Prove/Disprove: AB-A^2 is Positive Definite

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In summary, the conversation discusses the definition of positive definite complex matrices A and B with trace 1. It is stated that given A<B, it can be proven that A^2<AB and that A(B-A) is positive definite. The conversation then poses a question about the definition of positive definite for complex matrices and whether or not self-adjointness is included in this definition. It is suggested that positive definite for a complex matrix means that all eigenvalues are in the range [0,a] for some positive number a. The conversation ends by acknowledging that M is indeed self-adjoint.
  • #1
Dragonfall
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URGENT: Can you prove or disprove:

Let A and B be (complex matrices) positive definite with trace 1.

Given A < B, (B-A is pos def )

then

A^2 < AB (AB-A^2 is pos def)
 
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  • #2
Maybe you can use that
A B - A^2 = A(B - A)
and from the result that
One thing that is true is this: if A and B are hermitian (or real
symmetric) with all their eigenvalues in [0, a] and [0, b]
respectively, then A B has all its eigenvalues in [0, a b].
 
  • #3
A or B might not be real symmetric.
 
  • #4
This is not homework! But I guess this section will get more viewers.
 
  • #5
Usually self-adjointness is included in any notion of positivity for complex operators. How are you defining "positive definite" for a complex matrix A?
 
  • #6
A matrix M such that for all vectors v, <v, Mv> (inner product, the usual one for complex vector spaces) is a real, positive number.
 
  • #7
But if <v, Mv> is real for all v, then M is self-adjoint.
 
  • #8
M is indeed self-adjoint.
 

1. What does it mean for a matrix to be positive definite?

A matrix is positive definite if all of its eigenvalues are positive. In other words, when the matrix is multiplied by any non-zero vector, the result will always be a positive number.

2. How can I determine if a matrix is positive definite?

To determine if a matrix is positive definite, you can use the Cholesky decomposition method. This involves factoring the matrix into a lower triangular matrix and its transpose. If the resulting lower triangular matrix has positive diagonal elements, then the original matrix is positive definite.

3. Can AB-A^2 be positive definite?

Yes, it is possible for AB-A^2 to be positive definite. This would occur when the eigenvalues of AB-A^2 are all positive.

4. How can I prove that AB-A^2 is positive definite?

To prove that AB-A^2 is positive definite, you can use the Sylvester's criterion. This involves checking that all of the leading principal minors of the matrix are positive. If this is true, then the matrix is positive definite.

5. Is it possible for AB-A^2 to be negative definite?

No, it is not possible for AB-A^2 to be negative definite. This is because the eigenvalues of AB-A^2 would need to be negative, but the matrix cannot have negative eigenvalues if it is positive definite.

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