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Optimization Problems
Keiji Matsumoto
Quantum Computation Group, National Institute of Informatics,
2-1-2 Hitotsubashi, Chiyoda-ku, Tokyo 101-8430,
e-mail:keiji@nii.ac.jp
February 6, 2018
Abstract
Perspective gf ( 1 ; 2 ) := 2 f ( 2 = 1 ) of a convex function f is positively ho-
mogeneous convex function from R R to R. Its operator version had been
proposed and studied by several authors [3][4], when f is operator convex. This
paper gives characterization of the quantity as solution to a minimization prob-
lem and a maximization problem, when underlying Hilbert space is …nite di-
mensional. By these characterization, new proofs of known properties of the
quantity are given, and explicit representation of the quantity when the argu-
ments are not full - rank is given. In addition, when the overlap of the support of
two arguments is one - dimensional, the quantity can be de…ned for any convex
but not necessarily operator convex function f .
1 Introduction
Perspective gf ( 1 ; 2 ) := 2 f ( 2 = 1 ) of a convex function f is positively ho-
mogeneous convex function from R R to R. Its operator version had been
proposed and studied by several authors [3][4], when f is operator convex. This
paper gives characterization of the quantity as solution to certain minimization
problem and maximization problem, when underlying Hilbert space is …nite di-
mensional. By these characterization, new proofs of known properties of the
quantity are given, and explicit representation of the quantity when the argu-
ments are not full - rank is given. In addition, when the overlap of the support of
two arguments is one - dimensional, the quantity can be de…ned for any convex
but not necessarily operator convex function f .
In this paper, we de…ne operator perspective function as solution to a mini-
mization problem, and later show this de…nition coincide with the one in [3][4],
since its properties, representations, and extensions are easier to prove from
this new de…nition. Another motivation of this de…nition is link to maximal
1
non - commutative f - divergence, that is de…ned by minimization problem and
coincide with tr gf ( ; ) when f is operator convex.
Here, summary of new results are given. When f is operator convex and
6> 0, 6> 0,
Here f (r) := rf (1=r), X > 0. Also, ~ and ~ is the largest self - adjoint op-
erators supported on supp \ supp and ~ , ~ . (~ in fact is Shur
1
complement, 11 12 22 21 , where the block components are de…ned accord-
ing to the decomposition supp + ker .) This formula in fact valid for any
convex but not necessarily operator convex function f provided supp \ supp
is one - dimensional.
In particular, if and are rank -1,
In fact, it turns out that gf is the largest convex function satisfying above.
Also, we show dual representation,
gf ( ; ) = sup f 1 ( )+ 2 ( )g ; (1)
( 1; 2 )2Wf (H)
where
Wf (H) := f( 1; 2) ; p 1 +q 2 gf (p; q) I; 8p; q 0g : (2)
Here, 0 ( 2 B (B (H))) means (X) 0 for any X 2 B (H), and I 2
B (B (H)) is an identity map. This is non - commutative version of representation
of gf ( 1 ; 2 ) as point - wise supremum of linear functions.
Using this representation as the pointwise supremum of linear functions, we
show continuity properties of gf . Also, as a by-product of the proof of the
dual representation, the following necessary and su¢ cient condition of operator
convexity is given (43).
In the end, we investigate the property of generalized maximal f - divergence
Df;A ( k ). This quantity coincides with maximal f - divergence if A = I and
with tr Agf ( ; ) if f is operator convex.
2
positive elements, and strictly positive elements are denoted by Bsa (H), B (H),
and B> (H), respectively.
Also, for each positive operator X, denote by supp X the its support, and
by X the projection onto supp X. The projection onto the space K is denoted
by K . Orthogonal complement of the projector is denoted by ? . For each
X 2 B (H), X 1 denotes Moor-Penrose generalized inverse of X.
R and R> denotes positive and strict positive half-line, respectively. As in
[8], we suppose that h is a map from Rn to R[ f 1g. Instead of saying that h
is not de…ned on a certain set, we say that h (r) = 1 on that set. The e¤ ective
domain of h, denoted by dom h , is the set of all r’s with h (r) < 1. h is said to be
convex i¤ its epigraph, or the set epi h := f(r; ) ; h (r)g is convex. A convex
function h is proper i¤ h is nowhere 1 and not 1 everywhere, and is closed
i¤ the set fr; h (r)g is closed for any 2 , or equivalently, i¤ its epigraph is
closed (Theorem 7.1 of [8]) , or equivalently, i¤ it is lower semi - continuous.
