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Tuesday, October 10, 2017

The triangle inequality and its converse

The triangle inequality

The triangle inequality is a workhorse in many branches of mathematics. It expresses the subadditivity of norms and is stated as:
A+BA+B.
The name comes from its interpretation on the plane. If A and B are complex numbers, then we can draw a triangle with vertices at the points 0, A and A+B, with the resulting sides having norms equal to |A|, |B| and |A+B|. Stated in another way, if a, b and c are the lengths of the 3 sides of a triangle, then ab+c. This is illustrated in Fig. 1.
A slightly different, but clearly equivalent statement is the following: if abc0 are the lengths of the 3 sides of a triangle, then ab+c. We will use this alternative formulation as it is easier to state and prove the converse and its generalization.

Fig. 1: Illustration of the triangle inequality and its converse.

Converse of the triangle inequality on the plane

The converse of the triangle inequality is also true: If abc0 and ab+c, then there exists a triangle whose sides have lengths a, b and c respectively. Equivalently this can be restated as: If abc0 and ab+c, then there exists complex numbers A, B and C with |A|=a, |B|=b, |C|=c such that A+B+C=0.

The following is a simple construction of this triangle.
First we show that d=b2+c2a22bc satisfies |d|1. This follows from the fact that d=(b+c)2a22bc2bc=1+(b+c)2a22bc1
and d=(bc)2a2+2bc2bc=(bc)2a22bc+11.
Thus we can choose ϕ=cos1(d) which satisfies a2=b2+c22bccos(ϕ) and the law of cosines shows that the triangle with sides of length b and c and angle ϕ with have the third side of length a. (see Fig. 1).

The generalized triangle inequality and its converse

A simple induction argument generalizes the triangle inequality to the summation of more than 2 quantities:
niAiniAi
The geometrical interpretation is that if ri are the lengths of edges of a polygon, then rijirj or equivalently, if ri are the lengths of edges of a polygon, and r1ri, then r1i>1ri (Fig. 2).

Fig. 2: Illustration of the generalized triangle inequality and its converse.

The converse of the generalized triangle inequality is true as well. If r1ri0 and r1ni=2ri, then there is a n-polygon with ri as the lengths of its sides (Fig. 2). Having one vertex of the polygon at the origin of the complex plane this can be reformulated as:

Lemma 1: (Ref. [1])
Let n2 and r1r2rn0 be real sumbers such that r1ni=2ri, then there exists complex numbers ci such that |ci|=ri and ici=0.

Proof: 
As stated in [1] this is easily proved by induction. For n=2 this implies that |r1|=|r2| and thus we can set c1=r1=c2. For n=3 this is the converse of the triangle inequality described above. Suppose the Lemma is true for n=k3. Let n=k+1, and sk=rk+rk+1. If skr1, then applying the Lemma to r1,rk1,sk and then splitting ck into rkskck and rk+1skck would prove it for n=k+1. If sk>r1, then skr1+r2k1i=1rk and again we can apply the Lemma for n=k.


The degenerate case occurs when r1=ni=2ri in which the resulting polygon must have zero area (Fig. 3). The proof of Lemma 1 also shows that the polygon can be arranged to look like a triangle, i.e. there is a partition of {ri} into 3 sets R1, R2 and R3 such that riR1rirjR2rjrkR3rk and riR1rirjR2R3rj. This is illustrated in Fig. 4.

Fig. 3: The degenerate polygon when r1=ni=2ri.


Fig. 4: The edges of the polygon can be reordered to form a triangle.

overlapping edges

We have implicitly allowed the possibility that the edges of the polygon may overlap, i.e. the angles of the vertices are allowed to be 0 (see for example the degenerate case in Fig. 3). The next result shows that we can have up to n3 angles to be either 0 or π.


Lemma 2: (Ref. [2])
Let ri be real numbers such that r1r2rn0 and r1ni=2ri, then there exists ci such that |ci|=ri and ici=0 and either all ci's are real or n2 of the ci's are real.

Proof:
We follow the proof in [2]. Select j3 to be the smallest number such that ji=3rir1r2. Such an j is possible since ni=3rir1r2. Since rir2 for i3, this implies that ji=3ri<r1 as otherwise j1i=3rir1r2. For k=j+1,n, if k1i=3rir1, then set ck=rk, otherwise set ck=rk. Ths ensures that r1r2ki=3cir1+r2 for each k and by the converse of the triangular inequality there exists c1 and c2 with |c1|=r1 and |c2|=r2 such that ici=0. Note that in the degenerate case both c1 and c2 are real.


