For arbitrary square matrices $M$, $N$ we write $M \geq N$ if $M − N$ is positive semi-definite.
If $M ≥ N$, can I say $M^2 \geq N^2$ ?
For arbitrary square matrices $M$, $N$ we write $M \geq N$ if $M − N$ is positive semi-definite.
If $M ≥ N$, can I say $M^2 \geq N^2$ ?
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This is trivial, but lets close it out anyway.
Let $M=I_n,$ and $N=-2I_n,$ where $I_n$ is the identity. Then $M > N,$ but $M^2-N^2 = -3I_n,$ which is negative definite.