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Bounds for the trace of the inverse and the determinant of symmetric positive definite matrices. (English) Zbl 0883.15013

The authors derive lower and upper bounds for \(\text{tr}(A^{-1})\) and \(\text{det}(A)\) of a symmetric positive definite matrix \(A\), using Gaussian quadrature and related theory. The bounds for \(\text{det}(A)\) are new. The bounds for \(\text{tr}(A^{-1})\) are directly derived instead of the summation of bounds for each diagonal entry of \(A^{-1}\) and are tighter when simple trial vectors are used in Kantorovich’s bounds and are equivalent to Robinson and Wathen’s variational bounds. These bounds are poorer than the probabilistic bounds, but computationally easier and cheaper.
Reviewer: P.Narain (Bombay)

MSC:

15A45 Miscellaneous inequalities involving matrices
15A15 Determinants, permanents, traces, other special matrix functions

Software:

testmatrix