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)$?
linear-algebra matrices trace
$endgroup$
add a comment |
$begingroup$
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)$?
linear-algebra matrices trace
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1
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Hint : You can suppose that H is diagonal. How ?
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– DLeMeur
Jan 20 at 19:11
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@DLeMeur. Well, I fiddled around with your hint, but couldn't get the answer! :D
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– Babak
Jan 20 at 20:53
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Rehint: How is the trace of $H $ related to its diagonalization?
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– Javi
Jan 21 at 13:20
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@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
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No, but you could use that to obtain some sufficient conditions for your inequality to hold
$endgroup$
– Javi
Jan 23 at 2:55
add a comment |
$begingroup$
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)$?
linear-algebra matrices trace
$endgroup$
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
linear-algebra matrices trace
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
add a comment |
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
add a comment |
4 Answers
4
active
oldest
votes
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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).
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
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4 Answers
4
active
oldest
votes
4 Answers
4
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
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.
answered Jan 23 at 3:15
JaviJavi
3979
3979
add a comment |
add a comment |
$begingroup$
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).
$endgroup$
add a comment |
$begingroup$
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).
$endgroup$
add a comment |
$begingroup$
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).
$endgroup$
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).
answered Jan 23 at 11:07
loup blancloup blanc
23.4k21851
23.4k21851
add a comment |
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
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.
edited Jan 23 at 13:21
answered Jan 23 at 12:48
ZeeklessZeekless
577111
577111
add a comment |
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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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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.
edited Jan 23 at 13:48
answered Jan 23 at 13:38
Ahmad BazziAhmad Bazzi
8,3282824
8,3282824
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1
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Hint : You can suppose that H is diagonal. How ?
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– DLeMeur
Jan 20 at 19:11
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@DLeMeur. Well, I fiddled around with your hint, but couldn't get the answer! :D
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– Babak
Jan 20 at 20:53
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Rehint: How is the trace of $H $ related to its diagonalization?
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– Javi
Jan 21 at 13:20
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@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 $B$?
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– Babak
Jan 22 at 11:07
$begingroup$
No, but you could use that to obtain some sufficient conditions for your inequality to hold
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– Javi
Jan 23 at 2:55