It can be seen the anti-resonant state appears when $`V_{\mathrm{imp}}ϵ_\mathrm{F}`$, although the correspondence between the $`V_{\mathrm{imp}}`$-dependences of the DOS and $`\mathrm{\Gamma }_\mathrm{P}`$ is not perfect, probably due to the opening of the hybridization gap in the periodic Anderson model.

As a consequence of the reduction in the $``$ spin conductance in P alignment, the TMR ratio dramatically reduces as $`V_{\mathrm{imp}}`$ approaches $`ϵ_\mathrm{F}`$, as shown in Fig. 3, where the results for $`c_{\mathrm{imp}}=0.2`$ as well as those for $`c_{\mathrm{imp}}=0.1`$ are presented.

The results indicate that the TMR ratio decreases when VBS appears near the Fermi level and weakens the $`s`$-electron tunneling. The reduction of the TMR ratio due to magnetic impurities, however, is quantitatively stronger than the experimental value. The might be due to the rather strong $`sd`$ mixing chosen in this model.

The relative position of VBS of magnetic impurities in transition metals has been intensively studied before; friedel ; hasegawa ; podloucky  VBS for Cr impurities is close to the Fermi level, whereas that of V impurities is higher than the Fermi level. For Cu impurities, on the other hand, $`V_{\mathrm{imp}}`$ may be nearly the same with $`v_{}^d=2.5`$, and does not form any VBS. Therefore, we may conclude that impurities corresponding to Cr and V may bring about dramatic reduction in the TMR ratio whereas Cu impurities do not. The results of both the conductance and TMR ratio are thus in good agreement with the experimental observations. leclair  Further, the present model showed no reduction in the conductance of the $``$ spin state when magnetic impurities were placed on the Co leads several layers apart from the interface. Rather, it slightly increased near $`V_{\mathrm{imp}}0`$. This result is not inconsistent with the experimental result. leclair

## IV Comparison with CIP-GMR

In order to compare the results obtained above with similar effects reported for GMR, we performed simple calculations of GMR in trilayers doped with magnetic impurities near the interface. As a simple model of Co/Cu/Co type trilayers, we adopted the $`sd`$ model, the Hamiltonian of which is given by adding the following Hamiltonian to eq. (2):

$$H_d=t^d\underset{ij\sigma }{}d_{i\sigma }^{}d_{j\sigma },$$
(7)
because $`d`$-electrons may carry the current in this case. The n.n. hopping integral for $`d`$-electrons is taken to be $`0.1`$. Now the $`d`$-band is broadened by the $`d`$-electron hopping, and we take a smaller value of the $`sd`$ mixing; $`\gamma =0.3`$.

The lattice structure is assumed to be simple cubic, and the thickness of each layer is /6/12/6/ atomic layers in units of the lattice constant. Instead of the site representation used for TMR case, we use a mixed representation $`(l,𝐤_{})`$ to treat the semi-infinite systems where $`l`$ is an index of the atomic layers and $`𝐤_{}=(k_x,k_y)`$ is a Fourier transform of the sites on each atomic layer. The Green’s function $`𝐆_\sigma (z)=(zH_\sigma )^1`$ with $`z=ϵ+i\eta `$ is expressed by a tridiagonal matrix where the diagonal elements consist of $`2\times 2`$ matrices of

$$g_{l\sigma }^1(𝐤_{})=\left(\begin{array}{cc}zϵ_𝐤_{}^s& \gamma \\ \gamma & zϵ_𝐤_{}^dv_{l\sigma }^d\end{array}\right),$$
(8)
and the off-diagonal elements are alos given by $`2\times 2`$ matrices including the hopping integrals of $`s`$\- and $`d`$-electrons. The $`d`$-level $`v_{i\sigma }^d`$ depends on the layer, and is expressed as $`v_{l\sigma }^d`$ in eq. (8). As in the TMR case, we take $`v_l^d=2.5`$ and $`v_l^d=2.0`$ when $`l`$ belongs to the ferromagnetic (Co) layers, and $`v_l^d=v_l^d=2.5`$ when $`l`$ belongs to the nonmagnetic (Cu) layers. Because a set of parameter values different from those for the TMR case is used for the GMR case, the position of $`ϵ_\mathrm{F}`$ is different from that taken for the TMR calculation.

