All Questions
Tagged with linear-algebra inequalities
176 questions
0
votes
1
answer
121
views
Inequality for commuting hermitian operators
Let $p_1$ and $p_2$ be a complete system of orthogonal projections on $R^n$, $n\geq 2$ (i.e., $p^2_i=p_i=p^*_i$ and $p_1+p_2=\bf{1}$) and $S_1,S_2$ be two commuting hermitian operators on $R^n$ (i.e., ...
- 73
3
votes
0
answers
57
views
Maximizing a Gaussian quadratic form
Let $u$ denote a fixed unit vector in $\mathbb{R}^n$ and $g$ a standard Gaussian vector (in $\mathbb{R}^n$).
Consider the map
$$
f_n(X) = \mathbb{E} \langle (X^{-1} + gg^T)^{-1} u, u\rangle,
$$
...
- 380
0
votes
0
answers
68
views
Inequality between product of companion matrices and power of Pisot number
Let $d\geqslant 2$ be an integer and consider a convergent sequence of "companion" matrices
$$A_k := \begin{pmatrix}
a_{k,1} & a_{k,2} & \cdots & a_{k,d} \\\
& ...
- 101
1
vote
0
answers
80
views
Inequality involving random vectors and absolute values
Let $\mathbb{X}, \mathbb{Y} \subset \mathbb{R}^d$ be finite sets. Suppose random vectors $X \in \mathbb{X}$ and $Y \in \mathbb{Y}$ are sampled according to a joint distribution $\mathbb{P}_{XY}$. ...
2
votes
2
answers
127
views
Optimizing a matrix quadratic form with respect to Loewner order
Fix integers $1 \leq k \leq n$. Let $P \in \mathbb{R}^{n \times k}$ be such that $P^T P$ has full rank.
Let $\mathcal{X}$ denote the set of unit trace, real $n \times n$ symmetric positive ...
- 380
15
votes
1
answer
649
views
On minimal eigenvalue
Is it true that $\min\left(\lambda_{\min}(M_{12}),\lambda_{\min}(M_{13}),\lambda_{\min}(M_{23})\right) \le \frac{7}{20}$ where $M_{ij}$ is the matrix obtained by selecting the entries at the ...
- 178
3
votes
1
answer
327
views
Derivative norm estimates
Assume $\Phi$ is some diffeomorphism of a certain manifold. Let $\Phi^{-1}$ denote the inverse map and let $(D\Phi)^{-1}$ denote the matrix inverse of $D\Phi$.
QUESTION. Does this norm estimate hold? ...
- 43.2k
2
votes
1
answer
173
views
Maximizing a quadratic form involving a trace-bounded positive definite matrix?
$\newcommand{\tr}{\mathrm{tr}}$Suppose $P, Q$ are two real, symmetric positive definite matrices and $v$ a nonzero unit vector.
Consider
$$
f(X) = v^T(P + X^{-1})^{-1} v + v^T(Q + X^{-1})^{-1} v.
$$
...
- 380
1
vote
1
answer
153
views
How to solve for bounds restricting ${\Sigma}$ to symmetric-positive-semi-definiteness?
Scenario
I have a equation for a covariance matrix ${\Sigma}$ where everything but a vector of correlations is known aka $x=(x_{1}, \dots, x_{D})$ for $x_{i}\in [-1, 1]$.
Problem
I know that ${x}$ ...
3
votes
0
answers
118
views
A matrix-valued analogue of a classical inequality
Let $p \geq 4$ be an even integer. In the study of variational problems in $W^{1, p}$, it is handy to know that for $a, b \in \mathbb R^d$,
$$|a - b|^p \leq 2^{p - 1} (|a|^{p - 2} + |b|^{p - 2}) |a - ...
- 708
0
votes
1
answer
158
views
Techniques for bounding the operator norm of the expectation of random matrix?
Let $\mu$ be a distribution on the unit sphere in $\mathbb{R}^n$. Let $u \sim \mu$ and consider the random matrix
$$
A = I_n - uu^T.
$$
Question: What techniques are available to provide (reasonably ...
