GENERAL ARTICLE

The Logarithmic Mean

Rajendra Bhatia

T h e in e q u a lity b e tw e e n th e a r ith m e tic m e a n (A M ) a n d g e o m e tr ic m e a n (G M ) o f tw o p o sitiv e n u m b e r s is w e ll k n o w n . T h is a rtic le in tr o d u c e s th e lo g a r ith m ic m e a n , sh o w s h o w it le a d s to re n e m e n ts o f th e A M { G M in e q u a lity . S o m e a p p lic a tio n s a n d p ro p e rtie s o f th is m e a n a r e sh o w n . S o m e o th e r m e a n s a n d re la te d in e q u a litie s a re d isc u sse d . O n e o f th e b est k n ow n a n d m o st u sed in eq u a lities in m a th em a tics is th e in eq u a lity b etw een th e h a rm o n ic, g eo m etric, a n d a rith m etic m ea n s. If a a n d b a re p o sitiv e n u m b ers, th ese m ea n s a re d e n ed , resp ectiv ely, a s 1 1 a + b 1 H (a ;b) = ; 2 p a+ b G (a ;b) = a b; A (a ;b) = ; (1 ) 2 a n d th e in eq u a lity say s th a t H (a ;b) G (a ;b) A (a ;b): (2 )
Rajendra Bhatia is a Professor at the Indian Statistical Institute, New Delhi. Some of his recent work is on means of matrices. But he is not a mean theorist.

M ea n s o th er th a n th e th ree `cla ssica l' o n es d e n ed in (1 ) a re u sed in d i eren t p ro b lem s. F o r ex a m p le, th e root m ean squ are 2 1 = 2 a + b2 B 2 (a ;b) = ; (3 ) 2 is o ften u sed in va rio u s co n tex ts. F o llow in g th e m a th em a ticia n 's p en ch a n t fo r g en era lisa tio n , th e fo u r m ea n s m en tio n ed a b ov e ca n b e su b su m ed in th e fa m ily p a + bp 1 = p B p (a ;b) = ; 1 < p < 1 ; (4 ) 2
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Keywords Inequalities, logarithmic mean, power mean, Holder mean, arithmetic-geometric mean (AGM), arithmetic-mean geometricmean inequality (AM-GM inequality), Heinz mean.

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A substantial part of the mathematics classic Inequalities by Hardy, Littlewood and Plya is devoted to the study of these means and their applications.

va rio u sly k n ow n a s bin om ial m ean s, pow er m ean s, o r H lder m ean s. W h en p = 1 ;1 ; a n d 2 ; resp ectiv ely, o B p (a ;b) is th e h a rm o n ic m ea n , th e a rith m etic m ea n , a n d th e ro o t m ea n sq u a re. If w e u n d ersta n d B 0 (a ;b) to m ea n B 0 (a ;b) = lim B p (a ;b);
p! 0

th en B 0 (a ;b) = G (a ;b): In a sim ila r v ein w e ca n see th a t p a + bp 1 = p B 1 (a ;b) := lim = m a x (a ;b); p! 1 2 p a + bp 1 = p B 1 (a ;b) := lim = m in (a ;b): p ! 1 2 A little ca lcu la tio n sh ow s th a t B p (a ;b) B q (a ;b) if p q : (6 ) (5 )

T h is is a stro n g g en era liza tio n o f th e in eq u a lity (2 ). W e m ay say th a t fo r 1 p 1 , th e fa m ily B p in terpolates b etw een th e th ree m ea n s in (1) a s d o es th e in eq u a lity (6 ) w ith resp ect to (2 ). A su b sta n tia l p a rt o f th e m a th em a tics cla ssic In equ alities b y G H a rd y, J E L ittlew o o d a n d G P ly a is d ev o ted o to th e stu d y o f th ese m ea n s a n d th eir a p p lica tio n s. T h e b o o k h a s h a d q u ite a few su ccesso rs, a n d y et n ew p ro p erties o f th ese m ea n s co n tin u e to b e d iscov ered . T h e p u rp o se o f th is a rticle is to in tro d u ce th e rea d er to th e logarithm ic m ean , so m e o f its a p p lica tio n s, a n d so m e v ery p retty m a th em a tics a ro u n d it. T h e lo g a rith m ic m ea n o f tw o p o sitiv e n u m b ers a a n d b is th e n u m b er L (a ;b) d e n ed as L (a ;b) = a b lo g a lo g b fo r a 6 b; = (7 )

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w ith th e u n d ersta n d in g th a t L (a ;a ) = lim L (a ;b) = a :

b! a

The logarithmic mean always falls betwen the geometric mean and the arithmetic mean.

