Generalized matrix versions of the Cauchy-Schwarz and Kantorovich inequalities (Q757544): Difference between revisions

The authors generalize matrix versions of the Cauchy-Schwarz and Kantorovich inequalities to positive semidefinite matrices using Moore- Penrose inverses \(A^+\). The former is, for \(n\times n\) nonnegative definite Hermitian A and \(n\times p\) U, \(U^*P_ AU(U^*AU)^+U^*P_ AU\leq U^*A^+U\) where \(P_ A\) is the orthogonal projector to the range of A and the inequality means the difference is nonnegative definite.