An arithmetic-geometric mean inequality for products of three matrices

DOI10.1016/J.LAA.2015.09.013zbMATH Open1328.15032arXiv1411.0333OpenAlexW2098214658MaRDI QIDQ896834FDOQ896834

Authors: Arie Israel, Felix Krahmer, Rachel Ward 

Publication date: 14 December 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: Consider the following noncommutative arithmetic-geometric mean inequality: given positive-semidefinite matrices $mathbf{A}_1,dots,mathbf{A}_n$, the following holds for each integer $mleqn$: ${\displaystyle }$ frac{1}{n^m}sum_{j_1, j_2, dots, j_m = 1}^{n} ||| mathbf{A}_{j_1} mathbf{A}_{j_2} dots mathbf{A}_{j_m} ||| geq frac{(n-m)!}{n!} sum_{substack{j_1, j_2, dots, j_m = 1 \ ext{all distinct}}}^{n} ||| mathbf{A}_{j_1} mathbf{A}_{j_2} dots mathbf{A}_{j_m} |||,${\displaystyle }$ where $|||cdot|||$ denotes a unitarily invariant norm, including the operator norm and Schatten p-norms as special cases. While this inequality in full generality remains a conjecture, we prove that the inequality holds for products of up to three matrices, $mleq3$. The proofs for $m=1,2$ are straightforward; to derive the proof for $m=3$, we appeal to a variant of the classic Araki-Lieb-Thirring inequality for permutations of matrix products.

Full work available at URL: https://arxiv.org/abs/1411.0333

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zbMATH Keywords

linear algebraarithmetic-geometric mean inequalitynorm inequalities

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42)

Cites Work

• A randomized Kaczmarz algorithm with exponential convergence
• Title not available (Why is that?)
• On an inequality of Lieb and Thirring
• The matrix arithmetic-geometric mean inequality revisited
• On the Singular Values of a Product of Operators
• Arithmetic-geometric mean and related inequalities for operators
• More Matrix Forms of the Arithmetic-Geometric Mean Inequality
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Cited In (5)

• Matrix concentration for products
• On matrix rearrangement inequalities
• A note on the non-commutative arithmetic-geometric mean inequality
• Why random reshuffling beats stochastic gradient descent
• Randomness and permutations in coordinate descent methods

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