A matrix trace inequality (Q5915441): Difference between revisions

The author proves that, if \(A\), \(B\) are positive semidefinite \(m\times m\) matrices, then \(0\leq\text{tr}(AB)^n\leq (\text{tr} A)^n(\text{tr} B)^n\) for every positive integer \(n\). This is deduced from two more elaborate inequalities \[ \begin{aligned} & 0\leq \text{tr}(AB)^{2n}\leq (\text{tr} A)^2(\text{tr }A^2)^{n-1}(\text{tr} B^2)^n,\\ & 0\leq \text{tr}(AB)^{2n+1}\leq (\text{tr }A)(\text{tr }B)(\text{tr }A^2)^n(\text{tr }B^2).\end{aligned} \] .