We say $A$ is a positive definite matrix if and only if $x^T A x > 0$ for all nonzero vectors $x$. Then why does every positive definite matrix have strictly positive eigenvalues?

  • $\begingroup$ Write down the definition! what does it mean for a matrix to be strictly positive definite? (assuming having positive eigenvalues is not the definition though!) $\endgroup$ – Ehsan M. Kermani Aug 21 '15 at 3:09
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    $\begingroup$ What exactly is your definition of a positive definite matrix? $\endgroup$ – davidlowryduda Aug 21 '15 at 3:10
  • $\begingroup$ @mixedmath A is a positive definite matrix, if and only if X'AX is greater than 0 for all the non zero entry of X..... $\endgroup$ – MathMA Aug 21 '15 at 3:12

Suppose our matrix $A$ has eigenvalue $\lambda$.

If $\lambda = 0$, then there is some eigenvector $x$ so that $Ax = 0$. But then $x^T A x = 0$, and so $A$ is not positive definite.

If $\lambda < 0$, then there is some eigenvector $x$ so that $Ax = \lambda x$. But then $x^T A x = \lambda \lvert x \rvert^2$, which is negative since $\lvert x \rvert^2 > 0$ and $\lambda < 0$. Thus $A$ is not positive definite.

And so if $A$ is positive definite, it only has positive eigenvalues.

  • $\begingroup$ Great explanation, can't be more descriptive and clear than this. $\endgroup$ – MathMA Aug 21 '15 at 3:29
  • $\begingroup$ Why must an eigenvalue a real number? $\endgroup$ – user1551 Aug 21 '15 at 10:21
  • $\begingroup$ It doesn't need to be, but complex eigenvalues fit into the second case too. $\endgroup$ – davidlowryduda Aug 21 '15 at 14:37
  • $\begingroup$ The OP's definition of positive definiteness concerns only about $x^{\color{red}{T}}Ax$ for real vector $x$. For complex eigenvector we don't have $x^Tx=|x|^2$. While showing that $x^\ast Ax>0$ for all complex vectors $x$ is just a one-liner, in the context of the OP, I think this is the least obvious part. $\endgroup$ – user1551 Aug 22 '15 at 10:12

Hint: If $\lambda$ is an eigenvalue of $A$, let $x$ be the associated eigenvector, and consider $x'Ax$.


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