What is the Proportion of Symmetric Matrices that have Positive Determinant?

In summary, the proportion of 2x2 symmetric matrices with entries belonging to [0,1] that have a positive determinant is 4/9. This can be found by considering the possible relationships between the entries of the matrix and using a triple integral to calculate the volume of the region satisfying the condition for a positive determinant.
  • #1
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Homework Statement


What proportion of 2x2 symmetric matrices with entries belonging to [0, 1] have a positive determinant?


Homework Equations


[itex]A^{T} = A[/itex]
If A = [[a, b], [c, d]] Then det(A) = ad - bc. But A is symmetric, so c = b. So det(A) = ad - b^2

So, in order for A to have a positive determinant, ad > b^2

The Attempt at a Solution


I have no idea where to start to get the exact solution. I already did a Monte Carlo simulation which gave the answer .444694. The back of the book gives the solution 4/9, which confirms my monte carlo simulation. How do I get about coming to that fraction for the exact solution?
 
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  • #2
Consider (a, b, d) to be a point in the cube [0,1]x[0,1]x[0,1]. What fraction of the cube satisfies your condition for a positive determinant?
 
  • #3
There are 9 distinct possibilities for relations between a, b, and d.
a > d > b
a > d < b
a > d = b
a < d > b
a < d < b
a < d = b
a = d > b
a = d < b
a = d = b

If a > d > b then ad > (b^2)
If a > d = b then ad > (b^2)
If a < d > b then ad > (b^2)
If a = d > b then ad > (b^2)

The condition fails for the other relations between a, b, and d. Therefore the proportion of 2x2 symmetric matrices with a positive determinant (with real entries) is 4/9.
 
  • #4
You said "if a < d > b then ad > (b^2)" but what if a=0, d=1, and b=1/2? In any case, this isn't the right approach anyway.

I suggest doing an integral to calculate the volume of the region satisfying ad>b2.
 
  • #5
say we have (x, y, z), then xz > y^2. Then xz - y^2 > 0.
So we want the area under the function f(x, y, z) = xz -y^2, but only when f is positive (right?)

[itex]\iiint\limits_D xz - y^2 dzdydx = \frac{-1}{12} \hspace{1cm} D = [0,1]\times[0,1]\times[0,1][/itex]

Okay...that gives me the signed volume, but I only wanted the positive volume. I need to somehow get rid of the negative parts of this volume calculation. I'm not sure how to proceed.
 
  • #6
Just integrate 1 and use the limits to satisfy the condition.
 
  • #7
[itex]\int\limits_0^1\int\limits_0^1\int\limits_0^{y^2/z}dxdydz[/itex]

doesn't give a meaningful answer, because the last antidifferentiation makes you take ln(0).

I know 0 < y2 < x*z < 1, how do I represent that as the limits in my triple integral?
 
  • #8
You have xz > y2, so ##y < \sqrt{xz}##, so for a given x and z, y has to be between 0 and ##\sqrt{xz}##.
 
  • #9
Thank you so much for your help. I really appreciate it. I understood how to get to the solution before your final post, but for some reason I posted something that didn't make any sense...perhaps it was too late. You've helped me so that I can solve similar types of problems when I encounter them in the future.
 

1. What is a symmetric matrix?

A symmetric matrix is a square matrix in which the elements are symmetric about the main diagonal, meaning that the element at row i and column j is equal to the element at row j and column i.

2. What is a positive determinant?

A determinant is a value that can be calculated for a square matrix. A positive determinant means that the matrix is invertible, meaning it has an inverse matrix. In other words, the matrix has a non-zero determinant and can be multiplied by another matrix to give the identity matrix.

3. What is the proportion of symmetric matrices with positive determinant?

The proportion of symmetric matrices with positive determinant depends on the size of the matrix. For a 2x2 symmetric matrix, the proportion is 1/3 or approximately 33%. For a 3x3 symmetric matrix, the proportion is 2/15 or approximately 13%. As the size of the matrix increases, the proportion decreases.

4. How do you calculate the determinant of a symmetric matrix?

The determinant of a symmetric matrix can be calculated using the diagonal elements and the Schur complement. The Schur complement is the determinant of the matrix formed by removing the first row and column of the original matrix. The determinant of a symmetric matrix can also be calculated using the eigenvalues of the matrix.

5. Why is the proportion of symmetric matrices with positive determinant important?

The proportion of symmetric matrices with positive determinant is important in various fields of mathematics and science, including linear algebra, statistics, and physics. It is also important in applications such as image processing and computer graphics, where symmetric matrices are commonly used. Understanding the proportion of symmetric matrices with positive determinant can help in solving problems and developing algorithms in these fields.

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