Today when I read some materials on multivariate Gaussian distribution, I hit upon a seemingly correct and very simple identity on determinants of two highly related matrices by accident:
If $M$ is a square matrix, $|M|=|\frac{M+M^T}{2}|$.
For the moment, I'm only sure that if $M$ is a positive definite matrix, the above proposition is correct (which can be proved in a zigzag way based on the fact that the $pdf$ of multivariate Gaussian distribution is normalized). Anyone know how to prove this directly? And whether is the condition that $M$ is positive definite necessary?
UPDATE:
Since someone has given a simple counterexample showing that not all $M$ is qualified, to make the problem more meaningful, the focus now is that:
(1) What if $M$ is positive definite?
(2) If (1) can make the proposition become correct, is it necessary? If not, can we give a sufficient and necessary condition on $M$?
That's clearly not true. Consider $$M = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix},$$ then $\det(M) = 0$, whereas $\det(\frac{M+M^T}{2}) = -1/4$.
As explained in a comment, a similar example shows that "positive definite" isn't enough either, consider $$M = \begin{pmatrix} 1 & 2 \\ 0 & 1 \end{pmatrix}.$$ This example can easily be generalized to any dimension. The only "general" condition I can honestly think of is "$M$ is symmetric", in which case it's trivial.