Article
Some Inequalities for the Eigenvalues of the Product of Positive Semi-definite Hermitian Matrices
Linear Algebra and its Applications
Document Type
Article
Publication Date
1-1-1992
Disciplines
Abstract
Let λ1(A)⩾⋯⩾λn(A) denote the eigenvalues of a Hermitian n by n matrix A, and let 1⩽i1< ⋯ <ik⩽n. Our main results are
∑t=1kλt(GH)⩽∑t=1kλit(G)λn−it+1(H)
And
∑t=1kλit(GH)⩽∑t=1kλit(G)λn−t+1(H)
Here G and H are n by n positive semidefinite Hermitian matrices. These results extend Marshall and Olkin's inequality
∑t=1kλt(GH)⩽∑t=1kλt(G)λn−t+1(H)
We also present analogous results for singular values.
DOI
10.1016/0024-3795(92)90442-D
Citation Information
Fuzhen Zhang and Bo-Ying Wang. "Some Inequalities for the Eigenvalues of the Product of Positive Semi-definite Hermitian Matrices" Linear Algebra and its Applications Vol. 160 Iss. 1 (1992) p. 113 - 118 ISSN: 0024-3795 Available at: http://works.bepress.com/fuzhen-zhang/2/
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