All Questions
Tagged with linear-algebra inequalities
176 questions
1
vote
0
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63
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The relationship of deteminant of a matrix and its diagonol block matrix?
I am trying to prove an inequality that :
$$
\operatorname{det} \Sigma_{V \mathrm{~V}}<\prod i \operatorname{det}\left(\Sigma_{V_{i} V_{i}}\right)
$$
Where
$$
\Sigma_{V V}=\left[\begin{array}{ccc}
\...
- 11
2
votes
0
answers
66
views
Minimizing a certain norm of the identity operator on $\mathbb R^2$
$\newcommand\R{\mathbb R}\newcommand\Q{\mathcal Q}$For mutually orthogonal vectors unit vectors $a=[a_1,\dots,a_n]^T$ and $b=[b_1,\dots,b_n]^T$ in $\R^n=\R^{n\times1}$ (so that $n\ge2$) and for all $x=...
- 128k
5
votes
1
answer
332
views
On a certain norm of the identity operator on $\mathbb R^2$
$\newcommand\R{\mathbb R}\newcommand\Q{\mathcal Q}$For mutually orthogonal vectors unit vectors $a=[a_1,\dots,a_n]^T$ and $b=[b_1,\dots,b_n]^T$ in $\R^n=\R^{n\times1}$ (so that $n\ge2$) and for all $x=...
- 128k
1
vote
0
answers
87
views
Approximation bounds for matrix multiplication
$\DeclareMathOperator{\op}{\mathrm{op}}$Since matrix multiplication is continuous, I expect that if $A_n\to A\in \mathrm{Mat}_{d\times d}(\mathbb{R})$ for the operator-norm and if $x_n\to x$ in $\...
- 5,405
5
votes
1
answer
241
views
Trace inequality under consideration of definiteness
Let $G \in \mathbb{R}^{3 \times 3}$ a symmetric, but indefinite matrix and $U \in \mathbb{R}^{3\times 3}$ a symmetric and positive definite matrix. I would like to prove the inequality
$$ \text{Tr} \...
- 51
3
votes
0
answers
155
views
Frobenius inner product of a zero line-sum matrix and a doubly stochastic matrix
Let $A$, $B$ be two $n\times n$ real matrices.
Let $A$ be a zero line-sum matrix where each row sum and each column sum equals zero, i.e., $$\sum_{i=1}^{n}a_{ij}=\sum_{j=1}^{n}a_{ij}=0 $$ (it seems ...
- 71
11
votes
1
answer
1k
views
A square root inequality for symmetric matrices?
In this post all my matrices will be $\mathbb R^{N\times N}$ symmetric positive semi-definite (psd), but I am also interested in the Hermitian case. In particular the square root $A^{\frac 12}$ of a ...
- 5,380
6
votes
1
answer
446
views
Matrix inequality : trace of exponential of Hermitian matrix
I want to know whether the following inequality holds or not.
\begin{align}
(\mathrm{Tr}\exp[(A+B)/2])^2\leq(\mathrm{Tr}\exp A)(\mathrm{Tr}\exp B)\tag{1}
\end{align}
where $A, B$ are Hermitian ...
- 73
4
votes
0
answers
457
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Inequalities for trace/eigenvalues of product of multiple 2x2 matrices
Consider the matrix product $\prod_i^n A_i$,
where each $A_i$ is a $2\times2$ matrix having the form $A_i = \left( \begin{smallmatrix} \lambda + \alpha_i & -\beta_i \\ 1 & 0\end{smallmatrix}\...
- 695
3
votes
1
answer
421
views
Inequality for $AB + BA$ when $A,B\geq0$, reference request
Let $A,B\geq0$ be positive semidefinite matrices of arbitrary size $n\times n$. Denote by $\alpha$ and $\beta$ their largest eigenvalues.
It is well-known that the eigenvalues of the expression $AB +...
- 219
2
votes
0
answers
106
views
Connections between eigenvalues of $B$ and $A+iB$
Consider two symmetric and real matrices $A,B\in\mathbb{R}^n$ and definie $A+iB$. Note that $A+iB$ is not hermitian in this case. There are many results based on Brendixson and Courant-Fischer, saying,...
