Some inequalities of majorization type

DOI10.1016/J.LAA.2012.04.021MaRDI QIDQ442657zbMATH OpenOpenAlexFDO

Authors R. Turkmen, Fuzhen Zhang, Vehbi Emrah Paksoy

Publication date 3 August 2012

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2012.04.021

eigenvalues Hermitian matrices majorization matrix inequality matrix norm positive semidefinite matrices singular value trace unitarily invariant norm

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Miscellaneous inequalities involving matrices (15A45) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Hermitian, skew-Hermitian, and related matrices (15B57)

Review text

Some majorization inequalities on real vectors are provided and applied to derive some inequalities concerning norm, eigenvalues, singular values and traces of matrices.NEWLINENEWLINEFor a vector \(x=(x_1,x_2,\dots,x_n)\in{\mathbb R}^n\) one denotes by \(x^{\downarrow}=(x^{\downarrow}_1,x^{\downarrow}_2,\dots,x^{\downarrow}_n)\) the vector having the components of \(x\) rearranged in decreasing order.NEWLINENEWLINEFor \(x=(x_1,x_2,\dots,x_n)\) and \(y=(y_1,y_2,\dots,y_n)\) one says that \(x\) is weakly majorized by \(y\) and one denotes \(x\prec_wy\) if \(\sum_{i=1}^kx^{\downarrow}_i\leq\sum_{i=1}^ky^{\downarrow}_i\), \(\forall k=1,2,\dots,n\).NEWLINENEWLINEIf \(x\) is weakly majorized by \(y\) and \(\sum_{i=1}^kx^{\downarrow}_i=\sum_{i=1}^ky^{\downarrow}_i\) then one says that \(x\) is majorized by \(y\) and one denotes \(x\prec y\). By replacing the sums \(\sum\) by the products \(\prod\) one obtains the definitions of \(x\prec_{wlog}y\) and \(x\prec_{log}y\) (respectively \(x\) is weakly log majorized by \(y\) and \(x\) is log majorized by \(y\).NEWLINENEWLINESome majorization inequalities for vectors are provided, for instance {\parindent=6mm \begin{itemize}\item[i)] \(\frac{1}{m}(x_1,x_2,\dots,x_m)\prec(r_1y_1,r_2y_2,\dots,r_my_m)\) if \(x_i,y_i\in{\mathbb R}^n\) and \(x_i\prec r_1y_1+r_2y_2+\cdots+r_my_m\), \(i=1,2,\dots m\). \item[ii)] \(\frac{1}{m}(x_1,x_2,\dots,x_m)\prec_w(r_1y_1,r_2y_2,\dots,r_my_m)\) if \(x_i,y_i\in{\mathbb R}^n_+\) and \(x_i\prec_wy_1^{r_1}\circ y_2^{r_2}\circ\cdots\circ y_m^{r_m}\), \(i=1,2,\dots m\), where \(\circ\) denotes the componentwise product of two vectors. NEWLINENEWLINE\end{itemize}} The special case \(m=2\) is applied to generate many matrix inequalities, for example:NEWLINENEWLINE\((\sigma(\frac{A+B}{2}),(\sigma(\frac{A+B}{2}))\prec_w(\sigma(A),(\sigma(B))\),NEWLINENEWLINE\((\sigma(AB),(\sigma(AB))\prec_{log}(\sigma^2(A),(\sigma^2(B))\),NEWLINENEWLINE\(\frac{1}{2}\|(A+B)\oplus(A+B)\|\leq\|A\oplus B\|\),NEWLINENEWLINE\(\|(AB)\oplus(AB)\|\leq\|A^*A\oplus B^*B\|\),NEWLINENEWLINE\(\|(A\circ B)\oplus(A\circ B)\|\leq\|A^*A\oplus B^*B\|\),NEWLINENEWLINEwhere for \(A\in M_n\), \(\sigma(A)\) denotes the singular value vector of A with the singular values arranged in decreasing order.NEWLINENEWLINEA generalization and a different proof is provided for a recent result on majorization, concerning partitioned Hermitian positive semidefinite matrices.

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