Is the following matrix positive definite?
$begingroup$
Is there an easy way to prove / disprove this?
$$ (X)_{ij} = begin{cases}
dfrac{k}{n}& text{if} i = j \
dfrac{k(k-1)}{n(n-1)} & text{otherwise} \
end{cases} $$
where $X in mathbb{R}^{n times n}$ and $1 < k < n$
linear-algebra positive-definite symmetric-matrices
$endgroup$
add a comment |
$begingroup$
Is there an easy way to prove / disprove this?
$$ (X)_{ij} = begin{cases}
dfrac{k}{n}& text{if} i = j \
dfrac{k(k-1)}{n(n-1)} & text{otherwise} \
end{cases} $$
where $X in mathbb{R}^{n times n}$ and $1 < k < n$
linear-algebra positive-definite symmetric-matrices
$endgroup$
add a comment |
$begingroup$
Is there an easy way to prove / disprove this?
$$ (X)_{ij} = begin{cases}
dfrac{k}{n}& text{if} i = j \
dfrac{k(k-1)}{n(n-1)} & text{otherwise} \
end{cases} $$
where $X in mathbb{R}^{n times n}$ and $1 < k < n$
linear-algebra positive-definite symmetric-matrices
$endgroup$
Is there an easy way to prove / disprove this?
$$ (X)_{ij} = begin{cases}
dfrac{k}{n}& text{if} i = j \
dfrac{k(k-1)}{n(n-1)} & text{otherwise} \
end{cases} $$
where $X in mathbb{R}^{n times n}$ and $1 < k < n$
linear-algebra positive-definite symmetric-matrices
linear-algebra positive-definite symmetric-matrices
edited 2 days ago
avocado
asked 2 days ago
avocadoavocado
334
334
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2 Answers
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$begingroup$
It's positive definite because it is in the form of $aI+bee^T$, where $e=(1,1,ldots,1)^T$ and $a,b$ are some positive scalars.
$endgroup$
add a comment |
$begingroup$
You can also do it by direct computation,
Suppose $mathbf{x} := (x_1,dots,x_n) in mathbb{R}^n$, with $mathbf{x} neq mathbf{0} in mathbb{R}^n.$ Then the $i^{text{th}}$ component of $Xmathbf{x}$, which we write as $(Xmathbf{x})_i$ is given by begin{align}(Xmathbf{x})_i &= frac kn x_i + sum_{j neq i} frac{k(k-1)}{n(n-1)}x_j \
&= frac kn left(x_i + frac{k-1}{n-1}sum_{j neq i} x_jright).
end{align}
So begin{align}mathbf{x}^T X mathbf{x} &= sum_{i=1}^n x_i (X mathbf{x})_i \
&= frac kn sum_{i=1}^nleft( x_i^2 + frac{k-1}{n-1} sum_{j neq i}x_i x_j right) \
&= frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right).
end{align}
In the case that $sum_{i=1}^n sum_{j neq i} x_i x_j geq 0,$ we easily get $mathbf{x}^T X mathbf{x}>0$.
However, when $sum_{i=1}^n sum_{j neq i} x_i x_j < 0, $ we have
begin{align}
frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right) &> frac kn left(sum_{i=1}^n x_i^2 + sum_{i=1}^n sum_{j neq i} x_i x_j right)\
&= frac kn left(sum_{i=1}^n x_i right)^2 \
&> 0.
end{align}
So in either case, we have $mathbf{x}^T X mathbf{x} >0$. Hence, $X$ is positive definite.
$endgroup$
add a comment |
Your Answer
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2 Answers
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active
oldest
votes
2 Answers
2
active
oldest
votes
active
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active
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$begingroup$
It's positive definite because it is in the form of $aI+bee^T$, where $e=(1,1,ldots,1)^T$ and $a,b$ are some positive scalars.
$endgroup$
add a comment |
$begingroup$
It's positive definite because it is in the form of $aI+bee^T$, where $e=(1,1,ldots,1)^T$ and $a,b$ are some positive scalars.
$endgroup$
add a comment |
$begingroup$
It's positive definite because it is in the form of $aI+bee^T$, where $e=(1,1,ldots,1)^T$ and $a,b$ are some positive scalars.
$endgroup$
It's positive definite because it is in the form of $aI+bee^T$, where $e=(1,1,ldots,1)^T$ and $a,b$ are some positive scalars.
answered 2 days ago
user1551user1551
72.1k566127
72.1k566127
add a comment |
add a comment |
$begingroup$
You can also do it by direct computation,
Suppose $mathbf{x} := (x_1,dots,x_n) in mathbb{R}^n$, with $mathbf{x} neq mathbf{0} in mathbb{R}^n.$ Then the $i^{text{th}}$ component of $Xmathbf{x}$, which we write as $(Xmathbf{x})_i$ is given by begin{align}(Xmathbf{x})_i &= frac kn x_i + sum_{j neq i} frac{k(k-1)}{n(n-1)}x_j \
&= frac kn left(x_i + frac{k-1}{n-1}sum_{j neq i} x_jright).
end{align}
So begin{align}mathbf{x}^T X mathbf{x} &= sum_{i=1}^n x_i (X mathbf{x})_i \
&= frac kn sum_{i=1}^nleft( x_i^2 + frac{k-1}{n-1} sum_{j neq i}x_i x_j right) \
&= frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right).
end{align}
In the case that $sum_{i=1}^n sum_{j neq i} x_i x_j geq 0,$ we easily get $mathbf{x}^T X mathbf{x}>0$.
