Quadratic Forms
Main Concept
|
Let A be an symmetric matrix with real entries , and let be an column vector of the form . Therefore, is said to be the quadratic form of A.
|
The expansion of
|
|
|
A quadratic form, Q, and its corresponding symmetric matrix, A, can be classified as follows:
•
|
Positive definite if for all
|
•
|
Positive semi-definite if for all and for some
|
•
|
Negative definite if for all
|
•
|
Negative semi-definite if for all and for some
|
•
|
Indefinite if for some and for some other .
|
|
Graphical Representation
|
|
If has only two elements, , then we can graphically represent the quadratic form, , as a function . This is shown in the plot below.
This also allows us to visually determine the classification of the symmetric matrix A as:
•
|
Positive definite if is bounded below by and intersects this plane at only a single point,
|
•
|
Positive semi-definite if is bounded below by and intersects this plane along a straight line.
|
•
|
Negative definite if is bounded above by and intersects this plane at only a single point,
|
•
|
Negative semi-definite if is bounded above by and intersects this plane along a straight line.
|
•
|
Indefinite if lies above for some values of and below for other values of , thereby intersecting this plane along a curve which is not a straight line.
|
|
|
Application in Multivariable Calculus
|
|
Using quadratic forms to classify matrices as definite, semi-definite, or indefinite can be useful in performing the multivariable second derivative test.
Let have continuous second partial derivatives in some neighborhood of a critical point and let be the Hessian matrix of evaluated at .
•
|
If is positive definite, then is a local minimum.
|
•
|
If is negative definite, then is a local maximum.
|
•
|
If is indefinite, then is a saddle point.
|
•
|
If is positive semi-definite or negative semi-definite, then the second derivative test is inconclusive as to the nature of the point
|
|
|
|
|
Change the values in the symmetric matrix, A, and observe how the plot and formula of its quadratic form, , change in response. The 3-D plot below can be rotated for visual representation.
Try to find a 2 × 2 symmetric matrix of each type: positive definite, positive semi-definite, negative definite, negative semi-definite, and indefinite.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|