A real positive definite matrix is positive definite over
ProvedMatrix.PosDef.map_ofReallinear-algebra
Let be a real symmetric positive definite matrix. Then , viewed as a complex matrix, is Hermitian positive definite: for every nonzero . Writing with , symmetry gives , and at least one of is nonzero.
Preamble
import Mathlib.Analysis.Calculus.Deriv.Basic import Mathlib.Analysis.Complex.Basic import Mathlib.LinearAlgebra.Matrix.NonsingularInverse import Mathlib.LinearAlgebra.Matrix.PosDef open scoped ComplexOrder
Formal statement
theorem Matrix.PosDef.map_ofReal {n : Type*} [Fintype n] {M : Matrix n n ℝ} (hM : M.PosDef) :
(M.map (fun x : ℝ => (x : ℂ))).PosDef := by sorrySource
Standard linear algebra (complexification of a real inner product).