17- Matrix Basics 1

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    Advanced

    Structural

    Analysis

    DevdasMenonProfessor

    IITMadras

    ([email protected])

    NationalProgrammeonTechnologyEnhancedLearning(NPTEL)

    www.nptel.ac.in

    Lecture17Module3:

    BasicMatrixConcepts

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    AdvancedStructuralAnalysis

    Modules

    1. Reviewofbasicstructuralanalysis 1(6lectures)

    2. Reviewofbasicstructuralanalysis 2(10lectures)

    3. Basicmatrix

    concepts

    4. Matrixanalysisofstructureswithaxialelements

    5. Matrixanalysisofbeamsandgrids

    6. Matrixanalysisofplaneandspaceframes

    7. Analysisofelasticinstabilityandsecondordereffects

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    Module3:BasicMatrixConcepts

    Reviewofmatrixalgebra

    Introductiontomatrixstructuralanalysis(forceand

    displacementtransformations;stiffnessandflexibilitymatrices;basicformulations;equivalent

    jointloads).

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    ReviewofBasic

    ConceptsinStructuralAnalysis

    Matrix

    Conceptsand

    Methods

    Structures

    withAxialElements

    Beamsand Grids

    PlaneandSpace

    Frames

    ElasticInstability

    andSecondorder

    AnalysisA

    dvanced

    Stru

    ctural

    Analys

    is

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    1INTRODUCTION

    2MATRIX

    3VECTOR

    4ELEMENTARYMATRIXOPERATIONS

    5MATRIXMUTLITPLICATION

    6TRANSPOSEOFAMATRIX

    MatrixConceptsandAlgebra

    7RANKOFAMATRIX

    8LINEARSIMULTANEOUSEQUATIONS

    9MATRIXINVERSION

    10EIGENVALUESANDEIGENVECTORS

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    MatricesinStructuralAnalysis

    LOADS

    (input) STRUCTURE

    (system)

    RESPONSE?

    (output)

    A AA AR A

    R RA RR R

    F k k D

    F k k D

    LoadVectorFASupportDisplacementsDR

    InitialDeformationsD*in

    DisplacementVectorDASupportReactionsDRInternalForcesF*

    MemberDeformationsD*

    Analysissoftwarepackages

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    Introduction

    Thereisanincreasingtendencyamongmodernstructuralengineerstoleanheavilyonsoftwarepackagesforeverything.

    Thisinducesafalsesenseofknowledge,securityandpower.

    Thecomputerisindeedapowerfultoolandanassetforanystructuralengineer. Itisdangerous,however,tomakethetoolonesmaster,andtomakeitaconvenientsubstitutefor

    humanknowledge,experienceandcreativethinking.

    Ref.: Preface to Advanced Structural Analysis

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    By definition,amatrix isrectangulararrayofelementsarrangedinhorizontalrowsandverticalcolumns.

    Theentriesofamatrix,calledelements,arescalarquantities commonlynumbers,butmayalsobefunctions,operatorsorevenmatrices(calledsub

    matrices)themselves.

    A A

    A

    mn a

    ij

    aij

    mn

    a11

    a12

    a13

    L a1 n

    a21

    a22

    a23

    L a2n

    a31

    a32

    a33

    L a3n

    M M M M

    am1

    am2

    am3

    L amm

    order

    m n square matrix

    a

    ij 0 i,j null matrix, O

    identity matrix,I

    aij 0: i j

    aij 1 : i j

    diagonal elements

    1 0 0

    0 1 00 0 1

    Matrix?

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    square matrix

    symmetric matrix (m= n= 6)

    aij ajibanded matrix

    sparse matrix

    a 0 0d b 0e f c

    a d e0 b f

    0 0 c

    lower triangular matrix, L upper triangular matrix, U

    sub-matrices

    Type of matrix?4 -1

    -1 -2

    -2

    9

    9

    5

    74-1

    -2

    -2

    -1

    1

    1

    00

    0

    0

    000

    00

    0 0

    0 00

    0 00

    00

    0

    A a

    ij

    mn

    b

    ij

    ip

    cij

    l np

    dij

    ml pe

    ij

    ml np

    mn

    B CD E

    Partitioning:

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    Avectorisasimplearrayofscalarquantities,typicallyarrangedinaverticalcolumn.

    Hence,thevectorcanbevisualisedasamatrixoforderm

    1,wherethenumberm iscalledthedimensionofthevector.Thescalarentriesofavectorarecalledcomponents ofthevector.

    V V m

    vi V m1 vij m1

    v1

    v2

    v3

    M

    vm

    Whatisavector?

