定理:
合适维数的矩阵
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B
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D
A, B, C, D
A,B,C,D,合适维数的向量
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x, y
x,y,有
2
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T
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⊗
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C
D
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y
≤
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T
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A
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y
2x^{T}\left(\left(AB\right) \otimes \left(CD\right)\right)y\leq x^T\left(AA^T \otimes CC^T\right)x + y^T\left(B^TB \otimes D^TD\right)y
2xT((AB)⊗(CD))y≤xT(AAT⊗CCT)x+yT(BTB⊗DTD)y
原因分析:
2 x T ( ( A B ) ⊗ ( C D ) ) y = 2 x T ( A ⊗ C ) ( B ⊗ D ) y = 2 ( ( A ⊗ C ) T x ) T ( B ⊗ D ) y ≤ ( ( A ⊗ C ) T x ) T ( ( A ⊗ C ) T x ) + ( ( B ⊗ D ) y ) T ( B ⊗ D ) y = x T ( A ⊗ C ) ( A ⊗ C ) T x + y T ( B ⊗ D ) T ( B ⊗ D ) y = x T ( A A T ⊗ C C T ) x + y T ( B T B ⊗ D T D ) y \begin{aligned} {}&2x^{T}\left(\left(AB\right) \otimes \left(CD\right)\right)y \\ ={}& 2x^{T}\left(A \otimes C\right)\left(B \otimes D\right)y \\ ={}& 2\left(\left(A \otimes C\right)^Tx\right)^T\left(B \otimes D\right)y \\ \leq{}& \left(\left(A \otimes C\right)^Tx\right)^T\left(\left(A \otimes C\right)^Tx\right) + \left(\left(B \otimes D\right)y\right)^T\left(B \otimes D\right)y \\ ={}& x^T\left(A \otimes C\right)\left(A \otimes C\right)^Tx + y^T\left(B \otimes D\right)^T\left(B \otimes D\right)y \\ ={}& x^T\left(AA^T \otimes CC^T\right)x + y^T\left(B^TB \otimes D^TD\right)y \end{aligned} ==≤==2xT((AB)⊗(CD))y2xT(A⊗C)(B⊗D)y2((A⊗C)Tx)T(B⊗D)y((A⊗C)Tx)T((A⊗C)Tx)+((B⊗D)y)T(B⊗D)yxT(A⊗C)(A⊗C)Tx+yT(B⊗D)T(B⊗D)yxT(AAT⊗CCT)x+yT(BTB⊗DTD)y