Linear Algebra question on positive definite matrix












2












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I came across this linear algebra question but I have no clue on how to tackle it. Can someone help?



Let $A$ be an $ntimes n$ matrix, with all off-diagonal entries equal to $a$, and all diagonal entries equal to $1$. For which value of $a$, is this matrix definitely positive definite? For which values of $a$, does there exist a matrix that is positive definite?










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  • $begingroup$
    Did you try a few simple values for $a$ like $a = -1, 0, 1$?
    $endgroup$
    – John Hughes
    Mar 9 '15 at 19:02










  • $begingroup$
    There are several ways to tackle this problem and they all depend on how much linear algebra you've studied. Is this your first linear algebra course or are you a veteran?
    $endgroup$
    – mathreadler
    Mar 9 '15 at 19:09
















2












$begingroup$


I came across this linear algebra question but I have no clue on how to tackle it. Can someone help?



Let $A$ be an $ntimes n$ matrix, with all off-diagonal entries equal to $a$, and all diagonal entries equal to $1$. For which value of $a$, is this matrix definitely positive definite? For which values of $a$, does there exist a matrix that is positive definite?










share|cite|improve this question











$endgroup$












  • $begingroup$
    Did you try a few simple values for $a$ like $a = -1, 0, 1$?
    $endgroup$
    – John Hughes
    Mar 9 '15 at 19:02










  • $begingroup$
    There are several ways to tackle this problem and they all depend on how much linear algebra you've studied. Is this your first linear algebra course or are you a veteran?
    $endgroup$
    – mathreadler
    Mar 9 '15 at 19:09














2












2








2





$begingroup$


I came across this linear algebra question but I have no clue on how to tackle it. Can someone help?



Let $A$ be an $ntimes n$ matrix, with all off-diagonal entries equal to $a$, and all diagonal entries equal to $1$. For which value of $a$, is this matrix definitely positive definite? For which values of $a$, does there exist a matrix that is positive definite?










share|cite|improve this question











$endgroup$




I came across this linear algebra question but I have no clue on how to tackle it. Can someone help?



Let $A$ be an $ntimes n$ matrix, with all off-diagonal entries equal to $a$, and all diagonal entries equal to $1$. For which value of $a$, is this matrix definitely positive definite? For which values of $a$, does there exist a matrix that is positive definite?







linear-algebra






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share|cite|improve this question








edited Mar 9 '15 at 19:01









Mike Pierce

11.5k103584




11.5k103584










asked Mar 9 '15 at 18:54









CodeNoobCodeNoob

23019




23019












  • $begingroup$
    Did you try a few simple values for $a$ like $a = -1, 0, 1$?
    $endgroup$
    – John Hughes
    Mar 9 '15 at 19:02










  • $begingroup$
    There are several ways to tackle this problem and they all depend on how much linear algebra you've studied. Is this your first linear algebra course or are you a veteran?
    $endgroup$
    – mathreadler
    Mar 9 '15 at 19:09


















  • $begingroup$
    Did you try a few simple values for $a$ like $a = -1, 0, 1$?
    $endgroup$
    – John Hughes
    Mar 9 '15 at 19:02










  • $begingroup$
    There are several ways to tackle this problem and they all depend on how much linear algebra you've studied. Is this your first linear algebra course or are you a veteran?
    $endgroup$
    – mathreadler
    Mar 9 '15 at 19:09
















$begingroup$
Did you try a few simple values for $a$ like $a = -1, 0, 1$?
$endgroup$
– John Hughes
Mar 9 '15 at 19:02




$begingroup$
Did you try a few simple values for $a$ like $a = -1, 0, 1$?
$endgroup$
– John Hughes
Mar 9 '15 at 19:02












$begingroup$
There are several ways to tackle this problem and they all depend on how much linear algebra you've studied. Is this your first linear algebra course or are you a veteran?
$endgroup$
– mathreadler
Mar 9 '15 at 19:09




$begingroup$
There are several ways to tackle this problem and they all depend on how much linear algebra you've studied. Is this your first linear algebra course or are you a veteran?
$endgroup$
– mathreadler
Mar 9 '15 at 19:09










