Skip to main content
Changed the explanation of the answer to the second question since it was not understood.
Source Link

The answer isto both your questions are yes. Let me start with the first question, which more straightforward.

A first remark: since $A$ is positive-definite, $\lambda_i(A+B) \geq \lambda_i(B)$ for $i=1,2$. (to check this, use the formulas $\lambda_1(X) = \max_{\xi} \langle X\xi,\xi\rangle$ and $\lambda_2(X) = \min_{\xi} \langle X\xi,\xi\rangle$ where the min and max run over all unit vectors $\xi$. This formulas hold whenever $X$ is a symmetric $2 \times 2$ matrix.)

Your question is therefore whether $Tr(\sqrt{A+B})\leq Tr(\sqrt A)+ Tr(\sqrt B)$ for any symmetric positive definite matrices $A$ and $B$, or equivalently $Tr( \sqrt{X X^{T} + Y Y^{T} } ) \leq Tr(\sqrt{X X^{T} })+Tr(\sqrt{Y Y^{T} })$ for any matrices $X$ and $Y$, where $X^{T}$ denotes the transpose of $X$, or hermitian tranpose if you work with complex matrices. This inequality is true in any dimension (not just 2), and it is just the triangle inequality for the Schatten 1-norm given by $\|X\|_1 = Tr(\sqrt{X X^{T} })$. The expression $Tr(\sqrt{X X^{T} + Y Y^{T} })$ is indeed the 1-norm of the matrix $\begin{pmatrix}X&Y \\\\ 0&0\end{pmatrix}$.


EDIT: I do not have the time to check the details, butIt seems from the following should lead to ancomments that my answer to your second question was far from clear. It involves some computationLet me try to explain differently the proof I had in mind.

Denote by $\alpha_1\geq \alpha_2$ the eigenvalues ofFor 6 real numbers $A$$\alpha_1 \geq \alpha_2$, and the same with $\beta$ for$\beta_1\geq \beta_2$ and $B$$\gamma_1 \geq \gamma_2$, anddenote by $\gamma$ for$f(\alpha_1,\alpha_2,\beta_1 , \beta_2,\gamma_1,\gamma_2)$ the quantity $A+B$$\sqrt{|\alpha_1|} + \sqrt{|\alpha_2|} - |\sqrt{\max(|\gamma_1|,|\gamma_2|)} - \sqrt{\max(|\beta_1|,|\beta_2|)}| - |\sqrt{\min(|\gamma_1|,|\gamma_2|)} - \sqrt{\min(|\beta_1|,|\beta_2|)}|$.

GivenYou are asking whether $\alpha$$f \geq 0$ provided that $\alpha,\beta,\gamma$ are the ordered eigenvalues of respectively $A,B,A+B$ for symmetric $2 \times 2$ matrices $A$ and $\beta$$B$. The answer is yes, and I am sketching a proof. Denote by $D$ the possible values for $\gamma$ are$(\alpha_1,\alpha_2,\beta_1 , \beta_2,\gamma_1,\gamma_2)$.

$D$ is exactly described by Horn's inequalities. For $2 \times 2$ matrices, theyThese inequalities are described by $$\gamma_1 = Tr A + Tr B - \gamma_2,$$$$\alpha_1 \geq \alpha_2 \ \ , \ \ \beta_1\geq \beta_2,$$ $$\alpha_2+\beta_2 \leq\gamma_2 \leq \min(\alpha_1+\beta_2,\alpha_2+\beta_1).$$$$\gamma_1 + \gamma_2= \alpha_1 + \alpha_2+\beta_1+\beta_2,$$ But$$\alpha_2+\beta_2 \leq\gamma_2 \leq \min(\alpha_1+\beta_2,\alpha_2+\beta_1).$$

In particular, $\lambda_2(A+B)$$D$ is $\gamma_2$ or $\gamma_1$, depending on the signa convex subset of $Tr(A+B)$.The possible values fordimension $\lambda_2(A+B)$ thus form an interval$5$ of $I$$\mathbb R^6$, and the endpoints of this interval correspondone easily checks that its boundary corresponds to the case when $A$ and $B$ commute.

