Matrix $\mathbf{A}$ is an $n\times n$ square matrix with main diagonal $1,2,\dots,n$, secondary diagonals $1,2,\dots,n-1$, tertiary diagonals $1,2,\dots,n-2$, and so on. For example, if we take $n=5$ then $$\mathbf{A}=\begin{bmatrix} 1&1&1&1&1\\ 1&2&2&2&2\\ 1&2&3&3&3\\ 1&2&3&4&4\\ 1&2&3&4&5 \end{bmatrix}.$$ Clearly this real matrix is symmetric thus Hermitian, and therefore all its eigenvalues are real. I am trying to show that this type of matrix has all positive eigenvalues. Numerical experiments suggest that this is the case but I can't find a formal proof. Gershgorin circle theorem definitely won't help here and positive definiteness is basically an equivalent problem. So, how can I prove that every eigenvalue of $\mathbf{A}$ is positive?
Positive definiteness of a symmetric matrix
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Apply Sylvester's criterion: a Hermitian matrix $M$ is positive definite if and only if each of its principal minors is positive. The $k$-th principal minor is the determinant of the upper left $k\times k$ 'corner' matrix obtained from $M$.
In this case, for each principal minor, it's very simple to use row reduction so that the determinant is that of an upper triangular matrix with diagonal entries equal to $1$. For instance, if we were calculating the $5$-th principal minor of some $A$ with $n\geqslant 5$ we'd have
$$\begin{bmatrix} 1&1&1&1&1\\ 1&2&2&2&2\\ 1&2&3&3&3\\ 1&2&3&4&4\\ 1&2&3&4&5 \end{bmatrix} \implies \begin{bmatrix} 1&1&1&1&1\\ 0&1&1&1&1\\ 0&1&2&2&2\\ 0&1&2&3&3\\ 0&1&2&3&4 \end{bmatrix} $$
by subtracting the first row from the rows below it. Proceeding,
$$\begin{bmatrix} 1&1&1&1&1\\ 0&1&1&1&1\\ 0&1&2&2&2\\ 0&1&2&3&3\\ 0&1&2&3&4 \end{bmatrix} \implies \begin{bmatrix} 1&1&1&1&1\\ 0&1&1&1&1\\ 0&0&1&1&1\\ 0&0&1&2&2\\ 0&0&1&2&3 \end{bmatrix} $$
by subtracting the second row from the rows below it. And so on and so forth.
On
It's wise to try and use the symmetry of this matrix.
Recall that elementary row/column operations preserve the determinant
Consider subtracting the first column from each other column.
We then get $$\begin{bmatrix} 1&0&0&0&0\\ 1&1&1&1&1\\ 1&1&2&2&2\\ 1&1&2&3&3\\ 1&1&2&3&4 \end{bmatrix}.$$
Then, subtracting the first row from each row gives a block matrix where the lower right block is the same matrix but with one less dimension. Now apply induction.
Let me copy my answer to the MathOverFlow question mentioned in the comment.
Let $B=(b_{ij})$ be the upper triangular matrix such that $b_{ij}= \begin{cases} 1, \textrm{if $i \leq j$}\\ 0, \textrm{else} \end{cases}$, then the matrix $A$ is equal to the product $B^{T}B$.
It follows immediately that $A$ is positive definite.