Show that for any matrices B, U, and V such thatV > 0 (positive definite), U is full rank, and BU is square and nonsingular, we have

(i.e., the difference of the two sides is nonnegative definite). (Hint: The proof is very similar to that of Lemma 5.1.)

Transcribed Image Text:

(BU) BV B'{(BU)-'Y' (U'V-'U)-