How to construct symmetric and positive definite $A,B,C$ such that $A+B+C=I$?
In an attempt to formulate a answer to this (in)famous question
I'm trying to construct three $n\times n$ matrices $A,B,C$ that are (a) symmetric, (b) positive definite, (c) add to $I_n$ .
Note that I've already decided to restrict attention to the reals and I have replaced Hermitian by symmetric (which IMO is
difficult enough).
My unsuccessful tries are a wild mixture of two extremes:
- Make a random square matrix $H$ and form $A = H^TH$ . Make another random square matrix $H$ and form $B = H^TH$ .
In the same way, form $C = H^TH$ . Then $A,B,C$ are symmetric and positive definite. But in general $A+B+C \ne I$ .
-
Generate random numbers for $A_{ij} = A_{ji}$ , $B_{ij} = B_{ji}$ and form $C_{ij} = C_{ji} = I_{ij}-A_{ij}-B_{ij}$ .
Then $A,B,C$ are symmetric and $A+B+C = I$ , but it cannot be guaranteed that these are positive definite matrices.
So the question is: how can the three requirements (a) , (b) , (c) be fulfilled at the same time, while keeping $A,B,C$ yet as
random as possible? My plan is to do numerical experiments and eventually find a counter example.
I have all the ingredients to do it, except this.