Weighted trace inequalities of monotonicity (Q2470021)

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Weighted trace inequalities of monotonicity
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    Weighted trace inequalities of monotonicity (English)
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    12 February 2008
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    Let \(M_{n}^{h}\) and \(M_{n}^{+}\) denote the subsets of Hermitian and positive definite matrices, respectively. The spectrum of a matrix \(A\in M_{n}\) is denoted by \(\sigma (A)\). Among the weighted trace inequalities that are obtained by the authors, we mention the following important inequality: Theorem. Let \(D\) be a convex subset of \(\mathbb{R}\) and let a function \(f:D\rightarrow \mathbb{R}\) be nondecreasing and convex. Then \[ \text{Tr}(w(A)f(A))\leq \text{Tr}(w(A)f(B))\tag{\(*\)} \] provided that \(A,B\in M_{n}^{h}\), \(\sigma (A),\sigma (B)\subset D,\) and \(A\leq B\). The authors discuss also the question whether some special cases of inequality (\(*\)) characterize scalar multiples of the trace among all positive linear functionals.
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    full matrix algebra
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    trace inequality
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    monotonicity
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    Hermitian matrices
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    positive definite matrices
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