MA Notes

Book: A. Figalli   《The Monge Ampere Equation and Its Application》

1.Let $A,B\in R^{n\times n}$, and assume that $A$ is invertible. Then,

$$\frac{d}{dt}|_{t=0}det(A+tB)=det(A)tr(A^{-1}B)=tr(cof(A)^{T}B).$$

In addition, the latter formula holds also when $A$ is not invertible.

2.Let $A,B\in R^{n\times n}$, and assume that $A$ is invertible. Then,

$$\frac{d}{dt}|_{t=0}det(A+tB)^{-1}=det(A)tr(A^{-1}B)=-A^{-1}BA^{-1}.$$

3.Let $A,B\in R^{n\times n}$ be symmetric nonnegative definite matrices. Then,

$$det(A+B)\geq det(A)+det(B),$$

$$det(A+B)^{\frac{1}{n}}\geq det(A)^{\frac{1}{n}}+det(B)^{\frac{1}{n}}.$$

Furthermore, if $A,B\in R^{n\times n}$ are symmetric positive definite matrices, then

$$\log det(\lambda A+(1-\lambda)B)\geq \lambda\log det(A) +(1-\lambda)\log det(B).$$

4. Given $A\in R^{n\times n}$, we denote its operator norm by $||A||$, i.e.,  $||A||:=\sup_{|v|=1}|Av|$.

Assume that there exists a constant $K>1$ such that  $\frac{1}{K}Id\leq A^TA\leq AId$.

Then $||A||, ||A^-1||\leq \sqrt{K}$.

5. Area formula for the gradient of convex functions.

Let $\Omega$ be an open bounded set in $R^{n\times n}$, and let $u:\Omega\rightarrow R$ be a convex function of class $C^{1,1}_{loc}$. Then,

$|\nabla u(E)|=\int_E det(D^2u)dx , \forall E\subset \Omega Borel. $

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转载自www.cnblogs.com/Analysis-PDE/p/11128336.html