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Let $A,B \in \mathbb{C}^{n \times n}$ be given $A,B \neq 0$. Then I would like to know what

$$\inf_{V_1,...,V_d \in \mathbb{C}^{n \times n}} \left\lVert AB - \sum_{k=1}^{d} V_k B V_k^* \right\rVert$$ is, where $d$ is arbitrary.

So I would like to know, if we can say in general for two matrices, how much conjugation is contained in multiplying $A$ and $B$.

It is easy to get an upper bound: $V_1=A$ for $d \ge 1.$ This way, $$\inf_{V_1,...,V_d} \left\lVert AB - \sum_{k=1}^{d} V_k B V_k^* \right\rVert\le \left\lVert AB(1-A^*)\right\rVert. $$

Is there a way to get more elaborate bounds? Has this question been studied somewhere? What is the dependence on $d$? Does the approximation become better for $d$ large? By linear independence, it seems that making $d$ larger than $n^2$ does no longer improve things, but maybe it is enough to consider much smaller numbers $d$. I am curious. Thanks a lot

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  • $\begingroup$ Which matrix norm do you use? $\endgroup$ Commented Nov 18, 2016 at 10:12
  • $\begingroup$ I thought of Hilbert-Schmidt, but any other is fine, if one can say more in that case. $\endgroup$
    – Gregory
    Commented Nov 18, 2016 at 10:24
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    $\begingroup$ I don't know a complete answer, but the summation on the right is an arbitrary completely positive map (if $d \geq n^2$) and thus can send any PSD matrix to any PSD matrix of your choosing. This also means that this infimum is a semidefinite program that can be solved numerically in (for example) MATLAB. Writing down the dual of the semidefinite program would give you some lower bounds on that infimum, if lower bounds are useful to you. $\endgroup$ Commented Nov 18, 2016 at 13:46
  • $\begingroup$ You may already know this, but one way of stating a constrained version of your question is that how well can a map of matrix be approximated by a series of $*-$congruences. because, if you were to constrain yourself, to non singular $V_k$ then $V_kBV_k^*$ is $*-$congruent to $B$ One approach that might be helpful is to consider some property of matrix, that you want to preserve, like inertia. So now you are adding a sequence of matrices that have the same inertia, on the RHS, and then you are comparing the result of the series to $AB$. $\endgroup$
    – Pushpendre
    Commented Nov 18, 2016 at 16:28
  • $\begingroup$ Also the canonical form of $*-congruence$ may be useful[1], because of the fact that any matrix $V_kBV_k$ that you can create from $B$, you can create from its canonical form, this way you can simplify $B$ and if you study how $A$ interacts with the map that sends $B$ to its canonical map then you may be in business. [1] "Canonical forms for complex matrix congruence and *congruence", by Horn and Sergeichuk. $\endgroup$
    – Pushpendre
    Commented Nov 18, 2016 at 16:43

1 Answer 1

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I don't yet know of an explicit method of computing your desired infimum (although I'm fairly convinced that an explicit method exists), but here is MATLAB code that computes it efficiently via semidefinite programming. For this code to work, you will need to install two (free) packages for MATLAB: CVX and QETLAB.

A = [1 2;3 4];
B = [5 1;3 1];

n = length(A);

cvx_begin sdp quiet
    cvx_precision best;
    variable Phi(n^2,n^2) hermitian

    minimize norm(A*B - ApplyMap(B,Phi),'fro')

    subject to
        Phi >= 0;
cvx_end

cvx_optval

You can of course replace $A$ and $B$ in the above code with any matrices of your choosing -- it can handle matrices of size up to $20 \times 20$ or so (and it returns a value of 10.3132 for the pair of matrices I chose above).

As mentioned in my earlier comment, the method of computation relies on observing that the map $\Phi(B) = \sum_{k=1}^d V_k B V_k^*$ is just an arbitrary completely positive map (when $d \geq n^2$), which can be optimized over by using the fact that they're isomorphic to the set of positive semidefinite matrices.

It's also worth noting that this remains a semidefinite program (and thus the above code still works) even if you replace norm(,'fro') with pretty much any other matrix norm, like the operator norm or trace norm. Also, if you want to know what the $\{V_k\}$ matrices are that attain the minimum, use the following code (after running the above code):

V = KrausOperators(Phi);

This will put the $\{V_k\}$ matrices in a cell array, so that V{1} is $V_1$, V{2} is $V_2$, and so on.

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  • $\begingroup$ thank you for the answer, I was hoping for a more theoretical inside, but I will accept yours if nobody else comes up with something. $\endgroup$
    – Gregory
    Commented Nov 19, 2016 at 9:05
  • $\begingroup$ Sorry that a better answer hasn't come up yet! I'll keep thinking about it, since I do expect that there's an explicit solution, I just haven't thought enough about how CP maps behave on non-positive inputs for the answer to be "obvious" to me. $\endgroup$ Commented Nov 24, 2016 at 14:56

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