Question: Let A, B S n be two symmetric matrices. Define the component-wise product of A, B, by a matrix C S n with

Let A, B ∈ Sbe two symmetric matrices. Define the component-wise product of A, B, by a matrix C ∈ Swith elements Cij = Aij Bij, 1 ≤ i, j  ≤ n. Show that C is positive semidefinite, provided both A, B are.

Step by Step Solution

3.45 Rating (165 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

If A is rankone we can express it as for some We then have for ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Optimization Models Questions!