r""".. role:: html(raw)
:format: html
Understanding the Haar Measure
==============================
.. meta::
:property="og:description": Learn all about the Haar measure and how to randomly sample quantum states.
:property="og:image": https://pennylane.ai/qml/_images/spherical_int_dtheta.png
.. related::
tutorial_unitary_designs Unitary designs
quantum_volume Quantum volume
qsim_beyond_classical Beyond classical computing with qsim
tutorial_barren_plateaus Barren plateaus
*Author: PennyLane dev team. Posted: 22 March 2021. Last updated: 22 March 2021.*
If you've ever dug into the literature about random quantum circuits,
variational ansatz structure, or anything related to the structure and
properties of unitary operations, you've likely come across a statement like the
following: "Assume that :math:`U` is sampled uniformly at random from the Haar
measure". In this demo, we're going to unravel this cryptic statement and take
an indepth look at what it means. You'll gain an understanding of the general
concept of *measure*, the Haar measure and its special properties, and you'll
learn how to sample from it using tools available in PennyLane and other
scientific computing frameworks. By the end of this demo, you'll be able to
include that important statement in your own work with confidence!
.. note::
To get the most out of this demo, it is helpful if you are familiar with
`integration of multidimensional functions
`__, the `Bloch sphere
`__, and the conceptual ideas
behind `decompositions
`__ and factorizations of
unitary matrices (see, e.g., 4.5.1 and 4.5.2 of [#NandC2000]_).
Measure

`Measure theory `__ is a
branch of mathematics that studies things that are measurablethink length,
area, or volume, but generalized to mathematical spaces and even higher
dimensions. Loosely, the measure tells you about how "stuff" is distributed and
concentrated in a mathematical set or space. An intuitive way to understand
measure is to think about a sphere. An arbitrary point on a sphere can be
parametrized by three numbersdepending on what you're doing, you may use
Cartesian coordinates :math:`(x, y, z)`, or it may be more convenient to use
spherical coordinates :math:`(\rho, \phi, \theta)`.
Suppose you wanted to compute the volume of a solid sphere with radius
:math:`r`. This can be done by integrating over the three coordinates
:math:`\rho, \phi`, and :math:`\theta`. Your first thought here may be to simply
integrate each parameter over its full range, like so:
.. math::
V = \int_0^{r} \int_0^{2\pi} \int_0^{\pi} d\rho~ d\phi~ d\theta = 2\pi^2 r
But, we know that the volume of a sphere of radius :math:`r` is
:math:`\frac{4}{3}\pi r^3`, so what we got from this integral is clearly wrong!
Taking the integral naively like this doesn't take into account the structure of
the sphere with respect to the parameters. For example, consider
two small, infinitesimal elements of area with the same difference in
:math:`\theta` and :math:`\phi`, but at different values of :math:`\theta`:
.. figure:: /demonstrations/haar_measure/spherical_int_dtheta.png
:align: center
:width: 50%

Even though the differences :math:`d\theta` and :math:`d\phi` themselves are the
same, there is way more "stuff" near the equator of the sphere than there is
near the poles. We must take into account the value of :math:`\theta` when
computing the integral! Specifically, we multiply by the function
:math:`\sin\theta`the properties of the :math:`\sin` function mean that the
most weight will occur around the equator where :math:`\theta=\pi/2`, and the
least weight near the poles where :math:`\theta=0` and :math:`\theta=\pi`.
Similar care must be taken for :math:`\rho`. The contribution to volume of
parts of the sphere with a large :math:`\rho` is far more than for a small
:math:`\rho`we should expect the contribution to be proportional to
:math:`\rho^2`, given that the surface area of a sphere of radius :math:`r` is
:math:`4\pi r^2`.
On the other hand, for a fixed :math:`\rho` and :math:`\theta`, the length of
the :math:`d\phi` is the same all around the circle. If put all these facts
together, we find that the actual expression for the integral should look like
this:
.. math::
V = \int_0^r \int_0^{2\pi} \int_0^{\pi} \rho^2 \sin \theta~ d\rho~ d\phi~
d\theta = \frac{4}{3}\pi r^3
These extra terms that we had to add to the integral, :math:`\rho^2 \sin
\theta`, constitute the *measure*. The measure weights portions of the sphere
differently depending on where they are in the space. While we need to know the
measure to properly integrate over the sphere, knowledge of the measure also
gives us the means to perform another important task, that of sampling points in
the space uniformly at random. We can't simply sample each parameter from the
uniform distribution over its domainas we experienced already, this doesn't
take into account how the sphere is spread out over space. The measure describes
the distribution of each parameter and gives a recipe for sampling them in order
to obtain something properly uniform.
