All Questions
Tagged with linear-algebra inequalities
28 questions
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 $n$-...
- 541
3
votes
1
answer
252
views
Is $\rho(X_1\dots X_r)^{2/r}\leq \frac{d}{r}\cdot\rho(X_1\otimes X_1+\dots+X_r\otimes X_r)$ for $d\times d$-real matries $X_1,\dots,X_r$?
Let $\rho(A)$ denote the spectral radius of a square matrix $A$. Let $r,d$ be positive integers. Let $X_1,\dots,X_r$ be $d\times d$-real matrices. Then do we necessarily have $$\rho(X_1\dots X_r)^{2/r}...
3
votes
2
answers
840
views
An inequality for the spectral radius of block matrices
Let $d,m$ be positive integers. Suppose that $A_{i,j}$ is a $d\times d$-matrix with real entries whenever $i,j\in\{1,\dots m\}$.
Let $A$ be the $dm\times dm$ matrix that can be written as a block ...
51
votes
2
answers
5k
views
A strengthening of the Cauchy-Schwarz inequality
Suppose $\mathbf{v},\mathbf{w} \in \mathbb{R}^n$ (and if it helps, you can assume they each have non-negative entries), and let $\mathbf{v}^2,\mathbf{w}^2$ denote the vectors whose entries are the ...
- 6,351
10
votes
2
answers
7k
views
Bounding the trace of a matrix product by the operator norms; generalized Hölder inequality?
$\DeclareMathOperator\Tr{Tr}$Let $A_i$ with $i=1,\dotsc,N$ and $p$ be real $M\times M$ matrices.
Further, let $p$ be positive definite, i.e., $p\succ 0$, with $\Tr(p)=1$. Let $0< a_i<1$ and $\...
- 103
8
votes
1
answer
2k
views
A spectral inequality for positive-definite matrices
Question. Given a positive-definite $n \times n$ matrix $A = (a_{ij})$ with eigenvalues
$$
\lambda_1 \leq \cdots \leq \lambda_n ,
$$
is there a sharp upper bound for the product $\lambda_2 \cdots \...
- 13.5k
4
votes
1
answer
977
views
Ratio sum comparison on operators
It is known by the Lidskii inequality, that $\sum_{i=1}^n \left|s_i(S)-s_i(T)\right|\le\sum_{i=1}^n s_i(S+T)$,
where $s_i(S)$ is the $i$-th singular value of $S$.
How would one prove that
$$\sum_{i=1}^...
- 41
35
votes
3
answers
4k
views
A curious determinantal inequality
In my study, I come across the following curious inequality, which I do not know a proof yet (so I am asking it here).
Let $A, B$ be $n\times n$ (Hermitian) positive definite matrices. It is very ...
- 1,748
19
votes
1
answer
856
views
A possible extension of a determinant inequality
It is well known that if $A, B$ are positive semidefinite matrices, then $$\det (A+B)\ge \det A+\det B.$$
I am considering a possible extension of this result. Let $\mathbb{M}_m(\mathbb{M}_n)$ ...
- 1,748
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 ($C=\bf 0$) $...
- 13.4k
15
votes
1
answer
649
views
On minimal eigenvalue
Is it true that $\min\left(\lambda_{\min}(M_{12}),\lambda_{\min}(M_{13}),\lambda_{\min}(M_{23})\right) \le \frac{7}{20}$ where $M_{ij}$ is the matrix obtained by selecting the entries at the ...
- 178
13
votes
1
answer
1k
views
An inequality for the spectral radius of matrices used by J. Bochi
I am interested in the history of an inequality for the spectral radius of a $d\times d$ real or complex matrix, which occurs in Jairo Bochi's 2002 article Inequalities for numerical invariants of ...
- 6,206
12
votes
0
answers
218
views
Which ordering of factors is needed to obtain this kind of determinantal inequalities?
Let $A$ and $B$ be $n\times n$ Hermitian positive definite matrices. The curious determinantal inequality given here, which can be stated as $$\det (A^{4}+ ABBA+BAAB+B^{4})\ge\det(A^{4}+ AABB+BBAA+B^{...
