An arithmetic-geometric-harmonic mean inequality involving Hadamard products (Q2365693)
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An arithmetic-geometric-harmonic mean inequality involving Hadamard products (English)
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29 June 1993
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The Hadamard product \(A \circ B\) of two matrices \(A = (a_{ij})\) and \(B = (b_{ij})\) of the same size is defined to be the matrix \((a_{ij}b_{ij})\). The author shows that if \(x_ i > 0\), \(1 \leq i \leq n\), and \(q \geq p \geq 0\), the \(n \times n\) matrices \((\sqrt{x_ ix_ j}(x_ i + x_ j)^{-1})\), \(((x_ i^{-1} + x_ j^{- 1})(\sqrt{x_ ix_ j})^{-1})\), and \(((x^ p_ i + x^ p_ j)(x^ q_ i + x^ q_ j)^{-1})\) are positive definite, and relates these facts to some matrix-valued arithmetic-geometric-harmonic mean inequalities, some of which involve Hadamard products and others unitarily invariant norms. It is known that if \(A\) is positive semidefinite, then \(\max\{N(A \circ B): N(B) \leq 1\} = \max a_{ij}\), where \(N\) denotes the spectral norm. The author shows that the converse is false and gives a useful partial converse.
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Hadamard product
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matrix-valued arithmetic-geometric-harmonic mean inequalities
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unitarily invariant norms
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positive semidefinite
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spectral norm
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