Math 2.0

statement theorem

Sylvester's criterion

Statement

Let AA be an n×nn \times n complex Hermitian matrix. For 1≤k≤n1 \le k \le n, let Δk\Delta_k be the determinant of the upper left k×kk \times k submatrix of AA. Then AA is positive definite if and only if Δk>0\Delta_k > 0 for all k=1,…,nk = 1, \dots, n.

Remarks

The numbers Δk\Delta_k are the leading principal minors of AA. For (abbc)\begin{pmatrix} a & b \\ b & c \end{pmatrix} real, the test is a>0a > 0 and ac−b2>0ac - b^2 > 0. 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 nn determinants. We check the top left 1×11 \times 1, 2×22 \times 2, and so on, up to the full matrix. All of them must be positive.

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  1. Identity matrix object
  2. Matrix definition
  3. Vector space definition
  4. Square matrix definition
  5. Transpose definition
  6. Linear map definition
  7. Symmetric matrix definition
  8. Conjugate transpose definition
  9. Multilinear map definition
  10. Hermitian matrix definition
  11. Alternating multilinear map definition
  12. Positive definite matrix definition
  13. Determinant definition
  14. Minor definition
  15. Sylvester's criterion statement

Sources

  1. Web https://en.wikipedia.org/wiki/Sylvester's_criterion, lead section