Bloomfield-Watson-Knott type inequalities for eigenvalues (Q5950086)

This largely expository paper is based on works by \textit{P. Bloomfield} and \textit{G. S. Watson} [Biometrika 62, 121-128 (1975; Zbl 0308.62056)] and by \textit{M. Knott} [Biometrica 62, 129-132 (1975; Zbl 0308.62057)] on the efficiency of least squares. Let \(\Phi:M_n\to M_m\) be unital positive linear, defined by \(\Phi(A)= V^*AV\), \(V^*V=I_m\). (This is a special case; in general, one would have a sum of such terms.) Let \(\Phi_p\) be defined by \(\Phi_p(X)= X_{11}\), \(X\in M_n\) represented in block matrix form \(X= \left[ \begin{smallmatrix} X_{11} & X_{12}\\ X_{21} & X_{22}\end{smallmatrix} \right]\). The problem is to find estimates of sums and products (including the cases of the trace and the determinant) of the eigenvalues of the matrix \(B=\Phi_p(A^{-1})^{1/2} \Phi_p(A) \Phi_p(A^{-1})^{1/2}\). In the two papers quoted above, meaningful estimates of \(\det B\) were given, and this motivates the headline of the paper, meaning other cases of those estimates. Certain results in those papers obtained by Lagrange multipliers are derived in the present paper by variation of orthoprojection. Additive majorization estimates are given for \(\Phi(A)- \Phi(A^{-1})^{-1}\) and \(\Phi(A^2)- \Phi(A)^2\) with \(\Phi:M_n\to M_n\) unital positive definite.