All Questions
Tagged with matrices inequalities
124 questions
1
vote
0
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396
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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
1
answer
358
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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 ...
- 54.2k
1
vote
0
answers
112
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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
5
votes
0
answers
2k
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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:
$$Tr\left(\frac{1}{1-AA^T}\right)...
CommunityBot
- 1
4
votes
1
answer
977
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Ratio sum comparison on operators
It is known by the Lidskii inequality, that $\sum_{i=1}^n \left|s_i(S)-s_i(T)\right|\le\sum_{i=1}^n s_i(S+T)$,
where $s_i(S)$ is the $i$-th singular value of $S$.
How would one prove that
$$\sum_{i=1}^...
CommunityBot
- 1
16
votes
5
answers
3k
views
Bounding the absolute sum of entries of the inverse of a 0-1 matrix
I have a non-singular square 0-1 matrix and I want to bound the sum of absolute values of its inverse as a function of n (or the vector 1-norm).
Asymptotic results are also useful.
Does anyone know ...
- 371
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 ...
- 1,748
19
votes
1
answer
856
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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 $\mathbb{M}_m(\mathbb{M}_n)$ ...
- 28.6k
9
votes
1
answer
700
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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
4
votes
1
answer
278
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Given a correlation matrix $B$. What correlation matrix A (maximizes / minimizes) the following: det(A+B)
Given correlation matrix $B$ (positive semi-definite with ones in the diagonal).
1)Find the correlation matrix $A$ which maximizes $\det\left(A+B\right)$.
2)Find the correlation matrix $A$ which ...
- 28.6k
4
votes
1
answer
828
views
Determinant inequality of square-product sum of diagonal matrix and upper-triangular matrix
Recently, I have seen a matrix inequality but don't know how to prove it. The inequality goes as follows.
For an arbitrary $n\times n$ diagonal matrix $\mathbf{D}$ and an arbitrary upper-triangular ...
- 51
16
votes
2
answers
536
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What is $A+A^T$ when $A$ is row-stochastic ?
This is motivated by this MO question.
If $A\in{\bf M}_n({\mathbb R})$ is row-stochastic (entrywise non-negative, and $\sum_j a_{ij}=1$ for all $i$), then $M:=A+A^T$ is
symmetric,
entrywise non-...
CommunityBot
- 1
3
votes
2
answers
171
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a monotone relation for s-numbers
Assume $A, B$ are self-ajoint compact operators. Is it true that $\|A+iB\|\le \|2A+iB\|$? Do we have a stronger inequality $\prod_{k=1}^ns_k(A+iB)\le \prod_{k=1}^ns_k(2A+iB)$ or even stronger one $s_n(...
- 28.6k
1
vote
1
answer
4k
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How to solve this optimization with the orthogonal constraint?
Problem
Supposing that $A$ is a symmetric real matrix and $\{\mathbf{w}\_i\}_{i=1}^n$ is any orthogonal basis on $\mathbb{R}^n$ such that $W^\top W=WW^\top=\mathbf{I}_n$ where $W=\left[\mathbf{w}_1\;\...
- 607
7
votes
1
answer
1k
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Trace matrix inequality
Hello all,
I come across the following problem.
Is it true that for a positive definite matrix $X^{n\times n}$, the following holds
$\text{trace}(X^{-1})\geq\text{trace}([\text{diag}(X)]^{-1})$,
...
- 156k
1
vote
1
answer
231
views
Unitary matrix and matrix inequality [closed]
Dear all,
Suppose U and V are unitary matrix, A and B are positive definite,
Does:
$UAU^{-1} < VBV^{-1}$
implies $A< B$
and vice versa?
- 60.5k
1
vote
1
answer
719
views
A question on gauge functions
In the second paragraph on Page 71 of the book Matrix Analysis by
Bhatia, 1997, it says ``as a consequence of (III.12) we have Theorem
III 4.4''. How can one get the inequality in Theorem III 4.4 from
...
- 28.6k
2
votes
1
answer
1k
views
On an eigenvalue inequality
Let $\lambda_1 (\cdot)$ be the larger absolute value
eigenvalue of a $2\times2$ matrix and $\lambda_2 (\cdot)$
the smaller absolute value eigenvalue of a $2\times2$ matrix, i.e.
$|\lambda_1 (\cdot)| \...
CommunityBot
- 1
6
votes
1
answer
3k
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Stochastic Matrix: Second largest eigenvalue and second largest absolute value of eigen value
Setup
Let $A$ be a stochastic matrix.
Let the eigenvalues of $A$ be $1 = \lambda_1 \geq \lambda_2 \geq \lambda_3 ... \geq -1$.
Let $\lambda = \max_{x: x \perp 1} \frac{||Ax||}{|| x ||}$
Question:
...
- 52.3k
2
votes
1
answer
942
views
A singular value inequality
Let $s_1,s_2: \mathbb{R}^{2\times 2} \mapsto \mathbb{R}_+$,
$s_{1}\left(\cdot\right)\ge s_{2}\left(\cdot\right)\ge 0$, be the
singular values of a $2\times2$ matrix. Is it true that
$$\left|s_{1}\...
- 28.6k
4
votes
1
answer
400
views
Extensions to the Golden-Thompson inequality?
Let $A$ and $B$ be two Hermitian matrices. The famous Golden-Thompson inequality states that
$$\text{tr}(e^{A+B}) \le \text{tr}(e^Ae^B)$$
However, for determinants we have equality
$$\det(e^{A+B}) ...
- 85.6k
9
votes
2
answers
1k
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Question on eigenvalue square root subadditivity
ORIGINAL QUESTION
Let $\lambda_{1}\left(\cdot\right)$ be the larger eigenvalue of a
$2\times2$ matrix and $\lambda_{2}\left(\cdot\right)$ the smaller
eigenvalue of a $2\times2$ matrix. Is it true ...
- 9,486
4
votes
1
answer
3k
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Cauchy-like inequality for Kronecker (tensor) product
General question first: upper/lower bound a sum of Kronecker products by its components. More specifically,
how is $$
\Vert\sum_{\alpha}S_{\alpha}\otimes B_{\alpha}\Vert$$
bounded by the operator ...
- 731
6
votes
2
answers
2k
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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 ...
- 52.3k