If $A-B$ and $C$ are both positive semi-definite, is $ACA-BCB$ also positive semi-definite?
Welcome proof, reference, or counter example.
Thanks a lot in advance.
If $A-B$ and $C$ are both positive semi-definite, is $ACA-BCB$ also positive semi-definite?
Welcome proof, reference, or counter example.
Thanks a lot in advance.