Some operator and trace function convexity theorems (Q898796)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some operator and trace function convexity theorems
scientific article

    Statements

    Some operator and trace function convexity theorems (English)
    0 references
    0 references
    0 references
    0 references
    18 December 2015
    0 references
    A function \(f:\mathbb{C}^{n \times n} \times \mathbb{C}^{n \times n} \rightarrow \mathbb{R}\) is said to be \textit{jointly operator convex} if \[ f(\lambda A_1+(1-\lambda)A_2, \lambda B_1+(1-\lambda)B_2) \leq \lambda f(A_1, B_1)+(1-\lambda)f(A_2, B_2) \] for all \(A_1, A_2, B_1, B_2 \in \mathbb{C}^{n \times n}\) and \(\lambda \in [0,1]\). \(f\) is said to be \textit{jointly operator concave} if \(-f\) is jointly operator convex. Let \({\mathcal P}_n\), \(n \geq 2\), denote the set of all \(n \times n\) positive definite matrices. One of the main questions that is addressed here is: when is the mapping \((A,B) \mapsto \operatorname{Tr}[(A^{q/2}B^pA^{q/2})^s]\) convex or concave, for \(A, B \in {\mathcal P}_n\). If \(p \in (1,2]\) and \(q \in (-1,0]\) then they show that this map is jointly operator convex if \[ s \geq \min \left\{\frac{1}{p-1}, \frac{1}{q+1}\right\}. \] The map is shown to be jointly operator convex in the case \(p=2\) for all \(q \in [-1,0)\) whenever \(s \geq \frac{1}{q+2}\). The authors also show the following result: For arbitrary nonzero real numbers \(p,q\), the map \[ (A,B) \mapsto A^{q/2}B^pA^{q/2} \] is jointly operator convex if and only if \(q=2\) and \(-1 \leq p < 0\); the map is not jointly operator concave. As an application, the operator convexity/concavity of the related trace functional \(\operatorname{Tr}[A^{q/2}B^pA^{q/2}C^r]\) is studied. They also prove that, if either \(r\) is a negative number or a positive fraction and \(Y\) is a positive semidefinite matrix of rank one, then the map \(X \mapsto X^rYX^r\) is not operator convex. This result is useful in constructing some counterexamples in the work.
    0 references
    0 references
    0 references
    0 references
    0 references
    operator convexity
    0 references
    operator concavity
    0 references
    trace inequality
    0 references
    Rényi entropy
    0 references
    0 references
    0 references