Physlib

QuantumInfo.ForMathlib.Majorization

Majorization and weak log-majorization

This file develops the theory of majorization for finite sequences, leading to the key singular value inequality needed for the Schatten–Hölder inequality.

Main results

* `sum_rpow_singularValues_mul_le`: for `r > 0`, the singular values of `A * B` satisfy `∑ σᵢ(AB)^r ≤ ∑ σ↓ᵢ(A)^r · σ↓ᵢ(B)^r`. * `holder_step_for_singularValues`: the Hölder step giving `∑ σ↓ᵢ(A)^r · σ↓ᵢ(B)^r ≤ (∑ σᵢ(A)^p)^{r/p} · (∑ σᵢ(B)^q)^{r/q}`.

Sorted singular values

Weak log-majorization and its consequences

Compound matrices and auxiliary lemmas for Horn's inequality

The proof of Horn's inequality uses the *compound matrix* (or *k-th exterior power* of a matrix). For a `d × d` matrix `M` and `k ≤ card d`, the `k`-th compound matrix `C_k(M)` is indexed by `k`-element subsets of the index type, with entry `(S, T)` being the minor `det M[S, T]`.

The key properties are: 1. **Cauchy–Binet**: `C_k(M N) = C_k(M) · C_k(N)`. 2. **Spectral characterisation**: the largest singular value of `C_k(M)` is `∏_{i=1}^k σ↓ᵢ(M)`. 3. **Operator-norm submultiplicativity**: `σ₁(A B) ≤ σ₁(A) · σ₁(B)`.

Combining these gives Horn's inequality: `∏ σ↓(AB) = σ₁(C_k(AB)) = σ₁(C_k(A) C_k(B)) ≤ σ₁(C_k(A)) σ₁(C_k(B)) = (∏ σ↓(A))(∏ σ↓(B))`.

Weak log-majorization implies sum of powers inequality

Key singular value inequality for products

Hölder inequality for singular values

37 declarations

definition

Singular values of a square complex matrix AA

For a square complex matrix A∈Md×d(C)A \in M_{d \times d}(\mathbb{C}), the singular values σi(A)\sigma_i(A) are defined for each index i∈di \in d as the square roots of the eigenvalues of the Hermitian matrix A†AA^\dagger A, where A†A^\dagger denotes the conjugate transpose of AA.

theorem

σi(A)≥0\sigma_i(A) \ge 0

Let AA be a d×dd \times d complex matrix. For any index i∈di \in d, the ii-th singular value of AA, denoted σi(A)\sigma_i(A), is non-negative, i.e., 0≤σi(A)0 \le \sigma_i(A).

definition

Sorted singular values σ↓(A)\sigma^{\downarrow}(A) of a matrix AA

Given a square complex matrix A∈Matd×d(C)A \in \text{Mat}_{d \times d}(\mathbb{C}), the function σ↓(A)\sigma^{\downarrow}(A) returns the singular values of AA sorted in non-increasing order. Specifically, it maps an index i∈{0,…,n−1}i \in \{0, \dots, n-1\} (where nn is the dimension of the matrix) to the (i+1)(i+1)-th largest singular value σi↓(A)\sigma^{\downarrow}_i(A), obtained by sorting the multiset of singular values {σj(A):j∈d}\{\sigma_j(A) : j \in d\} such that σ0↓≥σ1↓≥⋯≥σn−1↓\sigma^{\downarrow}_0 \geq \sigma^{\downarrow}_1 \geq \dots \geq \sigma^{\downarrow}_{n-1}.

theorem

The sorted singular values σi↓(A)\sigma^{\downarrow}_i(A) are non-negative.

