Inequalities involving Hadamard products of positive semidefinite matrices

被引:20
作者
Liu, SZ [1 ]
机构
[1] Univ Basel, Inst Stat & Econometr, CH-4051 Basel, Switzerland
关键词
Albert's theorem; Khatri-Rao product; Kronecker product; Hadamard product; correlation matrix; Schur complements;
D O I
10.1006/jmaa.1999.6670
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
An inequality established by G. P. H. Styan (1973, Linear Algebra Appl., 6, 217-240) is on the Hadamard product and a correlation matrix. An inequality obtained by B.-Y. Wang and F. Zhang (1997, Linear and Multilinear Algebra, 43, 315-326) involves the Hadamard product and Schur complements. These two inequalities hold in the positive definite matrix case. Based on Albert's theorem, we present their extensions to cover the positive semidefinite matrix case. We also give relevant inequalities. (C) 2000 Academic Press.
引用
收藏
页码:458 / 463
页数:6
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