Chapter 5: Problem 53
Let \(A\) and \(B\) be positive definite symmetric \(n \times n\) matrices and let \(c\) be a positive scalar. Show that the following matrices are positive definite. (a) \(c A\) (b) \(A^{2}\) (c) \(A+B\) (d) \(A^{-1}\) (First show that \(A\) is necessarily invertible.)
Short Answer
Expert verified
All matrices \( cA \), \( A^2 \), \( A+B \), and \( A^{-1} \) are positive definite as each satisfies the condition \( x^T M x > 0 \) for all non-zero \( x \).
Step by step solution
01
Definition of Positive Definite Matrix
A symmetric matrix \( M \) is positive definite if for any non-zero vector \( x \), the quadratic form \( x^T M x > 0 \). We will use this definition to show each of the given matrices is positive definite.
02
Prove Positive Definiteness of \(cA\)
Since \( A \) is positive definite, we have \( x^T A x > 0 \) for all non-zero \( x \). Multiplying this expression by a positive scalar \( c \) maintains the inequality's positivity: \( c(x^T A x) > 0 \) for any non-zero \( x \). Thus, \( cA \) is positive definite.
03
Prove Positive Definiteness of \(A^2\)
Since \( A \) is symmetric, \( A^2 \) is also symmetric. For any non-zero vector \( x \), consider the product \( x^T A^2 x = (Ax)^T (Ax) > 0 \). Since \( Ax \) is a non-zero vector (because \( A \) is invertible, as shown later), this expression is positive, proving that \( A^2 \) is positive definite.
04
Prove Positive Definiteness of \(A + B\)
For any non-zero vector \( x \), since both \( A \) and \( B \) are positive definite, we have \( x^T A x > 0 \) and \( x^T B x > 0 \). Therefore, \( x^T (A + B) x = x^T A x + x^T B x > 0 \). This proves \( A + B \) is positive definite.
05
Show \(A\) is Invertible
A positive definite matrix \( A \) is necessarily invertible because it cannot have zero as an eigenvalue (as this would require the existence of a non-zero vector such that \( x^T A x = 0 \), contradicting positive definiteness).
06
Prove Positive Definiteness of \(A^{-1}\)
Since \( A \) is positive definite and invertible, its inverse \( A^{-1} \) is symmetric and positive definite. For any non-zero vector \( x \), consider \( y = A^{1/2} x \). Since \( A^{1/2} \) is positive definite, \( z = A^{-1} y = A^{-1/2} x \), leading to \( x^T A^{-1} x = z^T z \), which is \( > 0 \). Therefore, \( A^{-1} \) is positive definite.
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Symmetric Matrices
A symmetric matrix is a special kind of square matrix that remains unchanged when you transpose it. In simpler terms, if you flip a symmetric matrix along its main diagonal, it looks the same. This is mathematically expressed as: \( M = M^T \), where \( M^T \) signifies the transpose of our matrix \( M \). Symmetric matrices are common in various fields of science and engineering due to their predictable properties.
Here are some interesting features of symmetric matrices:
Here are some interesting features of symmetric matrices:
- All eigenvalues of a symmetric matrix are real numbers.
- Symmetric matrices have orthogonal eigenvectors. This implies that the eigenvectors can be chosen to be perpendicular to each other.
- The quadratic forms, often used to analyze such matrices, can easily be interpreted geometrically and provide a lot of insights into the matrix's properties.
Quadratic Form
The quadratic form is a mathematical expression involving a matrix and a vector. It is generally represented as \( x^T M x \), where \( x \) is a non-zero vector, and \( M \) is a symmetric matrix. This expression evaluates a new scalar value.
Here's why quadratic forms are important when dealing with positive definite matrices:
Here's why quadratic forms are important when dealing with positive definite matrices:
- They help determine the definiteness of a matrix. Specifically, if \( x^T M x > 0 \) for all non-zero vectors \( x \), then the matrix \( M \) is called positive definite.
- Quadratic forms simplify the process of packing complex multivariable relationships into something more manageable mathematically.
Positive Scalar
A positive scalar is a simple, positive number. It may seem straightforward, but positive scalars play a crucial role in linear algebra and have significant implications when dealing with matrices.
In the context of matrix operations, here is what you should know about positive scalars:
In the context of matrix operations, here is what you should know about positive scalars:
- When a positive scalar multiplies each element of a matrix, the resulting matrix retains specific properties of the original matrix, such as symmetry or positive definiteness, as long as the scalar is positive.
- Scalar multiplication can be used to adjust the magnitude of a matrix while preserving its direction-related properties such as eigenvectors.