I am trying to prove that the following matrix is positive definite, but I am stuck in the last step of my proof... Any help would be really appreciated. Thanks!
Question
Let $A$ be a matrix with entries as follows: $$A_{ii}=2, A_{i,i+1}=A_{i+1,i}=-1, i=1,...,n,$$ and all the remaining entries equal to zero.
Answer
I am going to prove this by induction.
Let us first analyse the basic cases:
- $k=1$: $M_1(A)=2>0$
- $k=2$: $M_2(A)=det\left( \begin{array}{ccc} 2 & -1 \\ -1 & 2 \end{array} \right)=3>0$
- $k=3$: $M_3(A)=det\left( \begin{array}{ccc} 2 & -1 & 0 \\ -1 & 2 & -1 \\ 0 & -1 & 2 \end{array} \right)=4>0$
And we see that the principal minors for $k=1,2,$ and $3$ are positive. Now let us assume that the same happens when $k=n-1$, $M_{n-1}(A)=n>0$. Then we have that $$M_n(A)=2M_{n-1}(A)-(-1)(\text{some matrix})??$$
So there is where I get lost... How do I show that $det(A)=M_n(A)=n+1$?
Thanks a lot!
$$P=J M_6= \left( \begin{array}{ccc} 2 & -1 & 0 & 0 & 0 & 0 \ -1 & 2 & -1 & 0 & 0 & 0 \ 0 & -1 & 2 & -1 & 0 & 0 \ 0 & 0 & -1 & 2 & -1 & 0 \ 0 & 0 & 0 & -1 & 2 & -1 \ 1 & 0 & 0 & 0 & 0 & 1 \end{array} \right).$$
However, if we replace the 5th row by a sum of the 5th and 6th row, we do not have a lower triangular matrix?
– s1047857 Mar 15 '15 at 11:09