Show that the matrix $B$ is positive definite without using the positive pivot and determinant test.

determinantlinear algebramatricespolynomialspositive definite

I'm a little confused about definite matrices. We learned about $4$ different types of definite matrices: positive semidefinite, positive definite, negative semidefinite and negative semidefinite. In a positive semidefinite matrix we have that the scalar $x^TBx \geq 0$. In a positive definite matrix the scalar $x^TBx > 0$. The opposite is true for the negative matrices.

Let's take the example of a $3 \times 3$ matrix $B = \left(\begin{array}{ccc}
25 & 15 & -5 \\
15 & 18 & 0 \\
-5 & 0 & 11 \\
\end{array}\right)$
. To check if $B$ is a positive definite matrix we can see if $x^TBx > 0$.

$$x^TBx = \left(\begin{array}{ccc}
a & b & c \\
\end{array}\right) \cdot \left(\begin{array}{c}
25 & 15 & -5 \\
15 & 18 & 0 \\
-5 & 0 & 11 \\
\end{array}\right) \cdot \left(\begin{array}{ccc}
a \\
b \\
c \\
\end{array}\right)= 25a^2+30ab-10ac+18b^2+11c^2$$

How can I continue on from here? I know $B$ is positive definite because after using the Gauß Elimination technique all the pivot values are greater than $0$ and all upper-left sub-matrices are also positive. I'm just trying to see how the original version works.

Best Answer

The easiest way (in my opinion) to see that the matrix is positive definite is to check two things: is the matrix symmetric (yes and easily checkable) and are all the eigenvalues positive (yes, but less obvious).

You can quickly see that the eigenvalues are all positive using the Gershgorin circle theorem (https://en.wikipedia.org/wiki/Gershgorin_circle_theorem). In short, all the eigenvalues (for your matrix) live in (at least) one of the balls: $B(25, 20)$ (ball centered at 25 of radius 20), $B(18, 15)$, and $B(11, 5)$. All of those balls are strictly positive, so all your eigenvalues are positive.

Symmetry combined with all positive eigenvalues implies positive definite.