- 21
5
votes
1
answer
274
views
Precise probability that $m$ random vectors in $n$ dimensional space are nearly-orthogonal
Consider $m$ vectors $v_1,\dots,v_m$ in $\mathbb R^n$, drawn uniformly and independetly from unit sphere. It is pretty straightforward from Chebyshev inequality that
$$
\mathrm P (\forall i\ne j \ |...
- 331
2
votes
0
answers
75
views
Case of equality in entrywise spectral radius bound
Let $A,B$ denote square matrices such that $\lvert A_{ij}\rvert\le B_{ij}$ for all $i,j$, and denote the spectral radius by $\rho$. From the Gelfand spectral radius formula it is easy to see that
$$\...
- 623
1
vote
1
answer
607
views
Hanson-Wright inequality with random matrix
I'm interested in bounding the tail probabilities of a quadratic form
$x^t A x$ where $x\in \mathbb{R}^n$ is a sub-Gaussian vector with independent entries. $A\in \mathbb{R}^{n\times n}$ is a matrix. ...
- 31
10
votes
1
answer
630
views
Minimum distance of a symmetric matrix to diagonal matrices
Let $A=(a_{ij})$ be an arbitrary $n \times n$ real symmetric matrix and $n\geq 2$. Let $\| \cdot \|$ denote the operator $2$-norm or equivalently the maximum absolute value of eigenvalues for ...
- 4,484
4
votes
0
answers
144
views
A Pythagorian inequality characterization of inner-product spaces
Let $(X,\|\cdot\|)$ be a real normed space. For any points $A$ and $B$ in $X$, let $AB:=\|A-B\|$. Suppose that for any points $A$ and $B$ in $X$ and any straight line $\ell\subseteq X$ such that $B\...
- 128k
2
votes
3
answers
216
views
Equivalence of operators
let $T$ and $S$ be positive definite (thus self-adjoint) operators on a Hilbert space.
I am wondering whether we have equivalence of operators
$$ c(T+S) \le \sqrt{T^2+S^2} \le C(T+S)$$
for some ...
- 23
1
vote
0
answers
422
views
Integral of matrix determinant with respect to Lebesgue measure
$\newcommand\norm[1]{\lVert#1\rVert}
\newcommand\opnorm[1]{\norm{#1}_{\text{op}}}
\newcommand\Frnorm[1]{\norm{#1}_{\text F}}$Define
\begin{align*}
S_t=\{
(A,B)\in\mathbb{R}^{n\times n}\times\...
- 1,495
1
vote
1
answer
360
views
Unitary condition
I came across the following while doing some related proof;
It seems easy to prove. $\quad$
We are in ${\mathbb{M}}_n(\mathbb{C})$, $n>1$:
$1$) Given a unitary $n\times n$ matrix $U$, there is ...
- 785
-1
votes
1
answer
330
views
Holder inequality for a general rectangular matrix
Let $A \in \mathbb{R}^{m\times n}$ and $p,q \in \mathbb{R}^{+}$ such that $\frac{1}{p}+\frac{1}{q}=1$. I am interested to prove the following:
$$ \|A\|_{p}=\|A^T\|_q$$
I have tried using Holder ...
3
votes
2
answers
375
views
Inequality for 0-1 matrices
Given an $n \times n$-matrix $A$ with entries only $0$ or $1$ and determinant equal to $\pm 1$. Define the magnitude $M_A$ of $A$ as the sum of all entries of the inverse of $A$.
Question 0: Do we ...
- 26.5k
6
votes
1
answer
840
views
Quantum inspired matrix inequality
While mimicking the union bound in quantum systems, we land on the following conjecture but don't know how to prove this. Given any complex-valued $n\times m$ matrix $A$. A sub-matrix of $A$ is ...
- 181
8
votes
1
answer
678
views
Inequality involving tensor product of orthonormal unit vectors
Let $e_1,...,e_r$ be the first $r$ standard basis of $\mathbb{R}^n, r<n$. Let $u_1,...,u_n$ be another orthonormal basis of $\mathbb{R}^n$. Let $\otimes$ be the tensor product on $\mathbb{R}^n$ and ...
- 1,495
5
votes
1
answer
644
views
A conjecture about the submatrix of orthogonal matrix
Let $U$ be an $n\times n$ orthogonal matrix, i.e. $U\in\mathbb{R}^{n \times n}$. For any non-empty ordered sets $S_1,S_2\subset\{1,2,...,n\}$, define $U_{S_1S_2}$ to be an $|S_1|\times|S_2|$ submatrix ...