The Haar measure

Operations in quantum computing are described by unitary matrices.
Unitary matrices, like points on a sphere, can be expressed in terms of a fixed
set of coordinates, or parameters. For example, the most general singlequbit rotation
implemented in PennyLane (:class:`~.pennylane.Rot`) is expressed in terms of three
parameters like so,
.. math::
U(\phi, \theta, \omega) = \begin{pmatrix} e^{i(\phi + \omega)/2}
\cos(\theta/2) & e^{i(\phi  \omega)/2} \sin(\theta/2)
\\ e^{i(\phi  \omega)/2} \sin(\theta/2) & e^{i(\phi +
\omega)/2} \cos(\theta/2) \end{pmatrix}.
For every dimension :math:`N`, the unitary matrices of size :math:`N \times N`
constitute the *unitary group* :math:`U(N)`. We can perform operations on
elements of this group, such as apply functions to them, integrate over them, or
sample uniformly over them, just as we can do to points on a sphere. When we do
such tasks with respect to the sphere, we have to add the measure in order to
properly weight the different regions of space. The *Haar measure* provides the
analogous terms we need for working with the unitary group.
For an :math:`N`dimensional system, the Haar measure, often denoted by
:math:`\mu_N`, tells us how to weight the elements of :math:`U(N)`. For
example, suppose :math:`f` is a function that acts on elements of :math:`U(N)`,
and we would like to take its integral over the group. We must write this
integral with respect to the Haar measure, like so:
.. math::
\int_{V \in U(N)} f(V) d\mu_N(V).
As with the measure term of the sphere, :math:`d\mu_N` itself can be broken down
into components depending on individual parameters. While the Haar
measure can be defined for every dimension :math:`N`, the mathematical form gets
quite hairy for larger dimensionsin general, an :math:`N`dimensional unitary
requires at least :math:`N^2  1` parameters, which is a lot to keep track of!
Therefore we'll start with the case of a single qubit :math:`(N=2)`, then show
how things generalize.
Singlequbit Haar measure
~~~~~~~~~~~~~~~~~~~~~~~~~
The singlequbit case provides a particularly nice entry point because we can
continue our comparison to spheres by visualizing singlequbit states on the
Bloch sphere. As expressed above, the measure provides a recipe for sampling
elements of the unitary group in a properly uniform manner, given the structure
of the group. One useful consequence of this is that it provides a method to
sample quantum *states* uniformly at randomwe simply generate Haarrandom
unitaries, and apply them to a fixed basis state such as :math:`\vert 0\rangle`.
We'll see how this works in good time. First, we'll take a look at what happens
when we ignore the measure and do things *wrong*. Suppose we sample quantum
states by applying unitaries obtained by the parametrization above, but sample
the angles :math:`\omega, \phi`, and :math:`\theta` from the flat uniform
distribution between :math:`[0, 2\pi)` (fun fact: there is a measure implicit in
this kind of sampling too! It just has a constant value, because each point is
equally likely to be sampled).
"""
import pennylane as qml
import numpy as np
import matplotlib.pyplot as plt
# set the random seed
np.random.seed(42)
# Use the mixed state simulator to save some steps in plotting later
dev = qml.device('default.mixed', wires=1)
@qml.qnode(dev)
def not_a_haar_random_unitary():
# Sample all parameters from their flat uniform distribution
phi, theta, omega = 2 * np.pi * np.random.uniform(size=3)
qml.Rot(phi, theta, omega, wires=0)
return qml.state()
num_samples = 2021
not_haar_samples = [not_a_haar_random_unitary() for _ in range(num_samples)]
######################################################################
# In order to plot these on the Bloch sphere, we'll need to do one more
# step, and convert the quantum states into Bloch vectors.
#
X = np.array([[0, 1], [1, 0]])
Y = np.array([[0, 1j], [1j, 0]])
Z = np.array([[1, 0], [0, 1]])
# Used the mixed state simulator so we could have the density matrix for this part!
def convert_to_bloch_vector(rho):
"""Convert a density matrix to a Bloch vector."""
