Monday, 10 March 2014

matrices - Understanding Kantorovich's inequality

I'm looking for a proof of the Kantorovich inequality, namely:




Ax,xA1x,x14(K(A)+1K(A))
Where K(A)=A2A12 and A is an Hermitian positive definite matrix and x a vector with the accurate size. Or alternatively



Ax,xA1x,x14((βα)2+(αβ)2)
where 0<α=λ1λn=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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