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I have a certain number of nxn matrices that are positive semidefinite. Is the result of adding all these matrices also positive semidefinite? If affirmative, is it always the case or, instead, in just some instances?

I would also appreciate if you can provide me with the proof or give me a reference I can consult.

Thanks in advance for your help.

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1 Answer 1

$\rm\bf Observation$: $\hskip 1.5in x^*(A+B)\,x=x^*A\,x+x^*B\,x$

$\rm\bf Rhetorical\;\;Question$: Now what happens if both $x^*A\,x\ge0$ and $x^*B\,x\ge0$?

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I would recommend using **double asterisks** for bold rather than abusing MathJax's \bf capability. (Similarly, *single asterisks* give you italics.) –  Rahul Jan 31 '12 at 6:15

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