ax = np.trace(np.dot(rho, X)).real
ay = np.trace(np.dot(rho, Y)).real
az = np.trace(np.dot(rho, Z)).real
return [ax, ay, az]
not_haar_bloch_vectors = np.array([convert_to_bloch_vector(s) for s in not_haar_samples])
######################################################################
# With this done, let's find out where our "uniformly random" states ended up:
def plot_bloch_sphere(bloch_vectors):
""" Helper function to plot vectors on a sphere."""
fig = plt.figure(figsize=(6, 6))
ax = fig.add_subplot(111, projection='3d')
fig.subplots_adjust(left=0, right=1, bottom=0, top=1)
ax.grid(False)
ax.set_axis_off()
ax.view_init(30, 45)
ax.dist = 7
# Draw the axes (source: https://github.com/matplotlib/matplotlib/issues/13575)
x, y, z = np.array([[1.5,0,0], [0,1.5,0], [0,0,1.5]])
u, v, w = np.array([[3,0,0], [0,3,0], [0,0,3]])
ax.quiver(x, y, z, u, v, w, arrow_length_ratio=0.05, color="black", linewidth=0.5)
ax.text(0, 0, 1.7, r"0⟩", color="black", fontsize=16)
ax.text(0, 0, 1.9, r"1⟩", color="black", fontsize=16)
ax.text(1.9, 0, 0, r"+⟩", color="black", fontsize=16)
ax.text(1.7, 0, 0, r"–⟩", color="black", fontsize=16)
ax.text(0, 1.7, 0, r"i+⟩", color="black", fontsize=16)
ax.text(0,1.9, 0, r"i–⟩", color="black", fontsize=16)
ax.scatter(
bloch_vectors[:,0], bloch_vectors[:,1], bloch_vectors[:, 2], c='#e29d9e', alpha=0.3
)
plot_bloch_sphere(not_haar_bloch_vectors)
######################################################################
# You can see from this plot that even though our parameters were sampled from a
# uniform distribution, there is a noticeable amount of clustering around the poles
# of the sphere. Despite the input parameters being uniform, the output is very
# much *not* uniform. Just like the regular sphere, the measure is larger near
# the equator, and if we just sample uniformly, we won't end up populating that
# area as much. To take that into account we will need to sample from the proper
# Haar measure, and weight the different parameters appropriately.
#
# For a single qubit, the Haar measure looks much like the case of a sphere,
# minus the radial component. Intuitively, all qubit state vectors have length
# 1, so it makes sense that this wouldn't play a role here. The parameter that
# we will have to weight differently is :math:`\theta`, and in fact the
# adjustment in measure is identical to that we had to do with the polar axis of
# the sphere, i.e., :math:`\sin \theta`. In order to sample the :math:`\theta`
# uniformly at random in this context, we must sample from the distribution
# :math:`\hbox{Pr}(\theta) = \sin \theta`. We can accomplish this by setting up
# a custom probability distribution with
# `rv_continuous `__
# in ``scipy``.
from scipy.stats import rv_continuous
class sin_prob_dist(rv_continuous):
def _pdf(self, theta):
# The 0.5 is so that the distribution is normalized
return 0.5 * np.sin(theta)
# Samples of theta should be drawn from between 0 and pi
sin_sampler = sin_prob_dist(a=0, b=np.pi)
@qml.qnode(dev)
def haar_random_unitary():
phi, omega = 2 * np.pi * np.random.uniform(size=2) # Sample phi and omega as normal
theta = sin_sampler.rvs(size=1) # Sample theta from our new distribution
qml.Rot(phi, theta, omega, wires=0)
return qml.state()
haar_samples = [haar_random_unitary() for _ in range(num_samples)]
haar_bloch_vectors = np.array([convert_to_bloch_vector(s) for s in haar_samples])
plot_bloch_sphere(haar_bloch_vectors)