- 1,495
1
vote
1
answer
475
views
Sufficient conditions for a system of linear inequalities to admit a solution
I am looking for sufficient conditions such that a system of linear inequalities of the type $A x >0$ admits a non-negative solution $x \in \mathbb{R}^n_+$. I know a few properties of the $m \times ...
- 355
8
votes
0
answers
413
views
Eigenvalues of cyclic stochastic matrices
Let's consider the following $n \times n$ cyclic stochastic matrix
$$ M= \begin{pmatrix}
0 & a_2 & & & &b_n \\\
b_1 & 0& a_3& &&& \\\
& b_2 & ...
- 181
4
votes
0
answers
166
views
Sum of eigenvalues is nonpositive
Let $A$ be a symmetric positive semidefinite $n \times n$ matrix. How can I show that the sum of the largest $n-k+1$ eigenvalues of $A - k\cdot \textrm{diag}(A)$ is nonpositive, for any $k \in \{1, \...
- 41
4
votes
1
answer
413
views
Lipschitz property of matrix function only depending on singular values
Let $f$ be a function from $\mathbb{R}^{n\times n}$ to $\mathbb{R}$ such that there exists another symmetric function $g$ (invariant under permutation of coordinates) from $\mathbb{R}^{n}$ to $\mathbb{...
- 1,495
9
votes
2
answers
912
views
A Matrix Inequality for positive definite matrices
Let $X$ and $Y$ be positive semi-definite self-adjoint complex matrices of same finite order. The, is it true that $|X-Y|\leq X+Y$ where for any matrix $A$, $|A|$ is defined to be $|A|:=(A^*A)^{\frac{...
- 1,879
3
votes
1
answer
518
views
An inequality on elementary symmetric polynomial of eigenvalues
For $A \in \mathbb{R}^{n\times n}$, I am wondering if the following inequality holds,
$$\text{tr}(A)^2 - \text{tr}(A^2) \leq ||A||_*^2 - ||A||_F^2$$
This is equivalent to the following inequality on ...
- 119
1
vote
1
answer
1k
views
Inequality for the operator norm of a product of matrices
I am working with a product of $n\times n$ matrices $A_1,\ldots,A_k$. Under which conditions can I assume that
$$\|A_1\cdots A_k\|_\infty \leq \|A_1\cdots \hat{A_i}\cdots A_k\|_\infty \|A_i\|_\infty,...
- 449
4
votes
3
answers
328
views
Question about an inequality described by matrices
Let $A=(a_{ij})_{1 \le i, j \le n}$ be a matrix such that $\sum_\limits{i=1}^{n} a_{ij}=1$ for every $j$, and $\sum_\limits{j=1}^n a_{ij} = 1$ for every $i$, and $a_{ij} \ge 0$. Let
$$\begin{equation}
...
- 1,168
16
votes
0
answers
488
views
An inequality for matrix norms
Working on a problem in combinatorics I come up with the following inequality on matrix norms, which I checked it also numerically:
Let $A=(a_{ij})$ be a real symmetric $n\times n$ matrix with ...
- 4,484
6
votes
1
answer
487
views
Intuitive proof of Golden-Thompson inequality
Sutter et al. [1] in their paper "Multivariate Trace Inequalities" give an intuitive proof of the following Golden-Thompson inequality:
For any hermitian matrices $A,B$:
$$
\text{tr}(\exp{(A+B)}) \...
- 163
9
votes
3
answers
916
views
Matrix determinant inequality proof without using information theory
Let $A$ be a $k \times n$ orthogonal matrix; i.e., $AA^T = I_{k \times k}$. For $1 \leq j \leq n$, let the squared norm of the $j$-th column of $A$ be denoted by $\alpha_j^2$; i.e.,
$$\sum_{i=1}^k a_{...
- 1,034
8
votes
1
answer
485
views
An inequality related to Riesz–Thorin theorem, determinants and $L_p$ norm
Let $a, b, c \in \mathbb{R}^n$ , $p \in [1, +\infty)$, prove that
$$\left( \sum_{1\leq i < j <k \leq n} \left| \det\left(\begin{matrix} a_i & b_i & c_i \\
a_j & b_j & c_j \\
...
