Signed mean value trace inequalities for Hermitian matrices

At least 12 years old · documented by

Let \mathsfslA,\mathsfslB,\mathsfslC∈Hd\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\mathsfslA−e\mathsfslB)]≤12tr⁡[((s(\mathsfslA−\mathsfslB)+2+s−1\mathsfslC+2)e\mathsfslA+(s(\mathsfslA−\mathsfslB)−2+s−1\mathsfslC−2)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+s−1\mathsfslC+2)∣\mathsfslA∣q−1+(s(\mathsfslA−\mathsfslB)−2+s−1\mathsfslC−2)∣\mathsfslB∣q−1)].\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.

References

Primary source

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

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.