######################################################################
# We see that when we use the correct measure, our qubit states are now
# much better distributed over the sphere. Putting this information together,
# we can now write the explicit form for the singlequbit Haar measure:
#
# .. math::
#
# d\mu_2 = \sin \theta d\theta \cdot d\omega \cdot d\phi.
#
# Show me more math!
# ~~~~~~~~~~~~~~~~~~
#
# While we can easily visualize the singlequbit case, this is no longer
# possible when we increase the number of qubits. Regardless, we can still
# obtain a mathematical expression for the Haar measure in arbitrary
# dimensions. In the previous section, we expressed the Haar measure in terms of
# a set of parameters that can be used to specify the unitary group
# :math:`U(2)`. Such a parametrization is not unique, and in fact there are
# multiple ways to *factorize*, or decompose an :math:`N`dimensional unitary
# operation into a set of parameters.
#
# Many of these parametrizations come to us from the study of photonics. Here,
# arbitrary operations are broken down into elementary operations involving only
# a few parameters which correspond directly to parameters of the physical
# apparatus used to implement them (beamsplitters and phase shifts). Rather than
# qubits, such operations act on modes, or *qumodes*. They are expressed as
# elements of the :math:`N`dimensional `special unitary group
# `__. This group, written
# as :math:`SU(N)`, is the continuous group consisting of all :math:`N \times N`
# unitary operations with determinant 1 (essentially like :math:`U(N)`, minus
# a potential global phase).
#
#
# .. note::
#
# Elements of :math:`SU(N)` and :math:`U(N)` can still be considered as
# multiqubit operations in the cases where :math:`N` is a power of 2, but
# they must be translated from continuousvariable operations into qubit
# operations. (In PennyLane, this can be done by feeding the unitaries to
# the :class:`~.pennylane.QubitUnitary` operation directly. Alternatively,
# one can use *quantum compilation* to express the operations as a sequence
# of elementary gates such as Pauli rotations and CNOTs.)
#
# .. admonition:: Tip
#
# If you haven't had many opportunities to work in terms of qumodes, the
# `Strawberry Fields documentation
# `__ is a
# good starting point.
#
# For example, we saw already above that for :math:`N=2`, we can write
#
# .. math::
#
# U(\phi, \theta, \omega) = \begin{pmatrix} e^{i(\phi + \omega)/2}
# \cos(\theta/2) & e^{i(\phi  \omega)/2} \sin(\theta/2)
# \\ e^{i(\phi  \omega)/2} \sin(\theta/2) & e^{i(\phi +
# \omega)/2} \cos(\theta/2) \end{pmatrix}.
#
#
# This unitary can be factorized as follows:
#
# .. math::
#
# U(\phi, \theta, \omega) =
# \begin{pmatrix}
# e^{i\omega/2} & 0 \\ 0 & e^{i\omega/2}
# \end{pmatrix}
# \begin{pmatrix}
# \cos(\theta/2) & \sin(\theta/2) \\ \sin(\theta/2) & \cos(\theta/2)
# \end{pmatrix}
# \begin{pmatrix}
# e^{i\phi/2} & 0 \\ 0 & e^{i\phi/2}
# \end{pmatrix}
#
# The middle operation is a beamsplitter; the other two operations are phase
# shifts. We saw earlier that for :math:`N=2`, :math:`d\mu_2 = \sin\theta
# d\theta d\omega d\phi`note how the parameter in the beamsplitter
# contributes to the measure in a different way than those of the phase
# shifts. As mentioned above, for larger values of :math:`N` there are multiple
# ways to decompose the unitary. Such decompositions rewrite elements in
# :math:`SU(N)` acting on :math:`N` modes as a sequence of operations acting
# only on 2 modes, :math:`SU(2)`, and singlemode phase shifts. Shown below are
# three examples [#deGuise2018]_, [#Clements2016]_, [#Reck1994]_:
#
# .. figure:: /demonstrations/haar_measure/unitaries.png
# :align: center
# :width: 95%
#
#
# In these graphics, every wire is a different mode. Every box represents an
# operation on one or more modes, and the number in the box indicates the number
# of parameters. The boxes containing a ``1`` are simply phase shifts on
# individual modes. The blocks containing a ``3`` are :math:`SU(2)` transforms
# with 3 parameters, such as the :math:`U(\phi, \theta, \omega)` above. Those
# containing a ``2`` are :math:`SU(2)` transforms on pairs of modes with 2
# parameters, similar to the 3parameter ones but with :math:`\omega = \phi`.
