Signed mean value trace inequalities for Hermitian matrices

Let \mathsfslA,\mathsfslB,\mathsfslCHd\mathsfsl{A},\mathsfsl{B},\mathsfsl{C}\in\mathbb{H}^{d} be Hermitian matrices, let qq be a positive integer, and let s>0s>0. For a Hermitian matrix \mathsfslX\mathsfsl{X}, write \mathsfslX+\mathsfsl{X}_+ and \mathsfslX\mathsfsl{X}_- for its positive and negative parts, and write \mathsfslX|\mathsfsl{X}| for its absolute value. Signed mean value trace inequalities. The following inequalities should hold:

tr[\mathsfslC(e\mathsfslAe\mathsfslB)]12tr[((s(\mathsfslA\mathsfslB)+2+s1\mathsfslC+2)e\mathsfslA+(s(\mathsfslA\mathsfslB)2+s1\mathsfslC2)e\mathsfslB)]\operatorname{tr}\big[\mathsfsl{C}(\mathrm{e}^{\mathsfsl{A}}-\mathrm{e}^{\mathsfsl{B}})\big]\leq \frac{1}{2}\operatorname{tr}\big[((s(\mathsfsl{A}-\mathsfsl{B})_+^2+s^{-1}\mathsfsl{C}_+^2)\mathrm{e}^{\mathsfsl{A}}+(s(\mathsfsl{A}-\mathsfsl{B})_-^2+s^{-1}\mathsfsl{C}_-^2)\mathrm{e}^{\mathsfsl{B}})\big]

and

tr[\mathsfslC(\mathsfslAq\mathsfslBq)]q2tr[((s(\mathsfslA\mathsfslB)+2+s1\mathsfslC+2)\mathsfslAq1+(s(\mathsfslA\mathsfslB)2+s1\mathsfslC2)\mathsfslBq1)].\operatorname{tr}\big[\mathsfsl{C}(\mathsfsl{A}^{q}-\mathsfsl{B}^{q})\big]\leq \frac{q}{2}\operatorname{tr}\big[((s(\mathsfsl{A}-\mathsfsl{B})_+^2+s^{-1}\mathsfsl{C}_+^2)|\mathsfsl{A}|^{q-1}+(s(\mathsfsl{A}-\mathsfsl{B})_-^2+s^{-1}\mathsfsl{C}_-^2)|\mathsfsl{B}|^{q-1})\big].

These inequalities would provide the missing ingredient for extending the paper's concentration method to matrix self-bounding functions. The source presents them as needed for that analysis, but gives no resolution, so their status remains open.

Sources & referencesView supporting material

Primary source

Daniel Paulin, Lester Mackey and Joel A. Tropp, “Deriving Matrix Concentration Inequalities from Kernel Couplings”, arXiv:1305.0612 (2013).

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