It is well-known that, $\left|m-n\right|\ge\left|\left|m\right|-\left|n\right|\right|$ for real numbers. But if one defines $\left|M\right|=\sqrt{M^2}$ for a symmetric matrix $M$, does one have $\operatorname{trace}\left(\left|M-N\right|\right)\ge\operatorname{trace}\left(\left|\left|M\right|-\left|N\right|\right|\right)$ if $M\ne\left|M\right|$?
Does the triangle inequality for the absolute value hold for matrix trace?
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linear-algebra
matrices
inequality
absolute-value
trace
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0If $U\Lambda U^{-1}$ is a digonalization of X, then $\sqrt{X}=U\sqrt{\Lambda} U^{-1}$. You can refer to http://en.wikipedia.org/wiki/Square_root_of_a_matrix – 2012-02-05
1 Answers
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I wrote the following in matlab:
function [y] = modm(A) y = sqrtm(A*A);
Followed by
for i=1:100000 B = triu(randn(3)); A=B+B'-diag(diag(B)); C = triu(randn(3)); D=C+C'-diag(diag(C)); if modm(A) ~= A if trace(modm(A-D)) < trace(modm(modm(A)-modm(D))) break; end end end
This lead to several counter-examples to the proposed conjecture.
One specific example is
$M = \left( \begin{array}{ccc} -1.1360 & 1.8503 & 0.3948\\ 1.8503 & -1.9308 & -0.8720\\ 0.3948 & -0.8720 & 0.7281\end{array} \right)$
and
$N = \left( \begin{array}{ccc} 0.8105 & 1.2968 & 0.1548\\ 1.2968 & -0.1578 & -1.5520\\ 0.1548 & -1.5520 & 1.9920\end{array} \right)$