Let AA be a d×dd \times d complex matrix. For any index i∈{0,…,n−1}i \in \{0, \dots, n-1\} (where nn is the dimension of the matrix), the ii-th sorted singular value σi↓(A)\sigma^{\downarrow}_i(A) satisfies 0≤σi↓(A)0 \le \sigma^{\downarrow}_i(A).

theorem

∑σi(A)p=∑σi↓(A)p\sum \sigma_i(A)^p = \sum \sigma^\downarrow_i(A)^p

Let AA be a d×dd \times d complex matrix and pp be a real number. Let σi(A)\sigma_i(A) denote the ii-th singular value of AA, and let σi↓(A)\sigma^\downarrow_i(A) denote the ii-th singular value of AA sorted in non-increasing order. Then the sum of the pp-th powers of the singular values equals the sum of the pp-th powers of the sorted singular values: ∑i∈dσi(A)p=∑i=1nσi↓(A)p\sum_{i \in d} \sigma_i(A)^p = \sum_{i=1}^n \sigma^\downarrow_i(A)^p where nn is the cardinality of the index set dd.

theorem

Sorted Singular Values σ↓(A)\sigma^\downarrow(A) are Antitone (Decreasing)

For any square complex matrix A∈Matd×d(C)A \in \text{Mat}_{d \times d}(\mathbb{C}), the sequence of its sorted singular values σi↓(A)\sigma^\downarrow_i(A) is antitone. That is, for indices i,j∈{0,1,…,n−1}i, j \in \{0, 1, \dots, n-1\} (where nn is the dimension of the matrix), if i≤ji \le j, then σi↓(A)≥σj↓(A)\sigma^\downarrow_i(A) \ge \sigma^\downarrow_j(A).

theorem

The product of non-negative antitone sequences is antitone

Let f,g:{0,…,n−1}→Rf, g: \{0, \dots, n-1\} \to \mathbb{R} be two sequences. If ff and gg are both antitone (non-increasing) and take only non-negative values (i.e., f(i)≥0f(i) \ge 0 and g(i)≥0g(i) \ge 0 for all ii), then their pointwise product sequence i↦f(i)g(i)i \mapsto f(i)g(i) is also antitone.

instance

Classical linear order on a finite type α\alpha

Given a finite type α\alpha with decidable equality, there exists a linear order (α,≤)( \alpha, \le ) on it. This order is constructed classically by utilizing the well-ordering principle on the elements of the type.

definition

kk-th compound (exterior power) matrix Ck(M)C_k(M)

Let dd be a finite index set and MM be a d×dd \times d matrix over the complex numbers C\mathbb{C}. For any natural number kk, the kk-th compound matrix Ck(M)C_k(M) is a matrix whose rows and columns are indexed by subsets of dd with cardinality kk. Specifically, for two such subsets S,T⊆dS, T \subseteq d with ∣S∣=∣T∣=k|S| = |T| = k, the (S,T)(S, T)-th entry of Ck(M)C_k(M) is the minor defined by the determinant of the submatrix of MM formed by the rows in SS and the columns in TT. To compute this, the subsets SS and TT are ordered using their natural order embeddings from {0,…,k−1}\{0, \dots, k-1\}.

theorem

Cauchy–Binet Formula for det⁡(AB)\det(AB)

Let RR be a commutative ring and nn be a finite type equipped with a linear order. For any m∈Nm \in \mathbb{N}, an m×nm \times n matrix AA over RR, and an n×mn \times m matrix BB over RR, the determinant of their product is given by the Cauchy–Binet formula: det⁡(AB)=∑S⊆n,∣S∣=mdet⁡(AS)det⁡(BS)\det(A B) = \sum_{S \subseteq n, |S| = m} \det(A_{S}) \det(B_{S}) where the sum is taken over all subsets SS of nn with cardinality mm. Here, ASA_S denotes the m×mm \times m submatrix of AA formed by the columns indexed by SS, and BSB_S denotes the m×mm \times m submatrix of BB formed by the rows indexed by SS, both ordered according to the linear order on nn.

theorem

Ck(MN)=Ck(M)Ck(N)C_k(MN) = C_k(M) C_k(N)

For any two d×dd \times d complex matrices MM and NN, and any natural number kk, the kk-th compound matrix of their product MNM N is equal to the product of their respective kk-th compound matrices: Ck(MN)=Ck(M)Ck(N)C_k(MN) = C_k(M) C_k(N) where Ck(M)C_k(M) denotes the `compoundMatrix` of MM of order kk, whose entries are the k×kk \times k minors of MM.