#
# Although the decompositions all produce the same set of operations, their
# structure and parametrization may have consequences in practice. The first [#deGuise2018]_
# has a particularly convenient form that leads to a recursive definition
# of the Haar measure. The decomposition is formulated recursively such that an
# :math:`SU(N)` operation can be implemented by sandwiching an :math:`SU(2)`
# transformation between two :math:`SU(N1)` transformations, like so:
#
# 
#
# .. figure:: /demonstrations/haar_measure/sun.svg
# :align: center
# :width: 80%
#
# 
#
# The Haar measure is then constructed recursively as a product of 3
# terms. The first term depends on the parameters in the first :math:`SU(N1)`
# transformation; the second depends on the parameters in the lone :math:`SU(2)`
# transformation; and the third term depends on the parameters in the other
# :math:`SU(N1)` transformation.
#
# :math:`SU(2)` is the "base case" of the recursionwe simply have the Haar measure
# as expressed above.
#
# 
#
# .. figure:: /demonstrations/haar_measure/su2_haar.svg
# :align: center
# :width: 25%
#
# 
#
# Moving on up, we can write elements of :math:`SU(3)` as a sequence of three
# :math:`SU(2)` transformations. The Haar measure :math:`d\mu_3` then consists
# of two copies of :math:`d\mu_2`, with an extra term in between to take into
# account the middle transformation.
#
# 
#
# .. figure:: /demonstrations/haar_measure/su3_haar.svg
# :align: center
# :width: 80%
#
# 
#
# For :math:`SU(4)` and upwards, the form changes slightly, but still follows
# the pattern of two copies of :math:`d\mu_{N1}` with a term in between.
#
# 
#
# .. figure:: /demonstrations/haar_measure/su4_premerge.svg
# :align: center
# :width: 90%
#
# 
#
# For larger systems, however, the recursive composition allows for some of the
# :math:`SU(2)` transformations on the lower modes to be grouped. We can take
# advantage of this and aggregate some of the parameters:
#
# 
#
# .. figure:: /demonstrations/haar_measure/su4_triangle_merge.svg
# :align: center
# :width: 100%
#
# 
#
# This leads to one copy of :math:`d\mu_{N1}`, which we'll denote as
# :math:`d\mu_{N1}^\prime`, containing only a portion of the full set of terms
# (as detailed in [#deGuise2018]_, this is called a *coset measure*).
#
# 
#
# .. figure:: /demonstrations/haar_measure/su4_haar.svg
# :align: center
# :width: 100%
#
# 
#
# Putting everything together, we have that
#
# .. math::
#
# d\mu_N = d\mu_{N1}^\prime \times \sin \theta_{N1}
# \sin^{2(N2)}\left(\frac{\theta_{N1}}{2}\right) d\theta_{N1} d\omega_{N1} \times d\mu_{N1}
#
# The middle portion depends on the value of :math:`N`, and the parameters
# :math:`\theta_{N1}` and :math:`\omega_{N1}` contained in the :math:`(N1)`'th
# :math:`SU(N)` transformation. This is thus a convenient, systematic way to
# construct the :math:`N`dimensional Haar measure for the unitary group. As a
# final note, even though unitaries can be parametrized in different ways, the
# underlying Haar measure is *unique*. This is a consequence of it being an
# invariant measure, as will be shown later.
#
# Haarrandom matrices from the :math:`QR` decomposition
# ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Nicelooking math aside, sometimes you just need to generate a large number of
# highdimensional Haarrandom matrices. It would be very cumbersome to sample
# and keep track of the distributions of so many parameters; furthermore, the
# measure above requires you to parametrize your operations in a fixed way.
# There is a much quicker way to perform the sampling by taking a (slightly
# modified) `QR decomposition
# `__ of complexvalued
# matrices. This algorithm is detailed in [#Mezzadri2006]_, and consists of the
# following steps:
#
# 1. Generate an :math:`N \times N` matrix :math:`Z` with complex numbers :math:`a+bi`
# where both :math:`a` and :math:`b` are normally distributed with mean 0 and variance 1
# (this is sampling from the distribution known as the *Ginibre ensemble*).
# 2. Compute a QR decomposition :math:`Z = QR`.
# 3. Compute the diagonal matrix :math:`\Lambda = \hbox{diag}(R_{ii}/R_{ii})`.
# 4. Compute :math:`Q^\prime = Q \Lambda`, which will be Haarrandom.
#
#
from numpy.linalg import qr
def qr_haar(N):
"""Generate a Haarrandom matrix using the QR decomposition."""