Now Since the inequality is true when $A$ and $B$ commute (this is eay to check, you can study howsee the LHS ofother answer), your inequality varies asquestion reduces to whether $\lambda_2(A+B)$ varies$\inf_D f = \inf_{\partial D} f$. SinceThis transforms your eigenvalue question to a purely calculus question.

Notice now that $|\lambda_2(A+B)| \leq |\lambda_1(A+B)|$$\beta,\gamma$ and $\alpha_1+\alpha_2$ being fixed, you get that the derivative of the LHS has the same sign$f(\alpha,\beta,\gamma)$ decreases as the derivative of $|\sqrt{|\lambda_2(A+B)|} - \sqrt{|\lambda_2(B)|}|$$\min(|\alpha_1|,|\alpha_2|)$ decreases. Its only local maximum onMoreover, if you started with $\alpha,\beta,\gamma$ in the interior of $I$ therefore corresponds to$D$, you stay in $\lambda_2(A+B)=0$$D$ if $0\in I$. The global maximum of the LHS onyou make $I$ is therefore reached at$\min(|\alpha_1|,|\alpha_2|)$ decrease, until you reach the endpointsboundary of $I$$D$, or at $\lambda_2(A+B)=0$$\min(|\alpha_1|,|\alpha_2|)=0$. You are therefore left to prove that $f(\alpha,\beta,\gamma) \geq \inf_{\partial D} f$ if $0\in I$$(\alpha,\beta,\gamma) \in D$ with $\min(|\alpha_1|,|\alpha_2|)=0$.

But you know that onIn the endpointssame way, the inequality is verified sincefixing $\alpha,\beta$ and $\gamma_1+\gamma_2$, you reduce the matrices then commute. You are thus leftquestion to see whether $\left|\sqrt{|Tr(A+B)|} - \sqrt{|\lambda_1(B)|}\right|+\sqrt{|\lambda_2(B)|} \leq \sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ providedproving that $0$ belongs to$f(\alpha,\beta,\gamma) \geq \inf_{\partial D} f$ if $I$$(\alpha,\beta,\gamma) \in D$ with $\min(|\alpha_1|,|\alpha_2|)=0$ and $\min(|\gamma_1|,|\gamma_2|)=0$. Calculus should then allow

Last, fixing $\alpha, \gamma$ and $\beta_1+\beta_2$ with $\min(|\alpha_1|,|\alpha_2|)=0$ and $\min(|\gamma_1|,|\gamma_2|)=0$, you to find the maximum of the LHS on the domain defined by the inequalitiessee that $0 \in I$$f(\alpha,\beta,\gamma)$ decreases as $\min(|\beta_1|,|\beta_2|)$ increases, until you reach the boundary of $A$ being fixed$D$. Then I expectThis proves that checking whether this maximum is less then $\sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ should be again elementary calculus$\inf_D f = \inf_{\partial D} f$.

The answer is yes.

A first remark: since $A$ is positive-definite, $\lambda_i(A+B) \geq \lambda_i(B)$ for $i=1,2$. (to check this, use the formulas $\lambda_1(X) = \max_{\xi} \langle X\xi,\xi\rangle$ and $\lambda_2(X) = \min_{\xi} \langle X\xi,\xi\rangle$ where the min and max run over all unit vectors $\xi$. This formulas hold whenever $X$ is a symmetric $2 \times 2$ matrix.)

Your question is therefore whether $Tr(\sqrt{A+B})\leq Tr(\sqrt A)+ Tr(\sqrt B)$ for any symmetric positive definite matrices $A$ and $B$, or equivalently $Tr( \sqrt{X X^{T} + Y Y^{T} } ) \leq Tr(\sqrt{X X^{T} })+Tr(\sqrt{Y Y^{T} })$ for any matrices $X$ and $Y$, where $X^{T}$ denotes the transpose of $X$, or hermitian tranpose if you work with complex matrices. This inequality is true in any dimension (not just 2), and it is just the triangle inequality for the Schatten 1-norm given by $\|X\|_1 = Tr(\sqrt{X X^{T} })$. The expression $Tr(\sqrt{X X^{T} + Y Y^{T} })$ is indeed the 1-norm of the matrix $\begin{pmatrix}X&Y \\\\ 0&0\end{pmatrix}$.


EDIT: I do not have the time to check the details, but the following should lead to an answer to your second question. It involves some computation.