- 13.4k
10
votes
1
answer
3k
views
Reverse Minkowski (and related) Determinant Inequalities
For positive semidefinite matrices $A,B,C \in \mathbb{R}^{n\times n}$, the following inequalities are well known:
$$(\det(A+B))^{1/n} \geq (\det A)^{1/n} + (\det B)^{1/n} $$
and
$$\det(A+B+C) + \...
- 716
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
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
$$\left( \sum_{1\leq i < j <k \leq n} \left| \det\left(\begin{matrix} a_i & b_i & c_i \\
a_j & b_j & c_j \\
...
- 563
6
votes
2
answers
2k
views
Tight bound for sum of entries of the inverse of a nonnegative matrix
While playing around with certain non-negative matrices, I got stuck at the following question.
Let $A$ be a strictly positive-definite $n \times n$ matrix ($n \ge 3$), with ones on the diagonal, and ...
- 28.6k
6
votes
1
answer
217
views
An inequality for certain positive-definite matrices
Suppose that $G=(G_{ij})$ is an $n\times n$ positive-definite symmetric matrix with the diagonal entries all equal $1$ and all off-diagonal entries $\le0$. Let $a$ be a column $n\times1$ matrix with ...
- 128k
6
votes
2
answers
476
views
Is there a trace inequality for the product of a sequence of hermitian postive definite matrices?
Let $A$ and $B$ be two Hermitian matrices with positive eigenvalues.
Let $k>0$ be a integer.
Let $P=(P_1,P_2,\dots,P_{2k})$ be a sequence of $k$ $A$s and $k$ $B$s in any given order.
Do we have
${...
- 397
5
votes
1
answer
332
views
On a certain norm of the identity operator on $\mathbb R^2$
$\newcommand\R{\mathbb R}\newcommand\Q{\mathcal Q}$For mutually orthogonal vectors unit vectors $a=[a_1,\dots,a_n]^T$ and $b=[b_1,\dots,b_n]^T$ in $\R^n=\R^{n\times1}$ (so that $n\ge2$) and for all $x=...
- 128k
5
votes
1
answer
474
views
An inequality for certain positive-semidefinite matrices
Suppose that $G=(G_{ij})$ is a positive-semidefinite symmetric matrix with the diagonal entries all equal $1$ and all off-diagonal entries $\le0$. Does it then necessarily follow that
$$\sum_{i,j}(G^5)...
- 128k
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
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
$$ c^- x^\top D x \le x^\top A ...
- 75
3
votes
3
answers
1k
views
a "reverse Hadamard inequality"
Is there an inequality of the form $|\det(A)| \geq F(v_1, \ldots, v_n)$ for a real $n\times n$-matrix $A$ with columns $v_i$, $F \geq 0$?
user19475
3
votes
1
answer
248
views
Log-convexity of conditional variances
Let $K$ be a positive integer and $C$ be any $K \times K$ non-singular matrix. For positive real numbers $q_1, \dots, q_K$, define
$$\Sigma(q_1, \dots, q_K) = CC' + diag(\frac{1}{q_1}, \dots, \frac{1}...
- 765
3
votes
1
answer
735
views
A similar Cauchy-Schwarz inequality with linear-algebra
Let $A$ be matrix in $M_{n}$ (i.e., $n\times n$ complex matrices), and $\|A\|\le 1$, we call it a contraction.
Assume that $A$ and $B$ are contractions such that
$I-AA^*$ and $I-BB^*$ are positive-...
- 4,280
0
votes
0
answers
69
views
Formulas involving traces of products of singular hermitian positive semidefinite $2$ by $2$ matrices
While working on the Atiyah problem on configurations of points, I came across formulas involving products of traces of products of singular hermitian positive semidefinite $2$ by $2$ matrices.
To ...
- 5,215
0
votes
1
answer
199
views
Prove that $(v^Tx)^2-(u^Tx)^2 < 1-(u^Tv)^2$ for any unit vectors $u$, $v$, $x$
Let $u,v,x \in \mathbb R^d$ be three unit vectors. I found a very complicated proof that $(v^Tx)^2-(u^Tx)^2 \leq 1-(u^Tv)^2$.
That is $\lVert uu^T-vv^T\rVert^2_2 = 1-(u^Tv)^2$, or that $f(v,x)\leq f(v,...
- 143