Hermitian, positive definite matrices

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SUMMARY

The discussion centers on proving that if a Hermitian matrix \( A \in \mathbb{C}^{m \times m} \) has positive definite eigenvalues, then any leading principal submatrix \( \Delta_k \) is also positive definite for \( k = 1, \ldots, m \). Participants confirm that since \( A \) is positive definite, the quadratic form \( x^T A x > 0 \) for all non-zero vectors \( x \) implies that \( x^T \Delta_k x > 0 \) for vectors of the form \( [x_1, \ldots, x_k, 0, \ldots, 0] \). This leads to the conclusion that \( \Delta_k \) inherits the positive definiteness from \( A \).

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  • #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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