Linear Algebra: Symmetric/Positive Definite problem

In summary, we are given a symmetric matrix A and a matrix B such that A=BTB. By using the properties of inner products, we can show that A is positive semidefinite. Additionally, if B has full rank, then A is positive definite.
  • #1
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

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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  • #2
[itex]h^T A h=h^T B^T B h[/itex]. That's the inner product [itex](B h)^T (B h)[/itex]. Use the properties of the inner product.
 
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  • #3
Dick,
I don't recall any specific properties of inner products that would help except <x,x> >= 0. But, I don't see how that applies.
 
  • #4
Scootertaj said:
Dick,
I don't recall any specific properties of inner products that would help except <x,x> >= 0. But, I don't see how that applies.

And <x,x>=0 only if x=0. I think it applies a lot. [itex](B h)^T (B h)=<Bh, Bh>[/itex].
 
  • #5
D'oh! I must be too tired, completely forgot that the inner product would be the same as doing the transpose first.
Thank you a lot Dick, you always seem to help out a lot.
 

FAQ: Linear Algebra: Symmetric/Positive Definite problem

1. What is Linear Algebra and why is it important?

Linear Algebra is a branch of mathematics that deals with linear equations and their representations in vector spaces. It is important because it is widely used in many fields such as engineering, physics, computer science, and economics to solve problems involving multiple variables and equations.

2. What is a Symmetric Matrix in Linear Algebra?

A symmetric matrix is a square matrix that is equal to its transpose. This means that the elements on the main diagonal are unchanged, and the elements above and below the main diagonal are reflections of each other. In other words, for a matrix A, A[i,j] = A[j,i].

3. What does it mean for a matrix to be Positive Definite?

A matrix is positive definite if all of its eigenvalues are positive. In simpler terms, this means that the matrix has all positive elements and is therefore a valid covariance matrix. Positive definite matrices are important in statistics and optimization problems.

4. How do you solve a Symmetric/Positive Definite problem in Linear Algebra?

To solve a Symmetric/Positive Definite problem, you can use the Cholesky decomposition method. This involves finding the square root of the matrix, which can then be used to solve the problem efficiently. Other methods such as eigenvalue decomposition and singular value decomposition can also be used.

5. What are some real-life applications of Symmetric/Positive Definite problems in Linear Algebra?

Symmetric/Positive Definite problems have many real-life applications. For example, they are used in machine learning to optimize algorithms, in physics to model and analyze systems, and in finance to calculate risk and portfolio management. They are also used in image processing, signal processing, and many other fields.

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