Let $A$ be a nonsymmetric negative definite matrix, i.e., $x^\top (A+A^\top) x < 0$. If we invoked a congruent transformation, i.e., $DAD^\top=B$ where $D$ is a nonsingular matrix, will the resulted matrix $B$ still remain negative definite? Can it be said that $x^\top(B+B^\top)x<0$? Is there any condition on $D$ to preserve the definiteness?
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That's true. Just multiply a vector with its transpose from besides. – Mostafa Ayaz Jan 24 '18 at 18:38
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I have edited the question. Please reconsider it. – palas Jan 26 '18 at 04:41
1 Answers
As you said, $D$ needs to be nonsingular. But that's it.
Given nonsingular $D \in \mathbb{R}^{n\times n}$, we have
$x^T(B+B^T)x = x^T (DAD^T + DA^TD^T) x = x^T D (A+A^T) D^T x = (D^T x)^T (A+A^T) D^T x$.
Assume we have $z^T(A+A^T)z < 0$ for any $z \in \mathbb{R}^n\backslash \{0\}$. Then, since $D^T x \ne 0$ whenever $x\ne 0$ ($D$ nonsingular), $x^T(B+B^T)x = (D^T x)^T (A+A^T) D^T x < 0$ whenever $x \ne 0$. This proves that if $A$ is negative definite then $B$ is negative definite.
$A = D^{-1} B D^{-T} = D' B {D'}^T$ (Note: $(D^{T})^{-1} = (D^{-1})^{T}$, which is why I'm combining the inverse and transpose into a single symbol).
Reusing the previous result, if $B$ is negative definite then $A = D' B {D'}^T$ is negative definite.
Hence, we've shown that $A$ is negative definite if and only if $B$ is negative definite.
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