Operator Jensen's inequality for operator superquadratic functions
M.W. Alomari

TL;DR
This paper introduces the concept of operator superquadratic functions for positive Hilbert space operators, explores their properties, and establishes a non-commutative Jensen's inequality with generalizations.
Contribution
It defines operator superquadratic functions, provides examples, and proves a non-commutative Jensen's inequality with extensions to positive unital linear maps.
Findings
Defined operator superquadratic functions with key properties
Established a non-commutative Jensen's inequality for these functions
Generalized the inequality to positive unital linear maps
Abstract
In this work, an operator superquadratic function (in operator sense) for positive Hilbert space operators is defined. Several examples with some important properties together with some observations which are related to the operator convexity are pointed out. Equivalent statements of a non-commutative version of Jensen's inequality for operator superquadratic function are established. A generalization of the main result to any positive unital linear map is also provided.
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Taxonomy
TopicsMathematical Inequalities and Applications · Holomorphic and Operator Theory · Matrix Theory and Algorithms
Operator Jensen’s inequality for operator superquadratic functions
Mohammad W. Alomari
Department of Mathematics, Faculty of Science and Information Technology, Jadara University, P.O. Box 733, Irbid, P.C. 21110, Jordan.
Abstract.
In this work, an operator superquadratic function (in operator sense) for positive Hilbert space operators is defined. Several examples with some important properties together with some observations which are related to the operator convexity are pointed out. Equivalent statements of a non-commutative version of Jensen’s inequality for operator superquadratic function are established. A generalization of the main result to any positive unital linear map is also provided.
Key words and phrases:
Operator supequadratic, Operator convex, Selfadjoint, Jensen inequality
2010 Mathematics Subject Classification:
47A63, 47A56
1. Introduction
Let be the Banach algebra of all bounded linear operators defined on a complex Hilbert space with the identity operator in . A bounded linear operator defined on is selfadjoint if and only if for all . The spectrum of an operator is the set of all for which the operator does not have a bounded linear operator inverse, and is denoted by . Consider the real vector space of self-adjoint operators on and its positive cone of positive operators on . Also, denotes the convex set of bounded self-adjoint operators on the Hilbert space with spectra in a real interval . A partial order is naturally equipped on by defining if and only if . We write to mean that is a strictly positive operator, or equivalently, and is invertible. When , we identify with the algebra of -by- complex matrices. Then, is just the cone of -by- positive semidefinite matrices.
A linear map is defined to be which preserves additivity and homogeneity, i.e., for any and . The linear map is positive if it preserves the operator order, i.e., if then , and in this case we write . Obviously, a positive linear map preserves the order relation, namely and preserves the adjoint operation . Moreover, is said to be unital if it preserves the identity operator, in this case we write .
A linear map induces another map
[TABLE]
in a natural way. If is identified with the -algebra of –matrices with entries in then act as:
[TABLE]
We say that is -positive if is a positive map, and is called completely positive if is -positive for all .
1.1. Superquadratic functions
A function is called convex iff
[TABLE]
for all points and all . If is convex then we say that is concave. Moreover, if is both convex and concave, then is said to be affine.
Geometrically, for two point and on the graph of are on or below the chord joining the endpoints for all , . In symbols, we write
[TABLE]
for any and .
Equivalently, given a function , we say that admits a support line at if there exists a such that
[TABLE]
for all .
The set of all such is called the subdifferential of at , and it’s denoted by . Indeed, the subdifferential gives us the slopes of the supporting lines for the graph of . So that if is convex then at all interior points of its domain.
From this point of view Abramovich et al. [2] extend the above idea for what they called superquadratic functions. Namely, a function is called superquadratic provided that for all there exists a constant such that
[TABLE]
for all . We say that is subquadratic if is superquadratic. Thus, for a superquadratic function we require that lie above its tangent line plus a translation of itself. If is differentiable and satisfies , then one sees easily that the appearing in the definition is necessarily , (see [1]).
Prima facie, superquadratic function looks to be stronger than the convex function itself but if takes negative values then it maybe considered as a weaker function. Therefore, if is superquadratic and non-negative, then is convex and increasing [2] (see also [4]).
Moreover, the following result holds for superquadratic function.
Lemma 1**.**
[2]** Let be superquadratic function. Then
- (1)
** 2. (2)
If is differentiable and , then for all . 3. (3)
If for all , then is convex and .
