How to choose $B$ to have $ operatorname{trace}(H) ge operatorname{trace}(B^{top}HB)$?












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Considering $H in mathbb{R}^{N times N}$ a real symmetric matrix which has both positive and negative eigenvalues, and $B in mathbb{R}^{N times M}$ a real matrix with positive entries.



Can I find a condition to make $ operatorname{trace}(H) ge operatorname{trace}(B^{top}HB)$?










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  • 1




    $begingroup$
    Hint : You can suppose that H is diagonal. How ?
    $endgroup$
    – DLeMeur
    Jan 20 at 19:11










  • $begingroup$
    @DLeMeur. Well, I fiddled around with your hint, but couldn't get the answer! :D
    $endgroup$
    – Babak
    Jan 20 at 20:53










  • $begingroup$
    Rehint: How is the trace of $H $ related to its diagonalization?
    $endgroup$
    – Javi
    Jan 21 at 13:20












  • $begingroup$
    @Javi: Yes, i know the trace of $H$ is the sum of the diagonal entries of the diagonalized matrix, but i cannot link it to the rhs. Does it mean that $B^top HB$ has the same eigenvalues as of $H$ for any given tall matrix $B$?
    $endgroup$
    – Babak
    Jan 22 at 11:07










  • $begingroup$
    No, but you could use that to obtain some sufficient conditions for your inequality to hold
    $endgroup$
    – Javi
    Jan 23 at 2:55
















1












$begingroup$


Considering $H in mathbb{R}^{N times N}$ a real symmetric matrix which has both positive and negative eigenvalues, and $B in mathbb{R}^{N times M}$ a real matrix with positive entries.



Can I find a condition to make $ operatorname{trace}(H) ge operatorname{trace}(B^{top}HB)$?










share|cite|improve this question











$endgroup$








  • 1




    $begingroup$
    Hint : You can suppose that H is diagonal. How ?
    $endgroup$
    – DLeMeur
    Jan 20 at 19:11










  • $begingroup$
    @DLeMeur. Well, I fiddled around with your hint, but couldn't get the answer! :D
    $endgroup$
    – Babak
    Jan 20 at 20:53










  • $begingroup$
    Rehint: How is the trace of $H $ related to its diagonalization?
    $endgroup$
    – Javi
    Jan 21 at 13:20












  • $begingroup$
    @Javi: Yes, i know the trace of $H$ is the sum of the diagonal entries of the diagonalized matrix, but i cannot link it to the rhs. Does it mean that $B^top HB$ has the same eigenvalues as of $H$ for any given tall matrix $B$?
    $endgroup$
    – Babak
    Jan 22 at 11:07










  • $begingroup$
    No, but you could use that to obtain some sufficient conditions for your inequality to hold
    $endgroup$
    – Javi
    Jan 23 at 2:55














1












1








1





$begingroup$


Considering $H in mathbb{R}^{N times N}$ a real symmetric matrix which has both positive and negative eigenvalues, and $B in mathbb{R}^{N times M}$ a real matrix with positive entries.



Can I find a condition to make $ operatorname{trace}(H) ge operatorname{trace}(B^{top}HB)$?










share|cite|improve this question











$endgroup$




Considering $H in mathbb{R}^{N times N}$ a real symmetric matrix which has both positive and negative eigenvalues, and $B in mathbb{R}^{N times M}$ a real matrix with positive entries.



Can I find a condition to make $ operatorname{trace}(H) ge operatorname{trace}(B^{top}HB)$?







linear-algebra matrices trace






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edited Jan 20 at 19:17









Bernard

121k740116




121k740116










asked Jan 20 at 19:09









BabakBabak

342111




342111








  • 1




    $begingroup$
    Hint : You can suppose that H is diagonal. How ?
    $endgroup$
    – DLeMeur
    Jan 20 at 19:11










  • $begingroup$
    @DLeMeur. Well, I fiddled around with your hint, but couldn't get the answer! :D
    $endgroup$
    – Babak
    Jan 20 at 20:53










  • $begingroup$
    Rehint: How is the trace of $H $ related to its diagonalization?
    $endgroup$
    – Javi
    Jan 21 at 13:20












