I don't understand your notation. What does A-1 or B-1 mean?
I need a proof of the following:
If A and B are real, symmetric, positive definite matrices having
All diagonal elements positive.
At what circumstances C = (A-1 – B-1) has all diagonal element positive.
My apologies. A-1 mean inverse of A. Similar for B.
I have two co-variance matrices A and B. I invert them and take the difference between A and B.
I want to know at what conditions the difference matrix C = (A(inv) - B(inv)) will have all diagonal elements > 0.