Notes on matrix arithmetic–geometric mean inequalities

Lecture Notes DISC Course on Linear Matrix Inequalities in Control

Preface Objectives In recent years linear matrix inequalities (LMI's) have emerged as a powerful tool to approach control problems that appear hard if not impossible to solve in an analytic fashion. Although the history of LMI's goes back to the fourties with a major emphasis of their role in control in the sixties (Kalman, Yakubovich, Popov, Willems), only recently powerful numerical interior ...

Notes on Interpolation Inequalities

On some matrix inequalities

The arithmetic-geometric mean inequality for singular values due to Bhatia and Kittaneh says that 2sj(AB ∗) ≤ sj(A∗A + B∗B), j = 1, 2, . . . for any matrices A,B. We first give new proofs of this inequality and its equivalent form. Then we use it to prove the following trace inequality: Let A0 be a positive definite matrix and A1, . . . , Ak be positive semidefinite matrices. Then tr k ∑

Some weighted operator geometric mean inequalities

In this paper, using the extended Holder- -McCarthy inequality, several inequalities involving the α-weighted geometric mean (0<α<1) of two positive operators are established. In particular, it is proved that if A,B,X,Y∈B(H) such that A and B are two positive invertible operators, then for all r ≥1, ‖X^* (A⋕_α B)Y‖^r≤‖〖(X〗^* AX)^r ‖^((1-α)/2) ‖〖(Y〗^* AY)^r ‖^((1-α)/2) ‖〖(X〗^* BX)^r ‖^(α/2) ‖〖(Y...

Notes on double inequalities of Mathieu's series

Using the integral expression of Mathieu's series and some integral and analytic inequalities involving periodic functions and the generating function of Bernoulli numbers, we present several new inequalities and estimates for Mathieu's series and generalize Math-ieu's series. Two open problems are proposed.