Monotonicity of the matrix geometric mean (Q443939): Difference between revisions
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Let \(A_{1},A_{2},\dots,A_{m}\) be elements of \(\mathbb{P}\), let \(G=G(A_{1},A_{2},\dots,A_{m})\) and \(\alpha =\sum \frac{1}{m} \delta^{2}_{2}(G,A_{j})\). For \(n\geq1\), let \(\mathcal{J}_{n}\) be the set of all ordered \(n\)-tuples \((j_{1},j_{2},\dots,j_{n})\), with \(j_{k}\in \{1,2,\dots,m \}\). This is a set with \(m^{n}\) elements. For each element of this set a ``mean'' \(\mathcal{M}_{n}(j_{1},j_{2},\dots,j_{n})\) of the given matrices \(A_{1},A_{2},\dots,A_{m}\) is defined by the following inductive procedure: \(\mathcal{M}_{1}(j)=A_{j}\) for all \(j\in\mathcal{J}_{1}\), \(\mathcal{M}_{n+1}(j_{1},j_{2},\dots,j_{n},k)=\mathcal{M}_{n}(j_{1},j_{2},\dots,j_{n})\sharp_{\frac{1}{n+1}}A_{k}\) for all \((j_{1},j_{2},\dots,j_{n})\) in \(\mathcal{J}_{n}\) and \(k\) in \(\mathcal{J}_{1}\). In this paper, the authors give an elementary proof of the below theorem, which was first proved by \textit{J. Lawson} and \textit{Y. Lim} [Math. Ann. 351, No. 2, 267--279 (2011; Zbl 1229.15024)], using standard matrix analysis and some counting arguments: Let \(A_{1},A_{2},\dots,A_{m}\) and \(A_{1}^{'},A_{2}^{'},\dots,A_{m}^{'}\) be positive definite matrices such that \(A_{j}\leq A_{j}^{'}\) for \(1\leq j\leq m\). Then \(G(A_{1},A_{2},\dots,A_{m})\leq G(A_{1}^{'},A_{2}^{'},\dots,A_{m}^{'})\). The authors arguments give simplifications of the proofs of joint concavity and continuity, which are the two important properties of the geometric mean. They give some new inequalities and results. The results can also be proved for the weighted geometric mean and their argument offers an easy transition from the equal-weights case to the general one. | |||
Property / review text: Let \(A_{1},A_{2},\dots,A_{m}\) be elements of \(\mathbb{P}\), let \(G=G(A_{1},A_{2},\dots,A_{m})\) and \(\alpha =\sum \frac{1}{m} \delta^{2}_{2}(G,A_{j})\). For \(n\geq1\), let \(\mathcal{J}_{n}\) be the set of all ordered \(n\)-tuples \((j_{1},j_{2},\dots,j_{n})\), with \(j_{k}\in \{1,2,\dots,m \}\). This is a set with \(m^{n}\) elements. For each element of this set a ``mean'' \(\mathcal{M}_{n}(j_{1},j_{2},\dots,j_{n})\) of the given matrices \(A_{1},A_{2},\dots,A_{m}\) is defined by the following inductive procedure: \(\mathcal{M}_{1}(j)=A_{j}\) for all \(j\in\mathcal{J}_{1}\), \(\mathcal{M}_{n+1}(j_{1},j_{2},\dots,j_{n},k)=\mathcal{M}_{n}(j_{1},j_{2},\dots,j_{n})\sharp_{\frac{1}{n+1}}A_{k}\) for all \((j_{1},j_{2},\dots,j_{n})\) in \(\mathcal{J}_{n}\) and \(k\) in \(\mathcal{J}_{1}\). In this paper, the authors give an elementary proof of the below theorem, which was first proved by \textit{J. Lawson} and \textit{Y. Lim} [Math. Ann. 351, No. 2, 267--279 (2011; Zbl 1229.15024)], using standard matrix analysis and some counting arguments: Let \(A_{1},A_{2},\dots,A_{m}\) and \(A_{1}^{'},A_{2}^{'},\dots,A_{m}^{'}\) be positive definite matrices such that \(A_{j}\leq A_{j}^{'}\) for \(1\leq j\leq m\). Then \(G(A_{1},A_{2},\dots,A_{m})\leq G(A_{1}^{'},A_{2}^{'},\dots,A_{m}^{'})\). The authors arguments give simplifications of the proofs of joint concavity and continuity, which are the two important properties of the geometric mean. They give some new inequalities and results. The results can also be proved for the weighted geometric mean and their argument offers an easy transition from the equal-weights case to the general one. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Süleyman Güler / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15B48 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 47A64 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 53C20 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15A45 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6065231 / rank | |||
