Some inequalities for sums of matrices

MaRDI QIDQ2758096zbMATH OpenFDO

Authors Yongge Tian

Publication date 15 June 2002

Published in Scientiae Mathematicae Japonicae (Search for Journal in Brave)

zbMATH Keywords

Cauchy-Schwarz inequalityFouch-Kantorovich inequalityHermitian positive definite matrixinequalities of sum of matricesLöwner partial orderingmatrix orderingMoore-Penrose inversenonnegative definite matrices

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Miscellaneous inequalities involving matrices (15A45) Positive matrices and their generalizations; cones of matrices (15B48)

Review text

From a generalized matrix version of the Cauchy-Schwarz and Fouch-Kantorovich inequalities NEWLINE\[NEWLINE (X^{\ast}AX)^{-1}\leq X^{\ast}A^{-1}X \leq \frac{(\lambda_1+ \lambda_2)^2}{4\lambda_1\lambda_2}(X^{\ast}AX)^{-1} NEWLINE\]NEWLINE where \(A\) is an \(n\times n\) Hermitian positive definite matrix with eigenvalues \(\lambda_1 \geq \lambda_2\geq \cdots\lambda_n>0\), and the \(n\times p\) complex matrix \(X\) and its conjugate transpose \(X^{\ast}\) satisfy \(X^{\ast}X=I_p\), some inequalities are given involving the Moore-Penrose inverse. In the above inequality the Löwner partial ordering \(M\geq N\) means \(M-N\) is Hermitian nonnegative definite. NEWLINENEWLINENEWLINERelated to the first inequality a result is given for sums of \(k\) Hermitian nonnegative definite matrices of order \(n\) and \(k\) complex matrices of size \(n\times p\). In addition, the equality is characterized. Finally, another inequality corresponding to the right hand side of the above inequality is obtained for the sum of \(k\) Moore-Penrose matrices of nonnull Hermitian nonnegative definite matrices.

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