Article ID Journal Published Year Pages File Type
9498163 Linear Algebra and its Applications 2005 10 Pages PDF
Abstract
The Kantorovich inequality is zTAzzTA−1z ⩽ (M + m)2/(4mM), where A is a positive definite symmetric operator in Rd, z is a unit vector and m and M are respectively the smallest and largest eigenvalues of A. This is generalised both for operators in Rd and in Hilbert space by noting a connection with D-optimal design theory in mathematical statistics. Each generalised bound is found as the maxima of the determinant of a suitable moment matrix.
Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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