Alphabeta Math
LemmaStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedjudge pass (gpt-6-luna)
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  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
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Entrywise products of finite positive semidefinite matrices are positive semidefinite

Statement

If A,B∈Rn×n are positive semidefinite, then their entrywise product A∘B, defined by (A∘B)jk=AjkBjk, is positive semidefinite.

Facts & Assumptions

Given: Two finite real symmetric positive semidefinite matrices A,B of the same size.

[F1]

Real and complex inner product spaces, with the inner product linear in the first argument: the standard real inner product on Rn is positive definite and bilinear.

Proof

1.1givenF2chooseconstruct

By [F2], choose real vectors a1,…,an with Ajk=ajTak and real vectors b1,…,bn with Bjk=bjTbk: diagonalize each matrix orthogonally and multiply each eigenvector coordinate by the square root of its nonnegative eigenvalue.

2.1givenF1step 1.1algebra∎

For each j, let cj∈Rn2 have (p,q)-coordinate (aj)p(bj)q, and give Rn2 its standard dot product. Then cjTck=∑p,q(aj)p(bj)q(ak)p(bk)q=(ajTak)(bjTbk)=AjkBjk. Thus A∘B is the Gram matrix of the cj. For every real vector z, zT(A∘B)z=∥∑jzjcj∥2≥0, so A∘B is positive semidefinite.

Depends on

Used by

Dependency tree · two levels

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Sources