TITLE: Is the product of symmetric positive semidefinite matrices positive definite?
QUESTION [61 upvotes]: I see on Wikipedia that the product of two commuting symmetric positive definite matrices is also positive definite. Does the same result hold for the product of two positive semidefinite matrices?
My proof of the positive definite case falls apart for the semidefinite case because of the possibility of division by zero...

REPLY [4 votes]: Actually, one has to be vary careful in the way one interprets the results of Meenakshi and Rajian (referenced in one of the posts above). Symmetry is inherent in their definition of positive definiteness. Thus, their result can be stated very simply as follows: If $A$ and $B$ are symmetric and PSD, then $AB$ is PSD iff $AB$ is symmetric. A direct proof for this result can be given as follows. If $AB$ is PSD, it is symmetric (by Meenakshi and Rajian's definition of PSD). If it is symmetric, it is PSD since the eigenvalues of $AB$ are non-negative. To summarize, all the stuff about normality in their paper is not required (since normality of $AB$ is equivalent to the far simpler condition of symmetry of $AB$ when $A$ and $B$ are symmetric PSD). The most important point here is that if one adopts a more general definition for PSD ($x^TAx\ge 0$) and if one now considers cases where the product $AB$ is unsymmetric, then their results do not go through.