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I am stuck on the following two questions:

My first question:

If $D$ is a non-singular matrix, such that $(D+D^*)$ is positive definite. From my understanding of the problem's solution, it says that $D$ has to be positive definite. Why is this true?

My second question:

If $A$ and $B$ are positive definite matrices, why is : $A^{\frac{1}{2}}BA^{-\frac{1}{2}}$ positive definite? Now the other way: if $A^{\frac{1}{2}}BA^{-\frac{1}{2}}$ positive definite and $A$ is positive definite, does this imply that $B$ is positive definite?

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    For the first question, the spectral theorem gives that $D+D^*$ is at least positive semi-definite. For the second, if all the eigenvalues of $B$ are positive, the same is true for any similar matrix.2012-04-21

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On the first question: not true. Take $ D=\begin{bmatrix}1&1\\ 0&1\end{bmatrix} $

On the second question: again not true . Take $ A=\begin{bmatrix}1&0\\0&4\end{bmatrix},\ \ \ B=\begin{bmatrix}3&1\\ 1&3\end{bmatrix}; $ Then $A^{1/2}BA^{-1/2}$ is not even symmetric.

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    @MartinArgerami: The square matrix $A$ represents the bilinear form $(x,y)_A=x^TAy$, and while symmetric bilinear forms are nice, there are other forms worth considering. Positive definite should mean that $(x,x)_A\geq 0$ for all $x$, with equality if and only if $x=0$. However, you are right that my "definition" was an oversimplification of the issue.2012-04-23