Given a convex function h, its closure cl h is the greatest closed, or equiv-
alently, lower semi-continuous (not necessarily …nite) function majorized by h.
The name comes from the fact that epi (cl h) = cl (epi h). cl h coincide with h
except perhaps at the relative boundary points of its e¤ective domain. If h is
proper and convex, so is cl h (Theorem 7.4, [8]).
In the paper, unless otherwise mentioned, f satis…es
(FC) f is a proper closed convex function with (0; 1) dom f
For each f with (FC), its perspective function gf is
8
>
> 2f ( 1= 2) ; if 1 2 dom f; 2 > 0
<
lim 2 #0 2 f ( 1 = 2 ) ; if 1 2 dom f; 2 = 0;
gf ( 1 ; 2 ) := (3)
>
> 0; if 1 = 2 = 0;
:
1; otherwise.
Also, for each r 0, de…ne
f^ (r) := gf (1; r) :
and
f^ (0) = lim 2f (1= 2) :
2 #0
3
for any element A 2 Bsa (H). Also, A + 1 := 1 and A 1 := 1 for any
A 2 Bsa (H).
Suppose , 2 B (H). Then a simultaneous decomposition of f ; g is
fsx ; px ; qx gx2X , where sx 2 B (H), px 2 R , qx 2 R and jX j < 1, such that
X X
= px sx ; = qx sx :
x2X x2X
provided the RHS exists in Bsa (H). If for any simultaneous decomposition
gf (px ; qx ) = 1, 9 x 2 X ,
gf ( ; ) := 1:
If the neither of the above is true, de…ne
gf ( ; ) := 1:
It is easy to see
8 (p; q) 2 R2 ; 8 0; gf (p ; q ) = gf (p; q) : (4)
Also,
gf ( 0; 0) = gf ( ; ) 0; (5)
since any simultaneous decomposition fsx ; px ; qx g of f 0; 0g is in the form
of sx = s0x 0.
Remark 2.1 Since
X X
gf (px ; qx ) sx = gf (p0x ; qx0 ) s0x ;
x2X x2X
4
3 Properties
Lemma 3.1 Let jIj < 1 and consider f i ; i g, i 2 I. If gf ( i ; i) > 1 for
all i 2 I, !
X X X
gf i ( i) ; i ( i) i (gf ( i ; i ))
i2I i2I i2I
!
X X
gf i ( i) ; i ( i)
i2I i2I
8 9
< X =
inf gf (pi;x ; qi;x ) i (si;x ) ; fsi;x ; pi;x ; qi;x gx2X ; i 2 I
: ;
(i;x)2X I
0 8 91
X < X =
= i
@inf gf (pi;x ; qi;x ) si;x ; fsi;x ; pi;x ; qi;x gx2X ;i2I A
: ;
i2I (i;x)2X I
X
= i (gf ( i ; i )) ;
i2I
where in the third line the fsi;x ; pi;x ; qi;x gx2X ranges over all the simultaneous
decompositions off i ; i g for each i 2 I.
gf ( ( ) ; ( )) (gf ( ; )) (6)
0
(iii) Suppose f (0) 0 and gf ( ; ) > 1. Then for all 2 B (H),
0
gf ( ; ) gf ( ; + ): (7)
5
0
(iii); With I := f1; 2g , 1 = 2 := I, 1 := , 2 := 0, 1 := and 2 := ,
0 0
gf ( ; + ) gf ( ; ) + gf (0; )
0
= gf ( ; ) + f (0) gf ( ; ) :
Theorem 3.3
1
(i) If C exists,
gf C C y ; C C y = Cgf ( ; ) C y (8)
gf ( 1 2; 1 2) = gf ( 1 ; 1) gf ( 2 ; 2) : (9)
Accordingly,
gf ( 1 2; 1 0) = gf ( 1 ; 1) f^ (0) 2 (10)
Proof. (i); Applying (ii) with (X) := CXC y , we have " ". The opposite
inequality is proved by applying (ii) with (X) := C 1 XC 1y .
(ii); Let i ’s being conjugation of an isometry embedding from Hi into
H1 H2 , we obtain " ".
gf ( 1 2; 1 2) gf ( 1 ; 1) gf ( 2 ; 2) : (11)
Pi gf ( 1 2; 1 2 ) Pi gf ( i ; i) ;
Pi gf ( 1 2; 1 2 ) Pi = gf ( i ; i) ;
6
and X
Pi gf ( 1 2; 1 2 ) Pi = gf ( 1 ; 1) gf ( 2 ; 2) :
i2I
This identity and the inequality (11) are both true only if Pi fgf ( 1 2; 1 2 )g Pj =
0 for all i 6= j. Thus the LHS of the above identity equals gf ( 1 2 ; 1 2 ),
and we have the assertion.
