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1 vote
2 answers
86 views

Entrywise $\infty$-norm of squared difference of square roots of matrices

For a positive $n \times n$ definite real matrix $M$ we denote by $\sqrt{M}$ the positive square root of $M$. For an $n \times n$ matrix $A$ denote its entrywise infinity norm by $$\|A\|_{\infty,\...
9 votes
2 answers
1k views

$2$-norm distance between square roots of matrices

Suppose two square real matrices $A$ and $B$ are close in the Schatten 1-norm, i.e. $\|A-B\|_1=\varepsilon$. Can this be used to put a bound on the Schatten 2-norm distance between their square roots. ...
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{...
4 votes
2 answers
222 views

Bound on sum of $n$th super-diagonal entries in a $2n$ by $2n$ PSD matrix

Let $A,B,C\in\mathbb{R}^{n\times n}$ be such that $\left(\begin{array}{} A & B \\ B^T & C \end{array}\right)\succeq 0$. I would like to prove that $$\mathrm{trace}\,B \le \sum_{i=1}^n \sqrt{\...
1 vote
0 answers
55 views

On the Lowener-Heinz inequality

I know that for two symmetric positive semi-definite (non-diagonal) matrices $A,B$, the inequality asserts that the following does not hold for all $p > 1$ $$A \succeq B \succeq 0 \Rightarrow A^p \...