Lower bound on $tr(A^-1)$, where $Ain mathbbR^n times n$ symmetric, positive definite.
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Let $A in mathbbR^n times n$ be a symmetric, positive definite matrix with $n geq 2$. Does the following inequality then hold?
$$
sum_i=1^n frac1lambda_i > frac1lambda_min,
$$
where the $lambda_i$'s are the eigenvalues of $A$ and $lambda_min := min_i in 1, cdots, n left( lambda_i right)$.
Thoughts so far:
A simpler inequality that clearly holds is
$$
sum_i=1^n frac1lambda_i geq fracnlambda_max,
$$
but that doesn't seem useful in this situation.
Also, I realize that the left hand size is $texttrace(A^-1)$, not sure what to do with this.
Background:
An inequality in some lecture notes that I'm reading seems to implicitly hinge on this claim. Specifically, the following is stated as a portion of a longer discourse:
$$
sigma^2 sum_i = 1^p frac1lambda_i > fracsigma^2lambda_min,
$$
where $(X^T X)$ is a positive definite matrix, $X in mathbbR^n times p$.
linear-algebra inequality eigenvalues-eigenvectors
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up vote
1
down vote
favorite
Let $A in mathbbR^n times n$ be a symmetric, positive definite matrix with $n geq 2$. Does the following inequality then hold?
$$
sum_i=1^n frac1lambda_i > frac1lambda_min,
$$
where the $lambda_i$'s are the eigenvalues of $A$ and $lambda_min := min_i in 1, cdots, n left( lambda_i right)$.
Thoughts so far:
A simpler inequality that clearly holds is
$$
sum_i=1^n frac1lambda_i geq fracnlambda_max,
$$
but that doesn't seem useful in this situation.
Also, I realize that the left hand size is $texttrace(A^-1)$, not sure what to do with this.
Background:
An inequality in some lecture notes that I'm reading seems to implicitly hinge on this claim. Specifically, the following is stated as a portion of a longer discourse:
$$
sigma^2 sum_i = 1^p frac1lambda_i > fracsigma^2lambda_min,
$$
where $(X^T X)$ is a positive definite matrix, $X in mathbbR^n times p$.
linear-algebra inequality eigenvalues-eigenvectors
For positive matrix, $lambda_i>0$ for $i=1,2,cdots,n$.
– Riemann
2 days ago
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
Let $A in mathbbR^n times n$ be a symmetric, positive definite matrix with $n geq 2$. Does the following inequality then hold?
$$
sum_i=1^n frac1lambda_i > frac1lambda_min,
$$
where the $lambda_i$'s are the eigenvalues of $A$ and $lambda_min := min_i in 1, cdots, n left( lambda_i right)$.
Thoughts so far:
A simpler inequality that clearly holds is
$$
sum_i=1^n frac1lambda_i geq fracnlambda_max,
$$
but that doesn't seem useful in this situation.
Also, I realize that the left hand size is $texttrace(A^-1)$, not sure what to do with this.
Background:
An inequality in some lecture notes that I'm reading seems to implicitly hinge on this claim. Specifically, the following is stated as a portion of a longer discourse:
$$
sigma^2 sum_i = 1^p frac1lambda_i > fracsigma^2lambda_min,
$$
where $(X^T X)$ is a positive definite matrix, $X in mathbbR^n times p$.
linear-algebra inequality eigenvalues-eigenvectors
Let $A in mathbbR^n times n$ be a symmetric, positive definite matrix with $n geq 2$. Does the following inequality then hold?
$$
sum_i=1^n frac1lambda_i > frac1lambda_min,
$$
where the $lambda_i$'s are the eigenvalues of $A$ and $lambda_min := min_i in 1, cdots, n left( lambda_i right)$.
Thoughts so far:
A simpler inequality that clearly holds is
$$
sum_i=1^n frac1lambda_i geq fracnlambda_max,
$$
but that doesn't seem useful in this situation.
Also, I realize that the left hand size is $texttrace(A^-1)$, not sure what to do with this.
