Let A, B S n be two symmetric matrices. Define the component-wise product of A, B,
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Let A, B ∈ Sn be two symmetric matrices. Define the component-wise product of A, B, by a matrix C ∈ Sn with elements Cij = Aij Bij, 1 ≤ i, j ≤ n. Show that C is positive semidefinite, provided both A, B are.
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Related Book For
Optimization Models
ISBN: 9781107050877
1st Edition
Authors: Giuseppe C. Calafiore, Laurent El Ghaoui
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