  • $begingroup$
    @Javi: Yes, i know the trace of $H$ is the sum of the diagonal entries of the diagonalized matrix, but i cannot link it to the rhs. Does it mean that $B^top HB$ has the same eigenvalues as of $H$ for any given tall matrix $B$?
    $endgroup$
    – Babak
    Jan 22 at 11:07










  • $begingroup$
    No, but you could use that to obtain some sufficient conditions for your inequality to hold
    $endgroup$
    – Javi
    Jan 23 at 2:55














  • 1




    $begingroup$
    Hint : You can suppose that H is diagonal. How ?
    $endgroup$
    – DLeMeur
    Jan 20 at 19:11










  • $begingroup$
    @DLeMeur. Well, I fiddled around with your hint, but couldn't get the answer! :D
    $endgroup$
    – Babak
    Jan 20 at 20:53










  • $begingroup$
    Rehint: How is the trace of $H $ related to its diagonalization?
    $endgroup$
    – Javi
    Jan 21 at 13:20












  • $begingroup$
    @Javi: Yes, i know the trace of $H$ is the sum of the diagonal entries of the diagonalized matrix, but i cannot link it to the rhs. Does it mean that $B^top HB$ has the same eigenvalues as of $H$ for any given tall matrix $B$?
    $endgroup$
    – Babak
    Jan 22 at 11:07










  • $begingroup$
    No, but you could use that to obtain some sufficient conditions for your inequality to hold
    $endgroup$
    – Javi
    Jan 23 at 2:55








1




1




$begingroup$
Hint : You can suppose that H is diagonal. How ?
$endgroup$
– DLeMeur
Jan 20 at 19:11




$begingroup$
Hint : You can suppose that H is diagonal. How ?
$endgroup$
– DLeMeur
Jan 20 at 19:11












$begingroup$
@DLeMeur. Well, I fiddled around with your hint, but couldn't get the answer! :D
$endgroup$
– Babak
Jan 20 at 20:53




$begingroup$
@DLeMeur. Well, I fiddled around with your hint, but couldn't get the answer! :D
$endgroup$
– Babak
Jan 20 at 20:53












$begingroup$
Rehint: How is the trace of $H $ related to its diagonalization?
$endgroup$
– Javi
Jan 21 at 13:20






$begingroup$
Rehint: How is the trace of $H $ related to its diagonalization?
$endgroup$
– Javi
Jan 21 at 13:20














$begingroup$
@Javi: Yes, i know the trace of $H$ is the sum of the diagonal entries of the diagonalized matrix, but i cannot link it to the rhs. Does it mean that $B^top HB$ has the same eigenvalues as of $H$ for any given tall matrix $B$?
$endgroup$
– Babak
Jan 22 at 11:07




$begingroup$
@Javi: Yes, i know the trace of $H$ is the sum of the diagonal entries of the diagonalized matrix, but i cannot link it to the rhs. Does it mean that $B^top HB$ has the same eigenvalues as of $H$ for any given tall matrix $B$?
$endgroup$
– Babak
Jan 22 at 11:07












$begingroup$
No, but you could use that to obtain some sufficient conditions for your inequality to hold
$endgroup$
– Javi
Jan 23 at 2:55




$begingroup$
No, but you could use that to obtain some sufficient conditions for your inequality to hold
$endgroup$
– Javi
Jan 23 at 2:55










4 Answers
4






active

oldest

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0












$begingroup$

Since $H $ is real and symmetric, it can be diagonalized as $H = V^T D V $ where $V^T = V^{-1} $ and $ D$ is diagonal. Thus your expression may be rewritten as



$ tr (D) geq tr ( B^T H B ) = tr ( B B^T H ) $ where I have used that $tr (D) = tr (H) $ and the fact that the trace is invariant under cyclic permutations.



With this in mind, one obvious sufficient condition may be $B^{-1} = B^T $ in which case the equality holds.



Another example: pick $B $ such that $B B^T = H $ so $tr ( B B^T H) = tr ( H^2) = tr (D^2) $. So now you should pick $D $ such that $tr (D) geq tr (D^2)$, for example, having positive numbers smaller than 1 in the diagonal.



I'm aware these are not general conditions, only particular cases... but I guess this way you can build more examples and maybe get something more general.