theorem

Ck(M∗)=(Ck(M))∗C_k(M^*) = (C_k(M))^*

Let MM be a d×dd \times d complex matrix and kk be a natural number. The kk-th compound matrix of the conjugate transpose of MM is equal to the conjugate transpose of the kk-th compound matrix of MM. High-level notationally: Ck(M∗)=(Ck(M))∗C_k(M^*) = (C_k(M))^*.

theorem

The kk-th Compound Matrix of a Diagonal Matrix is Diagonal with Entries ∏i∈Sfi\prod_{i \in S} f_i

Let M=diag(f)M = \text{diag}(f) be a diagonal matrix indexed by a finite set dd. For any k∈Nk \in \mathbb{N}, the kk-th compound matrix Ck(M)C_k(M) is also a diagonal matrix. Its entries are indexed by subsets S⊆dS \subseteq d with ∣S∣=k|S|=k, and the diagonal entry corresponding to such a subset SS is given by the product of the diagonal elements of MM indexed by SS, i.e., ∏i∈Sfi\prod_{i \in S} f_i.

theorem

Singular values of Ck(M)C_k(M) are products of kk singular values of MM

Let dd be a finite index set and MM be a d×dd \times d complex matrix. For any natural number kk, let Ck(M)C_k(M) denote the kk-th compound matrix of MM, whose rows and columns are indexed by subsets S⊆dS \subseteq d of size kk. Then for every such subset SS, there exists a corresponding index jj in the index set of the compound matrix such that the jj-th singular value of Ck(M)C_k(M) is equal to the product of the singular values of MM indexed by the elements of SS. That is, σj(Ck(M))=∏i∈Sσi(M)\sigma_j(C_k(M)) = \prod_{i \in S} \sigma_i(M) where σ\sigma denotes the singular values of the respective matrices.

theorem

The product of kk indices of a non-negative non-increasing sequence is maximized by the first kk terms.

Let f:{0,…,n−1}→Rf: \{0, \dots, n-1\} \to \mathbb{R} be a non-increasing sequence of non-negative real numbers. Let kk be a natural number such that k≤nk \le n, and let g:{0,…,k−1}→{0,…,n−1}g: \{0, \dots, k-1\} \to \{0, \dots, n-1\} be an injective function. Then the product of any kk values of ff is bounded by the product of its kk largest values: ∏i=0k−1f(g(i))≤∏i=0k−1f(i)\prod_{i=0}^{k-1} f(g(i)) \le \prod_{i=0}^{k-1} f(i)

theorem

σ↓0(A)=max⁡iσi(A)\sigma \downarrow_0(A) = \max_i \sigma_i(A)

Let AA be a d×dd \times d complex matrix where dd is a finite index set with strictly positive cardinality ∣d∣>0|d| > 0. Let σ↓i(A)\sigma \downarrow_i(A) denote the ii-th singular value of AA when sorted in non-increasing order. Then the 00-th sorted singular value is equal to the maximum of all singular values of AA: σ↓0(A)=max⁡i∈dσi(A)\sigma \downarrow_0(A) = \max_{i \in d} \sigma_i(A)

theorem

Each σi(A)\sigma_i(A) is an element of the sorted singular values σ↓(A)\sigma^\downarrow(A)

Let AA be a d×dd \times d complex matrix, where dd is a finite index set. Let σ(A)\sigma(A) denote the collection of singular values of AA indexed by dd, and let σ↓(A)\sigma^\downarrow(A) be the sequence of these singular values sorted in non-increasing order, indexed by {0,…,∣d∣−1}\{0, \dots, |d|-1\}. For any index i∈di \in d, there exists an index j∈{0,…,∣d∣−1}j \in \{0, \dots, |d|-1\} such that the ii-th singular value of AA is equal to the jj-th element of the sorted singular value sequence: σi(A)=σj↓(A)\sigma_i(A) = \sigma^\downarrow_j(A)

theorem

Every Sorted Singular Value is an Original Singular Value

Let AA be a d×dd \times d complex matrix where dd is a finite index set. Let σi(A)\sigma_i(A) denote the collection of singular values of AA, and let σj↓(A)\sigma^\downarrow_j(A) denote the jj-th element of the sorted sequence of these singular values (arranged in non-increasing order). Then for any index j∈{0,…,∣d∣−1}j \in \{0, \dots, |d|-1\}, there exists an index i∈di \in d such that σj↓(A)=σi(A)\sigma^\downarrow_j(A) = \sigma_i(A).

