If a matrix is symmetric and positive definite, determine if it is invertible and if its inverse matrix is symmetric and positive definite.
I know that "if a matrix is symmetric and positive definite, then its inverse matrix is also positive definite", based on a theorem. But I am not sure how to prove that the matrix even is invertible or that its inverse matrix is also symmetric.
It would really help if someone explained this a bit. Thanks
Best Answer
We have $(A^{-1})^T = (A^T)^{-1}$ for any invertible matrix. It follows from this that if $A$ is invertible and symmetric $$(A^{-1})^T = (A^T)^{-1} = A^{-1}$$ so $A^{-1}$ is also symmetric. Further, if all eigenvalues of $A$ are positive, then $A^{-1}$ exists and all eigenvalues of $A^{-1}$ are positive since they are the reciprocals of the eigenvalues of $A$. Thus $A^{-1}$ is positive definite when $A$ is positive definite.