FIND ME ON

GitHub

LinkedIn

Hadamard's Inequality

🌱

Theorem
InfoTheory

Lemma

Let R\mathbf{R} be a positive semidefinite matrix with diagonal elements rii,i=1,…,kr_{ii}, i=1,\dots,k. Then det⁔Rā‰¤āˆi=1krii\det \mathbf{R}\le \prod_{i=1}^{k}r_{ii}If R\mathbf{R} is positive definite, then equality holds if and only if R\mathbf{R} is diagonal.