This is the deepest topic in the unit — the direct payoff of Topic 4's spectral theorem. Once every symmetric matrix is known to diagonalise with real eigenvalues (unconditionally), a natural refinement follows immediately: what if those eigenvalues are further constrained to be positive? This single sign condition turns out to be equivalent to five or six superficially different-looking properties — a quadratic form that's always positive, a matrix that factors as , a matrix that is literally for some — and this topic proves the equivalences, builds the Cholesky factorisation that makes positive-definiteness computationally checkable, and closes with the Oxford M1 LA II capstone: classifying conics and quadric surfaces by orthogonal diagonalisation.
By the end of this topic you should be able to:
- state and prove the equivalent characterisations of a positive (semi-)definite matrix;
- construct and use the Cholesky factorisation of an SPD matrix;
- classify a quadratic form by the signs of its matrix's eigenvalues;
- apply the Hessian eigenvalue test to a multivariable optimisation problem;
- classify a quadric surface using orthogonal diagonalisation.
In this lesson
- Contents
- The big picture
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