[Math] Why does positive definite matrix have strictly positive eigenvalue

eigenvalues-eigenvectorslinear algebramatrices

We say $A$ is a positive definite matrix if and only if $x^T A x > 0$ for all nonzero vectors $x$. Then why does every positive definite matrix have strictly positive eigenvalues?

Best Answer

Suppose our matrix $A$ has eigenvalue $\lambda$.

If $\lambda = 0$, then there is some eigenvector $x$ so that $Ax = 0$. But then $x^T A x = 0$, and so $A$ is not positive definite.

If $\lambda < 0$, then there is some eigenvector $x$ so that $Ax = \lambda x$. But then $x^T A x = \lambda \lvert x \rvert^2$, which is negative since $\lvert x \rvert^2 > 0$ and $\lambda < 0$. Thus $A$ is not positive definite.

And so if $A$ is positive definite, it only has positive eigenvalues.