Positive definiteness 2026-10-14
The strict positivity of a quadratic form on every nonzero vector. A real symmetric matrix has positive definiteness exactly when its associated quadratic form does, making it a positive-definite matrix. A Hermitian form is positive definite when its value on is real and strictly positive for every nonzero vector.
Think of a positive-definite quadratic form as an energy cost for a displacement: every direction costs something, and zero cost identifies the origin. For example, the real symmetric matrixis a positive-definite matrix because the two squares can vanish together only at . The mixed term couples the coordinates, but cannot overwhelm their positive contributions: and . The graph is a bowl, and its positive level sets are ellipses with axes along the eigenvectors, rather than along the original coordinates.
Positive quadratic energy bowl and elliptical level curves
. Details. The real and complex settings require different symmetry assumptions. For a real symmetric matrix use with ; for a complex Hermitian matrix use with , where is the conjugate transpose. The latter expression is real, so strict positivity is meaningful. A complex quadratic form such as has no such positivity: it vanishes at and takes negative real values at . A Hermitian form uses complex conjugation, which changes this example to .
For a real matrix without a symmetry hypothesis, its quadratic form depends only on its symmetric part of a matrix:Positive eigenvalues of alone do not establish positive definiteness of this quadratic form. For example, has both eigenvalues equal to , yet . The relevant test is positivity of the symmetric part of a matrix, not the spectrum of an arbitrary matrix.[ref]
Vary the coupling in the opening example. The eigenvectors and form a fixed orthonormal eigenbasis, with eigenvalues and . Writing a vector as givesFor , both directions cost energy and is a positive-definite matrix. At , the quadratic form is : the entire line spanned by has zero energy, and is a singular positive semidefinite matrix. At , the flat line is instead spanned by . For , the quadratic form is an indefinite quadratic form; one direction lowers the energy without bound as its displacement grows. At , for instance, while .
Eigenvalues and directional energies across the positivity threshold
. Details. The geometric transition is precise. For , is an ellipse. At , it consists of the two parallel lines , extending freely in the zero-energy direction. For , it is a hyperbola. The boundary case retains nonnegative energy but loses both the bounded positive level sets and the unique zero-energy vector.
Positive-definite operator Created 2026-09-28 Updated 2026-10-14
A self-adjoint operator is positive definite when for every nonzero vector in its domain. In finite dimension it is invertible and has positive eigenvalues. In infinite dimension, strict positivity of individual quadratic-form values need not give a bounded inverse; the stronger uniform bound with supplies coercivity.
For maps and between finite-dimensional inner product spaces, with , the operator is positive definite. Its quadratic form is , whose zero set is . This uses the adjoint operator relation .
Positive diagonal symmetrization of a matrix Created 2026-10-05 Updated 2026-10-14
If a real matrix has a positive diagonal matrix such that is a symmetric matrix, then is a symmetric matrix related to by a similarity transformation: gives . Thus is a diagonalizable matrix with real eigenvalues. If for all real vectors , its eigenvalues are nonpositive. This converts symmetry in a weighted inner product into Euclidean symmetry.
By an orthonormal eigenbasis, the imaginary part of the Stieltjes matrix resolvent has eigenvalues . Thus its normalized trace has positive imaginary part, and its quadratic form at any vector has nonnegative imaginary part. This yields and for the normalized trace and a quadratic form used in Schur-complement estimates.
