Math Problem Statement

已知 A, B 是两个 n 阶正定矩阵,判断下列结论是否正确,说明理由。(A) AB 的特征值都大于零 (B) A = B 的充要条件是 A^(-1)B 的特征值都是 -1 (C) A^(-1) + B' 正定 (D) AB 正定

Solution

The problem asks to evaluate the correctness of the given statements, with the matrices AA and BB assumed to be positive definite n×nn \times n matrices.

Let's go through the statements one by one:

(A) ABAB 的特征值都大于零 (The eigenvalues of ABAB are all greater than zero)

For positive definite matrices AA and BB, it's known that their eigenvalues are positive. However, the product ABAB may not necessarily have all positive eigenvalues. Although AA and BB are individually positive definite, the product ABAB is not necessarily positive definite (and may not even be symmetric). Therefore, we cannot conclude that all eigenvalues of ABAB are positive.

Conclusion: False.


(B) A=BA = B 的充要条件是 A1BA^{-1}B 的特征值都是 -1 (The necessary and sufficient condition for A=BA = B is that all eigenvalues of A1BA^{-1}B are -1)

If A=BA = B, then A1B=IA^{-1}B = I, where II is the identity matrix, whose eigenvalues are all 1, not -1. This statement seems to confuse the conditions for equality between AA and BB.

Conclusion: False.


(C) A1+BA^{-1} + B' 正定 ( A1+BTA^{-1} + B^T is positive definite)

Since AA and BB are both positive definite, their inverses and transposes are also positive definite. The sum of two positive definite matrices is also positive definite. Therefore, A1+BA^{-1} + B' (which is A1+BTA^{-1} + B^T) is positive definite.

Conclusion: True.


(D) ABAB 正定 ( ABAB is positive definite)

For positive definite matrices AA and BB, their product is not necessarily positive definite unless the matrices commute (i.e., AB=BAAB = BA). Since the problem does not specify that AA and BB commute, we cannot conclude that ABAB is positive definite in general.

Conclusion: False.


Summary of Answers:

  • (A) False
  • (B) False
  • (C) True
  • (D) False

Would you like a detailed explanation on any specific part?


Here are 5 related questions:

  1. What are the properties of positive definite matrices?
  2. How do the eigenvalues of a matrix product relate to the eigenvalues of the individual matrices?
  3. Under what conditions is the sum of two positive definite matrices also positive definite?
  4. Can you give an example where the product of two positive definite matrices is not positive definite?
  5. Why does the transpose of a positive definite matrix remain positive definite?

Tip: When dealing with eigenvalues of matrix products, always verify if the matrices commute before concluding any properties about the product.

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Math Problem Analysis

Mathematical Concepts

Positive Definite Matrices
Matrix Eigenvalues
Matrix Products
Linear Algebra

Formulas

Eigenvalues of matrix product AB
Inverse and transpose of matrices
Positive definite matrix definition

Theorems

Eigenvalue properties of positive definite matrices
Sum of positive definite matrices
Conditions for matrix product positivity

Suitable Grade Level

University level