Exercise 4.3.2

Answers

Suppose the eigenvalues of A and B are λi and μi respectively. Since both matrices are symmetric positive definitie, their eigenvalues are all positive.

  • A B: Its eigenvalues are products of λμ, which are all greater than 0.
  • A B: Its eigenvalues are sums of λ + μ, which are all greater than 0 as well.

So we conclude that A B and A B are all positive definite. The symmetric is clear from their definitions as well.

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2020-03-20 00:00
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