The relationship between Hadamard and conventional multiplication for positive definite matrices (Q1091446): Difference between revisions

Let \(A\) and \(B\) be \(n\times n\) complex matrices. Denote by \(A\cdot B\) and \(AB\) the Hadamard (or entrywise) and conventional product of \(A\) and \(B\), respectively. The authors introduce the so-called ordinary functions \(P_ n\to P_ n\), where \(P_ n\) is the set of \(n\times n\) positive definite Hermitian matrices, and prove that an ordinary function \(F\) satisfies \(A\cdot F(A)\geq AF(A)\) for all \(A\) in \(P_ n\) if and only if \(F(A)=cA^{-1}\) for all \(A\) in \(P_ n\) and some \(c>0\), independent of \(A\). The inequality, understood in the positive semidefinite ordering, is a converse to the well-known inequality \(A\cdot A^{-1}\geq I\) for \(A\) in \(P_ n\). Another new result is the inequality \(\lambda_{\min}(A\cdot B)\geq \lambda_{\min}(AB)\) for \(A,B\) in \(P_ n\). To prove the new results, as well as similar known results, the authors relate the Hadamard product to the conventional product of matrices.