TheoremBase

The Determinant of a Positive Definite Matrix Is Positive

A symmetric positive definite matrix has positive determinant, and any square matrix A with AAᵀ equal to it is invertible with |det A| equal to the square root of its determinant.

Statement

In the setting of Routine Facts, Continued: Typed Arithmetic, Maps and Predicativity, let n∈Nn\in\mathbb{N} and let Σ∈S(n)\Sigma\in\mathcal{S}(n) be a symmetric real n×nn\times n matrix that is positive definite, with the matrix product, the transpose, the determinant det⁡\det, invertible matrices and square roots of nonnegative real numbers.

Positivity. det⁡Σ>0\det\Sigma>0.

Factors. If a real n×nn\times n matrix A∈Mn(R)A\in\mathcal{M}_{n}(\mathbb{R}) satisfies AA⊤=ΣAA^{\top}=\Sigma, then AA is invertible and

∣det⁡A∣=det⁡Σ|\det A|=\sqrt{\det\Sigma}

(det⁡Σ>0\det\Sigma>0 by (i)).

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