The next result gives a sufficient condition when convexity (concavity) implies super(sub)quaradicity.
Lemma 2**.**
[2]** If is convex (concave) and , then is super(sub)quadratic. The converse of is not true.
Remark 1**.**
In general, non-negative subquadratic functions does not imply concavity. In other words, there exists a subquadratic function which is convex. For example, , and is subquadratic and convex.
Among others, Abramovich et al. [2] proved that the inequality
[TABLE]
holds for all probability measures and all nonnegative, -integrable functions if and only if is superquadratic. For more details the reader may refer to [4], [5], and [22].
1.2. Operator convexity and Jensen inequality
Let be a real-valued function defined on . A -th order divided difference of at distinct points in may be defined recursively by
[TABLE]
For instance, the first -divided differences are given as follows:
[TABLE]
A function is said to be matrix monotone of degree or -monotone, if for every , it is true that . Similarly, is said to be operator monotone If is -monotone for all . Also, is called operator convex if it is matrix convex (-convex for all ); i.e., if for every pair of selfadjoint operators we have
[TABLE]
for all . If the inequality is reversed then is called operator concave. In case we have general Hilbert space , the above definition holds for every pair of bounded selfadjoint operators and in , whose spectra ontianed in . For more details see [23] and the recent survey [14].
In 1955, Bendat and Sherman [13] have shown that is operator convex on the open interval if and only if it has a (unique) representation
[TABLE]
for and some probability measure on (it could be Borel measure). In particular, must be analytic with , and .
We recall that the celebrated Löwner-Heinz inequality reads that:
Lemma 3**.**
Let such that , then for all .
On the other hand the mapping is not operator monotone, for more details see [10], [17] and [19].
The classical Jensen’s inequality for reals states that
[TABLE]
valid for all real valued convex function defined on , for every and every positive real numbers such that .
The inequality \reftagform@1.5 would be rephrases under matrix situation by putting
[TABLE]
then the classical Jensen inequality \reftagform@1.5 is expressed as
[TABLE]
which is one of the operator version of the classical Jensen’s inequality, see [17].
Kadison [21] established his famous non-commutative version of the previous inequality where he proved that for every selfadjoint matrix the inequality
[TABLE]
for every positive unital linear map .
This inequality was generalized later by Davis in [16], where he obtained that this is true when is a matrix convex function and is completely positive; i.e.,
[TABLE]
The latter restriction about complete positivity of was removed by Choi [15] who proved that \reftagform@1.7 remains valid for all positive unital linear maps provided is matrix convex.
Another noncommutative operator version of the classical Jensen’s inequality under the situation that
[TABLE]
then the classic Jensen’s inequality is expressed as
[TABLE]
The inequality \reftagform@1.9 was proved by Davis in [16] for all and every isometry . However, a more informative version was extended by Hansen-Pedersen [19] as follows:
Theorem 1**.**
Let and be Hilbert space. Let be a real valued continuous function on an interval . Let and be selfadjoint operators on with spectra contained in . Then the following conditions are mutually
- (1)
* is operator convex on and .* 2. (2)
, for every and contraction ; i.e., . 3. (3)
, for all and with , . 4. (4)
, for every and projection .
Here we give some popular examples of operator convex and concave function [14].
- (1)
For each , is operator concave on . 2. (2)
The function is operator convex on .
This work is organized as follows: after this introduction; in Section 2, the operator superquadratic functions for positive Hilbert space operators are introduced and elaborated. Several examples with some important properties together with some observations related to operator convexity are pointed out. In Section 3, A Jensen type inequality is proved. Equivalent statements of a non-commutative version in of Jensen’s inequality for operator superquadratic are also established. Finally, several trace inequalities for superquadratic functions (in ordinary sense) are provided as well.
2. Operator superquadratic function
Definition 1**.**
Let . A real valued continuous function on an interval is said to be operator superquadratic function if
[TABLE]
holds for all and for every positive operators and on a Hilbert space whose spectra are contained in . We say that is operator subquadratic function if is operator superquadratic function. Moreover, if the equality holds in \reftagform@2.1, in this case we say that is operator quadratic function.
