Math 2.0

concept

Definite and indefinite quadratic forms

Summary

Let AA be a symmetric n×nn \times n matrix, and let Q(x)=xTAxQ(x) = x^{\mathsf{T}} A x be its real quadratic form on Rn\mathbb{R}^n. The form QQ is positive definite if Q(x)>0Q(x) > 0 for all x≠0x \ne 0. It is negative definite if Q(x)<0Q(x) < 0 for all x≠0x \ne 0. It is positive or negative semidefinite if Q(x)≥0Q(x) \ge 0 or Q(x)≤0Q(x) \le 0 for all xx, and indefinite if it takes both positive and negative values.

Remarks

The form QQ is positive definite if and only if all eigenvalues of AA are positive. It is indefinite if and only if AA has a positive and a negative eigenvalue. On R2\mathbb{R}^2, x12+x22x_1^2 + x_2^2 is positive definite, x12x_1^2 is positive semidefinite but not definite, and x12−x22x_1^2 - x_2^2 is indefinite. In the second derivative test, the matrix AA is the Hessian matrix of a function at a critical point.

Explanations

L1 human

A positive definite form is a bowl: it is zero at the origin and positive everywhere else. An indefinite form is a saddle: it goes up in some directions and down in others.

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Sources

  1. Web https://en.wikipedia.org/wiki/Definite_quadratic_form, lead section
  2. Web https://en.wikipedia.org/wiki/Definite_quadratic_form, Matrix form