T h ere a re o th er in terestin g rep resen ta tio n s fo r th is o b ject, a n d th e rea d er sh o u ld ch eck th e va lid ity o f th ese fo rm u la s: Z1 L (a ;b) = a tb 1 t d t; (8 ) 0 Z1 1 dt ; = (9 ) L (a ;b) ta + (1 t)b 0 Z1 1 dt : = (1 0 ) L (a ;b) (t + a )(t + b) 0 T h e lo g a rith m ic m ea n a lw ay s fa lls b etw een th e g eo m etric a n d th e a rith m etic m ea n s; i.e., G (a ;b) L (a ;b) A (a ;b): (1 1 )

W e in d ica te th ree d i eren t p ro o fs o f th is a n d in v ite th e rea d er to n d m o re. W h en a = b; a ll th e th ree m ea n s in (1 1 ) a re eq u a l to a : S u p p o se a > b; a n d p u t w = a = b: T h e rst in eq u a lity in (1 1 ) is eq u iva len t to say in g p w w 1 lo g w u2 1 u fo r w > 1 :

R ep la cin g w b y u 2 ; th is is th e sa m e a s say in g 2 lo g u fo r u > 1 : (1 2 )

T h e tw o fu n ctio n s f (u ) = 2 lo g u ; a n d g (u ) = (u 2 1 )= u a re eq u a l to 0 a t u = 1 ; a n d a sm a ll ca lcu la tio n sh o w s th a t f 0 ) < g 0 ) fo r u > 1 : T h is p rov es th e d esired (u (u in eq u a lity (1 2 ), a n d w ith it th e rst in eq u a lity in (1 1 ). In th e sa m e w ay, th e seco n d o f th e in eq u a lities (1 1 ) ca n b e red u ced to u 1 lo g u fo r u 1 : u + 1 2

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In this form we recognize it as one of the fundamental inequalities of analysis: t sinh t for all t 0.

a n d p rov ed b y ca lcu la tin g d eriva tiv es. A seco n d p ro o f g o es a s fo llow s. T w o a p p lica tio n s o f th e a rith m etic-g eo m etric m ea n in eq u a lity sh o w th a t p t2 + 2 t a b + a b t2 + t(a + b) + a b a+ b 2 2 t + t(a + b) + 2 fo r a ll t 0 : U sin g th is o n e Z1 Z1 dt (t + (t + a +2 b )2 0 0 n d s th a t dt a )(t + b) Z1
0

(t +

dt p

a b)2

E va lu a tio n o f th e in teg ra ls sh ow s th a t th is is th e sa m e a s th e a ssertio n in (1 1 ). S in ce a a n d b a re p o sitiv e, w e ca n n d rea l n u m b ers x a n d y su ch th a t a = e x a n d b = e y : T h en th e rst in eq u a lity in (1 1 ) is eq u iva len t to th e sta tem en t e (x + or 1
y )= 2

ex ey ; x y

e (x y )= 2 e (y x )= 2 : x y sin h (x y )= 2 : (x y )= 2

T h is ca n b e ex p ressed a lso a s 1

In th is fo rm w e reco g n ise it a s o n e o f th e fu n d a m en ta l in eq u a lities o f a n a ly sis: t sin h t fo r a ll t 0 : V ery sim ila r ca lcu la tio n s sh ow th a t th e seco n d in eq u a lity in (1 1 ) ca n b e red u ced to th e fa m ilia r fa ct ta n h t t fo r a ll t 0 : 6 E a ch o f o u r th ree p ro o fs sh ow s th a t if a = b; th en G (a ;b) < L (a ;b) < A (a ;b): O n e o f th e rea so n s fo r th e

