A matrix trace inequality (Q5915441): Difference between revisions

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Property / cites work: On matrix trace inequalities and related topics for products of Hermitian matrices / rank
 
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Latest revision as of 21:47, 10 December 2024

scientific article; zbMATH DE number 1539415
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English
A matrix trace inequality
scientific article; zbMATH DE number 1539415

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    A matrix trace inequality (English)
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    2 December 2001
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    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 \[ \begin{aligned} & 0\leq \text{tr}(AB)^{2n}\leq (\text{tr} A)^2(\text{tr }A^2)^{n-1}(\text{tr} B^2)^n,\\ & 0\leq \text{tr}(AB)^{2n+1}\leq (\text{tr }A)(\text{tr }B)(\text{tr }A^2)^n(\text{tr }B^2).\end{aligned} \] .
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    Hermitian matrix
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    positive semidefinite
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    matrix trace
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    trace inequality
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