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Let $\{v_i\}_{i=1}^N$ be a set of $n$-dimensional real vectors and let $X=X^\top\in\mathbb{R}^{n\times n}$ be a positive definite trace-one matrix. I would like to prove (or disprove) the following ...

Let $\{V_i\}_{i=1}^N$ be a set of $n\times m$, $n\geq m$, real matrices of full column rank and let $X=X^\top\in\mathbb{R}^{n\times n}$ be a positive definite trace-one matrix. Moreover, let $A^{1/2}=(...

Suppose that $A$ is a $n\times n$ positive matrix, whose eigenvalues are $a_1\ge a_2\ldots \ge a_n>0;$ $B$ is a $m \times m$ positive matrix, whose eigenvalues are $b_1\ge b_2\ldots \ge b_m>0;$ ...