Does g'Bg Compare with g'g When B is a Positive Definite Matrix?

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Discussion Overview

The discussion centers on the comparison of the expressions g'Bg and g'g, where B is a positive definite matrix and g is a vector. Participants explore whether the inequality g'Bg >= g'g holds true under certain conditions, particularly focusing on the implications of B being a positive definite matrix.

Discussion Character

  • Exploratory, Technical explanation, Debate/contested

Main Points Raised

  • Karthik questions whether g'Bg is greater than or equal to g'g when B is a positive definite matrix.
  • One participant suggests analyzing the simplest case of 1x1 matrices to understand the relationship.
  • Another participant claims that the relation holds true for the case of a 1x1 matrix with a specific value (e.g., B = 3).
  • A different participant encourages examining all 1x1 matrices collectively and suggests introducing additional variables for a broader proof.
  • One participant notes that the eigenvalues of B must be greater than 1 for the inequality to hold.
  • Another participant expresses agreement with the statement regarding eigenvalues.
  • One participant emphasizes that the validity of the relationship depends on the eigenvalues of B, stating that if they are larger than 1, the statement holds; otherwise, it does not.

Areas of Agreement / Disagreement

Participants express differing views on the conditions under which the inequality holds, particularly regarding the eigenvalues of B. There is no consensus on a definitive conclusion, and multiple competing perspectives remain.

Contextual Notes

The discussion involves assumptions about the properties of positive definite matrices and the implications of eigenvalues, which are not fully resolved. The exploration of 1x1 matrices serves as a limited case study without addressing higher-dimensional scenarios.

Karthiksrao
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I am curious to know how g'Bg compares with g'g when B is a positive definite matrix and g is a vector.

Is g'Bg >= g'g ?


Thanks,
Karthik
 
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Well, let's look at the simplest case.

No wait, 0x0 matrices are too simple. Let's try the next simplest case -- 1x1 matrices.

Try analyzing the 1x1 case. What do you see?
 
The relation seems to hold true in this case. Say, if B is 3, then g' *3*g is definitely greater than g'g
 
Well, there are more 1x1 matrices than just [3]! You should try a few.

Anyways, rather than looking at 1x1 matrices one at a time, you should try proving it for all 1x1 matrices at once! You'll need to introduce one or more additional variables, of course.
 
Yeah.. Understood. Eigen values of B has to be greater than 1 for the relation to hold true.

Thanks
 
I believe that statement.
 
I think it depends on the eigenvalues of B
if the eigenvalues of B is larger than 1, the statement holds. Otherwise, it does not.
 

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