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Hadamard's inequality

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1255: 997: 1077: 728: 212: 1313: 856: 541: 350: 423: 828: 1250:{\displaystyle \det P=\prod _{i=1}^{n}\lambda _{i}\leq {\bigg (}{1 \over n}\sum _{i=1}^{n}\lambda _{i}{\bigg )}^{n}=\left({1 \over n}\operatorname {tr} P\right)^{n}=1^{n}=1,} 595: 1068: 761:. By dividing each column by its length, it can be seen that the result is equivalent to the special case where each column has length 1, in other words if 1520: 135: 1539: 1493: 1266: 992:{\displaystyle \left|\det N\right|={\bigg (}\prod _{i=1}^{n}\|v_{i}\|{\bigg )}\left|\det M\right|\leq \prod _{i=1}^{n}\|v_{i}\|.} 31: 480: 282: 560: 1384: 365: 737:
is less than or equal to the product of its diagonal entries. Sometimes this is also known as Hadamard's inequality.
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The result is sometimes stated in terms of row vectors. That this is equivalent is seen by applying the transpose.
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Proof follows, with minor modifications, the second proof given in Maz'ya & Shaposhnikova.
437: 723:{\displaystyle \det(P)=\det(N)^{2}\leq \prod _{i=1}^{n}\|v_{i}\|^{2}=\prod _{i=1}^{n}p_{ii}.} 1504: 1451: 1336: 50: 1344: 750: 586: 82: 1553: 1340: 847: 550: 448: 222: 66: 1587: 1505: 429: 17: 769: 74: 58: 38: 1456: 1439: 1026: 226: 1558: 238: 1355:
are an orthogonal set. Many other proofs can be found in the literature.
436:
for which equality holds, i.e. those with orthogonal columns, are called
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vectors are non-zero, equality in Hadamard's inequality is achieved
207:{\displaystyle \left|\det(N)\right|\leq \prod _{i=1}^{n}\|v_{i}\|.} 1308:{\displaystyle \left|\det M\right|={\sqrt {\det P}}\leq 1.} 846:
and equality is achieved if and only if the vectors are an
1438:
Różański, Michał; Wituła, Roman; Hetmaniok, Edyta (2017).
536:{\displaystyle |\operatorname {det} (N)|\leq n^{n/2}.} 345:{\displaystyle \left|\det(N)\right|\leq B^{n}n^{n/2}.} 1575:
Beckenbach, Edwin F; Bellman, Richard Ernest (1965).
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Equality in this bound is attained for a real matrix
483: 368: 285: 138: 118:Specifically, Hadamard's inequality states that if 1307: 1249: 991: 822: 722: 535: 417: 344: 206: 69:in terms of the lengths of its column vectors. In 1440:"More subtle versions of the Hadamard inequality" 1175: 1126: 925: 881: 418:{\displaystyle \left|\det(N)\right|\leq n^{n/2}.} 1385:"Hadamard theorem - Encyclopedia of Mathematics" 1291: 1275: 1081: 935: 865: 800: 614: 599: 374: 291: 144: 1484:Maz'ya, Vladimir; Shaposhnikova, T. O. (1999). 1530:Riesz, Frigyes; Szőkefalvi-Nagy, Béla (1990). 