statement theorem
Sylvester's criterion
Statement
Let be an complex Hermitian matrix. For , let be the determinant of the upper left submatrix of . Then is positive definite if and only if for all .
Remarks
The numbers are the leading principal minors of . For real, the test is and . For positive semidefinite matrices, the analogous test needs all principal minors, not only the leading ones, to be nonnegative.
Explanations
L1 human
Sylvester's criterion tests positive definiteness with determinants. We check the top left , , and so on, up to the full matrix. All of them must be positive.
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To read this node, read these 15 nodes in this order. The foundations come first, and the list ends with this node.
- no evidence level
- Identity matrix object
- Matrix definition
- Vector space definition
- Square matrix definition
- Transpose definition
- Linear map definition
- Symmetric matrix definition
- Conjugate transpose definition
- Multilinear map definition
- Hermitian matrix definition
- Alternating multilinear map definition
- Positive definite matrix definition
- Determinant definition
- Minor definition
- Sylvester's criterion statement
Sources
- Web https://en.wikipedia.org/wiki/Sylvester's_criterion, lead section
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