All Questions
9 questions
8
votes
3
answers
595
views
Jensen-like inequality for random matrix: $\Bbb E[\det X^2]\ge\det\Bbb E[X^2]$
Let $X\in M_n(\Bbb R)$ be a random matrix with iid elements following a continuous distribution.
What are the necessary and sufficient conditions for $$\Bbb E[\det X^2]\ge\det\Bbb E[X^2]$$ to hold? Is ...
- 1,459
12
votes
1
answer
3k
views
Exchange determinant and integral of a matrix-valued function
Assume $A(x)=(a_{ij}(x))_{k\times k}$ is a Hermitian matrix function on some manifold $M$, is there any inequality relates the integral of its determinant $\int_M \det(A)$ and the determinant of its ...
- 52.3k
53
votes
7
answers
51k
views
Determinant of sum of positive definite matrices
Say $A$ and $B$ are symmetric, positive definite matrices. I've proved that
$$\det(A+B) \ge \det(A) + \det(B)$$
in the case that $A$ and $B$ are two dimensional. Is this true in general for $n$-...
- 11
16
votes
0
answers
808
views
Determinant inequality involving Hermitian, positive definite matrices
Let $A,B,C\in M_{n}(\mathbb C)$ be Hermitian and positive-definite matrices such that $A+B+C=I_{n}$.
Show that
$$\det\left(6(A^3+B^3+C^3)+I_{n}\right)\ge 5^n\det(A^2+B^2+C^2)$$
This question has been ...
- 489
8
votes
0
answers
491
views
Strange determinant inequality $\det(C+ xA) \det(C-xA) \le (\det C)^2$
Let $A$ be an all-one $3$-by-$3$ matrix, let $C$ be a $3$-by-$3$ matrix, and let $x$ be a real number. How might one prove the following inequality?
$$\det(C+ xA) \det(C-xA) \le (\det C)^2$$
8
votes
1
answer
726
views
A direct proof of a property of symmetric 2x2-determinants
Let $f(a,b,c)=\det\begin{pmatrix}a &b\\ b& c\end{pmatrix}\in\mathbb{R}[a,b,c]$ be the determinant of a $2 \times 2$ real symmetric matrix.
Let $f(x_i,y_i,z_i)\geq 0$, $x_i\geq 0$, $z_i\geq 0$ ...
- 14k
3
votes
1
answer
428
views
Inverse Hadamard determinant inequality
As far as I remembered there is an inverse Hadamard inequality for the determinant of the form
$$
|D|>\prod_j \sqrt{(a_{jj}^2-\sum_{i\neq j}a_{ij}^2)}
$$
providing all values in $(\cdot)>0$.
...
- 2,286
4
votes
1
answer
278
views
Given a correlation matrix $B$. What correlation matrix A (maximizes / minimizes) the following: det(A+B)
Given correlation matrix $B$ (positive semi-definite with ones in the diagonal).
1)Find the correlation matrix $A$ which maximizes $\det\left(A+B\right)$.
2)Find the correlation matrix $A$ which ...
- 28.6k
4
votes
1
answer
828
views
Determinant inequality of square-product sum of diagonal matrix and upper-triangular matrix
Recently, I have seen a matrix inequality but don't know how to prove it. The inequality goes as follows.
For an arbitrary $n\times n$ diagonal matrix $\mathbf{D}$ and an arbitrary upper-triangular ...
- 51