(iii); Let fsx ; px ; qx gx2X be a simultaneous decomposition of f 1 2; 1 0g.
0
Let
P X 0 := fx; H 2
sx H 2
= 0g. Then q x =
6 0 i¤ x 2 X 0 . Also, with 1 0 :=
x2X0 px sx , X
0
px sx = ( 1 1) 2:
x2X nX0
Therefore,
X X
gf (px ; qx ) sx = f^ (0) px sx = ( 1
0
1) 2
x2X nX0 x2X nX0
X
= gf (px ; qx ) H1 sx H1 H2 sx H2 :
x2X nX0
4 Canonical Forms
(8) reduces computation of gf ( ; ) of arbitrary f ; g to those in certain canon-
ical form.
Denote
1
11 12 I 12 22 gsupp
= ; C1 := :
21 22 0 I g ker
7
Then
~ 0 0
C1 C1y = ; C1 C1 = = : (12)
0 22 0 0
where
1
~ := = 22 = 11 12 22 21 :
Hereafter, for notational simplicity, block component of a matrix and its em-
bedding into B (H) are denoted by the symbol. For example, 1-1 component of
is also denoted by . Also, later 22 denotes linear operator V 22 V y , where
V is an isometry from ker into H. Also, = 22 denotes Shur complement [10].
Next, do the following transform, which is analogous to the above one, to
the pair f~; g: we decompose supp into ker ~ supp ~,
2 3 2 3 2 3
0 0 0 00 01 0 I 0 0 g ker ~
C1 C1y = 4 0 ~ 0 5 ; = 4 10 11 0 5 ; C2 := 4 10 00
1
I 0 5 gsupp ~
0 0 22 0 0 0 0 0 I g ker
Remark 4.1 Here, 11 denotes ~ ~, and not . The rule for is not
quite in accordance with the notation 11 = .
Then C := C2 C1 ,
2 3 2 3
0 0 0 00 0 0
C Cy = 4 0 ~ 0 5 ; C Cy = 4 0 ~ 0 5; (13)
0 0 22 0 0 0
where
1
~ := = 00 = 11 10 00 01 :
It is easy to check, for any X 2 B (supp \ supp ) and for any Y 2 B (supp ),
CXC y = X; (14)
CY C y 2 B (supp ) ; (15)
C1 Y C1y = Y: (16)
8
By above remark, ~0 = ~ and ~ 0 = ~ . However, 0
00 and 0
11 is not unitarily
equivalent to 11 and 00 , respectively.
By (8) and (10),
Cgf ( ; ) C y = gf (0 ~ 22 ; 00 ~ 0)
= f (0) 00 gf (~; ~ ) f^ (0) 22 ; (17)
Therefore, by (14),
n o
gf ( ; ) = C 1
f (0) 00 gf (~; ~ ) f^ (0) 22 Cy 1
= gf (~; ~ ) + f (0) C 1
00 C
y 1
+ f^ (0) C 1
22 C
y 1
= gf (~; ~ ) + f (0) C 1
C C y ~ C y 1 + f^ (0) C 1
C Cy ~ Cy 1
9
Note this theorem is not claiming that gf ( ; ) > 1 for all operator convex
function f (which turns out to be the case).
Proof.
!
X X
gf ( ; I) = gf i jei i hei j ; jei i hei j
i2Ii i2I
X
= gf ( i jei i hei j ; jei i hei j) ;
i2Ii
where i-th direct component is scalar multiple of jei i hei j. Thus by (4),
X
gf ( ; I) = f ( i ) jei i hei j = f ( ) :
i2I
5 Closed Formula
In this section, we prove that our de…nition of generalized perspective function
is equivalent to de…nition in other literatures [3][4]:
If supp 6 supp ,
The above statements are also true for any convex functions f with (FC)
provided supp \supp is 1 - dimensional.
1 1
Observe ~ is positive due to Proposition A.2 in fact, ~ = .).
Proof. First, suppose f is operator convex and supp supp , and prove
(20). In this case,
1=2 1=2
Consider a simultaneous decomposition fsx ; px ; qx gx2X of ; .
