A matrix trace inequality (Q5915441): Difference between revisions
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Property / DOI: 10.1006/jmaa.2000.7068 / rank | |||
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Property / cites work: A matrix trace inequality for products of Hermitian matrices / rank | |||
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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
Language | Label | Description | Also known as |
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English | A matrix trace inequality |
scientific article; zbMATH DE number 1539415 |
Statements
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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