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Results tagged with matrix-analysis
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user 54458
The study of the properties of real and complex matrices that are more close to analysis and operator theory. For instance: the properties of positive definite matrices, matrix inequalities, perturbation analysis, matrix functions, inequalities between eigenvectors and singular values, majorization.
9
votes
1
answer
800
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
614
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 t …
- 1,748
5
votes
1
answer
797
views
A matrix norm inequality II
Let $\|\cdot\|$ be the spectral norm, i.e., largest singular value. The condition number of an invertible complex matrix $X$ is defined as $\kappa(X):=\|X\|\|X^{-1}\|$.
I am able to prove
Propos …
- 1,748
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 l …
- 1,748
8
votes
2
answers
362
views
Unitary factor in polar decompositions
Let $A, B$ be $n$-square (Hermitian) positive definite matrices. Let $AB=U|AB|$ be the polar decomposition of $AB$. So $U$ is unitary (called the unitary factor of $AB$). What is the optimal constant …
- 1,748