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Diagonals and Partial Diagonals of Sum of Matrices


Published:20020601
Printed: Jun 2002
ChiKwong Li
YiuTung Poon
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Abstract
Given a matrix $A$, let $\mathcal{O}(A)$ denote the orbit of $A$ under a
certain group action such as
\begin{enumerate}[(4)]
\item[(1)] $U(m) \otimes U(n)$ acting on $m \times n$ complex matrices
$A$ by $(U,V)*A = UAV^t$,
\item[(2)] $O(m) \otimes O(n)$ or $\SO(m) \otimes \SO(n)$ acting on $m
\times n$ real matrices $A$ by $(U,V)*A = UAV^t$,
\item[(3)] $U(n)$ acting on $n \times n$ complex symmetric or
skewsymmetric matrices $A$ by $U*A = UAU^t$,
\item[(4)] $O(n)$ or $\SO(n)$ acting on $n \times n$ real symmetric or
skewsymmetric matrices $A$ by $U*A = UAU^t$.
\end{enumerate}
Denote by
$$
\mathcal{O}(A_1,\dots,A_k) = \{X_1 + \cdots + X_k : X_i \in
\mathcal{O}(A_i), i = 1,\dots,k\}
$$
the joint orbit of the matrices $A_1,\dots,A_k$. We study the set of
diagonals or partial diagonals of matrices in $\mathcal{O}(A_1,\dots,A_k)$,
{\it i.e.}, the set of vectors $(d_1,\dots,d_r)$ whose entries lie
in the $(1,j_1),\dots,(r,j_r)$ positions of a matrix in $\mathcal{O}(A_1,
\dots,A_k)$ for some distinct column indices $j_1,\dots,j_r$. In many
cases, complete description of these sets is given in terms of the
inequalities involving the singular values of $A_1,\dots,A_k$. We
also characterize those extreme matrices for which the equality cases
hold. Furthermore, some convexity properties of the joint orbits are
considered. These extend many classical results on matrix
inequalities, and answer some questions by Miranda. Related results
on the joint orbit $\mathcal{O}(A_1,\dots,A_k)$ of complex
Hermitian matrices under the action of unitary similarities are
also discussed.
Keywords: 
orbit, group actions, unitary, orthogonal, Hermitian, (skew)symmetric matrices, diagonal, singular values
orbit, group actions, unitary, orthogonal, Hermitian, (skew)symmetric matrices, diagonal, singular values
