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If the Löwner order is a partial order, then it is transitive. If so, how can one prove it?


Proposition. Let ${\Bbb S}_n ({\Bbb R})$ denote the set of $n \times n$ symmetric matrices over $\Bbb R$. The Löwner order is transitive, i.e.,

$$ \left( \forall {\bf A}, {\bf B}, {\bf C} \in {\Bbb S}_n ({\Bbb R}) \right) \left( ({\bf A} \succeq {\bf B}) \land ({\bf B} \succeq {\bf C}) \implies {\bf A} \succeq {\bf C} \right) $$


Proof. The proposition can be rewritten as follows

$$ \left( \forall {\bf A}, {\bf B}, {\bf C} \in {\Bbb S}_n ({\Bbb R}) \right) \left( \left({\bf A} - {\bf B} \succeq {\bf O}_n \right) \land \left({\bf B} - {\bf C} \succeq {\bf O}_n \right) \implies {\bf A} - {\bf C} \succeq {\bf O}_n \right) $$

Since the addition of symmetric positive semidefinite matrices is symmetric positive semidefinite,

$$ \underbrace{(\overbrace{{\bf A} - {\bf B}}^{\succeq {\bf O}_n}) + (\overbrace{{\bf B} - {\bf C}}^{\succeq {\bf O}_n})}_{\succeq {\bf O}_n} = {\bf A} - {\bf C} \succeq {\bf O}_n \implies {\bf A} \succeq {\bf C} $$


Assuming that the proof above is correct, I am looking for alternative proofs or references.


Related: What does "curly (curved) less than" sign $\succcurlyeq$ mean?

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    I am not sure I understand the question. It seems to me that this will be the most elementary proof of the statement. – Kroki Jul 20 '23 at 20:43
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    @Youem If there are no interesting alternative proofs, that is fine. The purpose of this question is to have a post on Mathematics SE which people can link to whenever someone uses the transitivity of the Löwner order without proof / reference. – Rodrigo de Azevedo Jul 21 '23 at 06:06

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