Without loss of generality, we let qx = 1, so that
X X
1=2 1=2
px s = ; sx = :
x2X x2X
10
By Naimark extension theorem, there are orthogonal projections fPx gx2X and
an isometry V from H0 onto supp such that
X
sx = V Px V y ; sx = IH0 :
x2X
Then
X
f (px ) sx
x2X
( ) ( !)
X X
y
= V f (px ) Px V =V f px Px Vy
x2X x2X
( ) !
X
f V px Px Vy
x2X
1=2 1=2
= f :
where the inequality in the third line is due to Jensen’s inequality (Proposi-
tion A.1), and the equality in that inequality can be achieved by sx correspond-
1=2 1=2
ing to the spectral decomposition of . Therefore, we have (20).
If f is operator convex and supp 6 supp , by (19) and (20), (21) is derived.
If supp \ supp is 1 - dimensional, ~ is constant multiple of ~ , since both
of operators are supported on 1 - dimensional space supp \ supp . Thus (18)
and (4) shows that gf ( ; ) > 1. Therefore, (19) leads to (21).
Theorem 6.1
( )
X
gf ( ; ) = inf cx gf (j x i h x j ; j'x i h'x j) ; (24)
x
where fj x i ; j'x i ; cx g
moves over all the decompositions with
X X X
cx j x i h x j = ; cx j'x i 'x = ; cx = 1; cx 0:
x x x
11
Proof. In the de…nition of gf ( ; ), we may restrict a simultaneous decompo-
sition fsx ; px ; qx gx2X to those with rank sx = 1, 8x 2 X . Therefore, " " is
obvious. Below, we show " ".
De…ne
X1 : = fx ; j x i h x j = rx j'x i h'x jg ;
X2 : = f (x) ; x 2 X nX1 g ;
Wf (H) := f( 1; 2) ; 1 1 + 2 2 gf ( 1; 2 ) I; 8 1 ; 2 0g : (25)
gf ( ; ) = sup f 1 ( )+ 2 ( )g ; (26)
( 1; 2 )2Wf (H)
= sup f 1 ( )+ 2 ( )g : (27)
( 0
1; 2 )2Wf (H)
12
Lemma 7.1 The LHS of (26) is larger than or equal to the RHS of (26) and
(27)
Since it is a scalar quantity and gf (px ; qx ) is bounded from below, Df;A ( k ) >
1. As easily veri…ed, if f , and satisfy the hypothesis of Theorem 5.1,
Df;A ( k ) = tr Agf ( ; ) :
where
Wf;A := frW1 + W2 f (r) A; 8r 0g :
The proof is almost the same as the one of Theorem 9.4 in [7], thus omitted.
( = 1; 2) can be identi…ed with Bsa (H H) by Choi’s representation:
X
:= jii hij jii hij ; := I( ):
i
tr Agf ( ; )
X X
= tr A inf gf (px ; qx )sx = inf gf (px ; qx ) tr (A sTx )
x2X x2X
T T
= Df; (A kA )
T T
= supftr 1 A + tr 2 A ; gf ( 1 ; 2) 1 1 2 2 0g
0
= supftr Af 1 ( ) + 2 ( )g ; ( 1 ; 2 ) 2 Wf g
Since
.
13
Lemma 7.3 If ( 1; 2) 2 W0f (H), it is possible to extend it to ~ 1; ~ 2 2
W0f (K), K H so that ~ = ( = 1; 2).
B(H)
0 1
(X) := C CXC y C 1y
; 2 f1; 2g
sup tr A ( 1 ( )+ 2 ( )) = 1;
( 0
1; 2 )2Wf (H)
X11 aX12 0 0
1 (X) := ; 2 (X) := ;
aX21 aX22 0 bX22
where the block forms are in accordance with the decomposition supp ker .
Since is in the form of (X) = D X with certain matrix D , ( 1; 2) 2
W0f (H) if f (r) 1dim H rD1 D2 0. This is true i¤
f (r) + r f (r) ar
0; 8r 0:
f (r) ar f (r) ar + b
This is equivalent to
f (r) ar + b 0 (29)
and
2
(f (r) + r) (f (r)ar + b) (f (r) ar)
b
= (a + 1) r f (r) + ar + bf (r) 0
a+1
14
for all r 0. The latter is true if
b
f (r) ar + 0: (30)
a+1
Since f is convex and positive, for each a > 0, if b > 0 is large enough, both (29)
and (30) hold for all r 0, meaning the corresponding ( 1 ; 2 ) is an element
of W0f (H). Also,
~ 0
1 ( )+ 2 ( )= :
0 a 22
Proof. Suppose gf ( ; ) is …nite. Then since (??) holds for all rank-1 positive
operator A, we have (26) and (27). Next suppose gf ( ; ) = 1. Then (26) and
(27) hold by Lemma 7.5.
