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If I have a $n \times n$ matrix, call it A, and I know that the determinant of the matrix $A_{n-1,n-1}>0$, how can I prove that det($A_{n,n})>0$, for the following special case? The idea is to prove, by induction, that $A$ is a positive-definite matrix.

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I would also want to know which are the vectors $v_{i}$, $v_{j}$ that satisfy $(v_{i}|v_{j})=c^{|i-j|}$ i.e I would also want to find the set of independent (normalized) vectors that have $A$ for Gram's matrix.

Note: $0

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    @MartinR I know. It is for the following matrice – 2017-02-21
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    what matrix?${}{}{}$ – 2017-02-21
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    @JorgeFernándezHidalgo you can see the question now. Sorry – 2017-02-21
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    I don't see how the matrix is relevant to the last question. – 2017-02-21
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    It's easy to see that $A$ will be positive definite in the case that $\frac{c}{1 - c} < 1 \implies c < 1/2$. I don't see how to approach the general case, though. – 2017-02-21
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    @JorgeFernándezHidalgo please, you can see now the final question. Tank you – 2017-02-21
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    For $n=2$ the determinant is $1-c^2$ and can be negative. – 2017-02-21
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    @Omnomnomnom could you show us the demonstration? Thank you – 2017-02-21
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    @MartinR note $0 – 2017-02-21
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    @MartinR I think you did not see the note. c<1, so what you say is not possible – 2017-02-21
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    @Sergi note that in this case, $A$ is diagonally dominant. This won't lead to a general approach. I'll try something else, first. – 2017-02-21

3 Answers 3

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By induction: the base case $n=1$ is easy. In general: write $$ A_n = \pmatrix{1 & x^T\\x&A_{n-1}} $$ Now, compute the Schur complement $$ A_n/A_{n-1} = 1 - x^TA_{n-1}^{-1}x $$ However, $x$ is simply the first column of $A_{n-1}$ multiplied by $c$. Thus, we have $$ A_n/A_{n-1} = 1 - x^T[A_{n-1}^{-1}x] = 1 - c\;x^Te_1 = 1 - c^2 $$ Because $A_{n-1}$ and $A_n/A_{n-1}$ are both positive (definite), we can conclude that $A_n$ is positive definite.

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    hello. Thank you for your anawer. Do you have any idea about how to find de eigenvalues of A in the general case? – 2017-02-27
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    No idea, sorry. – 2017-02-27
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Substracting from rows $2$ to $n$ the previous row multiplied with $c$ leaves you with an upper triangular matrix, and the determinant is the product of the diagonal elements $$ 1 \cdot (1-c^2) \cdots (1-c^2) = (1-c^2)^{n-1} $$ which is positive for $0 < c < 1$.

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    +1. The same argument works in greater generality: See Theorem 1 in http://math.stackexchange.com/questions/1383741/is-this-determinant-always-non-negative/1384516#1384516 – 2017-02-21
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    hello. Thank you for your anawer. Do you have any idea about how to find de eigenvalues of A in the general case? – 2017-02-27
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Let $N$ be the upper triangular nilpotent Jordan block of size $n$. Then $$ (I-cN)\,A\,(I-cN)^T=\operatorname{diag}(1-c^2,\ldots,1-c^2,1)\succ0. $$ Therefore $A$ is positive definite, by Sylvester's law of inertia. Furthermore, we may rewrite the above as $A=V^TV$, where $$ V=\operatorname{diag}\left(\sqrt{1-c^2},\ldots,\sqrt{1-c^2},1\right)\left((I-cN)^{-1}\right)^T. $$ Hence the columns of $V$ satisfy $\langle v_i,v_j\rangle=a_{ij}=c^{|i-j|}$. More specifically, $V$ is the lower triangular matrix given by $$ v_{ij}=\begin{cases} 0 &\text{ if }j>i,\\ \sqrt{1-c^2}c^{i-j} &\text{ if }j\le i

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    Hello, is the decomposition of $A=V^{T}V$ unique? and why? i.e I would want to know if the decomposition of a self-adjoint operator in terms of $A^{\dagger}A$ is unique. thank you. @user1551 – 2017-02-24
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    @Sergi If $A=V^TV$, then $A=(QV)^T(QV)$ for every real orthogonal matrix $Q$. So, the decomposition is not unique in general. – 2017-02-24
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    thank you for both answers. What I have not understood about your firs answer is: what are the set of vectors $\{v_{i}\}$ that satisfy $( v_{i} | v_{j} )=c^{|i-j|}$ – 2017-02-24
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    sorry but I do not understand this notation... If you post a more specific expression for $v_i$ I will be very thankfuly. – 2017-02-24
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    diag$(\cdot)$ it has no sense for me, does it mean a diagonal $n \times n$ matrix with eigenvalues $\sqrt{1-c^2}$ and 1? And also i have no knowledege about "triangular nilpotent Jordan block of size $n$". But I do not want it to be a problem for you. It is okay... – 2017-02-24
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    @Sergi $\operatorname{diag}(d_1,d_2,\ldots,d_n)$ means a diagonal matrix whose diagonal entries are $d_1,d_2,\ldots,d_n$. An upper triangular nilpotent Jordan block (*note:* what I wrote is "upper triangular", not just "triangular" --- a nilpotent Jordan block is always triangular) means a matrix that has ones on its first super-diagonal and zeroes elsewhere. That is,$$N=\pmatrix{0&1\\ &0&1\\ &&\ddots&\ddots\\ &&&0&1\\ &&&&0}.$$ – 2017-02-25
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    @Sergi By the way, I was a bit irritated that you had accepted my answer without even understanding the first line. I apologise if I've been rude in my comments. Anyway, I hope I have fully answered your question now. – 2017-02-25
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    yes, perfect. Thank you very much. Good luck – 2017-02-25
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    hello. Do you have any idea about how to find de eigenvalues of A in the case n=100? (last question) – 2017-02-27
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    @Sergi I'm not aware of any closed-form formula, but [this](http://mathoverflow.net/q/201017) and also [this](http://mathoverflow.net/q/68099) MO threads may be relevant. If you want to find the smaller eigenvalues numerically, beware that $A$ is very ill-conditioned, because of the presence of $(I-cN)^{-1}$. – 2017-02-27
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    yes... I should find the eigenvalues numerically. Thank you very much! – 2017-02-27