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Trace inequalities - Wikipedia, the free encyclopedia

Trace inequalities
From Wikipedia, the free encyclopedia

In mathematics, there are many kinds of inequalities involving matrices and linear operators on Hilbert spaces. This article covers some important operator
inequalities connected with traces of matrices.[1][2][3][4]

Contents
1 Basic definitions
1.1 Operator monotone
1.2 Operator convex
1.3 Joint convexity
1.4 Trace function
2 Convexity and monotonicity of the trace function
3 LwnerHeinz theorem
4 Klein's inequality
4.1 Proof
5 GoldenThompson inequality
6 PeierlsBogoliubov inequality
7 Gibbs variational principle

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7 Gibbs variational principle

8 Lieb's concavity theorem
9 Lieb's theorem
10 Ando's convexity theorem
11 Joint convexity of relative entropy
11.1 Statement
11.2 Proof
12 Jensen's operator and trace inequalities
12.1 Jensen's trace inequality
12.2 Jensen's operator inequality
13 Araki-Lieb-Thirring inequality
14 Effros's theorem and its extension
15 Von Neumann's trace inequality
16 See also
17 References

Basic definitions
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Let Hn denote the space of Hermitian n n matrices, Hn + denote the set consisting of positive semi-definite n n Hermitian matrices and Hn ++ denote the set of
positive definite Hermitian matrices. For operators on an infinite dimensional Hilbert space we require that they be trace class and self-adjoint, in which case similar
definitions apply, but we discuss only matrices, for simplicity.
For any real-valued function f on an interval I , one may define a matrix function f(A) for any operator A Hn with eigenvalues in I by defining it on the
eigenvalues and corresponding projectors P as
given the spectral decomposition

Operator monotone
A function f: I defined on an interval I is said to be operator monotone if n , and all A,B Hn with eigenvalues in I, the following holds,

where the inequality A B means that the operator A B 0 is positive semi-definite. One may check that f(A)=A2 is, in fact, not monotone!

Operator convex
A function

is said to be operator convex if for all

and all A,B Hn with eigenvalues in I, and

have eigenvalues in I.

Note that the operator

has eigenvalues in , since

A function

is operator convex, i.e. the inequality above for

is operator concave if

and

, the following holds

is reversed.

Joint convexity
A function

, defined on intervals
with eigenvalues in , and any

is said to be jointly convex if for all

the following holds

A function g is jointly concave if g is jointly convex, i.e. the inequality above for g is reversed.

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and all

with eigenvalues in and all

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A function g is jointly concave if g is jointly convex, i.e. the inequality above for g is reversed.

Trace function
Given a function f: , the associated trace function on Hn is given by

where A has eigenvalues and Tr stands for a trace of the operator.

Convexity and monotonicity of the trace function

Let f: be continuous, and let n be any integer. Then, if
Likewise, if

is monotone increasing, so is

on Hn .

on Hn , and it is strictly convex if f is strictly convex.

is convex, so is

See proof and discussion in,[1] for example.

LwnerHeinz theorem
For

, the function

is operator monotone and operator concave.

For

, the function

is operator monotone and operator concave.

For

, the function

is operator convex. Furthermore,

is operator concave and operator monotone, while

is operator convex.
The original proof of this theorem is due to K. Lwner who gave a necessary and sufficient condition for f to be operator monotone.[5] An elementary proof of the
theorem is discussed in [1] and a more general version of it in.[6]
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Klein's inequality
For all Hermitian n n matrices A and B and all differentiable convex functions f: with derivative f ' , or for all positive-definite Hermitian n n matrices A
and B, and all differentiable convex functions f:(0,) , the following inequality holds,

In either case, if f is strictly convex, equality holds if and only if A = B. A popular choice in applications is f(t)=t logt, see below.

Proof
Let C = A B so that, for 0 < t < 1,
.
Define

By convexity and monotonicity of trace functions, is convex, and so for all 0 < t < 1,

and, in fact, the right hand side is monotone decreasing in t. Taking the limit t0 yields Klein's inequality.
Note that if f is strictly convex and C 0, then is strictly convex. The final assertion follows from this and the fact that

is monotone decreasing in t.