8: 1507:Inequalities: A Journey into Linear Analysis 1069:inequality of arithmetic and geometric means 983: 970: 920: 907: 671: 657: 198: 185: 1486:Jacques Hadamard: A Universal Mathematician 108:in terms of the lengths of these vectors || 1351:are an orthonormal set and the columns of 823:{\displaystyle \left|\det M\right|\leq 1,} 1455: 1289: 1268: 1232: 1219: 1195: 1180: 1174: 1173: 1166: 1156: 1145: 1131: 1125: 1124: 1115: 1105: 1094: 1079: 977: 964: 953: 924: 923: 914: 901: 890: 880: 879: 858: 793: 708: 698: 687: 674: 664: 651: 640: 627: 597: 520: 516: 504: 484: 482: 474:. Then Hadamard's inequality states that 402: 398: 367: 329: 325: 315: 284: 192: 179: 168: 137: 1406: 1404: 1376: 1327:'s must all be equal and their sum is 1318:If there is equality then each of the 587:Decomposition of a semidefinite matrix 1047:. Since the length of each column of 7: 1331:, so they must all be 1. The matrix 1051:is 1, each entry in the diagonal of 785: 745:The result is trivial if the matrix 1444:Linear Algebra and Its Applications 850:. The general result now follows: 47:Hadamard's theorem on determinants 25: 355:In particular, if the entries of 49:) is a result first published by 455:, whose entries are bounded by | 1347:—in other words the columns of 233:Alternate forms and corollaries 1021:is the conjugate transpose of 624: 617: 608: 602: 505: 501: 495: 485: 383: 377: 300: 294: 153: 147: 1: 443:More generally, suppose that 241:is that if the entries of an 122:is the matrix having columns 561:positive-semidefinite matrix 30:Not to be confused with the 753:, so assume the columns of 32:Hermite–Hadamard inequality 1615: 1503:Garling, D. J. H. (2007). 1410:Maz'ya & Shaposhnikova 73:terms, when restricted to 29: 1457:10.1016/j.laa.2017.07.003 776:is the matrix having the 733:So, the determinant of a 89:dimensions marked out by 735:positive definite matrix 359:are +1 and −1 only then 1579:. Springer. p. 64. 1554:"Hadamard's Inequality" 1488:. AMS. pp. 383ff. 462: | ≤ 1, for each 1534:. Dover. p. 176. 1389:encyclopediaofmath.org 1309: 1251: 1161: 1110: 993: 969: 906: 824: 724: 703: 656: 556:is a Hadamard matrix. 537: 419: 346: 208: 184: 1511:. Cambridge. p.  1310: 1252: 1141: 1090: 994: 949: 886: 825: 725: 683: 636: 538: 420: 347: 209: 164: 43:Hadamard's inequality 1365:Fischer's inequality 1267: 1078: 857: 792: 759:linearly independent 596: 481: 366: 283: 136: 1532:Functional Analysis 579:conjugate transpose 18:Hadamard inequality 1551:Weisstein, Eric W. 1305: 1247: 989: 820: 720: 566:can be written as 533: 415: 342: 204: 65:whose entries are 1522:978-0-521-69973-0 1297: 1203: 1139: 844: 843: 438:Hadamard matrices 53:in 1893. It is a 16:(Redirected from 1606: 1580: 1564: 1563: 1545: 1526: 1510: 1499: 1471: 1468: 1462: 1461: 1459: 1435: 1429: 1426: 1420: 1417: 1411: 