Matrix Properties

Matrices can be categorized by whether or not they feature certain properties.

Contents

  1. Matrix Properties
    1. Symmetry
    2. Idempotency
    3. Orthogonality
    4. Diagonalizability
    5. Positive Definite
      1. Positive Semi-definite

Symmetry

A symmetric matrix is equal to its transpose. 

julia> A = [1 2; 2 1]
2×2 Matrix{Int64}:
 1  2
 2  1

julia> A == A'
true

Clearly only a square matrix can be symmetric.

For a symmetric matrix, the eigenvalues are always real and the eigenvectors can be written as perpendicular vectors. This means that diagonalization of a symmetric matrix is expressed as A = QΛQ-1 = QΛQT, by using the orthonormal eigenvectors.

Symmetric matrices are combinations of perpendicular projection matrices.

For a symmetric matrix, the signs of the pivots are the same as the signs of the eigenvalues.

Idempotency

An idempotent matrix can be multiplied by some matrix A any number of times and the first product will continue to be returned. In other words, A2 = A.

For example, the projection matrix P is characterized as H(HTH)-1HT. If this were squared to H(HTH)-1HTH(HTH)-1HT, then per the core principle of inversion (i.e., AA-1 = I), half of the terms would cancel out. P2 = P.

Only a square matrix can be idempotent.

Orthogonality

A square matrix with orthonormal columns is called orthogonal.

Some matrices can be orthonormalized. They must be invertible at minimum.

Orthogonal matrices have several properties:

Diagonalizability

A diagonal matrix has many useful properties. A diagonalizable matrix is a square matrix that can be factored into one.

Positive Definite

A positive definite matrix is a symmetric matrix where all eigenvalues are positive. Following from the properties of all symmetric matrices, all pivots are also positive. Necessarily the determinant is also positive, and all subdeterminants are also positive.

Positive Semi-definite

A slight modification of the above requirement: 0 is also allowable.

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