2. School of Management Science and Engineering, Anhui University of Finance & Economics, Bengbu 233000, Anhui Province, China
2. 安徽财经大学 管理科学和工程学院, 安徽 蚌埠 233000
Inequality is an active research topic in recent years, the classical convexity has been generalized and extended in a diverse manner.One of them is the pre-invexity, introduced by WEIR et al[1]as a significant generalization of convex functions.Many researchers have studied the basic properties of the pre-invex functions and their role in optimization, variational inequalities and equilibrium problems[2-4].
Hadamard and Fischer inequalities are prima-ry inequalities for the real symmetric positive def-inite matrix, and there are many inequalities can be proved by using these two inequalities.There are many methods to prove these inequalities[5-7].Some results have been established inspired by the Hadamard inequality[8-9].
The real symmetric positive definite matrix has many properties and has been used in many ar-eas[10-12].Some properties can be used to prove the Hadamard inequality.In this note, inspired by the results established in [13-14], a new eigenvalue inequality related to the real symmetric positive definite matrix is proposed, and the Hadamard and Fischer inequality are proved by using this new inequality.
Firstly, let us introduce some notations and lemmas.In is the identity matrix with order n×n.For a square matrix A, we use λ[A], det(A) and AT represent the set of the eigenvalues, the deter-minant and the transpose of A, respectively.
Next, we introduce two lemmas.The following result about the block matrix determinant is well known[10].
Lemma 1 If matrix A is invertible, then for any block matrix, we have
$ \det \left( {\left[ {\begin{array}{*{20}{c}} \mathit{\boldsymbol{A}}&\mathit{\boldsymbol{B}}\\ \mathit{\boldsymbol{C}}&\mathit{\boldsymbol{D}} \end{array}} \right]} \right) = \det \left( \mathit{\boldsymbol{A}} \right)\det \left( {\mathit{\boldsymbol{D}} - \mathit{\boldsymbol{C}}{\mathit{\boldsymbol{A}}^{ - 1}}\mathit{\boldsymbol{B}}} \right), $ | (1) |
or if marix D is invertible, then we have
$ \det \left( {\left[ {\begin{array}{*{20}{c}} \mathit{\boldsymbol{A}}&\mathit{\boldsymbol{B}}\\ \mathit{\boldsymbol{C}}&\mathit{\boldsymbol{D}} \end{array}} \right]} \right) = \det \left( \mathit{\boldsymbol{D}} \right)\det \left( {\mathit{\boldsymbol{A}} - \mathit{\boldsymbol{B}}{\mathit{\boldsymbol{D}}^{ - 1}}\mathit{\boldsymbol{C}}} \right). $ | (2) |
Lemma 2 If A ∈ Rm×n is a full column-rank matrix, the A(ATA)-1AT is idempotent and the eigenvalues of A(ATA)-1AT are 1 or 0, there exists an orthogonal matrix Q such that
$ \mathit{\boldsymbol{Q}}\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^{ - 1}}{\mathit{\boldsymbol{A}}^{\rm{T}}}} \right]\mathit{\boldsymbol{Q}} = {\rm{diag}}\left[ {1, \cdots ,1,0, \cdots ,0} \right] = :\Lambda . $ |
Furthermore, we have rank [A]=n.
This lemma was suggested in [14], for convenience, we give the proof here.
