All Questions
Tagged with matrices inequalities
124 questions
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
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
$$\mathrm{trace}\,B \le \sum_{i=1}^n \sqrt{\...
- 392
0
votes
0
answers
189
views
The algebraic connectivity of $P_n$, the path on $n$ vertices does not exceed $\frac{12}{n^2-1}$
The algebraic connectivity of $P_n$, the path on $n$ vertices does not exceed $\frac{12}{n^2-1}$.
Let algebraic connectivity of $P_n$ be denoted by $\mu$. I have proved a result that if $G$ is a ...
- 199
8
votes
1
answer
290
views
Distance from nonnegativity of some orthonormal vectors
Suppose that $1 < k < n$. Does there exist a constant $\beta > 0$, such that for every $k$ orthonormal vectors $f_1,\ldots,f_k \in \mathbb R^n$,
there exist $k$ orthonormal vectors with ...
- 1,991
8
votes
0
answers
576
views
A rank inequality
Suppose
$$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
3
votes
1
answer
160
views
A matrix monotonicity question
Let $X\in\mathbb{R}^{n\times n}$ be a positive semi-definite matrix and $A\in\mathbb{R}^{n\times n}$ be a stable matrix, i.e. a matrix whose eigenvalues are strictly inside the left-half complex plane....
- 2,712
8
votes
0
answers
491
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
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{...
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
2
votes
0
answers
171
views
Bounding the distance between two matrix power sequences
Let $A,B$ be Hermitian matrices so that $0 \le A,B < I$ and also
$(1-\varepsilon)(I-B)\le I - A \le (1+\varepsilon)(I-B)$.
For every $t \in \mathbb{N}$, consider the matrix $A_{t} = \sum_{i=0}^{t}...
- 225
2
votes
1
answer
350
views
Inequality on diagonal entries of a matrix product
Let $A$ and $B$ be two Hermitian matrices and let $D$ be a diagonal matrix.
Does there exist any inequality involving the trace for the diagonal entries $(D A D A D A B)_{i,i}$?
I am looking for ...
- 21
14
votes
2
answers
574
views
A simple but curious determinantal inequality
Let $A$ and $B$ be $n\times n$ Hermitian positive definite matrices and $k>0$ real. Then $A^k$ is well-defined and experimentally, we have $$\det(A^k+BABA^{-1})\geqslant \det(A^k+BA^{-1}BA),$$or ...
- 13.4k
8
votes
1
answer
726
views
A direct proof of a property of symmetric 2x2-determinants
Let $f(a,b,c)=\det\begin{pmatrix}a &b\\ b& c\end{pmatrix}\in\mathbb{R}[a,b,c]$ be the determinant of a $2 \times 2$ real symmetric matrix.
Let $f(x_i,y_i,z_i)\geq 0$, $x_i\geq 0$, $z_i\geq 0$ ...
- 14k
4
votes
1
answer
225
views
$\mathrm{diag}\left[(A+D)^{-1}\right] \ge \left[\mathrm{diag}(A)+D\right]^{-1}$?
Let $A\in\mathbb{R}^{n\times n}$ be a positive semidefinite matrix and $D\in\mathbb{R}^{n\times n}$ be a diagonal positive definite matrix. Let $\mathrm{diag}(X)\in\mathbb{R}^{n\times n}$ denote the ...
- 2,712
1
vote
1
answer
95
views
Is it true that $B \leq I \rightarrow B^2 \leq I$ (or higher powers) for positive semidefinite $B$, mimicking positive scalars? [closed]
If we know that $B \geq 0 $ (positive semidefinite) and that $I-B \geq 0$, is it necessarily true that $I-B^2 \geq 0$?
- 11
3
votes
2
answers
3k
views
Generalized Hölder's inequality for operator (subordinate) norms
While perusing the Matrix norms section of Wikipedia, I came across this generalized version of Holder's inequality.
$$
\|A\|_2^2 \leq \|A \|_1 \|A \|_\infty\,,
$$
where,
$$
\|A \|_p = \max_{\|x\|_p ...
- 35
12
votes
2
answers
4k
views
Prove that matrix is positive definite
I faced a hard question in kernel methods theory, which I can't answer for about one week. Initially it was formulated in terms of positive valued functions, but it could be reformulated easier:
Let $...
user99354
0
votes
0
answers
89
views
Show that a certain ratio of diagonal entries dominates a certain ratio of singular values
Let $D=[d_{ij}]_{i,j=1,\ldots,4}$ be a $4 \times 4$ “density matrix”, that is, a Hermitian (possibly symmetric) positive definite matrix having trace 1—that is, the (nonnegative) diagonal entries sum ...
