LINEAR-ALGEBRA

One Matrix, Four Tests: The Hidden Unity of Positive Definiteness

IKey Formulas Reference

For a 2ร—22\times 2 symmetric matrix A=(abbc)A = \begin{pmatrix} a & b \\ b & c \end{pmatrix}, the four equivalent tests for positive definiteness are:

Test Condition
Eigenvalues Both ฮป1,ฮป2>0\lambda_1, \lambda_2 > 0
Leading principal determinants a>0a > 0 and acโˆ’b2>0ac - b^2 > 0
Pivots a>0a > 0 and (acโˆ’b2)/a>0(ac - b^2)/a > 0
Quadratic form xTAx=ax12+2bx1x2+cx22>0x^T A x = a x_1^2 + 2b x_1 x_2 + c x_2^2 > 0 for all xโ‰ 0x \neq 0

All four tests are logically equivalent. Pass one, pass all. Fail one, fail all.

IIVisualization 1 โ€” The Four Tests, One Verdict

Change any entry of the symmetric matrix and all four tests flip their verdict together.

IIIVisualization 2 โ€” The Razor's Edge

With a=2,ย b=6a=2,\ b=6 fixed, the sign of detโก=2cโˆ’36\det = 2c - 36 is all that separates a saddle from a bowl.

IVQuiz Questions

Question 1 ยท Apply the Tests

Consider the symmetric matrix A=(3225).A = \begin{pmatrix} 3 & 2 \\ 2 & 5 \end{pmatrix}.

Is AA positive definite?

โœ… Correct! Both leading principal determinants are positive, so AA is positive definite.

โŒ Not quite. Remember the formula: detโก=acโˆ’b2\det = ac - b^2, not b2โˆ’acb^2 - ac. And off-diagonal nonzero entries are perfectly fine โ€” most positive definite matrices have them.

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Solution:

We apply the leading principal determinants test:

  • First leading minor: a=3>0a = 3 > 0 โœ“
  • Second leading minor: detโก(A)=acโˆ’b2=(3)(5)โˆ’(2)2=15โˆ’4=11>0\det(A) = ac - b^2 = (3)(5) - (2)^2 = 15 - 4 = 11 > 0 โœ“

Both leading principal determinants are positive, so AA is positive definite.

We could also verify with eigenvalues: trace =8= 8, detโก=11\det = 11, so ฮป2โˆ’8ฮป+11=0\lambda^2 - 8\lambda + 11 = 0 giving ฮป=4ยฑ5\lambda = 4 \pm \sqrt{5}. Both positive.

Or the quadratic form: xTAx=3x12+4x1x2+5x22=3(x1+23x2)2+113x22>0x^T A x = 3 x_1^2 + 4 x_1 x_2 + 5 x_2^2 = 3(x_1 + \tfrac{2}{3} x_2)^2 + \tfrac{11}{3} x_2^2 > 0 for xโ‰ 0x \neq 0.

Question 2 ยท The Determinant Trap

A student claims: "If detโก(A)>0\det(A) > 0, then AA must be positive definite."

Is this claim True or False?

โœ… Correct! The matrix diag(โˆ’1,โˆ’1)\text{diag}(-1, -1) has determinant +1+1 but is negative definite. You need every leading principal minor positive.

โŒ Not quite. Consider A=diag(โˆ’1,โˆ’1)A = \text{diag}(-1, -1): its determinant is +1+1, yet both eigenvalues are negative. The product of two negative numbers is positive!

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Solution:

False. A positive determinant alone does NOT prove positive definiteness.

Counterexample: A=(โˆ’100โˆ’1)A = \begin{pmatrix} -1 & 0 \\ 0 & -1 \end{pmatrix}

This matrix has detโก(A)=(โˆ’1)(โˆ’1)โˆ’0=1>0\det(A) = (-1)(-1) - 0 = 1 > 0, yet both eigenvalues are โˆ’1-1. So AA is negative definite โ€” the exact opposite of positive definite.

For a 2ร—22 \times 2 matrix, you need every leading principal determinant to be positive:

  • a>0a > 0 (the top-left 1ร—11\times 1 block)
  • acโˆ’b2>0ac - b^2 > 0 (the full 2ร—22\times 2 determinant)

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 A=(2667).A = \begin{pmatrix} 2 & 6 \\ 6 & 7 \end{pmatrix}.

Evaluating xTAxx^T A x at x=(1,โˆ’1)x = (1, -1) gives 2โˆ’12+7=โˆ’3<02 - 12 + 7 = -3 < 0.

What does this single computation tell us about AA?

โœ… Correct! A single negative value of xTAxx^T A x is enough to disqualify positive definiteness. (In fact, this matrix is indefinite โ€” one eigenvalue is positive, one negative.)

โŒ Not quite. Positive definiteness requires xTAx>0x^T A x > 0 for every nonzero xx. Finding one xx where it's negative is enough to refute it.

Show solution

Solution:

A single negative value of xTAxx^T A x instantly rules out positive definiteness. The definition requires xTAx>0x^T A x > 0 for every nonzero xx. One counterexample is enough to fail the test.

Since we found xTAx=โˆ’3<0x^T A x = -3 < 0, the matrix AA is not positive definite. It could be indefinite or negative definite (here it turns out to be indefinite, since the trace =9>0= 9 > 0 means at least one eigenvalue is positive).

Cross-check with the other tests:

  • detโก(A)=(2)(7)โˆ’36=โˆ’22<0\det(A) = (2)(7) - 36 = -22 < 0 โ€” negative, fails the leading dets test
  • Pivots: 22, then โˆ’22/2=โˆ’11-22/2 = -11 โ€” second pivot negative, fails the pivot test
  • Eigenvalues: ฮป2โˆ’9ฮปโˆ’22=0โ‡’ฮปโ‰ˆ11.0\lambda^2 - 9\lambda - 22 = 0 \Rightarrow \lambda \approx 11.0 and ฮปโ‰ˆโˆ’2.0\lambda \approx -2.0 โ€” one negative

All four tests agree: AA is indefinite.

Question 4 ยท Geometry of the Quadratic Form

For a symmetric matrix AA, the graph of f(x)=xTAxf(x) = x^T A x over R2\mathbb{R}^2 is a surface. The level set {x:xTAx=1}\{x : x^T A x = 1\} is an ellipse in exactly which case?

โœ… Correct! Positive definite โŸบ bowl-shaped graph โŸบ elliptical level sets. The eigenvalues determine the axis lengths, and the eigenvectors determine the axis directions.

โŒ Not quite. A saddle gives a hyperbola, a trough gives parallel lines, and an inverted bowl gives no real level set at +1+1. Only a bowl-shape (positive definite) yields a closed ellipse.

Show solution

Solution:

The level set {x:xTAx=1}\{x : x^T A x = 1\} is an ellipse precisely when AA is positive definite.

Here's the geometric correspondence:

Type of AA Surface shape Level set xTAx=1x^T A x = 1
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 AA is positive definite, the eigenvalues ฮป1,ฮป2>0\lambda_1, \lambda_2 > 0 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 ฮป1=ฮป2\lambda_1 = \lambda_2.

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.

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