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Let \(A\) be a symmetric positive definite matrix. Show that the diagonal elements of \(A\) must all be positive.

Short Answer

Expert verified
For a given symmetric positive definite matrix \(A\) with dimensions \(n \times n\), we can utilize the standard basis vectors \(e_i\), and the definition of positive definiteness, which states that for any non-zero vector \(x\), \(x^T A x > 0\). By examining the expression \((e_i)^T A e_i = a_{i,i}\), we find that it simplifies to the i-th diagonal element of the matrix \(A\). Since the expression holds for any standard basis vector \(e_i\), it implies that every diagonal element of the matrix \(A\) is positive.

Step by step solution

01

Recall the definitions

We are given a matrix \(A\) that is symmetric and positive definite. Recall that a symmetric matrix means that \(A=A^T\) and a positive definite matrix means that for any non-zero vector \(x\), the expression \(x^T A x > 0\).
02

Utilize the standard basis vectors

Now, let's consider the standard basis vectors 饾憭鈧, 饾憭鈧, ... 饾憭鈧 for the given matrix \(A\) of dimension 饾憶脳饾憶. The standard basis vectors are defined as vectors with all components being zero except the 饾憱-th entry which is one. More formally, \(e_i = (0,0,\dots,0,1,0,\dots,0)^T\), where the 1 is in the i-th position.
03

Use the definition of positive definiteness with standard basis vectors

Due to the positive definiteness of A, we have that for any non-zero vector \(x\), \(x^T A x > 0\). We will consider \(x=e_i\) to be one of the standard basis vectors. Then, we can examine the expression \((e_i)^T A e_i > 0\): \((e_i)^T A e_i = (0,0,\dots,0,1,0,\dots,0) A (0,0,\dots,0,1,0,\dots,0)^T\).
04

Perform the matrix-vector multiplication

Let's perform the multiplication: \((0,0,\dots,0,1,0,\dots,0) A (0,0,\dots,0,1,0,\dots,0)^T = a_{i,i}\). The result is the i-th diagonal element of the matrix \(A\). As we have used a standard basis vector, the expression simplifies to just the i-th diagonal element \(a_{i,i}\).
05

Conclude the proof

Since the expression \((e_i)^T A e_i = a_{i,i} > 0\) holds for any standard basis vector \(e_i\), this implies that every diagonal element of the matrix \(A\) is positive, completing the proof.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Symmetric Matrix
A symmetric matrix is a square matrix that is equal to its own transpose. In simpler terms, if you flip a symmetric matrix over its main diagonal (which runs from the top left to the bottom right), you will get the very same matrix. The mathematical expression for this property is written as \( A = A^T \). This property ensures that all the entries across the main diagonal mirror each other. Imagine looking at a lake; the reflection you see on the water's surface is symmetrical, just like how each side of the main diagonal in a symmetric matrix reflects the other.

When dealing with symmetric matrices, several useful properties simplify our calculations and proofs. For instance, the eigenvalues of a symmetric matrix are always real numbers, and the matrix can be diagonalized by a basis of orthonormal eigenvectors. Also, in the context of positive definite matrices, symmetry plays a critical role in ensuring that the matrix exhibits certain desirable characteristics, such as having positive eigenvalues, which leads to positive diagonal elements as shown in the exercise.
Standard Basis Vectors
Standard basis vectors form the foundation upon which we build our understanding of more complex vector spaces. Imagine standing on a grid at the point (0,0). If you take a step along the x-axis, you've moved in the direction of the standard basis vector for the x-axis, \( e_1 \). Similarly, stepping along the y-axis correlates to moving in the direction of \( e_2 \), and so on for higher dimensions. In an n-dimensional space, the standard basis consists of n vectors, each with a 1 in a unique position corresponding to that dimension's axis, with all other entries being zero.

The beauty of standard basis vectors lies in their simplicity; they are the simplest non-zero vectors we can utilize. When we use a standard basis vector in matrix-vector multiplication, we are effectively 鈥榮electing鈥 a particular column (or row in corresponding transposed operations) of the matrix. This trait is at the heart of the proof in the exercise, as it allows us to extract the diagonal elements of a positive definite matrix by pairing each standard basis vector with itself.
Matrix-Vector Multiplication
Matrix-vector multiplication might at first seem like a daunting operation, but it can be visualized as a way to transform a vector in space. Imagine that a vector represents a point in space and multiplying it by a matrix moves that point to a new location. This operation follows specific rules, ensuring that each entry in the resulting vector is a combination of the original vector's elements, as scaled and summed by the matrix's corresponding row or column.

In our exercise, we used matrix-vector multiplication to isolate the diagonal elements of matrix \( A \) by multiplying it with standard basis vectors. By choosing a standard basis vector, you're effectively shining a spotlight on a specific row and column of the matrix, which simplifies the otherwise complex process. The multiplication \( (e_i)^T A e_i \) zeroes out all the off-diagonal entries because of the nature of the standard basis vector, leaving us only with the diagonal element \( a_{ii} \). This step is the key to showing that each diagonal element of the matrix must be positive in a positive definite symmetric matrix.

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Most popular questions from this chapter

Prove each of the following: (a) If \(U\) is a unit upper triangular matrix, then \(U\) is nonsingular and \(U^{-1}\) is also unit upper triangular. (b) If \(U_{1}\) and \(U_{2}\) are both unit upper triangular matrices, then the product \(U_{1} U_{2}\) is also a unit upper triangular matrix.

Let \(A\) be a diagonalizable matrix and let \(X\) be the diagonalizing matrix. Show that the column vectors of \(X\) that correspond to nonzero eigenvalues of \(A\) form a basis for \(R(A)\)

A management student received fellowship offers from four universities and now must choose which one to accept. The student uses the analytic hierarchy process to decide among the universities and bases the decision process on the following four criteria: (i) financial matters - tuition and scholarships (ii) the reputation of the university (iii) social life at the university (iv) geography-how desirable is the location of the university In order to weigh the criteria the student decides that finance and reputation are equally important and both are 4 times as important as social life and 6 times as important as geography. The student also rates social life twice as important as geography. (a) Determine a reciprocal comparison matrix \(C\) based on the given judgments of the relative importance of the 4 criteria. (b) Show that the matrix \(C\) is not consistent. (c) Make the problem consistent by changing the relative importance of one pair of criteria and determine a new comparison matrix \(C_{1}\) for the consistent problem. (d) Find an eigenvector belonging to the dominant eigenvalue of \(C_{1}\) and use it to determine a weight vector for the decision criteria.

Let \(A\) be a symmetric positive definite \(n \times n\) matrix. Show that \(A\) can be factored into a product \(Q Q^{T}\) where \(Q\) is an \(n \times n\) matrix whose columns are mutually orthogonal. [Hint: See Corollary 6.4.7.]

Show that the diagonal entries of a Hermitian matrix must be real.

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