A matrix reverse Hölder inequality (Q734929)

Let \(0\leq\alpha\leq 1\) and \(\beta=1-\alpha\). The weighted geometric mean of Hermitian positive definite matrices \(A,B\in\mathbb{C}^{n\times n}\) is \(A\,\sharp_\alpha\, B=A^\frac{1}{2}(A^{-\frac{1}{2}}BA^{-\frac{1}{2}})^\alpha A^\frac{1}{2}\). Let \(A_1,\dots,A_m,B_1,\dots,B_m\in\mathbb{C}^{n\times n}\) be Hermitian positive definite, and denote by \(\leq\) the Löwner partial ordering. The authors prove that the matrix Hölder inequality \[ \sum_{i=1}^m A_i\,\sharp_\alpha\,B_i\leq\big(\sum_{i=1}^m A_i\big)\,\sharp_\alpha\,\big(\sum_{i=1}^m B_i\big) \] has a reverse \[ \big(\sum_{i=1}^m A_i\big)\,\sharp_\alpha\,\big(\sum_{i=1}^m B_i\big)\leq\frac{1}{K(w,\alpha)}\sum_{i=1}^m A_i\,\sharp_\alpha\,B_i. \] Here \[ K(w,\alpha)=\big(\frac{w^\alpha-1}{\alpha}\big)^\alpha \big(\frac{w^\beta-1}{\beta}\big)^\beta\frac{w^{\alpha\beta}} {w-1}, \] and \(w=c/d\) where \(c,d>0\) satisfy \(cA_i\geq B_i\geq dA_i\) for all \(i=1,\dots,m\). More general, if \(\Phi:\mathbb{C}^{n\times n}\rightarrow\mathbb{C}^{k\times k}\) is a positive linear map, then \[ \Phi(A)\,\sharp_\alpha\,\Phi(B)\leq \frac{1}{K(w,\alpha)}\Phi(A\,\sharp_\alpha\,B). \] (In Theorem~6, \(\sharp\) should read \(\sharp_\alpha\).) The case \(\alpha=\tfrac{1}{2}\), i.e., reversing the matrix Cauchy-Schwarz inequality to the matrix Cassels (not ``Cassel'') inequality, has previously been settled by \textit{E.-Y.~Lee} [Linear Algebra Appl.~430, 805--810 (2009; Zbl 1157.15024)]. Finally, the authors remark that an inequality proved by \textit{J.~W.~S.~Cassels} [Biometrika~42, 327--341 (1955; Zbl 0068.33201), Appendix] and certain inequalities discussed by \textit{K.~Fan} [Abh. Math. Semin. Univ. Hamburg 29, 185--196 (1966; Zbl 0145.25303)] trace back to \textit{Ş.~A.~Gheorghiu} [Bulletin Math. Soc. Roum. des Sc. 35, 117--119 (1933; JFM 59.0895.02)]. In fact, Gheorghiu only gave a new proof for an inequality already proved by \textit{G.~Pólya} and \textit{G.~Szegö} [Aufgaben und Lehrsätze aus der Analysis. I: Springer (1925; JFM 51.0713.01)], its English edition reprinted [Problems and theorems in analysis. I. Series, integral calculus, theory of functions. Classics in Mathematics. Berlin: Springer (1998; Zbl 1053.00002)]. For a historical survey of the Cassels inequality and five related inequalities, see \textit{G.~S.~Watson}, \textit{G.~Alpargu} and \textit{G.~P.~H.~Styan} [Linear Algebra Appl.~264, 13--54 (1997; Zbl 0948.62046)].