We estabish an analog of the Poincare-Cauchy separation theorem for normal matrices in terms of majorization. Moreover, we present a solution to the inverse spectral problem (Borgtype result) for a normal matrix. Using this result we essentially generalize and complement the known Gauss–Lucas theorem on the geometry of the roots of a complex polynomial and of its derivative. In turn the last re...

Abstract Rank-constrained spatial covariance matrix estimation (RCSCME) is a blind speech extraction method utilized under the condition that one-directional target and diffuse background noise are mixed. In this paper, we propose new model extension of RCSCME. RCSCME simultaneously conducts both deficient rank-1 component complementation matrix, which incompletely estimated by preprocessing me...

We introduce a partial order, variance majorization, on R, which is analogous to the majorization order. A new class of monotonicity inequalities, based on variance majorization and analogous to Schur convexity, is developed.

By using diagonalizable matrix decomposition and majorization inequalities, we propose new trace bounds for the product of two real square matrices in which one is diagonalizable. These bounds improve and extend the previous results. Furthermore, we give some trace bounds for the solution of the algebraic Riccati equations, which improve some of the previous results under certain conditions. Fi...

A positive map between Euclidean Jordan algebras is a (symmetric cone) order preserving linear map. We show that the norm of such a map is attained at the unit element, thus obtaining an analog of the operator/matrix theoretic Russo-Dye theorem. A doubly stochastic map between Euclidean Jordan algebras is a positive, unital, and trace preserving map. We relate such maps to Jordan algebra automo...

Given an approximate invariant subspace we discuss the effectiveness of majorization bounds for assessing the accuracy of the resulting Rayleigh-Ritz approximations to eigenvalues of Hermitian matrices. We derive a slightly stronger result than previously for the approximation of k extreme eigenvalues, and examine some advantages of these majorization bounds compared with classical bounds. From...

Many inequality relations between real vector quantities can be succinctly expressed as “weak (sub)majorization” relations using the symbol ≺w. We explain these ideas and apply them in several areas, angles between subspaces, Ritz values, and graph Laplacian spectra, which we show are all surprisingly related. Let Θ(X ,Y) be the vector of principal angles in nondecreasing order between subspace...