- 563
26
votes
2
answers
1k
views
Symmetric strengthening of the Cauchy-Schwarz inequality
In this great question by Nathaniel Johnston, and in its answers, we can learn the following remarkable inequality: For all $v,w \in \mathbb{R}^n$ we have
\begin{align*}
\|v^2\| \, \|w^2\| - \langle ...
- 12.5k
51
votes
2
answers
5k
views
A strengthening of the Cauchy-Schwarz inequality
Suppose $\mathbf{v},\mathbf{w} \in \mathbb{R}^n$ (and if it helps, you can assume they each have non-negative entries), and let $\mathbf{v}^2,\mathbf{w}^2$ denote the vectors whose entries are the ...
- 6,351
3
votes
1
answer
321
views
Linear difference inequality
It is well known how to find a solution for the following linear difference equation
$$h_{m} = h_{m-1} + a \cdot h_{m-2}$$
Finding the roots $r_1$ and $r_2$ of $r^2 - r - a$, we have that the ...
- 33
9
votes
1
answer
534
views
Well known matrix inequality?
I suspect that the following matrix inequality is well known, but I can't find a reference or proof:
Given $n \times n$ symmetric matrices $A,B$ such that $I_n \leq A,B$, is the following true?
$${...
- 1,211
2
votes
1
answer
2k
views
An upper bound for a vector with given norm 1 and norm 2
Suppose $X = (x_1, \ldots , x_n)$ is given and we know that $x_i$'s are nonnegative, $\sum_{i=1}^n x_i = n$ and $\sum_{i=1}^n x_i^2 = m $. Just by this information, is it possible to find a vector ...
- 228
8
votes
1
answer
290
views
Distance from nonnegativity of some orthonormal vectors
Suppose that $1 < k < n$. Does there exist a constant $\beta > 0$, such that for every $k$ orthonormal vectors $f_1,\ldots,f_k \in \mathbb R^n$,
there exist $k$ orthonormal vectors with ...
- 1,991
8
votes
0
answers
577
views
A rank inequality
Suppose
$$M := \begin{bmatrix}
M_{11} & \cdots &M_{1d} \\
\vdots & \ddots & \vdots \\
M_{d1} & \cdots & M_{dd}
\end{bmatrix}$$
is a $d \times d$ block matrix such that
$$M_{...
- 500
8
votes
0
answers
492
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?
$$\det(C+ xA) \det(C-xA) \le (\det C)^2$$
- 99
5
votes
0
answers
586
views
A minimal eigenvalue inequality
Suppose $A$ is an $n\times n$ real symmetric positive definite matrix. Let $A^{(-1)}_{i,j}$ be the $n\times n$ matrix the entries $(i,i),\,(i,j),\,(j,i),\,(j,j)$ of which equal to the corresponding ...
- 2,239
1
vote
1
answer
1k
views
Inequality between the singular values for a sum of two matrices
For two complex matrices $A,B \in \mathbb{C}^{n\times m}$ how to prove that:
\begin{equation}
\overline{\sigma}(B-A) \ge \underline{\sigma}(B) - \underline{\sigma}(A)
\end{equation}
where $\underline{...
4
votes
1
answer
256
views
An elementary inequality for graph Laplacians
Let $G$ be an arbitrary graph on $n$ vertices and $\mathcal L$ be its Laplacian.
I need to show that
\begin{equation}\tag{$*$}
\langle \mathcal Lx,\mathcal L(|x|^{p-2}x)\rangle_{\mathbb R^n}\ge 0\...
- 3,388
0
votes
1
answer
75
views
Equivalent linear inequalities system - Coefficients bound?
Just having some difficulties with this system of inequalities...
We know E is a system of m linear inequalities of the form:
a1,1x1+ ··· +a1,nxn ≤ b1
...
am,1x1+ ··· +am,nxn ≤ bm
And E' an ...
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(\...
- 1,748
10
votes
1
answer
615
views
A curious determinantal inequality I
Let $A, B$ be Hermitian matrices. Does the following hold?
$$\det(A^{2}+B^{2}+|AB+BA|)\leq \det(A^{2}+B^{2}+|AB|+|BA|)$$
As usual, $|X|=(X^*X)^{1/2}$. Clearly, quantities on both sides are no less ...
- 1,748