An arithmetic-geometric mean inequality for products of three matrices

DOI10.1016/J.LAA.2015.09.013MaRDI QIDQ896834zbMATHOpenAlexFDO

Authors Arie Israel, Felix Krahmer, Rachel Ward

Publication date 14 December 2015

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

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

zbMATH Keywords

linear algebraarithmetic-geometric mean inequalitynorm inequalities

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42)

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.

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Cites work

• scientific article; zbMATH DE number 3073200 (Why is no real title available?)
• A randomized Kaczmarz algorithm with exponential convergence
• Arithmetic-geometric mean and related inequalities for operators
• More Matrix Forms of the Arithmetic-Geometric Mean Inequality
• On an inequality of Lieb and Thirring
• On the Singular Values of a Product of Operators
• Some operator inequalities for unitarily invariant norms
• The matrix arithmetic-geometric mean inequality revisited

Cited in

(5)

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

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