A Lagrangian formulation for the constrained search for the $N$-representable one-particle density matrix based on the McWeeny idempotency error minimization is proposed, which converges systematically to the ground state. A closed form of the canonical purification is derived for which no a posteriori adjustement on the trace of the density matrix is needed. The relationship with comparable methods are discussed, showing their possible generalization through the hole-particle duality. The appealing simplicity of this self-consistent recursion relation along with its low computational complexity could prove useful as an alternative to diagonalization in solving dense and sparse matrix eigenvalue problems.
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