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Rules for Symmetric and Positive Semidefinite Matrices: Closure, Self-Adjointness, Polarization, Congruence and Cones

Symmetric matrices are closed under the linear operations, are self-adjoint for the dot product, are determined by their quadratic forms and are preserved by congruence; positive semidefinite and positive definite matrices form cones that congruence preserves.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let n,m∈Nn,m\in\mathbb{N}, let A,B∈S(n)A,B\in\mathcal{S}(n), the set of symmetric matrices, let t∈Rt\in\mathbb{R}, let C∈Mn×m(R)C\in\mathcal{M}_{n\times m}(\mathbb{R}) be a real matrix, and let x,y∈Rnx,y\in\mathbb{R}^{n}, Euclidean space. Matrices have entries, entrywise operations and the zero matrix 00; juxtaposition is the matrix product or the matrix-vector product, ⊤{}^{\top} the transpose, InI_{n} the identity matrix, eie_{i} the standard basis vectors and ⋅\cdot the dot product; C⊤ACC^{\top}AC denotes (C⊤A)C∈Mm(R)(C^{\top}A)C\in\mathcal{M}_{m}(\mathbb{R}).

0∈S(n)0\in\mathcal{S}(n) and In∈S(n)I_{n}\in\mathcal{S}(n), and A+B∈S(n)A+B\in\mathcal{S}(n), A−B∈S(n)A-B\in\mathcal{S}(n) and tA∈S(n)tA\in\mathcal{S}(n).

(Ax)⋅y=x⋅(Ay)(Ax)\cdot y=x\cdot(Ay).

For every P∈Mn(R)P\in\mathcal{M}_{n}(\mathbb{R}) and all i,j∈[n]i,j\in[n], Pij=ei⋅(Pej)P_{ij}=e_{i}\cdot(Pe_{j}).

If z⋅(Az)=z⋅(Bz)z\cdot(Az)=z\cdot(Bz) for every z∈Rnz\in\mathbb{R}^{n}, then A=BA=B.

C⊤AC∈S(m)C^{\top}AC\in\mathcal{S}(m), and if AA is positive semidefinite, then so is C⊤ACC^{\top}AC.

C⊤C∈S(m)C^{\top}C\in\mathcal{S}(m), and C⊤CC^{\top}C is positive semidefinite.

If AA and BB are positive semidefinite and t≥0t\ge0, then A+BA+B and tAtA are positive semidefinite.

If AA is positive definite, BB is positive semidefinite and t>0t>0, then A+BA+B and tAtA are positive definite.

InI_{n} is positive definite.

Every positive definite D∈S(n)D\in\mathcal{S}(n) is positive semidefinite.

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