Let real power series and converge on , with for every index including zero. If has entries there, applying within two diagonal blocks and across them preserves positive semidefiniteness. Indeed the coefficient matrix is a bipartite block-constant positive semidefinite matrix. Each is positive semidefinite by the Schur product theorem, and their sum converges to the transformed matrix. Closedness of the positive semidefinite cone completes the proof. Convergence at one gives , so coefficient domination ensures absolute convergence of both series throughout the interval. Without the zero-index condition, , and give a counterexample.
Hadamard power 2026-10-06
For integer , the entrywise power has entries and equals the repeated Hadamard product. The zero power is the all-ones matrix, even at zero entries, because it represents the constant function one. Every nonnegative integer Hadamard power of a positive semidefinite matrix is positive semidefinite by the Schur product theorem. It is not an ordinary matrix power.
Hadamard product 2026-10-06
The matrix with entries . It differs from ordinary matrix multiplication. The Schur product theorem states that it preserves positive semidefiniteness when both factors are positive semidefinite matrices.
For each coefficient index , let have constant diagonal blocks and cross blocks . The preceding block-constant argument gives . Define the Hadamard powers , with
This is the constant entrywise power, including at zero entries; it is not the identity matrix. Repeated use of the Schur product theorem shows for every .
Applying the Schur product theorem again makes every summand positive semidefinite. The partial sums are positive semidefinite, and their entrywise limit is exactly . In finite dimension this is a matrix-norm limit; the positive semidefinite cone is closed. Consequently
Endpoint convergence follows from the stated expansions on the full interval: and , while . Thus the expansions converge absolutely at every matrix entry. This is coefficient-dominated entrywise positivity.
The coefficient condition must include index zero. We interpret the PDF's accordingly. If it means only positive integers and no condition is imposed on , the assertion is false: take , , and . All positive-index inequalities hold, but .
For a finite sample, the Gram matrix of is the entrywise product of the two positive-semidefinite Gram matrices. The Schur product theorem makes it positive semidefinite, proving the product closure.
The Gaussian kernel with bandwidth is
Factor it as
The linear kernel is positive semidefinite; products and nonnegative scalar multiples preserve positivity, as does multiplication by . The partial sums are therefore kernels, and pointwise-limit closure proves that the Gaussian kernel is positive semidefinite.
Put
The numerator is the linear kernel, while the reciprocal of the denominator is the kernel from part c applied to and . The product of positive-semidefinite kernels therefore shows that is a positive-semidefinite kernel. The Cauchy-Schwarz inequality and the arithmetic-geometric mean inequality give , so
Each power is positive semidefinite by the Schur product theorem, and the convergent sum is positive semidefinite.
Moreover . If is its canonical feature map, then
The feature-space norm gives symmetry and the triangle inequality. Finally, implies , hence and
which is equivalent to . Thus is a metric rather than merely a pseudometric.
Product of positive-semidefinite kernels Created 2026-09-24 Updated 2026-09-28
The pointwise product of two positive-semidefinite kernels is positive semidefinite because its finite kernel matrix is the entrywise product of two positive-semidefinite matrices, to which the Schur product theorem applies.