Positive definite Negative definate Matrix

In summary, to determine if a matrix is positive definite, negative definite, or neither, you can compute xTAx and solve the resulting quadratic equation in terms of x_1, x_2, and x_3. For the given 3x3 matrix A, with values [9 -1 2; -1 7 -3; 2 -3 3], solving xTAx results in 9x_1^2 + 7x_2^2 + 3x_3^2 - 2x_1x_2 + 4x_1x_3 - 6x_3x_2. To prove if this matrix is positive definite or negative definite, you would
  • #1
retspool
36
0
So i need to show if a matrix is positive definite or negative or neither

I have a matrix 3x3 A so i compute xTAx

I am left with an quadratic equation interms of x_1 x_2 and x_3

The Matrix is of the form

A = [ 9 -1 2]
|-1 7 -3|
[2 -3 3]

and solving xTAx i get

9x_1^2 + 7x_2^2 + 3x_3^2 - 2x_1x_2 + 4x_1x_3 - 6x_3x_2

If i need to show that it is positive definite or negative do i need to find an x and set it equal to (x_1 x_2 x_3) st that the xTAx is greater or less than 0?


Also do i need to find eigenvalues to prove anything?

Thanks
 
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  • #2
Here is what i came up with.
Pretty straightftwd

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1. What is a positive definite matrix?

A positive definite matrix is a square matrix where all of its eigenvalues are positive. This means that for any non-zero vector, when multiplied by the matrix, the resulting vector is always in the same direction as the original vector and is scaled by a positive factor.

2. How is a positive definite matrix different from a positive semi-definite matrix?

A positive definite matrix has all positive eigenvalues, while a positive semi-definite matrix has at least one eigenvalue that is equal to zero. This means that a positive semi-definite matrix can have some negative elements, while a positive definite matrix must have all positive elements.

3. What is a negative definite matrix?

A negative definite matrix is a square matrix where all of its eigenvalues are negative. This means that for any non-zero vector, when multiplied by the matrix, the resulting vector is in the opposite direction as the original vector and is scaled by a negative factor.

4. Can a matrix be both positive definite and negative definite?

No, a matrix can only be either positive definite or negative definite. This is because if all of the eigenvalues are positive, then they cannot also be negative, and vice versa.

5. What are some applications of positive definite and negative definite matrices?

Positive definite and negative definite matrices are commonly used in optimization problems, such as in machine learning and data analysis. They can also be used in solving linear systems of equations and in modeling physical systems, such as in quantum mechanics.

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