What makes a matrix positive definite
Question
Give the definition of a positive-definite matrix and state its main properties.
Short answer
A symmetric with for every nonzero . Equivalent tests: all eigenvalues are positive; all leading principal minors are positive (Sylvester); with lower triangular and positive diagonal (Cholesky). Consequences: is invertible with also positive definite, , 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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