Positive Definite Matrix - I think this is correct? Just want reassurance.

In summary, the conversation is about determining the value of b that makes a given matrix positive definite. The solution involves completing the square and checking if the upper left element and determinant satisfy the criteria for a positive definite matrix.
  • #1
Chronothread
51
0

Homework Statement


For what b is the following matrix positive definite?
([tex]\stackrel{1}{b}[/tex] [tex]\stackrel{b}{4}[/tex])

(Sorry for the strange way I have that matrix represented)

Homework Equations


For a positive definite matrix
x[tex]^{T}[/tex]Ax
for all nonzero x in [tex]\Re^n[/tex]

The Attempt at a Solution


x[tex]^{T}[/tex]Ax = x[tex]^{2}_{1}[/tex]+2bx[tex]_{1}[/tex]x[tex]_{2}[/tex]+4x[tex]^{2}_{2}[/tex]

And the only time this is a strictly positive number for all x is when b is zero correct?
Thanks!

(Also, if you have suggestions on how I can better represent my math using tex then I am doing please let me know)
 
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  • #2
No, there are other values of b that make that positive definite. Complete the square.
 
  • #3
Ah yes, thank you.

Just to check quick then I get

(x[tex]_{1}[/tex]+bx[tex]_{2}[/tex])[tex]^{2}[/tex]+(4-b[tex]^{2}[/tex])x[tex]^{2}_{2}[/tex]

Which is positive when -2[tex]\leq[/tex] b [tex]\leq[/tex] 2, correct?

Thanks again.
 
  • #4
Remember that if [tex] A [/tex] is an [tex] n \times n [/tex] positive definite matrix then, among other things, the upper left element of the matrix must be positive, the determinant of the upper left [tex] 2 \times 2 [/tex] submatrix must have a positive determinant, and so on. For your matrix to be positive definite this means the upper left entry must be positive (check) and the determinant of the matrix has to be positive. What does that fact tell you about [tex] b [/tex] ? (Just an alternate way of considering this type of problem)
 
  • #5
Chronothread said:
Ah yes, thank you.

Just to check quick then I get

(x[tex]_{1}[/tex]+bx[tex]_{2}[/tex])[tex]^{2}[/tex]+(4-b[tex]^{2}[/tex])x[tex]^{2}_{2}[/tex]

Which is positive when -2[tex]\leq[/tex] b [tex]\leq[/tex] 2, correct?

Thanks again.

I wouldn't say b=2 or b=(-2) is going to give you a positive definite matrix.
 

FAQ: Positive Definite Matrix - I think this is correct? Just want reassurance.

What is a positive definite matrix?

A positive definite matrix is a square matrix where all of its eigenvalues are positive. This means that when multiplied by any non-zero vector, the resulting product will also be positive.

What are the properties of a positive definite matrix?

Some properties of a positive definite matrix include: all of its eigenvalues are real, it is invertible, its diagonal entries are positive, and its leading principal minors are all positive.

How is a positive definite matrix used in mathematics?

Positive definite matrices are used in a variety of mathematical applications, such as optimization problems, quadratic forms, and in the definition of inner products in vector spaces.

How can you determine if a matrix is positive definite?

There are a few methods for determining if a matrix is positive definite, including checking the signs of its eigenvalues, checking the positivity of its diagonal entries and leading principal minors, and using the Cholesky decomposition.

What are some examples of positive definite matrices?

Some examples of positive definite matrices include the identity matrix, diagonal matrices with positive entries, and symmetric matrices with positive eigenvalues.

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