A matrix trace inequality and its application

DOI10.1016/J.LAA.2010.05.011MaRDI QIDQ5962284zbMATH OpenOpenAlexWikidataFDO

Authors Shigeru Furuichi, Minghua Lin

Publication date 21 September 2010

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.3803

zbMATH Keywords

generalized exponential functionGolden-Thompson inequalitymajorizationmatrix trace inequalitypositive semidefinite matrix

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Matrix exponential and similar functions of matrices (15A16) Linear inequalities of matrices (15A39) Miscellaneous inequalities involving matrices (15A45) Positive matrices and their generalizations; cones of matrices (15B48)

Abstract: In this short paper, we give a complete and affirmative answer to a conjecture on matrix trace inequalities for the sum of positive semidefinite matrices. We also apply the obtained inequality to derive a kind of generalized Golden-Thompson inequality for positive semidefinite matrices.

Review text

This paper answers in the affirmative a question from the first author, namely: given \(X,Y\in M_n(\mathbb{C})^+\), \(p\in\mathbb{R}\), the following inequalities hold: NEWLINENEWLINE\[NEWLINE\begin{aligned} \text{Tr}[(I+X+Y+Y^{1/2}XY^{1/2})^p]&\leq\text{Tr}[(I+X+Y+XY)^p],\;\;\;p\geq1, \\ NEWLINE\text{Tr}[(I+X+Y+Y^{1/2}XY^{1/2})^p]&\geq\text{Tr}[(I+X+Y+XY)^p],\;\;\;0\leq p\leq1. \end{aligned}NEWLINE\]NEWLINE The proof uses majorization and its relation with convex/concave functions. The authors then use their result to prove a generalization of the Golden-Thompson inequality to the generalized exponential function \(\exp_\nu(X)=(I+\nu X)^{1/\nu}\).

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Cites work

• scientific article; zbMATH DE number 3203564 (Why is no real title available?)
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Cited in

(24)

• Matrix trace Wielandt inequalities with statistical applications
• Positive matrices partitioned into a small number of Hermitian blocks
• Improvements of trace inequalities for convex functions
• An extension of the Golden-Thompson theorem
• On a matrix trace inequality due to Ando, Hiai and Okubo
• An extension of a matrix inequality of Thompson
• Eigenvalue majorization inequalities for positive semidefinite block matrices and their blocks
• Inequalities for Tsallis relative entropy and generalized skew information
• An eigenvalue majorization inequality for positive semidefinite block matrices
• Inequalities for the Trace of Matrix Exponentials
• Trace inequalities and linear programming (with applications to markov chains
• Equality cases in matrix norm inequalities of golden-thompson type
• Some inequalities of majorization type
• Trace inequalities for multiple products of two matrices
• scientific article; zbMATH DE number 1844013 (Why is no real title available?)
• TRACE INEQUALITIES FOR MATRICES
• scientific article; zbMATH DE number 2193386 (Why is no real title available?)
• An eigenvalue inequality for positive semidefinite k × k block matrices
• Interpolation functions and inequalities
• A trace inequality of Ando, Hiai, and Okubo and a monotonicity property of the Golden–Thompson inequality
• The Araki-Lieb-Thirring inequality and the Golden-Thompson inequality in Euclidean Jordan algebras
• Triple operator version of the Golden-Thompson inequality for traces on von Neumann algebras
• Another proof of a result on the doubly superstochastic matrices
• Bounds for the reduced relative entropies

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