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eigenvalues of a compact positive definite operator!!!

 
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Dec20-12, 09:03 AM   #1
SVD
 

eigenvalues of a compact positive definite operator!!!


Let A be a compact positive definite operator on Hilbert space H.
Let ψ1,...ψn be an orthonormal set in H.
How to show that <Aψ1,ψ1>+...+<Aψn,ψn> ≤ λ1(A)+...+λn(A), where
λ1≥λ2≥λ3≥..... be the eigenvalues of A in decreasing order.
Can someone give me a hint???
 
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Dec20-12, 10:40 AM   #2
mfb
 
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Both the left and right expression look like tr(A).
 
Dec20-12, 12:16 PM   #3
 
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Try induction.

Do you know that

[tex]\lambda_1=sup\{<Ax,x>~\vert~x\in H,~\|x\|=1\}[/tex]

??

If you know this, then the case n=1 should be easy. Can you find an argument to deal with the other cases?
 
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