8 Continuity
Though we had de…ned non - commutative extension of the perspective function
by simultaneous decomposition, usual de…nition is (20) for full - rank operators,
and extend it to non - full rank operators by taking limit. Thus, we have to
investigate relation between (21) and limit of (20) along certain continuous
curves.
Proposition 8.1 Suppose f is operator convex. Let f " ; " g" 0 be a continuous
curve with f 0 ; 0 g = f ; g. Then
In particular, if gf ( ; ) = 1 in addition,
15
Since ( 1; ; 2; ) is an element of Wf ,
lim gf ( " ; ") lim ( 1; ( ") + 2; ( " ))
"#0 "#0
= 1; ( )+ 2; ( ) gf ( ; ) I:
Since > 0 is arbitrary, we have the assertion.
Suppose gf ( ; ) = 1. Then by (28), there is there is ( 1;c ; 2;c ) 2 Wf
such that
tr 1;c ( ) + tr 2;c ( ) c;
for all c > 0. Therefore,
lim tr gf ( " ; ") lim (tr 1;c ( " ) + tr 2;c ( " ))
"#0 "#0
= tr 1;c ( ) + tr 2;c ( ) c:
Since c > 0 is arbitrary, we have the assertion.
Theorem 8.2 Suppose f is operator convex. Let f " ; " g" 0 be a continuous
linear curve with f 0 ; 0 g = f ; g. Then (31) holds.
Proof. By convexity of gf ,
lim gf ( " ; ") lim f(1 ") gf ( ; ) + "gf ( 1 ; 1 )g
"#0 "#0
= gf ( ; ) :
Thus combined with Proposition 8.1, we have the assertion.
Theorem 8.3 Suppose f is operator convex. Also let f " ; " g" 0 be a continu-
ous curve with f 0 ; 0 g = f ; g, " , " , and gf ( " ; " ) < 1, 8" 0.
Then (31) holds provided
lim gf ( " ; " ) 0: (32)
"#0
16
9 Dual Representation (2)
In this section, we investigate ( 1 ; 2 ) achieving the supremum of (27). Since
the case where gf ( ; ) = 1 is already treated by Lemma 7.5, we suppose
gf ( ; ) < 1. By Lemmas 7.3- 7.4, we suppose H = supp + supp and f ; g
is in the form of (12), without loss of generality.
First, we study the case where > 0, > 0. By Lemma 7.4, suppose = I
without loss of generality.
If dim H = 1, (cI; f (c) I) 2 W0f (H) and with proper choice of c, it achieves
the supremum of (27).
When dim H 2, we suppose f is operator convex in addition to satisfying
(FC).
Suppose ( f1 ; f2 ) achieves the maximum of (27). Then
f f
tr Agf ( + "X; + "Y ) = tr Agf ( ; ) + "tr A 1 (X) + tr A 2 (Y ) + o (")
f
1 (X) : =
Df ( ) [X] ; (33)
f 1 1
2 (X) : = (f ( ) X + Xf ( )) Df ( ) [X + X] : (34)
2 2
Here, Df ( ) [X] is the Frechet derivative of f at in the direction of X,
1
lim Df ( ) [X] (f ( + "X) f ( )) = 0:
"!0 "
In the basis diagonalizing and letting ri ’s be eigenvalues of ,
h i
Df ( ) [X] = f [1] (ri ; rj ) Xi;j ;
(
f (ri ) f (rj )
; if ri 6= rj ,
f [1] (ri ; rj ) : = 0
i j (35)
f (ri ) ; if ri = rj :
f f
By Df ( ) [ ] = f 0 ( ), it is easy to check ( 1; 2) satis…es
f f
1 ( )+ 2 (I) = f ( ) = gf ( ; I) : (36)
where fk (r) := rk ,
r r r t
t (r) := = 1+
1+t t+r 1+t t+r
17
R d (t)
and (0;1) (1+t) 2 < 1.
We show (26) for each term separately: …rst we show it for each term of the
expansion (37), f2 and t . By weak duality (Lemma 7.1), it su¢ ces to show the
achievability of the LHS of (26).
