Some log and weak majorization inequalities in Euclidean Jordan algebras

preprint2020arXivOpen access

Abstract

Motivated by Horn's log-majorization (singular value) inequality s(AB)≺logs(A)∗s(B)s(AB)\underset{log}{\prec} s(A)*s(B) and the related weak-majorization inequality s(AB)≺ws(A)∗s(B)s(AB)\underset{w}{\prec} s(A)*s(B) for square complex matrices, we consider their Hermitian analogs λ(ABA)≺logλ(A)∗λ(B)λ(\sqrt{A}B\sqrt{A}) \underset{log}{\prec} λ(A)*λ(B) for positive semidefinite matrices and λ(∣A∘B∣)≺wλ(∣A∣)∗λ(∣B∣)λ(|A\circ B|) \underset{w}{\prec} λ(|A|)*λ(|B|) for general (Hermitian) matrices, where A∘BA\circ B denotes the Jordan product of AA and BB and ∗* denotes the componentwise product in RnR^n. In this paper, we extended these inequalities to the setting of Euclidean Jordan algebras in the form λ(Pa(b))≺logλ(a)∗λ(b)λ\big (P_{\sqrt{a}}(b)\big )\underset{log}{\prec} λ(a)*λ(b) for a,b≥0a,b\geq 0 and λ(∣a∘b∣)≺wλ(∣a∣)∗λ(∣b∣)λ\big (|a\circ b|\big )\underset{w}{\prec} λ(|a|)*λ(|b|) for all aa and bb, where PuP_u and λ(u)λ(u) denote, respectively, the quadratic representation and the eigenvalue vector of an element uu. We also describe inequalities of the form λ(∣A∙b∣)≺wλ(diag(A))∗λ(∣b∣)λ(|A\bullet b|)\underset{w}{\prec} λ({\mathrm{diag}}(A))*λ(|b|), where AA is a real symmetric positive semidefinite matrix and A ∙ bA\,\bullet\, b is the Schur product of AA and bb. In the form of an application, we prove the generalized Hölder type inequality ∣∣a∘b∣∣p≤∣∣a∣∣r ∣∣b∣∣s||a\circ b||_p\leq ||a||_r\,||b||_s, where ∣∣x∣∣p:=∣∣λ(x)∣∣p||x||_p:=||λ(x)||_p denotes the spectral pp-norm of xx and p,q,r∈[1,∞]p,q,r\in [1,\infty] with 1p=1r+1s\frac{1}{p}=\frac{1}{r}+\frac{1}{s}. We also give precise values of the norms of the Lyapunov transformation LaL_a and PaP_a relative to two spectral pp-norms.

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