A trace inequality with a subtracted term (Q2365721): Difference between revisions
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Revision as of 07:52, 5 March 2024
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English | A trace inequality with a subtracted term |
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A trace inequality with a subtracted term (English)
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29 June 1993
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\textit{J. von Neumann} [Tomsk. Univ. Rev. 1, 286-299 (1937; Zbl 0017.09802)], proved that \[ \sup_{U,V\in U(n)} | tr(UAVB) |= \alpha_ 1\beta_ 1+\cdots+\alpha_ n\beta_ n, \] where \(\alpha_ 1\geq\cdots\geq\alpha_ n\) are the singular values of \(A\), \(\beta_ 1\geq\cdots\geq\beta_ n\) the singular values of \(B\) and \(U(n)\) is the unitary group. In this paper, the authors consider matrices \(A\) and \(B\) with real elements and locate the value of \(\sup tr(UAVB)\), as the sup is taken over all elements \(U,V\) of \(SO(n)\), where \(SO(n)\) denotes the real proper orthogonal group.
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trace inequality
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singular values
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orthogonal group
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