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Shihyu - Chang@sjsu - Edu: R 2 R 2 Q R 1 2 1 2
Shihyu - Chang@sjsu - Edu: R 2 R 2 Q R 1 2 1 2
Shihyu - Chang@sjsu - Edu: R 2 R 2 Q R 1 2 1 2
APPLICATIONS
SHIH YU CHANG∗
Abstract. We prove several trace inequalities that extend the Araki–Lieb–Thirring (ALT) in-
equality, Golden–Thompson(GT) inequality and logarithmic trace inequality to arbitrary many ten-
sors. Our approaches rely on complex interpolation theory as well as asymptotic spectral pinching,
arXiv:2010.02152v1 [math-ph] 2 Oct 2020
providing a transparent mechanism to treat generic tensor multivariate trace inequalities. As an ex-
ample application of our tensor extension of the Golden–Thompson inequality, we give the tail bound
for the independent sum of tensors. Such bound will play a fundamental role in high-dimensional
probability and statistical data analysis.
It is easy to see that the Eq. (1.1) becomes an identity if two Hermitian matrices H1
and H2 are commute. The inequality in Eq. (1.1) has been generalized to several sit-
uations. For example, it has been demonstrated that it remains valid by replacing the
trace with any unitarily invariant norm [13, 22]. The Golden-Thompson inequality
has been applied to many various fields ranging from quantum information process-
ing [15, 16], statistical physics [24, 27], and random matrix theory [1, 25].
The Golden-Thompson inequality can be seens as a limiting case of the more
general Araki–Lieb–Thirring (ALT) inequality [3, 17]. For any two positive semi-
definite matrices A1 and A2 with r ∈ (0, 1] and q > 0, ALT states that
r r
qr 1 1
q
(1.2) Tr A12 Ar2 A12 ≤ Tr A12 A2 A12 .
∗ Department of Applied Data Science, San Jose State University, San Jose, CA 95192, USA
( shihyu.chang@sjsu.edu ).
1
2 SHIH YU CHANG
(AH )j1 ,··· ,jN ,i1 ,··· ,iM = ai1 ,··· ,iM ,j1 ,··· ,jN ,
def
(2.4)
where the overline notion indicates the complex conjugate of the complex number
ai1 ,··· ,iM ,j1 ,··· ,jN . If a tensor A satisfying AH = A, then A is a Hermitian tensor.
def
Definition 2.4. Given a tensor A = (ai1 ,··· ,iM ,j1 ,··· ,jM ) ∈ CI1 ×···×IM ×J1 ×···×JM ,
if
(2.6) A ⋆M X = X ⋆M A = I,
def
then X is the inverse of A. We usually write X = A−1 thereby.
We also list other necessary tensor operations here. The trace of a tensor is
equivalent to the summation of all diagonal entries such that
def
X
(2.7) Tr(A) = Ai1 ,··· ,iM ,i1 ,··· ,iM .
1≤ij ≤Ij ,j∈[N ]
The inner product of two tensors A, B ∈ CI1 ×···×IM ×J1 ×···×JN is given by
def
(2.8) hA, Bi = Tr(AH ⋆M B).
Definition 2.6. Given a square tensor A ∈ CI1 ×···×IM ×I1 ×···×IM , the tensor
exponential of the tensor A is defined as
∞
X Ak
eA =
def
(2.10) ,
k!
k=0
where A0 is defined as the identity tensor I ∈ CI1 ×···×IM ×I1 ×···×IM and
Ak = A ⋆M A ⋆M · · · ⋆M A.
| {z }
k terms of A
Given a tensor B, the tensor A is said to be a tensor logarithm of B if eA = B
Following definitions are about the Kronecker product and the sum of two tensors.
4 SHIH YU CHANG
Definition 2.7. Given two tensors A ∈ CI1 ×···×IM ×J1 ×···×JN and
B ∈ CK1 ×···×KP ×L1 ×···×LQ , we define the Kronecker product of two tensors A ⊗ B as
def
(2.11) A ⊗ B = (ai1 ,··· ,iM ,j1 ,··· ,jN B)i1 ,··· ,iM ,j1 ,··· ,jN .
