Positive definite matrix problems

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SUMMARY

The discussion centers on proving that all eigenvalues of a positive definite and symmetric matrix A are positive. Participants suggest applying the spectral theorem for real symmetric matrices and provide reasoning involving eigenvalues and eigenvectors. The conversation also touches on the implications for positive semi-definite matrices, noting that while all eigenvalues of a positive definite matrix are positive, the eigenvalues of a positive semi-definite matrix can be zero or positive. Key references include the spectral theorem and properties of Hermitian matrices.

PREREQUISITES
  • Understanding of positive definite and positive semi-definite matrices
  • Familiarity with eigenvalues and eigenvectors
  • Knowledge of the spectral theorem for real symmetric matrices
  • Basic concepts of Hermitian matrices and their properties
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  • Study the spectral theorem for real symmetric matrices in detail
  • Explore the properties of Hermitian matrices and their eigenvalues
  • Learn about Descartes' rule of signs in relation to characteristic polynomials
  • Investigate the differences between positive definite and positive semi-definite matrices
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Mathematicians, students studying linear algebra, and anyone interested in matrix theory and eigenvalue problems will benefit from this discussion.

MrJava
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Can anyone give me some hints for this question please?
Suppose A is positive definite and symmetric. Prove that all the eigenvalues of A are positive. What can you say of these eigenvalues if A is a positive semi definite matrix?

Many thanks in advance.
 
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MrJava said:
Can anyone give me some hints for this question please?
Suppose A is positive definite and symmetric. Prove that all the eigenvalues of A are positive. What can you say of these eigenvalues if A is a positive semi definite matrix?

Many thanks in advance.

Welcome to MHB, MrJava! :)

Can you apply the spectral theorem for (real) symmetric matrices?
 
I like Serena said:
Welcome to MHB, MrJava! :)

Can you apply the spectral theorem for (real) symmetric matrices?

My arguments for the problem is as following:
A is positive definite matrix with λ is an arbitrary eigenvalue of A
x is a non-zero eigenvector corresponding to λ
Then:
0<xTAx=xTλx=λ(xTx) and since x'x>0, results λ>0.
 
MrJava said:
My arguments for the problem is as following:
A is positive definite matrix with λ is an arbitrary eigenvalue of A
x is a non-zero eigenvector corresponding to λ
Then:
0<xTAx=xTλx=λ(xTx) and since x'x>0, results λ>0.

That's pretty close!
Mostly missing supporting arguments and slightly inconsistent.

Can you provide arguments for your reasoning?
Btw, did you do anything with the spectral theorem? Is it known to you?
 
I like Serena said:
That's pretty close!
Mostly missing supporting arguments and slightly inconsistent.

Can you provide arguments for your reasoning?
Btw, did you do anything with the spectral theorem? Is it known to you?

Sorry, but It seems straight to me.
 
Last edited:
MrJava said:
Sr...

Just for clarification, does this mean Senior, Señor, Sister, or perhaps Seaman Recruit, or something else?
 
MarkFL said:
Just for clarification, does this mean Senior, Señor, Sister, or perhaps Seaman Recruit, or something else?

Oops, I meant "Sorry"

- - - Updated - - -

I am searching around the Internet and I found this on Wiki:

Let M be an n × n Hermitian matrix. The following properties are equivalent to M being positive definite:
All its eigenvalues are positive. Let P−1DP be an eigendecomposition of M, where P is a unitary complex matrix whose rows comprise an orthonormal basis of eigenvectors of M, and D is a real diagonal matrix whose main diagonal contains the corresponding eigenvalues. The matrix M may be regarded as a diagonal matrix D that has been re-expressed in coordinates of the basis P. In particular, the one-to-one change of variable y = Pz shows that z*Mz is real and positive for any complex vector z if and only if y*Dy is real and positive for any y; in other words, if D is positive definite. For a diagonal matrix, this is true only if each element of the main diagonal—that is, every eigenvalue of M—is positive. Since the spectral theorem guarantees all eigenvalues of a Hermitian matrix to be real, the positivity of eigenvalues can be checked using Descartes' rule of alternating signs when the characteristic polynomial of a real, symmetric matrix M is available.

And here is the link
 
MrJava said:
Sorry, but It seems straight to me.

Okay... so we're done? :confused:
I'm a bit confused since it's not clear to me what you are or were looking for.
 
I like Serena said:
Okay... so we're done? :confused:
I'm a bit confused since it's not clear to me what you are or were looking for.

Thank you, I think now I need to find my way to understand the explanation from Wiki then :)
 

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