theorem

The singular values of Ck(M)C_k(M) are products of the singular values of MM up to a permutation

Let MM be a d×dd \times d complex matrix and let kk be a natural number. Let Ck(M)C_k(M) denote the kk-th compound matrix of MM, whose rows and columns are indexed by the set Sk={S⊆d:∣S∣=k}\mathcal{S}_k = \{ S \subseteq d : |S| = k \}. Then there exists a permutation σ\sigma of the index set Sk\mathcal{S}_k such that for every S∈SkS \in \mathcal{S}_k, the singular values of the compound matrix Ck(M)C_k(M) are related to the singular values of MM by: σCk(M)(σ(S))=∏i∈SσM(i)\sigma_{C_k(M)}(\sigma(S)) = \prod_{i \in S} \sigma_M(i) where ∏i∈SσM(i)\prod_{i \in S} \sigma_M(i) represents the product of the singular values of MM indexed by the elements of the subset SS.

theorem

Singular Values of the kk-th Compound Matrix are Products of kk Singular Values of the Original Matrix

Let MM be a d×dd \times d complex matrix and let kk be a natural number. Let Ck(M)C_k(M) be the kk-th compound matrix of MM, whose indices are subsets of dd with cardinality kk. For any index jj of the compound matrix, there exists a subset S⊆dS \subseteq d with ∣S∣=k|S| = k such that the singular value of the compound matrix σj(Ck(M))\sigma_j(C_k(M)) is equal to the product of the singular values of MM indexed by the elements of SS, i.e., σj(Ck(M))=∏i∈Sσi(M).\sigma_j(C_k(M)) = \prod_{i \in S} \sigma_i(M). More formally, for any j∈{S⊆d:∣S∣=k}j \in \{ S \subseteq d : |S| = k \}, there exists S∈{S⊆d:∣S∣=k}S \in \{ S \subseteq d : |S| = k \} such that σj(Ck(M))=∏i=0k−1σsi(M)\sigma_j(C_k(M)) = \prod_{i=0}^{k-1} \sigma_{s_i}(M), where sis_i are the elements of SS in increasing order.

theorem

Existence of a permutation relating singular values to their sorted version

Let MM be a d×dd \times d complex matrix, and let nn be the cardinality of the index set dd. Let σj(M)\sigma_j(M) for j∈dj \in d denote the singular values of MM, and let σi↓(M)\sigma^\downarrow_i(M) for i∈{0,…,n−1}i \in \{0, \dots, n-1\} denote the singular values of MM sorted in non-increasing order. There exists a bijection σ:{0,…,n−1}≃d\sigma : \{0, \dots, n-1\} \simeq d such that for all ii, σσ(i)(M)=σi↓(M)\sigma_{\sigma(i)}(M) = \sigma^\downarrow_i(M).

theorem

∏i∈Sσi(M)≤∏i=1kσ↓i(M)\prod_{i \in S} \sigma_i(M) \le \prod_{i=1}^k \sigma_{\downarrow i}(M) for ∣S∣=k|S|=k

Let MM be a d×dd \times d complex matrix, and let σ1(M)≥σ2(M)≥⋯≥σn(M)≥0\sigma_1(M) \ge \sigma_2(M) \ge \dots \ge \sigma_n(M) \ge 0 denote its singular values sorted in non-increasing order, where nn is the dimension of the index set dd. For any natural number k≤nk \le n and any subset S⊆dS \subseteq d of cardinality kk, the product of the singular values associated with the indices in SS is less than or equal to the product of the top kk sorted singular values. That is, ∏s∈Sσs(M)≤∏i=1kσi(M).\prod_{s \in S} \sigma_s(M) \le \prod_{i=1}^k \sigma_i(M).

