Klein's trace inequality and superquadratic trace functions

Abstract

We show that if $f$ is a non-negative superquadratic function, then $A\mapsto\mathrm{Tr}f(A)$ is a superquadratic function on the matrix algebra. In particular, \begin{align*} \tr f\left( {\frac{{A + B}}{2}} \right) +\tr f\left(\left| {\frac{{A - B}}{2}}\right|\right) \leq \frac{{\tr {f\left( A \right)} + \tr {f\left( B \right)} }}{2} \end{align*} holds for all positive matrices $A,B$. In addition, we present a Klein's inequality for superquadratic functions as $$ \mathrm{Tr}[f(A)-f(B)-(A-B)f'(B)]\geq \mathrm{Tr}[f(|A-B|)] $$ for all positive matrices $A,B$. It gives in particular an improvement of the Klein's inequality for non-negative convex function. As a consequence, some variants of the Jensen trace inequality for superquadratic functions have been presented.