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in terest in (1 1 ) is th a t it p rov id es a re n em en t o f th e fu n d a m en ta l in eq u a lity b etw een th e g eo m etric a n d th e a rith m etic m ea n s. T h e lo g a rith m ic m ea n p lay s a n im p o rta n t ro le in th e stu d y o f co n d u ctio n o f h ea t in liq u id s ow in g in p ip es. L et u s ex p la in th is b rie y. T h e ow o f h ea t b y stea d y u n id irectio n a l co n d u ctio n is g ov ern ed b y N ew ton's law of coolin g : if q is th e ra te o f h ea t ow a lo n g th e x -a x is a cro ss a n a rea A n o rm a l to th is a x is, th en q= kA dT ; dx (1 3 )

The logarithmic mean plays an important role in the study of conduction of heat in liquids flowing in pipes.

w h ere d T = d x is th e tem p era tu re g ra d ien t a lo n g th e x d irectio n a n d k is a co n sta n t ca lled th e th erm a l co n d u ctiv ity o f th e m a teria l. (S ee, fo r ex a m p le, R B h a tia , F ou rier S eries, M a th em a tica l A sso cia tio n o f A m erica , p .2 , 2 0 0 4 .) T h e cro ss-sectio n a l a rea A m ay b e co n sta n t, a s fo r ex a m p le in a cu b e. M o re o ften (a s in th e ca se o f a u id trav ellin g in a p ip e) th e a rea A is a va ria b le. In en g in eerin g ca lcu la tio n s, it is th en m o re co n v en ien t to rep la ce (1 3 ) b y q = kA
m

4 T ; 4 x

(1 4 )

w h ere 4 T is th e d i eren ce o f tem p era tu res a t tw o p o in ts a t d ista n ce 4 x a lo n g th e x -a x is, a n d A m is th e m ean cross section o f th e b o d y b etw een th ese tw o p o in ts. F o r ex a m p le, if th e b o d y h a s a u n ifo rm ly ta p erin g recta n g u la r cro ss sectio n , th en A m is th e a rith m etic m ea n o f th e tw o b o u n d a ry a rea s A 1 a n d A 2 : C o n sid er h ea t ow in a lo n g h o llow cy lin d er w h ere en d e ects a re n eg lig ib le. T h en th e h ea t ow ca n b e ta k en to b e essen tia lly ra d ia l. (S ee, fo r ex a m p le, J C ra n k : T he M athem atics of D i u sion , C la ren d o n P ress, 1 9 7 5 ). T h e cro ss-sectio n a l a rea in th is ca se is p ro p o rtio n a l to th e d ista n ce fro m th e cen tre o f th e p ip e. If L is th e len g th o f th e p ip e, th e a rea o f th e cy lin d rica l su rfa ce a t d ista n ce

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x fro m th e a x is is 2 x L : S o , th e to ta l h ea t ow q a cro ss th e sectio n o f th e p ip e b o u n d ed b y tw o co a x ia l cy lin d ers a t d ista n ce x 1 a n d x 2 fro m th e a x is, u sin g (1 3 ), is seen to sa tisfy th e eq u a tio n Z x2 dx q = k4 T; (1 5 ) x 1 2 x L o r, q= k 2 L 4 T : lo g x 2 lo g x 1

If w e w ish to w rite th is in th e fo rm (1 4 ) w ith x 2 x 1 = 4 x ; th en w e m u st h av e A

m

= 2 L

x2 x1 2 L x 2 2 L x 1 : = lo g x 2 lo g x 1 lo g 2 L x 2 lo g 2 L x 1

In o th er w o rd s, A
m

A2 A1 ; lo g A 2 lo g A 1

th e lo g a rith m ic m ea n o f th e tw o a rea s b o u n d in g th e cy lin d rica l sectio n u n d er co n sid era tio n . In th e en g in eerin g litera tu re th is is ca lled th e logarithm ic m ean area. If in stea d o f tw o co a x ia l cy lin d ers w e co n sid er tw o co n cen tric sp h eres, th en th e cro ss-sectio n a l a rea is p ro p o rtio n a l to th e sq u a re o f th e d ista n ce fro m th e cen tre. In th is ca se w e h av e, in stea d o f (1 5 ), Z x2 dx q = k4 T : 2 x1 4 x A sm a ll ca lcu la tio n sh ow s th at in th is ca se p Am = A 1A 2;

th e g eo m etric m ea n o f th e tw o a rea s b o u n d in g th e a n n u la r sectio n u n d er co n sid era tio n .

