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Matrix Inequalities
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Oppenheim's Inequality
For positive semidefinite matrices and such that is invertible, . Example: Let and then .
Trace Inequality
If is a square matrix and is a positive semidefinite matrix, then . Example: For and being any positive semidefinite matrix, the trace of their product will be non-negative.
Weyl's Inequality
For Hermitian matrices and , and their sum , the eigenvalues satisfy for all . Example: If and are Hermitian matrices with eigenvalues and respectively, then .
Hadamard's Inequality
For any matrix with rows , the determinant satisfies . Example: For matrix , .
Frobenius Norm Inequality
For any matrices and , . Example: If and are matrices, then the Frobenius norm of their product should not exceed the product of their Frobenius norms.
Fan Inequality
For Hermitian matrices and with eigenvalues and respectively, . Example: If and , then .
Schur Product Theorem
For any two positive semidefinite matrices and , their Schur (or Hadamard) product is also positive semidefinite. Example: Let and be positive semidefinite matrices; their Schur product will have non-negative eigenvalues.
Sylvester's Criterion
A symmetric matrix is positive definite if and only if all leading principal minors of are positive. Example: The matrix is positive definite because all its principal minors (2, 3) are positive.
Lyapunov's Inequality for Matrices
Given any such that , for matrices and we have . Example: If and are matrices and (Frobenius norm), then .
Matrix Holder Inequality
For any matrices and , and with , we have . Example: For (Frobenius norms), for any .
Minkowski's Inequality for Matrices
For matrices and under any unitarily invariant norm, . Example: If and are matrices and using the Frobenius norm, then , which holds as an equality if and only if and are positive multiples of each other.
Cauchy-Schwarz Inequality
For any vectors and in an inner product space, . Example: For and , which simplifies to .
Triangle Inequality for Matrices
For any matrices and of the same size, . Example: If and , then should be less than or equal to for any chosen matrix norm.
von Neumann's Trace Inequality
For any matrices and of the same size with singular values and respectively, . Example: If and , then .
Positive Semi-Definite Matrix Sum
If and are positive semidefinite matrices, then is also positive semidefinite. Example: Given that and are positive semidefinite, their sum is also positive semidefinite.
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