Matrices with positive definite symmetric part
Statement
Let . Show that is open and convex, and that every eigenvalue of every satisfies .
Hint
is the preimage of the cone under a linear map. For the eigenvalues, compute for a complex eigenvector .
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Solution
Openness and convexity. The map is linear, hence continuous, and is open and convex (it is defined by for all , a convex condition; openness by Sylvester's criterion or by compactness of the unit sphere). Therefore is open and convex.
Eigenvalues. Let with . Write , real symmetric, positive definite on , and also on : gives (the cross terms cancel because is symmetric). Since is real,
more simply, because for real . Hence
But , so
Example. : and the eigenvalues are , real part .
Remark. The converse fails: has both eigenvalues but is indefinite (determinant ). 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 .