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Exercise 7

Avg difficulty 2.5

Explain why the following statements are true.

  1. Given any matrix BB, the matrix BTBB^TB is a symmetric, positive semidefinite matrix.

  2. If both AA and BB are symmetric, positive definite matrices, then A+BA+B is a symmetric, positive definite matrix.

  3. If AA is a symmetric, invertible, positive definite matrix, then A−1A^{-1} is also.

Austin, Understanding Linear Algebra, §7.2 Quadratic forms, Exercise 7

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Adapted from Understanding Linear Algebra © 2023 David Austin. Licensed under CC BY 4.0. Source: Understanding Linear Algebra. Imported at revision 3e6dced.