Solutions of the matrix inequalities in the minus partial ordering and Löwner partial ordering

Abstract: Two matrices

A

and

B

of the same size are said to satisfy the minus partial ordering, denoted by

B l e q s l a n t^{-} A

, iff the rank subtractivity equality

m r a n k (, A - B,) = m r a n k (A) - m r a n k (B)

holds; two complex Hermitian matrices

A

and

B

of the same size are said to satisfy the L"owner partial ordering, denoted by

B l e q s l a n t^{m L} A

, iff the difference

A - B

is nonnegative definite. In this note, we establish general solution of the inequality

B X B^{*} l e q s l a n t^{-} A

induced from the minus partial ordering, and general solution of the inequality

B X B^{*} l e q s l a n t^{m L} A

induced from the L"owner partial ordering, respectively, where

(c d o t)^{*}

denotes the conjugate transpose of a complex matrix. As consequences, we give closed-form expressions for the shorted matrices of

A

relative to the range of

B

in the minus and L"owner partial orderings, respectively, and show that these two types of shorted matrices in fact are the same.

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