Equality Cases in Matrix Exponential Inequalities
- 1 October 1992
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 13 (4) , 1154-1158
- https://doi.org/10.1137/0613070
Abstract
The Golden–Thompson inequality states that for any Hermitian matrices A and B, $\operatorname{tr} e^A e^B \geqq \operatorname{tr} e^{A + B} $ and the Bernstein inequality states that for any matrix A, $\operatorname{tr} e^{A^ * + A} \geqq \operatorname{tr} e^{A^ * } e^A $. In this paper, $\{\operatorname{tr} ( e^{X/2^k } e^{Y/2^k } )^{2k} \}$ is shown to be a monotonic sequence when X and Y are Hermitian matrices or when $X = Y^ * $. Then we prove that (i) equality holds in the Golden–Thompson inequality if and only if A and B commute, and (ii) equality holds in the Bernstein inequality if and only if A is normal.
Keywords
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