What Makes a Hermitian Matrix Positive Definite?

In summary, Vermeer proves that a matrix V is similar to A* via a Hermitian, positive definite matrix if and only if V*V is Hermitian and positive definite.
  • #1
BrainHurts
102
0
on page 261 of this paper by J. Vermeer (http://www.math.technion.ac.il/iic/e..._pp258-283.pdf ) he writes

The following assertions are equivalent.
a) A is similar to a Hermitian matrix
b) A is similar to a Hermitian matrix via a Hermitian, positive definite matrix
c) A is similar to A* via a Hermitian, positive definite matrix

anyway the proof of a)[itex]\Rightarrow[/itex]c) he writes:
"There exists a V[itex]\in[/itex]Mn(ℂ) such that VAV-1 is Hermitian, i.e. VAV-1=(VAV-1)*=(V*)-1A*V*. We obtain:

V*VA(V*V)-1=A*

V*V is the required Hermitian and positive definite matrix."

My questions is how do we know V*V is positive definite? I know it's Hermitian, i know that V*V has real eigenvalues and I know V*V is unitarily diagonalizable.

I don't think that V*V is Hermitian is enough right? Does this mean that a matrix B being Hermitian is a sufficient but not necessary condition for B to be positive definite?
 
Last edited by a moderator:
Physics news on Phys.org
  • #2
Let e_i be a H-orthonormal diagonalizing basis for V*V. Here H is the standard hermitian product on C^n. The existence of such a basis is equivalent to diagonalizability of V*V by a unitary matrix because the unitary condition is just that the columns are H-orthonormal.
The ith eigenvalue of V*V is then [itex]H(e_i,V^*Ve_i)=e_i^*V^*Ve_i=e_i^*V^*e_ie_i^*Ve_i=(e_i^*Ve_i)^*(e_i^*Ve_i)=H(e_i^*Ve_i,e_i^*Ve_i)=|e_i^*Ve_i|^2\geq 0[/itex]

But "=0" is not possible since V*V is invertible. Therefor wrt the basis e_i, the matrix of V*V is diagonal with all nonpositive diagonal entries, so it's positive definite.
 
  • #3
Hi this is really helpful thank you but I have one more question are the ei are the standard basis vectors in ℂn?

you wrote H(ei, V*Vei)=ei*V*Vei

=ei*V*eiei*Vei

I'm a little confused on where this eiei*, this is the matrix with the iith entry being 1 and zeroes everywhere else correct?
 
Last edited:
  • #4
Mh! Maybe my argument is flawed. try this much simpler one instead: H(v,V^*Vv) =H(Vv,Vv)=|Vv|^2 for all v. If v is not zero, neither is Vv since V is invertible.
 
  • #5
i thought the first one was nice, umm let me think about this one for a bit, either way thanks!
 

1. What is a positive definite matrix?

A positive definite matrix is a square matrix where all of its eigenvalues are positive. In other words, it is a matrix that is symmetric and has all positive pivots when reduced to its row echelon form.

2. What are the properties of a positive definite matrix?

Some of the properties of a positive definite matrix include: all of its eigenvalues are positive, all of its principal minors are positive, and it is invertible.

3. How is a positive definite matrix used in statistics?

In statistics, a positive definite matrix is commonly used in multivariate analysis to represent the covariance between variables. It is also used in algorithms for solving optimization problems.

4. Can a positive definite matrix have negative elements?

No, a positive definite matrix cannot have negative elements. This is because if any element in the matrix is negative, it will result in at least one negative eigenvalue, violating the definition of a positive definite matrix.

5. How can one determine if a matrix is positive definite?

One way to determine if a matrix is positive definite is by checking its eigenvalues. If all of the eigenvalues are positive, then the matrix is positive definite. Another method is to check if all of its principal minors are positive.

Similar threads

Replies
3
Views
2K
  • Linear and Abstract Algebra
Replies
4
Views
2K
  • Math POTW for Graduate Students
Replies
1
Views
457
  • Linear and Abstract Algebra
Replies
8
Views
2K
  • Linear and Abstract Algebra
Replies
11
Views
2K
  • Calculus and Beyond Homework Help
Replies
31
Views
3K
  • Linear and Abstract Algebra
Replies
2
Views
2K
  • Linear and Abstract Algebra
Replies
1
Views
2K
Replies
1
Views
2K
  • Linear and Abstract Algebra
Replies
9
Views
1K
Back
Top