Ivan Shishkin, The Forest Clearing

The trace inner product on matrices

Reviewed

Let n1n \geq 1, and let AA be a matrix in Mn(R)\mathcal{M}_n(\mathbb{R}), A=(ai,j)1i,jnA = (a_{i,j})_{1 \leq i,j \leq n}.

1. Calculate the trace tr(AtA)\text{tr}(A^t A) in terms of the ai,ja_{i,j}.

2. Show that the map ff defined on Mn(R)×Mn(R)\mathcal{M}_n(\mathbb{R}) \times \mathcal{M}_n(\mathbb{R}) by f(A,B)=tr(AtB)f(A,B) = \text{tr}(A^t B) is an inner product on Mn(R)\mathcal{M}_n(\mathbb{R}).

3. Show that for all symmetric matrices AA and BB in Mn(R)\mathcal{M}_n(\mathbb{R}),

(tr(AB))2(tr(A2))(tr(B2))(\text{tr}(AB))^2 \leq (\text{tr}(A^2))(\text{tr}(B^2))

Solutions

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