1408: 1399: 1398: 1396: 1395: 1381: 1314: 1312: 1311: 1306: 1298: 1290: 1285: 1281: 1256: 1254: 1253: 1248: 1237: 1236: 1224: 1223: 1218: 1214: 1204: 1196: 1185: 1184: 1179: 1178: 1171: 1170: 1160: 1155: 1140: 1132: 1130: 1129: 1120: 1119: 1109: 1104: 998: 996: 995: 990: 982: 981: 968: 963: 945: 941: 929: 928: 919: 918: 905: 900: 885: 884: 875: 871: 838: 829: 827: 826: 821: 810: 806: 786: 783:as columns then 729: 727: 726: 721: 716: 715: 702: 697: 679: 678: 669: 668: 655: 650: 632: 631: 542: 540: 539: 534: 529: 528: 524: 508: 488: 451:matrix of order 424: 422: 421: 416: 411: 410: 406: 390: 386: 351: 349: 348: 343: 338: 337: 333: 320: 319: 307: 303: 225:the vectors are 213: 211: 210: 205: 197: 196: 183: 178: 160: 156: 77:, it bounds the 51:Jacques Hadamard 21: 1614: 1613: 1609: 1608: 1607: 1605: 1604: 1603: 1584: 1583: 1574: 1571: 1569:Further reading 1549: 1548: 1542: 1529: 1523: 1502: 1496: 1483: 1480: 1475: 1474: 1469: 1465: 1437: 1436: 1432: 1427: 1423: 1418: 1414: 1409: 1402: 1393: 1391: 1383: 1382: 1378: 1373: 1361: 1345:identity matrix 1343:, so it is the 1326: 1274: 1270: 1265: 1264: 1228: 1194: 1190: 1189: 1172: 1162: 1111: 1076: 1075: 1067:. Applying the 1046: 1040: 1036: 973: 934: 930: 910: 864: 860: 855: 854: 836: 799: 795: 790: 789: 781: 766: 743: 704: 670: 660: 623: 594: 593: 512: 479: 478: 460: 394: 373: 369: 364: 363: 321: 311: 290: 286: 281: 280: 262: 253:are bounded by 235: 188: 143: 139: 134: 133: 127: 113: 98: 83:Euclidean space 67:complex numbers 45:(also known as 35: 28: 23: 22: 15: 12: 11: 5: 1612: 1610: 1602: 1601: 1596: 1586: 1585: 1582: 1581: 1570: 1567: 1566: 1565: 1546: 1540: 1527: 1521: 1500: 1494: 1479: 1476: 1473: 1472: 1463: 1430: 1421: 1412: 1400: 1375: 1374: 1372: 1369: 1368: 1367: 1360: 1357: 1341:diagonalizable 1322: 1316: 1315: 1304: 1301: 1296: 1293: 1288: 1284: 1280: 1277: 1273: 1258: 1257: 1246: 1243: 1240: 1235: 1231: 1227: 1222: 1217: 1213: 1210: 1207: 1202: 1199: 1193: 1188: 1183: 1177: 1169: 1165: 1159: 1154: 1151: 1148: 1144: 1138: 1135: 1128: 1123: 1118: 1114: 1108: 1103: 1100: 1097: 1093: 1089: 1086: 1083: 1042: 1038: 1034: 1025:, and let the 1000: 999: 988: 985: 980: 976: 972: 967: 962: 959: 956: 952: 948: 944: 940: 937: 933: 927: 922: 917: 913: 909: 904: 899: 896: 893: 889: 883: 878: 874: 870: 867: 863: 848:orthogonal set 842: 841: 832: 830: 819: 816: 813: 809: 805: 802: 798: 779: 764: 742: 739: 731: 730: 719: 714: 711: 707: 701: 696: 693: 690: 686: 682: 677: 673: 667: 663: 659: 654: 649: 646: 643: 639: 635: 630: 626: 622: 619: 616: 613: 610: 607: 604: 601: 551:if and only if 544: 543: 532: 527: 523: 519: 515: 511: 507: 503: 500: 497: 494: 491: 487: 470:between 1 and 458: 426: 425: 414: 409: 405: 401: 397: 393: 389: 385: 382: 379: 376: 372: 353: 352: 341: 336: 332: 328: 324: 318: 314: 