Proof If σ∈λ[A(ATA)-1AT], then there exists a nonzero vector x∈Rm, satisfying
$ \mathit{\boldsymbol{A}}{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)^1}{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{x = }}\sigma \mathit{\boldsymbol{x}}. $ |
Thus, we have
$ \begin{array}{*{20}{c}} {{{\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^{ - 1}}{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{x}}} \right]}^{\rm{T}}}\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^{ - 1}}{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{x}}} \right] = {{\left( {\sigma \mathit{\boldsymbol{x}}} \right)}^{\rm{T}}}\left( {\sigma \mathit{\boldsymbol{x}}} \right),}\\ {{\mathit{\boldsymbol{x}}^{\rm{T}}}\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^{ - 1}}{\mathit{\boldsymbol{A}}^{\rm{T}}}} \right]\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^1}{\mathit{\boldsymbol{A}}^{\rm{T}}}} \right]\mathit{\boldsymbol{x = }}{\sigma ^2}{{\left\| \mathit{\boldsymbol{x}} \right\|}^2},}\\ {{\mathit{\boldsymbol{x}}^{\rm{T}}}\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^{ - 1}}{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^1}{\mathit{\boldsymbol{A}}^{\rm{T}}}} \right]\mathit{\boldsymbol{x = }}{\sigma ^2}{{\left\| \mathit{\boldsymbol{x}} \right\|}^2},}\\ {{\mathit{\boldsymbol{x}}^{\rm{T}}}\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^1}{\mathit{\boldsymbol{A}}^{\rm{T}}}} \right]\mathit{\boldsymbol{x = }}{\sigma ^{ - 2}}{{\left\| \mathit{\boldsymbol{x}} \right\|}^2},}\\ {{\mathit{\boldsymbol{x}}^{\rm{T}}}\sigma \mathit{\boldsymbol{x}}{ = ^2}{{\left\| \mathit{\boldsymbol{x}} \right\|}^2},}\\ {\sigma {{\left\| \mathit{\boldsymbol{x}} \right\|}^2} = {\sigma ^2}{{\left\| \mathit{\boldsymbol{x}} \right\|}^2}.} \end{array} $ |
Since‖x‖2≠0, A(ATA)-1AT has eigenvalues σ=0 or σ=1.Because of the symmetry of A(ATA)-1AT, there exists a real orthogonal matrix Q:=[q1, q2, …, qm]∈Rm×m such that
$ {\mathit{\boldsymbol{Q}}^{\rm{T}}}\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^{ - 1}}{\mathit{\boldsymbol{A}}^{\rm{T}}}} \right]\mathit{\boldsymbol{Q}} = {\rm{diag}}\left[ {1, \cdots ,1,0, \cdots ,0} \right] = :\Lambda . $ |
On the other hand, since (ATA)-1AT is the left pseudo-inverse of A, we have
$ \begin{array}{*{20}{c}} {{\rm{rank}}\left[ \mathit{\boldsymbol{A}} \right] = {\rm{rank}}\left[ {{\mathit{\boldsymbol{Q}}^{\rm{T}}}\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^{ - 1}}{\mathit{\boldsymbol{A}}^{\rm{T}}}} \right]\mathit{\boldsymbol{Q}}} \right] = }\\ {{\rm{rank}}\left[ {\mathit{\boldsymbol{A}}{{\left( {{\mathit{\boldsymbol{A}}^{\rm{T}}}\mathit{\boldsymbol{A}}} \right)}^{ - 1}}{\mathit{\boldsymbol{A}}^{\rm{T}}}} \right] = {\rm{rank}}\left[ \mathit{\boldsymbol{A}} \right] = n.} \end{array} $ |
This proves lemma 2.
