Title :
Generalized Wielandt and Cauchy-Schwarz inequalities
Author :
Hasan, Mohammed A.
Author_Institution :
Dept. of Electr. & Comput. Eng., Minnesota Univ., Duluth, MN, USA
fDate :
June 30 2004-July 2 2004
Abstract :
The Wielandt inequality is important in many applications. It involves functions of the extreme eigenvalues of a positive definite matrix. We derive a few extensions of the Wielandt inequality and new inequalities involving the two largest and two smallest eigenvalues. The resulting inequalities are shown to be the best possible. A unified approach involving constrained optimization techniques are used to derive these results. The proposed inequalities are then utilized to obtain several bounds for the extremum eigenvalues and eigen spread of real symmetric matrices. Collections of bounds for functions of the eigenvalues of positive definite and general symmetric matrices are then derived in terms of the entries of the matrix. Additionally, lower bounds for the condition number of positive definite matrices as well as lower bounds for the minimum separation of eigenvalues are developed.
Keywords :
eigenvalues and eigenfunctions; linear matrix inequalities; optimisation; constrained optimization technique; eigenvalues; generalized Cauchy-Schwarz inequality; generalized Wielandt inequality; symmetric matrices;
Conference_Titel :
American Control Conference, 2004. Proceedings of the 2004
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-7803-8335-4