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$endgroup$





















    0












    $begingroup$

    If you had looked at the case $n=1$ (and that's what you should have done), you would have seen that



    if $H>0$, then $1geq B^2$, if $H<0$, then $1leq B^2$ and if $H=0$, then every $B$ works.



    We assume that $tr(H)>0$.



    The condition is $tr(H))geq tr(HS)$ where $S=BB^T$ is $Ntimes N$ symmetric $geq 0$ with $>0$ entries. The required inequality stands if $S$ (or $B$) is small enough.



    More precisely, a sufficient condition is $tr(H^2)tr(S^2)leq (tr(H))^2$.



    Proof. $|tr(HS)|leq sqrt{tr(H^2)}sqrt{tr(S^2)}$ (by Cauchy-Schwartz).






    share|cite|improve this answer









    $endgroup$





















      0












      $begingroup$

      Step 1. Look at the eigendecomposition
      $$H=VDV^{rm T}$$



      $$
      H - text{symmetric} Rightarrow begin{cases} D - text{diagonal} \ V - text{orthogonal} \end{cases}
      $$



      Step 2. Come up with any value $Delta$ you want $-$ that will be your future $operatorname{trace}(B^{rm T}HB)$.



      Step 3. Choose such $c_kge0$ that $sum c_klambda_k= Delta$, where $lambda_k$ is the diagonal entries of $D$. It is always possible since the matrix $H$ has both positive and negative eigenvalues.



      Step 4a. Take a diagonal matrix $C$ with diagonal entries $sqrt{c_k}$ .



      Step 4b. If you want matrix $B$ to have exactly $M$ columns ($M<N$) then you have to pick exactly $M$ nonzero elements $c_k$ on Step 3 and then drop $N-M$ zero columns of matrix $C$ obtained on Step 4a, leaving yourself with the new matrix $C$ of size $N times M$.



      Step 5. Take $B=VC$ and get $operatorname{trace}(B^{rm T}HB)=Delta$.



      The last is true because
      $$
      B^{rm T}HB=B^{rm T}VDV^{rm T}B=C^{rm T} color{purple}{ V^{rm T}V}Dcolor{purple}{V^{rm T}V}C=C^{rm T}DC,
      $$



      which is a diagonal matrix with ${c_klambda_k}$ being its diagonal entries.



      Unfortunately, this is not a proper answer to your question since I drop the restriction of $B$ being entrywise positive. I realized it after posting the answer but decided to leave it as it is.






      share|cite|improve this answer











      $endgroup$





















        0












        $begingroup$

        Let $H = UDU^T$ where $U$ contains the eigenvectors and $D$ is diagonal containing eigenvalues. Let's choose $B = UW^T$, then
        $$B^T H B = (UW^T)^T(UDU^T) (UW^T) = W U^T UDU^TUW^T = WDW^T $$
        Choosing $W$ as diagonal, we get that $$operatorname{trace}(H) ge operatorname{trace}(B^{top}HB) iff sum d_k geq sum w_k^2 d_k$$
        Since $d_k$'s could be negative and positive, then choose $w_k = 1$ if $d_k <0$, else $w_k = 0$. This means that $operatorname{trace}(B^{top}HB)$ is just summing the negative eigenvalues of $H$ , if any.






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          4 Answers
          4






          active

          oldest

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          4 Answers
          4






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes









          0












          $begingroup$

          Since $H $ is real and symmetric, it can be diagonalized as $H = V^T D V $ where $V^T = V^{-1} $ and $ D$ is diagonal. Thus your expression may be rewritten as



          $ tr (D) geq tr ( B^T H B ) = tr ( B B^T H ) $ where I have used that $tr (D) = tr (H) $ and the fact that the trace is invariant under cyclic permutations.



          With this in mind, one obvious sufficient condition may be $B^{-1} = B^T $ in which case the equality holds.



          Another example: pick $B $ such that $B B^T = H $ so $tr ( B B^T H) = tr ( H^2) = tr (D^2) $. So now you should pick $D $ such that $tr (D) geq tr (D^2)$, for example, having positive numbers smaller than 1 in the diagonal.



