On joint convexity of trace functions (Q1886542): Difference between revisions

The author proves that the trace function \(f(A,B)=\text{tr}(A^pB^q)\) is jointly convex in \((A,B)\) if and only if \(-1\leq p< 0,\) \(-1\leq q<0\) or \(-1\leq p<0,\) \(1\leq q\leq 2,\) \(p+q\geq 1\) or \(-1\leq q<0,\) \(1\leq p\leq2,\) \(p+q\geq 1,\) where \(A\) and \(B\) are positive operators on a Hilbert space. This improves a result obtained by \textit{E. H. Lieb} [Adv. Math. 11, 267--288 (1973; Zbl 0267.46055)]. Similarly, the author also proves that \[ \phi _p(A_1,A_2,\ldots,A_n)=\text{tr}\Biggl(\biggl( \sum_{j=1}^nA_j^{-p} \biggr)^\frac{1}{p}\Biggr) \] is jointly convex in \((A_1,A_2,\ldots,A_n)\), where \(A_j\), \(1\leq j\leq n\), are positive operators on a Hilbert space.