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I need your help... I need to prove the following:

For non-zero $a,b,c,d \in \mathbb{R}$,

$4a^2 + 4b^2 + 4c^2 + 4d^2 + 4ab + 4ac + 4bd + 4cd + 2ad + 2bc > 0$

I know it is true since the inequality came from the fact that \begin{bmatrix} 4 & 2 & 2 & 1 \\ 2 & 4 & 1 & 2 \\ 2 & 1 & 4 & 2\\ 1 & 2 & 2 & 4 \end{bmatrix} is positive definite matrix( matrix A is a positive definite Matrix if and only if for every non-zero vector $x$, $$x^TAx > 0$$ )

I tried to use the following absolute inequality

For $a,b,c,d \in \mathbb{R},$

$$ a^2 + b^2 + c^2 + d^2 \geq ab + ac + bd + cd$$

However, it doesn't work well. If you have some beautiful idea to solve it, I'd appreciate some help.

amWhy
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2 Answers2

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\begin{eqnarray*} (a+b+c+d)^2+(a+b)^2+(a+c)^2+(b+d)^2+(c+d)^2+a^2+b^2+c^2+d^2 >0. \end{eqnarray*}

Donald Splutterwit
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If you have trouble doing "completing the square repeatedly" as Donald did, there is an algorithm that will find a (rational) matrix $P$ and diagonal $D$ such that your original symmetric matrix $H$ leads to $P^T HP = D.$ Also, $\det P = \pm 1,$ so we also find $Q = P^{-1}$ such that $Q^TDQ = H.$ Finally, by Sylvester's Law of Inertia, the eigenvalues of $H$ have the same $\pm$ signs as the eigenvalues of $D.$

As you are worried about positivity, let me emphasize that $$ x^T H x = X^T Q^T D Q x = (Qx)^T D (Qx) $$ If we introduce a new vector name, letting $y = Qx,$ then we have written $$x^T H x = y^T D y \; .$$ Furthermore, $Q$ is nonsingular, whenever $x$ is nonzero then $y$ is also nonzero.

Final outcomes of the algorithm: $$ P^T H P = D $$ $$\left( \begin{array}{rrrr} 1 & 0 & 0 & 0 \\ - \frac{ 1 }{ 2 } & 1 & 0 & 0 \\ - \frac{ 1 }{ 2 } & 0 & 1 & 0 \\ \frac{ 1 }{ 4 } & - \frac{ 1 }{ 2 } & - \frac{ 1 }{ 2 } & 1 \\ \end{array} \right) \left( \begin{array}{rrrr} 4 & 2 & 2 & 1 \\ 2 & 4 & 1 & 2 \\ 2 & 1 & 4 & 2 \\ 1 & 2 & 2 & 4 \\ \end{array} \right) \left( \begin{array}{rrrr} 1 & - \frac{ 1 }{ 2 } & - \frac{ 1 }{ 2 } & \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & - \frac{ 1 }{ 2 } \\ 0 & 0 & 1 & - \frac{ 1 }{ 2 } \\ 0 & 0 & 0 & 1 \\ \end{array} \right) = \left( \begin{array}{rrrr} 4 & 0 & 0 & 0 \\ 0 & 3 & 0 & 0 \\ 0 & 0 & 3 & 0 \\ 0 & 0 & 0 & \frac{ 9 }{ 4 } \\ \end{array} \right) $$ $$ Q^T D Q = H $$ $$\left( \begin{array}{rrrr} 1 & 0 & 0 & 0 \\ \frac{ 1 }{ 2 } & 1 & 0 & 0 \\ \frac{ 1 }{ 2 } & 0 & 1 & 0 \\ \frac{ 1 }{ 4 } & \frac{ 1 }{ 2 } & \frac{ 1 }{ 2 } & 1 \\ \end{array} \right) \left( \begin{array}{rrrr} 4 & 0 & 0 & 0 \\ 0 & 3 & 0 & 0 \\ 0 & 0 & 3 & 0 \\ 0 & 0 & 0 & \frac{ 9 }{ 4 } \\ \end{array} \right) \left( \begin{array}{rrrr} 1 & \frac{ 1 }{ 2 } & \frac{ 1 }{ 2 } & \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & \frac{ 1 }{ 2 } \\ 0 & 0 & 1 & \frac{ 1 }{ 2 } \\ 0 & 0 & 0 & 1 \\ \end{array} \right) = \left( \begin{array}{rrrr} 4 & 2 & 2 & 1 \\ 2 & 4 & 1 & 2 \\ 2 & 1 & 4 & 2 \\ 1 & 2 & 2 & 4 \\ \end{array} \right) $$

