Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/ia/paper-1/5a/ii/solution

The matrix trace calculation in (i) gives
A sum of nonnegative real numbers is zero exactly when each is zero. Thus , so the real Frobenius inner product is positive-definite.
Write , and . If , then , and applying the same nonnegativity to gives
Taking yields . If , the claimed inequality is immediate. Hence the Cauchy-Schwarz inequality here is
When , equality holds exactly when , hence exactly when . Together with the case , the complete equality condition is , including the case that either is zero.

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