2 An inequality of a class of matricesIn this section, we will establish a new property about the eigenvalues related to the symmetric positive definite matrix.If A ∈ Rn×n is a symmetric positive definite matrix, then there exists an invertible matrix B such that A=BBT.Suppose that B can be expressed as a block matrix
$ \mathit{\boldsymbol{B}}: = \left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{B}}_1}}\\ {{\mathit{\boldsymbol{B}}_2}} \end{array}} \right]: = \left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{B}}_{11}}}&{{\mathit{\boldsymbol{B}}_{12}}}\\ {{\mathit{\boldsymbol{B}}_{21}}}&{{\mathit{\boldsymbol{B}}_{22}}} \end{array}} \right], $ |
where B11 ∈ Rm×m, B12 ∈ Rm×p, B21 ∈ Rp×m, and B22 ∈ Rp×p.Using these symbols, the matrix A can be expressed as
$ \mathit{\boldsymbol{B}}{\mathit{\boldsymbol{B}}^{\rm{T}}} = \left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{B}}_1}}\\ {{\mathit{\boldsymbol{B}}_2}} \end{array}} \right]\left[ {\mathit{\boldsymbol{B}}_1^{\rm{T}},\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right] = \left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{B}}_1}\;\mathit{\boldsymbol{B}}_1^{\rm{T}}\;{\mathit{\boldsymbol{B}}_1}\;\mathit{\boldsymbol{B}}_2^{\rm{T}}}\\ {{\mathit{\boldsymbol{B}}_2}\;\mathit{\boldsymbol{B}}_1^{\rm{T}}\;{\mathit{\boldsymbol{B}}_2}\;\mathit{\boldsymbol{B}}_2^{\rm{T}}} \end{array}} \right] = :\left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{A}}_{11}}\;{\mathit{\boldsymbol{A}}_{12}}}\\ {{\mathit{\boldsymbol{A}}_{21}}\;{\mathit{\boldsymbol{A}}_{22}}} \end{array}} \right]. $ |
Set
$ \mathit{\boldsymbol{N}}: = \left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}}&0\\ 0&{{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \end{array}} \right] \in {{\bf{R}}^{m \times p}}. $ |
With these symbols, the following result holds.
Theorem 1 If the eigenvalues of the matrix N-1A are δ1, δ2, …, δn, then 0 < δ1δ2…δn≤1.
Proof Let f(λ): =det(λIn-N-1A)be the characteristic polynomial of matrix N-1A, we have
$ \begin{array}{l} f\left( \lambda \right) = \\ \det \left( {\lambda {\mathit{\boldsymbol{I}}_n} - \left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{I}}_m}}&{{{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}\\ {{{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}&{{\mathit{\boldsymbol{I}}_p}} \end{array}} \right]} \right). \end{array} $ | (3) |
We verify that 2 not belongs to the eigenvalues of the matrix N-1 A.If 2 is the eigenvalue of the matrix N-1A, then
$ \begin{array}{l} f\left( 2 \right) = \\ \det \left( {\left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{I}}_m}}&{ - {{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}\\ { - {{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}&{{\mathit{\boldsymbol{I}}_p}} \end{array}} \right]} \right) = 0. \end{array} $ |
On the other hand,
$ \begin{array}{l} f\left( 2 \right) = \\ \det \left( {\left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{I}}_m}}&{ - {{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}\\ { - {{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}&{{\mathit{\boldsymbol{I}}_p}} \end{array}} \right]} \right) = \\ \det \left( {\left[ {\begin{array}{*{20}{c}} {{{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}}&{\bf{0}}\\ {\bf{0}}&{{{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}^{ - 1}}} \end{array}} \right] \times \left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}}&{ - {\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_2^{\rm{T}}}\\ { - {\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}}&{{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \end{array}} \right]} \right) = \\ \det \left( {\left[ {\begin{array}{*{20}{c}} {{{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}}&{\bf{0}}\\ {\bf{0}}&{{{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}^{ - 1}}} \end{array}} \right]} \right) \times \\ \det \left( {\left[ {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{B}}_1}}\\ { - {\mathit{\boldsymbol{B}}_2}} \end{array}} \right]\left[ {\mathit{\boldsymbol{B}}_1^{\rm{T}} - \mathit{\boldsymbol{B}}_2^{\rm{T}}} \right]} \right) \ne 0. \end{array} $ |
This is a contradiction, so 2 is not a eigenvalue of the matrix N-1A.