Denote by $\alpha_1\geq \alpha_2$ the eigenvalues of $A$, and the same with $\beta$ for $B$, and $\gamma$ for $A+B$.

Given $\alpha$ and $\beta$, the possible values for $\gamma$ are described by Horn's inequalities. For $2 \times 2$ matrices, they are described by $$\gamma_1 = Tr A + Tr B - \gamma_2,$$ $$\alpha_2+\beta_2 \leq\gamma_2 \leq \min(\alpha_1+\beta_2,\alpha_2+\beta_1).$$ But $\lambda_2(A+B)$ is $\gamma_2$ or $\gamma_1$, depending on the sign of $Tr(A+B)$.The possible values for $\lambda_2(A+B)$ thus form an interval $I$, and the endpoints of this interval correspond to the case when $A$ and $B$ commute.

Now, you can study how the LHS of your inequality varies as $\lambda_2(A+B)$ varies. Since $|\lambda_2(A+B)| \leq |\lambda_1(A+B)|$, you get that the derivative of the LHS has the same sign as the derivative of $|\sqrt{|\lambda_2(A+B)|} - \sqrt{|\lambda_2(B)|}|$. Its only local maximum on the interior of $I$ therefore corresponds to $\lambda_2(A+B)=0$ if $0\in I$. The global maximum of the LHS on $I$ is therefore reached at the endpoints of $I$, or at $\lambda_2(A+B)=0$ if $0\in I$.

But you know that on the endpoints, the inequality is verified since the matrices then commute. You are thus left to see whether $\left|\sqrt{|Tr(A+B)|} - \sqrt{|\lambda_1(B)|}\right|+\sqrt{|\lambda_2(B)|} \leq \sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ provided that $0$ belongs to $I$. Calculus should then allow you to find the maximum of the LHS on the domain defined by the inequalities $0 \in I$, $A$ being fixed. Then I expect that checking whether this maximum is less then $\sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ should be again elementary calculus.

The answer to both your questions are yes. Let me start with the first question, which more straightforward.

A first remark: since $A$ is positive-definite, $\lambda_i(A+B) \geq \lambda_i(B)$ for $i=1,2$. (to check this, use the formulas $\lambda_1(X) = \max_{\xi} \langle X\xi,\xi\rangle$ and $\lambda_2(X) = \min_{\xi} \langle X\xi,\xi\rangle$ where the min and max run over all unit vectors $\xi$. This formulas hold whenever $X$ is a symmetric $2 \times 2$ matrix.)

Your question is therefore whether $Tr(\sqrt{A+B})\leq Tr(\sqrt A)+ Tr(\sqrt B)$ for any symmetric positive definite matrices $A$ and $B$, or equivalently $Tr( \sqrt{X X^{T} + Y Y^{T} } ) \leq Tr(\sqrt{X X^{T} })+Tr(\sqrt{Y Y^{T} })$ for any matrices $X$ and $Y$, where $X^{T}$ denotes the transpose of $X$, or hermitian tranpose if you work with complex matrices. This inequality is true in any dimension (not just 2), and it is just the triangle inequality for the Schatten 1-norm given by $\|X\|_1 = Tr(\sqrt{X X^{T} })$. The expression $Tr(\sqrt{X X^{T} + Y Y^{T} })$ is indeed the 1-norm of the matrix $\begin{pmatrix}X&Y \\\\ 0&0\end{pmatrix}$.


EDIT: It seems from the comments that my answer to your second question was far from clear. Let me try to explain differently the proof I had in mind.

For 6 real numbers $\alpha_1 \geq \alpha_2$, $\beta_1\geq \beta_2$ and $\gamma_1 \geq \gamma_2$, denote by $f(\alpha_1,\alpha_2,\beta_1 , \beta_2,\gamma_1,\gamma_2)$ the quantity $\sqrt{|\alpha_1|} + \sqrt{|\alpha_2|} - |\sqrt{\max(|\gamma_1|,|\gamma_2|)} - \sqrt{\max(|\beta_1|,|\beta_2|)}| - |\sqrt{\min(|\gamma_1|,|\gamma_2|)} - \sqrt{\min(|\beta_1|,|\beta_2|)}|$.

