A norm inequality for pairs of commuting positive semidefinite matrices

preprint2014arXivOpen access

Abstract

For k=1,…,Kk=1,\ldots,K, let AkA_k and BkB_k be positive semidefinite matrices such that, for each kk, AkA_k commutes with BkB_k. We show that, for any unitarily invariant norm, ∣∣∣∑k=1KAkBk∣∣∣≤∣∣∣(∑k=1KAk)  (∑k=1KBk)∣∣∣. |||\sum_{k=1}^K A_kB_k||| \le ||| (\sum_{k=1}^K A_k)\;(\sum_{k=1}^K B_k)|||.

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