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Principal Minors and North-West (or heading) Principal Minors

Theorem
Let A be a symmetric matrix. Then, the matrix A is
- positive definite, if all its North-West principal minors are
positive;
- negative definite, if all its North-West principal minors of odd
order are negative
and those of even order are positive;
- positive semidefinite and singular, if all its principal minors
are non-negative and its determinant is null;
- negative semidefinite and singular, all its odd principal minors
are non-positive
and those even are non-negative, and its determinant is null.

Note: North-West principal minors are also known as heading


principal minors

Theorem
Let A be a symmetric matrix. Then, the matrix A is
- positive (negative) definite, if all the eigenvalues of A are
positive (negative);
- positive (negative) semidefinite, if the eigenvalues of A are
non-negative (non-positive);
- indefinite, if the eigenvalues of A have opposite sign.

The following examples will allow the reader to understand how


to compute the principal minors and the heading principal minors
of a matrix. We will focus on square matrices of order 2 and order
3. The extension to matrices of superior order is immediate.

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