3
$\begingroup$

In Chapter II, Paragraph 4, Section 1 of

F. R. Gantmacher, The Theory of Matrices. Vol. 1 English translation by K. A. Hirsch. Chelsea Publishing Company. 1959. SBN 8284-0131-4,

the following notation is introduced:

"Let $A=\lVert a_{ik}\rVert_1^n$ be a given matrix of rank $r$. We introduce the following notation for the successive principal minors of the matrix $D_k = A\bigl({1\ 2 \ \dotsc\ k \atop 1\ 2 \ \dotsc\ k }\bigr)\qquad(k=1,2,\dotsc,r)$."

Then, [op. cit., p. 37] gives the following:

Corollary $3$: If $S= ||s_{ik}||_1^n$ is a symmetric matrix of rank $r$ and $$D_k= S\bigl( \begin{smallmatrix} 1 & 2 & \dots & k \\ 1 & 2 & \dots & k \end{smallmatrix} \bigr)\ne 0 \ \ \ \ \ \ \ (k= 1,2, \dots,r),$$

then $$S=BB'$$ where $B=||b_{ik}||_1^n$ is a lower triangular matrix in which $$b_{gk}= \Biggl\{\begin{matrix} \frac{1}{\sqrt{D_kD_{k-1}}} S\bigl( \begin{smallmatrix} 1 & 2 & \dots & k-1 & g \\ 1 & 2 & \dots & k-1 & k \end{smallmatrix} \bigr) & (g=k, k+1, \dots, n; k= 1,2, \dots, r), \\ 0 & (g=k, k+1, \dots, n; k= r+1, \dots, n). \\ \end{matrix}$$

Question. Why (if at all) is $D_kD_{k-1}$ always greater than $0$ in this situation?

Remark. The theorem to which the above Corollary is added in op. cit. is the following (cf. op. cit, p. 35):

Theorem 1: Every matrix $A=\lVert a_{ik}\rVert_1^n$ of rank $r$ in which the first $r$ successive principal minors are different from zero

$D_k = A\bigl({1\ 2 \ \dotsc\ k \atop 1\ 2 \ \dotsc\ k }\bigr)\neq 0\quad$ for $k=1,2,\dotsc,r$ $\hspace{135pt}$ (34)

can be represented in the form of a product of a lower triangular matrix $B$ and an upper triangular matrix $C$

$A = BC = \left\lVert\begin{matrix} b_{11} & 0 & \dotsc & 0 \\ b_{21} & b_{22} & \dotsc & 0 \\ & & {{}}\ .\ .\ .\ .\ .\ .\\ b_{n1} & b_{n2} & \dotsc & b_{nn} \end{matrix}\right\rVert\quad\left\lVert\begin{matrix} c_{11} & c_{12} & \dotsc & c_{1n} \\ 0 & c_{22} & \dotsc & c_{2n} \\ & & {{}}\ .\ .\ .\ .\ .\ .\\ 0 & 0 & \dotsc & c_{nn} \end{matrix}\right\rVert$. (35)

Here

$b_{11}c_{11}=D_1$, $b_{22}c_{22}=\frac{D_2}{D_1}$, $\dotsc$, $b_{rr}c_{rr}=\frac{D_r}{D_{r-1}}.$ $\hspace{120pt}$ (36)

The values of the first $r$ diagonal elements of $B$ and $C$ can be chosen arbitrarily subject to the conditions (36).

When the first $r$ diagonal elements of $B$ and $C$ are given, then the elements of the first $r$ columns of $B$ and of the first $r$ rows of $C$ are uniquely determined, and are given by the following formulas:

$b_{gk}=b_{kk}\frac{ A\bigl({1\ 2 \ \dotsc\ k-1 \ g\atop 1\ 2 \ \dotsc\ k-1 \ k }\bigr) }{ A\bigl({1\ 2 \ \dotsc\ k \atop 1\ 2 \ \dotsc \ k }\bigr) }$, $\quad$ $c_{kg}=c_{kk}\frac{ A\bigl({1\ 2 \ \dotsc\ k-1 \ k\atop 1\ 2 \ \dotsc\ k-1 \ g }\bigr) }{ A\bigl({1\ 2 \ \dotsc\ k \atop 1\ 2 \ \dotsc \ k }\bigr)} \hspace{120pt}$ (37) $(g=k,k+1,\dotsc,n; k=1,2,\dotsc,r)$.

If $r<n$ $(\lvert A \rvert = 0)$, then all the elements in the last $n-r$ columns of $B$ can be put equal to zero and all the elements of the last $n-r$ rows of $C$ can be chosen arbitrarily; or, conversely, the last $n-r$ rows of $C$ can be filled with zeros and the last $n-r$ columns of $B$ can be chosen arbitrarily.

P.S.: In the text, there is an inadvertent interchange between columns and rows of $B$ & $C$ in the last two paragraphs of theorem $1$, but I stated them correctly. The correction can be seen from the subscripts $g$ & $k$; since, in the formulas $37$, the "columns" of $B$ can go till $r$ while the "rows" of $C$ can go till $r$.

$\endgroup$
11
  • 1
    $\begingroup$ no. just take a diagonal matrix. $\endgroup$ Feb 12, 2018 at 18:39
  • $\begingroup$ @Abdu Magdy: the $\frac{D_k}{D_{k-1}}$ does not agree with the $D_kD_{k-1}$ in the OP. $\endgroup$ Feb 12, 2018 at 18:41
  • $\begingroup$ @AbdelmalekAbdesselam Then, is the corollary wrong? $\endgroup$
    – Abdu Magdy
    Feb 12, 2018 at 18:41
  • 4
    $\begingroup$ there is probably a missing hypothesis here like the matrix is positive definite. $\endgroup$ Feb 12, 2018 at 18:42
  • 1
    $\begingroup$ Dear @ Abdu Magdy: I added the theorem that the statement you are asking about is a corollary of. Speaking to the content to your question: while I did not look long into Gantmacher's book, as far as I can see you have a point, in that while Theorem 3 ensures that $D_k D_{k-1}$ is nonzero, there does not seem to be any condition ensuring that it is $>0$. $\endgroup$ Feb 16, 2018 at 9:08

2 Answers 2

1
$\begingroup$

That seems to be a mistake. My guess is that the $\neq 0$ should have been $>0$ instead; then the result should hold.

(I'm posting this as an answer to prevent this question to be bumped to the home page).

$\endgroup$
0
$\begingroup$

An interpretation of the corollary might be:

If $S$ is over a number field $F$, $B$ can be over a number field $E$, and $F$ need not be the same as $E$.

Specifically, If $S$ is real valued, $B$ can be complex valued. Hence $\sqrt{D_kD_{k-1}}$ will be always defined; i.e. $D_kD_{k-1}$ need not be positive.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.