Is there any general result characterizing real matrices $A$ such that
$$[\mathrm{tr}(A)]^2\leq n\mathrm{tr}(A^2)?$$
I can see that the inequality holds if:
-
all eigenvalues of $A$ are real (by the Cauchy-Schwarz inequality) or
-
$A$ is a nonnegative matrix. To see this write
$$n\mathrm{tr}(A^2)=n\sum_{i=1}^{n}(A_{ii})^{2}+n\sum_{i,j=1,i\neq j}^{n}A_{ij}A_{ji},$$ and note that, by the sum of squares inequality,
$$n\sum_{i=1}^{n}(A_{ii})^{2}\geq\left(
\sum_{i=1}^{n}A_{ii}\right)^{2}=\left[\mathrm{tr}(A)\right]^{2}.$$ If $A$ is nonnegative
$$n\sum_{i,j=1,i\neq j}^{n}A_{ij}A_{ji}\geq 0,$$ and therefore the inequality holds.
But what about matrices not satisfying 1. or 2.? Are there more general conditions (or other specific ones) under which the inequality above holds?
Best Answer
The inequality in question can be rewritten as $$\renewcommand{\tr}{\operatorname{tr}}\tr(X^2)\ge0,$$ where $X=A-\frac{\tr(A)}{n}I$ is the traceless part of $A$. With this alternative formulation, I don't expect any nice characterisation of the feasible $A$s, but we immediately see that it is easier to work with this formulation: