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,

$$ the (A + B) \ GEQ that (A) + the (B) $$

$$ the (A + B) ^ {\ frac {1} {n}} \ GEQ it (A) ^ {\ frac {1} {n}} + the (B) ^ {\ frac {1} {n }}. $$

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

$$ \ log it (\ lambda A + (1- \ lambda) B) \ GEQ \ lambda \ the log (A) + (1- \ lambda) \ the log (B). $$

 

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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Origin www.cnblogs.com/Analysis-PDE/p/11128336.html