線性代數›Ch8 算子理論與二次型
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2. 正定與半正定矩陣、特徵值、核範數
#LA-08-002難正定與半正定矩陣特徵值核範數

Let AA be an n×nn \times n positive semi-definite matrix with eigenvalues λ1,…,λn\lambda_1,\ldots,\lambda_n and corresponding eigenvectors v1,…,vnv_1,\ldots,v_n. Suppose that λ1>λ2>⋯>λn\lambda_1 > \lambda_2 > \cdots > \lambda_n and that the eigenvectors have unit 2-norms. Let cc be a strictly positive real number. Then, the minimum value of the function f(X)=trace⁡(AX)f(X) = \operatorname{trace}(AX) over all n×nn \times n Hermitian matrices XX satisfying ∥X∥∗≤c\|X\|_* \le c is attained at X=X = ___. Here, ∥X∥∗\|X\|_* denotes the nuclear norm of the matrix XX, i.e., the sum of the singular values of XX. Express your answer in terms of λi\lambda_i, viv_i, vi∗v_i^*, cc, and numbers, where vi∗v_i^* denotes the conjugate transpose of viv_i.

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