Symmetric positive definite matrix

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SUMMARY

The discussion centers on the properties of symmetric positive definite and semi-definite matrices, specifically addressing the existence of a symmetric matrix B such that A = B². For symmetric positive semi-definite matrices, the solution is given by B = Q√Λ Qᵀ, where Q is an orthogonal matrix and Λ is a diagonal matrix of eigenvalues. The challenge arises in part (ii) for symmetric positive definite matrices, where the method of obtaining B may differ due to the strict positivity of eigenvalues, necessitating a different approach to find B.

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Homework Statement


(i) Show that if A is symmetric positive semi-definite, then there exists a symmetric matrix B such that A=B^2.

(ii) Let A be symmetric positive definite. Find a matrix B such that A=B^2.

Homework Equations


The Attempt at a Solution



For part 1, I used:

B = Q\sqrt{\Lambda} Q^T

So that,

B^T B = (Q\sqrt{\Lambda} Q^T)^T Q\sqrt{\Lambda} Q^T
=Q\sqrt{\Lambda} Q^T Q\sqrt{\Lambda} Q^T
=Q\Lambda Q^T
=A

I am assuming this cannot be used for part 2. Any help is much appreciated!
 
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Why should it be different?

http://en.wikipedia.org/wiki/Positive-definite_matrix

semi positive means non-negative and positive is positive, this means that the eigenvalues are either way ≥0, so you can define a square root of a diagonal matrix in both cases as the square roots of the eigenvalues.
 
MathematicalPhysicist said:
Why should it be different?

http://en.wikipedia.org/wiki/Positive-definite_matrix

semi positive means non-negative and positive is positive, this means that the eigenvalues are either way ≥0, so you can define a square root of a diagonal matrix in both cases as the square roots of the eigenvalues.

Thanks.
 

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