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Eigenvalues of positive definite (p.d) matrix

  1. Nov 4, 2009 #1
    If C = A +B where A,B are both p.d, than C is p.d and its eigenvalues are positive.

    Waht can you say about the relationship between the eigenvalues of C, and A,B ?

    Thanks.
     
  2. jcsd
  3. Nov 19, 2009 #2
    Hello,
    There is for sure a (non-trivial) relationship but I cannot provide yet a concrete answer, because I myself am working on the same problem at the moment.

    I can recall that real symmetric positive definite matrices have a geometrical interpretation: they represent (hyper)ellipsoids in n-space (check the relative lecture at MIT of Gilbert Strang here: http://www.mathvids.com/lesson/math...-tests-tests-for-minimum-and-ellipsoids-in-rn)
    The eigenvectors of the matrix represent the directions of the ellipsoid radii, while the corresponding eigenvalues represent their lenghts.

    I suspect that studying how addition of two PD matrices affects the geometry of the ellipsoids might give you at least a visual understanding and put you on the right track. I believe that such concepts are used in physics too, but physicists usually refer to 2nd-rank symmetric tensors.

    Please if you find a solution to this problem post it here! This is an interesting problem. I also posted some similar questions here in PF, and (quite to my surprise) have never got any answer.
     
  4. Nov 20, 2009 #3
    something useful might be only if they share an eigenvector
     
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