theorem

Existence of a subset SS such that ∏i∈Sσi(M)=∏i=1kσi↓(M)\prod_{i \in S} \sigma_i(M) = \prod_{i=1}^k \sigma^\downarrow_i(M)

Let MM be a d×dd \times d complex matrix and kk be a natural number such that k≤∣d∣k \le |d|, where ∣d∣|d| denotes the cardinality of the index set dd. Then there exists a subset SS of the indices of dd with size kk such that the product of the singular values of MM indexed by SS is equal to the product of the kk largest singular values of MM. Mathematically, ∃S⊆d,∣S∣=k  ⟹  ∏i=0k−1σidx(S,i)(M)=∏i=0k−1σi↓(M) \exists S \subseteq d, |S| = k \implies \prod_{i=0}^{k-1} \sigma_{\text{idx}(S, i)}(M) = \prod_{i=0}^{k-1} \sigma^\downarrow_i(M) where σidx(S,i)(M)\sigma_{\text{idx}(S, i)}(M) represents the singular values associated with the elements of SS (ordered by the index set's natural order) and σi↓(M)\sigma^\downarrow_i(M) represents the ii-th singular value in non-increasing order.

theorem

The Largest Singular Value of the kk-th Compound Matrix Equals ∏i=1kσ↓i(M)\prod_{i=1}^k \sigma\downarrow_i(M)

Let MM be a d×dd \times d complex matrix and let kk be a natural number such that k≤card(d)k \le \text{card}(d). Let σ↓i(M)\sigma\downarrow_i(M) denote the ii-th singular value of MM arranged in non-increasing order. Then the product of the kk largest singular values of MM is equal to the largest singular value of the kk-th compound matrix Ck(M)C_k(M): ∏i=0k−1σ↓i(M)=σ↓0(Ck(M))\prod_{i=0}^{k-1} \sigma\downarrow_i(M) = \sigma\downarrow_0(C_k(M)) where the index 00 on the right-hand side denotes the largest singular value of Ck(M)C_k(M).

theorem

Rayleigh Quotient Bound: v†Hv≤(max⁡λ)⋅v†vv^\dagger H v \le (\max \lambda) \cdot v^\dagger v

Let HH be a Hermitian matrix of size n×nn \times n (where n>0n > 0) with entries in C\mathbb{C}. Let λ\lambda denote the eigenvalues of HH. Then for any vector v∈Cnv \in \mathbb{C}^n, the Rayleigh quotient bound holds: Re(v†Hv)≤(max⁡iλi)⋅Re(v†v)\text{Re}(v^\dagger H v) \le (\max_i \lambda_i) \cdot \text{Re}(v^\dagger v) where v†v^\dagger denotes the conjugate transpose of vv.

theorem

Eigenvalues of A∗AA^* A are bounded by σ1(A)2\sigma_1(A)^2

Let AA be a d×dd \times d complex matrix where the dimension d=∣e∣d = |e| is positive. For any index i∈ei \in e, the ii-th eigenvalue of the Hermitian matrix A∗AA^* A (constructed via `isHermitian_mul_conjTranspose_self`) is less than or equal to the square of the largest singular value of AA, denoted by σ1(A)\sigma_1(A) (represented by `singularValuesSorted A ⟨0, h⟩`).

theorem

Re(⟨v,A†Av⟩)≤σ1(A)2∥v∥2\text{Re}(\langle v, A^\dagger A v \rangle) \le \sigma_1(A)^2 \|v\|^2

Let AA be a square matrix of size d×dd \times d over the complex numbers C\mathbb{C}, where d>0d > 0. For any vector v∈Cdv \in \mathbb{C}^d, the real part of the quadratic form associated with A†AA^\dagger A satisfies the inequality Re(⟨v,A†Av⟩)≤σ1(A)2⋅Re(⟨v,v⟩)\text{Re}(\langle v, A^\dagger A v \rangle) \le \sigma_1(A)^2 \cdot \text{Re}(\langle v, v \rangle) where A†A^\dagger is the conjugate transpose of AA, ⟨⋅,⋅⟩\langle \cdot, \cdot \rangle denotes the standard Hermitian inner product (specifically v†vv^\dagger v), and σ1(A)\sigma_1(A) is the largest singular value of AA (denoted in the formal text as the 00-th element of the sorted singular values).