You are asking whether $f \geq 0$ provided that $\alpha,\beta,\gamma$ are the ordered eigenvalues of respectively $A,B,A+B$ for symmetric $2 \times 2$ matrices $A$ and $B$. The answer is yes, and I am sketching a proof. Denote by $D$ the possible values for $(\alpha_1,\alpha_2,\beta_1 , \beta_2,\gamma_1,\gamma_2)$.

$D$ is exactly described by Horn's inequalities. These inequalities are $$\alpha_1 \geq \alpha_2 \ \ , \ \ \beta_1\geq \beta_2,$$ $$\gamma_1 + \gamma_2= \alpha_1 + \alpha_2+\beta_1+\beta_2,$$ $$\alpha_2+\beta_2 \leq\gamma_2 \leq \min(\alpha_1+\beta_2,\alpha_2+\beta_1).$$

In particular, $D$ is a convex subset of dimension $5$ of $\mathbb R^6$, and one easily checks that its boundary corresponds to the case when $A$ and $B$ commute. Since the inequality is true when $A$ and $B$ commute (this is eay to check, see the other answer), your question reduces to whether $\inf_D f = \inf_{\partial D} f$. This transforms your eigenvalue question to a purely calculus question.

Notice now that $\beta,\gamma$ and $\alpha_1+\alpha_2$ being fixed, $f(\alpha,\beta,\gamma)$ decreases as $\min(|\alpha_1|,|\alpha_2|)$ decreases. Moreover, if you started with $\alpha,\beta,\gamma$ in the interior of $D$, you stay in $D$ if you make $\min(|\alpha_1|,|\alpha_2|)$ decrease, until you reach the boundary of $D$, or $\min(|\alpha_1|,|\alpha_2|)=0$. You are therefore left to prove that $f(\alpha,\beta,\gamma) \geq \inf_{\partial D} f$ if $(\alpha,\beta,\gamma) \in D$ with $\min(|\alpha_1|,|\alpha_2|)=0$.

In the same way, fixing $\alpha,\beta$ and $\gamma_1+\gamma_2$, you reduce the question to proving that $f(\alpha,\beta,\gamma) \geq \inf_{\partial D} f$ if $(\alpha,\beta,\gamma) \in D$ with $\min(|\alpha_1|,|\alpha_2|)=0$ and $\min(|\gamma_1|,|\gamma_2|)=0$.

Last, fixing $\alpha, \gamma$ and $\beta_1+\beta_2$ with $\min(|\alpha_1|,|\alpha_2|)=0$ and $\min(|\gamma_1|,|\gamma_2|)=0$, you see that $f(\alpha,\beta,\gamma)$ decreases as $\min(|\beta_1|,|\beta_2|)$ increases, until you reach the boundary of $D$. This proves that $\inf_D f = \inf_{\partial D} f$.

Corrected an error mentionned in the comments
Source Link

The answer is yes.

A first remark: since $A$ is positive-definite, $\lambda_i(A+B) \geq \lambda_i(B)$ for $i=1,2$. (to check this, use the formulas $\lambda_1(X) = \max_{\xi} \langle X\xi,\xi\rangle$ and $\lambda_2(X) = \min_{\xi} \langle X\xi,\xi\rangle$ where the min and max run over all unit vectors $\xi$. This formulas hold whenever $X$ is a symmetric $2 \times 2$ matrix.)

Your question is therefore whether $Tr(\sqrt{A+B})\leq Tr(\sqrt A)+ Tr(\sqrt B)$ for any symmetric positive definite matrices $A$ and $B$, or equivalently $Tr( \sqrt{X X^{T} + Y Y^{T} } ) \leq Tr(\sqrt{X X^{T} })+Tr(\sqrt{Y Y^{T} })$ for any matrices $X$ and $Y$, where $X^{T}$ denotes the transpose of $X$, or hermitian tranpose if you work with complex matrices. This inequality is true in any dimension (not just 2), and it is just the triangle inequality for the Schatten 1-norm given by $\|X\|_1 = Tr(\sqrt{X X^{T} })$. The expression $Tr(\sqrt{X X^{T} + Y Y^{T} })$ is indeed the 1-norm of the matrix $\begin{pmatrix}X&Y \\\\ 0&0\end{pmatrix}$.


