=+5.26. Show that A B implies |A||B|. (Hint: Without loss of generality, let B > 0.
Question:
=+5.26. Show that A ≥ B implies |A|≥|B|. (Hint: Without loss of generality, let B > 0. Then A ≥ B iff B−1/2AB−1/2 ≥ I.)
5.27. Use the facts that for any symmetric matrix A, we have λmin(A) =
inf|x|=1(x
Ax/x
x) and λmax(A) = sup|x|=1(x
Ax/x
x) to prove the following string of inequalities. For any symmetric matrices A, B, we have
λmin(A) + λmin(B)
≤ λmin(A + B)
≤ λmin(A) + λmax(B)
≤ λmax(A + B)
≤ λmax(A) + λmax(B).
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