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Definite quadratic form

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77:(or semi-definite) quadratic form is defined in much the same way, except that "always positive" and "always negative" are replaced by "never negative" and "never positive", respectively. In other words, it may take on zero values for some non-zero vectors of 312: 983: 1852: 528: 138: 1545: 1196: 1091: 1268: 1991: 1338: 1462: 1926: 390: 1653: 1730: 432: 1126: 1021: 133: 1372: 824: 705: 592: 1602: 1575: 2157: 17: 853: 2019:, in which a vector of estimated parameters is sought which minimizes the sum of squared deviations from a perfect fit within the dataset. 1759:
has any non-zero off-diagonal elements, the non-matrix form will also contain some terms involving products of two different variables.
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for a minimum are met at this point. If the quadratic form is negative-definite, the second-order conditions for a maximum are met.
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In two dimensions this means that the distance between two points is the square root of the sum of the squared distances along the
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Positive or negative-definiteness or semi-definiteness, or indefiniteness, of this quadratic form is equivalent to
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centered on the origin. If the general quadratic form above is equated to 0, the resulting equation is that of an
2009: 2134:, vol. 211 (Corrected fourth printing, revised third ed.), New York: Springer-Verlag, p. 578, 2131: 53: 1879: 320: 1622: 1672: 402: 2033: 1667: 1755:
this is equivalent to a non-matrix form containing solely terms involving squared variables; but if
1096: 991: 307:{\displaystyle {\begin{aligned}Q(x)&=B(x,x)\\B(x,y)&=B(y,x)={\tfrac {1}{2}}~.\end{aligned}}} 2192: 2075: 2038: 2028: 1763: 89: 735:
is indefinite and sometimes evaluates to a positive number and sometimes to a negative number. If
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the quadratic form is negative-definite and always evaluates to a negative number whenever
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In general a quadratic form in two variables will also involve a cross-product term in
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is positive semidefinite and always evaluates to either 0 or a positive number. If
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is negative semidefinite and always evaluates to either 0 or a negative number.
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problems. Suppose the matrix quadratic form is augmented with linear terms, as
1467: 39: 2100:. Cambridge Tracts in Mathematics. Vol. 106. Cambridge University Press. 2186: 2079: 1377: 96: 1790: 88:
quadratic form takes on both positive and negative values and is called an
