I have two matrices, which are square, symmetric, and positive definite.
I would like to prove that the sum of the two matrices still have the same properties,
that is square, symmetric, and positive definite.
The first two properties are obvious, what about the positive definite property.
Any clue to the proof?
Thank you.
Sum of Positive Definite Matrices – Positive Definite?
linear algebramatrices
Related Question
- [Math] Properties of sum of real symmetric, positive semi-definite matrices
- [Math] Questions on positive definite matrices
- [Math] Diagonal block matrices of a positive definite block matrix
- [Math] Eigenvalues of product of two symmetric positive semi-definite real matrices.
- Symmetric Positive Definite Matrices and Norms
Best Answer
A real matrix $M$ is positive-definite if and only if it is symmetric and $u^TMu > 0$ for all nonzero vectors $u$.
Now if $A$ and $B$ are positive-definite, $u^T(A+B)u = \ldots?$