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added the OA tag which is often relevant whenever one wants dimension-independent estimates
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Yemon Choi
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formatting; added square real assumption for the question to make sense
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YCor
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2 $2$- normnorm distance between square roots of matrices

Suppose two square real matrices A$A$ and B$B$ are close in the SchattenSchatten 1 norm-norm, i.e. $\|A-B\|_1=\epsilon$$\|A-B\|_1=\varepsilon$. Can this be used to put a bound on the Schatten 2-norm distance between their square roots. Namely, is there something of the form $\|\sqrt{A}-\sqrt{B}\|_2\leq f(\epsilon)$$\|\sqrt{A}-\sqrt{B}\|_2\leq f(\varepsilon)$? It is important that $f(\epsilon)$$f(\varepsilon)$ be independent of the dimension of the matrices. One can assume that these are symmetric, positive definite matrices.

I have a proof for the above statement when $A$ and $B$ are taken to be simultaneously diagonal. However, I was wondering if there is a more general proof.

2 - norm distance between square roots of matrices

Suppose two matrices A and B are close in the Schatten 1 norm i.e. $\|A-B\|_1=\epsilon$. Can this be used to put a bound on the Schatten 2-norm distance between their square roots. Namely, is there something of the form $\|\sqrt{A}-\sqrt{B}\|_2\leq f(\epsilon)$? It is important that $f(\epsilon)$ be independent of the dimension of the matrices. One can assume that these are symmetric, positive definite matrices.

I have a proof for the above statement when $A$ and $B$ are taken to be simultaneously diagonal. However, I was wondering if there is a more general proof.

$2$-norm distance between square roots of matrices

Suppose two square real matrices $A$ and $B$ are close in the Schatten 1-norm, i.e. $\|A-B\|_1=\varepsilon$. Can this be used to put a bound on the Schatten 2-norm distance between their square roots. Namely, is there something of the form $\|\sqrt{A}-\sqrt{B}\|_2\leq f(\varepsilon)$? It is important that $f(\varepsilon)$ be independent of the dimension of the matrices. One can assume that these are symmetric, positive definite matrices.

I have a proof for the above statement when $A$ and $B$ are taken to be simultaneously diagonal. However, I was wondering if there is a more general proof.

MathJax: \|
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Martin Sleziak
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