          I'm aware these are not general conditions, only particular cases... but I guess this way you can build more examples and maybe get something more general.






          share|cite|improve this answer









          $endgroup$


















            0












            $begingroup$

            Since $H $ is real and symmetric, it can be diagonalized as $H = V^T D V $ where $V^T = V^{-1} $ and $ D$ is diagonal. Thus your expression may be rewritten as



            $ tr (D) geq tr ( B^T H B ) = tr ( B B^T H ) $ where I have used that $tr (D) = tr (H) $ and the fact that the trace is invariant under cyclic permutations.



            With this in mind, one obvious sufficient condition may be $B^{-1} = B^T $ in which case the equality holds.



            Another example: pick $B $ such that $B B^T = H $ so $tr ( B B^T H) = tr ( H^2) = tr (D^2) $. So now you should pick $D $ such that $tr (D) geq tr (D^2)$, for example, having positive numbers smaller than 1 in the diagonal.



            I'm aware these are not general conditions, only particular cases... but I guess this way you can build more examples and maybe get something more general.






            share|cite|improve this answer









            $endgroup$
















              0












              0








              0





              $begingroup$

              Since $H $ is real and symmetric, it can be diagonalized as $H = V^T D V $ where $V^T = V^{-1} $ and $ D$ is diagonal. Thus your expression may be rewritten as



              $ tr (D) geq tr ( B^T H B ) = tr ( B B^T H ) $ where I have used that $tr (D) = tr (H) $ and the fact that the trace is invariant under cyclic permutations.



              With this in mind, one obvious sufficient condition may be $B^{-1} = B^T $ in which case the equality holds.



              Another example: pick $B $ such that $B B^T = H $ so $tr ( B B^T H) = tr ( H^2) = tr (D^2) $. So now you should pick $D $ such that $tr (D) geq tr (D^2)$, for example, having positive numbers smaller than 1 in the diagonal.



              I'm aware these are not general conditions, only particular cases... but I guess this way you can build more examples and maybe get something more general.






              share|cite|improve this answer









              $endgroup$



              Since $H $ is real and symmetric, it can be diagonalized as $H = V^T D V $ where $V^T = V^{-1} $ and $ D$ is diagonal. Thus your expression may be rewritten as



              $ tr (D) geq tr ( B^T H B ) = tr ( B B^T H ) $ where I have used that $tr (D) = tr (H) $ and the fact that the trace is invariant under cyclic permutations.



              With this in mind, one obvious sufficient condition may be $B^{-1} = B^T $ in which case the equality holds.



              Another example: pick $B $ such that $B B^T = H $ so $tr ( B B^T H) = tr ( H^2) = tr (D^2) $. So now you should pick $D $ such that $tr (D) geq tr (D^2)$, for example, having positive numbers smaller than 1 in the diagonal.



              I'm aware these are not general conditions, only particular cases... but I guess this way you can build more examples and maybe get something more general.







              share|cite|improve this answer












              share|cite|improve this answer



              share|cite|improve this answer










              answered Jan 23 at 3:15









              JaviJavi

              3979




              3979























                  0












                  $begingroup$

                  If you had looked at the case $n=1$ (and that's what you should have done), you would have seen that



                  if $H>0$, then $1geq B^2$, if $H<0$, then $1leq B^2$ and if $H=0$, then every $B$ works.



                  We assume that $tr(H)>0$.



                  The condition is $tr(H))geq tr(HS)$ where $S=BB^T$ is $Ntimes N$ symmetric $geq 0$ with $>0$ entries. The required inequality stands if $S$ (or $B$) is small enough.



                  More precisely, a sufficient condition is $tr(H^2)tr(S^2)leq (tr(H))^2$.



                  Proof. $|tr(HS)|leq sqrt{tr(H^2)}sqrt{tr(S^2)}$ (by Cauchy-Schwartz).






                  share|cite|improve this answer









                  $endgroup$


















                    0












                    $begingroup$

                    If you had looked at the case $n=1$ (and that's what you should have done), you would have seen that



                    if $H>0$, then $1geq B^2$, if $H<0$, then $1leq B^2$ and if $H=0$, then every $B$ works.



                    We assume that $tr(H)>0$.



                    The condition is $tr(H))geq tr(HS)$ where $S=BB^T$ is $Ntimes N$ symmetric $geq 0$ with $>0$ entries. The required inequality stands if $S$ (or $B$) is small enough.



