Positivity of partitioned Hermitian matrices with unitarily invariant norms
Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Positive matrices and their generalizations; cones of matrices (15B48) Norms (inequalities, more than one norm, etc.) of linear operators (47A30) Positive linear operators and order-bounded operators (47B65)
The paper deals with positivity of partitioned positive semi-definite matrices with the trace norm and other unitarily invariant norms. Given \(A=(A_{ij})_{1 \leq i,j \leq m}\) a partitioned positive semi-definite matrix, the authors analyze when the matrix \((\|A_{ij} \|)_{1 \leq i,j \leq m}\) is also positive semi-definite, where \(\| \cdot \|\) is a unitarily invariant norm. Let \(R_1\), \(R_2\), \(R_3\) be rectangular complex matrices so that the multiplication \(R_j^*R_k\) is compatible for all \((j,k)\) pairs. \textit{S. W. Drury} [Linear Algebra Appl. 446, 369--376 (2014; Zbl 1286.15043)] showed that the \(3 \times 3\) matrix \[ M=(\mathrm{tr}(|R_j^*R_k|))_{1 \leq i,j \leq 3}=(\| R_j^*R_k \|_{\mathrm{tr}})_{1 \leq i,j \leq 3} \] is positive semi-definite, where for a matrix \(X\), \(X^*\) denotes its conjugate transpose, \(|X|=(X^*X)^{1/2}\) denotes its polar factor and \(\|X\|_{\mathrm{tr}}=\mathrm{tr}|X|\) is the trace norm. In this manuscript, the authors present a short proof of this result. They also observe that this result does not hold if we replace the trace norm by other norms on matrices and they give a complete analysis of the problem when the trace norm is replaced by other unitarily invariant norms.
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