I'm looking for a proof of the Kantorovich inequality, namely:
⟨Ax,x⟩⟨A−1x,x⟩≤14(K(A)+1K(A))
Where K(A)=‖A‖2‖A−1‖2 and A is an Hermitian positive definite matrix and x a vector with the accurate size. Or alternatively
⟨Ax,x⟩⟨A−1x,x⟩≤14((βα)2+(αβ)2)
where 0<α=λ1≤⋯≤λn=β are the eigenvalues of A.
There are a lot of proofs on internet but this is the one that I found easier to understand. Nevertheless, I'm stuck figuring out something:
They use f,g:[α,β]→R two convex function with f positive and f(t)≤g(t) for every t∈[α,β]. Then they claim that F=f(A) and G=g(A) are well defined and hermitian positive definite.
I don't even understand why they mean by f(A).
If any of you guys can suggest me alternative documentation (other proof) or help me with this one, I would be very grateful
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