Skip to main content
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
edited tags
Link
YCor
  • 63.9k
  • 5
  • 187
  • 285
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
TeX, especially `\eqref`
Source Link
LSpice
  • 12.9k
  • 4
  • 45
  • 69

Cofactor an geometrical mean in $SPD_3$ $\mathit{SPD}_3$: a GardingGårding-like inequality

The cofactor map $A\mapsto\widehat A$ is polynomial homogeneous of degree $n-1$ over ${\bf M}_n({\mathbb R})$$\mathbf M_n({\mathbb R})$. It can be polarized into an $(n-1)$-linear symmetric map. When $n=3$, this provides a bilinear map $(A,B)\mapsto\widehat{A,B}$, defined by $$\widehat{A,B}=\frac12\left(\widehat{A+B}-\widehat A-\widehat B\right).$$

Let me focus on the subspace of symmetric matrices. If $A$ is symmetric (resp. positive definite), then so is $\widehat A$. If $A,B\in{\bf Sym}_3$$A,B\in\mathbf{Sym}_3$, then obviously $\widehat{A,B}$ is symmetric. More interesting and a little less obvious is the fact that if $A,B\in{\bf SPD}_3$$A,B\in\mathbf{SPD}_3$, then $\widehat{A,B}$ is still positive definite. This is a consequence of the fact that the determinant is a hyperbolic polynomial over ${\bf Sym}_3$$\mathbf{Sym}_3$, with future cone ${\bf SPD}_3$ ;$\mathbf{SPD}_3$; actually the result extends to positive symmetric matrices of arbitrary size.

Now let me recall the geometric mean of positive definite matrices $A,B$$A$, $B$: $$X\sharp Y=Y^{\frac12}\left(Y^{-\frac12}XY^{-\frac12}\right)^{\frac12}Y^{\frac12}.$$$$X\mathbin\sharp Y=Y^{\frac12}\left(Y^{-\frac12}XY^{-\frac12}\right)^{\frac12}Y^{\frac12}.$$ My question is about comparing two symmetric positive definite matrices:

Is it true that whenever $A,B\in{\bf SPD}_3$$A,B\in\mathbf{SPD}_3$, we have $$\widehat A\sharp\widehat B\prec\widehat{A,B},\qquad(\dagger)$$$$\widehat A\mathbin\sharp\widehat B\prec\widehat{A,B},\tag{$\dagger$}\label{dagger}$$ in the sense of the order between quadratic forms  ?

Remark that both sides are homogeneous of degree $1$ with respect to either argument. I have a positive answer in the following subcases:

  1. $A=I_3$, then it reduces to the arithmetic-geometric inequality,
  2. $A\vec e_1=0$ (which is a limit case when $A$ is semi-definite), the calculation being more involved.
  3. $B=A$, trivial because both sides equal $\widehat A$.

The inequality $(\dagger)$\eqref{dagger} can be seen as a variant of Garding'sGårding's Inequality for hyperbolic polynomials. If $P:{\mathbb R}^N\to{\mathbb R}$ is homogeneous of degree $d$, hyperbolic with forward cone $\Gamma$, then the associated $d$-linear form $\phi$ satisfies $$\phi(a_1\ldots,a_d)\ge P(a_1)^{\frac1d}\cdots P(a_d)^{\frac1d},\qquad\forall a_1,\ldots,a_d\in\Gamma.$$$$\phi(a_1,\dotsc,a_d)\ge P(a_1)^{\frac1d}\dotsb P(a_d)^{\frac1d},\qquad\forall a_1,\dotsc,a_d\in\Gamma.$$ Here $d=2$, ${\mathbb R}^N\sim{\bf Sym}_3$${\mathbb R}^N\sim\mathbf{Sym}_3$, the cofactor map stands for $P$, and the inequality between numbers is replaced by Loewner's order between symmtricsymmetric matrices.

Cofactor an geometrical mean in $SPD_3$ : a Garding-like inequality

The cofactor map $A\mapsto\widehat A$ is polynomial homogeneous of degree $n-1$ over ${\bf M}_n({\mathbb R})$. It can be polarized into an $(n-1)$-linear symmetric map. When $n=3$, this provides a bilinear map $(A,B)\mapsto\widehat{A,B}$, defined by $$\widehat{A,B}=\frac12\left(\widehat{A+B}-\widehat A-\widehat B\right).$$

Let me focus on the subspace of symmetric matrices. If $A$ is symmetric (resp. positive definite), then so is $\widehat A$. If $A,B\in{\bf Sym}_3$, then obviously $\widehat{A,B}$ is symmetric. More interesting and a little less obvious is the fact that if $A,B\in{\bf SPD}_3$, then $\widehat{A,B}$ is still positive definite. This is a consequence of the fact that the determinant is a hyperbolic polynomial over ${\bf Sym}_3$, with future cone ${\bf SPD}_3$ ; actually the result extends to positive symmetric matrices of arbitrary size.

