Using one vector to build positive definite matrix

linear algebramatricespositive definite

Let $X=(X_1,X_2,…,X_n)_{1\times n}$ be a n-dimensional vector and
a matrix $A_{n\times n}=(X^{T})_{n\times 1} * X_{1\times n}$.
Under what condition of $X$, $A$ is a (semi-)positive definite matrix?

Many thanks!

Best Answer

The matrix will be positive semidefinite. To see this multply $A$ from the left and right by $Y$ and $Y^T$ for row vectors $Y$. The result will be $(XY^T)^2$.

It will be positive definite if and only if $X\ne0$ and $n=1$. I.e., the matrix is not positive definite if there is a non-zero vector $Y$ orthogonal to $X$.

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