A unified version of Cauchy-Schwarz and Wielandt inequalities (Q2479521)
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English | A unified version of Cauchy-Schwarz and Wielandt inequalities |
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A unified version of Cauchy-Schwarz and Wielandt inequalities (English)
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26 March 2008
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For a positive definite symmetric real matrix \(A\) of order \(n\) with eigenvalues \(\lambda_1,\lambda_2,\dots,\lambda_n\) and for the vectors \(x,y\) making the angle \(\psi\), the author proves that \[ \left| {x^{\text{T}} Ay}\right|^2 \leqslant \frac{1}{2}\max_{i,j} \left( {\frac{{\lambda_i \cos^2 (\psi/2) - \lambda_j \sin ^2 (\psi/2)}}{{\lambda_i \cos^2 (\psi/2) + \lambda_j \sin^2 (\psi/2)}}} \right)^2 (x^{\text{T}} Ax)(y^{\text{T}} Ay). \] The Cauchy-Schwarz and Wielandt inequalities are obtained respectively for \(\psi = 0\) and \(\psi = \pi/2\).
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Cauchy-Schwarz inequality
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Wielandt inequality
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first optimal necessary condition
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positive definite symmetric real matrix
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eigenvalues
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