Skip to main content
added 35 characters in body
Source Link
Michael Hardy
  • 1
  • 12
  • 85
  • 126

Does$\newcommand{\tr}{\operatorname{tr}}$Does submodularity property hold for the trace of a positive-definite hermitian matrix?

I.e., does given any real symmetric positive-definite matrices $X,A,B$ $$ tr~X^{-1} + tr~(X+A+B)^{-1} \geq tr~(X+A)^{-1} + tr~(X+B)^{-1} $$$$ \tr X^{-1} + \tr(X+A+B)^{-1} \geq \tr(X+A)^{-1} + \tr(X+B)^{-1} $$ hold?

UPD: I have checked it numerically, it appears that it does not hold for the following matrices: \begin{equation} \begin{split} X &= \begin{pmatrix} 0.08151549 & 0.05234424\\ 0.05234424 & 0.17050588 \end{pmatrix} \\ A &= \begin{pmatrix} 0.29185525 & 0.29699319\\ 0.29699319 & 0.30792421 \end{pmatrix} \\ B &= \begin{pmatrix} 0.65213446 & 0.43711443\\ 0.43711443 & 0.2932183 \end{pmatrix} \\ \end{split} \end{equation}\begin{equation} \begin{split} X &= \begin{pmatrix} 0.08151549 & 0.05234424\\ 0.05234424 & 0.17050588 \end{pmatrix} \\ A &= \begin{pmatrix} 0.29185525 & 0.29699319\\ 0.29699319 & 0.30792421 \end{pmatrix} \\ B &= \begin{pmatrix} 0.65213446 & 0.43711443\\ 0.43711443 & 0.2932183 \end{pmatrix} \end{split} \end{equation}

Does submodularity property hold for the trace of a positive-definite hermitian matrix?

I.e., does given any real symmetric positive-definite matrices $X,A,B$ $$ tr~X^{-1} + tr~(X+A+B)^{-1} \geq tr~(X+A)^{-1} + tr~(X+B)^{-1} $$ hold?

UPD: I have checked it numerically, it appears that it does not hold for the following matrices: \begin{equation} \begin{split} X &= \begin{pmatrix} 0.08151549 & 0.05234424\\ 0.05234424 & 0.17050588 \end{pmatrix} \\ A &= \begin{pmatrix} 0.29185525 & 0.29699319\\ 0.29699319 & 0.30792421 \end{pmatrix} \\ B &= \begin{pmatrix} 0.65213446 & 0.43711443\\ 0.43711443 & 0.2932183 \end{pmatrix} \\ \end{split} \end{equation}

$\newcommand{\tr}{\operatorname{tr}}$Does submodularity property hold for the trace of a positive-definite hermitian matrix?

I.e., does given any real symmetric positive-definite matrices $X,A,B$ $$ \tr X^{-1} + \tr(X+A+B)^{-1} \geq \tr(X+A)^{-1} + \tr(X+B)^{-1} $$ hold?

UPD: I have checked it numerically, it appears that it does not hold for the following matrices: \begin{equation} \begin{split} X &= \begin{pmatrix} 0.08151549 & 0.05234424\\ 0.05234424 & 0.17050588 \end{pmatrix} \\ A &= \begin{pmatrix} 0.29185525 & 0.29699319\\ 0.29699319 & 0.30792421 \end{pmatrix} \\ B &= \begin{pmatrix} 0.65213446 & 0.43711443\\ 0.43711443 & 0.2932183 \end{pmatrix} \end{split} \end{equation}

added 432 characters in body
Source Link
Tzoiker
  • 131
  • 3

Does submodularity property hold for the trace of a positive-definite hermitian matrix?

I.e., does given any real symmetric positive-definite matrices $X,A,B$ $$ tr~X^{-1} + tr~(X+A+B)^{-1} \geq tr~(X+A)^{-1} + tr~(X+B)^{-1} $$ hold?

UPD: I have checked it numerically, it appears that it does not hold for the following matrices: \begin{equation} \begin{split} X &= \begin{pmatrix} 0.08151549 & 0.05234424\\ 0.05234424 & 0.17050588 \end{pmatrix} \\ A &= \begin{pmatrix} 0.29185525 & 0.29699319\\ 0.29699319 & 0.30792421 \end{pmatrix} \\ B &= \begin{pmatrix} 0.65213446 & 0.43711443\\ 0.43711443 & 0.2932183 \end{pmatrix} \\ \end{split} \end{equation}

Does submodularity property hold for the trace of a positive-definite hermitian matrix?

I.e., does given any real symmetric positive-definite matrices $X,A,B$ $$ tr~X^{-1} + tr~(X+A+B)^{-1} \geq tr~(X+A)^{-1} + tr~(X+B)^{-1} $$ hold?

Does submodularity property hold for the trace of a positive-definite hermitian matrix?

I.e., does given any real symmetric positive-definite matrices $X,A,B$ $$ tr~X^{-1} + tr~(X+A+B)^{-1} \geq tr~(X+A)^{-1} + tr~(X+B)^{-1} $$ hold?

UPD: I have checked it numerically, it appears that it does not hold for the following matrices: \begin{equation} \begin{split} X &= \begin{pmatrix} 0.08151549 & 0.05234424\\ 0.05234424 & 0.17050588 \end{pmatrix} \\ A &= \begin{pmatrix} 0.29185525 & 0.29699319\\ 0.29699319 & 0.30792421 \end{pmatrix} \\ B &= \begin{pmatrix} 0.65213446 & 0.43711443\\ 0.43711443 & 0.2932183 \end{pmatrix} \\ \end{split} \end{equation}

edited body
Source Link
Tzoiker
  • 131
  • 3

Does submodularity property hold for the trace of a positive-definite hermitian matrix?

I.e., does given any real symmetric positive-definite matrices $X,A,B$ $$ tr~X^{-1} + tr~(X+A+B)^{-1} \leq tr~(X+A)^{-1} + tr~(X+B)^{-1} $$$$ tr~X^{-1} + tr~(X+A+B)^{-1} \geq tr~(X+A)^{-1} + tr~(X+B)^{-1} $$ hold?

Does submodularity property hold for the trace of a positive-definite hermitian matrix?

I.e., does given any real symmetric positive-definite matrices $X,A,B$ $$ tr~X^{-1} + tr~(X+A+B)^{-1} \leq tr~(X+A)^{-1} + tr~(X+B)^{-1} $$ hold?

Does submodularity property hold for the trace of a positive-definite hermitian matrix?

I.e., does given any real symmetric positive-definite matrices $X,A,B$ $$ tr~X^{-1} + tr~(X+A+B)^{-1} \geq tr~(X+A)^{-1} + tr~(X+B)^{-1} $$ hold?

edited body
Source Link
Tzoiker
  • 131
  • 3
Loading
Source Link
Tzoiker
  • 131
  • 3
Loading