Background:
An inequality in some lecture notes that I'm reading seems to implicitly hinge on this claim. Specifically, the following is stated as a portion of a longer discourse:
$$
sigma^2 sum_i = 1^p frac1lambda_i > fracsigma^2lambda_min,
$$
where $(X^T X)$ is a positive definite matrix, $X in mathbbR^n times p$.
linear-algebra inequality eigenvalues-eigenvectors
edited 2 days ago
darij grinberg
9,17132958
9,17132958
asked 2 days ago
zxmkn
1686
1686
For positive matrix, $lambda_i>0$ for $i=1,2,cdots,n$.
– Riemann
2 days ago
add a comment |Â
For positive matrix, $lambda_i>0$ for $i=1,2,cdots,n$.
– Riemann
2 days ago
For positive matrix, $lambda_i>0$ for $i=1,2,cdots,n$.
– Riemann
2 days ago
For positive matrix, $lambda_i>0$ for $i=1,2,cdots,n$.
– Riemann
2 days ago
add a comment |Â
2 Answers
2
active
oldest
votes
up vote
1
down vote
accepted
This should be obvious $$sum_i=1^n frac1lambda_i > frac1lambda_min$$
Because the eigenvalues are positive and one of the eigenvalues, say $lambda_j$ is the minimum eigenvalue. Thus $$sum_i=1^n frac1lambda_i = frac1lambda_min + sum _ine j frac1lambda_i > frac1 lambda_min$$
add a comment |Â
up vote
4
down vote
Yes.
Since the eigenvalues are positive, all the terms in the sum are positive. Therefore, the sum is larger than any of its terms.
add a comment |Â
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
This should be obvious $$sum_i=1^n frac1lambda_i > frac1lambda_min$$
Because the eigenvalues are positive and one of the eigenvalues, say $lambda_j$ is the minimum eigenvalue. Thus $$sum_i=1^n frac1lambda_i = frac1lambda_min + sum _ine j frac1lambda_i > frac1 lambda_min$$
add a comment |Â
up vote
1
down vote
accepted
This should be obvious $$sum_i=1^n frac1lambda_i > frac1lambda_min$$
Because the eigenvalues are positive and one of the eigenvalues, say $lambda_j$ is the minimum eigenvalue. Thus $$sum_i=1^n frac1lambda_i = frac1lambda_min + sum _ine j frac1lambda_i > frac1 lambda_min$$
add a comment |Â
up vote
1
down vote
accepted
up vote
1
down vote
accepted
This should be obvious $$sum_i=1^n frac1lambda_i > frac1lambda_min$$
Because the eigenvalues are positive and one of the eigenvalues, say $lambda_j$ is the minimum eigenvalue. Thus $$sum_i=1^n frac1lambda_i = frac1lambda_min + sum _ine j frac1lambda_i > frac1 lambda_min$$
This should be obvious $$sum_i=1^n frac1lambda_i > frac1lambda_min$$
Because the eigenvalues are positive and one of the eigenvalues, say $lambda_j$ is the minimum eigenvalue. Thus $$sum_i=1^n frac1lambda_i = frac1lambda_min + sum _ine j frac1lambda_i > frac1 lambda_min$$
edited 2 days ago
answered 2 days ago


Mohammad Riazi-Kermani
26.9k41849
26.9k41849
add a comment |Â
add a comment |Â
up vote
4
down vote
Yes.
Since the eigenvalues are positive, all the terms in the sum are positive. Therefore, the sum is larger than any of its terms.
add a comment |Â
up vote
4
down vote
Yes.
Since the eigenvalues are positive, all the terms in the sum are positive. Therefore, the sum is larger than any of its terms.
add a comment |Â
up vote
4
down vote
up vote
4
down vote
Yes.
Since the eigenvalues are positive, all the terms in the sum are positive. Therefore, the sum is larger than any of its terms.
Yes.
Since the eigenvalues are positive, all the terms in the sum are positive. Therefore, the sum is larger than any of its terms.
answered 2 days ago
N. S.
97.5k5105197
97.5k5105197
add a comment |Â
add a comment |Â
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For positive matrix, $lambda_i>0$ for $i=1,2,cdots,n$.
– Riemann
2 days ago