Positive operator Created 2026-09-24 Updated 2026-10-14
A bounded Hermitian operator on a Hilbert space is positive, also called a positive semidefinite operator, whenThe value must be real as well as nonnegative. This permits zero values on nonzero vectors: the zero linear operator is positive. For a bounded Hermitian operator, positivity is equivalent to its spectrum being contained in ; in finite dimension, this is the condition that all eigenvalues are nonnegative.[ref]
https://ocw.mit.edu/courses/18-102-introduction-to-functional-analysis-spring-2021/345c4a5141559a4069aeb3105acd8ef3_MIT18_102s21_lec21.pdf. Rodriguez, notes by Andrew Lin, MIT 18.102, lecture 21, Corollary 225, 2021
The Hermitian operator diagram separates three cases. is self-adjoint but not positive, because . The orthogonal projection is positive semidefinite, with , but is not strictly positive on every nonzero vector. The complex Hermitian matrix is positive definite because whenever . For real symmetric matrices, MIT's lecture 27 relates these tests to the geometry of quadratic forms and their minima.[ref]
https://ocw.mit.edu/courses/18-06sc-linear-algebra-fall-2011/d163e012754258d3b374548504d8a18a_MIT18_06SCF11_Ses3.3sum.pdf. Strang, MIT 18.06SC, lecture 27 summary, Positive definite matrices and minima, pp. 1–2, 2011
A fundamental source of positive operators is for a bounded linear operator :For the complex matrix used above,Its eigenvalues are and , both positive. Positivity organizes the squared error minimized by a least-squares solution: the same occurs in the normal equation for a linear inverse problem. The positive square root of an operator gives the converse squared-length description, for every bounded positive operator .
On a real Hilbert space, nonnegativity of alone does not imply self-adjointness, so the Hermitian operator hypothesis is part of the definition. On a complex Hilbert space, real-valuedness of all these expressions already forces self-adjointness by the polarization identity.
Strict positivity and a uniform positive lower bound also differ in infinite dimension. On the l2 sequence space, the bounded Hermitian operator satisfiesConsequently no satisfies for every . Compare the positive definite symmetric operator and uniformly positive definite symmetric operator conditions.
Positive semidefinite matrix Created 2026-09-24 Updated 2026-10-06
A real symmetric or complex Hermitian matrix is positive semidefinite when for every vector , equivalently when all its eigenvalues are nonnegative.
Suppose is a diagonalizable matrix, , with an eigenbasis and spectral decompositionAssume the dominant eigenvalue is a simple eigenvalue andThen the normalized power iteration approaches the one-dimensional eigenspace of . Its asymptotic direction-error bound has factor . This spectral gap is a gap in modulus: if , then . A small relative gap gives slow convergence.[ref]
The short proof is the exact eigenbasis identityThe remaining sum has norm bounded by a constant times . This proves convergence of direction, allowing a changing sign or complex factor. A tiny or a poorly conditioned, nonorthogonal eigenbasis can delay visible convergence: the condition number of affects constants, while controls the eventual rate. The bound need not be an equality; if the initial coefficient of the second-largest eigenvalue vanishes, the active spectrum of the power method gives a faster rate. When , all unwanted components disappear after one multiplication.[ref]
The hypothesis is , not an ordinary nonzero inner product with the right eigenvector. Let be the first row of , a left eigenvector normalized so is for and otherwise; denotes conjugate transpose. Then . For a Hermitian matrix, choose an orthonormal eigenbasis and the criterion becomes : the starting vector must be nonorthogonal to the dominant eigenvector. For a general diagonalizable matrix, the nonorthogonal eigenbasis makes these two tests different, as illustrated under power iteration failure cases.
Power iteration eigenpair diagnostics 2026-10-14
For each unit vector iterate compute the Rayleigh quotient and the eigenpair residual . Use the same multiplication for both diagnostics and the next normalized iterate. For any complex matrix, this Rayleigh quotient minimizes over complex scalars , because . Under power iteration convergence for a diagonalizable matrix, and , even when the vectors alternate signs or phases.[ref]
A dimensionless stopping quantity iswhen the denominator is positive; is the operator norm, and a known upper bound may replace it if computing it is costly. A small eigenpair residual certifies a small backward error of an approximate eigenpair, but does not establish that the eigenvalue found is dominant.
