A generalization of a matrix trace inequality (Q1892512): Difference between revisions

Let \(A\) be a real positive definite \(n \times n\)-matrix and \(B\) a generalized positive semidefinite \(n \times n\)-matrix (satisfying \(x^TBx \geq 0\) for all \(x \in \mathbb{R}^n\), \(B\) not necessarily symmetric). Then \(\text{trace} (AB) \geq 0\) and \((\text{trace} AB)^{1/2} \leq (\text{trace} A + \text{trace} B)/2\). This generalizes a result of \textit{Y. Yang} [J. Math. Anal. Appl. 133, No. 2, 573-574 (1988; Zbl 0651.15018)].