Now let me recall the geometric mean of positive definite matrices $A,B$ : $$X\sharp Y=Y^{\frac12}\left(Y^{-\frac12}XY^{-\frac12}\right)^{\frac12}Y^{\frac12}.$$ My question is about comparing two symmetric positive definite matrices:

Is it true that whenever $A,B\in{\bf SPD}_3$, we have $$\widehat A\sharp\widehat B\prec\widehat{A,B},\qquad(\dagger)$$ in the sense of the order between quadratic forms  ?

Remark that both sides are homogeneous of degree $1$ with respect to either argument. I have a positive answer in the following subcases:

  1. $A=I_3$, then it reduces to the arithmetic-geometric inequality,
  2. $A\vec e_1=0$ (which is a limit case when $A$ is semi-definite), the calculation being more involved.
  3. $B=A$, trivial because both sides equal $\widehat A$.

The inequality $(\dagger)$ can be seen as a variant of Garding's Inequality for hyperbolic polynomials. If $P:{\mathbb R}^N\to{\mathbb R}$ is homogeneous of degree $d$, hyperbolic with forward cone $\Gamma$, then the associated $d$-linear form $\phi$ satisfies $$\phi(a_1\ldots,a_d)\ge P(a_1)^{\frac1d}\cdots P(a_d)^{\frac1d},\qquad\forall a_1,\ldots,a_d\in\Gamma.$$ Here $d=2$, ${\mathbb R}^N\sim{\bf Sym}_3$, the cofactor map stands for $P$, and the inequality between numbers is replaced by Loewner's order between symmtric matrices.

Cofactor an geometrical mean in $\mathit{SPD}_3$: a Gårding-like inequality

The cofactor map $A\mapsto\widehat A$ is polynomial homogeneous of degree $n-1$ over $\mathbf M_n({\mathbb R})$. It can be polarized into an $(n-1)$-linear symmetric map. When $n=3$, this provides a bilinear map $(A,B)\mapsto\widehat{A,B}$, defined by $$\widehat{A,B}=\frac12\left(\widehat{A+B}-\widehat A-\widehat B\right).$$

Let me focus on the subspace of symmetric matrices. If $A$ is symmetric (resp. positive definite), then so is $\widehat A$. If $A,B\in\mathbf{Sym}_3$, then obviously $\widehat{A,B}$ is symmetric. More interesting and a little less obvious is the fact that if $A,B\in\mathbf{SPD}_3$, then $\widehat{A,B}$ is still positive definite. This is a consequence of the fact that the determinant is a hyperbolic polynomial over $\mathbf{Sym}_3$, with future cone $\mathbf{SPD}_3$; actually the result extends to positive symmetric matrices of arbitrary size.

Now let me recall the geometric mean of positive definite matrices $A$, $B$: $$X\mathbin\sharp Y=Y^{\frac12}\left(Y^{-\frac12}XY^{-\frac12}\right)^{\frac12}Y^{\frac12}.$$ My question is about comparing two symmetric positive definite matrices:

Is it true that whenever $A,B\in\mathbf{SPD}_3$, we have $$\widehat A\mathbin\sharp\widehat B\prec\widehat{A,B},\tag{$\dagger$}\label{dagger}$$ in the sense of the order between quadratic forms?

Remark that both sides are homogeneous of degree $1$ with respect to either argument. I have a positive answer in the following subcases:

  1. $A=I_3$, then it reduces to the arithmetic-geometric inequality,
  2. $A\vec e_1=0$ (which is a limit case when $A$ is semi-definite), the calculation being more involved.
  3. $B=A$, trivial because both sides equal $\widehat A$.

The inequality \eqref{dagger} can be seen as a variant of Gårding's Inequality for hyperbolic polynomials. If $P:{\mathbb R}^N\to{\mathbb R}$ is homogeneous of degree $d$, hyperbolic with forward cone $\Gamma$, then the associated $d$-linear form $\phi$ satisfies $$\phi(a_1,\dotsc,a_d)\ge P(a_1)^{\frac1d}\dotsb P(a_d)^{\frac1d},\qquad\forall a_1,\dotsc,a_d\in\Gamma.$$ Here $d=2$, ${\mathbb R}^N\sim\mathbf{Sym}_3$, the cofactor map stands for $P$, and the inequality between numbers is replaced by Loewner's order between symmetric matrices.

edited title
Link
Denis Serre
  • 52.3k
  • 10
  • 146
  • 300

Cofactor an geometrical mean in $SPD_3$ : a Garding-like inequality

added 553 characters in body
Source Link
Denis Serre
  • 52.3k
  • 10
  • 146
  • 300
Loading
Source Link
Denis Serre
  • 52.3k
  • 10
  • 146
  • 300
Loading