A generalization of a trace inequality for positive definite matrices

Elena Veronica Belmega (1) , Marc Jungers (2) , Samson Lasaulce (1)

1 L2S - Laboratoire des signaux et systèmes
2 CRAN - Centre de Recherche en Automatique de Nancy

In this note we generalize the trace inequality derived in E.V. Belmega, S. Lasaulce and M. Debbah, A Trace Inequality for Positive Definite Matrices, J. Inequal. Pure Appl. Math., 10(1) (2009), to the case where the number of terms of the sum (denoted by K) is arbitrary.

Mots clés: Trace inequality; positive definite matrices; positive semidefinite matrices.; positive semidefinite matrices

Domaines: Algèbres d'opérateurs [math.OA]

Elena Veronica Belmega, Marc Jungers, Samson Lasaulce. A generalization of a trace inequality for positive definite matrices. Australian Journal of Mathematical Analysis and Applications, 2011, 7 (2), pp.Art. 26, 1-5. ⟨hal-00447007⟩