Chapter 6: Problem 6
Show that the diagonal entries of a Hermitian matrix must be real.
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Chapter 6: Problem 6
Show that the diagonal entries of a Hermitian matrix must be real.
These are the key concepts you need to understand to accurately answer the question.
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Given \(A \in \mathbb{R}^{m \times m}, B \in \mathbb{R}^{n \times n}, C \in \mathbb{R}^{m \times n},\) the equation \\[ A X-X B=C \\] is known as Sylvester's equation. An \(m \times n\) matrix \(X\) is said to be a solution if it satisfies (3) (a) Show that if \(B\) has Schur decomposition \(B=\) \(U T U^{H},\) then Sylvester's equation can be transformed into an equation of the form \(A Y-Y T=\) \(G,\) where \(Y=X U\) and \(G=C U\) (b) Show that \\[ \begin{aligned} \left(A-t_{11} I\right) \mathbf{y}_{1} &=\mathbf{g}_{1} \\ \left(A-t_{j j} I\right) \mathbf{y}_{j} &=\mathbf{g}_{j}+\sum_{i=1}^{j-1} t_{i j} \mathbf{y}_{j}, \quad j=2, \ldots, n \end{aligned} \\] (c) Show that if \(A\) and \(B\) have no common eigenvalues, then Sylvester's equation has a solution.
Let \\[ A=\left(\begin{array}{rrrr} 2 & -1 & 0 & 0 \\ -1 & 2 & -1 & 0 \\ 0 & -1 & 2 & -1 \\ 0 & 0 & -1 & 2 \end{array}\right) \\] (a) Compute the \(L U\) factorization of \(A\) (b) Explain why \(A\) must be positive definite.
Let \(A\) be an \(n \times n\) symmetric negative definite matrix. (a) What will the sign of \(\operatorname{det}(A)\) be if \(n\) is even? If \(n\) is odd? (b) Show that the leading principal submatrices of \(A\) are negative definite. (c) Show that the determinants of the leading principal submatrices of \(A\) alternate in sign.
Show that if \(A\) is symmetric positive definite, then \(\operatorname{det}(A)>0 .\) Give an example of a \(2 \times 2\) matrix with positive determinant that is not positive definite.
Which of the matrices that follow are positive definite? Negative definite? Indefinite? (a) \(\left(\begin{array}{ll}3 & 2 \\ 2 & 2\end{array}\right)\) (b) \(\left(\begin{array}{ll}3 & 4 \\ 4 & 1\end{array}\right)\) (c) \(\left(\begin{array}{rr}3 & \sqrt{2} \\ \sqrt{2} & 4\end{array}\right)\) (d) \(\left(\begin{array}{rrr}-2 & 0 & 1 \\ 0 & -1 & 0 \\ 1 & 0 & -2\end{array}\right)\) (e) \(\left(\begin{array}{lll}1 & 2 & 1 \\ 2 & 1 & 1 \\ 1 & 1 & 2\end{array}\right)\) (f) \(\left(\begin{array}{lll}2 & 0 & 0 \\ 0 & 5 & 3 \\ 0 & 3 & 5\end{array}\right)\)
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