All Questions
4 questions
9
votes
1
answer
804
views
A singular value-eigenvalue inequality
Singular value or eigenvalue problems lie at the center of matrix analysis. One classical result is
$$\lambda_{j}(X^{*}X+Y^{*}Y)\geq 2\sigma_j(XY^*)$$
for $j \in \{1, \ldots, n\}$, where $\lambda_j(\...
10
votes
1
answer
3k
views
Reverse Minkowski (and related) Determinant Inequalities
For positive semidefinite matrices $A,B,C \in \mathbb{R}^{n\times n}$, the following inequalities are well known:
$$(\det(A+B))^{1/n} \geq (\det A)^{1/n} + (\det B)^{1/n} $$
and
$$\det(A+B+C) + \...
17
votes
1
answer
2k
views
Hlawka inequality for determinants of positive definite matrices
It is mentioned here that if $A, B, C\in M_{n}(\mathbb C)$ are positive semidefinite, then $$\det (A+B+C)+\det C\ge \det (A+C)+\det (B+C)$$ (quoted from this article) and the special case ($C=\bf 0$) $...
5
votes
1
answer
4k
views
Determinant of a sum of two matrices (one dominating the other)
Let $A$ and $B$ be two $n \times n$ real matrices such that:
$\forall i, j: a_{ij} \geq 0, b_{ij} \geq 0$
let $a_\max$ be the largest entry of $A$ and $b_\min$ be the smallest nonzero entry of $B$; ...