More questions on psd and pd of matrices

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SUMMARY

This discussion addresses the properties of positive definite (pd) matrices, specifically focusing on two key assertions. First, if matrix A is positive definite, then its inverse A^-1 is also positive definite, demonstrated through the relationship A = P'P for a nonsingular matrix P. Second, if the rank of matrix A (Anxp) is p and p is less than n, then the product A'A is positive definite, as shown by the expression x'(A'A)x being a sum of squares greater than zero when Ax is non-zero.

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First question: If A is pd, then A^-1 is pd.
Outline of answer:
  1. If A is pd, then there exists a nonsingular matrix P st A=P'P
  2. Then A^-1 = (P'P)^-1 = (P^-1) * (P^-1)' = (P^-1)' * (P^-1)
3. If (P^-1)' * (P^-1), then there exists a A^-1 that is positive definite

Second question: If rank(Anxp) = p<n, then A'A is pd.
Outline of answer:
  1. x'(A'A)x = (Ax)'(Ax)
  2. (Ax)'(Ax) is a sum of squares which is > 0 as long as Ax does not = 0

Thanks =)

EDIT: I think I figured it out if anyone wants me to post the answers. I deleted the attempts since they look plain stupid in retrospect
 
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crabchef said:
First question: If A is pd, then A^-1 is pd.
Outline of answer: 1. If A is pd, then there exists a nonsingular matrix P st A=P'P

Right.

2. Then A^-1 = (P'P)^-1 = (P^-1) * (P^-1)' = (P^-1)' * (P^-1)

Right. Now, denoting $Q=(P^{-1})^t$ we have $A^{-1}=Q^tQ=Q^tIQ.$

If (P^-1)' * (P^-1), then there exists a A^-1 that is positive definite

This has no sense. There exists a non singular matrix $Q$ such that $A^{-1}=Q^tIQ$ which implies $A^{-1}$ is positive definite.

---------- Post added at 09:56 AM ---------- Previous post was at 09:38 AM ----------

crabchef said:
Second question: If rank(Anxp) = p<n, then A'A is pd.
Outline of answer:1. x'(A'A)x = (Ax)'(Ax)

Right.

2. (Ax)'(Ax) is a sum of squares which is > 0 as long as Ax does not = 0

More details: denote $x=(x_1,\ldots,x_p)^t$ and $y=(y_1,\ldots,y_n)^t=Ax$, then $x^t(A^tA)x=(Ax)^t(Ax)=y^ty=y_1^2+\ldots+y_n^2\geq 0$ for all $y$. But $y_1^2+\ldots+y_n^2=0$ if and only if $y=0$ and $Ax=0$ if and only if $x=0$ (why?) which implies $A^tA$ is definite positive.
 

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