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Matrix inequalities and majorizations around Hermite–Hadamard’s inequality

Published online by Cambridge University Press:  10 January 2022

Jean-Christophe Bourin*
Affiliation:
Laboratoire de mathématiques, Université de Bourgogne Franche-Comté, 25000, Besançon, France
Eun-Young Lee
Affiliation:
Department of mathematics, KNU-Center for Nonlinear Dynamics, Kyungpook National University, 702-701, Daegu, Korea e-mail: eylee89@knu.ac.kr
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Abstract

We study the classical Hermite–Hadamard inequality in the matrix setting. This leads to a number of interesting matrix inequalities such as the Schatten p-norm estimates

$$ \begin{align*}\left(\|A^q\|_p^p + \|B^q\|_p^p\right)^{1/p} \le \|(xA+(1-x)B)^q\|_p+ \|((1-x)A+xB)^q\|_p, \end{align*} $$
for all positive (semidefinite) $n\times n$ matrices $A,B$ and $0<q,x<1$. A related decomposition, with the assumption $X^*X+Y^*Y=XX^*+YY^*=I$, is
$$ \begin{align*}(X^*AX+Y^*BY)\oplus (Y^*AY+X^*BX) =\frac{1}{2n}\sum_{k=1}^{2n} U_k (A\oplus B)U_k^*, \end{align*} $$
for some family of $2n\times 2n$ unitary matrices $U_k$. This is a majorization which is obtained by using the Hansen–Pedersen trace inequality.

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Copyright
© Canadian Mathematical Society, 2022