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Property / zbMATH Keywords | |||
positive definite matrices | |||
Property / zbMATH Keywords: positive definite matrices / rank | |||
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Property / zbMATH Keywords | |||
geometric mean | |||
Property / zbMATH Keywords: geometric mean / rank | |||
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Property / zbMATH Keywords | |||
monotonicity | |||
Property / zbMATH Keywords: monotonicity / rank | |||
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Property / zbMATH Keywords | |||
concavity | |||
Property / zbMATH Keywords: concavity / rank | |||
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Property / zbMATH Keywords | |||
continuity | |||
Property / zbMATH Keywords: continuity / rank | |||
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Property / zbMATH Keywords | |||
inequalities | |||
Property / zbMATH Keywords: inequalities / rank | |||
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Revision as of 02:42, 30 June 2023
scientific article
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English | Monotonicity of the matrix geometric mean |
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Statements
Monotonicity of the matrix geometric mean (English)
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13 August 2012
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Let \(A_{1},A_{2},\dots,A_{m}\) be elements of \(\mathbb{P}\), let \(G=G(A_{1},A_{2},\dots,A_{m})\) and \(\alpha =\sum \frac{1}{m} \delta^{2}_{2}(G,A_{j})\). For \(n\geq1\), let \(\mathcal{J}_{n}\) be the set of all ordered \(n\)-tuples \((j_{1},j_{2},\dots,j_{n})\), with \(j_{k}\in \{1,2,\dots,m \}\). This is a set with \(m^{n}\) elements. For each element of this set a ``mean'' \(\mathcal{M}_{n}(j_{1},j_{2},\dots,j_{n})\) of the given matrices \(A_{1},A_{2},\dots,A_{m}\) is defined by the following inductive procedure: \(\mathcal{M}_{1}(j)=A_{j}\) for all \(j\in\mathcal{J}_{1}\), \(\mathcal{M}_{n+1}(j_{1},j_{2},\dots,j_{n},k)=\mathcal{M}_{n}(j_{1},j_{2},\dots,j_{n})\sharp_{\frac{1}{n+1}}A_{k}\) for all \((j_{1},j_{2},\dots,j_{n})\) in \(\mathcal{J}_{n}\) and \(k\) in \(\mathcal{J}_{1}\). In this paper, the authors give an elementary proof of the below theorem, which was first proved by \textit{J. Lawson} and \textit{Y. Lim} [Math. Ann. 351, No. 2, 267--279 (2011; Zbl 1229.15024)], using standard matrix analysis and some counting arguments: Let \(A_{1},A_{2},\dots,A_{m}\) and \(A_{1}^{'},A_{2}^{'},\dots,A_{m}^{'}\) be positive definite matrices such that \(A_{j}\leq A_{j}^{'}\) for \(1\leq j\leq m\). Then \(G(A_{1},A_{2},\dots,A_{m})\leq G(A_{1}^{'},A_{2}^{'},\dots,A_{m}^{'})\). The authors arguments give simplifications of the proofs of joint concavity and continuity, which are the two important properties of the geometric mean. They give some new inequalities and results. The results can also be proved for the weighted geometric mean and their argument offers an easy transition from the equal-weights case to the general one.
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positive definite matrices
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geometric mean
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monotonicity
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concavity
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continuity
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inequalities
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