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

Shuangzhe Liu, Heinz Neudecker

Research output: Contribution to journalArticle

3 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 languageEnglish
Pages (from-to)287-298
Number of pages12
JournalStatistical Papers
Volume36
Issue number1
DOIs
Publication statusPublished - 1 Dec 1995
Externally publishedYes

Fingerprint

Trace Inequality
Cauchy-Schwarz inequality
Canonical Correlation Analysis
Positive Semidefinite Matrix
Cauchy
Trace
Canonical correlation analysis

Cite this

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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.",
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Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis. / Liu, Shuangzhe; Neudecker, Heinz.

In: Statistical Papers, Vol. 36, No. 1, 01.12.1995, p. 287-298.

Research output: Contribution to journalArticle

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AU - Neudecker, Heinz

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KW - Cauchy-Schwarz inequality

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KW - positive semidefinite matrix

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