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Exercise 1383Topology › Topology of Mn(ℝ) › Rank, spectrum and normsL3Added 6 Nov 2026

Matrices with positive definite symmetric part

#positive definite#convex cone#eigenvalues#real part

Statement

Let K={A∈Mn(R):A+AT is positive definite}\mathcal{K}=\{A\in M_n(\mathbb{R}):A+A^T\text{ is positive definite}\}. Show that K\mathcal{K} is open and convex, and that every eigenvalue λ∈C\lambda\in\mathbb{C} of every A∈KA\in\mathcal{K} satisfies Re⁡λ>0\operatorname{Re}\lambda>0.

Hint

K\mathcal{K} is the preimage of the cone PD\mathrm{PD} under a linear map. For the eigenvalues, compute Re⁡(v∗Av)\operatorname{Re}(v^*Av) for a complex eigenvector vv.

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Solution

Openness and convexity. The map L:A↦A+ATL:A\mapsto A+A^T is linear, hence continuous, and PD\mathrm{PD} is open and convex (it is defined by xTSx>0x^TSx>0 for all x≠0x\ne0, a convex condition; openness by Sylvester's criterion or by compactness of the unit sphere). Therefore K=L−1(PD)\mathcal{K}=L^{-1}(\mathrm{PD}) is open and convex.

Eigenvalues. Let Av=λvAv=\lambda v with v∈Cn∖{0}v\in\mathbb{C}^n\setminus\{0\}. Write S=A+AT2S=\frac{A+A^T}2, real symmetric, positive definite on Rn\mathbb{R}^n, and also on Cn\mathbb{C}^n: v=x+iyv=x+iy gives v∗Sv=xTSx+yTSy>0v^*Sv=x^TSx+y^TSy>0 (the cross terms cancel because SS is symmetric). Since AA is real,
v∗Av‾=vTATvˉ=(vˉ)∗…\overline{v^*Av}=v^TA^T\bar v=(\bar v)^*\ldots
more simply, v∗ATv=v∗Av‾v^*A^Tv=\overline{v^*Av} because AT=A∗A^T=A^* for real AA. Hence
v∗Sv=12(v∗Av+v∗A∗v)=Re⁡(v∗Av).v^*Sv=\tfrac12\big(v^*Av+v^*A^*v\big)=\operatorname{Re}(v^*Av).
But v∗Av=λ v∗v=λ∣v∣2v^*Av=\lambda\,v^*v=\lambda|v|^2, so
Re⁡λ ∣v∣2=v∗Sv>0 ⟹ Re⁡λ>0.\operatorname{Re}\lambda\,|v|^2=v^*Sv>0\ \Longrightarrow\ \operatorname{Re}\lambda>0.

Example. A=(15−51)A=\begin{pmatrix}1&5\\-5&1\end{pmatrix}: A+AT=2I>0A+A^T=2I>0 and the eigenvalues are 1±5i1\pm5i, real part 1>01>0.

Remark. The converse fails: (11001)\begin{pmatrix}1&10\\0&1\end{pmatrix} has both eigenvalues 11 but A+AT=(210102)A+A^T=\begin{pmatrix}2&10\\10&2\end{pmatrix} is indefinite (determinant 4−100<04-100<0). Positivity of the symmetric part is a *uniform* (for all vectors) version of positivity of the spectrum, and it is related to Lyapunov stability with P=IP=I.