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majorization : ウィキペディア英語版
majorization

In mathematics, majorization is a preorder on vectors of real numbers. For a vector \mathbf\in\mathbb^d, we denote by \mathbf^\in\mathbb^d the vector with the same components, but sorted in descending order.
Given \mathbf,\mathbf \in \mathbb^d, we say that
\mathbf weakly majorizes (or dominates) \mathbf from below written as \mathbf \succ_w \mathbf iff
: \sum_^k a_i^ \geq \sum_^k b_i^ \quad \text k=1,\dots,d,
where a^_i and b^_i are the elements of \mathbf and \mathbf, respectively, sorted in decreasing order.
Equivalently, we say that \mathbf is weakly majorized (or dominated) by \mathbf from below, denoted as \mathbf \prec_w \mathbf .
Similarly, we say that
\mathbf weakly majorizes \mathbf from above written as \mathbf \succ^w \mathbf iff
: \sum_^d a_i^ \leq \sum_^d b_i^ \quad \text k=1,\dots,d,
Equivalently, we say that \mathbf is weakly majorized by \mathbf from above, denoted as \mathbf \prec^w \mathbf .
If \mathbf \succ_w \mathbf and in addition \sum_^d a_i = \sum_^d b_i we say that
\mathbf majorizes (or dominates) \mathbf written as \mathbf \succ \mathbf .
Equivalently, we say that \mathbf is majorized (or dominated) by \mathbf, denoted as \mathbf \prec \mathbf .
It is easy to see that \mathbf \succ \mathbf if and only if \mathbf \succ_w \mathbf and \mathbf \succ^w \mathbf .
Note that the majorization order do not depend on the order of the components of the vectors \mathbf or \mathbf . Majorization is not a partial order, since \mathbf \succ \mathbf and \mathbf \succ \mathbf do not imply \mathbf = \mathbf , it only implies that the components of each vector are equal, but not necessarily in the same order.
Regrettably, to confuse the matter, some literature sources use the reverse notation, e.g., \succ is replaced with \prec, most notably, in Horn and Johnson, Matrix analysis (Cambridge Univ. Press, 1985), Definition 4.3.24, while the same authors switch to the traditional notation, introduced here, later in their ''Topics in Matrix Analysis'' (1994).
A function f:\mathbb^d \to \mathbb is said to be Schur convex when \mathbf \succ \mathbf implies f(\mathbf) \geq f(\mathbf). Similarly, f(\mathbf) is Schur concave when \mathbf \succ \mathbf implies f(\mathbf) \leq f(\mathbf).
The majorization partial order on finite sets, described here, can be generalized to the Lorenz ordering, a partial order on distribution functions.
==Examples==
The order of the entries does not affect the majorization, e.g., the statement (1,2)\prec (0,3) is simply
equivalent to (2,1)\prec (3,0).
(Strong) majorization: (1,2,3)\prec (0,3,3)\prec (0,0,6). For vectors with ''n'' components
:
\left(\frac, \ldots, \frac\right)\prec \left(\frac, \ldots, \frac,0\right)
\prec \cdots \prec
\left(\frac,\frac, 0, \ldots, 0\right) \prec \left(1, 0, \ldots, 0\right).

(Weak) majorization: (1,2,3)\prec_w (1,3,3)\prec_w (1,3,4). For vectors with ''n'' components:
:
\left(\frac, \ldots, \frac\right)\prec_w \left(\frac, \ldots, \frac,1\right).


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「majorization」の詳細全文を読む



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