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Entrywise products of finite positive semidefinite matrices are positive semidefinite
Statement
If are positive semidefinite, then their entrywise product , defined by , is positive semidefinite.
Facts & Assumptions
Given: Two finite real symmetric positive semidefinite matrices of the same size.
Real and complex inner product spaces, with the inner product linear in the first argument: the standard real inner product on is positive definite and bilinear.
A non-negative operator is equivalently self-adjoint with nonnegative eigenvalues, a positive semidefinite matrix in an orthonormal basis, or an operator of the form S^*S: a finite nonnegative real symmetric matrix has an orthonormal eigenbasis and nonnegative eigenvalues.
Proof
By [F2], choose real vectors with and real vectors with : diagonalize each matrix orthogonally and multiply each eigenvector coordinate by the square root of its nonnegative eigenvalue.
For each , let have -coordinate , and give its standard dot product. Then . Thus is the Gram matrix of the . For every real vector , , so is positive semidefinite.
Depends on
Used by
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Sources
- Troy Lee, Rajat Mittal, Ben Reichardt, Robert Špalek, and Mario Szegedy, Quantum Query Complexity of State Conversion, Appendix A.1 (standard reference, not scraped)
- Andrew M. Childs, Lecture Notes on Quantum Algorithms, Section 23.1 (standard reference, not scraped)