Level sets of a positive semidefinite quadratic form

ID: level-sets-of-a-positive-semidefinite-quadratic-form

For a real symmetric matrix with nonnegative eigenvalues, the finite-dimensional spectral theorem changes the equation to in an orthonormal eigenbasis. If and has positive rank, the positive-eigenvalue coordinates form an ellipsoid, while the zero-eigenvalue coordinates are arbitrary. The level set is therefore a cylinder over that ellipsoid, with axis directions given by the kernel of a linear map of . For rank two in three dimensions, it is an elliptic cylinder. At the level set is exactly the kernel of a linear map; for it is empty. This distinguishes a positive semidefinite matrix from a positive-definite matrix, whose positive level sets are bounded ellipsoids.

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