To reproduce the GMR effect in our simple model, we introduce the interfacial spin-dependent scattering caused by an intermixing layer at interfaces. inoue2 ; inoue3 ; levy ; gijs ; tsymbal  Because the $`d`$-level of the minority spin state of Co atoms is above the Cu $`d`$-band, Co atoms intermixed with a Cu layer will form VBS in the minority spin state of the Cu $`s`$-band, resulting in spin-dependent scattering to produce the GMR. Here, we introduce the following self-energy into the $`s`$-component of the Green’s function:

$$\mathrm{\Sigma }_\sigma (z)=\frac{c\gamma ^2}{zv_{l\sigma }^d+i\mathrm{\Delta }},$$
(9)
which represents the effects of Co atoms dissolved into the Cu layer. Here $`c`$ indicates the concentration of such Co atoms and $`\mathrm{\Delta }`$ is the broadening of $`d`$-levels due to the $`sd`$ mixing, which is taken to be $`\mathrm{\Delta }=0.1`$, keeping in mind the width of VBS calculated in the first principles. podloucky  We further take $`\eta =0.001`$ to reproduce the spin-independent resistivity. Here, we note that the concentration $`c`$ itself does not have sufficient physical meaning, but $`c\gamma ^2`$ controls the magnitude of the self-energy. The conductivity parallel to the layers can be calculated using the Kubo formula without vertex corrections, because there is translational invariance along the planes. The GMR ratios thus calculated increase with increasing $`c`$ and reach about 60% for $`c=0.5`$.

After successfully reproducing the GMR effect in our simple model, we introduce additional magnetic impurities into the adjacent layers of the intermixed interface. For simplicity, we use the same expression as that in eq. (9) for the self-energy for the majority-spin state of the $`s`$-band caused by the additional magnetic impurities, while $`c`$ and $`v_{l\sigma }`$ are replaced with $`c_{\mathrm{imp}}`$ and $`V_{\mathrm{imp}\sigma }`$, respectively. As in the calculation of TMR, we take $`V_{\mathrm{imp}}=v_l^d`$ and treat $`V_{\mathrm{imp}}`$ as a variable parameter. The GMR ratios calculated for $`c=c_{\mathrm{imp}}=0.5`$ with $`ϵ_\mathrm{F}=2.0`$ are shown in Fig. 4 (open circles) as a function of the impurity potential $`V_{\mathrm{imp}}`$.

It can be seen that an inverse GMR can be realized when $`V_{\mathrm{imp}}ϵ_\mathrm{F}`$. Open squares indicate the results for a trilayer with 6/6/6 atomic layers with $`ϵ_\mathrm{F}=1.9`$, and the results show that the qualitative features are not affected by the thickness of the trilayer. The GMR ratio becomes minimal when $`V_{\mathrm{imp}}ϵ_\mathrm{F}`$, which characteristic is also found in TMR systems. The reduction, however, may be brought about by an increased scattering of $`s`$-electrons in the majority spin band due to $`sd`$ mixing with the impurity states in addition to a reduction in the $`s`$-component of the DOS. The effects of magnetic impurities such as Cr and V in the GMR case are almost the same as those obtained in the TMR case, though the origin of the reduction in TMR ratio is due to the blockade of $`s`$-electron tunneling caused by the anti-resonance in the majority spin state of $`s`$-band.

## V Conclusion

In conclusion, by a qualitative and systematic study of the dependence of the MR ratio on the type of impurities at the interface, we showed that both TMR and GMR ratios are affected strongly when the magnetic impurities form VBS in the majority spin state near the Fermi level. The results are in good agreement with the observed ones. Although the effects of magnetic impurities such as Cr and V are quite similar on TMR and GRM, the reduction in TMR ratios is due to a blockade of $`s`$-electron tunneling, whereas that in GMR is mainly due to an increase of $`s`$-electron scattering in the majority spin state. More realistic and self-consistent calculations, however, are desired to obtain a quantitative understanding between the MR ratio and the interfacial electronic states.

###### Acknowledgements.

It is a great pleasure for the authors to dedicate this paper to Prof. T. Shnjo on the occasion of his retirement from Kyoto University. J. I. is grateful for financial support provided by the NEDO International Joint Research Project (NAME).