Weak log majorization and determinantal inequalities

preprint2016arXivOpen access

Abstract

Denote by n¶_n the set of n×nn\times n positive definite matrices. Let D=D1⊕⋯⊕DkD = D_1\oplus \dots \oplus D_k, where D1∈n1,…,Dk∈nkD_1\in ¶_{n_1}, \dots, D_k \in ¶_{n_k} with n1+⋯+nk=nn_1+\cdots + n_k=n. Partition C∈nC\in ¶_n according to (n1,…,nk)(n_1, \dots, n_k) so that $\Diag C = C_1\oplus \dots \oplus C_k$. We prove the following weak log majorization result: \begin{equation*} λ(C^{-1}_1D_1\oplus \cdots \oplus C^{-1}_kD_k)\prec_{w \,\log} λ(C^{-1}D), \end{equation*} where λ(A)λ(A) denotes the vector of eigenvalues of $A\in \Cnn$. The inequality does not hold if one replaces the vectors of eigenvalues by the vectors of singular values, i.e., \begin{equation*} s(C^{-1}_1D_1\oplus \cdots \oplus C^{-1}_kD_k)\prec_{w \,\log} s(C^{-1}D) \end{equation*} is not true. As an application, we provide a generalization of a determinantal inequality of Matic \cite[Theorem 1.1]{M}. In addition, we obtain a weak majorization result which is complementary to a determinantal inequality of Choi \cite[Theorem 2]{C} and give a weak log majorization open question.

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