Linear and multilinear algebra; matrix theory Proof
Proof that the eigenvalues of a positive definite matrix are positive
Builds on Positive definite matrixEigenvalueConjugate transpose
Proof
- Let be a positive definite Hermitian matrix, and let be an eigenvalue of .
- By definition there is with and .
- Let be the conjugate transpose of . Then , which is a real number.
- Since , some , so .
- By step 2, .
- Since is positive definite and , the number is real and positive.
- By steps 4 to 6, is a quotient of two positive reals. So is a positive real number.
Idea
Test the defining inequality on an eigenvector. There acts as multiplication by , so the inequality becomes .
Reading path
To understand this page from the ground up, read these 12 pages in order. The foundations come first.
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- Matrix definition
- Vector space definition
- Square matrix definition
- Transpose definition
- Linear map definition
- Symmetric matrix definition
- Conjugate transpose definition
- Endomorphism definition
- Hermitian matrix definition
- Eigenvalue definition
- Positive definite matrix definition
- Proof that the eigenvalues of a positive definite matrix are positive proof
Where this leads
3 pages build on this one.
Further reading
- Web https://en.wikipedia.org/wiki/Definite_matrix, Eigenvalues
About this page
| Tag | RPGNQMC7BB |
|---|---|
| URI | m2://RPGNQMC7BB |
| Kind | proof |
| Writing | W0 stub |
| MSC | 15B57, 15A18 |
| Proves | Eigenvalues of a positive definite matrix are positive |
| Uses | Positive definite matrix, Eigenvalue, Conjugate transpose |
| Changed | 4 November 2026 |
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