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The compression Jensen inequality for the negative logarithm
Statement
Let be finite-dimensional complex inner-product spaces, let be positive definite, and let satisfy . Then, in the non-negative operator order,
where means is non-negative and logarithms of positive-definite operators are defined by finite spectral calculus.
Facts & Assumptions
Given: as in the Statement.
Inverse compression for positive resolvents: for every .
The natural logarithm as the inverse of the exponential function and The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t: the natural logarithm is defined on positive reals and has derivative .
Non-negative and positive operators: a non-negative operator is self-adjoint with nonnegative quadratic form.
Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm: the natural logarithm is continuous on positive reals, has , and obeys .
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion: every real continuous function on a compact interval is Riemann integrable.
The second fundamental theorem: if is differentiable on with and is integrable, then : an everywhere differentiable primitive on a closed interval, including one-sided endpoint derivatives, with integrable derivative has derivative integral equal to its endpoint increment.
A non-negative operator is equivalently self-adjoint with nonnegative eigenvalues, a positive semidefinite matrix in an orthonormal basis, or an operator of the form S^*S: positive-definite finite-dimensional operators have orthonormal eigenbases with strictly positive eigenvalues.
Proof
For and , set on . Translated difference quotients in [F2] give , including the one-sided derivatives on . For , and , so the derivative is continuous and integrable by [F5]. Thus [F6] and [F4] give . As , the quotient tends to , so [F4] gives the limit (also when ). Applying this scalar identity to each of the finitely many positive eigenvalues in [F7] yields the corresponding operator integral identity in norm, since the maximum of finitely many scalar errors tends to zero. On a zero-dimensional space the empty spectral formula is the unique endomorphism, so the same assertion is vacuous and valid.
Since and is positive definite, is positive definite on nonzero : for , and . Apply [F1] at each . Subtracting preserves the order inequality. For every , integrating the resulting quadratic-form inequality over gives a non-negative quadratic form; the operator norm limits as exist by step 1.1, and the limit remains non-negative because quadratic forms are continuous. The limit is , as required.
Depends on
- Inverse compression for positive resolvents
- The natural logarithm as the inverse of the exponential function
- The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t
- Real and complex inner-product spaces and their induced length
- Non-negative and positive operators
- Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- A non-negative operator is equivalently self-adjoint with nonnegative eigenvalues, a positive semidefinite matrix in an orthonormal basis, or an operator of the form S^*S
Used by
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Sources
- John Watrous, The Theory of Quantum Information, §5.2.3 (standard reference, not scraped)
- Mark M. Wilde, From Classical to Quantum Shannon Theory, arXiv:1106.1445v8, §11.8 (standard reference, not scraped)