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Symmetric Grothendieck inequality

We establish an analogue of the Grothendieck inequality where the rectangular matrix is replaced by a symmetric/Hermitian matrix and the bilinear form by a quadratic form. We call this the symmetric Grothendieck inequality; despite its name, it is a generalization -- the original Grothendieck inequality is a special case. While there are other proposals for such an inequality, ours differs in two important ways: (i) we have no additional requirement like positive semidefiniteness; (ii) our symmetric Grothendieck constant is universal, i.e., independent of the matrix and its dimensions. A consequence of our symmetric Grothendieck inequality is a "conic Grothendieck inequality" for any family of cones of symmetric matrices: The original Grothendieck inequality is a special case; as is the Nesterov $π/2$-Theorem, which corresponds to the cones of positive semidefinite matrices; as well as the Goemans-Williamson inequality, which corresponds to the cones of Laplacians. For yet other cones, e.g., of diagonally dominant matrices, we get new Grothendieck-like inequalities. A slight extension leads to a unified framework that treats any Grothendieck-like inequality as an inequality

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Co-authorshipAuthorshipAuthorshipTopic signalTopic signalWSymmetric Grothendieck inequalitypreprint / 2020AShmuel FriedlandResearcherALek-Heng LimResearcherTmath.FA4066 worksTComputational Complexity1354 works
PaperSignal 104 links

Symmetric Grothendieck inequality

preprint / 2020

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