Elementwise maximum of two positive definite matrices – math.stackexchange.com

Elementwise maximum of two positive definite matrices – math.stackexchange.com

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Assume that $A$ and $B$ are real, symmetric, positive definite matrices of the same size, that is, $$A \succ 0, B\succ 0.$$ Let $\operatorname{elmax(A,B)}$ be the element-wise maximum matrix, ...

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