Inversion reverses the order of positive definite matrices
Statement
Write for symmetric matrices if is positive semidefinite. Show that is an involutive homeomorphism of the cone of positive definite matrices onto itself, and that it reverses the order: .
Hint
Conjugate by to reduce to the case .
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Solution
Homeomorphism. If , its eigenvalues are positive, so is symmetric with eigenvalues : . The map is continuous on (entries of are , rational with nonvanishing denominator), it is its own inverse, hence a homeomorphism of .
Order reversal. Let and let (symmetric, positive definite). Congruence preserves the order: , because . Thus
So all eigenvalues of the PD matrix are , hence the eigenvalues of are , i.e. . Now , so
Conjugating by again: .
Example. , : .
Remark. The map reverses the order but does *not* preserve it (while does, see the operator monotonicity problem). A function preserving the Loewner order is *operator monotone*; , , () are, and is not.