Matrix versions of the Cauchy and Kantorovich inequalities (Q919070)

The authors prove this analogue of Cauchy's inequality for a \(k\times n\) matrix X and a rank m, \(m\times n\) matrix Y: \[ XX^*\geq XY^*(YY^*)^{-1}YX^*, \] and this analogue of Kantorovich's inequality, where A is Hermitian positive definite, m, M are upper and lower bounds on the eigenvalues, and U is a rectangular matrix such that \(UU^*=I:\) \[ UA^{-1}U^*\leq ((m+M)I-UAU^*)/(mM)\leq (m+M)^ 2(UAU^*)^{-1}/(4mM). \]