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4 votes
1 answer
147 views

prove spectral equivalence bounds for inverse fractional power of matrices

The question is an extention to the answered question prove spectral equivalence bounds for fractional power of matrices. Let $A, D \in \mathbb{R}^{n \times n}$ be two symmetric,positive definite and ...
Luna947's user avatar
  • 75
3 votes
1 answer
80 views

prove spectral equivalence bounds for fractional power of matrices

Let $A, D \in \mathbb{R}^{n \times n}$ be two symmetric,positive definite and tri-diagonal matrices for that we know that they are spectrally equivalent, thus ist holds $$ c^- x^\top D x \le x^\top A ...
Luna947's user avatar
  • 75
2 votes
2 answers
264 views

Prove spectral equivalence of matrices

Let $A,D \in \mathbb{R}^{n\times n}$ be two positive definite matrices given by $$ D = \begin{bmatrix} 1 & -1 & 0 & 0 & \dots & 0\\ -1 & 2 & -1 & 0 & \dots & 0\\...
Luna947's user avatar
  • 31
6 votes
1 answer
487 views

Intuitive proof of Golden-Thompson inequality

Sutter et al. [1] in their paper "Multivariate Trace Inequalities" give an intuitive proof of the following Golden-Thompson inequality: For any hermitian matrices $A,B$: $$ \text{tr}(\exp{(A+B)}) \...
Saket Choudhary's user avatar
6 votes
0 answers
587 views

Lower bound on the sum of singular values for a sum of Hermitian matrices

Denote the eigenvalues of an $n\times n$ matrix $\mathbf{X}$ by $\lambda_i(\mathbf{X})$ and its singular values by $\sigma_i(\mathbf{X})$, $i=1,\ldots,n$. When $\mathbf{X}$ is Hermitian, we know that $...
Bullmoose's user avatar
  • 907