    Isitatype

    of

    matrix?

    a1 a2 a3 L an row vector

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    Wecanvisualizeamultidimensionallinearvectorspace,m,whosedimensionm isgivenbytheminimumnumberoflinearlyindependentvectors(withrealcomponents)requiredtospanthespace.Vectorsaresaidtospanavectorspace,ifthespaceconsistsofallpossiblelinearcombinations ofthosevectors.Anysetofvectorsthatarelinearly

    independentandalsospanthevectorspaceiscalledabasisofthevectorspace.

    0x

    y

    z

    V

    V

    2

    13

    canbevisualisedin3 vectorspaceas V 2i j 3k

    unitvectors

    10

    0

    '01

    0

    and00

    1

    provideanorthogonalbasisin3 vectorspace.

    havingamagnitudeorlength,

    V v

    i

    2

    i1

    m

    14

    Asetofvectors,{V1,V2,,Vn},havingthesamedimensionm,issaidtobelinearlyindependentifnolinearcombinationofthem(otherthanthezero

    combination)resultsinazerovector;i.e.,c1 = c2 = = cn = 0,if .

    ciVii1

    n

    0

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    ELEMENTARYMATRIXOPERATIONS

    ScalarMultiplication: A aij mn aij mn A

    MatrixAddition: A+B aij mn bij mn aij bij mn

    A B a

    ij

    mn

    1 bij mn aij bij mn

    A+B B+A

    A+ B+C A+B +C

    MatrixMultiplication: aij mn bij np cij mpAB =C;i.e.,

    L L L L L

    L L L L L

    ai1 ai2 ai3 L ain

    L L L L L

    L L L L L

    mn

    M M b1j

    M M

    M M b2j

    M M

    M M M M M

    M M bnj

    M M

    np

    M

    M

    L L cij L

    M

    M

    mp

    ith row

    jth column jth column

    ith row

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    A B+C

    AB+AC

    A BC AB C

    B+C A BA+CAAO= O

    AI= A

    2 13 4

    1 2

    32

    1 42 0

    22

    0 811 125 4

    32

    A mn B np C mp

    23

    1

    1 14

    2

    2

    EverycolumnvectorofC isalinear

    combinationofthecolumnvectorsofthepremultiplyingmatrixA!

    3 1 4

    4

    2 0

    EveryrowvectorofC isalinearcombinationoftherowvectorsofthepostmultiplyingmatrixB!

    Matrix multiplication operation does notpossess the property of commutativity;i.e, in general, AB BA

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    TRANSPOSEOFAMATRIX

    Transposition is an operation in which the rectangular array of the matrix is rearranged(transposed) such that the order of the matrix changes from m nto n m, with therows changed into columns, preserving the order. If the original matrix is A =[aij]mn,then thetranspose ofA, which is denoted as AT, is given by AT = [aij]

    T = [aji]nm.

    Transposition is an operation in which the rectangular array of the matrix is rearranged(transposed) such that the order of the matrix changes from m nto n m, with therows changed into columns, preserving the order. If the original matrix is A =[aij]mn,then thetranspose ofA, which is denoted as AT, is given by AT = [aij]

    T = [aji]nm.

    (AT)T =A

    (A)T =AT

    (A+B)T =AT+BT

    (AB)T =BTAT

    ST =AT (AT)T

    A nm

    T

    A mn S nn

    Square matrix

    =AT A=S

    1 2 3

    2 0 1

    1 2

    2 03 1

    14 1

    1 5

    Symmetric matrix

    (sji= sij)

    AT=AT (i.e., aji= aji ) Skew - Symmetric

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    Theproduct{F}T{D}= resultsinamatrixoforder1 1 ,whichisnothing

    butascalar. Suchaproduct,whichissometimesdenotedas ,iscalledinnerproduct (dotproductinvectoralgebrainvolvingtwoandthreedimensionalvectors). Thisproductessentiallyreflectstheprojectedlengthofonevectoralongthedirectionoftheothervector. ThemagnitudeofanyvectorV,defined as maybeviewedasthe

    innerproductofVwithitself,i.e., .

    Theproduct{F}T{D}= resultsinamatrixoforder1 1 ,whichisnothing

    butascalar. Suchaproduct,whichissometimesdenotedas ,iscalledinnerproduct (dotproductinvectoralgebrainvolvingtwoandthreedimensionalvectors). Thisproductessentiallyreflectstheprojectedlengthofonevectoralongthedirectionoftheothervector. ThemagnitudeofanyvectorV,defined as maybeviewedasthe

    innerproductofVwithitself,i.e., .

