I am trying to prove the following result:
$(AB^{-1}A)$
is a positive definite matrix when B is a positive definite matrix (that is $B^{-1}$ also positive definite). Can this be proven or is it simply not the case?
I am trying to prove the following result:
$(AB^{-1}A)$
is a positive definite matrix when B is a positive definite matrix (that is $B^{-1}$ also positive definite). Can this be proven or is it simply not the case?
Firstly $A$ can not be zero matrix or singular. You have to give some condition on $A.$ $A$ is real and symmetric is enough to prove this. As $B$ is PD, So is $B^{-1}.$ Hence $x^T(AB^{-1}A)x = (Ax)^TB^{-1}(Ax) > 0$ for $0 \neq Ax \in R^{n}.$