- 723
8
votes
1
answer
904
views
A generalized log inequality for positive definite trace-one matrices
Let $\{V_i\}_{i=1}^N$ be a set of $n\times m$, $n\geq m$, real matrices of full column rank and let $X=X^\top\in\mathbb{R}^{n\times n}$ be a positive definite trace-one matrix. Moreover, let $A^{1/2}=(...
- 2,712
16
votes
2
answers
2k
views
Bounding the matrix norm of a commutator $[A,B]$ in terms of the norms of $A$ and $B$
The setup is as in this question:
Given a norm $N$ over ${\bf M}_n(\mathbb C)$, it is a natural question to find the best constant $C_N$ such that
$$N([A,B])\le C_N N(A)N(B),\qquad\forall A,B\in{\bf M}...
- 13.4k
2
votes
0
answers
147
views
Is the following inequality true for the norm of Moore-Penrose pseudoinverses?
Let $L$ be a real, positive semi-definite, symmetric, square matrix, with pseudoinverse $L^{+}$. It can be shown for the operator norms $||.||_{op}$ that: if $L$ is invertible and $||I - L||_{op} < ...
- 1,465
15
votes
2
answers
477
views
matrix inequality with orthogonal matrices
I would like to know if for $A,B\in SO(3)$ the inequality
$$
\|AB-BA\|_F\leq \|A-I\|_F\|B-I\|_F
$$
holds, where $\|\cdot\|_F$ denotes the Frobenius norm and $I$ the identity matrix. Using the identity
...
- 883
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
$$\det(A+B+C) + \...
- 716
1
vote
0
answers
55
views
On the Lowener-Heinz inequality
I know that for two symmetric positive semi-definite (non-diagonal) matrices $A,B$, the inequality asserts that the following does not hold for all $p > 1$
$$A \succeq B \succeq 0 \Rightarrow A^p \...
- 11
1
vote
1
answer
178
views
Matrix norm inequality for C*-Algebras [closed]
Let A a $C^*$-Algebra. I have already shown that the maps $Tr, \sigma: M_n(A)\rightarrow A$ given by $Tr((a_{ij})):=\sum_{i}a_{ii}$ and $\sigma\left(\left(a_{ij}\right)\right)=\sum_{i\text{, }j}a_{ij}$...
- 741
2
votes
1
answer
380
views
Bounding entries of the inverse of certain zero-one matrices
It is known that the entries of the inverse of an (invertible) $n \times n$ zero-one matrix $A$ can grow exponentially in $n$. See this MO question:
Bounding the absolute sum of entries of the ...
- 1,081
18
votes
1
answer
1k
views
A curious eigenvalue inequality
Suppose $A, B$ are positive definite Hermitian matrices, $U$ is a unitary matrix such that $AUB$ is Hermitian. The spectral radius of a square matrix $X$ is denoted by $\rho(X)$. In my study, I ...
- 1,748
3
votes
1
answer
428
views
Inverse Hadamard determinant inequality
As far as I remembered there is an inverse Hadamard inequality for the determinant of the form
$$
|D|>\prod_j \sqrt{(a_{jj}^2-\sum_{i\neq j}a_{ij}^2)}
$$
providing all values in $(\cdot)>0$.
...
- 1,550
13
votes
2
answers
1k
views
A log inequality for positive definite trace-one matrices
Let $\{v_i\}_{i=1}^N$ be a set of $n$-dimensional real vectors and let $X=X^\top\in\mathbb{R}^{n\times n}$ be a positive definite trace-one matrix. I would like to prove (or disprove) the following ...
- 2,712
13
votes
2
answers
1k
views
A matrix norm inequality
Suppose that $A, B$ are Hermitian positive definite matrices of the same order and $0\le p\le 1$. Using a standard approach in matrix analysis, one can show that
$\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$, ...
- 1,748
6
votes
0
answers
587
views
Lower bound on the sum of singular values for a sum of Hermitian matrices
Denote the eigenvalues of an $n\times n$ matrix $\mathbf{X}$ by $\lambda_i(\mathbf{X})$ and its singular values by $\sigma_i(\mathbf{X})$, $i=1,\ldots,n$. When $\mathbf{X}$ is Hermitian, we know that $...
- 907
4
votes
0
answers
676
views
Weyl-type inequality for non-Hermitian matrices?
What is the weakest known condition under which a Weyl-type eigenvalue perturbation inequality holds? Does some analogue hold for normal matrices, for example?
- 6,541
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 $$\det (A^{4}+ ABBA+BAAB+B^{4})\ge\det(A^{4}+ AABB+BBAA+B^{...
- 13.4k
12
votes
1
answer
3k
views
Exchange determinant and integral of a matrix-valued function
Assume $A(x)=(a_{ij}(x))_{k\times k}$ is a Hermitian matrix function on some manifold $M$, is there any inequality relates the integral of its determinant $\int_M \det(A)$ and the determinant of its ...
