In mathematics, there are many kinds of inequalities connected with matrices and linear operators on Hilbert spaces. This article reviews some of the most important operator inequalities connected with traces of matrices.
Useful references here are,.
Let denote the space of Hermitian matrices and denote the set consisting of positive semi-definite Hermitian matrices. For operators on an infinite dimensional Hilbert space we require that they be trace class and self-adjoint, in which case similar definitions apply, but we discuss only matrices, for simplicity.
For any real-valued function on an interval one can define a matrix function for any operator with eigenvalues in by defining it on the eigenvalues and corresponding projectors as with the spectral decomposition
A function defined on an interval is said to be operator monotone if for all , and all with eigenvalues in , the following holds:
where the inequality means that the operator is positive semi-definite.
A function is said to be operator convex if for all and all
with eigenvalues in , and , the following holds
Note that the operator has eigenvalues in , since and have eigenvalues in .
A function is operator concave if is operator convex, i.e. the inequality above for is reversed.
A function , defined on intervals is said to be jointly convex if for all and all
with eigenvalues in and all with eigenvalues in , and any the following holds
A function is jointly concave if is jointly convex, i.e. the inequality above for is reversed.
Given a function , the associated trace function on is given by
where has eigenvalues and stands for a trace of the operator.
Convexity and monotonicity of the trace function
Let be continuous, and let be any integer.
Then if is monotone increasing, so is on .
Likewise, if is convex, so is on , and
it is strictly convex if is strictly convex.
See proof and discussion in, for example.
For , the function is operator monotone and operator concave.
For , the function is operator monotone and operator concave.
For , the function and operator convex.
Furthermore, is operator concave and operator monotone, while is operator convex.
The original proof of this theorem is due to K. Löwner, where he gave a necessary and sufficient condition for
to be operator monotone. An elementary proof of the theorem is discussed in  and a more general version of it in 
For all Hermitian matrices and and all differentiable convex functions
with derivative ,
or for all posotive-definite Hermitian matrices and , and all differentiable
convex functions the following inequality holds
In either case, if is strictly convex, there is equality if and only if .
Let so that for , . Define . By convexity and monotonicity of trace functions, is convex, and so for all ,
and in fact the right hand side is monotone decreasing in . Taking the limit yields Klein's inequality.
Note that if is strictly convex and , then is strictly convex. The final assertion follows from this and the fact that is monotone decreasing in .
In 1965, S. Golden  and C.J. Thompson  independently discovered that
For any matrices ,
This inequality can be generalized for three operators: for non-negative operators ,
Let be such that .
Define , then
The proof of this inequality follows from Klein's inequality. Take , and .
Gibbs variational principle
Let be a self-adjoint operator such that is trace class. Then for any with
with equality if and only if .
Lieb's concavity theorem
The following theorem was proved by E. H. Lieb in. It proves and generalizes a conjecture of E. P. Wigner, M. M. Yanase and F. J. Dyson. Six years later other proofs were given by T. Ando  and B. Simon, and several more have been given since then.
For all matrices , and all and such that and , with the real valued map on given by
Here stands for the adjoint operator of
For a fixed Hermitian matrix , the function
is concave on .
The theorem and proof are due to E. H. Lieb, Thm 6, where he obtains this theorem as a corollary of Lieb's concavity Theorem.
The most direct proof is due to H. Epstein; see M.B. Ruskai papers, for a review of this argument.
Ando's convexity theorem
T. Ando's proof  of Lieb's concavity theorem led to the following significant complement to it:
For all matrices , and all and with , the real valued map on given by
Joint convexity of relative entropy
For two operators define the following map
For density matrices and , the map is the Umegaki's quantum relative entropy.
Note that the non-negativity of follows from Klein's inequality with .
The map is jointly convex.
For all , is jointly concave, by Lieb's concavity theorem, and thus
is convex. But
and convexity is preserved in the limit.
The proof is due to G. Lindblad.
Jensen's operator and trace inequalities
The operator version of Jensen's inequality is due to C. Davis.
A continuous, real function on an interval satisfies Jensen's Operator Inequality if the following holds
for operators with and for self-adjoint operators with spectrum on .
See, for the proof of the following two theorems.
