exp is a homeomorphism from symmetric to positive definite matrices
Statement
Let be the space of real symmetric matrices and the open subset of positive definite matrices. Show that is a homeomorphism.
Hint
Build the inverse by diagonalisation. For continuity of the inverse, show that of a compact subset of is compact (properness).
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Solution
Idea. is a continuous bijection; we show it is also a closed map by checking properness.
Well defined. For there is with , so , which is symmetric with eigenvalues : positive definite.
Bijective. Define for . This does not depend on the choice of diagonalisation: if is any function and has eigenspaces , then is the operator acting as the scalar on each , and this description is intrinsic. By construction and . So is a bijection with inverse .
Continuous. is continuous on and carries the induced topology.
Proper. Let be compact. Eigenvalues depend continuously on the matrix (e.g. and are continuous), so there are with all eigenvalues of every in . Then for the eigenvalues lie in , so for : the set is bounded. It is closed: is the preimage of the compact, hence closed, subset under the continuous map . A closed bounded subset of is compact.
Conclusion. The inverse is continuous: if is closed, then . To see that is closed in , take with . The set is compact in , so by properness lies in a compact set; a subsequence converges to some ( closed), and . So .
Remark. The same proof shows that is a homeomorphism between the open cone (convex, hence contractible) and the vector space . It is even a diffeomorphism (it is smooth with smooth inverse, by the holomorphic functional calculus).