Since
f2 f2
1 (X) = X + X ; 2 (X) = X ;
the map
f2 f2 2
1 ( )+ 2 ( )= = gf2 ( ; I) :
When f = t,
X 1 1
1
t
(X) = t (tI + ) X (tI + )
1+t
1 1 1
= (tI + ) ft ( X + X X) + X g (tI + ) ;
1+t
1 1
2
t
(X) = (tI + ) X (tI + )
1 1
= f(tI + ) tIg (tI + ) X (tI + ) f(tI + ) tIg
1 1 2 1 1
= X + t (tI + ) X + tX (tI + ) t (tI + ) X (tI + )(38);
X ! (r) X
t r 1
t
(X) 2
t
(X)
t n 1
o n
1
o
= I (r + t) (tI + ) X I (r + t) (tI + )
t+r
1
1
t
( )+ 2
t
( ) = (tI + ) = g t ( ; I)
1+t
1
(tI + ) ( I)
= : (39)
1+t
Below we show
Z
f f2
1 (X) = aX + b 1 (X) + 1
t
(X) d (t) ; (40)
(0;1)
Z
f f2
2 (X) = f (0) X + b 2 (X) + 2
t
(X) d (t) ; (41)
(0;1)
18
Since
@ 1 t (2r 1) t + r2
t (r) = 2 = 2
@r 1+t (t + r) (1 + t) (t + r)
2r (t + r) 2r 2 max fr; 1g
2 = (1 + t) (t + r) 2 ;
(1 + t) (t + r) (1 + t)
the integrals in these formulas are convergent. Also, since r ! t (r) is convex,
" ! t (r+")" t (") is monotone increasing. Therefore, by monotone convergence
theorem, the order of the di¤erentiation and the integration by can be in-
terchanged, and ( f1 ; f2 ) in (40) and (41) coincide with the one in (33) and
(34).
( f1 ; f2 ) 2 W0f (H) follows from ( f12 ; f22 ) 2 W0f2 (H) and 1 ; 2
t t
2
0
W t (H). (36) already has checked, but also can be veri…ed by (40) and (41).
So far, we had supposed f (0) < 1. This assumption can be removed by
replacing f (r) by f (r) := f (r + ), where 0 , and 0 is set to the half of
the smallest eigenvalue of . Then di¤erentiation of tr Agf ( 0 ; 0 ) at 0 = I
and 0 = I leads to
1 Df ( ) [X] = f1 (X) ;
(X) : =
1 1
2 (X) : = (f ( ) X + Xf ( ) ) Df ( ) [X + X 2 X]
2 2
f f
= 2 (X) + 1 (X) :
Therefore,
f f
f (r) I r 1 2 is CP; 8r .
f f
Since 2 (0; 0 ] is arbitrary, ( 2 W0f (H). ( Recall (36) was veri…ed
1; 2)
without appealing to (37), though it is possible to check the identity also by
application of (37) to f .)
Lemma 9.1 Suppose > 0, 0 but 6> 0, and f^ (0) < 1. Suppose also
( 1;0 ; 2;0 ; ) 2 W0f (supp ) and
1 ( )+ 2 ( ) gf ( ; ) 2"I:
19
Proof. Let 0 > 0 be arbitrary, and de…ne
c : = f^ (0) 2
< f^ (0) ;
1^
1: = 1+ 1
c f (0) = f^ (0) 2
:
k 1 kcb
where f 0 denotes the right derivative (Since f (0) = 1, such r0 always exists.)
If f (0) < 1, de…ne r0 := 0. Then let
1 1
where 2 := 1+ f (c) f (r0 ).
0
First, we check ( 1 ; 2 ) 2 Wf (H), which is equivalent to checking
(f (r) I r 1 2) I
f (r0 ) + (r r0 ) f 0 (r0 ) I r 1 2 I
0
= f (r0 ) I r0 1 2 + (r r0 ) f (r0 ) I 1 I
[f (r0 ) I r0 1 2] I:
If r r0 ,
20
and
f (r) Y22 1+ 1
f (r) Y22 + 1
f^ (0) r + f (r0 ) Y22
= 1
f^ (0) r + f (r0 ) f (r) Y22
0:
Therefore, if r r0 ,
(f (r) I r 1 2) I (Y )
2 3
f^ (0) r + f (r0 ) f (r) Y11 f (r) f^ (0) r f (r0 ) Y12
4 5
f (r) f^ (0) r f (r0 ) Y21 1
f^ (0) r + f (r0 ) f (r) Y22
Y11 Y12
= f^ (0) r + f (r0 ) f (r) 1
Y21 Y22
0;
1 ( )+ 2 ( )
" #
(1 + ) ( 1;0 (~) + 2;0 ( )) f^ (0) ~ + f (r0 ) 0
=
0 f^ (0) 22
2
+ 22
Remark 9.2 In the proof, 1;0 is in general depends on ". Thus, f (r0 ) may be
sharply increasing in " 1 . However, observe may be chosen arbitrarily small
independent of " and f (r0 ), so that f (r0 ) is small.
