The equivalence of two partial orders on a convex cone of positive semidefinite matrices (Q1174773): Difference between revisions

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Latest revision as of 12:09, 31 July 2024

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The equivalence of two partial orders on a convex cone of positive semidefinite matrices
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    The equivalence of two partial orders on a convex cone of positive semidefinite matrices (English)
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    25 June 1992
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    Let \(f: (a,b)\to \mathbb{R}\) be a strictly increasing function. A partial order is defined on the Hermitian matrices \(A,B\) with spectrum in \((a,b)\) by saying \(B\leq_ fA\) if and only if \(f(B)\leq f(A)\), where the latter ordering is the usual Löwner ordering of Hermitian matrices. This paper deals with the problem: when are \(\leq_ f\) and \(\leq\) equivalent on (an appropriate part of) a convex cone? If the cone consists of mutually commuting matrices, then the two orderings are equivalent. \textit{C. Stepniak} [ibid. 94, 263-272 (1987; Zbl 0626.15008)] proved the converse for \(f(t)=t^ 2\) and \(n\leq 3\). A counter-example for \(f(t)=t^ 2\) and \(n\geq 4\) is provided. The author characterizes the convex cones of positive semidefinite matrices on which the two orderings are equivalent for a class of functions including \(f(t)=t^ p\) \((p>1)\) and \(f(t)=e^ t\).
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    partial order
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    Löwner ordering
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    Hermitian matrices
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    counter-example
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    convex cones of positive semidefinite matrices
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