Positive definite matrix problems

In summary, this article describes the three properties that must be met for a matrix to be considered positive definite.
  • #1
MrJava
7
0
Can anyone give me some hints for this question please?
Suppose A is positive definite and symmetric. Prove that all the eigenvalues of A are positive. What can you say of these eigenvalues if A is a positive semi definite matrix?

Many thanks in advance.
 
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  • #2
MrJava said:
Can anyone give me some hints for this question please?
Suppose A is positive definite and symmetric. Prove that all the eigenvalues of A are positive. What can you say of these eigenvalues if A is a positive semi definite matrix?

Many thanks in advance.

Welcome to MHB, MrJava! :)

Can you apply the spectral theorem for (real) symmetric matrices?
 
  • #3
I like Serena said:
Welcome to MHB, MrJava! :)

Can you apply the spectral theorem for (real) symmetric matrices?

My arguments for the problem is as following:
A is positive definite matrix with λ is an arbitrary eigenvalue of A
x is a non-zero eigenvector corresponding to λ
Then:
0<xTAx=xTλx=λ(xTx) and since x'x>0, results λ>0.
 
  • #4
MrJava said:
My arguments for the problem is as following:
A is positive definite matrix with λ is an arbitrary eigenvalue of A
x is a non-zero eigenvector corresponding to λ
Then:
0<xTAx=xTλx=λ(xTx) and since x'x>0, results λ>0.

That's pretty close!
Mostly missing supporting arguments and slightly inconsistent.

Can you provide arguments for your reasoning?
Btw, did you do anything with the spectral theorem? Is it known to you?
 
  • #5
I like Serena said:
That's pretty close!
Mostly missing supporting arguments and slightly inconsistent.

Can you provide arguments for your reasoning?
Btw, did you do anything with the spectral theorem? Is it known to you?

Sorry, but It seems straight to me.
 
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  • #6
MrJava said:
Sr...

Just for clarification, does this mean Senior, Señor, Sister, or perhaps Seaman Recruit, or something else?
 
  • #7
MarkFL said:
Just for clarification, does this mean Senior, Señor, Sister, or perhaps Seaman Recruit, or something else?

Oops, I meant "Sorry"

- - - Updated - - -

I am searching around the Internet and I found this on Wiki:

Let M be an n × n Hermitian matrix. The following properties are equivalent to M being positive definite:
All its eigenvalues are positive. Let P−1DP be an eigendecomposition of M, where P is a unitary complex matrix whose rows comprise an orthonormal basis of eigenvectors of M, and D is a real diagonal matrix whose main diagonal contains the corresponding eigenvalues. The matrix M may be regarded as a diagonal matrix D that has been re-expressed in coordinates of the basis P. In particular, the one-to-one change of variable y = Pz shows that z*Mz is real and positive for any complex vector z if and only if y*Dy is real and positive for any y; in other words, if D is positive definite. For a diagonal matrix, this is true only if each element of the main diagonal—that is, every eigenvalue of M—is positive. Since the spectral theorem guarantees all eigenvalues of a Hermitian matrix to be real, the positivity of eigenvalues can be checked using Descartes' rule of alternating signs when the characteristic polynomial of a real, symmetric matrix M is available.

And here is the link
 
  • #8
MrJava said:
Sorry, but It seems straight to me.

Okay... so we're done? :confused:
I'm a bit confused since it's not clear to me what you are or were looking for.
 
  • #9
I like Serena said:
Okay... so we're done? :confused:
I'm a bit confused since it's not clear to me what you are or were looking for.

Thank you, I think now I need to find my way to understand the explanation from Wiki then :)
 

FAQ: Positive definite matrix problems

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 the matrix is multiplied by any non-zero vector, the resulting vector will always have a positive length. It is a special type of symmetric matrix that is important in many mathematical and scientific applications.

How do you determine if a matrix is positive definite?

To determine if a matrix is positive definite, you can use the Cholesky decomposition method. This involves factoring the matrix into the product of a lower triangular matrix and its transpose. If the resulting matrix has all positive diagonal elements, then the original matrix is positive definite.

What are some applications of positive definite matrices?

Positive definite matrices are commonly used in optimization problems, as they guarantee that the objective function is convex. They are also used in statistics for multivariate analysis and in physics for solving systems of linear equations. Additionally, they have applications in computer science for solving linear systems and in machine learning for clustering and classification algorithms.

Can a non-square matrix be positive definite?

No, a non-square matrix cannot be positive definite. The definition of a positive definite matrix requires it to be a square matrix, meaning that it has the same number of rows and columns.

Are all positive definite matrices invertible?

Yes, all positive definite matrices are invertible. This is because positive definite matrices have all positive eigenvalues, which means they do not have any zero eigenvalues. A matrix is invertible if and only if it does not have any zero eigenvalues.

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