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In [[mathematics]], '''von Neumann's trace inequality''', named after its originator [[John von Neumann]], states that for any ''n''&nbsp;&times;&nbsp;''n'' complex matrices ''A'',&nbsp;''B'' with [[singular value]]s <math>\alpha_1 \ge \alpha_2 \ge \cdots \ge \alpha_n</math> and <math>\beta_1 \ge \beta_2 \ge \cdots \ge \beta_n</math> respectively,{{sfn|Mirsky|1975}}


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:<math>\left| \mathrm{trace}(AB) \right| \le \sum_{i=1}^n \alpha_i \beta_i.</math>
 
(See [[Trace (linear algebra)]].)
 
==References==
{{Reflist}}
*{{Citation | last1=Mirsky | first1=L. | authorlink = Leon Mirsky | title=A trace inequality of John von Neumann | doi=10.1007/BF01647331 | id={{MathSciNet | id = 0371930}} | year=1975 | journal=Monatsh. Math. | volume=79 | issue=4 | pages=303–306|ref=harv}}
 
== See also ==
 
* [[Trace inequalities]]
 
==External links==
* Darren Rhea, [http://www.drhea.net/wp-content/uploads/2011/11/vonNeumann.pdf von Neumann's Trace Inequality] (pdf proof)
 
[[Category:Inequalities]]
[[Category:Matrix theory]]
 
 
{{Linear-algebra-stub}}

Latest revision as of 21:08, 20 March 2013

In mathematics, von Neumann's trace inequality, named after its originator John von Neumann, states that for any n × n complex matrices AB with singular values α1α2αn and β1β2βn respectively,Template:Sfn

|trace(AB)|i=1nαiβi.

(See Trace (linear algebra).)

References

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See also

External links


Template:Linear-algebra-stub