On Ando's inequalities for convex and concave functions

TL;DR

This paper investigates whether certain matrix inequalities involving convex and concave functions extend from positive semidefinite matrices to general matrices, introducing new spectral majorisation concepts and providing partial affirmative results.

Contribution

The paper answers the extension question negatively in general, introduces the concept of Y-dominated majorisation, and strengthens existing inequalities under specific conditions.

Findings

Negative in general for matrix inequalities extension

Introduction of Y-dominated majorisation between spectra

Strengthening of inequalities when A ≥ ||B||

Abstract

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 $A\ge ||B||$. 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.