# Step 1
A, B = np.random.normal(size=(N, N)), np.random.normal(size=(N, N))
Z = A + 1j * B
# Step 2
Q, R = qr(Z)
# Step 3
Lambda = np.diag([R[i, i] / np.abs(R[i, i]) for i in range(N)])
# Step 4
return np.dot(Q, Lambda)
######################################################################
# Let's check that this method actually generates Haarrandom unitaries
# by trying it out for :math:`N=2` and plotting on the Bloch sphere.
#
@qml.qnode(dev)
def qr_haar_random_unitary():
qml.QubitUnitary(qr_haar(2), wires=0)
return qml.state()
qr_haar_samples = [qr_haar_random_unitary() for _ in range(num_samples)]
qr_haar_bloch_vectors = np.array([convert_to_bloch_vector(s) for s in qr_haar_samples])
plot_bloch_sphere(qr_haar_bloch_vectors)
######################################################################
# As expected, we find our qubit states are distributed uniformly over the
# sphere. This particular method is what's implemented in packages like
# ``scipy``'s `unitary_group
# `__
# function.
#
# Now, it's clear that this method works, but it is also important to
# understand *why* it works. Step 1 is fairly straightforwardthe base of our
# samples is a matrix full of complex values chosen from a typical
# distribution. This isn't enough by itself, since unitary matrices also
# have constraintstheir rows and columns must be orthonormal.
# These constraints are where step 2 comes inthe outcome of a generic
# QR decomposition consists of an *orthonormal* matrix :math:`Q`, and and upper
# triangular matrix :math:`R`. Since our original matrix was complexvalued, we end
# up with a :math:`Q` that is in fact already unitary. But why not stop there? Why
# do we then perform steps 3 and 4?
#
# Steps 3 and 4 are needed because, while the QR decomposition yields a unitary,
# it is not a unitary that is properly Haarrandom. In [#Mezzadri2006]_, it is
# explained that a uniform distribution over unitary matrices should also yield
# a uniform distribution over the *eigenvalues* of those matrices, i.e., every
# eigenvalue should be equally likely. Just using the QR decomposition out of
# the box produces an *uneven* distribution of eigenvalues of the unitaries!
# This discrepancy stems from the fact that the QR decomposition is not unique.
# We can take any unitary diagonal matrix :math:`\Lambda`, and reexpress the decomposition
# as :math:`QR = Q\Lambda \Lambda^\dagger R = Q^\prime R^\prime`. Step 3 removes this
# redundancy by fixing a :math:`\Lambda` that depends on :math:`R`, leading to a unique
# value of :math:`Q^\prime = Q \Lambda`, and a uniform distribution of eigenvalues.
#
# .. admonition:: Try it!
#
# Use the ``qr_haar`` function above to generate random unitaries and construct
# a distribution of their eigenvalues. Then, comment out the lines for steps 3 and
# 4 and do the sameyou'll find that the distribution is no longer uniform.
# Check out reference [#Mezzadri2006]_ for additional details and examples.
######################################################################
# Fun (and notsofun) facts
# 
#
# We've now learned what the Haar measure is, and both an analytical and
# numerical means of sampling quantum states and unitary operations uniformly at
# random. The Haar measure also has many neat properties that play a role in
# quantum computing.
#
# Invariance of the Haar measure
# ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Earlier, we showed that the Haar measure is used when integrating functions over
# the unitary group:
#
# .. math::
#
# \int_{V \in U(N)} f(V) d\mu_N(V).
#
# One of the defining features of the Haar measure is that it is both left and
# right *invariant* under unitary transformations. That is,
#
# .. math::
#
# \int_{V \in U(N)} f(\color{red}{W}V) d\mu_N(V) = \int_{V \in U(N)} f(V\color{red}{W}) d\mu_N(V) = \int_{V \in U(N)} f(V) d\mu_N(V).
