Determinants of Positive Definite Matrices: Positivity, the Bound , Bounds under Pinching, and the Expansion of
lemmaLinear Algebralem:log-determinant-bounds-2026aA symmetric positive definite d x d matrix A has positive determinant with log det A <= tr A - d. If epsilon I <= A <= L I, then A is positive definite and d - d/epsilon <= log det A <= dL - d. For a matrix B with entries bounded by m and |t| m small, det(I+tB) equals 1 + t tr B, and log det(I+tB) equals t tr B, each up to an error of order with constants depending only on d.
In the setting of Real Matrices, Symmetric Matrices and the Semidefinite Ordering: Standing Notation, let be a natural number with , read in as in The Real Numbers: Standing Notation and Background §numbers where a real number is required. For a real matrix , is its determinant and its trace; positive definiteness is that of that definition, and is the natural logarithm.
1. (Positivity)¶ If is positive definite, then .
2. (Logarithm of the determinant)¶ If is positive definite, then
3. (Pinching)¶ Let and be positive real numbers and let satisfy . Then is positive definite and
4. (Expansion of )¶ There are nonnegative real numbers and and a positive real number , depending only on , with the following property. Let be a real matrix, let be a nonnegative real number with for all , and let satisfy . Then
and if moreover , then and
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