A trace inequality with a subtracted term (Q2365721): Difference between revisions

\textit{J. von Neumann} [Tomsk. Univ. Rev. 1, 286-299 (1937; Zbl 0017.09802)], proved that \[ \sup_{U,V\in U(n)} | tr(UAVB) |= \alpha_ 1\beta_ 1+\cdots+\alpha_ n\beta_ n, \] where \(\alpha_ 1\geq\cdots\geq\alpha_ n\) are the singular values of \(A\), \(\beta_ 1\geq\cdots\geq\beta_ n\) the singular values of \(B\) and \(U(n)\) is the unitary group. In this paper, the authors consider matrices \(A\) and \(B\) with real elements and locate the value of \(\sup tr(UAVB)\), as the sup is taken over all elements \(U,V\) of \(SO(n)\), where \(SO(n)\) denotes the real proper orthogonal group.