Problem 3. (25 %) Let
denote the set of real m✖ n matrices and the set of real n ✖ 1 column vectors, respectively, and let
denote the set of real n ✖ n symmetric positive semidefinite (PSD) matrices. This problem includes two parts as follows: (b) (10 %) Suppose that A,
, and Tr(A) denotes the trace of A (i.e., the sum of all the diagonal elements of A).
(ii) Is it true that if Tr(AX) = 0, then AX = 0
(zero matrix)? Prove or disprove your answer.