Chapter 7: Problem 43
Prove Theorem \(7.14: A=\left[\begin{array}{ll}a & b \\ b & d\end{array}\right]\) is positive definite if and only if \(a\) and \(d\) are positive and \(|A|=a d-b^{2}\) is positive.
Short Answer
Expert verified
The conditions a > 0, d > 0, and ad - b^2 > 0 are necessary and sufficient for the 2x2 matrix A = \(\begin{bmatrix} a & b \\ b & d \end{bmatrix}\) to be positive definite. By computing the quadratic form x^T * A * x = ax_1^2 + 2bx_1x_2 + dx_2^2 and showing it is positive for all non-zero vectors x, we proved the theorem.
Step by step solution
01
Define the matrix A and compute x^T * A * x
Given the matrix A = \(\begin{bmatrix} a & b \\ b & d \end{bmatrix}\), let's compute x^T * A * x for a general non-zero vector x = \(\begin{bmatrix} x_1 \\ x_2 \end{bmatrix}\).
x^T * A * x = \(\begin{bmatrix} x_1 & x_2 \end{bmatrix}\) \(\begin{bmatrix} a & b \\ b & d \end{bmatrix}\) \(\begin{bmatrix} x_1 \\ x_2 \end{bmatrix}\)
02
Multiply the matrices
Now, let's multiply the matrices x^T * A andA * x:
x^T * A = \(\begin{bmatrix} x_1 & x_2 \end{bmatrix}\) \(\begin{bmatrix} a & b \\ b & d \end{bmatrix}\) = \(\begin{bmatrix} ax_1+bx_2 & bx_1+dx_2 \end{bmatrix}\)
Now, multiply x^T * A by x:
x^T * A * x = \(\begin{bmatrix} ax_1+bx_2 & bx_1+dx_2 \end{bmatrix}\) \(\begin{bmatrix} x_1 \\ x_2 \end{bmatrix}\) = (ax_1 + bx_2)x_1 + (bx_1 + dx_2)x_2
03
Simplify the resulting expression
Simplify the expression to obtain the following quadratic form:
x^T * A * x = ax_1^2 + 2bx_1x_2 + dx_2^2
04
Show that the conditions are necessary and sufficient
Now, we need to show that the condition for positive definiteness is met when a and d are positive, and det(A) = |A| = ad - b^2 is positive.
x^T * A * x >0 for all non-zero x = \(\begin{bmatrix} x_1 \\ x_2 \end{bmatrix}\).
The given conditions are:
1. a > 0
2. d > 0
3. ad - b^2 > 0
Since a > 0 and d > 0, the terms ax_1^2 and dx_2^2 will be positive. We need to make sure that the remaining term, 2bx_1x_2, will not result in x^T * A * x being non-positive. This can be achieved by ensuring that ad - b^2 > 0, which helps in establishing a lower bound on the quadratic form.
Let's call the quadratic form Q:
Q = ax_1^2 + 2bx_1x_2 + dx_2^2
Now, using the conditions, we have:
Q = ax_1^2 +(2b/a)(ax_1 x_2) + (ad)(x_2^2) > ax_1^2 + 2(ax_1x_2)^2/a + adx_2^2 - b^2x_2^2/a >= ax_1^2 + (ad - b^2)x_2^2 >= 0
Since ad - b^2 > 0, it ensures that the quadratic form is positive for all non-zero vectors x. This completes the proof.
The conditions a > 0, d > 0, and ad - b^2 > 0 are necessary and sufficient for the 2x2 matrix A to be positive definite.
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Quadratic Form
Understanding quadratic forms is essential when analyzing matrices for positive definiteness. A quadratic form is an expression associated with a symmetric matrix, often represented as \( x^T A x \). This involves a vector \( x \) and a square matrix \( A \). When evaluating the positivity of a matrix, we're concerned with whether this quadratic form is positive for all non-zero vectors \( x \).
Given a matrix \( A = \begin{bmatrix} a & b \ b & d \end{bmatrix} \), its quadratic form is computed as \( ax_1^2 + 2bx_1x_2 + dx_2^2 \). Here, \( x_1 \) and \( x_2 \) are components of the vector \( x \). The positivity of this expression, irrespective of the selected \( x \), indicates a positive definite matrix.
Given a matrix \( A = \begin{bmatrix} a & b \ b & d \end{bmatrix} \), its quadratic form is computed as \( ax_1^2 + 2bx_1x_2 + dx_2^2 \). Here, \( x_1 \) and \( x_2 \) are components of the vector \( x \). The positivity of this expression, irrespective of the selected \( x \), indicates a positive definite matrix.
- Key factors: the matrix elements \( a \), \( b \), and \( d \).
- Condition: quadratic form must remain positive for all non-zero vectors.
- Ensures matrix \( A \) contributes to possible energy states (common in physics problems).
Determinant
The determinant is a crucial element when verifying matrix properties, including whether a matrix is positive definite. For a 2x2 matrix \( A = \begin{bmatrix} a & b \ b & d \end{bmatrix} \), the determinant is calculated as \( |A| = ad - b^2 \).
The determinant essentially measures the matrix's invertibility and scale. For positive definiteness, the determinant should be positive, such that \( ad - b^2 > 0 \).
When considering the determinant:
The determinant essentially measures the matrix's invertibility and scale. For positive definiteness, the determinant should be positive, such that \( ad - b^2 > 0 \).
When considering the determinant:
- If \( ad - b^2 \) is positive, it helps assure that the quadratic form maintains a positive value.
- Its positivity guarantees that the associated quadratic form does not degenerate to zero or negative.
- It sets a mathematical threshold for the matrix to be positive definite, extending from concepts of matrix stability and invertibility.
Matrix Multiplication
Matrix multiplication plays a vital role in computing quadratic forms and analyzing matrix properties. When we multiply a vector transpose \( x^T \) by a matrix \( A \) and then by a vector \( x \), we calculate \( x^T A x \).
This operation involves:
Additionally, correct execution of multiplication steps can provide immediate insights into whether a specific form will be positive, rather than relying solely on determinant values.
This operation involves:
- First, calculating \( x^T A \), resulting in a row vector.
- Then multiplying the result by \( x \), which finally gives a scalar expression (the quadratic form).
Additionally, correct execution of multiplication steps can provide immediate insights into whether a specific form will be positive, rather than relying solely on determinant values.
Sufficient Condition
A sufficient condition provides assurance about a statement's truth. In the context of positive definite matrices, certain conditions must be met.
For our matrix \( A \), the conditions include:
This means if all these conditions are satisfied, the statement regarding \( A \)'s positive definiteness is invariably true. It provides a practical checklist for mathematicians and engineers assessing the properties of systems modeled by such matrices. By focusing on these terms, you can develop a quick yet robust understanding of matrix behaviors.
For our matrix \( A \), the conditions include:
- \( a > 0 \) ensures the positivity of the quadratic form's axial term related to \( x_1^2 \).
- \( d > 0 \) ensures the positive contribution of the quadratic form's axial term related to \( x_2^2 \).
- \( ad - b^2 > 0 \) guarantees that cross-term contributions don't negate positive definiteness.
This means if all these conditions are satisfied, the statement regarding \( A \)'s positive definiteness is invariably true. It provides a practical checklist for mathematicians and engineers assessing the properties of systems modeled by such matrices. By focusing on these terms, you can develop a quick yet robust understanding of matrix behaviors.