A Linearly Convergent Algorithm for Computing the Petz-Augustin Mean

Abstract

We study the computation of the Petz-Augustin mean of order $\hat{I}\pm \in (0,1)\cup (1,\infty )$, defined as the minimizer of a weighted sum of $n$ Petz-Rényi divergences of order $\hat{I}\pm$ 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 $\hat{I}\pm \in (1/2,1)\cup (1,\infty )$, where \( T \) denotes the number of iterations. The algorithm has an initialization time complexity of $O\left(n{d}^3\right)$ and a per-iteration time complexity of $O\left(n{d}^2+d^3\right)$. Two applications follow. First, we propose the first iterative method with a non-asymptotic convergence guarantee for computing the Petz capacity of order $\hat{I}\pm \in (1/2,1)$, 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 $\hat{I}\pm$, when all quantum states commute, is equivalent to the equilibrium prices in Fisher markets with constant elasticity of substitution (CES) utilities of common elasticity $\ddot{I}=1-1/\hat{I}\pm$, 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.