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T h u s th e g eo m etric a n d th e lo ga rith m ic m ea n s a re u sefu l in ca lcu la tio n s rela ted to h ea t ow th ro u g h sp h erica l a n d cy lin d rica l b o d ies, resp ectiv ely. T h e la tter rela tes to th e m o re co m m o n p h en o m en o n o f ow th ro u g h p ip es. L et u s retu rn to in eq u a lities rela ted to th e lo g a rith m ic m ea n . L et t b e a n y n o n zero rea l n u m b er. In th e eq u a lity (1 1 ) rep la ce a a n d b b y a t a n d b t ; resp ectiv ely. T h is g iv es (a b)t= 2 fro m w h ich w e g et t(a b)t= 2 a b a b a t + bt a b t : a t bt a t bt lo g a lo g b 2 a t bt a t + bt ; t(lo g a log b) 2

T h e m id d le term in th is eq u a lity is th e lo g a rith m ic m ea n . L et G t a n d A t b e d e n ed a s G t (a ;b) = A t (a ;b) = a at a t + bt a t 2 at t(a b)t= 2 b ; bt b : bt

W e h av e a ssu m ed in th ese d e n itio n s th a t t 6 0 : If w e = d e n e G 0 a n d A 0 a s th e lim its G 0 (a ;b) = A 0 (a ;b) = th en G 0 (a ;b) = A 0 (a ;b) = L (a ;b): T h e rea d er ca n v erify th a t G 1 (a ;b) = G
t (a ;b)

lim G t (a ;b);
t! 0 t! 0

lim A t (a ;b);

a b;

A 1 (a ;b) =

G t (a ;b);

a+ b ; 2 A t(a ;b) = A t (a ;b):

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We have an infinite family of inequalities that includes the AMGM inequality, and other interesting inequalities.

F o r x ed a a n d b; G t (a ;b) is a d ecrea sin g fu n ctio n o f jtj; w h ile A t (a ;b) is a n in crea sin g fu n ctio n o f jtj: (O n e p ro o f o f th is ca n b e o b ta in ed b y m a k in g th e su b stitu tio n a = e x ; b = e y :) T h e la st in eq u a lity o b ta in ed a b ov e ca n b e ex p ressed a s G t (a ;b) L (a ;b) A t (a ;b); (1 6 )

fo r a ll t: T h u s w e h av e a n in n ite fa m ily o f in eq u a lities th a t in clu d es th e a rith m etic{ g eo m etric m ea n in eq u a lity, a n d o th er in terestin g in eq u a lities. F o r ex a m p le, ch o o sin g t = 1 a n d 1 = 2 ; w e see fro m th e in fo rm a tio n o b ta in ed a b ov e th a t p ab a 3 = 4 b1 = 4 + a 1 =4 b3 = 4 L (a ;b) 2 a 1 = 2 + b1 = 2 2 2 a+ b : 2

(1 7 )

T h is is a re n em en t o f th e fu n d a m en ta l in eq u a lity (1 1 ). T h e seco n d term o n th e rig h t is th e b in o m ia l m ea n B 1 = 2 (a ;b): T h e seco n d term o n th e left is o n e o f a n o th er fa m ily o f m ea n s ca lled H ein z m ean s d e n ed a s H (a ;b) = C lea rly H 0 (a ;b) = H 1 = 2 (a ;b) = H 1 (a ;b) = H 1 (a ;b) = p a b; H (a ;b): a+ b ; 2 a b 1 + a 1 b ; 2 0 1: (1 8 )

T h u s th e fa m ily H is y et a n o th er fa m ily th a t in terp o la tes b etw een th e a rith m etic an d th e g eo m etric m ea n s. T h e rea d er ca n ch eck th a t H
1 = 2 (a ;b)

H (a ;b) H 0 (a ;b);

(1 9 )

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fo r 0 1 : T h is is a n o th er re n em en t o f th e a rith m etic{ g eo m etric m ea n in eq u a lity. If w e ch o o se t = 2 n ; fo r a n y n a tu ra l n u m b er n ; th en w e g et fro m th e rst in eq u a lity in (1 6 ) 2 n (a b)2

(n + 1 )

a 2

a b L (a ;b): n b2 n

U sin g th e id en tity n n n + 1 n n n+ 1 a b = a 2 b2 a 2 + b2 a2 + b2 w e g et fro m th e in eq u a lity a b ov e (a b)2

