Math Problem Statement

Show that the matrix for the following quadratic form is positive definite 3x21

  • 2x22 − 2 √ 2 x1x2

Solution

To determine if the quadratic form is positive definite, we must first express it in matrix form. A quadratic form is typically expressed as:

Q(x)=xTAxQ(\mathbf{x}) = \mathbf{x}^T A \mathbf{x}

where x=[x1x2]\mathbf{x} = \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} and AA is the matrix representing the quadratic form. The quadratic form you provided is:

3x12+2x2222x1x23x_1^2 + 2x_2^2 - 2\sqrt{2}x_1x_2

Step 1: Express the quadratic form in matrix form

The general quadratic form is:

ax12+bx22+2cx1x2ax_1^2 + bx_2^2 + 2cx_1x_2

Comparing this with 3x12+2x2222x1x23x_1^2 + 2x_2^2 - 2\sqrt{2}x_1x_2, we identify:

  • a=3a = 3 (coefficient of x12x_1^2)
  • b=2b = 2 (coefficient of x22x_2^2)
  • c=2c = -\sqrt{2} (since the term is 22x1x2- 2 \cdot \sqrt{2} \cdot x_1x_2)

The corresponding matrix AA for this quadratic form is symmetric and can be written as:

A=[accb]=[3222]A = \begin{bmatrix} a & c \\ c & b \end{bmatrix} = \begin{bmatrix} 3 & -\sqrt{2} \\ -\sqrt{2} & 2 \end{bmatrix}

Step 2: Check if the matrix is positive definite

A matrix is positive definite if all its leading principal minors (determinants of top-left submatrices) are positive:

  1. First leading principal minor is just the top-left entry: A11=3A_{11} = 3 Since 3>03 > 0, the first condition is satisfied.

  2. Second leading principal minor is the determinant of the full matrix: det(A)=det[3222]\text{det}(A) = \text{det}\begin{bmatrix} 3 & -\sqrt{2} \\ -\sqrt{2} & 2 \end{bmatrix} Using the determinant formula for a 2x2 matrix, we compute: det(A)=(3)(2)(2)(2)=62=4\text{det}(A) = (3)(2) - (-\sqrt{2})(-\sqrt{2}) = 6 - 2 = 4 Since 4>04 > 0, the second condition is also satisfied.

Conclusion:

Since both leading principal minors are positive, the matrix A=[3222]A = \begin{bmatrix} 3 & -\sqrt{2} \\ -\sqrt{2} & 2 \end{bmatrix} is positive definite. Therefore, the quadratic form is positive definite.

Would you like further details or have any questions?

Here are 5 related questions for further exploration:

  1. What are other criteria to check if a matrix is positive definite?
  2. Can a quadratic form be positive definite if the matrix has negative entries?
  3. How does the Sylvester’s criterion apply to positive definiteness of larger matrices?
  4. What is the significance of positive definiteness in optimization problems?
  5. How do we diagonalize a quadratic form?

Tip: A matrix is positive definite if all its eigenvalues are positive, which is another way to check definiteness!

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Math Problem Analysis

Mathematical Concepts

Quadratic Forms
Matrix Algebra
Positive Definiteness

Formulas

Quadratic form Q(x) = x^T A x
Determinant of a 2x2 matrix: det(A) = ad - bc

Theorems

Sylvester's Criterion
Properties of Positive Definite Matrices

Suitable Grade Level

University level (Linear Algebra)