21
10 Dual Representation (3)
In this section, we compose ( 1 ; 2 ) 2 W0f directly using (37), in the case where
f is operator convex, f (0) < 1, and gf ( ; ) < 1. This argument seems also
valid even if dim H = 1. In the proof of Lemma 9.1, in the case of f (0) = 1,
k 1;0 kcb has to be …nite. But this may not hold if dim H = 1.
By assumption, either (i) f^ (0) = 1 and > 0 or (ii) f^ (0) < 1 and 0.
First, we study the former. In this case (33) and (34) cannot hold as they are,
since f 0 (0) may be in…nite. By Lemma 7.4, let = I without loss of generality,
and de…ne
Z Z
t1 f2
1 (X) : = aX + b 1 (X) + 1
t
(X) d (t) + wt;1 d (t) X;
(t1 ;1) (0;t1 )
Z Z
t1 f2
2 (X) : = f (0) X + b 2 (X) + 1
t
(X) d (t) + wt;2 d (t) X;
(t1 ;1) (0;t1 )
where
1 2 2
wt;1 := (1 + t) t (t + 1) ; w2;t := (t + 1) :
t1 t1 0
First, ( 1 ;2 ) 2 Wf is veri…ed by checking the condition for each term;
( f12 ; f22 ) 2 W0f2 and ( 1 t ; 2 t ) 2 W0 t have been checked in the previous
section: (w1;t I; w2;t I) 2 W0 t checks easily. Second, the integral of t
(X)
( 2 f1; 2g) over (t1 ; 1), and the integral of wt; ( 2 f1; 2g) over (0; 1)
R d (t)
are …nite, since (0;1) (1+t) 2 < 1. (Here, it is important that t1 > 0, since
t1 t1
@ t =@r (0) = O (1=t) as t ! 0.) Therefore, ( 1 ; 2 ) is well - de…ned member of
W0f .
R
w d (t) < 1 implies
(0;1) t;
Z
lim wt; d (t) = 0; 2 f1; 2g:
t1 #0 (t1 ;1)
R
Also, since (0;1) t (r) d (t) < 1 for all r,
Z Z Z
1 ( ) d (t) +
t
2
t
(I) d (t) = t ( ) d (t)
(t1 ;1) (t1 ;1) (t1 ;1)
Z Z
! t ( ) d (t) = g t ( ; I) d (t) ; as t1 # 0:
(0;1) (0;1)
Next, we move on to the case (ii), where f^ (0) < 1 and 0. We apply
the above composition for f~; g (recall supp ~ supp ), and use Lemma 9.1.
22
In this case, since f (0) < 1, r0 = 0 and thus there is no need to suppose
k 1;0 kcb < 1.
When f (0) = 1, f^ (0) < 1, > 0 and 0, replacing f by f^, al-
most parallel composition is possible. However, if f (0) = 1, f^ (0) = 1, and
dim H = 1,;the argument in the previous section is not valid, since spectrum of
1=2 1=2
does not have …nite gap from 0 in general. Neither any Loewner
- type integral formula is available to present author.
11 On Operator Convexity
From this section, we again come back to our usual set up, where dim H < 1.
When = I, by (33) and (34), ( f1 ; f2 ) 2 Wf (H) is equivalent to
1 1
f (r) X (Xf ( ) + f ( ) X) Df ( ) rX (X + X) 0; 8r 0: (43)
2 2
Theorem 12.3 gives following characterization of operator convexity:
Claim 11.1 A function f with (FC) is operator convex i¤ (43) for all , X 2
B (H).
When X commutes with and invertible, this is equivalent to
f (rI) f( ) f 0 ( ) (rI ):
Proof. Since "only if" have been already shown, we show "if". By Lemma 7.1,
for each simultaneous decomposition of f ; Ig,
X f f
gf (px ; qx ) sx 1 ( ) + 2 (I) = f ( ) ;
x2X
P
where the identity holds by de…ning qx = 1, 8x 2 X and letting x2X px sx =
be the spectral decomposition of . Thus,
f ( ) = gf ( ; I) :
Since the RHS is convex function, so is the LHS.