EDIT: I do not have the time to check the details, but the following should lead to an answer to your second question.

You can first (replacing $A$ and $B$ by $-A$ or $-B$ if necessary) assume that $Tr(A),Tr(B)\geq 0$ It involves some computation.

Denote by $\alpha_1\geq \alpha_2$ the eigenvalues of $A$, and the same with $\beta$ for $B$, and $\gamma$ for $A+B$. By the positive trace assumptions, $\alpha_i=\lambda_i(A)$ and so on.

Given $\alpha$ and $\beta$, the possible values for $\gamma$ are described by Horn's inequalities. For $2 \times 2$ matrices, they are described by $$\gamma_1 = Tr A + Tr B - \gamma_2,$$ $$\alpha_2+\beta_2 \leq\gamma_2 \leq \min(\alpha_1+\beta_2,\alpha_2+\beta_1).$$ But $\lambda_2(A+B)$ is $\gamma_2$ or $\gamma_1$, depending on the sign of $Tr(A+B)$.The possible values offor $\gamma_2$$\lambda_2(A+B)$ thus form an interval $I$, and on the endpoints of this interval correspond to the case when $A$ and $B$ commute.

Now, you can study how $\sum_i \left|\sqrt{|\gamma_i|} - \sqrt{|\beta_i|}\right|$the LHS of your inequality varies as $\gamma_2$$\lambda_2(A+B)$ varies, and. Since (unless I did a mistake)$|\lambda_2(A+B)| \leq |\lambda_1(A+B)|$, you seeget that itsthe derivative of the LHS has the same sign as the derivative of $|\sqrt{|\lambda_2(A+B)|} - \sqrt{|\lambda_2(B)|}|$. Its only local maxima aremaximum on the interior of $I$ therefore corresponds to $\lambda_2(A+B)=0$ if $0\in I$. The global maximum of the LHS on $I$ is therefore reached at the endpoints of $I$, andor at $\gamma_2=0$$\lambda_2(A+B)=0$ if $0\in I$.

But you know that on the endpoints, the inequality is verified since the matrices then commute. You are thus left to see whether $\left|\sqrt{Tr(A+B)} - \sqrt{|\beta_1|}\right|+\sqrt{|\beta_2|} \leq \sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$$\left|\sqrt{|Tr(A+B)|} - \sqrt{|\lambda_1(B)|}\right|+\sqrt{|\lambda_2(B)|} \leq \sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ provided that $0$ belongs to $I$. This Calculus should then allow you to find the maximum of the LHS on the domain defined by the inequalities $0 \in I$, $A$ being fixed. Then I expect that checking whether this maximum is less then $\sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ should be decidable in finite timeagain elementary calculus.

The answer is yes.

A first remark: since $A$ is positive-definite, $\lambda_i(A+B) \geq \lambda_i(B)$ for $i=1,2$. (to check this, use the formulas $\lambda_1(X) = \max_{\xi} \langle X\xi,\xi\rangle$ and $\lambda_2(X) = \min_{\xi} \langle X\xi,\xi\rangle$ where the min and max run over all unit vectors $\xi$. This formulas hold whenever $X$ is a symmetric $2 \times 2$ matrix.)

Your question is therefore whether $Tr(\sqrt{A+B})\leq Tr(\sqrt A)+ Tr(\sqrt B)$ for any symmetric positive definite matrices $A$ and $B$, or equivalently $Tr( \sqrt{X X^{T} + Y Y^{T} } ) \leq Tr(\sqrt{X X^{T} })+Tr(\sqrt{Y Y^{T} })$ for any matrices $X$ and $Y$, where $X^{T}$ denotes the transpose of $X$, or hermitian tranpose if you work with complex matrices. This inequality is true in any dimension (not just 2), and it is just the triangle inequality for the Schatten 1-norm given by $\|X\|_1 = Tr(\sqrt{X X^{T} })$. The expression $Tr(\sqrt{X X^{T} + Y Y^{T} })$ is indeed the 1-norm of the matrix $\begin{pmatrix}X&Y \\\\ 0&0\end{pmatrix}$.


EDIT: I do not have the time to check the details, but the following should lead to an answer to your second question.

