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On the symmetrized arithmetic-geometric mean inequality for opertors

Operator Algebras 2018-03-08 v1 Functional Analysis

Abstract

We study the symmetrized noncommutative arithmetic geometric mean inequality introduced(AGM) by Recht and R\'{e} (nd)!n!j1,...,jd\mboxdifferentAj1Aj2...AjdAjd...Aj2Aj1C(d,n)1nj=1nAjAjd. \|\frac{(n-d)!}{n!}\sum\limits_{{ j_1,...,j_d \mbox{ different}} }A_{j_{1}}^*A_{j_{2}}^*...A_{j_{d}}^*A_{j_{d}}...A_{j_{2}}A_{j_{1}} \| \leq C(d,n) \|\frac{1}{n} \sum_{j=1}^n A_j^*A_j\|^d . Complementing the results from Recht and R\'{e}, we find upper bounds for C(d,n) under additional assumptions. Moreover, using free probability, we show that C(d,n)>1C(d, n) > 1, thereby disproving the most optimistic conjecture from Recht and R\'{e}.We also prove a deviation result for the symmetrized-AGM inequality which shows that the symmetric inequality almost holds for many classes of random matrices. Finally we apply our results to the incremental gradient method(IGM).

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Cite

@article{arxiv.1803.02435,
  title  = {On the symmetrized arithmetic-geometric mean inequality for opertors},
  author = {Wafaa Albar and Marius Junge and Mingyu Zhao},
  journal= {arXiv preprint arXiv:1803.02435},
  year   = {2018}
}

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23 pages