TheoremBase

The Earlier and the New Versions of the Definitions of Symmetric and Positive Semidefinite Matrices, the Operator Norm, Matrix Distance, Eigenvalues and Square Roots Agree

The earlier and the new versions of the definitions of symmetric matrices, positive semidefinite and definite matrices, the semidefinite ordering, the operator norm, the matrix distance, eigenvalues and eigenvectors, and the positive semidefinite square root define the same sets, conditions, numbers and matrices.

Statement

In the setting of Routine Facts, Continued: Typed Arithmetic, Maps and Predicativity, with Euclidean space Rn\mathbb{R}^{n}, the set Mm×n(R)\mathcal{M}_{m\times n}(\mathbb{R}) of real m×nm\times n matrices and Mn(R)=Mn×n(R)\mathcal{M}_{n}(\mathbb{R})=\mathcal{M}_{n\times n}(\mathbb{R}), for m,n∈Nm,n\in\mathbb{N}.

Symmetric matrices. For every n∈Nn\in\mathbb{N} and every A∈Mn(R)A\in\mathcal{M}_{n}(\mathbb{R}), AA is symmetric in the earlier version if and only if it is symmetric in the new version; and the set S(n)\mathcal{S}(n) of the earlier version is the set S(n)\mathcal{S}(n) of the new version.

Semidefiniteness. For every n∈Nn\in\mathbb{N} and every A∈S(n)A\in\mathcal{S}(n), AA is positive semidefinite in the earlier version if and only if it is positive semidefinite in the new version, and positive definite in the earlier version if and only if it is positive definite in the new version.

The semidefinite ordering. For every n∈Nn\in\mathbb{N} and all X,Y∈S(n)X,Y\in\mathcal{S}(n), X⪯YX\preceq Y in the ordering of the earlier version if and only if X⪯YX\preceq Y in the ordering of the new version.

Operator norm. For all m,n∈Nm,n\in\mathbb{N} and every A∈Mm×n(R)A\in\mathcal{M}_{m\times n}(\mathbb{R}), the operator norm ∥A∥\lVert A\rVert of the earlier version is the operator norm ∥A∥\lVert A\rVert of the new version.

Distance. For all m,n∈Nm,n\in\mathbb{N}, the distance dm×nd_{m\times n} on Mm×n(R)\mathcal{M}_{m\times n}(\mathbb{R}) of the earlier version is the distance dm×nd_{m\times n} of the new version.

Eigenvalues and eigenvectors. For every n∈Nn\in\mathbb{N}, every A∈Mn(R)A\in\mathcal{M}_{n}(\mathbb{R}), every λ∈R\lambda\in\mathbb{R} and every x∈Rnx\in\mathbb{R}^{n}, xx is an eigenvector of AA with eigenvalue λ\lambda in the earlier version if and only if it is an eigenvector of AA with eigenvalue λ\lambda in the new version; and λ\lambda is an eigenvalue of AA in the earlier version if and only if it is an eigenvalue of AA in the new version.

Square root. For every n∈Nn\in\mathbb{N} and every positive semidefinite A∈S(n)A\in\mathcal{S}(n), the positive semidefinite square root A1/2A^{1/2} of the earlier version is the positive semidefinite square root A1/2A^{1/2} of the new version.

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