Try to conclude how much you have positive, negative and zero eigenvalue of $B^TAB$

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Let $Ain M_3$ some arbitrary positive definite matrices and
B=$beginbmatrix
1& 1& 0& 2\
2& -1& 1& 2\
1 & 0& 0& 1
endbmatrix$.
Conclude connection between eigenvalue of matrices $B^TAB$, how much it has zero eigenvalues, how much it has positive and negative eigenvalues.
I find that $rankB=3$ then if I use some eigenvector $xin mathbb R^4$ such that $xnot=0$ then exist some eigenvalue $lambda$ that $B^TABx=lambda x$, if I multiply both side with $x^T$ I get this $x^TB^TABx=lambda x^Tx$
then if $Bx=y$ and if I write $x^TB^TABx=lambda x^Tx$ like this $y^TAy=lambda x^Tx$ then since $y^TAy>0$, $x^Tx>0$ so then $lambda>0$ but If I pick some eigenvector from $kerB$ then $lambda=0$ so it can be one zero and three positive eigenvalue, what you think?
linear-algebra matrices eigenvalues-eigenvectors
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up vote
0
down vote
favorite
Let $Ain M_3$ some arbitrary positive definite matrices and
B=$beginbmatrix
1& 1& 0& 2\
2& -1& 1& 2\
1 & 0& 0& 1
endbmatrix$.
Conclude connection between eigenvalue of matrices $B^TAB$, how much it has zero eigenvalues, how much it has positive and negative eigenvalues.
I find that $rankB=3$ then if I use some eigenvector $xin mathbb R^4$ such that $xnot=0$ then exist some eigenvalue $lambda$ that $B^TABx=lambda x$, if I multiply both side with $x^T$ I get this $x^TB^TABx=lambda x^Tx$
then if $Bx=y$ and if I write $x^TB^TABx=lambda x^Tx$ like this $y^TAy=lambda x^Tx$ then since $y^TAy>0$, $x^Tx>0$ so then $lambda>0$ but If I pick some eigenvector from $kerB$ then $lambda=0$ so it can be one zero and three positive eigenvalue, what you think?
linear-algebra matrices eigenvalues-eigenvectors
Yes, but I have no idea how to prove,
â Marko à  koriÃÂ
Sep 4 at 6:04
Do we have any self-adjoint assumption on A?
â AlgebraicsAnonymous
Sep 4 at 6:07
1
i know that $A=QLambda Q^T$
â Marko à  koriÃÂ
Sep 4 at 6:09
1
yes with positive eigenvalues
â Marko à  koriÃÂ
Sep 4 at 6:11
2
Whan you write that $y^TAy>0$, that's true only if $yne0$.
â Jean-Claude Arbaut
Sep 4 at 6:22
 |Â
show 4 more comments
up vote
0
down vote
favorite
up vote
0
down vote
favorite
Let $Ain M_3$ some arbitrary positive definite matrices and
B=$beginbmatrix
1& 1& 0& 2\
2& -1& 1& 2\
1 & 0& 0& 1
endbmatrix$.
Conclude connection between eigenvalue of matrices $B^TAB$, how much it has zero eigenvalues, how much it has positive and negative eigenvalues.
I find that $rankB=3$ then if I use some eigenvector $xin mathbb R^4$ such that $xnot=0$ then exist some eigenvalue $lambda$ that $B^TABx=lambda x$, if I multiply both side with $x^T$ I get this $x^TB^TABx=lambda x^Tx$
then if $Bx=y$ and if I write $x^TB^TABx=lambda x^Tx$ like this $y^TAy=lambda x^Tx$ then since $y^TAy>0$, $x^Tx>0$ so then $lambda>0$ but If I pick some eigenvector from $kerB$ then $lambda=0$ so it can be one zero and three positive eigenvalue, what you think?
linear-algebra matrices eigenvalues-eigenvectors
Let $Ain M_3$ some arbitrary positive definite matrices and
B=$beginbmatrix
1& 1& 0& 2\
2& -1& 1& 2\
1 & 0& 0& 1
endbmatrix$.
Conclude connection between eigenvalue of matrices $B^TAB$, how much it has zero eigenvalues, how much it has positive and negative eigenvalues.
I find that $rankB=3$ then if I use some eigenvector $xin mathbb R^4$ such that $xnot=0$ then exist some eigenvalue $lambda$ that $B^TABx=lambda x$, if I multiply both side with $x^T$ I get this $x^TB^TABx=lambda x^Tx$
then if $Bx=y$ and if I write $x^TB^TABx=lambda x^Tx$ like this $y^TAy=lambda x^Tx$ then since $y^TAy>0$, $x^Tx>0$ so then $lambda>0$ but If I pick some eigenvector from $kerB$ then $lambda=0$ so it can be one zero and three positive eigenvalue, what you think?
linear-algebra matrices eigenvalues-eigenvectors
linear-algebra matrices eigenvalues-eigenvectors
edited Sep 4 at 6:06
asked Sep 4 at 5:44
Marko à  koriÃÂ
3908
3908
Yes, but I have no idea how to prove,
â Marko à  koriÃÂ
Sep 4 at 6:04
Do we have any self-adjoint assumption on A?
â AlgebraicsAnonymous
Sep 4 at 6:07
1
i know that $A=QLambda Q^T$
â Marko à  koriÃÂ
Sep 4 at 6:09
1
yes with positive eigenvalues
â Marko à  koriÃÂ
Sep 4 at 6:11
2
Whan you write that $y^TAy>0$, that's true only if $yne0$.