According to lemma 1, suppose that m≥p, equation (3) can be manipulated as
$ \begin{array}{l} f\left( \lambda \right) = \det \left( {\left[ {\begin{array}{*{20}{c}} {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_m}}&{ - {{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}\\ { - {{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}&{\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_p}} \end{array}} \right]} \right) = \\ \;\;\;\;\;\;\;\;\;\det \left( {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_m}} \right)\det \left( {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_p} - {{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}^{ - 1}} \times } \right.\\ \;\;\;\;\;\;\;\;\;\left. {\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right){{\left( {\lambda - 1} \right)}^{ - 1}}{\mathit{\boldsymbol{I}}_m}{{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)} \right) = \\ \;\;\;\;\;\;\;\;\;\det \left( {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_m}} \right)\det \left( {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_p} - {{\left( {\lambda - 1} \right)}^{ - 1}}{\mathit{\boldsymbol{I}}_p} \times } \right.\\ \;\;\;\;\;\;\;\;\;\left. {{{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right){{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)} \right) = \\ \;\;\;\;\;\;\;\;\;{\left( {\lambda - 1} \right)^{m - p}}\det \left( {{{\left( {\lambda - 1} \right)}^2}{\mathit{\boldsymbol{I}}_p} - {{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)}^{ - 1}} \times } \right.\\ \;\;\;\;\;\;\;\;\;\left. {{\mathit{\boldsymbol{B}}_2}\left[ {\mathit{\boldsymbol{B}}_1^{\rm{T}}{{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}{\mathit{\boldsymbol{B}}_1}} \right]\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right). \end{array} $ | (4) |
Since B1T(B1B1T)-1B1 is a real symmetric matrix, according to lemma 2, there exists an orthogonal matrix Q: = [q1, q2, …, qn] such that
$ \begin{array}{l} \left[ {\mathit{\boldsymbol{B}}_1^{\rm{T}}{{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}{\mathit{\boldsymbol{B}}_1}} \right]\left[ {{\mathit{\boldsymbol{q}}_1},{\mathit{\boldsymbol{q}}_2}, \cdots ,{\mathit{\boldsymbol{q}}_n}} \right] = \\ \;\;\;\;\;\;\;\left[ {{\mathit{\boldsymbol{q}}_1},{\mathit{\boldsymbol{q}}_2}, \cdots ,{\mathit{\boldsymbol{q}}_n}} \right]{\rm{diag}}\left[ {1, \cdots ,1,0, \cdots ,0} \right] = \\ \;\;\;\;\;\;\;\left[ {{\mathit{\boldsymbol{q}}_1},{\mathit{\boldsymbol{q}}_2}, \cdots ,{\mathit{\boldsymbol{q}}_m},0,0, \cdots ,0} \right], \end{array} $ | (5) |
where m=rank[B1T(B1B1T)1B1].
Let C: =(B2B2T)-1B2[B1T(B1B1T)-1B1]B2T∈ Rp×p, and suppose that ρ∈λ[C].There exists a nonzero vector y∈Rp such that Cy=ρy.Manipulating this equation gives
