Note on a matrix-concave function

DOI10.1006/JMAA.1995.1467MaRDI QIDQ1910119zbMATH OpenOpenAlexFDO

Authors Heinz Neudecker, Shuangzhe Liu

Publication date 18 August 1996

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1995.1467

zbMATH Keywords

generalized inverseinequalitymatrix-concave functionMoore-Penrose inverse

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Miscellaneous inequalities involving matrices (15A45)

Review text

The authors give a new proof of the inequality \[ \bigl( K' (B + C)^- K \bigr )^+ \geq (K' B^- K)^+ + (K' C^- K)^+ \] where \(B,C\) are positive semidefinite, \(K\) is in the ranges of both \(B,C, ^+\) is the Moore-Penrose inverse and \(^-\) is any generalized inverse.

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Cited in

(6)

• A further note on a theorem on the difference of the generalized inverses of two nonnegative definite matrices
• More on Concavity of a Matrix Function
• A new proof of the Milliken-Akdeniz theorem
• Concavity of certain matrix trace and norm functions. II.
• Matrix derivatives and Kronecker products for the core and generalized core inverses
• Professor Heinz Neudecker and matrix differential calculus

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