                    More precisely, a sufficient condition is $tr(H^2)tr(S^2)leq (tr(H))^2$.



                    Proof. $|tr(HS)|leq sqrt{tr(H^2)}sqrt{tr(S^2)}$ (by Cauchy-Schwartz).






                    share|cite|improve this answer









                    $endgroup$
















                      0












                      0








                      0





                      $begingroup$

                      If you had looked at the case $n=1$ (and that's what you should have done), you would have seen that



                      if $H>0$, then $1geq B^2$, if $H<0$, then $1leq B^2$ and if $H=0$, then every $B$ works.



                      We assume that $tr(H)>0$.



                      The condition is $tr(H))geq tr(HS)$ where $S=BB^T$ is $Ntimes N$ symmetric $geq 0$ with $>0$ entries. The required inequality stands if $S$ (or $B$) is small enough.



                      More precisely, a sufficient condition is $tr(H^2)tr(S^2)leq (tr(H))^2$.



                      Proof. $|tr(HS)|leq sqrt{tr(H^2)}sqrt{tr(S^2)}$ (by Cauchy-Schwartz).






                      share|cite|improve this answer









                      $endgroup$



                      If you had looked at the case $n=1$ (and that's what you should have done), you would have seen that



                      if $H>0$, then $1geq B^2$, if $H<0$, then $1leq B^2$ and if $H=0$, then every $B$ works.



                      We assume that $tr(H)>0$.



                      The condition is $tr(H))geq tr(HS)$ where $S=BB^T$ is $Ntimes N$ symmetric $geq 0$ with $>0$ entries. The required inequality stands if $S$ (or $B$) is small enough.



                      More precisely, a sufficient condition is $tr(H^2)tr(S^2)leq (tr(H))^2$.



                      Proof. $|tr(HS)|leq sqrt{tr(H^2)}sqrt{tr(S^2)}$ (by Cauchy-Schwartz).







                      share|cite|improve this answer












                      share|cite|improve this answer



                      share|cite|improve this answer










                      answered Jan 23 at 11:07









                      loup blancloup blanc

                      23.4k21851




                      23.4k21851























                          0












                          $begingroup$

                          Step 1. Look at the eigendecomposition
                          $$H=VDV^{rm T}$$



                          $$
                          H - text{symmetric} Rightarrow begin{cases} D - text{diagonal} \ V - text{orthogonal} \end{cases}
                          $$



                          Step 2. Come up with any value $Delta$ you want $-$ that will be your future $operatorname{trace}(B^{rm T}HB)$.



                          Step 3. Choose such $c_kge0$ that $sum c_klambda_k= Delta$, where $lambda_k$ is the diagonal entries of $D$. It is always possible since the matrix $H$ has both positive and negative eigenvalues.



                          Step 4a. Take a diagonal matrix $C$ with diagonal entries $sqrt{c_k}$ .



                          Step 4b. If you want matrix $B$ to have exactly $M$ columns ($M<N$) then you have to pick exactly $M$ nonzero elements $c_k$ on Step 3 and then drop $N-M$ zero columns of matrix $C$ obtained on Step 4a, leaving yourself with the new matrix $C$ of size $N times M$.



                          Step 5. Take $B=VC$ and get $operatorname{trace}(B^{rm T}HB)=Delta$.



                          The last is true because
                          $$
                          B^{rm T}HB=B^{rm T}VDV^{rm T}B=C^{rm T} color{purple}{ V^{rm T}V}Dcolor{purple}{V^{rm T}V}C=C^{rm T}DC,
                          $$



                          which is a diagonal matrix with ${c_klambda_k}$ being its diagonal entries.



                          Unfortunately, this is not a proper answer to your question since I drop the restriction of $B$ being entrywise positive. I realized it after posting the answer but decided to leave it as it is.






                          share|cite|improve this answer











                          $endgroup$


















                            0












                            $begingroup$

                            Step 1. Look at the eigendecomposition
                            $$H=VDV^{rm T}$$



                            $$
                            H - text{symmetric} Rightarrow begin{cases} D - text{diagonal} \ V - text{orthogonal} \end{cases}
                            $$



                            Step 2. Come up with any value $Delta$ you want $-$ that will be your future $operatorname{trace}(B^{rm T}HB)$.