$ \left\{ \begin{array}{l} {\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)^{ - 1}}{\mathit{\boldsymbol{B}}_2}\left[ {\mathit{\boldsymbol{B}}_1^{\rm{T}}{{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}{\mathit{\boldsymbol{B}}_1}} \right]\mathit{\boldsymbol{B}}_2^{\rm{T}}y = \rho y,\\ {\mathit{\boldsymbol{B}}_2}\left[ {\mathit{\boldsymbol{B}}_1^{\rm{T}}{{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^{\rm{T}}} \right)}^{ - 1}}{\mathit{\boldsymbol{B}}_1}} \right]\mathit{\boldsymbol{B}}_2^{\rm{T}}y = \rho \left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^{\rm{T}}} \right)y. \end{array} \right. $ | (6) |
It is clear that B2T
$ \mathit{\boldsymbol{B}}_2^{\rm{T}}y = {k_1}{\mathit{\boldsymbol{q}}_1} + {k_2}{\mathit{\boldsymbol{q}}_2} + \cdots + {k_n}{\mathit{\boldsymbol{q}}_n}, $ | (7) |
where ki∈R, i=1, 2, …, n and k12+k22+…+kn2≠0.Using equations(5) and(7), we have
$ \begin{array}{l} {\left( {\mathit{\boldsymbol{B}}_2^{\rm{T}}y} \right)^{\rm{T}}}\left( {\mathit{\boldsymbol{B}}_2^{\rm{T}}y} \right) = {\left( {{k_1}{\mathit{\boldsymbol{q}}_1} + {k_2}{\mathit{\boldsymbol{q}}_2} + \cdots + {k_n}{\mathit{\boldsymbol{q}}_n}} \right)^{\rm{T}}} \times \\ \;\;\;\;\;\;\;\left( {{k_1}{\mathit{\boldsymbol{q}}_2} + {k_2}{\mathit{\boldsymbol{q}}_2} + \cdots + {k_n}{\mathit{\boldsymbol{q}}_n}} \right) = \\ \;\;\;\;\;\;\;k_1^2 + k_2^2 + \cdots + k_n^2, \end{array} $ | (8) |
$ \begin{array}{l} \left[ {\mathit{\boldsymbol{B}}_1^T\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^T} \right)^{-1}{\mathit{\boldsymbol{B}}_1}} \right]\mathit{\boldsymbol{B}}_2^Ty = \left[ {\mathit{\boldsymbol{B}}_1^T\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^T} \right)^{-1}{\mathit{\boldsymbol{B}}_1}} \right] \times \\ \;\;\;\;\;\;\;\left( {{k_1}{\mathit{\boldsymbol{q}}_1} + {k_2}{\mathit{\boldsymbol{q}}_2} + \cdots + {k_n}{\mathit{\boldsymbol{q}}_n}} \right) = \\ \;\;\;\;\;\;\;{k_1}{\mathit{\boldsymbol{q}}_1} + {k_2}{\mathit{\boldsymbol{q}}_2} + \cdots + {k_m}{\mathit{\boldsymbol{q}}_m}, \end{array} $ | (9) |
The both side of equation (6) multiply by
$ {y^{\rm{T}}}{\mathit{\boldsymbol{B}}_2}\left[ {\mathit{\boldsymbol{B}}_1^T\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^T} \right){\mathit{\boldsymbol{B}}_1}} \right]\mathit{\boldsymbol{B}}_2^Ty = {y^{\rm{T}}}{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^Ty. $ | (10) |
According to equations(7) and (9), the left-side of equation (10) can be rewritten as
$ \begin{array}{l} {\left( {{k_1}{\mathit{\boldsymbol{q}}_1} + {k_2}{\mathit{\boldsymbol{q}}_2} + \cdots + {k_n}{\mathit{\boldsymbol{q}}_n}} \right)^{\rm{T}}} \times \\ \;\;\;\;\;\;\;\;\;\left( {{k_1}{\mathit{\boldsymbol{q}}_1} + {k_2}{\mathit{\boldsymbol{q}}_2} + \cdots + {k_m}{\mathit{\boldsymbol{q}}_m}} \right) = \\ \;\;\;\;\;\;\;\;\;k_1^2 + k_2^2 + \cdots + k_m^2, \end{array} $ | (11) |
Combining equations(10)(8) and(11) gives
