Analyse fonctionnelle
Convex maps on n and positive definite matrices
Comptes Rendus. Mathématique, Tome 358 (2020) no. 6, pp. 645-649.

We obtain several convexity statements involving positive definite matrices. In particular, if A,B,X,Y are invertible matrices and A,B are positive, we show that the map

(s,t)TrlogX * A s X+Y * B t Y

is jointly convex on 2 . This is related to some exotic matrix Hölder inequalities such as

sinh i=1 m A i B i sinh i=1 m A i p 1/p sinh i=1 m B i q 1/q

for all positive matrices A i ,B i , such that A i B i =B i A i , conjugate exponents p,q and unitarily invariant norms ·. Our approach to obtain these results consists in studying the behaviour of some functionals along the geodesics of the Riemanian manifold of positive definite matrices.

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DOI : 10.5802/crmath.25
Classification : 47A30, 15A60
Bourin, Jean-Christophe 1 ; Shao, Jingjing 2

1 Laboratoire de mathématiques, Université de Franche-Comté, 25000 Besançon, France
2 College of Mathematics and Statistic Sciences, Ludong University, Yantai 264001, China
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     title = {Convex maps on $\protect \mathbb{R}^n$ and positive definite matrices},
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Bourin, Jean-Christophe; Shao, Jingjing. Convex maps on $\protect \mathbb{R}^n$ and positive definite matrices. Comptes Rendus. Mathématique, Tome 358 (2020) no. 6, pp. 645-649. doi : 10.5802/crmath.25. http://www.numdam.org/articles/10.5802/crmath.25/

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