However, when $sum_{i=1}^n sum_{j neq i} x_i x_j < 0, $ we have
begin{align}
frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right) &> frac kn left(sum_{i=1}^n x_i^2 + sum_{i=1}^n sum_{j neq i} x_i x_j right)\
&= frac kn left(sum_{i=1}^n x_i right)^2 \
&> 0.
end{align}
So in either case, we have $mathbf{x}^T X mathbf{x} >0$. Hence, $X$ is positive definite.
$endgroup$
add a comment |
$begingroup$
You can also do it by direct computation,
Suppose $mathbf{x} := (x_1,dots,x_n) in mathbb{R}^n$, with $mathbf{x} neq mathbf{0} in mathbb{R}^n.$ Then the $i^{text{th}}$ component of $Xmathbf{x}$, which we write as $(Xmathbf{x})_i$ is given by begin{align}(Xmathbf{x})_i &= frac kn x_i + sum_{j neq i} frac{k(k-1)}{n(n-1)}x_j \
&= frac kn left(x_i + frac{k-1}{n-1}sum_{j neq i} x_jright).
end{align}
So begin{align}mathbf{x}^T X mathbf{x} &= sum_{i=1}^n x_i (X mathbf{x})_i \
&= frac kn sum_{i=1}^nleft( x_i^2 + frac{k-1}{n-1} sum_{j neq i}x_i x_j right) \
&= frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right).
end{align}
In the case that $sum_{i=1}^n sum_{j neq i} x_i x_j geq 0,$ we easily get $mathbf{x}^T X mathbf{x}>0$.
However, when $sum_{i=1}^n sum_{j neq i} x_i x_j < 0, $ we have
begin{align}
frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right) &> frac kn left(sum_{i=1}^n x_i^2 + sum_{i=1}^n sum_{j neq i} x_i x_j right)\
&= frac kn left(sum_{i=1}^n x_i right)^2 \
&> 0.
end{align}
So in either case, we have $mathbf{x}^T X mathbf{x} >0$. Hence, $X$ is positive definite.
$endgroup$
add a comment |
$begingroup$
You can also do it by direct computation,
Suppose $mathbf{x} := (x_1,dots,x_n) in mathbb{R}^n$, with $mathbf{x} neq mathbf{0} in mathbb{R}^n.$ Then the $i^{text{th}}$ component of $Xmathbf{x}$, which we write as $(Xmathbf{x})_i$ is given by begin{align}(Xmathbf{x})_i &= frac kn x_i + sum_{j neq i} frac{k(k-1)}{n(n-1)}x_j \
&= frac kn left(x_i + frac{k-1}{n-1}sum_{j neq i} x_jright).
end{align}
So begin{align}mathbf{x}^T X mathbf{x} &= sum_{i=1}^n x_i (X mathbf{x})_i \
&= frac kn sum_{i=1}^nleft( x_i^2 + frac{k-1}{n-1} sum_{j neq i}x_i x_j right) \
&= frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right).
end{align}
In the case that $sum_{i=1}^n sum_{j neq i} x_i x_j geq 0,$ we easily get $mathbf{x}^T X mathbf{x}>0$.
However, when $sum_{i=1}^n sum_{j neq i} x_i x_j < 0, $ we have
begin{align}
frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right) &> frac kn left(sum_{i=1}^n x_i^2 + sum_{i=1}^n sum_{j neq i} x_i x_j right)\
&= frac kn left(sum_{i=1}^n x_i right)^2 \
&> 0.
end{align}
So in either case, we have $mathbf{x}^T X mathbf{x} >0$. Hence, $X$ is positive definite.
$endgroup$
You can also do it by direct computation,
Suppose $mathbf{x} := (x_1,dots,x_n) in mathbb{R}^n$, with $mathbf{x} neq mathbf{0} in mathbb{R}^n.$ Then the $i^{text{th}}$ component of $Xmathbf{x}$, which we write as $(Xmathbf{x})_i$ is given by begin{align}(Xmathbf{x})_i &= frac kn x_i + sum_{j neq i} frac{k(k-1)}{n(n-1)}x_j \
&= frac kn left(x_i + frac{k-1}{n-1}sum_{j neq i} x_jright).
end{align}
So begin{align}mathbf{x}^T X mathbf{x} &= sum_{i=1}^n x_i (X mathbf{x})_i \
&= frac kn sum_{i=1}^nleft( x_i^2 + frac{k-1}{n-1} sum_{j neq i}x_i x_j right) \
&= frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right).
end{align}
In the case that $sum_{i=1}^n sum_{j neq i} x_i x_j geq 0,$ we easily get $mathbf{x}^T X mathbf{x}>0$.
However, when $sum_{i=1}^n sum_{j neq i} x_i x_j < 0, $ we have
begin{align}
frac kn left(sum_{i=1}^n x_i^2 + frac{k-1}{n-1}sum_{i=1}^n sum_{j neq i} x_i x_j right) &> frac kn left(sum_{i=1}^n x_i^2 + sum_{i=1}^n sum_{j neq i} x_i x_j right)\
&= frac kn left(sum_{i=1}^n x_i right)^2 \
&> 0.
end{align}
So in either case, we have $mathbf{x}^T X mathbf{x} >0$. Hence, $X$ is positive definite.
edited 2 days ago
answered 2 days ago
E-muE-mu
702416
702416
add a comment |
add a comment |
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