$ \left( {k_1^2 + k_2^2 + \cdots + k_m^2} \right) = \rho \left( {k_1^2 + k_2^2 + \cdots + k_n^2} \right). $ |
Hence, we have
$ 0 \le \rho = \frac{{k_1^2 + k_2^2 + \cdots + k_m^2}}{{k_1^2 + k_2^2 + \cdots + k_n^2}} \le 1. $ | (12) |
Since 0≤ρ≤1, we suppose that λ[C]={ρ12, ρ12, …, ρp2}with 0≤ρp≤…≤ρ1≤1.According to the Schur decomposition theorem, there exists an orthogonal matrix U such that
$ {\mathit{\boldsymbol{U}}^{\rm{T}}}\mathit{\boldsymbol{CU}} = {\rm{diag}}\left[ {\rho _1^2,\rho _2^2, \cdots ,\rho _p^2} \right] + \mathit{\boldsymbol{R}}, $ | (13) |
where R is strictly upper triangular.Substituting equation(13) into equation(4) and simplifying it, give
$ \begin{array}{l} f\left( \lambda \right) = {\left( {\lambda - 1} \right)^{m - p}}\det \left( {{{\left( {\lambda - 1} \right)}^2}{\mathit{\boldsymbol{I}}_p} - \mathit{\boldsymbol{C}}} \right) = \\ \;\;\;\;\;\;\;\;\;\;\;\;{\left( {\lambda - 1} \right)^{m - p}}\det \left( {{\mathit{\boldsymbol{U}}^{\rm{T}}}} \right)\det \left( {{{\left( {\lambda - 1} \right)}^2}\mathit{\boldsymbol{I}}p - \mathit{\boldsymbol{C}}} \right)\det \left( \mathit{\boldsymbol{U}} \right) = \\ \;\;\;\;\;\;\;\;\;\;\;\;{\left( {\lambda - 1} \right)^{m - p}}\det \left( {{\mathit{\boldsymbol{U}}^{\rm{T}}}{{\left( {\lambda - 1} \right)}^2}{\mathit{\boldsymbol{I}}_p}\mathit{\boldsymbol{U}} - {\mathit{\boldsymbol{U}}^{\rm{T}}}\mathit{\boldsymbol{CU}}} \right) = \\ \;\;\;\;\;\;\;\;\;\;\;\;{\left( {\lambda - 1} \right)^{m - p}}\det \left( {{{\left( {\lambda - 1} \right)}^2}{\mathit{\boldsymbol{I}}_p} - {\rm{diag}}\left[ {\rho _1^2,\rho _2^2, \cdots ,\rho _p^2} \right] - \mathit{\boldsymbol{R}}} \right) = \\ \;\;\;\;\;\;\;\;\;\;\;\;{\left( {\lambda - 1} \right)^{m - p}}\left[ {{{\left( {\lambda - 1} \right)}^2} - \rho _1^2} \right] \cdots \left[ {{{\left( {\lambda - 1} \right)}^2} - \rho _p^2} \right] = \\ \;\;\;\;\;\;\;\;\;\;\;\;{\left( {\lambda - 1} \right)^{m - p}}\left( {\lambda - 1 - {\rho _1}} \right)\left( {\lambda - 1 + {\rho _1}} \right) \times \cdots \times \\ \;\;\;\;\;\;\;\;\;\;\;\;\left( {\lambda - 1 - {\rho _p}} \right)\left( {\lambda - 1 + {\rho _p}} \right). \end{array} $ |
From this equation, we can see that the eigenvalues of N-1A are
$ 1 + {\rho _1},1 - {\rho _1}, \cdots ,1 + {\rho _p},1 - {\rho _p},1, \cdots ,1. $ | (14) |
From this equation, we have
$ \begin{array}{l} 0 \le {{\rm{\delta }}_1}{{\rm{\delta }}_2} \cdots {{\rm{\delta }}_n} = \\ \;\;\;\;\;\;\left( {1 + {\rho _1}} \right)\left( {1 - {\rho _1}} \right) \cdots \left( {1 + {\rho _p}} \right)\left( {1 - {\rho _p}} \right) = \\ \;\;\;\;\;\;\left( {1 - \rho _1^2} \right)\left( {1 - \rho _2^2} \right) \cdots \left( {1 - \rho _p^2} \right) \le 1. \end{array} $ | (15) |
Since 2 is not the eigenvalue of the matrix N-1A, an improvement of inequality (12) is 0≤ρ < 1.
