Von Neumann's trace inequality for Hilbert-Schmidt operators
In the optimization matrix theory, the von Neumann's inequality assert that the Frobenius scalar product of two matrices is less than or equal to the scalar product of the respective singular values. It is used to compute certain proximal operators related to low rank approximation. If the two matrices share a joint set of singular vectors, then the von Neumann's inequality become equality. The present paper provide a modern self-contained accessible account for this fact, as well as extend to the infinite dimensional case (separable Hilbert space setting).
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