[Math] On closest unitary matrix

matricesmatrix-theory

In this question $\|A\|_p$ is the normalized $p$-th Schatten norm which is defined to be $\left(\mathbb E_{i} \lambda_i^p\right)^{1/p}$, where $\lambda_i$ are singular values of matrix $A$.

Suppose that $A, B\in M_n(\mathbb C)$ are matrices with operator norm at most 1. Suppose that $\|AB-I\|_p < \varepsilon$. Can you prove that there is a unitary matrix $U$ such that $\|A-U\|_p < \varepsilon$?

I already know proof for this when $p=1$ or $2$ or $\infty$, but not for any other $p$.

Best Answer

It turns out the the previous answer had the right ingredients, but in the wrong combination. Here is a cleaner proof.

Notation: Let $s_j(X)$ denote the $j$-th singular value of a matrix $X$ (we assume that singular values are arranged in decreasing order). Similarly, let $\lambda_j(X)$ denote the $j$-th eigenvalue of a Hermitian matrix $X$. Let $S(X)$ denote the diagonal matrix of singular values of $X$.

Lemma 1: If $B \in M_n(\mathbb{C})$ is a contraction, then for any $A \in M_n(\mathbb{C})$ we have \begin{equation*} s_j(A) \ge s_j(AB),\qquad 1\le j \le n. \end{equation*}

Proof: Since $B$ is a contraction, we have \begin{eqnarray*} I &\ge& BB^*\\ AA^* &\ge& ABB^*A^*\\ \lambda_j(AA^*) &\ge& \lambda_j(ABB^*A^*)\\ \lambda_j^{1/2}(AA^*) &\ge& \lambda_j^{1/2}(ABB^*A^*)\\ s_j(A) &\ge& s_j(AB). \end{eqnarray*}

Theorem 2: Let $A, B \in M_n(\mathbb{C})$ be contractions. Then, \begin{equation*} \|I - S(A)\| \le \|I-S(AB)\| \le \|I-AB\|, \end{equation*} for any unitarily invariant norm $\|\cdot\|$.

Proof: Using Lemma 1 and that $A$ is a contraction, we have $0 \le 1 - s_j(A) \le 1 - s_j(AB)$ for all $j$. Consequently, it follows that \begin{equation*} \|I-S(A)\| \le \|I-S(AB)\|, \end{equation*} for any unitarily invariant norm. Now using a corollary of Lidkskii's majorization (see e.g., [Theorem IV.3.4 in Bha97]), it follows that the following inequality \begin{equation*} \|I-S(AB)\| = \|S(I)-S(AB)\| \le \|I-AB\|, \end{equation*} holds for all unitarily invariant norms.

Corollary 3: If for contractions $A$ and $B$, we have $\|AB-I\| < \epsilon$, then there exists a unitary matrix $U$ such that $\|A-U\| < \epsilon$.

Proof: Let $A=UP$ be the polar decomposition of $A$. Then for any unitarily invariant norm $\|\cdot\|$, \begin{equation*} \|A-U\|=\|P-I\|=\|S(A)-I\|. \end{equation*} Combining this equality with Theorem 2, the result is immediate.

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