Month: July 2012

Let $\mat{F},\mat{G}$ be positive definite matrices (do they have to be definite?) and $0 \leq p \leq 2.$ Show that

$$\tr\left(\mat{F}^{p/2} – \mat{G}^{p/2}\right) \leq \frac{p}{2} \tr\left((\mat{F} – \mat{G})\mat{G}^{p/2 – 1}\right).$$

I’m working on it. See if you can get a proof before I do 🙂