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What makes a matrix positive definite

Question

Give the definition of a positive-definite matrix and state its main properties.

Short answer

A symmetric AA with x⊤Ax>0x^\top Ax>0 for every nonzero xx. Equivalent tests: all eigenvalues are positive; all leading principal minors are positive (Sylvester); A=LL⊤A=LL^\top with LL lower triangular and positive diagonal (Cholesky). Consequences: AA is invertible with A−1A^{-1} also positive definite, det⁡A>0\det A>0, diagonal entries are positive, and sums of positive-definite matrices stay positive definite.

Adapted from Joshi, Denson & Downes, Quant Job Interview Questions and Answers, Q6.9, p.190; question and answer rewritten by SelfMadeQuant.com.

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