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2 3
a11 a21 ::: an1
6 a12 a22 7
Take matrix A = 6 4 :
7
5
:::
a1n ann
2 3
a11
6 a22 7
Consider principle diagonal of matrix A : 6
4
7
5
:::
ann
de…nite?
D1 = 1
1 1
D2 = =1 1 ( 1) ( 1) = 0
1 1
1 1 2
1 5 1 2
D3 = 1 1 5 = ( 1)1+1 1 +( 1)2+1 ( 1) +
5 4 5 4
2 5 4
1 2
( 1)3+1 ( 2) = 21 + 6 + 6 = 9
1 5
1
D1 > 0; D2 = 0; D3 < 0
Matrix is neither positive de…nite nor negative de…nite
3. Find all arbitrary minors of matrix A: Is matrix A positive/negative
semide…nite?
m=1
Fix a11 : 1 =1>0
Fix a22 : 1 =1>0
Fix a33 : 1 =4>0
m=2
1 1
Fix a11 ; a22 : 2 = =0
1 1
1 2
Fix a11 ; a33 : 2 = =0
2 4
1 5
Fix a22 ; a33 : 2 = = 21 < 0
5 4
m=3
1 2 1
Fix a11 ; a22 ; a33 : 1 13 = 5 = 9<0
2 5 4
Matrix is neither positive semide…nite nor negative semide…nite.
Quadratic form is not PD, ND, PSD, NSD, hence, quadratic form is indef-
inite
Note: In this case to show that matrix is neither positive semide…nite nor
negative semide…nite it is not necessary to compute all arbitrary minors. We
know that 3 = det jAj = D3 : Before we found that D3 < 0: =)matrix A can
not be positive semide…nite (necessary condition is m 0; 80 m n). As
long as 1 > 0 matrix A can not be negative semide…nite (necessary condition
is ( 1)m m 0; 80 m n; as long as m = 1 ( 1)1 1 = 1 0).