Let $A, B \in M_n$ be positive definite and let $α\in (0, 1)$. Why does $αA^{−1} + (1 −α)B^{−1}\succeq (αA + (1 − α)B)^{−1}$?
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Like the question, but just for clarity could you define what $\succeq$ means? – charlestoncrabb Nov 19 '15 at 03:44