You can first (replacing $A$ and $B$ by $-A$ or $-B$ if necessary) assume that $Tr(A),Tr(B)\geq 0$.

Denote by $\alpha_1\geq \alpha_2$ the eigenvalues of $A$, and the same with $\beta$ for $B$, and $\gamma$ for $A+B$. By the positive trace assumptions, $\alpha_i=\lambda_i(A)$ and so on.

Given $\alpha$ and $\beta$, the possible values for $\gamma$ are described by Horn's inequalities. For $2 \times 2$ matrices, they are described by $$\gamma_1 = Tr A + Tr B - \gamma_2,$$ $$\alpha_2+\beta_2 \leq\gamma_2 \leq \min(\alpha_1+\beta_2,\alpha_2+\beta_1).$$ The possible values of $\gamma_2$ form an interval $I$, and on the endpoints of this interval correspond to the case when $A$ and $B$ commute.

Now, you can study how $\sum_i \left|\sqrt{|\gamma_i|} - \sqrt{|\beta_i|}\right|$ varies as $\gamma_2$ varies, and (unless I did a mistake), you see that its local maxima are the endpoints of $I$, and $\gamma_2=0$ if $0\in I$.

But you know that on the endpoints, the inequality is verified since the matrices then commute. You are thus left to see whether $\left|\sqrt{Tr(A+B)} - \sqrt{|\beta_1|}\right|+\sqrt{|\beta_2|} \leq \sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ provided that $0$ belongs to $I$. This should be decidable in finite time.

The answer is yes.

A first remark: since $A$ is positive-definite, $\lambda_i(A+B) \geq \lambda_i(B)$ for $i=1,2$. (to check this, use the formulas $\lambda_1(X) = \max_{\xi} \langle X\xi,\xi\rangle$ and $\lambda_2(X) = \min_{\xi} \langle X\xi,\xi\rangle$ where the min and max run over all unit vectors $\xi$. This formulas hold whenever $X$ is a symmetric $2 \times 2$ matrix.)

Your question is therefore whether $Tr(\sqrt{A+B})\leq Tr(\sqrt A)+ Tr(\sqrt B)$ for any symmetric positive definite matrices $A$ and $B$, or equivalently $Tr( \sqrt{X X^{T} + Y Y^{T} } ) \leq Tr(\sqrt{X X^{T} })+Tr(\sqrt{Y Y^{T} })$ for any matrices $X$ and $Y$, where $X^{T}$ denotes the transpose of $X$, or hermitian tranpose if you work with complex matrices. This inequality is true in any dimension (not just 2), and it is just the triangle inequality for the Schatten 1-norm given by $\|X\|_1 = Tr(\sqrt{X X^{T} })$. The expression $Tr(\sqrt{X X^{T} + Y Y^{T} })$ is indeed the 1-norm of the matrix $\begin{pmatrix}X&Y \\\\ 0&0\end{pmatrix}$.


EDIT: I do not have the time to check the details, but the following should lead to an answer to your second question. It involves some computation.

Denote by $\alpha_1\geq \alpha_2$ the eigenvalues of $A$, and the same with $\beta$ for $B$, and $\gamma$ for $A+B$.

Given $\alpha$ and $\beta$, the possible values for $\gamma$ are described by Horn's inequalities. For $2 \times 2$ matrices, they are described by $$\gamma_1 = Tr A + Tr B - \gamma_2,$$ $$\alpha_2+\beta_2 \leq\gamma_2 \leq \min(\alpha_1+\beta_2,\alpha_2+\beta_1).$$ But $\lambda_2(A+B)$ is $\gamma_2$ or $\gamma_1$, depending on the sign of $Tr(A+B)$.The possible values for $\lambda_2(A+B)$ thus form an interval $I$, and the endpoints of this interval correspond to the case when $A$ and $B$ commute.

Now, you can study how the LHS of your inequality varies as $\lambda_2(A+B)$ varies. Since $|\lambda_2(A+B)| \leq |\lambda_1(A+B)|$, you get that the derivative of the LHS has the same sign as the derivative of $|\sqrt{|\lambda_2(A+B)|} - \sqrt{|\lambda_2(B)|}|$. Its only local maximum on the interior of $I$ therefore corresponds to $\lambda_2(A+B)=0$ if $0\in I$. The global maximum of the LHS on $I$ is therefore reached at the endpoints of $I$, or at $\lambda_2(A+B)=0$ if $0\in I$.

