Linear and multilinear algebra; matrix theory Concept
Definite and indefinite quadratic forms
Summary
Let be a symmetric matrix, and let be its real quadratic form on . The form is positive definite if for all . It is negative definite if for all . It is positive or negative semidefinite if or for all , and indefinite if it takes both positive and negative values.
Remarks
The form is positive definite if and only if all eigenvalues of are positive. It is indefinite if and only if has a positive and a negative eigenvalue. On , is positive definite, is positive semidefinite but not definite, and is indefinite. In the second derivative test, the matrix is the Hessian matrix of a function at a critical point.
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Further reading
About this page
| Tag | 01RBSSGMY5 |
|---|---|
| URI | m2://01RBSSGMY5 |
| Aliases | definite-quadratic-form, positive-definite-quadratic-form |
| Kind | concept |
| Writing | W0 stub |
| MSC | 15A63 |
| Same as |
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