Let X and Y be mx1 vectors such that:
XX'-YY' = S is positive semi-definite.
Let A be any mxm matrix, show that
Z=(A-I)^2 * S is also positive semi-definite
....no idea where to begin.
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Originally Posted by southprkfan1 Let A be any mxm matrix, show that Are there any hypothesis about ?
Regards. Fernando Revilla
Sorry all, I screwed up....Let this be a lesson not to skip steps.
I have to show ASA' is Positive semi-definite, which is straightforward.
I posted a new similar question if anyone interested.
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