A Logarithmic Minimization Property of the Unitary Polar Factor in the Spectral and Frobenius Norms

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Publication:2936591




Abstract: The unitary polar factor Q=U in the polar decomposition of the matrix Z=UH is the minimizer for both |mathrmLog(QZ)|2 and its Hermitian part |mathrmsymLog(QZ)|2 over both mathbbR and mathbbC, for any given invertible matrix Z in mathbbCnimesn and any matrix logarithm mathrmLog, not necessarily the principal logarithm mathrmlog. We prove this for the spectral matrix norm in any dimension and for the Frobenius matrix norm in two and three dimensions. The result shows that the unitary polar factor is the nearest orthogonal matrix to Z not only in the normwise sense, but also in a geodesic distance. The derivation is based on Bhatia's generalization of Bernstein's trace inequality for the matrix exponential and a new sum of squared logarithms inequality.




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