- 195
2
votes
1
answer
146
views
Finding matrices $A$ such that the entries of $A^n$ have specified signs
What techniques are there for ensuring nonnegativity of various entries of matrix powers?
Specific Question: Consider a matrix $A\in SL_2(\mathbb R)$. Let $(A^n)_{i,j}$ denote the $(i,j)$ entry of ...
- 1,329
35
votes
3
answers
4k
views
A curious determinantal inequality
In my study, I come across the following curious inequality, which I do not know a proof yet (so I am asking it here).
Let $A, B$ be $n\times n$ (Hermitian) positive definite matrices. It is very ...
- 1,748
1
vote
0
answers
85
views
What are good bounds on ratios of subdeterminants?
Let $A$ be a symmetric matrix and $A_i$ be the matrix obtained from $A$ by dropping the $i^{th}$ row and column. Then what are some good bounds on the value of $\frac{det(A_i)}{det(A)}$ ?
Using the ...
- 1,893
1
vote
1
answer
358
views
Matrix Submodular Inequality
Given $a,b,x > 0$ I know following the submodularity property holds:
\begin{align}
\frac{1}{a} - \frac{1}{a+x} \geq \frac{1}{a+b} - \frac{1}{a+b+x}
\end{align}
My question is, does this property ...
1
vote
0
answers
396
views
Bound of spectral radius of polynomial of a complex matrix
I am trying to prove or disprove the following inequality.
$$ ||P(A)||_2\leq 2 \max_{\alpha\in W(A)}| P(\alpha)|,$$
where $P(\cdot)$ is a complex polynomial, $A\in \mathbb{C}^{n\times n}$ and $W(A)...
- 163
1
vote
0
answers
112
views
Tools to bound the singular values of a finite sum of random matrices from below?
Matrix Chernoff bounds (see also this arXiv paper) are usually used to give upper bounds on the largest eigenvalue of a finite sum of random matrices. Sometimes it can also be used to give a lower ...
- 111
17
votes
1
answer
2k
views
Hlawka inequality for determinants of positive definite matrices
It is mentioned here that if $A, B, C\in M_{n}(\mathbb C)$ are positive semidefinite, then $$\det (A+B+C)+\det C\ge \det (A+C)+\det (B+C)$$ (quoted from this article) and the special case ($C=\bf 0$) $...
- 13.4k
16
votes
0
answers
808
views
Determinant inequality involving Hermitian, positive definite matrices
Let $A,B,C\in M_{n}(\mathbb C)$ be Hermitian and positive-definite matrices such that $A+B+C=I_{n}$.
Show that
$$\det\left(6(A^3+B^3+C^3)+I_{n}\right)\ge 5^n\det(A^2+B^2+C^2)$$
This question has been ...
- 269
2
votes
1
answer
1k
views
An inequality involving traces and matrix inversions
The following question kept me wondering for some time:
Given the symmetric matrices $A,B,C\in\mathbb{R}^{n×n}$ where $A$ and $C$ are positive definite (hence invertible), and $B$ is positive ...
- 53
6
votes
3
answers
1k
views
Norm of the upper triangular part of symmetric matrix
Let $D\in \mathbb{R}^{n\times n}$ denote a lower triangular matrix. With $\|\cdot\|$ denoting the spectral matrix norm, is there an estimate like
$$
\|D\| \leq C\|D+D^T\|,
$$
where $C>0$ is ...
- 261
19
votes
1
answer
856
views
A possible extension of a determinant inequality
It is well known that if $A, B$ are positive semidefinite matrices, then $$\det (A+B)\ge \det A+\det B.$$
I am considering a possible extension of this result. Let $\mathbb{M}_m(\mathbb{M}_n)$ ...
- 1,748
5
votes
0
answers
2k
views
A stronger Cauchy-Schwarz inequality for traces of compression matrices
Assume that $A$ and $B$ are contractions, so
$I-AA^T$ and $I-BB^T$ are positive-definite matrices. Let
$C=(I-AB^T)^{-1}(I-AA^{T})(I-BA^{T})^{-1}$, and show that:
$$Tr\left(\frac{1}{1-AA^T}\right)...
- 4,270
6
votes
3
answers
698
views
Is $1/\max(i,j)$ a bounded matrix on Hilbert spaces?
I would like to know if the infinite matrix $[\frac{1}{\max(i,j)}]_{i,j\geq 1}$ represents a bounded operator on $\ell^2(\mathbb{N}^\star)$.
It would be sufficient to know if the Lehmer matrix $[\frac{...
- 111
9
votes
1
answer
700
views
An inequality for positive definite matrices
Let $K$ and $K^\prime$ positive definite $n \times n$ matrices, such that for all vectors $f \ge 0$ with nonnegative coordinates we have
$$\sum_{i,j} K_{ij} f_i f_j \le \sum_{ij} K^\prime_{ij} f_i ...
- 4,000