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Lets have two Hermitian $n\times n$ matrices $X$ and $Y$.

Are there any known properties of the singular values of $$Z = X + i Y.$$

I am the most interested in bounding from above a few first singular values of $Z$ by the eigenvalues of $X$ and $Y$. And sth that is stronger than:

$$\sum_{i=1}^k \sigma_i^2(Z)\leq \sum_{i=1}^k \left( \lambda_i^2(X)+\lambda_i^2(Y)+\lambda_i(i[X,Y]) \right)$$ for $1\leq k \leq n$ and (singular/eigen)values sorted in the decreasing order.

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The problem about eigenvalues of sums of Hermitian matrices was solved by Alexander Klyachko, in "Stable bundles, representation theory and Hermitian operators", Selecta Math. 4 (1998), no. 3, 419-445. See also Fulton's survey article "Eigenvalues, invariant factors, highest weights, and Schubert calculus" front.math.ucdavis.edu/9908.5012 –  Misha Mar 8 '12 at 12:13
    
See mathoverflow.net/questions/31475/singular-values-of-matrix-sums , although your case is more special than this one. –  David Speyer Mar 8 '12 at 14:49
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1 Answer 1

up vote 4 down vote accepted

Some results in this direction that you might find useful are listed below.

Theorem (Bhatia and Kittaneh). Let $X$, $Y$, and $Z$ be as in the question above. Then, \begin{equation*} \| (X^2+Y^2)^{1/2} \|_p \le \|Z\|_p \le 2^{1/2-1/p}\| (X^2+Y^2)^{1/2} \|_p, \end{equation*} where $2 \le p \le \infty$, and $\|\cdot\|_p$ denotes the Schatten-$p$ norm. The inequality above gets reversed for $1\le p \le 2$. Also, these inequalities are sharp.

Even more directly relevant is the following theorem that discusses majorization of singular values of $X+Y$ by those of $Z$.

Theorem (Bhatia and Kittaneh). Let $X$, $Y$, and $Z$ be as in the question. Then \begin{equation*} \sigma(X+Y)\quad \prec_w\quad \sqrt{2}\sigma(Z) \end{equation*} If $X$ is psd, then the above weak majorization can be replaced by weak log-majorization, that is, \begin{equation*} \prod_{j=1}^k \sigma_j(X+Y) \le \prod_{j=1}^k\sqrt{2}\sigma_j(Z). \end{equation*} Finally, if both $X$ and $Y$ are psd, then we have even stronger inequalities: \begin{equation*} \sigma_j(X+Y) \le \sqrt{2}\sigma_j(Z)\quad 1 \le j \le n. \end{equation*}

Bhatia and Kittaneh also discuss some applications of the above theorem to commutator inequalities.

References

  1. R. Bhatia and F. Kittaneh. "The singular values of $A+B$ and $A+iB$." Linear Algebra and its Applications, 431(2009), pp. 1502-1508.

  2. R. Bhatia and F. Kittaneh. "Cartesian decompositions and Schatten norms." Linear Algebra and its Applications, 318(2000), pp. 109--116.

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@Suvrit Thank you a lot! –  Piotr Migdal Mar 8 '12 at 18:15
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