矩阵的迹的一些性质总结
A ∈ R n × m A\in\mathbb{R}^{n\times m} A∈Rn×m, B ∈ R n × m B\in\mathbb{R}^{n\times m} B∈Rn×m, t r ( A T B ) ≤ 1 / 2 { t r ( A T A ) + t r ( B T B ) } tr(A^TB)\leq 1/2\{tr(A^TA)+tr(B^TB)\} tr(ATB)≤1/2{tr(ATA)+tr(BTB)}.
A
,
B
A,B
A,B 为实正定对称矩阵，则
t
r
(
A
B
)
2
≤
t
r
(
A
2
B
2
)
tr(AB)^2\leq tr(A^2B^2)
tr(AB)2≤tr(A2B2)
2
t
r
(
A
B
)
≤
t
r
(
A
2
)
+
t
r
(
B
2
)
2tr(AB)\leq tr(A^2) + tr(B^2)
2tr(AB)≤tr(A2)+tr(B2)
t
r
(
A
B
)
≤
{
t
r
(
A
2
)
}
1
/
2
{
t
r
(
B
2
)
}
1
/
2
tr(AB)\leq \{tr(A^2)\}^{1/2}\{tr(B^2)\}^{1/2}
tr(AB)≤{tr(A2)}1/2{tr(B2)}1/2
两个非负定矩阵
A
A
A,
B
B
B，有
t
r
(
A
2
)
≤
{
t
r
(
A
)
}
2
tr(A^2) \leq \{tr(A)\}^2
tr(A2)≤{tr(A)}2,
t
r
(
A
B
)
2
≤
{
t
r
(
A
B
)
}
2
tr(AB)^2\leq \{tr(AB)\}^2
tr(AB)2≤{tr(AB)}2
A
A
A,
B
B
B为正定矩阵，则
t
r
(
A
n
)
≤
{
t
r
(
A
)
}
n
tr(A^n) \leq \{tr(A)\}^n
tr(An)≤{tr(A)}n,
t
r
(
A
B
)
n
≤
{
t
r
(
A
B
)
}
n
tr(AB)^n\leq \{tr(AB)\}^n
tr(AB)n≤{tr(AB)}n, n为自然数。
t
r
(
A
B
)
≤
t
r
(
A
+
B
2
)
2
tr(AB)\leq tr(\frac{A+B}{2})^2
tr(AB)≤tr(2A+B)2
令
A
A
A为实对称矩阵，
λ
m
i
n
,
λ
m
a
x
\lambda_{min}, \lambda_{max}
λmin,λmax分别为矩阵
A
A
A的最小，最大特征值，设
x
x
x为非零向量，则
λ
m
i
n
=
min
x
x
T
A
x
x
T
x
,
λ
m
a
x
=
max
x
x
T
A
x
x
T
x
,
\lambda_{min}= \min_{x} \frac{x^TAx}{x^Tx},\quad\lambda_{max}= \max_{x} \frac{x^TAx}{x^Tx},
λmin=xminxTxxTAx,λmax=xmaxxTxxTAx,
λ
m
i
n
≤
x
T
A
x
x
T
x
≤
λ
m
a
x
.
\lambda_{min} \leq \frac{x^TAx}{x^Tx}\leq\lambda_{max}.
λmin≤xTxxTAx≤λmax.
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