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arXiv · 2002.03052

Local extrema for Procustes problems in the set of positive definite matrices

Pablo Calderón·Noelia B. Rios·Mariano A. Ruiz
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Abstract

Given two positive definite matrices $A$ and $B$, a well known result by Gelfand, Naimark and Lidskii establishes a relationship between the eigenvalues of $A$ and $B$ and those of $AB$ by means of majorization inequalities. In this work we make a local study focused in the spectrum of the matrices that achieve the equality in those inequalities. As an application, we complete some previous results concerning Procustes problems for unitarily invariant norms in the manifold of positive definite matrices.

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Pablo Calderón, Noelia B. Rios, Mariano A. Ruiz. 2020-02-08. Local extrema for Procustes problems in the set of positive definite matrices. https://arxiv.org/abs/2002.03052

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