theorem

σ1(MN)≤σ1(M)σ1(N)\sigma_1(MN) \le \sigma_1(M) \sigma_1(N)

Let ee be a finite index set with cardinality ∣e∣>0|e| > 0. For any two e×ee \times e complex matrices MM and NN, let σ1(A)\sigma_1(A) denote the largest singular value of a matrix AA (represented as the first element of the sorted singular values). Then the largest singular value of the product MNM N satisfies the inequality σ1(MN)≤σ1(M)σ1(N).\sigma_1(MN) \leq \sigma_1(M) \sigma_1(N). This property is known as the submultiplicativity of the operator norm (spectral norm).

theorem

Horn's Inequality for Weak Log-Majorization of Singular Values

Let AA and BB be d×dd \times d complex matrices, and let σ↓i(M)\sigma\downarrow_i(M) denote the ii-th largest singular value of a matrix MM. For any k≤card(d)k \leq \text{card}(d), the product of the kk largest singular values of ABAB is less than or equal to the product of the kk largest singular values of AA and BB. That is, ∏i=0k−1σ↓i(AB)≤∏i=0k−1(σ↓i(A)⋅σ↓i(B)).\prod_{i=0}^{k-1} \sigma\downarrow_i(AB) \leq \prod_{i=0}^{k-1} (\sigma\downarrow_i(A) \cdot \sigma\downarrow_i(B)).

theorem

ff is non-negative antitone and r>0r > 0 implies frf^r is antitone

Let f:{0,…,n−1}→Rf: \{0, \dots, n-1\} \to \mathbb{R} be a sequence of real numbers. If ff is non-negative (f(i)≥0f(i) \ge 0 for all ii) and antitone (monotonically non-increasing), then for any positive real number r>0r > 0, the sequence frf^r defined by i↦f(i)ri \mapsto f(i)^r is also antitone.

theorem

Weak log-majorization is preserved under positive powers r>0r > 0

Let x,y:{0,…,n−1}→Rx, y: \{0, \dots, n-1\} \to \mathbb{R} be sequences of non-negative real numbers such that xx is weakly log-majorized by yy; that is, for every k∈{0,…,n}k \in \{0, \dots, n\}, ∏i=0k−1xi≤∏i=0k−1yi.\prod_{i=0}^{k-1} x_i \leq \prod_{i=0}^{k-1} y_i. Then for any r>0r > 0, the sequences xrx^r and yry^r defined by (xr)i=xir(x^r)_i = x_i^r and (yr)i=yir(y^r)_i = y_i^r also satisfy the weak log-majorization property: ∏i=0k−1xir≤∏i=0k−1yir\prod_{i=0}^{k-1} x_i^r \leq \prod_{i=0}^{k-1} y_i^r for all k∈{0,…,n}k \in \{0, \dots, n\}.

theorem

Weak log-majorization implies 0≤∑xilog⁡(yi/xi)0 \le \sum x_i \log(y_i/x_i)

Let x,y:{0,…,n−1}→Rx, y: \{0, \dots, n-1\} \to \mathbb{R} be finite sequences of positive real numbers. Suppose that xx is antitone (non-increasing) and that xx is weakly log-majorized by yy, such that for every k∈{0,…,n}k \in \{0, \dots, n\}, the product of the first kk terms satisfies ∏i=0k−1xi≤∏i=0k−1yi\prod_{i=0}^{k-1} x_i \le \prod_{i=0}^{k-1} y_i. Then the following inequality holds: 0≤∑i=0n−1xilog⁡(yixi)0 \leq \sum_{i=0}^{n-1} x_i \log\left(\frac{y_i}{x_i}\right)

theorem

b−a≥alog⁡(b/a)b - a \ge a \log(b/a) for Positive a,ba, b

For any real numbers aa and bb such that a>0a > 0 and b>0b > 0, the following inequality holds: b−a≥alog⁡(b/a)b - a \ge a \log(b/a) where log⁡\log denotes the natural logarithm.

