TheoremBase

The Invertible Matrices and the Positive Semidefinite Matrices Form Sets

For n in N, the invertible real n x n matrices form a subset GLn(R)GL_n(R) of the square matrices, and the positive semidefinite symmetric n x n matrices form a subset S+(n)S_+(n) of S(n), each with the evident membership. Both conditions are expressed by predicative formulas, so set-builder applies.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let n∈Nn\in\mathbb{N}, with the square real matrices Mn(R)\mathcal{M}_{n}(\mathbb{R}), the set S(n)\mathcal{S}(n) of symmetric real n×nn\times n matrices, invertible matrices as in Inverse Matrix and Invertible Real Square Matrix §invertible, and positive semidefinite matrices as in Positive Semidefinite and Positive Definite Real Matrices §psd.

There is exactly one set GLn(R)\mathrm{GL}_{n}(\mathbb{R}) such that, for every set AA, A∈GLn(R)A\in\mathrm{GL}_{n}(\mathbb{R}) if and only if A∈Mn(R)A\in\mathcal{M}_{n}(\mathbb{R}) and AA is invertible. It is a subset of Mn(R)\mathcal{M}_{n}(\mathbb{R}), written {A∈Mn(R):A is invertible}\{A\in\mathcal{M}_{n}(\mathbb{R}):A\text{ is invertible}\}.

There is exactly one set S+(n)\mathcal{S}_{+}(n) such that, for every set AA, A∈S+(n)A\in\mathcal{S}_{+}(n) if and only if A∈S(n)A\in\mathcal{S}(n) and AA is positive semidefinite. It is a subset of S(n)\mathcal{S}(n), written {A∈S(n):A is positive semidefinite}\{A\in\mathcal{S}(n):A\text{ is positive semidefinite}\}.

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