Definition 2.8. Given two square tensors A ∈ CI1 ×···×IM ×I1 ×···×IM and B ∈
CJ1 ×···×JP ×J1 ×···×JP , we define the Kronecker sum of two tensors A ⊕ B as
def
(2.12) A ⊕ B = A ⊗ IJ1 ×···×JP + II1 ×···×IM ⊗ B,
where II1 ×···×IM ∈ CI1 ×···×IM ×I1 ×···×IM and IJ1 ×···×JP ∈ CJ1 ×···×JP ×J1 ×···×JP are
identity tensors.
We require the following two lemmas about Kroneecker product which will be
used for later proof in Theorem 3.8.
Lemma 2.9. Given tensors A1 and A2 which act on spaces S1 and S2 , respec-
tively, we have following identities :
(2.13) Tr(A1 ⊗ A2 ) = Tr(A1 )Tr(A2 );
and
(2.14) exp(A1 ) ⊗ exp(A2 ) = exp(A1 ⊗ IS2 + IS1 ⊗ A2 ),
where IS1 and IS2 are identity tensors acts on spaces S1 and S2 , respectively.
Proof:
We prove Eq. (2.13) first. Suppose the tensor A1 ∈ CI1 ×···×IM ×I1 ×···×IM , then its
entries will be (ai1 ,··· ,iM ,j1 ,··· ,jM ). By definition of the Kronecker product, we have
X
Tr(A1 ⊗ A2 ) = Tr(ai1 ,··· ,iM ,i1 ,··· ,iM A2 )
i1 ,··· ,iM
X
(2.15) = ai1 ,··· ,iM ,i1 ,··· ,iM Tr(A2 ) = Tr(A1 )Tr(A2 ).
i1 ,··· ,iM
Next, we will verify the relation provided by Eq. (2.14). Because we have
(2.16) exp(A1 ) ⊗ exp(A2 ) =1 exp(A1 ⊕ A2 ) = exp(A1 ⊗ IS2 + IS1 ⊗ A2 ),
where the equality =1 comes from Theorems 2 and 3 in [18], and the last equality is
provided by Definition 2.8.
Lemma 2.10. Given positive tensors A1 and A2 which act on spaces S1 and S2 ,
respectively, we have following identity :
(2.17) log(A1 ⊗ A2 ) = (log A1 ) ⊗ IS2 + IS1 ⊗ (log A2 ),
where IS1 and IS2 are identity tensors acts on spaces S1 and S2 , respectively.
Proof:
From the relation (2.14) and set B1 = log(A1 ), B2 = log(A2 ) , we have
exp(B1 ) ⊗ exp(B2 ) = exp (B1 ⊗ IS2 + IS1 ⊗ B2 )
(2.18) ⇔ A1 ⊗ A2 = exp (log(A1 ) ⊗ IS2 + IS1 ⊗ log(A2 ))
By taking log at both sides, we have desired result
(2.19) log(A1 ⊗ A2 ) = (log A1 ) ⊗ IS2 + IS1 ⊗ (log A2 ).
TENSOR MULTIVARIATE TRACE INEQUALITIES AND THEIR APPLICATIONS 5
3. Tools for Hermitian Tensors. In this section, we will introduce two main
techniques used to prove multivariate trace inequalities for tensors. Spectrum pinching
method is discussed in Section 3.1, and complex interpolation theory is presented in
Section 3.2.
3.1. Pinching Map. The purpose for studying the pinching method arises from
the following problem: Given two Hermitian tensors H1 and H2 that do not commute.
Does there exist a method to transform one of the two tensors such that they commute
without completely destroying the structure of the original tensor? The spectral
pinching method is a tool to resolve this problem. Before discussing this method in
detail we have to introduce the pinching map.
Given a Hermitian tensor H ∈ CI1 ×···×IM ×I1 ×···×IM , we have spectral decompo-
sition as [19]:
X
(3.1) H= λUλ ,
λ∈sp(H)
where λ ∈ sp(H) ∈ R and Uλ ∈ CI1 ×···×IM ×I1 ×···×IM are mutually orthogonal tensors.
The pinching map with respect to H is defined as
X
(3.2) PH : X → Uλ ⋆ M X ⋆ M Uλ ,
λ∈sp(H)
where X ∈ CI1 ×···×IM ×I1 ×···×IM is a Hermitian tensor. The pinching map possesses
various nice properties that will be discussed at this section. For example, PH (X )
always commutes with H for any nonnegative tensor X . Two lemmas are introduced
first which will be used to prove several useful properties about pinching maps.
Lemma 3.1. Let the tensor A ∈ CI1 ×···×IM , where |Ii | = N for i ∈ [M ]. The
number of distinct eigenvalues of A⊗m , where ⊗ is the Kronecker product defined in
Definition 2.7, grows polynomially with m.
Proof: Let us use the symbol sp(A⊗m ) to represent the spectrum space, i.e., the
space of eigenvalues. Because the number of distinct eigenvalues of A⊗m , denoted
as |sp(A⊗m )|, is bounded by the number of different types of sequences of N (M −
def
1)N −1 = eA symbols of length m from methods of types [5], then we have
m + eA − 1 (m + eA − 1)eA −1
(3.3) |sp(A⊗m )| ≤ ≤ = O(poly(m)),
eA − 1 (eA − 1)!
where O(poly(m)) represents a function that grows with m polynomially. When
m = 1, the number of |sp(A⊗ )| is upper bounded by eA , which is the number of
eigenvalues of A, see Theorem 1.1 in [21].
For any probability measure µ be a probability measure on a measurable space
(X, Σ) and consider a sequence of nonnegative tensors {Ax }x∈X , we have following
triangle inequality:
Z
Z
(3.4)
Ax µ(dx)
≤ kAx k µ(dx),
p
p
due to the convexity of p-norm for p ≥ 1. Quasi-norms with p ∈ (0, 1) are no longer
convex. However, we demonstrate in Lemma 3.2 that these quasi-norms still satisfy
an asymptotic convexity property for Kronecker products of tensors in the sense of
allowing an extra term associated with the number of tensors involving the Kronecker
product.
6 SHIH YU CHANG
From Caratheodory theorem (see Theorem 18 in [6]), there exists a discrete probability
measure P r(x), where x ∈ Xd and Xd ∈ X is the discrete set with the cardinality as
poly(m) such that
Z X Z X
⊗m
A⊗m
x µ(dx) = P r(x)A⊗m
x , and
Ax
µ(dx) =
p
P r(x)
A⊗m
x
.
p
X x∈Xd X x∈Xd
When p ∈ (0, 1), the Schatten p-norm satisfies following triangle inequality for
tensors (see [10])
n
X
p X n
p
(3.8)
Ai
≤ kAi kp ,
i=1 p i=1
Z
! p1
1
⊗m
1 X
P r(x)A⊗m
p
log
Ax µ(dx)
≤ log x
p
m X
p m
x∈Xd
! p1
1 1 1 X
P r(x)A⊗m
p
(3.9) = log |Xd | p x
p
.
m |Xd |
x∈Xd
TENSOR MULTIVARIATE TRACE INEQUALITIES AND THEIR APPLICATIONS 7
1
Since the map s → s p is convex for p ∈ (0, 1), we have
Z
!
1
⊗m
1 1
−1
X
⊗m
log
Ax µ(dx)
≤
log |Xd | p
P r(x)Ax p
m X p m
x∈Xd
!
1 X
⊗m
1−p
= log P r(x) Ax p +
log |Xd |
m mp
x∈Xd
Z
1
⊗m
log poly(m)
= log
Ax p µ(dx) +
,
m X m
(3.10)
√
where ι is −1.
Proof:
Because the spectral decomposition of tensor H is
X
(3.13) H= λUλ ,
λ∈sp(H)
and
X ′
(3.15) eιsH ⋆M X ⋆M e−ιsH = eιs(λ−λ ) Uλ ⋆M X ⋆M Uλ′ .
λ,λ′ ∈sp(H)
If we integrate both sides of Eq. (3.13) with respect to measure µ∆H , we obtain
Z ∞
eιsH ⋆M X ⋆M e−ιsH µ∆H (s)ds
−∞
Z ∞ X ′
= eιs(λ−λ ) Uλ ⋆M X ⋆M Uλ′ µ∆H (s)ds
−∞ λ,λ′ ∈sp(H)
X
(3.16) = Uλ ⋆M X ⋆M Uλ′ µ̃∆H (λ − λ′ ).
λ,λ ∈sp(H)
′
By applying the properties in Definition 3.3 and the definition of the spectral gap
∆H , we finally obtain
Z ∞ X
(3.17) eιsH ⋆M X ⋆M e−ιsH µ∆H (s)ds = Uλ ⋆M X ⋆M Uλ = PH (X ),
−∞ λ∈sp(H)
(3.18) PH (X ) ⋆M H = H ⋆M PH (X ).
