Definition: Let A$A$ and B$B$ be self-adjoint matrices, with the partial order $A\ge B$ if A-B$A-B$ is positive semidefinite. If A$A$ is self-adjoint with spectrum in the interval [a,b]$[a,b]$ and f:[a,b]->R$f\colon [a,b] \to \mathbb{R}$ is a real-function, define f(A)$f(A)$ using the spectral theorem. The function f$f$ is MATRIX MONOTONEcalled matrix monotone if $A\ge B$ implies $f(A)\ge f(B)$ for all A,B$A,B$ with spectra in the domain [a,b]$[a,b]$ of f$f$.
Loewner's theoremLoewner's theorem: A function f:[a,b]->R$f\colon [a,b] \to \mathbb{R}$ is matrix monotone iff it has an analytic extension to the upper and lower half-planes so that the each of these half-planes is mapped into itself.