For $A,Bin M_{nm},$ we say that $A$ is left matrix majorized (resp. left matrix submajorized) by $B$ and write $Aprec_{ell}B$ (resp. $Aprec_{ell s}B$), if $A=RB$ for some $ntimes n$ row stochastic (resp. row substochastic) matrix $R.$ Moreover, we define the relation $sim_{ell s} $ on $M_{nm}$ as follows: $Asim_{ell s} B$ if $Aprec_{ell s} Bprec_{ell s} A.$ This paper characterizes all linear p...

Given a complex matrix H, we consider the decomposition H = QRP∗, where R is upper triangular and Q and P have orthonormal columns. Special instances of this decomposition include the singular value decomposition (SVD) and the Schur decomposition where R is an upper triangular matrix with the eigenvalues of H on the diagonal. We show that any diagonal for R can be achieved that satisfies Weyl’s...

Abstract: Portfolio risk forecasts are often made by estimating an asset or factor covariance matrix. Practitioners commonly want to adjust a global covariance matrix encompassing several sub-markets by individually correcting the sub-market diagonal blocks. Since this is likely to result in the loss of positive semi-definiteness of the overall matrix, the off-diagonal blocks must then be adjus...


 In this paper, we give a complete, explicit and constructive solution to the double generalized majorization problem. Apart from purely combinatorial interest, problem has strong impact in Matrix Pencils Completion Problems, Bounded Rank Perturbation it additional nice interpretation Representation Theory of Kronecker Quivers.

In this paper we show how the Shannon entropy is connected to the theory of majorization. They are both linked to the measure of disorder in a system. However, the theory of majorization usually gives stronger criteria than the entropic inequalities. We give some generalized results for majorization inequality using Csiszár f-divergence. This divergence, applied to some special convex functions...

2 Let H = [ M K K∗ N ] be a Hermitian matrix. It is known that the eigenvalues of M ⊕N are 3 majorized by the eigenvalues of H . If, in addition, H is positive semidefinite and the block K 4 is Hermitian, then the following reverse majorization inequality holds for the eigenvalues: 5

In Hall's reformulation of the uncertainty principle, the entropic uncertainty relation occupies a core position and provides the first nontrivial bound for the information exclusion principle. Based upon recent developments on the uncertainty relation, we present new bounds for the information exclusion relation using majorization theory and combinatoric techniques, which reveal further charac...

The main result of this paper is the extension of the Schur-Horn Theorem to infinite sequences: For two nonincreasing nonsummable sequences ξ and η that converge to 0, there exists a positive compact operator A with eigenvalue list η and diagonal sequence ξ if and only if Pn j=1 ξj ≤ Pn j=1 ηj for every n if and only if ξ = Qη for some orthostochastic matrix Q. When ξ and η are summable, requir...

We propose a new majorization-minimization (MM) method for non-smooth and non-convex programs, which is general enough to include the existing MM methods. Besides the local majorization condition, we only require that the difference between the directional derivatives of the objective function and its surrogate function vanishes when the number of iterations approaches infinity, which is a very...