Golden-Thompson inequality

From Wikipedia, the free encyclopedia

In mathematics, the Golden-Thompson inequality is as follows. Suppose A and B are Hermitian matrices. Then

\operatorname{tr}\, e^{A+B} \le \operatorname{tr} \left(e^A e^B\right)

where tr is the trace, and eA is the matrix exponential.

[edit] References

  • J.E. Cohen, S. Friedland, T. Kato, F. Kelly, Eigenvalue inequalities for products of matrix exponentials, Linear algebra and its applications, Vol. 44, pp. 55-95, 1982.