Matrix Trace Inequalities Involving Simple, Kronecker, and Hadamard Product

Heinz Neudecker; Shuangzhe LIU

doi:10.1017/S026646660000966X

Matrix Trace Inequalities Involving Simple, Kronecker, and Hadamard Product

Research output: Contribution to journal › Article

Abstract

Solution, proposed by Heinz Neudecker and Shuangzhe Liu. Let Xg(N) be the largest eigenvalue of N. We use the relationships (a) tr(A 0 B) = trAtrB, and (b) N (Q) L = Jp (N 0 L)Jp, where N and L are p x p matrices, and the selection matrix Jp with property JpJp = Ip, as defined in Amemiya (1985), Kollo and Neudecker (1993), and Neudecker (1993).

Original language	English
Pages (from-to)	669-670
Number of pages	2
Journal	Econometric Theory
Volume	11
Issue number	3
DOIs	https://doi.org/10.1017/S026646660000966X
Publication status	Published - 1 Jan 1995
Externally published	Yes

Fingerprint

Cite this

Neudecker, H., & LIU, S. (1995). Matrix Trace Inequalities Involving Simple, Kronecker, and Hadamard Product. Econometric Theory, 11(3), 669-670. https://doi.org/10.1017/S026646660000966X

@article{9165ca7dd87849169e0c21eafee4f9a2,

title = "Matrix Trace Inequalities Involving Simple, Kronecker, and Hadamard Product",

abstract = "Solution, proposed by Heinz Neudecker and Shuangzhe Liu. Let Xg(N) be the largest eigenvalue of N. We use the relationships (a) tr(A 0 B) = trAtrB, and (b) N (Q) L = Jp (N 0 L)Jp, where N and L are p x p matrices, and the selection matrix Jp with property JpJp = Ip, as defined in Amemiya (1985), Kollo and Neudecker (1993), and Neudecker (1993).",

author = "Heinz Neudecker and Shuangzhe LIU",

year = "1995",

month = "1",

day = "1",

doi = "10.1017/S026646660000966X",

language = "English",

volume = "11",

pages = "669--670",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "3",

}

TY - JOUR

T1 - Matrix Trace Inequalities Involving Simple, Kronecker, and Hadamard Product

AU - Neudecker, Heinz

AU - LIU, Shuangzhe

PY - 1995/1/1

Y1 - 1995/1/1

N2 - Solution, proposed by Heinz Neudecker and Shuangzhe Liu. Let Xg(N) be the largest eigenvalue of N. We use the relationships (a) tr(A 0 B) = trAtrB, and (b) N (Q) L = Jp (N 0 L)Jp, where N and L are p x p matrices, and the selection matrix Jp with property JpJp = Ip, as defined in Amemiya (1985), Kollo and Neudecker (1993), and Neudecker (1993).

AB - Solution, proposed by Heinz Neudecker and Shuangzhe Liu. Let Xg(N) be the largest eigenvalue of N. We use the relationships (a) tr(A 0 B) = trAtrB, and (b) N (Q) L = Jp (N 0 L)Jp, where N and L are p x p matrices, and the selection matrix Jp with property JpJp = Ip, as defined in Amemiya (1985), Kollo and Neudecker (1993), and Neudecker (1993).

UR - http://www.scopus.com/inward/record.url?scp=84972343680&partnerID=8YFLogxK

U2 - 10.1017/S026646660000966X

DO - 10.1017/S026646660000966X

M3 - Article

VL - 11

SP - 669

EP - 670

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

IS - 3

ER -

Access to Document

10.1017/S026646660000966X

Link to publication in Scopus