All Questions
Tagged with matrices inequalities
124 questions
2
votes
0
answers
100
views
An inequality related to Problem 10210 AMM 1992 No. 3
Problem. Let $A$ be a $N \times N$ real matrix whose $(i,j)$ entry is $a_{ij} \ge 0, \forall i, j$. Let $1$ denote $N\times 1$ all-ones vector. Prove that
$$N^2 1^\top A^\top A A^\top 1 \ge (1^\top A ...
- 1,053
0
votes
0
answers
57
views
Class of covariance matrices invariant under permutations
I am reading a paper on covariance matrix estimation, and in this paper is introduced a class of covariance matrices:
\begin{equation}
U(q, c_0(p),M)=\{\Sigma: \sigma_{ii}\leq M,\quad \max_j\sum_{j=1}^...
- 1
1
vote
2
answers
86
views
Entrywise $\infty$-norm of squared difference of square roots of matrices
For a positive $n \times n$ definite real matrix $M$ we denote by $\sqrt{M}$ the positive square root of $M$. For an $n \times n$ matrix $A$ denote its entrywise infinity norm by
$$\|A\|_{\infty,\...
3
votes
1
answer
427
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
$$\mathbf{K} = \...
CommunityBot
- 1
7
votes
1
answer
1k
views
Hadamard-like inequalites for positive definite symmetric matrices
Let $S$ be any positive semi-definite symmetric matrix (Hermitian psd matrices work as well). The Hadamard inequality is that
$$\det S\le\prod_{i=1}^n s_{ii}.$$
My question is whether there are some ...
- 52.3k
0
votes
0
answers
68
views
Inequality between product of companion matrices and power of Pisot number
Let $d\geqslant 2$ be an integer and consider a convergent sequence of "companion" matrices
$$A_k := \begin{pmatrix}
a_{k,1} & a_{k,2} & \cdots & a_{k,d} \\\
& ...
- 101
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 $a, b \in \mathbb R^d$,
$$|a - b|^p \leq 2^{p - 1} (|a|^{p - 2} + |b|^{p - 2}) |a - ...
- 6,155
2
votes
0
answers
160
views
An "almost" true inequality for Hermitian matrices
Let $A$ be an $N\times N$ Hermitian matrix. For $p+q$ even, consider the following inequality:
$$\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(\...
- 5,215
10
votes
1
answer
629
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 ...
8
votes
3
answers
595
views
Jensen-like inequality for random matrix: $\Bbb E[\det X^2]\ge\det\Bbb E[X^2]$
Let $X\in M_n(\Bbb R)$ be a random matrix with iid elements following a continuous distribution.
What are the necessary and sufficient conditions for $$\Bbb E[\det X^2]\ge\det\Bbb E[X^2]$$ to hold? Is ...
- 1,459
2
votes
0
answers
51
views
What conclusions can I derive from this family of trace inequalities?
Problem. Let $n_1,\ldots,n_s,m_1,\ldots,m_s\ge 0$ be nonnegative integers and set $m := \sum_{i=1}^s m_i$ and $n := \sum_{i=1}^s n_i$. Let $\oplus$ be an operation on matrices which stacks them in a ...
- 283
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
$$\sum_{i,j}(G^5)...
8
votes
1
answer
412
views
Big triples in a matrix
Consider an $n\times n$ real matrix $A=(a_{ij})$ with non negative entries. Assume that
- the sum of the three largest entries in each row is a constant $R$ (the same for all rows),
- the sum of the ...
- 5,103
11
votes
1
answer
1k
views
A square root inequality for symmetric matrices?
In this post all my matrices will be $\mathbb R^{N\times N}$ symmetric positive semi-definite (psd), but I am also interested in the Hermitian case. In particular the square root $A^{\frac 12}$ of a ...
- 12.9k
3
votes
2
answers
249
views
Extend an inequality on matrix norms
Let $A$ denote an $n \times n$ matrix, and $\sigma_i(\cdot)$ denote $i$-th largest singular value. Can we extend the following result to general $p \geq 1$?
For all $k = 1, \dots, n$,
$$ \sum_{i = 1}^...
- 785
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 $\...
- 4,713
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 ...
1
vote
0
answers
216
views
Schatten norm inequality
Let $A,B$ be two $n\times n$ matrices.
Find a lower bound of the $p$-th Schatten norm
$\|(A-B)(A-B)^\ast\|_{S_{p/2}}^{1/2}$ in terms of Schatten norm of $\|(AA^*+BB^*)\|_{S_q}$ for any relation ...
- 97
8
votes
0
answers
400
views
When do we have $\|X - Y\| = \|\Sigma(X) - \Sigma(Y)\|$?
