I need to prove this: If A is an n$\times$n positive semidefinite matrix, and S any $n \times m$ matrix, then $S^TAS$ is positive semidefinite.
2026-03-25 15:48:00.1774453680
$S^TAS$ is positive semidefinite
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$x^TS^TASx=(Sx)^TA(Sx)$. Therefore, this quantity is $\ge 0$ by hypothesis on $A$.