An observation on the Hadamard product of Hermitian matrices (Q1347224)

Let \(A\), \(B\) be \(n\times n\) Hermitian matrices. Write \(A\geq B\) \((A> B)\) when \(A- B\) is positive semidefinite (positive definite). It is a classical result of Schur that \(A\geq 0\), \(B\geq 0\Rightarrow A\circ B\geq 0\), where \(A\circ B\) is the Hadamard products of \(A\) and \(B\). The authors prove the nice result that \(A\geq 0\), \(B> 0\Rightarrow A\circ B\geq (e^ T B^{- 1} e)^{- 1} A\), where \(e\) is the column vector with all entries 1. They also show that this is best possible in a natural sense.