Matrix-valued Aleksandrov--Clark measures and Carathéodory angular derivatives

Abstract: This paper deals with families of matrix-valued Aleksandrov--Clark measures ${\boldsymbol{\mu}^\alpha}_{\alpha\in\mathcal{U}(n)}$, corresponding to purely contractive $n\times n$ matrix functions $b$ on the unit disc of the complex plane. We do not make other apriori assumptions on $b$. In particular, $b$ may be non-inner and/or non-extreme. The study of such families is mainly motivated from applications to unitary finite rank perturbation theory. A description of the absolutely continuous parts of $\boldsymbol{\mu}^\alpha$ is a rather straightforward generalization of the well-known results for the scalar case ($n=1$). The results and proofs for the singular parts of matrix-valued $\boldsymbol{\mu}^\alpha$ are more complicated than in the scalar case, and constitute the main focus of this paper. We discuss matrix-valued Aronszajn--Donoghue theory concerning the singular parts of the Clark measures, as well as Carath\'{e}odory angular derivatives of matrix-valued functions and their connections with atoms of $\boldsymbol{\mu}^\alpha$. These results are far from being straightforward extensions from the scalar case: new phenomena specific to the matrix-valued case appear here. New ideas, including the notion of directionality, are required in statements and proofs.