TheoremBase

Positive Semidefinite and Positive Definite Matrices by Their Eigenvalues

A real symmetric matrix is positive semidefinite exactly when its eigenvalues are nonnegative, and positive definite exactly when they are positive, or equivalently when it is positive semidefinite and invertible; a positive definite matrix has a quadratic form bounded below by a positive multiple of the squared norm.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let n∈Nn\in\mathbb{N} and A∈S(n)A\in\mathcal{S}(n), the set of symmetric matrices, with positive semidefinite and positive definite matrices, eigenvalues, invertible matrices, the matrix-vector product, the dot product and the Euclidean norm ∥⋅∥\lVert\cdot\rVert on Rn\mathbb{R}^{n}.

AA is positive semidefinite if and only if every eigenvalue of AA is ≥0\ge0.

The following are equivalent: AA is positive definite; every eigenvalue of AA is >0>0; AA is positive semidefinite and invertible.

If AA is positive definite, then there is a real number c>0c>0 with x⋅(Ax)≥c∥x∥2x\cdot(Ax)\ge c\lVert x\rVert^{2} for every x∈Rnx\in\mathbb{R}^{n}.

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