310: 306: 302: 299: 296: 293: 289: 260: 234: 231: 223:if and only if 215: 214: 203: 200: 195: 191: 187: 182: 177: 174: 171: 167: 163: 159: 155: 152: 149: 146: 142: 125: 111: 96: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 1611: 1600: 1597: 1595: 1592: 1591: 1589: 1578: 1573: 1572: 1568: 1561: 1560: 1555: 1552: 1547: 1543: 1541:0-486-66289-6 1537: 1533: 1528: 1524: 1518: 1514: 1509: 1508: 1501: 1497: 1495:0-8218-1923-2 1491: 1487: 1482: 1481: 1477: 1467: 1464: 1458: 1453: 1449: 1445: 1441: 1434: 1431: 1425: 1422: 1416: 1413: 1407: 1405: 1401: 1390: 1386: 1380: 1377: 1370: 1366: 1363: 1362: 1358: 1356: 1354: 1350: 1346: 1342: 1338: 1334: 1330: 1325: 1321: 1302: 1299: 1294: 1286: 1282: 1278: 1271: 1263: 1262: 1261: 1244: 1241: 1238: 1233: 1229: 1225: 1220: 1215: 1211: 1208: 1205: 1200: 1197: 1191: 1186: 1181: 1167: 1163: 1157: 1152: 1149: 1146: 1142: 1136: 1133: 1121: 1116: 1112: 1106: 1101: 1098: 1095: 1091: 1087: 1084: 1074: 1073: 1072: 1070: 1066: 1062: 1058: 1055:is 1, so the 1054: 1050: 1045: 1032: 1028: 1024: 1020: 1016: 1012: 1008: 1005: 986: 978: 974: 965: 960: 957: 954: 950: 946: 942: 938: 931: 915: 911: 902: 897: 894: 891: 887: 876: 872: 868: 861: 853: 852: 851: 849: 840: 833: 831: 817: 814: 811: 807: 803: 796: 788: 787: 784: 782: 775: 771: 767: 760: 756: 752: 748: 740: 738: 736: 717: 712: 709: 705: 699: 694: 691: 688: 684: 680: 675: 665: 661: 652: 647: 644: 641: 637: 633: 628: 620: 611: 605: 592: 591: 590: 588: 584: 580: 576: 572: 569: 565: 562: 557: 555: 552: 549: 530: 525: 521: 517: 513: 509: 498: 492: 489: 477: 476: 475: 473: 469: 465: 461: 454: 450: 446: 441: 439: 435: 431: 430:combinatorics 412: 407: 403: 399: 395: 391: 387: 380: 370: 362: 361: 360: 358: 339: 334: 330: 326: 322: 316: 312: 308: 304: 297: 287: 279: 278: 277: 275: 271: 267: 263: 256: 252: 248: 244: 240: 232: 230: 228: 224: 220: 201: 193: 189: 180: 175: 172: 169: 165: 161: 157: 150: 140: 132: 131: 130: 128: 121: 116: 114: 107: 103: 99: 92: 88: 84: 80: 76: 72: 68: 64: 60: 56: 52: 48: 44: 40: 33: 19: 1599:Determinants 1594:Inequalities 1577:Inequalities 1576: 1557: 1531: 1506: 1485: 1466: 1447: 1443: 1433: 1424: 1415: 1392:. Retrieved 1388: 1379: 1352: 1348: 1339:, therefore 1332: 1328: 1323: 1319: 1317: 1259: 1064: 1060: 1052: 1048: 1043: 1030: 1022: 1018: 1014: 1010: 1006: 1001: 845: 834: 777: 773: 770:unit vectors 762: 754: 746: 744: 732: 582: 577:denotes the 574: 570: 567: 563: 558: 553: 547: 545: 471: 467: 463: 456: 452: 444: 442: 433: 427: 356: 354: 273: 269: 265: 258: 254: 250: 246: 242: 236: 218: 216: 123: 119: 117: 109: 105: 101: 94: 90: 86: 75:real numbers 46: 42: 36: 1450:: 500–511. 1027:eigenvalues 1009:, consider 432:, matrices 264: | ≤ 115: ||. 