Correspondingly, inequality (15) can be im-proved as
$ \begin{array}{l} 0 \le {{\rm{\delta }}_1}{{\rm{\delta }}_2} \cdots {{\rm{\delta }}_n} = \\ \;\;\;\;\;\;\left( {1 + {\rho _1}} \right)\left( {1 - {\rho _1}} \right) \cdots \left( {1 + {\rho _p}} \right)\left( {1 - {\rho _p}} \right) = \\ \;\;\;\;\;\;\left( {1 - \rho _1^2} \right)\left( {1 - \rho _2^2} \right) \cdots \left( {1 - \rho _p^2} \right) \le 1. \end{array} $ |
The proof is completed.
Remark 1 The above proof shows that the sup-position m≥p is not essential.In fact, if m < p, according to equation (2) of lemma 1, we have
$ \begin{array}{l} f\left( \lambda \right) = \\ \;\;\;\;\;\det \left( {\left[ {\begin{array}{*{20}{c}} {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_m}}&{ - {{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^T} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_2^T} \right)}\\ { - {{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^T} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_1^T} \right)}&{\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_p}} \end{array}} \right]} \right) = \\ \;\;\;\;\;\det \left( {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_m}} \right)\det \left( {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_m} - {{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_1^T} \right)}^{ - 1}} \times } \right.\\ \;\;\;\;\;\left. {\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_2^T} \right){{\left( {\lambda - 1} \right)}^{ - 1}}{\mathit{\boldsymbol{I}}_{\rm{p}}}{{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^T} \right)}^{ - 1}}\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_1^T} \right)} \right) = \\ \;\;\;\;\;\det \left( {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_p}} \right)\det \left( {\left( {\lambda - 1} \right){\mathit{\boldsymbol{I}}_m} - {{\left( {\lambda - 1} \right)}^{ - 1}} \times } \right.\\ \;\;\;\;\;\left. {{\mathit{\boldsymbol{I}}_m}{{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^T} \right)}^{ - 1}}{\mathit{\boldsymbol{B}}_1}\left[ {\mathit{\boldsymbol{B}}_2^T{{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^T} \right)}^{ - 1}}{\mathit{\boldsymbol{B}}_2}} \right]\mathit{\boldsymbol{B}}_1^T} \right) = \\ \;\;\;\;\;{\left( {\lambda - 1} \right)^{p - m}}\det \left( {{{\left( {\lambda - 1} \right)}^2}{\mathit{\boldsymbol{I}}_m} - {{\left( {{\mathit{\boldsymbol{B}}_1}\mathit{\boldsymbol{B}}_1^T} \right)}^{ - 1}}{\mathit{\boldsymbol{B}}_1} \times } \right.\\ \;\;\;\;\;\left. {\left[ {\mathit{\boldsymbol{B}}_2^T{{\left( {{\mathit{\boldsymbol{B}}_2}\mathit{\boldsymbol{B}}_2^T} \right)}^{ - 1}}{\mathit{\boldsymbol{B}}_2}} \right]\mathit{\boldsymbol{B}}_1^T} \right). \end{array} $ |
This manipulation does not change the subsequent proof.
3 New proof of the Fischer inequalityIn this section, we will use the results in theo-rem 1 to prove two determinant inequalities related to the symmetric positive definite matrix, that is, the Fischer inequality and the Hadamard inequali-ty.