46: 2149: 978:{\displaystyle Q(x)=c_{1}{x_{1}}^{2}+c_{2}{x_{2}}^{2}+2c_{3}x_{1}x_{2}~.} 43: 31: 2123: 1770: 1385: 119:, etc. according to its associated quadratic form. A quadratic form 111:
over the same space. A symmetric bilinear form is also described as
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More generally, these definitions apply to any vector space over an
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with the sign of the semidefiniteness coinciding with the sign of
56:(always positive or always negative) for every non-zero vector of 1381: 826:
And if one of the constants is negative and the other is 0, then
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If one of the constants is positive and the other is 0, then
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if the quadratic form is positive or negative-definite, a
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This bivariate quadratic form appears in the context of
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An important example of such an optimization arises in
1847:{\displaystyle x^{\mathsf {T}}A\,x+b^{\mathsf {T}}x\;,} 62:. According to that sign, the quadratic form is called 1951: 523:{\displaystyle Q(x)=c_{1}{x_{1}}^{2}+c_{2}{x_{2}}^{2}} 229: 1940: 1882: 1802: 1675: 1625: 1583: 1556: 1483: 1398: 1346: 1276: 1204: 1134: 1099: 1029: 994: 856: 761: 642: 539: 443: 405: 323: 136: 102: 1789:
Definite quadratic forms lend themselves readily to
1985: 1920: 1869:for a maximum or minimum are found by setting the 1846: 1724: 1647: 1596: 1569: 1539: 1456: 1366: 1332: 1262: 1190: 1120: 1085: 1015: 977: 818: 699: 586: 522: 426: 384: 306: 1540:{\displaystyle {x_{1}}^{2}+\cdots +{x_{n}}^{2}~.} 2184: 2158:Ergebnisse der Mathematik und ihrer Grenzgebiete 2148: 2062: 1191:{\displaystyle \,c_{1}c_{2}-{c_{3}}^{2}>0\;,} 1086:{\displaystyle \,c_{1}c_{2}-{c_{3}}^{2}>0\;,} 1263:{\displaystyle \;c_{1}c_{2}-{c_{3}}^{2}<0~.} 1986:{\displaystyle x=-{\tfrac {1}{2}}\,A^{-1}b\;,} 1333:{\displaystyle \;c_{1}c_{2}-{c_{3}}^{2}=0\;,} 1612:A quadratic form can be written in terms of 1457:{\displaystyle \;c_{1}c_{2}-{c_{3}}^{2}=0~.} 988:This quadratic form is positive-definite if 1270:It is positive or negative semidefinite if 123:and its associated symmetric bilinear form 2082:, which necessarily have characteristic 0. 1979: 1914: 1840: 1769:, which can be checked by considering all 1721: 1676: 1399: 1347: 1326: 1277: 1205: 1184: 1117: 1100: 1079: 1012: 995: 762: 643: 324: 27:Type of homogeneous polynomial of degree 2 1962: 1889: 1818: 1641: 1135: 1030: 414: 317:The latter formula arises from expanding 107:Quadratic forms correspond one-to-one to 2078:other than 2, but here we consider only 1732:in which at least one element is not 0; 636:evaluates to a positive number whenever 127:are related by the following equations: 2095: 1777:or by checking the signs of all of its 14: 2185: 1831: 1809: 1715: 1632: 1921:{\displaystyle 2A\,x+b={\vec {0}}\;,} 385:{\displaystyle \;Q(x+y)=B(x+y,x+y)~.