    F,D

    V vi

    2

    i1m

    V,V VTVorthonormal

    vectors

    X

    i

    T

    X

    j ij 1 if i= j

    0 if i j

    D,F DT k D

    D,F T DT k D T DT k T D [k] is symmetric !

    Commutative propertyof inner product: F

    T

    D D T

    F

    F

    m1 k mm D m1

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    Therankofthematrix[A]isequaltothenumberoflinearly

    independentcolumnvectorsofthematrix,andthisnumberisidenticaltothenumberoflinearlyindependentrowvectors.

    Themaximumvalueoftherankrofanymatrixoforderm n isgivenbym orn(whicheverislower),andtheminimumvalueis1.

    Linearsimultaneousequations:

    aij

    Xj

    j1n ci i 1,2,.....,m

    A mn Xn1 Cm1coefficientmatrix

    RANKOF

    AMATRIX

    Thesubspaceinthevectorspacem containingalllinearcombinationsoftheindependentcolumn (orrow)vectorsiscalledthecolumnspace

    (orrowspace)ofA,andthissubspacehasadimensi0nequaltorankr.

    A 1 2 3

    2 1 3

    3 1 4

    4 2 6

    Rank of A = 3 or 2 or 1 ?

    Sum of first two columns! Rank = 2.

    C=O(homogeneousequations)

    nullspaceofA(allpossible

    solutionsofX)

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    RowReducedEchelonForm

    R mn

    Irr F r nr

    O mr rO mr nr

    ArelativelyeasyandcertainwayofdeterminingtherankofamatrixisbyreducingthematrixtoarowreducedechelonformR throughaprocessofelimination(transformingA ascloselyaspossibletoanidentifymatrixI intheupperleftcorner).

    Free variablecoefficient matrix

    A 2 4 6

    2 1 3

    3 1 4

    4 2 6

    1 2 3

    0 1 1

    0 0 0

    0 0 0

    pivot

    1 2 3

    0 3 3

    0 5 5

    0 6 6

    1 0 1

    0 1 1

    0 0 0

    0 0 0

    R I FO O

    Rank r= 2

    2 4 6

    2 1 3

    3 1 4

    4 2 6

    X1

    X2

    X3

    c1

    c2

    c3

    c4

    AX=C:

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    LINEARSIMULTANEOUSEQUATIONS

    AX=C

    I rr F r nrO mrr O mr nr

    mn

    Xpivot

    r1X

    free nr1

    n1

    Dpivot

    r1D

    zero mr1

    m1

    pivotvariables pivotrowconstants

    freevariables zerorowconstants

    Xpivot Dpivot F Xfree X Xp XnD

    zero O

    Case1 : r m and r n

    must be satisfied by C for a feasible solution set.

    2 4 6

    2 1 3

    3 1 4

    4 2 6

    X1

    X2

    X3

    c1

    c2

    c3

    c4

    AX=C

    RX=D

    1 0 1

    0 1 1

    0 0 0

    0 0 0

    X1

    X2

    X3

    c14c2 6c1 c

    2 3c

    3 c

    110c

    2 62c2

    c4

    RX=D

    zero

    zero

    c3

    10c2c

    1

    6

    c4 2c2

    particular + null space solution

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    2 4 6

    2 1 3

    3 1 4

    4 2 6

    X1

    X2

    X3

    a

    b

    (10ba) / 62b

    AX=C

    2 4 6

    2 1 3

    3 1 4

    4 2 6

    X1

    X2

    X3

    0

    3

    5

    6

    1 2 3

    0 3 3

    0 5 5

    0 6 6

    X1

    X2

    X3

    0356

    1 0 1

    0 1 1

    0 0 0

    0 0 0

    X1

    X2

    X3

    210

    0

    For a feasible solution space

    X

    pivot Dpivot F XfreeD

    zero OParticularsolution:LetX3=3

    X1 2 X

    3

    X2 1 X

    3

    X1

    X2

    X3

    p

    210

    Nullspacesolution(C=O);LetX3=

    X1

    X2

    X3

    n

    Complete

    solution:

    X=Xp+

    Xn

    X1

    X2

    X3

    n

    21

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    CoefficientmatrixAhasafullcolumnrank(r=n),buttherearelinearlydependentrows (rn).Wehavemoreequationsthanunknowns,andweneedtoensurethattheequationsareconsistent(linearlydependent)forasolutiontobepossible;i.e., hastobesatisfied.

    Case2: r n m

    D

    zero 0

    XD

    pivot

    R IO

    R mn Irr F

    r nr

    O mr rO mr nr

    IrrO mr r

    X

    pivot Dpivot F XfreeD

    zero O must be satisfied by C for a feasible solution set.