Proof:
Because we have
X X
PH (X ) ⋆M H = Uλ ⋆M X ⋆M Uλ ⋆M λ′ Uλ′ = λUλ ⋆M X ⋆M Uλ
λ,λ′ ∈sp(H) λ∈sp(H)
X
(3.19) = λ′ Uλ′ ⋆M Uλ ⋆M X ⋆M Uλ = H ⋆M PH (X ).
λ,λ′ ∈sp(H)
Lemma 3.6. [trace identity of pinching map] Given a Hermitian tensor H ∈
CI1 ×···×IM ×I1 ×···×IM and any nonnegative tensors X ∈ CI1 ×···×IM ×I1 ×···×IM , we have
(3.20) Tr (PH (X ) ⋆M H) = Tr (X ⋆M H) .
Proof:
From linearity and cyclic properties of the trace, Lemma 3.4 and the fact that
the tensor e−ιsH commutes with the tensor H for all s ∈ R, then we have
Z ∞
Tr (PH (X ) ⋆M H) = Tr eιsH ⋆M X ⋆M e−ιsH ⋆M H µ∆H (s)ds
−∞
Z ∞
(3.21) = Tr (X ⋆M H) µ∆H (s)ds = Tr (X ⋆M H) .
−∞
TENSOR MULTIVARIATE TRACE INEQUALITIES AND THEIR APPLICATIONS 9
Lemma 3.7. [Pinching Inequality] Let ≥Lo be Loewner order for two positive
semi-definite tensors, i.e., we say that tensors A ≥Lo B if A − B is a positive
semi-definite tensor. Given a Hermitian tensor H ∈ CI1 ×···×IM ×I1 ×···×IM and any
nonnegative tensors X ∈ CI1 ×···×IM ×I1 ×···×IM , we have
X
(3.22) PH (X ) ≥Lo ,
|sp(H|
where |sp(H)| is the cardinality for the eigenvalues in the space sp(H).
Proof:
We first define the tensor Vk as following:
|sp(H)|
def
X ι2πjk
(3.23) Vk = exp Uλj .
j=1
|sp(H)|
log poly(m)
+
m
1 log poly(m)
=3 log Tr PA⊗m (A⊗m 1 ) ⋆M A2⊗m +
m 2 m
log poly(m)
(3.29) =4 log Tr (A1 ⋆M A2 ) + .
m
10 SHIH YU CHANG
The equality =1 comes from Lemmas 2.9 and 2.10. The inequality ≤2 follows from
pinching inequality (Lemma 3.7), the monotone of log and Tr exp ( ) functions, and
the number of eigenvalues of A⊗m
2 growing polynomially with m (Lemma 3.1). The
equality =3 utilizes the commutativity property for tensors PA⊗m (A⊗m
1 ) and A2
⊗m
2
based on Lemma 3.5. Finally, the equality =4 applies trace properties from Lem-
mas 2.9, 2.10, and Lemma 3.6. If m → ∞, the result of this theorem is established.
Theorem 3.9 (Araki-Lieb-Thirring for tensors).
Given two positive semi-definite tensors A1 ∈ CI1 ×···×IM ×I1 ×···×IM and A2 ∈
CI1 ×···×IM ×I1 ×···×IM , and q > 0, then
q 1 q
r r 1
r 2 r
(3.30) Tr A1 A2 A1
2
≤ Tr A12 A2 A12 , if r ∈ (0, 1],
def sin(πθ)
(3.32) ρθ (s) = for θ ∈ (0, 1).
2θ(cosh(πs) + cos(πθ))
TENSOR MULTIVARIATE TRACE INEQUALITIES AND THEIR APPLICATIONS 11
def π
(3.33) ρ0 (s) = lim ρθ (s) = (cosh(πs) + 1)−1 ,
θց0 2
and
def
(3.34) ρ1 (s) = lim ρθ (s) = δ(s),
θր1
m
!n m
!
