Let $A$ and $B$ be two symmetric positive semidefinite matrices.
Is it true that $\operatorname{Null}(A+B) = \operatorname{Null}(A) \cap \operatorname{Null}(B)$?
I think this is wrong, but cannot find a simple counterexample.
Let $A$ and $B$ be two symmetric positive semidefinite matrices.
Is it true that $\operatorname{Null}(A+B) = \operatorname{Null}(A) \cap \operatorname{Null}(B)$?
I think this is wrong, but cannot find a simple counterexample.
Okay, so the answer is yes, it wasn't that hard in the end. Here is a detailed proof:
If $x \in Null{A} \cap Null{B}$ then it is trivial to see that $x \in Null{A+B}$. If $x \in Null{A+B}$, then \begin{equation} 0 = \langle (A+B)x,x \rangle = \langle Ax,x \rangle + \langle Bx,x \rangle, \end{equation}
where by positive semi-definiteness we have $\langle Ax,x \rangle \geq 0$ and $\langle Bx,x \rangle \geq 0$. The sum of nonnegative numbers being nonegative, we deduce that \begin{equation} \langle Ax,x \rangle=\langle Bx,x \rangle=0. \end{equation}
Since $\langle Ax,x \rangle=0$, we deduce from the fact that $A$ is symmetric positive semi-definite that $Ax=0$. Similarly, $Bx=0$, which concludes the proof.