-
Notifications
You must be signed in to change notification settings - Fork 1
/
Copy pathtemp.tex
37 lines (28 loc) · 1.32 KB
/
temp.tex
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
\documentclass{article}
\usepackage{amsmath,amssymb,amsfonts,amsthm,mathtools}
\newtheorem{proposition}{Proposition}
\begin{document}
\begin{proposition}
For any matrices $A \in \mathbb{R}^{n \times n}_{+}$, $B \in \mathbb{R}^{k \times k}_{+}$, $S \in \mathbb{R}^{n \times k}_{+}$, $S' \in \mathbb{R}^{n \times k}_{+}$, and $A$, $B$ are symmetric, the following inequality holds
\begin{equation}
\begin{array}{lclcl}
\sum_{i = 1}^{n} \sum_{p = 1}^{k} \frac{ (A S' B)_{ip} S^{2}_{ip} }{ S'_{ip} } & \geq & Tr(S^T A S B)
\end{array}
\end{equation}
\end{proposition}
\begin{proof}
Let $S_{ip} = S'_{ip} u_{ip}$. Using the explicit index, the difference $\Delta = LHS - RHS$ can be written as
\begin{equation}
\begin{array}{lclcl}
\Delta & = & \sum_{i, j = 1}^{n} \sum_{p, q = 1}^{k} A_{ij} S'_{jq} B_{qp} S'_{ip} (u_{ip}^2 - u_{ip} u_{jq}) \\
\end{array}
\end{equation}
Because, $A, B$ are symmetric, this is equal to
\begin{equation}
\begin{array}{lclcl}
& = & \sum_{i, j = 1}^{n} \sum_{p, q = 1}^{k} A_{ij} S'_{jq} B_{qp} S'_{ip} (\frac{u_{ip}^2 + u_{jq}^2}{2} - u_{ip} u_{jq}) \\
& = & \frac{1}{2} \sum_{i, j = 1}^{n} \sum_{p, q = 1}^{k} (u_{ip} - u_{jq})^2 \geq 0
\end{array}
\end{equation}
\end{proof}
\end{document}