Y Lk X
(4.1) lim exp( ) = exp Lk
n→∞ n
k=1 k=1
Proof:
We will prove the case for m = 2, and the general value of m can be obtained by
mathematical induction. Let L1 , L2 be bounded tensors act on some Hilbert space.
def def
Define C = exp((L1 + L2 )/n), and D = exp(L1 /n) ⋆M exp(L2 /n). Note we have
following estimates for the norm of tensors C, D:
kL1 k + kL2 k 1/n
(4.2) kCk , kDk ≤ exp = [exp (kL1 k + kL2 k)] .
n
∞ ∞
X (L1 /n)i X (L2 /n)j
D = exp(L1 /n) ⋆M exp(L2 /n) = ⋆M
i=0
i! j=0
j!
∞ l
X
−l
X Li 1 L2l−i
(4.3) = n ⋆M ,
i=0
i! (l − i)!
l=0
12 SHIH YU CHANG
based on Eq. (4.2). By combining with Eq. (4.4), we have the following bound
2 exp (2 kL1 k + 2 kL2 k)
(4.7) kC n − Dn k ≤ .
n
Then this lemma is proved when n goes to infity.
4.1. Multivariate Araki-Lieb-Thirring Inequality. In this section, we will
provide a theorem for multivariate Araki-Lieb-Thirring (ALT) inequality for tensors.
Theorem 4.2. Let p ≥ 1, θ ∈ (0, 1], probability distribution ρθ defined by (3.32),
n ∈ N, and consider a finite sequence (A)nk=1 of positive semi-definite tensors. Then,
we have
1
n
Z ∞ n
Y θ θ
Y
1+ιs
(4.8) log
Ak
≤
log
Ak
ρθ (s)ds.
k=1
−∞
k=1 p
p
Proof: Qn
For θ = 1, the both sides of Eq. (4.8) are equal to log k| k=1 Ak |kp . We will prove
the cases for θ ∈ (0, 1). We prove the result for strictly positive definite tensors and
note that the generalization to positive semi-definite tensors follows by continuity.
def Qn Qn
We define the function F (z) = k=1 Azk = k=1 exp(z log Ak ) which satisfies the
conditions of Theorem 3.10. By selecting p0 = ∞, p1 = p, and pθ = pθ in Theorem 3.10,
one can obtain
Yn
θ
1+ιs
(4.9) log kF (1 + ιs)kp1 = θ log
Ak
,
k=1 p
TENSOR MULTIVARIATE TRACE INEQUALITIES AND THEIR APPLICATIONS 13
and
n
Y
1−θ
ιs
(4.10) log kF (ιs)kp0 = (1 − θ) log
Ak
= 0,
k=1 ∞
and this theorem is proved by putting Eqs. (4.9), (4.10), (4.11) into Eq. (3.35).
4.2. Multivariate Golden-Thompson Inequality. In this section, we will
provide a theorem for multivariate Golden-Thompson (GT) inequality for tensors.
Theorem 4.3. Let p ≥ 1, probability distribution ρ0 defined by (3.33), n ∈ N,
and consider a finite sequence (H)nk=1 of Hermitian tensors. Then, we have
!
Xn
Z ∞
Yn
(4.12) log
exp Hk
≤ log
exp ((1 + ιs)Hk )
ρ0 (s)ds.
−∞
k=1 p k=1 p
Proof: From Theorem 4.1 and Lie product formula given by Lemma 4.1, this theorem
is proved by taking θ → 0 in Eq. (4.8).
The multivariate Golden-Thompson inequality provided by Theorem 4.3 is only
true for Hermitian tensors. The following theorem generalizes Theorem 4.3 to general
tensors.
Theorem 4.4. Let p ≥ 1, probability distribution ρ0 defined by (3.33), n ∈ N,
and consider a finite sequence (A)nk=1 of tensors. Then, we have
n
!
Z ∞
n
X
Y
(4.13) log
exp Ak
≤ log
exp ((1 + ιs)ℜ(Ak ))
ρ0 (s)ds,
−∞
k=1 p k=1 p
def
where ℜ(Ak ) is the real part of the tensor Ak defined as ℜ(Ak ) = 21 (Ak + AH
k ).
