Wednesday 30 September 2015

linear algebra - Positive semidefinite versus all the eigenvalues having non-negative real parts





  1. Suppose matrix $A$ with all its eigenvalues having non-negative real parts, can we get that $x^TAx\geq0$ holds for any vector $x$?


  2. Suppose matrix $A$ is positive semidefinite, $B$ is a positive definite diagonal matrix with the same dimension as $A$. Do all the eigenvalues of $AB$ have nonnegative real parts?



Answer



For your first question, the answer is negative. A counter-examples is as follows.



Consider $A = \begin{bmatrix}1 & -100\\0 & 1\end{bmatrix}$ which has two non-negative real parts, but we have $x^{\mathrm T}Ax = -98$ when $x = \begin{bmatrix}1\\1\end{bmatrix}$.


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