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Exercise 1382Topology › Topology of Mn(ℝ) › Rank, spectrum and normsL3Added 6 Nov 2026

Inversion reverses the order of positive definite matrices

#Loewner order#positive definite#inverse#square root

Statement

Write A≤BA\le B for symmetric matrices if B−AB-A is positive semidefinite. Show that S↦S−1S\mapsto S^{-1} is an involutive homeomorphism of the cone PD\mathrm{PD} of positive definite matrices onto itself, and that it reverses the order: A≤B⇒B−1≤A−1A\le B\Rightarrow B^{-1}\le A^{-1}.

Hint

Conjugate by A−1/2A^{-1/2} to reduce to the case A=IA=I.

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Solution

Homeomorphism. If S∈PDS\in\mathrm{PD}, its eigenvalues are positive, so S−1S^{-1} is symmetric with eigenvalues 1/λi>01/\lambda_i>0: S−1∈PDS^{-1}\in\mathrm{PD}. The map is continuous on GLnGL_n (entries of S−1S^{-1} are adj⁡(S)/det⁡S\operatorname{adj}(S)/\det S, rational with nonvanishing denominator), it is its own inverse, hence a homeomorphism of PD\mathrm{PD}.

Order reversal. Let 0<A≤B0<A\le B and let C=A−1/2C=A^{-1/2} (symmetric, positive definite). Congruence preserves the order: X≤Y⇒CXC≤CYCX\le Y\Rightarrow CXC\le CYC, because vTC(Y−X)Cv=(Cv)T(Y−X)(Cv)≥0v^TC(Y-X)Cv=(Cv)^T(Y-X)(Cv)\ge0. Thus
I=CAC≤CBC=:T.I=CAC\le CBC=:T.
So all eigenvalues of the PD matrix TT are ≥1\ge1, hence the eigenvalues of T−1T^{-1} are ≤1\le1, i.e. T−1≤IT^{-1}\le I. Now T−1=C−1B−1C−1=A1/2B−1A1/2T^{-1}=C^{-1}B^{-1}C^{-1}=A^{1/2}B^{-1}A^{1/2}, so
A1/2B−1A1/2≤I.A^{1/2}B^{-1}A^{1/2}\le I.
Conjugating by A−1/2A^{-1/2} again: B−1≤A−1B^{-1}\le A^{-1}.

Example. A=IA=I, B=diag⁡(1,4)B=\operatorname{diag}(1,4): B−1=diag⁡(1,14)≤I=A−1B^{-1}=\operatorname{diag}(1,\frac14)\le I=A^{-1}.

Remark. The map S↦S−1S\mapsto S^{-1} reverses the order but S↦S2S\mapsto S^2 does *not* preserve it (while S↦SS\mapsto\sqrt S does, see the operator monotonicity problem). A function ff preserving the Loewner order is *operator monotone*; −1/x-1/x, ln⁡x\ln x, xrx^{r} (0≤r≤10\le r\le1) are, and x2x^2 is not.