International Journal of the Physical Sciences Vol. 7(1), pp. 1 - 4, 2 January, 2012 Available online at http://www.academicjournals.org/IJPS DOI: 10.5897/IJPS11.

1576 ISSN 1992-1950 2012 Academic Journals

Review

Trace and determinant inequalities for Hadamard products

Mustafa zel
Division of Mathematics, Faculty of Engineering, Dokuz Eylul University, Tnaztepe Campus 35160, Buca, zmir, Turkey. E-mail: mustafa.ozel@deu.edu.tr. Tel: +90-232-4127265. Fax: +90-232-4538366.
Accepted 15 December, 2011

In this paper, several inequalities involving positive integer powers of the Hadamard product of two matrices are presented. Firstly, a new upper bound for the product of their determinants and an inequality that relates the trace of the power of the Hadamard product of two matrices are given. Also, an alternative proof of the theorem established by Ulukok and Turkmen (2010) was given on the Frobenius norm of the power of the Hadamard product of two nonnegative matrices. Key words: Hadamard product, trace inequalities, matrix norm. INTRODUCTION The Hadamard and the Kronecker products of matrices are useful in studying many problems in matrix theory and its applications because of their computational benefits. Matrix trace inequalities are also used in many areas such as statistics, control theory and in communication systems. Lieb and Thirring (1976) presented a trace inequality involving positive integer powers of the matrix product for positive definite matrices. Dannan (2001) gave a related inequality using the determinants of positive definite matrices. Recently, an inequality for the Frobenius norm of the power of the Hadamard product of two matrices was given by Ulukok and Turkmen (2010). In this paper, a new upper bound for the product of the determinants of positive definite matrices using the Hadamard product and a trace inequality of the power of the Hadamard product of two positive definite matrices are found out. Furthermore, an alternative proof for an inequality which was given by Ulukok and Turkmen (2010) for the Frobenius norm of the power of the Hadamard product of two nonnegative matrices is accomplished by using the selection matrix. Let be the set of complex matrices and , . Let denote the identity matrix in and let denote the Hadamard product and B the Kronecker products of and . These two products are related with the following equality (Mond and Peari, 2000):

= (AB)

(1)

where is an selection matrix and = . Note that denotes the transpose of the matrix and is the matrix , , , , where is matrix of all zeros except , -th entry in which the entry is one. For a given positive integer , a non-empty subset of 1, , , and any , is the principal submatrix of whose rows and columns are indexed by . When = , the Hadamard index set is = 1, + 1,2 + 2, , (Horn and Johnson, 1985; Horn and Zhang, 2010). Let be the conjugate transpose matrix of . Let and indicate the trace of and the determinant of , respectively. = is non-negative matrix if all 0, denoted by 0. The following properties of the Kronecker product will be used frequently in the next sections:

And

= =

(2)

(3)

Int. J. Phys. Sci.

(Horn and Johnson, 1985, 1991; Mond and Peari, 2000). BASIC DEFINITIONS AND RESULTS In this section, the Frobenius norm of a matrix and some of the known lemmas about the Hadamard and the Kronecker products are stated (Horn and Johnson, 1985, 1991; Horn and Zhang, 2010). Definition 1 Let be any norm of matrix matrix. The Frobenius (Euclidean) is:
=1 2
1 2

MAIN RESULTS Dannan (2001) had proved the following:

(10)

where and are any positive definite matrices and any positive integer . Now two inequalities are given involving positive integer powers of the Hadamard product of real matrices and . One of them gives us a new upper bound for the product of their determinants. Theorem 1 If and are positive-definite matrices, then

= =1

(4) and

(11)

It is also equal to the square root of the matrix trace of , that is,

=
Lemma 1 If and

(5)

(12)

for any positive integer

are any square matrices, then

Proof: The trace of the Hadamard product of can be written as: (6)

and

Lemma 2

= =

The Hadamard product is a principal submatrix of the Kronecker product: if , , then

(7)

by applying (1). Since is diagonalizable, there exists an orthonormal matrix and a diagonal matrix such that = . So if the eigenvalues of are , ,, then = , , . Let , ,, denote the elements of . Since = , then,

Lemma 3 Let , 1, , be nonnegative matrices and let be given and non-empty.

= = =

Lemma 4 For every ,

(8)

= = =

we have

=1

=1

= 1, .

(9)

Using the definition of the selection matrices,

zel

11 ,

22 ,

and the diagonal element of the left-hand side can be written as:
11 1

by Ulukok and Turkmen (2010) for the Frobenius norm of the power of the Hadamard product of two non-negative matrices will be given in the next theorem. Theorem 2 Let

, 0, ,00,

22

, ,0 0,0, ,

Then,
=
11 1

0 and

0 be

complex matrices. Then,

22

+ +

(16)

(13)

where m is a positive integer. Proof: Our proof is based on the relation between the Hadamard and the Kronecker products. Apply the | | definition of the Frobenius norm and to get,

= = + . ++

2 = =

is obtained and this proves the first inequality of the theorem. Now consider (13), which can be written by using the arithmetic-geometric mean inequality as:
1

Using (8), (2) and (1), the above inequality can be rewritten as:

= =

1 n

11 11 11 1

+
22

22 2

+ +
1 2

= =

= =

(17)

22

Since matrix , then,

for any positive definite

Since for any positive integer and for any , positive semi-definite matrices (Dannan, 2001; Lieb and Thirring, 1976), combining (3) and

and

11

22

(14)

< = = =

(15) is obtained. Successively applying (9) and CauchySchwarz inequality to get,

(Horn and Johnson, 1991; Horn and Zhang, 2010; Mond and Peari, 2000). Consequently,

= = =

is obtained and this completes the proof. Now, a different proof for an inequality which was given

= = = =

Int. J. Phys. Sci.

So (16) holds. This completes the proof. CONCLUSION A new upper bound for the power of the determinants of two positive definite matrices was given by using the Hadamard product. A trace inequality involving positive integer powers of the Hadamard product of matrices was found out. Then an alternative proof for a norm inequality of the power of the Hadamard product of two matrices which was given by Ulukok and Turkmen (2010) was presented by using the selection matrix and the Kronecker products. In all results, some new bounds are improved for the trace of the Hadamard products of matrices. All above inequalities will be investigated for Fan product of matrices and for any unitarily invariant norms in the next studies. ACKNOWLEDGEMENTS I am grateful to the Editor and the referees for their kind help and valuable suggestions.

REFERENCES Dannan, F (2001). Matrix and operator inequalities. J. Ineq. Pure Appl. Math., 2(3): Art.34. Horn RA, Johnson C (1985). Matrix analysis. Cambridge Univ. Press. N.Y, pp. 291, 475, 490. Horn RA, Johnson C (1991). Topics in matrix analysis. Cambridge Univ. Press. N.Y., pp. 304, 332. Horn RA, Zhang F (2010). Bounds on the spectral radius of a Hadamard product of nonnegative or positive semidefinite matrices. Elec. J. Linear Algebra, 20: 90-94. Lieb EH, Thirring WE (1976). Inequalities for the moments of the eigenvalues of the Schrodinger Hamilton and their relation to Sobolev inequalities. Studies in Math. Physics. Essay in Honor of Valentine, Bartman. Princeton, N.J: pp. 269-303. Mond P, Peari J (2000). On inequalities involving the Hadamard product of matrices. Elec. J. Linear Algebra, 6: 56-61. Ulukok Z, Trkmen R (2010). On some matrix trace inequalities. J. Ineq. Appl. Art. ID 201486: p.8.