Note on a matrix-concave function (Q1910119)
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scientific article; zbMATH DE number 861875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Note on a matrix-concave function |
scientific article; zbMATH DE number 861875 |
Statements
Note on a matrix-concave function (English)
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18 August 1996
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The authors give a new proof of the inequality \[ \bigl( K' (B + C)^- K \bigr )^+ \geq (K' B^- K)^+ + (K' C^- K)^+ \] where \(B,C\) are positive semidefinite, \(K\) is in the ranges of both \(B,C, ^+\) is the Moore-Penrose inverse and \(^-\) is any generalized inverse.
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matrix-concave function
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inequality
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Moore-Penrose inverse
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generalized inverse
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