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On the symmetrized arithmetic-geometric mean inequality for opertors

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 Added by Mingyu Zhao
 Publication date 2018
  fields
and research's language is English




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We study the symmetrized noncommutative arithmetic geometric mean inequality introduced(AGM) by Recht and R{e} $$ |frac{(n-d)!}{n!}sumlimits_{{ j_1,...,j_d mbox{ different}} }A_{j_{1}}^*A_{j_{2}}^*...A_{j_{d}}^*A_{j_{d}}...A_{j_{2}}A_{j_{1}} | leq C(d,n) |frac{1}{n} sum_{j=1}^n A_j^*A_j|^d .$$ Complementing the results from Recht and R{e}, we find upper bounds for C(d,n) under additional assumptions. Moreover, using free probability, we show that $C(d, n) > 1$, thereby disproving the most optimistic conjecture from Recht and R{e}.We also prove a deviation result for the symmetrized-AGM inequality which shows that the symmetric inequality almost holds for many classes of random matrices. Finally we apply our results to the incremental gradient method(IGM).



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