Properties of a symmetric, positive definite matrix

inequalitylinear algebramatricespositive definitesymmetric matrices

Consider symmetric, positive definite matrix $B \in \mathbb{R^{n \times n}}$. Show that the following holds
$$|b_{ij}| \leq \sqrt{b_{ii} \cdot b_{jj}} \leq \frac{1}{2} (b_{ii} \cdot b_{jj}) $$


How can I do that?

Best Answer

Here's a way to show that this condition holds directly. Let $e_1,\dots,e_n$ denote the standard basis (so that $e_i$ is the $i$th column of the identity matrix). By definition, it holds that $x^TBx \geq 0$ for any vector $x \in \Bbb R^n$.

Now, take $x = t e_i + t^{-1} e_j$ (for $t \neq 0$) and write out the expression $x^TBx$ as a function of $t$. Using the fact that $x^TBx$ is positive for all choices of $t \in \Bbb R\setminus \{0\}$, reach the desired conclusion about the entries $b_{ii},b_{ij},b_{ji},b_{jj}$.