1 def
Proof: We also define the imaginary part of the tensor Ak as ℑ(Ak ) = 2ι (Ak −
H
Ak ) and note that the both ℜ(Ak ) and ℑ(Ak ) are Hermitian tensors. We define
def Q
the function F (z) = nk=1 exp(zℜ(Ak ) + ιθℑ(Ak ) which satisfies the conditions of
Theorem 3.10. By selecting p0 = ∞, p1 = p, and pθ = pθ in Theorem 3.10, one can
obtain
! θ1
Xn
θ
exp θ Ak
= log kF (θ)kpθ
k=1
p
Z ∞
θ
≤ log kF (1 + ιs)kp ρθ (s)ds
−∞
Z ∞
n
Y
(4.14) =θ log
exp((1 + ιs)ℜ(Ak ) + ιθℑ(Ak ))
ρθ (s)ds
−∞
k=1 p
where we used that log kF (ιs)k∞ = 0 since F (ιs) is unitary in the inequality step.
By dividing θ at both sides of Eq. (4.14) and taking θ → 0, the theorem is proved by
applying Lie product formula given by Lemma 4.1 again.
14 SHIH YU CHANG
and
(4.17) D(A k B) = sup (Tr (A ⋆M log X ) + 1 − Tr(exp(log B + log X ))) ,
X
We define
P a function with tensor argument as g(A) = Tr(AH) − D(A k B), then
let A = λ∈sp(A) λUλ denote the spectrum decomposition of A. Because the trace of
A is one, we have
X X
(4.19) g λUλ = (λTrUλ H + λTrUλ log B − λ log λ) .
λ∈sp(A) λ∈sp(A)
this shows that the minimizer for Eq. (4.18) is a strictly positive tensors à with
Trà = 1. For any Hermitian tensor Y with TrỸ = 0, we have
dg(Ã + tY) h i
(4.21) 0= = Tr Y(H + log B − log Ã) .
dt
t=0
This indicates that H + log B − log à is proportional to the identity tensor. Then, we
will have
eH+log B
(4.22) Ã = and g(Ã) = log TreH+log B ,
TreH+log B
TENSOR MULTIVARIATE TRACE INEQUALITIES AND THEIR APPLICATIONS 15
log A+tY
because TrA = 1 and dTre dt |t=0 = TrAY. Therefore, the tensor H̃ is the maxi-
mizer of function f and
Since for any any Hermitian tensor H can be expressed as H = log X for some positive
semi-definite tensor, we proved Eq. (4.16).
Now, we are ready to prove Eq. (4.17). From log x ≤ x − 1 for x ≥ 0, we have
log Trelog B+log X ≤ Trelog B+log X − 1. Hence, we have
Because TrA log X − log Trelog B+log X is invariant under the scaling transform from
X to γX for γ ∈ R+ , we can assume that Trelog B+log X = 1. Then, we have
sup(TrA log X − log Trelog B+log X ) = sup TrA log X − log Trelog B+log X :
X X
Trelog B+log X = 1
(4.27) ≤ sup(TrA log X − 1 + Trelog B+log X ).
X
where we apply Lemma 4.6. From Theorem 4.4 and set Hk = log Aqk , we have
n
!
X
Tr exp log Ak ≤
k=1
Z ∞ q(1+ιs) q(1+ιs) q(1+ιs) q(1−ιs) q(1−ιs) q(1−ιs)
q1
q
(4.30) Tr An 2
· · · A3 2
A2 2
A1 A2 2
A3 2
· · · An 2
ρ0 (s)ds
−∞
using the concavity of the logarithm and Jesen’s inequality. Applying Eq. (4.30) to
Eq. (4.29), we get
n
X Z ∞
TrA1 log Ak ≥ sup (TrA1 log X ) ρ0 (s)ds + 1
X −∞
k=1
−q(1+ιs) −q(1+ιs) −q(1−ιs) −q(1−ιs)
q1 !
−q −q
q
(4.31) −Tr A22 A3 2 · · · An 2 X An 2 · · · A3 2 A22 .
the tensor X becomes a positive semi-definite tensor. Substituting Eq. (4.32) into
Eq. (4.31), this theorem is proved for 0 < q ≤ 1.
