Math 2.0

statement proposition

Gram matrices are positive semidefinite

Statement

Let BB be an m×nm \times n complex matrix. Then the n×nn \times n matrix B∗BB^* B is positive semidefinite, where B∗B^* is the conjugate transpose. It is positive definite if and only if the columns of BB are linearly independent.

Remarks

The proof: x∗B∗Bx=(Bx)∗(Bx)=∥Bx∥2≥0x^* B^* B x = (Bx)^* (Bx) = \norm{Bx}^2 \ge 0. For a real matrix BB, the same holds for BTBB^T B. Each Gram matrix has this form, so Gram matrices are positive semidefinite.

Explanations

L1 human

Matrices of the form BTBB^T B can never give negative values of xTAxx^T A x. The value is the squared length of BxBx. It is zero only when Bx=0Bx = 0.

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  1. Matrix definition
  2. Square matrix definition
  3. Transpose definition
  4. Conjugate transpose definition
  5. Hermitian matrix definition
  6. Positive semidefinite matrix definition
  7. Gram matrices are positive semidefinite statement

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Sources

  1. Web https://en.wikipedia.org/wiki/Definite_matrix, Decomposition