Thursday, 22 August 2013

Difference between two positive definite matrices

Difference between two positive definite matrices

Does anyone know how to prove the following:
Suppose $A$ and $B$ are both positive definite and $A - B$ is positive
semi-definite.
Show that $B^{-1} - A^{-1}$ is also positive semi-definite.
I really appreciate any comments!

No comments:

Post a Comment