Problem 3. (25 %) Let
denote the set of real m x n matrices
and the set of real n x 1 column vectors, respectively, and let
denote the set
of real n x n symmetric positive semidefinite (PSD) matrices. This problem
includes two parts as follows:
(ii) (10 %) Suppose that A,
and Tr(A) denotes the trace of A (i.e., the sum of all the diagonal elements of A).
(1)Is Tr(AX)≥0 true?
(2)Is it true that if Tr(AX) = 0, then
(zero matrix)?
Prove or disprove your answer.