The singular values of \(A+B\) and \(A+iB\) (Q840647)

Suppose that \(A\) and \(B\) are Hermitian square matrices. The authors establish some majorisation relations between the singular values of \(A + B\) and those of \(A + iB\), which can regarded as the matrix versions of the inequality \(|a+b| \leq \sqrt{2}\,|a+ib|\) (\(a,b \in \mathbb{R}\)). They prove that \(|||A + B||| \leq \sqrt{2}\,|||A + iB|||\), where \(|||\cdot|||\) is a unitarily invariant norm, and that, if both \(A\) and \(B\) are positive semidefinite, then \(s_j(A + B)\leq \sqrt{2}\,s_j(A+iB)\) (\(1 \leq j \leq n\)). They also discuss the validity of the inequality \(|||AX + XB||| \leq \sqrt{2}\,|||AX + iXB|||\).