TheoremBase

Proof

Write [n][n] for the initial segment determined by nn. By Symmetric, Positive Semidefinite, and Positive Definite Real Matrices and Transpose of a Real Matrix, symmetry of BB means Bij=BjiB_{ij}=B_{ji} for all i,j∈[n]i,j\in[n], and positive semidefiniteness means 0≤z⋅(Bz)0\le z\cdot(Bz) for every z∈Rnz\in\mathbb{R}^n. Record that squares are nonnegative in an ordered field: 0 0=00\,0=0 by Zero Products and Elementary Identities in a Field; if 0<t0<t then 0<t t0<t\,t by claim 5 of Elementary Order Arithmetic in an Ordered Field; and if t<0t<0 then 0<−t0<-t by claim 4 of that lemma, so 0<(−t)(−t)=t t0<(-t)(-t)=t\,t.

Claim 1. By claim 4 of Linearity of the Matrix-Vector Product and the Quadratic Form as a Double Sum,

y⋅(Bx)=∑i=1n∑j=1nBij yi xj,x⋅(By)=∑i=1n∑j=1nBij xi yj,y\cdot(Bx)=\sum_{i=1}^{n}\sum_{j=1}^{n}B_{ij}\,y_{i}\,x_{j},\qquad x\cdot(By)=\sum_{i=1}^{n}\sum_{j=1}^{n}B_{ij}\,x_{i}\,y_{j},

the sums being finite sums in R\mathbb{R}. Interchanging the order of summation in the first double sum by Interchange of a Finite Double Sum and then renaming the two summation indices turns it into ∑i=1n∑j=1nBji yj xi\sum_{i=1}^{n}\sum_{j=1}^{n}B_{ji}\,y_{j}\,x_{i}, which equals the second double sum because Bji=BijB_{ji}=B_{ij} and multiplication in R\mathbb{R} is commutative.

Claim 2. Put α=x⋅(Bx)\alpha=x\cdot(Bx), β=x⋅(By)\beta=x\cdot(By) and γ=y⋅(By)\gamma=y\cdot(By), so that 0≤α0\le\alpha and 0≤γ0\le\gamma. Let t∈Rt\in\mathbb{R}. By claim 3 of Linearity of the Matrix-Vector Product and the Quadratic Form as a Double Sum and claims 2, 4 and 5 of Bilinearity and Symmetry of the Dot Product on Rn\mathbb{R}^n, together with claim 1 above,

0≤(x+t y)⋅(B(x+t y))=α+t β+t β+t2γ.(∗)0\le(x+t\,y)\cdot\bigl(B(x+t\,y)\bigr)=\alpha+t\,\beta+t\,\beta+t^{2}\gamma. \tag{$*$}

Since ≤\le is total, either γ=0\gamma=0 or 0<γ0<\gamma.

Suppose γ=0\gamma=0, so that t2γ=0t^{2}\gamma=0 by Zero Products and Elementary Identities in a Field and (∗)(*) reads 0≤α+t β+t β0\le\alpha+t\,\beta+t\,\beta for every t∈Rt\in\mathbb{R}. Assume for contradiction that β≠0\beta\ne0. Setting 2=1+12=1+1, we have 0<20<2 by claim 8 of Elementary Order Arithmetic in an Ordered Field, so 2≠02\ne0, and therefore 2 β≠02\,\beta\ne0 by Zero Products and Elementary Identities in a Field. Taking t=−(α+1)(2 β)−1t=-(\alpha+1)(2\,\beta)^{-1} in (∗)(*), and using t β+t β=t (2β)t\,\beta+t\,\beta=t\,(2\beta), gives 0≤α−(α+1)=−10\le\alpha-(\alpha+1)=-1, which contradicts 0<10<1 (claim 6 of Elementary Order Arithmetic in an Ordered Field) by claim 4 of that lemma. Hence β=0\beta=0, so β2=0\beta^{2}=0 and αγ=0\alpha\gamma=0 by Zero Products and Elementary Identities in a Field, and the asserted inequality reads 0≤00\le0.

Suppose now 0<γ0<\gamma. By claim 7 of Elementary Order Arithmetic in an Ordered Field, γ−1\gamma^{-1} exists and 0<γ−10<\gamma^{-1}. Taking t=−β γ−1t=-\beta\,\gamma^{-1} in (∗)(*) and simplifying with the field axioms,

t β+t β+t2γ=−β2γ−1−β2γ−1+β2γ−1=−β2γ−1,t\,\beta+t\,\beta+t^{2}\gamma=-\beta^{2}\gamma^{-1}-\beta^{2}\gamma^{-1}+\beta^{2}\gamma^{-1}=-\beta^{2}\gamma^{-1},

so 0≤α−β2γ−10\le\alpha-\beta^{2}\gamma^{-1}, that is β2γ−1≤α\beta^{2}\gamma^{-1}\le\alpha by claim 3 of Elementary Arithmetic in an Ordered Field. Multiplying by the nonnegative element γ\gamma using claim 5 of Elementary Arithmetic in an Ordered Field, and using γ (β2γ−1)=β2\gamma\,(\beta^{2}\gamma^{-1})=\beta^{2}, gives β2≤γ α=αγ\beta^{2}\le\gamma\,\alpha=\alpha\gamma.

Claim 3. Suppose x⋅(Bx)=0x\cdot(Bx)=0 and let i∈[n]i\in[n]. Let ei∈Rne_{i}\in\mathbb{R}^n be the point whose iith coordinate is 11 and whose remaining coordinates are 00. Applying claim 2 with y=eiy=e_{i}, and using 0 s=00\,s=0 from Zero Products and Elementary Identities in a Field,

(x⋅(Bei))2≤0⋅(ei⋅(Bei))=0.\bigl(x\cdot(Be_{i})\bigr)^{2}\le 0\cdot\bigl(e_{i}\cdot(Be_{i})\bigr)=0 .

Since squares are nonnegative, (x⋅(Bei))2=0\bigl(x\cdot(Be_{i})\bigr)^{2}=0, and hence x⋅(Bei)=0x\cdot(Be_{i})=0 by Zero Products and Elementary Identities in a Field. By claim 1, ei⋅(Bx)=x⋅(Bei)=0e_{i}\cdot(Bx)=x\cdot(Be_{i})=0.

Finally, by Difference, Dot Product, and Orthogonality in Rn\mathbb{R}^n, ei⋅(Bx)=∑k=1n(ei)k(Bx)ke_{i}\cdot(Bx)=\sum_{k=1}^{n}(e_{i})_{k}(Bx)_{k}; every summand with k≠ik\ne i vanishes, because (ei)k=0(e_{i})_{k}=0 and 0 s=00\,s=0, so claim 7 of Properties of Finite Sums evaluates this sum as (ei)i(Bx)i=(Bx)i(e_{i})_{i}(Bx)_{i}=(Bx)_{i}. Hence (Bx)i=0(Bx)_{i}=0 for every i∈[n]i\in[n], that is Bx=0RnBx=0_{\mathbb{R}^n} by The Origin of Rn\mathbb{R}^n.

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