Singular values of convex functions of matrices
author
Abstract:
Let $A_{i},B_{i},X_{i},i=1,dots,m,$ be $n$-by-$n$ matrices such that $sum_{i=1}^{m}leftvert A_{i}rightvert ^{2}$ and $sum_{i=1}^{m}leftvert B_{i}rightvert ^{2}$ are nonzero matrices and each $X_{i}$ is positive semidefinite. It is shown that if $f$ is a nonnegative increasing convex function on $left[ 0,infty right) $ satisfying $fleft( 0right) =0 $, then $$2s_{j}left( fleft( frac{leftvert sum_{i=1}^{m}A_{i}^{ast }X_{i}B_{i}rightvert }{sqrt{leftVert sum_{i=1}^{m}leftvert A_{i}rightvert ^{2}rightVert leftVert sum_{i=1}^{m}leftvert B_{i}rightvert ^{2}rightVert }}right) right) leq s_{j}left( oplus _{i=1}^{m}fleft( 2X_{i}right) right)$$ for $j=1,ldots,n$. Applications of our results are given.
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Journal title
volume 43 issue 6
pages 2057- 2066
publication date 2017-11-01
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