Majorizations of Hadamard products of matrix powers (Q1375532): Difference between revisions
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Property / cites work: Inequalities: theory of majorization and its applications / rank | |||
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Latest revision as of 10:06, 28 May 2024
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English | Majorizations of Hadamard products of matrix powers |
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Majorizations of Hadamard products of matrix powers (English)
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12 August 1998
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For any positive definite \(n \times n\) matrix \(A\), the eigenvalues of \(A\) will be denoted \(\lambda _{1}(A) \geq \lambda _{2}(A) \geq \ldots \geq \lambda _{n}(A)\). The author proves a series of inequalities relating the eigenvalues of the Hadamard product \(A \circ B\) of two \(n \times n\) positive definite matrices \(A\) and \(B\) and the eigenvalues of various functions of \(A\) and \(B\). Specifically, for all real \(r\), \(0 < r < 1\), and \(k = 1,\ldots ,n\), he shows that \( \prod \lambda _{i}(A \circ B) \geq \prod \lambda _{i}(A^{r} \circ B^{r})^{1/r} \geq \prod e^{\lambda _{i} (I \circ (\log A + \log B))} \geq \prod e^{\lambda _{i} (\log A + \log B)} \geq \prod \lambda _{i}(A^{r}B^{r})^{1/r} \geq \prod \lambda _{i}(AB) \) \noindent where each product is over \(i = k,\ldots ,n\).
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matrix powers
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eigenvalues
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inequalities
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Hadamard product
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