A Linearly Convergent Algorithm for Computing the Petz-Augustin Mean
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arXiv
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| Formato: | Preprint |
| Publicado: |
2025
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| _version_ | 1866908452309172224 |
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| author | Chu, Chun-Neng Tseng, Wei-Fu Li, Yen-Huan |
| author_facet | Chu, Chun-Neng Tseng, Wei-Fu Li, Yen-Huan |
| contents | We study the computation of the Petz-Augustin mean of order $α\in (0,1) \cup (1,\infty)$, defined as the minimizer of a weighted sum of $n$ Petz-Rényi divergences of order $α$ over the set of $d$-by-$d$ quantum states, where the Petz-Rényi divergence is a quantum generalization of the classical Rényi divergence. We propose the first algorithm with a non-asymptotic convergence guarantee for solving this optimization problem. The iterates are guaranteed to converge to the Petz-Augustin mean at a linear rate of \( O\left( \lvert 1 - 1/α\rvert^T \right) \) with respect to the Thompson metric for $α\in(1/2,1)\cup(1,\infty)$, where \( T \) denotes the number of iterations. The algorithm has an initialization time complexity of $O\left(nd^3\right)$ and a per-iteration time complexity of $O\left(nd^2 + d^3\right)$.
Two applications follow. First, we propose the first iterative method with a non-asymptotic convergence guarantee for computing the Petz capacity of order $α\in(1/2,1)$, which generalizes the quantum channel capacity and characterizes the optimal error exponent in classical-quantum channel coding. Second, we establish that the Petz-Augustin mean of order $α$, when all quantum states commute, is equivalent to the equilibrium prices in Fisher markets with constant elasticity of substitution (CES) utilities of common elasticity $ρ=1-1/α$, and our proposed algorithm can be interpreted as a tâtonnement dynamic. We then extend the proposed algorithm to inhomogeneous Fisher markets, where buyers have different elasticities, and prove that it achieves a faster convergence rate compared to existing tâtonnement-type algorithms. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_06399 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A Linearly Convergent Algorithm for Computing the Petz-Augustin Mean Chu, Chun-Neng Tseng, Wei-Fu Li, Yen-Huan Quantum Physics Information Theory Optimization and Control We study the computation of the Petz-Augustin mean of order $α\in (0,1) \cup (1,\infty)$, defined as the minimizer of a weighted sum of $n$ Petz-Rényi divergences of order $α$ over the set of $d$-by-$d$ quantum states, where the Petz-Rényi divergence is a quantum generalization of the classical Rényi divergence. We propose the first algorithm with a non-asymptotic convergence guarantee for solving this optimization problem. The iterates are guaranteed to converge to the Petz-Augustin mean at a linear rate of \( O\left( \lvert 1 - 1/α\rvert^T \right) \) with respect to the Thompson metric for $α\in(1/2,1)\cup(1,\infty)$, where \( T \) denotes the number of iterations. The algorithm has an initialization time complexity of $O\left(nd^3\right)$ and a per-iteration time complexity of $O\left(nd^2 + d^3\right)$. Two applications follow. First, we propose the first iterative method with a non-asymptotic convergence guarantee for computing the Petz capacity of order $α\in(1/2,1)$, which generalizes the quantum channel capacity and characterizes the optimal error exponent in classical-quantum channel coding. Second, we establish that the Petz-Augustin mean of order $α$, when all quantum states commute, is equivalent to the equilibrium prices in Fisher markets with constant elasticity of substitution (CES) utilities of common elasticity $ρ=1-1/α$, and our proposed algorithm can be interpreted as a tâtonnement dynamic. We then extend the proposed algorithm to inhomogeneous Fisher markets, where buyers have different elasticities, and prove that it achieves a faster convergence rate compared to existing tâtonnement-type algorithms. |
| title | A Linearly Convergent Algorithm for Computing the Petz-Augustin Mean |
| topic | Quantum Physics Information Theory Optimization and Control |
| url | https://arxiv.org/abs/2502.06399 |