A note on the arithmetic-geometric-mean inequality for matrices (Q1188414): Difference between revisions

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Latest revision as of 10:26, 16 May 2024

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A note on the arithmetic-geometric-mean inequality for matrices
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    A note on the arithmetic-geometric-mean inequality for matrices (English)
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    13 August 1992
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    The authors gives a simple proof of the inequality \(||| AA^*X+XBB^*|||\geq 2||| A^*XB|||\), where \(A,B\) and \(X\) are \(n\times n\) matrices and \(|||\cdot|||\) is any unitarily invariant norm. In case of the Schatten p-norm it is proved that if equality holds then \(AA^*X=XBB^*\).
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    arithmetic-geometric-mean inequality for matrices
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    Schatten \(p\)-norm
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    unitarily invariant norm
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