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A Note on Kantorovich Inequality for Hermite Matrices


A new Kantorovich type inequality for Hermite matrices is proposed in this paper. It holds for the invertible Hermite matrices and provides refinements of the classical results. Elementary methods suffice to prove the inequality.

1. Introduction

We first state the well-known Kantorovich inequality for a positive definite Hermite matrix (see [1, 2]), let be a positive definite Hermite matrix with real eigenvalues . Then


for any , , where denotes the conjugate transpose of the matrix . An equivalent form of this result is incorporated in


for any , .

This famous inequality plays an important role in statistics and numerical analysis, for example, in discussions of converging rates and error bounds of solving systems of equations (see [24]). Motivated by interests in applied mathematics outlined above, we establish in this paper a new Kantorovich type inequality, the classical Kantorovich inequality is modified to apply not only to positive definite but also to all invertible Hermitian matrices. An elementary proof of this result is also presented.

In the next section, we will state the main theorem and its proof. Before starting, we quickly review some basic definitions and notations. Let be an invertible Hermite matrix with real eigenvalues , and the corresponding orthonormal eigenvectors   with , where denotes 2-norm of the vector of .

For , we define the following transform


If , then,


Otherwise, , then,




2. New Kantorovich Inequality for Hermite Matrices

Theorem 2.1.

Let be an invertible Hermite matrix with real eigenvalues . Then


for any , , where , , , defined by (1.3), (1.4), (1.5), and (1.6).

To simplify the proof, we first introduce some lemmas.

Lemma 2.2.

With the assumptions in Theorem 2.1, then


for any , .

Lemma 2.3.

With the assumptions in Theorem 2.1, then


for any , .


Let , then




The proof about is similar.

Lemma 2.4.

With the assumptions in Theorem 2.1, then


for any , .




The other inequality can be obtained similarly, the proof is completed.

We are now ready to prove the theorem.






By the Lemma 2.4, we have


Similarly, we can get that,




From for real numbers , we have


The proof of Theorem 2.1 is completed.

Remark 2.5.

Let be a positive definite Hermite matrix. From Theorem 2.1, we have


our result improves the Kantorovich inequality (1.2), so we conclude that Theorem 2.1 gives an improvement of the Kantorovich inequality that applies all invertible Hermite matrices.

Example 2.6.



The eigenvalues of are: , , by easily calculating, we have




we get a sharpen upper bound.

3. Conclusion

In this paper, we introduce a new Kantorovich type inequality for the invertible Hermite matrices. In Theorem 2.1, if , , the result is well-known Kantorovich inequality. Moreover, it holds for negative definite Hermite matrices, even for any invertible Hermite matrix, there exists a similar inequality.


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The authors would like to thank the two anonymous referees for their valuable comments which have been implemented in this revised version. This work is supported by Natural Science Foundation of Jiangxi, China No 2007GZS1760 and scienctific and technological project of Jiangxi education office, China No GJJ08432.

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Correspondence to Zhibing Liu.

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Liu, Z., Wang, K. & Xu, C. A Note on Kantorovich Inequality for Hermite Matrices. J Inequal Appl 2011, 245767 (2011).

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