} 2122: 2004:. If the quadratic form, and hence 1648:{\displaystyle x^{\mathsf {T}}A\,x} 24: 2074:This is true only over a field of 1725:{\displaystyle \;^{\mathsf {T}}\;} 434:, and consider the quadratic form 427:{\displaystyle V=\mathbb {R} ^{2}} 103:Associated symmetric bilinear form 25: 2209: 18:Positive-definite quadratic form 1784: 2068: 2056: 1908: 1710: 1677: 1607: 1121:{\displaystyle \;c_{1}<0\;} 1016:{\displaystyle \;c_{1}>0\;} 866: 860: 807: 795: 789: 763: 688: 676: 670: 644: 575: 549: 453: 447: 373: 349: 340: 328: 291: 288: 282: 273: 267: 258: 246: 240: 222: 210: 197: 185: 175: 163: 150: 144: 13: 1: 2132:Graduate Texts in Mathematics 2098:Arithmetic of quadratic forms 2089: 1743:; and superscript denotes a 2063:Milnor & Husemoller 1973 2008:, is positive-definite, the 1865:ร—1 vector of constants. The 7: 2096:Kitaoka, Yoshiyuki (1993). 2022: 1388:if it is indefinite, and a 394: 10: 2214: 2160:. Vol. 73. Springer. 2034:Positive-definite function 2152:; Husemoller, D. (1973). 1367:{\displaystyle \;c_{1}~.} 819:{\displaystyle \;\neq ~.} 700:{\displaystyle \;\neq ~.} 632:is positive-definite, so 2154:Symmetric Bilinear Forms 2049: 2039:Positive-definite matrix 2029:Isotropic quadratic form 587:{\displaystyle ~x=\in V} 109:symmetric bilinear forms 90:isotropic quadratic form 2010:second-order conditions 36:definite quadratic form 1987: 1922: 1867:first-order conditions 1848: 1726: 1649: 1598: 1571: 1541: 1458: 1368: 1334: 1264: 1192: 1122: 1087: 1017: 979: 820: 701: 588: 524: 428: 386: 308: 2044:Polarization identity 1988: 1923: 1849: 1764:the same property of 1727: 1650: 1599: 1597:{\displaystyle x_{2}} 1572: 1570:{\displaystyle x_{1}} 1542: 1459: 1369: 1335: 1265: 1193: 1123: 1093:negative-definite if 1088: 1018: 980: 821: 702: 589: 525: 429: 387: 309: 1938: 1880: 1873:to the zero vector: 1800: 1673: 1623: 1581: 1554: 1481: 1396: 1344: 1274: 1202: 1132: 1097: 1027: 992: 854: 759: 731:or vice versa, then 640: 537: 441: 403: 321: 134: 2017:multiple regression 628:the quadratic form 399:As an example, let 1983: 1960: 1918: 1844: 1722: 1645: 1594: 1567: 1537: 1466:The square of the 1454: 1364: 1330: 1260: 1198:and indefinite if 1188: 1118: 1083: 1013: 975: 816: 697: 608:are constants. If 584: 520: 424: 382: 304: 302: 238: 52:that has the same 2141:978-0-387-95385-4 1959: 1911: 1871:matrix derivative 1533: 1450: 1360: 1256: 971: 812: 693: 542: 378: 296: 237: 68:negative-definite 64:positive-definite 16:(Redirected from 2205: 2179: 2144: 2119: 2083: 2072: 2066: 2060: 2007: 1999: 1992: 1990: 1989: 1984: 1975: 1974: 1961: 1952: 1927: 1925: 1924: 1919: 1913: 1912: 1904: 1864: 1860: 1853: 1851: 1850: 1845: 1836: 1835: 1834: 1814: 1813: 1812: 1779:principal minors 1776: 1767: 1758: 1750: 1745:matrix transpose 1741:symmetric matrix 1739: 1735: 1731: 1729: 1728: 1723: 1720: 1719: 1718: 1708: 1707: 1689: 1688: 1668:Cartesian vector 1665: 