Skip to main content
Notice removed Draw attention by CommunityBot
Bounty Ended with no winning answer by CommunityBot
Notice added Draw attention by M. Lin
Bounty Started worth 100 reputation by M. Lin
edited tags
Link
M. Lin
  • 1.7k
  • 14
  • 23
edited body
Source Link
Denis Serre
  • 52.3k
  • 10
  • 146
  • 300

Suppose that $A, B$ are Hermitian positive definite matrices of the same order and $0\le p\le 1$. Using a standard approach in matrix analysis, one can show that $\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$, where $A\sharp_p B:=A^{1/2}(A^{-1/2}BA^{-1/2})^pB^{1/2}$$A\sharp_p B:=A^{1/2}(A^{-1/2}BA^{-1/2})^pA^{1/2}$ which is sometimes called the weighted geometric mean and has a geometric interpretation. The matrix norm here is spectral norm (i.e., largest singular value).

I tried to play with $\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$ a little bit, a question suddenly occured to me: Is it true $$\|AB\|\ge \|(A\sharp_p B)(A\sharp_{1-p}B)\|?$$

I ran some simulations yet no counterexample showed up... the standard approach I know seems not work, so I am looking for some new ingredients.

Suppose that $A, B$ are Hermitian positive definite matrices of the same order and $0\le p\le 1$. Using a standard approach in matrix analysis, one can show that $\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$, where $A\sharp_p B:=A^{1/2}(A^{-1/2}BA^{-1/2})^pB^{1/2}$ which is sometimes called the weighted geometric mean and has a geometric interpretation. The matrix norm here is spectral norm (i.e., largest singular value).

I tried to play with $\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$ a little bit, a question suddenly occured to me: Is it true $$\|AB\|\ge \|(A\sharp_p B)(A\sharp_{1-p}B)\|?$$

I ran some simulations yet no counterexample showed up... the standard approach I know seems not work, so I am looking for some new ingredients.

Suppose that $A, B$ are Hermitian positive definite matrices of the same order and $0\le p\le 1$. Using a standard approach in matrix analysis, one can show that $\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$, where $A\sharp_p B:=A^{1/2}(A^{-1/2}BA^{-1/2})^pA^{1/2}$ which is sometimes called the weighted geometric mean and has a geometric interpretation. The matrix norm here is spectral norm (i.e., largest singular value).

I tried to play with $\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$ a little bit, a question suddenly occured to me: Is it true $$\|AB\|\ge \|(A\sharp_p B)(A\sharp_{1-p}B)\|?$$

I ran some simulations yet no counterexample showed up... the standard approach I know seems not work, so I am looking for some new ingredients.

Source Link
M. Lin
  • 1.7k
  • 14
  • 23

A matrix norm inequality

Suppose that $A, B$ are Hermitian positive definite matrices of the same order and $0\le p\le 1$. Using a standard approach in matrix analysis, one can show that $\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$, where $A\sharp_p B:=A^{1/2}(A^{-1/2}BA^{-1/2})^pB^{1/2}$ which is sometimes called the weighted geometric mean and has a geometric interpretation. The matrix norm here is spectral norm (i.e., largest singular value).

I tried to play with $\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$ a little bit, a question suddenly occured to me: Is it true $$\|AB\|\ge \|(A\sharp_p B)(A\sharp_{1-p}B)\|?$$

I ran some simulations yet no counterexample showed up... the standard approach I know seems not work, so I am looking for some new ingredients.