    A | C 2 4 6 c12 1 3 c

    2

    3 1 4 c3

    4 2 8 c4

    1 2 3 c1 / 20 3 3 c

    1 c

    2

    0 5 5 3c1 / 2 c

    3

    0 6 4 2c1 c

    4

    shouldbezeroshouldbezero

    1 0 1 c

    1 4c

    2 60 1 1 c1 c2 30 0 2 2c

    2 c

    4 0 0 0 c

    3 c

    1 10c

    2 6

    (rows 3 and 4 interchanged)

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    2 4 6

    2 1 3

    3 1 4

    4 2 8

    X1

    X2

    X3

    a

    b

    (10ba) / 6c

    AX=C

    1 0 0

    0 1 0

    0 0 1

    0 0 0

    X1

    X2X

    3

    210

    0

    X D

    X1

    X2

    X3

    p

    210

    For a feasible solution spacec

    3 c

    110c

    2 6

    RXDI

    O

    X

    O

    D

    O

    2 4 6

    2 1 3

    3 1 4

    4 2 8

    X1

    X2X

    3

    0

    3

    5

    6

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    Case3: r m n

    R I F

    R mn Irr F r nr

    O mr rO mr nr

    Irr F r nr

    CoefficientmatrixAhasafullrowrank(r=m),buttherearelinearlydependentcolumns(rm).Wehavemoreunknownsthanequations,whichisasituationweencounterinstaticallyindeterminatestructures.

    Owingtotheabsenceofzerorowvectors,thereisnoconstraintontheconstantvectorC,andasolutioniscertainlypossible.

    However,astherearefreevariablespresent,thenullspacesolutionhasinfinitepossibilities(asinCase1)inthecompletesolution.

    X

    pivot Dpivot F Xfree X Xp XnD

    zero O

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    1 2 3 4

    2 1 1 2

    3 3 4 8

    X1

    X2

    X3

    X4

    c1

    c2

    c3

    1 2 3 40 3 5 60 3 5 4

    X1

    X2

    X3

    X4

    c12c

    1 c

    2

    3c1 c

    3

    1 0 1 3 00 1 5 3 20 0 0 2

    X1

    X2

    X3

    X4

    c12c

    2 32c

    1 c

    2 3c1 c2 c3

    AX=C

    1 0 0 1 30 1 0 5 30 0 1 0

    X1

    X2

    X4

    X3

    c12c2 35c12c

    2 3 c3c1 c

    2 c

    3 2

    d1d

    2

    d3

    Interchange third and fourth columns to preserve the identity matrix on the left. I F %X D

    RX=D

    c1

    c2

    c3

    3

    62

    d1

    d2

    d3

    37

    3.5

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    It is evident that infinite solutions are possible.

    1 2 3 42 1 1 2

    3 3 4 8

    X1

    X2

    X3

    X4

    c1

    c2

    c3

    AX=C

    Xpivot Dpivot F XfreeParticularsolution:LetX3=0

    X1

    X2

    X3

    X4

    p

    3703.5

    Nullspacesolution(D=O);LetX3=

    X1X

    2

    X3

    1 / 35 / 30

    I F %X D

    1 0 0 1 30 1 0 5 3

    0 0 1 0

    X1

    X2

    X4

    X3

    377 2

    X XpX

    n 37

    03.5

    35 3

    0

    3 375 3

    3.5

    Completesolution:

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    Inthiscase,thecoefficientmatrixAhasafullcolumnrank(r=n)aswellasafullrowrank (r=m),whichalsoimpliesthatthematrixisasquarematrix(m=n).Suchamatrixissaidtobeinvertibleor nonsingular.

    Case4 : r m n

    R I unique solution, XDEliminationTechniqueforsolvingAX=C

    InthetraditionalGausseliminationprocedure,itissufficienttoreducethecoefficientmatrixAtoanuppertriangularformUforthispurpose,whilecarryingouttheelementarymatrixoperationsontheaugmentedmatrixIfAis asquarematrixandtheequationsareconsistent,theuniquesolutioncanbeobtainedbybacksubstitution.

    However,bygoingafewstepsfurther,theAmatrixcanbereducedtotherowreducedechelonformR,andthecompletesolution,ifany,canbedirectlyobtained.

    A | C

    R I FO O

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    WhenthematrixAissquareandoffullrank,analternativeapproachtosolvingtheequationsisbytheoperationofinversion.WhenthematrixAissquareandoffullrank,analternativeapproachtosolvingtheequationsisbytheoperationofinversion.

