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Scootertaj
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1. Let A[itex]\in[/itex]Rnxn be a symmetric matrix, and assume that there exists a matrix B[itex]\in[/itex]Rmxn such that A=BTB.
a) Show that A is positive semidefinite
B) Show that if B has full rank, then A is positive definite
2. Homework Equations :
This is for an operations research class, so most of the definitions revolve around minimizing/maximizing.
However, alternate definitions:
Positive Definite: A is positive definite if for all non-null vectors h, hTAh > 0.
Symmetric: if AT=A.
Semidefinite: hTAh ≥ 0
Here's some work:
AT = A ; A = BTB.
So, AT = BTB → ATA = BTBA = AA = A2.
So, ATA ≥ 0.
But, that's not quite what I want.
a) Show that A is positive semidefinite
B) Show that if B has full rank, then A is positive definite
2. Homework Equations :
This is for an operations research class, so most of the definitions revolve around minimizing/maximizing.
However, alternate definitions:
Positive Definite: A is positive definite if for all non-null vectors h, hTAh > 0.
Symmetric: if AT=A.
Semidefinite: hTAh ≥ 0
The Attempt at a Solution
Here's some work:
AT = A ; A = BTB.
So, AT = BTB → ATA = BTBA = AA = A2.
So, ATA ≥ 0.
But, that's not quite what I want.
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