Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis

Shuangzhe Liu; Heinz Neudecker

doi:10.1007/BF02926043

Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis

Shuangzhe Liu, Heinz Neudecker

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Abstract

Various matrix-trace Cauchy-Schwarz and related inequalities involving positive semidefinite matrices are obtained. Applications of some of these results to canonical correlation analysis are presented.

Original language	English
Pages (from-to)	287-298
Number of pages	12
Journal	Statistical Papers
Volume	36
Issue number	1
DOIs	https://doi.org/10.1007/BF02926043
Publication status	Published - 1 Dec 1995
Externally published	Yes

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title = "Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis",

abstract = "Various matrix-trace Cauchy-Schwarz and related inequalities involving positive semidefinite matrices are obtained. Applications of some of these results to canonical correlation analysis are presented.",

keywords = "canonical correlation, Cauchy-Schwarz inequality, Matrix trace, positive semidefinite matrix",

author = "Shuangzhe Liu and Heinz Neudecker",

year = "1995",

month = dec,

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doi = "10.1007/BF02926043",

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T1 - Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis

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AU - Neudecker, Heinz

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N2 - Various matrix-trace Cauchy-Schwarz and related inequalities involving positive semidefinite matrices are obtained. Applications of some of these results to canonical correlation analysis are presented.

AB - Various matrix-trace Cauchy-Schwarz and related inequalities involving positive semidefinite matrices are obtained. Applications of some of these results to canonical correlation analysis are presented.

KW - canonical correlation

KW - Cauchy-Schwarz inequality

KW - Matrix trace

KW - positive semidefinite matrix

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EP - 298

JO - Statistical Papers

JF - Statistical Papers

IS - 1

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Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis

Abstract

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