A Ky Fan singular-value inequality for concave functions
Let A,B∈Rm×nA,B\in\mathbb{R}^{m\times n}A,B∈Rm×n be given, and let f:R+→R+f:\mathbb{R}_+\rightarrow\mathbb{R}_+f:R+→R+ be a concave function satisfying f(0)=0f(0)=0f(0)=0. For k∈{1,…,min{m,n}}k\in\{1,\ldots,\min\{m,n\}\}k∈{1,…,min{m,n}}, let…