Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Definite matrix
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
== Other characterizations == Let <math>M</math> be an <math>n \times n</math> [[Hermitian matrix|real symmetric matrix]], and let <math>B_1(M) \equiv \{ \mathbf{x} \in \mathbb{R}^n : \mathbf{x}^\mathsf{T} M\mathbf{x} \leq 1\}</math> be the "unit ball" defined by <math>M.</math> Then we have the following * <math>B_1( \mathbf{v}\mathbf{v}^\mathsf{T} )</math> is a solid slab sandwiched between <math>\pm \{ \mathbf{w}: \langle \mathbf{w}, \mathbf{v}\rangle = 1 \}.</math> * <math>M \succeq 0</math> if and only if <math>B_1(M)</math> is an ellipsoid, or an ellipsoidal cylinder. * <math>M \succ 0</math> if and only if <math>B_1(M)</math> is bounded, that is, it is an ellipsoid. * If <math>N \succ 0,</math> then <math>M \succeq N</math> if and only if <math>B_1(M) \subseteq B_1(N);</math> <math>M \succ N</math> if and only if <math>B_1(M) \subseteq \operatorname{int}\bigl(B_1(N)\bigr).</math> * If <math>N \succ 0,</math> then <math>M \succeq \frac{ \mathbf{v}\mathbf{v}^\mathsf{T} }{\mathbf{v}^\mathsf{T} N\mathbf{v}}</math> for all <math>v \neq 0</math> if and only if <math display="inline">B_1(M) \subset \bigcap_{ \mathbf{v}^\mathsf{T} N\mathbf{v} = 1 } B_1(\mathbf{v} \mathbf{v}^\mathsf{T}).</math> So, since the polar dual of an ellipsoid is also an ellipsoid with the same principal axes, with inverse lengths, we have <math display="block">B_1(N^{-1}) = \bigcap_{\mathbf{v}^\mathsf{T} N\mathbf{v} = 1} B_1(\mathbf{v}\mathbf{v}^\mathsf{T}) = \bigcap_{ \mathbf{v}^\mathsf{T} N\mathbf{v} = 1 } \{ \mathbf{w}: |\langle \mathbf{w}, \mathbf{v}\rangle| \leq 1 \}.</math> That is, if <math>N</math> is positive-definite, then <math>M \succeq \frac{ \mathbf{v} \mathbf{v}^\mathsf{T} }{\mathbf{v}^\mathsf{T} N\mathbf{v}}</math> for all <math>\mathbf{v} \neq \mathbf{0}</math> if and only if <math>M \succeq N^{-1} .</math> Let <math>M</math> be an <math>n \times n</math> [[Hermitian matrix]]. The following properties are equivalent to <math>M</math> being positive definite: ; The associated sesquilinear form is an inner product : The [[sesquilinear form]] defined by <math>M</math> is the function <math>\langle \cdot, \cdot \rangle</math> from <math>\mathbb{C}^n \times \mathbb{C}^n</math> to <math>\mathbb{C}^n</math> such that <math>\langle \mathbf{x}, \mathbf{y} \rangle \equiv \mathbf{y}^* M\mathbf{x}</math> for all <math>\mathbf{x}</math> and <math>\mathbf{y}</math> in <math>\mathbb{C}^n,</math> where <math>\mathbf{y}^*</math> is the conjugate transpose of <math>\mathbf{y}.</math> For any complex matrix <math>M,</math> this form is linear in <math>x</math> and semilinear in <math>\mathbf{y}.</math> Therefore, the form is an [[inner product]] on <math>\mathbb{C}^n</math> if and only if <math>\langle \mathbf{z}, \mathbf{z} \rangle</math> is real and positive for all nonzero <math>\mathbf{z};</math> that is if and only if <math>M</math> is positive definite. (In fact, every inner product on <math>\mathbb{C}^n</math> arises in this fashion from a Hermitian positive definite matrix.) ; Its leading principal minors are all positive : The {{mvar|k}}th [[minor (linear algebra)|leading principal minor]] of a matrix <math>M</math> is the [[determinant]] of its upper-left <math>k \times k</math> sub-matrix. It turns out that a matrix is positive definite if and only if all these determinants are positive. This condition is known as [[Sylvester's criterion]], and provides an efficient test of positive definiteness of a symmetric real matrix. Namely, the matrix is reduced to an [[upper triangular matrix]] by using [[elementary row operations]], as in the first part of the [[Gaussian elimination]] method, taking care to preserve the sign of its determinant during [[pivot element|pivoting]] process. Since the {{mvar|k}}th leading principal minor of a triangular matrix is the product of its diagonal elements up to row <math>k,</math> Sylvester's criterion is equivalent to checking whether its diagonal elements are all positive. This condition can be checked each time a new row <math>k</math> of the triangular matrix is obtained. A positive semidefinite matrix is positive definite if and only if it is [[invertible matrix|invertible]].<ref>{{harvtxt|Horn|Johnson|2013}}, p. 431, Corollary 7.1.7</ref> A matrix <math>M</math> is negative (semi)definite if and only if <math>-M</math> is positive (semi)definite.
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)