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Jun 27, 2017 at 21:27 history edited Suvrit CC BY-SA 3.0
rewrote the answer a bit; shortened it; hopefully, easier to digest now.
Jun 24, 2017 at 13:12 comment added Suvrit No, I mean, the proof works in general; just the proof technique looks a bit confusing (because it is a chained implication). When I find some time, I can try to expand / edit my explanation above to make it clearer!
Jun 24, 2017 at 12:55 comment added Wolfgang So you mean your proof only works if CBABC≤I? Well, granted, but then that's a very special case only.
Jun 24, 2017 at 12:20 history edited Suvrit CC BY-SA 3.0
reworded a bit to fix explanation.
Jun 24, 2017 at 12:14 comment added Suvrit Actually, I should be a bit more precise, and just write that what I am using is the observation: $(0 \le Y \le I \implies 0 \le X \le I) \implies \lambda_1(X)\le \lambda_1(Y)$
Jun 24, 2017 at 12:10 comment added Suvrit @jjcale Because it's a conditional statement; if we have $CBABC\le I$, then we have $B\le A^{k/2}$. What we really wanted to prove was the eigenvalue domination; we reduced that to showing that $Y\le I \implies X \le I$ must hold (note that $\lambda(\cdot)$ is positively homogeneous).
Jun 24, 2017 at 7:09 comment added Wolfgang Yes, how can you apply your first lemma if $Y\le I$ doesn't hold?
Jun 24, 2017 at 6:33 comment added jjcale How can you see that $B \le A^{k/2}$ ? $B$ is positive definite but otherwise arbitrary .
Jun 24, 2017 at 2:38 history answered Suvrit CC BY-SA 3.0