Thursday, 2 February 2017

linear algebra - For which xinBbbR matrix A has all positive eigenvalues?




For which xR matrix A has all positive eigenvalues, if matrix A is given A=[1232x4345] We know that when matrix is symmetric and positive definite then it has positive eigenvalues. Positive definite matrices have positive determinant, trace and positive diagonal elements..so, I can conclude that det(A)>0 then 124x>0, and x<3, and we have x>0 if matrix is positive definite. At the end conclusion is x(0,3). My problem is when I use 1 of 2 for x I don't get all positive eignevalues, and that is contradiction (maybe I'm wrong).
My question is, can I say that symmetric matrix can have all positive eigenvalues if it's not positive definite? And can someone help me to find x in this problem..


Answer



Since A is symmetric, if all eigenvalues of A are positive, then A is positive definite.
We know that for A to be positive definite, this submatrix of A
[122x]
needs to have a positive determinant, i.e. x>4. (This is known as Sylvester's criterion)



As you already mentinoned, we also need det, and that implies x < 3 . From this we can conclude, that no matter the value of x, A will never be positive definite.



Alternatively, you can also note that for v = (2, 0, -1)^T ,

v^T A v = v^T \begin{bmatrix} -1 \\ 0 \\ 1 \end{bmatrix} = -3 < 0,
which implies that A is not positive definite, and this calculation doesn't actually depend on x.


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