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Let $S$ be a set of non-commuting, linearly independent $d \times d$ positive definite matrices (i.e., for any $A \neq B$, $[A, B] = AB - BA \neq 0$). Is there any upper bound for the number of elements the set $S$ contains? (It is clear that it must be equal to or smaller than $d^2$. Any reference to a book/article is appreciated).

By positive definite matrix I mean matrices in the form $A = M^{\dagger}M$ where $M$ is a $d \times d$ invertible matrix over the field $\mathbb{C}$. Linear independence, however, is (necessarily) considered over $\mathbb{R}$, e.g., $A \neq a_1 B + a_2 C$ for any $a_1, a_2 \in \mathbb{R}$ and $A,B,C \in S$.

Hsyn
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  • Are you restricting to symmetric matrices or not? In any case, small perturbations of positive definite matrices are also positive definite, which should lead to a linearly independent set of the largest possible size, and most pairs of matrices don't commute. – Greg Martin May 15 '22 at 17:49
  • No additional restrictions on the form of positive definite matrices. To be clear, by positive definite matrix I mean matrices in the form $A = M^{\dagger}M$ where $M$ is a $d \times d$ invertible matrix over complex numbers. – Hsyn May 15 '22 at 18:20
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    You should add that information in the question (as well as your linear independence being over $\Bbb C$). Doesn't that mean that the upper bound will be $d(d+1)/2$, since all your matrices are Hermitian? – Greg Martin May 15 '22 at 18:53
  • I don't know. Even if it is the case for Hermitian matrices, I guess the positivity condition should also reduce that number. – Hsyn May 16 '22 at 08:38

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The sharp upper bound is $d^2$. For each $d$ we may construct a feasible set $S_d$ that is also a basis of the real vector space of all $d$-rowed Hermitian matrices.

When $d=1$, take $S_1=\{I_1\}$. Now suppose that for some $d\ge1$ we have constructed a feasible set $S_d$. Pick some $a>0$ that is not an eigenvalue of any matrix in $S_d$. Let $\{e_1,e_2,\ldots,e_d\}$ be the standard basis of $\mathbb C^d$ and let $e=\sum_je_j$ be the vector of ones. Put the following four classes of matrices into $S_{d+1}$: \begin{cases} \pmatrix{A&0\\ 0&a}&\text{for each $A\in S_d$},\\ \pmatrix{2I&e_j\\ e_j^\top&1}&\text{for each $j\in\{1,2,\ldots,d\}$},\\ \pmatrix{2I&ie_j\\ -ie_j^\top&1}&\text{for each $j\in\{1,2,\ldots,d\}$, where $i=\sqrt{-1}$},\\ \pmatrix{2dI&e\\ e^\top&d+1}.\\ \end{cases} Clearly all matrices in the first three classes are positive definite. The sole matrix in the fourth class is also positive definite because it is a strictly diagonally dominant real symmetric matrix with a positive diagonal. One may verify that no two matrices in $S_{d+1}$ commute:

  • Matrices in the first class in $S_{d+1}$ do not commute among themselves because matrices in $S_d$ do not commute.
  • Matrices in the first class do not commute with matrices in the other three classes because $a$ is not an eigenvalue of $A$ and $$ \pmatrix{A&0\\ 0&a}\pmatrix{\ast&u\\ \ast&\ast} =\pmatrix{\ast&Au\\ \ast&\ast} \neq\pmatrix{\ast&au\\ \ast&\ast} =\pmatrix{\ast&u\\ \ast&\ast}\pmatrix{A&0\\ 0&a}\\ $$ whenever $u\ne0$.
  • Matrices in the second and the third classes do not commute, because $$ \pmatrix{2I&u\\ \ast&1}\pmatrix{2I&v\\ \ast&1} =\pmatrix{\ast&2v+u\\ \ast&\ast} \neq\pmatrix{\ast&2u+v\\ \ast&\ast} =\pmatrix{2I&v\\ \ast&1}\pmatrix{2I&u\\ \ast&1} $$ whenever $u\ne v$.
  • Matrices in the second or the third classes do not commute with the matrix in the fourth class. In fact, when $u=e_j$ or $ie_j$, we have $e\ne(d-1)u$. Therefore \begin{aligned} &\pmatrix{2I&u\\ \ast&1}\pmatrix{2dI&e\\ \ast&d+1} =\pmatrix{\ast&2e+(d+1)u\\ \ast&\ast}\\ \ne\,&\pmatrix{2dI&e\\ \ast&d+1}\pmatrix{2I&u\\ \ast&1} =\pmatrix{\ast&e+2du\\ \ast&\ast}. \end{aligned}

Since $S_{d+1}$ has precisely $(d+1)^2$ matrices, to show that it is linearly independent over $\mathbb R$, it suffices to show that its real linear span is the real vector space of all $(d+1)$-rowed Hermitian matrices. First, note that $$ \pmatrix{0_{d\times d}&0\\ 0&1}=\pmatrix{2dI&e\\ e^\top&d+1}-\sum_j\pmatrix{2I&e_j\\ e_j^\top&1}\in\operatorname{span}_{\mathbb R}(S_{d+1}). $$ Consequently, for every $A\in S_d$ and every $j\in\{1,2,\ldots,d\}$, the matrices $\pmatrix{A&0\\ 0&0},\pmatrix{0&e_j\\ e_j^\top&0}$ and $\pmatrix{0&ie_j\\ -ie_j^\top&0}$ also lie inside $\operatorname{span}_{\mathbb R}(S_{d+1})$. Therefore the real linear span of $S_{d+1}$ is the set of all $(d+1)$-rowed Hermitian matrices.

user1551
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  • This is a very beautiful construction, +1! I was a bit confused about the dimension count, so for other readers with the same issue: as Greg Martin remarks in the comments to the original post, the hermitian matrices are contained inside a $n(n+1)/2$-dimensional complex subspace of $Mat(d, \mathbb{C})$. However, viewed as a real vectorspace the Hermitian matrices are $d^2$ dimensional (so just a bit less than twice the dimension of Greg's ambient complex space), since entries on the diagonal must be real. – Vincent May 16 '22 at 14:01
  • @Vincent I don't understand his comment. The complex linear span of Hermitian matrices is $Mat(d,\mathbb C)$. In fact, every complex square matrix $A$ is a complex linear combination of two Hermitian matrices: $A=H_1+iH_2$ where $H_1=\frac12(A+A^\ast)$ and $H_2=\frac{1}{2i}(A-A^\ast)$. – user1551 May 16 '22 at 14:20
  • O right, I was even more confused than I thought – Vincent May 16 '22 at 14:45