Let $\mathbf{S},\mathbf{\Theta}\in\mathbb{R}^{p\times p}$ by symmetric, positive definite matrices. Denote their corresponding $(i,j)$-th component by $S_{ij},\Theta_{ij}$. Is it true that \begin{align*} \text{Trace}(\mathbf{S\Theta})\geq\sum_{i=1}^{p}S_{ii}\Theta_{ii}. \end{align*}
2026-04-02 16:35:39.1775147739
Is the trace of a product of positive definite matrices bigger than the sum of the product of their corresponding diagonal elements?
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This is not true. Take $$A= \begin{bmatrix} 2& 1 \\ 1 & 2 \end{bmatrix}$$ and $$B= \begin{bmatrix} 2& -1 \\ -1 & 2 \end{bmatrix}$$