 Sylvester's criterion

A Hermitian matrix $A$ is a positive-definite matrix exactly when its leading principal minorsare all positive. The leading principal minor uses the first $k$ rows and the first $k$ columns in the same ordering. For the two-by-two Cholesky decomposition example, ${\Delta }_1=4$ and ${\Delta }_2=4\cdot 5-2^2=16$, so the criterion proves positive definiteness without calculating eigenvalues.

The successive pivot elements before taking square roots are ${\Delta }_k/{\Delta }_{k-1}$, with ${\Delta }_0=1$. Here they are $4$ and $16/4=4$. In general, a leading triangular matrix factor has determinant equal to the product of its diagonal entries, soConversely, positive leading principal minors make each successive Schur complement pivot element positive, allowing the Cholesky decomposition to be constructed. The identity $u^{T}Au=\Vert L^{T}u{\Vert }_2^2$ then proves positive definiteness; for complex matrices, replace the transposes by conjugate transposes. This gives a short inductive proof of the criterion.

For $B=\left(\begin{array}{cc}1& 2\\ 2& 1\end{array}\right)$, the first minor is positive but $\det B=-3$. The second Cholesky radicand would be $1-2^2=-3$, and $v=(1,-1{)}^T$ directly gives $v^{T}Bv=-2<0$. Thus positive diagonal entries are insufficient. Replacing “positive” by “nonnegative” in just the leading-minor test is also insufficient for positive semidefiniteness: $\mathrm{diag}(0,-1)$ has leading minors $0,0$, but its quadratic form is negative on $(0,1{)}^T$.

Sylvester's criterion is a mathematical principle used to determine whether a given real symmetric matrix is positive definite. According to Sylvester's criterion, a real symmetric matrix \( A \) is positive definite if and only if all of its leading principal minors (the determinants of the top-left \( k \times k \) submatrices for \( k = 1, 2, \ldots, n \), where \( n \) is the order of the matrix) are positive.