A note on the matrix arithmetic-geometric mean inequality

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Teng Zhang


This note proves the following inequality: If $n=3k$ for some positive integer $k$, then for any $n$ positive definite matrices $\bA_1,\bA_2,\dots,\bA_n$, the following inequality holds: \begin{equation*}\label{eq:main} \frac{1}{n^3} \, \Big\|\sum_{j_1,j_2,j_3=1}^{n}\bA_{j_1}\bA_{j_2}\bA_{j_3}\Big\| \,\geq\, \frac{(n-3)!}{n!} \, \Big\|\sum_{\substack{j_1,j_2,j_3=1,\\\text{$j_1$, $j_2$, $j_3$ all distinct}}}^{n}\bA_{j_1}\bA_{j_2}\bA_{j_3}\Big\|, \end{equation*} where $\|\cdot\|$ represents the operator norm. This inequality is a special case of a recent conjecture proposed by Recht and R\'{e} (2012).

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