Does adding non-negative values to the diagonal of a positive definite matrix preserves its positive definiteness?
For example, $A$ is a symmetric positive definite matrix, and $D$ is a diagonal matrix with non-negative elements. Is $A+D$ positive definite?
Best Answer
We have that $\forall x\neq 0$
$$x^T(A+D)x = x^TAx+x^TDx > 0$$
therefore your claim is true.