Question: Consider the function P 1 : R 2 R defined as follows: for any x = ( x 1 , x 2 ) R 2
Consider the function P1 : R2 R defined as follows: for any x=(x1,x2)R2,
set xP12=31x12+x1x2+x22.
a) Find a symmetric matrix AR2x2 such that
xP12=xTAx, for all xR2.
b) Show that A above is positive definite.
c) Show that xP12:R2R is a norm.
HINTS for b): -------------------------------------------------------------------
see definition: A matrix ARnxn is called positive semidefinite if
xTAx=xAx0
for all xRn. If the second equality above holds only for x=0 , then A is called positive definite.
Use: min(A)x22xAxmax(A)x22,
where min,maxR are the smallest and the largest eigenvalues of A.
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HINTS for c):
Use Lemma:
For any inner product <,>:RnRnR, there exists a symmetric positive definite matrix ARxx such that
<x,y>=yTAx (1)
for all xRn. On the other hand, formula (1) defines an inner product for any symmetric positive definite ARnn.
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