Let $\Sigma$ be a real $d \times d$-matrix and $C$ be a real, symmetric, positive definite $d \times d$-matrix. Does it then hold, that $$ \text{tr}(\Sigma^2C) \geq 0 \quad ?$$
2026-03-26 07:39:08.1774510748
Trace of product of squared matrix and positive definite matrix is nonnegative (short exercise)
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