theorem

Weak Log-Majorization Implies ∑xi≤∑yi\sum x_i \le \sum y_i

Let x,y∈Rnx, y \in \mathbb{R}^n be finite sequences of non-negative real numbers (xi,yi≥0x_i, y_i \ge 0 for all i∈{0,…,n−1}i \in \{0, \dots, n-1\}) that are both non-increasing (antitone). If xx is weakly log-majorized by yy, such that for every k∈{0,…,n}k \in \{0, \dots, n\} the product of the first kk terms satisfies ∏i=0k−1xi≤∏i=0k−1yi,\prod_{i=0}^{k-1} x_i \le \prod_{i=0}^{k-1} y_i, then the sum of the elements of xx is less than or equal to the sum of the elements of yy: ∑i=0n−1xi≤∑i=0n−1yi.\sum_{i=0}^{n-1} x_i \le \sum_{i=0}^{n-1} y_i.

theorem

Weak Log-Majorization Implies ∑xir≤∑yir\sum x_i^r \le \sum y_i^r for r>0r > 0

Let x=(x0,…,xn−1)x = (x_0, \dots, x_{n-1}) and y=(y0,…,yn−1)y = (y_0, \dots, y_{n-1}) be sequences of nn real numbers. Suppose that for all ii, xi≥0x_i \ge 0 and yi≥0y_i \ge 0, and that both sequences are antitone (i.e., x0≥x1≥⋯≥xn−1x_0 \ge x_1 \ge \dots \ge x_{n-1} and y0≥y1≥⋯≥yn−1y_0 \ge y_1 \ge \dots \ge y_{n-1}). If xx is weakly log-majorized by yy, such that for every k∈{1,…,n}k \in \{1, \dots, n\} the product of the kk largest elements satisfies ∏i=0k−1xi≤∏i=0k−1yi,\prod_{i=0}^{k-1} x_i \le \prod_{i=0}^{k-1} y_i, then for any real number r>0r > 0, the sum of the rr-th powers satisfies ∑i=0n−1xir≤∑i=0n−1yir.\sum_{i=0}^{n-1} x_i^r \le \sum_{i=0}^{n-1} y_i^r.

theorem

∑σi(AB)r≤∑(σi(A)σi(B))r\sum \sigma_i(AB)^r \le \sum (\sigma_i(A)\sigma_i(B))^r for r>0r > 0

Let AA and BB be d×dd \times d complex matrices, and let σi(M)\sigma_i(M) denote the ii-th singular value of a matrix MM sorted in non-increasing order (σ1≥σ2≥…\sigma_1 \ge \sigma_2 \ge \dots). For any real number r>0r > 0, the sum of the rr-th powers of the singular values of the product ABAB is bounded by the sum of the products of the rr-th powers of the individual singular values: ∑i=1dσi(AB)r≤∑i=1d(σi(A)σi(B))r\sum_{i=1}^d \sigma_i(AB)^r \le \sum_{i=1}^d (\sigma_i(A) \sigma_i(B))^r

theorem

Hölder's Inequality for Sorted Singular Values

Let AA and BB be complex d×dd \times d matrices, and let σi(A)\sigma_i(A) and σi(B)\sigma_i(B) denote their respective singular values sorted in non-increasing order. For any positive real numbers r,p,qr, p, q such that 1r=1p+1q\frac{1}{r} = \frac{1}{p} + \frac{1}{q}, the following inequality holds: ∑i=1n(σi(A)r⋅σi(B)r)≤(∑i=1nσi(A)p)r/p(∑i=1nσi(B)q)r/q\sum_{i=1}^n (\sigma_i(A)^r \cdot \sigma_i(B)^r) \le \left( \sum_{i=1}^n \sigma_i(A)^p \right)^{r/p} \left( \sum_{i=1}^n \sigma_i(B)^q \right)^{r/q} where nn is the dimension of the matrices. This corresponds to a finite-sum Hölder inequality applied to sequences of the rr-th powers of sorted singular values with conjugate exponents p′=p/rp' = p/r and q′=q/rq' = q/r.