The question is: Consider the quadratic form $\displaystyle x^TAx$ where A is a k x k matrix and x is a k x 1 vector. Show that if A is positive definite, then all its eigenvalues are positive.
Not sure where to start.
The question is: Consider the quadratic form $\displaystyle x^TAx$ where A is a k x k matrix and x is a k x 1 vector. Show that if A is positive definite, then all its eigenvalues are positive.
Not sure where to start.
Let $\displaystyle \lambda\,\,and\,\,v$ be an eigenvalue of $\displaystyle A$ and one of its corresponding eigenvectors, then:
$\displaystyle 0<v^tAv=v^t(\lambda v)=\lambda v^tv \Longrightarrow \lambda>0\,\,\,as\,\,\,x^tx>0\,\,\,\forall\,\,\,ve ctor\,\,\,x \neq 0$
Tonio