Lemma 8.2.5.7710D01DF6F5 If $M$ belongs to the closed Hermitian $m$-cone, then
No simultaneous diagonalization of $M$ and $\Lambda $ is required.
7710D01DF6F5Lemma 8.2.5.7710D01DF6F5 If $M$ belongs to the closed Hermitian $m$-cone, then
No simultaneous diagonalization of $M$ and $\Lambda $ is required.
Proof. In the wedge notation of the mixed-trace estimate, differentiation gives $DF_\Lambda (M)=fM_ m/\sigma _ m$. The estimate $M_ m\geq \sigma _ m M_1/(m!\sigma _1)$, with $M_1=\operatorname {tr}M/n$ and $\sigma _1=S/n$, proves the first inequality. The positive semidefinite rank-one coordinate projections belong to the closed $m$-cone; taking $M$ to be each projection proves the second inequality. The closed $m$-cone is contained in the closed $2$-cone. Its eigenvalues $\mu $ satisfy
Thus the operator norm of $M$ is at most its trace, which proves the last inequality. The wedge pairing computes the derivative in the diagonal frame of $\Lambda $, regardless of the eigenvectors of $M$. $\square$
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