â Jean-Claude Arbaut
Sep 4 at 6:22
 |Â
show 4 more comments
Yes, but I have no idea how to prove,
â Marko à  koriÃÂ
Sep 4 at 6:04
Do we have any self-adjoint assumption on A?
â AlgebraicsAnonymous
Sep 4 at 6:07
1
i know that $A=QLambda Q^T$
â Marko à  koriÃÂ
Sep 4 at 6:09
1
yes with positive eigenvalues
â Marko à  koriÃÂ
Sep 4 at 6:11
2
Whan you write that $y^TAy>0$, that's true only if $yne0$.
â Jean-Claude Arbaut
Sep 4 at 6:22
Yes, but I have no idea how to prove,
â Marko à  koriÃÂ
Sep 4 at 6:04
Yes, but I have no idea how to prove,
â Marko à  koriÃÂ
Sep 4 at 6:04
Do we have any self-adjoint assumption on A?
â AlgebraicsAnonymous
Sep 4 at 6:07
Do we have any self-adjoint assumption on A?
â AlgebraicsAnonymous
Sep 4 at 6:07
1
1
i know that $A=QLambda Q^T$
â Marko à  koriÃÂ
Sep 4 at 6:09
i know that $A=QLambda Q^T$
â Marko à  koriÃÂ
Sep 4 at 6:09
1
1
yes with positive eigenvalues
â Marko à  koriÃÂ
Sep 4 at 6:11
yes with positive eigenvalues
â Marko à  koriÃÂ
Sep 4 at 6:11
2
2
Whan you write that $y^TAy>0$, that's true only if $yne0$.
â Jean-Claude Arbaut
Sep 4 at 6:22
Whan you write that $y^TAy>0$, that's true only if $yne0$.
â Jean-Claude Arbaut
Sep 4 at 6:22
 |Â
show 4 more comments
1 Answer
1
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oldest
votes
up vote
1
down vote
accepted
From $A = Q Lambda Q^top$ with $Lambda$ a diagonal matrix we know that $A$ is self-adjoint. Thus, we know that all eigenvalues are real. Moreover, $B^top A B$ is self-adjoint:
$$
(B^top A B)^top = B^top (B^top A)^top = B^top A^top B = B^top A B
$$
Thus, the eigenvalues of $B^top A B$ are also real. Moreover, since $A$ is positive definite, $B^top A B$ is positive semidefinite and we know that the eigenvalues are all nonnegative, as you showed. This would be the formal argument.
Your remaining analysis is correct up to typos.
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
From $A = Q Lambda Q^top$ with $Lambda$ a diagonal matrix we know that $A$ is self-adjoint. Thus, we know that all eigenvalues are real. Moreover, $B^top A B$ is self-adjoint:
$$
(B^top A B)^top = B^top (B^top A)^top = B^top A^top B = B^top A B
$$
Thus, the eigenvalues of $B^top A B$ are also real. Moreover, since $A$ is positive definite, $B^top A B$ is positive semidefinite and we know that the eigenvalues are all nonnegative, as you showed. This would be the formal argument.
Your remaining analysis is correct up to typos.
add a comment |Â
up vote
1
down vote
accepted
From $A = Q Lambda Q^top$ with $Lambda$ a diagonal matrix we know that $A$ is self-adjoint. Thus, we know that all eigenvalues are real. Moreover, $B^top A B$ is self-adjoint:
$$
(B^top A B)^top = B^top (B^top A)^top = B^top A^top B = B^top A B
$$
Thus, the eigenvalues of $B^top A B$ are also real. Moreover, since $A$ is positive definite, $B^top A B$ is positive semidefinite and we know that the eigenvalues are all nonnegative, as you showed. This would be the formal argument.
Your remaining analysis is correct up to typos.
add a comment |Â
up vote
1
down vote
accepted
up vote
1
down vote
accepted
From $A = Q Lambda Q^top$ with $Lambda$ a diagonal matrix we know that $A$ is self-adjoint. Thus, we know that all eigenvalues are real. Moreover, $B^top A B$ is self-adjoint:
$$
(B^top A B)^top = B^top (B^top A)^top = B^top A^top B = B^top A B
$$
Thus, the eigenvalues of $B^top A B$ are also real. Moreover, since $A$ is positive definite, $B^top A B$ is positive semidefinite and we know that the eigenvalues are all nonnegative, as you showed. This would be the formal argument.
Your remaining analysis is correct up to typos.
From $A = Q Lambda Q^top$ with $Lambda$ a diagonal matrix we know that $A$ is self-adjoint. Thus, we know that all eigenvalues are real. Moreover, $B^top A B$ is self-adjoint:
$$
(B^top A B)^top = B^top (B^top A)^top = B^top A^top B = B^top A B
$$
Thus, the eigenvalues of $B^top A B$ are also real. Moreover, since $A$ is positive definite, $B^top A B$ is positive semidefinite and we know that the eigenvalues are all nonnegative, as you showed. This would be the formal argument.
Your remaining analysis is correct up to typos.
answered Sep 4 at 6:23
AlgebraicsAnonymous
1,04512
1,04512
add a comment |Â
add a comment |Â
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Yes, but I have no idea how to prove,
â Marko à  koriÃÂ
Sep 4 at 6:04
Do we have any self-adjoint assumption on A?
â AlgebraicsAnonymous
Sep 4 at 6:07
1
i know that $A=QLambda Q^T$
â Marko à  koriÃÂ
Sep 4 at 6:09
1
yes with positive eigenvalues
â Marko à  koriÃÂ
Sep 4 at 6:11
2
Whan you write that $y^TAy>0$, that's true only if $yne0$.
â Jean-Claude Arbaut
Sep 4 at 6:22