Majorization
Preorder on vectors of real numbers
In mathematics, majorization is a preorder on vectors of real numbers. For two such vectors, , we say that
weakly majorizes (or dominates)
from below, commonly denoted
when
for all
,
where denotes the
th largest entry of
. If
further satisfy
, we say that
majorizes (or dominates)
, commonly denoted
.
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 is simply equivalent to
.
Specifically, if and only if
are permutations of each other. Similarly for
.
Majorizing also sometimes refers to entrywise ordering, e.g. the real-valued function f majorizes the real-valued function g when for all
in the domain, or other technical definitions, such as majorizing measures in probability theory.
01Equivalent conditions
Geometric definition
For we have
if and only if
is in the convex hull of all vectors obtained by permuting the coordinates of
. This is equivalent to saying that
for some doubly stochastic matrix
. In particular,
can be written as a convex combination of
permutations of
. In other words,
is in the permutahedron of
.
Figure 1 displays the convex hull in 2D for the vector . Notice that the center of the convex hull, which is an interval in this case, is the vector
. This is the "smallest" vector satisfying
for this given vector
.
Figure 2 shows the convex hull in 3D. The center of the convex hull, which is a 2D polygon in this case, is the "smallest" vector
satisfying
for this given vector
.
Other definitions
Each of the following statements is true if and only if .
- From
we can produce
by a finite sequence of "Robin Hood operations" where we replace two elements
and
with
and
, respectively, for some
.
- For every convex function
,
.
- In fact, a special case suffices:
and, for every t,
.
- In fact, a special case suffices:
- For every
,
.
- Each vector
can be plotted as a concave curve by connecting
. Then
is equivalent to the curve of
being higher than that of
.

02Examples
Among non-negative vectors with three components, and permutations of it majorize all other vectors
such that
. For example,
. Similarly,
is majorized by all other such vectors, so
.
This behavior extends to general-length probability vectors: the singleton vector majorizes all other probability vectors, and the uniform distribution is majorized by all probability vectors.

03Schur convexity
A function is said to be Schur convex when
implies
. Hence, Schur-convex functions translate the ordering of vectors to a standard ordering in
. Similarly,
is Schur concave when
implies
An example of a Schur-convex function is the max function, . Schur convex functions are necessarily symmetric that the entries of it argument can be switched without modifying the value of the function. Therefore, linear functions, which are convex, are not Schur-convex unless they are symmetric. If a function is symmetric and convex, then it is Schur-convex.
04Generalizations
Majorization can be generalized to the Lorenz ordering, a partial order on distribution functions. For example, a wealth distribution is Lorenz-greater than another if its Lorenz curve lies below the other. As such, a Lorenz-greater wealth distribution has a higher Gini coefficient, and has more income disparity.
The majorization preorder can be naturally extended to density matrices in the context of quantum information. In particular, exactly when
(where
denotes the state's spectrum).
Similarly, one can say a Hermitian operator, , majorizes another,
, if the set of eigenvalues of
majorizes that of
.

05Software
Sources and credits
This article is adapted from the Wikipedia article “Majorization”, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.
Images, from Wikimedia Commons:
- 2D Majorization Example.png by 2andrewknyazev (talk), Public domain
- 3D Majorization Example.png by 2andrewknyazev (talk), Public domain
- Three vector majorization relations.svg by Cosmia Nebula, CC BY-SA 4.0
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