For a Hilbert space $\mathcal{H}_A$, I have seen the phrase
density matrices acting on $\mathcal{H}_A$
multiple times, e.g. here.
It is clear to me that if $\mathcal{H}_A$ has finite Hilbert dimension $n$, then this makes sense mathematically, because a density matrix $\rho$ can be written as $\rho \in \mathbb{C}^{n \times n}$ and elements $\phi$ of $\mathcal{H}_A$ can be written as $\phi \in \mathbb{C}^n$, so I can write down $\rho \phi \in \mathbb{C}^n$.
However, it is unclear what this means? The density matrix $\rho$ describes a (possibly mixed) state of a quantum system. But I can also interpret $\phi$ as a single state vector, describing a quantum system in a pure state.
So, what does $\rho\phi$ refer to (where $\rho \in \mathbb{C}^{n \times n}$ is a density matrix, and $\phi \in \mathbb{C}^n$ is an element of $\mathcal{H}_A$)? Can I interpret it? How can a density matrix (i.e., the representation of a state) act on states (on single state vectors)? Why do we interpret density matrices (which represent states) as operators?