12 Generalized f - divergence
De…ne generalized f -divergence, with A, , 2 B (H), by
( )
X
Df;A ( k ) := inf gf (px ; qx ) tr Asx ; fsx ; px ; qx gx2X is a simultaneous decomposition of f ; g
x2X
Since it is a scalar quantity and gf (px ; qx ) is bounded from below, Df;A ( k ) >
1. As easily veri…ed, if f is operator convex,
Df;A ( k ) = tr Agf ( ; ) :
23
Theorem 12.1 Let jIj < 1.
P
(ii) If ci 2 R (8i 2 I) and i ci = 1,
!
X X X
Df;A ci ; ci i ci Df;A ( i k i ) :
i2I i2I i2I
0
(iv) Suppose f (0) 0. Then for all 2 B (H),
0
Df;A ( k ) Df;A ( k + ):
1
(v) If C exists,
Df;A C C y kC C y = Df;C y AC ( k ) : (44)
Proof. (i)-(vi) are proved almost in parallel with the analogous assertion for
operator perspective gf ( ; ).
(vii) is immediate consequence of (iii) of Theorem 3.3. To obtain (viii),
combine (v), (vii) and the decompositions (12) and (13).
If supp supp ,
1=2 1=2 1=2 1=2
Df;A ( k ) tr A f : (47)
24
Theorem 12.2 Suppose f satis…es (FC). Then Df;A ( k ) < 1 only in the
following four cases.
(i) f^ (0) < 1 and f (0) < 1;
(ii) f^ (0) = 1 , f (0) < 1, and A ( ~) = 0 ;
^
(iii) f (0) < 1, f (0) = 1, and A ( ~) = 0 ;
(iv) f^ (0) = 1 , f (0) = 1, and A ( ~) = A ( ~ ) = 0.
Proof. By (46), it su¢ ces to show Df;A (~k~ ) < 1, which is the consequence
of (47).
Theorem 12.3 (28) holds for all 0, 0.
Proof. Suppose Df;A ( k ) = 1. By Theorem 12.2, either f^ (0) = 1 and
A( ~) 6= 0, or f (0) = 1 and A ( ~ ) = 0 . Since the latter case re-
duces to the former by replacing f by f^, we only study the former. Since
y y 0
1 (A) ; 2 (A) 2 Wf;A provided ( 1 ; 2 ) 2 Wf , by Lemma 7.5,
n o
sup ftr W1 + tr W2 g sup tr y1 (A) + tr y2 (A)
(W1 ;W2 )2Wf;A (H) ( 0
1; 2 )2Wf (H)
= 1:
References
[1] Bhatia, R.: Matrix Analysis. Springer, Berlin (1996)
[2] Bhatia,R.: Positive De…nite Matrices. Princeton (2007)
[3] A. Ebadian, I. Nikoufar, and M. E. Gordji, "Perspectives of matrix convex
functions," Proc. Natl. Acad. Sci. USA, 108(18):7313–7314 (2011)
[4] Edward E¤ros, Frank Hansen, "Non-commutative perspectives," Ann.
Funct. Anal. Vol. 5, No. 2, 74-79 (2014)
[5] Hiai, F., Mosonyi, M., Petz D., and Beny, C., "Quantum f- divergences and
error corrections, "Rev. Math. Phys. 23, 691–747 (2011)
[6] Luenberger, D. G.:Optimization by vector space methods. Wiley, New York
(1969)
[7] K. Matsumoto, "A new quantum version of f-divergence," arXiv:1311.4722
(2003)
[8] Rockafellar,R.T.:Convex Analysis. Princeton(1970)
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(2005)
25
A Some backgrounds from matrix analysis
Proposition A.1 (Theorem V.2.3 of [1])Let f be a continuous function on
[0; 1) . Then, if f is operator convex and f (0) 0, for any positive oper-
ator X and an operator C such that kCk 1, f C y XC C y f (X) C.
X C
0 (48)
Cy Y
implies
1
X CY C y; Y C yX 1
C: (49)
1 y
Conversely, if X CY C and Y 0, then (48) holds.
Remark A.3 In [2] and [10], they suppose X > 0 and/or Y > 0. However,
since the range of C and C y is a subspace of supp X and supp Y respectively,
existence of ker X and ker Y does not cause any problem.
26