Linear Algebra and Its Applications · Problem 6.2.33
Positive Definite Matrices — Gilbert Strang
Mathematics · tests-for-positive-definiteness
Problem
For and , confirm that has eigenvalues of the same signs as . Construct a chain of nonsingular matrices linking to an orthogonal . Why is it impossible to construct a nonsingular chain linking to the identity matrix?Intuitive explanation
This problem explores how matrix congruence preserves the signature (the count of positive, negative, and zero eigenvalues) of a symmetric matrix. When you conjugate by via , you're performing a change of basis that reshapes but keeps its fundamental spectral character intact. The key insight is that signature is a congruence invariant—only the magnitudes of eigenvalues change, never their signs. For the chain , you're continuously deforming toward an orthogonal matrix while preserving nonsingularity; orthogonal matrices are the "signature-neutral" transformations. Finally, the identity matrix has a different signature than (one is positive-definite, the other indefinite), and you cannot continuously bridge matrices with different signatures without hitting a singular point—a topological obstruction.
Intuitive explanation
This problem explores how matrix congruence preserves the signature (the count of positive, negative, and zero eigenvalues) of a symmetric matrix. When you conjugate by via , you're performing a change of basis that reshapes but keeps its fundamental spectral character intact. The key insight is that signature is a congruence invariant—only the magnitudes of eigenvalues change, never their signs. For the chain , you're continuously deforming toward an orthogonal matrix while preserving nonsingularity; orthogonal matrices are the "signature-neutral" transformations. Finally, the identity matrix has a different signature than (one is positive-definite, the other indefinite), and you cannot continuously bridge matrices with different signatures without hitting a singular point—a topological obstruction.