(n + 1 )

1 1 a 2 + b2 ;

n Y a 2 m + b2 m L (a ;b): 2 m = 1

(2 0 )

S im ila rly, fro m th e seco n d in eq u a lity in (1 6 ) w e g et L (a ;b) a2

n

+ b2 2

n Y a 2 m + b2 m : 2 m = 1

(2 1 )

If w e let n ! 1 in th e tw o fo rm u la s a b ov e, w e o b ta in a b ea u tifu l p ro d u ct fo rm u la :
1 Y a 2 m + b2 m L (a ;b) = : 2 m = 1

(2 2 )

T h is a d d s to o u r list o f fo rm u la s (7 ){ (1 0 ) fo r th e lo g a rith m ic m ea n . C h o o sin g b = 1 in (2 2 ) w e g et a fter a little m a n ip u la tio n th e rep resen ta tio n fo r th e lo g a rith m fu n ctio n lo g x = (x 1 ) fo r a ll x > 0 :
1 Y

m = 1

2 ; 1 + x 2 m

(2 3 )

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There are more analytical delights in store; the logarithmic mean even has a connection with the fabled Gauss arithmetic-geometric mean.

W e ca n tu rn th is a rg u m en t a ro u n d . F o r a ll x > 0 w e h av e lo g x = lim n x 1 = n 1 : (2 4 )
n!1

R ep la cin g n b y 2 n ; a sm a ll ca lcu la tio n lea d s to (2 3 ) fro m (2 4 ). F ro m th is w e ca n o b ta in (2 2 ) b y a n o th er little ca lcu la tio n .

T h ere a re m o re a n a ly tica l d elig h ts in sto re; th e lo g a rith m ic m ea n ev en h a s a co n n ectio n w ith th e fa b led G a u ss a rith m etic{ g eo m etric m ea n th a t a rises in a to ta lly d i eren t co n tex t. G iv en p o sitiv e n u m b ers a a n d b; in d u ctiv ely d e n e tw o seq u en ces a s a0 = an + 1 = a; a n + bn ; 2 b0 = b bn + 1 = p

a n bn :

T h en f a n g is a d ecrea sin g , a n d f b n g a n in crea sin g , seq u en ce. A ll a n a n d b n a re b etw een a a n d b: S o b o th seq u en ces co n v erg e. W ith a little w o rk o n e ca n see th a t a n + 1 b n + 1 1 (a n b n ) ; a n d h en ce th e seq u en ces 2 f a n g a n d f b n g co n v erg e to a co m m o n lim it. T h e lim it A G (a ;b) is ca lled th e G a u ss a rith m etic{ g eo m etric m ea n . G a u ss sh ow ed th a t Z 1 2 1 dx p = A G (a ;b) 0 (a 2 + x 2 )(b 2 + x 2 ) Z =2 d' 2 p : (2 5 ) = 0 a 2 co s2 ' + b 2 sin 2 ' T h ese in teg ra ls ca lled `ellip tic in teg ra ls' a re d i cu lt o n es to eva lu a te, a n d th e fo rm u la a b ov e rela tes th em to th e m ea n va lu e A G (a ;b): C lea rly G (a ;b) A G (a ;b) A (a ;b): (2 6 )

S o m ew h a t u n ex p ected ly, th e m ea n L (a ;b) ca n a lso b e rea lised a s th e o u tco m e o f a n itera tio n clo sely rela ted to

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th e G a u ss itera tio n . L et A t a n d G t b e th e tw o fa m ilies d e n ed ea rlier. A sm a ll ca lcu la tio n , th a t w e leav e to th e rea d er, sh ow s th a t A t+ G 2

t

Somewhat unexpectedly, the logarithmic mean can also be realized as the outcome of an iteration closely related to the Gauss iteration.