    AX = CMATRIXINVERSION

    X A 1 C

    AA1 A1A I

    BasicPropertiesofInverseofaMatrix:

    A1 1 AA T 1 A 1 TA1 1 A 1AB1 B1A1

    DeterminantofaMatrix

    Ingeneral,itcanbeprovedthattheinverseexists,ifascalarproperlycalled

    thedeterminantofthesquarematrixA,denotedas ordetA or ,isnotequaltozero.

    Foradiagonalmatrix,thedeterminantisgivenbytheproductofallthe

    diagonalelements.

    A A

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    Perhapsthesimplestwayoffindingthedeterminantofanysquarematrixisby

    applyingtheprocessofelimination,reducingthematrixtoanupperdiagonalform U.Thedeterminantisdirectlyobtainableastheproductofthepivotelementsinthediagonal (ve signifoddno.ofrowexchangesinvolved).

    For a matrix A of order 2 2, the determinant is given by:

    det A a11 a12a

    21 a

    22

    a11

    a22 a

    21a

    12

    Clearly,anonzerodeterminantispossibleforagivensquarematrixAonlyiftherearepivotelementsinalltherowsofthematrix;i.e.,thematrixhastohaveafullrankforittobenonsingularandinvertible.

    det A

    aij

    ijj1

    n

    for i 1,2,3,...,nwhere isthecofactoroftheelement aij,whosevalueisgivenbythedeterminant ijofthe(n1) (n1)matrixobtainedbydeletingthei

    th rowandjth

    columnofthematrixA,withtheappropriatesign(positiveornegative).

    ij 1ij ij

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    det A a

    11

    11 a

    12

    12 ...a

    1 n

    1 n

    det A a11

    a22

    a23

    a32

    a33

    a12

    a21

    a23

    a31

    a33

    a13

    a21

    a22

    a31

    a32

    det A m det AmdetA n det A for A nndet A

    T detAAdjointMethodofFindingInverse

    Ingeneral,foranysquarematrixofordern n,provided,det A 0,itcanbeshownthat

    where iscalledtheadjointmatrixofA,whichisthetransposeofamatrixwhoseelementscomprisethecofactorsijofA.Thistechnique,however,becomescumbersomewhentheorderofthematrixexceedsthreeorfour.

    A1 1detA

    A

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    a b

    c d

    1 1

    adbc d bc a

    a sym

    b c

    d e f

    1

    1a cf e2 b bf ded be cd

    cf e2 symdebf fad2be cd bdae acb2

    7 3 2 3 3 82 3 7 3 3 83 8 3 8 3 8

    1

    11.40625

    0.734375 0.109375 0.6250.109375 0.734375 0.6250.625 0.625 5.0

    Algorithmbasediterativemethodsoffindinginverse:

    GaussJordanEliminationMethod LDLTDecompositionMethod Cholesky DecompositionMethod

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    Cramersruleissuitableforsolvingasmallnumberofsimultaneousequations.

    Itrequiresgenerationofn+1determinants,whichiscumbersomebyalgebraicformulation.Eliminationbasedalgorithmicmethodsaremuchbettersuitedforcomputerapplication.

    CramersRule

    Thesolutiontoasetofconsistentequations,canbeshowntobegivenby:

    A X C

    Xi

    a11

    a1 ,j1 c1 a1 n

    Ma

    n1 a

    n,j1 cn anna

    11 a

    1 ,j1 a1j a1 nM

    an1

    an,j1 anj ann

    i 1,2,.....,n

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    Thestabilityofiterativesolutionprocedures(formatrixinversion)andtheaccuracyoftheendresultdependontheconditionofthematrix,whichisameasureofitsnonsingularity.Amatrixissaidtobeillconditioned(ornearsingular)ifitsdeterminantisverysmallincomparisonwiththevalueofits

    averageelement,andsuchamatrixisvulnerabletoerroneousestimationofitsinversebyiterativesolvers.

    Stiffnessmatricesarerelativelywellconditionedandhavethepropertyofpositivedefiniteness,withdiagonaldominance,wherebytheirinversescanbestablyandaccuratelygenerated.

    ConditionofaMatrix

    ThesquarematrixAofordernissaidtobepositivedefinite,ifforanyarbitrarychoiceof

    anndimensionalvectorX,theproductXT

    AXyieldsascalarquantitythatisinvariablypositive.Alltheeigenvaluesofsuchamatrixarereal,distinctandspacedwellapart.

    ThesquarematrixAofordernissaidtobepositivedefinite,ifforanyarbitrarychoiceof

    anndimensionalvectorX,theproductXT

    AXyieldsascalarquantitythatisinvariablypositive.Alltheeigenvaluesofsuchamatrixarereal,distinctandspacedwellapart.

    XTAX 0