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Alan
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Norm/trace of product inequality involving skew symmetric matrices

I wonder if the following inequality involving skew symmetric matrices is true:

Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ is positive-definite. Then,

$$\mbox{Tr}(B^2 \Sigma C^2) - \frac{1}{2}\mbox{Tr}((CB) \Sigma (CB) + (CB) \Sigma (BC)) \geq 0 $$

For $\Sigma = I_d$, this is a relatively well-known inequality due to Bellman (and also follows from LiebAraki-Lieb-Thirring). Not sure what can be said for $\Sigma$ beyond identity.

Any relevant tools/inequalities appreciated!

Norm/trace inequality involving skew symmetric matrices

I wonder if the following inequality involving skew symmetric matrices is true:

Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ is positive-definite. Then,

$$\mbox{Tr}(B^2 \Sigma C^2) - \frac{1}{2}\mbox{Tr}((CB) \Sigma (CB) + (CB) \Sigma (BC)) \geq 0 $$

For $\Sigma = I_d$, this is a relatively well-known inequality due to Bellman (and also follows from Lieb-Thirring). Not sure what can be said for $\Sigma$ beyond identity.

Any relevant tools/inequalities appreciated!

Norm/trace of product inequality involving skew symmetric matrices

I wonder if the following inequality involving skew symmetric matrices is true:

Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ is positive-definite. Then,

$$\mbox{Tr}(B^2 \Sigma C^2) - \frac{1}{2}\mbox{Tr}((CB) \Sigma (CB) + (CB) \Sigma (BC)) \geq 0 $$

For $\Sigma = I_d$, this is a relatively well-known inequality due to Bellman (and also follows from Araki-Lieb-Thirring). Not sure what can be said for $\Sigma$ beyond identity.

Any relevant tools/inequalities appreciated!

Simplified the question substantially
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Alan
  • 51
  • 3

I wonder if the following inequality involving skew symmetric matrices is true:

Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ is positive-definite. Then,

$$\mbox{Tr}\left((B^2)^T \Sigma B^2\right) \mbox{Tr}\left((C^2)^T \Sigma C^2\right) \geq \left[\frac{1}{4} \mbox{Tr}\left((BC + CB)^T \Sigma (BC + CB)\right)\right]^2 $$$$\mbox{Tr}(B^2 \Sigma C^2) - \frac{1}{2}\mbox{Tr}((CB) \Sigma (CB) + (CB) \Sigma (BC)) \geq 0 $$

WhenFor $\Sigma = I_d$ it reduces to Cauchy-Schwartz after a little rearrangement of the RHS. However, if $\Sigma \neq I_d$, it doesn't reduce tothis is a "different norm"relatively well-known inequality due to Bellman (the one suggested byand also follows from Lieb-Thirring). Not sure what can be said for $\Sigma$) Cauchy-Schwartz beyond identity.

Any relevant tools/inequalities appreciated!

I wonder if the following inequality involving skew symmetric matrices is true:

Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ is positive-definite. Then,

$$\mbox{Tr}\left((B^2)^T \Sigma B^2\right) \mbox{Tr}\left((C^2)^T \Sigma C^2\right) \geq \left[\frac{1}{4} \mbox{Tr}\left((BC + CB)^T \Sigma (BC + CB)\right)\right]^2 $$

When $\Sigma = I_d$ it reduces to Cauchy-Schwartz after a little rearrangement of the RHS. However, if $\Sigma \neq I_d$, it doesn't reduce to a "different norm" (the one suggested by $\Sigma$) Cauchy-Schwartz.

Any relevant tools/inequalities appreciated!

I wonder if the following inequality involving skew symmetric matrices is true:

Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ is positive-definite. Then,

$$\mbox{Tr}(B^2 \Sigma C^2) - \frac{1}{2}\mbox{Tr}((CB) \Sigma (CB) + (CB) \Sigma (BC)) \geq 0 $$

For $\Sigma = I_d$, this is a relatively well-known inequality due to Bellman (and also follows from Lieb-Thirring). Not sure what can be said for $\Sigma$ beyond identity.

Any relevant tools/inequalities appreciated!

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Alan
  • 51
  • 3

I wonder if the following inequality involving skew symmetric matrices is true:

Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ is positive-definite. Then,

$$\mbox{Tr}\left((B^2)^T \Sigma B^2\right) \mbox{Tr}\left((C^2)^T \Sigma C^2\right) \geq \left[\frac{1}{4} \mbox{Tr}\left((BC + CB)^T \Sigma (BC + CB)\right)\right]^2 $$

When $\Sigma = I_d$ it seems to almost reducereduces to Cauchy-Schwartz after a little rearrangement of the RHS -- in fact, if B,C commute, it does follow from Cauchy-Schwartz. However, if $\Sigma \neq I_d$, even if the matrices commute, it doesn't reduce to a "different norm" (the one suggested by $\Sigma$) Cauchy-Schwartz.

Any relevant tools/inequalities appreciated!

I wonder if the following inequality involving skew symmetric matrices is true:

Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ is positive-definite. Then,

$$\mbox{Tr}\left((B^2)^T \Sigma B^2\right) \mbox{Tr}\left((C^2)^T \Sigma C^2\right) \geq \left[\frac{1}{4} \mbox{Tr}\left((BC + CB)^T \Sigma (BC + CB)\right)\right]^2 $$

When $\Sigma = I_d$ it seems to almost reduce to Cauchy-Schwartz after a little rearrangement of the RHS -- in fact, if B,C commute, it does follow from Cauchy-Schwartz. However, if $\Sigma \neq I_d$, even if the matrices commute, it doesn't reduce to a "different norm" Cauchy-Schwartz.

Any relevant tools/inequalities appreciated!

I wonder if the following inequality involving skew symmetric matrices is true:

Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ is positive-definite. Then,

$$\mbox{Tr}\left((B^2)^T \Sigma B^2\right) \mbox{Tr}\left((C^2)^T \Sigma C^2\right) \geq \left[\frac{1}{4} \mbox{Tr}\left((BC + CB)^T \Sigma (BC + CB)\right)\right]^2 $$

When $\Sigma = I_d$ it reduces to Cauchy-Schwartz after a little rearrangement of the RHS. However, if $\Sigma \neq I_d$, it doesn't reduce to a "different norm" (the one suggested by $\Sigma$) Cauchy-Schwartz.

Any relevant tools/inequalities appreciated!

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Alan
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