TY - GEN
T1 - Generalized Wielandt and Cauchy-Schwarz inequalities
AU - Hasan, Mohammed A.
PY - 2004
Y1 - 2004
N2 - The Wielandt inequality is important in many applications. It involves functions of the extreme eigenvalues of a positive definite matrix. In this paper, we derive a few extensions of the Wielandt inequality and new inequalities involving the two largest and two smallest eigenvalues. The resulting inequalities are shown to be the best possible. A unified approach involving constrained optimization techniques are used to derive these results. The proposed inequalities are then utilized to obtain several bounds for the extremum eigenvalues and eigen spread of real symmetric matrices. A collection of bounds for functions of the eigenvalues of positive definite and general symmetric matrices are then derived in terms of the entries of the matrix. Additionally, lower bounds for the condition number of positive definite matrices as well as lower bounds for the minimum separation of eigenvalues are developed.
AB - The Wielandt inequality is important in many applications. It involves functions of the extreme eigenvalues of a positive definite matrix. In this paper, we derive a few extensions of the Wielandt inequality and new inequalities involving the two largest and two smallest eigenvalues. The resulting inequalities are shown to be the best possible. A unified approach involving constrained optimization techniques are used to derive these results. The proposed inequalities are then utilized to obtain several bounds for the extremum eigenvalues and eigen spread of real symmetric matrices. A collection of bounds for functions of the eigenvalues of positive definite and general symmetric matrices are then derived in terms of the entries of the matrix. Additionally, lower bounds for the condition number of positive definite matrices as well as lower bounds for the minimum separation of eigenvalues are developed.
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U2 - 10.1109/ACC.2004.182420
DO - 10.1109/ACC.2004.182420
M3 - Conference contribution
AN - SCOPUS:8744295750
SN - 0780383354
T3 - Proceedings of the American Control Conference
SP - 2142
EP - 2147
BT - Proceedings of the 2004 American Control Conference (AAC)
T2 - Proceedings of the 2004 American Control Conference (AAC)
Y2 - 30 June 2004 through 2 July 2004
ER -