                            Step 3. Choose such $c_kge0$ that $sum c_klambda_k= Delta$, where $lambda_k$ is the diagonal entries of $D$. It is always possible since the matrix $H$ has both positive and negative eigenvalues.



                            Step 4a. Take a diagonal matrix $C$ with diagonal entries $sqrt{c_k}$ .



                            Step 4b. If you want matrix $B$ to have exactly $M$ columns ($M<N$) then you have to pick exactly $M$ nonzero elements $c_k$ on Step 3 and then drop $N-M$ zero columns of matrix $C$ obtained on Step 4a, leaving yourself with the new matrix $C$ of size $N times M$.



                            Step 5. Take $B=VC$ and get $operatorname{trace}(B^{rm T}HB)=Delta$.



                            The last is true because
                            $$
                            B^{rm T}HB=B^{rm T}VDV^{rm T}B=C^{rm T} color{purple}{ V^{rm T}V}Dcolor{purple}{V^{rm T}V}C=C^{rm T}DC,
                            $$



                            which is a diagonal matrix with ${c_klambda_k}$ being its diagonal entries.



                            Unfortunately, this is not a proper answer to your question since I drop the restriction of $B$ being entrywise positive. I realized it after posting the answer but decided to leave it as it is.






                            share|cite|improve this answer











                            $endgroup$
















                              0












                              0








                              0





                              $begingroup$

                              Step 1. Look at the eigendecomposition
                              $$H=VDV^{rm T}$$



                              $$
                              H - text{symmetric} Rightarrow begin{cases} D - text{diagonal} \ V - text{orthogonal} \end{cases}
                              $$



                              Step 2. Come up with any value $Delta$ you want $-$ that will be your future $operatorname{trace}(B^{rm T}HB)$.



                              Step 3. Choose such $c_kge0$ that $sum c_klambda_k= Delta$, where $lambda_k$ is the diagonal entries of $D$. It is always possible since the matrix $H$ has both positive and negative eigenvalues.



                              Step 4a. Take a diagonal matrix $C$ with diagonal entries $sqrt{c_k}$ .



                              Step 4b. If you want matrix $B$ to have exactly $M$ columns ($M<N$) then you have to pick exactly $M$ nonzero elements $c_k$ on Step 3 and then drop $N-M$ zero columns of matrix $C$ obtained on Step 4a, leaving yourself with the new matrix $C$ of size $N times M$.



                              Step 5. Take $B=VC$ and get $operatorname{trace}(B^{rm T}HB)=Delta$.



                              The last is true because
                              $$
                              B^{rm T}HB=B^{rm T}VDV^{rm T}B=C^{rm T} color{purple}{ V^{rm T}V}Dcolor{purple}{V^{rm T}V}C=C^{rm T}DC,
                              $$



                              which is a diagonal matrix with ${c_klambda_k}$ being its diagonal entries.



                              Unfortunately, this is not a proper answer to your question since I drop the restriction of $B$ being entrywise positive. I realized it after posting the answer but decided to leave it as it is.






                              share|cite|improve this answer











                              $endgroup$



                              Step 1. Look at the eigendecomposition
                              $$H=VDV^{rm T}$$



                              $$
                              H - text{symmetric} Rightarrow begin{cases} D - text{diagonal} \ V - text{orthogonal} \end{cases}
                              $$



                              Step 2. Come up with any value $Delta$ you want $-$ that will be your future $operatorname{trace}(B^{rm T}HB)$.



                              Step 3. Choose such $c_kge0$ that $sum c_klambda_k= Delta$, where $lambda_k$ is the diagonal entries of $D$. It is always possible since the matrix $H$ has both positive and negative eigenvalues.



                              Step 4a. Take a diagonal matrix $C$ with diagonal entries $sqrt{c_k}$ .



                              Step 4b. If you want matrix $B$ to have exactly $M$ columns ($M<N$) then you have to pick exactly $M$ nonzero elements $c_k$ on Step 3 and then drop $N-M$ zero columns of matrix $C$ obtained on Step 4a, leaving yourself with the new matrix $C$ of size $N times M$.



                              Step 5. Take $B=VC$ and get $operatorname{trace}(B^{rm T}HB)=Delta$.



