Professional Documents
Culture Documents
Integration Definite Matrices
Integration Definite Matrices
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.
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.