Showing that a certain complex matrix is positive definite

complex-analysishessian-matrixlinear algebramatricespositive definite

Consider the $n$-variable complex function $f(z)=f(z_1,\dots,z_n)=\log (1+|z|^2)=\log (1+|z_1|^2+\cdots+|z_n|^2)$. I am trying to show that the Hessian (the $n\times n$ matrix whose $(i,j)$-entry is $\frac{\partial^2 f}{\partial z_i\partial \bar{z}_j}$) is complex positive definite. By calculation I've shown that the Hessian is given by $\frac{1}{(1+|z|^2)^2} (a_{ij})$ where $a_{ij}=-z_j\bar{z}_i$ if $i\neq j$ and $a_{ii}=1+\sum_{j\neq i}|z_j|^2$. Clearly it suffices to show that the matrix $(a_{ij})$ is positive definite, but it seems that the calculation showing this directly is quite complicated. Any hints please?

Best Answer

The common denominator does not affect the result, so it suffices to show that the matrix $A = (a_{ij})$ is positive definite. $A$ can be written as a rank-one modification of a diagonal matrix: $$ A = (1 + |z|^2) I - \overline z z^T $$ where $I$ is the $n$-dimensional identity matrix and $\overline z$ denotes the component-wise complex conjugate of the column vector $z$. Then $$ w^* A w = (1 + |z|^2) |w|^2 - \overline w^T z z^T w = (1 + |z|^2) |w|^2 - |z^T w|^2 \ge |w|^2 > 0 $$ for all non-zero vectors $w$, using the Cauchy-Schwarz inequality.

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