Some singular value inequalities via convexity

Abstract

If c1(Z) ≥ ... ≥ cn(Z) denote the Euclidean lengths of the column vectors of any n × n matrix Z, then a fundamental inequality related to Hadamard products states that Σi=1k σi(X*Y B) ≤ Σi=1k ci(X) ci(Y) σi(B) 1 ≤ k ≤ n, where σi(·) is the ith singular value. In this paper, we shall offer a simple proof of this result via convexity arguments. In addition, this technique is applied to obtain some further singular value inequalities as well.

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