4 Answers
4






active

oldest

votes


















2












$begingroup$

Another approach is to identify the matrix as a circulant matrix and use the result that circulant matrices always have an eigendecomposition with eigenvectors which are the complex exponentials and eigenvalues are the Fourier coefficients (this corresponds to signal processing that linear filtering is multiplication in "Fourier domain"). So you can just Fourier-transform [1,a,a,a...,a] and see what expressions you get for the coefficients. If they are all real it corresponds to a so called "zero-phase" filter. (May be a bit confusing if you are not an EE, but it's really exciting otherwise)






share|cite|improve this answer











$endgroup$





















    1












    $begingroup$

    To compute the determinant of $A-xI_n$ add all the columns to the first one and then subtract the first row from the others and then expand along the first column to get



    $$det(A)=(1+(n-1)a-x)((n-2)a+1-x)^{n-1}$$
    so we get the spectrum of $A$:



    $$operatorname{sp}(A)={1+(n-1)a,1+(n-2)a}$$
    hence the matrix $A$ is definite positive iff their eigenvalues are positive iff $a>-frac1{n-2}$ for $n>2$ and $a>-1$ for $n=2$.






    share|cite|improve this answer









    $endgroup$













    • $begingroup$
      Another try to undelete?
      $endgroup$
      – amWhy
      Mar 10 '15 at 16:37



















    1












    $begingroup$

    Your matrix can be written as
    $$
    mathbf{M}(a) = (1-a)mathbf{I} + amathbf{1}mathbf{1}^top.
    $$
    Specifically we have $mathbf{M}(0)=mathbf{I}$, which is positive definite (all eigenvalues are zero). Since $mathbf{M}(a)$ defines a continuous path of matrices it will remain positive definite as long as it doesn't cross the boundary of the positive definite cone. This happens when one of the eigenvalues become zero, which in turn implies that the determinant is zero (i.e. $mathrm{det}(mathbf{M}(a))=0$).
    By the matrix determinant lemma we have
    begin{eqnarray}
    mathrm{det}(mathbf{M}(a)) &=& mathrm{det}((1-a)mathbf{I} + amathbf{1}mathbf{1}^top)\
    &=& mathrm{det}((1-a)mathbf{I})left(1+amathbf{1}^top((1-a)mathbf{I})^{-1}mathbf{1}right)\
    &=& (1-a)^n(1+na/(1-a))\
    &=& (a-a)^{n-1}(1+(n-1)a)
    end{eqnarray}
    Note that $1+(n-1)a=0$ when $a=-1/(n-1)$ and $(1-a)=0$ when $a=1$. Therefore the matrix is positive definite for all $-1/(n-1)<a<1$. There are no other zero-crossings so, for $aleq -1/(n-1)$ it will not be positive definite. For $a=1$ the zero has order $n-1$ so you need to investigate closer to find out it it is positive definite for any value $a>1$. My guess is that it won't be positive definite. Also, note that in the special case $n=1$ the matrix $M(a)=1$ is independent of $a$ and positive definite.






    share|cite|improve this answer











    $endgroup$













    • $begingroup$
      I notice that there are 3 answers that give conflicting answers. So perhaps I have a mistake. However, I think this is a valid solution approach that should give you a comprehensive answer.
      $endgroup$
      – Peder
      Mar 9 '15 at 19:57






    • 1




      $begingroup$
      You could be correct, the Gershgorin approach below only gives a pessimistic estimate. It ensures all eigenvalues are inside the discs, so the eigenvalues could still be in the right half plane even if the circles overlap the left half plane a bit.
      $endgroup$
      – mathreadler
      Mar 9 '15 at 20:32






    • 1




      $begingroup$
      To see that $a>1$ is never SPD for $n>1$, note that the determinant is negative for $n=2$, then for $n>2$ use Sylvester's criterion and look at the top-left $2times 2$ minor.
      $endgroup$
      – user7530
      Mar 9 '15 at 21:00





















    0












    $begingroup$

    One approach is by the Geshgorin/Hirschhorn circle theorem: http://en.wikipedia.org/wiki/Gershgorin_circle_theorem . Then we see that R = |a|(n-1) and midpoint of all circles is 1. So by the theorem, if |a|(n-1) < 1 we are sure that all eigenvalues are in the right half plane and since the matrix is symmetric, they must all be real.






