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In Theorem 3 in this paper, https://core.ac.uk/download/pdf/82822897.pdf, ``On a product of positive semidefinite matrices, A.R. Meenakshi, C. Rajian, Linear Algebra and its Applications, Volume 295, Issues 1–3, 1 July 1999, Pages 3–6." the following has been proven,

Theorem : If $A$ and $B$ are PSD, $AB$ is PSD iff $AB$ is normal, ie, $(AB)^T AB = AB(AB)^T$.

But we need to note : that in this paper, a real square matrix $A$ is said to be PSD if $\exists$ another matrix $Q$ s.t $A= QQ^T$ i.e their PSD matrices are somewhat special - as in their PSD matrix $A$ not only have all non-negative eigenvalues and but its also true that for all vectors $\vec{v}$ we would have, $\vec{v}^TA\vec{v} \geq 0$.

My question is 3 fold,

  • Does it follow from above (or anything else in the paper!) that ``The product of two symmetric PSD matrices is PSD, iff the product is also symmetric - if PSD is defined as real matrices $A$ s.t for all vectors $v$, $v^TAv \geq 0$" (...Or does this need an independent proof? If yes, what?...)

  • But we do know that there exists symmetric PSD matrices like $A = [[1,2],[2,5]]$ and $B=[[1,-1],[-1,2]]$ s.t $AB = [[-1,3],[-3,8]]$ is PSD (but not symmetric) in the sense of having only non-negative eigenvalues but $AB$ is not PSD in the sense that for $\vec{v} = [1,0]^T$, $\vec{v}^T (AB) \vec{v} = -1$. So this is an example where in the non-negative eigenvalue sense a product of symmetric PSD matrices can be PSD while the product being assymetric.

    Is there a more general theorem than the quoted paper which encompasses the above kind of example?

  • Let $A$ and $B$ be two PSD matrices where B is assymmetric but feel free to assume that A is symmetric if you need to. Now under what combinations of (definitions of PSD + conditions on A,B) can one say that AB is also PSD?

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  • $\begingroup$ Aren't these definitions of PSD matrix equivalent? $\endgroup$
    – Tadashi
    Commented Aug 28, 2018 at 22:04
  • $\begingroup$ I dont think so! $\endgroup$ Commented Sep 2, 2018 at 19:25
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    $\begingroup$ The definition of positive definiteness in Meenakshi and Rajian's work seems to be restricted to symmetric matrices since $QQ^T$ is symmetric. However, the product of even symmetric matrices need not be symmetric. So it is not clear how they are deciding on the positive definiteness in such situations where the product is unsymmetric. $\endgroup$
    – Jog
    Commented Oct 4, 2019 at 3:58

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