Trace inequalities for positive definite matrix power products (Q913899): Difference between revisions
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| Property / cites work: Representation of the function Tr(exp(A - λB)) as a Laplace transform with positive weight and some matrix inequalities / rank | |||
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Latest revision as of 14:52, 20 June 2024
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trace inequalities for positive definite matrix power products |
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Trace inequalities for positive definite matrix power products (English)
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1990
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Let A and B be Hermitian positive semidefinite \(N\times N\) matrices and let the eigenvalues of A and B be \(a_ 1,...,a_ N\) and \(b_ 1,...,b_ N\), respectively, with \(0\leq a_ 1\leq a_ 2\leq...\leq a_ N\) and \(0\leq b_ 1\leq b_ 2\leq...\leq b_ N\). The authors give an elementary proof for the inequalities: \[ \sum^{N}_{i=1}a^ n_ i b^ n_{N-i}\leq tr(AB)^ n\leq \sum^{N}_{i=1}a^ n_ i b^ n_ i, \] where n is a natural number.
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trace inequalities
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positive definite matrices
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