For q → 0, we wish to prove the equality at Eq. (4.28). Because log X ≥Lo I−X −1
for any positive tensor X , we have
q(1+ιs) q(1+ιs) q q q(1−ιs) q(1−ιs)
TrA1 log An 2 · · · A3 2 A22 Aq1 A22 A3 2 · · · An 2 ≥
−q(1−ιs) −q(1−ιs) −q −q −q(1+ιs) −q(1+ιs)
TrA1 I − An 2 · · · A3 2 A22 A−q 1 A2
2
A3
2
· · · An
2
def
(4.33) = hq (s),
and we can assume that hq (s) ≥ 0 since we can scale each tensor Ak by a positive
number for k ∈ [n]. By Fatou’s lemma, we have
Z ∞ Z ∞
hq (s) hq (s)
(4.34) lim inf ρ0 (s)ds ≥ lim inf ρ0 (s)ds.
q→0 −∞ q −∞ q→0 q
We also have h0 (s) = 0 and
n
hq (s) X
(4.35) lim inf = TrA1 log Ak .
q→0 q
k=1
def def
(5.1) M(t) = EetX , and C(t) = log EetX ,
where t ∈ R. The tensor MGF and CGF can be expressed as power series expansions:
∞ n ∞ n
X t E(X n ) X t Φn
(5.2) M(t) = I + , and C(t) = ,
n=1
n! n=1
n!
where the coefficients E(X n ) are called tensor moments, and Φn are named as tensor
cumulants. The tensor cumpulant Φn has a formal expression as a noncommutative
polynomial in the tensor moments up to order n. For example, the first cumulant is
the mean and the second cumulant is the variance:
5.1. Laplace Transform Method for Tensors. We will apply Laplace trans-
form bound to bound the maximum eigenvalue of a random Hermitian tensor by
following lemma. This Lemma help us to control tail probabilities for the maximum
eigenvalue of a random tensor by producing a bound for the trace of the tensor MGF
defined in Eq. (5.1).
Lemma 5.1. Let Y ∈ CI1 ×···×IM ×I1 ×···×IM be a random Hermitian tensor and
assume that |Ii | = N for 1 ≤ i ≤ M . For ζ ∈ R, we have
(5.4) P(λmax (Y) ≥ ζ) ≤ (2M − 1)N inf e−ζt ETretY
t>0
Proof:
Given a fix value t, we have
(5.5) P(λmax (Y) ≥ ζ) = P(λmax (tY) ≥ tζ) = P(eλmax (tY) ≥ etζ ) ≤ e−tζ Eeλmax (tY) .
The first equality uses the homogeneity of the maximum eigenvalue map, the second
equality comes from the monotonicity of the scalar exponential function, and the last
relation is Markov’s inequality. Because we have
where the first equality used the spectral mapping theorem, and the inequality holds
because the exponential of an Hermitian tensor is positive definite and the maximum
eigenvalue of a positive definite tensor is dominated by the trace [20]. From Eqs (5.5)
and (5.6), this lemma is established.
18 SHIH YU CHANG
5.2. Tail Bounds for Independent Sum. This section contains abstract tail
bounds for the sum of independent random tensors. This general inequality can serve
as the progenitor of other random tensors majorization inequality.
Theorem 5.2. Consider n independent random Hermitian tensors
Xk ∈ CI1 ×···×IM ×I1 ×···×IM for k ∈ [n], for all ζ ∈ R, we have
n
! ( Z ∞
X
N −tζ
P(λmax Xk ≥ ζ) ≤ (2M − 1) inf e Tr E(etX1 )⋆M
t>0 −∞
k=1
n−1
! 2
!# )
Y (1+ιs)tXk Y (1−ιs)tXk
tXn
(5.7) E(e 2 ) ⋆M E(e ) ⋆M E(e 2 ) ρ0 (s)ds
k=2 k=n−1
Proof:
By settgin Hk = tXk , p = 2 in Theorem 4.3, we will have
n
P Z ∞
tXk
Tre k=1 ≤ Tr etX1 ⋆M
−∞
n−1
! 2
!#
Y (1+ιs)tXk Y (1−ιs)tXk
(5.8) e 2 ⋆M etXn ⋆M e 2 ρ0 (s)ds.
k=2 k=n−1
By taking the expectation of both sides and applying the indepedence property for
all random tensors Xk , we obtain
n
P
Z ∞ " n−1
!
tXk Y (1+ιs)tXk
tX
ETre k=1 ≤ Tr E(e ) ⋆M
1
E(e 2 ) ⋆M
−∞ k=2
2
!#
Y (1−ιs)tXk
tXn
(5.9) E(e ) ⋆M E(e 2 ) ρ0 (s)ds.
k=n−1
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