GoldenThompson inequality
In 1965, S. Golden [7] and C.J. Thompson [8] independently discovered that
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For any matrices

This inequality can be generalized for three operators:[9] for non-negative operators

PeierlsBogoliubov inequality
Let

be such that Tr eR = 1. Defining g = Tr FeR, we have

The proof of this inequality follows from the above combined with Klein's inequality. Take f(x)= exp(x), A=R+F, and B=R+g I.[10]

Gibbs variational principle

Let

be a self-adjoint operator such that

is trace class. Then for any

with equality if and only if

with

Lieb's concavity theorem

The following theorem was proved by E. H. Lieb in.[9] It proves and generalizes a conjecture of E. P. Wigner, M. M. Yanase and F. J. Dyson.[11] Six years later
other proofs were given by T. Ando [12] and B. Simon,[3] and several more have been given since then.
For all

matrices

, and all and such that

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and

, with

the real valued map on

given by

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is jointly concave in
is convex in .
Here

stands for the adjoint operator of

Lieb's theorem
For a fixed Hermitian matrix

is concave on

, the function

The theorem and proof are due to E. H. Lieb,[9] Thm 6, where he obtains this theorem as a corollary of Lieb's concavity Theorem. The most direct proof is due to
H. Epstein;[13] see M.B. Ruskai papers,[14][15] for a review of this argument.

Ando's convexity theorem

T. Ando's proof [12] of Lieb's concavity theorem led to the following significant complement to it:
For all

matrices

, and all

and

with

, the real valued map on

given by

is convex.

Joint convexity of relative entropy

For two operators

define the following map

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For density matrices

and , the map

Note that the non-negativity of

is the Umegaki's quantum relative entropy.

follows from Klein's inequality with

Statement
The map

is jointly convex.

Proof
For all

is jointly concave, by Lieb's concavity theorem, and thus

is convex. But

and convexity is preserved in the limit.

The proof is due to G. Lindblad.[16]

Jensen's operator and trace inequalities

The operator version of Jensen's inequality is due to C. Davis.[17]
A continuous, real function

on an interval satisfies Jensen's Operator Inequality if the following holds

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for operators

with

and for self-adjoint operators

with spectrum on .

See,[17][18] for the proof of the following two theorems.

Jensen's trace inequality

Let f be a continuous function defined on an interval I and let m and n be natural numbers. If f is convex, we then have the inequality

for all (X1, ... , Xn ) self-adjoint m m matrices with spectra contained in I and all (A1, ... , An ) of m m matrices with
.
Conversely, if the above inequality is satisfied for some n and m, where n > 1, then f is convex.

Jensen's operator inequality

For a continuous function

defined on an interval the following conditions are equivalent:

is operator convex.
For each natural number

for all

we have the inequality

bounded, self-adjoint operators on an arbitrary Hilbert space

with spectra contained in and all

on

with

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for each isometry

every self-adjoint operator

on an infinite-dimensional Hilbert space

with spectrum in .
for each projection

and every

and

on an infinite-dimensional Hilbert space

, every self-adjoint operator

with spectrum in

in .

Araki-Lieb-Thirring inequality
E. H. Lieb and W. E. Thirring proved the following inequality in [19] in 1976: For any

In 1990 [20] H. Araki generalized the above inequality to the following one: For any

and

and

for
and
for
Lieb-Thirring inequality also enjoys the following generalization:[21] for any

and

Effros's theorem and its extension

E. Effros in [22] proved the following theorem.
If

is an operator convex function, and

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and

are commuting bounded linear operators, i.e. the commutator

, the perspective

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is jointly convex, i.e. if

and

Ebadian et. al. later extended the inequality to the case where

with

and

(i=1,2),

do not commute . [23]

Von Neumann's trace inequality

Von Neumann's trace inequality, named after its originator John von Neumann, states that for any n n complex matrices A, B with singular values
and
respectively,[24]

The equality is achieved when

and

are simultaneously unitarily diagonalizable (see trace).