It’s convenient to note that; if satisfies \reftagform@2.1, then with and (two positive scalars) one can obtain the Jensen inequality for superquadratic functions and if is continuous (which is necessary to define an operator functions), then \reftagform@1.4 would imply that is superquadratic function. Thus, we observe that:
Corollary 1**.**
If is an operator superquadratic function then is a real superquadratic function.
Let , then is operator subquadratic on every bounded interval for all . Indeed, we have
[TABLE]
Moreover, is operator superquadratic.
One can easily seen that the function is not operator superquadratic nor operator subquadratic function. Simply, assume , and let
[TABLE]
then,
[TABLE]
However, the map is non-negative operator convex on and it is also operator superquadratic on . Indeed, by \reftagform@2.1 we have
[TABLE]
which is true since , and this proves that is operator superquadratic function.
From the definition of operator superquadratic function we have
[TABLE]
for any arbitrary positive operators and each .
In particular, by setting in \reftagform@2.1 we have
[TABLE]
for each positive operator and all .
From this point of view \reftagform@2.3, Kian early in [24] and then jointly with Dragomir in [25] proved a finite dimensional operator version of Jensen’s inequality for superquadratic functions (in ordinary sense) under the interpretation that for A=\left({\begin{array}[]{*{20}c}a&0\\ 0&b\\ \end{array}}\right) and x=\left({\begin{array}[]{*{20}c}{\sqrt{\lambda}}\\ {\sqrt{1-\lambda}}\\ \end{array}}\right), then we have if follows that
[TABLE]
Therefore, as a matrix Jensen inequality for a superquadratic function we have
[TABLE]
This result was generalized for positive unital linear maps, as follows:
Theorem 2**.**
([25], [7])* Let be a positive operator and be a positive unital linear map. If is super(sub)quadratic function, then we have*
[TABLE]
for every with .
The above inequality and other consequences were proved later by the first author of this paper in [7] where different approach is used.
Proposition 1**.**
Let be an operator superquadratic function on . Then
- (1)
. 2. (2)
If is non-negative, then is operator convex and .
Proof.
- (1)
Setting in \reftagform@2.3 we ge that . 2. (2)
Since is continuous and non-negative, then from \reftagform@2.3 we have
[TABLE]
which means that is operator convex. To show that , we have by part (1) and by assumption is non-negative i.e., for all . In particular, . Thus, .
∎
Example 1**.**
Let , then is non-negative operator convex on . However, is not operator superquadratic function on . For instance, let
[TABLE]
Applying \reftagform@LABEL:eq2.4 for , we get
[TABLE]
Proposition 2**.**
Let be a real valued continuous function defined on an interval . If is operator convex and non-positive then is operator superquadratic function.
Proof.
Since is operator convex, then
[TABLE]
But also is non-positive, so that
[TABLE]
which means that is operator superquadratic function. ∎
Example 2**.**
Let , it well known that operator convex. Clearly, is negative for all . Therefore, is operator superquadratic function for all .
Proposition 3**.**
Let be a real valued continuous function defined on an interval . If is operator concave and non-negative then is operator subquadratic.
Proof.
Since is operator concave, then
[TABLE]
But also is non-negative, so that
[TABLE]
which means that is operator subquadratic. ∎
Example 3**.**
Let , given by , . Then is operator subquadratic on . But is also operator concave, so that
[TABLE]
which means is operator subquadratic on .
3. Operator Jensen’s inequality
In order to prove our results we need the following Lemmas:
Lemma 4**.**
([17])* If is selfadjoint and is unitary, i.e. , then for every continuous on the .*
Lemma 5**.**
([18])* Define a unitary matrix in , where . Then for each element we have*
[TABLE]
Lemma 6**.**
([18])* Let denote the projection in given by for all and , so that is the projection of rank one on the subspace spanned by the vector in , where are the standard basis vectors. Then with as in Lemma 5 we obtain the pairwise orthogonal projections , for , with .*
To establish our main first result we need the following primary result.
Lemma 7**.**
Let be positive real numbers such that and let be positive operators of a Hilbert space with spectra contained in a real interval . If is operator superquadratic function on , then
[TABLE]
In particular useful case, for for all , we have
[TABLE]
Proof.