1661: 1654: 1652: 1651: 1646: 1637: 1636: 1635: 1603: 1601: 1600: 1595: 1593: 1592: 1576: 1574: 1573: 1568: 1566: 1565: 1546: 1544: 1543: 1538: 1531: 1530: 1529: 1524: 1523: 1522: 1502: 1501: 1496: 1495: 1494: 1473: 1463: 1461: 1460: 1455: 1448: 1441: 1440: 1435: 1434: 1433: 1419: 1418: 1409: 1408: 1373: 1371: 1370: 1365: 1358: 1357: 1356: 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2204: 2203: 2202: 2193:Quadratic forms 2183: 2182: 2168: 2142: 2108: 2092: 2087: 2086: 2073: 2069: 2061: 2057: 2052: 2025: 2005: 1997: 1967: 1963: 1950: 1939: 1936: 1935: 1903: 1902: 1881: 1878: 1877: 1862: 1858: 1830: 1829: 1825: 1808: 1807: 1803: 1801: 1798: 1797: 1787: 1774: 1765: 1756: 1748: 1737: 1733: 1714: 1713: 1709: 1703: 1699: 1684: 1680: 1674: 1671: 1670: 1663: 1659: 1631: 1630: 1626: 1624: 1621: 1620: 1610: 1588: 1584: 1582: 1579: 1578: 1561: 1557: 1555: 1552: 1551: 1525: 1518: 1514: 1513: 1512: 1497: 1490: 1486: 1485: 1484: 1482: 1479: 1478: 1471: 1436: 1429: 1425: 1424: 1423: 1414: 1410: 1404: 1400: 1397: 1394: 1393: 1352: 1348: 1345: 1342: 1341: 1314: 1307: 1303: 1302: 1301: 1292: 1288: 1282: 1278: 1275: 1272: 1271: 1242: 1235: 1231: 1230: 1229: 1220: 1216: 1210: 1206: 1203: 1200: 1199: 1172: 1165: 1161: 1160: 1159: 1150: 1146: 1140: 1136: 1133: 1130: 1129: 1105: 1101: 1098: 1095: 1094: 1067: 1060: 1056: 1055: 1054: 1045: 1041: 1035: 1031: 1028: 1025: 1024: 1000: 996: 993: 990: 989: 963: 959: 953: 949: 943: 939: 927: 920: 916: 915: 914: 908: 904: 895: 888: 884: 883: 882: 876: 872: 855: 852: 851: 846: 841: 839: 834: 827: 783: 779: 770: 766: 760: 757: 756: 752: 747: 746: 742: 737: 736: 732: 728: 723: 722: 718: 713: 712: 708: 664: 660: 651: 647: 641: 638: 637: 629: 625: 620: 619: 615: 610: 609: 607: 602: 600: 595: 569: 565: 556: 552: 538: 535: 534: 514: 507: 503: 502: 501: 495: 491: 482: 475: 471: 470: 469: 463: 459: 442: 439: 438: 418: 413: 412: 404: 401: 400: 397: 322: 319: 318: 301: 300: 228: 200: 179: 178: 153: 137: 135: 132: 131: 124: 120: 105: 78: 57: 49: 28: 23: 22: 15: 12: 11: 5: 2211: 2201: 2200: 2198:Linear algebra 2195: 2181: 2180: 2166: 2146: 2140: 2120: 2106: 2091: 2088: 2085: 2084: 2080:ordered fields 2076:characteristic 2067: 2054: 2053: 2051: 2048: 2047: 2046: 2041: 2036: 2031: 2024: 2021: 1994: 1993: 1982: 1978: 1973: 1970: 1966: 1958: 1955: 1949: 1946: 1943: 1929: 1928: 1917: 1910: 1907: 1901: 1898: 1895: 1892: 1888: 1885: 1855: 1854: 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650: 646: 623: 613: 605: 598: 583: 580: 577: 572: 568: 564: 559: 555: 551: 548: 545: 531: 530: 517: 510: 506: 498: 494: 490: 485: 478: 474: 466: 462: 458: 455: 452: 449: 446: 421: 416: 411: 408: 396: 393: 381: 375: 372: 369: 366: 363: 360: 357: 354: 351: 348: 345: 342: 339: 336: 333: 330: 327: 315: 314: 299: 293: 290: 287: 284: 281: 278: 275: 272: 269: 266: 263: 260: 257: 254: 251: 248: 245: 242: 236: 233: 227: 224: 221: 218: 215: 212: 209: 206: 203: 201: 199: 196: 193: 190: 187: 184: 181: 180: 177: 174: 171: 168: 165: 162: 159: 156: 154: 152: 149: 146: 143: 140: 139: 104: 101: 40:quadratic form 26: 9: 6: 4: 3: 2: 2210: 2199: 2196: 2194: 2191: 2190: 2188: 2177: 2173: 2169: 2167:3-540-06009-X 2163: 2159: 2155: 2151: 2147: 2143: 2137: 2133: 2129: 2125: 2121: 2117: 2113: 2109: 2107:0-521-40475-4 2103: 2099: 2094: 2093: 2081: 2077: 2071: 2065:, p. 61. 