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      4 Answers
      4






      active

      oldest

      votes








      4 Answers
      4






      active

      oldest

      votes









      active

      oldest

      votes






      active

      oldest

      votes









      2












      $begingroup$

      Another approach is to identify the matrix as a circulant matrix and use the result that circulant matrices always have an eigendecomposition with eigenvectors which are the complex exponentials and eigenvalues are the Fourier coefficients (this corresponds to signal processing that linear filtering is multiplication in "Fourier domain"). So you can just Fourier-transform [1,a,a,a...,a] and see what expressions you get for the coefficients. If they are all real it corresponds to a so called "zero-phase" filter. (May be a bit confusing if you are not an EE, but it's really exciting otherwise)






      share|cite|improve this answer











      $endgroup$


















        2












        $begingroup$

        Another approach is to identify the matrix as a circulant matrix and use the result that circulant matrices always have an eigendecomposition with eigenvectors which are the complex exponentials and eigenvalues are the Fourier coefficients (this corresponds to signal processing that linear filtering is multiplication in "Fourier domain"). So you can just Fourier-transform [1,a,a,a...,a] and see what expressions you get for the coefficients. If they are all real it corresponds to a so called "zero-phase" filter. (May be a bit confusing if you are not an EE, but it's really exciting otherwise)






        share|cite|improve this answer











        $endgroup$
















          2












          2








          2





          $begingroup$

          Another approach is to identify the matrix as a circulant matrix and use the result that circulant matrices always have an eigendecomposition with eigenvectors which are the complex exponentials and eigenvalues are the Fourier coefficients (this corresponds to signal processing that linear filtering is multiplication in "Fourier domain"). So you can just Fourier-transform [1,a,a,a...,a] and see what expressions you get for the coefficients. If they are all real it corresponds to a so called "zero-phase" filter. (May be a bit confusing if you are not an EE, but it's really exciting otherwise)






          share|cite|improve this answer











          $endgroup$



          Another approach is to identify the matrix as a circulant matrix and use the result that circulant matrices always have an eigendecomposition with eigenvectors which are the complex exponentials and eigenvalues are the Fourier coefficients (this corresponds to signal processing that linear filtering is multiplication in "Fourier domain"). So you can just Fourier-transform [1,a,a,a...,a] and see what expressions you get for the coefficients. If they are all real it corresponds to a so called "zero-phase" filter. (May be a bit confusing if you are not an EE, but it's really exciting otherwise)







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Dec 24 '18 at 16:24

























          answered Mar 9 '15 at 19:23









          mathreadlermathreadler

          14.9k72261




          14.9k72261























              1












              $begingroup$

              To compute the determinant of $A-xI_n$ add all the columns to the first one and then subtract the first row from the others and then expand along the first column to get



              $$det(A)=(1+(n-1)a-x)((n-2)a+1-x)^{n-1}$$
              so we get the spectrum of $A$:



              $$operatorname{sp}(A)={1+(n-1)a,1+(n-2)a}$$
              hence the matrix $A$ is definite positive iff their eigenvalues are positive iff $a>-frac1{n-2}$ for $n>2$ and $a>-1$ for $n=2$.






              share|cite|improve this answer









              $endgroup$













              • $begingroup$
                Another try to undelete?
                $endgroup$
                – amWhy
                Mar 10 '15 at 16:37
















              1












              $begingroup$

              To compute the determinant of $A-xI_n$ add all the columns to the first one and then subtract the first row from the others and then expand along the first column to get



              $$det(A)=(1+(n-1)a-x)((n-2)a+1-x)^{n-1}$$
              so we get the spectrum of $A$:



              $$operatorname{sp}(A)={1+(n-1)a,1+(n-2)a}$$
              hence the matrix $A$ is definite positive iff their eigenvalues are positive iff $a>-frac1{n-2}$ for $n>2$ and $a>-1$ for $n=2$.






              share|cite|improve this answer









              $endgroup$













              • $begingroup$
                Another try to undelete?
                $endgroup$
                – amWhy
                Mar 10 '15 at 16:37














              1












              1








              1





              $begingroup$

              To compute the determinant of $A-xI_n$ add all the columns to the first one and then subtract the first row from the others and then expand along the first column to get



              $$det(A)=(1+(n-1)a-x)((n-2)a+1-x)^{n-1}$$
              so we get the spectrum of $A$:



              $$operatorname{sp}(A)={1+(n-1)a,1+(n-2)a}$$
              hence the matrix $A$ is definite positive iff their eigenvalues are positive iff $a>-frac1{n-2}$ for $n>2$ and $a>-1$ for $n=2$.






              share|cite|improve this answer









              $endgroup$



              To compute the determinant of $A-xI_n$ add all the columns to the first one and then subtract the first row from the others and then expand along the first column to get



              $$det(A)=(1+(n-1)a-x)((n-2)a+1-x)^{n-1}$$
              so we get the spectrum of $A$:



              $$operatorname{sp}(A)={1+(n-1)a,1+(n-2)a}$$
              hence the matrix $A$ is definite positive iff their eigenvalues are positive iff $a>-frac1{n-2}$ for $n>2$ and $a>-1$ for $n=2$.







              share|cite|improve this answer












              share|cite|improve this answer



              share|cite|improve this answer










              answered Mar 9 '15 at 19:41







              user63181



















              • $begingroup$
                Another try to undelete?
                $endgroup$
                – amWhy
                Mar 10 '15 at 16:37


















              • $begingroup$
                Another try to undelete?
                $endgroup$
                – amWhy
                Mar 10 '15 at 16:37
















              $begingroup$
              Another try to undelete?
              $endgroup$
              – amWhy
              Mar 10 '15 at 16:37




              $begingroup$
              Another try to undelete?
              $endgroup$
              – amWhy
              Mar 10 '15 at 16:37











              1












              $begingroup$

              Your matrix can be written as
              $$
              mathbf{M}(a) = (1-a)mathbf{I} + amathbf{1}mathbf{1}^top.
              $$
              Specifically we have $mathbf{M}(0)=mathbf{I}$, which is positive definite (all eigenvalues are zero). Since $mathbf{M}(a)$ defines a continuous path of matrices it will remain positive definite as long as it doesn't cross the boundary of the positive definite cone. This happens when one of the eigenvalues become zero, which in turn implies that the determinant is zero (i.e. $mathrm{det}(mathbf{M}(a))=0$).
              By the matrix determinant lemma we have
              begin{eqnarray}
              mathrm{det}(mathbf{M}(a)) &=& mathrm{det}((1-a)mathbf{I} + amathbf{1}mathbf{1}^top)\
              &=& mathrm{det}((1-a)mathbf{I})left(1+amathbf{1}^top((1-a)mathbf{I})^{-1}mathbf{1}right)\
              &=& (1-a)^n(1+na/(1-a))\
              &=& (a-a)^{n-1}(1+(n-1)a)
              end{eqnarray}
              Note that $1+(n-1)a=0$ when $a=-1/(n-1)$ and $(1-a)=0$ when $a=1$. Therefore the matrix is positive definite for all $-1/(n-1)<a<1$. There are no other zero-crossings so, for $aleq -1/(n-1)$ it will not be positive definite. For $a=1$ the zero has order $n-1$ so you need to investigate closer to find out it it is positive definite for any value $a>1$. My guess is that it won't be positive definite. Also, note that in the special case $n=1$ the matrix $M(a)=1$ is independent of $a$ and positive definite.






              share|cite|improve this answer











              $endgroup$













              • $begingroup$
                I notice that there are 3 answers that give conflicting answers. So perhaps I have a mistake. However, I think this is a valid solution approach that should give you a comprehensive answer.
                $endgroup$
                – Peder
                Mar 9 '15 at 19:57






              • 1




                $begingroup$
                You could be correct, the Gershgorin approach below only gives a pessimistic estimate. It ensures all eigenvalues are inside the discs, so the eigenvalues could still be in the right half plane even if the circles overlap the left half plane a bit.
                $endgroup$
                – mathreadler
                Mar 9 '15 at 20:32






              • 1




                $begingroup$
                To see that $a>1$ is never SPD for $n>1$, note that the determinant is negative for $n=2$, then for $n>2$ use Sylvester's criterion and look at the top-left $2times 2$ minor.
                $endgroup$
                – user7530
                Mar 9 '15 at 21:00


















              1












              $begingroup$

              Your matrix can be written as
              $$
              mathbf{M}(a) = (1-a)mathbf{I} + amathbf{1}mathbf{1}^top.
              $$
              Specifically we have $mathbf{M}(0)=mathbf{I}$, which is positive definite (all eigenvalues are zero). Since $mathbf{M}(a)$ defines a continuous path of matrices it will remain positive definite as long as it doesn't cross the boundary of the positive definite cone. This happens when one of the eigenvalues become zero, which in turn implies that the determinant is zero (i.e. $mathrm{det}(mathbf{M}(a))=0$).
              By the matrix determinant lemma we have
              begin{eqnarray}
              mathrm{det}(mathbf{M}(a)) &=& mathrm{det}((1-a)mathbf{I} + amathbf{1}mathbf{1}^top)\
              &=& mathrm{det}((1-a)mathbf{I})left(1+amathbf{1}^top((1-a)mathbf{I})^{-1}mathbf{1}right)\
              &=& (1-a)^n(1+na/(1-a))\
              &=& (a-a)^{n-1}(1+(n-1)a)
              end{eqnarray}
              Note that $1+(n-1)a=0$ when $a=-1/(n-1)$ and $(1-a)=0$ when $a=1$. Therefore the matrix is positive definite for all $-1/(n-1)<a<1$. There are no other zero-crossings so, for $aleq -1/(n-1)$ it will not be positive definite. For $a=1$ the zero has order $n-1$ so you need to investigate closer to find out it it is positive definite for any value $a>1$. My guess is that it won't be positive definite. Also, note that in the special case $n=1$ the matrix $M(a)=1$ is independent of $a$ and positive definite.






              share|cite|improve this answer











              $endgroup$













              • $begingroup$
                I notice that there are 3 answers that give conflicting answers. So perhaps I have a mistake. However, I think this is a valid solution approach that should give you a comprehensive answer.
                $endgroup$
                – Peder
                Mar 9 '15 at 19:57






              • 1




                $begingroup$
                You could be correct, the Gershgorin approach below only gives a pessimistic estimate. It ensures all eigenvalues are inside the discs, so the eigenvalues could still be in the right half plane even if the circles overlap the left half plane a bit.
                $endgroup$
                – mathreadler
                Mar 9 '15 at 20:32






              • 1




                $begingroup$
                To see that $a>1$ is never SPD for $n>1$, note that the determinant is negative for $n=2$, then for $n>2$ use Sylvester's criterion and look at the top-left $2times 2$ minor.
                $endgroup$
                – user7530
                Mar 9 '15 at 21:00
















              1












              1








              1





              $begingroup$

              Your matrix can be written as
              $$
              mathbf{M}(a) = (1-a)mathbf{I} + amathbf{1}mathbf{1}^top.
              $$
              Specifically we have $mathbf{M}(0)=mathbf{I}$, which is positive definite (all eigenvalues are zero). Since $mathbf{M}(a)$ defines a continuous path of matrices it will remain positive definite as long as it doesn't cross the boundary of the positive definite cone. This happens when one of the eigenvalues become zero, which in turn implies that the determinant is zero (i.e. $mathrm{det}(mathbf{M}(a))=0$).
              By the matrix determinant lemma we have
              begin{eqnarray}
              mathrm{det}(mathbf{M}(a)) &=& mathrm{det}((1-a)mathbf{I} + amathbf{1}mathbf{1}^top)\
              &=& mathrm{det}((1-a)mathbf{I})left(1+amathbf{1}^top((1-a)mathbf{I})^{-1}mathbf{1}right)\
              &=& (1-a)^n(1+na/(1-a))\
              &=& (a-a)^{n-1}(1+(n-1)a)
              end{eqnarray}
              Note that $1+(n-1)a=0$ when $a=-1/(n-1)$ and $(1-a)=0$ when $a=1$. Therefore the matrix is positive definite for all $-1/(n-1)<a<1$. There are no other zero-crossings so, for $aleq -1/(n-1)$ it will not be positive definite. For $a=1$ the zero has order $n-1$ so you need to investigate closer to find out it it is positive definite for any value $a>1$. My guess is that it won't be positive definite. Also, note that in the special case $n=1$ the matrix $M(a)=1$ is independent of $a$ and positive definite.






              share|cite|improve this answer











              $endgroup$



              Your matrix can be written as
              $$
              mathbf{M}(a) = (1-a)mathbf{I} + amathbf{1}mathbf{1}^top.
              $$
              Specifically we have $mathbf{M}(0)=mathbf{I}$, which is positive definite (all eigenvalues are zero). Since $mathbf{M}(a)$ defines a continuous path of matrices it will remain positive definite as long as it doesn't cross the boundary of the positive definite cone. This happens when one of the eigenvalues become zero, which in turn implies that the determinant is zero (i.e. $mathrm{det}(mathbf{M}(a))=0$).
              By the matrix determinant lemma we have
              begin{eqnarray}
              mathrm{det}(mathbf{M}(a)) &=& mathrm{det}((1-a)mathbf{I} + amathbf{1}mathbf{1}^top)\
              &=& mathrm{det}((1-a)mathbf{I})left(1+amathbf{1}^top((1-a)mathbf{I})^{-1}mathbf{1}right)\
              &=& (1-a)^n(1+na/(1-a))\
              &=& (a-a)^{n-1}(1+(n-1)a)
              end{eqnarray}
              Note that $1+(n-1)a=0$ when $a=-1/(n-1)$ and $(1-a)=0$ when $a=1$. Therefore the matrix is positive definite for all $-1/(n-1)<a<1$. There are no other zero-crossings so, for $aleq -1/(n-1)$ it will not be positive definite. For $a=1$ the zero has order $n-1$ so you need to investigate closer to find out it it is positive definite for any value $a>1$. My guess is that it won't be positive definite. Also, note that in the special case $n=1$ the matrix $M(a)=1$ is independent of $a$ and positive definite.







              share|cite|improve this answer














              share|cite|improve this answer



              share|cite|improve this answer








              edited Mar 9 '15 at 20:17

























              answered Mar 9 '15 at 19:53









              PederPeder

              1,4031013




              1,4031013












              • $begingroup$
                I notice that there are 3 answers that give conflicting answers. So perhaps I have a mistake. However, I think this is a valid solution approach that should give you a comprehensive answer.
                $endgroup$
                – Peder
                Mar 9 '15 at 19:57






              • 1




                $begingroup$
                You could be correct, the Gershgorin approach below only gives a pessimistic estimate. It ensures all eigenvalues are inside the discs, so the eigenvalues could still be in the right half plane even if the circles overlap the left half plane a bit.
                $endgroup$
                – mathreadler
                Mar 9 '15 at 20:32






              • 1




                $begingroup$
                To see that $a>1$ is never SPD for $n>1$, note that the determinant is negative for $n=2$, then for $n>2$ use Sylvester's criterion and look at the top-left $2times 2$ minor.
                $endgroup$
                – user7530
                Mar 9 '15 at 21:00




















              • $begingroup$
                I notice that there are 3 answers that give conflicting answers. So perhaps I have a mistake. However, I think this is a valid solution approach that should give you a comprehensive answer.
                $endgroup$
                – Peder
                Mar 9 '15 at 19:57






              • 1




                $begingroup$
                You could be correct, the Gershgorin approach below only gives a pessimistic estimate. It ensures all eigenvalues are inside the discs, so the eigenvalues could still be in the right half plane even if the circles overlap the left half plane a bit.
                $endgroup$
                – mathreadler
                Mar 9 '15 at 20:32