Jensen's trace inequality
Let be a continuous function defined on an interval and let and be natural numbers. If is convex we then have the inequality
for all self-adjoint matrices with spectra contained in and
all of matrices with .
Conversely, if the above inequality is satisfied for some and , where , then is convex.
Jensen's operator inequality
For a continuous function defined on an interval the following conditions are equivalent:
for all bounded, self-adjoint operators on an arbitrary Hilbert space with
spectra contained in and all on with .
every self-adjoint operator with spectrum in .
E. H. Lieb and W. E. Thirring proved the following inequality in  in 1976: For any , and
In 1990  H. Araki generalized the above inequality to the following one: For any , and
E. Effros in  proved the following theorem.
If is an operator convex function, and and are commuting bounded linear operators, i.e. the commutator , the perspective
is jointly convex, i.e. if and with (i=1,2), ,
- ↑ 1.0 1.1 1.2 E. Carlen, Trace Inequalities and Quantum Entropy: An Introductory Course, Contemp. Math. 529 (2009).
- ↑ R. Bhatia, Matrix Analysis, Springer, (1997).
- ↑ 3.0 3.1 B. Simon, Trace Ideals and their Applications, Cambridge Univ. Press, (1979); Second edition. Amer. Math. Soc., Providence, RI, (2005).
- ↑ M. Ohya, D. Petz, Quantum Entropy and Its Use, Springer, (1993).
- ↑ K. Löwner, "Uber monotone Matrix funktionen", Math. Z. 38, 177–216, (1934).
- ↑ W.F. Donoghue, Jr., Monotone Matrix Functions and Analytic Continuation, Springer, (1974).
- ↑ S. Golden, Lower Bounds for Helmholtz Functions, Phys. Rev. 137, B 1127–1128 (1965)
- ↑ C.J. Thompson, Inequality with Applications in Statistical Mechanics, J. Math. Phys. 6, 1812–1813, (1965).
- ↑ 9.0 9.1 9.2 E. H. Lieb, Convex Trace Functions and the Wigner–Yanase–Dyson Conjecture, Advances in Math. 11, 267–288 (1973).
- ↑ D. Ruelle, Statistical Mechanics: Rigorous Results, World Scient. (1969).
- ↑ E. P. Wigner, M. M. Yanase, On the Positive Semi-Definite Nature of a Certain Matrix Expression, Can. J. Math. 16, 397–406, (1964).
- ↑ 12.0 12.1 . Ando, Convexity of Certain Maps on Positive Definite Matrices and Applications to Hadamard Products, Lin. Alg. Appl. 26, 203–241 (1979).
- ↑ H. Epstein, Remarks on Two Theorems of E. Lieb, Comm. Math. Phys., 31:317–325, (1973).
- ↑ M. B. Ruskai, Inequalities for Quantum Entropy: A Review With Conditions for Equality, J. Math. Phys., 43(9):4358–4375, (2002).
- ↑ M. B. Ruskai, Another Short and Elementary Proof of Strong Subadditivity of Quantum Entropy, Reports Math. Phys. 60, 1–12 (2007).
- ↑ G. Lindblad, Expectations and Entropyy Inequalities, Commun. Math. Phys. 39, 111–119 (1974).
- ↑ 17.0 17.1 C. Davis, A Schwarz inequality for convex operator functions, Proc. Amer. Math. Soc. 8, 42–44, (1957).
- ↑ F. Hansen, G. K. Pedersen, Jensen's Operator Inequality, Bull. London Math. Soc. 35 (4): 553–564, (2003).
- ↑ E. H. Lieb, W. E. Thirring, Inequalities for the Moments of the Eigenvalues of the Schrödinger Hamiltonian and Their Relation to Sobolev Inequalities, in Studies in Mathematical Physics, edited E. Lieb, B. Simon, and A. Wightman, Princeton University Press, 269-303 (1976).
- ↑ H. Araki, On an Inequality of Lieb and Thirring, Lett. Math. Phys. 19, 167-170 (1990).
- ↑ E. Effros, A Matrix Convexity Approach to Some Celebrated Quantum Inequalities, Proc. Natl. Acad. Sci. USA, 106, n.4, 1006–1008 (2009).