#
# This holds true for *any* other :math:`N\times N` unitary :math:`W`! A
# consequence of such invariance is that if :math:`V` is Haarrandom, then so is
# :math:`V^T,` :math:`V^\dagger,` and any product of another unitary matrix and
# :math:`V` (where the product may be taken on either side).
#
# Another consequence of this invariance has to do with the structure of the entries
# themselves: they must all come from the same distribution. This is because the
# measure remains invariant under permutations, since permutations are unitary
# the whole thing still has to be Haar random no matter how the entries are ordered,
# so all distributions must be the same. The specific distribution is complex
# numbers :math:`a+bi` where both :math:`a` and :math:`b` has mean 0 and variance
# :math:`1/N` [#Meckes2014]_ (so, much like Ginibre ensemble we used in the QR decomposition
# above, but with a different variance and constraints due to orthonormality).
#
# Concentration of measure
# ~~~~~~~~~~~~~~~~~~~~~~~~
#
# An unfortunate (although interesting) property of the Haar measure is that it
# suffers from the phenomenon of `concentration of measure
# `__. Most of the
# "stuff" in the space concentrates around a certain area, and this gets worse
# as the size of the system increases. You can see the beginnings of by looking
# at the sphere. For the 3dimensional sphere, we saw graphically how there is
# concentration around the equator, and how the measure takes that into account
# with the additional factor of :math:`\sin \theta`. This property becomes
# increasingly prominent for `higherdimensional spheres
# `__.
#
# .. important::
#
# The concentration described here is not referring to what we witnessed
# earlier on, when we sampled quantum states (points on the Bloch sphere)
# incorrectly and found that they clustered around the poles. However, that
# is not unrelated. Concentration of measure refers to where the measure
# itself is concentrated, and which parts of the space should be more heavily
# weighted. For the case of the sphere, it is the equatorial area, and when
# we didn't sample properly and take that concentration into account, we
# obtained an uneven distribution.
#
# Let's consider an :math:`N`dimensional unit sphere. Points on the sphere, or
# vectors in this space, are parametrized by :math:`N1` real coordinates.
# Suppose we have some function :math:`f` that maps points on that sphere to
# real numbers. Sample a point :math:`x` on that sphere from the uniform
# measure, and compute the value of :math:`f(x)`. How close do you think the
# result will be to the mean value of the function, :math:`E[f]`, over the
# entire sphere?
#
# A result called `Levy's lemma
# `__
# [#Gerken2013]_, [#Hayden2006]_ expresses how likely it is that :math:`f(x)` is a specific
# distance away from the mean. It states that, for an :math:`x` selected
# uniformly at random, the probability that :math:`f(x)` deviates from
# :math:`E[f]` by some amount :math:`\epsilon` is bounded by:
#
# .. math::
#
# \hbox{Pr}(f(x)  E[f] \ge \epsilon) \leq 2 \exp\left[\frac{N\epsilon^2}{9\pi^3 \eta^2}\right].
#
# A constraint on the function :math:`f` is that it must be `Lipschitz
# continuous `__, where
# :math:`\eta` is the *Lipschitz constant* of the function. The important aspect
# here is the likelihood of deviating significantly from the mean by an amount
# :math:`\epsilon` decreases exponentially with :math:`\epsilon.` Furthermore,
# increasing the dimension :math:`N` also makes the deviation exponentially less
# likely.
#
# Now, this result seems unrelated to quantum statesit concerns higher
# dimensional spheres. However, recall that a quantum state vector is a complex
# vector whose squared values sum to 1, similar to vectors on a sphere. If you
# "unroll" a quantum state vector of dimension :math:`N = 2^n` by stacking its
# real and complex parts, you end with a vector of length :math:`2 \cdot 2^{n}`
# which ends up behaving just like a unit vector on the sphere in this
# dimension. Given that measure concentrates on spheres, and quantum state
# vectors can be converted to vectors on spheres, functions on random quantum
# states will also demonstrate concentration.
#
# This is bad news! To do useful things in quantum computing, we need a lot of
# qubits. But the more qubits we have, the more our randomly sampled states will
# look the same (specifically, random states will concentrate around the
# maximally entangled state [#Hayden2006]_). This has important consequences for
# nearterm algorithms (as detailed in the next section), and any algorithm that
# involves uniform sampling of quantum states and operations.
#
# Haar measure and barren plateaus
# ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Suppose you are venturing out to solve a new problem using an algorithm such
