Math 2.0

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

  1. Let AA be a positive definite Hermitian n×nn \times n matrix, and let λ\lambda be an eigenvalue of AA.
  2. By definition there is x∈ℂnx \in \C^n with x≠0x \ne 0 and Ax=λxAx = \lambda x.
  3. Let x∗x^* be the conjugate transpose of xx. Then x∗x=∑i=1n∣xi∣2x^* x = \sum_{i=1}^n \abs{x_i}^2, which is a real number.
  4. Since x≠0x \ne 0, some xi≠0x_i \ne 0, so x∗x>0x^* x > 0.
  5. By step 2, x∗Ax=x∗(λx)=λ x∗xx^* A x = x^* (\lambda x) = \lambda\, x^* x.
  6. Since AA is positive definite and x≠0x \ne 0, the number x∗Axx^* A x is real and positive.
  7. By steps 4 to 6, λ=x∗Ax/x∗x\lambda = x^* A x / x^* x is a quotient of two positive reals. So λ\lambda is a positive real number.

Idea

Test the defining inequality x∗Ax>0x^* A x > 0 on an eigenvector. There AA acts as multiplication by λ\lambda, so the inequality becomes λ∣x∣2>0\lambda \abs{x}^2 > 0.

Reading path

To understand this page from the ground up, read these 12 pages in order. The foundations come first.

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  1. Matrix definition
  2. Vector space definition
  3. Square matrix definition
  4. Transpose definition
  5. Linear map definition
  6. Symmetric matrix definition
  7. Conjugate transpose definition
  8. Endomorphism definition
  9. Hermitian matrix definition
  10. Eigenvalue definition
  11. Positive definite matrix definition
  12. Proof that the eigenvalues of a positive definite matrix are positive proof

Where this leads

3 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Definite_matrix, Eigenvalues
About this page
TagRPGNQMC7BB
URIm2://RPGNQMC7BB
Kindproof
WritingW0 stub
MSC15B57, 15A18
ProvesEigenvalues of a positive definite matrix are positive
UsesPositive definite matrix, Eigenvalue, Conjugate transpose
Changed4 November 2026

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