A matrix trace inequality and its application (Q5962284)

From MaRDI portal





scientific article; zbMATH DE number 5789766
Language Label Description Also known as
default for all languages
No label defined
    English
    A matrix trace inequality and its application
    scientific article; zbMATH DE number 5789766

      Statements

      A matrix trace inequality and its application (English)
      0 references
      0 references
      0 references
      21 September 2010
      0 references
      matrix trace inequality
      0 references
      positive semidefinite matrix
      0 references
      majorization
      0 references
      Golden-Thompson inequality
      0 references
      generalized exponential function
      0 references
      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 \(\exp_\nu(X)=(I+\nu X)^{1/\nu}\).
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references