71:geometrical 59:determinant 39:mathematics 1588:Categories 1478:References 1394:2020-06-15 227:orthogonal 1559:MathWorld 1337:Hermitian 1300:≤ 1209:⁡ 1164:λ 1143:∑ 1122:≤ 1113:λ 1092:∏ 984:‖ 971:‖ 951:∏ 947:≤ 921:‖ 908:‖ 888:∏ 812:≤ 685:∏ 672:‖ 658:‖ 638:∏ 634:≤ 510:≤ 493:⁡ 392:≤ 309:≤ 239:corollary 199:‖ 186:‖ 166:∏ 162:≤ 1359:See also 751:singular 589:). Then 573:, where 268:for all 129:, then 100:for 1 ≤ 93:vectors 1428:Garling 449:complex 276:, then 249:matrix 217:If the 57:on the 27:Theorem 1538:  1519:  1492:  1017:where 257:, so | 79:volume 63:matrix 1371:Notes 1057:trace 1041:, … λ 1004:prove 741:Proof 585:(see 447:is a 61:of a 55:bound 1536:ISBN 1517:ISBN 1490:ISBN 1033:be λ 772:and 768:are 757:are 272:and 1513:233 1452:doi 1448:532 1335:is 1292:det 1276:det 1260:so 1082:det 1063:is 1059:of 1037:, λ 1029:of 1007:(1) 1002:To 936:det 866:det 801:det 749:is 615:det 600:det 581:of 490:det 428:In 375:det 292:det 245:by 145:det 85:of 81:in 37:In 1590:: 1556:. 1515:. 1446:. 1442:. 1403:^ 1387:. 1303:1. 1206:tr 1071:, 1015:MM 559:A 466:, 459:ij 440:. 261:ij 237:A 229:. 104:≤ 41:, 1562:. 1544:. 1525:. 1498:. 1460:. 1454:: 1397:. 1353:N 1349:M 1333:P 1329:n 1324:i 1320:λ 1295:P 1287:= 1283:| 1279:M 1272:| 1245:, 1242:1 1239:= 1234:n 1230:1 1226:= 1221:n 1216:) 1212:P 1201:n 1198:1 1192:( 1187:= 1182:n 1176:) 1168:i 1158:n 1153:1 1150:= 1147:i 1137:n 1134:1 1127:( 1117:i 1107:n 1102:1 1099:= 1096:i 1088:= 1085:P 1065:n 1061:P 1053:P 1049:M 1044:n 1039:2 1035:1 1031:P 1023:M 1019:M 1013:= 1011:P 987:. 979:i 975:v 966:n 961:1 958:= 955:i 943:| 939:M 932:| 926:) 916:i 912:v 903:n 898:1 895:= 892:i 882:( 877:= 873:| 869:N 862:| 839:) 837:1 835:( 818:, 815:1 808:| 804:M 797:| 780:i 778:e 774:M 765:i 763:e 755:N 747:N 718:. 713:i 710:i 706:p 700:n 695:1 692:= 689:i 681:= 676:2 666:i 662:v 653:n 648:1 645:= 642:i 629:2 625:) 621:N 618:( 612:= 609:) 606:P 603:( 583:N 575:N 571:N 568:N 564:P 554:N 548:N 531:. 526:2 522:/ 518:n 514:n 506:| 502:) 499:N 496:( 486:| 472:n 468:j 464:i 457:N 453:n 445:N 434:N 413:. 408:2 404:/ 400:n 396:n 388:| 384:) 381:N 378:( 371:| 357:N 340:. 335:2 331:/ 327:n 323:n 317:n 313:B 305:| 301:) 298:N 295:( 288:| 274:j 270:i 266:B 259:N 255:B 251:N 247:n 243:n 219:n 202:. 194:i 190:v 181:n 176:1 173:= 170:i 158:| 154:) 151:N 148:( 141:| 126:i 124:v 120:N 112:i 110:v 106:n 102:i 97:i 95:v 91:n 87:n 34:. 20:)

Index

Hadamard inequality
Hermite–Hadamard inequality
mathematics
Jacques Hadamard
bound
determinant
matrix
complex numbers
geometrical
real numbers
volume
Euclidean space
if and only if
orthogonal
corollary
combinatorics
Hadamard matrices
complex
if and only if
positive-semidefinite matrix
conjugate transpose
Decomposition of a semidefinite matrix
positive definite matrix
singular
linearly independent
unit vectors
orthogonal set
prove
eigenvalues
trace

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