The geometric interpretation of this result is that the polygon can be folded into a triangle (possibly with some overlapping edges and angles equals to 0) as illustrated in Fig. 5 with the edges with lengths a and b being the 2 longest edges.

Fig. 5: The edges of the polygon can be reordered and folded to form a triangle with the edges with lengths a and b being the longest 2 edges. Some of the edges may be overlapping.


Singularity of matrices

The Levy-Desplanques theorem [3,4] (which is equivalent to Gershgorin's circle criterion [5]) gives a sufficient condition for a complex matrix to be nonsingular:

Theorem 1
The matrix A={aij} is nonsingular if |aii|>ji|aij| for all i.

This is easily shown by using the generalized triangle inequality. Suppoe A is singular, i.e. Ax=0 for some nonzero vector x.
Let i be such that |xi||xj| for all j. Since x0, this implies that |xi|>0. Then applying the generalized triangle inequality to |jiaijxj|=|aiixi| results in:
|aii||xi|ji|aij||xi|
Dividing both sides by |xi| shows that it violates the condition that |aii|>ji|aij| for all i.

Similarly, the converse of the triangle inequality can be used to prove the following statement:

Theorem 2: (Ref. [1])
Let A be a real nonnegative matrix and let D is a nonzero diagonal matrix with nonnegative diagonal elements. If B=DA satisfies bijkibkj for all i, j, there there exists a complex singular matrix C={cij} with |cij|=aij.

If diaijkidkakj for all i, j, then Lemma 1 implies that there are gij with |gij|=diaij such that igij=0.
By choosing cij=gijdi if di0 and cij=aij if di=0, we get a matrix such that idicij=0 and |cij|=aij. Since D is not the zero matrix, this implies that the rows of {cij} are linear dependent, hence C is singular.


These results were extended by the Camion-Hoffman theorem [1] which gives necessary and sufficient conditions for a real matrix A such that any complex matrix whose elements have the same norm as the corresponding elements in A is nonsingular. More precisely it is stated as:

Theorem 3: (Camion-Hoffman)
Let A={aij} be a real matrix of nonnegative numbers. The following conditions are equivalent:

  1. If C={cij} is a complex matrix with |cij|=aij then C is nonsingular.
  2. If D is a nonzero diagonal matrix with nonnegative diagonal elements, then B=DA contains an entry bij such that bij>kibkj.
  3. There exists a permutation matrix P and a diagonal matrix D with positive diagonal elements such that B=PAD is strictly row sum dominant, i.e. bii>ijbij.


If the conditions in Theorem 3 are not satisfied, then there is a candidate matrix C with |cij|=aij such that C is singular.
Lemma 2 can be used to show that this candidate can be chosen such that each row is real except for possibly two elements.

Lemma 3: (Ref. [2])
If B is a singular complex matrix, then there exists a singular complex matrix C such that each row has either 0 or 2 complex elements and |bij|=|cij|.

Proof:
Suppose Bz=0. As before, we select cij=bijzj|zj| if zj0 and cij=|bij| otherwise, i.e. ici=0. This means that icij|zj|=0, i.e. C is singular. By Lemma 2, we can replace up to n2 of cij with real numbers of the same norm.

This result is extended in [2] to show that this candidate can be chosen with at most 2 complex elements:

Theorem 4: (Ref. [2])
If B is a singular complex matrix, then there exists a singular complex matrix C with either 0 or 2 complex elements such that |bij|=|cij|.

References
[1] P. Camion and A. J. Hoffman, "On the nonsingularity of complex matrices," Pacifi c Journal of Mathematics, vol. 17, no. 2, pp. 211-214, 1966.
[2] D. Coppersmith and A. J. Hoffman, "On the singularity of matrices," Linear Algebra and its Applications, vol. 411, pp. 277-280, 2005.
[3]  L. Lévy, "Sur la possibilité du l'équilibre électrique," C. R. Acad. Sci. Paris, vol. 93, pp. 706-708, 1881.
[4] J. Desplanques, "Théorème d'algèbre," J. de Math. Spec., vol. 9, pp. 12-13, 1887.
[5] S. A. Geršgorin, "Über die Abgrenzung der Eigenwerte einer Matrix," Izv. Akad. Nauk SSSR Otd. Fiz.-Mat. Nauk, vol. 7, pp. 749-754, 1931.








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