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Sep 18, 2016 at 19:21 vote accept Ludwig
Sep 18, 2016 at 18:01 comment added Ruy To get the strict inequality it is enough to apply the above solution to $X-\epsilon I$, where $\epsilon$ is small enough so as to make $X-\epsilon I$ positive.
Sep 18, 2016 at 17:22 comment added Suvrit Alternatively, we know that $X > 0$ iff there exists a contractive matrix $K$ (i.e., $\|K\| < 1$) such that $C=A^{1/2}KB^{1/2}$. Thus, we see that \begin{equation*} \|C\|_F^2 = \mathrm{tr}(KAKB) < \text{rhs}, \end{equation*} because $K$ is a strict contraction.
Sep 18, 2016 at 17:18 comment added Ludwig Yes, indeed, I'm wondering whether this still holds true with strict inequality.
Sep 18, 2016 at 17:08 comment added Suvrit You are right, the OP asks for a strict inequality; I believe that it should be possible to make it strict without much trouble.
Sep 18, 2016 at 16:46 comment added T. Amdeberhan But, the desired inequality is supposed to be sharp $<$ and not $\leq$. Am I right?
Sep 18, 2016 at 16:29 history answered Suvrit CC BY-SA 3.0