Krylov complexity of density matrix operators

Quantifying complexity in quantum systems has witnessed a surge of interest in recent years, with Krylov-based measures such as Krylov complexity ($C_K$) and Spread complexity ($C_S$) gaining prominence.  In this study, we investigate their interplay by considering the complexity of states represented by \textit{density matrix operators}. After setting up the problem, we analyze a handful of analytical and numerical examples spanning generic two-dimensional Hilbert spaces, qubit states, quantum harmonic oscillators, and random matrix theories, uncovering insightful relationships. For generic pure states, our analysis reveals two key findings: (I) a correspondence between moment-generating functions (of Lanczos coefficients) and survival amplitudes, and (II) an early-time equivalence between $C_K$ and $2C_S$. Furthermore, for maximally entangled pure states, we find that the moment-generating function of $C_K$ becomes the Spectral Form Factor and, at late-times, $C_K$ is simply related to $NC_S$ for $N\geq2$ within the $N$-dimensional Hilbert space. Notably, we confirm that $C_K = 2C_S$ holds across all times when $N=2$. Through the lens of random matrix theories, we also discuss deviations between complexities at intermediate times and highlight subtleties in the averaging approach at the level of the survival amplitude.