Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis |
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| Authors: | Shuangzhe Liu Heinz Neudecker |
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| Affiliation: | 1. Institute of Actuarial Science and Econometrics, University of Amsterdam, Roetersstraat 11, 1018 WB, Amsterdam, The Netherlands
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| Abstract: | Various matrix-trace Cauchy-Schwarz and related inequalities involving positive semidefinite matrices are obtained. Applications of some of these results to canonical correlation analysis are presented. |
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