What conditions must a matrix hold to be considered a valid density matrix?
2 Answers
If a matrix has unit trace and if it is positive semi-definite (and Hermitian) then it is a valid density matrix. More specifically check if the matrix is Hermitian; find the eigenvalues of the matrix , check if they are non-negative and add up to $1$.
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Suppose someone has prepared your quantum system in one of an orthogonal set of states $\{|\psi_j\rangle\}$. You don't know which of these states they've prepared it in, but you do know that they prepared state $|\psi_j\rangle$ with probability $p_j$. Your system is then described by the density matrix,
$\rho = \sum_j \, p_j \, |\psi_j\rangle \langle\psi_j|$.
There are some properties that will apply to any density matrix of this form.
Clearly it is diagonalizable, since it is explicitly written in terms of its eigenvalues $p_j$ and eigenstates $|\psi_j\rangle$.
Since the $|\psi_j\rangle \langle\psi_j|$ are Hermitian, and since probabilities are real numbers, the density matrix is Hermitian.
Since probabilities are all either zero or positive, the density matrix is positive semidefinite.
Since all probabilities must sum to 1, and the trace is a sum of eigenvalues, the density matrix must have a trace of 1.
These are exactly the properties required of all density matrices. Hopefully this derivation of them gives a bit of understanding of why they are required.
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