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Results tagged with linear-matrix-inequalities
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user 4312
Linear Matrix Inequalities (LMIs)
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Accepted
Matrix inversion inequality
Well, this is true. We consequently have the following:
Lemma 1. If $X\succeq I$, then $X^{-1}\preceq I$.
Proof. Write $X$ in the diagonal basis.
Lemma 2. If $X\succeq Y\succ 0$ then $X^{-1}\preceq Y^ …
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