Weak matrix majorization (Q2484498): Difference between revisions

The authors introduce the following notion of matrix majorization, called weak majorization: given \(X,Y\in M_{n,m}(\mathbb R)\), \(X\succ_w Y\) if there is a row-stochastic matrix \(A\in M_n(\mathbb R)\) such that \(AX=Y\). They consider the relations between weak majorization, strong majorization (\(\succ_s\)) and directional majorization (\(\succ\)). It is shown that \(\succ_s\implies \succ\implies \succ_w\) and that none of the reciprocal implications is true. They give some conditions under which \(\succ_w\implies \succ_s\) and \(\succ\implies \succ_s\). Some characterizations of strong, directional and weak matrix majorizations in terms of convexity are obtained. In addition, they also introduce three majorizations, called joint majorizations, between Abelian families of selfadjoint matrices. An Abelian family is an ordered family of mutually commuting selfadjoint complex matrices. Many results about strong, directional and weak matrix majorizations, are restated in this new context. The authors also describe the relative implication relations using convexity.