# as the :doc:`variational quantum eigensolver `. A
# critical component of such methods is the choice of :doc:`variational ansatz
# `. Having now learned a bit about the properties of
# the Haar measure, you may think it would make sense to use this for the
# parametrization. Variational ansaetze are, after all, parametrized quantum
# circuits, so why not choose an ansatz that corresponds directly to a
# parametrization for Haarrandom unitaries? The initial parameter selection
# will give you a state in the Hilbert space uniformly at random. Then, since
# this ansatz spans the entire Hilbert space, you're guaranteed to be able to
# represent the target ground state with your ansatz, and it should be able to
# find it with no issue ... right?
#
# Unfortunately, while such an ansatz is extremely *expressive* (i.e., it is
# capable of representing any possible state), these ansaetze actually suffer
# the most from the barren plateau problem [#McClean2018]_, [#Holmes2021]_.
# :doc:`Barren plateaus ` are regions in the
# cost landscape of a parametrized circuit where both the gradient and its
# variance approach 0, leading the optimizer to get stuck in a local minimum.
# This was explored recently in the work of [#Holmes2021]_, wherein closeness to
# the Haar measure was actually used as a metric for expressivity. The closer
# things are to the Haar measure, the more expressive they are, but they are
# also more prone to exhibiting barren plateaus.
#
#
# .. figure:: /demonstrations/haar_measure/holmescostlandscapes.png
# :align: center
# :width: 50%
#
# Image source: [#Holmes2021]_. A highly expressive ansatz that can access
# much of the space of possible unitaries (i.e., an ansatz capable of
# producing unitaries in something close to a Haarrandom manner) is very
# likely to have flat cost landscapes and suffer from the barren plateau
# problem.
#
# It turns out that the types of ansaetze know as *hardwareefficient ansaetze*
# also suffer from this problem if they are "random enough" (this notion will be
# formalized in a future demo). It was shown in [#McClean2018]_ that this is a
# consequence of the concentration of measure phenomenon described above. The
# values of gradients and variances can be computed for classes of circuits on
# average by integrating with respect to the Haar measure, and it is shown that
# these values decrease exponentially in the number of qubits, and thus huge
# swaths of the cost landscape are simply and fundamentally flat.
#
# Conclusion
# 
#
# The Haar measure plays an important role in quantum computinganywhere
# you might be dealing with sampling random circuits, or averaging over
# all possible unitary operations, you'll want to do so with respect
# to the Haar measure.
#
# There are two important aspects of this that we have yet to touch upon,
# however. The first is whether it is efficient to sample from the Haar measuregiven
# that the number of parameters to keep track of is exponential in the
# number of qubits, certainly not. But a more interesting question is do we
# *need* to always sample from the full Haar measure? The answer to this is
# "no" in a very interesting way. Depending on the task at hand, you may be able
# to take a shortcut using something called a *unitary design*. In an upcoming
# demo, we will explore the amazing world of unitary designs and their
# applications!
#
# References
# 
#
# .. [#NandC2000]
#
# M. A. Nielsen, and I. L. Chuang (2000) "Quantum Computation and Quantum Information",
# Cambridge University Press.
#
# .. [#deGuise2018]
#
# H. de Guise, O. Di Matteo, and L. L. SánchezSoto. (2018) "Simple factorization
# of unitary transformations", `Phys. Rev. A 97 022328
# `__.
# (`arXiv `__)
#
# .. [#Clements2016]
#
# W. R. Clements, P. C. Humphreys, B. J. Metcalf, W. S. Kolthammer, and
# I. A. Walmsley (2016) “Optimal design for universal multiport
# interferometers”, \ `Optica 3, 1460–1465
# `__.
# (`arXiv `__)
#
# .. [#Reck1994]
#
# M. Reck, A. Zeilinger, H. J. Bernstein, and P. Bertani (1994) “Experimental
# realization of any discrete unitary operator”, `Phys. Rev. Lett.73, 58–61
# `__.
#
# .. [#Mezzadri2006]
#
# F. Mezzadri (2006) "How to generate random matrices from the classical compact groups".
# (`arXiv `__)
#
# .. [#Meckes2014]
#
# E. Meckes (2019) `"The Random Matrix Theory of the Classical Compact Groups"
# `_, Cambridge University Press.
#
# .. [#Gerken2013]
#
# M. Gerken (2013) "Measure concentration: Levy's Lemma"
# (`lecture notes `__).
#
#
# .. [#Hayden2006]
#
# P. Hayden, D. W. Leung, and A. Winter (2006) "Aspects of generic
# entanglement", `Comm. Math. Phys. Vol. 265, No. 1, pp. 95117
# `__.
# (`arXiv `__)
#
# .. [#McClean2018]
#
# J. R. McClean, S. Boixo, V. N. Smelyanskiy, R. Babbush, and H. Neven
# (2018) "Barren plateaus in quantum neural network training
# landscapes", `Nature Communications, 9(1)
# `__.
# (`arXiv `__)
#
# .. [#Holmes2021]
#
# Z. Holmes, K. Sharma, M. Cerezo, and P. J. Coles (2021) "Connecting ansatz
# expressibility to gradient magnitudes and barren plateaus". (`arXiv
# `__)
#
#