Some inequalities for sums of matrices (Q2758096)

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scientific article; zbMATH DE number 1679385
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Some inequalities for sums of matrices
scientific article; zbMATH DE number 1679385

    Statements

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    15 June 2002
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    matrix ordering
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    Hermitian positive definite matrix
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    Moore-Penrose inverse
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    inequalities of sum of matrices
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    Löwner partial ordering
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    nonnegative definite matrices
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    Cauchy-Schwarz inequality
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    Fouch-Kantorovich inequality
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    Some inequalities for sums of matrices (English)
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    From a generalized matrix version of the Cauchy-Schwarz and Fouch-Kantorovich inequalities NEWLINE\[NEWLINE (X^{\ast}AX)^{-1}\leq X^{\ast}A^{-1}X \leq \frac{(\lambda_1+ \lambda_2)^2}{4\lambda_1\lambda_2}(X^{\ast}AX)^{-1} NEWLINE\]NEWLINE where \(A\) is an \(n\times n\) Hermitian positive definite matrix with eigenvalues \(\lambda_1 \geq \lambda_2\geq \cdots\lambda_n>0\), and the \(n\times p\) complex matrix \(X\) and its conjugate transpose \(X^{\ast}\) satisfy \(X^{\ast}X=I_p\), some inequalities are given involving the Moore-Penrose inverse. In the above inequality the Löwner partial ordering \(M\geq N\) means \(M-N\) is Hermitian nonnegative definite. NEWLINENEWLINENEWLINERelated to the first inequality a result is given for sums of \(k\) Hermitian nonnegative definite matrices of order \(n\) and \(k\) complex matrices of size \(n\times p\). In addition, the equality is characterized. Finally, another inequality corresponding to the right hand side of the above inequality is obtained for the sum of \(k\) Moore-Penrose matrices of nonnull Hermitian nonnegative definite matrices.
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