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If A is a positive definite nnmatrix, and R is any real nnmatrix, what can you say about the definiteness of the matrix RTAR? For which matrices R is RTARpositive definite?

Short Answer

Expert verified

RTARwill be positive definite for all R with ker(R)=0.

Step by step solution

01

0f 2: Given information

  • Letxm.
  • Let us consider for symmetric matrix A of order n and any real matrix

Rnm,xTRTARx=xTRT(A)(Rx)=(Rx)T(A)(Rx)=yTAy

  • Here, y=Rx
02

0f 2: Application

  • Now, for xkerR,Rx=0=yand yTAy=0thus . For xker(R)and x0,y=Rx0.
  • As A is a positive defining matrix, and therefore yTAy0.
  • Thus for xm, we get xTRTARx0where RTARis positive semi-definite for any Rnmand symmetric positive definite matrix A .
  • When all xm,x0,xTRTARx>0that is, no x0is in ker(R)then RTARwill be positive definite and ker(R)=0.
  • Thus, for all R with ker(R)=0,RTARwill be positive definite.

Result:

RTARIs positive semi-definite for any R and it is Proved using definiteness of A and properties of kernel. Hence, RTARwill be positive definite for all with kerR=0

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