Linear Algebra: Symmetric/Positive Definite problem

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Homework Help Overview

The discussion revolves around properties of symmetric matrices, specifically focusing on the conditions under which a symmetric matrix A is positive semidefinite or positive definite, given that A can be expressed as A = B^T B for some matrix B. The context is rooted in linear algebra, particularly in relation to operations research.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • Participants explore the implications of the expression A = B^T B and its relation to positive definiteness and semidefiniteness. There are attempts to apply properties of inner products to the problem, with some questioning how these properties relate to the definitions provided. The original poster expresses uncertainty about their reasoning and seeks clarification on the application of inner product properties.

Discussion Status

The discussion is ongoing, with participants actively engaging in clarifying concepts and exploring the implications of their reasoning. Some guidance has been offered regarding the properties of inner products, and there is a recognition of the importance of these properties in the context of the problem.

Contextual Notes

Participants are working under the constraints of a homework assignment, which may limit the information they can use or the approaches they can take. There is also a focus on definitions relevant to operations research, which may influence their interpretations and reasoning.

Scootertaj
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1. Let A[itex]\in[/itex]Rnxn be a symmetric matrix, and assume that there exists a matrix B[itex]\in[/itex]Rmxn such that A=BTB.
a) Show that A is positive semidefinite
B) Show that if B has full rank, then A is positive definite

2. Homework Equations :
This is for an operations research class, so most of the definitions revolve around minimizing/maximizing.
However, alternate definitions:
Positive Definite: A is positive definite if for all non-null vectors h, hTAh > 0.
Symmetric: if AT=A.
Semidefinite: hTAh ≥ 0

The Attempt at a Solution


Here's some work:
AT = A ; A = BTB.
So, AT = BTB → ATA = BTBA = AA = A2.
So, ATA ≥ 0.
But, that's not quite what I want.
 
Last edited:
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[itex]h^T A h=h^T B^T B h[/itex]. That's the inner product [itex](B h)^T (B h)[/itex]. Use the properties of the inner product.
 
Last edited:
Dick,
I don't recall any specific properties of inner products that would help except <x,x> >= 0. But, I don't see how that applies.
 
Scootertaj said:
Dick,
I don't recall any specific properties of inner products that would help except <x,x> >= 0. But, I don't see how that applies.

And <x,x>=0 only if x=0. I think it applies a lot. [itex](B h)^T (B h)=<Bh, Bh>[/itex].
 
D'oh! I must be too tired, completely forgot that the inner product would be the same as doing the transpose first.
Thank you a lot Dick, you always seem to help out a lot.
 

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