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An inequality for the trace of the product of two symmetric matrices

Published online by Cambridge University Press:  24 October 2008

C. M. Theobald
C. M. Theobald
Affiliation:
University of Bath
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Extract

Let A, B be real symmetric n × n matrices having orthogonal reductions

where ΛA = diag (λ1(A), …, λn(A)) and ΛB = diag (λ1(B), …, λn(B)) and the sets of latent roots are each in descending order. (Thus we may say that the latent vectors of A, B are ordered with respect to respectively.) Let the multiplicities of the roots and in order of occurrence be respectively and , so that

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 77 , Issue 2 , March 1975 , pp. 265 - 267
Copyright
Copyright © Cambridge Philosophical Society 1975

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References

REFERENCES

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