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majorization

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In mathematics, majorization is a preorder on vectors of real numbers. For two such vectors, \mathbf{x},\ \mathbf{y} \in \mathbb{R}^n, we say that \mathbf{x} weakly majorizes (or dominates) \mathbf{y} from below, commonly denoted \mathbf{x} \succ_w \mathbf{y}, when \sum_{i=1}^k x_i^{\downarrow} \geq \sum_{i=1}^k y_i^{\downarrow} for all k=1,\,\dots,\,n, where x_i^{\downarrow} denotes the ith largest entry of \mathbf{x}. If \mathbf{x}, \mathbf{y} further satisfy \sum_{i=1}^n x_i = \sum_{i=1}^n y_i, we say that \mathbf{x} majorizes (or dominates) \mathbf{y} , commonly denoted \mathbf{x} \succ \

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11 sections
Contents
  • Equivalent conditions
  • Geometric definition
  • Other definitions
  • Examples
  • Schur convexity
  • Generalizations
  • See also
  • Notes
  • References
  • External links
  • Software

In mathematics, majorization is a preorder on vectors of real numbers. For two such vectors, \mathbf{x},\ \mathbf{y} \in \mathbb{R}^n, we say that \mathbf{x} weakly majorizes (or dominates) \mathbf{y} from below, commonly denoted \mathbf{x} \succ_w \mathbf{y}, when \sum_{i=1}^k x_i^{\downarrow} \geq \sum_{i=1}^k y_i^{\downarrow} for all k=1,\,\dots,\,n, where x_i^{\downarrow} denotes the ith largest entry of \mathbf{x}. If \mathbf{x}, \mathbf{y} further satisfy \sum_{i=1}^n x_i = \sum_{i=1}^n y_i, we say that \mathbf{x} majorizes (or dominates) \mathbf{y} , commonly denoted \mathbf{x} \succ \mathbf{y}.

Both weak majorization and majorization are partial orders for vectors whose entries are non-decreasing, but only a preorder for general vectors, since majorization is agnostic to the ordering of the entries in vectors, e.g., the statement (1,2)\prec (0,3) is simply equivalent to (2,1)\prec (3,0).

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