1
$\begingroup$

Let B be a positive diagonal matrix, and C a PSD symmetric matrix with eigenvalues $\Lambda$, with $\lambda_i = {0,1}$. I'm trying to find a reference for the following bounds or similar

$B^{1\over 2}DB^{1\over 2} \preceq \Lambda B$

$DB \preceq \Lambda B$.

I've checked this answer but they bound the eigenvalues according to the weak majorization order. Also, this answer shows a bound $\lambda_i(AB)\leq \lambda_i(A)\lambda_i(B)$, where $\lambda_i(A)$ denotes the ith eigenvalue of A, but it is only for positive definite matrices.

$\endgroup$
  • $\begingroup$ The eigenvalues of $B^{1/2}DB^{1/2}$ are the same as the eigenvalues of $DB$, and you can treat positive semidefinite matrices using a limit argument. So you should be able to use the result on $\lambda_i(AB)$. $\endgroup$ – Federico Poloni Jun 20 '17 at 20:37
  • $\begingroup$ Also, it's not clear to me what you mean with $\preceq \Lambda B$, since $\Lambda B$ may not be symmetric. $\endgroup$ – Federico Poloni Jun 20 '17 at 20:39
  • $\begingroup$ I mean that the eigenvalues of $DB$ are smaller than the eigenvalues of $D$, ie $\Lambda$, multiplied by $B$. $\endgroup$ – Pedro G. Jun 20 '17 at 21:45
  • $\begingroup$ OK, thanks for the clarification. I normally associate that notation to the Loewner ordering, which is a stronger property. $\endgroup$ – Federico Poloni Jun 20 '17 at 21:49
  • $\begingroup$ I do not understand what you mean with by using a limit argument. Can you give me a reference? $\endgroup$ – Pedro G. Jun 21 '17 at 5:46

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.