TY - JOUR
T1 - An arithmetic-geometric mean inequality for products of three matrices
AU - Israel, Arie
AU - Krahmer, Felix
AU - Ward, Rachel
N1 - Publisher Copyright:
© 2015 Published by Elsevier Inc.
PY - 2016/1/1
Y1 - 2016/1/1
N2 - Consider the following noncommutative arithmetic-geometric mean inequality: Given positive-semidefinite matrices A1,...,An, the ≤ m≤n:1;bsupesup ;bsupesup bsup esuphellip bsupesup=1n(Equation presented)A;bsupbsub Aj2...Ajm≥(n-m)!n!∑j1,j2,...,jm=1all distinctn(Equation presented)Aj1Aj2...Ajm(Equation presented), where (Equation presented) 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, m≤3. 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.
AB - Consider the following noncommutative arithmetic-geometric mean inequality: Given positive-semidefinite matrices A1,...,An, the ≤ m≤n:1;bsupesup ;bsupesup bsup esuphellip bsupesup=1n(Equation presented)A;bsupbsub Aj2...Ajm≥(n-m)!n!∑j1,j2,...,jm=1all distinctn(Equation presented)Aj1Aj2...Ajm(Equation presented), where (Equation presented) 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, m≤3. 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.
KW - Arithmeticgeometric mean inequality
KW - Linear algebra
KW - Norm inequalities
UR - http://www.scopus.com/inward/record.url?scp=84942531979&partnerID=8YFLogxK
U2 - 10.1016/j.laa.2015.09.013
DO - 10.1016/j.laa.2015.09.013
M3 - Article
AN - SCOPUS:84942531979
SN - 0024-3795
VL - 488
SP - 1
EP - 12
JO - Linear Algebra and Its Applications
JF - Linear Algebra and Its Applications
ER -