All Questions
13 questions
10
votes
3
answers
3k
views
Trace inequality for non-reversible Markov chain
Let $P \in \mathbb{R}^{d \times d}$ be the transition kernel for a Markov chain with stationary measure $\pi$ and define $P^\ast$ to be the time-reversed transition kernel defined by $P^\ast_{ij} := ...
- 101
2
votes
1
answer
200
views
An inequality related to matrix trace
$$Tr(A|A^T U \Sigma U^T|) \leq Tr(AA^T U \Sigma U^T)$$ where $A \in \mathbb{R}^{m\times n}$ is a real rectangular matrix, $U \in \mathbb{R}^{n \times n}$ is a orthonormal matrix and $\Sigma$ is a ...
- 21
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
0
votes
0
answers
61
views
An inequality regarding operator concave function
Crossposted from math.SE
Let $\mathbb P_n$ be the space of all $n \times n$ self-adjoint positive definite matrices. Consider the function $\varphi: \mathbb P_n \longrightarrow \mathbb R$ defined by $...
- 141
2
votes
1
answer
426
views
Does there always exist a matrix satisfying certain tracial conditions
Given odd integers $0<a<b$, I want to know if there exists an $n$ by $n$ real valued square matrix $M$ such that
$$ M_{ij} = M_{ji} \quad \forall i,j \in \{1,2\dots n\}$$
$$ \sum_{i=1}^n M_{ij} =...
- 3,499
4
votes
1
answer
266
views
Norm/trace of product inequality involving skew symmetric matrices
I wonder if the following inequality involving skew symmetric matrices is true:
Suppose that $B,C \in \mathbb{R}^{d \times d}$ are skew-symmetric matrices, and $\Sigma \in \mathbb{R}^{d \times d}$ ...
- 51
14
votes
5
answers
5k
views
Matrix trace & norm [closed]
For any nonnegative semidefinite matrix $A$ and any matrix $B$, we have
$$\mbox{tr} (AB) \le \mbox{tr} (A) \, \|B\|$$
where $\mbox{tr}(\cdot)$ is the trace and $\|\cdot\|$ is the operator norm. How ...
- 157
2
votes
1
answer
184
views
Condition for non-vanishing trace
Let $A$ and $B$ be two full column rank real matrices of dimension $n \times m$, where $n \ge m$. Let $P$ be an $m\times m$ positive definite matrix.
Question: Does there always exist a symmetric $n \...
- 2,712
11
votes
2
answers
777
views
Trace of non-commutable matrices
Let $M_1$ and $M_2$ be two symmetric $d\times d$ matrices. What is the relationship between
$tr(M_1M_2M_1M_2)$ and $tr(M_1^2 M_2^2 )$?
P.S. I tried a few examples and found
$$
tr(M_1M_2M_1M_2) \le tr(...
- 719
4
votes
2
answers
3k
views
Maximizing trace of $\mathrm V^T \mathrm A \mathrm V$ for $\mathrm A$ symmetric (alternate proof with min/max-theorem)
I'm trying to work out a proof for the following proposition:
Let $A \in \mathbb{R}^{n,n}$ a real, symmetric matrix with eigenvalues $\lambda_1 \ge \lambda_2 \ge \cdots \ge \lambda_n$, then
$$\max \...
- 41
7
votes
2
answers
788
views
An extension of the Golden-Thompson inequality
For three symmetric positive semidefinite matrices $A, B,C$, I am trying to figure out if the following inequality holds, at least in some cases:
$$ \operatorname{tr} \left( A e^{B+C} \right) \leq \...
- 385
1
vote
0
answers
352
views
Estimate the diagonal of a Cholesky factor...?
I'm computing several hundred Cholesky factorizations of large, sparse matrices, and I'm really only doing Cholesky factorization because I need to know the diagonal elements of the Cholesky factor L. ...
- 11
2
votes
1
answer
1k
views
Trace inequality for matrices with determinant 1
Let $A$ and $B$ be two matrices with $\det(A)=\det(B)=1$. Does it follow that
$\sqrt{\mathrm{tr}(A^TB^TBA-I)}\le\sqrt{\mathrm{tr}(A^TA-I)}+\sqrt{\mathrm{tr}(B^TB-I)}$
I suspect that this can be ...
- 320