For a Hermitian matrix with orthonormal eigenbasis , write . Then the independently useful identityshows that some eigenvalue lies within of . If a specific target eigenvalue is separated from all the others by , it also gives . This separation is measured from the computed Rayleigh quotient; it differs from the dominant-modulus spectral gap. For a nonnormal matrix, the same orthogonal expansion is unavailable and a small eigenpair residual alone need not imply a comparably small distance to the spectrum.
Power iteration failure cases 2026-10-14
A tied largest modulus can prevent even direction convergence. With and ,The two directions form a cycle; neither is an eigenvector. There is no dominant-modulus spectral gap. A tied modulus is not a universal failure: an initial eigenvector remains on its line, and preserves every direction. Subspace iteration addresses a separated cluster by targeting a dominant invariant subspace instead of one eigenvector.
An orthogonal start can fail despite a strict spectral gap. For and , the dominant component is zero, so and every iterate equals . The Rayleigh quotient is exactly and the eigenpair residual is zero, although the dominant eigenvalue is . Exact arithmetic never creates a missing component.[ref]
The third panel contrasts these failures with , , for whichHere the horizontal eigenvector direction converges with a strict spectral gap, while the normalized vectors alternate signs. This is the successful direction convergence described under sign and phase in power iteration.
For a nonorthogonal eigenbasis, even the word “orthogonal” must be used carefully. The diagonalizable matrix has right eigenvectors , , and dominant left eigenvector . For , the dominant coefficient is . The starting vector is nonorthogonal to but stays at the smaller eigenvalue ; is orthogonal to but has and converges to the dominant direction. The left eigenvector test, not the right-eigenvector inner product, controls the outcome.
A random vector drawn from a continuous probability distribution with a probability density function on the full real or complex vector space has with probability one. This avoids the exact missing-component hyperplane, but does not guarantee a large component or fast convergence. Floating-point arithmetic may seed a missing component, yet a structurally preserved zero can remain zero, so accidental perturbations are not a convergence guarantee.
Power method Created 2026-09-24 Updated 2026-10-14
Iterate . For a self-adjoint operator with a unique dominant eigenvalue separated in modulus from the others, a starting vector that is nonorthogonal to its dominant eigenvector gives convergence of the eigendirection at the spectral-ratio rate. For a general diagonalizable matrix, the condition is a nonzero coefficient in the dominant component of its eigenbasis, detected by the corresponding left eigenvector; an ordinary dot product with the right eigenvector does not generally detect that coefficient.
The power method is power iteration; its convergence depends on the dominant spectral component of the starting vector.
For example, has dominant right eigenvector and a dominant left eigenvector . The starting vector has nonzero dot product with the right eigenvector, but : it stays forever in the eigenspace for the smaller eigenvalue . Its coefficient along the dominant direction is zero, as the left eigenvector detects. An orthonormal eigenbasis makes the two tests agree in the self-adjoint case.
Prandtl critical layer at a stationary shear profile Created 2026-10-06 Updated 2026-10-14
For the Prandtl normal-mode equation with viscosity scaled to one and a profile having a nondegenerate stationary point, . A piecewise outer mode proportional to has a second-derivative jump. Balancing the advective and third-derivative terms smooths that jump over width , with velocity amplitude and a phase-speed correction of the same order. Matching selects the eigenvalue through a third-order inner problem.
For , use the method of multiple scales with and . Removing secular terms gives and . The slow eigenvalues satisfy , so an exponentially growing mode exists inside the displayed leading instability interval. At its leading endpoints the slow matrix is nilpotent; higher-order corrections are needed to determine the exact edges. Floquet theory distinguishes this exponential instability from algebraic growth at a repeated multiplier.
Primitive nonnegative matrix 2026-10-05
A square nonnegative matrix is primitive if some positive integer power has strictly positive entries. It is therefore an irreducible nonnegative matrix. The Perron–Frobenius theorem gives a leading eigenvalue whose modulus is strictly larger than that of every other eigenvalue. Every strictly positive matrix is primitive; the two-cycle permutation matrix is irreducible but not primitive.


