Review of Matrix Analysis by Rajendra B - 1998 - Linear Algebra and Its Applicat

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Review of Matrix Analysis by Rajendra Bhatia*
Chi-Kwong Li
Department of Mathematics
College of William and Mary
Williamsburg, Virginia 23187
Matrix theory has developed rapidly in the last few decades because of its
wide range of applications and many connections to different subjects. It is
difficult to write an advanced level text covering all aspects of the subject
nowadays. A compromise is to focus on a certain theme and some selected
topics. Such an approach has been used by other authors, such as Horn and
Johnson [3]. The book Matrix Analysis by Bhatia gives another nice example
for this approach.
As stated in the preface, the purpose of the book is to present a
systematic treatment of the part of matrix analysis that is functional analytic in
spirit. The author also mentions that a subtitle of the book could be "Matrix
Inequalities" and expects that a reader who works through the book should
become proficient in the art of deriving matrix inequalities. With these
specific objectives in mind, he has made a careful selection and a nice
arrangement of topics in the book.
The first two chapters are mainly for preparation. Basic background is
presented with an emphasis on topics that are useful for future discussion.
For example, sections in Chapter I, "A Review of Linear Algebra," are
devoted to tensor products and symmetry classes so that the results can be
used conveniently in later chapters to derive matrix inequalities. Actually,
using multilinear techniques is an efficient approach to deriving matrix
inequalities, as suggested by authors such as Marvin Marcus [4]. Another
useful technique for obtaining matrix inequalities is the theory of majorization
(see [5] and [1] for a detailed treatment of this subject). In Chapter II,
"Majorization and Doubly Stochastic Matrices," a concise discussion of the
subject is given.
*Graduate Texts in Mathematics169, Springer-Verlag,xi + 347 pp., ISBN 0-387-94846-5.
LINEAR ALGEBRA AND ITS APPLICATIONS 273:227-229 (1998)

© 1998 ElsevierScienceInc. All rights reserved. 0024-3795/98/$19.00
655 Avenueof the Americas,New York,NY 10010 PII S0024-3795(97)00376-5
228 CHI-KWONG LI
Chapters III to V deal with relatively standard topics: "'Variational Princi-

ples for Eigenvalues," "Symmetric Norms," and "Operator Monotone and
Operator Convex Functions." In addition to the presentation of basic results,
the author has made some special provisions, such as giving three proofs of
Liskii's theorem in different sections. This demonstrates the keen interest of
the author in describing proof techniques and showing relations among
different subjects. In Chapter V, more functional analysis techniques emerge
into the discussion, and less standard (but interesting) matrix theory topics
such as weakly unitarily invariant norms and the Nevanlinna-Pick theorem are
discussed in some detail.
Chapters VI to VIII concern perturbation theory of spectra. In particular,
Chapter VI is on "Spectral Variation of Normal Matrices," and Chapter VIII
is on "Spectral Variation of Nonnormal Matrices," which reflect long-term
interests and research activities of the author. As mentioned in the notes at
the end of these chapters, most topics have been presented earlier in the
monograph [2] of the author. Chapter VII is on "Perturbation of Spectral
Subspaces of Normal Matrices." A key approach to this topic is the study of
the matrix equation AX - XB = Y. A detailed discussion of this equation,
using a substantial amount of harmonic analysis, is given. The last two
chapters cover material on the active research topics of "Matrix Inequalities"
and "Perturbation Bound for Matrix Functions." These are more advanced
topics of broad research interest, and can be viewed as extensions of some
material in previous chapters.
Next, we turn to the style of the book. The exposition is very lucid.
Less-standard background material is presented in appendices for the corre-
sponding chapters. There are numerous exercises and problems in the book
to stimulate the active participation of readers. Each chapter ends with a
section of notes and references that give attributions and describe relations
among the work of different authors. The book was carefully prepared, and
misprints are minimal.
This book is an excellent textbook for a graduate course on matrix analysis
with an emphasis on the functional analysis approach. Some people have said
(see the preface of the book) that the art of proving matrix inequalities is
comparable to that of current diamonds, and one has to acquire hard tools
and then learn how to use them delicately. This book is clearly a very good
guide to learning many basic facts, current results, and useful techniques of
this art.
It is also a valuable reference for researchers on matrix inequalities and
related subjects. For those who are interested in the functional analysis aspect
of matrix theory, it is very pleasant to see a book with a systematic treatment
of this approach. Even if one is more interested in other directions in matrix
BOOK REVIEW 229
analysis, this book gives a nice introduction to the functional analysis ap-
proach, as well as providing a lot of useful information about current research
on matrix inequalities.
REFERENCES
1 T. Ando, Majorization, doubly stochastic matrices and comparison of eigenvalues,

Linear Algebra Appl. 118:163-248 (1989).
2 R. Bhatia, Perturbation Bounds for matrix Eigenvalues, Longman, 1987.
3 R. A. Horn and C. R. Johnson, Topics in Matrix Analysis, Cambridge U.P.,
Cambridge, 1991.
4 M. Marcus, The use of multilinear algebra for proving matrix inequalities, in
Recent Advances in Matrix Theory (proceedings of the Advanced Seminar, Math,
REs. Center, U.S. Army, Univ. of Wisconsin, Madison, 1963), Univ. of Wisconsin
Press, 1964, pp. 61-80.
5 A.W. Marshall and I. Olkin, Inequalities: The Theory of Majorization and Its
Applications, Academic, ]979.
Received 11 June 1997;final manuscript accepted 27 August 1997

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NOlnZ]-~

Review of Matrix Analysis by Rajendra Bhatia*

*Graduate Texts in Mathematics169, Springer-Verlag,xi + 347 pp., ISBN 0-387-94846-5.

LINEAR ALGEBRA AND ITS APPLICATIONS 273:227-229 (1998)

Chapters III to V deal with relatively standard topics: "'Variational Princi-

1 T. Ando, Majorization, doubly stochastic matrices and comparison of eigenvalues,

Received 11 June 1997;final manuscript accepted 27 August 1997

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