=================================================================

Algorithm discussed at http://math.stackexchange.com/questions/1388421/reference-for-linear-algebra-books-that-teach-reverse-hermite-method-for-symmetr
https://en.wikipedia.org/wiki/Sylvester%27s_law_of_inertia
$$ H = \left( \begin{array}{rrrr} 4 & 2 & 2 & 1 \\ 2 & 4 & 1 & 2 \\ 2 & 1 & 4 & 2 \\ 1 & 2 & 2 & 4 \\ \end{array} \right) $$ $$ D_0 = H $$ $$ E_j^T D_{j-1} E_j = D_j $$ $$ P_{j-1} E_j = P_j $$ $$ E_j^{-1} Q_{j-1} = Q_j $$ $$ P_j Q_j = Q_j P_j = I $$ $$ P_j^T H P_j = D_j $$ $$ Q_j^T D_j Q_j = H $$

$$ H = \left( \begin{array}{rrrr} 4 & 2 & 2 & 1 \\ 2 & 4 & 1 & 2 \\ 2 & 1 & 4 & 2 \\ 1 & 2 & 2 & 4 \\ \end{array} \right) $$

==============================================

$$ E_{1} = \left( \begin{array}{rrrr} 1 & - \frac{ 1 }{ 2 } & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) $$ $$ P_{1} = \left( \begin{array}{rrrr} 1 & - \frac{ 1 }{ 2 } & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; Q_{1} = \left( \begin{array}{rrrr} 1 & \frac{ 1 }{ 2 } & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; D_{1} = \left( \begin{array}{rrrr} 4 & 0 & 2 & 1 \\ 0 & 3 & 0 & \frac{ 3 }{ 2 } \\ 2 & 0 & 4 & 2 \\ 1 & \frac{ 3 }{ 2 } & 2 & 4 \\ \end{array} \right) $$

==============================================

$$ E_{2} = \left( \begin{array}{rrrr} 1 & 0 & - \frac{ 1 }{ 2 } & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) $$ $$ P_{2} = \left( \begin{array}{rrrr} 1 & - \frac{ 1 }{ 2 } & - \frac{ 1 }{ 2 } & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; Q_{2} = \left( \begin{array}{rrrr} 1 & \frac{ 1 }{ 2 } & \frac{ 1 }{ 2 } & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; D_{2} = \left( \begin{array}{rrrr} 4 & 0 & 0 & 1 \\ 0 & 3 & 0 & \frac{ 3 }{ 2 } \\ 0 & 0 & 3 & \frac{ 3 }{ 2 } \\ 1 & \frac{ 3 }{ 2 } & \frac{ 3 }{ 2 } & 4 \\ \end{array} \right) $$

==============================================

$$ E_{3} = \left( \begin{array}{rrrr} 1 & 0 & 0 & - \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) $$ $$ P_{3} = \left( \begin{array}{rrrr} 1 & - \frac{ 1 }{ 2 } & - \frac{ 1 }{ 2 } & - \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; Q_{3} = \left( \begin{array}{rrrr} 1 & \frac{ 1 }{ 2 } & \frac{ 1 }{ 2 } & \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; D_{3} = \left( \begin{array}{rrrr} 4 & 0 & 0 & 0 \\ 0 & 3 & 0 & \frac{ 3 }{ 2 } \\ 0 & 0 & 3 & \frac{ 3 }{ 2 } \\ 0 & \frac{ 3 }{ 2 } & \frac{ 3 }{ 2 } & \frac{ 15 }{ 4 } \\ \end{array} \right) $$

==============================================

$$ E_{4} = \left( \begin{array}{rrrr} 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & - \frac{ 1 }{ 2 } \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) $$ $$ P_{4} = \left( \begin{array}{rrrr} 1 & - \frac{ 1 }{ 2 } & - \frac{ 1 }{ 2 } & 0 \\ 0 & 1 & 0 & - \frac{ 1 }{ 2 } \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; Q_{4} = \left( \begin{array}{rrrr} 1 & \frac{ 1 }{ 2 } & \frac{ 1 }{ 2 } & \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & \frac{ 1 }{ 2 } \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; D_{4} = \left( \begin{array}{rrrr} 4 & 0 & 0 & 0 \\ 0 & 3 & 0 & 0 \\ 0 & 0 & 3 & \frac{ 3 }{ 2 } \\ 0 & 0 & \frac{ 3 }{ 2 } & 3 \\ \end{array} \right) $$

