- #1
earlh
- 12
- 0
Hi -- so, I'm working through a text on my own 5 years out of college having completely forgotten more or less all linear algebra. Here's my problem -- 6.4 from a reader by Vanderberghe and Boyd which is btw excellent.
I have to show when a matrix is SPD. Setup:
let [tex]A[/tex] which is n by n be SPD. For what values of scalar [tex]a[/tex] is the matrix
[tex] B = \left[ \begin{array}{cc}
A & ae_{1} \\
ae_{1}^{T} & 1 \\
\end{array} \right] [/tex]
where [tex] e_{1} [/tex] is the first vector in the usual basis
SPD? I need to find an interval for [tex]a[/tex] so that [tex]B[/tex] is SPD
So I let [tex] v = \left[ \begin{array}{c} x \\ y \end{array} \right] [/tex]
where [tex] x [/tex] is (n, 1) and [tex]y [/tex] is 1 by 1.
Multiplying things out, you get
[tex]v^{T} B v = [ x^{t} y ] \left[ \begin{array}{cc}
A & e_{1} \\
e_{1}^{T} & a \\
\end{array} \right] \left[ \begin{array}{c} x \\ y \end{array} \right] [/tex]
[tex] ... = x^{T} A x + y^{2} + 2ay x^{T}e_{1} = x^{T}Ax + y^{2} + 2ayx_{1}[/tex] where [tex] x_{1} [/tex] is the first term in [tex]x[/tex]
Obviously the first 2 terms are greater than or equal to zero, but I'm having trouble figuring out what [tex]a[/tex] I use so that [tex]v[/tex] can be arbitrary...Thanks in advance for any help
Homework Equations
I have to show when a matrix is SPD. Setup:
let [tex]A[/tex] which is n by n be SPD. For what values of scalar [tex]a[/tex] is the matrix
[tex] B = \left[ \begin{array}{cc}
A & ae_{1} \\
ae_{1}^{T} & 1 \\
\end{array} \right] [/tex]
where [tex] e_{1} [/tex] is the first vector in the usual basis
SPD? I need to find an interval for [tex]a[/tex] so that [tex]B[/tex] is SPD
The Attempt at a Solution
So I let [tex] v = \left[ \begin{array}{c} x \\ y \end{array} \right] [/tex]
where [tex] x [/tex] is (n, 1) and [tex]y [/tex] is 1 by 1.
Multiplying things out, you get
[tex]v^{T} B v = [ x^{t} y ] \left[ \begin{array}{cc}
A & e_{1} \\
e_{1}^{T} & a \\
\end{array} \right] \left[ \begin{array}{c} x \\ y \end{array} \right] [/tex]
[tex] ... = x^{T} A x + y^{2} + 2ay x^{T}e_{1} = x^{T}Ax + y^{2} + 2ayx_{1}[/tex] where [tex] x_{1} [/tex] is the first term in [tex]x[/tex]
Obviously the first 2 terms are greater than or equal to zero, but I'm having trouble figuring out what [tex]a[/tex] I use so that [tex]v[/tex] can be arbitrary...Thanks in advance for any help
Last edited: