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On norm sub-additivity and super-additivity inequalities for concave and convex functions

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 Publication date 2010
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and research's language is English




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Sub-additive and super-additive inequalities for concave and convex functions have been generalized to the case of matrices by several authors over a period of time. These lead to some interesting inequalities for matrices, which in some cases coincide with, and in other cases are at variance with the corresponding inequalities for real numbers. We survey some of these matrix inequalities and do further investigations into these. We introduce the novel notion of dominated majorization between the spectra of two Hermitian matrices $B$ and $C$, dominated by a third Hermitian matrix $A$. Based on an explicit formula for the gradient of the sum of the $k$ largest eigenvalues of a Hermitian matrix, we show that under certain conditions dominated majorization reduces to a linear majorization-like relation between the diagonal elements of $B$ and $C$ in a certain basis. We use this notion as a tool to give new, elementary proofs for the sub-additivity inequality for non-negative concave functions first proved by Bourin and Uchiyama and the corresponding super-additivity inequality for non-negative convex functions first proven by Kosem. Finally, we present counterexamples to some conjectures that Andos inequality for operator convex functions could more generally hold, e.g. for ordinary convex, non-negative functions.



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For positive semidefinite matrices $A$ and $B$, Ando and Zhan proved the inequalities $||| f(A)+f(B) ||| ge ||| f(A+B) |||$ and $||| g(A)+g(B) ||| le ||| g(A+B) |||$, for any unitarily invariant norm, and for any non-negative operator monotone $f$ on $[0,infty)$ with inverse function $g$. These inequalities have very recently been generalised to non-negative concave functions $f$ and non-negative convex functions $g$, by Bourin and Uchiyama, and Kosem, respectively. In this paper we consider the related question whether the inequalities $||| f(A)-f(B) ||| le ||| f(|A-B|) |||$, and $||| g(A)-g(B) ||| ge ||| g(|A-B|) |||$, obtained by Ando, for operator monotone $f$ with inverse $g$, also have a similar generalisation to non-negative concave $f$ and convex $g$. We answer exactly this question, in the negative for general matrices, and affirmatively in the special case when $Age ||B||$. In the course of this work, we introduce the novel notion of $Y$-dominated majorisation between the spectra of two Hermitian matrices, where $Y$ is itself a Hermitian matrix, and prove a certain property of this relation that allows to strengthen the results of Bourin-Uchiyama and Kosem, mentioned above.
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