Assume is operator superquadratic. If , then the inequality \reftagform@3.1 reduces to \reftagform@2.1 with and . Let us suppose that inequality \reftagform@3.1 holds for . Then for -tuples and , we have
[TABLE]
and this is exactly equivalent to write, for any
[TABLE]
which proves the desired result in \reftagform@3.1. The particular case follows by setting for all so that . ∎
Remark 2**.**
The result in Lemma 7 was proved by Mond & Pečarić in [28] for all operator convex functions and all bounded selfdjoint operators whose spectra contained in . Therefore, in case is positive the inequality \reftagform@3.1 might be considered as a respective extension and new refinement of that result proved in [28].
Theorem 3**.**
Let be a real-valued continuous function. Let be an -tuple of positive of a Hilbert space with spectra contained in . Then the following conditions are equivalent:
- (1)
* is operator superquadratic function.* 2. (2)
The inequality
[TABLE]
*holds for every -tuple of operators on that satisfy the condition . * 3. (3)
The inequality
[TABLE]
holds for every -tuple of projections on with .
Proof.
. We say that is a unitary column if there is a unitary operator matrix , one of whose columns is . Thus, for some and all . Assume that we are given a unitary -column , and choose a unitary in such that . Let as in Lemma 4 and put , both regarded as elements in . Thus, using the spectral decomposition theorem, we have
[TABLE]
We note that since , then
[TABLE]
Using the above facts taking into account Lemmas 4–7 together with the inequality \reftagform@3.2, thus the operator superquadraticity of , implies that
[TABLE]
It remains to mention that, when the column is just unital, we extend it to the unitary -column and choose arbitrarily, but with spectrum in , (see [8]). By the first part of the proof we therefore have
[TABLE]
and thus the proof of the statement (2) is completely established.
. Hold.
. Let and be positive and bounded linear operators with spectra in and .
Consider
[TABLE]
[TABLE]
Then and are unitary operators on . We have
[TABLE]
[TABLE]
[TABLE]
Thus, we have
[TABLE]
Hence, is operator superquadratic on by seeing the -components.
∎
Remark 3**.**
An operator convex version of Theorem 3 were proved by Hansen & Pedersen in [18]. Therefore, in case is positive the inequality \reftagform@3.3 could be considered as a new refinement of that result proved in [18].
A refinement of the classical Jensen’s inequality \reftagform@1.9 could be elaborated as follows:
Corollary 2**.**
Let be a real-valued continuous function. Let be a positive operator of a Hilbert space with spectra contained in . If is an operator superquadratic function, then the inequality
[TABLE]
holds for every operator on that satisfy the condition .
Proof.
Follows from Theorem 3 by setting . ∎
Remark 4**.**
Let be a real-valued continuous function. Let be a positive operator of a Hilbert space with spectra contained in . If is an operator subquadratic function, then the inequality
[TABLE]
holds for every operator on that satisfy the condition . Furthermore, by applying the subquadratic function , , then we have
[TABLE]
for all .
A generalization of \reftagform@3.5 (also, \reftagform@1.7 and \reftagform@1.8) for any positive unital linear map between two Hilbert spaces having the same dimension is embodied in the following result.
Theorem 4**.**
Let be two Hilbert spaces such that . Let be a real-valued continuous function. Let be a positive of a Hilbert space with spectra contained in , and consider be a positive unital linear map. If is operator superquadratic function, then the inequality
[TABLE]
holds. If is operator subquadratic, then the inequality \reftagform@3.6 is reversed. Thus, the following refinement of \reftagform@1.7
[TABLE]
is valid.
Proof.
Let be positive. Assume that is the -subalgebra of generated by and . Without loss of generality, we may assume that is defined on . Since every unital positive linear map on a commutative -algebra is completely positive. It follows that is completely positive. So there exists (by Stinespring’s theorem [29]), some isometry ; and a unital -homomorphism from into the -algebra such that . Clearly, , for all continuous function . Thus,
[TABLE]
which proves the required inequality. The last inequality holds by applying \reftagform@3.6 to the superquaratic function , .
∎
The inequality \reftagform@3.6 can be embodied in multiple versions as stated in the following result.
Corollary 3**.**
Let be two Hilbert spaces such that . Let be a real-valued continuous function. and consider be a positive linear mappings with . Then, is operator superquadratic function if and only if
[TABLE]
for all positive operators in .
Proof.
The proof is obvious. ∎
The reference list from the paper itself. Each links out to its DOI / PubMed record.
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