Kantorovich-type inequalities for operators via D-optimal design theory
Pronzato, Luc; Wynn, Henry P.
; and Zhigljavsky, Anatoly A
(2005)
Kantorovich-type inequalities for operators via D-optimal design theory.
Linear Algebra and Its Applications, 410.
pp. 160-169.
ISSN 0024-3795
The Kantorovich inequality is zTAzzTA−1z ⩽ (M + m)2/(4mM), where A is a positive definite symmetric operator in RdRd, 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 RdRd 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.
| Item Type | Article |
|---|---|
| Keywords | Kantorovich inequality,d-optimum design,equivalence theorem,experimental design |
| Departments | Centre for Analysis of Time Series |
| DOI | 10.1016/j.laa.2005.03.022 |
| Date Deposited | 27 Feb 2014 12:19 |
| URI | https://researchonline.lse.ac.uk/id/eprint/55891 |
ORCID: https://orcid.org/0000-0002-6448-1080