grandes-ecoles 2023 Q7

grandes-ecoles · France · mines-ponts-maths1__pc Matrices Matrix Norm, Convergence, and Inequality
Let $M \in S_n^+(\mathbf{R})$ be a non-zero matrix. You may use without proving it the inequality: $$\forall (x_1, \ldots, x_n) \in (\mathbf{R}_+)^n, \quad 2\max\{x_1, \ldots, x_n\}\left(\frac{1}{n}\sum_{k=1}^n x_k - \prod_{k=1}^n x_k^{1/n}\right) \geq \frac{1}{n}\sum_{k=1}^n \left(x_k - \prod_{j=1}^n x_j^{1/n}\right)^2.$$ Deduce that $$\frac{\operatorname{Tr}(M)}{n} - \operatorname{det}^{1/n}(M) \geq \frac{\left\|M - \operatorname{det}^{1/n}(M) I_n\right\|_2^2}{2n\|M\|_2}.$$
Let $M \in S_n^+(\mathbf{R})$ be a non-zero matrix. You may use without proving it the inequality:
$$\forall (x_1, \ldots, x_n) \in (\mathbf{R}_+)^n, \quad 2\max\{x_1, \ldots, x_n\}\left(\frac{1}{n}\sum_{k=1}^n x_k - \prod_{k=1}^n x_k^{1/n}\right) \geq \frac{1}{n}\sum_{k=1}^n \left(x_k - \prod_{j=1}^n x_j^{1/n}\right)^2.$$
Deduce that
$$\frac{\operatorname{Tr}(M)}{n} - \operatorname{det}^{1/n}(M) \geq \frac{\left\|M - \operatorname{det}^{1/n}(M) I_n\right\|_2^2}{2n\|M\|_2}.$$