Proof of matrix trace inequality
From: Jay Jeon (jeon30c_at_gmail.com)
Date: 03/13/05
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Date: 13 Mar 2005 04:28:06 -0800
A, B : hermitian positive definite n by n matrix
U : n by m matrix ( m<=n)
U^H U=I
trace{(U^H A U)^(-1) U^H B U} <= trace{A^(-1) B}
equality when m=n
is it possible to prove this?
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