Linear Algebra and Its Applications · Problem 6.2.33

Positive Definite Matrices — Gilbert Strang

Mathematics · tests-for-positive-definiteness

Problem

For C=[200−1]C = \begin{bmatrix} 2 & 0 \\ 0 & -1 \end{bmatrix} and A=[1111]A = \begin{bmatrix} 1 & 1 \\ 1 & 1 \end{bmatrix}, confirm that CTACC^T A C has eigenvalues of the same signs as AA. Construct a chain of nonsingular matrices C(t)C(t) linking CC to an orthogonal QQ. Why is it impossible to construct a nonsingular chain linking CC 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 AA by CC via CTACC^T A C, you're performing a change of basis that reshapes AA 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 C(t)C(t), you're continuously deforming CC toward an orthogonal matrix while preserving nonsingularity; orthogonal matrices are the "signature-neutral" transformations. Finally, the identity matrix has a different signature than CC (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 AA by CC via CTACC^T A C, you're performing a change of basis that reshapes AA 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 C(t)C(t), you're continuously deforming CC toward an orthogonal matrix while preserving nonsingularity; orthogonal matrices are the "signature-neutral" transformations. Finally, the identity matrix has a different signature than CC (one is positive-definite, the other indefinite), and you cannot continuously bridge matrices with different signatures without hitting a singular point—a topological obstruction.

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