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Math Help - positive definite problem

  1. #16
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    Re: positive definite problem

    we know that:

    T = (1/3)(TT* - 2I)

    so T* = [(1/3)(TT* - 2I)]* = (1/3)(TT*)* - (2I)* = (1/3)((T*)*T*) - 2I*

    = (1/3)(TT* - 2I) = T.
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  2. #17
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    Re: positive definite problem

    ok so we got the T*=T part
    now in order o find the eigenvalues
     T(T^{*}-3I)+2I=0
     T^2-3T+2I=0
     (T^2-3T+2I)v=0
     (T-2I)(T-I)v=0
    so k=2 and k=1 are eigen values and they are positive

    but i am not sure if i have done it correctly
    because by definition k is an eigen value if T(v)=kv
    or if k nullifies the caracteristic polinomial
    i cant show neither of those here
    i just said intuitivly that 1 ,2 are eigenvalues

    ??
    i can replace T=Av
     (Av-2I)(Av-I)v=0
    but it doesnt go anywhere
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  3. #18
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    Re: positive definite problem

    x^2 - 3x + 2 is a polynomial that T satisfies. so the minimal polynomial m(x) divides this. there are precisely 3 possibilities:

    1) m(x) = x - 2
    2) m(x) = x - 1
    3) m(x) = (x - 2)(x - 1).

    1) means T = 2I. 2) means T = I. in both of these cases, T is positive-definite.

    if we have case 3), we know that the minimal polynomial for T has the same roots as the characteristic polynomial for T. thus T has eigenvalues 1,2 > 0, so T is positive-definite.

    you are correct when you say we don't know what the characteristic polynomial of T is, we aren't given enough information. and you can easily verify that I and 2I both satisfy the given equation, so T might be one of those 2 matrices. but even if it isn't, we still know it HAS to be positive-definite, because we know all the roots of the characteristic polynomial, even though we don't know what the polynomial actually is.
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