LINEAR-ALGEBRA
For a symmetric matrix , the four equivalent tests for positive definiteness are:
| Test | Condition |
|---|---|
| Eigenvalues | Both |
| Leading principal determinants | and |
| Pivots | and |
| Quadratic form | for all |
All four tests are logically equivalent. Pass one, pass all. Fail one, fail all.
Change any entry of the symmetric matrix and all four tests flip their verdict together.
With fixed, the sign of is all that separates a saddle from a bowl.
Question 1 ยท Apply the Tests
Consider the symmetric matrix
Is positive definite?
โ Correct! Both leading principal determinants are positive, so is positive definite.
โ Not quite. Remember the formula: , not . And off-diagonal nonzero entries are perfectly fine โ most positive definite matrices have them.
Solution:
We apply the leading principal determinants test:
Both leading principal determinants are positive, so is positive definite.
We could also verify with eigenvalues: trace , , so giving . Both positive.
Or the quadratic form: for .
Question 2 ยท The Determinant Trap
A student claims: "If , then must be positive definite."
Is this claim True or False?
โ Correct! The matrix has determinant but is negative definite. You need every leading principal minor positive.
โ Not quite. Consider : its determinant is , yet both eigenvalues are negative. The product of two negative numbers is positive!
Solution:
False. A positive determinant alone does NOT prove positive definiteness.
Counterexample:
This matrix has , yet both eigenvalues are . So is negative definite โ the exact opposite of positive definite.
For a matrix, you need every leading principal determinant to be positive:
Both conditions are required, not just the last one. The reason: with two negative eigenvalues, their product (the determinant) is still positive, but the matrix produces negative energy.
Question 3 ยท Classify the Matrix
Consider
Evaluating at gives .
What does this single computation tell us about ?
โ Correct! A single negative value of is enough to disqualify positive definiteness. (In fact, this matrix is indefinite โ one eigenvalue is positive, one negative.)
โ Not quite. Positive definiteness requires for every nonzero . Finding one where it's negative is enough to refute it.
Solution:
A single negative value of instantly rules out positive definiteness. The definition requires for every nonzero . One counterexample is enough to fail the test.
Since we found , the matrix is not positive definite. It could be indefinite or negative definite (here it turns out to be indefinite, since the trace means at least one eigenvalue is positive).
Cross-check with the other tests:
All four tests agree: is indefinite.
Question 4 ยท Geometry of the Quadratic Form
For a symmetric matrix , the graph of over is a surface. The level set is an ellipse in exactly which case?
โ Correct! Positive definite โบ bowl-shaped graph โบ elliptical level sets. The eigenvalues determine the axis lengths, and the eigenvectors determine the axis directions.
โ Not quite. A saddle gives a hyperbola, a trough gives parallel lines, and an inverted bowl gives no real level set at . Only a bowl-shape (positive definite) yields a closed ellipse.
Solution:
The level set is an ellipse precisely when is positive definite.
Here's the geometric correspondence:
| Type of | Surface shape | Level set |
|---|---|---|
| Positive definite | Bowl (strict min at 0) | Ellipse (closed curve) |
| Positive semi-definite | Trough (flat valley) | Parallel lines |
| Indefinite | Saddle | Hyperbola |
| Negative definite | Inverted bowl | Empty (no real solutions) |
When is positive definite, the eigenvalues are the reciprocals of the squared semi-axis lengths of the ellipse. The eigenvectors point along the principal axes. The ellipse becomes a circle only when .
This geometric picture is why positive definite matrices appear everywhere: in optimization they guarantee a strict minimum, in statistics they make covariance matrices well-defined, and in physics they yield stable equilibria.
Solved: 0 / 4