TheoremBase

Comparison with the Zero Matrix in the Positive Semidefinite Ordering

Statement

Let nn be a natural number, let R\mathbb{R} be the set of real numbers with the operations and the order ≤\le of its ordered field structure, let S(n)\mathcal{S}(n) be the set of symmetric real n×nn\times n matrices, and let AA and BB belong to S(n)\mathcal{S}(n).

Let 0n0_n denote the real n×nn\times n matrix all of whose entries are 00. Its entries satisfy (0n)ij=(0n)ji(0_n)_{ij}=(0_n)_{ji}, so 0n0_n is symmetric and lies in S(n)\mathcal{S}(n), and by The Positive Semidefinite Ordering Compared by Differences the difference A−BA-B is symmetric and lies in S(n)\mathcal{S}(n) as well. The relation ⪯\preceq below is the positive semidefinite ordering.

Then the following hold.

1. (Comparison from above) A−B⪯0nA-B\preceq 0_n if and only if A⪯BA\preceq B.

2. (Comparison from below) 0n⪯A−B0_n\preceq A-B if and only if B⪯AB\preceq A.

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