Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN: 9780470458365
Author: Erwin Kreyszig
Publisher: Wiley, John & Sons, Incorporated
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Problem 3 (Criterion for negative definite matrices). Let
a11
ain
A =
E Mn(R)
Anl
Ann
be a symmetric matrix.
(1) Suppose that the matrix A is diagonal:
A = diag(^1, ..., An),
d1,. .. , An E R
Prove that A is negative definite if and only if di < 0 for all i.
(2) Let A1, A2,..., An be the leading principal minors of the matrix A.
Prove that A is negative definite if and only if
(-1)*Ak < 0, k = 1, 2, ..., n
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Transcribed Image Text:Problem 3 (Criterion for negative definite matrices). Let a11 ain A = E Mn(R) Anl Ann be a symmetric matrix. (1) Suppose that the matrix A is diagonal: A = diag(^1, ..., An), d1,. .. , An E R Prove that A is negative definite if and only if di < 0 for all i. (2) Let A1, A2,..., An be the leading principal minors of the matrix A. Prove that A is negative definite if and only if (-1)*Ak < 0, k = 1, 2, ..., n
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