Partitioned and Hadamard Product Matrix Inequalities.

J Res Natl Bur Stand (1977)

Institute for Physical Science and Technology/Department of Economics, University of Maryland, College Park, Maryland 20742.

Published: January 1978

This note is partly expositor). Inequalities relating inversion with, respectively, extraction of principal submatriees and the Hadamard product in the two possible orders are developed in a simple and unified way for positive definite matrices. These inequalities are known, hut we also characterize the cases of equality and strict inequality. A by-product is, for example, a pleasant proof of an inequality due to Fiedler. In addition, it is shown that the Hadamard product preserves inequalities in a generalization of Schur's observation. In the process, many tools for dealing with the positive semi-definite partial ordering are exhibited.

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http://www.ncbi.nlm.nih.gov/pmc/articles/PMC6752637PMC
http://dx.doi.org/10.6028/jres.083.039DOI Listing

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