Trace of product of two positive semi-definite matrix.

linear algebramathematical physicsmatrices

Let $\rho \in \mathfrak{L}(A)$ and $\sigma \in \mathfrak{L}(A)$. Now I want to know can we say that:

$\rho \geqslant 0 $ and $\sigma \geqslant 0 \quad \quad $ if and only if $\quad \quad Tr(\rho \sigma) \geqslant 0$

$\rho \geqslant 0 $ and $\sigma \geqslant 0 $ means that both of them are positive semi-definite operator and $Tr$ means trace. $A$ is a Hilbert space and $\mathfrak{L}(A)$ means all linear maps on $A$.

If the above theorem is true could you please help me how can I show it?

Best Answer

Implication

$$\quad \quad Tr(\rho \sigma) \ge 0 \ \implies \ \rho \succcurlyeq 0 \ \text{and} \ \sigma \succcurlyeq 0$$

cannot hold; here is a counterexample:

$$\rho=I \ \text{and} \ \sigma=\begin{pmatrix}1&2\\2&0\end{pmatrix}.$$

We have $Tr(\rho \sigma)=1 > 0$, but $\sigma$ not positive definite.

For the other implication, see here.