A mixed arithmetic-mean-harmonic-mean matrix inequality (Q1914244)

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A mixed arithmetic-mean-harmonic-mean matrix inequality
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    A mixed arithmetic-mean-harmonic-mean matrix inequality (English)
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    25 June 1997
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    Let \({\mathcal H}_{m}\) denote the set of \(m \times m\) Hermitian matrices with the usual partial ordering: \(A \geq B\) if and only if \(A - B\) is positive semi-definite. The authors prove two general inequalities in \({\mathcal H}_{m}\). Theorem 1: If \(A_{i} \in {\mathcal H}_{m}\) (\(i = 1,\ldots ,n\)) are positive definite, then \[ \left\{ {1\over n} \sum^{n}_{j=1}j (A_{1} + \ldots + A_{j})^{-1}\right\} ^{-1} \geq {1\over n} \sum^{n}_{i=1} \left\{ {1\over i} \sum^{i}_{k=1} A^{-1}_{k}\right\} ^{-1}. \] Theorem 2: If \(A,B \in {\mathcal H}_{m}\) are positive definite then \(A \# (A \nabla B) \geq A \nabla (A \# B)\) where \(A \# B := A^{1/2}(A^{-1/2}BA^{-1/2})^{1/2}A^{1/2}\) and \(A \nabla B := (A + B)/2\). Theorem 1 is analogous to a mixed arithmetic-geometric mean inequality for scalars proved by \textit{K. Kedlaya} [Am. Math. Mon. 101, No. 4, 355-357 (1994; Zbl 0802.26008)] (and the proof is similar). There is a harmonic-geometric mean inequality similar to Theorem 2 obtained by substituting inverses; see \textit{M. Sagae} and \textit{K. Tanabe} [Linear Multilinear Algebra 37, No. 4, 279-282 (1994; Zbl 0816.15017)] for related results. It is not known whether Theorem 2 can be generalized to more than two noncommuting matrices.
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    Hermitian matrices
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    partial ordering
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    mixed arithmetic-geometric mean equality
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