An inequality for the trace of the product of two symmetric matrices

Abstract

Let A, B be real symmetric n × n matrices having orthogonal reductionswhere ΛA = diag (λ1(A), …, λn(A)) and ΛB = diag (λ1(B), …, λn(B)) and the sets of latent roots are each in descending order. (Thus we may say that the latent vectors of A, B are ordered with respect to respectively.) Let the multiplicities of the roots and in order of occurrence be respectively and , so that