2064: 2059: 2055: 2045: 2042: 2040: 2037: 2035: 2032: 2030: 2027: 2026: 2020: 2018: 2013: 2011: 2003: 1980: 1976: 1971: 1968: 1964: 1956: 1953: 1947: 1944: 1941: 1934: 1933: 1932: 1915: 1905: 1899: 1896: 1893: 1890: 1886: 1883: 1876: 1875: 1874: 1872: 1868: 1841: 1837: 1826: 1822: 1819: 1815: 1804: 1796: 1795: 1794: 1792: 1782: 1780: 1772: 1768: 1760: 1754: 1746: 1742: 1704: 1700: 1696: 1693: 1690: 1685: 1681: 1669: 1642: 1638: 1627: 1619: 1618: 1617: 1615: 1605: 1589: 1585: 1577:axis and the 1562: 1558: 1534: 1526: 1519: 1515: 1509: 1506: 1503: 1498: 1491: 1487: 1477: 1476: 1475: 1469: 1464: 1451: 1445: 1442: 1437: 1430: 1426: 1420: 1415: 1411: 1405: 1401: 1391: 1387: 1383: 1379: 1374: 1361: 1353: 1349: 1327: 1323: 1320: 1315: 1308: 1304: 1298: 1293: 1289: 1283: 1279: 1257: 1251: 1248: 1243: 1236: 1232: 1226: 1221: 1217: 1211: 1207: 1185: 1181: 1178: 1173: 1166: 1162: 1156: 1151: 1147: 1141: 1137: 1114: 1111: 1106: 1102: 1080: 1076: 1073: 1068: 1061: 1057: 1051: 1046: 1042: 1036: 1032: 1009: 1006: 1001: 997: 972: 964: 960: 954: 950: 944: 940: 936: 933: 928: 921: 917: 909: 905: 901: 896: 889: 885: 877: 873: 869: 863: 857: 850: 849: 848: 831: 813: 804: 801: 798: 792: 784: 780: 776: 771: 767: 694: 685: 682: 679: 673: 665: 661: 657: 652: 648: 635: 581: 578: 570: 566: 562: 557: 553: 546: 543: 515: 508: 504: 496: 492: 488: 483: 476: 472: 464: 460: 456: 450: 444: 437: 436: 435: 419: 409: 406: 392: 379: 370: 367: 364: 361: 358: 355: 352: 346: 343: 337: 334: 331: 325: 297: 285: 279: 276: 270: 264: 261: 255: 252: 249: 243: 234: 231: 225: 219: 216: 213: 207: 204: 202: 194: 191: 188: 182: 172: 169: 166: 160: 157: 155: 147: 141: 130: 129: 128: 118: 114: 110: 100: 98: 97:ordered field 93: 91: 87: 82: 76: 71: 69: 65: 60: 55: 48: 45: 41: 37: 33: 19: 2153: 2127: 2097: 2070: 2058: 2014: 1995: 1930: 1856: 1791:optimization 1788: 1785:Optimization 1761: 1657: 1611: 1549: 1465: 1375: 987: 832: 633: 532: 398: 316: 117:semidefinite 116: 112: 106: 94: 85: 83: 75:semidefinite 74: 72: 67: 63: 58: 47:vector space 35: 29: 2124:Lang, Serge 2002:nonsingular 1771:eigenvalues 1608:Matrix form 32:mathematics 2187:Categories 2176:0292.10016 2150:Milnor, J. 2116:0785.11021 2090:References 86:indefinite 42:over some 1996:assuming 1969:− 1948:− 1909:→ 1694:⋯ 1507:⋯ 1421:− 1386:hyperbola 1299:− 1227:− 1157:− 1052:− 793:≠ 674:≠ 579:∈ 277:− 262:− 2126:(2004), 2023:See also 1753:diagonal 1614:matrices 1390:parabola 753:< 0 , 729:< 0 , 626:> 0 , 395:Examples 113:definite 2128:Algebra 1931:giving 1662:is any 1382:ellipse 743:< 0 719:> 0 616:> 0 2174:  2164:  2138:  2114:  2104:  1861:is an 1857:where 1738:n ร— n 1736:is an 1658:where 1604:axis. 1532:  1449:  1359:  1255:  970:  811:  692:  541:  533:where 377:  295:  2050:Notes 1747:. If 38:is a 2162:ISBN 2136:ISBN 2102:ISBN 1249:< 1179:> 1128:and 1112:< 1074:> 1023:and 1007:> 745:and 721:and 618:and 601:and 594:and 54:sign 44:real 34:, a 2172:Zbl 2112:Zbl 2000:is 1773:of 1751:is 1666:ร—1 1616:as 1470:in 1392:if 84:An 66:or 30:In 2189:: 2170:. 