Approach:
Build the symmetric matrix of the quadratic form by the standard rule: diagonal entries come from the squared terms and each off-diagonal entry is half of the mixed-term coefficient.
Steps:
Diagonal entries: a11=2, a22=3
Off-diagonal entries: a12=a21=24=2
Matrix representation: A=(2223)
Answer:A=(2223)
Exercise 2
Reduce Q(x1,x2)=2x12+4x1x2+3x22 to standard form by an orthogonal transformation.
orthogonal transformationstandard formeigenvalues
Approach:
Diagonalise the symmetric matrix of the form, normalise the eigenvectors into an orthogonal matrix, and read the standard form off the eigenvalues.
Steps:
Matrix representation: A=(2223)
Characteristic equation: ∣A−λI∣=λ2−5λ+2=0
Eigenvalues: λ1=1, λ2=4
Eigenvectors:
λ1=1: x1=(1,−1)
λ2=4: x2=(1,1)
Normalisation:
q1=21(1,−1)
q2=21(1,1)
Orthogonal matrix: Q=21(1−111)
Standard form: Q=y12+4y22
Answer:Q=y12+4y22
Exercise 3
Decide whether the quadratic form Q(x1,x2)=x12+2x22 is positive definite.
Approach:
Evaluate the form on an arbitrary nonzero vector. If the value is positive for every such vector, the form is positive definite by definition.
Steps:
Matrix representation: A=(1002)
For any nonzero vector x=(x1x2), Q(x)=x12+2x22>0
Hence the form is positive definite
Answer:It is a positive definite quadratic form
Exercise 4
State the law of inertia.
law of inertiaindices of inertiacongruence transformation
Approach:
Recall the statement of the law of inertia, which connects the congruence of symmetric matrices with the invariance of their signature.
Steps:
The law of inertia: let A be a real symmetric matrix of order n. Then the positive index of inertia and the negative index of inertia of A are unchanged under congruence transformations.
Answer:Congruence transformations do not change the positive or negative indices of inertia
Exercise 5
Decide whether A=(2112) is positive definite.
positive definitenesseigenvalue criterionleading principal minors
Approach:
Try the eigenvalue criterion and the leading principal minor criterion; each of them decides the question independently, so agreeing results confirm the computation.
Steps:
Method one: compute the eigenvalues
Characteristic equation: ∣A−λI∣=λ2−4λ+3=0
Eigenvalues: λ1=1, λ2=3, both positive
Method two: check the leading principal minors
∣A1∣=2>0
∣A2∣=3>0
Answer:It is a positive definite matrix
Exercise 6
Write the quadratic form Q(x1,x2,x3)=x12+2x22+3x32+2x1x2+2x1x3+4x2x3 in matrix form.
Approach:
Collect the coefficients of the quadratic form into a symmetric matrix, halving the coefficients of the mixed terms for the off-diagonal entries.
Reduce the quadratic form Q(x1,x2)=x12+4x1x2+4x22 to standard form by completing the square.
completing the squarestandard formquadratic form
Approach:
Absorb the cross term into a perfect square and then rename the new combination as a variable, which removes the mixed term entirely.
Steps:
Q(x1,x2)=x12+4x1x2+4x22
=(x1+2x2)2
Put y1=x1+2x2, y2=x2
Then Q=y12
Answer:Q=y12, where y1=x1+2x2, y2=x2
Exercise 8
Decide the positive definiteness of the quadratic form Q(x1,x2)=−x12−2x22.
negative definitenesspositive definitenessquadratic form
Approach:
Evaluate the form for an arbitrary nonzero vector. A value that is always negative shows that the form cannot be positive definite, but is negative definite.
Steps:
Matrix representation: A=(−100−2)
For any nonzero vector x=(x1x2), Q(x)=−x12−2x22<0
Hence the form is negative definite
Answer:It is a negative definite quadratic form
Exercise 9
Reduce the quadratic form Q(x1,x2,x3)=x12+2x22+3x32+2x1x2+2x1x3+4x2x3 to standard form by the orthogonal transformation method.
orthogonal transformationstandard formeigenvalues and eigenvectors
Approach:
Diagonalise the symmetric matrix of the form, normalise the eigenvectors so that they form an orthogonal basis, and then read the standard form off the eigenvalues.
Steps:
Matrix representation: A=111122123
Characteristic equation: ∣A−λI∣=−λ3+6λ2−11λ+6=0
Eigenvalues: λ1=1, λ2=2, λ3=3
Eigenvectors:
λ1=1: x1=(1,−1,0)
λ2=2: x2=(1,0,−1)
λ3=3: x3=(1,1,1)
Normalisation:
q1=21(1,−1,0)
q2=21(1,0,−1)
q3=31(1,1,1)
Standard form: Q=y12+2y22+3y32
Answer:Q=y12+2y22+3y32
Exercise 10
Decide the positive definiteness of the matrix A=(1111).
Approach:
Compute the eigenvalues. A zero eigenvalue blocks positive definiteness, while the absence of negative eigenvalues still allows a semidefinite verdict.
Steps:
Characteristic equation: ∣A−λI∣=λ2−2λ=0
Eigenvalues: λ1=0, λ2=2
There is a zero eigenvalue, so the matrix is not positive definite
But all eigenvalues are nonnegative, so it is positive semidefinite
Answer:It is a positive semidefinite matrix
Exercise 11
Prove that the determinant of a positive definite matrix is positive.
positive definitenessdeterminanteigenvalues
Approach:
Combine the eigenvalue criterion with the fact that the determinant of a matrix is the product of its eigenvalues.
Steps:
Let A be a positive definite matrix
All eigenvalues of a positive definite matrix are positive
The determinant is the product of the eigenvalues: ∣A∣=∏i=1nλi
All eigenvalues are positive, so their product is positive as well
Therefore ∣A∣>0
Answer:The proof is complete
Exercise 12
Reduce the quadratic form Q(x1,x2,x3)=x12+2x22+3x32+2x1x2+2x1x3+4x2x3 to standard form by completing the square.
completing the squarestandard formchange of variables
Approach:
Group the terms so that the cross terms are absorbed into perfect squares one after another, then introduce new variables for the completed expressions.
Approach:
Combine the definition of congruence with the definition of positive definiteness: substitute the congruent matrix into the quadratic form and use the invertibility of the change of basis.
Steps:
Let A be a positive definite matrix and let B=PTAP be a congruence transformation
For any nonzero vector y, yTBy=yTPTAPy=(Py)TA(Py)
Since P is an invertible matrix, Py is also a nonzero vector
Since A is positive definite, (Py)TA(Py)>0
Therefore yTBy>0, that is, B is positive definite as well
Answer:The proof is complete
Exercise 15
Decide whether the matrix A=(3113) is positive definite.
positive definitenesseigenvalue criterionleading principal minors
Approach:
Apply the eigenvalue criterion and the leading principal minor criterion, and compare the two computations before concluding.