Pointer to matrix inequalities of various kinds. Unlike in the scalar case, there are many things we might mean by “inequality” for matrices. We might mean inequality vis-a-vis the matrix order (Loewner order), the operator norm, or the maximum eigenvalue.
See:
- basic matrix inequalities for matrix versions of some basic inequalities, such as Markov, Chebyshev, and Chernoff.
- operator norm inequalities
- matrix martingale inequalities