# Tagged: positive definite

## Problem 538

(a) Suppose that $A$ is an $n\times n$ real symmetric positive definite matrix.
Prove that
$\langle \mathbf{x}, \mathbf{y}\rangle:=\mathbf{x}^{\trans}A\mathbf{y}$ defines an inner product on the vector space $\R^n$.

(b) Let $A$ be an $n\times n$ real matrix. Suppose that
$\langle \mathbf{x}, \mathbf{y}\rangle:=\mathbf{x}^{\trans}A\mathbf{y}$ defines an inner product on the vector space $\R^n$.

Prove that $A$ is symmetric and positive definite.

## Problem 397

Suppose $A$ is a positive definite symmetric $n\times n$ matrix.

(a) Prove that $A$ is invertible.

(b) Prove that $A^{-1}$ is symmetric.

(c) Prove that $A^{-1}$ is positive-definite.

(MIT, Linear Algebra Exam Problem)

## Problem 396

A real symmetric $n \times n$ matrix $A$ is called positive definite if
$\mathbf{x}^{\trans}A\mathbf{x}>0$ for all nonzero vectors $\mathbf{x}$ in $\R^n$.

(a) Prove that the eigenvalues of a real symmetric positive-definite matrix $A$ are all positive.

(b) Prove that if eigenvalues of a real symmetric matrix $A$ are all positive, then $A$ is positive-definite.

## Problem 19

Let $A=(a_{i j})$ and $B=(b_{i j})$ be $n\times n$ real matrices for some $n \in \N$. Then answer the following questions about the trace of a matrix.

(a) Express $\tr(AB^{\trans})$ in terms of the entries of the matrices $A$ and $B$. Here $B^{\trans}$ is the transpose matrix of $B$.

(b) Show that $\tr(AA^{\trans})$ is the sum of the square of the entries of $A$.

(c) Show that if $A$ is nonzero symmetric matrix, then $\tr(A^2)>0$.

## Problem 12

Let $A$ be an $n \times n$ real matrix. Prove the followings.

(a) The matrix $AA^{\trans}$ is a symmetric matrix.

(b) The set of eigenvalues of $A$ and the set of eigenvalues of $A^{\trans}$ are equal.

(c) The matrix $AA^{\trans}$ is non-negative definite.

(An $n\times n$ matrix $B$ is called non-negative definite if for any $n$ dimensional vector $\mathbf{x}$, we have $\mathbf{x}^{\trans}B \mathbf{x} \geq 0$.)

(d) All the eigenvalues of $AA^{\trans}$ is non-negative.