==============================================

$$ E_{5} = \left( \begin{array}{rrrr} 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & - \frac{ 1 }{ 2 } \\ 0 & 0 & 0 & 1 \\ \end{array} \right) $$ $$ P_{5} = \left( \begin{array}{rrrr} 1 & - \frac{ 1 }{ 2 } & - \frac{ 1 }{ 2 } & \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & - \frac{ 1 }{ 2 } \\ 0 & 0 & 1 & - \frac{ 1 }{ 2 } \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; Q_{5} = \left( \begin{array}{rrrr} 1 & \frac{ 1 }{ 2 } & \frac{ 1 }{ 2 } & \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & \frac{ 1 }{ 2 } \\ 0 & 0 & 1 & \frac{ 1 }{ 2 } \\ 0 & 0 & 0 & 1 \\ \end{array} \right) , \; \; \; D_{5} = \left( \begin{array}{rrrr} 4 & 0 & 0 & 0 \\ 0 & 3 & 0 & 0 \\ 0 & 0 & 3 & 0 \\ 0 & 0 & 0 & \frac{ 9 }{ 4 } \\ \end{array} \right) $$

==============================================

$$ P^T H P = D $$ $$\left( \begin{array}{rrrr} 1 & 0 & 0 & 0 \\ - \frac{ 1 }{ 2 } & 1 & 0 & 0 \\ - \frac{ 1 }{ 2 } & 0 & 1 & 0 \\ \frac{ 1 }{ 4 } & - \frac{ 1 }{ 2 } & - \frac{ 1 }{ 2 } & 1 \\ \end{array} \right) \left( \begin{array}{rrrr} 4 & 2 & 2 & 1 \\ 2 & 4 & 1 & 2 \\ 2 & 1 & 4 & 2 \\ 1 & 2 & 2 & 4 \\ \end{array} \right) \left( \begin{array}{rrrr} 1 & - \frac{ 1 }{ 2 } & - \frac{ 1 }{ 2 } & \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & - \frac{ 1 }{ 2 } \\ 0 & 0 & 1 & - \frac{ 1 }{ 2 } \\ 0 & 0 & 0 & 1 \\ \end{array} \right) = \left( \begin{array}{rrrr} 4 & 0 & 0 & 0 \\ 0 & 3 & 0 & 0 \\ 0 & 0 & 3 & 0 \\ 0 & 0 & 0 & \frac{ 9 }{ 4 } \\ \end{array} \right) $$ $$ Q^T D Q = H $$ $$\left( \begin{array}{rrrr} 1 & 0 & 0 & 0 \\ \frac{ 1 }{ 2 } & 1 & 0 & 0 \\ \frac{ 1 }{ 2 } & 0 & 1 & 0 \\ \frac{ 1 }{ 4 } & \frac{ 1 }{ 2 } & \frac{ 1 }{ 2 } & 1 \\ \end{array} \right) \left( \begin{array}{rrrr} 4 & 0 & 0 & 0 \\ 0 & 3 & 0 & 0 \\ 0 & 0 & 3 & 0 \\ 0 & 0 & 0 & \frac{ 9 }{ 4 } \\ \end{array} \right) \left( \begin{array}{rrrr} 1 & \frac{ 1 }{ 2 } & \frac{ 1 }{ 2 } & \frac{ 1 }{ 4 } \\ 0 & 1 & 0 & \frac{ 1 }{ 2 } \\ 0 & 0 & 1 & \frac{ 1 }{ 2 } \\ 0 & 0 & 0 & 1 \\ \end{array} \right) = \left( \begin{array}{rrrr} 4 & 2 & 2 & 1 \\ 2 & 4 & 1 & 2 \\ 2 & 1 & 4 & 2 \\ 1 & 2 & 2 & 4 \\ \end{array} \right) $$

Will Jagy
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  • How long dat take you to format? – amWhy Jul 04 '18 at 22:00
  • @amWhy the program is in C++ with GMP. It is instant, and the output is in Latex code with correct formatting, ready for pasting here. That was the purpose, many of the students don't get the completing the square way of doing this. On the other hand, writing the program stretched over six months, as i gradually realized how to deal with the programming issues. – Will Jagy Jul 04 '18 at 22:05
  • Very nice program! Output in Latex, and all!! – amWhy Jul 04 '18 at 22:08
  • Wow, Thank you for you considerate answer... and thank you for telling me this algorithm. I don't doubt it will help my paper:)! – Junseong Aug 01 '18 at 23:48