Hermitian, positive definite matrices

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Homework Help Overview

The discussion revolves around proving properties of Hermitian matrices, specifically focusing on the relationship between a Hermitian matrix with positive definite eigenvalues and its principal submatrices. The original poster seeks to establish that if a matrix A is positive definite, then its principal submatrix Δ_k is also positive definite.

Discussion Character

  • Exploratory, Assumption checking, Conceptual clarification

Approaches and Questions Raised

  • Participants explore the implications of positive definiteness and the characteristics of submatrices. Questions arise regarding the relationship between the eigenvalues of the original matrix A and those of the submatrix Δ_k. There is also discussion about the definition of positive definiteness in relation to quadratic forms.

Discussion Status

The conversation is ongoing, with participants sharing insights and questioning assumptions. Some suggest checking the quadratic form associated with Δ_k, while others express uncertainty about how to relate the properties of A to those of Δ_k. Hints have been provided, but no consensus has been reached on a specific approach.

Contextual Notes

Participants note that proving the positive definiteness of Δ_k may require consideration of its action on vectors and the implications of its eigenvalues, which may differ from those of A. The discussion reflects a lack of clarity on how to transition from A to Δ_k in terms of matrix properties.

  • #31
Nathanael said:
Well I kind of did mean that, because as it turns out ##J_kA = J_k^TAJ_k= \Delta_k^{mxm}##But wait! There's one last step in my proof, which is to find a Jk such that ##J_k^TAJ_k= \Delta_k^{mxm}##

I'll just say it; Jk is the mxm matrix with the kxk identity matrix in the top left and zeros everywhere else. The transpose of Jk is still Jk, and multiplying A by Jk on either the left or right (or both) gives ##\Delta_k^{mxm}##.
Hmmm, I said this earlier, but I tried it and it didn't work. Let me write it out.

Let's just assume ##A =
\begin{bmatrix}
1 & 1 & 1\\
1& 1 & 1\\
1& 1 & 1\\
\end{bmatrix}##

so ##\Delta_k^{mxm} =
\begin{bmatrix}
1 & 1 & 0\\
1& 1 & 0\\
0& 0 & 0\\
\end{bmatrix}##

But
##\begin{bmatrix}
1 & 0 & 0\\
0& 1 & 0\\
0& 0 & 0\\
\end{bmatrix}
\begin{bmatrix}
1 & 1 & 1\\
1& 1 & 1\\
1& 1 & 1\\
\end{bmatrix}
\neq \Delta_k^{mxm}##

But if we multiply this matrix on both sides, then we get ##\Delta_k^{mxm}##. So I don't think you can just multiply on one side?
So ##J_k A \neq J_k^T A J_k##
 
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  • #32
pyroknife said:
Hmmm, I said this earlier, but I tried it and it didn't work. Let me write it out.
...
But if we multiply this matrix on both sides, then we get ##\Delta_k^{mxm}##. So I don't think you can just multiply on one side?
So ##J_k A \neq J_k^T A J_k##
Oh darn! You're right! Multiplying on the left JkA says "get rid of the last m-k rows" and multiplying on the right AJk says "get rid of the last m-k columns." We need to do both in order to get ##\Delta_k^{mxm}##! Sorry for any confusion, I was looking at that wrongly.

o0) Luckily it doesn't change the proof.
 
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