Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities

Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities

The Kantorovich function (xT Ax)(xT A−1x), where A is a positive definite matrix, is not convex in general. From a matrix or convex analysis point of view, it is interesting to address the question: When is this function convex? In this paper, we prove that the 2dimensional Kantorovich function is convex if and only if the condition number of its matrix is less than or equal to 3 + 2 √ 2. Thus ...

On Several Matrix Kantorovich-Type Inequalities

Kantorovich type inequalities for ordered linear spaces

In this paper Kantorovich type inequalities are derived for linear spaces endowed with bilinear operations ◦1 and ◦2. Sufficient conditions are found for vector-valued maps Φ and Ψ and vectors x and y under which the inequality Φ(x) ◦2 Φ(y) ≤ C + c 2 √ Cc Ψ(x ◦1 y) is satisfied. Complementary inequalities are also given. Some results of Dragomir [J. Inequal. Pure Appl. Math., 5 (3), Art. 76, 20...

Several Matrix Euclidean Norm Inequalities Involving Kantorovich Inequality

where λ1 ≥ · · · ≥ λn > 0 are the eigenvalues of A. It is a very useful tool to study the inefficiency of the ordinary least-squares estimate with one regressor in the linear model. Watson 1 introduced the ratio of the variance of the best linear unbiased estimator to the variance of the ordinary least-squares estimator. Such a lower bound of this ratio was provided by Kantorovich inequality 1....

Ela Kantorovich Type Inequalities for Ordered Linear Spaces∗

In this paper Kantorovich type inequalities are derived for linear spaces endowed with bilinear operations ◦1 and ◦2. Sufficient conditions are found for vector-valued maps Φ and Ψ and vectors x and y under which the inequality Φ(x) ◦2 Φ(y) ≤ C + c 2 √ Cc Ψ(x ◦1 y) is satisfied. Complementary inequalities are also given. Some results of Dragomir [J. Inequal. Pure Appl. Math., 5 (3), Art. 76, 20...