But you know that on the endpoints, the inequality is verified since the matrices then commute. You are thus left to see whether $\left|\sqrt{|Tr(A+B)|} - \sqrt{|\lambda_1(B)|}\right|+\sqrt{|\lambda_2(B)|} \leq \sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ provided that $0$ belongs to $I$. Calculus should then allow you to find the maximum of the LHS on the domain defined by the inequalities $0 \in I$, $A$ being fixed. Then I expect that checking whether this maximum is less then $\sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ should be again elementary calculus.

added 1392 characters in body
Source Link

The answer is yes.

A first remark: since $A$ is positive-definite, $\lambda_i(A+B) \geq \lambda_i(B)$ for $i=1,2$. (to check this, use the formulas $\lambda_1(X) = \max_{\xi} \langle X\xi,\xi\rangle$ and $\lambda_2(X) = \min_{\xi} \langle X\xi,\xi\rangle$ where the min and max run over all unit vectors $\xi$. This formulas hold whenever $X$ is a symmetric $2 \times 2$ matrix.)

Your question is therefore whether $Tr(\sqrt{A+B})\leq Tr(\sqrt A)+ Tr(\sqrt B)$ for any symmetric positive definite matrices $A$ and $B$, or equivalently $Tr( \sqrt{X X^{T} + Y Y^{T} } ) \leq Tr(\sqrt{X X^{T} })+Tr(\sqrt{Y Y^{T} })$ for any matrices $X$ and $Y$, where $X^{T}$ denotes the transpose of $X$, or hermitian tranpose if you work with complex matrices. This inequality is true in any dimension (not just 2), and it is just the triangle inequality for the Schatten 1-norm given by $\|X\|_1 = Tr(\sqrt{X X^{T} })$. The expression $Tr(\sqrt{X X^{T} + Y Y^{T} })$ is indeed the 1-norm of the matrix $\begin{pmatrix}X&Y \\\\ 0&0\end{pmatrix}$.


EDIT: I do not have the time to check the details, but the following should lead to an answer to your second question.

You can first (replacing $A$ and $B$ by $-A$ or $-B$ if necessary) assume that $Tr(A),Tr(B)\geq 0$.

Denote by $\alpha_1\geq \alpha_2$ the eigenvalues of $A$, and the same with $\beta$ for $B$, and $\gamma$ for $A+B$. By the positive trace assumptions, $\alpha_i=\lambda_i(A)$ and so on.

Given $\alpha$ and $\beta$, the possible values for $\gamma$ are described by Horn's inequalities. For $2 \times 2$ matrices, they are described by $$\gamma_1 = Tr A + Tr B - \gamma_2,$$ $$\alpha_2+\beta_2 \leq\gamma_2 \leq \min(\alpha_1+\beta_2,\alpha_2+\beta_1).$$ The possible values of $\gamma_2$ form an interval $I$, and on the endpoints of this interval correspond to the case when $A$ and $B$ commute.

Now, you can study how $\sum_i \left|\sqrt{|\gamma_i|} - \sqrt{|\beta_i|}\right|$ varies as $\gamma_2$ varies, and (unless I did a mistake), you see that its local maxima are the endpoints of $I$, and $\gamma_2=0$ if $0\in I$.

But you know that on the endpoints, the inequality is verified since the matrices then commute. You are thus left to see whether $\left|\sqrt{Tr(A+B)} - \sqrt{|\beta_1|}\right|+\sqrt{|\beta_2|} \leq \sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ provided that $0$ belongs to $I$. This should be decidable in finite time.

The answer is yes.

A first remark: since $A$ is positive-definite, $\lambda_i(A+B) \geq \lambda_i(B)$ for $i=1,2$. (to check this, use the formulas $\lambda_1(X) = \max_{\xi} \langle X\xi,\xi\rangle$ and $\lambda_2(X) = \min_{\xi} \langle X\xi,\xi\rangle$ where the min and max run over all unit vectors $\xi$. This formulas hold whenever $X$ is a symmetric $2 \times 2$ matrix.)

