I am reading Boyd's Convex Optimization Text, and I am curious to know why the following is true:
$F F^T \succeq F^* {F^*}^T,$
where $F^* {F^*}^T = (A^T A)^{-1}$ and $FA = I.$
I already tried multiplying both sides by $(A^T A)$, but could not get $AF$ to simplify. The context here is finding the minimum error of an unbiased estimator. The page number is 177, line 11.
Thanks