#Feb. 10, 2025 C6.txt
Help6:=proc(): print(`Mul(A,B), Com(A,B), RSV(n,K), Del(L,A), CheckUP(A,B,V) `): end:

#Mul(A,B): the product of matrix A and B (assuming that it exists)
Mul:=proc(A,B) local i,j,k,n:
n:=nops(A):
[seq([seq( add(A[i][k]*B[k][j]   , k=1..n) , j=1..n)],i=1..n)]:
end:

#Com(A,B: The commutator of A and B
Com:=proc(A,B):    Mul(A,B)-Mul(B,A):end:

#RSV(n,K):
RSV:=proc(n,K) local ra,i,v,a:
ra:=rand(-K..K):
v:=[seq(ra()+I*ra(),i=1..n)]:
a:=sqrt(add(v[i]*conjugate(v[i]),i=1..n)):
[seq(v[i]/a,i=1..n)]:
end:

#Del(L,A): the "avergae error", i.e. standard deviation pf the prob. distribution of
#measuring the observable L when the state is A
Del:=proc(L,A) local n,pd,ev,i,av:
n:=nops(L):
pd:=ProbDist(L,A):
ev:=pd[1]:
av:=pd[3]:
pd:=pd[2]:
sqrt(add(ev[i]^2*pd[i],i=1..n)-av^2):
end:

#CheckUP(A,B,V): the ratio of Del(A,V)*Del(B,V)/Expectation(Com(A,B),V) (it should be >=1/2)
CheckUP:=proc(A,B,V) local C:
C:=Com(A,B):

if abs(ProbDist(C,V)[3])=0 then
 RETURN(FAIL):
fi:

evalf(Del(A,V)*Del(B,V)/abs(ProbDist(C,V)[3])):
end:

#old stuff
#C5.txt, Feb. 6, 2025 Experimental Mathematics (Rutgers, Dr. Z.)
Help5:=proc(): print(` PM(), RHM(n,K) , EV(L), EVC1(L,g), EVC(L), IP(A,B), ProbDist(L,A) `): end:

with(linalg):

#PM(): the three famous Pauli matrices sigma_x,sigma_y, sigma_z
PM:=proc():
[
[[0,1],[1,0]],
[[0,-I],[I,0]],
[[1,0],[0,-1]]
]:
end:

#RHM(n,K): a random n by n Hermitian matrix with entriries from -K to K
RHM:=proc(n,K) local ra,i,j,L:
ra:=rand(-K..K):
for i from 1 to n do
 for j from 1 to i-1 do
  L[i,j]:=ra()+I*ra():
  L[j,i]:=conjugate(L[i,j]):
 od:
L[i,i]:=ra():
od:
[seq([seq(L[i,j],j=1..n)],i=1..n)]:
end:

#EV(L): inputs a Hermitian matrix (say n by n) and outputs the LIST of eigenvalues
EV:=proc(L) local  x,L1,i,n:
n:=nops(L):
L1:=[seq(L[i]-[0$(i-1),x,0$(n-i)],i=1..n)]:
[solve(det(L1),x)]:
end:

#EVC1(L,g): inputs a matrix L and an eigenvalue g finds the NORMALIZED eigenvector
EVC1:=proc(L,g) local v,i,j,var,eq,V,n,L1,V1,va,k:
n:=nops(L):
L1:=[seq(L[i]-[0$(i-1),g,0$(n-i)],i=1..n)]:
if simplify(det(L1))<>0 then
  RETURN(FAIL):
fi:

V:=[seq(v[i],i=1..n)]:
var:={seq(v[i],i=1..n)}:
eq:={seq(add(L1[i,j]*V[j],j=1..n),i=1..n)}:
var:=solve(eq,var):
#V1 the set of unknowns that is arbitrary
V1:={}:
for va in var do
  if op(1,va)=op(2,va) then
  V1:=V1 union {op(1,va)}:
  fi:
od:
if nops(V1)<>1 then
  RETURN(FAIL):
fi:
V:=subs(var,V):
V:=subs(V1[1]=1,V):
k:=sqrt(add(abs(V[i])^2,i=1..n)):
[seq(V[i]/k,i=1..n)]:
end:

#EVC(L): inputs a Hermitian matrix and outputs the pair ListOfEigenvalues, ListOfEigenvectors
EVC:=proc(L) local n,ev,evc,i:
n:=nops(L):
ev:=EV(L):
evc:=[seq(EVC1(L,ev[i]),i=1..n)]:
[ev,evc]:
end:

#IP(A,B): the inner product of state-vectors A and B
IP:=proc(A,B) local n,i:
n:=nops(A):
if nops(B)<>n then
  RETURN(FAIL):
fi:
simplify(add(A[i]*conjugate(B[i]),i=1..n)):
end:

#ProbDist(L,A): Given an obervalble represented by the Hermitian matrix L and a state vector A
#outputs first all the eigenvectors (pure states) and the prob. of winding in the respective pure states
#followed by the expected value of A (i.e. if you make the observation L and the state is A the average in the long run
ProbDist:=proc(L,A) local evc,i,A1,k,PD,n:
n:=nops(L):
k:=sqrt(add(abs(A[i])^2,i=1..n)):
A1:=[seq(A[i]/k,i=1..n)]:
evc:=EVC(L):
PD:=[seq(abs(IP(A1,evc[2][i]))^2,i=1..n)]:
[evc[1],PD,add(PD[i]*evc[1][i],i=1..n)]:
end: