Do positive semidefinite matrices have to be symmetric? Can you have a non-symmetric matrix that is positive definite? I can't seem to figure out why you wouldn't be able to have such a matrix, but all my notes specify positive definite matrices as "symmetric $n \times n$ matrices."
Can anyone help me with an example of a non-symmetric positive definite matrix, or some insight into a proof for why it would need to be symmetric should that be the case? Thanks!
Best Answer
No, they don't, but symmetric positive definite matrices have very nice properties, so that's why they appear often.
An example of a non-symmetric positive definite matrix is $$M=\pmatrix{2&0\\2&2}.$$ Indeed, $$\pmatrix{x\\y}^T\pmatrix{2&0\\2&2}\pmatrix{x\\y} = (x+y)^2 + x^2 + y^2$$ which is strictly greater than $0$ whenever the vector is non-zero.