Title :
An inequality for the trace of matrix product
Author :
Baksalary, Jerzy K. ; Puntanen, Simo
Author_Institution :
Dept. of Math., Tadeusz Kotarbinski Pedagogical Univ., Zielona Gora, Poland
fDate :
2/1/1992 12:00:00 AM
Abstract :
New bounds for the trace of the product of an arbitrary real matrix A and a nonnegative definite symmetric matrix B are derived. In each case where the symmetric part of A is an indefinite matrix, these bounds are substantial improvements over the bounds known in the literature
Keywords :
matrix algebra; inequality; matrix product; nonnegative definite symmetric matrix; trace; Eigenvalues and eigenfunctions; Least squares approximation; Linear matrix inequalities; Mathematics; Riccati equations; Symmetric matrices; Time varying systems; Tin; Upper bound;
Journal_Title :
Automatic Control, IEEE Transactions on