A method for discovering Kantorovich-type inequalities and a probabilistic interpretation (Q1094503): Difference between revisions

A general method (using convexity and elementary geometry) is proposed to obtain lower and upper bounds for real-valued functions of type \(f(z^*Az,z^*Bz,z^*Cz)\), where A, B, C are fixed commuting \(n\times n\) Hermitian matrices, and z is a variable unit vector in \({\mathbb{C}}^ n\). As a particular case, the Kantorovich inequality \((z^*Az)(z^*A^{- 1}z)\leq (\alpha_ 1+\alpha_ n)^ 2/4\alpha_ 1\alpha_ n\) is proved (here A is a Hermitian matrix with eigenvalues \(0<\alpha_ 1\leq...\leq \alpha_ n\) and z is a unit vector in \({\mathbb{C}}^ n)\). Various generalizations of the Kantorovich inequality, as well as other inequalities, are proved.