3. Let A be an n x n positive semidefinite matrix. Let B be an nx n positive definite matrix. Then we have Klein's inequality tr(A(ln(A) – In(B))) > tr(A – B). (i) Let 1/2 -1/2) -i/2 1/2 (1/2 B = (O 1/2). A = Calculate the left-hand side and the right-hand side of the inequality. (ii) When is the inequality an equality?

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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'3.
Let A be an n x n positive semidefinite matrix. Let B be an
n x n positive definite matrix. Then we have Klein's inequality
tr(A(ln(A) – In(B))) > tr(A – B).
(i) Let
1/2 -1/2
-1/2 1/2 )*
1/2
B =
A =
1/2
Calculate the left-hand side and the right-hand side of the inequality.
(ii) When is the inequality an equality?
Transcribed Image Text:'3. Let A be an n x n positive semidefinite matrix. Let B be an n x n positive definite matrix. Then we have Klein's inequality tr(A(ln(A) – In(B))) > tr(A – B). (i) Let 1/2 -1/2 -1/2 1/2 )* 1/2 B = A = 1/2 Calculate the left-hand side and the right-hand side of the inequality. (ii) When is the inequality an equality?
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