27. Let A be square n x n-matrix. Show that A + AT is symmetric. Show that A+ ATY X. Ax = x 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.
27. Let A be square n x n-matrix. Show that A + AT is symmetric. Show that A+ ATY X. Ax = x 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.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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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

Step 1: Definition of positive semidefinite matrix
Given is a square matrix of order
.
To show that matrix is a symmetric matrix.
And to show for all
.
Also to conclude that for all
if and only if the symmetric matrix
is positive semi definite.
A matrix is called a positive semi definite matrix if and only if
is symmetric matrix and
for all
.
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