= A

t= 2 ;

F o r n = 1 ;2 ;::: ; let t = 2 1 n ; a n d d e n e tw o seq u en ces a 0 a n d b 0 a s a 0 = A t ; b 0 = G t; i.e., n n n n a0 1 = p a+ b A1 = ; b 0 = G 1 = a b; 1 2 p a 0 + b0 0 1 A 1=2 = 1 ; b2 = G 1 = 2 = A 2 q a 0 + b0 n n 0 ; bn + 1 = a 0+ 1 b 0: n n 2

t= 2 G t

= G

t= 2 :

(2 7 )

a0 = 2 . . . a 0+ 1 n =

1=2 G 1

a 0b 0; 2 1

W e leav e it to th e rea d er to sh ow th a t th e tw o seq u en ces f a 0g a n d f b 0g co n v erg e to a co m m o n lim it, a n d th a t n n lim it is eq u a l to L (a ;b): T h is g iv es o n e m o re ch a ra cterisa tio n o f th e lo g a rith m ic m ea n . T h ese co n sid era tio n s a lso b rin g h o m e a n o th er in terestin g in eq u a lity L (a ;b) A G (a ;b): (2 8 )

F in a lly, w e in d ica te y et a n o th er u se th a t h a s recen tly b een fo u n d fo r th e in eq u a lity (1 1 ) in d i eren tia l g eo m etry. L et k T k 2 b e th e E u clid ea n n o rm o n th e sp a ce o f n n co m p lex m a trices; i.e., kT k2 2 = tr T T =
i;j = 1 n X

jtij j2 :

A m a trix v ersio n o f th e in eq u a lity (1 1 ) say s th a t fo r a ll p o sitiv e d e n ite m a trices A a n d B a n d fo r a ll m a trices X ; w e h av e Z 1 1=2 A X + X B A X B 1 = 2 A t X B 1 t d t : 2 2 0 2 2 (2 9 )

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T h e sp a ce H n o f a ll n n H erm itia n m a trices is a rea l v ecto r sp a ce, a n d th e ex p o n en tia l fu n ctio n m a p s th is o n to th e sp a ce Pn co n sistin g o f a ll p o sitiv e d e n ite m a trices. T h e la tter is a R iem a n n ia n m a n ifo ld . L et 2 (A ;B ) b e th e n a tu ra l R iem a n n ia n m etric o n Pn : A v ery fu n d a m en ta l in eq u a lity ca lled th e expon en tial m etric in creasin g property say s th a t fo r a ll H erm itia n m a trices H a n d K 2 e H ;e K jjH K jj2 : (3 0 ) A sh o rt a n d sim p le p ro o f o f th is ca n b e b a sed o n th e rst o f th e in eq u a lities in (2 9 ). T h e in eq u a lity (3 0 ) ca p tu res th e im p o rta n t fa ct th a t th e m a n ifo ld Pn h a s n o n p o sitiv e cu rva tu re. F o r m o re d eta ils see th e S u g g ested R ea d in g .
Suggested Reading
[1] G Hardy, J E Littlewood and G Plya, Inequalities, Cambridge University Press, Second edition, 1952. (This is a well-known classic. Chapters II and III are devoted to mean values.) P S Bullen, D S Mitrinovic and P M Vasic, Means and their Inequalities, D Reidel, 1998. (A specialised monograph devoted exclusively to various means.) W H McAdams, Heat Transmission, Third edition, McGraw Hill, 1954. (An engineering text in which the logarithmic mean is introduced in the context of fluid flow.) B C Carlson, The logarithmic mean, American Mathematical Monthly, Vol.79, pp.615618, 1972. (A very interesting article from which we have taken some of the material presented here.) R Bhatia, Positive Definite Matrices, Princeton Series in Applied Mathematics, 2007, and also TRIM 44, Hindustan Book Agency, 2007. (Matrix versions of means, and inequalities for them, can be found here. The role of the logarithmic mean in this context is especially emphasized in Chapters 4-6.) R Bhatia and J Holbrook, Noncommutative Geometric Means, Mathematical Intelligencer, Vol.28, pp.3239, 2006. (A quick introduction to some problems related to matrix means, and to the differential geometric context in which they can be placed. ) Tung-Po Lin, The Power Mean and the Logarithmic Mean, American Mathematical Monthly, Vol.81, pp.879883, 1974. S Chakraborty, A Short Note on the Versatile Power Mean, Resonance, Vol. 12, No. 9, pp.7679, September 2007.

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Address for Correspondence Rajendra Bhatia Theoretical Statistics and Mathematics Unit Indian Statistical Institute Delhi Centre 7, SJS Sansanwal Marg New Delhi 110 016, India. Email: rbh@isid.ac.in [6]

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RESONANCE June 2008