Under what conditions on a square matrix $A$ of size $n$ do we have
$|x^TAy| \le |x^Ty|$ for all $x,y \in \mathbb R^n$ ?
Notes
The above inequalities hold for $A \in \{0, I\}$, and so by simple continuity arguments, ought to be true for many more matrices...
Rough guesses
What if
- $\|A\| \le 1$, where $\|A\|_2 := \sup_{\|x\|_2 \le 1}\|Ax\|_2$ ?, or
- $A$ is row stochastic, i.e $a_{ij} \ge 0$ and $\sum_{k=1}^na_{ik} = 1$ for all $i, j$ ?
This is true iff $A=cI$ for some scalar $A$ with $|c| \leq 1$. Proof: let $\{e_1,e_2,...,e_n\}$ be an orthonormal basis. Then $e_1$ is orthogonal to $e_j$ for all $j >1$. From the hypothesis this implies that $Ae_1$ is also orthogonal to $e_j$ for all $j >1$. This means $Ae_1$is a multiple of $e_1$. Similar argument holds for $e_2,e_3,...,e_n$.