- 380
5
votes
1
answer
429
views
Lower bound for the rank of the sum of $n$ matrices
I found a mathematical note by George Marsaglia entitiled "Bounds for the rank of the sum of two matrices", where he proves the following result.
Let $A_1$ and $A_2$ be two complex matrices ...
- 5,215
2
votes
0
answers
160
views
An "almost" true inequality for Hermitian matrices
Let $A$ be an $N\times N$ Hermitian matrix. For $p+q$ even, consider the following inequality:
$$\frac{1}{N}\sum_{i=1}^N (A^p)_{ii} (A^q)_{ii} \geq \Big(\frac{1}{N}\sum_{i=1}^N (A^p)_{ii} \Big) \Big(\...
- 593
2
votes
1
answer
187
views
Maximum of $\sum_{n=1}^N z^T X(P_n X + I)^{-1}z$ over unit trace, positive semidefinite matrices?
Let $z$ denote a unit vector.
Fix a finite collection of positive semidefinite matrices $\mathcal{P}$.
Define the function and set
$$
f_{\mathcal{P}}(X) = \sum_{P \in \mathcal{P}} z^T X(PX + I)^{-1} z,...
- 380
2
votes
0
answers
80
views
Inequality involving minors of an orthogonal matrix
Fix $n \geq 3$ and take any orthonormal vectors $x,y,z \in \mathbb{R}^n$. Let also $A \in M_n(\mathbb{R})$ be a symmetric matrix with positive entries ($A_{ij} = A_{ji} > 0$). Is the following ...
- 21
5
votes
0
answers
169
views
Is there a sharper Golden–Thompson inequality?
For any two Hermitian matrices $A$ and $B$, the Golden–Thompson inequality
$$\mathrm{Tr} (e^A e^B) \geq \mathrm{Tr} \, e^{A + B}$$
holds, and it is known to be a strict inequality whenever $[A, B] \...
- 51
5
votes
1
answer
304
views
Recover unknown vector through shifted argmax queries
$\DeclareMathOperator*{\argmax}{arg\,max}$
I am interested in finding an efficient algorithm for the following problem:
Let $x \in [0,1]^n$ be some vector, with $x_n = 1$.
We want to recover $x$, ...
- 167
5
votes
1
answer
510
views
A potential new norm for matrices and Horn's inequalities
I am investigating a function defined in terms of the singular values of matrices. Initially, I simplified the problem by focusing on the eigenvalues of $2 \times 2$ Hermitian, positive-definite ...
6
votes
1
answer
519
views
Cauchy-Schwarz-like inequality with a power $p$ term
We set :
$\phi_1, \phi_2 : \mathbb{R} \to \mathbb{R}^M$ with compact support
$\theta \in \mathbb{R}^M$ non-zero, $\theta_{p-1} = (\operatorname{sign}(\theta_i)|\theta_i|^{p-1})_{1 \leq i \leq M} \in \...
- 121
5
votes
2
answers
318
views
An inequality problem 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 $<0$. Let $a$ be a column $n\times1$ matrix such ...
- 128k
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
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
0
votes
0
answers
177
views
Given optimality of L1 norm, prove that absolute value of sum of a vector with proper sign is less than 1?
Problem:
Given a domain $\mathcal{D}\subset\mathbb{R}^{l}$, we can find $l$
points $\boldsymbol{v}_{i}\in\mathcal{D}$, $i=1,\cdots,l$. Each
point is a column vector with dimension $l\times1$. They ...
- 1
8
votes
1
answer
412
views
Big triples in a matrix
Consider an $n\times n$ real matrix $A=(a_{ij})$ with non negative entries. Assume that
- the sum of the three largest entries in each row is a constant $R$ (the same for all rows),
- the sum of the ...
- 5,103
3
votes
0
answers
105
views
Techniques for solving linear inequalities
For $n$ real variables $x_1, \ldots, x_n$, I have a bunch of inequalities of form $2 x_i > x_j + x_k$ or $2 x_i < x_j + x_k$, where $i,j,k$ are distinct. My goal is to determine whether this set ...
