A matrix trace inequality (Q5915441)
From MaRDI portal
scientific article; zbMATH DE number 1539415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A matrix trace inequality |
scientific article; zbMATH DE number 1539415 |
Statements
A matrix trace inequality (English)
0 references
2 December 2001
0 references
The author proves that, if \(A\), \(B\) are positive semidefinite \(m\times m\) matrices, then \(0\leq\text{tr}(AB)^n\leq (\text{tr} A)^n(\text{tr} B)^n\) for every positive integer \(n\). This is deduced from two more elaborate inequalities \[ \begin{aligned} & 0\leq \text{tr}(AB)^{2n}\leq (\text{tr} A)^2(\text{tr }A^2)^{n-1}(\text{tr} B^2)^n,\\ & 0\leq \text{tr}(AB)^{2n+1}\leq (\text{tr }A)(\text{tr }B)(\text{tr }A^2)^n(\text{tr }B^2).\end{aligned} \] .
0 references
Hermitian matrix
0 references
positive semidefinite
0 references
matrix trace
0 references
trace inequality
0 references
