Skip to main content
added 1 character in body
Source Link
Ludwig
  • 2.7k
  • 1
  • 14
  • 26

Consider the following block matrix $$ X = \begin{bmatrix} A & C \\ C^\top & B\end{bmatrix}, $$ where $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{m\times m}$, and $C\in\mathbb{R}^{n\times m}$.

To Prove (or disprove): If $X$ is positive definite, i.e. $X>0$, then the following trace inequality holds $$ \left[\mathrm{tr}(CC^\top)\right]^2< \mathrm{tr}(A^2)\mathrm{tr}(B^2). $$

Some comments. Based on Theorem 2.3 of Horn and Mathias. "Cauchy-Schwarz inequalities associated with positive semidefinite matrices." Linear Algebra and Its Applications 142 (1990): 63-82, I think it is possible to prove the previous fact by replacingif we replace strict inequalities with non-strict ones.

Consider the following block matrix $$ X = \begin{bmatrix} A & C \\ C^\top & B\end{bmatrix}, $$ where $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{m\times m}$, and $C\in\mathbb{R}^{n\times m}$.

To Prove (or disprove): If $X$ is positive definite, i.e. $X>0$, then the following trace inequality holds $$ \left[\mathrm{tr}(CC^\top)\right]^2< \mathrm{tr}(A^2)\mathrm{tr}(B^2). $$

Some comments. Based on Theorem 2.3 of Horn and Mathias. "Cauchy-Schwarz inequalities associated with positive semidefinite matrices." Linear Algebra and Its Applications 142 (1990): 63-82, I think it is possible to prove the previous fact by replacing strict inequalities with non-strict ones.

Consider the following block matrix $$ X = \begin{bmatrix} A & C \\ C^\top & B\end{bmatrix}, $$ where $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{m\times m}$, and $C\in\mathbb{R}^{n\times m}$.

To Prove (or disprove): If $X$ is positive definite, i.e. $X>0$, then the following trace inequality holds $$ \left[\mathrm{tr}(CC^\top)\right]^2< \mathrm{tr}(A^2)\mathrm{tr}(B^2). $$

Some comments. Based on Theorem 2.3 of Horn and Mathias. "Cauchy-Schwarz inequalities associated with positive semidefinite matrices." Linear Algebra and Its Applications 142 (1990): 63-82, I think it is possible to prove the previous fact if we replace strict inequalities with non-strict ones.

added 32 characters in body
Source Link
Ludwig
  • 2.7k
  • 1
  • 14
  • 26

Consider the following block matrix $$ X = \begin{bmatrix} A & C \\ C^\top & B\end{bmatrix}, $$ where $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{m\times m}$, and $C\in\mathbb{R}^{n\times m}$.

To Prove (or disprove): If $X$ is positive definite, i.e. $X>0$, then the following trace inequality holds $$ \left[\mathrm{tr}(CC^\top)\right]^2< \mathrm{tr}(A^2)\mathrm{tr}(B^2). $$

Some comments. Based on Theorem 2.3 of Horn and Mathias. "Cauchy-Schwarz inequalities associated with positive semidefinite matrices." Linear Algebra and Its Applications 142 (1990): 63-82, I think it is possible to prove the previous fact by replacing strict inequalities with non-strict ones.

Consider the following block matrix $$ X = \begin{bmatrix} A & C \\ C^\top & B\end{bmatrix}, $$ where $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{m\times m}$, and $C\in\mathbb{R}^{n\times m}$.

To Prove (or disprove): If $X>0$ then the following trace inequality holds $$ \left[\mathrm{tr}(CC^\top)\right]^2< \mathrm{tr}(A^2)\mathrm{tr}(B^2). $$

Some comments. Based on Theorem 2.3 of Horn and Mathias. "Cauchy-Schwarz inequalities associated with positive semidefinite matrices." Linear Algebra and Its Applications 142 (1990): 63-82, I think it is possible to prove the previous fact by replacing strict inequalities with non-strict ones.

Consider the following block matrix $$ X = \begin{bmatrix} A & C \\ C^\top & B\end{bmatrix}, $$ where $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{m\times m}$, and $C\in\mathbb{R}^{n\times m}$.

To Prove (or disprove): If $X$ is positive definite, i.e. $X>0$, then the following trace inequality holds $$ \left[\mathrm{tr}(CC^\top)\right]^2< \mathrm{tr}(A^2)\mathrm{tr}(B^2). $$

Some comments. Based on Theorem 2.3 of Horn and Mathias. "Cauchy-Schwarz inequalities associated with positive semidefinite matrices." Linear Algebra and Its Applications 142 (1990): 63-82, I think it is possible to prove the previous fact by replacing strict inequalities with non-strict ones.

Source Link
Ludwig
  • 2.7k
  • 1
  • 14
  • 26

On a trace condition for positive definite $2\times 2$ block matrices

Consider the following block matrix $$ X = \begin{bmatrix} A & C \\ C^\top & B\end{bmatrix}, $$ where $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{m\times m}$, and $C\in\mathbb{R}^{n\times m}$.

To Prove (or disprove): If $X>0$ then the following trace inequality holds $$ \left[\mathrm{tr}(CC^\top)\right]^2< \mathrm{tr}(A^2)\mathrm{tr}(B^2). $$

Some comments. Based on Theorem 2.3 of Horn and Mathias. "Cauchy-Schwarz inequalities associated with positive semidefinite matrices." Linear Algebra and Its Applications 142 (1990): 63-82, I think it is possible to prove the previous fact by replacing strict inequalities with non-strict ones.