- 231
0
votes
1
answer
115
views
Approximation for an expectation expression
Let $\mathbf{x} \in \mathbb{C}^M$ is an unknown distributed random vector (certainly not gaussian), and matrix $\mathbf{A}\in \mathbb{C}^{M \times M}$ which is fix (known). Also, assume we know the ...
- 25
1
vote
1
answer
1k
views
Bound on the trace of inverse matrix
Suppose $A$ is a positive semi-definite matrix and we can bound its trace as $l \le tr(A) \le L$. I am wondering if it is possible to find the upper and lower bounds on the trace of $A^{-1}$ based on $...
- 111
6
votes
3
answers
938
views
Proof of a matrix implication
If $A = \begin{bmatrix} x & 1\\ y & 0\end{bmatrix}, B = \begin{bmatrix} z & 1\\ w & 0\end{bmatrix}$, for $x,y,z,w \in \Bbb{R}$.
I have observed by considering many examples of $x,y,z,...
- 51
1
vote
1
answer
140
views
Finding an analytical upper bound on linear transform of matrix
Given a (real) positive semi-definite matrix $\underline M$ (with all elements of the principal diagonal equal to $1$) and a transformation $T:\underline A\to \underline A + \alpha \underline D$, with ...
- 111
6
votes
2
answers
455
views
An elementary inequality of operators
Suppose $a,b$ are two positive-definite linear operators on (say) $\mathbb R^n$. For $p\in(0,1)$, do we then have $(a+b)^p\leq a^p+b^p$ (with respect to the Loewner order)?
- 61
1
vote
0
answers
134
views
Are these $L_2$-spectral radii approximations strictly increasing whenever $(A_1,\dots,A_r)$ has no non-trivial irreducible subspace?
If $X$ is a complex matrix, then let $\overline{X}=(X^T)^*=(X^*)^T$ (this means that $\overline{X}$ is the matrix obtained by replacing every entry in $X$ with its complex conjugate), and let $\rho(X)$...
2
votes
0
answers
97
views
Fractional reverse direction Cauchy-Schwarz inequality
If $Z_1,\dots,Z_r$ are complex $m\times m$-matrices, then let $\Phi(A_1,\dots,A_r):M_m(\mathbb{C})\rightarrow M_m(\mathbb{C})$ be the linear mapping defined by $\Phi(A_1,\dots,A_r)(X)=A_1XA_1^*+\dots+...
1
vote
0
answers
103
views
Is the rank preserved when the spectral radius is maximized?
If $A$ is a matrix, then let $\rho(A)$ denote the spectral radius of $A$. If $A=(a_{i,j})_{i,j}$, then let $\overline{A}=(\overline{a_{i,j}})_{i,j}$.
Suppose that $A_1,\dots,A_r\in M_{n}(\mathbb{C})$ ...
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 ...
- 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 ...
- 75
2
votes
1
answer
174
views
Gradient of a convex function on $\mathbb{R}^d$, maximum on hypercubes bounded by values in corners?
Let $f : \mathbb{R}^d \rightarrow \mathbb{R}$ be infinitely often continuously differentiable and convex.
For $d = 1$, we know that for any interval $[a, b]$, it holds for $x, y \in [a, b]$ that
$$
(f'...
- 1,095
3
votes
2
answers
840
views
An inequality for the spectral radius of block matrices
Let $d,m$ be positive integers. Suppose that $A_{i,j}$ is a $d\times d$-matrix with real entries whenever $i,j\in\{1,\dots m\}$.
Let $A$ be the $dm\times dm$ matrix that can be written as a block ...
3
votes
1
answer
252
views
Is $\rho(X_1\dots X_r)^{2/r}\leq \frac{d}{r}\cdot\rho(X_1\otimes X_1+\dots+X_r\otimes X_r)$ for $d\times d$-real matries $X_1,\dots,X_r$?
Let $\rho(A)$ denote the spectral radius of a square matrix $A$. Let $r,d$ be positive integers. Let $X_1,\dots,X_r$ be $d\times d$-real matrices. Then do we necessarily have $$\rho(X_1\dots X_r)^{2/r}...
1
vote
1
answer
88
views
Are these $L_2$-spectral radii approximations strictly increasing?