For any $X \in \mathbb{C}^{m\times n}$, let $\Sigma(X)$ be the "middle factor" in its SVD, so that $X = U\Sigma(X) V^H$ and the diagonal of $\Sigma(X)$ is arranged in descending order.
...
- 269
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 $A_1,\dots,A_r\in M_{n}(\mathbb{C})$ ...
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+...
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. ...
- 103
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 ...
- 128k
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
$$ c^- x^\top D x \le x^\top A ...
- 128k
2
votes
2
answers
264
views
Prove spectral equivalence of matrices
Let $A,D \in \mathbb{R}^{n\times n}$ be two positive definite matrices given by
$$
D =
\begin{bmatrix}
1 & -1 & 0 & 0 & \dots & 0\\
-1 & 2 & -1 & 0 & \dots & 0\\...
- 128k
3
votes
1
answer
297
views
Showing the positivity of the determinant of $\mathfrak{sp}(n)$ without making use of diagonalization
Let $\mathfrak{sp}(n)$ be the lie algebra of compact symplectic group $\mathrm{SP}(n)$, regarded as a compact form of $\mathfrak{sp}(2n,\mathbb{C})$, so we can talk about its (complex) determinant.
...
- 18.7k
26
votes
3
answers
17k
views
Hölder's inequality for matrices
I was wondering if the Hölder's inequality was true for matrix induced norms, i.e. if
$$\|AB\|_1 \leq \|A\|_p\|B\|_q, \quad\forall p,q \in [1,\infty] \text{ s.t. } \tfrac{1}{p}+\tfrac{1}{q} = 1.$$
But ...
- 2,239
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 ...
5
votes
1
answer
197
views
The largest $\ell_p$-norm of a sum of rows of a Sylvester-Hadamard-Walsh matrix
Given any $n\in\mathbb N$, consider the the Sylvester-Hadamard-Walsh matrix $M=(a_{i,j})_{i,j\in 2^n}$ of size $2^n\times 2^n$ and for a number $p\in[1,\infty)$, let
$$\nu_{n,p}=\max_{F\subseteq 2^n}\...
- 128k
3
votes
2
answers
3k
views
Generalized Hölder's inequality for operator (subordinate) norms
While perusing the Matrix norms section of Wikipedia, I came across this generalized version of Holder's inequality.
$$
\|A\|_2^2 \leq \|A \|_1 \|A \|_\infty\,,
$$
where,
$$
\|A \|_p = \max_{\|x\|_p ...
- 271
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 ...
- 52.3k
2
votes
1
answer
337
views
Operator norm of triangular truncation on symmetric matrices
Inspired by this question.
It is known that for the matrix $T_n \in \mathcal{M}_n$ (the space of real-valued $n \times n$ matrices) defined by
\begin{equation*}
(T_n)_{ij} = \begin{cases}
1 & i \...
- 83
3
votes
0
answers
49
views
Stability of matrix equation
Let $M=I+A\in \mathbb{R}^{n\times n}$ for a skew-symmetric matrix $A$ with $\|A\|<1$ in the spectral norm. Using the $LU$-decomposition of $M$, it is easy to construct a solution $L,U\in \mathbb{R}^...
- 3,065
14
votes
4
answers
1k
views
An inequality on some pairs of orthogonal vectors
Let $n,k\geq 1$. Suppose that
$a_1, \ldots, a_n\in \mathbb{R}^k$, $b_1, \ldots, b_n\in \mathbb{R}^k$
and $a_i^T b_i = 0$ for $i=1,\dots, n$. Is it true that
$$
\sum_{i=1}^n \|a_i\|_2^2 + \sum_{i=1}^n \...
- 156k
0
votes
1
answer
109
views
Could someone help me to prove or disprove the following inequality?
Let $(c_{nr})$ be an $N\times R$ complex matrix, then $\forall z_n \in \mathbb{C}$, we have
$$
\sum_r \Big|\sum_n c_{nr}z_n\Big|^2 \geq \frac{1}{\sigma_{max}} \sum_n |z_n|^2
$$
where $\sigma_{max}$ is ...
- 188k
0
votes
1
answer
81
views
A matrix inequality involving a singular matrix
I have three matrices $A \in \mathbb R^{n \times n}$, $B \in \mathbb R^{n \times n}$, and $X \in \mathbb R^{n \times n}$.
Suppose that $A$ is singular, $B = B^\top > 0$ and $X = X^\top > 0$.
...
- 128k
53
votes
7
answers
51k
views
Determinant of sum of positive definite matrices
Say $A$ and $B$ are symmetric, positive definite matrices. I've proved that
$$\det(A+B) \ge \det(A) + \det(B)$$
in the case that $A$ and $B$ are two dimensional. Is this true in general for $n$-...