Your question is therefore whether $Tr(\sqrt{A+B})\leq Tr(\sqrt A)+ Tr(\sqrt B)$ for any symmetric positive definite matrices $A$ and $B$, or equivalently $Tr( \sqrt{X X^{T} + Y Y^{T} } ) \leq Tr(\sqrt{X X^{T} })+Tr(\sqrt{Y Y^{T} })$ for any matrices $X$ and $Y$, where $X^{T}$ denotes the transpose of $X$, or hermitian tranpose if you work with complex matrices. This inequality is true in any dimension (not just 2), and it is just the triangle inequality for the Schatten 1-norm given by $\|X\|_1 = Tr(\sqrt{X X^{T} })$. The expression $Tr(\sqrt{X X^{T} + Y Y^{T} })$ is indeed the 1-norm of the matrix $\begin{pmatrix}X&Y \\\\ 0&0\end{pmatrix}$.

The answer is yes.

A first remark: since $A$ is positive-definite, $\lambda_i(A+B) \geq \lambda_i(B)$ for $i=1,2$. (to check this, use the formulas $\lambda_1(X) = \max_{\xi} \langle X\xi,\xi\rangle$ and $\lambda_2(X) = \min_{\xi} \langle X\xi,\xi\rangle$ where the min and max run over all unit vectors $\xi$. This formulas hold whenever $X$ is a symmetric $2 \times 2$ matrix.)

Your question is therefore whether $Tr(\sqrt{A+B})\leq Tr(\sqrt A)+ Tr(\sqrt B)$ for any symmetric positive definite matrices $A$ and $B$, or equivalently $Tr( \sqrt{X X^{T} + Y Y^{T} } ) \leq Tr(\sqrt{X X^{T} })+Tr(\sqrt{Y Y^{T} })$ for any matrices $X$ and $Y$, where $X^{T}$ denotes the transpose of $X$, or hermitian tranpose if you work with complex matrices. This inequality is true in any dimension (not just 2), and it is just the triangle inequality for the Schatten 1-norm given by $\|X\|_1 = Tr(\sqrt{X X^{T} })$. The expression $Tr(\sqrt{X X^{T} + Y Y^{T} })$ is indeed the 1-norm of the matrix $\begin{pmatrix}X&Y \\\\ 0&0\end{pmatrix}$.


EDIT: I do not have the time to check the details, but the following should lead to an answer to your second question.

You can first (replacing $A$ and $B$ by $-A$ or $-B$ if necessary) assume that $Tr(A),Tr(B)\geq 0$.

Denote by $\alpha_1\geq \alpha_2$ the eigenvalues of $A$, and the same with $\beta$ for $B$, and $\gamma$ for $A+B$. By the positive trace assumptions, $\alpha_i=\lambda_i(A)$ and so on.

Given $\alpha$ and $\beta$, the possible values for $\gamma$ are described by Horn's inequalities. For $2 \times 2$ matrices, they are described by $$\gamma_1 = Tr A + Tr B - \gamma_2,$$ $$\alpha_2+\beta_2 \leq\gamma_2 \leq \min(\alpha_1+\beta_2,\alpha_2+\beta_1).$$ The possible values of $\gamma_2$ form an interval $I$, and on the endpoints of this interval correspond to the case when $A$ and $B$ commute.

Now, you can study how $\sum_i \left|\sqrt{|\gamma_i|} - \sqrt{|\beta_i|}\right|$ varies as $\gamma_2$ varies, and (unless I did a mistake), you see that its local maxima are the endpoints of $I$, and $\gamma_2=0$ if $0\in I$.

But you know that on the endpoints, the inequality is verified since the matrices then commute. You are thus left to see whether $\left|\sqrt{Tr(A+B)} - \sqrt{|\beta_1|}\right|+\sqrt{|\beta_2|} \leq \sqrt{|\alpha_1|}+\sqrt{|\alpha_2|}$ provided that $0$ belongs to $I$. This should be decidable in finite time.

edited body; added 2 characters in body
Source Link
Denis Serre
  • 52.3k
  • 10
  • 146
  • 300
Loading
added 1 characters in body; deleted 40 characters in body; added 11 characters in body
Source Link
Denis Serre
  • 52.3k
  • 10
  • 146
  • 300
Loading
Source Link
Loading