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Finite Hayashi–Nagaoka operator inequality

Statement

Let S,T be nonnegative endomorphisms of a finite-dimensional complex inner-product space H, with S⪯IH. Define (S+T)−1/2 spectrally on supp⁡(S+T) and set it to zero on ker⁡(S+T). Then

IH−(S+T)−1/2S(S+T)−1/2⪯2(IH−S)+4T.

Facts & Assumptions

Given: Nonnegative S,T on finite-dimensional H with S⪯IH.

[F1]

Non-negative and positive operators: A⪯B means B−A is nonnegative.

[F2]

The finite positive square root preserves operator order: 0⪯X⪯Y implies X⪯Y.

[F3]

Complex spectral theorem: a normal endomorphism of a finite-dimensional complex inner product space has an orthonormal eigenbasis, and conversely and A non-negative operator has a unique non-negative square root: nonnegative endomorphisms have finite orthonormal eigenbases and their square roots are defined by taking nonnegative square roots of eigenvalues.

Proof

1.1F1F2F3algebra

If H={0}, every endomorphism, including IH, is zero, so the asserted inequality is 0⪯0. Henceforth assume H≠{0}, as required by [F2]. Set X=S+T, R=X, and U=I−R. For c>0 and endomorphisms A,B, expanding (A−cB)∗(A−cB)⪰0 and dividing by c gives A∗B+B∗A⪯c−1A∗A+cB∗B. Apply this with A=TR and B=TU. Since R+U=I, expansion of (R+U)T(R+U) and the preceding inequality give T⪯(1+c−1)RTR+(1+c)UTU. Now T⪯X=R2, so congruence by U gives UTU⪯UR2U=RU2R; the last equality follows because U=I−R commutes with R. Since U2=I−2R+R2=I+S+T−2R, substitution and collection of the two T terms yield T⪯R((2+c+c−1)T+(1+c)(I+S−2R))R. By [F2], R⪰S; [F3] and 0⪯S⪯I give S⪰S by diagonalizing S. Therefore I+S−2R⪯I−S. Taking c=1 in the last display proves T⪯R(4T+2(I−S))R.

2.1F1F3step 1.1algebracases∎

Let P be the orthogonal projection onto supp⁡X. If v∈ker⁡X, then 0=⟨v,Xv⟩=⟨v,Sv⟩+⟨v,Tv⟩; both terms are nonnegative, so each is zero. By [F3], these terms are ∥Sv∥2 and ∥Tv∥2, hence Sv=Tv=0. Since S,T are self-adjoint, they preserve the orthogonal complement PH of ker⁡X as well. Thus both sides of the desired inequality are block diagonal for H=PH⊕ker⁡X. On PH, congruence of step 1.1 by the inverse of the restriction of R gives X−1/2TX−1/2⪯4T+2(I−S). On this block, X−1/2(S+T)X−1/2=IPH, so its left side is IPH−X−1/2SX−1/2. On ker⁡X, the desired inequality is I⪯2I, since S=T=X−1/2=0 there. Combining these two block inequalities proves the Statement, including when either block is zero-dimensional.

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