A matrix subadditivity inequality for f( A + B) and f( A) + f( B)

In 1999 Ando and Zhan proved a subadditivity inequality for operator concave functions. We extend it to all concave functions: Given positive semidefinite matrices A, B and a non-negative concave function f on [0,∞), ‖ f ( A + B ) ‖ ⩽ ‖ f ( A ) + f ( B ) ‖ for all symmetric norms (in particular for...

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Bibliographic Details
Published in:Linear algebra and its applications Vol. 423; no. 2; pp. 512 - 518
Main Authors: Bourin, Jean-Christophe, Uchiyama, Mitsuru
Format: Journal Article
Language:English
Published: New York, NY Elsevier Inc 01-06-2007
Elsevier Science
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Summary:In 1999 Ando and Zhan proved a subadditivity inequality for operator concave functions. We extend it to all concave functions: Given positive semidefinite matrices A, B and a non-negative concave function f on [0,∞), ‖ f ( A + B ) ‖ ⩽ ‖ f ( A ) + f ( B ) ‖ for all symmetric norms (in particular for all Schatten p-norms). The case f ( t ) = t is connected to some block-matrix inequalities, for instance the operator norm inequality A X ∗ X B ∞ ⩽ max X | ‖ ∞ ; ‖ | B | + | X ∗ | ‖ ∞ } for any partitioned Hermitian matrix.
ISSN:0024-3795
1873-1856
DOI:10.1016/j.laa.2007.02.019