Several matrix Kantorovich-type inequalities (Q1916694): Difference between revisions

Let \(A\) and \(A_j\) be \(n \times n\) positive (semi-)definite Hermitian matrices with (nonzero) eigenvalues contained in the interval \([m,M]\), where \(0 < m < M\). Let \(V\) and \(V_j\) be \(n \times r\) matrices, \(B =\) block diag \((A_1, \dots, A_k)\), \(U^* = (V^*_1, \dots, V^*_k)\). Let \(R(A)\) denote the column space of \(A\). A matrix version of the Kantorovich inequality asserts that \[ V^* A^2V \leq {(m + M)^2 \over 4mM} (V^* AV)^2, \quad \text{for} \quad A > 0 \quad \text{and} \quad V^* V = I. \] The authors present several matrix Kantorovich-type inequalities in form of five propositions.