Theorem 2 Considering the following symmetric positive definite block matrix
$ \mathit{\boldsymbol{M}}: = \left( {\begin{array}{*{20}{c}} {{\mathit{\boldsymbol{M}}_{11}}}&{{\mathit{\boldsymbol{M}}_{12}}}& \cdots &{{\mathit{\boldsymbol{M}}_{1k}}}\\ {{\mathit{\boldsymbol{M}}_{21}}}&{{\mathit{\boldsymbol{M}}_{22}}}& \cdots &{{\mathit{\boldsymbol{M}}_{2k}}}\\ \vdots & \vdots &{}& \vdots \\ {{\mathit{\boldsymbol{M}}_{k1}}}&{{\mathit{\boldsymbol{M}}_{k2}}}& \cdots &{{\mathit{\boldsymbol{M}}_{kk}}} \end{array}} \right), $ |
here Mii, i =1, 2, …, k, are the definite submatri-ces, then
$ \det\left( \mathit{\boldsymbol{M}} \right) \le \det\left( {{\mathit{\boldsymbol{M}}_{11}}} \right)\det\left( {{\mathit{\boldsymbol{M}}_{22}}} \right) \cdots \det \left( {{\mathit{\boldsymbol{M}}_{kk}}} \right). $ |
Proof For k=2.set
$ \det\left( {{\mathit{\boldsymbol{N}}^{ - 1}}\mathit{\boldsymbol{M}}} \right) \le \det\left( {{\mathit{\boldsymbol{N}}^{ - 1}}} \right)\det\left( \mathit{\boldsymbol{M}} \right) = {{\rm{ \mathsf{ δ} }}_1}{{\rm{ \mathsf{ δ} }}_2} \cdots {{\rm{ \mathsf{ δ} }}_n} \le 1. $ |
That is,
$ \det\left( \mathit{\boldsymbol{M}} \right) \le \det\left( \mathit{\boldsymbol{N}} \right) = \det\left( {{\mathit{\boldsymbol{M}}_{11}}} \right)\det\left( {{\mathit{\boldsymbol{M}}_{22}}} \right). $ |
For k>2, using this manipulation successively gives
$ \det\left( \mathit{\boldsymbol{M}} \right) \le \det\left( {{\mathit{\boldsymbol{M}}_{11}}} \right)\det\left( {{\mathit{\boldsymbol{M}}_{22}}} \right) \cdots \det \left( {{\mathit{\boldsymbol{M}}_{kk}}} \right). $ |
The proof is completed.
It is clear that Hadamard inequality is the spe-cial case of Fischer inequality when k=n, so the following inequality holds.
Theorem 3 If M=(mij) ∈ Rn×nis a symmetric positive definite matrix, then
$ \det\left( \mathit{\boldsymbol{M}} \right) \le {m_{11}}{m_{22}} \cdots {m_{nn}}. $ |
The eigenvalues of a class of matrices related to the real symmetric positive definite matrix are discussed in this paper, and an inequality about the eigenvalues is established.Using this result, the Fischer inequality and the Hadamard inequality of the positive definite matrix are proved.
S and T denote the subsets of set
Consider the following of the Koteljanskii, Fan and Szasz inequalities[15],
$ \begin{array}{*{20}{c}} {\det \left( \mathit{\boldsymbol{M}} \right) \le \frac{{\det \left( {{\mathit{\boldsymbol{M}}_S}} \right)\det \left( {{\mathit{\boldsymbol{M}}_T}} \right)}}{{\det \left( {{\mathit{\boldsymbol{M}}_{S \cup T}}} \right)}},}\\ {\det \left( \mathit{\boldsymbol{M}} \right) \le \det \left( {{\mathit{\boldsymbol{M}}_S}} \right)\prod\limits_{j \in {S^c}} {\frac{{\det \left( {{\mathit{\boldsymbol{M}}_{S \cup \left\{ j \right\}}}} \right)}}{{\det \left( {{\mathit{\boldsymbol{M}}_S}} \right)}}} ,}\\ {\prod\limits_{{\rm{cd}}\left( S \right) = j + 1} {\det {{\left( {{\mathit{\boldsymbol{M}}_S}} \right)}^{\left( {\begin{array}{*{20}{c}} {n - 1}\\ {j - 1} \end{array}} \right)}}} \le \prod\limits_{{\rm{cd}}\left( T \right) = j} {\det {{\left( {{\mathit{\boldsymbol{M}}_T}} \right)}^{\left( {\begin{array}{*{20}{c}} {n - 1}\\ j \end{array}} \right)}}} ,}\\ {j = 1,2, \cdots ,n - 1,} \end{array} $ |
here, M∈Rn×nand
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