2156:. 2130:, 2110:. 1781:. 847:: 115:, 99:. 92:. 81:. 73:A 70:. 2178:. 2145:. 2118:. 2006:A 1998:A 1981:, 1977:b 1972:1 1965:A 1957:2 1954:1 1945:= 1942:x 1916:, 1906:0 1900:= 1897:b 1894:+ 1891:x 1887:A 1884:2 1863:n 1859:b 1842:, 1838:x 1832:T 1827:b 1823:+ 1820:x 1816:A 1810:T 1805:x 1775:A 1766:A 1757:A 1749:A 1734:A 1716:T 1711:] 1705:n 1701:x 1697:, 1691:, 1686:1 1682:x 1678:[ 1664:n 1660:x 1643:x 1639:A 1633:T 1628:x 1590:2 1586:x 1563:1 1559:x 1535:. 1527:2 1520:n 1516:x 1510:+ 1504:+ 1499:2 1492:1 1488:x 1472:n 1452:. 1446:0 1443:= 1438:2 1431:3 1427:c 1416:2 1412:c 1406:1 1402:c 1362:. 1354:1 1350:c 1328:, 1324:0 1321:= 1316:2 1309:3 1305:c 1294:2 1290:c 1284:1 1280:c 1258:. 1252:0 1244:2 1237:3 1233:c 1222:2 1218:c 1212:1 1208:c 1186:, 1182:0 1174:2 1167:3 1163:c 1152:2 1148:c 1142:1 1138:c 1115:0 1107:1 1103:c 1081:, 1077:0 1069:2 1062:3 1058:c 1047:2 1043:c 1037:1 1033:c 1010:0 1002:1 998:c 973:. 965:2 961:x 955:1 951:x 945:3 941:c 937:2 934:+ 929:2 922:2 918:x 910:2 906:c 902:+ 897:2 890:1 886:x 878:1 874:c 870:= 867:) 864:x 861:( 858:Q 845:2 842:x 840:ยท 838:1 835:x 828:Q 814:. 808:] 805:0 802:, 799:0 796:[ 790:] 785:2 781:x 777:, 772:1 768:x 764:[ 751:2 748:c 741:1 738:c 733:Q 727:2 724:c 717:1 714:c 709:Q 695:. 689:] 686:0 683:, 680:0 677:[ 671:] 666:2 662:x 658:, 653:1 649:x 645:[ 634:Q 630:Q 624:2 621:c 614:1 611:c 606:2 603:c 599:1 596:c 582:V 576:] 571:2 567:x 563:, 558:1 554:x 550:[ 547:= 544:x 516:2 509:2 505:x 497:2 493:c 489:+ 484:2 477:1 473:x 465:1 461:c 457:= 454:) 451:x 448:( 445:Q 420:2 415:R 410:= 407:V 380:. 374:) 371:y 368:+ 365:x 362:, 359:y 356:+ 353:x 350:( 347:B 344:= 341:) 338:y 335:+ 332:x 329:( 326:Q 298:. 292:] 289:) 286:y 283:( 280:Q 274:) 271:x 268:( 265:Q 259:) 256:y 253:+ 250:x 247:( 244:Q 241:[ 235:2 232:1 226:= 223:) 220:x 217:, 214:y 211:( 208:B 205:= 198:) 195:y 192:, 189:x 186:( 183:B 176:) 173:x 170:, 167:x 164:( 161:B 158:= 151:) 148:x 145:( 142:Q 125:B 121:Q 79:V 59:V 50:V 20:)

Index

Positive-definite quadratic form
mathematics
quadratic form
real
vector space
sign
isotropic quadratic form
ordered field
symmetric bilinear forms
conic sections
ellipse
hyperbola
parabola
Euclidean norm
matrices
Cartesian vector
symmetric matrix
matrix transpose
diagonal
the same property of A
eigenvalues
principal minors
optimization
first-order conditions
matrix derivative
nonsingular
second-order conditions
multiple regression
Isotropic quadratic form
Positive-definite function

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