- 11
5
votes
1
answer
241
views
Trace inequality under consideration of definiteness
Let $G \in \mathbb{R}^{3 \times 3}$ a symmetric, but indefinite matrix and $U \in \mathbb{R}^{3\times 3}$ a symmetric and positive definite matrix. I would like to prove the inequality
$$ \text{Tr} \...
3
votes
0
answers
155
views
Frobenius inner product of a zero line-sum matrix and a doubly stochastic matrix
Let $A$, $B$ be two $n\times n$ real matrices.
Let $A$ be a zero line-sum matrix where each row sum and each column sum equals zero, i.e., $$\sum_{i=1}^{n}a_{ij}=\sum_{j=1}^{n}a_{ij}=0 $$ (it seems ...
- 71
6
votes
1
answer
446
views
Matrix inequality : trace of exponential of Hermitian matrix
I want to know whether the following inequality holds or not.
\begin{align}
(\mathrm{Tr}\exp[(A+B)/2])^2\leq(\mathrm{Tr}\exp A)(\mathrm{Tr}\exp B)\tag{1}
\end{align}
where $A, B$ are Hermitian ...
- 6,351
0
votes
2
answers
124
views
Bounding $E[\|\Sigma^{-1/2}(X-\mu)\|_2^3]$ for 2-dimensional Bernoulli
Let $X\in\{0,1\}^2$ have mean $\mu=\left[\begin{smallmatrix}p_1\\p_2\end{smallmatrix}\right]$ and $\Pr[X_1 = X_2 = 1] = p\le \min\{p_1,p_2\}$.
(Note we must have $1-p_1-p_2+p\ge 0$ for the ...
4
votes
0
answers
455
views
Inequalities for trace/eigenvalues of product of multiple 2x2 matrices
Consider the matrix product $\prod_i^n A_i$,
where each $A_i$ is a $2\times2$ matrix having the form $A_i = \left( \begin{smallmatrix} \lambda + \alpha_i & -\beta_i \\ 1 & 0\end{smallmatrix}\...
- 6,351
2
votes
0
answers
106
views
Connections between eigenvalues of $B$ and $A+iB$
Consider two symmetric and real matrices $A,B\in\mathbb{R}^n$ and definie $A+iB$. Note that $A+iB$ is not hermitian in this case. There are many results based on Brendixson and Courant-Fischer, saying,...
- 21
2
votes
0
answers
75
views
Case of equality in entrywise spectral radius bound
Let $A,B$ denote square matrices such that $\lvert A_{ij}\rvert\le B_{ij}$ for all $i,j$, and denote the spectral radius by $\rho$. From the Gelfand spectral radius formula it is easy to see that
$$\...
1
vote
0
answers
52
views
About means of positive definite matrices
This question is related to this recent one.
Recall that on the cone $SPD_n$ of $n\times n$ symmetric positive definite matrices, there are various notions of means, which extend the same notions ...
- 52.3k
1
vote
0
answers
422
views
Integral of matrix determinant with respect to Lebesgue measure
$\newcommand\norm[1]{\lVert#1\rVert}
\newcommand\opnorm[1]{\norm{#1}_{\text{op}}}
\newcommand\Frnorm[1]{\norm{#1}_{\text F}}$Define
\begin{align*}
S_t=\{
(A,B)\in\mathbb{R}^{n\times n}\times\...
- 12.9k
-1
votes
1
answer
330
views
Holder inequality for a general rectangular matrix
Let $A \in \mathbb{R}^{m\times n}$ and $p,q \in \mathbb{R}^{+}$ such that $\frac{1}{p}+\frac{1}{q}=1$. I am interested to prove the following:
$$ \|A\|_{p}=\|A^T\|_q$$
I have tried using Holder ...
- 883
3
votes
2
answers
375
views
Inequality for 0-1 matrices
Given an $n \times n$-matrix $A$ with entries only $0$ or $1$ and determinant equal to $\pm 1$. Define the magnitude $M_A$ of $A$ as the sum of all entries of the inverse of $A$.
Question 0: Do we ...
CommunityBot
- 1
10
votes
1
answer
615
views
A curious determinantal inequality I
Let $A, B$ be Hermitian matrices. Does the following hold?
$$\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 ...
CommunityBot
- 1
8
votes
1
answer
678
views
Inequality involving tensor product of orthonormal unit vectors
Let $e_1,...,e_r$ be the first $r$ standard basis of $\mathbb{R}^n, r<n$. Let $u_1,...,u_n$ be another orthonormal basis of $\mathbb{R}^n$. Let $\otimes$ be the tensor product on $\mathbb{R}^n$ and ...
- 114k