                              The last is true because
                              $$
                              B^{rm T}HB=B^{rm T}VDV^{rm T}B=C^{rm T} color{purple}{ V^{rm T}V}Dcolor{purple}{V^{rm T}V}C=C^{rm T}DC,
                              $$



                              which is a diagonal matrix with ${c_klambda_k}$ being its diagonal entries.



                              Unfortunately, this is not a proper answer to your question since I drop the restriction of $B$ being entrywise positive. I realized it after posting the answer but decided to leave it as it is.







                              share|cite|improve this answer














                              share|cite|improve this answer



                              share|cite|improve this answer








                              edited Jan 23 at 13:21

























                              answered Jan 23 at 12:48









                              ZeeklessZeekless

                              577111




                              577111























                                  0












                                  $begingroup$

                                  Let $H = UDU^T$ where $U$ contains the eigenvectors and $D$ is diagonal containing eigenvalues. Let's choose $B = UW^T$, then
                                  $$B^T H B = (UW^T)^T(UDU^T) (UW^T) = W U^T UDU^TUW^T = WDW^T $$
                                  Choosing $W$ as diagonal, we get that $$operatorname{trace}(H) ge operatorname{trace}(B^{top}HB) iff sum d_k geq sum w_k^2 d_k$$
                                  Since $d_k$'s could be negative and positive, then choose $w_k = 1$ if $d_k <0$, else $w_k = 0$. This means that $operatorname{trace}(B^{top}HB)$ is just summing the negative eigenvalues of $H$ , if any.






                                  share|cite|improve this answer











                                  $endgroup$


















                                    0












                                    $begingroup$

                                    Let $H = UDU^T$ where $U$ contains the eigenvectors and $D$ is diagonal containing eigenvalues. Let's choose $B = UW^T$, then
                                    $$B^T H B = (UW^T)^T(UDU^T) (UW^T) = W U^T UDU^TUW^T = WDW^T $$
                                    Choosing $W$ as diagonal, we get that $$operatorname{trace}(H) ge operatorname{trace}(B^{top}HB) iff sum d_k geq sum w_k^2 d_k$$
                                    Since $d_k$'s could be negative and positive, then choose $w_k = 1$ if $d_k <0$, else $w_k = 0$. This means that $operatorname{trace}(B^{top}HB)$ is just summing the negative eigenvalues of $H$ , if any.






                                    share|cite|improve this answer











                                    $endgroup$
















                                      0












                                      0








                                      0





                                      $begingroup$

                                      Let $H = UDU^T$ where $U$ contains the eigenvectors and $D$ is diagonal containing eigenvalues. Let's choose $B = UW^T$, then
                                      $$B^T H B = (UW^T)^T(UDU^T) (UW^T) = W U^T UDU^TUW^T = WDW^T $$
                                      Choosing $W$ as diagonal, we get that $$operatorname{trace}(H) ge operatorname{trace}(B^{top}HB) iff sum d_k geq sum w_k^2 d_k$$
                                      Since $d_k$'s could be negative and positive, then choose $w_k = 1$ if $d_k <0$, else $w_k = 0$. This means that $operatorname{trace}(B^{top}HB)$ is just summing the negative eigenvalues of $H$ , if any.






                                      share|cite|improve this answer











                                      $endgroup$



                                      Let $H = UDU^T$ where $U$ contains the eigenvectors and $D$ is diagonal containing eigenvalues. Let's choose $B = UW^T$, then
                                      $$B^T H B = (UW^T)^T(UDU^T) (UW^T) = W U^T UDU^TUW^T = WDW^T $$
                                      Choosing $W$ as diagonal, we get that $$operatorname{trace}(H) ge operatorname{trace}(B^{top}HB) iff sum d_k geq sum w_k^2 d_k$$
                                      Since $d_k$'s could be negative and positive, then choose $w_k = 1$ if $d_k <0$, else $w_k = 0$. This means that $operatorname{trace}(B^{top}HB)$ is just summing the negative eigenvalues of $H$ , if any.







                                      share|cite|improve this answer














                                      share|cite|improve this answer



                                      share|cite|improve this answer








                                      edited Jan 23 at 13:48

























                                      answered Jan 23 at 13:38









                                      Ahmad BazziAhmad Bazzi

                                      8,3282824




                                      8,3282824






























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