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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Published in: | Linear algebra and its applications Vol. 423; no. 2; pp. 512 - 518 |
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Main Authors: | , |
Format: | Journal Article |
Language: | English |
Published: |
New York, NY
Elsevier Inc
01-06-2007
Elsevier Science |
Subjects: | |
Online Access: | Get full text |
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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. |
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ISSN: | 0024-3795 1873-1856 |
DOI: | 10.1016/j.laa.2007.02.019 |