Abstract
Let A, B, X be complex matrices with A, B positive semidefinite. It is proved that (2 + t)∥Ar X B2-r + A2-r X Br ∥ ≤ 2∥A2 X + tAXB + X B2∥ for any unitarily invariant norm ∥ · ∥ and real numbers r, t satisfying 1 ≤ 2r ≤ 3, -2 < t ≤ 2. The case r = 1, t = 0 of this result is the well-known arithmetic-geometric mean inequality due to R. Bhatia and C. Davis [SIAM J. Matrix Anal. Appl., 14 (1993), pp. 132-136]. Several other unitarily invariant norm inequalities are derived.
| Original language | English |
|---|---|
| Pages (from-to) | 466-470 |
| Number of pages | 5 |
| Journal | SIAM Journal on Matrix Analysis and Applications |
| Volume | 20 |
| Issue number | 2 |
| DOIs | |
| State | Published - 1998 |
| Externally published | Yes |
Keywords
- Arithmetic-geometric mean inequality
- Hadamard product
- Unitarily invariant norm