Positive definite matrix problems

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Discussion Overview

The discussion revolves around the properties of positive definite matrices, specifically focusing on proving that all eigenvalues of a positive definite and symmetric matrix are positive. Participants also explore the implications for eigenvalues if the matrix is positive semi-definite.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • Some participants suggest applying the spectral theorem for real symmetric matrices to address the problem.
  • One participant argues that for a positive definite matrix A, if λ is an eigenvalue and x is a corresponding non-zero eigenvector, then the relationship 0 < x^T A x = x^T λ x = λ (x^T x) implies λ > 0.
  • Another participant acknowledges the previous argument but notes it is mostly missing supporting arguments and is slightly inconsistent, prompting a request for further clarification.
  • A later reply references a Wiki article discussing the equivalence of properties for Hermitian matrices being positive definite, including the positivity of eigenvalues and the role of eigendecomposition.
  • Some participants express confusion regarding the clarity of the discussion and the expectations for the problem-solving process.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the clarity of the arguments presented, and there is some confusion regarding the expectations for the discussion. Multiple viewpoints on the application of the spectral theorem and the sufficiency of the provided reasoning remain unresolved.

Contextual Notes

There are limitations in the clarity of the arguments presented, with some participants indicating that supporting details are lacking. The discussion also reflects uncertainty about the application of the spectral theorem and the interpretation of the problem requirements.

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.
 
Last edited:
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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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