(a) Show that the Gram matrix of x₁,...,xn € Rm is positive semidefinite. (b) Show that an n x n positive semidefinite matrix A is the Gram matrix of n vectors in R". use the orthogonal diagonalization of A

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
Problem 23EQ
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The Gram matrix of x₁,..., Xn E Rm is the n x n matrix G where
Gi,j
=Xi•Xj,
for i, j = 1,..., n.
Xn then G = BT B.
For example,
if B =
3
X1 X2
1 13
...
is the Gram matrix of x₁ =
1
and x2 =
0
3
T
Definition: A matrix A is positive semidefinite if it is symmetric and x Ax ≥ 0, for all x € R".
(a) Show that the Gram matrix of x₁,...,xn € Rm is positive semidefinite.
(b) Show that an n x n positive semidefinite matrix A is the Gram matrix of n vectors in R".
use the orthogonal diagonalization of A
Transcribed Image Text:The Gram matrix of x₁,..., Xn E Rm is the n x n matrix G where Gi,j =Xi•Xj, for i, j = 1,..., n. Xn then G = BT B. For example, if B = 3 X1 X2 1 13 ... is the Gram matrix of x₁ = 1 and x2 = 0 3 T Definition: A matrix A is positive semidefinite if it is symmetric and x Ax ≥ 0, for all x € R". (a) Show that the Gram matrix of x₁,...,xn € Rm is positive semidefinite. (b) Show that an n x n positive semidefinite matrix A is the Gram matrix of n vectors in R". use the orthogonal diagonalization of A
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