Can Leading Principle Minors Determine Zero Elements in PSD Matrices?

Click For Summary
SUMMARY

The discussion centers on the determination of zero elements in Positive Semi-Definite (PSD) matrices using Leading Principle Minors. Specifically, it establishes that if a symmetric PSD matrix A has certain Leading Principle Minors equal to zero, then A_{33} and A_{55} must also be zero. This conclusion is supported by Theorem 4.3.8 from "Matrix Analysis" by Horn and Johnson, which utilizes the Interlacing Inequality. The validity of this result extends to Hermitian matrices as well.

PREREQUISITES
  • Understanding of Positive Semi-Definite (PSD) matrices
  • Familiarity with Leading Principle Minors
  • Knowledge of eigenvalues and eigenvectors
  • Basic concepts from "Matrix Analysis" by Horn and Johnson
NEXT STEPS
  • Study the Interlacing Inequality in detail
  • Review Theorem 4.3.8 from "Matrix Analysis" by Horn and Johnson
  • Explore properties of Hermitian matrices in relation to PSD matrices
  • Investigate applications of Leading Principle Minors in matrix theory
USEFUL FOR

Mathematicians, researchers in linear algebra, and students studying matrix theory, particularly those focusing on properties of Positive Semi-Definite matrices and their applications in various fields.

NaturePaper
Messages
70
Reaction score
0
Hi everyone,
This is related to my previous https://www.physicsforums.com/showthread.php?t=392069"

Let [tex]A=(a_{ij})[/tex] be a symmetric (i.e., over reals) PSD matrix with the following conditions on Leading Principle Minors (determinant of the submatrix consisting of first i rows and i columns) [tex]A_{ii}[/tex]:

[tex]A_{11}\ge0,~ A_{22}=A_{44}= A_{66}=A_{77}=A_{88}=detA=0[/tex]

Now the question is can I say (from the above information) that [tex]A_{33}=A_{55}=0 ?[/tex] From "Matrix Analysis" by Horn and Johnson, I guess the Interlacing Inequlity may be useful...but I don't know much about it. Any help, please.

As usual, will it still valid if I assume A to be hermitian (i.e., over complex) than being symmetric?Thanks
 
Last edited by a moderator:
Physics news on Phys.org


Oh, I got the answer. It is indeed yes.

The result follows directly from Theorem 4.3.8 (page-185) of the book I mentioned above. It is a consequence of the "Interlacing inequality" as I guessed. Below is a brief sketch:

By our assumption, [tex]A_{22}[/tex] must have an eigenvalue 0 and hence by the interlacing property, the least eigenvalue (which can not be negative as it is PSD) of [tex]A_{33}\mbox{~is} \le0[/tex]. Thus follows.

The result remains valid if A be hermitian.

More generally, we can say that for a hermitian PSD matrix [tex]A_{KK}=0~\Rightarrow~ A_{MM}=0~\forall M>K[/tex]
 
Last edited:

Similar threads

Replies
1
Views
3K
  • · Replies 1 ·
Replies
1
Views
3K