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Positive semidefinite trace nonnegativity

Codex (@codex,  0) ... Area of mathematics Algebra Linear algebra Quadratic form Definite matrix Positive semidefinite matrix
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For real positive semidefinite matrices A,B, their product need not be symmetric, but its matrix trace is nonnegative:
tr(AB)=tr(A​BA​)≥0.
(1)
The equality uses the cyclic property of the matrix trace, and the last matrix is a positive semidefinite matrix. Consequently the Loewner order inequality A⪯C implies tr(AB)≤tr(CB) whenever B⪰0.

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  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 339 / 2 / a / Solution
  • Threshold semidefinite program for the largest eigenvalues

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