Suppose that $V$ is a finite dimensional complex Hilbert space. Let $L(V)$ denote the collection of all linear mappings from $V$ to $V$. Let $A_1,\dots,A_r:V\rightarrow V$ be linear operators. Then ...
1
vote
0
answers
65
views
A question about an inequality for hafnians of some special matrices
Let $S$ by a complex symmetric $2m$ by $2m$ matrix. Let $\sigma$ be the $2m$ by $2m$ matrix which is the direct sum of $m$ copies of the following matrix:
$$ \begin{pmatrix} 0 & 1 \\ 1 & 0 \...
- 5,215
0
votes
1
answer
118
views
Proving maximum value of a determinant of $I - B$, where $B$ is nonnegative matrix
I have the following setting:
Let $0 \leq r < 1$ and let $\{z_i\}_{i=1}^k$ be $k$ complex numbers such that $|z_i| \leq r$ for all $i$.
Moreover, $r + \sum_{i=1}^k 2Re(z_i) \geq 0$
I am interested ...
- 59
0
votes
1
answer
199
views
Prove that $(v^Tx)^2-(u^Tx)^2 < 1-(u^Tv)^2$ for any unit vectors $u$, $v$, $x$
Let $u,v,x \in \mathbb R^d$ be three unit vectors. I found a very complicated proof that $(v^Tx)^2-(u^Tx)^2 \leq 1-(u^Tv)^2$.
That is $\lVert uu^T-vv^T\rVert^2_2 = 1-(u^Tv)^2$, or that $f(v,x)\leq f(v,...
- 143
1
vote
1
answer
232
views
How many inequalities do I need to ensure a unique solution?
Suppose it is given that there exists a ‘strictly positive’ vector $\vec x \in (0,1)^k$, which lies on the probability simplex $\sum_i x_i = 1$. What is the least number of inequalities of the form $\...
- 113
3
votes
1
answer
71
views
Minoration of linear forms
In the book Number Theory IV from Parshin, one can find this statement (precisely at p. 215) with the comment "it is easy to see that...":
Let $a_{ij}$ ($1\le i,j\le m$) be complex numbers ...
- 3,998
5
votes
0
answers
835
views
Gershgorin's 2nd theorem (disjoint circles): elementary proof?
Let $A \in \mathbb{C}^{n\times n}$ be a complex matrix. We let $a_{i,j}$ be the $\left(i,j\right)$-th entry of $A$ for all $i, j \in \left[n\right]$ (where $\left[n\right]$ denotes $\left\{1,2,\ldots,...
- 33.8k
3
votes
1
answer
428
views
Minimum upper bound for sum of the entries of the inverse covariance matrix
Let $x \in \mathbb{R}^n$ and $k$ is RBF kernel
$$k(x, x') := \exp \left(-\frac{\|x-x'\|^2}{2\sigma^2}\right)$$
and let $\mathbf{K}$ be the following $n \times n$ covariance matrix
$$\mathbf{K} = \...
8
votes
1
answer
531
views
How large can the dimension of a 'Span of powers of a finite field basis' be?
Let $p$ be a prime. For finite field $\mathbb{F}_{p^k}$ and $d\in\mathbb{Z}^+$, I am considering the following quantity, where we interpret the field $\mathbb{F}_{p^k}$ also as a $\mathbb{F}_p$-vector ...
- 89
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
3
votes
1
answer
798
views
Upper bound for $|y^TAyx^TAx - (x^TAy)^2|$ where A is PSD?
Let $x, y$ be vectors in $\mathbb{R}^n$ and $A \in \mathbb{R}^{n \times n}$ is a PSD matrix.
I would like to bound
$$|y^TAyx^TAx - (x^TAy)^2| \leq ?$$
for a fixed $A, x$ with a varying $y$. For ...
- 33
3
votes
2
answers
469
views
The direction that gets me closest to a given point in $\mathbb{R}^n$
Let $p \in \mathbb{R}^{n}$ and $p=\lambda_1 e_1+...+\lambda_n e_n$ where $e_i$ are standard basis vectors then if I want to find the component along which I can get closest to the point $p$ then it ...
- 65