Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN: 9780470458365
Author: Erwin Kreyszig
Publisher: Wiley, John & Sons, Incorporated
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Question
27. Let A be square n × n-matrix. Show that A + AT is symmetric. Show that
A
+x. (^ + ¹² ) x
(²
2
X. Ax = x.
for all x in R". Conclude that x Ax ≥ 0 for all x in R" if and only if the symmetric
matrix A + AT is positive semidefinite.
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Transcribed Image Text:27. Let A be square n × n-matrix. Show that A + AT is symmetric. Show that A +x. (^ + ¹² ) x (² 2 X. Ax = x. for all x in R". Conclude that x Ax ≥ 0 for all x in R" if and only if the symmetric matrix A + AT is positive semidefinite.
Expert Solution
Check Mark
Step 1: Definition of positive semidefinite matrix

Given A is a square matrix of order n cross times n .

To show that matrix A plus A to the power of T is a symmetric matrix.

And to show X times A X equals X times open parentheses fraction numerator A plus A to the power of T over denominator 2 end fraction close parentheses X for all X element of straight real numbers to the power of n .

Also to conclude that X times A X greater or equal than 0 for all X element of straight real numbers to the power of n if and only if the symmetric matrix A plus A to the power of T is positive semi definite.


A matrix M is called a positive semi definite matrix if and only if M is symmetric matrix and v to the power of T M v greater or equal than 0 for all v element of V .


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