See also
von Neumann entropy
LiebThirring inequality

References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.

E. Carlen, Trace Inequalities and Quantum Entropy: An Introductory Course, Contemp. Math. 529 (2009).
R. Bhatia, Matrix Analysis, Springer, (1997).
B. Simon, Trace Ideals and their Applications, Cambridge Univ. Press, (1979); Second edition. Amer. Math. Soc., Providence, RI, (2005).
M. Ohya, D. Petz, Quantum Entropy and Its Use, Springer, (1993).
K. Lwner, "Uber monotone Matrix funktionen", Math. Z. 38, 177216, (1934).
W.F. Donoghue, Jr., Monotone Matrix Functions and Analytic Continuation, Springer, (1974).
S. Golden, Lower Bounds for Helmholtz Functions, Phys. Rev. 137, B 11271128 (1965)
C.J. Thompson, Inequality with Applications in Statistical Mechanics, J. Math. Phys. 6, 18121813, (1965).
E. H. Lieb, Convex Trace Functions and the WignerYanaseDyson Conjecture, Advances in Math. 11, 267288 (1973).
D. Ruelle, Statistical Mechanics: Rigorous Results, World Scient. (1969).
E. P. Wigner, M. M. Yanase, On the Positive Semi-Definite Nature of a Certain Matrix Expression, Can. J. Math. 16, 397406, (1964).

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12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.

Trace inequalities - Wikipedia, the free encyclopedia

. Ando, Convexity of Certain Maps on Positive Definite Matrices and Applications to Hadamard Products, Lin. Alg. Appl. 26, 203241 (1979).
H. Epstein, Remarks on Two Theorems of E. Lieb, Comm. Math. Phys., 31:317325, (1973).
M. B. Ruskai, Inequalities for Quantum Entropy: A Review With Conditions for Equality, J. Math. Phys., 43(9):43584375, (2002).
M. B. Ruskai, Another Short and Elementary Proof of Strong Subadditivity of Quantum Entropy, Reports Math. Phys. 60, 112 (2007).
G. Lindblad, Expectations and Entropy Inequalities, Commun. Math. Phys. 39, 111119 (1974).
C. Davis, A Schwarz inequality for convex operator functions, Proc. Amer. Math. Soc. 8, 4244, (1957).
F. Hansen, G. K. Pedersen, Jensen's Operator Inequality, Bull. London Math. Soc. 35 (4): 553564, (2003).
E. H. Lieb, W. E. Thirring, Inequalities for the Moments of the Eigenvalues of the Schrdinger Hamiltonian and Their Relation to Sobolev Inequalities, in Studies in
Mathematical Physics, edited E. Lieb, B. Simon, and A. Wightman, Princeton University Press, 269-303 (1976).
H. Araki, On an Inequality of Lieb and Thirring, Lett. Math. Phys. 19, 167-170 (1990).
Z. Allen-Zhu, Y. Lee, L. Orecchia, Using Optimization to Obtain a Width-Independent, Parallel, Simpler, and Faster Positive SDP Solver, in ACM-SIAM Symposium
on Discrete Algorithms, 1824-1831 (2016).
E. Effros, A Matrix Convexity Approach to Some Celebrated Quantum Inequalities, Proc. Natl. Acad. Sci. USA, 106, n.4, 10061008 (2009).
A. Ebadian, I. Nikoufar, and M. Gordjic, "Perspectives of matrix convex functions," Proc. Natl Acad. Sci. USA, 108(18), 7313--7314 (2011)
Mirsky, L. (December 1975). "A trace inequality of John von Neumann". Monatshefte fr Mathematik 79 (4): 303306. doi:10.1007/BF01647331.

Scholarpedia (http://www.scholarpedia.org/article/Matrix_and_Operator_Trace_Inequalities#Gibbs_variational_principle) primary source.

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