symmetric positive definite matrix question Let $A$ be an $n\times n$ symmetric positive definite matrix and let $B$ be an $m\times n$ matrix with $\mathrm{rank}(B)= m$. Show that $BAB'$ is symmetric positive definite. 
 A: The result is symmetric since $(BAB')'= BAB'$
Case  1: $m<n$
$$\begin{bmatrix}
.&. &. &.
\end{bmatrix}
\begin{bmatrix}
. &. &. &.\\. &.&.&.\\. &.&. &.\\.&.&.&.
\end{bmatrix}
\begin{bmatrix}
.\\.\\.\\.
\end{bmatrix}
$$
This matrix is always positive definite since you can always denote the outer factors as $B'x = y$ and since $A$ is positive definite $y'Ay$ > 0
Case 2: $m=n$
$$
\begin{bmatrix}
. &. &. &.\\. &.&.&.\\. &.&. &.\\.&.&.&.
\end{bmatrix}
\begin{bmatrix}
. &. &. &.\\. &.&.&.\\. &.&. &.\\.&.&.&.
\end{bmatrix}
\begin{bmatrix}
. &. &. &.\\. &.&.&.\\. &.&. &.\\.&.&.&.
\end{bmatrix}'
$$
We obtain $BAB'= C$. If $B$ is invertible then this is called congruence transformation. From Sylvester's Law of Inertia, the number of positive, zero and negative eigenvalues of C are equal to of $A$. Therefore, if $A$ is positive definite, so is $C$. Since matrix $B$ is full rank, it is invertible. If $B$ was not invertible, then there exists a nonzero $x\in\mathbb{R}^n$ such that $B'x=0$ Thus, $BAB'$ becomes only positive semi definite. 
Case 3: $m>n$
Then $B$ cannot have a rank of $m$ but suppose the question was modified and only B is full rank is given. 
$$
\begin{bmatrix}
. &. &. &.\\. &.&.&.\\. &.&. &.\\.&.&.&.\\.&.&.&.\\.&.&.&.
\end{bmatrix}
\begin{bmatrix}
. &. &. &.\\. &.&.&.\\. &.&. &.\\.&.&.&.
\end{bmatrix}
\begin{bmatrix}
. &. &. &.&.&.\\. &.&.&.&.&.\\. &.&. &.&.&.\\.&.&.&.&.&.
\end{bmatrix}
$$
Similarly, this case leads only to a positive semidefinite product. The quickest way is to observe that The product is a matrix of $m\times m$ and the rank of this matrix is at max $n$ since we cannot arrive to a full rank matrix with a product of elements that have ranks less than the resulting matrix.You can think of the tensor(or outer) product of two vectors $a\otimes b = ab'$. 
A: Take $\xi$ different from zero and show that $\xi' B A B' \xi$ is always positive. If not, then $\mathrm{rank}(B) < m$.
