Rearrangement inequalities for Hermitian matrices (Q616279)
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Rearrangement inequalities for Hermitian matrices (English)
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7 January 2011
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The Hardy-Littlewood-Pólya rearrangement inequality is considered: \[ \sum_{i=1}^na_ib_{n-i+1}\leq\sum_{i=1}^na_ib_{t_i}\leq\sum_{i=1}^na_ib_i \] for real numbers \(a_n\leq a_{n-1}\leq\cdots\leq a_1\) and \(b_n\leq b_{n-1}\leq\cdots\leq b_1\), where \(\{t_1,t_2,\dots,t_n\}\) is an arbitrary permutation of \(\{1,2,\dots,n\}\). This inequality is extended to Hermitian matrices with respect to determinant, permanent, trace, Kronecker product and Hadamard product. It is shown that if the Hermitian matrices satisfy \[ A_n\leq A_{n-1}\leq\cdots\leq A_1,\;B_n\leq B_{n-1}\leq\cdots\leq B_1,\tag{1} \] (where \(A_2\leq A_1\) means that \(A_1-A_2\) is a positive definite matrix) and \(A_iB_j=B_jA_i\) for any \(i,j\in \{1,2,\dots,n\}\), then \[ \sum_{i=1}^nA_iB_{n-i+1}\leq\sum_{i=1}^nA_iB_{t_i}\leq\sum_{i=1}^nA_iB_i. \] Some other inequlities are proved for Hermitian matrices which satisfy (1), for instance \[ \sum_{i=1}^n\det(A_i+B_{n-i+1})\leq\sum_{i=1}^n\det(A_i+B_{t_i})\leq\sum_{i=1}^n\det(A_i+B_i) \] if \(A_n+B_n\geq0\); \[ \sum_{i=1}^n\text{tr}(A_iB_{n-i+1})\leq\sum_{i=1}^n\text{tr}(A_iB_{t_i})\leq\sum_{i=1}^n\text{tr}(A_iB_i) \] \[ \sum_{i=1}^nA_i\otimes B_{n-i+1}\leq\sum_{i=1}^nA_i\otimes B_{t_i}\leq\sum_{i=1}^nA_i\otimes B_i. \]
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Hardy-Littlewood-Pólya rearrangement inequality
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Hermitian matrices
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determinant
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trace
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Kronecker product
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Hadamard product
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permanent
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