Bourbaki

Exercise 6, Appendix 0

Integration, IX, p. 118

Let E be a real vector space, Q, H and H0H_0 positive quadratic forms on E. Assume that H≤a⋅H0H \leq a \cdot H_0, where aa is a positive real number. Prove that Tr⁡(Q/H0)≤a⋅Tr⁡(Q/H)\operatorname{Tr}(Q/H_0) \leq a \cdot \operatorname{Tr}(Q/H). (Reduce to the case that E is finite-dimensional by Remark 1 of No. 1, then conclude by Prop. 1, using the existence of a basis of E that is orthogonal for both H and H0H_0.)

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