Why Does a 2x2 Matrix [x y; y z] in the PSD Cone Imply x>=0, z>=0, and xz>=y^2?

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SUMMARY

A 2x2 matrix [x y; y z] is in the positive semidefinite (PSD) cone if and only if the conditions x >= 0, z >= 0, and xz >= y^2 are satisfied. This conclusion is derived from the properties of principal minors, which state that for a matrix to be PSD, all principal minors must be nonnegative. Specifically, for a 2x2 matrix, the relevant principal minors include the diagonal elements and the determinant, leading to the inequalities x, z >= 0 and xz - y^2 >= 0.

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peterlam
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Hi!

If we have a 2x2 matrix [x y;y z] belonging to a positive semidefinite cone. Why is it equivalent to say x>=0, z>=0, and xz>=y^2?

Thanks!
 
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A matrix is PSD if and only if it's principal minors are nonnegative (see http://en.wikipedia.org/wiki/Positive-definite_matrix#Characterizations").

A 2x2 matrix has three principal minors - the diagonal elements, and the determinant. So x,z >= 0, and xz - y^2 >=0.

I'm sure there is a way to see this without having to use the principal minors characterization though.
 
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