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The compression Jensen inequality for the negative logarithm

Statement

Let H,K be finite-dimensional complex inner-product spaces, let T:K→K be positive definite, and let V:H→K satisfy V∗V=IH. Then, in the non-negative operator order,

−ln⁡(V∗TV)⪯V∗(−ln⁡T)V,

where R⪯S means S−R is non-negative and logarithms of positive-definite operators are defined by finite spectral calculus.

Facts & Assumptions

Given: H,K,T,V as in the Statement.

[F1]

Inverse compression for positive resolvents: V∗(T+sIK)−1V⪰(V∗TV+sIH)−1 for every s≥0.

[F3]

Non-negative and positive operators: a non-negative operator is self-adjoint with nonnegative quadratic form.

[F4]

Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm: the natural logarithm is continuous on positive reals, has ln⁡1=0, and obeys ln⁡(u/v)=ln⁡u−ln⁡v.

[F5]

A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion: every real continuous function on a compact interval is Riemann integrable.

[F6]

The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a): an everywhere differentiable primitive on a closed interval, including one-sided endpoint derivatives, with integrable derivative has derivative integral equal to its endpoint increment.

[F7]

Proof

1.1givenF2F4F5F6F7algebra

For t>0 and R>0, set Ft(s)=ln⁡(t+s)−ln⁡(1+s) on s>−min⁡(t,1). Translated difference quotients in [F2] give Ft′(s)=(t+s)−1−(1+s)−1, including the one-sided derivatives on [0,R]. For s,u∈[0,R], ∣(t+s)−1−(t+u)−1∣≤∣s−u∣/t2 and ∣(1+s)−1−(1+u)−1∣≤∣s−u∣, so the derivative is continuous and integrable by [F5]. Thus [F6] and [F4] give ∫0R((t+s)−1−(1+s)−1) ds=ln⁡((t+R)/(1+R))−ln⁡t. As R→∞, the quotient tends to 1, so [F4] gives the limit −ln⁡t (also when t=1). 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.

2.1givenF1F3step 1.1algebra∎

Since V∗V=IH and T is positive definite, V∗TV is positive definite on nonzero H: for x≠0, Vx≠0 and ⟨V∗TVx,x⟩=⟨TVx,Vx⟩>0. Apply [F1] at each s≥0. Subtracting (1+s)−1IH preserves the order inequality. For every x, integrating the resulting quadratic-form inequality over [0,R] gives a non-negative quadratic form; the operator norm limits as R→∞ exist by step 1.1, and the limit remains non-negative because quadratic forms are continuous. The limit is −ln⁡(V∗TV)⪯V∗(−ln⁡T)V, as required.

Depends on

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Sources