              • 1




                $begingroup$
                To see that $a>1$ is never SPD for $n>1$, note that the determinant is negative for $n=2$, then for $n>2$ use Sylvester's criterion and look at the top-left $2times 2$ minor.
                $endgroup$
                – user7530
                Mar 9 '15 at 21:00


















              $begingroup$
              I notice that there are 3 answers that give conflicting answers. So perhaps I have a mistake. However, I think this is a valid solution approach that should give you a comprehensive answer.
              $endgroup$
              – Peder
              Mar 9 '15 at 19:57




              $begingroup$
              I notice that there are 3 answers that give conflicting answers. So perhaps I have a mistake. However, I think this is a valid solution approach that should give you a comprehensive answer.
              $endgroup$
              – Peder
              Mar 9 '15 at 19:57




              1




              1




              $begingroup$
              You could be correct, the Gershgorin approach below only gives a pessimistic estimate. It ensures all eigenvalues are inside the discs, so the eigenvalues could still be in the right half plane even if the circles overlap the left half plane a bit.
              $endgroup$
              – mathreadler
              Mar 9 '15 at 20:32




              $begingroup$
              You could be correct, the Gershgorin approach below only gives a pessimistic estimate. It ensures all eigenvalues are inside the discs, so the eigenvalues could still be in the right half plane even if the circles overlap the left half plane a bit.
              $endgroup$
              – mathreadler
              Mar 9 '15 at 20:32




              1




              1




              $begingroup$
              To see that $a>1$ is never SPD for $n>1$, note that the determinant is negative for $n=2$, then for $n>2$ use Sylvester's criterion and look at the top-left $2times 2$ minor.
              $endgroup$
              – user7530
              Mar 9 '15 at 21:00






              $begingroup$
              To see that $a>1$ is never SPD for $n>1$, note that the determinant is negative for $n=2$, then for $n>2$ use Sylvester's criterion and look at the top-left $2times 2$ minor.
              $endgroup$
              – user7530
              Mar 9 '15 at 21:00













              0












              $begingroup$

              One approach is by the Geshgorin/Hirschhorn circle theorem: http://en.wikipedia.org/wiki/Gershgorin_circle_theorem . Then we see that R = |a|(n-1) and midpoint of all circles is 1. So by the theorem, if |a|(n-1) < 1 we are sure that all eigenvalues are in the right half plane and since the matrix is symmetric, they must all be real.






              share|cite|improve this answer











              $endgroup$


















                0












                $begingroup$

                One approach is by the Geshgorin/Hirschhorn circle theorem: http://en.wikipedia.org/wiki/Gershgorin_circle_theorem . Then we see that R = |a|(n-1) and midpoint of all circles is 1. So by the theorem, if |a|(n-1) < 1 we are sure that all eigenvalues are in the right half plane and since the matrix is symmetric, they must all be real.






                share|cite|improve this answer











                $endgroup$
















                  0












                  0








                  0





                  $begingroup$

                  One approach is by the Geshgorin/Hirschhorn circle theorem: http://en.wikipedia.org/wiki/Gershgorin_circle_theorem . Then we see that R = |a|(n-1) and midpoint of all circles is 1. So by the theorem, if |a|(n-1) < 1 we are sure that all eigenvalues are in the right half plane and since the matrix is symmetric, they must all be real.






                  share|cite|improve this answer











                  $endgroup$



                  One approach is by the Geshgorin/Hirschhorn circle theorem: http://en.wikipedia.org/wiki/Gershgorin_circle_theorem . Then we see that R = |a|(n-1) and midpoint of all circles is 1. So by the theorem, if |a|(n-1) < 1 we are sure that all eigenvalues are in the right half plane and since the matrix is symmetric, they must all be real.







                  share|cite|improve this answer














                  share|cite|improve this answer



                  share|cite|improve this answer








                  edited Mar 9 '15 at 20:53

























                  answered Mar 9 '15 at 19:16









                  mathreadlermathreadler

                  14.9k72261




                  14.9k72261






























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