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Needs:
Eigenvalue Decomposition
Real Positive Semidefinite Matrices
Needed by:
None.
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Eigenvalues and Definiteness

Why

Can we characterize positive (semi-)definite matrices in terms of their eigenvalues?

Main Result

Using eigenvalue decompositions, we can answer in the affirmative.

Suppose $A \in \mathbfsf{S} ^d$ has smallest eigenvalue $\lambda _{\min}(A)$. Then

\[ \begin{aligned} A \in \mathbfsf{S} _+^d \quad &\iff \quad \lambda _{\min}(A) \geq 0 \\ \quad &\iff \quad \tr AB \geq 0 \text{ for all } B \in \mathbfsf{S} _+^d. \end{aligned} \]

and

\[ \begin{aligned} A \in \mathbfsf{S} _{++}^d \quad &\iff \quad \lambda _{\min}(A) > 0 \\ \quad &\iff \quad \tr AB > 0 \text{ for all nonzero } B \in \mathbfsf{S} _{++}^d. \end{aligned} \]

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