A E R"X", Q e R"Xn and Q > 0, C e R™×n. For a given X € R"Xn and X > 0, define the operator h as follows: h(X) AX A' + Q. Assume AA' > I. Prove that Tr (h(X)) > Tr(X) always holds for any X > 0.
A E R"X", Q e R"Xn and Q > 0, C e R™×n. For a given X € R"Xn and X > 0, define the operator h as follows: h(X) AX A' + Q. Assume AA' > I. Prove that Tr (h(X)) > Tr(X) always holds for any X > 0.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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![A e R"Xn, Q e R"X" and Q > 0, C e Rmxn. For a given X e R"Xn and
X > 0, define the operator h as follows:
h(X)
AX A' + Q.
Assume AA' > I. Prove that Tr(h(X)) > Tr(X) always holds for any X > 0.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Ff6cc09c2-f05e-43f8-a8a5-2414f8e5baab%2Facecd4d0-7173-40fb-b9be-19be5d809f71%2Ff6m9fvf_processed.png&w=3840&q=75)
Transcribed Image Text:A e R"Xn, Q e R"X" and Q > 0, C e Rmxn. For a given X e R"Xn and
X > 0, define the operator h as follows:
h(X)
AX A' + Q.
Assume AA' > I. Prove that Tr(h(X)) > Tr(X) always holds for any X > 0.
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