To put this simply, we know in general that if A and B are psd their product A*B is NOT necessarily psd.
Does anyone know when the product is indeed psd? I am looking for conditions on A and B to ensure the psd of their product.
Thanks a bunch
I think I can show Q2 now. Q1 is still a puzzle. Any help is appreciated.
Also regarding the matrix A, does anyone know of a theorem regarding the center submatrix of a matrix?
Here is my problem. Any ideas are appreciated.
Let P be a projection matrix (symmetric, idempotent, positive semidefinite with 0 or 1 eigenvalues). For example, P = X*inv(X'*X)*X' where X is a regressor matrix in a least square problem.
Let A be a symmetric real matrix with only integer...